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nt8-sdk/Specs/SDK/repository_setup_package.md
Billy Valentine 92f3732b3d
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Phase 0 completion: NT8 SDK core framework with risk management and position sizing
2025-09-09 17:06:37 -04:00

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Repository Setup Package

SETUP INSTRUCTIONS

Step 1: Create Repository Structure

Create this exact directory structure in your repository:

nt8-institutional-sdk/
├── .gitea/
│   └── workflows/
│       ├── build.yml
│       ├── test.yml
│       └── release.yml
├── .devcontainer/
│   ├── devcontainer.json
│   └── Dockerfile
├── src/
│   ├── NT8.Core/
│   │   ├── Common/
│   │   │   ├── Configuration/
│   │   │   ├── Interfaces/
│   │   │   └── Models/
│   │   ├── Risk/
│   │   ├── Sizing/
│   │   ├── Logging/
│   │   └── OMS/
│   ├── NT8.Adapters/
│   │   └── NinjaTrader/
│   ├── NT8.Strategies/
│   │   └── Examples/
│   └── NT8.Contracts/
│       └── V1/
├── tests/
│   ├── NT8.Core.Tests/
│   ├── NT8.Integration.Tests/
│   └── NT8.Performance.Tests/
├── tools/
│   ├── replay/
│   └── market-data/
├── docs/
│   ├── architecture/
│   ├── api/
│   └── deployment/
├── deployment/
│   ├── dev/
│   ├── staging/
│   └── prod/
├── .gitignore
├── .editorconfig
├── Directory.Build.props
├── NT8-SDK.sln
└── README.md

Step 2: Copy Starter Files

Copy these files to the exact locations shown:

.gitignore

# Build results
[Dd]ebug/
[Dd]ebugPublic/
[Rr]elease/
[Rr]eleases/
x64/
x86/
[Ww][Ii][Nn]32/
[Aa][Rr][Mm]/
[Aa][Rr][Mm]64/
bld/
[Bb]in/
[Oo]bj/
[Oo]ut/
[Ll]og/
[Ll]ogs/

# Visual Studio / VSCode
.vs/
.vscode/settings.json
.vscode/tasks.json
.vscode/launch.json
.vscode/extensions.json
*.rsuser
*.suo
*.user
*.userosscache
*.sln.docstates

# Test Results
[Tt]est[Rr]esult*/
[Bb]uild[Ll]og.*
*.VisualState.xml
TestResult.xml
nunit-*.xml
*.trx
*.coverage
*.coveragexml
coverage*.json
coverage*.xml
coverage*.info

# NuGet
*.nupkg
*.snupkg
.nuget/
packages/
!packages/build/
*.nuget.props
*.nuget.targets

# .NET Core
project.lock.json
project.fragment.lock.json
artifacts/

# Development containers
.devcontainer/.env

# Local configuration files
appsettings.local.json
appsettings.*.local.json
config/local.json

# Temporary files
*.tmp
*.temp
.tmp/
.temp/

# IDE specific
*.swp
*.swo
*~

# OS specific
.DS_Store
Thumbs.db

# NinjaTrader specific
*.ninjatrader
*.nt8addon

# Custom tools and scripts output
tools/output/
market-data/*.csv
replay-data/

Directory.Build.props

<Project>
  <PropertyGroup>
    <TargetFramework>net6.0</TargetFramework>
    <LangVersion>10.0</LangVersion>
    <Nullable>enable</Nullable>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <EnforceCodeStyleInBuild>true</EnforceCodeStyleInBuild>
    <GenerateDocumentationFile>true</GenerateDocumentationFile>
    <Company>NT8 Institutional</Company>
    <Product>NT8 SDK</Product>
    <Copyright>Copyright © 2025</Copyright>
    <Version>0.1.0</Version>
    <AssemblyVersion>0.1.0.0</AssemblyVersion>
    <FileVersion>0.1.0.0</FileVersion>
    
    <!-- Code Analysis -->
    <EnableNETAnalyzers>true</EnableNETAnalyzers>
    <AnalysisLevel>6.0</AnalysisLevel>
  </PropertyGroup>

  <PropertyGroup Condition="'$(Configuration)' == 'Debug'">
    <DefineConstants>DEBUG;TRACE</DefineConstants>
    <DebugType>portable</DebugType>
  </PropertyGroup>

  <PropertyGroup Condition="'$(Configuration)' == 'Release'">
    <DefineConstants>TRACE</DefineConstants>
    <Optimize>true</Optimize>
    <DebugType>pdbonly</DebugType>
  </PropertyGroup>
  
  <ItemGroup>
    <PackageReference Include="Microsoft.CodeAnalysis.NetAnalyzers" Version="6.0.0">
      <PrivateAssets>all</PrivateAssets>
      <IncludeAssets>runtime; build; native; contentfiles; analyzers</IncludeAssets>
    </PackageReference>
  </ItemGroup>
</Project>

.editorconfig

# EditorConfig is awesome: https://EditorConfig.org

# top-most EditorConfig file
root = true

[*]
indent_style = space
charset = utf-8
trim_trailing_whitespace = true
insert_final_newline = true

[*.{cs,csx,vb,vbx}]
indent_size = 4
end_of_line = crlf

[*.{json,js,yml,yaml,xml}]
indent_size = 2

[*.md]
trim_trailing_whitespace = false

# C# formatting rules
[*.cs]
# Organize usings
dotnet_sort_system_directives_first = true
dotnet_separate_import_directive_groups = false

# this. preferences
dotnet_style_qualification_for_field = false:suggestion
dotnet_style_qualification_for_property = false:suggestion
dotnet_style_qualification_for_method = false:suggestion
dotnet_style_qualification_for_event = false:suggestion

# Language keywords vs BCL types preferences
dotnet_style_predefined_type_for_locals_parameters_members = true:suggestion
dotnet_style_predefined_type_for_member_access = true:suggestion

# Modifier preferences
dotnet_style_require_accessibility_modifiers = for_non_interface_members:suggestion
dotnet_style_readonly_field = true:suggestion

# Expression-level preferences
dotnet_style_object_initializer = true:suggestion
dotnet_style_collection_initializer = true:suggestion
dotnet_style_explicit_tuple_names = true:suggestion
dotnet_style_null_propagation = true:suggestion
dotnet_style_coalesce_expression = true:suggestion
dotnet_style_prefer_is_null_check_over_reference_equality_method = true:suggestion
dotnet_style_prefer_inferred_tuple_names = true:suggestion
dotnet_style_prefer_inferred_anonymous_type_member_names = true:suggestion

# C# preferences
csharp_prefer_var_for_built_in_types = false:suggestion
csharp_prefer_var_when_type_is_apparent = true:suggestion
csharp_prefer_var_elsewhere = false:suggestion

.gitea/workflows/build.yml

name: Build and Test

on:
  push:
    branches: [ main, develop ]
  pull_request:
    branches: [ main ]

jobs:
  build:
    runs-on: ubuntu-latest
    
    steps:
    - uses: actions/checkout@v3
    
    - name: Setup .NET
      uses: actions/setup-dotnet@v3
      with:
        dotnet-version: '6.0.x'
        
    - name: Restore dependencies
      run: dotnet restore
      
    - name: Build
      run: dotnet build --no-restore --configuration Release
      
    - name: Test
      run: dotnet test --no-build --configuration Release --verbosity normal --collect:"XPlat Code Coverage"
      
    - name: Upload coverage reports
      uses: codecov/codecov-action@v3
      with:
        files: ./coverage.cobertura.xml

README.md

# NT8 Institutional SDK

Professional-grade algorithmic trading SDK for NinjaTrader 8, built for institutional use with comprehensive risk management and deterministic execution.

## 🚀 Quick Start

### Prerequisites
- .NET 6.0 SDK
- Visual Studio Code + Docker Desktop (recommended)
- Git

### Setup (5 minutes)
```bash
# Clone repository
git clone <repository-url>
cd nt8-institutional-sdk

# Verify setup
dotnet build && dotnet test

📋 Project Structure

src/
├── NT8.Core/           # Core SDK functionality
│   ├── Risk/           # Risk management system
│   ├── Sizing/         # Position sizing algorithms  
│   ├── Logging/        # Structured logging
│   └── Common/         # Shared interfaces and models
├── NT8.Strategies/     # Strategy implementations
├── NT8.Adapters/       # NinjaTrader integration
└── NT8.Contracts/      # API contracts

tests/                  # Comprehensive test suite
tools/                  # Development and deployment tools
docs/                   # Technical documentation

🏗️ Architecture Principles

  • Risk First: All trades pass through risk management before execution
  • Deterministic: Identical inputs produce identical outputs for testing
  • Modular: Strategies are thin plugins, SDK handles infrastructure
  • Observable: Structured logging with correlation IDs throughout

📊 Current Status: Phase 0 Development

✅ Completed

  • Development environment and tooling
  • Core interfaces and models
  • Basic project structure

🚧 In Progress

  • Risk management implementation
  • Position sizing algorithms
  • Basic strategy framework
  • Comprehensive unit testing

📅 Next (Phase 1)

  • Order management system
  • NinjaTrader integration
  • Market data handling
  • Advanced testing and validation

📄 License

Proprietary - Internal use only


### **Step 3: Create Solution and Projects**

Run these commands to create the .NET solution and projects:

```bash
# Create solution file
dotnet new sln -n NT8-SDK

# Create core projects
dotnet new classlib -n NT8.Core -o src/NT8.Core --framework net6.0
dotnet new classlib -n NT8.Adapters -o src/NT8.Adapters --framework net6.0
dotnet new classlib -n NT8.Strategies -o src/NT8.Strategies --framework net6.0
dotnet new classlib -n NT8.Contracts -o src/NT8.Contracts --framework net6.0

# Create test projects
dotnet new xunit -n NT8.Core.Tests -o tests/NT8.Core.Tests --framework net6.0
dotnet new xunit -n NT8.Integration.Tests -o tests/NT8.Integration.Tests --framework net6.0

# Add projects to solution
dotnet sln add src/NT8.Core/NT8.Core.csproj
dotnet sln add src/NT8.Adapters/NT8.Adapters.csproj
dotnet sln add src/NT8.Strategies/NT8.Strategies.csproj
dotnet sln add src/NT8.Contracts/NT8.Contracts.csproj
dotnet sln add tests/NT8.Core.Tests/NT8.Core.Tests.csproj
dotnet sln add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj

Step 4: Add Required NuGet Packages

# Add packages to NT8.Core
dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.Configuration
dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.Configuration.Json
dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.Logging
dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.DependencyInjection
dotnet add src/NT8.Core/NT8.Core.csproj package Newtonsoft.Json
dotnet add src/NT8.Core/NT8.Core.csproj package FluentValidation

# Add test packages
dotnet add tests/NT8.Core.Tests/NT8.Core.Tests.csproj package FluentAssertions
dotnet add tests/NT8.Core.Tests/NT8.Core.Tests.csproj package Bogus
dotnet add tests/NT8.Core.Tests/NT8.Core.Tests.csproj package Moq

dotnet add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj package FluentAssertions
dotnet add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj package Bogus
dotnet add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj package Moq

Step 5: Validation

Run this command to verify everything is set up correctly:

dotnet build --configuration Release

Expected Result: Build succeeds with 0 warnings and 0 errors

If you see any errors, check:

  1. All directories were created correctly
  2. All files were copied to the right locations
  3. .NET 6.0 SDK is installed
  4. All NuGet packages were added successfully

SUCCESS CRITERIA

✅ Repository structure matches specification exactly
✅ All starter files are in correct locations
✅ Solution builds successfully with 0 warnings
✅ All NuGet packages are properly referenced
✅ CI/CD pipeline configuration is in place

Once this is complete, you're ready for Step 2: Core Interfaces