nt8-sdk/implementation_guide_summary.md

NT8 Institutional SDK - Implementation Guide Summary

Overview

This document summarizes the key aspects of the implementation guide for the NT8 Institutional SDK. It provides an overview of the files to be created and their purposes.

Core Components

1. Configuration Files

These files establish the development environment and project structure:

1. .gitignore - Standard ignore patterns for .NET, Visual Studio, and NinjaTrader files
2. Directory.Build.props - Centralized MSBuild properties for consistent builds
3. .editorconfig - Code style and formatting conventions
4. .gitea/workflows/build.yml - CI/CD workflow for automated building and testing
5. README.md - Project overview and quick start guide

2. Core SDK Files

These files implement the core functionality of the SDK:

Strategy Framework

• src/NT8.Core/Common/Interfaces/IStrategy.cs - Strategy interface for trading algorithms
• src/NT8.Core/Common/Models/StrategyMetadata.cs - Strategy metadata and configuration models
• src/NT8.Core/Common/Models/StrategyIntent.cs - Trading intent models and enums
• src/NT8.Core/Common/Models/StrategyContext.cs - Strategy context and related models
• src/NT8.Core/Common/Models/MarketData.cs - Market data models and provider interface

Risk Management

• src/NT8.Core/Risk/IRiskManager.cs - Risk manager interface
• src/NT8.Core/Risk/BasicRiskManager.cs - Implementation with Tier 1 risk controls

Position Sizing

• src/NT8.Core/Sizing/IPositionSizer.cs - Position sizer interface
• src/NT8.Core/Sizing/BasicPositionSizer.cs - Implementation with fixed contracts and fixed dollar risk methods

3. Test Files

These files ensure the quality and reliability of the SDK:

Risk Management Tests

• tests/NT8.Core.Tests/Risk/BasicRiskManagerTests.cs - Unit tests for risk manager functionality
• tests/NT8.Core.Tests/Risk/RiskScenarioTests.cs - Scenario tests for real-world risk situations

Position Sizing Tests

• tests/NT8.Core.Tests/Sizing/BasicPositionSizerTests.cs - Unit tests for position sizer functionality

Key Implementation Details

Risk Management (BasicRiskManager.cs)

The risk manager implements three Tier 1 controls:

1. Daily Loss Limit - Halts trading when daily losses exceed a threshold
2. Per-Trade Risk Limit - Rejects trades that exceed maximum risk
3. Position Limits - Limits the number of concurrent positions

Features:

• Thread-safe implementation using locks
• Emergency flatten functionality
• Risk level escalation (Low → Medium → High → Critical)
• Comprehensive logging

Position Sizing (BasicPositionSizer.cs)

The position sizer implements two methods:

1. Fixed Contracts - Trade a fixed number of contracts
2. Fixed Dollar Risk - Calculate contracts based on target risk amount

Features:

• Contract clamping (min/max limits)
• Multi-symbol support with accurate tick values
• Conservative rounding (floor) for contract quantities
• Configuration validation

Implementation Status

All files in the implementation guide are ready for creation. The content has been carefully crafted to match the specifications in:

• Repository Setup Package
• Core Interfaces Package
• Risk Management Package
• Position Sizing Package

Next Steps

After reviewing this summary and the full implementation guide:

1. Switch to Code mode to create the actual files
2. Implement the solution and projects using dotnet CLI commands
3. Add required NuGet packages
4. Run tests to validate implementation
5. Execute the complete validation script

Review Checklist

As you review the implementation guide, consider:

• Do all file paths match the specified directory structure?
• Is the content of each file exactly as specified in the packages?
• Are all required interfaces and models implemented?
• Are the risk management and position sizing algorithms correct?
• Are the test cases comprehensive and accurate?
• Are all configuration files properly formatted?