196 lines
4.7 KiB
Markdown
196 lines
4.7 KiB
Markdown
# Coding Patterns — NT8 SDK Required Patterns
|
|
|
|
All code in the NT8 SDK MUST follow these patterns without exception.
|
|
|
|
---
|
|
|
|
## 1. Thread Safety — Lock Everything Shared
|
|
|
|
Every class with shared state must have a lock object:
|
|
```csharp
|
|
private readonly object _lock = new object();
|
|
```
|
|
|
|
Every access to shared `Dictionary`, `List`, `Queue`, or any field touched by multiple threads:
|
|
```csharp
|
|
// ❌ NEVER
|
|
_activeOrders[orderId] = status;
|
|
|
|
// ✅ ALWAYS
|
|
lock (_lock)
|
|
{
|
|
_activeOrders[orderId] = status;
|
|
}
|
|
```
|
|
|
|
### Read-then-write must be atomic
|
|
```csharp
|
|
// ❌ WRONG — race condition between check and write
|
|
if (!_orders.ContainsKey(id))
|
|
_orders[id] = newOrder;
|
|
|
|
// ✅ CORRECT
|
|
lock (_lock)
|
|
{
|
|
if (!_orders.ContainsKey(id))
|
|
_orders[id] = newOrder;
|
|
}
|
|
```
|
|
|
|
---
|
|
|
|
## 2. Error Handling — Try-Catch on All Public Methods
|
|
|
|
```csharp
|
|
public ReturnType MethodName(Type parameter)
|
|
{
|
|
// 1. Validate parameters first
|
|
if (parameter == null)
|
|
throw new ArgumentNullException("parameter");
|
|
|
|
// 2. Wrap the main logic
|
|
try
|
|
{
|
|
// Implementation
|
|
return result;
|
|
}
|
|
catch (SpecificException ex)
|
|
{
|
|
_logger.LogError("Specific failure in MethodName: {0}", ex.Message);
|
|
throw;
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
_logger.LogError("Unexpected failure in MethodName: {0}", ex.Message);
|
|
throw;
|
|
}
|
|
}
|
|
```
|
|
|
|
---
|
|
|
|
## 3. Logging — Always string.Format, Never $""
|
|
|
|
```csharp
|
|
// ❌ NEVER — C# 6 syntax, breaks NT8 compile
|
|
_logger.LogInformation($"Order {orderId} filled");
|
|
|
|
// ✅ ALWAYS
|
|
_logger.LogInformation("Order {0} filled", orderId);
|
|
_logger.LogWarning("Risk check failed for {0}: {1}", symbol, reason);
|
|
_logger.LogError("Exception in {0}: {1}", "MethodName", ex.Message);
|
|
_logger.LogCritical("Emergency flatten triggered: {0}", reason);
|
|
```
|
|
|
|
### Log level guide
|
|
| Level | When to use |
|
|
|---|---|
|
|
| `LogTrace` | Entering/exiting methods, fine-grained flow |
|
|
| `LogDebug` | State reads, normal data flow |
|
|
| `LogInformation` | Important events: order submitted, filled, cancelled |
|
|
| `LogWarning` | Recoverable issues: validation failed, limit approaching |
|
|
| `LogError` | Failures: exceptions, unexpected states |
|
|
| `LogCritical` | System integrity issues: emergency flatten, data corruption |
|
|
|
|
---
|
|
|
|
## 4. Events — Never Raise Inside Locks
|
|
|
|
Raising events inside a lock causes deadlocks when event handlers acquire other locks.
|
|
|
|
```csharp
|
|
// ❌ DEADLOCK RISK
|
|
lock (_lock)
|
|
{
|
|
_state = newState;
|
|
OrderStateChanged?.Invoke(this, args); // handler may try to acquire _lock
|
|
}
|
|
|
|
// ✅ CORRECT
|
|
OrderState newState;
|
|
lock (_lock)
|
|
{
|
|
newState = CalculateNewState();
|
|
_state = newState;
|
|
}
|
|
// Raise AFTER releasing lock
|
|
RaiseOrderStateChanged(orderId, previousState, newState);
|
|
```
|
|
|
|
---
|
|
|
|
## 5. Constructor — Validate All Dependencies
|
|
|
|
```csharp
|
|
public MyClass(ILogger<MyClass> logger, ISomeDependency dep)
|
|
{
|
|
if (logger == null)
|
|
throw new ArgumentNullException("logger");
|
|
if (dep == null)
|
|
throw new ArgumentNullException("dep");
|
|
|
|
_logger = logger;
|
|
_dep = dep;
|
|
|
|
// Initialize collections
|
|
_activeOrders = new Dictionary<string, OrderStatus>();
|
|
|
|
_logger.LogInformation("MyClass initialized");
|
|
}
|
|
```
|
|
|
|
---
|
|
|
|
## 6. XML Documentation — Required on All Public Members
|
|
|
|
```csharp
|
|
/// <summary>
|
|
/// Brief one-line description of what this does.
|
|
/// </summary>
|
|
/// <param name="intent">The trading intent to validate.</param>
|
|
/// <param name="context">Current strategy context with account state.</param>
|
|
/// <returns>Risk decision indicating allow or reject.</returns>
|
|
/// <exception cref="ArgumentNullException">Thrown when intent or context is null.</exception>
|
|
public RiskDecision ValidateOrder(StrategyIntent intent, StrategyContext context)
|
|
{
|
|
...
|
|
}
|
|
```
|
|
|
|
---
|
|
|
|
## 7. NT8-Specific Patterns (NinjaScript)
|
|
|
|
When writing code that runs inside NinjaTrader (in `NT8.Adapters/`):
|
|
|
|
```csharp
|
|
// Always guard OnBarUpdate
|
|
protected override void OnBarUpdate()
|
|
{
|
|
if (BarsInProgress != 0) return;
|
|
if (CurrentBar < BarsRequiredToTrade) return;
|
|
// ...
|
|
}
|
|
|
|
// Managed order pattern — set stops BEFORE entry
|
|
SetStopLoss("SignalName", CalculationMode.Ticks, stopTicks, false);
|
|
SetProfitTarget("SignalName", CalculationMode.Ticks, targetTicks);
|
|
EnterLong(contracts, "SignalName");
|
|
|
|
// Use string.Format for Print() too
|
|
Print(string.Format("Order submitted: {0} contracts at {1}", qty, price));
|
|
```
|
|
|
|
---
|
|
|
|
## 8. Checklist Before Marking Any Method Complete
|
|
|
|
- [ ] Parameter null checks at the top
|
|
- [ ] `try-catch` wrapping the body
|
|
- [ ] All `Dictionary`/collection access inside `lock (_lock)`
|
|
- [ ] All logging uses `string.Format()` (no `$""`)
|
|
- [ ] XML `/// <summary>` on every public method, property, class
|
|
- [ ] No C# 6+ syntax
|
|
- [ ] Events raised outside lock blocks
|
|
- [ ] `verify-build.bat` passes
|