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- Kilocode AI agent rules and guidelines - Setup and implementation guides - Architecture documentation - Build and verification references
154 lines
4.5 KiB
Markdown
154 lines
4.5 KiB
Markdown
# Project Context
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You are working on the **NT8 SDK** - an institutional-grade trading SDK for NinjaTrader 8.
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## Project Purpose
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This is production trading software used for automated futures trading (ES, NQ, MES, MNQ, CL, GC). Code quality is critical because:
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- Bugs can cause real financial losses
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- System runs 24/5 during market hours
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- Performance requirements are strict (<200ms latency)
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- This is institutional-grade, not hobbyist code
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## Current Phase: Phase 1 - Core Trading Loop
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You are implementing the **OMS (Order Management System)** component.
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### OMS Responsibilities
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- Manage complete order lifecycle (Pending → Working → Filled/Cancelled)
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- Thread-safe order tracking
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- State machine enforcement
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- Integration with NT8 platform
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- Position flattening capability
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### What OMS Does NOT Do (Other Components Handle)
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- Risk validation (IRiskManager handles this)
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- Position sizing (IPositionSizer handles this)
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- Strategy logic (IStrategy handles this)
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- Direct NT8 calls (NT8Adapter handles this)
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## Architecture Overview
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```
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Strategy Layer (IStrategy)
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↓ generates StrategyIntent
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Risk Layer (IRiskManager)
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↓ validates and produces RiskDecision
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Sizing Layer (IPositionSizer)
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↓ calculates contracts and produces SizingResult
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OMS Layer (IOrderManager) ← YOU ARE HERE
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↓ manages order lifecycle
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NT8 Adapter Layer (INT8OrderAdapter)
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↓ bridges to NinjaTrader 8
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NinjaTrader 8 Platform
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```
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## Your Current Task
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Implement the **Basic OMS** with these deliverables:
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### Phase 1 Deliverables
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1. ✅ `OrderModels.cs` - Order request/status models and enums
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2. ✅ `IOrderManager.cs` - Core interface definition
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3. ✅ `INT8OrderAdapter.cs` - Adapter interface
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4. ✅ `BasicOrderManager.cs` - Implementation with state machine
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5. ✅ `MockNT8OrderAdapter.cs` - Mock for testing
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6. ✅ Unit tests - Comprehensive test coverage (>80%)
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### Out of Scope (Future Phases)
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- ❌ Partial fill aggregation (Phase 2)
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- ❌ Retry logic (Phase 2)
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- ❌ Position reconciliation (Phase 2)
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- ❌ Advanced order types (Phase 3)
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- ❌ Smart order routing (Phase 3)
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## Key Design Principles
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### 1. Risk-First Architecture
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ALL trading operations flow through IRiskManager before OMS.
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The pattern is: Strategy → Risk → Sizing → OMS → NT8
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**NEVER bypass risk checks.**
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### 2. State Machine Discipline
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Order states follow strict transitions:
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```
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Pending → Working → PartiallyFilled → Filled
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↓ ↓
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Cancelled Cancelled
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↓
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Rejected
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```
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Invalid transitions MUST be rejected and logged.
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### 3. Thread Safety
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This system will run with:
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- Multiple NT8 callbacks firing simultaneously
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- UI queries happening while orders process
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- State changes from external events
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ALL shared state MUST be protected with locks.
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### 4. Performance Targets
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- Order submission: <5ms (excluding NT8 adapter)
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- State transition: <1ms
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- Query operations: <1ms
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- Overall tick-to-trade: <200ms
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### 5. Determinism
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Order processing must be deterministic for:
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- Backtesting accuracy
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- Replay debugging
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- Audit trails
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## Technology Constraints
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### Language & Framework
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- C# 5.0 syntax ONLY (no C# 6+)
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- .NET Framework 4.8 (not .NET Core/5+/6+)
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- Target: Windows desktop environment
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### Libraries
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- ✅ Newtonsoft.Json (for serialization)
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- ✅ Microsoft.Extensions.Logging (for logging)
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- ✅ Microsoft.Extensions.DependencyInjection (for DI)
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- ❌ System.Text.Json (not available)
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- ❌ Any .NET Core/5+/6+ libraries
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### Testing
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- xUnit for test framework
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- FluentAssertions for assertions
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- Bogus for test data generation (if needed)
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- Mock adapters for isolation
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## Reference Documents
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You have access to these design documents:
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- `OMS_Design_Specification.md` - Complete technical design
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- `Kilocode_Implementation_Guide.md` - Step-by-step tasks
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- `OMS_Test_Scenarios.md` - Comprehensive test cases
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When uncertain about design decisions, reference these documents.
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## Success Criteria
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Your implementation is complete when:
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- [ ] All 6 deliverables created
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- [ ] `verify-build.bat` passes
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- [ ] >80% test coverage
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- [ ] All tests passing
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- [ ] No C# 6+ syntax
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- [ ] State machine validated
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- [ ] Thread safety verified
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- [ ] Performance targets met
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- [ ] Integration points tested
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- [ ] Documentation complete
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## Communication
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When you need clarification:
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1. Check `OMS_Design_Specification.md` first
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2. Check existing code patterns in `src/NT8.Core/Risk/` or `src/NT8.Core/Sizing/`
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3. If still uncertain, ask before implementing
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**Remember:** This is production trading code. When in doubt, ask rather than guess.
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