Recipe for wiring a new broker backend into DaxAlgo Terminal behind the IBrokerClient seam, alongside the existing twelve (Interactive Brokers, NinjaTrader 8, cTrader, Alpaca, Ironbeam, London Strategic Edge, Upstox, Binance, Coinbase, Bybit, Kraken, OKX). Use when the user asks to add a broker (e.g. "add Tradovate", "wire up Rithmic", "implement IBrokerClient for X"). Covers project layout, DI registration, login tile, options binding, fake vs real split, and the layering rules that must not be broken.
Recipe for adding a new notification transport (e.g. Slack, Email, SMS) to DaxAlgo Terminal's INotificationTransport seam, alongside the existing Telegram (Bot API) and Discord (channel webhook) transports. Use when the user asks for a new notifier, fanout target, alert channel, or webhook integration. Covers transport interface, options binding, settings persistence, hot-reload, and the dispatcher auto-discovery contract.
Create or modify a DaxAlgo Windows strategy as an external runtime plugin using DaxAlgo.Sdk, DaxAlgo.Sdk.Wpf, the daxalgo-strategy template, StrategyTool, plugin.json, offline tests, and .daxplugin packaging. Use when asked to add, scaffold, implement, package, test, or install a strategy. Do not create in-tree strategy projects or add strategy references to the public host.
Python sidecar (LangGraph indicator/pattern/trend/decision agents + TA-Lib + vision LLM) reached over HTTP/JSON via IAiAnalystClient; hot-swappable Null↔Http via IOptionsMonitor. Use when touching tools/python-ml/, the IAiAnalystClient seam in Core/Infrastructure, the AiAnalystEnricher in the notification pipeline, the AI Market Analyst window, or debugging "AI Analyst unavailable" / HTTP 504 / 500 errors.
Telegram-backed archive offloader for the canonical market-data store — parquet bundling, 2 GB split-binary parts, sha256 verification, manifest store, retention pruning. Use when touching src/windows/Pipeline/TradingTerminal.MarketData/Archive/, adding store tables to the bundle, changing the archive schedule, swapping the Telegram transport for another backend, or debugging archive/restore round-trips.
Internals of DaxAlgo Terminal's tick/event backtest stack — Core contracts, TradingTerminal.Backtest.Engine replay and optimization, Infrastructure persistence adapters, and the Backtest/BacktestStudio tools. Use for fee/risk/fill simulation, event ordering, reports, optimization, or backtest surfaces. Skip strategy authoring; use add-strategy for external plugins.
Per-broker quirks for DaxAlgo Terminal's SDK-based IBrokerClient backends — Interactive Brokers, NinjaTrader 8, cTrader, and Alpaca. Use before editing their implementations under src/windows/Pipeline/TradingTerminal.Infrastructure/, or when diagnosing broker-specific connection, threading, protocol, or error-code behavior. Skip for broker-neutral Core, UI, and market-data pipeline work.
Canonical broker-neutral market-data pipeline — InstrumentId/Registry, IMarketDataHub, ref-counted IMarketDataIngest, persistence, normalization, and store backends. Use when adding store tables, changing ingest, wiring broker trade tape, debugging missing/duplicate/mis-timestamped data, or editing src/windows/Pipeline/TradingTerminal.MarketData/.