DaxAlgo-Terminal

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/.

Route DaxAlgo Terminal work to the correct Windows or Linux project, context shard, and specialist skill. Use first for codebase orientation, ownership questions, locating a feature, choosing a build target, or deciding whether a change belongs in Core, Pipeline, Shell, UI, AI, Charts, Tools, SDK, templates, or an external strategy plugin.

Maintain the tree-scoped paper ingestion and reproduction-job cache: IPaperIngestClient, Null/Http clients, loopback sidecar protocol, pinned repositories, ReproJobStore, artifact hashes, retention, and AddPaperResearch. Use for Windows Core/Pipeline Research or the independently verified Linux equivalents; this skill does not imply a Windows PaperLab UI.

Implement or maintain research-paper reproduction in DaxAlgo Terminal: paper ingestion, queued sandbox jobs, provenance-preserving signal bridges, confidence scoring, and backtest integration. Use for Windows backend work under src/windows/Core/TradingTerminal.Core/Research/ or src/windows/Pipeline/TradingTerminal.Infrastructure/Research/, or for the separate Linux PaperLab UI. Always load paper-ingestion and untrusted-execution; never assume the Windows and Linux trees share UI or implementations.

How to author, improve, and trigger-tune skills for DaxAlgo Terminal's .Codex/skills/ library — frontmatter contract, "pushy" descriptions that actually trigger, the bespoke-vs-external decision (and the licensing rule), and how to wire a new skill to the agents that should load it. Use whenever adding a new skill, fixing one that won't trigger, or deciding whether to vendor an external skill. Make sure to use this skill whenever the user mentions writing/adding/editing a skill, a SKILL.md, agent capabilities, or "teach Codex to do X repeatably."

Security playbook for running third-party or user-supplied code inside DaxAlgo Terminal. Use when editing src/windows/Pipeline/TradingTerminal.Infrastructure/Research/Sandbox/, the tree-equivalent Linux sandbox, ISandboxRunner, SandboxPolicy/SandboxQuota, paper reproduction, or any feature that executes untrusted code. Enforces deny-by-default isolation, egress controls, quotas, safe process-tree termination, and no access to host stores or credentials.

Memory-leak prevention for DaxAlgo Terminal's WPF windows, charts, tools, and live strategies — the unbounded-channel / per-item-UI-marshal / per-redraw-allocation patterns that ballooned the Volume Footprint window to 20 GB, plus the bounded-channel + batch-drain + coalesced-render fixes and the close-time teardown checklist. Use WHENEVER adding or editing a tool/chart/strategy/AI window, any view-model that consumes IMarketDataHub/Channel/IAsyncEnumerable/IObservable, anything with a DispatcherTimer or a redraw/OnRender path, or when diagnosing climbing RAM / a window that doesn't release memory after closing. Load it before writing streaming UI code, not after the leak.

Quantitative math reference for DaxAlgo Terminal's signal/regime work — Ornstein-Uhlenbeck mean-reversion (SDE, half-life, MLE/OLS calibration), linear algebra (correlation/covariance, PCA, Cholesky, EWMA), 3D geometry for Helix cube/surface viz, microstructure stats (VPIN/toxicity, cumulative delta, imbalance, Kyle's lambda), Markov transition matrices, and volatility estimators. Load when a strategy/regime/correlation agent touches the math, so the formula and its numerically-stable form are correct before coding.

Senior-lead playbook for DaxAlgo Terminal — how to decompose a prompt into an ordered, agent-routed execution plan that respects the solution graph; the design-pattern catalog the codebase actually uses; SOLID/scalability heuristics; and the plan output contract the manager agent returns. Load this FIRST when planning or routing multi-project work, before dispatching any worker agent.

MVVM patterns, threading rules, and C# code style preferences for DaxAlgo Terminal. Use when writing or editing view-models, code-behind, observable collections, or anything involving async/Dispatcher in the UI layer. Also covers nullable/internal/file-scoped namespace conventions. Skip for pure Core or Infrastructure work that doesn't touch UI.

Codebase map for DaxAlgo Terminal — which project owns what, where key seams/files live, and which skill to load next. Load this FIRST for orientation ("where is X?", "which project owns Y?", "where do I add Z?") instead of grepping blind. Cheap one-shot map; saves repeated searches.

How the arXiv/paper-to-repo ingestion seam and the reproduction job/manifest cache work in DaxAlgo Terminal. Covers IPaperIngestClient (Null/Http, subprocess + HTTP/JSON, 127.0.0.1 only) resolving a paper URL to PaperRef + candidate RepoRef[], and the SQLite ReproJobStore cloned from ArchiveManifestStore (cache keyed by arXiv id + repo commit + config hash, sha256 artifact refs, retention). Use when touching IPaperIngestClient, ReproJobStore, HttpPaperIngestClient, the repro sidecar endpoints, or wiring AddPaperResearch().

The recipe for the Paper Lab pipeline — turn a research paper into a queued, sandboxed reproduction whose outputs bridge into the backtest engine as a paper-tagged strategy (autoarxiv-style, scoped to quant/trading papers). Use when touching src/TradingTerminal.Core/Research/, src/TradingTerminal.Infrastructure/Research/, the TradingTerminal.Ai.PaperLab window, IReproOrchestrator/IReproJobStore/IReproSignalBridge/ReproducedSignalStrategyKernel, or whenever the user asks to read/implement/experiment/test/reproduce/replicate a paper as a tradeable strategy. Pair with untrusted-execution (sandbox) and paper-ingestion (arXiv seam).

Security playbook for running third-party / untrusted code (research-paper repos, user-supplied scripts) inside DaxAlgo Terminal. Deny-by-default sandbox (Docker / WSL2 / VM), egress allowlist, CPU/RAM/pids/disk/wall-clock quotas, no host mounts of the canonical store or credentials, kill-the-process-tree, never exec in-process. Use whenever editing src/TradingTerminal.Infrastructure/Research/Sandbox/, ISandboxRunner, SandboxPolicy/SandboxQuota, the Paper Lab repro engine, or designing ANY feature that executes code the user did not write. This is a security subsystem, not a feature — read it before weakening any isolation.

Memory-leak prevention for DaxAlgo Terminal's WPF windows, charts, tools, and live strategies — the unbounded-channel / per-item-UI-marshal / per-redraw-allocation patterns that ballooned the Volume Footprint window to 20 GB, plus the bounded-channel + batch-drain + coalesced-render fixes and the close-time teardown checklist. Use WHENEVER adding or editing a tool/chart/strategy/AI window, any view-model that consumes IMarketDataHub/Channel/IAsyncEnumerable/IObservable, anything with a DispatcherTimer or a redraw/OnRender path, or when diagnosing climbing RAM / a window that doesn't release memory after closing. Load it before writing streaming UI code, not after the leak.

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 strategy to DaxAlgo Terminal — both the engine-side IBacktestStrategy implementation and the per-strategy live UI project that wraps it via LiveSignalStrategyViewModelBase. Use when the user asks "add a strategy", "new strategy", "implement strategy X", or references IBacktestStrategy. Covers project layout, DI registration, CLI registration, indicator reuse, and the catalog wiring for the Backtest window.

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.

Internals of DaxAlgo Terminal's tick-level backtest engine — IBacktestStrategy seam, IOrderRouter, SimulatedOrderBook, L1FillModel, IFeeModel (Zero/MakerTaker/Bps), IRiskManager, ParquetTickReader/Writer, StatisticsCalculator, and the live/backtest router split. Use when touching fee models, risk caps, fill simulation, OMS stubs, the Backtest CLI (daxalgo-backtest.exe), or the Tools → Backtest window. Skip for pure UI work or for adding strategies (use add-strategy instead).

Per-broker quirks for DaxAlgo Terminal's four SDK-based IBrokerClient backends — Interactive Brokers (TWS API), NinjaTrader 8 (NTDirect P/Invoke), cTrader (Spotware Open API 2.0 protobuf), and Alpaca (REST + WebSocket via Alpaca.Markets NuGet). (The no-SDK REST/WS backends — Ironbeam, LSE, Upstox, Binance, Coinbase, Bybit, Kraken, OKX — aren't covered here; mirror Infrastructure/Binance or /IronBeam.) Use BEFORE editing anything under src/TradingTerminal.Infrastructure/Ib/, /Ninja/, /CTrader/, or /Alpaca/, or when diagnosing connection/threading/error-code issues against a specific broker. Skip for broker-neutral code (Core, UI, repository layer).

Canonical broker-neutral market-data pipeline — InstrumentId / InstrumentRegistry, IMarketDataHub (Rx fanout), IMarketDataIngest (ref-counted subscriptions, normalization, persistence), IMarketDataStore (SQLite default, Postgres/TimescaleDB optional, batched non-blocking writes). Use when adding store tables, changing ingest normalization, wiring trade-tape into a new broker, debugging "no data" / "duplicate ticks" / "wrong timestamps", or touching anything under src/TradingTerminal.MarketData/.

Recipe + conventions for the regime-cube strategy family (3-axis or surface-based, with Helix Toolkit 3D viz) from ideas.md — Order Flow Cube and Order Flow Surface Spike already shipped end-to-end; Microstructure Liquidity / Vol-of-Vol / Cross-Asset Risk / Auction Market Theory queued. Use when the user asks to add a strategy from ideas.md, references "regime cube", "3D scatter", "Helix Toolkit", "Order Flow Cube" / "Surface Spike", or asks for the cube

How to author, improve, and trigger-tune skills for DaxAlgo Terminal's .claude/skills/ library — frontmatter contract, "pushy" descriptions that actually trigger, the bespoke-vs-external decision (and the licensing rule), and how to wire a new skill to the agents that should load it. Use whenever adding a new skill, fixing one that won't trigger, or deciding whether to vendor an external skill. Make sure to use this skill whenever the user mentions writing/adding/editing a skill, a SKILL.md, agent capabilities, or "teach Claude to do X repeatably."

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/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.

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.