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binance-api
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specs
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001-specManager-perp
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tasks.md

tasks.md 7.5 KB
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Tasks: 多平台 Delta 中性控制平面

Input: Design documents from /specs/001-specManager-perp/ Prerequisites: plan.md (required), research.md, data-model.md, contracts/

Execution Flow (main)

1. Load plan.md from feature directory
   → If not found: ERROR "No implementation plan found"
   → Extract: tech stack, libraries, structure
2. Load optional design documents:
   → data-model.md: Extract entities → model tasks
   → contracts/: Each file → contract test task
   → research.md: Extract decisions → setup tasks
3. Generate tasks by category:
   → Setup: environment, proxies, credentials, risk configs
   → Tests: dry-run simulations, orderbook validation, multi-account integration
   → Core: hedging engines, order routing, exposure monitoring
   → Integration: exchange adapters, observability, rollback safeguards
   → Polish: performance verification, documentation, operational rehearsals
4. Apply task rules:
   → Different files = mark [P] for parallel
   → Same file = sequential (no [P])
   → Tests before implementation (TDD)
   → Exposure-related safeguards MUST precede new trading flows
5. Number tasks sequentially (T001, T002...)
6. Generate dependency graph
7. Create parallel execution examples
8. Validate task completeness:
   → All contracts have tests?
   → All entities have models?
   → All endpoints implemented?
9. Return: SUCCESS (tasks ready for execution)

Format: [ID] [P?] Description

  • [P]: Can run in parallel (different files, no dependencies)
  • Include exact file paths in descriptions

Path Conventions

  • Single project: src/, tests/ at repository root
  • Web app: backend/src/, frontend/src/
  • Mobile: api/src/, ios/src/ or android/src/
  • Paths shown below assume single project - adjust based on plan.md structure

Phase 3.1: Setup

  • T001 Create project structure per implementation plan
  • T002 Initialize TypeScript project with ws, axios, dotenv, winston, jest dependencies
  • T003 [P] Configure linting and formatting tools in tsconfig.json
  • T004 [P] Setup proxy configuration and credential management in src/config/
  • T005 [P] Create risk envelope configuration templates in src/config/risk/

Phase 3.2: Tests First (TDD) ⚠️ MUST COMPLETE BEFORE 3.3

CRITICAL: These tests MUST be written and MUST FAIL before ANY implementation

  • T006 [P] Contract test account-sync in tests/contract/test_account_sync.ts
  • T007 [P] Contract test hedge-execution in tests/contract/test_hedge_execution.ts
  • T008 [P] Contract test market-data-failover in tests/contract/test_market_data_failover.ts
  • T009 [P] Integration test utilization rebalancing in tests/integration/test_utilization_rebalance.ts
  • T010 [P] Integration test delta hedging in tests/integration/test_delta_hedging.ts
  • T011 [P] Integration test market data failover in tests/integration/test_market_data_failover.ts
  • T012 [P] Integration test strategy module sandbox in tests/integration/test_strategy_sandbox.ts

Phase 3.3: Core Implementation (ONLY after tests are failing)

  • T013 [P] ExchangeAccount model in src/models/ExchangeAccount.ts
  • T014 [P] MarketDataFeed model in src/models/MarketDataFeed.ts
  • T015 [P] StrategyModule model in src/models/StrategyModule.ts
  • T016 [P] RiskEnvelope model in src/models/RiskEnvelope.ts
  • T017 [P] OrderIntent model in src/models/OrderIntent.ts
  • T018 [P] HedgeExecution model in src/models/HedgeExecution.ts
  • T019 [P] ProxySession model in src/models/ProxySession.ts
  • T020 [P] AccountAllocation model in src/models/AccountAllocation.ts
  • T021 [P] SynthPriceSnapshot model in src/models/SynthPriceSnapshot.ts
  • T022 [P] MonitoringEvent model in src/models/MonitoringEvent.ts
  • T023 Account sync service in src/services/AccountSyncService.ts
  • T024 Hedge execution service in src/services/HedgeExecutionService.ts
  • T025 Market data failover service in src/services/MarketDataFailoverService.ts
  • T026 Risk monitoring service in src/services/RiskMonitoringService.ts
  • T027 Strategy module manager in src/services/StrategyModuleManager.ts
  • T028 Delta neutral controller in src/controllers/DeltaNeutralController.ts

Phase 3.4: Integration

  • T029 Connect AccountSyncService to exchange adapters
  • T030 Connect HedgeExecutionService to proxy routing
  • T031 Connect MarketDataFailoverService to WebSocket/HTTP feeds
  • T032 Connect RiskMonitoringService to monitoring dashboard
  • T033 Connect StrategyModuleManager to sandbox execution
  • T034 Connect DeltaNeutralController to all services
  • T035 Structured logging and audit trail
  • T036 Health checks and service status reporting
  • T037 Emergency stop-loss and circuit breakers

Phase 3.5: Polish

  • T038 [P] Unit tests for ExchangeAccount in tests/unit/test_ExchangeAccount.ts
  • T039 [P] Unit tests for MarketDataFeed in tests/unit/test_MarketDataFeed.ts
  • T040 [P] Unit tests for RiskEnvelope in tests/unit/test_RiskEnvelope.ts
  • T041 [P] Unit tests for HedgeExecution in tests/unit/test_HedgeExecution.ts
  • T042 [P] Unit tests for StrategyModule in tests/unit/test_StrategyModule.ts
  • T043 Performance tests for 8s control loop latency
  • T044 Performance tests for 10s failover SLA
  • T045 [P] Update docs/api.md with new endpoints
  • T046 Remove code duplication and optimize imports
  • T047 Run quickstart.md scenarios and validate results

Dependencies

  • Tests (T006-T012) before implementation (T013-T028)
  • T013-T022 (models) block T023-T028 (services)
  • T023-T028 (services) block T029-T037 (integration)
  • T029-T037 (integration) block T038-T047 (polish)
  • T029 blocks T030, T031, T032, T033, T034 (service connections)
  • T034 blocks T035, T036, T037 (controller integration)

Parallel Example

# Launch T006-T012 together:
Task: "Contract test account-sync in tests/contract/test_account_sync.ts"
Task: "Contract test hedge-execution in tests/contract/test_hedge_execution.ts"
Task: "Contract test market-data-failover in tests/contract/test_market_data_failover.ts"
Task: "Integration test utilization rebalancing in tests/integration/test_utilization_rebalance.ts"
Task: "Integration test delta hedging in tests/integration/test_delta_hedging.ts"
Task: "Integration test market data failover in tests/integration/test_market_data_failover.ts"
Task: "Integration test strategy module sandbox in tests/integration/test_strategy_sandbox.ts"

Notes

  • [P] tasks = different files, no dependencies
  • Verify tests fail before implementing
  • Commit after each task
  • Avoid: vague tasks, same file conflicts
  • All tasks must maintain Delta neutrality and risk compliance

Task Generation Rules

Applied during main() execution

  1. From Contracts:

    • Each contract file → contract test task [P]
    • Each endpoint → implementation task

  2. From Data Model:

    • Each entity → model creation task [P]
    • Relationships → service layer tasks

  3. From User Stories:

    • Each story → integration test [P]
    • Quickstart scenarios → validation tasks

  4. Ordering:

    • Setup → Tests → Models → Services → Endpoints → Polish
    • Dependencies block parallel execution

Validation Checklist

GATE: Checked by main() before returning

  • All contracts have corresponding tests (T006-T008)
  • All entities have model tasks (T013-T022)
  • All tests come before implementation
  • Parallel tasks truly independent
  • Each task specifies exact file path
  • No task modifies same file as another [P] task