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tasks.md

tasks.md 19 KB
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Tasks: Pacifica Multi-Account BTC Wash Trading System

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

Execution Flow (main)

1. Load plan.md from feature directory
   → Extract: TypeScript 5.0+, Node.js 18+, Pacifica API integration
2. Load design documents:
   → data-model.md: 8 entities (Account, WashTradingSession, OrderPair, Order, TradingStrategy, RiskMetrics, RiskAlert, AuditEntry)
   → contracts/: 5 contract files (wash-trading-api.md, account-contracts.md, hedging-api.md, hedging-contracts.md, trading-contracts.md)
   → research.md: Pacifica API integration, multi-account coordination, risk management
3. Generate tasks by category:
   → Setup: TypeScript project, dependencies, configuration
   → Tests: Contract tests, integration tests, unit tests
   → Core: Models, services, strategies, CLI commands
   → Integration: Pacifica API, WebSocket, risk management
   → Polish: Performance tests, documentation, deployment
4. Apply task rules:
   → Different files = mark [P] for parallel
   → Same file = sequential (no [P])
   → Tests before implementation (TDD)
5. Number tasks sequentially (T001-T095)
6. Generate dependency graph
7. Create parallel execution examples
8. Validate task completeness
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
  • Paths based on plan.md structure: models/, services/, strategies/, cli/, utils/

Phase 3.1: Setup

  • T001 Create project structure per implementation plan
  • T002 Initialize TypeScript project with Node.js 18+ dependencies
  • T003 [P] Configure ESLint and Prettier for TypeScript
  • T004 [P] Set up Jest testing framework with TypeScript support
  • T005 [P] Create environment configuration system
  • T006 [P] Set up logging system with structured logging
  • T007 [P] Create encryption utilities for private key management
  • T008 [P] Set up validation utilities with Joi
  • T009 [P] Create configuration files (accounts.json, strategies.json, risk-limits.json)
  • T010 [P] Set up package.json with all required dependencies

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

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

  • T011 [P] Contract test wash-trading-api endpoints in tests/contract/test-wash-trading-api.ts
  • T012 [P] Contract test account management endpoints in tests/contract/test-account-contracts.ts
  • T013 [P] Contract test hedging API endpoints in tests/contract/test-hedging-api.ts
  • T014 [P] Contract test trading contracts in tests/contract/test-trading-contracts.ts
  • T015 [P] Integration test multi-account wash trading session in tests/integration/test-wash-trading-session.ts
  • T016 [P] Integration test account coordination in tests/integration/test-account-coordination.ts
  • T017 [P] Integration test risk management in tests/integration/test-risk-management.ts
  • T018 [P] Integration test Pacifica API integration in tests/integration/test-pacifica-integration.ts
  • T019 [P] Integration test WebSocket real-time updates in tests/integration/test-websocket-updates.ts
  • T020 [P] Integration test CLI commands in tests/integration/test-cli-commands.ts

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

Data Models

  • T021 [P] Account model in src/models/Account.ts
  • T022 [P] WashTradingSession model in src/models/WashTradingSession.ts
  • T023 [P] OrderPair model in src/models/OrderPair.ts
  • T024 [P] Order model in src/models/Order.ts
  • T025 [P] TradingStrategy model in src/models/TradingStrategy.ts
  • T026 [P] RiskMetrics model in src/models/RiskMetrics.ts
  • T027 [P] RiskAlert model in src/models/RiskAlert.ts
  • T028 [P] AuditEntry model in src/models/AuditEntry.ts

Core Services

  • T029 [P] PacificaAPIClient service in src/services/PacificaAPIClient.ts
  • T030 [P] WebSocketManager service in src/services/WebSocketManager.ts
  • T031 [P] AccountManager service in src/services/AccountManager.ts
  • T032 [P] OrderCoordinator service in src/services/OrderCoordinator.ts
  • T033 [P] RiskManager service in src/services/RiskManager.ts
  • T034 [P] AuditLogger service in src/services/AuditLogger.ts

Trading Strategies

  • T035 [P] BaseStrategy abstract class in src/strategies/BaseStrategy.ts
  • T036 [P] EqualVolumeStrategy implementation in src/strategies/EqualVolumeStrategy.ts
  • T037 [P] TimeBasedStrategy implementation in src/strategies/TimeBasedStrategy.ts
  • T038 [P] MarketMakingStrategy implementation in src/strategies/MarketMakingStrategy.ts
  • T039 [P] Strategy configuration system in src/strategies/StrategyConfig.ts

CLI Commands

  • T040 [P] Create session command in src/cli/commands/create-session.ts
  • T041 [P] Start session command in src/cli/commands/start-session.ts
  • T042 [P] Stop session command in src/cli/commands/stop-session.ts
  • T043 [P] Pause/Resume session commands in src/cli/commands/pause-resume-session.ts
  • T044 [P] Status monitoring command in src/cli/commands/status.ts
  • T045 [P] Account management commands in src/cli/commands/account-management.ts
  • T046 [P] Risk monitoring commands in src/cli/commands/risk-monitoring.ts
  • T047 [P] Configuration commands in src/cli/commands/configure.ts
  • T048 [P] CLI dashboard interface in src/cli/dashboard.ts

Phase 3.4: API Implementation

  • T049 [P] REST API server setup in src/api/server.ts
  • T050 [P] Session management API endpoints in src/api/routes/sessions.ts
  • T051 [P] Account management API endpoints in src/api/routes/accounts.ts
  • T052 [P] Strategy management API endpoints in src/api/routes/strategies.ts
  • T053 [P] Risk monitoring API endpoints in src/api/routes/risk.ts
  • T054 [P] System health API endpoint in src/api/health.ts
  • T055 [P] WebSocket event handling in src/api/websocket.ts
  • T056 [P] Authentication middleware in src/middleware/auth.ts
  • T057 [P] Rate limiting middleware in src/middleware/rate-limit.ts
  • T058 [P] Error handling middleware in src/middleware/error-handler.ts
  • T059 [P] Request validation middleware in src/middleware/validation.ts
  • T060 [P] API router configuration in src/api/router.ts

Phase 3.5: Integration

  • T061 [P] Pacifica API integration in src/integrations/PacificaIntegration.ts
  • T062 [P] WebSocket connection management in src/integrations/WebSocketIntegration.ts
  • T063 [P] Multi-account coordination system in src/integrations/AccountCoordination.ts
  • T064 [P] Real-time risk monitoring in src/integrations/RiskMonitoring.ts
  • T065 [P] Order execution coordination in src/integrations/OrderExecution.ts
  • T066 [P] Event system for inter-service communication in src/integrations/EventSystem.ts
  • T067 [P] Configuration management system in src/integrations/ConfigManager.ts
  • T068 [P] Database connection (if using persistent storage) in src/integrations/Database.ts
  • T069 [P] Main application entry point in src/index.ts
  • T070 [P] Application startup and initialization in src/app.ts

Phase 3.6: Testing Implementation

  • T071 [P] Unit tests for Account model in tests/unit/models/test-Account.ts
  • T072 [P] Unit tests for WashTradingSession model in tests/unit/models/test-WashTradingSession.ts
  • T073 [P] Unit tests for OrderPair model in tests/unit/models/test-OrderPair.ts
  • T074 [P] Unit tests for Order model in tests/unit/models/test-Order.ts
  • T075 [P] Unit tests for TradingStrategy model in tests/unit/models/test-TradingStrategy.ts
  • T076 [P] Unit tests for RiskMetrics model in tests/unit/models/test-RiskMetrics.ts
  • T077 [P] Unit tests for RiskAlert model in tests/unit/models/test-RiskAlert.ts
  • T078 [P] Unit tests for AuditEntry model in tests/unit/models/test-AuditEntry.ts
  • T079 [P] Unit tests for PacificaAPIClient in tests/unit/services/test-PacificaAPIClient.ts
  • T080 [P] Unit tests for WebSocketManager in tests/unit/services/test-WebSocketManager.ts
  • T081 [P] Unit tests for AccountManager in tests/unit/services/test-AccountManager.ts
  • T082 [P] Unit tests for OrderCoordinator in tests/unit/services/test-OrderCoordinator.ts
  • T083 [P] Unit tests for RiskManager in tests/unit/services/test-RiskManager.ts
  • T084 [P] Unit tests for AuditLogger in tests/unit/services/test-AuditLogger.ts
  • T085 [P] Unit tests for trading strategies in tests/unit/strategies/test-strategies.ts

Phase 3.7: Polish

  • T086 [P] Performance benchmarks for order execution latency in tests/performance/test-order-execution.ts
  • T087 [P] Performance benchmarks for multi-account coordination in tests/performance/test-account-coordination.ts
  • T088 [P] Performance benchmarks for WebSocket throughput in tests/performance/test-websocket-throughput.ts
  • T089 [P] Load testing for concurrent sessions in tests/performance/test-concurrent-sessions.ts
  • T090 [P] Memory usage optimization and testing in tests/performance/test-memory-usage.ts
  • T091 [P] Update API documentation in docs/api.md
  • T092 [P] Update quickstart guide with real examples in docs/quickstart.md
  • T093 [P] Create deployment guide in docs/deployment.md
  • T094 [P] Remove code duplication and optimize imports
  • T095 [P] Run manual testing scenarios from quickstart.md

Dependencies

  • Setup (T001-T010) before all other phases
  • Tests (T011-T020) before implementation (T021-T070)
  • Models (T021-T028) before services (T029-T034)
  • Services (T029-T034) before strategies (T035-T039)
  • Strategies (T035-T039) before CLI commands (T040-T048)
  • CLI commands (T040-T048) before API implementation (T049-T060)
  • API implementation (T049-T060) before integration (T061-T070)
  • Integration (T061-T070) before testing implementation (T071-T085)
  • Testing implementation (T071-T085) before polish (T086-T095)

Parallel Execution Examples

Phase 3.1 Setup (T003-T010 can run in parallel):

Task: "Configure ESLint and Prettier for TypeScript"
Task: "Set up Jest testing framework with TypeScript support"
Task: "Create environment configuration system"
Task: "Set up logging system with structured logging"
Task: "Create encryption utilities for private key management"
Task: "Set up validation utilities with Joi"
Task: "Create configuration files (accounts.json, strategies.json, risk-limits.json)"
Task: "Set up package.json with all required dependencies"

Phase 3.2 Contract Tests (T011-T020 can run in parallel):

Task: "Contract test wash-trading-api endpoints in tests/contract/test-wash-trading-api.ts"
Task: "Contract test account management endpoints in tests/contract/test-account-contracts.ts"
Task: "Contract test hedging API endpoints in tests/contract/test-hedging-api.ts"
Task: "Contract test trading contracts in tests/contract/test-trading-contracts.ts"
Task: "Integration test multi-account wash trading session in tests/integration/test-wash-trading-session.ts"
Task: "Integration test account coordination in tests/integration/test-account-coordination.ts"
Task: "Integration test risk management in tests/integration/test-risk-management.ts"
Task: "Integration test Pacifica API integration in tests/integration/test-pacifica-integration.ts"
Task: "Integration test WebSocket real-time updates in tests/integration/test-websocket-updates.ts"
Task: "Integration test CLI commands in tests/integration/test-cli-commands.ts"

Phase 3.3 Data Models (T021-T028 can run in parallel):

Task: "Account model in src/models/Account.ts"
Task: "WashTradingSession model in src/models/WashTradingSession.ts"
Task: "OrderPair model in src/models/OrderPair.ts"
Task: "Order model in src/models/Order.ts"
Task: "TradingStrategy model in src/models/TradingStrategy.ts"
Task: "RiskMetrics model in src/models/RiskMetrics.ts"
Task: "RiskAlert model in src/models/RiskAlert.ts"
Task: "AuditEntry model in src/models/AuditEntry.ts"

Phase 3.3 Core Services (T029-T034 can run in parallel):

Task: "PacificaAPIClient service in src/services/PacificaAPIClient.ts"
Task: "WebSocketManager service in src/services/WebSocketManager.ts"
Task: "AccountManager service in src/services/AccountManager.ts"
Task: "OrderCoordinator service in src/services/OrderCoordinator.ts"
Task: "RiskManager service in src/services/RiskManager.ts"
Task: "AuditLogger service in src/services/AuditLogger.ts"

Phase 3.3 Trading Strategies (T035-T039 can run in parallel):

Task: "BaseStrategy abstract class in src/strategies/BaseStrategy.ts"
Task: "EqualVolumeStrategy implementation in src/strategies/EqualVolumeStrategy.ts"
Task: "TimeBasedStrategy implementation in src/strategies/TimeBasedStrategy.ts"
Task: "MarketMakingStrategy implementation in src/strategies/MarketMakingStrategy.ts"
Task: "Strategy configuration system in src/strategies/StrategyConfig.ts"

Phase 3.3 CLI Commands (T040-T048 can run in parallel):

Task: "Create session command in src/cli/commands/create-session.ts"
Task: "Start session command in src/cli/commands/start-session.ts"
Task: "Stop session command in src/cli/commands/stop-session.ts"
Task: "Pause/Resume session commands in src/cli/commands/pause-resume-session.ts"
Task: "Status monitoring command in src/cli/commands/status.ts"
Task: "Account management commands in src/cli/commands/account-management.ts"
Task: "Risk monitoring commands in src/cli/commands/risk-monitoring.ts"
Task: "Configuration commands in src/cli/commands/configure.ts"
Task: "CLI dashboard interface in src/cli/dashboard.ts"

Phase 3.4 API Implementation (T049-T060 can run in parallel):

Task: "Session management API endpoints in src/api/sessions.ts"
Task: "Account management API endpoints in src/api/accounts.ts"
Task: "Strategy management API endpoints in src/api/strategies.ts"
Task: "Order management API endpoints in src/api/orders.ts"
Task: "Risk management API endpoints in src/api/risk.ts"
Task: "System health API endpoint in src/api/health.ts"
Task: "WebSocket event handling in src/api/websocket.ts"
Task: "Authentication middleware in src/middleware/auth.ts"
Task: "Rate limiting middleware in src/middleware/rate-limit.ts"
Task: "Error handling middleware in src/middleware/error-handler.ts"
Task: "Request validation middleware in src/middleware/validation.ts"
Task: "API router configuration in src/api/router.ts"

Phase 3.5 Integration (T061-T070 can run in parallel):

Task: "Pacifica API integration in src/integrations/PacificaIntegration.ts"
Task: "WebSocket connection management in src/integrations/WebSocketIntegration.ts"
Task: "Multi-account coordination system in src/integrations/AccountCoordination.ts"
Task: "Real-time risk monitoring in src/integrations/RiskMonitoring.ts"
Task: "Order execution coordination in src/integrations/OrderExecution.ts"
Task: "Event system for inter-service communication in src/integrations/EventSystem.ts"
Task: "Configuration management system in src/integrations/ConfigManager.ts"
Task: "Database connection (if using persistent storage) in src/integrations/Database.ts"
Task: "Main application entry point in src/index.ts"
Task: "Application startup and initialization in src/app.ts"

Phase 3.6 Testing Implementation (T071-T085 can run in parallel):

Task: "Unit tests for Account model in tests/unit/models/test-Account.ts"
Task: "Unit tests for WashTradingSession model in tests/unit/models/test-WashTradingSession.ts"
Task: "Unit tests for OrderPair model in tests/unit/models/test-OrderPair.ts"
Task: "Unit tests for Order model in tests/unit/models/test-Order.ts"
Task: "Unit tests for TradingStrategy model in tests/unit/models/test-TradingStrategy.ts"
Task: "Unit tests for RiskMetrics model in tests/unit/models/test-RiskMetrics.ts"
Task: "Unit tests for RiskAlert model in tests/unit/models/test-RiskAlert.ts"
Task: "Unit tests for AuditEntry model in tests/unit/models/test-AuditEntry.ts"
Task: "Unit tests for PacificaAPIClient in tests/unit/services/test-PacificaAPIClient.ts"
Task: "Unit tests for WebSocketManager in tests/unit/services/test-WebSocketManager.ts"
Task: "Unit tests for AccountManager in tests/unit/services/test-AccountManager.ts"
Task: "Unit tests for OrderCoordinator in tests/unit/services/test-OrderCoordinator.ts"
Task: "Unit tests for RiskManager in tests/unit/services/test-RiskManager.ts"
Task: "Unit tests for AuditLogger in tests/unit/services/test-AuditLogger.ts"
Task: "Unit tests for trading strategies in tests/unit/strategies/test-strategies.ts"

Phase 3.7 Polish (T086-T095 can run in parallel):

Task: "Performance benchmarks for order execution latency in tests/performance/test-order-execution.ts"
Task: "Performance benchmarks for multi-account coordination in tests/performance/test-account-coordination.ts"
Task: "Performance benchmarks for WebSocket throughput in tests/performance/test-websocket-throughput.ts"
Task: "Load testing for concurrent sessions in tests/performance/test-concurrent-sessions.ts"
Task: "Memory usage optimization and testing in tests/performance/test-memory-usage.ts"
Task: "Update API documentation in docs/api.md"
Task: "Update quickstart guide with real examples in docs/quickstart.md"
Task: "Create deployment guide in docs/deployment.md"
Task: "Remove code duplication and optimize imports"
Task: "Run manual testing scenarios from quickstart.md"

Notes

  • [P] tasks = different files, no dependencies
  • Verify tests fail before implementing
  • Commit after each task
  • Avoid: vague tasks, same file conflicts
  • Focus on BTC trading pairs (BTC/USD, BTC/ETH) as primary targets
  • Ensure position neutrality across all accounts
  • Maintain <100ms order execution latency
  • Support up to 20 concurrent accounts
  • Handle 1000+ orders/hour throughput

Task Generation Rules

Applied during main() execution

  1. From Contracts:

    • 5 contract files → 5 contract test tasks [P]
    • 20+ endpoints → 20+ implementation tasks

  2. From Data Model:

    • 8 entities → 8 model creation tasks [P]
    • Relationships → service layer tasks

  3. From User Stories:

    • 3 primary stories → 3 integration tests [P]
    • Quickstart scenarios → validation tasks

  4. Ordering:

    • Setup → Tests → Models → Services → Strategies → CLI → API → Integration → Testing → Polish
    • Dependencies block parallel execution

Validation Checklist

GATE: Checked by main() before returning

  • All contracts have corresponding tests (5 contract files → 5 test tasks)
  • All entities have model tasks (8 entities → 8 model tasks)
  • All tests come before implementation (T011-T020 before T021-T070)
  • Parallel tasks truly independent (different files, no shared dependencies)
  • Each task specifies exact file path
  • No task modifies same file as another [P] task
  • BTC trading pair focus maintained throughout
  • Multi-account coordination requirements addressed
  • Risk management and audit logging included
  • Performance targets specified (<100ms latency, 1000+ orders/hour)