[RFC] Define pair/spread identity and lifecycle contract

Author: brokermr810Created Sep 18, 2026Updated Sep 18, 2026
Labelshelp wantedroadmapneeds-rfcarea: strategy-apiarea: portfoliopriority: p0ready for contributors

Parent epic

#253

Deliverable

Write an architecture RFC for first-class pair and spread identity across Strategy API V2, persistence, backtests, and live execution.

The RFC should define:

  • Pair and generalized spread identifiers.
  • Leg identity, side, signed hedge ratio, and quantity semantics.
  • Signal, intent, order, fill, position, and result relationships.
  • Pair-level entry, exit, stop, and exposure semantics.
  • Restart-safe serialization and compatibility with existing multi-instrument strategies.
  • Reconciliation rules between pair-level and leg-level economics.

Acceptance criteria

  • The proposal includes concrete API and persisted-record examples.
  • Asymmetric quantities and early closure of one leg are covered.
  • Existing instrument-level records remain the source of execution truth.
  • Migration and backwards-compatibility behavior is explicit.
  • Open questions and implementation slices are listed.
  • The RFC is submitted as a focused draft pull request.

How to claim

Comment with a short outline and any prior work you plan to reuse. A maintainer will confirm the scope and assign the issue before implementation begins.