[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.
Source: OpenByteInc/QuantDinger