[RFC] Define pair/spread identity and lifecycle contract

[brokermr810]

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.