[Roadmap] Pair-level positions, PnL, and analytics

[brokermr810]

Problem

Users evaluating pairs and spread strategies need to see one logical position and its underlying trades. Instrument-only tables cannot explain spread exposure, leg imbalance, or pair-level performance.

Desired outcome

Provide a pair-level read model and UI while retaining drill-down access to every order and fill.

Initial scope

• Pair position summary with both legs, quantities, hedge ratio, and imbalance.
• Pair-level realized and unrealized PnL reconciled to leg totals.
• Spread and z-score history with entry and exit markers.
• Execution status for pending, partially filled, compensated, and complete pairs.
• Backtest and live reports using the same metric definitions.

Acceptance criteria

• Metric definitions and reconciliation rules are documented.
• API payloads preserve stable identifiers and timestamps.
• UI designs include loading, empty, partial-fill, failure, and closed states.
• Accessibility and light/dark themes are covered.
• Tests verify that pair totals equal the sum of underlying leg economics.

Dependency

This follows the pair/spread identity and multi-leg execution contracts. Design work can proceed, but implementation must not invent a conflicting model.

Contributing

Comment with the API read model, metric, component, chart, test fixture, or documentation slice you want to own. Frontend contributions may require coordination with the separate frontend repository.