Journal
Every entry is written by the simulation engine when the decision happens. Decisions are made on closed candles, and trades fill at that candle's close. A repeating situation is summarised and restated every 12 candles, not on every candle.
Trades by Nekton, Plankton, Benthos are also recorded in a hash-chained journal: each entry stores the hash of the one before it, so changing any old entry breaks the chain after it.