SP-257 mview popups for working orders & day fills

src/client/spark/Modules/Market/MarketView/MarketViewCell.cs

@@ -0,0 +1,13 @@
+using mbts.spark;
+
+namespace mbts.ui.spark {
+   readonly struct MarketViewCell {
+      public readonly MarketViewVM.Row row;
+      public readonly MarketViewView.Columns column;
+
+      public MarketViewCell(MarketViewVM.Row row, MarketViewView.Columns column) {
+         this.row = row;
+         this.column = column;
+      }
+   }
+}

src/client/spark/Modules/Market/MarketView/MarketViewVM.cs

@@ -1,11 +1,14 @@
+using bts;
 using bts.api;
 using bts.api.core;
+using bts.api.orderman;
 using bts.collections;
 using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.converters;
 using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.ui.utility;
@@ -15,17 +18,22 @@ using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.ComponentModel;
+using System.Diagnostics;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Text.RegularExpressions;
+using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
-using System.Windows.Input;
 using System.Windows.Media;
 using static bts.shell.MarketViewWindowFactory;
 using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.MarketViewView;
 
 namespace mbts.spark {
+   /// <summary>
+   /// Viewmodel class designed for <see cref="ui.spark.MarketViewView"/>
+   /// </summary>
    partial class MarketViewVM : DisposableViewModelBase, IHandleRowSelection {
       static readonly IReadOnlyList<Func<MarketViewVM, IDataGridColumnFilter<Row>>> _filter_getters =
          ObjectSnapshot.property_delegates_of_type<MarketViewVM, IDataGridColumnFilter<Row>>().ToReadOnlyList();
@@ -43,16 +51,30 @@ namespace mbts.spark {
       readonly DeferrableActionWrapper _refresh_filter;
       Func<Row, bool> _filter;
       IReadOnlyList<(Columns key, ListSortDirection direction)> _sorting_hierarchy;
-      IWindowSettingsManager<GridSettings> _settings_manager;
+      Color _selection_highlight;
 
-      public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager) {
+      /// <summary>
+      /// Initializes an instance of the <see cref="ui.spark.MarketViewView"/> class.
+      /// </summary>
+      /// <param name="bus"></param>
+      /// <param name="orders_model"></param>
+      /// <param name="security_mds_source"></param>
+      /// <param name="use_mouse_state_transitions">Indicates whether or not hyperlink cells should use visual states to animate mouse over (seems to be slower than style triggers, should investigate to be certain).</param>
+      public MarketViewVM(
+         IBus bus,
+         OrdersModel orders_model,
+         IObservable<TableUpdate<SecurityMD, uint>> security_mds_source,
+         bool use_mouse_state_transitions = false) {
          _bus = bus;
          _orders_model = orders_model;
          security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         _settings_manager = settings_manager;
          comparer = DIYGridSortHelper.build_comparer(sorting_hierarchy, get_column_comparer, Columns.Security);
          // rows
-         _wrapped_rows = _rows.WrapSelector(r => r.security_md, s => new Row(_bus, s, _orders_model));
+         _wrapped_rows = _rows.WrapSelector(r => r.security_md, s => {
+            var r = new Row(_bus, s, _orders_model);
+            r.is_visible = _filter == null || _filter(r);
+            return r;
+         });
          _current_row = backing<Row>(nameof(current_row));
          _rows_view = new ListCollectionView(_rows) {
             Filter = obj => obj is Row r && r.is_visible,
@@ -67,23 +89,54 @@ namespace mbts.spark {
          add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
          add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask, System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax);
+         add_hl_col(
+            Columns.Position,
+            "Pos",
+            new Binding(nameof(Row.position)),
+            nameof(Row.position),
+            position_filter,
+            DataGridFilterKnownTemplates.IntMinMax,
+            DefaultColumnWidths.Size,
+            tooltip: $"Show {_fills_title(Columns.Position).desc}");
+         add_hl_col(
+            Columns.RawDayPosition,
+            "Raw Day Pos",
+            new Binding(nameof(Row.raw_day_position)) {
+               Converter = ValueConverter.create<double, string>(SparkUtils.fmt_position)
+            },
+            nameof(Row.raw_day_position),
+            raw_day_position_filter,
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            DefaultColumnWidths.Size,
+            tooltip: $"Show {_fills_title(Columns.RawDayPosition).desc}");
+         add_hl_working_orders_col(
+            Columns.WorkingBids,
+            working_col_header,
+            nameof(Row.working_bids_text),
+            nameof(Row.working_best_bid),
+            working_bid_volume_filter,
+            BTSColors.MarketData.bid);
+         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid);
+         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid);
+
+         add_hl_merged_size_col(Columns.BidMergedSize, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), bid_merged_size_filter, BTSColors.MarketData.bid);
+         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid);
+         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask);
+         add_hl_merged_size_col(Columns.AskMergedSize, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), ask_merged_size_filter, BTSColors.MarketData.ask);
+         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask);
+         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask);
+         add_hl_working_orders_col(
+            Columns.WorkingAsks,
+            working_col_header,
+            nameof(Row.working_asks_text),
+            nameof(Row.working_best_ask),
+            working_ask_volume_filter,
+            BTSColors.MarketData.ask);
+         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true);
+         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax);
          add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
 
          add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
@@ -93,8 +146,8 @@ namespace mbts.spark {
          add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
          //
-         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
+         RenderTextColumn<Row> add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, HorizontalAlignment h_alignment = HorizontalAlignment.Right) {
+            var col = new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
                // it's necessary to have this id populated for grid settings
                id = bts.shell.MarketViewWindowFactory.col_id(col_key),
                Header = header,
@@ -103,31 +156,85 @@ namespace mbts.spark {
                padding = is_animatable ? AnimatableCellPadding : DefaultCellPadding,
                font_color_override = font_color,
                horizontal_alignment = h_alignment
-            });
+            };
+            columns.Add(col);
+            return col;
+         }
 
-         void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, h_alignment);
+         void add_hl_price_col(Columns col_key, string header, string prop, IDataGridColumnFilter filter, Color foreground, Color? background) =>
+            add_hl_col(
+               col_key,
+               header,
+               price_binding(prop),
+               prop,
+               filter,
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               DefaultColumnWidths.MViewPrice,
+               foreground,
+               background,
+               tooltip: _order_ticket_tooltip(col_key));
 
-         void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, h_alignment);
+         void add_hl_merged_size_col(Columns col_key, string sort_prop, string text_prop, IDataGridColumnFilter filter, Color foreground) =>
+            add_hl_col(
+               col_key,
+               merged_size_col_header,
+               new Binding(text_prop),
+               sort_prop,
+               filter,
+               DataGridFilterKnownTemplates.UIntMinMax,
+               DefaultColumnWidths.ImpliedDirectMergedSize,
+               foreground,
+               tooltip: _order_ticket_tooltip(col_key));
 
-         void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, h_alignment);
+         HyperlinkElementColumn<Columns> add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, IDataGridColumnFilter filter, Color foreground) =>
+            add_hl_col(
+               col_key,
+               header,
+               new Binding(text_prop),
+               sort_prop,
+               filter,
+               DataGridFilterKnownTemplates.IntMinMax,
+               working_orders_col_width,
+               foreground,
+               tooltip: $"Show {_orderbook_title(col_key).desc}");
 
-         void add_hl_col(
-            Columns col_key, string header, BindingBase binding, string prop, string command_prop,
-            IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-         columns.Add(new HyperlinkElementColumn<Row, Columns>(
-            col_key, binding, new Binding(command_prop), filter, filter_template) {
-            // it's necessary to have this id populated for grid settings
-            id = bts.shell.MarketViewWindowFactory.col_id(col_key),
-            Header = header,
-            sort_member_path = prop,
-            font_color_override = foreground,
-            background_color_override = background,
-            Width = DefaultColumnWidths.Price,
-            horizontal_alignment = h_alignment
-         });
+         HyperlinkElementColumn<Columns> add_hl_col(
+            Columns col_key,
+            string header,
+            BindingBase binding,
+            string prop,
+            IDataGridColumnFilter filter,
+            string filter_template,
+            double width,
+            Color? foreground = null,
+            Color? background = null,
+            HorizontalAlignment h_alignment = HorizontalAlignment.Right,
+            string tooltip = null) {
+
+            var col = new HyperlinkElementColumn<Columns>(
+               col_key, filter, filter_template) {
+               // it's necessary to have this id populated for grid settings
+               id = bts.shell.MarketViewWindowFactory.col_id(col_key),
+               Header = header,
+               sort_member_path = prop,
+               font_color_override = foreground,
+               background_color_override = background,
+               TextBinding = binding,
+               Width = DefaultColumnWidths.Price,
+               horizontal_alignment = h_alignment,
+               HyperlinkClickMode = HyperlinkCellClickMode.Anywhere
+            };
+            col.view_generated += on_view_generated;
+            columns.Add(col);
+            return col;
+            //
+            void on_view_generated(HyperlinkCell cell_view) {
+               cell_view.SetValue(ColumnKeyProperty, col_key);
+               cell_view.ToolTip = tooltip;
+               if (use_mouse_state_transitions)
+                  init_hyperlink_hover_animation(cell_view, col);
+            }
+         }
 
          BindingBase price_binding(string prop) {
             var mb = new MultiBinding { Converter = price_converter };
@@ -135,14 +242,6 @@ namespace mbts.spark {
             mb.Bindings.Add(new Binding($"{nameof(Row.security)}.{nameof(SecurityImmutable.ContractSpec)}") { Mode = BindingMode.OneWay });
             return mb;
          }
-         //
-         // make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
-         var col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
-            { Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
-            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
-            { Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
-         };
          // row vm filter
          // Althoguh securities are filtered at the row 'model' level (SecurityMD), the column base filters have to be applied at the row vm level,
          // because they access market data, which is polled periodically and cached in the row vm.
@@ -158,75 +257,66 @@ namespace mbts.spark {
             f.filter_changed += _refresh_filter.execute;
          }
          //
-         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, col_settings_flags, _rows);
-         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
-         grid_settings_manager.load_from(settings_manager.current_settings());
-         //
          _dispose = Disposable.Create(
             row_filter_source.Subscribe(f => {
                // the rows are polled every 100 ms, just set the filter and let the refresh take care of the rest.
                _filter = f;
             }),
-            state.SelectManyInSeries(s => s.security_criteria.subscribe_md_map(bus))
-            .Table(SecurityMD.key_fn)
-            .Where(t => t.has_changes())
-            .OnDispatcher()
-            .Subscribe(table => {
-               _wrapped_rows.RemoveSorted(table.removed.Concat(table.changes.Old()), _sec_md_key_comparer);
-               _wrapped_rows.InsertSorted(table.added.Concat(table.changes.New()), _sec_md_key_comparer);
-            }),
-            state.OnDispatcher().Subscribe(s => {
-               using (Disposable.empty) {
-                  if (s.grid != null) {
-                     // this means we are not using defaults,
-                     // Note: settings_manager in turn notifies grid_settings_manager of this update
-                     _settings_manager.instance_settings = s.grid;
-                  }
-                  if (s.filters is FilterStates filters) {
-                     using (_refresh_filter.defer_execution()) {
-                        security_filter.load_state(filters.security);
-                        bid_price_filter.load_state(filters.bid_price);
-                        bid_merged_size_filter.load_state(filters.bid_merged_size);
-                        bid_direct_size_filter.load_state(filters.bid_direct_size);
-                        bid_implied_size_filter.load_state(filters.bid_implied_size);
-                        ask_price_filter.load_state(filters.ask_price);
-                        ask_merged_size_filter.load_state(filters.ask_merged_size);
-                        ask_direct_size_filter.load_state(filters.ask_direct_size);
-                        ask_implied_size_filter.load_state(filters.ask_implied_size);
-                        last_price_filter.load_state(filters.last_price);
-                        last_price_from_spread_filter.load_state(filters.last_price_from_spread);
-                        last_size_filter.load_state(filters.last_size);
-                        day_change_filter.load_state(filters.day_change);
-                        settlement_filter.load_state(filters.settlement);
-                        session_low_filter.load_state(filters.session_low);
-                        session_high_filter.load_state(filters.session_high);
-                        position_filter.load_state(filters.position);
-                        raw_day_position_filter.load_state(filters.raw_day_position);
-                        working_bid_volume_filter.load_state(filters.working_bid_volume);
-                        working_ask_volume_filter.load_state(filters.working_ask_volume);
-                        volume_filter.load_state(filters.volume);
-                        security_key_filter.load_state(filters.security_key);
-                     }
-                  }
-               }
-            }),
+            security_mds_source.Subscribe(_on_securities),
             ObservableAutoWrapper.connect_item_hooks(_rows, r => r, true),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
             WorkLoop.Start("MarketView", _refresh)
          );
+         void init_hyperlink_hover_animation(HyperlinkCell cell_view, ColumnBase col) {
+            // background timeline
+            var hover_bg_timeline = VisualStateHelper.create_color_animation(
+               cell_view,
+               new PropertyPath("(0).(1)", HyperlinkCell.BackgroundProperty, SolidColorBrush.ColorProperty),
+               new Binding(nameof(ColumnBase.background_color)) {
+                  Source = col,
+                  Converter = new ColorBlendConverter { Overlay = Colors.Black.with(0x1A) }
+               });
+            // background pressed timeline
+            var pressed_bg_timeline = VisualStateHelper.create_color_animation(
+               cell_view,
+               new PropertyPath("(0).(1)", HyperlinkCell.BackgroundProperty, SolidColorBrush.ColorProperty),
+               new Binding(nameof(ColumnBase.background_color)) {
+                  Source = col,
+                  Converter = new ColorBlendConverter { Overlay = Colors.Black.with(0x25) }
+               });
+            // border timeline
+            var bd_brush = new SolidColorBrush();
+            BindingOperations.SetBinding(bd_brush, SolidColorBrush.ColorProperty, new Binding(nameof(ColumnBase.background_color)) { Source = col });
+            cell_view.BorderBrush = bd_brush;
+            cell_view.BorderThickness = new Thickness(1);
+            var hover_bd_timeline = VisualStateHelper.create_color_animation(
+               cell_view, new PropertyPath("(0).(1)", HyperlinkCell.BorderBrushProperty, SolidColorBrush.ColorProperty), Colors.Black.with(0x60));
+            // mouse states
+            VisualStateManager.GetVisualStateGroups(cell_view).Add(
+               VisualStateHelper.create_group("MouseStates",
+                  new VisualState { Name = "Normal" },
+                  VisualStateHelper.create_state("MouseOver", hover_bg_timeline, hover_bd_timeline),
+                  VisualStateHelper.create_state("Pressed", pressed_bg_timeline, hover_bd_timeline)));
+            // state groups manager
+            StateManager.SetGroups(cell_view, new StateGroupsManager {
+               StateDefinitions = new StateDefinitionCollection {
+                     new MouseStateDefinition { MouseSource = cell_view }
+                  }
+            });
+         }
       }
 
       public event PropertyChange<Row> current_row_changed { add => _current_row.Changed += value; remove => _current_row.Changed -= value; }
       event Action _filter_changed;
 
       public ICollectionView rows_view => _rows_view;
+      public ObservableCollection<Row> rows => _rows;
       public ObservableCollection<Row> selected_rows { get; } = new ObservableCollection<Row>();
+      public Color selection_highlight { get => _selection_highlight; set => Set(ref _selection_highlight, value); }
       public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
       public Row current_row { get => _current_row.Value; set => _current_row.set(value); }
 
-      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
-      public ICommand insert_group_cmd { get; }
-      public ICommand remove_partition_cmd { get; }
+      internal IBus bus => _bus;
+      internal OrdersModel orders_model => _orders_model;
 
       public IReadOnlyList<(Columns key, ListSortDirection direction)> sorting_hierarchy {
          get => _sorting_hierarchy ?? (_sorting_hierarchy = Array.Empty<(Columns, ListSortDirection)>());
@@ -308,11 +398,45 @@ namespace mbts.spark {
             Comparer<T>.Default.wrap(selector);
       }
 
-      public GridSettings get_grid_save_state() {
-         if (_settings_manager.instance_settings == null)
-            return null;
-         else
-            return grid_settings_manager.create();
+      public (FillsVM vm, string context, string title, Color fg) fills_params(SecurityImmutable security, Columns column) {
+         var (title_desc, fg) = _fills_title(column);
+         var state = StartupData.DefaultAuxiliaryFills;
+         if (state.filters == null)
+            state.filters = new bts.shell.fills.FillsFilterStates();
+         state.filters.security = SecurityCriteria.from_keys(new[] { security.Id });
+         switch (column) {
+            case Columns.RawDayPosition:
+               state.filters.fill_kind = new[] {
+                  Fill.Types.FillKind.Standard
+               };
+               break;
+            case Columns.Position:
+               state.filters.fill_kind = new[] {
+                  Fill.Types.FillKind.Standard,
+                  Fill.Types.FillKind.Sod
+               };
+               break;
+         }
+         state.grid = GridSettingsHelper.hide_cols(state.grid, new[] { ui.spark.FillsView.Columns.Security });
+         var vm = new FillsVM(
+            _bus, _orders_model, Observable.Return(state), new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
+         return (vm, $"{security}", title_desc, fg);
+      }
+
+      public (OrderBookVM vm, string context, string title, Color fg) orderbook_params(SecurityImmutable security, Columns column) {
+         var (title_desc, fg) = _orderbook_title(column);
+         var filters = new bts.shell.orderbook.FilterStates {
+            security_criteria = SecurityCriteria.from_keys(new[] { security.Id })
+         };
+         switch (column) {
+            case Columns.WorkingBids: filters.sides = new[] { Side.Buy }; break;
+            case Columns.WorkingAsks: filters.sides = new[] { Side.Sell }; break;
+         }
+         var vm = _mk_orderbook_vm_common(filters, new[] {
+            OrderBookGridView.ColumnKeys.Security,
+            OrderBookGridView.ColumnKeys.Side
+         });
+         return (vm, $"{security}", title_desc, fg);
       }
 
       public FilterStates get_filter_states() {
@@ -348,6 +472,79 @@ namespace mbts.spark {
          };
       }
 
+      public void load_filters(FilterStates filters) {
+         if (filters != null) {
+            using (rows_view.DeferRefresh()) {
+               security_filter.load_state(filters.security);
+               bid_price_filter.load_state(filters.bid_price);
+               bid_merged_size_filter.load_state(filters.bid_merged_size);
+               bid_direct_size_filter.load_state(filters.bid_direct_size);
+               bid_implied_size_filter.load_state(filters.bid_implied_size);
+               ask_price_filter.load_state(filters.ask_price);
+               ask_merged_size_filter.load_state(filters.ask_merged_size);
+               ask_direct_size_filter.load_state(filters.ask_direct_size);
+               ask_implied_size_filter.load_state(filters.ask_implied_size);
+               last_price_filter.load_state(filters.last_price);
+               last_price_from_spread_filter.load_state(filters.last_price_from_spread);
+               last_size_filter.load_state(filters.last_size);
+               day_change_filter.load_state(filters.day_change);
+               settlement_filter.load_state(filters.settlement);
+               session_low_filter.load_state(filters.session_low);
+               session_high_filter.load_state(filters.session_high);
+               position_filter.load_state(filters.position);
+               raw_day_position_filter.load_state(filters.raw_day_position);
+               working_bid_volume_filter.load_state(filters.working_bid_volume);
+               working_ask_volume_filter.load_state(filters.working_ask_volume);
+               volume_filter.load_state(filters.volume);
+               security_key_filter.load_state(filters.security_key);
+            }
+         }
+      }
+
+      static (string desc, Color fg) _fills_title(Columns key) {
+         switch (key) {
+            case Columns.Position: return ("Day Fills", Colors.Black);
+            case Columns.RawDayPosition: return ("Raw Day Fills", Colors.Black);
+            default: return ("Fills", Colors.Black);
+         }
+      }
+
+      static (string desc, Color fg) _orderbook_title(Columns key) {
+         switch (key) {
+            case Columns.WorkingBids: return ("Working Buy Orders", BTSColors.MarketData.bid);
+            case Columns.WorkingAsks: return ("Working Sell Orders", BTSColors.MarketData.ask);
+            default: return ("Working Orders", Colors.Black);
+         }
+      }
+
+      static GridSettings _hide_cols(GridSettings grid, IEnumerable<OrderBookGridView.ColumnKeys> columns) =>
+         grid.with(_hide_cols(grid.columns, columns));
+
+      static IEnumerable<GridColumnSettings> _hide_cols(IEnumerable<GridColumnSettings> cols, IEnumerable<OrderBookGridView.ColumnKeys> columns) {
+         // hide columns who's data is implied by the grouping
+         var col_hash = new HashSet<string>(columns.Select(k => k.ToString()));
+         foreach (var c in cols)
+            yield return col_hash.Contains(c.id) ? c.with(is_visible: false) : c;
+      }
+
+      static string _order_ticket_tooltip(Columns key) {
+         var bid_or_ask = Regex.Match(key.ToString(), "(Bid|Ask)");
+         return bid_or_ask.Success ? $"Order Ticket @ {bid_or_ask.Value}" : "Order Ticket";
+      }
+
+      OrderBookVM _mk_orderbook_vm_common(bts.shell.orderbook.FilterStates filters, IEnumerable<OrderBookGridView.ColumnKeys> hide_cols, IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source = null) {
+         var state = new bts.shell.orderbook.OrderBookStartupData(filters, bts.shell.orderbook.OrderBookStartupData.default_mini_grid, use_defaults: false);
+         state.orderbook_grid.general = _hide_cols(state.orderbook_grid.general, hide_cols);
+         var settings_man = new WindowSettingsManager<bts.shell.orderbook.OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
+         var obvm = orders_source == null ?
+            new OrderBookVM(_bus, null, _orders_model, settings_man, true) :
+            new OrderBookVM(_bus, null, _orders_model, orders_source, settings_man, true);
+         foreach (var c in OrderBookVM.OrderBookColumnCollection.editable_columns)
+            obvm.columns.Insert(0, c);
+         obvm.load_from(state);
+         return obvm;
+      }
+
       void _refresh() {
          foreach (var r in _rows) {
             r.refresh();
@@ -361,5 +558,22 @@ namespace mbts.spark {
          selected_rows.RemoveSorted(e.RemovedItems.OfType<Row>(), _row_key_comparer);
          selected_rows.InsertSorted(e.AddedItems.OfType<Row>(), _row_key_comparer);
       }
+
+      void _on_securities(TableUpdate<SecurityMD, uint> table) {
+         var sw = new Stopwatch();
+         sw.Start();
+         foreach (var smd in table.removed) {
+            int i = CollectionHelper.binary_search(_wrapped_rows, smd, _sec_md_key_comparer);
+            Log.assert(i >= 0);
+            _wrapped_rows.RemoveAt(i);
+         }
+         foreach (var smd in table.added) {
+            int i = CollectionHelper.binary_search(_wrapped_rows, smd, _sec_md_key_comparer);
+            Log.assert(i < 0);
+            _wrapped_rows.Insert(~i, smd);
+         }
+         sw.Stop();
+         Log.Ui.info($"MarketView update took {sw.ElapsedMilliseconds:0.00}ms.");
+      }
    }
 }

src/client/spark/Modules/Market/MarketView/MarketViewView.xaml

@@ -3,8 +3,13 @@
   x:ClassModifier="internal"
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:bv="clr-namespace:bts.view"
+  xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  u:WindowStyle.UnsafeWindow="{Binding Path='(u:WindowStyle.UnsafeWindow)', RelativeSource={RelativeSource AncestorType=bv:SparkWindowView}}"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >
@@ -13,8 +18,54 @@
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
       </ResourceDictionary.MergedDictionaries>
+      <Style TargetType="c:HyperlinkCell">
+        <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_brush', RelativeSource={RelativeSource Self}}"/>
+        <Setter Property="BorderThickness" Value="0"/>
+        <Setter Property="Command" Value="{x:Static usp:MarketViewView.CellClickCommand}"/>
+        <Setter Property="CommandParameter">
+          <Setter.Value>
+            <MultiBinding Converter="{x:Static usp:MarketViewView.CellConverter}">
+              <Binding Path=""/>
+              <Binding Path="(c:DIYGrid.ColumnKey)" RelativeSource="{RelativeSource Self}"/>
+            </MultiBinding>
+          </Setter.Value>
+        </Setter>
+        <Setter Property="CommandTarget" Value="{Binding RelativeSource={RelativeSource AncestorType=usp:MarketViewView}}"/>
+        <Style.Triggers>
+          <Trigger Property="IsMouseOverClickArea" Value="True">
+            <Setter Property="Background">
+              <Setter.Value>
+                <SolidColorBrush>
+                  <SolidColorBrush.Color>
+                    <MultiBinding Converter="{x:Static cv:ColorBlendMultiConverter.Instance}">
+                      <Binding Path="SelectionHighlight" RelativeSource="{RelativeSource AncestorType=c:DIYGrid}"/>
+                      <Binding Path="(c:DIYGrid.Column).background_color" RelativeSource="{RelativeSource AncestorType=c:HyperlinkCell}"/>
+                    </MultiBinding>
+                  </SolidColorBrush.Color>
+                </SolidColorBrush>
+              </Setter.Value>
+            </Setter>
+            <Setter Property="BorderBrush">
+              <Setter.Value>
+                <Binding Path="SelectionHighlight" RelativeSource="{RelativeSource  AncestorType=c:DIYGrid}">
+                  <Binding.Converter>
+                    <cv:ValueConverterPipe>
+                      <cv:ColorWithConverter A="255"/>
+                      <cv:ColorToBrushConverter/>
+                    </cv:ValueConverterPipe>
+                  </Binding.Converter>
+                </Binding>
+              </Setter.Value>
+            </Setter>
+            <Setter Property="BorderThickness" Value="1"/>
+          </Trigger>
+        </Style.Triggers>
+      </Style>
     </ResourceDictionary>
   </UserControl.Resources>
+  <UserControl.CommandBindings>
+    <CommandBinding Command="{x:Static usp:MarketViewView.CellClickCommand}" Executed="{x:Static usp:MarketViewView.CellClickExecuted}"/>
+  </UserControl.CommandBindings>
   <AdornerDecorator>
     <Grid>
       <Grid.RowDefinitions>
@@ -27,7 +78,7 @@
         Columns="{Binding columns}"
         CurrentRow="{Binding current_row}"
         Rows="{Binding rows_view}"
-        SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+        SelectionHighlight="{Binding selection_highlight, Mode=OneWay}"
         SyncColumnSortDirectionWithSortDescriptions="False"
       >
         <c:DIYGrid.InputBindings>

src/client/spark/Modules/Market/MarketView/MarketViewView.xaml.cs

@@ -1,14 +1,36 @@
-using mbts.spark;
+using bts.api;
+using mbts.spark;
 using mbts.ui.controls;
+using mbts.ui.converters;
+using mbts.ui.extensions;
 using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
 
 namespace mbts.ui.spark {
    /// <summary>
    /// Interaction logic for MarketSheetsView.xaml
    /// </summary>
    partial class MarketViewView : UserControl {
+      public static readonly RoutedCommand CellClickCommand = new RoutedCommand();
+
+      MarketViewVM _vm;
+      DIYGridPopupManager _popup_man_backing;
+
+      public MarketViewView() {
+         InitializeComponent();
+         this.ConnectDataContext<MarketViewVM>(vm => _vm = vm);
+         AdornerHelper.attach_continuously_on_loaded(
+            () => new GridAnimation.DIYGridAnimationAdorner<Columns>(
+               _grid, _grid.descendants_of_type<DIYGridRowsPresenter>().First()),
+            _grid);
+      }
+
       public enum Columns {
+         None,
          Security,
          Volume,
          Last,
@@ -39,12 +61,105 @@ namespace mbts.ui.spark {
          MicCode
       }
 
-      public MarketViewView() {
-         InitializeComponent();
-         AdornerHelper.attach_continuously_on_loaded(
-            () => new GridAnimation.DIYGridAnimationAdorner<Columns>(
-               _grid, _grid.descendants_of_type<DIYGridRowsPresenter>().First()),
-            _grid);
+      public static ExecutedRoutedEventHandler
+         CellClickExecuted => CommandImpl.cell_click;
+
+      public static IMultiValueConverter CellConverter =>
+         ValueConverter.create<MarketViewVM.Row, Columns, MarketViewCell>((r, c) => new MarketViewCell(r, c));
+
+      IBus _bus => _vm.bus;
+      OrdersModel _model => _vm.orders_model;
+      DIYGridPopupManager _popup_man =>
+         _popup_man_backing ?? (_popup_man_backing = DIYGridPopupManager.create(this));
+
+      public void show_mini_orderbook(SecurityMD security_md) =>
+         _show_mini_orderbook(security_md, Columns.None);
+
+      void _on_cell_click(MarketViewVM.Row row, Columns col) {
+         switch (col) {
+            case Columns.WorkingAsks:
+            case Columns.WorkingBids:
+               _show_mini_orderbook(row.security_md, col);
+               break;
+            case Columns.Bid:
+               _show_order_ticket(row.security, row.bid_price);
+               break;
+            case Columns.BidMergedSize: _show_order_ticket(row.security, row.bid_price, row.bid_merged_size); break;
+            case Columns.BidDirectSize: _show_order_ticket(row.security, row.bid_price, row.bid_direct_size); break;
+            case Columns.BidImpliedSize: _show_order_ticket(row.security, row.bid_price, row.bid_implied_size); break;
+            case Columns.Ask:
+               _show_order_ticket(row.security, row.ask_price);
+               break;
+            case Columns.AskMergedSize: _show_order_ticket(row.security, row.ask_price, row.ask_merged_size); break;
+            case Columns.AskDirectSize: _show_order_ticket(row.security, row.ask_price, row.ask_direct_size); break;
+            case Columns.AskImpliedSize: _show_order_ticket(row.security, row.ask_price, row.ask_implied_size); break;
+            case Columns.Last:
+               _show_order_ticket(row.security, row.last_price);
+               break;
+            case Columns.LastSize:
+               _show_order_ticket(row.security, row.last_price, row.last_size);
+               break;
+            case Columns.Position:
+            case Columns.RawDayPosition:
+               _show_mini_fills(row.security, col);
+               break;
+         }
+      }
+
+      void _show_mini_orderbook(SecurityMD security_md, Columns col) {
+         var (vm, context, title, fg) = _vm.orderbook_params(security_md.security, col);
+         _show_popup(vm, new AuxiliaryDataHeader {
+            context = context,
+            title = title,
+            title_foreground = fg
+         });
+      }
+
+      void _show_mini_fills(SecurityImmutable security, Columns col) {
+         var (vm, context, title, fg) = _vm.fills_params(security, col);
+         _show_popup(vm, new AuxiliaryDataHeader {
+            context = context,
+            title = title,
+            title_foreground = fg
+         });
+      }
+
+      async void _show_order_ticket(SecurityImmutable security, double price = double.NaN, uint size = 0) {
+         var sec_md = await _bus.subscribe(SparkTags.SecuritiesTag)
+            .Select(sec_map => sec_map.TryGetValue(security.Id, out var smd) ? smd : (SecurityMD?)null)
+            .SkipWhile(smd => !smd.HasValue)
+            .FirstOrDefaultAsync();
+         if (sec_md.HasValue) {
+            var resources = new OrderTicketResources();
+            resources.MergedDictionaries.Add(new AuxiliaryDataResources());
+            var ticket_vm = new NewOrderTicketVM(
+               _model, sec_md.Value, _model.factory.order(security), price, size, Observable.Return(mbts.spark.LadderSettings.Default.calculator_buttons));
+            _show_popup(ticket_vm, new OrderTicketHeader { bbo = ticket_vm.bbo }, resources);
+         }
+      }
+
+      void _show_popup(object content, object header) =>
+         _show_popup(content, header, new AuxiliaryDataResources());
+
+      void _show_popup(object content, object header, ResourceDictionary resources) {
+         var view = new HeaderedContentControl {
+            DataContext = content,
+            Content = content,
+            Header = header,
+            HorizontalAlignment = HorizontalAlignment.Left,
+            VerticalAlignment = VerticalAlignment.Top,
+            Resources = resources ?? new AuxiliaryDataResources()
+         };
+         view.Style = view.Resources[AuxiliaryDataResources.PopupChildStyleKey] as Style;
+         _popup_man.show_async(view).ignore();
+      }
+
+      static class CommandImpl {
+         public static void cell_click(object sender, ExecutedRoutedEventArgs e) {
+            if (sender is MarketViewView mview && e.Parameter is MarketViewCell cell)
+               mview._on_cell_click(cell.row, cell.column);
+            e.Handled = true;
+         }
       }
    }
 

src/client/spark/Modules/Market/MarketView/MarketViewWindow.cs

@@ -1,12 +1,12 @@
 using bts;
 using bts.api;
+using bts.api.core;
 using bts.collections;
 using bts.shell;
 using bts.shell.fills;
 using bts.spark;
 using mbts.persist;
 using mbts.ui;
-using mbts.ui.controls;
 using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
@@ -22,6 +22,14 @@ using System.Windows;
 namespace mbts.spark {
    class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
       const string _window_type = "MarketView", _window_type_display_name = "Market View";
+         // make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
+      static readonly IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> _col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
+         { MarketViewView.Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
+         { MarketViewView.Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
+         { MarketViewView.Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+         { MarketViewView.Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
+      };
+
       readonly OrdersModel _orders_model;
       readonly AllowOnce _init_guard = new AllowOnce("MarketView");
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -33,6 +41,7 @@ namespace mbts.spark {
       SecurityCriteria
          _selected_security_criteria_backing,
          _sorted_selected_security_criteria_backing;
+      SimpleGridSettingsManager<MarketViewVM.Row> _grid_settings_manager;
 
       public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -43,8 +52,6 @@ namespace mbts.spark {
          thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
       }
 
-      event Action<MarketViewWindowFactory.StartupData> _state_changed;
-
       public override string window_type => _window_type;
       public override UIElement Content => _view;
       public override IEnumerable<SparkCommand> Commands => _commands;
@@ -52,7 +59,7 @@ namespace mbts.spark {
          _state = new MarketViewWindowFactory.StartupData(
             _state.security_criteria,
             _vm.get_filter_states(),
-            _vm.get_grid_save_state(),
+            _settings_manager.instance_settings,
             _vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == System.ComponentModel.ListSortDirection.Ascending))
             .ToList());
 
@@ -85,15 +92,22 @@ namespace mbts.spark {
       public void thread_init() {
          _init_guard.check_access();
          Log.notnull(_state);
-         var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
-         _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
+         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
+         _vm = new MarketViewVM(
+            _bus,
+            _orders_model,
+            _bus.subscribe(update_securities_cmd.tag)
+            .StartWith(_state.security_criteria)
+            .SelectManyInSeries(c => c.subscribe_md_map(_bus))
+            .BufferLatest(TimeSpan.FromSeconds(1))
+            .Table(SecurityMD.key_fn)
+            .Where(t => t.has_changes())
+            .OnDispatcher());
+         _vm.load_filters(_state.filters);
          _view = new MarketViewView { DataContext = _vm };
          _view._grid.Sorting += on_grid_sorting;
-         _vm.sorting_hierarchy = DIYGridSortHelper.convert_sorting_criterion<MarketViewView.Columns>(_state.sorting_criterion).ToList();
-         _vm.SubscribeDisposed(
-            DIYGridSortHelper.observe_active_comparers<MarketViewView.Columns, MarketViewVM.Row>(_view._grid, MarketViewVM.get_column_comparer)
-            .OnDispatcher()
-            .Subscribe(sh => _vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
+         _grid_settings_manager = new SimpleGridSettingsManager<MarketViewVM.Row>(_vm.columns, _col_settings_flags, _vm.rows);
+         _grid_settings_manager.load_from(_settings_manager.current_settings());
          /// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
          /// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
          /// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
@@ -124,7 +138,7 @@ namespace mbts.spark {
          var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
          var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
 
-         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
+         var show_mini_ob_cmd = ObservantCommand.create<SecurityMD?, SecurityMD>(_view.show_mini_orderbook, s => s.HasValue, s => s.Value, out var show_mini_ob_observer);
          // commands
          var current_sec_md_src = Observable.Create<SecurityMD?>(o => {
             notify(null, null);
@@ -139,6 +153,7 @@ namespace mbts.spark {
          _commands = new List<SparkCommand> {
             SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_rows.Observe().Select(_ => _vm.selected_rows.WrapSelectorRO(r => r.security_md)), smds => smds.Count > 0),
             SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_sec_md_src, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            new SparkCommandCommand("Working Orders", Icons.Orders, show_mini_ob_cmd),
             show_fills_cmd_wrapper,
             show_tas_cmd_wrapper,
             show_synth_create_cmd_wrapper,
@@ -149,7 +164,7 @@ namespace mbts.spark {
                   _settings_manager,
                   us => us.market_view_grid,
                   UserSettings.FileExtensions.GRID,
-                  s => _vm.grid_settings_manager.create_vm(
+                  s => _grid_settings_manager.create_vm(
                      // we need to get the most up to date GridSettings when launching b/c users may
                      // have changed some settings on the grid directly, like column widths.
                      s.with(_vm.columns.Select(c => c.create()))
@@ -163,8 +178,11 @@ namespace mbts.spark {
          };
          //
          _vm.selected_rows.CollectionChanged += on_selection_changed;
-         _subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
+         _subscriptions = new CompositeDisposable(
+            current_sec_md_src.Subscribe(show_mini_ob_observer),
+            _settings_manager.subscribe_current().OnDispatcher().Subscribe(new CompositeObserver<GridSettings>(_grid_settings_manager) {
+               s => _vm.selection_highlight = s.selection_highlight
+            })) {
             () => {
                _vm.selected_rows.CollectionChanged -= on_selection_changed;
                _view._grid.Sorting -= on_grid_sorting;

src/client/spark/Modules/Market/MarketView/MarketViewWindowFactory.cs

@@ -89,7 +89,19 @@ namespace bts.shell {
          }
 
 
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
+         public static GridSettings DefaultGridSettings =>
+            GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
+
+         public static fills.FillsSettings DefaultAuxiliaryFills {
+            get {
+               var col_keys = new HashSet<mbts.ui.spark.FillsView.Columns>(
+                  fills.FillsSettings.mini_column_keys);
+               col_keys.Add(mbts.ui.spark.FillsView.Columns.Account);
+               var rv = fills.FillsSettings.Default();
+               rv.grid = fills.FillsSettings.create_grid(col_keys);
+               return rv;
+            }
+         }
 
          public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
 

src/client/spark/Modules/Spreader/VM/SyntheticManagementDialogVM.cs

@@ -47,13 +47,13 @@ namespace mbts.spark {
          add_col(Columns.Name, DefaultColumnHeaders.Name, r => r.name, nameof(Row.name), name_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Security);
          add_col(Columns.Description, DefaultColumnHeaders.Description, r => r.description, nameof(Row.description), description_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Description);
          add_col(Columns.n_legs, DefaultColumnHeaders.N_Legs, r => r.n_legs.ToString(), nameof(Row.n_legs), n_legs_filter, DataGridFilterKnownTemplates.IntMinMax, DefaultColumnWidths.N_Legs);
-         columns.Add(new HyperlinkElementColumn<Row, Columns>(
+         columns.Add(new HyperlinkElementColumn<Columns>(
             Columns.n_working_orders,
-            new Binding(nameof(Row.n_working_orders)),
-            new Binding(nameof(Row.show_order_book)),
             n_working_orders_filter,
             DataGridFilterKnownTemplates.UIntMinMax) {
                id = col_id(Columns.n_working_orders),
+               CommandBinding = new Binding(nameof(Row.show_order_book)),
+               TextBinding = new Binding(nameof(Row.n_working_orders)),
                Header = DefaultColumnHeaders.N_Working_Orders,
                Width = DefaultColumnWidths.N_Working_Orders
             });

src/client/spark/Modules/Trading/Fills/Settings/FillsSettings.cs

@@ -1,4 +1,5 @@
-using mbts.ui;
+using bts.collections;
+using mbts.ui;
 using mbts.ui.settings;
 using ProtoBuf;
 using System;
@@ -34,10 +35,26 @@ namespace bts.shell.fills {
 
       public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
       public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
+      public static IEnumerable<Columns> mini_column_keys => DefaultColumns.Mini.mini_cols_data.Keys;
+
       public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
       public static FillsSettings Default() =>
          new FillsSettings(null, null, new FillsFilterStates(), null);
 
+      public static GridSettings create_grid(IEnumerable<Columns> keys) {
+         var key_set = keys as ISet<Columns> ?? new HashSet<Columns>(keys.empty_if_null());
+         var grid = DefaultGridSettings;
+         var cols = new LazyMutatorList<GridColumnSettings>(grid.columns);
+         for (int i = 0; i < cols.Count; i++) {
+            var c = cols[i];
+            if (c.is_visible != key_set.Contains(c.strong_id<Columns>()))
+               cols[i] = c.with(is_visible: !c.is_visible);
+         }
+         if (cols.IsMutated)
+            grid = grid.with(cols);
+         return grid;
+      }
+
       static class DefaultColumns {
          public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
          public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
@@ -83,21 +100,21 @@ namespace bts.shell.fills {
          }
 
          public static class Mini {
-            static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
+            public static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> mini_cols_data =
                new Dictionary<Columns, (bool is_visible, double? width_override)> {
                      { Columns.Security, (true, null) },
                      { Columns.FillTime, (true, ShortColumnWidths.Time) },
                      { Columns.OrderType, (true, ShortColumnWidths.OrderType) },
                      { Columns.Side, (true, ShortColumnWidths.Side) },
                      { Columns.Size, (true, ShortColumnWidths.Size) },
-                     { Columns.Price, (true, ShortColumnWidths.Price) },
+                     { Columns.Price, (true, ShortColumnWidths.Price) }
                };
 
             public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
             public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
 
             static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
-               if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
+               if (Enum.TryParse(id_str, out Columns k) && mini_cols_data.TryGetValue(k, out data))
                   return true;
                data = default;
                return false;
@@ -110,4 +127,4 @@ namespace bts.shell.fills {
          }
       }
    }
-}
+}

src/client/spark/core/Commands/ObservantCommand.cs

@@ -70,5 +70,21 @@ namespace mbts.ui {
          }, () => Disposable.dispose(ref can_execute_sub));
          return cmd;
       }
+
+      public static ICommand create<T, TResult>(Action<TResult> execute, Func<T, bool> get_can_execute, Func<T, TResult> convert, out IObserver<T> observer) {
+         TResult param = default;
+         bool can_execute = false;
+         var cmd = new DelegateCommand(() => execute(param), () => can_execute);
+         IDisposable can_execute_sub = null;
+         observer = new AnonymousObserver<T>(val => {
+            var could_execute = can_execute;
+            can_execute = get_can_execute(val);
+            if (can_execute)
+               param = convert(val);
+            if (can_execute != could_execute)
+               cmd.RaiseCanExecuteChanged();
+         }, () => Disposable.dispose(ref can_execute_sub));
+         return cmd;
+      }
    }
 }

src/client/spark/view/Controls/DIYGrid/CellRender/HyperlinkCell.cs

@@ -74,6 +74,7 @@ namespace mbts.ui.controls {
                _border_stroke_pen_backing;
 
       static HyperlinkCell() {
+         DefaultStyleKeyProperty.OverrideMetadata(typeof(HyperlinkCell), new FrameworkPropertyMetadata(typeof(HyperlinkCell)));
          IsMouseOverClickAreaProperty = IsMouseOverClickAreaPropertyKey.DependencyProperty;
          WPFHelper.override_metadata<HorizontalAlignment, HyperlinkCell>(
             HorizontalAlignmentProperty,

src/client/spark/view/Controls/DIYGrid/Columns/FrameworkElementColumns/HyperlinkColumn.cs

@@ -1,41 +1,52 @@
 using mbts.spark.filters;
 using mbts.ui.converters;
+using System;
 using System.Windows;
 using System.Windows.Data;
 using System.Windows.Input;
+using System.Windows.Media;
 
 namespace mbts.ui.controls {
    partial class DIYGrid {
-      internal class HyperlinkElementColumn<TRowVM, TKey> : FrameworkElementColumnBase<TKey>, IFrameworkElementColumn, IFilterableColumn, IKeyedColumn<TKey> {
+      internal class HyperlinkElementColumn<TKey> : ColumnBase<TKey>, IFrameworkElementColumn, IFilterableColumn, IKeyedColumn<TKey> {
          static readonly Thickness _default_padding = new Thickness(6, 0, 6, 0);
-         readonly BindingBase _binding, _command_binding;
 
-         public HyperlinkElementColumn(
-            TKey key, BindingBase binding, BindingBase command_binding, IDataGridColumnFilter filter, string filter_template) : base(key) {
+         public HyperlinkElementColumn(TKey key, IDataGridColumnFilter filter, string filter_template)
+            : base(key) {
             this.filter = filter;
             this.filter_template = filter_template;
-            _binding = binding;
-            _command_binding = command_binding;
          }
 
-         public IDataGridColumnFilter filter { get; }
-         public string filter_template { get; }
-         public Thickness padding { get; set; } = _default_padding;
-         public HyperlinkCellClickMode HyperlinkClickMode { get; set; }
+         public event Action<HyperlinkCell> view_generated;
 
-         public override FrameworkElement view_factory() {
+         public Style ElementStyle { get; set; }
+         public IDataGridColumnFilter filter { get; set; }
+         public string filter_template { get; set; }
+         public HyperlinkCellClickMode HyperlinkClickMode { get; set; }
+         public Thickness padding { get; set; } = _default_padding;
+         // bindings
+         public BindingBase CommandBinding { get; set; }
+         public BindingBase CommandParameterBinding { get; set; }
+         public BindingBase TextBinding { get; set; }
+
+         public FrameworkElement view_factory() {
             var hl = new HyperlinkCell {
                HyperlinkClickMode = HyperlinkClickMode,
                Padding = padding
             };
+            hl.SetCurrentValue(DIYGrid.ColumnProperty, this);
+            // bindings
+            if (TextBinding != null)
+               hl.SetBinding(HyperlinkCell.TextProperty, TextBinding);
+            if (CommandBinding != null)
+               hl.SetBinding(HyperlinkCell.CommandProperty, CommandBinding);
+            if (CommandParameterBinding != null)
+               hl.SetBinding(HyperlinkCell.CommandParameterProperty, CommandParameterBinding);
             hl.SetBinding(HyperlinkCell.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
-            hl.SetBinding(HyperlinkCell.TextProperty, _binding);
             hl.SetBinding(HyperlinkCell.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
             hl.SetBinding(HyperlinkCell.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
             hl.SetBinding(HyperlinkCell.HorizontalContentAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
-            hl.SetBinding(HyperlinkCell.CommandProperty, _command_binding);
-            hl.SetBinding(HyperlinkCell.WidthProperty, new Binding(nameof(ActualWidth)) { Source = this });
-            hl.SetBinding(HyperlinkCell.BackgroundProperty, new Binding(nameof(background_brush)) { Source = this });
+            hl.SetBinding(FrameworkElement.WidthProperty, new Binding(nameof(ActualWidth)) { Source = this });
             hl.SetBinding(
                CursorProperty,
                new Binding {
@@ -46,6 +57,14 @@ namespace mbts.ui.controls {
                      ValueForTrue = Cursors.Hand
                   }
                });
+            // background
+            var bg_brush = new SolidColorBrush();
+            BindingOperations.SetBinding(bg_brush, SolidColorBrush.ColorProperty, new Binding(nameof(background_color)) { Source = this });
+            hl.SetCurrentValue(HyperlinkCell.BackgroundProperty, bg_brush);
+            // style
+            if (ElementStyle != null)
+               hl.Style = ElementStyle;
+            view_generated?.Invoke(hl);
             return hl;
          }
       }

src/client/spark/view/Controls/DIYGrid/DIYGrid.cs

@@ -269,7 +269,7 @@ namespace mbts.ui.controls {
             _rsa = new RowSelectionAdorner(this, _scroll_viewer);
             _rsa.bind(RowSelectionAdorner.FillProperty, _highlight_path, DIYGrid.SelectionHighlightBrushConverter, _grid);
             _rsa.bind(RowSelectionAdorner.StrokeProperty, _highlight_path, DIYGrid.SelectionHighlightPenConverter, _grid);
-            _rsa.bind(OpacityProperty, _active_path, DIYGrid.SelectionHighlightOpacityConverter, _grid);
+            _rsa.bind(OpacityProperty, _active_path, DIYGrid.SelectionHighlightOpacityConverter, this);
             _rsa.attach();
             // cell hover adorner
             _cell_hover_adorner = new DIYGridCellHoverAdorner(this, _scroll_viewer);
@@ -924,6 +924,14 @@ namespace mbts.ui.controls {
       // Public Properties
       #region Public Properties
 
+      #region Column
+      public static readonly DependencyProperty ColumnProperty =
+         DependencyProperty.RegisterAttached("Column", typeof(ColumnBase), typeof(DIYGrid));
+
+      public static ColumnBase GetColumn(DependencyObject d) => d.GetValue(ColumnProperty) as ColumnBase;
+      public static void SetColumn(DependencyObject d, ColumnBase value) => d.SetValue(ColumnProperty, value);
+      #endregion
+
       #region ColumnKey
       public static readonly DependencyProperty ColumnKeyProperty =
       DependencyProperty.RegisterAttached("ColumnKey",

src/client/spark/view/Controls/Order/OrderTicketResources.xaml

@@ -0,0 +1,144 @@
+<ResourceDictionary
+  x:Class="mbts.ui.spark.OrderTicketResources"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <ResourceDictionary.MergedDictionaries>
+    <ResourceDictionary Source="/view/Resources/Buttons.xaml"/>
+    <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
+  </ResourceDictionary.MergedDictionaries>
+  <sys:Double x:Key="HorizontalSpacing">8.0</sys:Double>
+  <sys:Double x:Key="VerticalSpacing">4.0</sys:Double>
+  <sys:Double x:Key="ButtonHeight">22.0</sys:Double>
+
+  <Style x:Key="SellButton" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+    <Setter Property="Background" Value="{u:BTSColor MarketData.ask}"/>
+    <Setter Property="BorderBrush" Value="{u:BTSColor UI.Button.normal_border}"/>
+    <Setter Property="Foreground" Value="White"/>
+    <Setter Property="MinHeight" Value="40"/>
+    <Setter Property="FontWeight" Value="Bold"/>
+    <Setter Property="HorizontalAlignment" Value="Stretch"/>
+    <Setter Property="VerticalAlignment" Value="Stretch"/>
+    <Setter Property="Content">
+      <Setter.Value>
+        <TextBlock VerticalAlignment="Center" Foreground="{u:BTSColor UI.alternate_text}">Sell</TextBlock>
+      </Setter.Value>
+    </Setter>
+    <Setter Property="Template" Value="{StaticResource SellButtonTemplate}"/>
+  </Style>
+
+  <Style x:Key="BuyButton" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+    <Setter Property="Background" Value="{u:BTSColor MarketData.bid}"/>
+    <Setter Property="BorderBrush" Value="{u:BTSColor UI.Button.normal_border}"/>
+    <Setter Property="Padding" Value="2"/>
+    <Setter Property="Foreground" Value="White"/>
+    <Setter Property="MinHeight" Value="40"/>
+    <Setter Property="FontWeight" Value="Bold"/>
+    <Setter Property="HorizontalAlignment" Value="Stretch"/>
+    <Setter Property="VerticalAlignment" Value="Stretch"/>
+    <Setter Property="Content">
+      <Setter.Value>
+        <TextBlock VerticalAlignment="Center" Foreground="{u:BTSColor UI.alternate_text}">Buy</TextBlock>
+      </Setter.Value>
+    </Setter>
+    <Setter Property="Template" Value="{StaticResource BuyButtonTemplate}"/>
+  </Style>
+
+  <DataTemplate DataType="{x:Type sp:BBOVM}">
+    <TextBlock Margin="2">
+      <TextBlock.Inlines>
+        <Run Text="{Binding security, Mode=OneWay}" FontWeight="Bold"/>
+        <Run Foreground="{u:BTSColor MarketData.bid}" FontSize="10" Text="{Binding bid_size, Mode=OneWay, StringFormat='{}({0})'}"/>
+        <Run Foreground="{u:BTSColor MarketData.bid}" FontWeight="Bold">
+          <Run.Text>
+            <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+              <Binding Path="bid"/>
+              <Binding Path="security.ContractSpec"/>
+            </MultiBinding>
+          </Run.Text>
+        </Run>
+        <Run Foreground="{u:BTSColor MarketData.ask}" FontWeight="Bold">
+          <Run.Text>
+            <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+              <Binding Path="ask"/>
+              <Binding Path="security.ContractSpec"/>
+            </MultiBinding>
+          </Run.Text>
+        </Run>
+        <Run Foreground="{u:BTSColor MarketData.ask}" FontSize="10" Text="{Binding ask_size, Mode=OneWay, StringFormat='{}({0})'}"/>
+      </TextBlock.Inlines>
+    </TextBlock>
+  </DataTemplate>
+
+  <DataTemplate DataType="{x:Type sp:NewOrderTicketVM}">
+    <Grid Margin="10">
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition MinWidth="120"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalSpacing}}" MaxWidth="{Binding Source={StaticResource HorizontalSpacing}}"/>
+        <ColumnDefinition MinWidth="120"/>
+      </Grid.ColumnDefinitions>
+      <usp:OrderModificationControl Grid.ColumnSpan="3"/>
+      <Button Grid.Row="2" Style="{StaticResource BuyButton}" Command="{Binding send_order}" CommandParameter="{u:Enum Buy, Type=msys:Side}"/>
+      <Button Grid.Row="2" Grid.Column="2" Style="{StaticResource SellButton}" Command="{Binding send_order}" CommandParameter="{u:Enum Sell, Type=msys:Side}"/>
+    </Grid>
+  </DataTemplate>
+
+  <DataTemplate DataType="{x:Type sp:ExistingOrderTicketVM}">
+    <Grid Margin="10">
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition MinWidth="120"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalSpacing}}"/>
+        <ColumnDefinition MinWidth="120"/>
+      </Grid.ColumnDefinitions>
+      <usp:OrderModificationControl Grid.ColumnSpan="3"/>
+      <Button
+        Grid.Row="2"
+        Command="{Binding modify_order}"
+        IsDefault="True"
+        MinHeight="40"
+        HorizontalAlignment="Stretch"
+        VerticalAlignment="Stretch"
+      >
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <TextBlock HorizontalAlignment="Center" FontWeight="Bold">OK</TextBlock>
+          <TextBlock
+            Grid.Row="1" HorizontalAlignment="Center" Margin="0,2,0,0" FontSize="9" Text="{Binding dirty_items_text}"
+            Visibility="{Binding dirty_items_text, Converter={StaticResource DirtyItemsVisibilityConverter}}"
+          />
+        </Grid>
+      </Button>
+      <Button
+        Grid.Row="2"
+        Grid.Column="2"
+        Command="ApplicationCommands.Close"
+        FontWeight="Bold"
+        IsCancel="True"
+        MinHeight="40"
+        HorizontalAlignment="Stretch"
+        VerticalAlignment="Stretch"
+      >
+        Cancel
+      </Button>
+    </Grid>
+  </DataTemplate>
+</ResourceDictionary>

src/client/spark/view/Controls/Order/OrderTicketResources.xaml.cs

@@ -0,0 +1,10 @@
+using mbts.ui.utility;
+using System.Windows;
+
+namespace mbts.ui.spark {
+   partial class OrderTicketResources : ResourceDictionary {
+      public OrderTicketResources() {
+         InitializeComponent();
+      }
+   }
+}

src/client/spark/view/Converters/ColorBlendConverter.cs

@@ -0,0 +1,37 @@
+using System;
+using System.Globalization;
+using System.Linq;
+using System.Windows.Data;
+using System.Windows.Media;
+
+namespace mbts.ui.converters {
+   class ColorBlendConverter : IValueConverter {
+      public Color Overlay { get; set; }
+
+      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) =>
+         value is Color color ? color.blend(Overlay) : Overlay;
+
+      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) => throw new NotImplementedException();
+   }
+
+   class ColorWithConverter : IValueConverter {
+      public byte? A { get; set; }
+      public byte? R { get; set; }
+      public byte? G { get; set; }
+      public byte? B { get; set; }
+
+      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) =>
+         value is Color c ? c.with(A, R, G, B) : value;
+
+      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) => throw new NotImplementedException();
+   }
+
+   class ColorBlendMultiConverter : IMultiValueConverter {
+      public static ColorBlendMultiConverter Instance => new ColorBlendMultiConverter();
+
+      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) =>
+         values.OfType<Color>().Aggregate(Colors.Transparent, WPFExtensions.blend);
+
+      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) => throw new NotImplementedException();
+   }
+}

src/client/spark/view/DragDrop/DragDropHelper.cs

@@ -72,6 +72,7 @@ namespace mbts.ui {
       public static IObservable<Point?> subscribe_drag_coordinates(
          FrameworkElement element,
          FrameworkElement init_element = null,
+         Rect? drag_start_bounds = null,
          bool use_preview_events = false,
          MouseButton mouse_button = MouseButton.Left) {
          if (element == null)
@@ -80,7 +81,6 @@ namespace mbts.ui {
             init_element = element;
          return Observable.Create<Point?>(o => {
             Point? mouse_down = null, drag_start = null;
-            bool is_explict_drag = false;
             if (use_preview_events) {
                init_element.PreviewMouseDown += on_mouse_down;
                element.PreviewMouseMove += on_mouse_move;
@@ -104,7 +104,6 @@ namespace mbts.ui {
             // callbacks
             void on_mouse_up(object sender, MouseButtonEventArgs e) {
                mouse_down = null;
-               is_explict_drag = false;
                if (drag_start.HasValue)
                   o.OnNext(drag_start = null);
             }
@@ -118,15 +117,15 @@ namespace mbts.ui {
                      e.Handled = true;
                      drag_start = curr_pt;
                      mouse_down = null;
-                     is_explict_drag = false;
                      o.OnNext(curr_pt);
                   }
                }
             }
             void on_mouse_down(object sender, MouseButtonEventArgs e) {
-               if (!is_explict_drag) {
+               var pt = e.GetPosition(init_element);
+               if (!drag_start_bounds.HasValue || drag_start_bounds.Value.Contains(pt)) {
                   drag_start = null;
-                  mouse_down = e.GetPosition(element);
+                  mouse_down = pt;
                }
             }
          });

src/client/spark/view/Extensions/FrameworkElementExtensions.cs

@@ -146,10 +146,14 @@ namespace mbts.ui.extensions {
          element.Loaded += on_loaded;
          if (disconnect_on_unloaded)
             element.Unloaded += on_unloaded;
+         if (element.IsLoaded)
+            connection = connect();
          return Disposable.Create(dispose);
 
-         void on_loaded(object sender, RoutedEventArgs e) =>
-            Disposable.replace(ref connection, connect());
+         void on_loaded(object sender, RoutedEventArgs e) {
+            connection?.Dispose();
+            connection = connect();
+         }
 
          void on_unloaded(object sender, RoutedEventArgs e) =>
             Disposable.dispose(ref connection);

src/client/spark/view/Extensions/WPFExtensions.cs

@@ -132,8 +132,23 @@ namespace mbts.ui {
          return brush;
       }
 
-      public static Color with(this Color color, byte alpha) =>
-         Color.FromArgb(alpha, color.R, color.G, color.B);
+      public static Color blend(this Color color, Color other) {
+         // it doesn't make sense to avg the Alpha value (layering transparent over an opaque color should yield the opaque color).
+         // just apply the max Alpha to the resultant color
+         if (color.A == 0)
+            return other;
+         if (other.A == 0)
+            return color;
+         var color_opac = color.A / 255.0;
+         var other_opac = other.A / 255.0;
+         var avg_red = (byte)new[] { (color.R, color.A), (other.R, other.A) }.weighted_average(tup => tup.R, tup => tup.A);
+         var avg_green = (byte)new[] { (color.G, color.A), (other.G, other.A) }.weighted_average(tup => tup.G, tup => tup.A);
+         var avg_blue = (byte)new[] { (color.B, color.A), (other.B, other.A) }.weighted_average(tup => tup.B, tup => tup.A);
+         return Color.FromArgb(Math.Max(color.A, other.A), avg_red, avg_green, avg_blue);
+      }
+
+      public static Color with(this Color color, byte? alpha = null, byte? red = null, byte? green = null, byte? blue = null) =>
+         Color.FromArgb(alpha ?? color.A, red ?? color.R, green ?? color.G, blue ?? color.B);
 
       public static SolidColorBrush with(this SolidColorBrush brush, double opacity) {
          brush.Opacity = opacity;

src/client/spark/view/Resources/Buttons.xaml

@@ -595,6 +595,54 @@
     </Style.Triggers>
   </Style>
 
+  <ControlTemplate x:Key="BuyButtonTemplate" TargetType="Button">
+    <Border 
+      x:Name="Border"
+      BorderThickness="{TemplateBinding BorderThickness}"
+      BorderBrush="{TemplateBinding BorderBrush}"
+      Background="{TemplateBinding Background}"
+      Padding="{TemplateBinding Padding}"
+      SnapsToDevicePixels="True"
+    >
+      <ContentPresenter 
+        Name="button_content" 
+        HorizontalAlignment="Center"
+        VerticalAlignment="Center"
+        RecognizesAccessKey="True"
+      />
+    </Border>
+    <ControlTemplate.Triggers>
+      <Trigger Property="IsMouseOver" Value="True">
+        <Setter TargetName="Border" Property="Background" Value="#99167ed3"/>
+        <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}"/>
+      </Trigger>
+    </ControlTemplate.Triggers>
+  </ControlTemplate>
+
+  <ControlTemplate x:Key="SellButtonTemplate" TargetType="Button">
+    <Border 
+      x:Name="Border"
+      BorderThickness="{TemplateBinding BorderThickness}"
+      BorderBrush="{TemplateBinding BorderBrush}"
+      Background="{TemplateBinding Background}"
+      Padding="{TemplateBinding Padding}"
+      SnapsToDevicePixels="True"
+    >
+      <ContentPresenter 
+        Name="button_content" 
+        HorizontalAlignment="Center"
+        VerticalAlignment="Center"
+        RecognizesAccessKey="True"
+      />
+    </Border>
+    <ControlTemplate.Triggers>
+      <Trigger Property="IsMouseOver" Value="True">
+        <Setter TargetName="Border" Property="Background" Value="#99c00000" />
+        <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}"/>
+      </Trigger>
+    </ControlTemplate.Triggers>
+  </ControlTemplate>
+
   <Style x:Key="CommonButton" BasedOn="{StaticResource {x:Type Button}}" TargetType="{x:Type Button}">
     <Setter Property="MinWidth" Value="60" />
     <Setter Property="Margin" Value="4" />

src/client/spark/view/Utility/VisualStateHelper.cs

@@ -0,0 +1,48 @@
+using System;
+using System.Windows;
+using System.Windows.Data;
+using System.Windows.Media;
+using System.Windows.Media.Animation;
+
+namespace mbts.ui {
+   static class VisualStateHelper {
+      public static VisualStateGroup create_group(string name, params VisualState[] states) {
+         var vsg = new VisualStateGroup { Name = name };
+         for (int i = 0; i < states.Length; i++)
+            vsg.States.Add(states[i]);
+         return vsg;
+      }
+
+      public static VisualState create_state(string name, params Timeline[] timelines) {
+         var sb = new Storyboard();
+         for (int i = 0; i < timelines.Length; i++)
+            sb.Children.Add(timelines[i]);
+         return new VisualState {
+            Name = name,
+            Storyboard = sb
+         };
+      }
+
+      public static ColorAnimation create_color_animation(UIElement target, PropertyPath target_path) {
+         var timeline = new ColorAnimation {
+            BeginTime = TimeSpan.Zero,
+            Duration = TimeSpan.Zero
+         };
+         Storyboard.SetTarget(timeline, target);
+         Storyboard.SetTargetProperty(timeline, target_path);
+         return timeline;
+      }
+
+      public static ColorAnimation create_color_animation(UIElement target, PropertyPath target_path, Color color) {
+         var timeline = create_color_animation(target, target_path);
+         timeline.To = color;
+         return timeline;
+      }
+
+      public static ColorAnimation create_color_animation(UIElement target, PropertyPath target_path, BindingBase color_binding) {
+         var timeline = create_color_animation(target, target_path);
+         BindingOperations.SetBinding(timeline, ColorAnimation.ToProperty, color_binding);
+         return timeline;
+      }
+   }
+}

src/client/spark/view/Utility/WPFHelper.cs

@@ -17,6 +17,28 @@ namespace mbts.ui {
    static class WPFHelper {
       public delegate void PropertyChangedCallback<TValue, TOwner>(TOwner owner, TValue old_value, TValue new_value);
 
+      public static CoerceValueCallback coerce_value_callback<T>(T fallback = default) =>
+         (d, base_value) => base_value is T v ? v : fallback;
+
+      public static CoerceValueCallback coerce_mutable_freezable<T>(T fallback = default) where T : Freezable {
+         Func<T> get_fallback;
+         if (fallback == null) {
+            get_fallback = () => null;
+         } else {
+            fallback.Freeze();
+            get_fallback = () => (T)fallback.Clone();
+         }
+         return coerce_mutable_freezable(get_fallback);
+      }
+
+      public static CoerceValueCallback coerce_mutable_freezable<T>(Func<T> get_fallback) where T : Freezable =>
+         (d, base_value) => {
+            var rv = base_value as T ?? get_fallback();
+            if (rv != null && rv.IsFrozen)
+               rv = (T)rv.Clone();
+            return rv;
+         };
+
       public static DependencyProperty create_dp<TOwner>(string name, Action<TOwner, object> callback, object default_value = null) =>
          DependencyProperty.Register(name, typeof(object), typeof(TOwner), new PropertyMetadata(default_value, (d, e) => callback(ConvertUtils.try_convert<TOwner>(d), e.NewValue)));
 

src/client/spark_core/Collections/LazyMutatorList.cs

@@ -0,0 +1,84 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+
+namespace bts.collections {
+   /// <summary>
+   /// Implements both <see cref="IReadOnlyList{T}"/> and <see cref="IList{T}"/>, as a wrapper around a source list.
+   /// When (not before) a mutation method of the latter interface is called (for the first time), the source list will be copied to a new instance of <see cref="List{T}"/>,
+   /// which will become the target of all subsequent calls to methods of either interface.
+   /// </summary>
+   /// <typeparam name="T">The type of elements in the list.</typeparam>
+   class LazyMutatorList<T> : IList<T>, IReadOnlyList<T> {
+      IReadOnlyList<T> _result;
+      List<T> _mutable_backing;
+
+      public LazyMutatorList(IReadOnlyList<T> source) =>
+         _result = source ?? throw new ArgumentNullException(nameof(source));
+
+      public T this[int index] {
+         get => _result[index];
+         set => _mutable[index] = value;
+      }
+
+      public int Count => _result.Count;
+
+      public bool IsReadOnly => false;
+
+      public bool IsMutated => _mutable_backing != null;
+
+      public IReadOnlyList<T> Result => _result;
+
+      public List<T> MutatedResult => _mutable_backing ?? throw new InvalidOperationException("List has not been mutated.");
+
+      IList<T> _mutable {
+         get {
+            if (_mutable_backing == null) {
+               _mutable_backing = new List<T>(_result.Count);
+               for (int i = 0; i < _result.Count; i++)
+                  _mutable.Add(_result[i]);
+               _result = _mutable_backing;
+            }
+            return _mutable_backing;
+         }
+      }
+
+      public void Add(T item) =>
+         _mutable.Add(item);
+
+      public void Clear() =>
+         _mutable.Clear();
+
+      public bool Contains(T item) =>
+         IndexOf(item) >= 0;
+
+      public void CopyTo(T[] array, int arrayIndex) {
+         var r = _result;
+         for (int i = 0; i < r.Count; i++)
+            array[i + arrayIndex] = r[i];
+      }
+
+      public int IndexOf(T item) {
+         var r = _result;
+         for (int i = 0; i < r.Count; i++) {
+            if (EqualityComparer<T>.Default.Equals(r[i], item))
+               return i;
+         }
+         return -1;
+      }
+
+      public void Insert(int index, T item) =>
+         _mutable.Insert(index, item);
+
+      public bool Remove(T item) =>
+         _mutable.Remove(item);
+
+      public void RemoveAt(int index) =>
+         _mutable.RemoveAt(index);
+
+      public IEnumerator<T> GetEnumerator() =>
+         (_mutable_backing ?? _result).GetEnumerator();
+
+      IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
+   }
+}