Release notes

Ice execution

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>

.gitignore

@@ -33,3 +33,4 @@ trace_data/
 /src/lib/orderman/perf_analysis/log.csv
 /doc/user/public/*
 .ionide/*
+/.ignore

doc/user/content/bts_spark/Spreader/_index.md

@@ -154,7 +154,7 @@ insert_anchor_links = "right"
 
         -  Pay Less - If enabled by checking the checkbox, the spreader will
             attempt to pay less when the quantity at the level of the calculated
-            hedge price is more than the threshold defined.  The hedge order is
+            hedge price is less than the threshold defined.  The hedge order is
             paid less by the “Payless Ticks” as defined per leg.
         -  Pay Up - If enabled by checking the checkbox, the spreader will pay
             up when the quantity at the level of the calculated hedge price is

doc/user/content/release_notes/_index.md

@@ -4,19 +4,53 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.13.0
+### User Visible Changes  
+  - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
+  - Added support for sounds for new orders
+  - Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
+  - Enabled the ladder to remember the left panel scroll position across front end restarts
+### Bug Fixes
+  - Fixed the local fills window so that it does not show the admin fills
+  - Removed the deleted accounts from the ladder accounts dropdown
+  - Fixed the orderbook price for iceberg of spreaders
+  
+## 2.12.0
+### User Visible Changes
+  - Added support for ICE market data and order execution
+### Internal Changes
+  - Lots of permission / admin changes to facilitate ICE
+
+## 2.11.0
+### User Visible Changes
+  - Fixed fills form time filter to also apply to SOD fills
+  - Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
+  - Removed the option to enter manual spread fills
+  - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
+### Internal Changes
+  - Added support for tag 1031. Currently defaults to Y, can it be override through config.
+  - To facilitate support, allowed the bts user to view and edit algos from all other users 
+  - Improved system tests
+  - Improved log messages in UI to include dispatcher thread name
+  - Added support for Windows core dumps in the UI
+  
 ## 2.10.0
 ### User Visible Changes
   - Fills now include information about the algo that originated the fill
   - A new, more powerful PnL form is now available
 ### API Changes
   - Added security state information (pre open, halted, normal, closed, etc)
+### Bug Fixes
+  - Brought back the "select all" check box in the mini order book
+  - Fixed an issue in the market data subsystem that on rare occasions could result in a startup crash
 ### Internal Changes
   - Fixed an issue that was stopping us from interpreting SOD times as local rather than GMT
-
+## 2.9.3
+### Internal Changes
+  - Fixed system test scripts
 ## 2.9.2
 ### Bug Fixes
   - Fixed an issue with the exchange simulator that could lead to crossed markets
-
 ## 2.9.1
 ### Bug Fixes
   - Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.

src/client/spark/Admin/AdminModel.cs

@@ -1,83 +1,74 @@
 using bts;
 using bts.api.admin;
+using bts.api.core;
+using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
-using bts.api.core;
-using mbts.ui.shell;
 
 namespace mbts.spark {
    [Export]
    class AdminModel : IDisposable {
       public readonly UserTuple user;
-      
-      readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
-         _accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
-         _users_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>());               
-      IReadOnlyDictionary<uint, string>
-         _account_map = new Dictionary<uint, string>(),
-         _user_map = new Dictionary<uint, string>();
-      readonly BehaviorSubject<AdminModelWrapper> _wrapper_subject = new BehaviorSubject<AdminModelWrapper>(new AdminModelWrapper());         
-      IDisposable _dispose;      
+
+      IDisposable _dispose;
+      IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();
 
       [ImportingConstructor]
-      AdminModel(AdminService service, [Import]UserTuple user) {
+      AdminModel(AdminService service, UserTuple user) {
          this.user = user;
-         _dispose = service.subscribei_admin_data().Select(update => {
-            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
-            IEnumerable<BTSUserImmutable> active_users =
-               from admin_data in update.all
-               from bts_user in admin_data.Users
-               where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
-               select bts_user;
-
-            IEnumerable<BTSAccountImmutable> active_accounts =
-               from admin_data in update.all
-               from bts_account in admin_data.Accounts
-               where bts_account.IsPresent && _wrapper_subject.Value.can_view_account(bts_account.Name)
-               join account_id in (
-                  from bts_user in active_users
-                  from account_id in bts_user.UserData.AccountPermissions.AccountPermissions.Keys
-                  select account_id
-               ) on bts_account.Id equals account_id
-               select bts_account;
-
-            var users = active_users.ToDictionary(u => u.Id, u => u.Name);
-            var accounts = active_accounts.ToDictionary(a => a.Id, a => a.Name);
-            return (users, accounts);
-         }).Subscribe(t => {
-            _account_map = t.accounts;
-            _user_map = t.users;
-            _users_subject.OnNext(_user_map = t.users);
-            _accounts_subject.OnNext(_account_map = t.accounts);
-         });
+         // accounts
+         on_accounts = service.subscribei_admin_data()
+            .Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
+               usr.UserData.AccountPermissions.AccountPermissions
+                  .Where(kv => (kv.Value.TradingPermission != null && kv.Value.TradingPermission.HasPermissions) || kv.Value.AdminPermission.HasPermissions)
+                  .Select(kv => ad.Accounts.Where(a => a.Id == kv.Key).TryGetSingle(out var acc) ? acc : (BTSAccountImmutable?)null)
+                  .Where(acc => acc.HasValue && acc.Value.IsPresent)
+                  .Select(acc => acc.Value)
+                  .ToDictionary(acc => acc.Id, acc => acc.Name) :
+               new Dictionary<uint, string>(0))
+            .Replay(1)
+            .RefCount();
+         // users
+         on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
+         all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
+            service.subscribei_admin_data()
+               .Select(u => u.all.TryFirst())
+               .Where(ad => ad.HasValue)
+               .Select(ad => ad.Value.Users
+                  .Where(u => user.can_access_user_data(u.Id))
+                  .Select(u => new UserTuple(u.Id, u.Name))
+                  .ToDictionary(UserTuple.key_fn))
+               .Table(UserTuple.key_fn)
+               .Cache() :
+               Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
+         _dispose = on_accounts.Subscribe(map => _account_map = map);
       }
 
-      public IObservable<IReadOnlyDictionary<uint, string>> on_users => _users_subject.AsObservable();
-      public IObservable<IReadOnlyDictionary<uint, string>> on_accounts => _accounts_subject.AsObservable();      
-      public IObservable<IReadOnlyList<UserTuple>> on_user_tuples => on_users.Select(d => d.Select(kv => new UserTuple(kv.Key, kv.Value)).ToList());
-      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
-      public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();
+      public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
+      public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
+      public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
+      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
 
-      public AccountTuple? get_default_account() {
-         foreach (var kv in _account_map) {
-            return new AccountTuple(kv.Key, kv.Value);
-         }
-         return null;
-      }
-      public uint? get_user_id(string user) => _id_for_name(user, _user_map);
-      public uint? get_account_id(string account) => _id_for_name(account, _account_map);
-      public void Dispose() => Disposable.dispose(ref _dispose);
+      public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
+         user.permissions == UserTuple.Permissions.Admin ?
+            positions :
+            positions.Filter(on_accounts.Select(map => new Func<T, bool>(p => map.ContainsKey(get_account_id(p)))));
 
-      static uint? _id_for_name(string name, IReadOnlyDictionary<uint, string> map) {
-         foreach (var kv in map) {
-            if (kv.Value == name)
-               return kv.Key;
-         }
-         return null;
-      }
+      public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, string> get_account_name) where TKey : IEquatable<TKey> =>
+         user.permissions == UserTuple.Permissions.Admin ?
+            positions :
+            positions.Filter(on_accounts.Select(map => {
+               var hash = new HashSet<string>(map.Values);
+               return new Func<T, bool>(v => hash.Contains(get_account_name(v)));
+            }));
+
+      public AccountTuple? get_default_account() =>
+         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
    }
 }

src/client/spark/Daemons/AboutDaemon.cs

@@ -3,15 +3,10 @@ using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;
-using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Diagnostics;
-using System.Linq;
 using System.Reactive.Linq;
-using System.Text;
-using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Input;
 
@@ -23,8 +18,8 @@ namespace bts.ui {
       IDisposable _dispose;
 
       [ImportingConstructor]
-      public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
-         _user = username;
+      public AboutDaemon(IBus bus, UserTuple user) {
+         _user = user.name;
          _bus = bus;
          _dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
       }
@@ -63,4 +58,4 @@ namespace bts.ui {
          Disposable.dispose(ref _dispose);
       }
    }
-}
+}

src/client/spark/Daemons/ErrorReporter.cs

@@ -7,13 +7,11 @@ using mbts.ui;
 using System;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
-using System.Windows.Threading;
-using System.Windows;
 using System.Threading.Tasks;
-using mbts.ui.shell;
+using System.Windows;
+using System.Windows.Threading;
 
-namespace bts.spark
-{
+namespace bts.spark {
    [Export, Export(typeof(IShellDaemon))]
    public class ErrorReporter : IShellDaemon, IDisposable {
       readonly ErrorReportService _svc;
@@ -21,9 +19,9 @@ namespace bts.spark
       IDisposable _dispose;
 
       [ImportingConstructor]
-      public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
+      public ErrorReporter(ErrorReportService svc, IBus bus, UserTuple user) {
          _svc = svc;
-         _username = username;
+         _username = user.name;
          _dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
       }
 
@@ -48,6 +46,45 @@ namespace bts.spark
             ErrorMessage = message,
          });
       }
+      public async Task report_silently(string contact, string description, string userdata) {
+         var request = append_logs(new ErrorReport {
+            User = _username,
+            ErrorMessage = description,
+            UserDescription = userdata,
+            Contact = contact
+         }.immutable());
+         var reply = await _svc.send_report_async(request);
+      }
+
+      public static ErrorReportImmutable append_logs(ErrorReportImmutable src) {
+         var result = src.CloneToMutable();
+
+         var windows_log = LogUtil.read_windows_event_log();
+         if (!windows_log.IsEmpty) {
+            result.Files.Add(new FileData {
+               Name = "Application.evtx.gz",
+               Contents = windows_log
+            });
+         }
+
+         var (data,date) = LogUtil.read_latest_crash_dump();
+         if (!data.IsEmpty) {
+            result.Files.Add(new FileData {
+               Name = $"spark-{date.ToString("s")}.dmp.gz",
+               Contents = data
+            });
+         }
+
+         var spark_log = LogUtil.read_logs_compressed();
+         if (!spark_log.IsEmpty) {
+            result.Files.Add(new FileData {
+               Name = "log.gz",
+               Contents = spark_log
+            });
+         }
+         return result.immutable();
+      }
+
    }
 
    static class ErrorReporterExtensions {

src/client/spark/Daemons/MDDaemon.cs

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.synthetic;
+using bts.md;
 using mbts;
 using mbts.co2;
 using mbts.spark;
@@ -7,15 +8,10 @@ using mbts.ui;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using System.Linq;
 using SecurityKey = System.UInt32;
-using System.Collections.Concurrent;
-using System.Threading;
-using bts.api.user;
-using bts.md;
-using mbts.ui.shell;
 
 namespace bts {
    [Export(typeof(IInitializable))]
@@ -25,17 +21,21 @@ namespace bts {
       readonly Lazy<SyntheticSecurityService> _ss;
       readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();
 
-      static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;
-
       [ImportingConstructor]
-      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) : 
-         base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, UserTuple user)
+         : base(mbts.config.Configuration.get<md.RelayOptions>().naggle_ms, MDSourceOptions.DeferInit, user) {
          _bus = bus;
          _token = token;
-         _ss = ss;         
+         _ss = ss;
       }
 
-      override public void initialize() {
+      public int priority => 55;
+
+      [Export]
+      MDConsumer consumer => _consumer;
+      IBus bus => _bus.Value;
+
+      public override void initialize() {
          _relay.set_token(_token.Value);
          _dispose.Add(
             _ss.Value.subscribei_metadata()
@@ -60,16 +60,8 @@ namespace bts {
                // Post full dictionary of syntheics here
                bus.post(SparkTags.SyntheticstrategiesTag, t);
             }));
-         _dispose.Add( this.on_securities.Subscribe( (md) => {
-            bus.post(SparkTags.SecuritiesTag, md);
-         }));            
+         _dispose.Add(on_securities.Subscribe(md => bus.post(SparkTags.SecuritiesTag, md)));
          Task.Run(run);
       }
-
-      [Export]
-      MDConsumer consumer => _consumer;
-
-      public int priority => 55;
-      IBus bus => _bus.Value;
    }
 }

src/client/spark/Daemons/OopsDaemon.cs

@@ -0,0 +1,55 @@
+using System;
+using System.ComponentModel.Composition;
+using mbts.ui;
+using mbts;
+using Newtonsoft.Json;
+using System.Threading.Tasks;
+
+namespace bts.spark {
+   [Export(typeof(IShellDaemon))]
+   class OopsDaemon : IShellDaemon, IDisposable {
+      [ImportingConstructor]
+      public OopsDaemon(ErrorReporter e) {
+         var pid = get_pid();
+         if (pid.HasValue) {
+            handle_unclean_shutdown(e, pid.Value);
+         }
+         save_pid();
+      }
+
+      public void Dispose() {
+         clear_pid();
+      }
+
+      void handle_unclean_shutdown(ErrorReporter e, int oldpid) {
+         string extra = "";
+         try {
+            var conf = mbts.config.Configuration.get<bts.config.System>();
+            extra = JsonConvert.SerializeObject(conf, Formatting.Indented);
+         }
+         catch { }
+         Task.Run(() => e.report_silently(
+               $"Host: {Environment.MachineName}",
+               $"pid: {oldpid}\n{extra}",
+               "Automated crash report")
+         );
+      }
+
+      const string _subkey = @"Software\BTS";
+      private void save_pid() {
+         using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
+            key.SetValue("pid", System.Diagnostics.Process.GetCurrentProcess().Id, Microsoft.Win32.RegistryValueKind.DWord);
+         }
+      }
+      private void clear_pid() {
+         using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
+            key.DeleteValue("pid",false);
+         }
+      }
+      private int? get_pid() {
+         using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
+            return key.GetValue("pid") as int?;
+         }
+      }
+   }
+}

src/client/spark/Daemons/OrderTicketDaemon.cs

@@ -43,6 +43,11 @@ namespace bts.shell {
       void _show_order_window(Window window) {
          foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(_model.algo_model.ui_configuration))
             window.Resources[kv.Key] = kv.Value;
+         // the dynamic algo 'SecurityKey' template has a ContractPickerPopup that expects the security map to be available as a DynamicResource.
+         var sub = _bus.subscribe(SparkTags.SecuritiesTag)
+            .OnDispatcher()
+            .Subscribe(sec_map => window.Resources[ResourceKeys.Securities] = sec_map);
+         window.Closed += (s, e) => Disposable.dispose(ref sub);
          window.Show(-200, -160, true);
       }
 

src/client/spark/Daemons/ShellLatencyDaemon.cs

@@ -3,17 +3,13 @@ using bts.metrics;
 using mbts;
 using mbts.config;
 using mbts.ui;
-using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Net.NetworkInformation;
-using System.Text;
 using System.Threading.Tasks;
 
 namespace bts.perf {
-
    [Export, Export(typeof(IShellDaemon))]
    class ShellLatencyDaemon : IShellDaemon, IDisposable {
       readonly ShellLatencyService _service;
@@ -24,10 +20,10 @@ namespace bts.perf {
       Ping _pinger = new Ping();
 
       [ImportingConstructor]
-      public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
+      public ShellLatencyDaemon(ShellLatencyService service, UserTuple user) {
          _service = service;
          _version = Configuration.get<bts.config.System>().version;
-         _username = user;
+         _username = user.name;
          _hostname = Environment.MachineName;
 
          _forever_ping_host(_pinger);
@@ -105,4 +101,4 @@ namespace bts.perf {
          Disposable.dispose(ref _subs);
       }
    }
-}
+}

src/client/spark/Modules/Market/MarketShellModule.cs

@@ -5,7 +5,6 @@ using mbts.co2;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
-using mbts.ui.shell;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
@@ -13,13 +12,11 @@ using System.Threading.Tasks;
 using System.Windows.Media;
 using static mbts.ui.shell.ProtoBufSerializationHelper;
 
-namespace bts.shell
-{
+namespace bts.shell {
    [Export(typeof(IShellModule))]
-   class MarketShellModule : IShellModule
-   {
+   class MarketShellModule : IShellModule {
       [ImportingConstructor]
-      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
+      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
          _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
          _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
       }

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

@@ -227,7 +227,7 @@ namespace bts.shell {
          public string strip_name;
          [ProtoMember(26)]
          public string last_price_from_spread;
-         [ProtoMember(27)]         
+         [ProtoMember(28)]         
          public string mic_code;
       }
 

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml.cs

@@ -227,7 +227,7 @@ namespace mbts.ui.spark {
       }
 
       DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
-         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter) { Width = 75, };
+         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
          col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
          DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
          return col;

src/client/spark/Modules/Spreader/SpreaderModel.cs

@@ -1,7 +1,9 @@
-using bts.api;
+using bts;
+using bts.api;
+using bts.api.core;
 using bts.api.synthetic;
+using bts.collections;
 using bts.spark;
-using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -18,11 +20,36 @@ namespace mbts.spark {
       readonly uint _user_id;
 
       [ImportingConstructor]
-      public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
+      public SpreaderModel(IBus bus, SyntheticSecurityService service, AdminModel admin_model, ErrorReporter error, UserTuple user) {
          _bus = bus;
          _service = service;
          _error = error;
-         _user_id = user_id;
+         _user_id = user.id;
+         // synthetic tuples
+         var strategy_source = _bus.subscribe(SparkTags.SyntheticstrategiesTag)
+            .Select(map => MappedDictionary.create<uint, ExecutionStrategyImmutable, (uint security_id, ExecutionStrategyImmutable strategy)>(map, (k, v) => (k, v)))
+            .Table(tup => tup.security_id);
+
+         var synthetic_source = _bus.subscribe(SparkTags.SecuritiesTag)
+            .Select(map => new FilteredDictionary<uint, SecurityMD>(map, smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic))
+            .Table(smd => smd.security.Id);
+
+         var synthetic_user_join = synthetic_source.LeftJoin(
+            admin_model.all_user_tuples,
+            SecurityMD.key_fn,
+            UserTuple.key_fn,
+            smd => smd.security.Synthetic.UserId,
+            (smd, sid, ut, uid) => new SyntheticTuple(smd.security, ut.name, null),
+            (smd, sid, uid) => new SyntheticTuple(smd.security, null, null),
+            SyntheticTuple.key_fn);
+
+         synthetic_tuples = synthetic_user_join.LeftJoin(
+            strategy_source,
+            SyntheticTuple.key_fn,
+            tup => tup.security_id,
+            (synth_tup, id, strat_tup) => new SyntheticTuple(synth_tup.security, synth_tup.user_name, strat_tup.strategy),
+            (synth_tup, id) => synth_tup,
+            SyntheticTuple.key_fn);
       }
 
       public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
@@ -36,6 +63,8 @@ namespace mbts.spark {
                .LeftJoin(strategies, (security, strategy) => (new ExecutionStrategyImmutable?(strategy), security), security => (new ExecutionStrategyImmutable?(), security))
          );
 
+      public IObservable<TableUpdate<SyntheticTuple, uint>> synthetic_tuples { get; }
+
       public IObservable<ExecutionStrategyImmutable> security_strategy(uint security_key) =>
          strategy.TrySelect(s => {
             bool success = s.TryGetValue(security_key, out ExecutionStrategyImmutable result);

src/client/spark/Modules/Spreader/SyntheticDataHelper.cs

@@ -81,9 +81,9 @@ namespace bts.shell {
          #region QuoteParams
          public static QuoteParams QuoteParams => new QuoteParams {
             LeanQuantityRatio = 1,
-            QuoteInsideMarketDistance = QuoteInsideMarketDistance,
+            //QuoteInsideMarketDistance = QuoteInsideMarketDistance,
             QuoteMaxOrderMove = QuoteMaxOrderMove,
-            QuoteMuteZone = QuoteMuteZone,
+            //QuoteMuteZone = QuoteMuteZone,
             QuoteRepriceThrottle = QuoteRepriceThrottle,
             QuoteInsideMarketDistanceWithTravel = QuoteInsideMarketDistanceWithTravel,
          };
@@ -113,6 +113,7 @@ namespace bts.shell {
          };
          public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
          public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
+         public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
          #endregion
 
          #region PreHedge

src/client/spark/Modules/Spreader/SyntheticManagementView.xaml.cs

@@ -7,8 +7,15 @@ namespace mbts.ui.spark {
    /// Interaction logic for SyntheticManagementView.xaml
    /// </summary>
    partial class SyntheticManagementView : UserControl {
+      public enum Columns {
+         Name,
+         Description,
+         n_legs,
+         n_working_orders,
+         SecurityKey,
+         User
+      }
 
-      public enum Columns { Name, Description, n_legs, n_working_orders, SecurityKey}
       public SyntheticManagementView() =>
          InitializeComponent();
    }

src/client/spark/Modules/Spreader/SyntheticManagementWindow.cs

@@ -10,6 +10,7 @@ using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
@@ -27,7 +28,7 @@ namespace mbts.spark {
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
 
 
-      public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
+      public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
          _orders_model = orders_model;
          _state = state;
@@ -66,8 +67,8 @@ namespace mbts.spark {
             ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
                current_row_connectable_builder.create(observe_row_strategy),
                rs => rs.HasValue, select_row_strategy_tuple
-            ), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
-               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
+            ), SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder).complete(
+               vm_connectable_builder.create(vm => vm.current_security_observable.Select(s => s.HasValue ? ImmutableHashSet<uint>.Empty.Add(s.Value.Id) : null)), id => id != null
             ), SparkCommands.ShowOrders.complete(() => {
                var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
                ob_settings.filters = new bts.shell.orderbook.FilterStates {

src/client/spark/Modules/Spreader/SyntheticManagementWindowFactory.cs

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.settings;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -7,6 +8,7 @@ using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
 using static mbts.ui.controls.DIYGrid;
@@ -33,13 +35,8 @@ namespace bts.shell {
       public async void show(SparkTags.Nothing nothing) =>
          _bus.post(SparkTags.ShowWindow, await load(new StartupData()));
 
-      IShellWindow _create(StartupData state) {
-         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
-            state.grid,
-            get: us => us.synthetic_management_grid,
-            set: (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
-         return new SyntheticManagementWindow(this, _bus, _orders_model, state, settings_manager);
-      }
+      IShellWindow _create(StartupData state) =>
+         new SyntheticManagementWindow(this, _bus, _orders_model, state, _settings_hub.create_synth_settings_manager(state.grid));
 
       [ProtoContract]
       public class StartupData {
@@ -67,6 +64,7 @@ namespace bts.shell {
             public static GridColumnSettings n_legs => new GridColumnSettings(col_id(Columns.n_legs), DefaultColumnHeaders.N_Legs, width: DefaultColumnWidths.N_Legs);
             public static GridColumnSettings n_working_orders => new GridColumnSettings(col_id(Columns.n_working_orders), DefaultColumnHeaders.N_Working_Orders, width: DefaultColumnWidths.N_Working_Orders);
             public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, is_visible: false, width: DefaultColumnWidths.User);
 
             public static IEnumerable<SortingCriteria> default_sorting_criterion {
                get {
@@ -81,6 +79,7 @@ namespace bts.shell {
                   yield return n_legs;
                   yield return n_working_orders;
                   yield return security_key;
+                  yield return user;
                }
             }
 
@@ -101,6 +100,15 @@ namespace bts.shell {
          public UIntMinMaxState n_working_orders;
          [ProtoMember(6)]
          public string security_key;
+         [ProtoMember(7)]
+         public uint[] user;
+      }
+
+      // migration rules
+      [Export(typeof(ISyntheticManagementMigrationRule))]
+      class AddMissingColumnsMigrationRule : ISyntheticManagementMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
       }
    }
-}
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketDistance/QuoteInsideMarketDistanceEnabledModel.cs

@@ -0,0 +1,33 @@
+using bts.shell;
+using mbts.ui.spark;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteInsideMarketDistanceEnabledModel : RowModelBase<bool> {
+         readonly QuoteInsideMarketDistanceTowardModel  _toward;
+
+         public QuoteInsideMarketDistanceEnabledModel(QuoteInsideMarketDistanceTowardModel toward) =>
+            _toward = toward;
+
+         public override string display_name { get; } = string.Empty;
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle != null;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (value) {
+               if (leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle == null) {
+                  leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceThrottle;
+                  _toward.apply_value(leg_tup);
+               }
+            } else {
+               leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = null;
+            }
+            _toward.set_enabled(leg_tup, value);
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketDistance/QuoteInsideMarketDistanceTowardModel.cs

@@ -0,0 +1,39 @@
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+
+         public override string display_name { get; } = "Toward Distance";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_inside_market_distance(leg_tup).OnTowardDistance = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance ?
+               inside_market_distance.OnTowardDistance :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
+               inside_market_distance.OnTowardDistance = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_inside_market_distance(leg_tup) != null;
+
+         QuoteInsideMarketDistanceThrottle _get_inside_market_distance(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/RowModel.cs

@@ -115,6 +115,11 @@ namespace mbts.spark {
                "dictates if this logic applies to the quoting market or to the synthetic spread " + 
                "market");
 
+         public static ParameterSection InsideMarketDistance =>
+            new ParameterSection("Inside Market Distance", true,
+               "Reduces re-quoting by throttling quotes that are moving toward the inside market " +
+               "but are more than 'Toward Distance' away from the inside market");
+
          public static ParameterSection InsideMarketThrottleThresholds =>
             new ParameterSection("Inside Market Throttle Thresholds", true,
                "Reduces re-quoting for quotes that are moving toward the inside market. " +

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

@@ -190,6 +190,8 @@ namespace mbts.spark {
          var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
          var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();
 
+         var quote_inside_market_distance_toward = new QuoteInsideMarketDistanceTowardModel();
+
          var pre_hedge_payless_threshold = new PreHedgePaylessThresholdModel();
          var pre_hedge_payless_ticks = new PreHedgePaylessTicksModel();
 
@@ -227,6 +229,8 @@ namespace mbts.spark {
             //quote_inside_market_throttle_ticks,
             //quote_inside_market_throttle_min_move,
             //new MaxTicksInsideMarketModel(),
+            new QuoteInsideMarketDistanceEnabledModel(quote_inside_market_distance_toward),
+            quote_inside_market_distance_toward,
             new PreHedgePaylessEnabledModel(pre_hedge_payless_threshold, pre_hedge_payless_ticks),
             pre_hedge_payless_threshold,
             pre_hedge_payless_ticks,

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

@@ -1,12 +1,15 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.collections;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
 using System.Linq;
 using System.Reactive.Linq;
@@ -17,43 +20,45 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.SyntheticManagementView;
 
 namespace mbts.spark {
-   class SyntheticManagementDialogVM : SecurityMDGrid<SyntheticManagementDialogVM.Row, (ExecutionStrategyImmutable? strategy, SecurityMD md)> {
+   class SyntheticManagementDialogVM : SecurityGrid<SyntheticManagementDialogVM.Row, SyntheticTuple> {
       readonly IBus _bus;
       readonly OrdersModel _orders_model;
-      IWindowSettingsManager<GridSettings> _settings_manager;
-
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
 
       public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager) : this(bus, orders_model, settings_manager, null, null) { }
       public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
-         : base(orders_model.spreader.strategy_tuple.Select(map => map.Values), sorting) {
+         : base(orders_model.spreader.synthetic_tuples.Select(t => t.state.Values), sorting) {
          _bus = bus;
          _orders_model = orders_model;
+         _settings_manager = settings_manager;
+         // init filters
+         user_filter = DiscreteValuesFilterVM.CreateTableUpdate<Row, UserTuple, uint>(r => r.user_tuple, UserTuple.key_fn, out var user_filter_items_observer, out var user_filter_items_view, nameof(Row.user_tuple));
+         user_filter_items_view.CustomSort = Comparer<string>.Default.wrap<string, UserTuple>(ut => ut.name).to_non_generic();
          if (filters != null) {
             create_time_filter.load_state(filters.create_time);
             name_filter.load_state(filters.name);
             description_filter.load_state(filters.description);
             n_legs_filter.load_state(filters.n_legs);
             n_working_orders_filter.load_state(filters.n_working_orders);
-			security_key_filter.load_state(filters.security_key);
+            security_key_filter.load_state(filters.security_key);
+            user_filter.load_state(filters.user);
          }
-         _settings_manager = settings_manager;
          // columns
          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.n_working_orders, 
-            new Binding(nameof(Row.n_working_orders)), 
+            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),
                Header = DefaultColumnHeaders.N_Working_Orders,
                Width = DefaultColumnWidths.N_Working_Orders
-            }
-         );
+            });
          add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
-
+         add_col(Columns.User, DefaultColumnHeaders.User, r => r.user_name, nameof(Row.user_name), user_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
          //
          void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, IDataGridColumnFilter filter, string filter_template, double width) =>
             columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -63,42 +68,39 @@ namespace mbts.spark {
                Width = width
             });
          //
-         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
+         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>(), row_vms);
          // 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());
 
          _resources.AddRange(
-            DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter),
+            orders_model.admin_model.all_user_tuples.OnDispatcher().Subscribe(user_filter_items_observer),
+            DataGridFilterHelper.hook_all<SyntheticManagementDialogVM, Row>(this, rows_view),
             settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
          );
       }
 
-      protected override Row row_factory((ExecutionStrategyImmutable? strategy, SecurityMD md) row_model) =>
-         new Row(_bus, row_model.md, row_model.strategy, _orders_model);
-
-      protected override void on_row_removed(Row row) => row.Dispose();
-
-      public ObservableCollection<ColumnBase> columns { get; } =  new ObservableCollection<ColumnBase>();
+      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
       public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
 
-      public GridSettings get_grid_save_state() {
-         if (_settings_manager.instance_settings == null)
-            return null;
-         else
-            return grid_settings_manager.create();
-      }
-
-      public StartupData create() =>
-         new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
-
-
-      #region Filters
       public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> create_time_filter { get; } = new TimeFilterVM<Row>(r => r.create_time, nameof(Row.create_time));
       public IDataGridColumnPersistentFilter<Row, string> name_filter { get; } = new RegexFilterVM<Row>(r => r.name, nameof(Row.name));
       public IDataGridColumnPersistentFilter<Row, string> description_filter { get; } = new RegexFilterVM<Row>(r => r.description, nameof(Row.description));
       public IDataGridColumnPersistentFilter<Row, IntMinMaxState> n_legs_filter { get; } = new IntMinMax<Row>(r => r.n_legs, nameof(Row.n_legs));
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> n_working_orders_filter { get; } = new UIntMinMax<Row>(r => r.n_working_orders, nameof(Row.n_legs));
       public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
+      public IDataGridColumnPersistentFilter<Row, uint[]> user_filter { get; }
+
+      public GridSettings get_grid_save_state() =>
+         _settings_manager.instance_settings == null ? null : grid_settings_manager.create();
+
+      public StartupData create() =>
+         new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
+
+      protected override Row row_factory(SyntheticTuple row_model) =>
+         new Row(_bus, row_model, _orders_model);
+
+      protected override void on_row_removed(Row row) =>
+         row.Dispose();
 
       FilterStates _get_filter_states() =>
          new FilterStates {
@@ -107,19 +109,19 @@ namespace mbts.spark {
             name = name_filter.get_state(),
             n_legs = n_legs_filter.get_state(),
             n_working_orders = n_working_orders_filter.get_state(),
-            security_key = security_key_filter.get_state()
+            security_key = security_key_filter.get_state(),
+            user = user_filter.get_state()
          };
-      #endregion
 
-      public class Row : SecurityMDRow, IEquatable<Row>, IRowVM, IActionableRowVM {
-         public readonly ExecutionStrategyImmutable? strategy;
+      public class Row : SecurityRow, IEquatable<Row>, IRowVM, IActionableRowVM {
+         public readonly SyntheticTuple synthetic_tuple;
 
          readonly IBus _bus;
          readonly Property<uint> _n_working_orders;
 
-         public Row(IBus bus, SecurityMD security_md, ExecutionStrategyImmutable? strategy, OrdersModel orders_model) : base(security_md) {
+         public Row(IBus bus, SyntheticTuple synthetic_tuple, OrdersModel orders_model) : base(synthetic_tuple.security) {
             _bus = bus;
-            this.strategy = strategy;
+            this.synthetic_tuple = synthetic_tuple;
             _n_working_orders = backing(nameof(n_working_orders),
                orders_model.on_security_orders(security_key)
                .Select(t => (uint)(t.state
@@ -133,25 +135,23 @@ namespace mbts.spark {
             show_order_book = new DelegateCommand(_show_order_book);
          }
 
+         public event Action invalidated;
+
          public DateTime create_time => DateTime.MinValue; //TODO
          public string name { get; }
+         public string user_name => synthetic_tuple.user_name;
+         public UserTuple user_tuple => new UserTuple(synthetic_tuple.security.Synthetic.UserId, user_name);
          public int n_legs { get; }
          public string description { get; }
+         public ExecutionStrategyImmutable? strategy => synthetic_tuple.strategy;
          public bool strategy_present => strategy.HasValue;
          public uint n_working_orders => _n_working_orders.Value;
          public ICommand show_ladder { get; }
          public ICommand show_order_book { get; }
          public ICommand default_command => show_ladder;
 
-
-         public ObservableCollection<RowAnimation> row_animations => new ObservableCollection<RowAnimation>();
-
-         public IReadOnlyList<IGridCellStore> cell_stores => new IGridCellStore[0];
-
-
-         public event Action invalidated;
-
-         public void raise_invalidated() => invalidated?.Invoke();
+         public void raise_invalidated() =>
+            invalidated?.Invoke();
 
          public bool Equals(Row other) =>
             other != null &&
@@ -163,10 +163,8 @@ namespace mbts.spark {
          public override int GetHashCode() =>
             security_key.GetHashCode();
 
-
-
          void _show_ladder() =>
-            _bus.post(SparkTags.ShowLadderTag, md);
+            _bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet<uint>.Empty.Add(security.Id));
 
          void _show_order_book() {
             var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
@@ -177,4 +175,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioWindow.cs

@@ -62,7 +62,10 @@ namespace mbts.spark {
          _vm = new AlgoStudioVM(_model);
          _vm.load_from(_state);
          _view = new AlgoStudioView { DataContext = _vm };
-         _resources = new CompositeDisposable();
+         _resources = new CompositeDisposable(
+            _bus.subscribe(SparkTags.SecuritiesTag)
+            .OnDispatcher()
+            .Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
          // add definition
          _commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
          // clone definition

src/client/spark/Modules/Trading/AlgoStudio/Model/AlgoStudioFlatDefinitionModel.cs

@@ -27,7 +27,7 @@ namespace mbts.spark {
          _error_reporter = error_reporter;
          definitions =
             service.subscribei_algo_definitions()
-            .Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
+            .Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
             .SelectKeyValue(_definition_data, d => d.key)
             .Table()
             .Cache();

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoParamRowVM.cs

@@ -13,6 +13,9 @@ namespace mbts.spark {
       string _template_key;
       ICommand _set_value_cmd;
 
+      public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent)
+         : this(algo, param, parent, (param as ITemplateSelectorKey)?.key) { }
+
       public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
          this.param = param;
          this.algo = algo;

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoEditorGridView.xaml

@@ -247,6 +247,31 @@
               </TextBlock>
             </DataTemplate>
           </u:TemplateSelectorKeyValue>
+          <u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
+            <DataTemplate>
+              <Grid>
+                <!--Note: Ideally, this 'securities BindingProxy' would be a static resource, but it only seems to detect the dynamic securities when it is in the visual tree.-->
+                <!--<Grid.Resources>
+                  <u:BindingProxy x:Key="SecuritiesBindingProxy" x:Shared="False" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
+                </Grid.Resources>-->
+                <u:BindingProxy x:Name="SecuritiesBindingProxy" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
+                <TextBlock>
+                  <TextBlock.Text>
+                    <MultiBinding>
+                      <MultiBinding.Converter>
+                        <cv:MultiValueConverterPipe>
+                          <cv:DictionaryLookupConverter/>
+                          <x:Static MemberType="cv:ValueConverters" Member="SecuritySelectorText"/>
+                        </cv:MultiValueConverterPipe>
+                      </MultiBinding.Converter>
+                      <Binding Path="Value" ElementName="SecuritiesBindingProxy"/>
+                      <Binding Path="param.value"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Grid>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
         </usp:AlgoParamTemplateSelector.KeyedTemplates>
         <!--Bool-->
         <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -320,6 +345,21 @@
               </usp:PriceEntryControl>
             </DataTemplate>
           </u:TemplateSelectorKeyValue>
+          <u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
+            <DataTemplate>
+              <c:ContractPickerPopup
+                CloseOnCancel="True"
+                CloseOnOK="True"
+                Header="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+                IsEditMode="False"
+                IsLazy="True"
+                SecurityMap="{DynamicResource {x:Static u:ResourceKeys.Securities}}"
+                SelectedSecurityKey="{Binding param.value}"
+                ShowDialogSkirt="True"
+                OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityKeyHandler}"
+              />
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
         </usp:AlgoParamTemplateSelector.KeyedTemplates>
         <!--Bool-->
         <usp:AlgoParamTemplateSelector.BoolTemplate>

src/client/spark/Modules/Trading/Fills/FillsVM.cs

@@ -118,8 +118,8 @@ namespace mbts.spark {
          add_col_expl(Columns.Side, new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { id = col_id(Columns.Side) }, side_filter);
          // all others (easily identified by the enum 'Columns.Foo')
          add_col(Columns.FillTime, DefaultColumnHeaders.FillTime, r => r.fill_time.ToString("M/d h:mm:ss tt"), new TimeFilterVM<FillTuple>(r => r.fill.Timestamp.ToDateTimeOffset().LocalDateTime), DataGridFilterKnownTemplates.TimeFilter, DefaultColumnWidths.Time);
-         add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
-         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
+         add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values.Ordered()), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
+         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
          add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
          add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
          add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
@@ -147,6 +147,7 @@ namespace mbts.spark {
          });
          _dispose = new CompositeDisposable(
             ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
+            ObservableAutoWrapper.connect_item_hooks(col_tups, ct => ct.filter as IDisposable),
             RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
             fills_source.OnDispatcher().Subscribe(t => {
                last_unfiltered_fills = t;
@@ -284,7 +285,6 @@ namespace mbts.spark {
          public DateTime fill_time => _fill.Timestamp.to_local_time();
          public TimeInForce time_in_force => _order.time_in_force();
          public OrderType order_type => _order.order_type();
-         //public OrderType root_algo_type => _or
          public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
          public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
          public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
@@ -303,7 +303,7 @@ namespace mbts.spark {
          public OrderType root_algo_order_type => _root_algo.HasValue ? _root_algo.Value.value.CustomCase : OrderType.None;
          public OrderMetadata root_algo_order_metadata => _model.factory.get_metadata(root_algo_order_type);
          public Color root_algo_badge_color => _root_algo_badge_color ??  (_root_algo_badge_color = OrderUtils.badge_color(_root_algo_meta, root_algo_order_metadata)).Value;
-         public string root_algo_display_name => _root_algo?.name ?? root_algo_order_type.display_name();
+         public string root_algo_display_name => fill_tuple.root_order_security?.display_name() ?? OrderType.None.display_name();
 
          public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
          public override bool Equals(object obj) => Equals(obj as Row);

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

@@ -75,7 +75,7 @@ namespace bts.shell.fills {
       [DIYGridColumnID(nameof(Columns.Symbol))]
       public string[] symbol { get; set; }
 
-      [ProtoMember(16)]
+      [ProtoMember(17)]
       [DIYGridColumnID(nameof(Columns.FillStatus))]
       public Fill.Types.FillStatus[] fill_status { get; set; }
    }

src/client/spark/Modules/Trading/Ladder/LadderSettings.cs

@@ -23,6 +23,10 @@ namespace mbts.spark {
    // TODO: somehow allow windows that are using the default settings to still have individual column widths.
    [ProtoContract]
    class LadderColumnSettings : IEquatable<LadderColumnSettings> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(LadderColumnSettings).GetHashCode();
+
       public static LadderColumnSettings Default => new LadderColumnSettings {
          show = true,
          width = 50,
@@ -74,14 +78,7 @@ namespace mbts.spark {
          other.show == show;
 
       public override bool Equals(object obj) => Equals(obj as LadderColumnSettings);
-
-      public override int GetHashCode() =>
-         width.GetHashCode() +
-         background.GetHashCode() +
-         foreground.GetHashCode() +
-         font_family.GetHashCode() +
-         font_size.GetHashCode() +
-         font_weight.GetHashCode();
+      public override int GetHashCode() => _type_hash;
 
       public static bool operator ==(LadderColumnSettings x, LadderColumnSettings y) => x.safe_equals(y);
       public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
@@ -89,6 +86,9 @@ namespace mbts.spark {
 
    [ProtoContract]
    class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(HistogramBarAnimation).GetHashCode();
       [ProtoMember(1)]
       public ColorShowProto bars { get; set; }
       [ProtoMember(2)]
@@ -102,14 +102,14 @@ namespace mbts.spark {
          show_numbers == other.show_numbers;
 
       public override bool Equals(object obj) => Equals(obj as HistogramBarAnimation);
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            bars.GetHashCode(),
-            show_numbers.GetHashCode());
+      public override int GetHashCode() => _type_hash;
    }
 
    [ProtoContract]
    class VolumeColumnSettings : IEquatable<VolumeColumnSettings> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(VolumeColumnSettings).GetHashCode();
       public static VolumeColumnSettings Default {
          get {
             var gen = LadderColumnSettings.Default;
@@ -149,19 +149,14 @@ namespace mbts.spark {
          show_ltq.Equals(other.show_ltq);
 
       public override bool Equals(object obj) => Equals(obj as VolumeColumnSettings);
-
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            general.GetHashCode(),
-            buy.GetHashCode(),
-            sell.GetHashCode(),
-            passive.GetHashCode(),
-            total.GetHashCode(),
-            show_ltq.GetHashCode());
+      public override int GetHashCode() => _type_hash;
    }
 
    [ProtoContract]
    class LadderMarketBreakLine : IEquatable<LadderMarketBreakLine> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(LadderMarketBreakLine).GetHashCode();
       [ProtoMember(1)]
       public bool show { get; set; }
       [ProtoMember(2)]
@@ -184,8 +179,7 @@ namespace mbts.spark {
          Equals(obj as LadderMarketBreakLine);
 
       public override int GetHashCode() =>
-         show.GetHashCode() +
-         (int)color;
+         _type_hash;
    }
 
    [ProtoContract]
@@ -255,6 +249,11 @@ namespace mbts.spark {
       const double _default_order_entry_panel_width = 110.0;
       const double _default_zoom_factor = 1.0;
       const bool _default_show_warn_on_cross = true;
+      public static readonly IEqualityComparer<LadderSettings> profile_equality_comparer =
+         EqualityComparer.Create<LadderSettings>(profile_equals);
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(LadderSettings).GetHashCode();
 
       // Default proto constructor
       // Added this so that when clients upgrade to a version with new settings,
@@ -497,6 +496,9 @@ namespace mbts.spark {
       [ProtoMember(55)]
       public LadderMiniOrderBookSettings mini_ob { get; set; }
 
+      [ProtoMember(57)]
+      public double left_panel_scroll_position { get; set; }
+
       public void sanitize() =>
          sanitize(this);
 
@@ -533,112 +535,81 @@ namespace mbts.spark {
          return s;
       }
 
+      /// <summary>
+      /// Determines whether or not the specified LadderSettings are 'profile equivalent.'
+      /// This means that 2 ladders, each with a different one of the specified settings, could share the same profile.
+      /// </summary>
+      /// 
+      /// Note: the impetus for this version of equality is to avoid disconnecting a ladder from its profile due to 'trivial' settings changes.
+      /// Consider the '<see cref="default_algo"/>' property:
+      ///   If a ladder is using a settings profile with Limit as the default algo, and the user decides to send a 'Market' order,
+      ///   the ladder would suddenly be disconnected from the profile, because it's settings state would no longer be equal to the profile's settings,
+      ///   since they changed the selected algo type to 'Market.'
+      ///   To avoid such travesties, a separate equals logic is needed: this is called 'profile-equivalent' and is implemented in <see cref="profile_equals)"/>.
+      /// Devs: be sure to account for properties that are excluded in the 'profile-equals' logic in the [regular]'equals' logic.
+      public static bool profile_equals(LadderSettings a, LadderSettings b) =>
+         a == null ? b == null :
+         b != null &&
+         a.row_height == b.row_height &&
+         a.grid_line_color == b.grid_line_color &&
+         a.orders_column.safe_equals(b.orders_column) &&
+         a.bid_column.safe_equals(b.bid_column) &&
+         a.ask_column.safe_equals(b.ask_column) &&
+         a.price_column.safe_equals(b.price_column) &&
+         a.last_column.safe_equals(b.last_column) &&
+         a.piq_column.safe_equals(b.piq_column) &&
+         a.calculator_buttons.safe_equals(b.calculator_buttons, Enumerable.SequenceEqual) &&
+         a.scroll_bar_visible == b.scroll_bar_visible &&
+         a.default_account == b.default_account &&
+         a.default_time_in_force == b.default_time_in_force &&
+         a.size == b.size &&
+         a.animate_recenter == b.animate_recenter &&
+         a.badge_style == b.badge_style &&
+         a.auto_clear == b.auto_clear &&
+         a.bid_break_line.safe_equals(b.bid_break_line) &&
+         a.ask_break_line.safe_equals(b.ask_break_line) &&
+         a.mid_break_line.safe_equals(b.mid_break_line) &&
+         a.alternate_order_size == b.alternate_order_size &&
+         a.session_low_line.safe_equals(b.session_low_line) &&
+         a.session_high_line.safe_equals(b.session_high_line) &&
+         a.session_range_fill.safe_equals(b.session_range_fill) &&
+         a.volume_column.safe_equals(b.volume_column) &&
+         a.size_display.safe_equals(b.size_display) &&
+         a.day_visible == b.day_visible &&
+         a.high_visible == b.high_visible &&
+         a.low_visible == b.low_visible &&
+         a.open_visible == b.open_visible &&
+         a.settle_visible == b.settle_visible &&
+         a.volume_visible == b.volume_visible &&
+         a.account_visible == b.account_visible &&
+         a.tif_visible == b.tif_visible &&
+         a.order_type_visible == b.order_type_visible &&
+         a.account_position_visible == b.account_position_visible &&
+         a.day_position_visible == b.day_position_visible &&
+         a.raw_day_position_visible == b.raw_day_position_visible &&
+         a.size_presets_visible == b.size_presets_visible &&
+         a.cancel_buys_visible == b.cancel_buys_visible &&
+         a.cancel_sells_visible == b.cancel_sells_visible &&
+         a.cancel_all_visible == b.cancel_all_visible &&
+         a.auto_clear_visible == b.auto_clear_visible &&
+         a.clear_visible == b.clear_visible &&
+         a.order_entry_panel_initial_width == b.order_entry_panel_initial_width &&
+         a.zoom_slider_visible == b.zoom_slider_visible &&
+         a.zoom_factor == b.zoom_factor &&
+         a.use_defaults == b.use_defaults &&
+         a.favorite_algos == b.favorite_algos &&
+         a.net_change == b.net_change &&
+         a.show_warn_on_cross == b.show_warn_on_cross &&
+         a.mini_ob == b.mini_ob;
+
       public bool Equals(LadderSettings other) =>
-         other != null &&
-         row_height == other.row_height &&
-         grid_line_color == other.grid_line_color &&
-         orders_column.safe_equals(other.orders_column) &&
-         bid_column.safe_equals(other.bid_column) &&
-         ask_column.safe_equals(other.ask_column) &&
-         price_column.safe_equals(other.price_column) &&
-         last_column.safe_equals(other.last_column) &&
-         piq_column.safe_equals(other.piq_column) &&
-         calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
-         scroll_bar_visible == other.scroll_bar_visible &&
-         default_account == other.default_account &&
+         profile_equals(this, other) &&
          default_algo == other.default_algo &&
-         default_time_in_force == other.default_time_in_force &&
-         size == other.size &&
-         animate_recenter == other.animate_recenter &&
-         badge_style == other.badge_style &&
-         auto_clear == other.auto_clear &&
-         bid_break_line.safe_equals(other.bid_break_line) &&
-         ask_break_line.safe_equals(other.ask_break_line) &&
-         mid_break_line.safe_equals(other.mid_break_line) &&
-         alternate_order_size == other.alternate_order_size &&
-         session_low_line.safe_equals(other.session_low_line) &&
-         session_high_line.safe_equals(other.session_high_line) &&
-         session_range_fill.safe_equals(other.session_range_fill) &&
-         volume_column.safe_equals(other.volume_column) &&
-         size_display.safe_equals(other.size_display) &&
-         day_visible == other.day_visible &&
-         high_visible == other.high_visible &&
-         low_visible == other.low_visible &&
-         open_visible == other.open_visible &&
-         settle_visible == other.settle_visible &&
-         volume_visible == other.volume_visible &&
-         account_visible == other.account_visible &&
-         tif_visible == other.tif_visible &&
-         order_type_visible == other.order_type_visible &&
-         account_position_visible == other.account_position_visible &&
-         day_position_visible == other.day_position_visible &&
-         raw_day_position_visible == other.raw_day_position_visible &&
-         size_presets_visible == other.size_presets_visible &&
-         cancel_buys_visible == other.cancel_buys_visible &&
-         cancel_sells_visible == other.cancel_sells_visible &&
-         cancel_all_visible == other.cancel_all_visible &&
-         auto_clear_visible == other.auto_clear_visible &&
-         clear_visible == other.clear_visible &&
-         order_entry_panel_initial_width == other.order_entry_panel_initial_width &&
-         zoom_slider_visible == other.zoom_slider_visible &&
-         zoom_factor == other.zoom_factor &&
-         use_defaults == other.use_defaults &&
-         favorite_algos == other.favorite_algos &&
-         net_change == other.net_change &&
-         show_warn_on_cross == other.show_warn_on_cross &&
-         mini_ob == other.mini_ob;
+         left_panel_scroll_position == other.left_panel_scroll_position;
 
       public override bool Equals(object obj) => Equals(obj as LadderSettings);
 
-      // TODO: remove mutable props from hash logic (or conversely, make them immutable).
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            row_height.GetHashCode(),
-            grid_line_color.GetHashCode(),
-            EqualityComparer.safe_get_hash_code(orders_column),
-            EqualityComparer.safe_get_hash_code(bid_column),
-            EqualityComparer.safe_get_hash_code(ask_column),
-            EqualityComparer.safe_get_hash_code(price_column),
-            EqualityComparer.safe_get_hash_code(last_column),
-            EqualityComparer.safe_get_hash_code(piq_column),
-            EqualityComparer.safe_get_hash_code(calculator_buttons),
-            scroll_bar_visible.GetHashCode(),
-            default_time_in_force.GetHashCode(),
-            size.GetHashCode(),
-            animate_recenter.GetHashCode(),
-            badge_style.GetHashCode(),
-            EqualityComparer.safe_get_hash_code(bid_break_line),
-            EqualityComparer.safe_get_hash_code(ask_break_line),
-            EqualityComparer.safe_get_hash_code(mid_break_line),
-            alternate_order_size.GetHashCode(),
-            EqualityComparer.safe_get_hash_code(session_low_line),
-            EqualityComparer.safe_get_hash_code(session_high_line),
-            EqualityComparer.safe_get_hash_code(session_range_fill),
-            EqualityComparer.safe_get_hash_code(volume_column),
-            EqualityComparer.safe_get_hash_code(size_display),
-            day_visible.GetHashCode(),
-            high_visible.GetHashCode(),
-            low_visible.GetHashCode(),
-            open_visible.GetHashCode(),
-            settle_visible.GetHashCode(),
-            volume_visible.GetHashCode(),
-            account_visible.GetHashCode(),
-            tif_visible.GetHashCode(),
-            order_type_visible.GetHashCode(),
-            account_position_visible.GetHashCode(),
-            size_presets_visible.GetHashCode(),
-            cancel_buys_visible.GetHashCode(),
-            cancel_sells_visible.GetHashCode(),
-            cancel_all_visible.GetHashCode(),
-            auto_clear_visible.GetHashCode(),
-            clear_visible.GetHashCode(),
-            order_entry_panel_initial_width.GetHashCode(),
-            zoom_slider_visible.GetHashCode(),
-            zoom_factor.GetHashCode(),
-            use_defaults.GetHashCode(),
-            favorite_algos.GetHashCode(),
-            net_change.GetHashCode(),
-            show_warn_on_cross.GetHashCode());
+      public override int GetHashCode() => _type_hash;
 
       public struct WindowSpecifics {
          public readonly double order_entry_panel_width, zoom_factor;

src/client/spark/Modules/Trading/Ladder/LadderWindowFactory.cs

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.md;
 using mbts;
 using mbts.config;
@@ -50,6 +51,7 @@ namespace bts.shell {
          _mbo = mbo;
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
+            bus.subscribe(SparkTags.ShowLadderAutoLookupTag).Subscribe(_show_windows),
             bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
             bus.subscribe(SparkTags.ShowLaddersTag).OnDispatcher().Subscribe(show_windows)
          );
@@ -79,11 +81,9 @@ namespace bts.shell {
             if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
                // profile was deleted
                id = 0;
-            } else {
-               if (!s.Equals(result.value)) {
-                  // ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
-                  id = 0;
-               }
+            } else if (!LadderSettings.profile_equals(s, result.value)) {
+               // ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
+               id = 0;
             }
          }
          return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
@@ -147,7 +147,7 @@ namespace bts.shell {
                var curr = vm.get_save_state();
                if (settings_id == 0) {
                   last_value = curr;
-               } else if (!curr.Equals(last_value)) {
+               } else if (!LadderSettings.profile_equals(curr, last_value)) {
                   settings_id = 0;
                   last_value = curr;
                }
@@ -161,7 +161,7 @@ namespace bts.shell {
                      // not on a profile, don't respond to default settings changes
                      return;
                   } else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
-                     if (!last_value.Equals(vm.get_save_state())) {
+                     if (!LadderSettings.profile_equals(last_value, vm.get_save_state())) {
                         settings_id = 0;
                      } else {
                         settings_subject.OnNext(last_value = profile.value);
@@ -209,6 +209,7 @@ namespace bts.shell {
                   _ => _,
                   vm.get_save_state(),
                   UserSettings.FileExtensions.LADDER,
+                  LadderSettings.profile_equals,
                   settings_id);
                dialog_vm.applied += apply;
                // dialog
@@ -273,7 +274,21 @@ namespace bts.shell {
             });
       }
 
-      void show_windows(IReadOnlyCollection<SecurityMD> securities) {
+      async void _show_windows(IImmutableSet<uint> securities) {
+         if (securities == null)
+            return;
+         var start_time = DateTime.Now;
+         do {
+            var found = securities.KeyJoin(_securities).ToList();
+            securities = securities.RemoveRange(found.Select(SecurityMD.key_fn));
+            show_windows(found);
+            if (securities.Count == 0)
+               break;
+            await Task.Delay(500);
+         } while ((DateTime.Now - start_time) < _ladder_conf.security_timeout);
+      }
+
+      void show_windows(IEnumerable<SecurityMD> securities) {
          int n_allowed = (int)_ladder_conf.max_open_ladders - _wm.list_windows().Where(w => w.window_type == _window_type).Count();
          int n_opened = 0;
          foreach (var s in securities) {

src/client/spark/Modules/Trading/Ladder/VM/LadderVM.cs

@@ -35,7 +35,14 @@ namespace mbts.spark {
          _show_cancel_sells, _show_cancel_all, _show_zoom;
       readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
       readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
-      double _position, _day_position, _raw_day_position;
+      double
+         _position,
+         _day_position,
+         _raw_day_position,
+         _left_panel_extent_height,
+         _left_panel_view_port_height,
+         _left_panel_scroll_position,
+         _left_panel_scroll_position_target;
       bool _show_account_position, _show_day_position, _show_raw_day_position;
       ulong _misc_time = 0;
       ulong _last_trade_time = 0;
@@ -76,6 +83,7 @@ namespace mbts.spark {
          _volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
          _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
          _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
+         _left_panel_scroll_position_target = init.left_panel_scroll_position;
          // remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
          _volume = backing(nameof(volume), 0ul);
          _auto_clear = backing(nameof(auto_clear), init.auto_clear);
@@ -333,6 +341,33 @@ namespace mbts.spark {
       public bool show_cancel_sells => _show_cancel_sells.view;
       public bool show_cancel_all => _show_cancel_all.view;
       public bool show_zoom => _show_zoom.view;
+      // left panel scroll props
+      public double left_panel_view_port_height {
+         get => _left_panel_view_port_height;
+         set {
+            using (detect_property_changes(nameof(left_panel_scroll_position)))
+               _left_panel_view_port_height = value;
+         }
+      }
+      public double left_panel_scroll_position {
+         get {
+            if (!_left_panel_scroll_position_target.is_nan()) {
+               if (_left_panel_scroll_position_target < _max_left_panel_scroll_position) {
+                  _left_panel_scroll_position = _left_panel_scroll_position_target;
+                  _left_panel_scroll_position_target = double.NaN;
+               }
+            }
+            return Math.Min(_left_panel_scroll_position, _left_panel_extent_height);
+         }
+         set => Set(ref _left_panel_scroll_position, value);
+      }
+      public double left_panel_extent_height {
+         get => _left_panel_extent_height;
+         set {
+            using (detect_property_changes(nameof(left_panel_scroll_position)))
+               Set(ref _left_panel_extent_height, value);
+         }
+      }
       public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
       public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
       public string position_display_text {
@@ -364,6 +399,10 @@ namespace mbts.spark {
       public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
       internal LadderModel model => _model;
       internal IObservable<LadderSettings> settings { get; }
+
+      double _max_left_panel_scroll_position =>
+         Math.Max(0, _left_panel_extent_height - _left_panel_view_port_height);
+
       internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
          var order = op.order;
          double p = order.price();
@@ -394,6 +433,7 @@ namespace mbts.spark {
                zoom_factor,
                piq_column_width));
          rv.auto_clear = auto_clear;
+         rv.left_panel_scroll_position = left_panel_scroll_position;
          if (order_properties_vm != null) {
             rv.default_time_in_force = order_properties_vm.selected_time_in_force;
             if (order_properties_vm.selected_account.HasValue)
@@ -451,7 +491,7 @@ namespace mbts.spark {
                price = temp_price;
             }
          }
-         await _model.order_gateway.send_order(order, price, size);
+         await _model.order_gateway.send_order(security, order, price, size);
          if (auto_clear)
             size_calculator.value = 0;
          var fav_algo = order_properties_vm.selected_favorite_algo_definition;

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml

@@ -301,7 +301,14 @@
         <RowDefinition Height="Auto" />
         <RowDefinition Height="*" />
       </Grid.RowDefinitions>
-      <ScrollViewer Grid.Row="0" Grid.RowSpan="2" VerticalScrollBarVisibility="Hidden">
+      <ScrollViewer
+        x:Name="_left_panel_scroll"
+        Grid.Row="0"
+        Grid.RowSpan="2"
+        mbts:ScrollViewerBehavior.VerticalOffset="{Binding left_panel_scroll_position, Mode=TwoWay}"
+        mbts:ScrollViewerBehavior.EnableTwoWayVerticalOffsetBinding="True"
+        VerticalScrollBarVisibility="Hidden"
+      >
         <Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
           <Grid.RowDefinitions>
             <RowDefinition Height="*"/>

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml.cs

@@ -1,11 +1,17 @@
 using bts;
 using bts.collections;
 using bts.utils;
+using mbts.ui;
 using mbts.ui.converters;
+using mbts.ui.extensions;
 using mbts.utils;
+using System;
+using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Input;
 
@@ -80,6 +86,8 @@ namespace mbts.spark {
          _ladder.visible_columns_changed += () => _column_headers_presenter.Columns.SetItems(
             _ladder.visible_column_types.Select(t => ColumnFactory.create(_ladder, t)));
          this.vm = vm;
+         this.ConnectDataContext<LadderVM>(lvm => lvm.bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(sec_map => Resources[ResourceKeys.Securities] = sec_map));
+         vm.SubscribeDisposed(_connect_left_panel_scroll());
          DataContext = vm;
          DataContextChanged += datacontext_changed;
          _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
@@ -87,7 +95,39 @@ namespace mbts.spark {
          this.PreviewMouseDown += LadderView_PreviewMouseDown;
       }
 
-
+      IDisposable _connect_left_panel_scroll() {
+         // extent height
+         bool busy = false;
+         var extent_height_hook = _left_panel_scroll.ObserveProperty(ScrollViewer.ExtentHeightProperty, (s, e) => {
+            if (!busy) {
+               double scroll_pos = vm.left_panel_scroll_position;
+               busy = true;
+               Dispatcher.InvokeAsync(() => {
+                  vm.left_panel_extent_height = _left_panel_scroll.ExtentHeight;
+                  if (_left_panel_scroll.VerticalOffset != scroll_pos)
+                     _left_panel_scroll.TryScrollToVerticalOffset(scroll_pos);
+                  busy = false;
+               }, System.Windows.Threading.DispatcherPriority.ApplicationIdle);
+            }
+         });
+         // view port height
+         _left_panel_scroll.Loaded += on_loaded;
+         var dispose = Disposable.CreateDisposeOnce(dispose_impl);
+         return Disposable.Create(dispose, vm.SubscribeDisposed(dispose));
+         // local methods
+         void on_loaded(object sender, RoutedEventArgs e) {
+            if (_left_panel_scroll.descendants_of_type<ScrollBar>().TryGetFirst(sb => sb.Orientation == Orientation.Vertical, out var vscroll)) {
+               vscroll.SetBinding(ScrollBar.ViewportSizeProperty, new Binding(nameof(LadderVM.left_panel_view_port_height)) {
+                  Converter = ValueConverter.create<double, Size>(d => new Size(0, d), sz => sz.Height),
+                  Mode = BindingMode.OneWayToSource
+               });
+            }
+         }
+         void dispose_impl() {
+            Disposable.dispose(ref extent_height_hook);
+            _left_panel_scroll.Loaded -= on_loaded;
+         }
+      }
 
       // (Left|Right) CTRL + Wheel to zoom
       // This is neat b/c the user doesn't even need to have the slider visible to zoom

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml

@@ -62,15 +62,15 @@
         Header="{Binding security}"
         IsEditMode="False"
         IsLazy="True"
-        SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
+        SecurityMap="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Securities}}"
         SelectedSecurity="{Binding security, UpdateSourceTrigger=Explicit}"
         ShowDialogSkirt="True"
         ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
         OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
       />
-      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
-      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
-      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
+      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Accounts}}" SelectedItem="{Binding account}"/>
+      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Users}}" SelectedItem="{Binding user}"/>
+      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Sides}}" SelectedItem="{Binding side}" Width="48"/>
       <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
       <usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
     </Grid>

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml.cs

@@ -6,12 +6,6 @@ namespace mbts.ui.spark {
    /// Interaction logic for ManualFillRowEditor.xaml
    /// </summary>
    partial class ManualFillRowEditor : UserControl {
-      public const string
-         SecuritiesKey = nameof(SecuritiesKey),
-         AccountsKey = nameof(AccountsKey),
-         UsersKey = nameof(UsersKey),
-         SidesKey = nameof(SidesKey);
-
       public static readonly RoutedCommand
          CommitCommand = new RoutedCommand(),
          CancelCommand = new RoutedCommand();

src/client/spark/Modules/Trading/ManualFills/ManualFillsVM.cs

@@ -70,7 +70,7 @@ namespace bts.shell.manual_fills {
                mfd => new ManualFillRow(mfd),
                mfr => mfr.data),
             _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
-               security_map = m;
+               security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
                RaisePropertyChanged(nameof(security_map));
             }),
             ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),

src/client/spark/Modules/Trading/ManualFills/ManualFillsView.xaml.cs

@@ -50,11 +50,11 @@ namespace mbts.ui.spark {
          row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
          row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
          // dynamic resources
-         row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
-         row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
-         row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
+         row_editor.Resources[ResourceKeys.Accounts] = vm.accounts;
+         row_editor.Resources[ResourceKeys.Users] = vm.users;
+         row_editor.Resources[ResourceKeys.Sides] = vm.sides;
          FocusManager.SetIsFocusScope(row_editor, true);
-         var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
+         var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ResourceKeys.Securities] = v);
          // popup adorner
          var popup_adorner = new PopupAdorner(
            data_grid, data_grid,

src/client/spark/Modules/Trading/OrderBook/OrderBookColumns.cs

@@ -121,7 +121,7 @@ namespace mbts.spark {
                r => r.user,
                DefaultColumnWidths.User,
                DiscreteValuesFilterVM.Create<OrderSecurityRootPair, string>(
-                  model.factory.subscribe_users().Select(d => d.Values),
+                  model.factory.subscribe_users().Select(d => d.Values.Ordered()),
                   ort => ort.order.order.user(),
                   nameof(OrderBookRowVM.user)),
                DataGridFilterKnownTemplates.DiscreteValues,
@@ -133,7 +133,7 @@ namespace mbts.spark {
                r => r.account,
                DefaultColumnWidths.Account,
                DiscreteValuesFilterVM.Create<OrderSecurityRootPair, string, string[]>(
-                  model.factory.subscribe_accounts().Select(d => d.Values),
+                  model.factory.subscribe_accounts().Select(d => d.Values.Ordered()),
                   ort => ort.order.order.account(),
                   vals => vals.ToArray(),
                   vals => Observable.Return(vals),
@@ -750,6 +750,7 @@ namespace mbts.spark {
             };
             header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
             this.Header = header_cb;
+            is_visible = true;
          }
 
          public override FrameworkElement view_factory() {

src/client/spark/Modules/Trading/OrderBook/OrderBookRowVM.cs

@@ -108,7 +108,7 @@ namespace mbts.spark {
       public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
       public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
       public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
-      public string root_algo_display_name => order_tuple.root.algo.name;
+      public string root_algo_display_name => order_tuple.root.display_name();
 
       // Tree
       public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }

src/client/spark/Modules/Trading/OrderBook/OrderBookVM.cs

@@ -239,7 +239,7 @@ namespace mbts.spark {
             grid_settings_manager,
             order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
             order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
-            order_mod_vm.algo_vm,
+            order_mod_vm,
             attach_vm,
             _show_fills.observe_current(true)
             .Subscribe(is_visible => {
@@ -288,7 +288,14 @@ namespace mbts.spark {
                double price = attach_vm.price;
                uint? size = attach_vm.size;
                uint algo_template_key = attach_vm.algo_vm.algo_root.id.is_persisted ? attach_vm.algo_vm.algo_root.id.persisted : 0u;
-               var order_tups = selected_rows.Select(r => r.order_tuple).ToList();
+               // Don't pass any order tuples that don't have a security defined.
+               // The actual security is passed to the OrdersModel - instead of just the security key -
+               // so it can prevent GlbxIceberg orders from being sent to a non-glbx exchange (such as Ice).
+               /// Impl details: <see cref="OrdersModel.send_order(SecurityImmutable, OrderDefinitionImmutable?, double, uint)"/>
+               var order_tups = selected_rows
+                  .Select(r => r.order_tuple)
+                  .Where(ot => ot.order.security.HasValue)
+                  .ToList();
                var mod_algo_vm = attach_vm.algo_vm.algo_root;
                await Task.WhenAll(order_tups.Select(t => {
                   var algo = t.order.order.Def.CustomDef.actual().CloneToMutable();
@@ -302,6 +309,7 @@ namespace mbts.spark {
                      };
                   }
                   return _model.send_order(
+                     t.order.security.Value,
                      t.order.order.Def.with(
                         attach_target_order_key: t.order.order.Key,
                         custom_def: algo
@@ -727,17 +735,13 @@ namespace mbts.spark {
             _size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
          SecurityMD? _security_md;
 
-         public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions)
-            : this(owner,
-                 AlgoDefinitionVM.create(
-                    owner._model,
-                     AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
-                     init_format: init_format,
-                     editing_permissions: init_permissions)) { }
-
-         OrderParamsVM(OrderBookVM owner, AlgoDefinitionVM algo_vm) {
+         public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
             _owner = owner;
-            this.algo_vm = algo_vm;
+            algo_vm = AlgoDefinitionVM.create(
+               owner._model,
+               AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
+               init_format: init_format,
+               editing_permissions: init_permissions);
             _accounts = backing(
                nameof(selected_account),
                _model.factory.subscribe_account_tuples(),
@@ -776,7 +780,8 @@ namespace mbts.spark {
                      appended_param_rows.insert_front(new AlgoParamRowVM(root, _price_param, null, AlgoParamTemplateKeys.Price));
                   }
                }),
-               ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join));
+               ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join),
+               algo_vm);
             // payup methods
             void payup_bid(int ticks) => payup(bbo.bid, -ticks);
             void payup_ask(int ticks) => payup(bbo.ask, ticks);

src/client/spark/Modules/Trading/OrderBook/OrderBookWindow.cs

@@ -66,6 +66,10 @@ namespace mbts.spark {
          _vm = new OrderBookVM(_bus, _notification_service, _model, _settings_manager);
          _vm.load_from(_state);
          _view = new OrderBookView(_vm);
+         _vm.SubscribeDisposed(
+            _bus.subscribe(SparkTags.SecuritiesTag)
+            .OnDispatcher()
+            .Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
 
          var show_fills_command = SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(() => new FillsSettings(_vm.selected_orders.Select(r => r.Key).ToArray()));
 

src/client/spark/Modules/Trading/PNL/Data/PNLData.cs

@@ -501,6 +501,12 @@ namespace bts.shell.pnl {
          account_name == other.account_name &&
          sod == other.sod &&
          day == other.day &&
+         bid_price.Equals(other.bid_price) &&
+         ask_price.Equals(other.ask_price) &&
+         last_price.Equals(other.last_price) &&
+         mid_price.Equals(other.mid_price) &&
+         settlement_price.Equals(other.settlement_price) &&
+         calc_type.Equals(other.calc_type) &&
          raw_day == other.raw_day &&
          working.summary == other.working.summary;
 

src/client/spark/Modules/Trading/PNL/VM/PNLRowVM.cs

@@ -97,22 +97,22 @@ namespace bts.shell.pnl {
                if (security.HasValue && security.Value.ContractCase != Security.ContractOneofCase.Future) {
                   day_long = day_short = sod_long = sod_short = 0;
                } else {
-                  day_long = (decimal)DoubleUtil.nan_to_zero(data.day.long_pos);
-                  day_short = (decimal)DoubleUtil.nan_to_zero(data.day.short_pos);
-                  sod_long = (decimal)DoubleUtil.nan_to_zero(data.sod.long_pos);
-                  sod_short = (decimal)DoubleUtil.nan_to_zero(data.sod.short_pos);
+                  day_long = DoubleUtil.round_to_decimal(data.day.long_pos);
+                  day_short = DoubleUtil.round_to_decimal(data.day.short_pos);
+                  sod_long = DoubleUtil.round_to_decimal(data.sod.long_pos);
+                  sod_short = DoubleUtil.round_to_decimal(data.sod.short_pos);
                }
                var nd = new PNLNormalizedData(
-                  (decimal)DoubleUtil.nan_to_zero(day_pnl.value),
+                  DoubleUtil.round_to_decimal(day_pnl.value),
                   day_long,
                   day_short,
-                  (decimal)DoubleUtil.nan_to_zero(data.raw_day.long_pos),
-                  (decimal)DoubleUtil.nan_to_zero(data.raw_day.short_pos),
-                  (decimal)DoubleUtil.nan_to_zero(sod_pnl.value),
+                  DoubleUtil.round_to_decimal(data.raw_day.long_pos),
+                  DoubleUtil.round_to_decimal(data.raw_day.short_pos),
+                  DoubleUtil.round_to_decimal(sod_pnl.value),
                   sod_long,
                   sod_short,
-                  (decimal)DoubleUtil.nan_to_zero(data.working_long_pos),
-                  (decimal)DoubleUtil.nan_to_zero(data.working_short_pos));
+                  DoubleUtil.round_to_decimal(data.working_long_pos),
+                  DoubleUtil.round_to_decimal(data.working_short_pos));
                if (_normalized_data != nd) {
                   _normalized_data = nd;
                   updated?.Invoke(nd);

src/client/spark/Modules/Trading/PNL/VM/PNLVM.cs

@@ -103,7 +103,7 @@ namespace bts.shell.pnl {
          load_from(settings);
          _dispose = Disposable.Create(
             pnl_source.Operate(
-               _calculation_type.observe_current(),
+               _calculation_type.observe_current(true),
                (data, calc) => data.with(calc_type: calc)
             ).FilterWithRaw(filter_src, PNLRowData.key_fn, null)
             .OnDispatcher()

src/client/spark/Modules/Trading/PNL/View/PNLRowCollectionView.cs

@@ -373,7 +373,9 @@ namespace bts.shell.pnl {
                var less_last = data - last_data;
                var plus_new = less_last + new_data;
                data += new_data - last_data;
-               Log.assert(plus_new == data);
+               if (plus_new != data) {
+                  Log.Ui.warn($"Detected PNL arithmetic rounding error in the group sum for '{string.Join(" ", GroupNamePath)}' (this bug is under investigation).");
+               }
                last_data = new_data;
             }
             void on_is_selected_changed(bool is_selected) {

src/client/spark/Orders/AlgoParamVM.cs

@@ -1,4 +1,5 @@
-using mbts.ui.shell;
+using mbts.ui;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel;
@@ -6,8 +7,9 @@ using System.Reactive.Linq;
 using System.Runtime.CompilerServices;
 
 namespace mbts.spark {
-   class AlgoParamVM<T> : IAlgoParamVM<T>, INotifyPropertyChanged {
+   class AlgoParamVM<T> : IAlgoParamVM<T>, INotifyPropertyChanged, ITemplateSelectorKey {
       readonly IEqualityComparer<T> _comparer;
+      readonly string _template_key;
       AlgoParamPermissions _permissions;
       bool _is_enabled, _has_value;
       T _committed_value, _value;
@@ -15,15 +17,16 @@ namespace mbts.spark {
       public AlgoParamVM(string id, string display_name)
          : this(id, display_name, default, EqualityComparer<T>.Default) { }
 
-      public AlgoParamVM(string id, string display_name, T value)
-         : this(id, display_name, value, EqualityComparer<T>.Default) { }
+      public AlgoParamVM(string id, string display_name, T value, string template_key = null)
+         : this(id, display_name, value, EqualityComparer<T>.Default, template_key) { }
 
-      public AlgoParamVM(string id, string display_name, T value, IEqualityComparer<T> comparer) {
+      public AlgoParamVM(string id, string display_name, T value, IEqualityComparer<T> comparer, string template_key = null) {
          this.id = id;
          this.display_name = display_name;
          _value = value;
          _committed_value = value;
          _comparer = comparer;
+         _template_key = template_key;
       }
 
       public event PropertyChangedEventHandler PropertyChanged;
@@ -50,7 +53,9 @@ namespace mbts.spark {
       public bool is_enabled { get => _is_enabled; set => _set(ref _is_enabled, value); }
       public bool has_value { get => _has_value; set => _set(ref _has_value, value); }
       public bool is_dirty { get; private set; }
-      object IAlgoParamVM.value { get => value; set => this.value = (T)value; } 
+      object IAlgoParamVM.value { get => value; set => this.value = (T)value; }
+
+      string ITemplateSelectorKey.key => _template_key;
 
       public void revert() {
          if (is_dirty) {

src/client/spark/Orders/FillTuple.cs

@@ -36,6 +36,8 @@ namespace mbts.spark {
       public AlgoDefinitionMetadata? root_algo_meta =>
          _order_tuple.HasValue ? _order_tuple.Value.root.meta : null;
 
+      public OrderSecurityAlgo? root_order_security => _order_tuple?.root;
+
       public string account {
          get {
             var account_string = string.Empty;
@@ -85,4 +87,4 @@ namespace mbts.spark {
       public static string user(this FillTuple fill_tuple) =>
          fill_tuple.order.HasValue ? fill_tuple.order.Value.user() : string.Empty;
    }
-}
+}

src/client/spark/Orders/NewOrderTicketVM.cs

@@ -53,7 +53,7 @@ namespace mbts.spark {
          send_order = new DelegateCommand<Side>(side => {
             bool price_valid = _validate_price(), size_valid = size_calculator.validate();
             if (price_valid && size_valid && !HasErrors && !properties_vm.HasErrors) {
-               model.send_order(properties_vm.create(side), price, size_calculator.value.Value).ignore();
+               model.send_order(security, properties_vm.create(side), price, size_calculator.value.Value).ignore();
                RequestClose?.Invoke(this, new EventArgs());
             }
          });

src/client/spark/Orders/OrderDataHelper.cs

@@ -67,7 +67,6 @@ namespace mbts.spark.utilities {
 
       public IObservable<IReadOnlyDictionary<uint, string>> subscribe_accounts() => _admin_model.on_accounts;
       public IObservable<IReadOnlyDictionary<uint, string>> subscribe_users() => _admin_model.on_users;
-      public IObservable<IReadOnlyList<UserTuple>> subscribe_user_tuples() => _admin_model.on_user_tuples;
       public IObservable<IReadOnlyList<AccountTuple>> subscribe_account_tuples() => _admin_model.on_account_tuples;
 
       #region Defaults

src/client/spark/Orders/OrderTypeVMs/DynamicOrderHelper.cs

@@ -62,6 +62,7 @@ namespace mbts.spark {
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: param.AsInt32 = 0; break;
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: param.AsOrderDef = new CustomOrderDefinition(); break;
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: param.AsString = string.Empty; break;
+                  case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveSecurityKey: 
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: param.AsUint32 = 0u; break;
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: param.AsQuantity = new bts.spark.QuantityMeasure(); break;
                }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderParamVM.cs

@@ -12,7 +12,7 @@ using System.Reactive.Linq;
 namespace mbts.spark {
    interface IDynamicOrderParamVM {
       DynamicOrderParamDescriptor descriptor { get; }
-      DynamicOrderParam param { get; set; }
+      DynamicOrderParam param { get; }
    }
 
    interface IDynamicOrderParamVM<T> : IDynamicOrderParamVM {
@@ -21,26 +21,16 @@ namespace mbts.spark {
    }
 
    abstract class DynamicOrderParamVM : DisposableViewModelBase, IDynamicOrderParamVM {
-      DynamicOrderParam _param;
-
       protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor)
          : this(descriptor, DynamicOrderHelper.init_param(descriptor)) { }
 
       private DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor, DynamicOrderParam param) {
          this.descriptor = descriptor;
-         _param = param;
+         this.param = param;
       }
 
       public DynamicOrderParamDescriptor descriptor { get; set; }
-      public DynamicOrderParam param {
-         get => _param;
-         set {
-            _param = value;
-            on_param_changed();
-         }
-      }
-
-      protected abstract void on_param_changed();
+      public DynamicOrderParam param { get; }
    }
 
    class DynamicOrderParamVM<TView, TModel> : DynamicOrderParamVM, IDynamicOrderParamVM<TView> {
@@ -53,14 +43,12 @@ namespace mbts.spark {
          _field_desc = field_descriptor;
          _convert = convert;
          _convert_back = convert_back;
+         value = _convert(ConvertUtils.try_convert<TModel>(_field_desc.Accessor.GetValue(param)));
       }
 
       public TView value {
          get => _value;
-         set {
-            _field_desc.Accessor.SetValue(param, _convert_back(_value = value));
-            RaisePropertyChanged();
-         }
+         set => Set(ref _value, value);
       }
 
       public IObservable<TView> subscribe_value() =>
@@ -70,11 +58,6 @@ namespace mbts.spark {
             void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
                o.OnNext(value);
          });
-
-      protected override void on_param_changed() {
-         _value = _convert(ConvertUtils.try_convert<TModel>(_field_desc.Accessor.GetValue(param)));
-         RaisePropertyChanged(nameof(value));
-      }
    }
 
    class DynamicOrderEnumeratedVM : DynamicOrderParamVM, IDynamicOrderParamVM<string> {
@@ -105,11 +88,6 @@ namespace mbts.spark {
                o.OnNext(selected_element);
          });
 
-      protected override void on_param_changed() {
-         _sync_elements();
-         RaisePropertyChanged(nameof(selected_element));
-      }
-
       static IEnumerable<string> _get_elements(DynamicOrderParamDescriptor descriptor) =>
          descriptor.ParamType?.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ?
             descriptor.ParamType.Enumerated.Element : Enumerable.Empty<string>();
@@ -148,10 +126,5 @@ namespace mbts.spark {
                o.OnNext(quantity);
          });
       }
-
-      protected override void on_param_changed()
-      {
-         RaisePropertyChanged(nameof(quantity));
-      }
    }   
 }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderTemplateSelector.cs

@@ -20,6 +20,7 @@ namespace mbts.ui.spark
       public DataTemplate StringTemplate { get; set; }
       public DataTemplate OrderDefTemplate { get; set; }
       public DataTemplate QuantityMeasureTemplate { get; set; }
+      public DataTemplate SecurityKeyTemplate { get; set; }
 
       public DataTemplate EnumTemplate { get; set; }
 
@@ -38,6 +39,7 @@ namespace mbts.ui.spark
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return DoubleTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return IntTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return UIntTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveSecurityKey: return SecurityKeyTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return StringTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: return OrderDefTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: return QuantityMeasureTemplate;

src/client/spark/Orders/OrderTypeVMs/DynamicOrderVM.cs

@@ -4,6 +4,7 @@ using bts.collections;
 using bts.spark;
 using mbts.collections;
 using mbts.spark.utilities;
+using mbts.ui;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
@@ -73,9 +74,9 @@ namespace mbts.spark {
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return mk<double, double>(DynamicOrderParam.AsDoubleFieldNumber, v => v, v => v, double.NaN);
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return mk<int?, int>(DynamicOrderParam.AsInt32FieldNumber, v => v, v => v.GetValueOrDefault());
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return mk<uint?, uint>(DynamicOrderParam.AsUint32FieldNumber, v => v, v => v.GetValueOrDefault());
+                     case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveSecurityKey: return mk<uint?, uint>(DynamicOrderParam.AsUint32FieldNumber, v => v, v => v.GetValueOrDefault(), template_key: TemplateKeys.SecurityKey);
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return mk<string, string>(DynamicOrderParam.AsStringFieldNumber, v => v, v => v);
-                     case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: 
-                     {
+                     case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: {
                         var qm = new DynamicOrderQuantityVM(descriptor);
                         return attached(qm, DynamicOrderHelper.get_quantity_value, DynamicOrderHelper.set_quantity_value, new QuantityMeasure { Ratio = 1.0, Absolute = 1 });
                      }
@@ -88,16 +89,16 @@ namespace mbts.spark {
                default: throw ExceptionBuilder.Argument.unexpected_case(descriptor.ParamType.DescriptorCase, nameof(descriptor));
             }
 
-            DynamicOrderParamVM<TView, TModel> mk<TView, TModel>(int field_number, Func<TModel, TView> convert, Func<TView, TModel> convert_back, TView default_value = default) {
+            DynamicOrderParamVM<TView, TModel> mk<TView, TModel>(int field_number, Func<TModel, TView> convert, Func<TView, TModel> convert_back, TView default_value = default, string template_key = null) {
                var fdesc = DynamicOrderParam.Descriptor.FindFieldByNumber(field_number);
                var pvm = new DynamicOrderParamVM<TView, TModel>(descriptor, fdesc, convert, convert_back);
-               return attached<TView, DynamicOrderParamVM<TView, TModel>>(pvm, get_from_param, assign_to_param, default_value);
+               return attached<TView, DynamicOrderParamVM<TView, TModel>>(pvm, get_from_param, assign_to_param, default_value, template_key);
 
                TView get_from_param(DynamicOrderParam param) => convert(ConvertUtils.try_convert<TModel>(fdesc.Accessor.GetValue(param)));
                void assign_to_param(DynamicOrderParam param, TView value) => fdesc.Accessor.SetValue(param, convert_back(value));
             }
 
-            TParam attached<T, TParam>(TParam pvm, Func<DynamicOrderParam, T> selector, Action<DynamicOrderParam, T> assign_to_param, T default_value = default) where TParam : DynamicOrderParamVM, IDynamicOrderParamVM<T>  {
+            TParam attached<T, TParam>(TParam pvm, Func<DynamicOrderParam, T> selector, Action<DynamicOrderParam, T> assign_to_param, T default_value = default, string template_key = null) where TParam : DynamicOrderParamVM, IDynamicOrderParamVM<T>  {
                add_property<T>(
                   pvm.descriptor.ParamName,
                   mdef => mdef.OrderParams.TryGetValue(pvm.descriptor.ParamName, out DynamicOrderParam p) ? selector(p) : default_value,
@@ -105,7 +106,8 @@ namespace mbts.spark {
                   () => pvm.value,
                   v => pvm.value = v,
                   pvm.subscribe_value(),
-                  default_value);
+                  default_value,
+                  template_key: template_key);
                return pvm;
             }
          }

src/client/spark/Orders/OrderTypeVMs/OrderTypeVMFactory.cs

@@ -89,6 +89,7 @@ namespace mbts.spark {
             case AlgoType.Dynamic: vm = dynamic(key, name, name, editing_permissions); break;
             case AlgoType.Splitter: vm = splitter(key,name,editing_permissions); break;
             case AlgoType.Composite: vm = composite(key, name, editing_permissions); break;
+            case AlgoType.None: vm = new DefaultAlgoVM(); break;
             default: vm = generic(key, name, algo_type, editing_permissions); break;
             //default:
             //   Log.Ui.debug_fatal($"Failed to create {typeof(IAlgoVM)}: unknown algo type '{algo_type}.'");
@@ -166,7 +167,8 @@ namespace mbts.spark {
                   };
                   void subscribe_new_algo(IAlgoVM old_algo, IAlgoVM new_algo) {
                      RaisePropertyChanged(sd.prop_name);
-                     Disposable.replace(ref def_sub, new CompositeDisposable());
+                     Disposable.dispose(ref def_sub);
+                     def_sub = new CompositeDisposable();
                      if (assert(new_algo != null, sd.prop_name, "No algo specified.")) {
                         def_sub.Add(new_algo.subscribe_definition().Subscribe(_ => _def_change_notifier.execute()));
                         if (new_algo is INotifyDataErrorInfo ndei)
@@ -255,14 +257,14 @@ namespace mbts.spark {
                   _security_changed += o.OnNext;
                   return Disposable.Create(() => _security_changed -= o.OnNext);
                });
-               Disposable.replace(ref _pending_load, Disposable.Create(
+               Disposable.dispose(ref _pending_load);
+               _pending_load = Disposable.Create(
                   // load children
                   ObservableAutoWrapper.connect_item_hooks(
                      _child_algo_selector_data.AsCollection(),
                      sd => security_src.SubscribeEach(_ => ObservableAutoWrapper.connect_item_actions(_child_algo_selector_data.AsCollection(), selector_load_impl))),
                   // load regular props
-                  ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load(algom))));
-
+                  ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load(algom)));
             }
 
             void selector_load_impl(AlgoSelectorData sd) {
@@ -298,11 +300,12 @@ namespace mbts.spark {
                _security_changed += o.OnNext;
                return Disposable.Create(() => _security_changed -= o.OnNext);
             });
-            Disposable.replace(ref _pending_load, Disposable.Create(
+            Disposable.dispose(ref _pending_load);
+            _pending_load = Disposable.Create(
                ObservableAutoWrapper.connect_item_hooks(
                   _child_algo_selector_data.AsCollection(),
                   sd => security_src.Subscribe(_ => ObservableAutoWrapper.connect_item_actions(_child_algo_selector_data.AsCollection(), selector_load_impl))),
-               ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load_many(algos))));
+               ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load_many(algos)));
 
             void selector_load_impl(AlgoSelectorData sd) {
                // **assume that algos has more than 1 element
@@ -542,8 +545,19 @@ namespace mbts.spark {
             }
          }
 
-         protected void add_property<TValue>(string prop_name, Func<TMutable, TValue> get_from_def, Action<TMutable, TValue> assign_to_def, Func<TValue> get_local, Action<TValue> set_local, IObservable<TValue> subscribe_local, TValue non_uniform_value = default, AlgoParamPermissions permissions = AlgoParamPermissions.ReadWrite) {
-            var param = new AlgoParamVM<TValue>(prop_name, DisplayNameHelper.snake_to_title_case(prop_name), get_local()) { permissions = permissions };
+         protected void add_property<TValue>(
+            string prop_name,
+            Func<TMutable, TValue> get_from_def,
+            Action<TMutable, TValue> assign_to_def,
+            Func<TValue> get_local,
+            Action<TValue> set_local,
+            IObservable<TValue> subscribe_local,
+            TValue non_uniform_value = default,
+            AlgoParamPermissions permissions = AlgoParamPermissions.ReadWrite,
+            string template_key = null) {
+            var param = new AlgoParamVM<TValue>(prop_name, DisplayNameHelper.snake_to_title_case(prop_name), get_local(), template_key) {
+               permissions = permissions
+            };
             _algo_params.Add(param);
             _auto_props[prop_name] = new AutoProp(prop_name,
                def => {
@@ -816,12 +830,11 @@ namespace mbts.spark {
                var default_algo = AlgoKey.from_known_type(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.Value.ContractCase)));
                foreach (var sd in _child_algo_selectors)
                   sd.load_algo_data_recursive(algo_data, default_algo);
-               Disposable.replace(
-                  ref _selector_data_hooks,
-                  ObservableAutoWrapper.connect_item_hooks(child_algo_selectors, s => {
-                     s.load_algo_data_recursive(algo_data, default_algo);
-                     return Disposable.empty;
-                  }));
+               Disposable.dispose(ref _selector_data_hooks);
+               _selector_data_hooks = ObservableAutoWrapper.connect_item_hooks(child_algo_selectors, s => {
+                  s.load_algo_data_recursive(algo_data, default_algo);
+                  return Disposable.empty;
+               });
             }
          }
 

src/client/spark/Orders/OrderUtils.cs

@@ -158,7 +158,9 @@ namespace mbts.spark {
       public static string display_name(this OrderSecurity order_tuple) =>
          display_name(order_tuple.order, order_tuple.algo);
 
-      public static string display_name(OrderRecordImmutable order, AlgoData? algo) {
+      public static string display_name(OrderRecordImmutable order, AlgoData? algo, SecurityImmutable? security = null) {
+         if (order.order_type() == CustomOrderDefinition.CustomOneofCase.Spreader && security.HasValue)
+            return security.Value.ToString();
          if (algo.HasValue) {
             return algo.Value.name;
          } else if (order.HasDef && order.Def.HasCustomDef) {
@@ -200,6 +202,13 @@ namespace mbts.spark {
       public static string short_description(this OrderRecordImmutable order, ContractSpecificationImmutable? spec) =>
          $"{(order.HasDef ? order.Def.Side.ToString() : "(unknown-side)")} {(order.HasState ? ($@"{spec.format(order.State.Price)} @ {order.State.Quantity}") : "(unknown-price) @ (unknown-quantity)")}";
 
+      public static string short_description(SecurityImmutable security, Side side, double price, uint quantity) =>
+         new StringBuilderEx(
+            security.ToString(), " ",
+            side.ToString(), " ",
+            price_quantity_description(price, quantity, security.spec_or_default())
+         ).ToString();
+
       public static string short_description(this OrderRecordImmutable order, SecurityImmutable? security) {
          var spec = security.spec_or_default();
          return new StringBuilderEx(
@@ -243,7 +252,7 @@ namespace mbts.spark {
          order_type.ToString().ToUpper();
 
       public static string display_name(this OrderSecurityAlgo order_sec_algo) =>
-         display_name(order_sec_algo.order, order_sec_algo.algo);
+         display_name(order_sec_algo.order, order_sec_algo.algo, order_sec_algo.security);
 
       public static string display_name(this CustomOrderDefinitionImmutable algo) =>
          algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic ? algo.Dynamic.DynamicOrderType : algo.CustomCase.display_name();

src/client/spark/Orders/OrdersModel.cs

@@ -59,23 +59,30 @@ namespace mbts.spark {
          this.md_auxiliary_model = md_auxiliary_model;
          var scheduler = ThreadPoolScheduler.Instance;
          var interval = TimeSpan.FromMilliseconds(100);
-         on_orders =
-            _service
-            .subscribei_orders()
-            .Naggle(interval, scheduler)
-            .PermissionFilter(admin_model.on_admin_data)
-            .join(sstore, order => order.security_key())
+         on_orders = admin_model
+            .permission_filter(
+               _service.subscribei_orders()
+               .Naggle(interval, scheduler),
+               o => o.account_id()
+            ).join(sstore, order => order.security_key())
             .Table()
             .Cache();
 
-         on_positions = _position_service.subscribei_position_data().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).join(sstore, pos => pos.SecurityId).Table().Cache();
-         on_pnl = _position_service.subscribei_pnl_data()
-            .Naggle(interval, scheduler)
+         on_positions = admin_model
+            .permission_filter(
+               _position_service.subscribei_position_data().Naggle(interval, scheduler),
+               p => p.AccountId)
+            .join(sstore, pos => pos.SecurityId)
+            .Table()
+            .Cache();
+         on_pnl = admin_model
+            .permission_filter(
+               _position_service.subscribei_pnl_data().Naggle(interval, scheduler),
+               p => p.Pos.AccountId)
             .join(sstore, p => p.Pos.SecurityId)
             .TableCheckedAutoCorrect(EqualityComparer<(SecurityImmutable? sec, PNLUnitImmutable data)>.Default)
             .Where(t => t.has_changes())
             .Cache();
-         on_account_pnl = _position_service.subscribei_pnl_account_data().Naggle(interval, scheduler).Table().Cache();
          var working_orders = on_orders.Filter(tup => tup.order.is_active());
          this.working_orders =
             on_orders.Scan(
@@ -174,10 +181,11 @@ namespace mbts.spark {
                .Where(t => t.has_changes())
                .Cache();
          // fill tuples
-         var on_fills =
-            _service.subscribei_fills()
-            .Naggle(interval, scheduler)
-            .PermissionFilter(admin_model.on_admin_data)
+         var on_fills = admin_model
+            .permission_filter(
+               _service.subscribei_fills()
+               .Naggle(interval, scheduler),
+               f => f.Account)
             .join(sstore, f => f.SecurityKey)
             .Table().Cache();
          var fill_order_tuples_join = on_fills.LeftJoin(
@@ -202,6 +210,7 @@ namespace mbts.spark {
          // manual fills
          on_manual_fills_securities = _position_service.subscribei_manual_fills()
             .Naggle(interval, scheduler)
+            .Filter(f => f.FillType == ManualFill.Types.FillType.Local)
             .join(sstore, mf => mf.SecurityKey)
             .Table().Cache();
          var manual_fill_tuples_account_join = on_manual_fills_securities.LeftJoin(
@@ -241,7 +250,6 @@ namespace mbts.spark {
                .Filter(os => os.order.is_active() && os.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible, key => key.order.Key)
                .Subscribe(_security_working_orders_with_piq_demuxer),
             on_positions.Subscribe(_security_positions_demuxer),
-            _bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
             _bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach(x => send_order(x.definition, x.price, x.size).ignore())),
             _bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
             _bus.subscribe(SparkTags.DetachOrders).Subscribe(x => detach_orders(x).ignore()),
@@ -266,7 +274,6 @@ namespace mbts.spark {
       public IObservable<IReadOnlyDictionary<uint, OrderSecurity>> working_orders { get; }
       public IObservable<TableUpdate<(SecurityImmutable?, PNLUnitImmutable), int>> on_pnl { get; }
       public IObservable<TableUpdate<PNLRowData, PNLKey>> security_account_pnl { get; }
-      public IObservable<TableUpdate<AccountPNLImmutable, uint>> on_account_pnl { get; }
       public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_positions { get; }
       public IObservable<TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>> studio_algos_with_meta { get; }
       public IObservable<TableUpdate<(SecurityImmutable?, ManualFillImmutable), int>> on_manual_fills_securities { get; }
@@ -287,13 +294,33 @@ namespace mbts.spark {
       #endregion
 
       #region Input
-      public async Task<uint?> send_order(OrderDefinitionImmutable? order, double price, uint size) {
+      // the security arg is needed for a temporary hack to prevent GlbxIceberg orders from going out in non-glbx exchanges (like Ice)
+      // eventually, we'll need an algo type model to handle this stuff.
+      // This hack leverages the fact that every place that calls 'send_order' already has the security handy (not just the sec id).
+      public Task<uint?> send_order(SecurityImmutable security, OrderDefinitionImmutable? order, double price, uint size) {
          if (order.HasValue) {
-            var result = (await send_order_get_error(order.Value, price, size));
-            _activity.on_send_order(order.Value, price, size, result.key, result.error);
-            return result.key;
+#if DEBUG
+            if (security.Exchange != Venue.Glbx && security.Exchange != Venue.Sim) {
+#else
+            if (security.Exchange != Venue.Glbx) {
+#endif
+               var algo_structure = OrderDataHelper.enumerate_algo_structure(order.Value.CustomDef);
+               if (algo_structure.Any(t => t.type == CustomOrderDefinition.CustomOneofCase.GlbxIceberg)) {
+                  Log.Ui.info($"OrdersModel prevented a GlbxIceberg order from going out to a non-glbx exchange ({OrderUtils.short_description(security, order.Value.Side, price, size)}).");
+                  return Task.FromResult<uint?>(null);
+               }
+            }
+            return send_order(order.Value, price, size);
          }
-         return 0;
+         return Task.FromResult<uint?>(null);
+      }
+
+      /// Note: this method is private to force outside callers to use this overload <see cref="send_order(SecurityImmutable, OrderDefinitionImmutable?, double, uint)"/>.
+      /// This allows us to control which orders can be sent to which security/exchange (e.g., GlbxIceberg orders are only permitted for securities on the Glbx exchange).
+      async Task<uint?> send_order(OrderDefinitionImmutable order, double price, uint size) {
+         var result = (await send_order_get_error(order, price, size));
+         _activity.on_send_order(order, price, size, result.key, result.error);
+         return result.key;
       }
 
       async Task<(uint? key, string error)> send_order_get_error(OrderDefinitionImmutable order, double price, uint size) {

src/client/spark/Predicates/Data/Events/OrderSentEventPredicate.cs

@@ -0,0 +1,80 @@
+using bts.api;
+using bts.api.orderman;
+using bts.shell;
+using bts.utils;
+using mbts.spark;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+
+namespace mbts {
+   static class OrderSentEventPredicateVMFactory {
+      public static Dictionary<OrderSentEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderSentEventPredicate>> get_oneofs(IBus bus) =>
+         new Dictionary<OrderSentEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderSentEventPredicate>> {
+            { OrderSentEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderSentEventPredicate>(p => p.security = null) },
+            { OrderSentEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderSentEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
+               (p, s) => {
+                  if (p.security == null) {
+                     p.security = new SecurityPredicate();
+                  }
+                  p.security.is_value = s;
+               })
+            }
+         };
+   }
+
+   [ProtoContract]
+   class OrderSentEventPredicate : IEquatable<OrderSentEventPredicate> {
+      static readonly int _type_hash = typeof(OrderSentEventPredicate).GetHashCode();
+      // arbitrary short time period (can override in config)
+      static readonly TimeSpan _stale_order_threshold = TimeSpan.FromSeconds(config.Configuration.get<bts.config.OrderAlerts>().stale_order_threshold_seconds);
+
+      public enum PredicateTypeOneofCase {
+         [Description("(any order)")]
+         AnyOrder,
+         [Description("choose securities")]
+         SecurityOrder
+      }
+
+      [ProtoMember(1)]
+      public SecurityPredicate security { get; set; }
+
+      public PredicateTypeOneofCase predicate_type_case {
+         get {
+            if (security != null)
+               return PredicateTypeOneofCase.SecurityOrder;
+            return PredicateTypeOneofCase.AnyOrder;
+         }
+      }
+
+      public IPredicate<OrderSecurity> create(object obj) =>
+         create_predicate((INotificationServiceDataCache)obj);
+
+      public IPredicate<OrderSecurity> create_predicate(INotificationServiceDataCache data_cache) {
+         var sec_pred = security?.create();
+         return PredicateBuilder.create<OrderSecurity>(os =>
+            // verify security
+            (sec_pred == null || (os.security.HasValue && sec_pred.trigger(os.security.Value))) &&
+            // verify not stale
+            ((DateTime.Now - os.order.created()) < _stale_order_threshold) &&
+            // verify order hasn't been added yet
+            // Note: the notification service should offer a way to connect predicates so that they only receive items in TableUpdate.added,
+            // however, the notification service predated TableUpdate.Changes, so for now, just check that the history.Count == 1)
+            (data_cache.order_history.TryGetValue(os.order.Key, out var hist) && hist.Count == 1));
+      }
+
+      public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
+         throw new NotImplementedException();
+
+      public bool Equals(OrderSentEventPredicate other) =>
+         other != null && other.security.safe_equals(other.security);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as OrderSentEventPredicate);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(_type_hash, security?.GetHashCode() ?? 0);
+   }
+}

src/client/spark/Predicates/Data/OrderRecordTuplePredicate.cs

@@ -5,14 +5,9 @@ using bts.utils;
 using mbts.spark;
 using mbts.ui;
 using mbts.ui.settings;
-using mbts.ui.utility;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 using PTOC = mbts.OrderRecordTuplePredicate.PredicateTypeOneofCase;
 
 namespace mbts {
@@ -20,6 +15,7 @@ namespace mbts {
       // TODO: uncomment the remaining cases when ready
       public static Dictionary<PTOC, ITemplatedPropertyWrapperVM<OrderRecordTuplePredicate>> get_oneofs(IBus bus, OrdersModel orders_model) {
          return new Dictionary<PTOC, ITemplatedPropertyWrapperVM<OrderRecordTuplePredicate>> {
+            { PTOC.SentEvent, wrap(rp => rp.sent_event, (rp, p) => rp.sent_event = p, p => p.predicate_type_case, OrderSentEventPredicateVMFactory.get_oneofs(bus)) },
             { PTOC.FilledEvent, wrap(rp => rp.filled_event, (rp, p) => rp.filled_event = p, p => p.predicate_type_case, OrderFilledEventPredicateVMFactory.get_oneofs(bus)) },
             { PTOC.CompletedEvent, wrap(rp => rp.completed_event, (rp, p) => rp.completed_event = p, p => p.predicate_type_case, OrderCompletedEventPredicateVMFactory.get_oneofs(bus)) },
             { PTOC.CanceledEvent, wrap(rp => rp.canceled_event, (rp, p) => rp.canceled_event = p, p => p.predicate_type_case, OrderCanceledEventPredicateVMFactory.get_oneofs(bus)) },
@@ -77,6 +73,7 @@ namespace mbts {
       OrderFilledEventPredicate _filled_event;
       OrderCompletedEventPredicate _completed_event;
       OrderCanceledEventPredicate _canceled_event;
+      OrderSentEventPredicate _sent_event;
 
       public enum PredicateTypeOneofCase {
          None,
@@ -120,6 +117,8 @@ namespace mbts {
          OrderKey,
          [PredicateCase(is_toastable:false)]
          ParentKey,
+         [PredicateCase("When order is sent", PredicateCategory.Event)]
+         SentEvent,
          [PredicateCase("When order gets a fill", PredicateCategory.Event)]
          FilledEvent,
          [PredicateCase("When order is completed", PredicateCategory.Event)]
@@ -176,6 +175,8 @@ namespace mbts {
       public OrderCompletedEventPredicate completed_event { get => _completed_event; set => _set(ref _completed_event, value); }
       [ProtoMember(23)]
       public OrderCanceledEventPredicate canceled_event { get => _canceled_event; set => _set(ref _canceled_event, value); }
+      [ProtoMember(26)]
+      public OrderSentEventPredicate sent_event { get => _sent_event; set => _set(ref _sent_event, value); }
       [ProtoMember(24)]
       public bool is_toast_enabled { get; set; }
       [ProtoMember(25)]
@@ -206,6 +207,7 @@ namespace mbts {
             if (_filled_event != null) return PTOC.FilledEvent;
             if (_completed_event != null) return PTOC.CompletedEvent;
             if (_canceled_event != null) return PTOC.CanceledEvent;
+            if (_sent_event != null) return PTOC.SentEvent;
             if (_attached_target_order_key != null) return PTOC.AttachedTargetOrderKey;
             return PTOC.None;
          }
@@ -236,6 +238,7 @@ namespace mbts {
             case PTOC.FilledEvent: return _filled_event.create_predicate(data_cache);
             case PTOC.CompletedEvent: return _completed_event.create_predicate(data_cache);
             case PTOC.CanceledEvent: return _canceled_event.create(data_cache);
+            case PTOC.SentEvent: return _sent_event.create(data_cache);
             case PTOC.AttachedTargetOrderKey: return wrap(_attached_target_order_key.create(), r => r.order.attached_target_order_key());
             default: return null;
          }
@@ -285,6 +288,7 @@ namespace mbts {
             case PTOC.FilledEvent: return _filled_event.Equals(other._filled_event);
             case PTOC.CompletedEvent: return _completed_event.Equals(other._completed_event);
             case PTOC.CanceledEvent: return _canceled_event.Equals(other._canceled_event);
+            case PTOC.SentEvent: return _sent_event.Equals(other._sent_event);
             case PTOC.AttachedTargetOrderKey: return _attached_target_order_key.Equals(other._attached_target_order_key);
             case PTOC.None: return true;
             default: throw ExceptionHelper.unexpected_oneof_case(ptoc);
@@ -320,6 +324,7 @@ namespace mbts {
             case PTOC.FilledEvent: raw_hash = _filled_event.GetHashCode(); break;
             case PTOC.CompletedEvent: raw_hash = _completed_event.GetHashCode(); break;
             case PTOC.CanceledEvent: raw_hash = _canceled_event.GetHashCode(); break;
+            case PTOC.SentEvent: raw_hash = _sent_event.GetHashCode(); break;
             case PTOC.AttachedTargetOrderKey: raw_hash = _attached_target_order_key.GetHashCode(); break;
             case PTOC.None: raw_hash = 0; break;
             default: throw ExceptionHelper.unexpected_oneof_case(ptoc);
@@ -355,6 +360,7 @@ namespace mbts {
             _filled_event = null;
             _completed_event = null;
             _canceled_event = null;
+            _sent_event = null;
             _attached_target_order_key = null;
          }
          field = value;

src/client/spark/Themes/generic.xaml

@@ -339,7 +339,7 @@
     <Setter Property="BorderThickness" Value="1"/>
     <Setter Property="ScrollViewer.HorizontalScrollBarVisibility" Value="Auto"/>
     <Setter Property="ScrollViewer.VerticalScrollBarVisibility" Value="Auto"/>
-    <Setter Property="Padding" Value="3,3,1,3"/>
+    <Setter Property="Padding" Value="6,3,1,3"/>
     <Setter Property="ScrollViewer.CanContentScroll" Value="true"/>
     <Setter Property="ScrollViewer.PanningMode" Value="Both"/>
     <Setter Property="Stylus.IsFlicksEnabled" Value="False"/>

src/client/spark/core/Bus/SparkCommands.cs

@@ -8,6 +8,7 @@ using mbts.spark;
 using mbts.ui;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Windows.Input;
 
 namespace bts.spark {
@@ -41,6 +42,9 @@ namespace bts.spark {
          SparkCommand.create("P&L (2.0)", Icons.Accounting, SparkTags.ShowPNLTag);
 
       // Ladder
+      public static PartialCommand<IImmutableSet<uint>> ShowLadderAutoLookup(KeyGesture key_gesture = null) =>
+         SparkCommand.create("Ladder", Icons.Ladder, SparkTags.ShowLadderAutoLookupTag, key_gesture);
+
       public static PartialCommand<SecurityMD> ShowLadder(KeyGesture key_gesture = null) =>
          SparkCommand.create("Ladder", Icons.Ladder, SparkTags.ShowLadderTag, key_gesture);
 

src/client/spark/core/Bus/SparkTags.cs

@@ -7,6 +7,7 @@ using bts.spark;
 using mbts.ui;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Threading.Tasks;
 
 namespace mbts.spark {
@@ -17,7 +18,6 @@ namespace mbts.spark {
       #endregion
 
       #region Order
-      public static ITag<(OrderDefinitionImmutable definition, double price, uint size)> CreateOrder { get; } = new SparkTag<(OrderDefinitionImmutable, double, uint)>();
       public static ITag<IEnumerable<(OrderDefinitionImmutable definition, double price, uint size)>> RecreateOrder { get; } = new SparkTag<IEnumerable<(OrderDefinitionImmutable, double, uint)>>();
 
       public static ITag<IEnumerable<uint>> CancelOrders { get; } = new SparkTag<IEnumerable<uint>>();
@@ -56,6 +56,8 @@ namespace mbts.spark {
       // The owners of the various SparkWindows may remove dependencies on the former at their leasure.
       // For now, both tags go through the same logic in the LadderWindowFactory anyways.
       public static ITag<SecurityMD> ShowLadderTag { get; } = new SparkTag<SecurityMD>("Show Ladder");
+      // TODO: get rid of the SecurityMD ShowLadderTag.  This has created burdensome dependency issues.
+      public static ITag<IImmutableSet<uint>> ShowLadderAutoLookupTag { get; } = new SparkTag<IImmutableSet<uint>>("Show Ladder Auto Lookup");
       public static ITag<IReadOnlyList<SecurityMD>> ShowLaddersTag { get; } = new SparkTag<IReadOnlyList<SecurityMD>>(nameof(ShowLaddersTag));
       public static ITag<IObservable<SecurityMD>> ShowLinkedLadder { get; } = new SparkTag<IObservable<SecurityMD>>("Linked Ladder");
       public static ITag<SecurityCriteria> ShowMarketViewTag { get; } = new SparkTag<SecurityCriteria>("Show MarketView");

src/client/spark/core/GlobalExtensions/DoubleHelper.cs

@@ -1,7 +1,36 @@
-using System.Linq;
+using System;
+using System.Linq;
 
 namespace mbts {
    public static class DoubleHelper {
+      public static bool any_nan_or_infinity(params double[] values) {
+         for (int i = 0; i < values.Length; i++) {
+            if (double.IsNaN(values[i]) || double.IsInfinity(values[i]))
+               return true;
+         }
+         return false;
+      }
+
+      public static bool are_close(double v1, double v2, double threshold) =>
+         !any_nan_or_infinity(v1, v2, threshold) && Math.Abs(threshold) > Math.Abs(v1 - v2);
+
+      // bc double.IsNaN gets annoying write, and a lazy programmer is a happy programmer ;)
+      public static bool is_nan(this double value) =>
+         double.IsNaN(value);
+
+      /// <summary>
+      /// If the specified value is a <see cref="double"/>, <see cref="int"/>, or <see cref="uint"/>, returns the equivalent <see cref="double"/>; otherwise, returns <see cref="double.NaN"/>.
+      /// </summary>
+      /// <param name="value">The value to convert to a <see cref="double"/>.</param>
+      /// <returns>The <see cref="double"/> equivalent value if the cast succeeds, otherwise <see cref="double.NaN"/>.</returns>
+      public static double nan_cast(object value) {
+         // devs: add numeric type checks as needed
+         if (value is double d) return d;
+         if (value is int i) return i;
+         if (value is uint u) return u;
+         return double.NaN;
+      }
+
       public static bool IsNaNOrInfinity(double d) => double.IsNaN(d) || double.IsInfinity(d);
       public static bool IsNaNOrInfinityOr(double d, params double[] values) => IsNaNOrInfinity(d) || values.Contains(d);
       public static bool IsOneOf(double d, params double[] values) => values.Contains(d);

src/client/spark/core/ShellInterface/UISettings.cs

@@ -11,6 +11,7 @@ using bts.api.persistence;
 using System.Text.RegularExpressions;
 using System.Reactive.Linq;
 using bts.spark;
+using bts;
 
 namespace mbts.persist
 {
@@ -146,16 +147,18 @@ namespace mbts.persist
    }
 
    [Export(typeof(IUserPersist))]
-   public class UserUISettings : UISettingsBase
-   {
+   public class UserUISettings : UISettingsBase {
       string _user;
 
-      [ImportingConstructor]
-      public UserUISettings([Import("userid")]uint user, [Import("settings")]PersistenceService persist, ErrorReporter err)
+      public UserUISettings(uint user_id, [Import("settings")]PersistenceService persist, ErrorReporter err)
          : base(persist,err) {
-         _user = $"User {user}";
+         _user = $"User {user_id}";
       }
 
+      [ImportingConstructor]
+      UserUISettings(UserTuple user, [Import("settings")]PersistenceService persist, ErrorReporter err)
+         : this(user.id, persist, err) { }
+
       protected override string user() { return _user; }
    }
 }

src/client/spark/core/ShellInterface/UserSettings/ISettingsMigrationRule.cs

@@ -17,6 +17,7 @@ namespace bts.settings {
    interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
+   interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
 
    static class SettingsMigrationHelper {
       public static bool apply<T>(T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, out T new_settings) {

src/client/spark/core/ShellInterface/UserSettings/UserSettingsHub.cs

@@ -25,7 +25,8 @@ namespace mbts.persist {
       static readonly IImmutableProperty<UserSettings, GridSettings>
          _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
          _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
-         _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs));
+         _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs)),
+         _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
 
       static readonly IImmutableProperty<UserSettings, PNLSettings>
          _pnl_propi = ImmutableProperty.create<UserSettings, PNLSettings>(us => us.pnl, (us, pnl) => us.with(pnl: pnl));
@@ -36,6 +37,7 @@ namespace mbts.persist {
       readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
       readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
       readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
+      readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
       readonly IUserPersist _persist;
 
       UserSettings _default_settings;
@@ -46,13 +48,15 @@ namespace mbts.persist {
          [ImportMany]IEnumerable<IFillsGridSettingsMigrationRule> fills_migration_rules,
          [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
          [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
-         [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules) {
+         [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
+         [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules) {
          //
          _persist = persist;
          _fills_migration_rules = fills_migration_rules ?? Enumerable.Empty<IFillsGridSettingsMigrationRule>();
          _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
          _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
          _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
+         _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
          init();
          async void init() {
             UserSettings s;
@@ -62,7 +66,9 @@ namespace mbts.persist {
                   var wrapped_rules = new[] {
                      _fills_migration_rules.merge().wrap(_fills_propi),
                      _mview_migration_rules.merge().wrap(_mview_propi),
-                     _pandl_migration_rules.merge().wrap(_pandl_propi)
+                     _pandl_migration_rules.merge().wrap(_pandl_propi),
+                     _pnl_migration_rules.merge().wrap(_pnl_propi),
+                     _synth_migration_rules.merge().wrap(_synth_propi)
                   };
                   SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
                   // TODO: move ladder sanitization logic into ISettingsMigrationRule
@@ -136,6 +142,12 @@ namespace mbts.persist {
             _pnl_migration_rules,
             _pnl_propi);
 
+      public IWindowSettingsManager<GridSettings> create_synth_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _synth_migration_rules,
+            _synth_propi);
+
       public async Task save_default(UserSettings value) {
          // notify observers before persisting so the changes are reflected immediately in the ui
          lock (_default_settings_lock) {

src/client/spark/core/Utility/ObjectSnapshot.cs

@@ -15,12 +15,8 @@ namespace bts.utils {
    }
 
    static class ObjectSnapshot {
-      public static IEnumerable<Func<TSource, TValue>> property_delegates_of_type<TSource, TValue>() where TSource : class where TValue : class {
-         var tval = typeof(TValue);
-         return typeof(TSource).GetProperties(BindingFlags.Public | BindingFlags.Instance)
-            .Where(p => tval.IsAssignableFrom(p.PropertyType))
-            .Select(_prop_getter<TSource, TValue>);
-      }
+      public static IReadOnlyList<Func<TSource, TValue>> property_delegates_of_type<TSource, TValue>() =>
+         PropertyGetterStore<TSource, TValue>.value;
 
       public static IObservable<TableUpdate<(string name, object current, object original), string>> property_table<T>(T instance, params string[] prop_names) where T : INotifyPropertyChanged =>
          _property_table(instance, Array.ConvertAll(prop_names, PropertyInfoStore<T>.type.GetProperty));
@@ -162,6 +158,18 @@ namespace bts.utils {
          }
       }
 
+      static class PropertyGetterStore<TSource, TValue> {
+         public static readonly IReadOnlyList<Func<TSource, TValue>> value;
+
+         static PropertyGetterStore() {
+            var tval = typeof(TValue);
+            value = typeof(TSource).GetProperties(BindingFlags.Public | BindingFlags.Instance)
+               .Where(p => tval.IsAssignableFrom(p.PropertyType))
+               .Select(_prop_getter<TSource, TValue>)
+               .ToReadOnlyList();
+         }
+      }
+
       class PropNode {
          public readonly PropertyInfo prop;
 

src/client/spark/core/data/SyntheticTuple.cs

@@ -0,0 +1,46 @@
+using bts.api;
+using bts.spark;
+using bts.utils;
+using System;
+
+namespace bts {
+   struct SyntheticTuple : IEquatable<SyntheticTuple>, IComparable<SyntheticTuple>, IComparable {
+      public static readonly Func<SyntheticTuple, uint> key_fn = a => a.security.Id;
+      public static readonly Func<SyntheticTuple?, uint> nullable_key_fn = a => a.HasValue ? a.Value.security.Id : 0u;
+
+      public readonly SecurityImmutable security;
+      public readonly string user_name;
+      public readonly ExecutionStrategyImmutable? strategy;
+      public readonly int? num_working_orders;
+
+      public SyntheticTuple(SecurityImmutable security, string user_name, ExecutionStrategyImmutable? strategy, int? num_working_orders = null) {
+         this.security = security;
+         this.user_name = user_name;
+         this.strategy = strategy;
+         this.num_working_orders = num_working_orders;
+      }
+
+      public int CompareTo(SyntheticTuple other) =>
+         SecurityHelper.Comparer.Compare(security, other.security);
+
+      int IComparable.CompareTo(object obj) =>
+         obj is SyntheticTuple other ? CompareTo(other) : 1;
+
+      public bool Equals(SyntheticTuple other) =>
+         security == other.security &&
+         user_name == other.user_name &&
+         EqualityComparer.nullable_equals(strategy, other.strategy);
+
+      public override bool Equals(object obj) =>
+         EqualityComparer.equals_obj(this, obj);
+
+      public override int GetHashCode() =>
+         security.Id.GetHashCode();
+
+      public override string ToString() =>
+         user_name == null ? security.ToString() : $"{user_name}:{security}";
+
+      public static bool operator ==(SyntheticTuple a, SyntheticTuple b) => a.Equals(b);
+      public static bool operator !=(SyntheticTuple a, SyntheticTuple b) => !a.Equals(b);
+   }
+}

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

@@ -1,10 +1,11 @@
 using System;
 using System.Linq;
 
-namespace mbts.ui.controls
-{
-   internal class DoubleUtil
-   {
+namespace mbts.ui.controls {
+   static class DoubleUtil {
+      public const int API_DECIMAL_PRECISION = 9;
+      // arbitrary small number that can be used to determine whether or not scroll changes are significant
+      public const double MIN_SCROLL_DELTA = 0.000015;
       /* smallest such that 1.0+DBL_EPSILON != 1.0 */
       private const double EPSILON  =   2.2204460492503131e-016;
       private const double BIG_EPSILON = EPSILON * 10;
@@ -36,6 +37,9 @@ namespace mbts.ui.controls
             (double.IsNaN(right) ? double.NaN : -right) :
             (double.IsNaN(right) ? left : left - right);
 
+      public static decimal round_to_decimal(double value, int decimals = API_DECIMAL_PRECISION) =>
+         double.IsNaN(value) ? 0 : (decimal)Math.Round(value, decimals, MidpointRounding.AwayFromZero);
+
       internal static bool AreClose(double v1, double v2) {
          if (v1 == v2) return true;
          double delta = Math.Abs(v1 - v2);

src/client/spark/view/Controls/DataGridEx/Filters/DataGridFilterHelper.cs

@@ -1,11 +1,22 @@
-using System;
+using bts.utils;
+using System;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
 
 namespace mbts.spark.filters {
    static class DataGridFilterHelper {
-      public static IDisposable hook_filters<TRow>(ICollectionView rows, params IDataGridColumnFilter<TRow>[] filters) {
+      public static IDisposable hook_all<TSource, TRow>(TSource source, ICollectionView rows) =>
+         hook_filters(rows,
+            ObjectSnapshot.property_delegates_of_type<TSource, IDataGridColumnFilter<TRow>>()
+            .Select(f => f(source))
+            .ExceptNull()
+            .ToList());
+
+      public static IDisposable hook_filters<TRow>(ICollectionView rows, params IDataGridColumnFilter<TRow>[] filters) =>
+         hook_filters(rows, filters.AsEnumerable());
+
+      public static IDisposable hook_filters<TRow>(ICollectionView rows, IEnumerable<IDataGridColumnFilter<TRow>> filters) {
          var icvls = (ICollectionViewLiveShaping)rows;
          icvls.IsLiveFiltering = true;
          return _hook_filters(set_filter, filters);
@@ -22,7 +33,7 @@ namespace mbts.spark.filters {
          }
       }
 
-      static IDisposable _hook_filters<TRow>(Action set_filter, params IDataGridColumnFilter<TRow>[] filters) {
+      static IDisposable _hook_filters<TRow>(Action set_filter, IEnumerable<IDataGridColumnFilter<TRow>> filters) {
          foreach (var f in filters)
             f.filter_changed += set_filter;
          set_filter();
@@ -34,7 +45,7 @@ namespace mbts.spark.filters {
          });
       }
 
-      static List<IDataGridColumnFilter<TRow>> _get_active_filters<TRow>(IDataGridColumnFilter<TRow>[] filters) =>
+      static List<IDataGridColumnFilter<TRow>> _get_active_filters<TRow>(IEnumerable<IDataGridColumnFilter<TRow>> filters) =>
          filters.Where(f => f.active.HasValue && f.active.Value).ToList();
    }
 

src/client/spark/view/Controls/DataGridEx/Filters/VM/DiscreteValuesFilterVM.cs

@@ -68,10 +68,11 @@ namespace mbts.spark.filters {
          Func<TRow, TValue> factory,
          Func<TValue, TKey> key,
          out IObserver<TableUpdate<TValue, TKey>> items_observer,
-         out ListCollectionView<TValue> items_view)
+         out ListCollectionView<TValue> items_view,
+         string prop_name = null)
          where TKey : struct, IEquatable<TKey> =>
          //
-         CreateTableUpdate(factory, key, keys => keys, keys => keys.ToArray(), out items_observer, out items_view);
+         CreateTableUpdate(factory, key, keys => keys, keys => keys.ToArray(), out items_observer, out items_view, prop_name);
 
       public static IDataGridColumnPersistentFilter<TRow, TState> CreateTableUpdate<TRow, TValue, TKey, TState>(
          Func<TRow, TValue> factory,
@@ -79,10 +80,11 @@ namespace mbts.spark.filters {
          Func<TState, IEnumerable<TKey>> load_state,
          Func<IEnumerable<TKey>, TState> get_state,
          out IObserver<TableUpdate<TValue, TKey>> items_observer,
-         out ListCollectionView<TValue> items_view)
+         out ListCollectionView<TValue> items_view,
+         string prop_name = null)
          where TKey : struct, IEquatable<TKey> {
          //
-         var filter = new TableUpdateItemsFilter<TRow, TValue, TKey, TState>(factory, key, load_state, get_state);
+         var filter = new TableUpdateItemsFilter<TRow, TValue, TKey, TState>(factory, key, load_state, get_state, prop_name);
          items_observer = filter;
          items_view = filter.items_view;
          return filter;
@@ -291,8 +293,8 @@ namespace mbts.spark.filters {
          readonly HashSet<TKey> _selected_keys = new HashSet<TKey>(), _desired_keys = new HashSet<TKey>();
          ListCollectionView<TValue> _items_view;
 
-         public TableUpdateItemsFilter(Func<TRow, TValue> factory, Func<TValue, TKey> key, Func<TState, IEnumerable<TKey>> load_state, Func<IEnumerable<TKey>, TState> get_state)
-            : base(factory, null) {
+         public TableUpdateItemsFilter(Func<TRow, TValue> factory, Func<TValue, TKey> key, Func<TState, IEnumerable<TKey>> load_state, Func<IEnumerable<TKey>, TState> get_state, string prop_name)
+            : base(factory, prop_name) {
             _factory = factory;
             _key = key;
             _load_state = load_state;

src/client/spark/view/Controls/DataGridEx/Filters/Views/TimeFilter.cs

@@ -24,6 +24,7 @@ namespace mbts.ui {
       public TimeTextTuple end => _end;
       public bool is_active =>
          _mode == TimeFilterMode.Today ||
+         _mode == TimeFilterMode.CMEOpen ||
          (_mode == TimeFilterMode.Period && (_begin.result.HasValue || _end.result.HasValue));
 
 

src/client/spark/view/Controls/Dialogs/SupportRequestWindow.xaml.cs

@@ -1,10 +1,4 @@
-using bts.support;
-using Google.Protobuf;
-using mbts;
-using mbts.ui;
-using mbts.ui.shell;
-using mbts.ui.utility;
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
@@ -18,6 +12,13 @@ using System.Windows.Media;
 using System.Windows.Media.Imaging;
 using System.Windows.Navigation;
 using System.Windows.Shapes;
+using bts.support;
+using Google.Protobuf;
+using mbts;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.ui.utility;
 
 namespace bts.view.controls {
    partial class SupportRequestWindow : Window {
@@ -50,28 +51,40 @@ namespace bts.view.controls {
          _base = report_base;
          send_command = new DelegateCommand(send_report, _ => !string.IsNullOrWhiteSpace(_text.Value));
          _text = backing(nameof(user_text), "");
-         _text.Changed += (_,__) => send_command.TryRaiseCanExecuteChanged();
+         _text.Changed += (_, __) => send_command.TryRaiseCanExecuteChanged();
          _contact = backing(nameof(user_contact), "");
-         _contact.Changed += (_,__) => send_command.TryRaiseCanExecuteChanged();
+         _contact.Changed += (_, __) => send_command.TryRaiseCanExecuteChanged();
       }
 
       async void send_report(object _) {
-         ByteString screenshot = null;
-         if (include_screenshot) {
-            var stream = ScreenCapture.capture_encoded("jpeg");
-            screenshot = await ByteString.FromStreamAsync(stream);
-         }
-         var reply = await _service.send_report_async(_base.with(
-            user_description: _text.Value,
-            contact: user_contact,
-            log: include_logs ? LogUtil.read_logs() : "",
-            image: screenshot
-            ));
-         if (reply.success) {
-            BTSMessageBox.Show("Your message has been received.", "Thank You", BTSMessageBoxButtons.OK, MessageBoxImage.Information, is_modal: false, top_most:true);
-         }
-         else {
-            BTSMessageBox.Show($"There was an error submitting your message. '{reply.error_message}'", "Error", BTSMessageBoxButtons.OK, MessageBoxImage.Error, is_modal: false, top_most: true);
+         using (var d = new BusyDialog { Text = "Sending your error report...", Topmost = true }) {
+            d.Show();
+            ByteString screenshot = null;
+            if (include_screenshot) {
+               var stream = ScreenCapture.capture_encoded("jpeg");
+               screenshot = await ByteString.FromStreamAsync(stream);
+            }
+            var request = await Task.Run(() => {
+               var result = _base.with(
+                  user_description: _text.Value,
+                  contact: user_contact,
+                  image: screenshot);
+               if (include_logs) {
+                  result = spark.ErrorReporter.append_logs(result);
+               }
+               return result;
+            });
+
+            var reply = await _service.send_report_async(request);
+            if (reply.success) {
+               Log.Ui.info("Support request message has been received.");
+               BTSMessageBox.Show("Your message has been received.", "Thank You", BTSMessageBoxButtons.OK, MessageBoxImage.Information, is_modal: false, top_most: true);
+            }
+            else {
+               var errmsg = $"There was an error submitting your message. '{reply.error_message}'";
+               Log.Ui.error(errmsg);
+               BTSMessageBox.Show(errmsg, "Error", BTSMessageBoxButtons.OK, MessageBoxImage.Error, is_modal: false, top_most: true);
+            }
          }
       }
 

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

@@ -1145,6 +1145,30 @@
                     </Grid>
                   </DataTemplate>
                 </usp:DynamicOrderParamTemplateSelector.UIntTemplate>
+                <usp:DynamicOrderParamTemplateSelector.SecurityKeyTemplate>
+                  <DataTemplate>
+                    <Grid>
+                      <Grid.ColumnDefinitions>
+                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
+                        <ColumnDefinition Width="*"/>
+                      </Grid.ColumnDefinitions>
+                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.ParamName, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
+                      <c:ContractPickerPopup
+                        Grid.Column="2"
+                        CloseOnCancel="True"
+                        CloseOnOK="True"
+                        Header="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+                        IsEditMode="False"
+                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
+                        IsLazy="True"
+                        SecurityMap="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Securities}}"
+                        SelectedSecurityKey="{Binding value}"
+                        ShowDialogSkirt="True"
+                      />
+                    </Grid>
+                  </DataTemplate>
+                </usp:DynamicOrderParamTemplateSelector.SecurityKeyTemplate>
                 <usp:DynamicOrderParamTemplateSelector.StringTemplate>
                   <DataTemplate>
                     <Grid>
@@ -1181,30 +1205,35 @@
                     </Grid>
                   </DataTemplate>
                 </usp:DynamicOrderParamTemplateSelector.EnumTemplate>
-                  <usp:DynamicOrderParamTemplateSelector.QuantityMeasureTemplate>
-                     <DataTemplate>
-                        <Grid>
-                           <Grid.ColumnDefinitions>
-                           <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                           <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                           <ColumnDefinition Width="*"/>
-                           </Grid.ColumnDefinitions>
-                           <TextBlock VerticalAlignment="Center" 
-                             Text="{Binding descriptor.ParamName, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                           <uag:QuantityMeasureControl  
-                             Grid.Column="2" Focusable="False" HorizontalAlignment="Stretch" 
-                             QuantityMeasure="{Binding quantity, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
-                           <uag:QuantityMeasureControl.CommandBindings>
-                              <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
-                           </uag:QuantityMeasureControl.CommandBindings>
-                           <uag:QuantityMeasureControl.InputBindings>
-                              <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
-                              <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
-                           </uag:QuantityMeasureControl.InputBindings>
-                           </uag:QuantityMeasureControl>
-                        </Grid>               
-                     </DataTemplate>
-                  </usp:DynamicOrderParamTemplateSelector.QuantityMeasureTemplate>
+                <usp:DynamicOrderParamTemplateSelector.QuantityMeasureTemplate>
+                  <DataTemplate>
+                    <Grid>
+                      <Grid.ColumnDefinitions>
+                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
+                        <ColumnDefinition Width="*"/>
+                      </Grid.ColumnDefinitions>
+                      <TextBlock
+                        VerticalAlignment="Center" 
+                        Text="{Binding descriptor.ParamName, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"
+                      />
+                      <uag:QuantityMeasureControl  
+                        Grid.Column="2"
+                        Focusable="False"
+                        HorizontalAlignment="Stretch" 
+                        QuantityMeasure="{Binding quantity, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl"
+                      >
+                      <uag:QuantityMeasureControl.CommandBindings>
+                        <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+                      </uag:QuantityMeasureControl.CommandBindings>
+                      <uag:QuantityMeasureControl.InputBindings>
+                        <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                        <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+                      </uag:QuantityMeasureControl.InputBindings>
+                      </uag:QuantityMeasureControl>
+                    </Grid>               
+                  </DataTemplate>
+                </usp:DynamicOrderParamTemplateSelector.QuantityMeasureTemplate>
               </usp:DynamicOrderParamTemplateSelector>
             </ItemsControl.ItemTemplateSelector>
           </ItemsControl>

src/client/spark/view/Controls/TickUpDown/TickUpDown.xaml

@@ -457,15 +457,15 @@
               Name="PART_TextBox"
               u:TextBoxBehavior.EnableArrowKeyTraverse="True"
               BorderThickness="0">
-              <TextBox.Style>
+              <TextBox.Style>
                 <Style TargetType="{x:Type TextBox}">
                   <Style.Triggers>
                     <Trigger Property="IsMouseOver" Value="True">
                       <Setter Property="FocusManager.FocusedElement" Value="{Binding RelativeSource={RelativeSource Self}}"></Setter>
                     </Trigger>
                   </Style.Triggers>
-                </Style>
-              </TextBox.Style>
+                </Style>
+              </TextBox.Style>
             </TextBox>
           </c:TickUpDown>
         </ControlTemplate>

src/client/spark/view/Controls/Time/DateTimePicker.xaml

@@ -93,7 +93,6 @@
                 u:TextBoxBehavior.EnableArrowKeyTraverse="True"
                 u:Behavior.DisablePaste="True"
                 Height="20"
-                BorderThickness="0"
               >
                 <TextBox.InputBindings>
                   <KeyBinding Key="Up" Command="{x:Static c:DateTimePicker.TickTimeComponentCommand}" CommandParameter="{u:Int 1}"/>

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

@@ -11,6 +11,9 @@ namespace mbts.ui.converters {
       public static IValueConverter create<TIn, TOut>(Func<TIn, TOut> convert) =>
          new AnonymousValueConverter<TIn, TOut>(convert);
 
+      public static IValueConverter create<TIn, TOut>(Func<TIn, TOut> convert, Func<TOut, TIn> convert_back) =>
+         new AnonymousValueConverter<TIn, TOut>(convert, convert_back);
+
       public static IMultiValueConverter create<TIn1, TIn2, TOut>(Func<TIn1, TIn2, TOut> convert) =>
          new AnonymousMultiValueConverter<TIn1, TIn2, TOut>(convert);
 
@@ -28,9 +31,17 @@ namespace mbts.ui.converters {
          IntTextConverter = new IntTextConverter(),
          UIntTextConverter = new UIntTextConverter(),
          QuantityMeasureTextConverter = ValueConverter.create<QuantityMeasureImmutable?, string>(fmt),
+         SecuritySelectorText,
          SimpleString = new AnonymousValueConverter(obj => obj?.ToString()),
          ThicknessToDouble = new ThicknessToDoubleConverter();
 
+      static ValueConverters() {
+         SecuritySelectorText = new NullSubstitutionConverterWrapper {
+            Converter = SimpleString,
+            ValueForNull = "(None)"
+         };
+      }
+
       public static readonly IMultiValueConverter
          AreEqualConverter = new AreEqualConverter();
 

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

@@ -0,0 +1,116 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Globalization;
+using System.Linq;
+using System.Windows.Data;
+
+namespace mbts.ui.converters {
+   class DictionaryLookupConverter : IMultiValueConverter {
+      [ThreadStatic]
+      Dictionary<Type, Lookup> _type_impls_backing;
+      Dictionary<Type, Lookup> _type_impls => _type_impls_backing ?? (_type_impls_backing = new Dictionary<Type, Lookup>());
+
+      delegate bool Lookup(object source, object key, out object result);
+
+      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
+         if (values.Length == 2 && values[0] != null && values[1] != null) {
+            var lookup_type = values[0].GetType();
+            var lookup = _type_impls.GetOrAdd(lookup_type, TypeImplResolver.resolve);
+            if (lookup(values[0], values[1], out var result))
+               return result;
+         }
+         return null;
+      }
+
+      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) =>
+         throw new NotImplementedException();
+
+      static class TypeImplResolver {
+         public static Lookup resolve(Type lookup_type) =>
+            _prioritized_impls(lookup_type)
+               .OrderBy(tup => tup.priority)
+               .Select(tup => tup.impl)
+               .FirstOrDefault() ?? _lookup_fail;
+
+         static bool _lookup_fail(object source, object key, out object result) {
+            result = null;
+            return false;
+         }
+
+         static IEnumerable<(int priority, Lookup impl)> _prioritized_impls(Type lookup_type) {
+            foreach (var itype in lookup_type.GetInterfaces()) {
+               if (itype.IsGenericType) {
+                  var gen_def = itype.GetGenericTypeDefinition();
+                  if (gen_def == typeof(IDictionary<,>))
+                     yield return (1, _get_generic_impl(nameof(_GenericImpls<int, int>.idictionary), itype));
+                  if (gen_def == typeof(IReadOnlyDictionary<,>))
+                     yield return (2, _get_generic_impl(nameof(_GenericImpls<int, int>.ireadonly_dictionary), itype));
+                  if (gen_def == typeof(ILookup<,>))
+                     yield return (3, _get_generic_impl(nameof(_GenericImpls<int, int>.ilookup), itype));
+               }
+               if (itype == typeof(IDictionary))
+                  yield return (4, _NonGenericImpls.idictionary);
+            }
+         }
+
+         static Lookup _get_generic_impl(string impl_name, Type impl_type) =>
+            _get_generic_impl(impl_name, impl_type.GetGenericArguments());
+
+         static Lookup _get_generic_impl(string impl_name, Type[] key_value_types) =>
+            (Lookup)typeof(_GenericImpls<,>)
+               .MakeGenericType(key_value_types)
+               .GetField(nameof(_GenericImpls<int, int>.idictionary))
+               .GetValue(null);
+
+         static class _GenericImpls<TKey, TValue> {
+            public static readonly Lookup
+               idictionary = _idictionary,
+               ireadonly_dictionary = _ireadonly_dictionary,
+               ilookup = _ilookup;
+
+            static bool _idictionary(object lookup, object key, out object result) {
+               if (key is TKey k && lookup is IDictionary<TKey, TValue> d && d.TryGetValue(k, out var value)) {
+                  result = value;
+                  return true;
+               }
+               result = null;
+               return false;
+            }
+
+            static bool _ireadonly_dictionary(object lookup, object key, out object result) {
+               if (key is TKey k && lookup is IReadOnlyDictionary<TKey, TValue> rod && rod.TryGetValue(k, out var value)) {
+                  result = value;
+                  return true;
+               }
+               result = null;
+               return false;
+            }
+
+            static bool _ilookup(object lookup, object key, out object result) {
+               if ((key is TKey k) && lookup is ILookup<TKey, TValue> l && l.Contains(k)) {
+                  result = l[k];
+                  return true;
+               }
+               result = null;
+               return false;
+            }
+         }
+
+         static class _NonGenericImpls {
+            public static readonly Lookup
+               idictionary = _idictionary;
+
+            static bool _idictionary(object lookup, object key, out object result) {
+               var dict = (IDictionary)lookup;
+               if (dict.Contains(key)) {
+                  result = dict[key];
+                  return true;
+               }
+               result = null;
+               return false;
+            }
+         }
+      }
+   }
+}

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

@@ -9,6 +9,29 @@ using CompositeDisposable = System.Reactive.Disposables.CompositeDisposable;
 
 namespace mbts.ui.extensions {
    static class FrameworkElementHelper {
+      /// <summary>
+      /// Invokes the specified action immediately if the element is already loaded, otherwise hooks up to the <see cref="FrameworkElement.Loaded"/> event,
+      /// and [conditionally]invokes the specified action if <paramref name="should_still_execute"/> returns true.
+      /// </summary>
+      /// <param name="element">The element that must be loaded before the specified action is invoked.</param>
+      /// <param name="action">The action to invoke when the element is loaded.</param>
+      /// <param name="should_still_execute">If the element is not already loaded, this delegate determines whether or not to invoke the action in the Loaded event callback.</param>
+      /// <returns></returns>
+      public static void InvokeOnLoaded(this FrameworkElement element, Action action, Func<bool> should_still_execute) {
+         if (action == null)
+            throw new ArgumentNullException(nameof(action));
+         if (element.IsLoaded) {
+            action();
+         } else {
+            element.Loaded += on_loaded;
+            void on_loaded(object sender, RoutedEventArgs e) {
+               element.Loaded -= on_loaded;
+               if (should_still_execute())
+                  action();
+            }
+         }
+      }
+
       public static Point GetCenter(this FrameworkElement element) =>
          new Point(element.ActualWidth * 0.5, element.ActualHeight * 0.5);
 

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

@@ -0,0 +1,61 @@
+using mbts.ui.controls;
+using mbts.ui.extensions;
+using System.Windows;
+using System.Windows.Controls;
+
+namespace mbts.ui {
+   static class ScrollViewerBehavior {
+      public static readonly DependencyProperty VerticalOffsetProperty =
+         DependencyProperty.RegisterAttached("VerticalOffset", typeof(double), typeof(ScrollViewerBehavior), new PropertyMetadata(double.NaN, OnVerticalOffsetChanged));
+
+      static void OnVerticalOffsetChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is ScrollViewer scroll) {
+            double voff = DoubleHelper.nan_cast(e.NewValue);
+            // Ignore small deltas to prevent strange layout rounding issues/loops.
+            // Be mindful that small deltas are not accumulated into a single larger delta.
+            if (!double.IsNaN(voff) && !DoubleHelper.are_close(DoubleHelper.nan_cast(e.OldValue), voff, DoubleUtil.MIN_SCROLL_DELTA)) {
+               scroll.InvokeOnLoaded(() => scroll.ScrollToVerticalOffset(voff),
+                  () => scroll.GetValue(VerticalOffsetProperty) is double curr_voff && curr_voff == voff);
+            }
+         }
+      }
+
+      public static double GetVerticalOffset(DependencyObject d) => (double)d.GetValue(VerticalOffsetProperty);
+      public static void SetVerticalOffset(DependencyObject d, double value) => d.SetValue(VerticalOffsetProperty, value);
+
+      public static readonly DependencyProperty EnableTwoWayVerticalOffsetBindingProperty =
+         DependencyProperty.RegisterAttached("EnableTwoWayVerticalOffsetBinding", typeof(bool), typeof(ScrollViewerBehavior), new PropertyMetadata(false, OnEnableTwoWayVerticalOffsetBindingChanged));
+
+      static void OnEnableTwoWayVerticalOffsetBindingChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is ScrollViewer scroll) {
+            if ((bool)e.NewValue) {
+               scroll.ScrollChanged += EnableTwoWayVerticalOffsetBindingUtils.on_scroll_changed;
+            } else {
+               scroll.ScrollChanged -= EnableTwoWayVerticalOffsetBindingUtils.on_scroll_changed;
+            }
+         }
+      }
+
+      public static bool GetEnableTwoWayVerticalOffsetBinding(DependencyObject d) => (bool)d.GetValue(EnableTwoWayVerticalOffsetBindingProperty);
+      public static void SetEnableTwoWayVerticalOffsetBinding(DependencyObject d, bool value) => d.SetValue(EnableTwoWayVerticalOffsetBindingProperty, value);
+
+      public static readonly DependencyProperty VerticalOffsetMirrorBusyProperty =
+         DependencyProperty.RegisterAttached("VerticalOffsetMirrorBusy", typeof(bool), typeof(ScrollViewerBehavior), new PropertyMetadata(false));
+
+      static class EnableTwoWayVerticalOffsetBindingUtils {
+         public static void on_scroll_changed(object sender, ScrollChangedEventArgs e) {
+            if (e.VerticalChange != 0 && sender is ScrollViewer scroll) {
+               if (!(bool)scroll.GetValue(VerticalOffsetMirrorBusyProperty)) {
+                  scroll.SetValue(VerticalOffsetMirrorBusyProperty, true);
+                  // scroll changes could get noisy while layouts are being processed;
+                  // let everything settle down before updating the VerticalOffset binding sources/targets.
+                  scroll.Dispatcher.InvokeAsync(() => {
+                     scroll.SetCurrentValue(VerticalOffsetProperty, scroll.VerticalOffset);
+                     scroll.SetValue(VerticalOffsetMirrorBusyProperty, false);
+                  }, System.Windows.Threading.DispatcherPriority.ApplicationIdle);
+               }
+            }
+         }
+      }
+   }
+}

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

@@ -236,6 +236,14 @@ namespace mbts.ui.extensions {
          target.ScrollChanged += callback;
          return Disposable.Create(() => target.ScrollChanged -= callback);
       }
+
+      public static bool TryScrollToVerticalOffset(this ScrollViewer scroll_viewer, double vertical_offset) {
+         if (vertical_offset >= 0 && scroll_viewer.IsLoaded && vertical_offset < scroll_viewer.ExtentHeight - scroll_viewer.ViewportHeight) {
+            scroll_viewer.ScrollToVerticalOffset(vertical_offset);
+            return true;
+         }
+         return false;
+      }
    }
 
    public static class TextBoxExtensions {

src/client/spark/view/Resources/ResourceKeys.cs

@@ -0,0 +1,9 @@
+namespace mbts.ui {
+   static class ResourceKeys {
+      public const string
+         Securities = nameof(Securities),
+         Accounts = nameof(Accounts),
+         Users = nameof(Users),
+         Sides = nameof(Sides);
+   }
+}

src/client/spark/view/Resources/TemplateKeys.cs

@@ -0,0 +1,6 @@
+namespace mbts.ui {
+   static class TemplateKeys {
+      public const string
+         SecurityKey = nameof(SecurityKey);
+   }
+}

src/client/spark/view/Shell/Login/LoginModel.cs

@@ -15,8 +15,7 @@ namespace mbts.ui.shell {
    // The LoginContainer participates in the startup Import/Export dependency system
    // Since the login form should not depend on *anything* it will be shown before this is created
    // Once this is created it access the global LoginModel and retrieves the username
-   internal class LoginContainer
-   {
+   class LoginContainer {
       [ImportingConstructor]
       public LoginContainer(ServiceContext context) {
          var model = LoginModel.instance;
@@ -28,10 +27,8 @@ namespace mbts.ui.shell {
          model.Dispose();
       }
 
-      [Export(Exports.UserName)]
       public string UserName { get; private set; }
 
-      [Export(Exports.UserID)]
       public uint UserId { get; private set; }
 
       [Export]
@@ -42,13 +39,6 @@ namespace mbts.ui.shell {
 
       [Export("workspace")]
       public string Workspace { get; private set; }
-
-      public static class Exports {
-         public const string
-            UserName = "username",
-            UserID = "userid",
-            UserTuple = "usertuple";
-      }
    }
 
    public struct User {

src/client/spark/view/Shell/Settings/ShellSettingsDialogVM.cs

@@ -130,8 +130,10 @@ namespace mbts.spark {
       DialogSkirtItem _apply_item, _ok_item, _cancel_item;
       MenuItemVM _import_item, _export_item, _load_factory_item;
 
-      public ProfiledShellSettingsDialogVM(ISettingsProfileService<T> profile_service, Func<UserSettings, T> get_fallback, Func<T, TVM> vm_factory, Func<T, T> normalize, T init, string file_ext, uint settings_id = 0) {
+      public ProfiledShellSettingsDialogVM(ISettingsProfileService<T> profile_service, Func<UserSettings, T> get_fallback, Func<T, TVM> vm_factory, Func<T, T> normalize, T init, string file_ext, Func<T, T, bool> profile_equals = null, uint settings_id = 0) {
          _vm_factory = vm_factory;
+         if (profile_equals == null)
+            profile_equals = EqualityComparer<T>.Default.Equals;
          // profile collections
          var skip_local = profiles.WrapSkip(1);
          var skip_local_wrapper = skip_local.WrapSelector(
@@ -185,12 +187,19 @@ namespace mbts.spark {
                      continue;
                   i = ~i;
                   var temp = ns.with(value: normalize(ns.value));
-                  skip_local_wrapper.Insert(i, temp);
                   if (settings_id == temp.id) {
-                     if (temp.value.Equals(init))
-                        selected_profile = skip_local[i];
                      settings_id = 0;
+                     if (profile_equals(temp.value, init)) {
+                        if (!temp.value.Equals(init)) {
+                           // they aren't exactly equal (don't overwrite any props in 'init' - use it to create the vm)
+                           temp = temp.with(value: init);
+                        }
+                        skip_local_wrapper.Insert(i, temp);
+                        selected_profile = skip_local[i];
+                        continue;
+                     }
                   }
+                  skip_local_wrapper.Insert(i, temp);
                }
             }));
 

src/client/spark/view/Shell/ShellModel.cs

@@ -114,10 +114,16 @@ namespace mbts.ui
       }
 
       public void Dispose() {
-         foreach (IShellModule module in _modules.OrderBy(m => m.priority).Reverse()) {
+         foreach (var module in _modules.OrderBy(m => m.priority).Reverse()) {
             module.Dispose();
          }
          _modules.Clear();
+         foreach (var daemon in _services) {
+            if (daemon is IDisposable d) {
+               d.Dispose();
+            }
+         }
+         _services.Clear();
       }
    }
 }

src/client/spark/view/Shell/ViewModels/LauncherVM.cs

@@ -12,8 +12,7 @@ using System.Windows.Input;
 
 namespace mbts.ui.shell {
    [Export(typeof(ILauncher))]
-   public class LauncherVM : ViewModelBase, ILauncher
-   {
+   public class LauncherVM : ViewModelBase, ILauncher {
       Window _window;
       string _user;
       readonly IBus _bus;
@@ -23,9 +22,9 @@ namespace mbts.ui.shell {
       [ImportingConstructor]
       public LauncherVM(
          ObservableCollection<IShellModule> modules, 
-         [Import(LoginContainer.Exports.UserName)]string username, 
+         UserTuple user, 
          ErrorReporter errors, IBus bus) {
-         _user = username;
+         _user = user.name;
          _modules = new ObservableAutoWrapper<ShellModuleVM, IShellModule>(modules, m => new ShellModuleVM(m, bus));
          _error_service = errors;
          _bus = bus;
@@ -123,7 +122,7 @@ namespace mbts.ui.shell {
          _shown = true;
          if (_window != null) {
             Application.Current.ShutdownMode = ShutdownMode.OnMainWindowClose;
-            if (shown != null) shown();
+            shown?.Invoke();
             _window.Show();
          }
       }
@@ -140,4 +139,4 @@ namespace mbts.ui.shell {
 
       #endregion
    }
-}
+}

src/client/spark/view/Shell/ViewModels/ShellThreadFactory.cs

@@ -42,8 +42,8 @@ namespace mbts.ui.shell
             try {
                Dispatcher.Run();
             }
-            catch (Exception e) {
-               Log.assert(false, e.ToString());
+            catch (Exception ex) {
+               Log.assert(false, $"Exception on dispatcher thread '{name}': {ex}.");
             }
             finally {
                Log.Ui.info("Disposing slow {0} and cleaning up background thread.".fmt(name));

src/client/spark/view/Spark/ContractPicker/ContractPickerModel.cs

@@ -20,8 +20,8 @@ namespace mbts.spark {
       readonly IRaiseCanExecuteChangedCommand _add_criteria_command, _remove_criteria_command, _ok_button_command;
 
       bool _allow_empty, _is_edit_mode;
-      SecurityImmutable? _pending_sec;
-      (SecurityCriteria criteria, SecurityImmutable? sec, SecurityMD? md)? _snapshot;
+      uint? _pending_sec_key;
+      (SecurityCriteria criteria, uint? sec, SecurityMD? md)? _snapshot;
 
       public ContractPickerModel(IBus bus, bool edit_mode, SecurityCriteria existing_criteria, SecurityCriteria world_view_filter = null)
          : this(bus.subscribe(SecuritiesTag), edit_mode, existing_criteria, world_view_filter) { }
@@ -209,9 +209,9 @@ namespace mbts.spark {
          _update_security_types();
          _update_symbols();
          _update_securities();
-         if (_pending_sec.HasValue && changed_securities.ContainsKey(_pending_sec.Value.Id)) {
-            select_security_request?.Invoke(_pending_sec.Value);
-            _pending_sec = null;
+         if (_pending_sec_key.HasValue && changed_securities.TryGetValue(_pending_sec_key.Value, out var smd)) {
+            select_security_request?.Invoke(smd.security);
+            _pending_sec_key = null;
          }
       }
       internal void criteria_selection_changed(IEnumerable<SecurityCriteriaClause> selected_clauses) {
@@ -229,6 +229,8 @@ namespace mbts.spark {
          security_criteria_clause_changed?.Invoke(this, e);
       }
 
+      public bool is_editing => _snapshot.HasValue;
+
       public ObservableCollection<Venue> all_exchanges { get; } = new ObservableCollection<Venue>();
 
       public List<Venue> selected_exchanges = new List<Venue>();
@@ -298,7 +300,22 @@ namespace mbts.spark {
                   if (all_securities.ContainsKey(value.Value.security.Id)) {
                      select_security_request?.Invoke(value.Value.security);
                   } else {
-                     _pending_sec = value.Value.security;
+                     _pending_sec_key = value.Value.security.Id;
+                  }
+               }
+            }
+         }
+      }
+
+      public uint? selected_security_key {
+         get => selected_securities.Count == 1 && all_securities.TryGetValue(selected_securities[0], out var smd) ? smd.security.Id : (uint?)null;
+         set {
+            if (value != selected_security_key) {
+               if (value.HasValue) {
+                  if (all_securities.TryGetValue(value.Value, out var smd)) {
+                     select_security_request?.Invoke(smd.security);
+                  } else {
+                     _pending_sec_key = value.Value;
                   }
                }
             }
@@ -313,7 +330,7 @@ namespace mbts.spark {
                   if (all_securities.ContainsKey(value.Value.Id)) {
                      select_security_request?.Invoke(value.Value);
                   } else {
-                     _pending_sec = value.Value;
+                     _pending_sec_key = value.Value.Id;
                   }
                }
             }
@@ -336,18 +353,19 @@ namespace mbts.spark {
       }
 
       #region IEditableObject
-      public void BeginEdit() => _snapshot = (result_criteria, _pending_sec ?? selected_security, selected_security_md);
+      public void BeginEdit() => _snapshot = (result_criteria, _pending_sec_key ?? selected_security_key, selected_security_md);
       public void EndEdit() => _snapshot = null;
       public void CancelEdit() {
          if (_snapshot.HasValue) {
             var (criteria, sec, md) = _snapshot.Value;
             security_criteria_clauses.SetItems(criteria.clauses);
-            selected_security = sec;
+            selected_security_key = sec;
             /// A <see cref="_pending_sec"/> may have been used to create the snapshot when <see cref="BeginEdit"/> was called (this happens when securities are loaded lazily).
             /// If this is the case, pending sec was assigned to the <see cref="_snapshot"/> security;
             /// check if the security is now present in <see cref="all_securities"/>, if so, use that value instead of the null.
-            selected_security_md = sec.HasValue && !md.HasValue && all_securities.TryGetValue(sec.Value.Id, out var md_match) ? md_match : md;
+            selected_security_md = sec.HasValue && !md.HasValue && all_securities.TryGetValue(sec.Value, out var md_match) ? md_match : md;
             _snapshot = null;
+            RaisePropertyChanged(nameof(selected_security));
             _add_criteria_command.RaiseCanExecuteChanged();
             _remove_criteria_command.RaiseCanExecuteChanged();
          }

src/client/spark/view/Spark/ContractPicker/ContractPickerPopup.xaml.cs

@@ -2,6 +2,7 @@
 using mbts.spark;
 using mbts.ui.converters;
 using mbts.ui.shell;
+using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.Specialized;
@@ -16,8 +17,11 @@ namespace mbts.ui.controls {
    partial class ContractPickerPopup : PopupControl {
       public static readonly EventHandler
          FlushSelectedCriteriaHandler = (s, e) => (s as ContractPickerPopup)?.GetBindingExpression(SelectedCriteriaProperty)?.UpdateSource(),
+         FlushSelectedSecurityKeyHandler = (s, e) => (s as ContractPickerPopup)?.GetBindingExpression(SelectedSecurityKeyProperty)?.UpdateSource(),
          FlushSelectedSecurityHandler = (s, e) => (s as ContractPickerPopup)?.GetBindingExpression(SelectedSecurityProperty)?.UpdateSource();
 
+      readonly PropertyUpdateGate _selection_sync_gate = new PropertyUpdateGate();
+
       IReadOnlyDictionary<uint, SecurityMD> _cached_security_map = DictionaryHelper.empty<uint, SecurityMD>();
       ContractPickerPopupController _controller;
       bool _allow_empty, _is_lazy;
@@ -97,12 +101,55 @@ namespace mbts.ui.controls {
       }
       #endregion
 
+      #region SelectedSecurityKey
+      public static readonly DependencyProperty SelectedSecurityKeyProperty =
+         WPFHelper.create_dp<uint?, ContractPickerPopup>(
+            nameof(SelectedSecurityKey),
+            FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
+            (o, v) => {
+               o.Controller.model.selected_security_key = v;
+               o._selection_sync_gate.try_update(() => o._sync_selection_props(o.SelectedSecurityMD, o.SelectedSecurity, v, v));
+            });
+            //(o, base_value) => base_value is uint u && u != 0 ? u : (uint?)null);
+
+      public uint? SelectedSecurityKey {
+         get => GetValue(SelectedSecurityKeyProperty) as uint?;
+         set => SetValue(SelectedSecurityKeyProperty, value);
+      }
+      #endregion
+
+      enum SecurityProp {
+         Security,
+         SecurityMD,
+         ID
+      }
+
+      void _sync_selection_props(SecurityMD? curr_sec_md, SecurityImmutable? curr_sec, uint? curr_sec_key, uint? target_sec_key) {
+         if (curr_sec_key != target_sec_key) {
+            SetCurrentValue(SelectedSecurityKeyProperty, target_sec_key);
+         }
+         bool sec_md_dirty = target_sec_key != (curr_sec_md?.security)?.Id;
+         bool sec_dirty = target_sec_key != curr_sec?.Id;
+         if (sec_md_dirty || sec_dirty) {
+            curr_sec_md = target_sec_key.HasValue && _cached_security_map.TryGetValue(target_sec_key.Value, out var smd) ? smd : (SecurityMD?)null;
+            if (sec_md_dirty)
+               SetCurrentValue(SelectedSecurityMDProperty, curr_sec_md);
+            if (sec_dirty)
+               SetCurrentValue(SelectedSecurityProperty, curr_sec_md?.security);
+         }
+         if (!IsEditMode)
+            SetCurrentValue(SelectedCriteriaProperty, target_sec_key.HasValue ? SecurityCriteria.from_keys(new[] { target_sec_key.Value }) : null);
+      }
+
       #region SelectedSecurity
       public static readonly DependencyProperty SelectedSecurityProperty =
          WPFHelper.create_dp<SecurityImmutable?, ContractPickerPopup>(
             nameof(SelectedSecurity),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, v) => o.Controller.model.selected_security = v);
+            (o, v) => {
+               o.Controller.model.selected_security = v;
+               o._selection_sync_gate.try_update(() => o._sync_selection_props(o.SelectedSecurityMD, v, o.SelectedSecurityKey, v?.Id));
+            });
 
       public SecurityImmutable? SelectedSecurity {
          get => GetValue(SelectedCriteriaProperty) as SecurityImmutable?;
@@ -115,7 +162,10 @@ namespace mbts.ui.controls {
          WPFHelper.create_dp<SecurityMD?, ContractPickerPopup>(
             nameof(SelectedSecurityMD),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, v) => o.Controller.model.selected_security_md = v);
+            (o, v) => {
+               o.Controller.model.selected_security_md = v;
+               o._selection_sync_gate.try_update(() => o._sync_selection_props(v, o.SelectedSecurity, o.SelectedSecurityKey, (v?.security)?.Id));
+            });
 
       public SecurityMD? SelectedSecurityMD {
          get => GetValue(SelectedCriteriaProperty) as SecurityMD?;
@@ -248,12 +298,10 @@ namespace mbts.ui.controls {
             }
             void on_cancel() {
                model.CancelEdit();
-               propagate_to_owner();
                owner.CancelClick?.Invoke(owner, EventArgs.Empty);
             }
             void propagate_to_owner() {
-               owner.set_current_if_changed(SelectedSecurityMDProperty, owner.Controller.model.selected_security_md);
-               owner.set_current_if_changed(SelectedSecurityProperty, owner.Controller.model.selected_security);
+               owner.set_current_if_changed(SelectedSecurityKeyProperty, owner.Controller.model.selected_security_key);
                owner.set_current_if_changed(SelectedCriteriaProperty, owner.Controller.model.result_criteria);
             }
          }
@@ -262,4 +310,4 @@ namespace mbts.ui.controls {
          public SecurityCriteria selected_criteria => _selected_criteria.Value;
       }
    }
-}
+}

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

@@ -0,0 +1,13 @@
+using System.Windows;
+
+namespace mbts.ui {
+   class BindingProxy : FrameworkElement {
+      public static readonly DependencyProperty ValueProperty =
+         DependencyProperty.Register(nameof(Value), typeof(object), typeof(BindingProxy));
+
+      public object Value {
+         get => GetValue(ValueProperty);
+         set => SetValue(ValueProperty, value);
+      }
+   }
+}

src/client/spark_api/api/Update.cs

@@ -8,7 +8,6 @@ using System.Linq;
 using System.Reactive.Concurrency;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Text;
 
 namespace bts.api.core {
@@ -94,38 +93,38 @@ namespace bts.api.core {
          new Update<T, TKey>(new T[0], new T[0], new Change<T>[0], new T[0], key_extractor);
 
       public Update<T,TKey> merge(Update<T, TKey> next) {
-         var comp = new RowEqualityComparer<T, TKey>(_key);
-         var added = this.added as HashSet<T> ?? new HashSet<T>(this.added, comp);
+         var added = this.added as KeyedValueSet<TKey, T> ?? new KeyedValueSet<TKey, T>(this.added, _key);
          var changes = this.changed as ChangeDict<T,TKey> ?? new ChangeDict<T,TKey>(this.changes, _key);
-         var removed = this.removed as HashSet<T> ?? new HashSet<T>(this.removed, comp);
+         var removed = this.removed as KeyedValueSet<TKey, T> ?? new KeyedValueSet<TKey, T>(this.removed, _key);
 
          // Add
-         added.UnionWith(next.added);
+         foreach (var v in next.added) {
+            var k = _key(v);
+            if (removed.Remove(k, out var oldval)) {
+               changes.AddOrMerge(new Change<T>(oldval, v));
+            } else {
+               added[k] = v;
+            }
+         }
 
          // Change
          foreach (var c in next.changes) {
-            if (added.Contains(c.Old)) {
-               added.Remove(c.Old);
-               added.Add(c.New);
-            }
-            else {
+            var k = _key(c.Old);
+            if (!added.Replace(k, c.New))
                changes.AddOrMerge(c);
-            }
          }
 
          // Remove
          foreach (var r in next.removed) {
-            if (!added.Remove(r)) {
-               removed.Add(r);
-            }
-            changes.Remove(_key(r));
+            var k = _key(r);
+            if (!added.Remove(k))
+               removed[k] = changes.TryRemove(k, out var ch) ? ch.Old : r;
          }
 
          return new Update<T, TKey>(
             next.all,
             added, changes, removed, 
-            _key
-            );
+            _key);
       }
 
       public IEnumerable<T> all { get; }
@@ -148,6 +147,39 @@ namespace bts.api.core {
 #endif
    }
 
+   class KeyedValueSet<TKey, TValue> : IEnumerable<TValue> {
+      readonly Dictionary<TKey, TValue> _cache = new Dictionary<TKey, TValue>();
+
+      public KeyedValueSet(IEnumerable<TValue> value, Func<TValue, TKey> key) {
+         foreach (var v in value)
+            _cache[key(v)] = v;
+      }
+
+      public TValue this[TKey key] {
+         set => _cache[key] = value;
+      }
+
+      public bool Remove(TKey key) =>
+         _cache.Remove(key);
+
+      public bool Remove(TKey key, out TValue value) =>
+         _cache.TryGetValue(key, out value) && _cache.Remove(key);
+
+      public bool Replace(TKey key, TValue value) {
+         if (_cache.ContainsKey(key)) {
+            _cache[key] = value;
+            return true;
+         }
+         return false;
+      }
+
+      public IEnumerator<TValue> GetEnumerator() =>
+         _cache.Values.GetEnumerator();
+
+      IEnumerator IEnumerable.GetEnumerator() =>
+         GetEnumerator();
+   }
+
    class ChangeDict<T, TKey> : IEnumerable<Change<T>> {
       Dictionary<TKey, Change<T>> _changes;
       Func<Change<T>, TKey> _key;
@@ -167,9 +199,11 @@ namespace bts.api.core {
          return null;
       }
 
-      public void Remove(TKey key) {
+      public bool Remove(TKey key) =>
          _changes.Remove(key);
-      }
+
+      public bool TryRemove(TKey key, out Change<T> result) =>
+         _changes.TryGetValue(key, out result) && _changes.Remove(key);
 
       #region IEnumerable
       public IEnumerator<Change<T>> GetEnumerator() {
@@ -181,31 +215,6 @@ namespace bts.api.core {
       #endregion
    }
 
-   struct RowEqualityComparer<T,TKey> : IEqualityComparer<T>, IEqualityComparer<Change<T>>
-      where TKey : IEquatable<TKey> {
-      readonly Func<T,TKey> _key;
-
-      public RowEqualityComparer(Func<T,TKey> key) {
-         _key = key;
-      }
-
-      public bool Equals(T x, T y) {
-         return _key(x).Equals(_key(y));
-      }
-
-      public bool Equals(Change<T> x, Change<T> y) {
-         return Equals(x.New, y.New);
-      }
-
-      public int GetHashCode(T obj) {
-         return _key(obj).GetHashCode();
-      }
-
-      public int GetHashCode(Change<T> c) {
-         return GetHashCode(c.New);
-      }
-   }
-
    public class TableUpdate<T, TKey> where TKey : IEquatable<TKey> {
       // warning: this does not have a key_extractor
       public static readonly TableUpdate<T, TKey> empty = new TableUpdate<T, TKey>(ImmutableDictionary<TKey, T>.Empty, Array.Empty<T>(), Array.Empty<Change<T>>(), Array.Empty<T>(), null);
@@ -736,13 +745,19 @@ namespace bts.api.core {
             return new CompositeDisposable(source.Subscribe(aggregator.on_left), right.Subscribe(aggregator.on_right));
          });
 
-      public static IObservable<TResult> AggregateLatest<TLeft, TRight, TAggregate, TResult>(this IObservable<TLeft> source, IObservable<TRight> right,
-         Func<TAggregate, Change<TLeft>, TRight, TAggregate> update_left, Func<TAggregate, TLeft, Change<TRight>, TAggregate> update_right, TAggregate seed,
+      public static IObservable<TResult> AggregateLatest<TLeft, TRight, TAggregate, TResult>(
+         this IObservable<TLeft> source,
+         IObservable<TRight> right,
+         Func<TAggregate, Change<TLeft>, TRight, TAggregate> update_left,
+         Func<TAggregate, TLeft, Change<TRight>, TAggregate> update_right,
+         Func<TAggregate> seed_factory,
          Func<TAggregate, TResult> result_selector,
-         TLeft init_left = default, TRight init_right = default) =>
+         TLeft init_left = default,
+         TRight init_right = default) =>
+         //
          Observable.Create<TResult>(o => {
             Log.DataFlow.diag($"Create AggregateLatest (Left: {typeof(TLeft)}, Right: {typeof(TRight)}).");
-            var aggregator = new ConcurrentAggregator<TLeft, TRight, TAggregate>(update_left, update_right, agg => o.OnNext(result_selector(agg)), seed, init_left, init_right);
+            var aggregator = new ConcurrentAggregator<TLeft, TRight, TAggregate>(update_left, update_right, agg => o.OnNext(result_selector(agg)), seed_factory(), init_left, init_right);
             return new CompositeDisposable(source.Subscribe(aggregator.on_left), right.Subscribe(aggregator.on_right));
          });
 
@@ -922,4 +937,4 @@ namespace bts.api.core {
             $"T is '{typeof(T)}', TKey is '{typeof(TKey)}'";
       }
    }
-}
+}

src/client/spark_api/api/Update/TableUpdateFullJoin.cs

@@ -18,7 +18,7 @@ namespace bts.api.core {
          return left_source.AggregateLatest<TableUpdate<TLeft, TKey>, TableUpdate<TRight, TKey>, (TableUpdate<TResult, TKey> result, IReadOnlyDictionary<TKey, TLeft> left_state, IReadOnlyDictionary<TKey, TRight> right_state), TableUpdate<TResult, TKey>>(right_source,
             process_left,
             process_right,
-            (TableUpdate<TResult, TKey>.mk_empty(result_key), new Dictionary<TKey, TLeft>(0), new Dictionary<TKey, TRight>(0)),
+            () => (TableUpdate<TResult, TKey>.mk_empty(result_key), new Dictionary<TKey, TLeft>(0), new Dictionary<TKey, TRight>(0)),
             t => t.result,
             TableUpdate<TLeft, TKey>.mk_empty(left_key), TableUpdate<TRight, TKey>.mk_empty(right_key));
          // left

src/client/spark_api/api/Update/TableUpdateLeftJoin.cs

@@ -20,7 +20,7 @@ namespace bts.api.core {
             right_source,
             process_left,
             process_right,
-            (TableUpdate<TResult, TLeftKey>.mk_empty(result_key), new Dictionary<TRightKey, HashSet<TLeftKey>>()),
+            () => (TableUpdate<TResult, TLeftKey>.mk_empty(result_key), new Dictionary<TRightKey, HashSet<TLeftKey>>()),
             state => state.result,
             TableUpdate<TLeft, TLeftKey>.mk_empty(left_key),
             TableUpdate<TRight, TRightKey>.mk_empty(right_key));

src/client/spark_api/data/UserTuple.cs

@@ -1,15 +1,28 @@
 using System;
 
 namespace bts {
-   struct UserTuple : IEquatable<UserTuple>, IComparable<UserTuple>, IComparable {
+   public readonly struct UserTuple : IEquatable<UserTuple>, IComparable<UserTuple>, IComparable {
+      const string _admin_name = "bts";
+
       public static readonly Func<UserTuple, uint> key_fn = u => u.id;
+      public static UserTuple admin => new UserTuple(0, _admin_name, Permissions.Admin);
 
       public readonly uint id;
       public readonly string name;
+      public readonly Permissions permissions;
 
-      public UserTuple(uint id, string name) {
+      public UserTuple(uint id, string name)
+         : this(id, name, name == _admin_name ? Permissions.Admin : Permissions.Regular) { }
+
+      public UserTuple(uint id, string name, Permissions permissions) {
          this.id = id;
          this.name = name;
+         this.permissions = permissions;
+      }
+
+      public enum Permissions {
+         Regular,
+         Admin
       }
 
       public int CompareTo(UserTuple other) {
@@ -28,4 +41,9 @@ namespace bts {
       public static bool operator ==(UserTuple a, UserTuple b) => a.Equals(b);
       public static bool operator !=(UserTuple a, UserTuple b) => !a.Equals(b);
    }
-}
+
+   public static class UserTupleExtensions {
+      public static bool can_access_user_data(this UserTuple user, uint user_id) =>
+         user.id == user_id || user.permissions == UserTuple.Permissions.Admin;
+   }
+}

src/client/spark_api/md/MDSource.cs

@@ -13,84 +13,78 @@ namespace bts.md {
    enum MDSourceOptions {
       DeferInit = 1,
    }
-   class MDSource : IObserver<List<SecurityAndHandle>>, IDisposable
-   {
+
+   class MDSource : IObserver<List<SecurityAndHandle>>, IDisposable {
       const uint _no_user_id = 0;
+
       protected readonly MDConsumer _consumer = new MDConsumer();
       protected readonly Co2RelayControl _relay;
-      protected DateTime _version = DateTime.MinValue;
       protected readonly ConcurrentDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new ConcurrentDictionary<SecurityKey, SecurityMD>();
-      protected List<IDisposable> _dispose = new List<IDisposable>();
       protected readonly MDSourceOptions _options;
-      readonly uint _user_id;
+      protected DateTime _version = DateTime.MinValue;
+      protected List<IDisposable> _dispose = new List<IDisposable>();
 
-      public MDSource(uint naggle_ms, MDSourceOptions options = 0, uint user_id = _no_user_id)
-      {
+      readonly UserTuple _user;
+      readonly BehaviorSubject<ConcurrentDictionary<SecurityKey, SecurityMD>> _on_securities =
+         new BehaviorSubject<ConcurrentDictionary<SecurityKey, SecurityMD>>(new ConcurrentDictionary<SecurityKey, SecurityMD>());
+
+      public MDSource(uint naggle_ms, MDSourceOptions options = 0)
+         : this(naggle_ms, options, UserTuple.admin) { }
+
+      public MDSource(uint naggle_ms, MDSourceOptions options, UserTuple user) {
          _options = options;
-         _user_id = user_id;
+         _user = user;
          _relay = new Co2RelayControl(_consumer, naggle_ms);
          _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
          _dispose.Add(_consumer.on_security.Subscribe(this));
-         if(!options.HasFlag(MDSourceOptions.DeferInit))
+         if (!options.HasFlag(MDSourceOptions.DeferInit))
             initialize();
       }
 
-      readonly BehaviorSubject<ConcurrentDictionary<SecurityKey, SecurityMD>> _on_securities = 
-         new BehaviorSubject<ConcurrentDictionary<SecurityKey, SecurityMD>>( new ConcurrentDictionary<SecurityKey, SecurityMD>() );
       public IObservable<ConcurrentDictionary<SecurityKey, SecurityMD>> on_securities => _on_securities;
 
-      virtual public void initialize()
-      {
+      public virtual void initialize() =>
          Task.Run(run);
-      }
 
-      public void set_token(AuthTokenImmutable token)
-      {
+      public void set_token(AuthTokenImmutable token) =>
          _relay.set_token(token);
-      }
 
       public void OnCompleted() { }
-      public void OnError(Exception error) => Log.Md.error(error.ToString());
+
+      public void OnError(Exception error) =>
+         Log.Md.error(error.ToString());
+
       public void OnNext(List<SecurityAndHandle> values) {
          if (values.Count > 0) {
             foreach (var v in values) {
-               if (_user_id != _no_user_id &&
-                  v.security.ContractCase == Security.ContractOneofCase.Synthetic &&
-                  v.security.Synthetic.UserId != _user_id &&
-                  v.security.Synthetic.UserId != _no_user_id) {
-                  continue;
+               if (v.security.ContractCase != Security.ContractOneofCase.Synthetic || _user.can_access_user_data(v.security.Synthetic.UserId)) {
+                  var smd = new SecurityMD(new SecurityImmutable(v.security), v.handle);
+                  _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
                }
-               var smd = new SecurityMD(new SecurityImmutable(v.security), v.handle);
-               _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
             }
             _version = DateTime.UtcNow;
          }
       }
 
-      public void Dispose() => Disposable.dispose(_dispose);
-      async protected Task run()
-      {
+      public void Dispose() =>
+         Disposable.dispose(_dispose);
+
+      protected async Task run() {
          DateTime run_version = DateTime.MinValue;
-         while (true)
-         {
+         while (true) {
             var exch = _exchange_sec_map;
             var current_version = _version;
-            if (current_version > run_version)
-            {
+            if (current_version > run_version) {
                run_version = current_version;
-               try
-               {
+               try {
                   Log.Md.info($"MDSource publishing {exch.Count} securities");
                   _on_securities.OnNext(exch);
-               }
-               catch (Exception e)
-               {
+               } catch (Exception e) {
                   Log.Md.error($"Error in publish_securities: {e}");
                }
             }
             await Task.Delay(TimeSpan.FromSeconds(1));
          }
       }
-
    }
-}
+}

src/client/spark_api/md/SecurityMD.cs

@@ -1,13 +1,11 @@
 using bts.api;
 using mbts.co2;
 using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
 
 namespace mbts {
-   struct SecurityMD : IEquatable<SecurityMD> {
+   readonly struct SecurityMD : IEquatable<SecurityMD> {
+      public static readonly Func<SecurityMD, uint> key_fn = smd => smd.security.Id;
+
       public SecurityImmutable security { get; }
       public MDConsumerHandle md { get; }
 
@@ -36,4 +34,4 @@ namespace mbts {
          return !(left == right);
       }
    }
-}
+}

src/client/spark_core/Collections/Extensions/DictionaryExtensions.cs

@@ -278,6 +278,9 @@ namespace System.Collections.Generic {
       public static IComparer<KeyValuePair<TKey, TValue>> key_comparer<TKey, TValue>() =>
          Impl<TKey, TValue>.key_comparer;
 
+      public static IReadOnlyDictionary<TKey, TValue> wrap_value<TKey, TValue>(TKey key, TValue value) =>
+         new Impl<TKey, TValue>.ValueWrapper(key, value);
+
       static class Impl<TKey, TValue> {
          public static readonly IReadOnlyDictionary<TKey, TValue> empty =
             new ReadOnlyDictionary<TKey, TValue>(new Dictionary<TKey, TValue>(0));
@@ -297,6 +300,57 @@ namespace System.Collections.Generic {
             public int Compare(object x, object y) =>
                x is KeyValuePair<TKey, TValue> xkv ? (y is KeyValuePair<TKey, TValue> ykv ? Compare(xkv, ykv) : 1) : -1;
          }
+
+         public class ValueWrapper : IReadOnlyDictionary<TKey, TValue> {
+            readonly TKey _key;
+            readonly TValue _value;
+            readonly IEqualityComparer<TKey> _key_comparer;
+
+            public ValueWrapper(TKey key, TValue value)
+               : this(key, value, EqualityComparer<TKey>.Default) { }
+
+            public ValueWrapper(TKey key, TValue value, IEqualityComparer<TKey> key_comparer) {
+               _key = key;
+               _value = value;
+               _key_comparer = key_comparer;
+            }
+
+            public TValue this[TKey key] =>
+               _key_comparer.Equals(key, _key) ? _value : throw new KeyNotFoundException();
+
+            public int Count => 1;
+
+            public IEnumerable<TKey> Keys {
+               get {
+                  yield return _key;
+               }
+            }
+
+            public IEnumerable<TValue> Values {
+               get {
+                  yield return _value;
+               }
+            }
+
+            public bool ContainsKey(TKey key) => _key_comparer.Equals(key, _key);
+
+            public IEnumerator<KeyValuePair<TKey, TValue>> GetEnumerator() {
+               yield return new KeyValuePair<TKey, TValue>(_key, _value);
+            }
+
+            IEnumerator IEnumerable.GetEnumerator() {
+               yield return new KeyValuePair<TKey, TValue>(_key, _value);
+            }
+
+            public bool TryGetValue(TKey key, out TValue value) {
+               if (_key_comparer.Equals(key, _key)) {
+                  value = _value;
+                  return true;
+               }
+               value = default;
+               return false;
+            }
+         }
       }
    }
 }