test for n legs

We were asserting that completed orders must have non zero fills, but
its easy for an algo to break that so we handle it.

.gitignore

@@ -21,3 +21,5 @@ src/client/sparkcmd/Properties/launchSettings.json
 node_modules
 paket-files
 project.lock.json
+src/server/sparkd/orderman/perf_analysis/data
+src/server/sparkd/orderman/perf_analysis/trace_data/

src/client/spark/Daemons/AboutDaemon.cs

@@ -25,7 +25,7 @@ namespace bts.ui {
       public AboutDaemon(IBus bus, [Import("username")]string username, IBrowserWindowManager browser) {
          _user = username;
          _browser = browser;
-         _dispose = bus.subscribe(SparkTags.About).ObserveOnDispatcher().Subscribe(_ => show_about());
+         _dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
       }
 
       [Conditional("DEBUG")]

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -18,7 +18,7 @@ namespace bts {
       public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model) {
          _orders_model = orders_model;
          _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
-            .ObserveOnDispatcher()
+            .OnDispatcher()
             .Subscribe(_delete_synthetic);
       }
 

src/client/spark/Daemons/ErrorReporter.cs

@@ -7,7 +7,7 @@ using mbts.ui;
 using System;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
-using System.Threading.Tasks;
+using System.Windows.Threading;
 using System.Windows;
 
 namespace bts.spark
@@ -22,18 +22,21 @@ namespace bts.spark
       public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
          _svc = svc;
          _username = username;
-         _dispose = bus.subscribe(SparkTags.Support).ObserveOnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
+         _dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
       }
 
       public void Dispose() {
          Disposable.dispose(ref _dispose);
       }
 
-      public async Task report_error(string message, string title = null, MessageBoxImage? image = null) {
-         var result = await BTSMessageBox.ShowAsync(message, title = "Error", BTSMessageBoxButtons.OK | BTSMessageBoxButtons.Support, image ?? MessageBoxImage.Error);
-         if (result == BTSMessageBoxButtons.Support) {
-            show_support_window(message, title);
-         }
+      public void report_error(string message, string title = null, MessageBoxImage? image = null) {
+         // Error reports are likely to arrive the api thread (which is not an STA thread)
+         Application.Current.Dispatcher.BeginInvoke(async () => {
+            var result = await BTSMessageBox.ShowAsync(message, title = "Error", BTSMessageBoxButtons.OK | BTSMessageBoxButtons.Support, image ?? MessageBoxImage.Error);
+            if (result == BTSMessageBoxButtons.Support) {
+               show_support_window(message, title);
+            }
+         });
       }
 
       public void show_support_window(string message, string title) {
@@ -70,11 +73,11 @@ namespace bts.spark
                return (get_successful_rv(result.value), string.Empty);
             else {
                string error_msg = template.fmt(error);
-               error_reporter.report_error(error_msg).ignore();
+               error_reporter.report_error(error_msg);
                return (get_unsuccessful_rv(), error_msg);
             }
          } else {
-            error_reporter.report_error(result.error_message).ignore();
+            error_reporter.report_error(result.error_message);
             return (get_unsuccessful_rv(), result.error_message);
          }
       }

src/client/spark/Daemons/OrderTicketDaemon.cs

@@ -28,11 +28,11 @@ namespace bts.shell {
          _model = model;
          _error_reporter = error_reporter;
          _dispose = Disposable.Create(
-            model.on_orders.ObserveOnDispatcher().Subscribe(o => _orders = o),
-            bus.subscribe(SparkTags.SecuritiesTag).ObserveOnDispatcher().Subscribe(m =>_md_map = m),
-            bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).ObserveOnDispatcher().Subscribe(_show_order_ticket),
-            bus.subscribe(SparkTags.ShowOrderTicketTag).ObserveOnDispatcher().Subscribe(_show_order_ticket),
-            bus.subscribe(SparkTags.ShowModifyOrderTag).ObserveOnDispatcher().Subscribe(_show_modify_order)
+            model.on_orders.OnDispatcher().Subscribe(o => _orders = o),
+            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m =>_md_map = m),
+            bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).OnDispatcher().Subscribe(_show_order_ticket),
+            bus.subscribe(SparkTags.ShowOrderTicketTag).OnDispatcher().Subscribe(_show_order_ticket),
+            bus.subscribe(SparkTags.ShowModifyOrderTag).OnDispatcher().Subscribe(_show_modify_order)
          );
       }
 

src/client/spark/Daemons/SecurityPickerDaemon.cs

@@ -23,10 +23,10 @@ namespace bts {
       public SecurityPickerDaemon(IBus bus) {
          _bus = bus;
          _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.ShowPickOne).ObserveOnDispatcher().Subscribe(show_pick_one),
-            bus.subscribe(SparkTags.FilterPickOne).ObserveOnDispatcher().Subscribe(show_filtered_pick_one),
-            bus.subscribe(SparkTags.ShowPickMultiple).ObserveOnDispatcher().Subscribe(show_pick_multiple),
-            bus.subscribe(SparkTags.ShowAndEditPickMultiple).ObserveOnDispatcher().Subscribe(show_and_edit_pick_multiple)
+            bus.subscribe(SparkTags.ShowPickOne).OnDispatcher().Subscribe(show_pick_one),
+            bus.subscribe(SparkTags.FilterPickOne).OnDispatcher().Subscribe(show_filtered_pick_one),
+            bus.subscribe(SparkTags.ShowPickMultiple).OnDispatcher().Subscribe(show_pick_multiple),
+            bus.subscribe(SparkTags.ShowAndEditPickMultiple).OnDispatcher().Subscribe(show_and_edit_pick_multiple)
          );
       }
 

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

@@ -78,11 +78,11 @@ namespace mbts.spark {
             _animation.AnimationsChanged += on_animations_changed;
             void on_animations_changed() => RaisePropertyChanged(nameof(animations));
             _dispose = Disposable.Create(
-               _orders_model.on_security_orders(security.Id).ObserveOnDispatcher().Subscribe(_on_orders),
-               _position.ObserveOnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
-               _inside_bids.ObserveOnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
-               _inside_asks.ObserveOnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
-               _day_change.ObserveOnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
+               _orders_model.on_security_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
+               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
+               _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
+               _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
+               _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
                Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
             );
          }

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

@@ -81,7 +81,7 @@ namespace mbts.spark {
          }
          //
          _resources.AddRange(
-            state.ObserveOnDispatcher().Subscribe(s => {
+            state.OnDispatcher().Subscribe(s => {
                using (rows_view.DeferRefresh()) {
                   rows_view.SetSortingCriteria(s.sorting_criteria);
                   var filters = s.filters;

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

@@ -57,7 +57,7 @@ namespace mbts.spark {
             SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
             SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count < 3, secs => new SecurityCriteria(secs))
          };
-         _subscriptions = _bus.subscribe(update_securities_tag).ObserveOnDispatcher().Subscribe(c =>
+         _subscriptions = _bus.subscribe(update_securities_tag).OnDispatcher().Subscribe(c =>
             _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states())));
       }
 

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

@@ -16,7 +16,7 @@ namespace bts.shell {
       public MarketViewWindowFactory(MarketShellModule module, IBus bus, OrdersModel orders_model) : base(module, "MarketView") {
          _bus = bus;
          _orders_model = orders_model;
-         _dispose = bus.subscribe(SparkTags.ShowMarketViewTag).ObserveOnDispatcher().Subscribe(_show);
+         _dispose = bus.subscribe(SparkTags.ShowMarketViewTag).OnDispatcher().Subscribe(_show);
       }
 
       public override Task<IShellWindow> load(StartupData state) =>

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesWindow.cs

@@ -47,8 +47,8 @@ namespace mbts.spark {
          _vm = new SingleValuePump<TimeAndSalesVM>();
          var update_securities_tag = new SparkTags.SparkTag<SecurityCriteria>("TimeAndSales Callback");
          var update_securities_cmd = SparkCommand.create("Update Time and Sales", Icon, update_securities_tag);
-         var current_smd_source = _vm.observable.SelectMany(vm => vm.current_security_md_observable(_bus)).ObserveOnDispatcher();
-         var selected_secs_source = _vm.observable.SelectMany(vm => vm.selected_securities_observable()).ObserveOnDispatcher();
+         var current_smd_source = _vm.observable.SelectMany(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
+         var selected_secs_source = _vm.observable.SelectMany(vm => vm.selected_securities_observable()).OnDispatcher();
          _commands = new SparkCommand[] {
             SparkCommand.create("Change Securities", Icons.Admin, SparkTags.ShowAndEditPickMultiple, () => (update_securities_cmd, _state.security_criteria)),
             SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
@@ -56,7 +56,7 @@ namespace mbts.spark {
             SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
             SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria)
          };
-         _subscriptions = _bus.subscribe(update_securities_tag).ObserveOnDispatcher().Subscribe(update_criteria);
+         _subscriptions = _bus.subscribe(update_securities_tag).OnDispatcher().Subscribe(update_criteria);
          _initialize();
 
          bool always_true<T>(T _) => true;

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

@@ -23,7 +23,7 @@ namespace bts.shell {
 
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
-            bus.subscribe(SparkTags.ShowTimeAndSalesTag).ObserveOnDispatcher().Subscribe(show)
+            bus.subscribe(SparkTags.ShowTimeAndSalesTag).OnDispatcher().Subscribe(show)
          );
       }
 

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

@@ -98,9 +98,9 @@ namespace bts.shell {
       void IInitializable.initialize() {
          Disposable.dispose(ref _dispose);
          _dispose = Disposable.Create(
-            _bus.subscribe(SparkTags.ShowSyntheticCreateTag).ObserveOnDispatcher().Subscribe(_show_synthetic_create),
-            _bus.subscribe(SparkTags.ShowSyntheticStrategyTag).ObserveOnDispatcher().Subscribe(_show_synthetic_strategy),
-            _bus.subscribe(SparkTags.ShowSyntheticCloneTag).ObserveOnDispatcher().Subscribe(_show_synthetic_clone)
+            _bus.subscribe(SparkTags.ShowSyntheticCreateTag).OnDispatcher().Subscribe(_show_synthetic_create),
+            _bus.subscribe(SparkTags.ShowSyntheticStrategyTag).OnDispatcher().Subscribe(_show_synthetic_strategy),
+            _bus.subscribe(SparkTags.ShowSyntheticCloneTag).OnDispatcher().Subscribe(_show_synthetic_clone)
          );
       }
 

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

@@ -32,14 +32,14 @@ namespace mbts.spark {
             SparkCommand.create("Add", Icons.AddSynthetic, SparkTags.ShowSyntheticCreateTag).complete(
                () => new SecurityCriteria(), () => true
             ), SparkCommand.create("Remove", Icons.RemoveSynthetic, SparkTags.SyntheticDeleteTag).complete(
-               _vm.observable.SelectMany(vm => vm.current_row_observable),
-               can_row_change, r => r == null ? 0 : r.security_key
+               _vm.observable.SelectMany(vm => vm.current_row_observable.SelectMany(observe_row_mod_params)),
+               can_execute, select_security_id
             ), SparkCommand.create("Change", Icons.ModifySynthetic, SparkTags.ShowSyntheticStrategyTag).complete(
                _vm.observable.SelectMany(vm => vm.current_row_observable),
-               can_row_change, r => r == null ? SecurityDataHelper.Defaults.SecurityImmutable : r.security
+               r => r != null, r => r?.security ?? SecurityDataHelper.Defaults.SecurityImmutable
             ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
-               _vm.observable.SelectMany(vm => vm.current_row_observable),
-               r => r != null && r.strategy.HasValue, r => r == null ? default : (r.security, r.strategy.Value)
+               _vm.observable.SelectMany(vm => vm.current_row_observable.SelectMany(observe_row_strategy)),
+               rs => rs.HasValue, select_row_strategy_tuple
             ), SparkCommands.ShowLadder.complete(
                _vm.observable.SelectMany(vm => vm.current_security_md), md => md.HasValue, ObjectHelper.ValueOrDefault
             ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
@@ -49,10 +49,19 @@ namespace mbts.spark {
                })
          };
 
-         bool can_row_change(SyntheticManagementDialogVM.Row r) =>
-            r != null && r.n_working_orders == 0;
-      }
+         IObservable<RowModificationParams?> observe_row_mod_params(SyntheticManagementDialogVM.Row r) =>
+            r == null ? Observable.Return(new RowModificationParams?()) :
+            _orders_model.security_has_working_orders(r.security_key).Select(hwo => RowModificationParams.create(r.security, hwo));
 
+         IObservable<RowStrategy?> observe_row_strategy(SyntheticManagementDialogVM.Row r) =>
+            r == null ? Observable.Return(new RowStrategy?()) :
+            _orders_model.spreader.security_strategy(r.security.Id).Select(strategy => RowStrategy.create(r.security, strategy));
+
+         uint select_security_id(RowModificationParams? rmp) => rmp.HasValue ? rmp.Value.security.Id : 0;
+         (SecurityImmutable, ExecutionStrategyImmutable) select_row_strategy_tuple(RowStrategy? rs) => rs.HasValue ? (rs.Value.security, rs.Value.strategy) : default;
+         bool can_execute(RowModificationParams? rmp) => rmp.HasValue && !rmp.Value.has_working_orders;
+      }
+ 
       public void initialize(StartupData state) {
          Logger.notnull(state);
          _state = state;
@@ -71,5 +80,31 @@ namespace mbts.spark {
          Disposable.dispose(ref _vm);
          Commands.OfType<IDisposable>().DisposeAll();
       }
+
+      struct RowModificationParams {
+         public readonly SecurityImmutable security;
+         public readonly bool has_working_orders;
+
+         RowModificationParams(SecurityImmutable security, bool has_working_orders) {
+            this.security = security;
+            this.has_working_orders = has_working_orders;
+         }
+
+         public static RowModificationParams? create(SecurityImmutable security, bool has_working_orders) =>
+            new RowModificationParams(security, has_working_orders);
+      }
+
+      struct RowStrategy {
+         public readonly SecurityImmutable security;
+         public readonly ExecutionStrategyImmutable strategy;
+
+         RowStrategy(SecurityImmutable security, ExecutionStrategyImmutable strategy) {
+            this.security = security;
+            this.strategy = strategy;
+         }
+
+         public static RowStrategy? create(SecurityImmutable security, ExecutionStrategyImmutable strategy) =>
+            new RowStrategy(security, strategy);
+      }
    }
 }

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

@@ -16,7 +16,7 @@ namespace bts.shell {
       public SyntheticManagementWindowFactory(SpreaderShellModule module, IBus bus, OrdersModel orders_model) : base(module, "SyntheticManagement") {
          _bus = bus;
          _orders_model = orders_model;
-         _dispose = bus.subscribe(SparkTags.ShowSyntheticManagementTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowSyntheticManagementTag).OnDispatcher().Subscribe(show);
       }
 
       public override Task<IShellWindow> load(StartupData state) =>

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

@@ -10,7 +10,7 @@ namespace mbts.spark {
          readonly Property<bool> _enabled;
 
          protected CellBase(IRowModel model, LegSpreaderParamsTuple leg_tup) =>
-            _enabled = backing(nameof(enabled), model.observe_enabled(leg_tup).ObserveOnDispatcher());
+            _enabled = backing(nameof(enabled), model.observe_enabled(leg_tup).OnDispatcher());
 
          public bool enabled => _enabled.Value;
       }
@@ -24,7 +24,7 @@ namespace mbts.spark {
             : base(model, leg_tup) {
             _model = model;
             _leg_tup = leg_tup;
-            _override_value_sub = model.observe_override_value(leg_tup).ObserveOnDispatcher().Subscribe(v => {
+            _override_value_sub = model.observe_override_value(leg_tup).OnDispatcher().Subscribe(v => {
                value = v;
                RaisePropertyChanged(nameof(value));
             });

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

@@ -44,10 +44,10 @@ namespace mbts.spark {
          _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
          title = $"Edit '{synthetic.Synthetic.Name}'";
          icon = Icons.ModifySynthetic;
-         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.ObserveOnDispatcher());
+         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
          var commit = new ObservantAsyncCommand(commit_async);
-         _resources.Add(security_has_working_orders.Select(v => !v).ObserveOnDispatcher().Subscribe(commit));
-         _resources.Add(_has_working_orders.ObserveOnDispatcher().Subscribe(vals => {
+         _resources.Add(security_has_working_orders.Select(v => !v).OnDispatcher().Subscribe(commit));
+         _resources.Add(_has_working_orders.OnDispatcher().Subscribe(vals => {
             if (vals.newval)
                set_error(nameof(has_working_orders), "Security has working orders");
             else clear_error(nameof(has_working_orders));
@@ -173,7 +173,8 @@ namespace mbts.spark {
                }
                _is_setting_price_mults = false;
             };
-            _can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => leg_count < 2), leg_count < 2);
+            //_can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => leg_count < 2), leg_count < 2);
+            _can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => true), true);
          } else {
             _can_add_leg = backing(nameof(can_add_leg), false);
          }

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

@@ -66,7 +66,7 @@ namespace mbts.spark {
                .Select(t => (uint)(t.state
                   .Where(kv => kv.Value.is_active())
                   .Count())
-                ).ObserveOnDispatcher());
+                ).OnDispatcher());
             name = security.Synthetic.Name;
             n_legs = security.Synthetic.Legs.Count();
             description = SecurityFormatter.format_contract_legs(security.Synthetic.Legs);

src/client/spark/Modules/Support/ActivityLog/ActivityLogWindow.cs

@@ -38,7 +38,7 @@ namespace bts.shell
       }
 
       public void thread_init() {
-         _dispose = _message_src.ObserveOnDispatcher().Subscribe(_messages.AddLog);
+         _dispose = _message_src.OnDispatcher().Subscribe(_messages.AddLog);
          _content =
             new LogViewer {
                ItemsSource = _messages,

src/client/spark/Modules/Support/SupportShellModule.cs

@@ -23,7 +23,7 @@ namespace bts.shell {
       public HelpShellModule(IBus bus, IBrowserWindowManager browser) {
          _awf = new ActivityWindowFactory(this, bus);
          _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.ShowUri).ObserveOnDispatcher().Subscribe(u => browser.Pages.Add(u))
+            bus.subscribe(SparkTags.ShowUri).OnDispatcher().Subscribe(u => browser.Pages.Add(u))
          );
       }
 

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

@@ -24,13 +24,16 @@ namespace mbts.spark {
       public FillsVM(IBus bus, OrdersModel model, StartupData state)
          : this(bus, model, _get_observable(bus, model, state), state.sorting_criteria, state.filters) { }
 
-      FillsVM(IBus bus, OrdersModel model, IObservable<IIncrementalUpdate<FillTuple, string>> fills_source, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
+      FillsVM(IBus bus, OrdersModel model, IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> fills_source, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
          : base(RXCollection.CreateIncrementalUpdate(fills_source), sorting_criteria) {
          _model = model;
          account_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_accounts(), r => r.account, nameof(Row.account));
          user_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_users(), r => r.user, nameof(Row.user));
          security_filter = DiscreteValuesFilterVM.Create<Row, SecurityImmutable, SecurityCriteria>(
-            fills_source.with_respect_to(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable, s => s.Id, ft => ft.key).Select(t => (t.added.Values, t.removed.Values)),
+            fills_source.with_respect_to(
+               ft => ft.security_md.HasValue ? ft.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable,
+               s => s.Id, ft => ft.key
+            ).Select(t => (t.added.Values, t.removed.Values)),
             r => r.security,
             SecurityCriteria.from_securities,
             SecurityCriteria.get_to_securities(bus),
@@ -126,8 +129,8 @@ namespace mbts.spark {
       protected override Row row_factory(FillTuple row_model) => new Row(row_model, _model);
       protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.fill_time), false); }
 
-      static IObservable<IIncrementalUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
-         if (state.orders != null && state.orders.Length == 0) {
+      static IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
+         if (!state.orders.is_null_or_empty()) {
             var orders_hash = new HashSet<uint>(state.orders);
             return model.on_fill_tuples.filter(f => orders_hash.Contains(f.fill.OrderKey));
          } else return model.on_fill_tuples;
@@ -138,7 +141,7 @@ namespace mbts.spark {
          readonly FillImmutable _fill;
          readonly OrderRecordImmutable _order;
 
-         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security ?? SecurityDataHelper.Defaults.Security) {
+         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.Security) {
             _fill = fill_tuple.fill;
             _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
             _model = model;

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

@@ -18,7 +18,7 @@ namespace bts.shell {
          : base(module, "Fills") {
          _bus = bus;
          _orders_model = orders_model;
-         _dispose = bus.subscribe(SparkTags.ShowFillsTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowFillsTag).OnDispatcher().Subscribe(show);
       }
 
       public override Task<IShellWindow> load(StartupData state) =>

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

@@ -30,12 +30,11 @@ namespace bts.shell {
          _wm = wm;
          _settings_hub = settings_hub;
          _orders_model = orders_model;
-         var window_props = Configuration.get<bts.config.IShellWindowProps>();
-         _max_ladders_open = (int)(window_props?.ladder?.max_total_open ?? 75);
+         _max_ladders_open = (int)(Configuration.get<bts.config.LadderKnobs>().max_open_ladders);
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
-            bus.subscribe(SparkTags.ShowLadderTag).ObserveOnDispatcher().Subscribe(s => show_windows(new[] { s })),
-            bus.subscribe(SparkTags.ShowLaddersTag).ObserveOnDispatcher().Subscribe(show_windows)
+            bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
+            bus.subscribe(SparkTags.ShowLaddersTag).OnDispatcher().Subscribe(show_windows)
          );
       }
 

src/client/spark/Modules/Trading/OrderBookWindowFactory.cs

@@ -17,7 +17,7 @@ namespace bts.shell {
          _bus = bus;
          _model = model;
 
-         _dispose = bus.subscribe(SparkTags.ShowOrderBookTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowOrderBookTag).OnDispatcher().Subscribe(show);
       }
 
       public override Task<IShellWindow> load(OrderBookStartupData state) {

src/client/spark/Modules/Trading/PAndLWindowFactory.cs

@@ -17,7 +17,7 @@ namespace bts.shell {
          _bus = bus;
          _model = model;
 
-         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
       }
 
 

src/client/spark/Orders/ExistingOrderTicketVM.cs

@@ -24,7 +24,7 @@ namespace mbts.spark {
          var security_source = security_md_source.Select(smd => smd.security);
          //
          _security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
-         properties_vm = new OrderPropertiesEditorVM(model, security_source.ObserveOnDispatcher(), order_source.Select(ot => new InlineOrderProperties(model, ot.order.Def)));
+         properties_vm = new OrderPropertiesEditorVM(model, security_source.OnDispatcher(), order_source.Select(ot => new InlineOrderProperties(model, ot.order.Def)));
          _price = backing(nameof(price), double.NaN);
          size_calculator = new CalculatorLogic(null, calculator_buttons);
          _current_price = backing(nameof(current_price), order_source.Select(ort => ort.order.State.Price));
@@ -83,15 +83,15 @@ namespace mbts.spark {
             size_calculator,
             properties_vm,
             bbo = new BBOVM(security_md_source),
-            order_source.ObserveOnDispatcher().Subscribe(ort => {
+            order_source.OnDispatcher().Subscribe(ort => {
                key = ort.order.Key;
                if (DoubleHelper.IsNaNOrInfinity(price))
                   price = ort.order.State.Price;
                if (!size_calculator.value.HasValue || !size_calculator.value_setter_called)
                   size_calculator.bypass_value_setter(ort.order.State.Quantity);
             }),
-            Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).ObserveOnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
-            _price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().ObserveOnDispatcher().Subscribe(modify_order));
+            Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).OnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
+            _price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().OnDispatcher().Subscribe(modify_order));
          this.modify_order = modify_order;
          set_price_command = new DelegateCommand<double>(_price.set);
       }

src/client/spark/Orders/FillTuple.cs

@@ -1,32 +1,53 @@
 using bts.api;
 using bts.api.orderman;
+using mbts.utils;
 using System;
 
-namespace mbts.spark
-{
+namespace mbts.spark {
    class FillTuple : IEquatable<FillTuple> {
       public readonly FillImmutable fill;
       public readonly OrderRecordImmutable? order;
-      public readonly SecurityImmutable? security;
-      public readonly string key;
+      public readonly SecurityMD? security_md;
+      public readonly FillTupleKey key;
 
-      public FillTuple(FillImmutable fill, OrderRecordImmutable? order, SecurityImmutable? security) {
+      public FillTuple(FillImmutable fill, OrderRecordImmutable? order, SecurityMD? security_md) {
          this.fill = fill;
          this.order = order;
-         this.security = security;
-         // a FillTuple that DOES NOT HAVE associated order/security needs to be distinguishable
-         // from a FillTuple (of the same underlying FillImmutable) that DOES HAVE associated order/security
-         key = fill.FillKey;
-         if (!order.HasValue) key += "!o";
-         if (!security.HasValue) key += "!s";
+         this.security_md = security_md;
+         key = new FillTupleKey(fill.FillKey, order.HasValue ? order.Value.Key : 0u, security_md.HasValue ? security_md.Value.security.Id : 0u);
       }
 
       public bool Equals(FillTuple other) => other != null
          && other.order.HasValue == order.HasValue
-         && other.security.HasValue == security.HasValue
+         && other.security_md.HasValue == security_md.HasValue
          && other.fill.Equals(fill);
 
       public override bool Equals(object obj) => Equals(obj as FillTuple);
       public override int GetHashCode() => key.GetHashCode();
    }
+
+   struct FillTupleKey : IEquatable<FillTupleKey> {
+      public readonly string fill_key;
+      public readonly uint order_key, security_key;
+
+      public FillTupleKey(string fill_key, uint order_key, uint security_key) {
+         this.fill_key = fill_key;
+         this.order_key = order_key;
+         this.security_key = security_key;
+      }
+
+      public bool Equals(FillTupleKey other) =>
+         other.order_key == order_key &&
+         other.security_key == security_key &&
+         other.fill_key == fill_key;
+
+      public override bool Equals(object obj) =>
+         obj is FillTupleKey k && Equals(k);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            fill_key.GetHashCode(),
+            (int)order_key,
+            (int)security_key);
+   }
 }

src/client/spark/Orders/FillTupleSource.cs

@@ -1,5 +1,4 @@
-using bts.api;
-using bts.api.core;
+using bts.api.core;
 using bts.api.orderman;
 using mbts.collections;
 using mbts.utils;
@@ -11,20 +10,21 @@ using System.Reactive.Subjects;
 using System.Threading;
 
 namespace mbts.spark {
-   class FillTupleSource : IDisposable {
-      public static IObservable<IIncrementalUpdate<FillTuple, string>> create_observable(
+   class FillTupleSource : IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>>, IDisposable {
+      // returns a ref-count Observable.Create-wrapper that initializes/destroys the [hot-observable] FillTupleSource.
+      // (initializes when the first subscription is made, and destroys when the last subscription is disposed).
+      public static IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> create_observable(
          IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
          IObservable<TableUpdate<OrderRecordImmutable, uint>> orders,
-         IObservable<TableUpdate<FillImmutable, string>> fills
-      ) {
+         IObservable<TableUpdate<FillImmutable, string>> fills) {
          FillTupleSource source = null;
          int ref_count = 0;
-         return Observable.Create<IIncrementalUpdate<FillTuple, string>>(observer => {
+         return Observable.Create<IIncrementalUpdate<FillTuple, FillTupleKey>>(observer => {
             if (Interlocked.Increment(ref ref_count) == 1) {
                SparkUtils.lazy_assert(source == null, () => fmt_assert_msg("source should be null, there must be a leak."));
                source = new FillTupleSource(securities, orders, fills);
             }
-            IDisposable sub = source.fill_tuples.Subscribe(observer);
+            IDisposable sub = source.Subscribe(observer);
             return Disposable.Create(() => {
                Disposable.dispose_once(ref sub);
                if (Interlocked.Decrement(ref ref_count) == 0)
@@ -34,180 +34,157 @@ namespace mbts.spark {
          string fmt_assert_msg(string msg) => $"{nameof(FillTupleSource)}.{nameof(create_observable)}: {msg}";
       }
 
+      readonly Subject<IIncrementalUpdate<FillTuple, FillTupleKey>> _subject = new Subject<IIncrementalUpdate<FillTuple, FillTupleKey>>();
+      readonly Dictionary<FillTupleKey, FillTuple> _state = new Dictionary<FillTupleKey, FillTuple>();
+      readonly SetMap<uint, string> _order_fills = new SetMap<uint, string>();
+      readonly SetMap<uint, string> _security_fills = new SetMap<uint, string>();
+      IReadOnlyDictionary<string, FillImmutable> _fills_cache = new Dictionary<string, FillImmutable>(0);
+      IReadOnlyDictionary<uint, OrderRecordImmutable> _orders_cache = new Dictionary<uint, OrderRecordImmutable>(0);
+      IReadOnlyDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
+      // _n_write_ops should never be greater than 1, bc all 3 input observables fire 'OnDispatcher'
+      int _n_read_ops, _n_write_ops; 
       IDisposable _dispose;
 
       FillTupleSource(
          IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
          IObservable<TableUpdate<OrderRecordImmutable, uint>> orders,
-         IObservable<TableUpdate<FillImmutable, string>> fills) {
-         State state = new State();
-         fill_tuples = Observable.Create<IIncrementalUpdate<FillTuple, string>>(observer => {
-            observer.OnNext(new IncrementalUpdate<FillTuple, string>(state.full_state.ToDictionary(), new Dictionary<string, FillTuple>(0)));
-            return _subject.Subscribe(observer);
-         });
+         IObservable<TableUpdate<FillImmutable, string>> fills) =>
+         //
          _dispose = Disposable.Create(
-            securities.ObserveOnDispatcher().Subscribe(s => {
-               state.update_securities(s);
-               _subject.OnNext(state.last_update);
-            }),
-            orders.ObserveOnDispatcher().Subscribe(o => {
-               state.update_orders(o);
-               _subject.OnNext(state.last_update);
-            }),
-            fills.ObserveOnDispatcher().Subscribe(f => {
-               state.update_fills(f);
-               _subject.OnNext(state.last_update);
-            }));
+            securities.OnDispatcher().Subscribe(_update_securities),
+            orders.OnDispatcher().Subscribe(_update_orders),
+            fills.OnDispatcher().Subscribe(_update_fills));
+
+      public IDisposable Subscribe(IObserver<IIncrementalUpdate<FillTuple, FillTupleKey>> observer) {
+         using (_read()) {
+            observer.OnNext(new IncrementalUpdate<FillTuple, FillTupleKey>(new Dictionary<FillTupleKey, FillTuple>(_state), new Dictionary<FillTupleKey, FillTuple>(0)));
+            return _subject.Subscribe(observer);
+         }
       }
 
-      readonly Subject<IIncrementalUpdate<FillTuple, string>> _subject = new Subject<IIncrementalUpdate<FillTuple, string>>();
+      public void Dispose() => Disposable.dispose(ref _dispose);
 
-      IObservable<IIncrementalUpdate<FillTuple, string>> fill_tuples { get; }
-
-      public void Dispose() =>
-         Disposable.dispose(ref _dispose);
-
-      class State {
-         IReadOnlyDictionary<string, FillImmutable> _fills;
-         IReadOnlyDictionary<uint, OrderRecordImmutable> _orders;
-         IReadOnlyDictionary<uint, SecurityMD> _securities;
-         IncrementalUpdate<FillTuple, string> _last_update;
-         readonly Dictionary<string, FillTuple> _state;
-         readonly SetMap<uint, string> _order_fills;
-         readonly SetMap<uint, string> _security_fills;
-
-         public State() : this(
-            new Dictionary<string, FillImmutable>(),
-            new Dictionary<uint, OrderRecordImmutable>(),
-            new Dictionary<uint, SecurityMD>(),
-            new IncrementalUpdate<FillTuple, string>(new Dictionary<string, FillTuple>(), new Dictionary<string, FillTuple>()),
-            new Dictionary<string, FillTuple>(),
-            new SetMap<uint, string>(),
-            new SetMap<uint, string>()
-         ) { }
-
-         State(
-            IReadOnlyDictionary<string, FillImmutable> fills,
-            IReadOnlyDictionary<uint, OrderRecordImmutable> orders,
-            IReadOnlyDictionary<uint, SecurityMD> securities,
-            IncrementalUpdate<FillTuple, string> last_update,
-            Dictionary<string, FillTuple> state,
-            SetMap<uint, string> order_fill_tuples,
-            SetMap<uint, string> security_fill_tuples
-         ) {
-            _fills = fills;
-            _orders = orders;
-            _securities = securities;
-            _last_update = last_update;
-            _state = state;
-            _order_fills = order_fill_tuples;
-            _security_fills = security_fill_tuples;
-         }
-
-         public IncrementalUpdate<FillTuple, string> last_update => _last_update;
-         public IReadOnlyDictionary<string, FillTuple> full_state => _state;
-
-         public void update_fills(TableUpdate<FillImmutable, string> fills) {
-            var removed = fills.removed.ToDictionary(f => f.FillKey, get_fill_tuple);
-            var added = fills.added.ToDictionary(f => f.FillKey, get_fill_tuple);
-            HashSet<string> added_keys = new HashSet<string>(fills.added.Select(f => f.FillKey)),
-               removed_keys = new HashSet<string>(fills.removed.Select(f => f.FillKey));
-            foreach (var kv in removed) {
-               _state.Remove(kv.Key);
-               if (!added_keys.Contains(kv.Key)) {
-                  _order_fills.remove(kv.Value.fill.OrderKey, kv.Key);
-                  _security_fills.remove(kv.Value.fill.SecurityKey, kv.Key);
-               }
+      void _update_fills(TableUpdate<FillImmutable, string> fills) {
+         using (_write()) {
+            Dictionary<FillTupleKey, FillTuple> removed = new Dictionary<FillTupleKey, FillTuple>(), added = new Dictionary<FillTupleKey, FillTuple>();
+            foreach (FillImmutable fill in fills.removed) {
+               FillTuple old_ft = new FillTuple(fill, _get_order(fill.OrderKey), _get_security_md(fill.SecurityKey));
+               removed.Add(old_ft.key, old_ft);
+               _security_fills.remove(fill.SecurityKey, fill.FillKey);
+               _order_fills.remove(fill.OrderKey, fill.FillKey);
             }
-            foreach (var kv in added) {
-               _state.Add(kv.Key, kv.Value);
-               if (!removed_keys.Contains(kv.Key)) {
-                  _order_fills.add(kv.Value.fill.OrderKey, kv.Key);
-                  _security_fills.add(kv.Value.fill.SecurityKey, kv.Key);
-               }
+            foreach (FillImmutable fill in fills.added) {
+               FillTuple new_ft = new FillTuple(fill, _get_order(fill.OrderKey), _get_security_md(fill.SecurityKey));
+               added.Add(new_ft.key, new_ft);
+               _security_fills.add(fill.SecurityKey, fill.FillKey);
+               _order_fills.add(fill.OrderKey, fill.FillKey);
             }
-            _fills = fills.state;
-            _last_update = new IncrementalUpdate<FillTuple, string>(added, removed);
-            //
-            FillTuple get_fill_tuple(FillImmutable fill) =>
-               new FillTuple(fill, _orders.TryGetValue(fill.OrderKey, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?(),
-                  _securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
+            _fills_cache = fills.state;
+            _apply_changes(added, removed);
          }
+      }
 
-         public void update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
-            Dictionary<string, FillTuple> added = new Dictionary<string, FillTuple>(), removed = new Dictionary<string, FillTuple>();
-            Dictionary<uint, (OrderRecordImmutable oldval, OrderRecordImmutable newval)> changed_orders = new Dictionary<uint, (OrderRecordImmutable oldval, OrderRecordImmutable newval)>();
+      void _update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
+         using (_write()) {
+            Dictionary<FillTupleKey, FillTuple> added = new Dictionary<FillTupleKey, FillTuple>(), removed = new Dictionary<FillTupleKey, FillTuple>();
+            HashSet<uint> changed_keys = new HashSet<uint>();
             foreach (var o in orders.removed) {
-               if (orders.try_get(o.Key, out OrderRecordImmutable newval))
-                  changed_orders.Add(o.Key, (o, newval));
-               else if (_order_fills.try_lookup(o.Key, out ISet<string> fill_keys)) {
-                  foreach (FillTuple ft in get_fill_tuples(o, fill_keys))
-                     removed.Add(ft.key, ft);
-                  foreach (FillTuple ft in get_fill_tuples(null, fill_keys))
-                     added.Add(ft.key, ft);
+               if (_order_fills.try_lookup(o.Key, out ISet<string> fill_keys)) {
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  SecurityMD? sec_md = _get_security_md(o.security_key());
+                  foreach (FillImmutable fill in fills) {
+                     FillTuple old_ft = new FillTuple(fill, o, sec_md);
+                     removed.Add(old_ft.key, old_ft);
+                  }
+                  OrderRecordImmutable? curr_order = null;
+                  if (orders.try_get(o.Key, out OrderRecordImmutable newval)) {
+                     curr_order = newval;
+                     changed_keys.Add(o.Key);
+                  }
+                  foreach (FillImmutable fill in fills) {
+                     FillTuple new_ft = new FillTuple(fill, curr_order, sec_md);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
             foreach (var o in orders.added) {
-               if (!changed_orders.ContainsKey(o.Key) && _order_fills.try_lookup(o.Key, out ISet<string> fill_keys)) {
-                  foreach (FillTuple ft in get_fill_tuples(null, fill_keys))
-                     removed.Add(ft.key, ft);
-                  foreach (FillTuple ft in get_fill_tuples(o, fill_keys))
-                     added.Add(ft.key, ft);
+               if (!changed_keys.Contains(o.Key) && _order_fills.try_lookup(o.Key, out ISet<string> fill_keys)) {
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  SecurityMD? sec_md = _get_security_md(o.security_key());
+                  foreach (FillImmutable fill in fills) {
+                     FillTuple old_ft = new FillTuple(fill, null, sec_md);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, o, sec_md);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
-            foreach (var kv in changed_orders) {
-               if (_order_fills.try_lookup(kv.Key, out ISet<string> fill_keys)) {
-                  var fs_pairs = get_fill_security_pairs(fill_keys).ToList();
-                  foreach (FillTuple ft in fs_pairs.Select(fsp => new FillTuple(fsp.fill, kv.Value.oldval, fsp.security)))
-                     removed.Add(ft.key, ft);
-                  foreach (FillTuple ft in fs_pairs.Select(fsp => new FillTuple(fsp.fill, kv.Value.newval, fsp.security)))
-                     added.Add(ft.key, ft);
-               }
-            }
-            _orders = orders.state;
-            _last_update = new IncrementalUpdate<FillTuple, string>(added, removed);
-            //
-            IEnumerable<FillTuple> get_fill_tuples(OrderRecordImmutable? o, ISet<string> fill_keys) =>
-               fill_keys.Select(k => {
-                  var fill = _fills[k];
-                  return new FillTuple(fill, o, _securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
-               });
-
-            IEnumerable<(FillImmutable fill, SecurityImmutable? security)> get_fill_security_pairs(ISet<string> fill_keys) =>
-               fill_keys.Select(k => {
-                  var fill = _fills[k];
-                  return (fill, _securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
-               });
+            _orders_cache = orders.state;
+            _apply_changes(added, removed);
          }
+      }
 
-         public void update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
-            Dictionary<string, FillTuple> added = new Dictionary<string, FillTuple>(), removed = new Dictionary<string, FillTuple>();
-            _securities.Keys.difference(securities.Keys, out IEnumerable<uint> added_keys, out IEnumerable<uint> removed_keys);
+      void _update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
+         using (_write()) {
+            Dictionary<FillTupleKey, FillTuple> added = new Dictionary<FillTupleKey, FillTuple>(), removed = new Dictionary<FillTupleKey, FillTuple>();
+            _security_md_cache.Keys.difference(securities.Keys, out IEnumerable<uint> added_keys, out IEnumerable<uint> removed_keys);
             foreach (var k in removed_keys) {
                if (_security_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  foreach (FillTuple ft in get_fill_tuples(_securities[k].security, fill_keys))
-                     removed.Add(ft.key, ft);
-                  foreach (FillTuple ft in get_fill_tuples(null, fill_keys))
-                     added.Add(ft.key, ft);
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  SecurityMD old_sec_md = _security_md_cache[k];
+                  foreach (FillImmutable fill in fills) {
+                     OrderRecordImmutable? order = _get_order(fill.OrderKey);
+                     FillTuple old_ft = new FillTuple(fill, order, old_sec_md);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, order, null);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
             foreach (var k in added_keys) {
                if (_security_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  foreach (FillTuple ft in get_fill_tuples(null, fill_keys))
-                     removed.Add(ft.key, ft);
-                  foreach (FillTuple ft in get_fill_tuples(securities[k].security, fill_keys))
-                     added.Add(ft.key, ft);
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  SecurityMD new_sec_md = securities[k];
+                  foreach (FillImmutable fill in fills) {
+                     OrderRecordImmutable? order = _get_order(fill.OrderKey);
+                     FillTuple old_ft = new FillTuple(fill, order, null);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, order, new_sec_md);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
-            _securities = securities;
-            _last_update = new IncrementalUpdate<FillTuple, string>(added, removed);
-            //
-            IEnumerable<FillTuple> get_fill_tuples(SecurityImmutable? s, ISet<string> fill_keys) =>
-               fill_keys.Select(k => {
-                  var fill = _fills[k];
-                  return new FillTuple(fill, _orders.TryGetValue(fill.OrderKey, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?(), s);
-               });
+            _security_md_cache = securities;
+            _apply_changes(added, removed);
          }
       }
+
+      SecurityMD? _get_security_md(uint key) =>
+         _security_md_cache.TryGetValue(key, out SecurityMD smd) ? smd : new SecurityMD?();
+
+      OrderRecordImmutable? _get_order(uint key) =>
+         _orders_cache.TryGetValue(key, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?();
+
+      void _apply_changes(Dictionary<FillTupleKey, FillTuple> added, Dictionary<FillTupleKey, FillTuple> removed) {
+         foreach (var kv in removed)
+            _state.Remove(kv.Key);
+         foreach (var kv in added)
+            _state.Add(kv.Key, kv.Value);
+         _subject.OnNext(new IncrementalUpdate<FillTuple, FillTupleKey>(added, removed));
+      }
+
+      IDisposable _read() {
+         while (_n_write_ops > 0)
+            Thread.Yield();
+         Interlocked.Increment(ref _n_read_ops);
+         return Disposable.Create(() => Interlocked.Decrement(ref _n_read_ops));
+      }
+
+      IDisposable _write() {
+         while (_n_read_ops > 0)
+            Thread.Yield();
+         Interlocked.Increment(ref _n_write_ops);
+         return Disposable.Create(() => Interlocked.Decrement(ref _n_write_ops));
+      }
    }
 }

src/client/spark/Orders/NewOrderTicketVM.cs

@@ -61,7 +61,7 @@ namespace mbts.spark {
          set_price_command = new DelegateCommand<double>(set_price);
          _dispose = Disposable.Create(
             size_calculator = new CalculatorLogic(0, calculator_buttons),
-            props_source.ObserveOnDispatcher().Subscribe(p => on_props(p.price, p.size))
+            props_source.OnDispatcher().Subscribe(p => on_props(p.price, p.size))
          );
 
          void on_props(InlineUserProperty<double> price_prop, InlineUserProperty<uint> size_prop) {

src/client/spark/Orders/OrderActivitySummarizer.cs

@@ -114,7 +114,7 @@ namespace bts.spark {
             (var security, var spec) = get_security(neworder.Def.SecurityKey);
             //
             // description
-            var mod_desc = modified_description(oldorder, neworder, spec.Value);
+            var mod_desc = modified_description(oldorder, neworder, spec);
             if (!string.IsNullOrEmpty(mod_desc)) {
                log_status(ActivityLogCategory.modify, security, mod_desc);
             }

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -46,7 +46,7 @@ namespace mbts.spark {
 
       public OrderPropertiesEditorVM(OrdersModel model, IObservable<SecurityImmutable> security_source, IObservable<InlineOrderProperties> order_properties) {
          _model = model;
-         _security = backing(nameof(security), security_source.ObserveOnDispatcher(), SecurityDataHelper.Defaults.SecurityImmutable);
+         _security = backing(nameof(security), security_source.OnDispatcher(), SecurityDataHelper.Defaults.SecurityImmutable);
          // guarentee that "this.security" will always be set before observers are notified
          // this is important bc some observers will reference "this.security" in their callbacks
          // - namely the [SelectorProperty]order_type's "get_default" function,

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

@@ -44,9 +44,9 @@ namespace mbts.spark {
             : base(model) {
             _security_source = security_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
+               security_source.OnDispatcher()
                .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) {
                      _order_types.SetItems(p.child_order_types.value);

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

@@ -88,9 +88,9 @@ namespace mbts.spark
          {
             _security_source = security_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
+               security_source.OnDispatcher()
                .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) 
                   {

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

@@ -55,9 +55,9 @@ namespace mbts.spark
          {
             _security_source = security_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
+               security_source.OnDispatcher()
                .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) 
                   {

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

@@ -31,10 +31,10 @@ namespace mbts.spark {
             _strategy_editor_wrapper = new StrategyEditorWrapper(this);
             _dispose = Disposable.Create(
                _strategy_editor_wrapper,
-               _template.ObserveOnDispatcher().Subscribe(vals => {
+               _template.OnDispatcher().Subscribe(vals => {
                   _validate();
                }),
-               order_template_source.ObserveOnDispatcher().Subscribe(prop => {
+               order_template_source.OnDispatcher().Subscribe(prop => {
                   if (prop.force_override || (!template.HasValue && prop.has_value)) {
                      _template.Value = prop.value;
                      _validate();

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

@@ -64,9 +64,9 @@ namespace mbts.spark
          {
             _security_source = security_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
+               security_source.OnDispatcher()
                .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) 
                   {

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

@@ -50,9 +50,9 @@ namespace mbts.spark {
             : base(model) {
             _security_source = security_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
+               security_source.OnDispatcher()
                .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) {
                      _order_types.SetItems(p.child_order_types.value);

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

@@ -87,9 +87,9 @@ namespace mbts.spark
          {
             _security_source = security_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
+               security_source.OnDispatcher()
                .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               inline_properties.OnDispatcher()
                .Subscribe(p =>
                {
                   if (_order_types.Count == 0 || p.child_order_types.force_override)

src/client/spark/Orders/OrdersModel.cs

@@ -31,11 +31,11 @@ namespace mbts.spark {
          _service = service;
          _spreader = spreader;
          _error = error;
-         on_orders = _service.subscribei_orders().Table().Replay(1).RefCount();
+         on_orders = _service.subscribei_orders().Table().Cache();
          IReadOnlyDictionary<uint, OrderRecordImmutable> empty_orders = new Dictionary<uint, OrderRecordImmutable>();
          working_orders = 
             on_orders.Scan(empty_orders, (worders, table) => _update_working_orders(worders, table)).Replay(1).RefCount();
-         on_fills = _service.subscribei_fills().Table().Replay(1).RefCount();
+         on_fills = _service.subscribei_fills().Table().Cache();
          _activity = new OrderActivitySummarizer(bus, on_orders);
          on_fill_tuples = FillTupleSource.create_observable(bus.subscribe(SparkTags.SecuritiesTag), on_orders, on_fills);
          _security_orders_demuxer = new TableUpdateDemuxer<OrderRecordImmutable, uint, uint>(o => o.Key, o => o.security_key());
@@ -53,7 +53,7 @@ namespace mbts.spark {
       public SpreaderModel spreader => _spreader;
       public IObservable<TableUpdate<OrderRecordImmutable, uint>> on_orders { get; }
       public IObservable<TableUpdate<FillImmutable, string>> on_fills { get; }
-      public IObservable<IIncrementalUpdate<FillTuple, string>> on_fill_tuples { get; }
+      public IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> on_fill_tuples { get; }
       public IObservable<IReadOnlyDictionary<uint,OrderRecordImmutable>> working_orders { get; }
 
       public IObservable<ITableUpdateTransform<OrderRecordImmutable, uint>> on_security_orders(uint security) =>

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

@@ -175,8 +175,8 @@ namespace bts.spark
       public SparkCommandParamObserver(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute) : base(title, icon) {
          _tag = tag;
          _subs = Disposable.Create(
-            parameter.ObserveOnDispatcher().Subscribe(p => _parameter = p),
-            can_execute.ObserveOnDispatcher().Subscribe(ce => {
+            parameter.OnDispatcher().Subscribe(p => _parameter = p),
+            can_execute.OnDispatcher().Subscribe(ce => {
                _can_execute = ce;
                raiseCanExecuteChanged();
             })

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

@@ -345,6 +345,17 @@ namespace System.Reactive.Linq
 
       public static async Task<(TResult result, bool success)> FirstAsyncTask<T, TResult>(this IObservable<T> source, Func<T, bool> predicate, Func<T, TResult> selector, TimeSpan timeout) where T : class =>
          await source.Where(predicate).Select(val => (selector(val), true)).Merge(Observable.Return((default(TResult), false)).Delay(timeout)).FirstAsync();
+
+      // This is placed here to intentionally make ObserveOnDispatcher ambiguous with the one provided by Rx
+      public static IObservable<T> ObserveOnDispatcher<T>(this IObservable<T> source) {
+         throw new InvalidOperationException("This method can starve the UI of input messages. Please use OnDispatcher() instead");
+      }
+
+      public static IObservable<T> OnDispatcher<T>(this IObservable<T> source) {
+         return DispatcherObservable.ObserveOnDispatcher(source, DispatcherPriority.Background);
+      }
+
+
    }
 }
 

src/client/spark/core/Settings/UserPersistFactory.cs

@@ -12,6 +12,9 @@ using bts.api.persistence;
 
 namespace mbts.ui.settings
 {
+   //
+   // This class is used for tools like SettingsManager.exe
+   // 
    [Export(typeof(IUserPersistFactory))]
    class UISettingsFactory : IUserPersistFactory
    {
@@ -34,7 +37,7 @@ namespace mbts.ui.settings
 
       public IUserPersist get_persist_for(string name) {
          var user = _users.Result.FirstOrDefault(u => u.Login == name);
-         return new UserUISettings(user.Id, _persist);
+         return new UserUISettings(user.Id, _persist, null);
       }
    }
 }

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

@@ -10,6 +10,7 @@ using bts.api.core;
 using bts.api.persistence;
 using System.Text.RegularExpressions;
 using System.Reactive.Linq;
+using bts.spark;
 
 namespace mbts.persist
 {
@@ -18,11 +19,13 @@ namespace mbts.persist
       protected abstract string user();
       string uns(string ns) { return $"{user()}#{ns}"; }
       PersistenceService _persist;
+      ErrorReporter _errors;   
 
       private const string _settings_change_base = "/ui/settingschange/";
 
-      public UISettingsBase(PersistenceService persist) {
+      public UISettingsBase(PersistenceService persist, ErrorReporter errors) {
          _persist = persist;
+         _errors = errors;
       }
 
 
@@ -50,7 +53,7 @@ namespace mbts.persist
             Ns = uns(ns),
             Key = { key }
          });
-         check_error(ret.value.Result, ns, key, out bool empty);
+         check_error(ret, ns, key, out bool empty);
          if (empty) return default(T);
          return deserialize<T>(ret.value.Record.Single().Value);
       }
@@ -67,20 +70,28 @@ namespace mbts.persist
          return ProtoBuf.Serializer.DeserializeWithLengthPrefix<T>(stream, ProtoBuf.PrefixStyle.Fixed32);
       }
 
-      private void check_error(RetrieveResponse.Types.Result result, string ns, string key, out bool empty) {
-         switch (result) {
-            case RetrieveResponse.Types.Result.EmptyNs:
-            case RetrieveResponse.Types.Result.NoSuchNs:
-            case RetrieveResponse.Types.Result.NoSuchKey:
-               empty = true;
-               return;
-            case RetrieveResponse.Types.Result.EmptyKey:
-            case RetrieveResponse.Types.Result.DuplicateKey:
-               throw new ArgumentException($"Invalid Key {result} '{key}'");
-            default:
-            case RetrieveResponse.Types.Result.Ok:
-               empty = false;
-               return;
+      private void check_error(Result<RetrieveResponse> result, string ns, string key, out bool empty) {
+         if (result.success) {
+            switch (result.value.Result) {
+               case RetrieveResponse.Types.Result.EmptyNs:
+               case RetrieveResponse.Types.Result.NoSuchNs:
+               case RetrieveResponse.Types.Result.NoSuchKey:
+                  empty = true;
+                  return;
+               case RetrieveResponse.Types.Result.EmptyKey:
+               case RetrieveResponse.Types.Result.DuplicateKey:
+                  _errors?.report_error($"Invalid Key {result} '{key}'", "Requested Invalid Settings Key", System.Windows.MessageBoxImage.Information);
+                  empty = true;
+                  return;
+               default:
+               case RetrieveResponse.Types.Result.Ok:
+                  empty = false;
+                  return;
+            }
+         }
+         else {
+            _errors?.report_error($"There was an error communicating with the settings server: '{result.error_message}'", "Failed to retrieve settings from the server");
+            empty = true;
          }
       }
 
@@ -90,7 +101,7 @@ namespace mbts.persist
             new RetrieveAllRequest() {
                Ns = uns(ns)
             });
-         check_error(results.value.Result, ns, "", out bool empty);
+         check_error(results, ns, "", out bool empty);
          if (empty) return Enumerable.Empty<PersistResult<T>>();
          return results.value.Record
             .Where(r => re.IsMatch(r.Key))
@@ -131,7 +142,7 @@ namespace mbts.persist
       protected override string user() { return "all_users"; }
 
       [ImportingConstructor]
-      public UISettings([Import("settings")]PersistenceService p) : base(p) { }
+      public UISettings([Import("settings")]PersistenceService p, ErrorReporter err) : base(p,err) { }
    }
 
    [Export(typeof(IUserPersist))]
@@ -140,8 +151,8 @@ namespace mbts.persist
       string _user;
 
       [ImportingConstructor]
-      public UserUISettings([Import("userid")]uint user, [Import("settings")]PersistenceService persist)
-         : base(persist) {
+      public UserUISettings([Import("userid")]uint user, [Import("settings")]PersistenceService persist, ErrorReporter err)
+         : base(persist,err) {
          _user = $"User {user}";
       }
 

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

@@ -3,6 +3,8 @@ using System.Collections.Generic;
 
 namespace mbts.utils {
    public static class EqualityComparer {
+      const int _hash_seed = 63607, _hash_multiplier = 6451;
+
       public static IEqualityComparer<T> Create<T>(Func<T, T, bool> equals) =>
          new AnonymousEqualityComparer<T>(equals);
 
@@ -28,6 +30,31 @@ namespace mbts.utils {
          y != null &&
          non_null_equals(x, y);
 
+      public static int aggregate_hash(int item1_hash, int item2_hash, int item3_hash) {
+         int rv = _hash_seed;
+         unchecked {
+            _accumulate_hash(ref rv, ref item1_hash);
+            _accumulate_hash(ref rv, ref item2_hash);
+            _accumulate_hash(ref rv, ref item3_hash);
+         }
+         return rv;
+      }
+
+      // Note: be wary of the performance cost this method may have, as frequently creating large arrays can be expensive.
+      // If you wish to avoid this cost, consider making an overload like the method above, with the appropriate number of item-hash arguments
+      public static int aggregate_hash(params int[] item_hashes) {
+         int hash = _hash_seed;
+         unchecked {
+            foreach (int item_hash in item_hashes)
+               hash = hash * _hash_multiplier + item_hash;
+         }
+         return hash;
+      }
+
+      // WARNING: be sure to call this within in an unchecked scope
+      static void _accumulate_hash(ref int aggregate_hash, ref int item_hash) =>
+         aggregate_hash = aggregate_hash * _hash_multiplier + item_hash;
+
       private class AnonymousEqualityComparer<T> : IEqualityComparer<T> {
          readonly Func<T, T, bool> _equals;
          readonly Func<T, int> _get_hash_code;

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

@@ -2,9 +2,9 @@
 using System;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
+using System.Threading;
 
 namespace mbts.utils {
    interface IObservableDemuxer<TKey, in TInput, out TOutput> : IObserver<TInput> {
@@ -89,21 +89,17 @@ namespace mbts.utils {
          _group_key = group_key;
       }
 
-      public void OnCompleted() { }
-      public void OnError(Exception error) { }
       public IObservable<ITableUpdateTransform<T, TKey>> subscribe(TGroupKey group_key) =>
          Observable.Create<ITableUpdateTransform<T, TKey>>(o => {
             var data = _map.GetOrAdd(group_key, gk => new Data());
-            lock (data) {
-               var current = data.current;
-               if (current.state.Count > 0) {
-                  var state_clone = current.state.ToDictionary();
-                  o.OnNext(new TableUpdateTransform<T, TKey>(state_clone, state_clone.Values.ToList(), new List<T>(0)));
-               }
+            using (data.read()) {
+               o.OnNext(data.current.as_snapshot());
+               return data.subject.Subscribe(o);
             }
-            return data.subject.Subscribe(o);
          });
 
+      public void OnCompleted() { }
+      public void OnError(Exception error) { }
       public void OnNext(TableUpdate<T, TKey> table) {
          var changes = new Dictionary<TGroupKey, ChangeSet>();
          foreach (T value in table.added)
@@ -116,16 +112,29 @@ namespace mbts.utils {
       }
 
       Data _update(Data data, ChangeSet changes) {
-         lock (data) {
-            data.current = data.current.update(changes.removed, changes.added, _key);
-            data.subject.OnNext(data.current);
-         }
+         using (data.write())
+            data.subject.OnNext(data.current = data.current.update(changes.removed, changes.added, _key));
          return data;
       }
 
       class Data {
+         int _n_read_ops, _n_write_ops;
          public readonly Subject<TableUpdateTransform<T, TKey>> subject = new Subject<TableUpdateTransform<T, TKey>>();
          public TableUpdateTransform<T, TKey> current = new TableUpdateTransform<T, TKey>();
+
+         public IDisposable read() {
+            while (_n_write_ops > 0)
+               Thread.Yield();
+            Interlocked.Increment(ref _n_read_ops);
+            return Disposable.Create(() => Interlocked.Decrement(ref _n_read_ops));
+         }
+
+         public IDisposable write() {
+            while (_n_read_ops > 0)
+               Thread.Yield();
+            Interlocked.Increment(ref _n_write_ops);
+            return Disposable.Create(() => Interlocked.Decrement(ref _n_write_ops));
+         }
       }
 
       // [John]I prefer this class over anonymous tuples bc it is easy to mix up Item1/Item2

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

@@ -19,6 +19,9 @@ namespace mbts.utils {
    }
 
    class IncrementalUpdate<T, TKey> : IIncrementalUpdate<T, TKey> where TKey : IEquatable<TKey> {
+      public IncrementalUpdate()
+         : this(new Dictionary<TKey, T>(0), new Dictionary<TKey, T>(0)) { }
+
       public IncrementalUpdate(IReadOnlyDictionary<TKey, T> added, IReadOnlyDictionary<TKey, T> removed) {
          this.added = added;
          this.removed = removed;
@@ -68,6 +71,9 @@ namespace mbts.utils {
             table._state.Add(kv.Key, kv.Value);
          return table;
       }
+
+      internal TableUpdateTransform<T, TKey> as_snapshot() =>
+         new TableUpdateTransform<T, TKey>(_state, _state.Values.ToList(), new T[0]);
    }
 
    [Browsable(false)]
@@ -82,6 +88,15 @@ namespace mbts.utils {
          .Select(u => new FilteredTableUpdateTransform<T, TKey>(u, predicate))
          .Where(u => u.added.Count > 0 || u.removed.Count > 0);
 
+      /// <summary>
+      /// Makes a 1:1 conversion to an IncrementalUpdate sequence of TResult (TKey remains the same).
+      /// </summary>
+      public static IObservable<IIncrementalUpdate<TResult, TKey>> convert<T, TKey, TResult>(this IObservable<IIncrementalUpdate<T, TKey>> source, Func<T, TResult> selector)
+         where TKey : IEquatable<TKey> =>
+         source.Select(update => new IncrementalUpdate<TResult, TKey>(
+            update.added.ToDictionary(kv => kv.Key, kv => selector(kv.Value)),
+            update.removed.ToDictionary(kv => kv.Key, kv => selector(kv.Value))));
+
       /// <summary>
       /// Converts sequence to show incremental changes with respect to the [TResult] value returned by result_selector.
       /// </summary>

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

@@ -471,7 +471,7 @@ namespace mbts.ui.shell
       protected Property<T> backing<T, TData>(string name, IObservable<TData> source, Func<TData, T> select, T default_value = default) {
          if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          var prop = new ObservablePropertySink<T>(this, name, default_value);
-         _observable_properties.Add(source.ObserveOnDispatcher().Subscribe(d => prop.set(select(d))));
+         _observable_properties.Add(source.OnDispatcher().Subscribe(d => prop.set(select(d))));
          return prop;
       }
 
@@ -526,8 +526,8 @@ namespace mbts.ui.shell
       protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, Func<T, T, bool> items_match, IReadOnlyList<PropertyValidation<T>> validation_steps) {
          if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          var prop = new SelectorProperty<T>(this, name, select_default, items_match, validation_steps);
-         _observable_properties.Add(items.ObserveOnDispatcher().Subscribe(prop));
-         _observable_properties.Add(desired_item.ObserveOnDispatcher().Subscribe(prop));
+         _observable_properties.Add(items.OnDispatcher().Subscribe(prop));
+         _observable_properties.Add(desired_item.OnDispatcher().Subscribe(prop));
          return prop;
       }
 

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

@@ -73,7 +73,7 @@ namespace mbts.ui.controls {
          Disposable.dispose(ref timer._trigger_sub);
          IObservable<object> newval = args.NewValue as IObservable<object>;
          if (newval != null) {
-            timer._trigger_sub = newval.ObserveOnDispatcher().Subscribe(timer.start);
+            timer._trigger_sub = newval.OnDispatcher().Subscribe(timer.start);
          }
       }
 

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

@@ -1,4 +1,5 @@
 using mbts.spark.filters;
+using System;
 using System.ComponentModel;
 using System.Windows;
 using System.Windows.Controls;
@@ -60,13 +61,19 @@ namespace mbts.ui.controls {
             WPFHelper.create_dp<ListSortDirection?, ColumnBase>(
                nameof(SortDirection), (o, v) => o.OnSortDirectionChanged(v));
 
-         public ListSortDirection? SortDirection { get => GetValue(SortDirectionProperty) as ListSortDirection?; set => SetValue(SortDirectionProperty, value); }
+         public ListSortDirection? SortDirection {
+            get => GetValue(SortDirectionProperty) as ListSortDirection?;
+            set => SetValue(SortDirectionProperty, value);
+         }
+
+         public event Action<ColumnBase, ListSortDirection?> sort_direction_changed;
 
          public string sort_member_path { get; set; }
          public double original_width { get; set; }
          public bool is_collapsed { get; set; }
 
-         protected virtual void OnSortDirectionChanged(ListSortDirection? new_value) { }
+         protected virtual void OnSortDirectionChanged(ListSortDirection? new_value) =>
+            sort_direction_changed?.Invoke(this, new_value);
       }
 
       internal abstract class ColumnBase<TColKey> : ColumnBase, IKeyedColumn<TColKey> {

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

@@ -115,7 +115,7 @@ namespace mbts.spark.filters {
             IComparer<TValue> comparer = null
          ) : this(get_row_val, get_state, load_state, prop_name, equality_comparer, comparer) {
             //
-            _items_sub = items.ObserveOnDispatcher().Subscribe(new_items => {
+            _items_sub = items.OnDispatcher().Subscribe(new_items => {
                _items_set.SetItems(new_items.Concat(_selected_items_set));
                _unsorted_items.sync_with(_items_set);
             });
@@ -131,7 +131,7 @@ namespace mbts.spark.filters {
             IComparer<TValue> comparer = null
          ) : this(get_row_val, get_state, load_state, prop_name, equality_comparer, comparer) {
             //
-            _items_sub = items.ObserveOnDispatcher().Subscribe(update => {
+            _items_sub = items.OnDispatcher().Subscribe(update => {
                foreach (var v in update.added)
                   _items_set.Add(v);
                foreach (var v in update.removed.Except(_selected_items_set))
@@ -182,7 +182,7 @@ namespace mbts.spark.filters {
 
          protected override void _load_state_internal(TState state) {
             Disposable.dispose(ref _desired_items_sub);
-            _desired_items_sub = _load_state(state).ObserveOnDispatcher().Subscribe(_on_desired_item);
+            _desired_items_sub = _load_state(state).OnDispatcher().Subscribe(_on_desired_item);
          }
 
          protected override void _apply() {

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

@@ -54,8 +54,9 @@ namespace mbts.ui {
       public static TimeTextTuple FromTicks(long ticks) =>
          FromDateTime(new DateTime(ticks));
 
-      public static TimeTextTuple FromDateTime(DateTime date_time) =>
-         new TimeTextTuple(DateTimeFormatInfo.CurrentInfo.AbbreviatedMonthNames[date_time.Month - 1], date_time.Day.ToString(), date_time.Year.ToString(), date_time.ToString("t"));
+      public static TimeTextTuple FromDateTime(DateTime date_time) => FromDateTime(date_time, "t");
+      public static TimeTextTuple FromDateTime(DateTime date_time, string time_format) =>
+         new TimeTextTuple(DateTimeFormatInfo.CurrentInfo.AbbreviatedMonthNames[date_time.Month - 1], date_time.Day.ToString(), date_time.Year.ToString(), date_time.ToString(time_format));
 
       public TimeTextTuple(string month_text, string day_text, string year_text, string time_text) {
          _month_text = month_text;
@@ -107,14 +108,23 @@ namespace mbts.ui {
 
 
       static DateTime? _parse(string month_text, string day_text, string year_text, string time_text) {
-         DateTime? t = _parse(time_text);
+         TimeSpan? t = _parse_time(time_text);
          if (t.HasValue) {
             DateTime? d = _parse($"{month_text}/{day_text}/{year_text}");
-            if (d.HasValue) return d.Value.Date.AddDays(t.Value.TimeOfDay.TotalDays);
+            if (d.HasValue) return d.Value.Date.Add(t.Value);
          }
          return null;
       }
 
+      static TimeSpan? _parse_time(string text) {
+         DateTime? dt = _parse(text);
+         if (dt.HasValue) {
+            return dt.Value.TimeOfDay;
+         } else if (TimeSpan.TryParse(text, out TimeSpan result) && result < TimeSpan.FromDays(1)) {
+            return result;
+         } else return null;
+      }
+
       static DateTime? _parse(string text) {
          if (!string.IsNullOrEmpty(text) && DateTime.TryParse(text, out DateTime result))
             return result;

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

@@ -28,7 +28,14 @@
         BorderBrush="{TemplateBinding BorderBrush}"
         BorderThickness="{TemplateBinding BorderThickness}"
         Text="{Binding Value, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource TickDisplayTwoWayConverter}, Mode=TwoWay}"
-      />
+      >
+        <TextBox.CommandBindings>
+          <CommandBinding Command="{x:Static u:TextBoxBehavior.SelectAllCommand}" Executed="{x:Static u:TextBoxBehavior.SelectAllCommandExecutedHandler}"/>
+        </TextBox.CommandBindings>
+        <TextBox.InputBindings>
+          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static u:TextBoxBehavior.SelectAllCommand}"/>
+        </TextBox.InputBindings>
+      </TextBox>
     </c:TickUpDown>
   </ControlTemplate>
   <Style TargetType="usp:PriceEntryControl">

src/client/spark/view/Controls/PriceEntryControl.xaml.cs

@@ -47,24 +47,30 @@ namespace mbts.ui.spark {
       #endregion
 
       TextBox _text;
-      IDisposable _text_input_hook;
 
       public PriceEntryControl() {
          TickUpCommand = new DelegateCommand(_tick_up);
          TickDownCommand = new DelegateCommand(_tick_down);
       }
 
+      IDisposable _keyboard_focus_sub;
+      bool _has_keyboard_focus;
+
       public override void OnApplyTemplate() {
+         Disposable.dispose(ref _keyboard_focus_sub);
          _text = this.assert_template_child<TextBox>("_text");
-         Disposable.dispose(ref _text_input_hook);
-         _text_input_hook = _text.SubscribePreviewTextInput((s, e) => e.Handled = !RegexFilters.PriceInput.IsMatch(_text.PeekText(e)));
+         _keyboard_focus_sub = _text.SubscribeKeyboardFocus(val => _has_keyboard_focus = val);
          _update_text_binding();
       }
 
       void _tick_up() {
+         if (_has_keyboard_focus) {
+            _text.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+         }
          double v = Value;
-         if (double.IsNaN(v)) SetCurrentValue(ValueProperty, TickDefaultValue);
-         else {
+         if (double.IsNaN(v)) {
+            SetCurrentValue(ValueProperty, TickDefaultValue);
+         } else {
             var spec = ContractSpec;
             if (spec.HasValue) SetCurrentValue(ValueProperty, spec.Value.tickup(v));
             else SetCurrentValue(ValueProperty, TickDefaultValue);
@@ -72,9 +78,13 @@ namespace mbts.ui.spark {
       }
 
       void _tick_down() {
+         if (_has_keyboard_focus) {
+            _text.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+         }
          double v = Value;
-         if (double.IsNaN(v)) SetCurrentValue(ValueProperty, TickDefaultValue);
-         else {
+         if (double.IsNaN(v)) {
+            SetCurrentValue(ValueProperty, TickDefaultValue);
+         } else {
             var spec = ContractSpec;
             if (spec.HasValue) SetCurrentValue(ValueProperty, spec.Value.tickdown(v));
             else SetCurrentValue(ValueProperty, TickDefaultValue);

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

@@ -23,38 +23,42 @@ namespace mbts.ui.controls {
       }
 
       protected override void OnPreviewKeyDown(KeyEventArgs e) {
-         switch (Keyboard.Modifiers) {
-            case ModifierKeys.None: {
-                  switch (e.Key) {
-                     case Key.Up:
-                        TickUpCommand.TryExecuteIfCan(TickUpParameter);
-                        e.Handled = true;
-                        break;
-                     case Key.Down:
-                        TickDownCommand.TryExecuteIfCan(TickDownParameter);
-                        e.Handled = true;
-                        break;
+         if (EnableArrowKeyTick) {
+            switch (Keyboard.Modifiers) {
+               case ModifierKeys.None: {
+                     switch (e.Key) {
+                        case Key.Up:
+                           TickUpCommand.TryExecuteIfCan(TickUpParameter);
+                           e.Handled = true;
+                           break;
+                        case Key.Down:
+                           TickDownCommand.TryExecuteIfCan(TickDownParameter);
+                           e.Handled = true;
+                           break;
+                     }
                   }
-               }
-               break;
-            case ModifierKeys.Alt: {
-                  // see: https://stackoverflow.com/questions/3099472/previewkeydown-is-not-seeing-alt-modifiers
-                  switch (e.SystemKey) {
-                     case Key.Up:
-                        TickUpCommand.TryExecuteIfCan(TickUpAltParameter);
-                        e.Handled = true;
-                        break;
-                     case Key.Down:
-                        TickDownCommand.TryExecuteIfCan(TickDownAltParameter);
-                        e.Handled = true;
-                        break;
+                  break;
+               case ModifierKeys.Alt: {
+                     // see: https://stackoverflow.com/questions/3099472/previewkeydown-is-not-seeing-alt-modifiers
+                     switch (e.SystemKey) {
+                        case Key.Up:
+                           TickUpCommand.TryExecuteIfCan(TickUpAltParameter);
+                           e.Handled = true;
+                           break;
+                        case Key.Down:
+                           TickDownCommand.TryExecuteIfCan(TickDownAltParameter);
+                           e.Handled = true;
+                           break;
+                     }
                   }
-               }
-               break;
+                  break;
+            }
          }
          base.OnPreviewKeyDown(e);
       }
 
+      public bool EnableArrowKeyTick { get; set; } = true;
+
       #region TickCommand
       public ICommand TickCommand {
          get { return (ICommand)GetValue(TickCommandProperty); }

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

@@ -31,8 +31,14 @@
               <ColumnDefinition Width="Auto"/>
               <ColumnDefinition/>
             </Grid.ColumnDefinitions>
-            <c:TickUpDown x:Name="PART_time_tick" Grid.Column="0" MinWidth="85" HorizontalAlignment="Stretch">
-              <TextBox x:Name="PART_time_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True"/>
+            <c:TickUpDown x:Name="PART_time_tick" Grid.Column="0" MinWidth="85" HorizontalAlignment="Stretch" EnableArrowKeyTick="False">
+              <TextBox x:Name="PART_time_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True">
+                <TextBox.InputBindings>
+                  <KeyBinding Key="Up" Command="{x:Static c:DateTimePicker.TickTimeComponentCommand}" CommandParameter="{u:Int 1}"/>
+                  <KeyBinding Key="Down" Command="{x:Static c:DateTimePicker.TickTimeComponentCommand}" CommandParameter="{u:Int -1}"/>
+                  <u:CustomInputBinding Gesture="{x:Static u:InputGestures.LeftTripleClick}" Command="{x:Static u:TextBoxBehavior.SelectAllCommand}"/>
+                </TextBox.InputBindings>
+              </TextBox>
             </c:TickUpDown>
             <c:TickUpDown x:Name="PART_month_tick" Grid.Column="2" Width="50">
               <TextBox x:Name="PART_month_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True"/>

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

@@ -3,6 +3,7 @@ using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel;
+using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
@@ -14,7 +15,9 @@ namespace mbts.ui.controls {
    /// Interaction logic for DateTimePicker.xaml
    /// </summary>
    public class DateTimePicker : Control {
-      TimeTupleVM _vm;
+      public static readonly RoutedCommand TickTimeComponentCommand = new RoutedCommand();
+
+      DTPController _controller;
       bool _suspend_notify_vm;
 
       static DateTimePicker() =>
@@ -24,8 +27,8 @@ namespace mbts.ui.controls {
          new FrameworkPropertyMetadata(default(TimeTextTuple), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, OnTimeTupleChanged));
       static void OnTimeTupleChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
          var dtp = (DateTimePicker)d;
-         if (!dtp._suspend_notify_vm && dtp._vm != null)
-            dtp._vm.result = (TimeTextTuple)e.NewValue;
+         if (!dtp._suspend_notify_vm && dtp._controller != null)
+            dtp._controller.result = (TimeTextTuple)e.NewValue;
       }
       public TimeTextTuple TimeTuple { get => (TimeTextTuple)GetValue(TimeTupleProperty); set => SetValue(TimeTupleProperty, value); }
 
@@ -41,59 +44,74 @@ namespace mbts.ui.controls {
          var time = this.assert_template_child<TickUpDown>("PART_time_tick");
          var time_text = this.assert_template_child<TextBox>("PART_time_text");
 
-         if (_vm != null) _vm.PropertyChanged -= _vm_PropertyChanged;
-         _vm = new TimeTupleVM();
-         _vm.result = TimeTuple;
-         _vm.PropertyChanged += _vm_PropertyChanged;
+         if (_controller != null) _controller.PropertyChanged -= _vm_PropertyChanged;
+         _controller = new DTPController(time_text);
+         _controller.result = TimeTuple;
+         _controller.PropertyChanged += _vm_PropertyChanged;
+         time.CommandBindings.Add(new CommandBinding(TickTimeComponentCommand, (s, e) => {
+            _controller.tick_time_component((int)e.Parameter);
+         }));
+         time.CommandBindings.Add(new CommandBinding(TextBoxBehavior.SelectAllCommand, TextBoxBehavior.SelectAllCommandExecutedHandler));
 
          const int delay = 500;
-         time.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_time") { Source = _vm });
+         time.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_time") { Source = _controller });
          time.TickUpParameter = 1;
          time.TickDownParameter = -1;
          time.TickUpAltParameter = 60;
          time.TickDownAltParameter = -60;
-         time_text.SetBinding(TextBox.TextProperty, new Binding("time_text") { Source = _vm, Delay = delay, ValidatesOnExceptions = true });
-         _hooks.Add(time_text.SubscribePreviewTextInput((s, e) =>
-            e.Handled = !MatchAny(time_text.PeekText(e), RegexFilters.Time.StandardTime, RegexFilters.Time.MilitaryTime)
-         ));
+         time_text.SetBinding(TextBox.TextProperty, new Binding("time_text") { Source = _controller, Delay = delay, ValidatesOnExceptions = true });
+         _hooks.Add(time_text.SubscribePreviewTextInput((s, e) => {
+            string preview = time_text.PeekText(e);
+            if (RegexFilters.Time.StandardTimeOptionalSeconds.IsMatch(preview)) {
+               _controller.use_military_time = false;
+            } else if (RegexFilters.Time.MilitaryTimeOptionalSeconds.IsMatch(preview)) {
+               _controller.use_military_time = true;
+            } else {
+               e.Handled = true;
+            }
+         }));
 
-         month.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_month") { Source = _vm });
+         month.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_month") { Source = _controller });
          month.TickUpParameter = 1;
          month.TickDownParameter = -1;
-         month_text.SetBinding(TextBox.TextProperty, new Binding("month_text") { Source = _vm, Delay = delay });
+         month_text.SetBinding(TextBox.TextProperty, new Binding("month_text") { Source = _controller, Delay = delay });
          _hooks.Add(month_text.SubscribePreviewTextInput((s, e) =>
             e.Handled = !RegexFilters.Time.MonthAbbrev.IsMatch(month_text.PeekText(e))
          ));
 
-         day.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_day") { Source = _vm });
+         day.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_day") { Source = _controller });
          day.TickUpParameter = 1;
          day.TickDownParameter = -1;
-         day_text.SetBinding(TextBox.TextProperty, new Binding("day_text") { Source = _vm, Delay = delay });
+         day_text.SetBinding(TextBox.TextProperty, new Binding("day_text") { Source = _controller, Delay = delay });
          _hooks.Add(day_text.SubscribePreviewTextInput((s, e) =>
             e.Handled = !RegexFilters.Time.DaysInMonth.IsMatch(day_text.PeekText(e))
          ));
 
-         year.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_year") { Source = _vm });
+         year.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_year") { Source = _controller });
          year.TickUpParameter = 1;
          year.TickDownParameter = -1;
-         year_text.SetBinding(TextBox.TextProperty, new Binding("year_text") { Source = _vm, Delay = delay });
+         year_text.SetBinding(TextBox.TextProperty, new Binding("year_text") { Source = _controller, Delay = delay });
          _hooks.Add(year_text.SubscribePreviewTextInput((s, e) =>
             e.Handled = !RegexFilters.Time.Year.IsMatch(year_text.PeekText(e))
          ));
       }
 
       void _vm_PropertyChanged(object sender, PropertyChangedEventArgs e) {
-         if (e.PropertyName == nameof(TimeTupleVM.result)) {
+         if (e.PropertyName == nameof(DTPController.result)) {
             _suspend_notify_vm = true;
-            TimeTuple = _vm.result;
+            TimeTuple = _controller.result;
             _suspend_notify_vm = false;
          }
       }
 
-      private class TimeTupleVM : ViewModelBase {
+      // This is not exactly a view-model, bc it accesses the time TextBox directly so it can get/set the CaretIndex,
+      // which is used to determine which time-componenet - hh:mm:ss AM/PM - should be incremented/decremented via the up/down arrow-keys.
+      class DTPController : ViewModelBase {
+         readonly TextBox _time_text_box;
          TimeTextTuple _result;
 
-         public TimeTupleVM() {
+         public DTPController(TextBox time_text_box) {
+            _time_text_box = time_text_box;
             tick_time = new DelegateCommand<int>(_tick_time);
             tick_month = new DelegateCommand<int>(_tick_month);
             tick_day = new DelegateCommand<int>(_tick_day);
@@ -135,12 +153,52 @@ namespace mbts.ui.controls {
                RaisePropertyChanged(nameof(month_text), nameof(day_text), nameof(year_text), nameof(time_text));
             }
          }
+
+         public bool use_military_time { get; set; }
          public ICommand tick_time { get; }
          public ICommand tick_month { get; }
          public ICommand tick_day { get; }
          public ICommand tick_year { get; }
+         string _time_format => use_military_time ? StringFormats.Time.MilitaryWithSeconds : StringFormats.Time.StandardWithSeconds;
 
+         public void tick_time_component(int increment) {
+            _ensure_time_text_up_to_date();
+            var r = _result.result;
+            if (r.HasValue) {
+               int index = _time_text_box.CaretIndex;
+               using (detect_property_changes()) {
+                  DateTime dt;
+                  if (index <= 0) {
+                     dt = r.Value.AddHours(increment);
+                  } else {
+                     int segment = _time_text_box.Text.Take(index).Count(c => c == ':');
+                     switch (segment) {
+                        case 0: dt = r.Value.AddHours(increment); break;
+                        case 1: dt = r.Value.AddMinutes(increment); break;
+                        case 2:
+                           if (_time_text_box.Text.Take(index).Contains(' ')) {
+                              // toggle AM/PM
+                              dt = r.Value.AddHours(r.Value.Hour < 12 ? 12 : -12);
+                           } else {
+                              dt = r.Value.AddSeconds(increment);
+                           }
+                           break;
+                        default:
+                           dt = r.Value.AddSeconds(increment);
+                           break;
+                     }
+                  }
+                  _result = TimeTextTuple.FromDateTime(dt, _time_format);
+               }
+               _time_text_box.CaretIndex = index;
+            } else {
+               using (detect_property_changes())
+                  _force_valid_inputs();
+            }
+         }
+ 
          void _tick_time(int increment) {
+            _ensure_time_text_up_to_date();
             using (detect_property_changes()) {
                var r = _result.result;
                if (r.HasValue) {
@@ -187,6 +245,11 @@ namespace mbts.ui.controls {
                }
             }
          }
+ 
+         void _ensure_time_text_up_to_date() {
+            if (_time_text_box.IsKeyboardFocused)
+               _time_text_box.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+         }
 
          void _force_valid_inputs() {
             var dt = DateTime.Today.Date;

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

@@ -8,6 +8,7 @@ namespace mbts.ui.converters
    internal class EnumCharacterCasingConverter : IValueConverter
    {
       public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         if (value is null) return string.Empty;
          string s = value is Enum ? EnumHelper.get_display_name((Enum)value) : value.ToString();
 
          CharacterCasing casing;

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

@@ -70,7 +70,7 @@ namespace mbts.ui
 
       private void _subscribe() {
          Disposable.dispose(ref _sub);
-         _sub = _source.ObserveOnDispatcher().Subscribe(_on_data);
+         _sub = _source.OnDispatcher().Subscribe(_on_data);
       }
       private void _on_data(T data) { Target.SetValue(_target_property, _last_value = data); }
 

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

@@ -0,0 +1,16 @@
+using System.Windows.Input;
+
+namespace mbts.ui {
+   class CustomInputBinding : InputBinding { }
+
+   static class InputGestures {
+      public static readonly InputGesture LeftTripleClick = new LeftTripleClickGesture();
+
+      class LeftTripleClickGesture : InputGesture {
+         public override bool Matches(object targetElement, InputEventArgs inputEventArgs) =>
+            inputEventArgs is MouseButtonEventArgs mouse_args &&
+            mouse_args.ChangedButton == MouseButton.Left &&
+            mouse_args.ClickCount == 3;
+      }
+   }
+}

src/client/spark/view/Extensions/TextElement/TextBoxBehavior.cs

@@ -7,7 +7,14 @@ using System.Windows.Input;
 
 namespace mbts.ui {
    static class TextBoxBehavior {
-      public static readonly RoutedCommand ReleaseCaptureCommand = new RoutedCommand();
+      #region RoutedCommands/Handlers
+      public static readonly RoutedCommand
+         ReleaseCaptureCommand = new RoutedCommand(),
+         SelectAllCommand = new RoutedCommand();
+
+      public static readonly ExecutedRoutedEventHandler SelectAllCommandExecutedHandler =
+         new ExecutedRoutedEventHandler((s, e) => (e.OriginalSource as TextBox ?? e.Source as TextBox ?? s as TextBox)?.SelectAll());
+      #endregion
 
       #region SelectAllOnFocus
 
@@ -168,7 +175,7 @@ namespace mbts.ui {
       public static void SetInputFilter(DependencyObject d, TextBoxInputFilter value) => d.SetValue(InputFilterProperty, value);
       #endregion
 
-      #region
+      #region IncrementDecrementOnMouseClick
       public static readonly DependencyProperty IncrementDecrementOnMouseClickProperty = DependencyProperty.RegisterAttached(
          "IncrementDecrementOnMouseClick", typeof(bool), typeof(TextBoxBehavior), new PropertyMetadata(false, IncrementDecrementOnMouseClickPropertyChanged)
          );

src/client/spark/view/Extensions/TextElement/TextElementHelper.cs

@@ -2,11 +2,28 @@
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
+using System.Windows.Input;
+
+namespace mbts.ui {
+   static class TextElementHelper {
+      public static IDisposable SubscribeKeyboardFocus(this TextBox text_box, Action<bool> callback) {
+         text_box.GotKeyboardFocus += on_got_keyboard_focus;
+         text_box.LostKeyboardFocus += on_lost_keyboard_focus;
+         return Disposable.Create(() => {
+            text_box.GotKeyboardFocus -= on_got_keyboard_focus;
+            text_box.LostKeyboardFocus -= on_lost_keyboard_focus;
+         });
+         void on_got_keyboard_focus(object sender, KeyboardFocusChangedEventArgs e) {
+            if (e.NewFocus == text_box)
+               callback(true);
+
+         }
+         void on_lost_keyboard_focus(object sender, KeyboardFocusChangedEventArgs e) {
+            if (e.OldFocus == text_box)
+               callback(false);
+         }
+      }
 
-namespace mbts.ui
-{
-   public class TextElementHelper
-   {
       public static void GetTargetProperty(DependencyObject d, out FrameworkElement text_element, out DependencyProperty text_property) {
          text_element = (FrameworkElement)d;
          if (text_element is TextBox) text_property = TextBox.TextProperty;

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

@@ -29,7 +29,7 @@ namespace mbts.ui.shell
 
       public async Task<IEnumerable<string>> get_workspaces(User user) {
          if (!_cache.TryGetValue(user.id, out List<string> result)) {
-            using (var svc = new UserUISettings(user.id, _persist)) {
+            using (var svc = new UserUISettings(user.id, _persist, null)) {
                var workspaces = await svc.query<WorkspaceDefinition>(WorkspacesModel.WORKSPACE_NAMESPACE, ".*");
                result = workspaces.Select(w => w.key).ToList();
                _cache[user.id] = result;

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

@@ -38,7 +38,7 @@ namespace mbts.ui.shell {
          _window_settings = settings;
          _window_factory = factory;
          _undo = undo;
-         _dispose = bus.subscribe(SparkTags.ShowWindow).ObserveOnDispatcher().Subscribe(w => add(w).ignore());
+         _dispose = bus.subscribe(SparkTags.ShowWindow).OnDispatcher().Subscribe(w => add(w).ignore());
       }
 
       #region Window creation

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

@@ -27,7 +27,7 @@ namespace mbts.spark
 {
    internal class ContractPickerModel : ViewModelBase {
 
-      private const string dot = "•";
+      private const string dot = "•";
 
       public ContractPickerModel(IBus bus, bool edit_mode, SecurityCriteria existing_criteria, SecurityCriteria world_view_filter = null) {
          _bus = bus;
@@ -38,7 +38,7 @@ namespace mbts.spark
          _world_view_filter = world_view_filter;
          securities_view = CollectionViewSource.GetDefaultView(securities);
          (securities_view as ListCollectionView).CustomSort = new SecuritySorter();
-         _subs.Add(_bus.subscribe(SecuritiesTag).ObserveOnDispatcher().Subscribe(on_securities_changed));
+         _subs.Add(_bus.subscribe(SecuritiesTag).OnDispatcher().Subscribe(on_securities_changed));
 
          add_criteria_command = new DelegateCommand(
             execute: _ => {
@@ -197,10 +197,6 @@ namespace mbts.spark
          selected_securities = secs.Select(s => s.Id).ToList();
          ok_button_command.TryRaiseCanExecuteChanged();
          _compose_criteria_clause_name();
-
-         // _security_in_criteria is our fun to be returned to our callers
-         // test on click -- verify our func works
-         //var results = all_securities.Select(all => all.Value.security).Where(x => _security_in_criteria(x)).ToList();
       }
 
       private void on_securities_changed(IReadOnlyDictionary<uint, SecurityMD> changed_securities) {
@@ -212,10 +208,6 @@ namespace mbts.spark
             all_securities = changed_securities;
          }
 
-         securities.sync_with(all_securities
-            .Select(entry => entry.Value.security)
-         );
-
          _update_exchanges();
          _update_security_types();
          _update_symbols();
@@ -327,7 +319,6 @@ namespace mbts.spark
             .Select(s => s.Value.security.Symbol)
             .Distinct()
          );
-            
       }
 
       private void _update_securities() {

src/client/spark/view/Spark/Core/TickUtils.cs

@@ -170,6 +170,13 @@ namespace mbts.spark {
       public static bool tick_equals(this ContractSpecificationImmutable contract, double x, double y) =>
          MathUtils.RoundFractionalUnits(x, contract.LowTick) == MathUtils.RoundFractionalUnits(y, contract.LowTick);
 
+      public static IEqualityComparer<double> tick_equality_comparer(this ContractSpecificationImmutable contract)
+      {
+         var eq = EqualityComparer.Create((double a, double b) => TickUtils.tick_equals(contract, a, b), 
+                                           x => MathUtils.RoundFractionalUnits(x, contract.LowTick));
+         return eq;
+      }
+
       public static double round_to_tick(this ContractSpecificationImmutable spec, double value) {
          double intpart = (long)value;
          double floatpart = value % 1;

src/client/spark/view/Spark/Ladder/LadderGridHost.cs

@@ -204,12 +204,12 @@ namespace mbts.spark {
       protected override async void OnMouseDown(MouseButtonEventArgs e) {
          Keyboard.ClearFocus();
          Focus();
-         if (e.ChangedButton == MouseButton.Middle)
+         var point = e.GetPosition(this);
+         var column = _column_for_point(point);
+         if (column.column_type == ColumnType.Price && e.ChangedButton == MouseButton.Middle)
             _scroll_to_center();
          else if (_settings != null) {
-            var point = e.GetPosition(this);
             var price = price_for_point(point);
-            var column = _column_for_point(point);
             Side? bs = null;
             if (column.column_type == ColumnType.Bid) bs = Side.Buy;
             if (column.column_type == ColumnType.Ask) bs = Side.Sell;
@@ -340,7 +340,7 @@ namespace mbts.spark {
             _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
             _price_dirty = true;
             _vm.on_tick += _tick;
-            _settings_sub = _vm.settings.ObserveOnDispatcher().Subscribe(_settings_updated);
+            _settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
             _tick_sub = Disposable.Create(() => _vm.on_tick -= _tick);
          }
       }
@@ -533,6 +533,7 @@ namespace mbts.spark {
          _visualHost.AddVisualChild(_mid_mkt_break_vis);
          _visualHost.AddVisualChild(_ask_mkt_break_vis);
          _visualHost.AddVisualChild(_bid_mkt_break_vis);
+         _render_grid_background();
          _init_tactile_adorner();
          // this effectively sets the background of the "Last" column
          if (_scrollViewer != null) {

src/client/spark/view/Spark/Ladder/LadderOrderVM.cs

@@ -89,17 +89,19 @@ namespace mbts.spark {
          }
          var darker = BTSColor.darken2(color.R, color.G, color.B, 0.75);
          Color dark = new Color() { A = 255, R = darker.r, G = darker.g, B = darker.b };
-         var completion = _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.filled(order)) / _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.quantity(order));
-         background = mkbrush(color, _colorbg, completion);
-         hoverbackground = mkbrush(dark, _darkbg, completion);
+         //var completion = _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.filled(order)) / _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.quantity(order));
+         background = _color_bg_brush; //mkbrush(color, _colorbg, 0);
+         hoverbackground = mkbrush(dark, _darkbg, 0);
          border = new SolidColorBrush(color);
          filled = _parent_and_child_not_sharing_slot().Select(order => OrderUtils.filled(order)).Sum();
          working_quantity = _parent_and_child_not_sharing_slot().Select(order => order.working_quantity()).Sum();
          quantity = _parent_and_child_not_sharing_slot().Select(order => order.State.Quantity).Sum();
 
-         summary = _orders.Values.Select(order => order.short_description(_parent.security.ContractSpec)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
-         description = _orders.Values.Select(order => order.full_description(_parent.security)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
-
+         if (_orders.Count > 0)
+         {
+            summary = _orders.Values.Select(order => order.short_description(_parent.security.ContractSpec)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
+            description = _orders.Values.Select(order => order.full_description(_parent.security)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
+         }
          _set_badge_text();
       }
 
@@ -132,7 +134,7 @@ namespace mbts.spark {
             if (distinct_sides.Count() > 1) {
                return Side.Undefined;
             }
-            return distinct_sides.First();
+            return distinct_sides.FirstOrDefault();
          }
       }
 

src/client/spark/view/Spark/Ladder/LadderSettings.cs

@@ -1,5 +1,6 @@
 using bts.api.orderman;
 using mbts.ui;
+using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Linq;
@@ -124,8 +125,6 @@ namespace mbts.spark {
                last_column = last_column,
                calculator_buttons = new[] { 1, 5, 10, 25, 50, 100 },
                scroll_bar_visible = false,
-               ticks_to_recenter = 10,
-               seconds_to_recenter = 300,
                default_order_type = CustomOrderDefinition.CustomOneofCase.Limit,
                default_time_in_force = TimeInForce.Day,
                animate_recenter = true,
@@ -163,10 +162,8 @@ namespace mbts.spark {
       public int[] calculator_buttons { get; set; }
       [ProtoMember(10)]
       public bool scroll_bar_visible { get; set; }
-      [ProtoMember(11)]
-      public int ticks_to_recenter { get; set; }
-      [ProtoMember(12)]
-      public int seconds_to_recenter { get; set; }
+      // USED [ProtoMember(11)]
+      // USED [ProtoMember(12)]
       [ProtoMember(13)]
       public CustomOrderDefinition.CustomOneofCase default_order_type { get; set; }
       [ProtoMember(14)]
@@ -197,11 +194,8 @@ namespace mbts.spark {
          other.price_column.safe_equals(price_column) &&
          other.calculator_buttons.safe_equals(calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
          other.scroll_bar_visible == scroll_bar_visible &&
-         other.ticks_to_recenter == ticks_to_recenter &&
-         other.seconds_to_recenter == seconds_to_recenter &&
          other.default_order_type == default_order_type &&
          other.default_time_in_force == default_time_in_force &&
-         other.seconds_to_recenter == seconds_to_recenter &&
          other.size == size &&
          other.animate_recenter == animate_recenter &&
          other.badge_style == badge_style &&
@@ -213,26 +207,24 @@ namespace mbts.spark {
       public override bool Equals(object obj) => Equals(obj as LadderSettings);
 
       public override int GetHashCode() =>
-         row_height.GetHashCode() +
-         grid_line_color.GetHashCode() +
-         orders_column.GetHashCode() +
-         bid_column.GetHashCode() +
-         ask_column.GetHashCode() +
-         price_column.GetHashCode() +
-         last_column.GetHashCode() +
-         calculator_buttons.GetHashCode() +
-         scroll_bar_visible.GetHashCode() +
-         ticks_to_recenter.GetHashCode() +
-         seconds_to_recenter.GetHashCode() +
-         default_order_type.GetHashCode() +
-         default_time_in_force.GetHashCode() +
-         seconds_to_recenter.GetHashCode() +
-         size.GetHashCode() +
-         animate_recenter.GetHashCode() +
-         badge_style.GetHashCode() +
-         bid_break_line.GetHashCode() +
-         ask_break_line.GetHashCode() +
-         mid_break_line.GetHashCode() +
-         alternate_order_size.GetHashCode();
+         EqualityComparer.aggregate_hash(
+            row_height.GetHashCode(),
+            grid_line_color.GetHashCode(),
+            orders_column.GetHashCode(),
+            bid_column.GetHashCode(),
+            ask_column.GetHashCode(),
+            price_column.GetHashCode(),
+            last_column.GetHashCode(),
+            calculator_buttons.GetHashCode(),
+            scroll_bar_visible.GetHashCode(),
+            default_order_type.GetHashCode(),
+            default_time_in_force.GetHashCode(),
+            size.GetHashCode(),
+            animate_recenter.GetHashCode(),
+            badge_style.GetHashCode(),
+            bid_break_line.GetHashCode(),
+            ask_break_line.GetHashCode(),
+            mid_break_line.GetHashCode(),
+            alternate_order_size.GetHashCode());
    }
 }

src/client/spark/view/Spark/Ladder/LadderVM.cs

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.orderman;
+using bts.shell;
 using bts.spark;
 using mbts.co2;
 using mbts.persist;
@@ -22,15 +23,18 @@ namespace mbts.spark {
       readonly LadderModel _model;
       readonly Property<double> _high, _low, _change, _open, _settlement;
       readonly Property<ulong> _volume;
-      readonly Property<bool> _revert;
+      readonly Property<bool> _auto_clear;
       readonly Property<Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
       IWindowSettingsManager<LadderSettings> _settings_manager;
       ulong _misc_time = 0;
-      Dictionary<double, LadderOrderVM> _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>();
+      IEqualityComparer<double> _equality;
+      Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
 
       public LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager) {
          _bus = bus;
          _model = model;
+         _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
+         _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
          _settings_manager = settings_manager;
          _high = backing(nameof(high), double.NaN);
          _low = backing(nameof(low), double.NaN);
@@ -38,7 +42,7 @@ namespace mbts.spark {
          _open = backing(nameof(open), double.NaN);
          _settlement = backing(nameof(settlement), double.NaN);
          _volume = backing(nameof(volume), 0ul);
-         _revert = backing(nameof(revert), false);
+         _auto_clear = backing(nameof(auto_clear), false);
          _status = backing(nameof(status_message), "");
          _status_brush = backing(nameof(status_background), (Brush)BTSColors.UI.spark_menu_background);
          // brush props
@@ -47,7 +51,7 @@ namespace mbts.spark {
          _ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background.rgb_brush());
          _ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground.rgb_brush());
          Property<Brush> brush_prop(string name, Func<LadderSettings, Brush> get_brush) =>
-            backing(name, settings_manager.subscribe_current().ObserveOnDispatcher(), get_brush);
+            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_brush);
          //
          send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
@@ -69,11 +73,11 @@ namespace mbts.spark {
             settings_command,
             order_properties_vm = new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(security), _settings_manager.subscribe_current().Select(s => new InlineOrderProperties(model.order_gateway, s))),
             size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
-            bus.subscribe(SparkTags.LogActivity).ObserveOnDispatcher().Subscribe(status_update),
-            model.order_gateway.working_orders.ObserveOnDispatcher().Subscribe(working => {
+            bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
+            model.order_gateway.working_orders.OnDispatcher().Subscribe(working => {
                // Here we manage N orders to 1 price slot in the ladder
 
-               Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>();
+               Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
                var ladders_orders = working.Values.Where(o => o.Def.SecurityKey == security.Id);
                foreach (var wo in ladders_orders) {
                   var slot_price_target = wo.price();
@@ -152,7 +156,7 @@ namespace mbts.spark {
       public ICommand status_click_command => SparkCommands.ShowActivityLog.ICommand(_bus);
 
       public async void status_update(Activity a) {
-         if (a.security == _model.security) {
+         if (a.security == _model.security && a.category != ActivityLogCategory.modify) {
             _status.set(a.message);
             _status_brush.set(a.category.fill);
             await Task.Delay(TimeSpan.FromSeconds(5));
@@ -170,7 +174,7 @@ namespace mbts.spark {
       public double open => _open.Value;
       public double settlement => _settlement.Value;
       public ulong volume => _volume.Value;
-      public bool revert { get => _revert.Value; set => _revert.set(value); }
+      public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
       public CalculatorLogic size_calculator { get; }
       public OrderPropertiesEditorVM order_properties_vm { get; }
       public ObservableCollection<LadderOrderVM> orders { get; }
@@ -226,16 +230,8 @@ namespace mbts.spark {
                
             uint size = args.size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value.Value);
             await _model.order_gateway.send_order(order, args.price, size);
-            if (revert) {
-               size_calculator.value = s.size;
-               if (order_properties_vm.selected_time_in_force != s.default_time_in_force && order_properties_vm.time_in_forces.Contains(s.default_time_in_force))
-                  order_properties_vm.selected_time_in_force = s.default_time_in_force;
-               foreach (var ot in order_properties_vm.order_types) {
-                  ot.load_from(_model.order_gateway.factory.custom_order(ot.order_type));
-                  if (ot.order_type == s.default_order_type)
-                     order_properties_vm.selected_order_type = ot;
-               }
-            }
+            if (auto_clear)
+               size_calculator.value = 0;
          }
       }
 

src/client/spark/view/Spark/Ladder/LadderView.xaml

@@ -394,7 +394,7 @@
         </ItemsControl>
         <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}">Clear</Button>
         <!-- reset to defaults after order -->
-        <CheckBox Margin="2" IsChecked="{Binding revert}">Auto Clear</CheckBox>
+        <CheckBox Margin="2" IsChecked="{Binding auto_clear}">Auto Clear</CheckBox>
       </StackPanel>
       <Grid Grid.Row="1">
         <Grid.RowDefinitions>

src/client/spark/view/Spark/Ladder/RecenterCountdown.cs

@@ -17,16 +17,17 @@ namespace mbts.spark {
       };
       SecurityImmutable? _security;
       MDConsumerHandle _handle;
-      LadderSettings _settings;
       DateTime _last_recenter = DateTime.MaxValue;
       double _last_mid = 0.0;
       IDisposable _dispose;
+      readonly TimeSpan _seconds_to_center;
 
       public RecenterCountdown() {
          DataContextChanged += RecenterCountdown_DataContextChanged;
          Unloaded += (o,e) => on_unload(false);
          _timer.Tick += _timer_Tick;
          _timer.Start();
+         _seconds_to_center = TimeSpan.FromSeconds(config.Configuration.get<bts.config.LadderKnobs>().seconds_to_recenter);
       }
 
       static (double,double) tick_range(double price, int tick_count, ContractSpecificationImmutable spec) {
@@ -34,11 +35,10 @@ namespace mbts.spark {
       }
 
       private void _timer_Tick(object sender, EventArgs e) {
-         if (_settings != null && _security != null) {
+         if (_security != null) {
             var mid = _handle.mid();
-            (double low, double high) = tick_range(_last_mid, _settings.ticks_to_recenter, _security.Value.ContractSpec);
             if (//mid < low || mid > high ||
-               (_last_recenter + TimeSpan.FromSeconds(_settings.seconds_to_recenter) < DateTime.UtcNow)) {
+               (_last_recenter + _seconds_to_center < DateTime.UtcNow)) {
                trigger_recenter(mid);
             }
          }
@@ -59,7 +59,6 @@ namespace mbts.spark {
             vm.OnDisposed += on_unload;
             _dispose =
                Disposable.Create(
-                  vm.settings.Subscribe(s => _settings = s),
                   Disposable.Create(() => vm.OnDisposed -= on_unload));
          }
       }

src/client/spark/view/Spark/PAndL/PAndLModel.cs

@@ -1,15 +1,9 @@
 using bts.api;
 using mbts.utils;
 using System;
-using System.Collections.Generic;
-using System.Collections.Specialized;
 using System.ComponentModel.Composition;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
 
-namespace mbts.spark
-{
+namespace mbts.spark {
    [Export]
    class PAndLModel : IDisposable {
       readonly IBus _bus;
@@ -24,19 +18,8 @@ namespace mbts.spark
          //_account_service = account_service;
       }
 
-      public IObservable<List<PnLData>> on_pnl_data =>
-         // combine w/ Securities to get SecurityMD
-         _order_model.on_fill_tuples.table(ft => ft.key).CombineLatest(_bus.subscribe(SparkTags.SecuritiesTag), (fills, securities) => {
-            List<PnLData> pnl_data = new List<PnLData>(fills.state.Count);
-            foreach (var ft in fills.state.Values) {
-               if (ft.security.HasValue && securities.TryGetValue(ft.security.Value.Id, out SecurityMD sec_md)) {
-                  pnl_data.Add(new PnLData(ft.fill, sec_md, ft.order));
-               } else {
-                  pnl_data.Add(new PnLData(ft.fill, null, ft.order));
-               }
-            }
-            return pnl_data;
-         });
+      public IObservable<ITableUpdateTransform<PnLData, FillTupleKey>> on_pnl_data =>
+         _order_model.on_fill_tuples.convert(ft => new PnLData(ft)).table(pd => pd.key);
 
       //public async Task<Account[]> get_accounts() {
       //   var request = await _account_service.get_accounts_async(new GetAccountsRequest());
@@ -46,12 +29,8 @@ namespace mbts.spark
       //   }
       //   return new Account[] { };
       //}
-
       
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
-
    }
-
-
-}
+}

src/client/spark/view/Spark/PAndL/PAndLVM.cs

@@ -20,10 +20,10 @@ namespace mbts.spark {
          _model = model;
          var pnl = model.on_pnl_data
             .Sample(_POSITION_UPDATE_PERIOD)
-            .ObserveOnDispatcher()
+            .OnDispatcher()
             .Subscribe(p => {
                if (p != null) {
-                  PnLCalculator calc = new PnLCalculator(p);
+                  PnLCalculator calc = new PnLCalculator(p.state.Values);
                   var summary_position_rows = calc.get_summary_position();
                   _pnl_data.sync_with(summary_position_rows);
                   _last_pnl_update_time = DateTime.Now;

src/client/spark/view/Spark/PAndL/PnLCalculator.cs

@@ -76,9 +76,9 @@ namespace mbts.spark {
 
 
    class PnLCalculator {
-      readonly List<PnLData> _data;
+      readonly IEnumerable<PnLData> _data;
 
-      public PnLCalculator(List<PnLData> data) {
+      public PnLCalculator(IEnumerable<PnLData> data) {
          _data = data;
       }
 

src/client/spark/view/Spark/PAndL/PnLData.cs

@@ -1,11 +1,6 @@
 using bts.api;
 using bts.api.orderman;
-using mbts.co2;
 using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
 
 namespace mbts.spark {
 
@@ -23,16 +18,16 @@ namespace mbts.spark {
 
    class PnLData {
       
-      public readonly FillImmutable fill;
-      public readonly SecurityMD? sec_md;
-      public readonly OrderRecordImmutable? order;
+      readonly FillTuple _fill_tuple;
 
-      public PnLData(FillImmutable fill, SecurityMD? sec_md, OrderRecordImmutable? order) {
-         this.fill = fill;
-         this.sec_md = sec_md;
-         this.order = order;
-      }
+      public PnLData(FillTuple fill_tuple) =>
+         _fill_tuple = fill_tuple;
 
+      public FillTupleKey key => _fill_tuple.key;
+      public FillImmutable fill => _fill_tuple.fill;
+      public SecurityMD? sec_md => _fill_tuple.security_md;
+      public OrderRecordImmutable? order => _fill_tuple.order;
+      //
       public string account => order?.Def.Account;
       public Venue? exchange => sec_md?.security.Exchange;
       public string symbol => sec_md?.security.Symbol;
@@ -43,7 +38,5 @@ namespace mbts.spark {
       public override string ToString() {
          return $"Fill: ( {account} {exchange} {security.ToString()} buy: {buy_quantity} sell: {sell_quantity} ) Security: {security.ToString()}";
       }
-
-
    }
-}
+}

src/client/spark/view/Spark/Shell/CVOrderBook/CVOrderBookCell.cs

@@ -5,92 +5,153 @@ using System.ComponentModel;
 
 namespace mbts.spark {
    partial class CVOrderBookRowVM {
-      public interface IOrderBookCell : IComparable, INotifyPropertyChanged {
+      public interface IOrderBookCell : IComparable {
          string text { get; }
+      }
+
+      public interface IOrderBookCell<T> : IOrderBookCell {
+         T value { get; }
+         IOrderBookCellStore<T> store { get; }
+      }
+
+      public interface IOrderBookCellStore {
+         CVOrderBookRowVM row { get; }
+         ICVOrderBookColumn column { get; }
+         string prop_name { get; }
+         IOrderBookCell current { get; }
+         //
+         IOrderBookCellStore select_other(CVOrderBookRowVM row);
          bool refresh();
+         void regenerate_cell();
+      }
+
+      public interface IOrderBookCellStore<T> : IOrderBookCellStore, IComparer<T>, IEqualityComparer<T> {
+         new IOrderBookCell<T> current { get; }
+         new IOrderBookCellStore<T> select_other(CVOrderBookRowVM row);
+         //
+         T get_value(CVOrderBookRowVM row);
+         string format(T value);
       }
 
       public static class CellFactory {
-         public static OrderBookCell<T> create<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, Func<CVOrderBookRowVM, T> get_value, Func<CVOrderBookRowVM, OrderBookCell<T>> get_cell, Func<T, string> format = null) =>
-           new OrderBookCell<T>(row, column, get_value, get_cell, format, new Comparison<T>(Comparer<T>.Default.Compare), EqualityComparer<T>.Default);
+         public static IOrderBookCellStore<T> create<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<CVOrderBookRowVM, T> get_value, Func<CVOrderBookRowVM, IOrderBookCellStore<T>> select_other, Func<T, string> format = null) =>
+            new OrderBookCellStore<T>(row, column, prop_name, get_value, select_other, format, new Comparison<T>(Comparer<T>.Default.Compare), EqualityComparer<T>.Default);
 
-         public static OrderBookCell<T> create<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, Func<CVOrderBookRowVM, T> get_value, Func<CVOrderBookRowVM, OrderBookCell<T>> get_cell, Comparison<T> comparison, Func<T, string> format = null) =>
-            new OrderBookCell<T>(row, column, get_value, get_cell, format, comparison, EqualityComparer<T>.Default);
+         public static IOrderBookCellStore<T> create<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<CVOrderBookRowVM, T> get_value, Func<CVOrderBookRowVM, IOrderBookCellStore<T>> select_other, Comparison<T> comparison, Func<T, string> format = null) =>
+            new OrderBookCellStore<T>(row, column, prop_name, get_value, select_other, format, comparison, EqualityComparer<T>.Default);
 
-         public static OrderBookCell<T?> create_nullable<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, Func<CVOrderBookRowVM, T?> get_value, Func<CVOrderBookRowVM, OrderBookCell<T?>> get_cell, Func<T?, string> format = null)
-            where T : struct => new OrderBookCell<T?>(row, column, get_value, get_cell, format, CompareUtils.nullable_comparison<T>(Comparer<T>.Default.Compare), EqualityComparer.CreateNullable<T>(EqualityComparer<T>.Default.Equals));
+         public static IOrderBookCellStore<T?> create_nullable<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<CVOrderBookRowVM, T?> get_value, Func<CVOrderBookRowVM, IOrderBookCellStore<T?>> select_other, Func<T?, string> format = null)
+            where T : struct => new OrderBookCellStore<T?>(row, column, prop_name, get_value, select_other, format, CompareUtils.nullable_comparison<T>(Comparer<T>.Default.Compare), EqualityComparer.CreateNullable<T>(EqualityComparer<T>.Default.Equals));
 
-         public static OrderBookCell<T?> create_nullable<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, Func<CVOrderBookRowVM, T?> get_value, Func<CVOrderBookRowVM, OrderBookCell<T?>> get_cell, Func<T, T, int> compare, Func<T?, string> format = null)
-            where T : struct => new OrderBookCell<T?>(row, column, get_value, get_cell, format, CompareUtils.nullable_comparison(compare), EqualityComparer.CreateNullable<T>(EqualityComparer<T>.Default.Equals));
-      }
+         public static IOrderBookCellStore<T?> create_nullable<T>(CVOrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<CVOrderBookRowVM, T?> get_value, Func<CVOrderBookRowVM, IOrderBookCellStore<T?>> select_other, Func<T, T, int> compare, Func<T?, string> format = null)
+            where T : struct =>
+            new OrderBookCellStore<T?>(row, column, prop_name, get_value, select_other, format, CompareUtils.nullable_comparison(compare), EqualityComparer.CreateNullable<T>(EqualityComparer<T>.Default.Equals));
 
-      public class OrderBookCell<T> : IComparable<OrderBookCell<T>>, IOrderBookCell {
-         readonly CVOrderBookRowVM _row;
-         readonly ICVOrderBookColumn _column;
-         readonly Func<CVOrderBookRowVM, T> _get_value;
-         readonly Func<CVOrderBookRowVM, OrderBookCell<T>> _get_cell;
-         readonly Func<T, string> _format;
-         readonly Comparison<T> _comparison;
-         readonly IEqualityComparer<T> _eq_comparer;
-         T _value;
-         string _text;
+         class OrderBookCellStore<T> : IOrderBookCellStore<T> {
+            readonly CVOrderBookRowVM _row;
+            readonly ICVOrderBookColumn _column;
+            readonly string _prop_name;
+            readonly Func<CVOrderBookRowVM, T> _get_value;
+            readonly Func<CVOrderBookRowVM, IOrderBookCellStore<T>> _select_other;
+            readonly Func<T, string> _format;
+            readonly Comparison<T> _comparison;
+            readonly IEqualityComparer<T> _eq_comparer;
+            OrderBookCell<T> _current;
 
-         public OrderBookCell(CVOrderBookRowVM row, ICVOrderBookColumn column, Func<CVOrderBookRowVM, T> get_value, Func<CVOrderBookRowVM, OrderBookCell<T>> get_cell, Func<T, string> format, Comparison<T> comparison, IEqualityComparer<T> eq_comparer) {
-            _row = row;
-            _column = column;
-            _get_value = get_value;
-            _get_cell = get_cell;
-            _format = format ?? new Func<T, string>(v => v?.ToString() ?? string.Empty);
-            _comparison = comparison;
-            _eq_comparer = eq_comparer;
-            _value = _get_value(_row);
-         }
+            public OrderBookCellStore(
+              CVOrderBookRowVM row,
+              ICVOrderBookColumn column,
+              string prop_name,
+              Func<CVOrderBookRowVM, T> get_value,
+              Func<CVOrderBookRowVM, IOrderBookCellStore<T>> select_other,
+              Func<T, string> format,
+              Comparison<T> comparison,
+              IEqualityComparer<T> eq_comparer) {
+               //
+               _row = row;
+               _column = column;
+               _prop_name = prop_name;
+               _get_value = get_value;
+               _select_other = select_other;
+               _format = format ?? new Func<T, string>(v => v?.ToString() ?? string.Empty);
+               _comparison = comparison;
+               _eq_comparer = eq_comparer;
+               _current = new OrderBookCell<T>(this, _get_value(_row));
+            }
 
-         public event PropertyChangedEventHandler PropertyChanged;
+            public CVOrderBookRowVM row => _row;
+            public ICVOrderBookColumn column => _column;
+            public string prop_name => _prop_name;
+            public IOrderBookCell<T> current => _current;
+            IOrderBookCell IOrderBookCellStore.current => _current;
 
-         public T value => _value;
-         public string text => _text ?? (_text = _format(_value));
+            public int Compare(T x, T y) => _comparison(x, y);
+            public bool Equals(T x, T y) => _eq_comparer.Equals(x, y);
+            public string format(T value) => _format(value);
+            public int GetHashCode(T obj) => _eq_comparer.GetHashCode(obj);
+            public T get_value(CVOrderBookRowVM row) => _get_value(row);
+            public IOrderBookCellStore<T> select_other(CVOrderBookRowVM row) => _select_other(row);
+            IOrderBookCellStore IOrderBookCellStore.select_other(CVOrderBookRowVM row) => select_other(row);
 
-         public bool refresh() {
-            var v = _get_value(_row);
-            if (!_eq_comparer.Equals(v, _value)) {
-               _value = v;
-               _text = null;
-               PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(value)));
-               PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(text)));
-               return true;
+            public bool refresh() {
+               T v = _get_value(_row);
+               if (!_eq_comparer.Equals(v, _current.value)) {
+                  _current = new OrderBookCell<T>(this, v);
+                  _row.RaisePropertyChanged(_prop_name);
+                  return true;
+               } else return false;
+            }
+
+            public void regenerate_cell() {
+               _current = new OrderBookCell<T>(this, _current.value);
+               _row.RaisePropertyChanged(_prop_name);
             }
-            return false;
          }
 
-         public int CompareTo(OrderBookCell<T> other) {
-            if (other == null)
-               return 1;
-            var lin = lineage(_row);
-            var olin = lineage(other._row);
-            int c = 0;
-            using (var en = lin.GetEnumerator())
-            using (var oen = olin.GetEnumerator()) {
-               while (en.MoveNext() && oen.MoveNext()) {
-                  if (en.Current.order_key.value != oen.Current.order_key.value) {
-                     c = _comparison(_get_cell(en.Current).value, _get_cell(oen.Current).value);
-                     if (c != 0)
-                        return c;
-                     else {
-                        c = en.Current.order_key.value.CompareTo(oen.Current.order_key.value);
-                        return _column.SortDirection.HasValue && _column.SortDirection.Value == ListSortDirection.Ascending ? c : -c;
+         class OrderBookCell<T> : IOrderBookCell<T> {
+            string _text;
+
+            public OrderBookCell(OrderBookCellStore<T> store, T value) {
+               this.store = store;
+               this.value = value;
+            }
+
+            public string text => _text ?? (_text = store.format(value));
+            public T value { get; }
+            public IOrderBookCellStore<T> store { get; }
+
+            public int CompareTo(OrderBookCell<T> other) {
+               if (other == null)
+                  return 1;
+               var lin = lineage(store.row);
+               var olin = lineage(other.store.row);
+               int c = 0;
+               using (var en = lin.GetEnumerator())
+               using (var oen = olin.GetEnumerator()) {
+                  while (en.MoveNext() && oen.MoveNext()) {
+                     if (en.Current.order_key.value != oen.Current.order_key.value) {
+                        c = store.Compare(
+                           store.select_other(en.Current).current.value,
+                           store.select_other(oen.Current).current.value);
+                        if (c != 0)
+                           return c;
+                        else {
+                           c = en.Current.order_key.value.CompareTo(
+                              oen.Current.order_key.value);
+                           return store.column.SortDirection.HasValue && store.column.SortDirection.Value == ListSortDirection.Ascending ? c : -c;
+                        }
                      }
                   }
                }
+               return store.column.SortDirection.HasValue && store.column.SortDirection.Value == ListSortDirection.Ascending ?
+                  lin.Count.CompareTo(olin.Count) :
+                  olin.Count.CompareTo(lin.Count);
             }
-            return _column.SortDirection.HasValue && _column.SortDirection.Value == ListSortDirection.Ascending ?
-               lin.Count.CompareTo(olin.Count) : olin.Count.CompareTo(lin.Count);
+
+            public int CompareTo(object obj) => CompareTo(obj as OrderBookCell<T>);
+
+            public override string ToString() => text;
          }
-
-         public int CompareTo(object obj) =>
-            CompareTo(obj as OrderBookCell<T>);
-
-         public override string ToString() => text;
       }
    }
 }

src/client/spark/view/Spark/Shell/CVOrderBook/CVOrderBookColumns.cs

@@ -34,7 +34,8 @@ namespace mbts.spark {
    // TODO: Maybe binding to the SortDirection would be less smelly?
    //    - initially, I tried to bind to the SortDirection of each column, unfortunately, the binding target was not updated before the ICollectionView sorting took place.
    //      I decided it was not worth changing the DIYGrid.Sorting function to force the SortDirection binding targets to update immediately, before the ICollectionView sorting.
-   interface ICVOrderBookColumn {
+   interface ICVOrderBookColumn : IKeyedColumn<Columns> {
+      string sort_member_path { get; }
       ListSortDirection? SortDirection { get; }
       IDataGridColumnFilter<CVOrderBookRowVM> filter { get; }
    }
@@ -200,7 +201,7 @@ namespace mbts.spark {
                DataGridFilterKnownTemplates.Regex));
 
             string value_path(string cell_name) =>
-               string.Join(".", cell_name, nameof(CVOrderBookRowVM.OrderBookCell<uint>.value)); //uint is an arbitrary 'T', just want to get compile check on 'value' path.
+               string.Join(".", cell_name, nameof(CVOrderBookRowVM.IOrderBookCell<uint>.value)); //uint is an arbitrary 'T', just want to get compile check on 'value' path.
 
             if (startup_data?.filters is FilterStates fs) {
                security_column.filter.load_state(fs.security_criteria);
@@ -317,7 +318,10 @@ namespace mbts.spark {
          string IFilterableColumn.filter_template => _filter_template;
          ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
 
-         protected override void OnSortDirectionChanged(ListSortDirection? new_value) => _cached_sort_direction = new_value;
+         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
+            _cached_sort_direction = new_value;
+            base.OnSortDirectionChanged(new_value);
+         }
       }
 
       public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<CVOrderBookRowVM> {
@@ -414,7 +418,7 @@ namespace mbts.spark {
       public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
          ListSortDirection? _cached_sort_direction;
          public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<CVOrderBookRowVM, OrderType[]> filter)
-            : base(Columns.OrderType, new Binding($"{nameof(CVOrderBookRowVM.order_type)}.{nameof(CVOrderBookRowVM.OrderBookCell<OrderType>.value)}"), new Binding(nameof(CVOrderBookRowVM.order_metadata)), filter) {
+            : base(Columns.OrderType, new Binding($"{nameof(CVOrderBookRowVM.order_type)}.{nameof(CVOrderBookRowVM.IOrderBookCell<OrderType>.value)}"), new Binding(nameof(CVOrderBookRowVM.order_metadata)), filter) {
             this.filter = filter;
             sort_member_path = nameof(CVOrderBookRowVM.order_type);
             font_weight_binding = RenderUtils.get_font_weight_binding();
@@ -426,14 +430,17 @@ namespace mbts.spark {
          IDataGridColumnFilter<CVOrderBookRowVM> ICVOrderBookColumn.filter => filter;
          ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
 
-         protected override void OnSortDirectionChanged(ListSortDirection? new_value) => _cached_sort_direction = new_value;
+         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
+            _cached_sort_direction = new_value;
+            base.OnSortDirectionChanged(new_value);
+         }
       }
 
       public class OrderBookLastMessageColumn : TextColumn<Columns>, ICVOrderBookColumn {
          ListSortDirection? _cached_sort_direction;
 
          public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<CVOrderBookRowVM, string> filter)
-            : base(Columns.LastMessage, new Binding(nameof(CVOrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
+            : base(Columns.LastMessage, new Binding($"{nameof(CVOrderBookRowVM.last_msg)}.{nameof(CVOrderBookRowVM.IOrderBookCell<string>.value)}"), filter, DataGridFilterKnownTemplates.Regex) {
             this.filter = filter;
             Header = "Last Message";
             Width = 80;
@@ -446,7 +453,10 @@ namespace mbts.spark {
          IDataGridColumnFilter<CVOrderBookRowVM> ICVOrderBookColumn.filter => filter;
          ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
 
-         protected override void OnSortDirectionChanged(ListSortDirection? new_value) => _cached_sort_direction = new_value;
+         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
+            _cached_sort_direction = new_value;
+            base.OnSortDirectionChanged(new_value);
+         }
       }
 
       public class SecurityColumn : FrameworkElementColumnBase<Columns>, ICVOrderBookColumn, IFilterableColumn {
@@ -480,7 +490,7 @@ namespace mbts.spark {
             toggle_button.SetResourceReference(ToggleButton.StyleProperty, ExpandCollapseToggleStyleKey);
             //
             var security_view = new TextBlock();
-            security_view.SetBinding(TextBlock.TextProperty, nameof(CVOrderBookRowVM.security));
+            security_view.SetBinding(TextBlock.TextProperty, $"{nameof(CVOrderBookRowVM.security)}.{nameof(CVOrderBookRowVM.IOrderBookCell<SecurityImmutable?>.text)}");
             security_view.SetBinding(TextBlock.FontWeightProperty, _font_weight_binding);
             //
             var grid = new Grid();
@@ -492,7 +502,10 @@ namespace mbts.spark {
             return grid;
          }
 
-         protected override void OnSortDirectionChanged(ListSortDirection? new_value) => _cached_sort_direction = new_value;
+         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
+            _cached_sort_direction = new_value;
+            base.OnSortDirectionChanged(new_value);
+         }
       }
       #endregion
 

src/client/spark/view/Spark/Shell/CVOrderBook/CVOrderBookRowVM.cs

@@ -5,23 +5,47 @@ using mbts.ui;
 using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
-using System.Linq;
+using System.Reactive.Linq;
 using System.Windows.Input;
+using static mbts.spark.OrderBookView;
 using OrderStatus = bts.api.orderman.OrderStatus;
 
 namespace mbts.spark {
-   partial class CVOrderBookRowVM : ViewModelBase, IEquatable<CVOrderBookRowVM>, ui.controls.DIYGrid.IRowVM, ui.controls.DIYGrid.IActionableRowVM {
+   partial class CVOrderBookRowVM : DisposableViewModelBase, IEquatable<CVOrderBookRowVM>, ui.controls.DIYGrid.IRowVM, ui.controls.DIYGrid.IActionableRowVM {
       readonly CVOrderBookVM _book_vm;
       readonly OrdersModel _model;
-      readonly Property<bool> _visible, _expanded;
-      readonly DelegateProperty<bool> _passes_filter;
-      readonly HashSet<uint> _child_orders_pass_filter = new HashSet<uint>();
+      readonly Property<bool> _visible, _expanded, _passes_filter;
+      readonly DelegateProperty<int> _depth_level;
       readonly HashSet<CVOrderBookRowVM> _child_rows = new HashSet<CVOrderBookRowVM>();
       readonly ObservantCommand _show_order_modify_cmd;
       OrderRecordImmutable _order;
-      SecurityImmutable? _security; 
+      SecurityImmutable? _security;
       CVOrderBookRowVM _parent;
-      bool _row_passes_filter;
+      CVOrderBookVM.BranchFilterSource _branch_filter_source;
+      IDisposable _branch_filter_sub;
+      // Core
+      IOrderBookCellStore<uint> _order_key_store;
+      IOrderBookCellStore<uint> _parent_order_key_store;
+      IOrderBookCellStore<uint> _security_key_store;
+      IOrderBookCellStore<SecurityImmutable?> _security_store;
+      IOrderBookCellStore<Venue> _exchange_store;
+      // Def
+      IOrderBookCellStore<CustomOrderDefinition.CustomOneofCase> _order_type_store;
+      IOrderBookCellStore<Side> _side_store;
+      IOrderBookCellStore<string> _user_store;
+      IOrderBookCellStore<string> _account_store;
+      IOrderBookCellStore<TimeInForce> _time_in_force_store;
+      IOrderBookCellStore<DateTime> _time_created_store;
+      // State
+      IOrderBookCellStore<DateTime> _last_change_store { get; set; }
+      IOrderBookCellStore<OrderStatus> _status_store;
+      IOrderBookCellStore<double> _price_store;
+      IOrderBookCellStore<uint> _quantity_store;
+      IOrderBookCellStore<uint> _filled_quantity_store;
+      IOrderBookCellStore<double> _last_price_store;
+      IOrderBookCellStore<double> _avg_price_store;
+      IOrderBookCellStore<string> _last_msg_store;
+      IOrderBookCellStore<OrderSubType> _order_sub_type_store;
 
       public CVOrderBookRowVM(IBus bus, CVOrderBookVM source_vm, OrdersModel model, OrderRecordImmutable record, SecurityImmutable? s) {
          _book_vm = source_vm;
@@ -29,26 +53,26 @@ namespace mbts.spark {
          _order = record;
          _security = s;
          // cells
-         security = CellFactory.create_nullable(this, _book_vm.columns.security_column, r => r._security, r => r.security, v => v.HasValue ? v.Value.ToString() : "unknown security");
-         security_key = CellFactory.create(this, _book_vm.columns.security_key_column, r => r._order.security_key(), r => r.security_key);
-         parent_order_key = CellFactory.create(this, _book_vm.columns.parent_key_column, r => r._order.ParentKey, r => r.parent_order_key);
-         order_key = CellFactory.create(this, _book_vm.columns.order_key_column, r => r._order.Key, r => r.order_key);
-         time_created = CellFactory.create(this, _book_vm.columns.time_created_column, r => r._order.created(), r => r.time_created, format_date);
-         user = CellFactory.create(this, _book_vm.columns.user_column, r => _order.user(), r => r.user);
-         account = CellFactory.create(this, _book_vm.columns.account_column, r => r._order.account(), r => r.account);
-         exchange = CellFactory.create(this, _book_vm.columns.exchange_column, r => r._security.HasValue ? _security.Value.Exchange : Venue.Unset, r => r.exchange);
-         time_in_force = CellFactory.create(this, _book_vm.columns.time_in_force_column, r => r._order.time_in_force(), r => r.time_in_force);
-         order_type = CellFactory.create(this, _book_vm.columns.order_type_column, r => r._order.order_type(), r => r.order_type);
-         order_sub_type = CellFactory.create(this, _book_vm.columns.sub_type_column, r => r._order.sub_type(), r => r.order_sub_type, format_sub_type);
-         side = CellFactory.create(this, _book_vm.columns.side_column, r => r._order.side(), r => r.side);
-         last_change = CellFactory.create(this, _book_vm.columns.last_change_column, r => _order.last_change(), r => r.last_change, format_date);
-         price = CellFactory.create(this, _book_vm.columns.price_column, r => _order.price(), r => r.price, format_price);
-         quantity = CellFactory.create(this, _book_vm.columns.qty_column, r => _order.quantity(), r => r.quantity);
-         filled_quantity = CellFactory.create(this, _book_vm.columns.filled_qty_column, r => _order.filled(), r => r.filled_quantity);
-         avg_price = CellFactory.create(this, _book_vm.columns.avg_price_column, r => _order.avg_price(), r => r.avg_price, format_price);
-         last_price = CellFactory.create(this, _book_vm.columns.last_price_column, r => _order.last_price(), r => r.last_price, format_price);
-         status = CellFactory.create(this, _book_vm.columns.status_column, r => _order.status(), r => r.status);
-         last_msg = CellFactory.create(this, _book_vm.columns.last_message_column, r => _order.last_msg(), r => r.last_msg);
+         _security_store = CellFactory.create_nullable(this, _book_vm.columns.security_column, nameof(security), r => r._security, r => r._security_store, v => v.HasValue ? v.Value.ToString() : "unknown security");
+         _security_key_store = CellFactory.create(this, _book_vm.columns.security_key_column, nameof(security_key), r => r._order.security_key(), r => r._security_key_store);
+         _parent_order_key_store = CellFactory.create(this, _book_vm.columns.parent_key_column, nameof(parent_order_key), r => r._order.ParentKey, r => r._parent_order_key_store);
+         _order_key_store = CellFactory.create(this, _book_vm.columns.order_key_column, nameof(order_key), r => r._order.Key, r => r._order_key_store);
+         _time_created_store = CellFactory.create(this, _book_vm.columns.time_created_column, nameof(time_created), r => r._order.created(), r => r._time_created_store, format_date);
+         _user_store = CellFactory.create(this, _book_vm.columns.user_column, nameof(user), r => _order.user(), r => r._user_store);
+         _account_store = CellFactory.create(this, _book_vm.columns.account_column, nameof(account), r => r._order.account(), r => r._account_store);
+         _exchange_store = CellFactory.create(this, _book_vm.columns.exchange_column, nameof(exchange), r => r._security.HasValue ? _security.Value.Exchange : Venue.Unset, r => r._exchange_store);
+         _time_in_force_store = CellFactory.create(this, _book_vm.columns.time_in_force_column, nameof(time_in_force), r => r._order.time_in_force(), r => r._time_in_force_store);
+         _order_type_store = CellFactory.create(this, _book_vm.columns.order_type_column, nameof(order_type), r => r._order.order_type(), r => r._order_type_store);
+         _order_sub_type_store = CellFactory.create(this, _book_vm.columns.sub_type_column, nameof(order_sub_type), r => r._order.sub_type(), r => r._order_sub_type_store, format_sub_type);
+         _side_store = CellFactory.create(this, _book_vm.columns.side_column, nameof(side), r => r._order.side(), r => r._side_store);
+         _last_change_store = CellFactory.create(this, _book_vm.columns.last_change_column, nameof(last_change), r => _order.last_change(), r => r._last_change_store, format_date);
+         _price_store = CellFactory.create(this, _book_vm.columns.price_column, nameof(price), r => _order.price(), r => r._price_store, format_price);
+         _quantity_store = CellFactory.create(this, _book_vm.columns.qty_column, nameof(quantity), r => _order.quantity(), r => r._quantity_store);
+         _filled_quantity_store = CellFactory.create(this, _book_vm.columns.filled_qty_column, nameof(filled_quantity), r => _order.filled(), r => r._filled_quantity_store);
+         _avg_price_store = CellFactory.create(this, _book_vm.columns.avg_price_column, nameof(avg_price), r => _order.avg_price(), r => r._avg_price_store, format_price);
+         _last_price_store = CellFactory.create(this, _book_vm.columns.last_price_column, nameof(last_price), r => _order.last_price(), r => r._last_price_store, format_price);
+         _status_store = CellFactory.create(this, _book_vm.columns.status_column, nameof(status), r => _order.status(), r => r._status_store);
+         _last_msg_store = CellFactory.create(this, _book_vm.columns.last_message_column, nameof(last_msg), r => _order.last_msg(), r => r._last_msg_store);
          //
          string format_price(double v) => _security.HasValue ? _security.Value.ContractSpec.format(v) : v.ToString();
          string format_date(DateTime v) => $"{v:M/d} {v:h:mm:ss.fff tt}";
@@ -60,61 +84,73 @@ namespace mbts.spark {
             }
          }
          //
-         _visible = backing(nameof(is_visible), !_order.has_parent());
+         _visible = backing(nameof(is_visible), true);
          _expanded = backing(nameof(is_expanded), true);
-         _row_passes_filter = _book_vm.columns.filter(this);
-         _passes_filter = backing(nameof(passes_filter), () => {
-            if (_parent != null)
-               return _parent.passes_filter;
-            else return _row_passes_filter || _descendents(this).Any(r => r._row_passes_filter);
+         _depth_level = backing(nameof(depth_level), () => {
+            int i = 0;
+            var curr = this;
+            while (curr._parent != null) {
+               i++;
+               curr = curr._parent;
+            }
+            return i;
          });
          toggle_command = new DelegateCommand(() => is_expanded = !is_expanded);
          _show_order_modify_cmd = new ObservantCommand(() => bus.post(SparkTags.ShowModifyOrderTag, _order.Key));
          _show_order_modify_cmd.OnNext(status.value == OrderStatus.Working);
+         row_passes_filter = _book_vm.columns.filter(this);
+         _passes_filter = backing(nameof(passes_filter),
+            Observable.FromEvent<Action<IObservable<bool>>, IObservable<bool>>(
+               cb => _branch_filter_source_changed += cb, cb => _branch_filter_source_changed -= cb)
+         .SelectMany(o => o));
       }
- 
+
       public event Action invalidated;
+      event Action<IObservable<bool>> _branch_filter_source_changed;
 
       public OrderRecordImmutable order => _order;
-      // Core
-      public OrderBookCell<uint> order_key { get; }
-      public OrderBookCell<uint> parent_order_key { get; }
-      public OrderBookCell<uint> security_key { get; }
-      public OrderBookCell<SecurityImmutable?> security { get; }
-      public OrderBookCell<Venue> exchange { get; }
-      // Def
-      public OrderBookCell<CustomOrderDefinition.CustomOneofCase> order_type { get; }
-      public OrderBookCell<Side> side { get; }
-      public OrderBookCell<string> user { get; }
-      public OrderBookCell<string> account { get; }
-      public OrderBookCell<TimeInForce> time_in_force { get; }
-      public OrderBookCell<DateTime> time_created { get; }
-      // State
-      public OrderBookCell<DateTime> last_change { get; }
-      public OrderBookCell<OrderStatus> status { get; }
-      public OrderBookCell<double> price { get; }
-      public OrderBookCell<uint> quantity { get; }
-      public OrderBookCell<uint> filled_quantity { get; }
-      public OrderBookCell<double> last_price { get; }
-      public OrderBookCell<double> avg_price { get; }
-      public OrderBookCell<string> last_msg { get; }
-      public OrderBookCell<OrderSubType> order_sub_type { get; }
       public OrderMetadata order_metadata => _model.factory.get_metadata(order_type.value);
+      public CVOrderBookRowVM parent => _parent;
+      // Core
+      public IOrderBookCell<uint> order_key => _order_key_store.current;
+      public IOrderBookCell<uint> parent_order_key => _parent_order_key_store.current;
+      public IOrderBookCell<uint> security_key => _security_key_store.current;
+      public IOrderBookCell<SecurityImmutable?> security => _security_store.current;
+      public IOrderBookCell<Venue> exchange => _exchange_store.current;
+      // Def
+      public IOrderBookCell<CustomOrderDefinition.CustomOneofCase> order_type => _order_type_store.current;
+      public IOrderBookCell<Side> side => _side_store.current;
+      public IOrderBookCell<string> user => _user_store.current;
+      public IOrderBookCell<string> account => _account_store.current;
+      public IOrderBookCell<TimeInForce> time_in_force => _time_in_force_store.current;
+      public IOrderBookCell<DateTime> time_created => _time_created_store.current;
+      // State
+      public IOrderBookCell<DateTime> last_change => _last_change_store.current;
+      public IOrderBookCell<OrderStatus> status => _status_store.current;
+      public IOrderBookCell<double> price => _price_store.current;
+      public IOrderBookCell<uint> quantity => _quantity_store.current;
+      public IOrderBookCell<uint> filled_quantity => _filled_quantity_store.current;
+      public IOrderBookCell<double> last_price => _last_price_store.current;
+      public IOrderBookCell<double> avg_price => _avg_price_store.current;
+      public IOrderBookCell<string> last_msg => _last_msg_store.current;
+      public IOrderBookCell<OrderSubType> order_sub_type => _order_sub_type_store.current;
       // Commands
       public ICommand toggle_command { get; }
       ICommand ui.controls.DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd;
       // Accessories
-      public CVOrderBookRowVM parent_row => _parent;
       public bool is_parent => _child_rows.Count > 0;
       public bool is_child => _order.has_parent();
       public IReadOnlyCollection<CVOrderBookRowVM> child_orders => _child_rows;
+      public CVOrderBookVM.BranchFilterSource branch_filter_source => _branch_filter_source;
+      public bool passes_filter => _passes_filter.Value;
+      public bool row_passes_filter { get; private set; }
       public bool is_visible {
          get => _visible.Value;
          set {
             _visible.set(value);
             if (is_expanded) {
                foreach (var child_row in _child_rows)
-                  child_row._visible.set(value);
+                  child_row.is_visible = value;
             }
          }
       }
@@ -126,164 +162,34 @@ namespace mbts.spark {
                child_row.is_visible = value;
          }
       }
-      public int depth_level {
-         get {
-            int i = 0;
-            var curr = this;
-            while (curr._parent != null) {
-               i++;
-               curr = curr._parent;
-            }
-            return i;
-         }
-      }
-      public bool passes_filter => _passes_filter.Value;
-      public bool row_passes_filter {
-         get => _row_passes_filter;
-         set {
-            if (_row_passes_filter != value) {
-               _row_passes_filter = value;
-               if (value) {
-                  if (!passes_filter) {
-                     var root = root_node(this);
-                     root._passes_filter.refresh();
-                     foreach (var r in _descendents(root))
-                        r._passes_filter.refresh();
-                  }
-               } else if (passes_filter) {
-                  var root = root_node(this);
-                  if (!root._row_passes_filter && !_descendents(root).AtLeast(2, r => r._row_passes_filter )) {
-                     root._passes_filter.refresh();
-                     foreach (var r in _descendents(root))
-                        r._passes_filter.refresh();
-                  }
-               }
-            }
-         }
-      }
+      public int depth_level => _depth_level.Value;
 
       // '_dynamic_render_cells' are presented by 'RenderColumns,' and may change value during the lifetime of this row
       // Note: by instantiating all these cells inside a CellPropertyGroup, we can update all of them with a single call.
       // this reduces the risk of accidentally failing to update one of the cells, esp if we make changes to them down the road.
-      IEnumerable<IOrderBookCell> _dynamic_render_cells {
+      IEnumerable<IOrderBookCellStore> _dynamic_render_cells {
          get {
-            yield return last_change;
-            yield return price;
-            yield return quantity;
-            yield return filled_quantity;
-            yield return avg_price;
-            yield return last_price;
-            yield return status;
-            yield return last_msg;
+            yield return _last_change_store;
+            yield return _price_store;
+            yield return _quantity_store;
+            yield return _filled_quantity_store;
+            yield return _avg_price_store;
+            yield return _last_price_store;
+            yield return _status_store;
+            yield return _last_msg_store;
          }
       }
 
-      IEnumerable<IOrderBookCell> _security_dependent_cells {
+      IEnumerable<IOrderBookCellStore> _security_dependent_cells {
          get {
-            yield return security;
-            yield return exchange;
-            yield return price;
-            yield return avg_price;
-            yield return last_price;
+            yield return _security_store;
+            yield return _exchange_store;
+            yield return _price_store;
+            yield return _avg_price_store;
+            yield return _last_price_store;
          }
       }
 
-      public void add_child_order(CVOrderBookRowVM child_row) {
-         // we don't need to raise this every single time
-         if (_child_rows.Add(child_row) && _child_rows.Count == 1)
-            RaisePropertyChanged("is_parent");
-         child_row._parent = this;
-         child_row.RaisePropertyChanged(nameof(depth_level));
-         var root = root_node(this);
-         if (child_row.passes_filter) {
-            if (child_row._row_passes_filter)
-               _child_orders_pass_filter.Add(child_row._order.Key);
-            // if this row isn't currently passing the filter, update it and the rest of the branch
-            if (!passes_filter) {
-               _passes_filter.set(true);
-               // child_row and its descendents already know they passed failter
-               foreach (var row in _descendents_except_node(root, child_row))
-                  row._passes_filter.set(true);
-            }
-         }
-         // recursively updates 'live_sorting_props,' and 'is_visible' for child_row and descendents
-         child_row.on_parent_updated();
-         if (child_row.row_passes_filter && !root.passes_filter) {
-            root._passes_filter.Value = true;
-            foreach (var d in _descendents(this))
-               d._passes_filter.Value = true;
-         }
-      }
-
-      public void remove_child_order(CVOrderBookRowVM child_row) {
-         if (_child_rows.Remove(child_row) && _child_rows.Count == 0)
-            RaisePropertyChanged(nameof(is_parent));
-         if (child_row._row_passes_filter) {
-            _child_orders_pass_filter.Remove(child_row._order.Key);
-            _passes_filter.refresh();
-         }
-      }
-
-      /// <summary>
-      /// Raises PropertyChanged events for all live sorting properties, then calls parent_updated() on all descendents.
-      /// <para>Note: call this method when parent order is added, removed, or changed.</para>
-      /// </summary>
-      public void on_parent_updated() {
-         foreach (var p in _book_vm.live_sorting_props)
-            RaisePropertyChanged(p);
-         is_visible = _parent == null || _parent.is_visible && _parent.is_expanded;
-         foreach (var child_row in _child_rows)
-            child_row.on_parent_updated();
-      }
-
-      public void update_order(OrderRecordImmutable order) {
-         _order = order;
-         // use Count(), as opposed to Any(), to force it to iterate through all cells
-         if (_dynamic_render_cells.Count(c => c.refresh()) > 0)
-            invalidated?.Invoke();
-         _show_order_modify_cmd.OnNext(status.value == OrderStatus.Working);
-         _on_update();
-      }
-
-      public void update_security(SecurityImmutable security) {
-         _security = security;
-         // use Count(), as opposed to Any(), to force it to iterate through all cells
-         if (_security_dependent_cells.Count(c => c.refresh()) > 0)
-            invalidated?.Invoke();
-         _on_update();
-      }
-
-      void _on_update() {
-         foreach (var p in _book_vm.live_sorting_props)
-            RaisePropertyChanged(p);
-         foreach (var child_row in _child_rows)
-            child_row.on_parent_updated();
-         row_passes_filter = _book_vm.columns.filter(this);
-      }
-
-      public void refresh_row_passes_filter() =>
-         _row_passes_filter = _book_vm.columns.filter(this);
-
-      public void refresh_branch_passes_filter() {
-         _passes_filter.refresh();
-         foreach (var r in _descendents(this))
-            r._passes_filter.refresh();
-      }
-
-      public void on_filter_changed() =>
-         _passes_filter.refresh();
-
-      public bool Equals(CVOrderBookRowVM other) => other != null && other.order_key == order_key; 
-      public override bool Equals(object obj) => Equals(obj as CVOrderBookRowVM);
-      public override int GetHashCode() => (int)_order.Key;
-      public override string ToString() => $"{order_key} {last_change} {parent_order_key}";
-
-      public static CVOrderBookRowVM root_node(CVOrderBookRowVM node) {
-         while (node._parent != null)
-            node = node._parent;
-         return node;
-      }
-
       public static Stack<CVOrderBookRowVM> lineage(CVOrderBookRowVM node) {
          var rv = new Stack<CVOrderBookRowVM>();
          rv.Push(node);
@@ -292,16 +198,73 @@ namespace mbts.spark {
          return rv;
       }
 
-      static IEnumerable<CVOrderBookRowVM> _descendents_except_node(CVOrderBookRowVM root, CVOrderBookRowVM except) {
-         foreach (var child in root._child_rows) {
-            if (child == except)
-               continue;
-            yield return child;
-            foreach (var grand_child in _descendents(child))
-               yield return grand_child;
+      public void join_branch_filter_source(CVOrderBookVM.BranchFilterSource new_branch_filter_source) {
+         _branch_filter_source = new_branch_filter_source;
+         _branch_filter_source.set_row_passes_filter(_order.Key, row_passes_filter);
+         _branch_filter_source_changed?.Invoke(_branch_filter_source);
+         foreach (var child_row in _child_rows)
+            child_row.join_branch_filter_source(_branch_filter_source);
+      }
+
+      /// <summary>
+      /// Attaches the child-row to this row's branch-filter-source, and recursively refreshes sort/filter properties for the child and it's descendents.
+      /// </summary>
+      public void add_child_order(CVOrderBookRowVM child_row) {
+         if (_child_rows.Add(child_row) && _child_rows.Count == 1)
+            RaisePropertyChanged(nameof(is_parent));
+         child_row._parent = this;
+         // child orders that arrived in an earlier update use a temporary branch_filter_source
+         // need to tell _book_vm to remove the now-stale branch_filter_source.
+         if (child_row._branch_filter_source != null)
+            _book_vm.remove_branch_filter_root(child_row._order.Key);
+         // recursively updates 'live_sorting_props,' and 'is_visible' for child_row and descendents
+         child_row._on_lineage_changed();
+      }
+
+      public void remove_child_order(CVOrderBookRowVM child_row) {
+         if (_child_rows.Remove(child_row) && _child_rows.Count == 0)
+            RaisePropertyChanged(nameof(is_parent));
+      }
+
+      public void remove_parent(CVOrderBookVM.BranchFilterSource new_branch_filter_source) {
+         _parent = null;
+         join_branch_filter_source(new_branch_filter_source);
+         refresh_row_passes_filter();
+         foreach (var p in _book_vm.live_sorting_props)
+            RaisePropertyChanged(p);
+         _depth_level.refresh();
+         foreach (CVOrderBookRowVM child_row in _child_rows)
+            child_row._on_lineage_changed();
+      }
+
+      public void update_order(OrderRecordImmutable order) {
+         Logger.assert(order.ParentKey == _order.ParentKey, "Parent Keys can change?");
+         Logger.assert(order.Key == _order.Key, "Keys can change?");
+         _order = order;
+         _update_partial(_dynamic_render_cells);
+      }
+
+      public void update_security(SecurityImmutable security) {
+         _security = security;
+         _update_partial(_security_dependent_cells);
+      }
+
+      public void refresh_row_passes_filter() {
+         row_passes_filter = _book_vm.columns.filter(this);
+         if (_branch_filter_source != null) {
+            _branch_filter_source.set_row_passes_filter(_order.Key, row_passes_filter);
+         } else {
+            _passes_filter.set(row_passes_filter);
          }
       }
 
+      public bool Equals(CVOrderBookRowVM other) => other != null && other._order.Key == _order.Key;
+      public override bool Equals(object obj) => Equals(obj as CVOrderBookRowVM);
+      public override int GetHashCode() => (int)_order.Key;
+      public override string ToString() => $"{order_key} {last_change} {parent_order_key}";
+
+      protected override void Dispose(bool disposing) => Disposable.dispose(ref _branch_filter_sub);
+
       static IEnumerable<CVOrderBookRowVM> _descendents(CVOrderBookRowVM root) {
          foreach (var child in root.child_orders) {
             yield return child;
@@ -309,5 +272,66 @@ namespace mbts.spark {
                yield return grand_child;
          }
       }
+
+      static IOrderBookCellStore _cell_store_from_column(CVOrderBookRowVM row, Columns column) {
+         switch (column) {
+            case Columns.OrderKey: return row._order_key_store;
+            case Columns.ParentKey: return row._parent_order_key_store;
+            case Columns.SecurityKey: return row._security_key_store;
+            case Columns.Security: return row._security_store;
+            case Columns.Exchange: return row._exchange_store;
+            case Columns.OrderType: return row._order_type_store;
+            case Columns.Side: return row._side_store;
+            case Columns.User: return row._user_store;
+            case Columns.Account: return row._account_store;
+            case Columns.TimeInForce: return row._time_in_force_store;
+            case Columns.Time: return row._time_created_store;
+            case Columns.LastChange: return row._last_change_store;
+            case Columns.Status: return row._status_store;
+            case Columns.Price: return row._price_store;
+            case Columns.Size: return row._quantity_store;
+            case Columns.Filled: return row._filled_quantity_store;
+            case Columns.LastPrice: return row._last_price_store;
+            case Columns.AvgFilled: return row._avg_price_store;
+            case Columns.LastMessage: return row._last_msg_store;
+            case Columns.SubType: return row._order_sub_type_store;
+            default: throw new ArgumentException(nameof(column));
+         }
+      }
+
+      // Note: this method assumes that lineage exists (i.e. _parent is not null).
+      void _on_lineage_changed() {
+         _depth_level.refresh();
+         // parent 'branch_filter_source' can be null:
+         // if the parent is itself an orphan - meaning this is the middle of an update -
+         // the final branch-filter-root will be determined after all new orders have been added
+         if (_parent._branch_filter_source != null)
+            join_branch_filter_source(_parent._branch_filter_source);
+         _visible.set(_parent.is_visible && _parent.is_expanded);
+         // refresh the sort by calling regenerate_cell() for each live-sorting-columns corresponding cell-store
+         foreach (Columns column in _book_vm.live_sorting_columns)
+            _cell_store_from_column(this, column).regenerate_cell();
+         // finally, repeat for each child-row
+         foreach (var child_row in _child_rows)
+            child_row._on_lineage_changed();
+      }
+
+      void _update_partial(IEnumerable<IOrderBookCellStore> target_cell_stores) {
+         bool invalidate = false;
+         foreach (var cell_store in target_cell_stores) {
+            if (cell_store.refresh()) {
+               invalidate = true;
+               if (_book_vm.live_sorting_columns.Contains(cell_store.column.key)) {
+                  // refresh the sort by calling regenerate_cell() for each descendent-row
+                  foreach (CVOrderBookRowVM dr in _descendents(this))
+                     cell_store.select_other(dr).regenerate_cell();
+               }
+            }
+         }
+         if (invalidate)
+            invalidated?.Invoke();
+         _show_order_modify_cmd.OnNext(status.value == OrderStatus.Working);
+         refresh_row_passes_filter();
+      }
    }
 }

src/client/spark/view/Spark/Shell/CVOrderBook/CVOrderBookVM.cs

@@ -6,6 +6,7 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.shell;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
@@ -16,6 +17,8 @@ using System.Reactive.Subjects;
 using System.Windows.Controls;
 using System.Windows.Data;
 using static bts.shell.OrderBookWindowFactory;
+using static mbts.spark.OrderBookView;
+using static mbts.ui.controls.DIYGrid;
 
 namespace mbts.spark {
    partial class CVOrderBookVM : DisposableViewModelBase, IHandleRowSelection, IOrderBookVM {
@@ -23,29 +26,27 @@ namespace mbts.spark {
       // each row accesses the public 'live_sorting_props' when it, or an ancestor order, is updated,
       // copying the collection locally avoids constantly casting rows_view to ICollectionViewLiveShaping.
       readonly ObservableCollection<string> _live_sorting_props;
+      readonly LiveSortingColumKeys _live_sorting_columns;
       readonly Property<CVOrderBookRowVM> _current_row;
       readonly Subject<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> _order_securities_subject =
          new Subject<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)>();
 
-      IReadOnlyDictionary<uint, OrderRecordImmutable> _orders_cache = new Dictionary<uint, OrderRecordImmutable>();
-      Dictionary<uint, CVOrderBookRowVM> _order_vms_cache = new Dictionary<uint, CVOrderBookRowVM>();
-      ObservableCollection<CVOrderBookRowVM> _order_vms = new ObservableCollection<CVOrderBookRowVM>();
+      Dictionary<uint, CVOrderBookRowVM> _order_rows_cache = new Dictionary<uint, CVOrderBookRowVM>();
+      Dictionary<uint, BranchFilterSource> _branch_filter_roots = new Dictionary<uint, BranchFilterSource>();
+      ObservableCollection<CVOrderBookRowVM> _order_rows = new ObservableCollection<CVOrderBookRowVM>();
       ObservableCollection<CVOrderBookRowVM> _selected_rows = new ObservableCollection<CVOrderBookRowVM>();
       SetMap<uint, uint> _parent_to_children = new SetMap<uint, uint>();
       SetMap<uint, uint> _security_orders = new SetMap<uint, uint>();
 
       public CVOrderBookVM(IBus bus, OrdersModel model, OrderBookStartupData state) {
          columns = new CVOrderBookColumnCollection(bus, model, state, _order_securities_subject);
-         rows_view = CollectionViewSource.GetDefaultView(_order_vms);
+         foreach (ColumnBase col in columns)
+            col.sort_direction_changed += on_column_sort_direction_changed;
+         rows_view = CollectionViewSource.GetDefaultView(_order_rows);
          rows_view.Filter = obj => obj is CVOrderBookRowVM vm && vm.is_visible && vm.passes_filter;
          columns.filter_changed += () => {
-            var root_nodes = new HashSet<CVOrderBookRowVM>();
-            foreach (var vm in _order_vms) {
+            foreach (var vm in _order_rows)
                vm.refresh_row_passes_filter();
-               root_nodes.Add(CVOrderBookRowVM.root_node(vm));
-            }
-            foreach (var vm in root_nodes)
-               vm.refresh_branch_passes_filter();
          };
          var cvls = (ICollectionViewLiveShaping)rows_view;
          _live_sorting_props = cvls.LiveSortingProperties;
@@ -63,98 +64,129 @@ namespace mbts.spark {
             rows_view.SortDescriptions.Add(new SortDescription(nameof(CVOrderBookRowVM.time_created), ListSortDirection.Descending));
             _live_sorting_props.Add(nameof(CVOrderBookRowVM.time_created));
          }
+         _live_sorting_columns = new LiveSortingColumKeys(_live_sorting_props);
 
          SetMap<uint, uint> missing_security_orders = new SetMap<uint, uint>();
          IReadOnlyDictionary<uint, SecurityMD> security_dict = new Dictionary<uint, SecurityMD>();
 
          _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.SecuritiesTag).ObserveOnDispatcher().Subscribe(on_securities),
-            model.on_orders.ObserveOnDispatcher().Subscribe(on_orders),
+            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(on_securities),
+            model.on_orders.OnDispatcher().Subscribe(on_orders),
             columns);
 
          void on_orders(TableUpdate<OrderRecordImmutable, uint> table) {
-            // check sum (seems like there is a bug in orders api, see repro steps below)
-            //    1) with an CVOrderBook open, enter a few 500+ lot iceberg order with < 20 show_quantity
-            //    2) wait until the orders are filled, or until fills inexplicably stop coming in
-            //    3) open another CVOrderBook, all the orders in the new book will have 'Status = inactive'
-            //    4) open the log file and scroll to the bottom to find a log-message that came from the code below
-            IEnumerable<OrderRecordImmutable> added, removed;
-            if (_orders_cache.Count != (table.state.Count + table.removed.Count - table.added.Count)) {
-               Logger.error(bts.log.Subsystem.Ui, $"CVOrderBook detected non-incremental changes in orders api, will delete all rows and (re)add everything in api state: " +
-                  $"orderbook count before update({_orders_cache.Count}), update.state count({table.state.Count}), update.added count({table.added.Count}), update.removed count({table.removed.Count}).");
-               _order_vms.Clear();
+            // clear everything (most likely the server restarted)
+            if (table.removed.Count == _order_rows.Count && table.added.Count == 0) {
+               _selected_rows.Clear();
+               _order_rows.DisposeAll();
+               _order_rows.Clear();
+               _order_rows_cache.Clear();
+               _branch_filter_roots.Clear();
                _parent_to_children.clear();
-               added = table.state.Values;
-               removed = Enumerable.Empty<OrderRecordImmutable>();
-            } else {
-               added = table.added;
-               removed = table.removed;
+               _security_orders.clear();
+               missing_security_orders.clear();
+               return;
             }
-            _orders_cache = table.state;
             var changed_keys = new HashSet<uint>();
             var added_securities = new List<SecurityImmutable>(1);
             var removed_securities = new List<SecurityImmutable>(1);
-            foreach (var o in removed) {
+
+            foreach (var o in table.removed) {
                // if state has it, then it wasn't actually removed, just changed
                if (table.state.TryGetValue(o.Key, out OrderRecordImmutable changed_order)) {
                   changed_keys.Add(o.Key);
-                  _order_vms_cache[o.Key].update_order(changed_order);
-               } else if (_order_vms_cache.TryPopValue(o.Key, out CVOrderBookRowVM vm)) {
+                  _order_rows_cache[o.Key].update_order(changed_order);
+               } else if (_order_rows_cache.TryPopValue(o.Key, out CVOrderBookRowVM row)) {
+                  row.Dispose();
+                  _order_rows.Remove(row);
                   if (_security_orders.removes_key(o.Def.SecurityKey, o.Key)) {
-                     if (vm.security.value.HasValue)
-                        removed_securities.Add(vm.security.value.Value);
+                     if (row.security.value.HasValue)
+                        removed_securities.Add(row.security.value.Value);
                   }
-                  _order_vms.Remove(vm);
                   if (o.has_parent()) {
                      _parent_to_children.remove(o.ParentKey, o.Key);
-                     vm.parent_row?.remove_child_order(vm);
+                     if (row.parent != null) {
+                        row.parent.remove_child_order(row);
+                     } else {
+                        _branch_filter_roots.Remove(o.Key);
+                     }
+                  } else {
+                     _branch_filter_roots.Remove(o.Key);
                   }
-                  if (_parent_to_children.try_pop(o.Key, out ISet<uint> children)) {
-                     foreach (var k in children)
-                        _order_vms_cache[k].on_parent_updated();
+                  // the child_rows will most-likely be removed in this update, but we can't be sure,
+                  // until that happens they must serve as tempororay branch-filter-roots
+                  foreach (var child_row in row.child_orders) {
+                     var bfs = new BranchFilterSource();
+                     child_row.remove_parent(bfs);
+                     _branch_filter_roots.Add(child_row.order.Key, bfs);
                   }
                   missing_security_orders.remove(o.Key);
                }
             }
-            var orphans = new List<CVOrderBookRowVM>();
-            foreach (var o in added) {
+            var orphans = new Dictionary<uint, CVOrderBookRowVM>();
+            foreach (var o in table.added) {
                if (changed_keys.Contains(o.Key))
                   continue;
-               var vm = new CVOrderBookRowVM(bus, this, model, o, security_dict.TryGetValue(o.Def.SecurityKey, out SecurityMD smd) ? new SecurityImmutable?(smd.security) : null);
-               if (!vm.security.value.HasValue)
+               SecurityImmutable? security;
+               if (security_dict.TryGetValue(o.Def.SecurityKey, out SecurityMD smd)) {
+                  security = smd.security;
+                  if (_security_orders.adds_key(o.Def.SecurityKey, o.Key))
+                     added_securities.Add(security.Value);
+               } else {
                   missing_security_orders.add(o.Def.SecurityKey, o.Key);
-               if (_security_orders.adds_key(o.Def.SecurityKey, o.Key)) {
-                  if (vm.security.value.HasValue)
-                     added_securities.Add(vm.security.value.Value);
+                  security = null;
+                  _security_orders.add(o.Def.SecurityKey, o.Key);
                }
-               _order_vms_cache.Add(o.Key, vm);
-               if (_parent_to_children.try_lookup(o.Key, out ISet<uint> children))
-                  foreach (var k in children) {
-                     // ** if children arrived in earlier update, this will notify them
-                     // that their parent has arrived, and cause them to be properly sorted **
-                     vm.add_child_order(_order_vms_cache[k]);
-                  }
-               if (o.has_parent()) {
+               CVOrderBookRowVM row = new CVOrderBookRowVM(bus, this, model, o, security);
+               if (!o.has_parent()) {
+                  // if it doesn't have a parent, it must be a root; create a new BranchFilterSource
+                  var bfs = new BranchFilterSource();
+                  _branch_filter_roots.Add(o.Key, bfs);
+                  row.join_branch_filter_source(bfs);
+               } else {
                   _parent_to_children.add(o.ParentKey, o.Key);
-                  if (_order_vms_cache.TryGetValue(o.ParentKey, out CVOrderBookRowVM pvm)) {
-                     pvm.add_child_order(vm);
+                  if (_order_rows_cache.TryGetValue(o.ParentKey, out CVOrderBookRowVM pvm)) {
+                     pvm.add_child_order(row);
                   } else {
-                     // look for orphans' parents again after all new orders have been added to _order_vm_cache
-                     orphans.Add(vm);
+                     // (**) look for orphans' parents again after all new orders have been added to _order_vm_cache
+                     // don't create a temporary BranchFilterSource root just yet. (**)
+                     orphans.Add(o.Key, row);
+                     _order_rows_cache.Add(o.Key, row);
+                     try_add_children(row);
                      continue;
                   }
                }
-               _order_vms.Add(vm);
+               _order_rows_cache.Add(o.Key, row);
+               _order_rows.Add(row);
+               try_add_children(row);
             }
-            // ** add the orphans now, most likely their parent was added after them in the iteration
-            // if not, they will be notified when their parent arrives, and be properly sorted then. **
-            foreach (var vm in orphans) {
-               if (_order_vms_cache.TryGetValue(vm.parent_order_key.value, out CVOrderBookRowVM p))
-                  p.add_child_order(vm);
-               _order_vms.Add(vm);
+            // (**) since all new rows have been added by now, any remaining orphans will be assigned their own branch-filter-roots
+            // (usually, rows are tempororily added to orphans bc their parent is just behind them in the list of added orders) (**)
+            foreach (CVOrderBookRowVM row in orphans.Values) {
+               var bfs = new BranchFilterSource();
+               row.join_branch_filter_source(bfs);
+               _branch_filter_roots.Add(row.order.Key, bfs);
+               _order_rows.Add(row);
             }
             if (added_securities.Count > 0 || removed_securities.Count > 0)
                _order_securities_subject.OnNext((added_securities, removed_securities));
+
+            void try_add_children(CVOrderBookRowVM row) {
+               if (_parent_to_children.try_lookup(row.order.Key, out ISet<uint> children))
+                  foreach (uint child_key in children) {
+                     CVOrderBookRowVM child_vm = _order_rows_cache[child_key];
+                     // (**) if children arrived in an earlier update, this will notify them that their parent has arrived (**)
+                     //    - their tempororary branch-filter-roots will be removed, and they will join that of their parent's
+                     //    - for the live-filter-properties, their corresponding cells will be regenerated and they will be re-inserted beneath their new parent.
+                     row.add_child_order(child_vm);
+                     if (orphans.Remove(child_key))
+                        _order_rows.Add(child_vm);
+                     else {
+                        _order_rows.Remove(child_vm);
+                        _order_rows.Add(child_vm);
+                     }
+                  }
+            }
          }
 
          // I assume we don't need to worry about orders "losing" or "changing" their security
@@ -167,7 +199,7 @@ namespace mbts.spark {
                   missing_security_orders.remove(missing_sec_orders.Key);
                   added_securities.Add(smd.security);
                   foreach (var order_key in missing_sec_orders) {
-                     var vm = _order_vms_cache[order_key];
+                     var vm = _order_rows_cache[order_key];
                      vm.update_security(smd.security);
                   }
                }
@@ -175,30 +207,32 @@ namespace mbts.spark {
             if (added_securities.Count > 0)
                _order_securities_subject.OnNext((added_securities, new List<SecurityImmutable>(0)));
          }
+
+         // need to add sort_member_path to ICollectionView.LiveSortingProperties
+         // since child-orders' sort position must always follow their parent,
+         // if their parent is added after the child, the sort order must be updated.
+         void on_column_sort_direction_changed(ColumnBase column, ListSortDirection? sort_direction) {
+            if (column.SortDirection.HasValue) {
+               if (!_live_sorting_props.Contains(column.sort_member_path))
+                  _live_sorting_props.Add(column.sort_member_path);
+            } else {
+               _live_sorting_props.Remove(column.sort_member_path);
+            }
+         }
       }
 
       public event Action<OrderRecordImmutable?> selected_order_changed;
 
       public CVOrderBookColumnCollection columns { get; }
       public IReadOnlyList<string> live_sorting_props => _live_sorting_props;
+      public ISet<Columns> live_sorting_columns => _live_sorting_columns;
       public ICollectionView rows_view { get; }
       // this is a misnomer, but i want to support both kinds of OrderBookVMs, and OrderBookView currently binds to 'visible_orders,'
       public ICollectionView visible_orders => rows_view;
       public CVOrderBookRowVM current_row { get => _current_row.Value; set => _current_row.Value = value ?? _selected_rows.FirstOrDefault(); }
       public OrderRecordImmutable? current_order => current_row?.order;
       public IEnumerable<OrderRecordImmutable> selected_orders => _selected_rows.Select(r => r.order);
-
-      // need to add sort_member_path to ICollectionView.LiveSortingProperties
-      // since child-orders' sort position must always follow their parent,
-      // if their parent is added after the child, the sort order must be updated.
-      public void on_sorting(DIYGridSortingEventArgs e) {
-         if (e.Column.SortDirection.HasValue) {
-            if (!_live_sorting_props.Contains(e.Column.sort_member_path))
-               _live_sorting_props.Add(e.Column.sort_member_path);
-         } else {
-            _live_sorting_props.Remove(e.Column.sort_member_path);
-         }
-      }
+      void IOrderBookVM.on_sorting(DIYGridSortingEventArgs e) { }
 
       public void row_selection_changed(SelectionChangedEventArgs e) {
          RowSelectionHelper.apply_changes(_selected_rows, e);
@@ -207,5 +241,89 @@ namespace mbts.spark {
 
       public List<SortingCriteria> get_sorting_states() => rows_view.GetSortingCriteria();
       public FilterStates get_filter_states() => columns.get_filter_states();
+
+      internal void remove_branch_filter_root(uint key) =>
+         _branch_filter_roots.Remove(key);
+
+      internal class BranchFilterSource : IObservable<bool> {
+         readonly HashSet<uint> _orders_pass_filter = new HashSet<uint>();
+         event Action<bool> _passes_filter_changed;
+
+         public void set_row_passes_filter(uint key, bool value) {
+            if (value) {
+               if (_orders_pass_filter.Add(key) && _orders_pass_filter.Count == 1)
+                  _passes_filter_changed?.Invoke(value);
+            } else if (_orders_pass_filter.Remove(key) && _orders_pass_filter.Count == 0) {
+               _passes_filter_changed?.Invoke(value);
+            }
+         }
+
+         public IDisposable Subscribe(IObserver<bool> observer) {
+            _passes_filter_changed += observer.OnNext;
+            observer.OnNext(_orders_pass_filter.Count > 0);
+            return Disposable.Create(() => _passes_filter_changed -= observer.OnNext);
+         }
+      }
+
+      class LiveSortingColumKeys : HashSet<Columns> {
+         public LiveSortingColumKeys(ObservableCollection<string> live_sorting_props) {
+            _add_items(live_sorting_props);
+            live_sorting_props.CollectionChanged += (s, e) => {
+               switch (e.Action) {
+                  case NotifyCollectionChangedAction.Add: _add_items(e.NewItems); break;
+                  case NotifyCollectionChangedAction.Remove: _remove_items(e.OldItems); break;
+                  case NotifyCollectionChangedAction.Replace:
+                     _remove_items(e.OldItems);
+                     _add_items(e.NewItems);
+                     break;
+                  case NotifyCollectionChangedAction.Reset:
+                     Clear();
+                     _add_items(live_sorting_props);
+                     break;
+               }
+            };
+         }
+
+         public static bool try_parse(string prop_name, out Columns result) {
+            switch (prop_name) {
+               case nameof(CVOrderBookRowVM.security): result = Columns.Security; break;
+               case nameof(CVOrderBookRowVM.time_created): result = Columns.Time; break;
+               case nameof(CVOrderBookRowVM.last_change): result = Columns.LastChange; break;
+               case nameof(CVOrderBookRowVM.user): result = Columns.User; break;
+               case nameof(CVOrderBookRowVM.account): result = Columns.Account; break;
+               case nameof(CVOrderBookRowVM.exchange): result = Columns.Exchange; break;
+               case nameof(CVOrderBookRowVM.time_in_force): result = Columns.TimeInForce; break;
+               case nameof(CVOrderBookRowVM.order_type): result = Columns.OrderType; break;
+               case nameof(CVOrderBookRowVM.order_sub_type): result = Columns.SubType; break;
+               case nameof(CVOrderBookRowVM.side): result = Columns.Side; break;
+               case nameof(CVOrderBookRowVM.quantity): result = Columns.Size; break;
+               case nameof(CVOrderBookRowVM.filled_quantity): result = Columns.Filled; break;
+               case nameof(CVOrderBookRowVM.price): result = Columns.Price; break;
+               case nameof(CVOrderBookRowVM.avg_price): result = Columns.AvgFilled; break;
+               case nameof(CVOrderBookRowVM.last_price): result = Columns.LastPrice; break;
+               case nameof(CVOrderBookRowVM.status): result = Columns.Status; break;
+               case nameof(CVOrderBookRowVM.last_msg): result = Columns.LastMessage; break;
+               case nameof(CVOrderBookRowVM.security_key): result = Columns.SecurityKey; break;
+               case nameof(CVOrderBookRowVM.order_key): result = Columns.OrderKey; break;
+               case nameof(CVOrderBookRowVM.parent_order_key): result = Columns.ParentKey; break;
+               default: result = default; return false;
+            }
+            return true;
+         }
+
+         void _add_items(IList prop_names) {
+            foreach (string pn in prop_names) {
+               if (try_parse(pn, out Columns c))
+                  Add(c);
+            }
+         }
+
+         void _remove_items(IList prop_names) {
+            foreach (string pn in prop_names) {
+               if (try_parse(pn, out Columns c))
+                  Remove(c);
+            }
+         }
+      }
    }
 }

src/client/spark/view/Spark/Shell/OrderBook/OrderBookVM.cs

@@ -120,7 +120,7 @@ namespace mbts.spark {
                }
                return orders_and_securities;
             })
-            .ObserveOnDispatcher()
+            .OnDispatcher()
             .Subscribe(order_security_pairs => {
                using (_visible_orders.defer_refresh())
                {

src/client/spark/view/Spark/Shell/OrderBook/OrderBookView.xaml

@@ -20,39 +20,28 @@
         <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
       </ResourceDictionary.MergedDictionaries>
       <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
-      <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeDisplayTextConverter" />
       <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
       <DataTemplate x:Key="{x:Static sp:OrderBookView.SubTypeFilterTemplateKey}">
-        <c:ListBoxEx
-                        ItemsSource="{Binding items}"
-                        Selection="{Binding selected_items}"
-                        SelectionMode="Multiple"
-                        ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}">
-          <ListBox.ItemTemplate>
-            <DataTemplate>
-              <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}" />
-            </DataTemplate>
-          </ListBox.ItemTemplate>
-        </c:ListBoxEx>
+        <usp:FilterContentControl
+          ApplyCommandParameter="{Binding}"
+          ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+          ClearCommandParameter="{Binding}"
+          ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+        >
+          <c:ListBoxEx
+            ItemsSource="{Binding items}"
+            Selection="{Binding selected_items}"
+            SelectionMode="Multiple"
+            ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
+          >
+            <c:ListBoxEx.ItemTemplate>
+               <DataTemplate>
+               <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
+              </DataTemplate>
+            </c:ListBoxEx.ItemTemplate>
+          </c:ListBoxEx>
+        </usp:FilterContentControl>
       </DataTemplate>
-      <Style x:Key="SideColorCodedTextElement" TargetType="TextBlock">
-        <Setter Property="Foreground" Value="{uc:BTSColor MarketData.bid}"/>
-        <Style.Triggers>
-          <DataTrigger Binding="{Binding side}" Value="Sell">
-            <Setter Property="Foreground" Value="{uc:BTSColor MarketData.ask}"/>
-          </DataTrigger>
-        </Style.Triggers>
-      </Style>
-      <Style x:Key="OrderTypeElement" TargetType="usp:OrderTypeItem">
-        <Setter Property="OrderType" Value="{Binding order_type}"/>
-        <Setter Property="Metadata" Value="{Binding order_metadata}"/>
-      </Style>
-      <Style x:Key="RightAlignedColumn" TargetType="{x:Type TextBlock}">
-        <Setter Property="TextAlignment" Value="Right" />
-      </Style>
-      <Style x:Key="RightAlignedSideColorCodedTextElement" TargetType="{x:Type TextBlock}" BasedOn="{StaticResource SideColorCodedTextElement}">
-        <Setter Property="TextAlignment" Value="Right" />
-      </Style>
 
       <Style x:Key="{x:Static sp:OrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
         <Style.Triggers>

src/client/spark/view/Spark/Utilities/BBOVM.cs

@@ -11,7 +11,7 @@ namespace mbts.spark {
       readonly Property<ushort> _bid_size, _ask_size;
 
       public BBOVM(IObservable<SecurityMD> security_md)
-         : this(security_md.Select(smd => smd.security).ObserveOnDispatcher(), new SecurityMDPump(security_md.Select(smd => smd.md))) { }
+         : this(security_md.Select(smd => smd.security).OnDispatcher(), new SecurityMDPump(security_md.Select(smd => smd.md))) { }
 
       public BBOVM(IObservable<SecurityImmutable> security, ISecurityMDPump md_pump) {
          _security = backing(nameof(security), security, SecurityDataHelper.Defaults.SecurityImmutable);

src/client/spark/view/Spark/Utilities/Grid/GridRowViewModelBase.cs

@@ -44,7 +44,7 @@ namespace mbts.spark.utilities
       private class ColumnContainer : IDisposable {
          public ColumnContainer(TColumn column, IObservable<bool> is_selected,  GridRowViewModelBase<TColumn> owner) {
             this.column = column;
-            _dispose = is_selected.ObserveOnDispatcher().Subscribe(selected => {
+            _dispose = is_selected.OnDispatcher().Subscribe(selected => {
                if (selected) owner._selected_columns.Add(column);
                else owner._selected_columns.Remove(column);
             });

src/client/spark/view/Spark/Utilities/OrderDataHelper.cs

@@ -51,7 +51,7 @@ namespace mbts.spark.utilities {
          _account_map = new Dictionary<string, uint>();
 
          var admin_data_sequence = _admin_model.on_admin_data
-            .ObserveOnDispatcher()
+            .OnDispatcher()
             .Subscribe(admin_data => {
                List<string> account_names = new List<string>();
                List<string> user_names = new List<string>();

src/client/spark/view/Spark/Utilities/WorkLoop.cs

@@ -10,7 +10,7 @@ namespace mbts.spark {
       static readonly TimeSpan default_interval;
 
       static WorkLoop() {
-         var timer_params = config.Configuration.get<bts.config.LadderTimerParams>();
+         var timer_params = config.Configuration.get<bts.config.LadderKnobs>();
          default_priority = Enum.TryParse(timer_params.priority, true, out DispatcherPriority p) ? p : DispatcherPriority.ApplicationIdle;
          default_interval = TimeSpan.FromMilliseconds(timer_params.interval_ms);
       }

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

@@ -66,7 +66,7 @@ namespace mbts.ui.utility {
          IDisposable _sub;
 
          public AnonymousRXCollection(IObservable<TData> source, Action<IRXCollection<T>, TData> on_data) =>
-            _sub = source.ObserveOnDispatcher().Subscribe(d => on_data(this, d));
+            _sub = source.OnDispatcher().Subscribe(d => on_data(this, d));
 
          public void Dispose() => Disposable.dispose(ref _sub);
       }
@@ -78,7 +78,7 @@ namespace mbts.ui.utility {
 
          internal TableUpdateCollection(IObservable<TableUpdate<T, TKey>> source, Func<T, bool> collection_filter) {
             _collection_filter = collection_filter;
-            _sub = source.ObserveOnDispatcher().Subscribe(u => {
+            _sub = source.OnDispatcher().Subscribe(u => {
                _raw_state = u.state;
                foreach (T val in u.removed.Where(_collection_filter)) Remove(val);
                foreach (T val in u.added.Where(_collection_filter)) Add(val);
@@ -96,7 +96,7 @@ namespace mbts.ui.utility {
 
          internal TableUpdateTransformCollection(IObservable<ITableUpdateTransform<T, TKey>> source, Func<T, bool> collection_filter) {
             _collection_filter = collection_filter;
-            _sub = source.ObserveOnDispatcher().Subscribe(u => {
+            _sub = source.OnDispatcher().Subscribe(u => {
                _raw_state = u.state;
                foreach (T val in u.removed.Where(_collection_filter)) Remove(val);
                foreach (T val in u.added.Where(_collection_filter)) Add(val);
@@ -111,7 +111,7 @@ namespace mbts.ui.utility {
          IDisposable _sub;
 
          internal IncrementalUpdateCollection(IObservable<IIncrementalUpdate<T, TKey>> source) {
-            _sub = source.ObserveOnDispatcher().Subscribe(u => {
+            _sub = source.OnDispatcher().Subscribe(u => {
                foreach (T val in u.removed.Values)
                   Remove(val);
                foreach (T val in u.added.Values)

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

@@ -130,12 +130,22 @@ namespace mbts.ui.utility.text {
          public static class Time {
             public static readonly Regex
                StandardTime = new Regex(@"^((0?[0-9])|(1?[0-2]?))(:?|:([0-5]?|[0-5][0-9]?)) ?(?i)((a|p)m?)?$"),
+               StandardTimeOptionalSeconds = new Regex(@"^((\d?|0\d|1[0-2])|((\d|0\d|1[0-2])(:?|(:([0-5]?|[0-5]\d(( ?|( ([aApP]?|[aApP][mM])))(:?|(: ?)|(: [aApP]?[mM]?)|(:[0-5]?\d? ?[aApP]?[mM]?))|:([0-5]?|([0-5]\d( ?|( ([aApP]?|([aApP][mM]))))))))))))$"),
                MilitaryTime = new Regex(@"^(([0-1]?[0-9])|(2?[0-3]?))(:?|:([0-5]?|[0-5][0-9]?))$"),
+               MilitaryTimeOptionalSeconds = new Regex(@"^((\d?|[0-1]\d|2[0-3])|((\d|[0-1]\d|2[0-3])(:?|(:([0-5]?|[0-5]\d(:?|:([0-5]?|[0-5]\d)))))))$"),
                DaysInMonth = new Regex(@"^([0-9]?|[0-2][0-9]|3[0-1])?$"),
                MonthAbbrev = new Regex(@"^(?i)(a(ug?|pr?)?|d(e|ec)?|f(e?b)?|j(an?|u[nl]?)?|m(a[ry]?)?|(o(ct?)?)|s(ep?)?|n(ov?)?)?$"),
                Year = new Regex(@"^\d{0,4}$"),
                TimeSpan = new Regex(@"^(\d+(:?|:([0-5]?|[0-5]\d(:?|:([0-5]?|[0-5]\d)))))?$");
          }
       }
+
+      public static class StringFormats {
+         public static class Time {
+            public const string
+               MilitaryWithSeconds = "HH:mm:ss",
+               StandardWithSeconds = "hh:mm:ss tt";
+         }
+      }
    }
 }

src/client/spark_api/api/Update.cs

@@ -44,18 +44,16 @@ namespace bts.api.core {
    public class TableUpdate<T, TKey> where TKey : IEquatable<TKey> {
 
       readonly Dictionary<TKey, T> _state;
-      readonly IReadOnlyList<T> _added;
-      readonly IReadOnlyList<T> _removed;
 
       internal TableUpdate(Dictionary<TKey, T> init, IReadOnlyList<T> added, IReadOnlyList<T> removed) {
          _state = init;
-         _added = added;
-         _removed = removed;
+         this.added = added;
+         this.removed = removed;
       }
 
       public IReadOnlyDictionary<TKey, T> state { get { return _state; } }
-      public IReadOnlyList<T> added { get { return _added; } }
-      public IReadOnlyList<T> removed { get { return _removed; } }
+      public IReadOnlyList<T> added { get; }
+      public IReadOnlyList<T> removed { get; }
 
       internal TableUpdate<T, TKey> update(Update<T, TKey> update) =>
          this.update(update.removed, update.added, update.key);
@@ -70,6 +68,10 @@ namespace bts.api.core {
          }
          return table;
       }
+
+      internal TableUpdate<T, TKey> as_snapshot() {
+         return new TableUpdate<T, TKey>(_state, _state.Values.ToList(), new T[0]);
+      }
    }
 
    public static class ObservableUpdateExtensions {
@@ -102,5 +104,22 @@ namespace bts.api.core {
          source.Scan(
             new TableUpdate<T,TKey>(new Dictionary<TKey, T>(), new List<T>(), new List<T>()),
             (table, update) => table.update(update));
+
+      public static IObservable<TableUpdate<T,TKey>> Cache<T, TKey>(this IObservable<TableUpdate<T, TKey>> source) where TKey : IEquatable<TKey> {
+         var inner = source.Replay(1).RefCount();
+         return Observable.Create<TableUpdate<T,TKey>>(o => {
+            bool first = true;
+            return inner.Subscribe(upd => {
+               if (first) {
+                  o.OnNext(upd.as_snapshot());
+                  first = false;
+               }
+               else {
+                  o.OnNext(upd);
+               }
+            });
+         });
+      }
+
    }
 }

src/client/spark_api/security/SecurityFormatter.cs

@@ -1,18 +1,18 @@
-using System;
-using System.Collections.Concurrent;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
 using static bts.api.Security;
 
 namespace bts.api {
    struct FutureLeg {
       public readonly Venue exchange;
-      public readonly string symbol;
+      public readonly string symbol, exchange_desc;
       public readonly FutureContractImmutable future;
       public readonly int quantity;
 
-      public FutureLeg(Venue exchange, string symbol, FutureContractImmutable future, int quantity) {
+      public FutureLeg(Venue exchange, string symbol, string exchange_desc, FutureContractImmutable future, int quantity) {
          this.exchange = exchange;
          this.symbol = symbol;
+         this.exchange_desc = exchange_desc;
          this.future = future;
          this.quantity = quantity;
       }
@@ -32,12 +32,14 @@ namespace bts.api {
          return string.Join("", _format_future_legs(future_legs));
       }
 
-      public static string format_future(string symbol, FutureContractImmutable future) =>
-         $"{symbol}{DateFormatter.Format(future.ExpirationYear, future.ExpirationMonth, future.ExpirationDay, DateFormat.MonthCodeLastDigitYear)}";
+      public static string format_future(string symbol, string exch_desc, FutureContractImmutable future) =>
+         string.IsNullOrEmpty(exch_desc) ?
+            $"{symbol}{DateFormatter.Format(future.ExpirationYear, future.ExpirationMonth, future.ExpirationDay, DateFormat.MonthCodeLastDigitYear)}" :
+            exch_desc;
 
       static string _format(SecurityImmutable security) {
          switch (security.ContractCase) {
-            case ContractOneofCase.Future: return format_future(security.Symbol, security.Future);
+            case ContractOneofCase.Future: return format_future(security.Symbol, security.glbx_desc(), security.Future);
             case ContractOneofCase.Spread:
                if (security.HasGlbx) {
                   // In case we ever bring it back, pretty printed spread names can be found here:
@@ -61,7 +63,7 @@ namespace bts.api {
       }
 
       static string _get_first_leg_name(FutureLeg fl) {
-         string sym_exp_name = format_future(fl.symbol, fl.future);
+         string sym_exp_name = format_future(fl.symbol, fl.exchange_desc, fl.future);
          switch (fl.quantity) {
             case 1: return sym_exp_name;
             case -1: return $"-{sym_exp_name}";
@@ -70,7 +72,7 @@ namespace bts.api {
       }
 
       static string _get_subsequent_leg_name(FutureLeg fl) {
-         string sym_exp_name = format_future(fl.symbol, fl.future);
+         string sym_exp_name = format_future(fl.symbol, fl.exchange_desc, fl.future);
          switch (fl.quantity) {
             case 1: return $"+{sym_exp_name}";
             case -1: return $"-{sym_exp_name}";

src/client/spark_api/security/SecurityHelper.cs

@@ -19,7 +19,7 @@ namespace bts.api {
          foreach (var l in legs) {
             switch (l.Security.ContractCase) {
                case ContractOneofCase.Future:
-                  yield return new FutureLeg(l.Security.Exchange, l.Security.Symbol, l.Security.Future, qty * l.SignedQuantity());
+                  yield return new FutureLeg(l.Security.Exchange, l.Security.Symbol, l.Security.glbx_desc(), l.Security.Future, qty * l.SignedQuantity());
                   break;
                case ContractOneofCase.Spread:
                   foreach (var fl in _get_flat_future_legs(l.Security.Spread.Legs, qty * l.SignedQuantity()))
@@ -56,6 +56,9 @@ namespace bts.api {
 
       public static string DisplayExchange(this SecurityImmutable security) =>
          security.ContractCase == ContractOneofCase.Synthetic ? $"[{string.Join(",", get_flat_future_legs(security).Select(flt => flt.exchange.ToString()).Distinct().OrderBy(e => e))}]" : security.Exchange.ToString();
+
+      public static string glbx_desc(this SecurityImmutable security) =>
+         security.HasGlbx ? security.Glbx.SecurityDesc ?? string.Empty : string.Empty;
       #endregion
 
       public static class Comparer {

src/client/spark_core/logging/Logger.cs

@@ -30,13 +30,12 @@ namespace bts.log {
       Persist,
       User,
       OrderMan,
-      Latency,
       Assert,
       Engine,
       Ui,
       ExSim,
       Mercury,
-      Testing 
+      Testing
       // Please keep this list in sync with logging.h/logging.cpp
    }
 }
@@ -121,14 +120,4 @@ namespace mbts
       }
       public static event Action<string, object> OnSystemCrashing;
    }
-}
-
-
-
-
-
-
-
-
-
-
+}

src/lib/api/service_helpers/AdminServiceUtils.cpp

@@ -820,19 +820,49 @@ void AdminServiceUtils::delete_user (bts::api::admin::AdminData& admin_data,
 ////////////////////////////////////////////
 bool AdminServiceUtils::_sort_security_scopes (const bts::api::admin::SecurityScope& a,
                                                const bts::api::admin::SecurityScope& b){
-   if (has_id(a.security_id()))
-      return true;
+   // for both the sec and product scope sorting, the more
+   // qualified arg is sent to the top (vs wildcard). the
+   // order of qualification is sec_id, symbol, type, exchange.
+   // if both a and b are equally qualified, it is a
+   // a dont-care case (in terms of sec/prod res) and 
+   // ascending orderring is used
+   if (has_id(a.security_id())){
+      if (has_id(b.security_id()))
+         return a.security_id() < b.security_id();
+      else
+         return true;
+   }
    if (has_id(b.security_id()))
      return false;
-   if (a.security_symbol() != "*")
-      return true; 
-   return false;
+   // symbol
+   if (is_symbol_set(a.security_symbol())){
+      if (is_symbol_set(b.security_symbol()))
+         return a.security_symbol() < b.security_symbol();
+      else
+         return true;
+   }
+   if (is_symbol_set(b.security_symbol()))
+      return false;
+   // sec type
+   if (a.security_type() != b.security_type())
+      return a.security_type() < b.security_type();
+   return a.exchange() < b.exchange();
 }
 bool AdminServiceUtils::_sort_product_scopes (const bts::api::admin::ProductScope& a,
-                                              const bts::api::admin::ProductScope&){
-   if (a.security_symbol() != "*")
-      return true;
-   return false;
+                                              const bts::api::admin::ProductScope& b){
+   // symbol
+   if (is_symbol_set(a.security_symbol())){
+      if (is_symbol_set(b.security_symbol()))
+         return a.security_symbol() < b.security_symbol();
+      else
+         return true;
+   }
+   if (is_symbol_set(b.security_symbol()))
+      return false;
+   // sec type
+   if (a.security_type() != b.security_type())
+      return a.security_type() < b.security_type();
+   return a.exchange() < b.exchange();
 }
 void AdminServiceUtils::sort_limits (bts::api::admin::BTSAccount& account){
    std::sort (account.mutable_security_position_limits()->begin(),
@@ -901,7 +931,7 @@ bool AdminServiceUtils::match_security_scope (const bts::api::admin::SecuritySco
 bool AdminServiceUtils::match_product_scope (const bts::api::admin::ProductScope& scope,
                                              const bts::api::Product& product){
    return product.exchange() == scope.exchange() &&
-          product.type() && scope.security_type() &&
+          product.type() == scope.security_type() &&
           _match_limit_rule_symbol(product.symbol(), scope.security_symbol());
 }
 bool AdminServiceUtils::match_product(const api::Security& security,
@@ -1025,4 +1055,7 @@ void AdminServiceUtils::bootstrap_data (bts::api::admin::AdminData& data){
    acct_a1_clip_size->set_clip_size(100);
 }
 bool AdminServiceUtils::has_id (uint32_t id){return id>0;}
+bool AdminServiceUtils::is_symbol_set (const std::string& symbol){
+   return symbol !="*";
+}
 }}

src/lib/api/service_helpers/AdminServiceUtils.h

@@ -240,6 +240,7 @@ public:
    // misc//////// ////////////////////////////
    ////////////////////////////////////////////
    static bool has_id (uint32_t id);
+   static bool is_symbol_set (const std::string& symbol);
    static void bootstrap_data (bts::api::admin::AdminData& data);
 };
 }}

src/lib/api/services/OrderService.proto

@@ -233,7 +233,7 @@ enum CTICode {
   CTI_CODE_CTI_CODE1 = 49;
   CTI_CODE_CTI_CODE2 = 50;
   CTI_CODE_CTI_CODE3 = 51;
-  CTI_CODE_CTI4 = 52;
+  CTI_CODE_CTI_CODE4 = 52;
 }
 
 enum NativeOrderStatus 

src/lib/config/ConfigurationState.cpp

@@ -191,12 +191,7 @@ void ConfigurationState::initialize_builtins()
    }
 
    // Version string
-   std::string install_path = os::get_install_path();
-   std::string app_version_file = install_path + "/edge.version";
-   if (!boost::filesystem::exists(app_version_file))
-   {
-      app_version_file = install_path + "/blue2.version";
-   }
+   std::string app_version_file = os::get_install_path() + "/spark.version";
    if (boost::filesystem::exists(app_version_file))
    {
       std::ifstream input(app_version_file.c_str(), std::ifstream::in);

src/lib/config/protos/MarketData.proto

@@ -76,6 +76,10 @@ message CMEOptions
       repeated uint32 affinity = 10;
       optional uint32 udp_socket_buffer_size = 11 [default = 33554432]; //32mb
    }
+   enum BookType {
+       BOOKTYPE_CONSOLIDATED = 0;
+       BOOKTYPE_DIRECT = 1;
+   }
    message CMEChannel {
       repeated string id = 2;
       optional string feed_engine = 3 [default = "default"];
@@ -98,6 +102,7 @@ message CMEOptions
       optional bool join_snapshot_on_gap = 32 [default = false];
 
       optional bool load_security_db = 33 [default = true];
+      optional BookType book_type = 34 [default = BOOKTYPE_CONSOLIDATED];
 
    }
    optional string onixs_license = 1 [default = "{default}"];

src/lib/config/protos/UI.proto

@@ -28,20 +28,6 @@ message IShellModuleProps
    repeated ModuleProps module = 1;
 }
 
-message IShellWindowProps {
-   // TODO: Maybe IWindowManager should be responsible for total-windows-open limits?
-   // To achieve that we would need to use a sort of type-windowprops map.
-   // However, that makes the problem more complicated, and at this point we are just aiming to limit n_ladders open.
-   // So for now, just let the LadderWindowFactory manage this.
-   message WindowProps {
-      // NOTE: 50 will be a dangerously high default for most other windows (than Ladder),
-      // so be careful if you add other WindowProps members.
-      optional uint32 max_total_open = 1 [default = 50];
-   }
-
-   optional WindowProps ladder = 1;
-}
-
 message GridSettings {
     optional string font_family = 1 [default = "Calibri"];
     optional float font_size = 2 [default = 10];
@@ -62,9 +48,11 @@ message ShellLimits {
    optional uint64 limit_group_memory_mb = 3;
 }
 
-// priorities (ordered): SystemIdle, ApplicationIdle, ContextIdle, Background, Input, Loaded, Render, DataBind, Normal, Send
-// It seems like all priorities higher than ApplicationIdle choke the main thread.
-message LadderTimerParams {
+message LadderKnobs {
+  // priorities (ordered): SystemIdle, ApplicationIdle, ContextIdle, Background, Input, Loaded, Render, DataBind, Normal, Send
+  // It seems like all priorities higher than ApplicationIdle choke the main thread.
   optional string priority = 1 [default = "ApplicationIdle"];
   optional double interval_ms = 2 [default = 100];
+  optional uint32 seconds_to_recenter = 3 [default = 300];
+  optional uint32 max_open_ladders = 4 [default = 75];
 }

src/lib/config/protos/jetfix.proto

@@ -79,6 +79,11 @@ message JetFIX {
     optional int32 udf_support_indicator = 340                  [default=1];
     optional bool use_cme_secure_logon = 341                    [default=true];
     optional bool auto_cert_mode = 342                          [default=false];
+    optional int32 price_encoding_precision = 343               [default=7];
+    optional uint32 max_order_msgs_per_window      = 344        [default=166];    // At the CME 166  ~= 500 / 3 
+    optional uint32 window_duration_msecs = 345                 [default=1000];   // leave it alone
+
+    optional uint32 max_connection_attempts = 346               [default=10];   
    }
 
   repeated Connection connection = 10;

src/lib/domain_model/SecurityTests.cpp

@@ -15,8 +15,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 
    SECTION("BS")
@@ -26,8 +26,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 
    SECTION("BF")
@@ -37,8 +37,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 
    SECTION("CF")
@@ -48,8 +48,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 
    SECTION("DF")
@@ -59,8 +59,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 
    SECTION("MP")
@@ -70,8 +70,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 
    SECTION("PB")
@@ -81,8 +81,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
    SECTION("PS")
    {
@@ -91,8 +91,8 @@ TEST_CASE ("Security name formatting tests" , "[securities]")
 
       std::smatch matches;
       REQUIRE(std::regex_match(example,matches,rx));
-      for (auto const &m : matches)
-         std::cout << "match: " << m.str() << "\n";
+      // for (auto const &m : matches)
+      //    std::cout << "match: " << m.str() << "\n";
    } 
 }
 

src/lib/logging/logging.cpp

@@ -63,11 +63,15 @@ Filter get_filter (LoggingConfig &cfg,
    for (auto const &sub_system : scfg.subsystem()) {
 
       auto ss_it = find_key(cfg.subsystem_names,sub_system.name());
-      bts_assert(ss_it != cfg.subsystem_names.end());
+      if (ss_it == cfg.subsystem_names.end())
+         continue;
+      
       auto ss = ss_it->first;
 
       auto level_it = find_key(cfg.level_names,sub_system.level());
-      bts_assert(level_it != cfg.level_names.end());
+      if (level_it != cfg.level_names.end())
+         continue;
+      
       auto level = level_it->first;
 
       result[ss.ordinal] = level;