Merged in SPARK-1736 (pull request #88 )

SPARK-1736 - client-based ICMP ping
Disable entitlement checks in QueryServer
2018-10-31 14:43:16 +00:00 · 2018-10-31 10:34:24 -04:00 · 2018-10-31 10:33:18 -04:00 · 2018-10-31 08:44:20 -05:00 · 2018-10-31 13:31:36 +00:00 · 2018-10-30 17:17:32 -05:00
225 changed files with 7972 additions and 3966 deletions
@@ -42,7 +42,18 @@
         "stopAtEntry": false,
         "externalConsole": true,
         "requireExactSource": false
-      },     
+      },        
+      {
+         "name": "Excel Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },          
      {
         "name": "Client Tests",
         "type": "clr",
@@ -54,7 +65,7 @@
         "externalConsole": true,
         "requireExactSource": false
      },           
-		{
+      {
            "name": "Client Attach",
            "type": "clr",
            "request": "attach",
@@ -264,63 +275,5 @@
                "RedirectOutput"
            ]
        },
-        {
-            "name": "edge-asp051",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@edge-asp051"],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-               "/bts/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Docker Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
-            "args": ["test"],
-            "stopAtEntry": false,
-            "cwd": "/bts/build/gcc_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["-p 2000","root@localhost"],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/bts/": "${workspaceRoot}"
-            }
-        }
    ]
 }
@@ -44,6 +44,7 @@ else ()
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
  add_subdirectory(src/web)
+  add_subdirectory(doc/user)
  add_subdirectory(src/sdk)
  add_subdirectory(src/data_files)

@@ -54,6 +55,8 @@ else ()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
+    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
    COMMENT "Creating server runtime layout"
    DEPENDS sparkd data_files_dir)  

@@ -0,0 +1,30 @@
+cmake_minimum_required(VERSION 3.5)
+project(doc)
+
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
+
+# DEPENDENCIES
+set(DOC_GLOBS
+  *.md
+  *.jpeg
+  *.png
+  *.html
+  *.css
+  *.js
+  *.eot
+  favicon.ico
+  )
+file (GLOB_RECURSE All_Deps RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} ${DOC_GLOBS})
+update_deps_file("${All_Deps}")
+# END DEPENDENCIES
+
+add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/web/docs/index.html
+  COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build.sh
+  ARGS ${CMAKE_BINARY_DIR}/web/docs/
+  COMMENT "Building Manual UI"
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+  DEPENDS ${All_Deps})
+
+add_custom_target(doc_manual_bundle ALL DEPENDS ${CMAKE_BINARY_DIR}/web/docs/index.html)
+
@@ -26,7 +26,6 @@

        <link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
        <link rel="stylesheet" href="{{ base_url }}/css/local.css?1529096332" type="text/css" />
-        <!--link rel="stylesheet" href="https://www.bluetradingsystems.com/templates/bluetradesys/scripts/colorbox-master/example5/colorbox.css" type="text/css" /-->
        <!--[if lt IE 9]>
            <script src="https://oss.maxcdn.com/libs/html5shiv/3.7.0/html5shiv.js"></script>
            <script src="https://oss.maxcdn.com/libs/respond.js/1.4.2/respond.min.js"></script>
@@ -1,18 +0,0 @@
-@font-face {
-  font-family: 'Source Sans Pro';
-  font-style: normal;
-  font-weight: 300;
-  src: local('Source Sans Pro Light'), local('SourceSansPro-Light'), url(../fonts/Source-Sans-Pro-300.ttf) format('truetype');
-}
-@font-face {
-  font-family: 'Source Sans Pro';
-  font-style: normal;
-  font-weight: 400;
-  src: local('Source Sans Pro Regular'), local('SourceSansPro-Regular'), url(../fonts/Source-Sans-Pro-400.ttf) format('truetype');
-}
-@font-face {
-  font-family: 'Source Sans Pro';
-  font-style: normal;
-  font-weight: 600;
-  src: local('Source Sans Pro SemiBold'), local('SourceSansPro-SemiBold'), url(../fonts/Source-Sans-Pro-600.ttf) format('truetype');
-}
@@ -30,9 +30,8 @@
                    {% if nav_item.active%}
                    <ul>
                        {%- for toc_item in page.toc %}
-                            <li class="main {% if toc_item.active %}active{% endif %}"><a href="{{ toc_item.url|url }}">{{ toc_item.title }}</a></li>
-                            {%- for toc_item in toc_item.children %}
-                                <li><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
+                            {%- for toc_subitem in toc_item.children %}
+                                    <li><a href="{{ toc_subitem.url }}">{{ toc_subitem.title }}</a></li>
                            {%- endfor %}
                        {%- endfor %}
                    </ul>
@@ -1,37 +1,3 @@
-#Getting Started

-If you are new to BTS Spark we recommend starting with these pages to learn the basics.
+Click on the headings on the the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.

-If you need specific information quickly use the Search button in the top right of the navigation of use the table of contents at the left.
-
-<ol>
-   <li><a href="Logging-In-to-the-System">Login</a></li>
-   <li><a href="Launcher">Module Launcher</a></li>
-   <li><a href="Market">Market</a>
-      <ul>
-         <li><a href="Market/#market-view">Market View</a></li>
-         <li><a href="Market/#time-and-sales">Time and Sales</a></li>
-      </ul>
-   </li>
-   <li><a href="Trading">Trading</a>
-      <ul>
-         <li><a href="Trading/#order-book">Order Book</a></li>
-         <li><a href="Trading/#fills">Fills</a></li>
-         <li><a href="Trading/#pwzxhzdk0l">P&amp;L</a></li>
-         <li><a href="Trading/#ladder">Ladder</a></li>
-         <li><a href="Trading/#order-ticket">Order Ticket</a></li>
-      </ul>
-   </li>
-   <li><a href="Spreader">Spreader</a></li>
-   <li><a href="My-Windows">My Windows</a></li>
-   <li><a href="Settings">Settings</a>
-      <ul><li><a href="Settings/#workspaces">Workspaces</a></li></ul>
-   </li>
-   <li><a href="Help">Help</a>
-      <ul>
-         <li><a href="Help/#report-a-problem">Report a Problem</a></li>
-         <li><a href="Help/#about-spark">About Spark</a></li>
-         <li><a href="Help/#activity-log">Activity Log</a></li>
-      </ul>
-   </li>
-</ol>
@@ -1,8 +1,42 @@
-# 1.2 
+# Release Notes
+
+## 1.3.7
+
+### Net Change pricing
+  - The ability to price synthetics based off of net change
+
+## 1.3.5
+
+### Speed Enhancements
+  - Further speed enhancements
+### Separation of implied and direct market data
+  - Viewing within a market view will now show 3 columns
+    - Direct
+    - Implied
+    - Merged
+  - Ability to configure the market data size in a ladder as the following
+    - Direct
+    - Implied
+    - Merged
+### Synthetic creation option to choose Merged or Direct
+  - The ability to choose Merged or Direct per leg when creating a synthetic
+### Volume at price
+  - Within a ladder you can now see a volume at price graph
+  - This is configurable from a ladder's settings as well
+### Customized settings in all windows
+ - All windows now contain a settings page where grid settings (font color, size, etc) are applied
+ - These settings can be saved on a per-window basis or as a Default for newly-launched windows
+
+## 1.3.1 Through 1.3.4
+
+### Speed Enhancements
+  - Further speed enhancements
+
+## 1.2

 ### Market View
  - Synthetic future leg working orders are now shown
-  
+
 ### Order Book
  - Many visual facets of the Order Book grid can now be customized
    - The Order Book settings page can be access from the gears icon in the Order Book toolbar or from the right-click menu
@@ -18,7 +52,7 @@
 ### PnL
  - Prices are now formatted with penny precision
  - Day PnL has been added to the Totals footer at the bottom of the window
-  
+
 ### Ladder
  - Order badges now have been improved to communicate a variety of order state
    - Background color now indicates order side
@@ -37,7 +71,7 @@
    - Default size preset values can now be changed, as well as added or removed
    - This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
  - Synthetic ladders that were saved as part of a workspace are now restored on startup
-  
+
 ### Synthetics
  - Hedge Ratio parameter has been renamed to Lean Qty Factor
  - Spreader now includes a Hidden mode parameter
@@ -48,7 +82,7 @@
  - IOC/FAK order type added
  - Cover order type added
  - Cancelling a synthetic order no longer cancels any working hedge orders
-  
+
 ### General
  - A manual page has been added to the launcher Help menu
  - Various help buttons and tooltips were added throughout the application
@@ -59,3 +93,41 @@
    - Individual fills be compacted into start of day position records
    - Orders from the day before the recycle will be deleted

+
+##1.1
+
+###1.1.22
+- Orderbook: Orders in Error status can now be recreated
+- Orderbook: Orders containing child orders will now be collapsed by default.
+- Orderbook: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
+- Orderbook: Symbol column added to allow for filtering based on group symbol
+- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
+
+###1.1.20
+- Update CME market data handler for price precision extension.
+  https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
+
+###1.1.8
+- Enabled wild cards in risk management UI
+- Fixed spreader order updates
+
+###1.1.7
+- Fixed spread leg price fill
+- Fixed HO cash per point value
+
+###1.1.6
+- Fixed occasional crash when filtering fills
+- Fixed several cash per point multipliers
+- Colored time of sales row with aggressor side
+- Iceberg orders now cancel (rathern than error) when a child is canceled
+
+###1.1.0
+- Added per user self match protection, location and self match protection FIX tag settings
+- Implemented a new "Trigger Order" algo
+- Corrected tick formatting for a number of products
+- Added the hability to recreate canceled orders
+- Added leg fills to facilitate futured based PnL
+- PnL report now has PnL columns calculated based on your start of day, current day, and total position
+- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
+- Corrected cash per point values, used in pnl calculations, for a number of products
+- PnL report will now remember any customizations you make to filtering and/or sorting criteria
@@ -1,82 +0,0 @@
-1.3.5
- Speed Enhanments
-  - Further speed enhancements
- Net Change pricing
-  - The ability to price synthetics based off of net change
- Separation of implied and direct market data 
-  - Viewing within a market view will now show 3 columns
-    - Direct
-    - Implied
-    - Merged
-  - Ability to configure the market data size in a ladder as the following
-    - Direct
-    - Implied
-    - Merged
- Synthetic creation option to choose Merged or Direct
-  - The ability to choose Merged or Direct per leg when creating a synthetic
- Volume at price
-  - Within a ladder you can now see a volume at price graph
-  - This is configurable from a ladder's settings as well
-  - - Volume at price
-  - Within a ladder you can now see a volume at price graph
-  - This is configurable from a ladder's settings as well
- Customized settings in all windows
-  - All windows now contain a settings parge where grid settings (font color, size, etc) are applied
-  - These settings can be saved on a per-window basis or as a Default for newly-launched windows
-
-1.3.4
- Significantly reduced client memory use
- Improved OrderBook performance
- Improved workspace load time
-
-1.3.3
- Reduced server memory usage
-
-1.3.2
- Improved OrderBook performance
- Fix some memory leaks when switching workspaces
-
-1.3.1
- Improved server side logging
- Fixed leaking of market data subscriptions on market view form closing
-
-1.3.0
- Significantly improved order execution latency
- Added latency monitoring tools
- Provided core binding controls to system admins so as to reduce latency jitter
-
-1.1.22
- Orderbook: Orders in Error status can now be recreated
- Orderbook: Orders containing child orders will now be collapsed by default.
- Orderbook: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
- Orderbook: Symbol column added to allow for filtering based on group symbol
- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
-
-1.1.20
- Update CME market data handler for price precision extension.
-  https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
-
-1.1.8
- Enabled wild cards in risk management UI
- Fixed spreader order updates
-
-1.1.7
- Fixed spread leg price fill
- Fixed HO cash per point value
-
-1.1.6
- Fixed occasional crash when filtering fills
- Fixed several cash per point multipliers
- Colored time of sales row with aggressor side
- Iceberg orders now cancel (rathern than error) when a child is canceled
-
-1.1.0
- Added per user self match protection, location and self match protection FIX tag settings
- Implemented a new "Trigger Order" algo
- Corrected tick formatting for a number of products
- Added the hability to recreate canceled orders
- Added leg fills to facilitate futured based PnL
- PnL report now has PnL columns calculated based on your start of day, current day, and total position
- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
- Corrected cash per point values, used in pnl calculations, for a number of products
- PnL report will now remember any customizations you make to filtering and/or sorting criteria 
@@ -4,7 +4,7 @@ VisualStudioVersion = 15.0.27130.2024
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,15 +12,17 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C} = {69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}
+		{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -57,22 +59,22 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x64.ActiveCfg = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x64.Build.0 = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x86.ActiveCfg = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|Any CPU.ActiveCfg = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x64.ActiveCfg = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x64.Build.0 = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x86.ActiveCfg = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|x64.ActiveCfg = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|x64.Build.0 = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|x86.ActiveCfg = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|Any CPU.ActiveCfg = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|x64.ActiveCfg = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|x64.Build.0 = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|x86.ActiveCfg = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
@@ -137,22 +139,22 @@ Global
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.ActiveCfg = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.Build.0 = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x86.ActiveCfg = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|Any CPU.ActiveCfg = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.ActiveCfg = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.Build.0 = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x86.ActiveCfg = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x64.ActiveCfg = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x64.Build.0 = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x86.ActiveCfg = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|Any CPU.ActiveCfg = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x64.ActiveCfg = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x64.Build.0 = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x86.ActiveCfg = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
@@ -197,6 +199,26 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.Build.0 = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x86.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -31,6 +31,9 @@
    <AvailableItemName Include="Proto3">
        <Targets>CompileProto3</Targets>
    </AvailableItemName>
+    <AvailableItemName Include="Proto3Excel">
+        <Targets>CompileProto3Excel</Targets>
+    </AvailableItemName>    
 </ItemGroup>

 <PropertyGroup Label="ProtoBuf">
@@ -48,9 +51,14 @@
        <OutCS>%(OutBase)%(FileName).cs</OutCS>
        <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
        <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>        
        <CompileOptions></CompileOptions>
    </Proto3>
+    <Proto3Excel>
+        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+        <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+        <CompileOptions></CompileOptions>
+    </Proto3Excel>    
 </ItemDefinitionGroup>

 </Project>
@@ -57,12 +57,38 @@
    </ItemGroup>
 </Target>

+<Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3Excel)'!=''"
+    Inputs="$(protoc);
+    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
+    Outputs="%(Proto3Excel.OutCSExcel)">
+    <MakeDir Directories="%(Proto3Excel.OutBase)" />
+
+    <Message Importance="High" Text="Generating excel service %(Proto3Excel.FileName)" />
+    <Exec Command="
+       set PATH=$(spark_build_python_path);%path% &amp;
+       set PYTHONPATH=$(Externals)\python &amp;
+       $(protoc) ^
+       %(Proto3Excel.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(protoinc);$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=excel,strip_out_path=1:%(Proto3Excel.OutBase) ^
+       "
+      WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+       <Compile Include="%(Proto3Excel.OutCSExcel)" />
+    </ItemGroup>
+</Target>
+
 <Target Name="AfterClean" AfterTargets="Clean">
    <Delete Files="%(Proto3.OutCS)" />
    <Delete Files="%(Proto3.OutCSClient)" />
    <Delete Files="%(Proto3.OutCSServer)" />
    <Delete Files="%(Proto3.OutCSImmutable)" />
    <Delete Files="$(GenDir)\proto2\*" />
+    <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>

 <Target Name="Test" DependsOnTargets="Build">
@@ -12,11 +12,13 @@ namespace bts {
   [Export, Export(typeof(IShellDaemon))]
   class DeleteSyntheticDaemon : IShellDaemon, IDisposable {
      readonly OrdersModel _orders_model;
+      readonly ErrorReporter _error_reporter;
      IDisposable _dispose;

      [ImportingConstructor]
-      public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model) {
+      public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model, ErrorReporter error_reporter) {
         _orders_model = orders_model;
+         _error_reporter = error_reporter;
         _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
            .OnDispatcher()
            .Subscribe(_delete_synthetic);
@@ -28,6 +30,7 @@ namespace bts {
      async void _delete_synthetic(uint id) {
         var (orders, orders_success) = await _orders_model.on_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
         if (!orders_success) {
+            _error_reporter.report_error($"Unable to delete synthetic security ({id}): unable to determine whether or not security ({id}) has working orders (deletion is not permitted while there are working orders).");
            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because the orders lookup timed out (must confirm no working orders).");
         } else if (orders.state.Values.Any(o => o.Def.SecurityKey == id && o.is_non_terminal())) {
            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because non-terminal-orders were detected.");
@@ -13,11 +13,13 @@ using System.Linq;
 using SecurityKey = System.UInt32;
 using System.Collections.Concurrent;
 using System.Threading;
+using bts.api.user;

 namespace bts {
   [Export(typeof(IInitializable))]
   class MDSource : IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
      readonly Lazy<IBus> _bus;
+      readonly Lazy<AuthToken> _token;
      readonly Lazy<SyntheticSecurityService> _ss;
      readonly MDConsumer _consumer = new MDConsumer();
      readonly Co2RelayControl _relay;
@@ -27,14 +29,20 @@ namespace bts {
      List<IDisposable> _dispose = new List<IDisposable>();

      [ImportingConstructor]
-      public MDSource(Lazy<IBus> bus, Lazy<SyntheticSecurityService> ss) {
+      public MDSource(
+         Lazy<IBus> bus,
+         Lazy<AuthToken> token, 
+         Lazy<SyntheticSecurityService> ss) {
         _bus = bus;
+         _token = token;
         _ss = ss;
         _relay = new Co2RelayControl(_consumer);
         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
         _dispose.Add(_consumer.on_security.Subscribe(this));
      }
+
      public void initialize() {
+         _relay.set_token(_token.Value);
         _dispose.Add(
            _ss.Value.subscribei_metadata()
            .Select(upd => upd.all.ToDictionary(i => i.SecurityKey, i => i.Strategy))
@@ -1,11 +1,13 @@
 using bts.api.core;
 using bts.metrics;
+using mbts;
 using mbts.config;
 using mbts.ui;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
+using System.Net.NetworkInformation;
 using System.Text;
 using System.Threading.Tasks;

@@ -18,6 +20,7 @@ namespace bts.perf {
      readonly string _version;
      readonly string _username;
      IDisposable _subs;
+      Ping _pinger = new Ping();

      [ImportingConstructor]
      public ShellLatencyDaemon(ShellLatencyService service, [Import("username")] string user) {
@@ -25,7 +28,12 @@ namespace bts.perf {
         _version = Configuration.get<bts.config.System>().version;
         _username = user;
         _hostname = Environment.MachineName;
-         _subs = _service.subscribei_clock().Subscribe(on_tick);
+
+         _forever_ping_host(_pinger);
+         _subs = Disposable.Create(
+            _pinger,
+            _service.subscribei_clock().Subscribe(on_tick)
+         );
      }

      void on_tick(Update<TickImmutable, int> update) {
@@ -40,8 +48,60 @@ namespace bts.perf {
         }
      }

+      async void _forever_ping_host(Ping pinger) {
+         var config = Configuration.get<bts.config.ShellPingOptions>();
+         string server_ip = Configuration.get<bts.config.System>().config_ip;
+         int delay = config.workloop_milliseconds_interval;
+         int _current_missed_ping_count = 0;
+
+         if (config.shell_ping_is_enabled && pinger != null) {
+            while (true) {
+               try {
+                  await Task.Delay(delay);
+                  var response = await pinger.SendPingAsync(server_ip, config.timeout_milliseconds_threshold);
+                  if (response.Status == IPStatus.Success) {
+                     _current_missed_ping_count = 0;
+                     if (response.RoundtripTime > config.logging_milliseconds_threshold) {
+                        Log.Ui.warn($"Ping response not recieved in a timely manner:\n" +
+                           $"\tAddress:\t{response.Address}\n" +
+                           $"\tRoundTrip:\t{response.RoundtripTime} ms");
+                     }
+                     // potentially reset delay to initial work period (no-op otherwise)
+                     delay = config.workloop_milliseconds_interval;
+                  } else {
+                     _current_missed_ping_count++;
+                     delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                     Log.Ui.warn($"Ping was not successful. Ping response: {response.Status}. Missed ping count: {_current_missed_ping_count}. Backing off for {delay} milliseconds.");
+                  }
+               } catch (PingException e) {
+                  _current_missed_ping_count++;
+                  delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                  Log.Ui.error($"Ping exception. {e}\nBacking off for {delay} milliseconds.");
+               }
+            } // end while
+         }
+
+         // since we're returning milliseconds here up to a 1 minute delay
+         // we don't need to go crazy with the power, else we will get
+         // an ArgumentOutOfRangeExecption.
+         // Int.MaxValue = 2^31, so we need to be below that
+         // Also, even if we're under the 2^31 int.maxvalue, we don't want to be multed over it
+         // so that is why we have checked() here.
+         int _get_exp_delay(int retry_num, int min_interval, int max_delay) {
+            // add some jitter up to half the max delay so we don't
+            // have a ping spike from all clients at once
+            var jitter_amount = new Random().Next(max_delay / 2);
+            int power_factor = (int)Math.Pow(2, Math.Min(retry_num, 32) - 1);
+            try {
+               return Math.Min(checked(min_interval * power_factor + jitter_amount), max_delay + jitter_amount);
+            } catch (OverflowException) {
+               return max_delay + jitter_amount;
+            }
+         }
+      }
+
      public void Dispose() {
-         throw new NotImplementedException();
+         Disposable.dispose(ref _subs);
      }
   }
 }
@@ -16,29 +16,48 @@
    </ResourceDictionary>
  </UserControl.Resources>
  <AdornerDecorator>
-    <c:DIYGrid
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
      x:Name="_grid"
+      Grid.Row="0"
      Columns="{Binding columns}"
      CurrentRow="{Binding current_row}"
      Rows="{Binding rows_view}"
      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
    >
-      <c:DIYGrid.InputBindings>
-        <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-        <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-      </c:DIYGrid.InputBindings>
-      <c:DIYGrid.CommandBindings>
-        <CommandBinding
+        <c:DIYGrid.InputBindings>
+          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+        </c:DIYGrid.InputBindings>
+        <c:DIYGrid.CommandBindings>
+          <CommandBinding
          Command="{x:Static c:DIYGrid.DefaultRowCommand}"
          Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
          CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
        />
-      </c:DIYGrid.CommandBindings>
-      <c:DIYGrid.RowTemplate>
-        <DataTemplate>
-          <usp:MarketViewRowView usp:GridAnimation.RowAnimation="{Binding animations}"/>
-        </DataTemplate>
-      </c:DIYGrid.RowTemplate>
-    </c:DIYGrid>
+        </c:DIYGrid.CommandBindings>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate>
+            <usp:MarketViewRowView usp:GridAnimation.RowAnimation="{Binding animations}"/>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition />
+              <ColumnDefinition />
+            </Grid.ColumnDefinitions>
+            <TextBlock Grid.Column="0" Text="Securities: "/>
+            <TextBlock Grid.Column="1" Text="{Binding ElementName=_grid, Path=Rows.Count}"/>
+          </Grid>
+        </StatusBarItem>
+      </StatusBar>
+    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -167,9 +167,6 @@ namespace mbts.spark {
         public AggressorSide aggressor_side { get; }
         public ICommand show_ladder { get; }

-         ObservableCollection<RowAnimation> DIYGrid.IRowVM.row_animations { get; } = new ObservableCollection<RowAnimation>();
-         IReadOnlyList<DIYGrid.IGridCellStore> DIYGrid.IRowVM.cell_stores => new DIYGrid.IGridCellStore[0];
-
         public string this[TimeAndSalesView.Columns col] {
            get {
               switch (col) {
@@ -18,10 +18,18 @@
  </UserControl.Resources>
  <AdornerDecorator>
    <Grid>
-      <c:DIYGrid Columns="{Binding columns}" 
-                 Rows="{Binding rows_view}" CurrentRow="{Binding current_row}"
-                 SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
-                 >
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid 
+        x:Name="_grid"
+        Grid.Row="0"
+        Columns="{Binding columns}" 
+        Rows="{Binding rows_view}"
+        CurrentRow="{Binding current_row}"
+        SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+        >
        <c:DIYGrid.InputBindings>
          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
@@ -39,6 +47,17 @@
          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition />
+              <ColumnDefinition />
+            </Grid.ColumnDefinitions>
+            <TextBlock Grid.Column="0" Text=" "/>
+          </Grid>
+        </StatusBarItem>
+      </StatusBar>      
    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -16,11 +16,16 @@
  </UserControl.Resources>
  <AdornerDecorator>
    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
      <c:DIYGrid
-          x:Name="_grid"
-          Columns="{Binding columns}"
-          CurrentRow="{Binding current_row}"
-          Rows="{Binding rows_view}"
+        x:Name="_grid"
+        Grid.Row="0"
+        Columns="{Binding columns}"
+        CurrentRow="{Binding current_row}"
+        Rows="{Binding rows_view}"
        >
        <c:DIYGrid.InputBindings>
          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
@@ -39,6 +44,18 @@
          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition />
+              <ColumnDefinition />
+            </Grid.ColumnDefinitions>
+            <TextBlock Grid.Column="0" Text="Synthetics: "/>
+            <TextBlock Grid.Column="1" Text="{Binding ElementName=_grid, Path=Rows.Count}"/>
+          </Grid>
+        </StatusBarItem>
+      </StatusBar>      
    </Grid>
  </AdornerDecorator>  
 </UserControl>
@@ -204,7 +204,7 @@ namespace mbts.spark {
            new HedgeRatioModel(),
            new QuoteHiddenModel(),
            new MarketDataTypeModel(),
-            //new MarketDataCalculationModel(),
+            new MarketDataCalculationModel(),
            new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
            quote_throttle_inside_ticks,
            quote_throttle_outside_ticks,
@@ -53,7 +53,7 @@ namespace bts.shell {
                  Configuration.get<bts.config.System>().config_port);
            string temp = uristr;
            if (uristr.StartsWith("bts://m/")) {
-               temp = uristr.Replace("bts://m/", http_base + "doc/manual/");
+               temp = uristr.Replace("bts://m/", http_base + "docs/");
            }
            else {
               temp = uristr.Replace("bts://", http_base);
@@ -38,10 +38,10 @@ namespace bts.shell {
         //SparkCommands.ShowAuditLogs,
         //SparkCommands.ShowDiagnostics,
         SparkCommands.ShowReportIssue.complete("Created from launcher"),
-         SparkCommands.ShowAboutSpark,
         // SparkCommands.ShowReleaaseNotes,
         SparkCommands.ShowActivityLog,
         SparkCommands.ShowManual,
+         SparkCommands.ShowAboutSpark,
      };

      public Task<IShellWindow> create(Stream load_stream) {
@@ -207,9 +207,6 @@ namespace mbts.spark {
         public string fill_key => _fill.FillKey;
         public string order_key => _order.Key.ToString();

-         ObservableCollection<RowAnimation> IRowVM.row_animations { get; } = new ObservableCollection<RowAnimation>();
-         IReadOnlyList<IGridCellStore> IRowVM.cell_stores => new IGridCellStore[0];
-
         public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
         public override bool Equals(object obj) => Equals(obj as Row);
         public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
@@ -19,8 +19,13 @@
  </UserControl.Resources>
  <AdornerDecorator>
    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
      <c:DIYGrid
        x:Name="_grid"
+        Grid.Row="0"
        Columns="{Binding columns}"
        CurrentRow="{Binding current_row}"
        Rows="{Binding rows_view}"
@@ -42,6 +47,18 @@
          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition />
+              <ColumnDefinition />
+            </Grid.ColumnDefinitions>
+            <TextBlock Grid.Column="0" Text="Fills: "/>
+            <TextBlock Grid.Column="1" Text="{Binding ElementName=_grid, Path=Rows.Count}"/>
+          </Grid>
+        </StatusBarItem>
+      </StatusBar>
    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -1,168 +0,0 @@
-using bts.utils;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-
-namespace mbts.spark {
-   partial class OrderBookRowVM {
-      public interface IOrderBookCell : DIYGrid.IGridCell, IComparable { }
-
-      public interface IOrderBookCell<T> : IOrderBookCell {
-         T value { get; }
-         IOrderBookCellStore<T> store { get; }
-      }
-
-      public interface IOrderBookCellStore : DIYGrid.IGridCellStore {
-         OrderBookRowVM row { get; }
-         new ICVOrderBookColumn column { get; }
-         string prop_name { get; }
-         new IOrderBookCell current { get; }
-         //
-         IOrderBookCellStore select_other(OrderBookRowVM row);
-      }
-
-      public interface IOrderBookCellStore<T> : IOrderBookCellStore, IComparer<T>, IEqualityComparer<T> {
-         new IOrderBookCell<T> current { get; }
-         new IOrderBookCellStore<T> select_other(OrderBookRowVM row);
-         //
-         T get_value(OrderBookRowVM row);
-         string format(T value);
-      }
-
-      public static class CellFactory {
-         public static IOrderBookCellStore<T> create<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T> get_value, Func<OrderBookRowVM, 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 IOrderBookCellStore<T> create<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T> get_value, Func<OrderBookRowVM, 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 IOrderBookCellStore<T?> create_nullable<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T?> get_value, Func<OrderBookRowVM, 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 IOrderBookCellStore<T?> create_nullable<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T?> get_value, Func<OrderBookRowVM, 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));
-
-         class OrderBookCellStore<T> : IOrderBookCellStore<T>, INotifyPropertyChanged {
-            readonly OrderBookRowVM _row;
-            readonly ICVOrderBookColumn _column;
-            readonly string _prop_name;
-            readonly Func<OrderBookRowVM, T> _get_value;
-            readonly Func<OrderBookRowVM, IOrderBookCellStore<T>> _select_other;
-            readonly Func<T, string> _format;
-            readonly Comparison<T> _comparison;
-            readonly IEqualityComparer<T> _eq_comparer;
-            OrderBookCell<T> _current;
-
-            // Property changed handler to avoid WPF binding leak
-            // https://blog.jetbrains.com/dotnet/2014/09/04/fighting-common-wpf-memory-leaks-with-dotmemory/
-            public event PropertyChangedEventHandler PropertyChanged = (_,__) => { };
-
-            public OrderBookCellStore(
-              OrderBookRowVM row,
-              ICVOrderBookColumn column,
-              string prop_name,
-              Func<OrderBookRowVM, T> get_value,
-              Func<OrderBookRowVM, 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 OrderBookRowVM row => _row;
-            public ICVOrderBookColumn column => _column;
-            public string prop_name => _prop_name;
-            public IOrderBookCell<T> current => _current;
-
-            IOrderBookCell IOrderBookCellStore.current => _current;
-            DIYGrid.IGridColumn DIYGrid.IGridCellStore.column => _column;
-            DIYGrid.IGridCell DIYGrid.IGridCellStore.current => _current;
-
-            public ObservableCollection<CellAnimation> animations { get; } = new ObservableCollection<CellAnimation>();
-
-            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(OrderBookRowVM row) => _get_value(row);
-            public IOrderBookCellStore<T> select_other(OrderBookRowVM row) => _select_other(row);
-            IOrderBookCellStore IOrderBookCellStore.select_other(OrderBookRowVM row) => select_other(row);
-
-            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);
-            }
-
-            public void invalidate_text() => regenerate_cell();
-         }
-
-         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);
-            }
-
-            public int CompareTo(object obj) => CompareTo(obj as OrderBookCell<T>);
-
-            public override string ToString() => text;
-         }
-      }
-   }
-}
@@ -1,4 +1,5 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.api.orderman;
 using bts.utils;
 using mbts.spark.filters;
@@ -7,6 +8,7 @@ using mbts.ui.controls;
 using mbts.ui.converters;
 using mbts.ui.utility;
 using mbts.ui.utility.text;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -19,37 +21,53 @@ using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.OrderBookWindowFactory;
-using static mbts.spark.OrderBookRowVM;
 using static mbts.spark.OrderBookView;
 using static mbts.ui.controls.DIYGrid;
 using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;

 namespace mbts.spark {
   // This interface is used to hide ColumnBase.SortDirection, and offer a SortDirection member that does NOT require a DependencyProperty lookup.
-   // In OrderBookRowVM, each "cell(property)" has a corresponding TreeComparable property that the column uses for sorting
-   //    - each columns' sort_member_path points to the TreeComparable.
-   // The TreeComparable class needs to know which direction it is sorting so it can force child-orders to always be beneath their parents.
-   //    - when comparing with their parent, it must return 1 if Ascending, -1 if Descending.
-   // Since the TreeComparables in each row must access their respective column SortDirections in their CompareTo methods, those DP lookups could add significant overhead in large collections.
-   // I considered adding ListSortDirection members directly to OrderBookVM, and letting the TreeComparables refer to that property,
-   // but decided it would be better to let the Columns own it so we wouldn't have to worry about keeping the 2 props in sync.
-   // 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 : IKeyedColumn<Columns>, IGridColumn<OrderBookRowVM> {
+   interface ICVOrderBookColumn : IKeyedColumn<Columns>, IGridColumn {
      string sort_member_path { get; }
-      ListSortDirection? SortDirection { get; }
-      IDataGridColumnFilter<OrderBookRowVM> filter { get; }
+      ListSortDirection? SortDirection { get; set; }
+      IDataGridColumnFilter<OrderRecordTuple> filter { get; }
+      IComparer<OrderBookRowVM> comparer { get; }
+   }
+
+   class OrderBookSortingData : IEquatable<OrderBookSortingData> {
+      public readonly IReadOnlyList<SortingCriteria> sorting_criterion;
+      public readonly IComparer<OrderBookRowVM> comparer;
+      public readonly string desc;
+
+      public OrderBookSortingData(IEnumerable<ICVOrderBookColumn> column_sorting_hierarchy) {
+         var comp_builder = new ComparerBuilder<OrderBookRowVM>();
+         foreach (var col in column_sorting_hierarchy)
+            comp_builder.add(col.SortDirection.Value == ListSortDirection.Ascending ? col.comparer : col.comparer.reverse());
+         if (!column_sorting_hierarchy.Any(col => col.key == Columns.OrderKey)) {
+            // the resultant comparer must to be 100% deterministic, as SortedList (the building block of the SortedTree) uses a BinarySearch to find/remove items and does NOT check for item-equality.
+            comp_builder.add(Comparer<OrderBookRowVM>.Create((l, r) => l.order_key.CompareTo(r.order_key)));
+         }
+         comparer = comp_builder.to_comparer();
+         sorting_criterion = column_sorting_hierarchy.Select(col => new SortingCriteria(col.id, col.SortDirection.GetValueOrDefault() == ListSortDirection.Ascending)).ToArray();
+         desc = string.Join(", ", sorting_criterion);
+      }
+
+      public bool Equals(OrderBookSortingData other) => other != null && EqualityComparer.safe_sequence_equals(sorting_criterion, other.sorting_criterion);
+      public override bool Equals(object obj) => base.Equals(obj);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(sorting_criterion);
+      public override string ToString() => desc;
   }

   partial class OrderBookVM {
-      public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<FilterStates>, IDisposable {
+      public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<(FilterStates filters, IReadOnlyList<SortingCriteria> sorting)>, IDisposable {
+         readonly List<ICVOrderBookColumn> _active_comparers = new List<ICVOrderBookColumn>();
+
         public OrderBookColumnCollection(IBus bus, OrdersModel model, IObservable<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> order_securities) {
            // security
            Add(security_column = new SecurityColumn(
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, SecurityImmutable, SecurityCriteria>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, SecurityImmutable, SecurityCriteria>(
                  order_securities,
-                  r => r.security.value.GetValueOrDefault(SecurityDataHelper.Defaults.SecurityImmutable),
+                  ort => ort.security_md.HasValue ? ort.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable,
                  SecurityCriteria.from_securities,
                  SecurityCriteria.get_to_securities(bus),
                  nameof(OrderBookRowVM.security),
@@ -61,172 +79,222 @@ namespace mbts.spark {
               Columns.Symbol,
               DefaultColumnHeaders.Symbol,
               nameof(OrderBookRowVM.symbol),
-               r => r.symbol.store,
+               r => r.symbol,
               DefaultColumnWidths.Symbol,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, string>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, string>(
                  mbts.co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
-                  r => r.symbol.value,
-                  value_path(nameof(OrderBookRowVM.symbol))
+                  ort => ort.security_md.HasValue ? ort.security_md.Value.security.Symbol : string.Empty,
+                  nameof(OrderBookRowVM.symbol)
               ),
-               DataGridFilterKnownTemplates.DiscreteValues));
+               DataGridFilterKnownTemplates.DiscreteValues,
+               _wrap_comparer(r => r.symbol)));
            // time_created
-            Add(time_created_column = new TimeCreatedColumn(
-               new TimeFilterVM<OrderBookRowVM>(r => r.time_created.value, value_path(nameof(OrderBookRowVM.time_created)))));
+            Add(time_created_column = new SimpleTextColumn<TimeFilterTuple>(
+               Columns.Time,
+               "Time",
+               nameof(OrderBookRowVM.time_created),
+               r => r.time_created_text,
+               DefaultColumnWidths.Time,
+               new TimeFilterVM<OrderRecordTuple>(
+                  ort => ort.order.created(),
+                  nameof(OrderBookRowVM.time_created)),
+               DataGridFilterKnownTemplates.TimeFilter,
+               _wrap_comparer(r => r.time_created)));
            // last_change
-            Add(last_change_column = new LastChangeTimeColumn(
-               new TimeFilterVM<OrderBookRowVM>(r => r.last_change.value, value_path(nameof(OrderBookRowVM.last_change)))));
+            Add(last_change_column = new SimpleTextColumn<TimeFilterTuple>(
+               Columns.LastChange,
+               "Last Change",
+               nameof(OrderBookRowVM.last_change),
+               r => r.last_change_text,
+               DefaultColumnWidths.Time,
+               new TimeFilterVM<OrderRecordTuple>(
+                  ort => ort.order.last_change(),
+                  nameof(OrderBookRowVM.last_change)),
+               DataGridFilterKnownTemplates.TimeFilter,
+               _wrap_comparer(r => r.last_change)));
            // user
            Add(user_column = new SimpleTextColumn<string[]>(
               Columns.User,
               DefaultColumnHeaders.User,
               nameof(OrderBookRowVM.user),
-               r => r.user.store,
+               r => r.user,
               DefaultColumnWidths.User,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, string>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, string>(
                  model.factory.subscribe_users().Select(d => d.Values),
-                  r => r.user.value,
-                  value_path(nameof(OrderBookRowVM.user))),
-               DataGridFilterKnownTemplates.DiscreteValues));
+                  ort => ort.order.user(),
+                  nameof(OrderBookRowVM.user)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               _wrap_comparer(r => r.user)));
            // account
            Add(account_column = new SimpleTextColumn<string[]>(
               Columns.Account,
               DefaultColumnHeaders.Account,
               nameof(OrderBookRowVM.account),
-               r => r.account.store,
+               r => r.account,
               DefaultColumnWidths.Account,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, string, string[]>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, string, string[]>(
                  model.factory.subscribe_accounts().Select(d => d.Values),
-                  r => r.account.value,
+                  ort => ort.order.account(),
                  vals => vals.ToArray(),
                  vals => Observable.Return(vals),
-                  value_path(nameof(OrderBookRowVM.account))),
-               DataGridFilterKnownTemplates.DiscreteValues));
+                  nameof(OrderBookRowVM.account)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               _wrap_comparer(r => r.account)));
            // exchange
            Add(exchange_column = new SimpleTextColumn<Venue[]>(
               Columns.Exchange,
               DefaultColumnHeaders.Exchange,
               nameof(OrderBookRowVM.exchange),
-               r => r.exchange.store,
+               r => r.exchange.ToString(),
               DefaultColumnWidths.Exchange,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, Venue>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, Venue>(
                  EnumHelper.get_values_except(Venue.Unset).ToList(),
-                  r => r.exchange.value,
-                  value_path(nameof(OrderBookRowVM.exchange))),
-               DataGridFilterKnownTemplates.EnumValues));
+                  ort => ort.security_md.HasValue ? ort.security_md.Value.security.Exchange : Venue.Unset,
+                  nameof(OrderBookRowVM.exchange)),
+               DataGridFilterKnownTemplates.EnumValues,
+               _wrap_comparer(r => r.exchange)));
            // time in force
            Add(time_in_force_column = new SimpleTextColumn<TimeInForce[]>(
               Columns.TimeInForce,
               DefaultColumnHeaders.TimeInForce,
               nameof(OrderBookRowVM.time_in_force),
-               r => r.time_in_force.store,
+               r => r.time_in_force.ToString(),
               DefaultColumnWidths.TimeInForce,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, TimeInForce>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, TimeInForce>(
                  EnumHelper.get_values<TimeInForce>().ToList(),
-                  r => r.time_in_force.value,
-                  value_path(nameof(OrderBookRowVM.time_in_force))),
-               DataGridFilterKnownTemplates.EnumValues));
+                  ort => ort.order.time_in_force(),
+                  nameof(OrderBookRowVM.time_in_force)),
+               DataGridFilterKnownTemplates.EnumValues,
+               _wrap_comparer(r => r.time_in_force)));
            // order type
            Add(order_type_column = new OrderBookOrderTypeColumn(
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, OrderType>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, OrderType>(
                  utilities.OrderFactory.all_order_types,
-                  r => r.order_type.value,
-                  value_path(nameof(OrderBookRowVM.order_type)))));
+                  ort => ort.order.order_type(),
+                  nameof(OrderBookRowVM.order_type))));
            // order sub type
            Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
               Columns.SubType,
               "Sub Type",
               nameof(OrderBookRowVM.order_sub_type),
-               r => r.order_sub_type.store,
+               r => r.order_sub_type_text,
               80,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, OrderSubType>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, OrderSubType>(
                  EnumHelper.get_values<OrderSubType>().ToList(),
-                  r => r.order_sub_type.value,
-                  value_path(nameof(OrderBookRowVM.order_sub_type))),
-               SubTypeFilterTemplateKey));
+                  ort => ort.order.sub_type(),
+                  nameof(OrderBookRowVM.order_sub_type)),
+               SubTypeFilterTemplateKey,
+               _wrap_comparer(r => r.order_sub_type)));
            // side
            Add(side_column = new SideColumn(
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, Side>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, Side>(
                  new[] { Side.Buy, Side.Sell },
-                  r => r.side.value,
-                  value_path(nameof(OrderBookRowVM.side)))));
+                  ort=> ort.order.side(),
+                  nameof(OrderBookRowVM.side))));
            // quantity
            Add(qty_column = new SizeColumn(
-               new UIntMinMax<OrderBookRowVM>(r => r.quantity.value, value_path(nameof(OrderBookRowVM.quantity)))));
-            // price
-            Add(price_column = new PriceColumn(
-               new DoubleMinMax<OrderBookRowVM>(r => r.price.value, value_path(nameof(OrderBookRowVM.price)))));
+               new UIntMinMax<OrderRecordTuple>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
            // filled quantity
            Add(filled_qty_column = new FilledColumn(
-               new UIntMinMax<OrderBookRowVM>(r => r.filled_quantity.value, value_path(nameof(OrderBookRowVM.filled_quantity)))));
+               new UIntMinMax<OrderRecordTuple>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
+            // price
+            Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
+               Columns.Price,
+               "Price",
+               nameof(OrderBookRowVM.price),
+               r => r.price_text,
+               DefaultColumnWidths.Price,
+               new DoubleMinMax<OrderRecordTuple>(
+                  ort => ort.order.price(),
+                  nameof(OrderBookRowVM.price)),
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               _wrap_comparer(r => r.price)));
            // avg filled price
-            Add(avg_price_column = new AvgFilledColumn(
-               new DoubleMinMax<OrderBookRowVM>(r => r.avg_price.value, value_path(nameof(OrderBookRowVM.avg_price)))));
+            Add(avg_price_column = new SimpleTextColumn<DoubleMinMaxState>(
+               Columns.AvgFilled,
+               "Avg Price",
+               nameof(OrderBookRowVM.avg_price),
+               r => r.avg_price_text,
+               DefaultColumnWidths.Price,
+               new DoubleMinMax<OrderRecordTuple>(
+                  ort => ort.order.avg_price(),
+                  nameof(OrderBookRowVM.avg_price)),
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               _wrap_comparer(r => r.avg_price)));
            // last filled price
-            Add(last_price_column = new LastFilledColumn(
-               new DoubleMinMax<OrderBookRowVM>(r => r.last_price.value, value_path(nameof(OrderBookRowVM.last_price)))));
+            Add(last_price_column = new SimpleTextColumn<DoubleMinMaxState>(
+               Columns.LastPrice,
+               "Last Filled",
+               nameof(OrderBookRowVM.last_price),
+               r => r.last_price_text,
+               DefaultColumnWidths.Price,
+               new DoubleMinMax<OrderRecordTuple>(
+                  ort => ort.order.last_price(),
+                  nameof(OrderBookRowVM.last_price)),
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               _wrap_comparer(r => r.last_price)));
            // status
            Add(status_column = new SimpleTextColumn<OrderStatus[]>(
               Columns.Status,
               "Status",
               nameof(OrderBookRowVM.status),
-               r => r.status.store,
+               r => r.status.ToString(),
               80,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, OrderStatus>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, OrderStatus>(
                  EnumHelper.get_values<OrderStatus>().ToList(),
-                  r => r.status.value,
-                  value_path(nameof(OrderBookRowVM.status))),
-               DataGridFilterKnownTemplates.EnumValues));
+                  ort => ort.order.status(),
+                  nameof(OrderBookRowVM.status)),
+               DataGridFilterKnownTemplates.EnumValues,
+               _wrap_comparer(r => r.status)));
            // last message
            Add(last_message_column = new OrderBookLastMessageColumn(
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.last_msg.value,
-                  value_path(nameof(OrderBookRowVM.last_msg)))));
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.last_msg(),
+                  nameof(OrderBookRowVM.last_msg))));
            // security key
            Add(security_key_column = new SimpleTextColumn<string>(
               Columns.SecurityKey,
               DefaultColumnHeaders.SecurityKey,
               nameof(OrderBookRowVM.security_key),
-               r => r.security_key.store,
+               r => r.security_key.ToString(),
               DefaultColumnWidths.SecurityKey,
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.security_key.text,
-                  value_path(nameof(OrderBookRowVM.security_key))),
-               DataGridFilterKnownTemplates.Regex));
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.security_key().ToString(),
+                  nameof(OrderBookRowVM.security_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.security_key)));
            // order key
            Add(order_key_column = new SimpleTextColumn<string>(
               Columns.OrderKey,
               DefaultColumnHeaders.OrderKey,
               nameof(OrderBookRowVM.order_key),
-               r => r.order_key.store,
+               r => r.order_key.ToString(),
               DefaultColumnWidths.OrderKey,
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.order_key.text,
-                  value_path(nameof(OrderBookRowVM.order_key))),
-               DataGridFilterKnownTemplates.Regex));
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.Key.ToString(),
+                  nameof(OrderBookRowVM.order_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.order_key)));
            // parent key (this is for diagnostic purposes, remove this column once OrderBook seems stable again)
            Add(parent_key_column = new SimpleTextColumn<string>(
               Columns.ParentKey,
               "Parent Key",
               nameof(OrderBookRowVM.parent_order_key),
-               r => r.parent_order_key.store,
+               r => r.parent_order_key.ToString(),
               DefaultColumnWidths.ParentKey,
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.parent_order_key.text,
-                  value_path(nameof(OrderBookRowVM.parent_order_key))),
-               DataGridFilterKnownTemplates.Regex));
-
-            string value_path(string cell_name) =>
-               string.Join(".", cell_name, nameof(OrderBookRowVM.IOrderBookCell<uint>.value)); //uint is an arbitrary 'T', just want to get compile check on 'value' path.
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.ParentKey.ToString(),
+                  nameof(OrderBookRowVM.parent_order_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.parent_order_key)));
         }

-         List<IDataGridColumnFilter<OrderBookRowVM>> _active_filters = new List<IDataGridColumnFilter<OrderBookRowVM>>(0);
-
         public event Action filter_changed;

         public SecurityColumn security_column { get; }
         public SimpleTextColumn<string[]> symbol_column { get; }
-         public TimeCreatedColumn time_created_column { get; }
-         public LastChangeTimeColumn last_change_column { get; }
+         public SimpleTextColumn<TimeFilterTuple> time_created_column { get; }
+         public SimpleTextColumn<TimeFilterTuple> last_change_column { get; }
         public SimpleTextColumn<string[]> user_column { get; }
         public SimpleTextColumn<string[]> account_column { get; }
         public SimpleTextColumn<Venue[]> exchange_column { get; }
@@ -235,19 +303,17 @@ namespace mbts.spark {
         public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
         public SideColumn side_column { get; }
         public SizeColumn qty_column { get; }
-         public PriceColumn price_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> price_column { get; }
         public FilledColumn filled_qty_column { get; }
-         public LastFilledColumn last_price_column { get; }
-         public AvgFilledColumn avg_price_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> last_price_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> avg_price_column { get; }
         public SimpleTextColumn<OrderStatus[]> status_column { get; }
         public OrderBookLastMessageColumn last_message_column { get; }
         public SimpleTextColumn<string> security_key_column { get; }
         public SimpleTextColumn<string> order_key_column { get; }
         public SimpleTextColumn<string> parent_key_column { get; }

-         public bool filter(OrderBookRowVM row) => _active_filters.All(f => f.filter(row));
-
-         public FilterStates create() =>
+         public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() => (
            new FilterStates {
               order_key_regex = order_key_column.filter.get_state(),
               time_created = time_created_column.filter.get_state(),
@@ -268,13 +334,11 @@ namespace mbts.spark {
               last_change = last_change_column.filter.get_state(),
               security_criteria = security_column.filter.get_state(),
               symbols = symbol_column.filter.get_state()
-            };
+            },
+            get_sorting_data().sorting_criterion);

-         public void load_from(FilterStates fs) {
-            if (fs != null) {
-               foreach (var c in this.Cast<ICVOrderBookColumn>())
-                  c.filter.filter_changed -= _set_active_filters;
-               //
+         public void load_from((FilterStates filters, IReadOnlyList<SortingCriteria> sorting) state) {
+            if (state.filters is FilterStates fs) {
               security_column.filter.load_state(fs.security_criteria);
               symbol_column.filter.load_state(fs.symbols);
               time_created_column.filter.load_state(fs.time_created);
@@ -294,45 +358,127 @@ namespace mbts.spark {
               status_column.filter.load_state(fs.statuses);
               last_message_column.filter.load_state(fs.exchange_message_regex);
               last_change_column.filter.load_state(fs.last_change);
-               //
-               _set_active_filters();
-               foreach (var c in this.Cast<ICVOrderBookColumn>())
-                  c.filter.filter_changed += _set_active_filters;
+            }
+            _active_comparers.Clear();
+            foreach (var col in this)
+               col.SortDirection = null;
+            if (state.sorting is IReadOnlyList<SortingCriteria> sorting) {
+               foreach (var sc in sorting) {
+                  this.OfType<ICVOrderBookColumn>().ApplyToFirst(col => col.id.iequals(sc.col_name),
+                     col => {
+                        col.SortDirection = sc.is_ascending ? ListSortDirection.Ascending : ListSortDirection.Descending;
+                        _active_comparers.Add(col);
+                     });
+               }
+            }
+            if (_active_comparers.Count == 0) {
+               // safeguard against empty sort, fallback to time-created
+               time_created_column.SortDirection = ListSortDirection.Descending;
+               _active_comparers.Add(time_created_column);
+            }
+         }
+
+         public Func<OrderRecordTuple, bool> get_filter() {
+            var active_filters = this.OfType<ICVOrderBookColumn>().Where(c => c.filter.active.GetValueOrDefault()).Select(c => c.filter).ToArray();
+            return active_filters.Length == 0 ? null : new Func<OrderRecordTuple, bool>(r => active_filters.All(f => f.filter(r)));
+         }
+
+         public OrderBookSortingData get_sorting_data() {
+            var desc_parts = new List<string>();
+            var comp_builder = new ComparerBuilder<OrderBookRowVM>();
+            // this should be unneccesary, safe_active_comparers is just an extra guard against unexpected results from future code changes
+            // (get_comparer_data() should NEVER return a null/non-deterministic IComparer, fallback to sorting by Time Created in descending order if necessary)
+            var safe_active_comparers = _active_comparers.Where(c => c.SortDirection.HasValue).ToList();
+            if (safe_active_comparers.Count == 0) {
+               time_created_column.SortDirection = ListSortDirection.Descending;
+               _active_comparers.Clear();
+               _active_comparers.Add(time_created_column);
+               safe_active_comparers = _active_comparers;
+            }
+            return new OrderBookSortingData(safe_active_comparers);
+         }
+
+         public void on_sorting(ICVOrderBookColumn col, bool clear_current_sort) {
+            col.SortDirection = col.SortDirection.HasValue && col.SortDirection.Value == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending;
+            if (_active_comparers.Contains(col, EqualityComparer.Create<ICVOrderBookColumn, Columns>(r => r.key))) {
+               if (clear_current_sort) _reset_active_comparer(col);
+            } else {
+               if (clear_current_sort) _reset_active_comparer(col);
+               else _active_comparers.Add(col);
            }
         }

         public void Dispose() {
-            foreach (var c in this.Cast<ICVOrderBookColumn>()) {
-               c.filter.filter_changed -= _set_active_filters;
-               (c.filter as IDisposable)?.Dispose();
+            foreach (var col in this.OfType<ICVOrderBookColumn>())
+               (col.filter as IDisposable)?.Dispose();
+            Clear();
+         }
+
+         /// <see cref="OrderBookColumnCollection"/> ONLY supports sorting/filtering behavior for columns that implement <see cref="ICVOrderBookColumn"/>.
+         /// This is because OrderBook, unlike the other windows (as of 10/30/2018), does not use <see cref="ICollectionView"/> as the sorting/filtering model.
+         protected override void InsertItem(int index, ColumnBase item) {
+            if (item is ICVOrderBookColumn col) {
+               try {
+                  _hook(col);
+                  base.InsertItem(index, item);
+               } catch {
+                  _unhook(col);
+               } finally { }
+            } else {
+               Log.Ui.warn($"{nameof(OrderBookColumnCollection)} added a column that is not of type {nameof(ICVOrderBookColumn)}");
+               base.InsertItem(index, item);
            }
         }

-         void _set_active_filters() {
-            _active_filters = this
-               .Cast<ICVOrderBookColumn>()
-               .Select(c => c.filter)
-               .Where(f => f.active.GetValueOrDefault())
-               .ToList();
-            filter_changed?.Invoke();
+         protected override void RemoveItem(int index) {
+            if (Count > index && this[index] is ICVOrderBookColumn col)
+               _unhook(col);
+            base.RemoveItem(index);
+         }
+         protected override void ClearItems() {
+            var ob_columns = this.OfType<ICVOrderBookColumn>().ToList();
+            Log.Ui.info($"{nameof(OrderBookColumnCollection)} is unhooking all columns of type {nameof(ICVOrderBookColumn)} ({ob_columns.Count}/{Count}).");
+            foreach (var col in ob_columns)
+               _unhook(col);
+            base.ClearItems();
+         }
+
+         void _hook(ICVOrderBookColumn new_item) => new_item.filter.filter_changed += _on_column_filter_changed;
+         void _unhook(ICVOrderBookColumn old_item) => old_item.filter.filter_changed -= _on_column_filter_changed;
+         void _on_column_filter_changed() => filter_changed?.Invoke();
+
+         void _reset_active_comparer(ICVOrderBookColumn column) {
+            foreach (var col in _active_comparers) {
+               if (!col.Equals(column)) col.SortDirection = null;
+            }
+            _active_comparers.Clear();
+            _active_comparers.Add(column);
         }
      }

+      static IComparer<OrderBookRowVM> _wrap_comparer<T>(Func<OrderBookRowVM, T> get) =>
+         Comparer<T>.Default.wrap(get);
+
+      static IComparer<OrderBookRowVM> _wrap_comparer<T>(Func<OrderBookRowVM, T> get, IComparer<T> comparer) =>
+         comparer.wrap(get);
+
      public abstract class OrderbookColumnBase<T> : ColumnBase<Columns>, IKeyedColumn<Columns>, IFilterableColumn, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;
         readonly string _filter_template;
-         protected readonly Func<OrderBookRowVM, IOrderBookCellStore> _get_cell_store;
+         protected readonly Func<OrderBookRowVM, string> _get_text;
         GlyphContext _root_glyph_context, _child_glyph_context;

-         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, IOrderBookCellStore> get_cell_store, string sort_prop, double width, IDataGridColumnPersistentFilter<OrderBookRowVM, T> filter, string filter_template) : base(col_key) {
+         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, string sort_prop, double width,
+            IDataGridColumnPersistentFilter<OrderRecordTuple, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
            id = key.ToString();
            Width = width;
            Header = header;
-            _get_cell_store = get_cell_store;
+            _get_text = get_text;
            sort_member_path = sort_prop;
            this.filter = filter;
            _filter_template = filter_template;
            _cached_sort_direction = SortDirection;
+            this.comparer = comparer;
            font_params_changed += refresh_glyph_contexts;
            refresh_glyph_contexts();
            void refresh_glyph_contexts() {
@@ -341,14 +487,13 @@ namespace mbts.spark {
            }
         }

-         public IDataGridColumnPersistentFilter<OrderBookRowVM, T> filter { get; }
+         public IDataGridColumnPersistentFilter<OrderRecordTuple, T> filter { get; }
+         public IComparer<OrderBookRowVM> comparer { get; }

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
         IDataGridColumnFilter IFilterableColumn.filter => filter;
         string IFilterableColumn.filter_template => _filter_template;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => _get_cell_store(row);
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
@@ -358,99 +503,51 @@ namespace mbts.spark {
      }

      public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<OrderBookRowVM> {
-         public SimpleTextColumn(Columns key, string header, string sort_prop, Func<OrderBookRowVM, IOrderBookCellStore> get_cell_store, double width, IDataGridColumnPersistentFilter<OrderBookRowVM, TFilterState> filter, string filter_template)
-            : base(key, header, get_cell_store, sort_prop, width, filter, filter_template) { }
+         public SimpleTextColumn(Columns key, string header, string sort_prop, Func<OrderBookRowVM, string> get_text, double width,
+            IDataGridColumnPersistentFilter<OrderRecordTuple, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> comparer)
+            : base(key, header, get_text, sort_prop, width, filter, filter_template, comparer) { }

-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) {
-            var cell = _get_cell_store(row);
-            if (!string.IsNullOrEmpty(cell.current.text))
-               CellRender.draw_text(dc, _get_glyph_context(row), font_size, cell.current.text, position, RowHeight,
-                  font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, cell.animations);
-         }
+         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, RowHeight,
+               font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      #region Explicit Column Defs
      public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
-         public SideColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, Side[]> filter)
-            : base(Columns.Side, "B/S", r => r.side.store, nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues) { }
+         public SideColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, Side[]> filter)
+            : base(Columns.Side, "B/S", r => r.side.ToString(), nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.text, position, RowHeight,
-               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.side.store.animations);
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, RowHeight,
+               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public SizeColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, UIntMinMaxState> filter)
-            : base(Columns.Size, "Qty", r => r.quantity.store, nameof(OrderBookRowVM.quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax) {
+         public SizeColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, UIntMinMaxState> filter)
+            : base(Columns.Size, "Qty", r => r.quantity.ToString(), nameof(OrderBookRowVM.quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) {
            sort_member_path = nameof(OrderBookRowVM.quantity);
         }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.text, position, RowHeight,
-               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.quantity.store.animations);
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, RowHeight,
+               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public FilledColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, UIntMinMaxState> filter)
-            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.store, nameof(OrderBookRowVM.filled_quantity), DefaultColumnWidths.Filled, filter, DataGridFilterKnownTemplates.UIntMinMax) {
+         public FilledColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, UIntMinMaxState> filter)
+            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), nameof(OrderBookRowVM.filled_quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) {
            sort_member_path = nameof(OrderBookRowVM.filled_quantity);
         }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.text, position, RowHeight,
-               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.filled_quantity.store.animations);
-      }
-
-      public class PriceColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public PriceColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, DoubleMinMaxState> filter)
-            : base(Columns.Price, "Price", r => r.price.store, nameof(OrderBookRowVM.price), DefaultColumnWidths.Price, filter, DataGridFilterKnownTemplates.DoubleMinMax) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.price.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.price.store.animations);
-      }
-
-      public class AvgFilledColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public AvgFilledColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, DoubleMinMaxState> filter)
-            : base(Columns.AvgFilled, "Avg Filled", r => r.avg_price.store, nameof(OrderBookRowVM.avg_price), DefaultColumnWidths.AveragePrice, filter, DataGridFilterKnownTemplates.DoubleMinMax) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) {
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.avg_price.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.avg_price.store.animations);
-         }
-      }
-
-      public class LastFilledColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public LastFilledColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, DoubleMinMaxState> filter)
-            : base(Columns.LastPrice, "Last Filled", r => r.last_price.store, nameof(OrderBookRowVM.last_price), DefaultColumnWidths.LastPrice, filter, DataGridFilterKnownTemplates.DoubleMinMax) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.last_price.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.last_price.store.animations);
-      }
-
-      public class TimeCreatedColumn : OrderbookColumnBase<TimeFilterTuple>, IRenderColumn<OrderBookRowVM> {
-         public TimeCreatedColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, TimeFilterTuple> filter)
-            : base(Columns.Time, "Time", r => r.time_created.store, nameof(OrderBookRowVM.time_created), DefaultColumnWidths.Time, filter, DataGridFilterKnownTemplates.TimeFilter) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.time_created.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.time_created.store.animations);
-      }
-
-      public class LastChangeTimeColumn : OrderbookColumnBase<TimeFilterTuple>, IRenderColumn<OrderBookRowVM> {
-         public LastChangeTimeColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, TimeFilterTuple> filter)
-            : base(Columns.LastChange, "Last Change", r => r.last_change.store, nameof(OrderBookRowVM.last_change), DefaultColumnWidths.Time, filter, DataGridFilterKnownTemplates.TimeFilter) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.last_change.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.last_change.store.animations);
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, RowHeight,
+               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;
-         public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, OrderType[]> filter)
-            : base(Columns.OrderType, new Binding($"{nameof(OrderBookRowVM.order_type)}.{nameof(IOrderBookCell<OrderType>.value)}"), new Binding(nameof(OrderBookRowVM.order_metadata)), filter) {
+         public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, OrderType[]> filter)
+            : base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.order_type)), new Binding(nameof(OrderBookRowVM.order_metadata)), filter) {
            id = key.ToString();
            this.filter = filter;
            sort_member_path = nameof(OrderBookRowVM.order_type);
@@ -458,12 +555,11 @@ namespace mbts.spark {
            _cached_sort_direction = SortDirection;
         }

-         public new IDataGridColumnPersistentFilter<OrderBookRowVM, OrderType[]> filter { get; }
+         public new IDataGridColumnPersistentFilter<OrderRecordTuple, OrderType[]> filter { get; }
+         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.order_type);

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => row.order_type.store;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
@@ -474,8 +570,8 @@ namespace mbts.spark {
      public class OrderBookLastMessageColumn : TextColumn<Columns>, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;

-         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, string> filter)
-            : base(Columns.LastMessage, new Binding($"{nameof(OrderBookRowVM.last_msg)}.{nameof(OrderBookRowVM.IOrderBookCell<string>.value)}"), filter, DataGridFilterKnownTemplates.Regex) {
+         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, string> filter)
+            : base(Columns.LastMessage, new Binding(nameof(OrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
            id = key.ToString();
            this.filter = filter;
            Header = "Last Message";
@@ -484,12 +580,11 @@ namespace mbts.spark {
            tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
         }

-         public new IDataGridColumnPersistentFilter<OrderBookRowVM, string> filter { get; }
+         public new IDataGridColumnPersistentFilter<OrderRecordTuple, string> filter { get; }
+         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.last_msg);

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => row.last_msg.store;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
@@ -504,7 +599,7 @@ namespace mbts.spark {

         ListSortDirection? _cached_sort_direction;

-         public SecurityColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, SecurityCriteria> filter) : base(Columns.Security) {
+         public SecurityColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, SecurityCriteria> filter) : base(Columns.Security) {
            id = key.ToString();
            this.filter = filter;
            Header = DefaultColumnHeaders.Security;
@@ -513,14 +608,13 @@ namespace mbts.spark {
            _cached_sort_direction = SortDirection;
         }

-         public IDataGridColumnPersistentFilter<OrderBookRowVM, SecurityCriteria> filter { get; }
+         public IDataGridColumnPersistentFilter<OrderRecordTuple, SecurityCriteria> filter { get; }
+         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.security, SecurityHelper.Comparer.InstanceImmutable.to_nullable());

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
         IDataGridColumnFilter IFilterableColumn.filter => filter;
         string IFilterableColumn.filter_template => DataGridFilterKnownTemplates.DiscreteValues;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => row.security.store;
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         public override FrameworkElement view_factory() {
            // expander
@@ -533,7 +627,7 @@ namespace mbts.spark {
            var security_view = new TextBlock { Foreground = font_brush };
            security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
            security_view.SetBinding(TextBlock.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
-            security_view.SetBinding(TextBlock.TextProperty, $"{nameof(OrderBookRowVM.security)}.{nameof(IGridCell.text)}");
+            security_view.SetBinding(TextBlock.TextProperty, nameof(OrderBookRowVM.security_text));
            security_view.SetBinding(TextBlock.HorizontalAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
            security_view.SetBinding(TextBlock.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
            security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
@@ -547,7 +641,7 @@ namespace mbts.spark {
            grid.Children.Add(security_view);
            //
            var border = new Border { Child = grid };
-            CellRender.set_background_animation_bindings(border, $"{nameof(OrderBookRowVM.security)}.{nameof(OrderBookRowVM.security.store)}");
+            CellRender.set_background_animation_bindings(border, nameof(OrderBookRowVM.security));
            return border;
         }

@@ -581,7 +675,7 @@ namespace mbts.spark {
            return mb;
         }

-         public static Brush get_side_brush(OrderBookRowVM r) => r.side.value == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
+         public static Brush get_side_brush(OrderBookRowVM r) => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
         public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
      }
   }
@@ -0,0 +1,211 @@
+using bts;
+using bts.api.core;
+using bts.collections;
+using bts.utils;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   class OrderBookRowCollection : ObservableCollection<OrderBookRowVM> {
+      static readonly IEqualityComparer<INode<OrderBookRowVM>> _node_equality_comparer = EqualityComparer.Create<INode<OrderBookRowVM>, uint>(n => n.value.order_key);
+      readonly Func<OrderRecordTuple, OrderBookRowVM> _row_factory;
+      SortedTree<OrderBookRowVM, uint> _tree;
+      IComparer<OrderBookRowVM> _comparer;
+      Func<OrderRecordTuple, bool> _filter;
+      bool _is_refresh_pending;
+      int _deferment_count = 0;
+      /// When processing changed-items, the <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/> method is used to update the changed row.  It is not expected to fail (return false),
+      /// but if it does, we don't want to overwhelm the logs with a bunch of useless noise in case it starts happening repeatedly, hence the int fields below.
+      /// <see cref="_max_replace_misses_logged"/>, <see cref="_n_replace_misses_logged"/>, <see cref="update(IIncrementalTableUpdateTransform{OrderRecordTuple, uint})"/>.
+      const int _max_replace_misses_logged = 10;
+      int _n_replace_misses_logged;
+
+      public OrderBookRowCollection(Func<OrderRecordTuple, OrderBookRowVM> row_factory, IComparer<OrderBookRowVM> comparer) {
+         _row_factory = row_factory;
+         _tree = _mk_tree(_comparer = comparer);
+      }
+
+      public Func<OrderRecordTuple, bool> filter {
+         get => _filter;
+         set {
+            _filter = value;
+            _refresh_branches(_tree.RootNodes);
+            reset();
+         }
+      }
+      public IComparer<OrderBookRowVM> comparer {
+         get => _comparer;
+         set {
+            _tree = _tree.Resort(_comparer = value);
+            reset(); 
+         }
+      }
+      public int total_row_count { get; private set; }
+      IEnumerable<OrderBookRowVM> _visible_rows => _tree.Where(r => r.is_visible);
+
+      bool _is_refresh_deferred => _deferment_count > 0;
+
+      public IEnumerable<INode<OrderBookRowVM>> get_inner_nodes(OrderBookRowVM row) =>
+         _tree.EnumerateInnerNodes(row);
+
+      public IEnumerable<OrderBookRowVM> get_descendent_rows(OrderBookRowVM row) =>
+         _tree.EnumerateInnerValues(row);
+
+      public void collapse_all() {
+         foreach (var n in _tree.RootNodes) {
+            collapse_node(n);
+         }
+         if (_is_refresh_deferred) {
+            _is_refresh_pending = true;
+         } else {
+            Clear();
+            foreach (var n in _tree.RootNodes) {
+               if (n.value.is_visible)
+                  Add(n.value);
+            }
+         }
+         // local methods
+         void collapse_node(INode<OrderBookRowVM> node) {
+            node.value.collapse_internal();
+            foreach (var cn in node.inner) {
+               cn.value.is_visible = false;
+               collapse_node(cn);
+            }
+         }
+      }
+
+      public void expand_all() {
+         foreach (var n in _tree.RootNodes) {
+            expand_node(n);
+         }
+         if (_is_refresh_deferred) {
+            _is_refresh_pending = true;
+         } else {
+            Clear();
+            foreach (var n in _tree.RootNodes) {
+               if (n.value.is_visible) {
+                  Add(n.value);
+                  foreach (var r in n.inner_values())
+                     Add(r);
+               }
+            }
+         }
+         // local methods
+         void expand_node(INode<OrderBookRowVM> node) {
+            node.value.expand_internal();
+            foreach (var cn in node.inner) {
+               cn.value.is_visible = node.value.is_visible;
+               expand_node(cn);
+            }
+         }
+      }
+
+      /// <summary>
+      /// Refreshes the collection by calling <see cref="GlobalExtensions.sync_with{T}(IList{T}, IEnumerable{T})"/> with all visible rows.
+      /// </summary>
+      public void refresh() {
+         if (_is_refresh_deferred) {
+            _is_refresh_pending = true;
+         } else {
+            _is_refresh_pending = false;
+            this.sync_with(_visible_rows);
+         }
+      }
+
+      /// <summary>
+      /// Resets the collection by calling <see cref="Collection{T}.Clear"/>, then adding all visible rows.
+      /// </summary>
+      public void reset(bool force = false) {
+         if (_is_refresh_deferred && !force) {
+            _is_refresh_pending = true;
+         } else {
+            Clear();
+            this.AddRange(_visible_rows);
+            _is_refresh_pending = false;
+         }
+      }
+
+      public IDisposable defer_refresh(bool force_refresh_after = false) {
+         // use a counter instead of a simple bool flag to gracefully handle recursive calls to defer_refresh(),
+         // by only calling refresh() after all IDisposables returned by defer_refresh() have been disposed.
+         _deferment_count++;
+         _is_refresh_pending |= force_refresh_after;
+         return Disposable.Create(() => {
+            _deferment_count--;
+            if (_is_refresh_pending)
+               refresh();
+         });
+      }
+
+      public void update(IIncrementalTableUpdateTransform<OrderRecordTuple, uint> table) {
+         IEnumerable<INode<OrderBookRowVM>> impacted_branch_roots;
+         int n_removed = table.removed.Count();
+         if (n_removed == total_row_count) {
+            // full refresh (most likely this is the first update or a server restart)
+            _tree = _mk_tree(_comparer, table.added.Select(_row_factory));
+            impacted_branch_roots = _tree.RootNodes;
+         } else {
+            foreach (OrderRecordTuple ort in table.removed)
+               _tree.Remove(ort.order.Key);
+            foreach (Change<OrderRecordTuple> change in table.changes) {
+               if (!_tree.TryReplace(change.New.order.Key, r => { r.update(change.New); return r; })) {
+                  // uh oh, replace failed!  Let's log this, but not a million times (this seems like the kind of error that, if it happens once, could happen a lot).
+                  if (_n_replace_misses_logged++ < _max_replace_misses_logged)
+                     Log.Ui.error($"{nameof(OrderBookRowCollection)} failed to process Changed {nameof(OrderRecordTuple)} in update (old:{change.Old.key}, new:{change.New.key}).  This is the '{_n_replace_misses_logged}' time this has happened in this OrderBook.");
+               }
+            }
+            foreach (OrderRecordTuple ort in table.added)
+               _tree.Insert(_row_factory(ort));
+            impacted_branch_roots =
+              table.added.Concat(table.changed).Select(ort => ort.order.Key).Select(_tree.GetRootNode)
+              .Concat(
+                 table.removed
+                 .Where(ort => ort.order.has_parent())
+                 .Select(ort => ort.order.ParentKey)
+                 .Distinct() // since these are ParentKeys, there could be duplicates.
+                 .Select(_tree.GetRootNode)
+                 .Where(n => n != null)
+              ).Distinct(_node_equality_comparer);
+         }
+         _refresh_branches(impacted_branch_roots);
+         refresh();
+         int old_row_count = total_row_count;
+         total_row_count += table.added.Count() - n_removed;
+         if (old_row_count != total_row_count)
+            OnPropertyChanged(new PropertyChangedEventArgs(nameof(total_row_count)));
+      }
+
+      static SortedTree<OrderBookRowVM, uint> _mk_tree(IComparer<OrderBookRowVM> comp, IEnumerable<OrderBookRowVM> init = null) =>
+         new SortedTree<OrderBookRowVM, uint>(comp, r => r.order_key, r => r.parent_order_key, init);
+
+      void _refresh_branches(IEnumerable<INode<OrderBookRowVM>> roots) {
+         if (filter == null) {
+            foreach (var n in roots)
+               refresh_tree_properties(0, true, n);
+         } else {
+            foreach (var n in roots)
+               refresh_tree_properties(0, get_branch_passes_filter(n), n);
+         }
+         // local methods
+         void refresh_tree_properties(int depth_level, bool is_visible, INode<OrderBookRowVM> node) {
+            node.value.depth_level = depth_level;
+            node.value.is_visible = is_visible;
+            using (var en = node.inner.GetEnumerator()) {
+               if (en.MoveNext()) {
+                  node.value.is_parent = true;
+                  depth_level++;
+                  do refresh_tree_properties(depth_level, node.value.is_visible && node.value.is_expanded, en.Current);
+                  while (en.MoveNext());
+               }
+            }
+         }
+         bool get_branch_passes_filter(INode<OrderBookRowVM> n) =>
+            filter(n.value.order_tuple) || n.inner.Any(get_branch_passes_filter);
+      }
+   }
+}
@@ -6,407 +6,135 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Reactive.Linq;
 using System.Windows.Input;
-using static mbts.spark.OrderBookView;
-using OrderStatus = bts.api.orderman.OrderStatus;

 namespace mbts.spark {
-   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM<OrderRecordTuple>, DIYGrid.IActionableRowVM {
-      //public readonly PredicateAnimator<OrderBookRowVM, OrderRecordTuple> animator;
-
+   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
      const string _unknown_security_price_format_string = "0.#########";
      const int _unknown_security_price_num_fractional_digits = 9;
-      readonly OrderBookVM _book_vm;
-      readonly OrdersModel _model;
-      readonly Property<bool> _visible, _expanded, _passes_filter;
-      readonly DelegateProperty<int> _depth_level;
-      readonly HashSet<OrderBookRowVM> _child_rows = new HashSet<OrderBookRowVM>();
-      readonly ObservantCommand _show_order_modify_cmd;
-      OrderRecordImmutable _order;
-      SecurityMD? _security_md;
-      string _symbol;
-      OrderBookRowVM _parent;
-      OrderBookVM.BranchFilterSource _branch_filter_source;
-      // Core
-      IOrderBookCellStore<uint> _order_key_store_backing;
-      IOrderBookCellStore<uint> _parent_order_key_store_backing;
-      IOrderBookCellStore<uint> _security_key_store_backing;
-      IOrderBookCellStore<SecurityImmutable?> _security_store_backing;
-      IOrderBookCellStore<Venue> _exchange_store_backing;
-      IOrderBookCellStore<string> _symbol_store_backing;
-      // Def
-      IOrderBookCellStore<CustomOrderDefinition.CustomOneofCase> _order_type_store_backing;
-      IOrderBookCellStore<Side> _side_store_backing;
-      IOrderBookCellStore<string> _user_store_backing;
-      IOrderBookCellStore<string> _account_store_backing;
-      IOrderBookCellStore<TimeInForce> _time_in_force_store_backing;
-      IOrderBookCellStore<DateTime> _time_created_store_backing;
-      // State
-      IOrderBookCellStore<DateTime> _last_change_store_backing;
-      IOrderBookCellStore<OrderStatus> _status_store_backing;
-      IOrderBookCellStore<double> _price_store_backing;
-      IOrderBookCellStore<uint> _quantity_store_backing;
-      IOrderBookCellStore<uint> _filled_quantity_store_backing;
-      IOrderBookCellStore<double> _last_price_store_backing;
-      IOrderBookCellStore<double> _avg_price_store_backing;
-      IOrderBookCellStore<string> _last_msg_store_backing;
-      IOrderBookCellStore<OrderSubType> _order_sub_type_store_backing;
-      // Core
-      IOrderBookCellStore<uint> _order_key_store => _order_key_store_backing ?? (_order_key_store_backing = CellFactory.create(this, _book_vm.columns.order_key_column, nameof(order_key), r => r._order.Key, r => r._order_key_store));
-      IOrderBookCellStore<uint> _parent_order_key_store => _parent_order_key_store_backing ?? (_parent_order_key_store_backing = CellFactory.create(this, _book_vm.columns.parent_key_column, nameof(parent_order_key), r => r._order.ParentKey, r => r._parent_order_key_store));
-      IOrderBookCellStore<uint> _security_key_store => _security_key_store_backing ?? (_security_key_store_backing = CellFactory.create(this, _book_vm.columns.security_key_column, nameof(security_key), r => r._order.security_key(), r => r._security_key_store));
-      IOrderBookCellStore<SecurityImmutable?> _security_store => _security_store_backing ?? (_security_store_backing = CellFactory.create_nullable(this, _book_vm.columns.security_column, nameof(security), r => r._security, r => r._security_store, v => v.display_name()));
-      IOrderBookCellStore<Venue> _exchange_store => _exchange_store_backing ?? (_exchange_store_backing = CellFactory.create(this, _book_vm.columns.exchange_column, nameof(exchange), r => r._security.HasValue ? _security.Value.Exchange : Venue.Unset, r => r._exchange_store));
-      IOrderBookCellStore<string> _symbol_store => _symbol_store_backing ?? (_symbol_store_backing = CellFactory.create(this, _book_vm.columns.symbol_column, nameof(symbol), r => r._symbol, r => r._symbol_store, v => !String.IsNullOrEmpty(v) ? v : "unknown symbol"));
-      // Def
-      IOrderBookCellStore<CustomOrderDefinition.CustomOneofCase> _order_type_store => _order_type_store_backing ?? (_order_type_store_backing = CellFactory.create(this, _book_vm.columns.order_type_column, nameof(order_type), r => r._order.order_type(), r => r._order_type_store));
-      IOrderBookCellStore<Side> _side_store => _side_store_backing ?? (_side_store_backing = CellFactory.create(this, _book_vm.columns.side_column, nameof(side), r => r._order.side(), r => r._side_store));
-      IOrderBookCellStore<string> _user_store => _user_store_backing ?? (_user_store_backing = CellFactory.create(this, _book_vm.columns.user_column, nameof(user), r => _order.user(), r => r._user_store));
-      IOrderBookCellStore<string> _account_store => _account_store_backing ?? (_account_store_backing = CellFactory.create(this, _book_vm.columns.account_column, nameof(account), r => r._order.account(), r => r._account_store));
-      IOrderBookCellStore<TimeInForce> _time_in_force_store => _time_in_force_store_backing ?? (_time_in_force_store_backing = 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));
-      IOrderBookCellStore<DateTime> _time_created_store => _time_created_store_backing ?? (_time_created_store_backing = CellFactory.create(this, _book_vm.columns.time_created_column, nameof(time_created), r => r._order.created(), r => r._time_created_store, format_date));
-      // State
-      IOrderBookCellStore<DateTime> _last_change_store => _last_change_store_backing ?? (_last_change_store_backing = CellFactory.create(this, _book_vm.columns.last_change_column, nameof(last_change), r => _order.last_change(), r => r._last_change_store, format_date));
-      IOrderBookCellStore<OrderStatus> _status_store => _status_store_backing ?? (_status_store_backing = CellFactory.create(this, _book_vm.columns.status_column, nameof(status), r => _order.status(), r => r._status_store));
-      IOrderBookCellStore<double> _price_store => _price_store_backing ?? (_price_store_backing = CellFactory.create(this, _book_vm.columns.price_column, nameof(price), r => _order.price(), r => r._price_store, format_price));
-      IOrderBookCellStore<uint> _quantity_store => _quantity_store_backing ?? (_quantity_store_backing = CellFactory.create(this, _book_vm.columns.qty_column, nameof(quantity), r => _order.quantity(), r => r._quantity_store));
-      IOrderBookCellStore<uint> _filled_quantity_store => _filled_quantity_store_backing ?? (_filled_quantity_store_backing = CellFactory.create(this, _book_vm.columns.filled_qty_column, nameof(filled_quantity), r => _order.filled(), r => r._filled_quantity_store));
-      IOrderBookCellStore<double> _last_price_store => _last_price_store_backing ?? (_last_price_store_backing = CellFactory.create(this, _book_vm.columns.last_price_column, nameof(last_price), r => _order.last_price(), r => r._last_price_store, format_price));
-      IOrderBookCellStore<double> _avg_price_store => _avg_price_store_backing ?? (_avg_price_store_backing = CellFactory.create(this, _book_vm.columns.avg_price_column, nameof(avg_price), r => _order.avg_price(), r => r._avg_price_store, format_price));
-      IOrderBookCellStore<string> _last_msg_store => _last_msg_store_backing ?? (_last_msg_store_backing = CellFactory.create(this, _book_vm.columns.last_message_column, nameof(last_msg), r => _order.last_msg(), r => r._last_msg_store));
-      IOrderBookCellStore<OrderSubType> _order_sub_type_store => _order_sub_type_store_backing ?? (_order_sub_type_store_backing = 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));
+      readonly OrderBookVM _owner;
+      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd;
+      bool _is_parent, _is_expanded;
+      int _depth_level;
+      SecurityMD? _security_md => order_tuple.security_md;
+     
+      public OrderBookRowVM(OrderBookVM owner, OrderRecordTuple order_tuple) {
+         _owner = owner;
+         this.order_tuple = order_tuple;
+         is_visible = !is_child;
+      }

-      static string format_date(DateTime v) => $"{v:M/d} {v:h:mm:ss.fff tt}";
-      string format_price(double v) => _security.HasValue ?
-         _security.Value.ContractSpec.format(v) :
-         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
-      static string format_sub_type(OrderSubType v) {
+      public event Action invalidated;
+
+      // Core
+      public OrderRecordTuple order_tuple { get; private set; }
+      public OrderRecordImmutable order => order_tuple.order;
+      public OrderMetadata order_metadata => _owner.get_metadata(this);
+      public uint order_key => order.Key;
+      public uint parent_order_key => order.ParentKey;
+      public uint security_key => order.security_key();
+      public SecurityImmutable? security => _security_md.security();
+      public string security_text => security.display_name();
+      public Venue exchange => _security_md.exchange();
+      public string symbol => _security_md.symbol();
+      // Def
+      public CustomOrderDefinition.CustomOneofCase order_type => order.order_type();
+      public OrderSubType order_sub_type => order.sub_type();
+      public string order_sub_type_text => _fmt_order_sub_type(order_sub_type);
+      public Side side => order.side();
+      public string user => order.user();
+      public string account => order.account();
+      public TimeInForce time_in_force => order.time_in_force();
+      public DateTime time_created => order.created();
+      public string time_created_text => _fmt_date(time_created);
+      // State
+      public DateTime last_change => order.last_change();
+      public string last_change_text => _fmt_date(last_change);
+      public OrderStatus status => order.status();
+      public double price => order.price();
+      public double last_price => order.last_price();
+      public double avg_price => order.avg_price();
+      public string price_text => _fmt_price(price);
+      public string last_price_text => _fmt_price(last_price);
+      public string avg_price_text => _fmt_price(avg_price);
+      public uint quantity => order.quantity();
+      public uint filled_quantity => order.filled();
+      public string last_msg => order.last_msg();
+      // Tree
+      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
+      public bool is_child => order.has_parent();
+      public bool is_visible { get; set; }
+      public bool is_expanded {
+         get => _is_expanded;
+         set {
+            if (Set(ref _is_expanded, value))
+               _owner.on_expanded_changed(this);
+         }
+      }
+      public int depth_level { get => _depth_level; set => Set(ref _depth_level, value); }
+      // Commands
+      public ICommand toggle_command => _toggle_expanded_cmd ?? (
+         _toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
+
+      ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
+         (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
+
+      // These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
+      // when incremental changes are ignored in favor of a full reset, after 'is_expanded' is updated for all rows.
+      internal void expand_internal() => Set(ref _is_expanded, true);
+      internal void collapse_internal() => Set(ref _is_expanded, false);
+
+      public void update(OrderRecordTuple order_tuple) {
+         Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
+         bool had_security = _security_md.HasValue;
+         // _show_order_modify_cmd is lazy (instantiated in the default_command getter); it might be null, don't not force instantiation
+         bool? could_modify_execute = _show_order_modify_cmd?.CanExecute(null);
+         OrderRecordImmutable old_order = order;
+         this.order_tuple = order_tuple;
+         // most cells are "render-cells," which don't use databindings - the only way to update such cells is to raise the invalidated event
+         bool invalidate = !(
+            old_order.last_change() == order.last_change() &&
+            old_order.filled() == order.filled() &&
+            old_order.last_price() == order.last_price() &&
+            old_order.avg_price().Equals(order.avg_price()) &&
+            old_order.price().Equals(order.price()) &&
+            old_order.quantity() == order.quantity() &&
+            old_order.last_msg() == order.last_msg());
+         // however, the order-type and security cells DO use databindings - if these cells have changed, the PropertyChanged event must be raised regardless of whether or not invalidated is raised
+         if (old_order.order_type() != order.order_type())
+            RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
+         if (!had_security && _security_md.HasValue) {
+            RaisePropertyChanged(nameof(security));
+            // need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
+            invalidate = true;
+         }
+         if (old_order.status() != order.status()) {
+            invalidate = true;
+            RaisePropertyChanged(nameof(status));
+         }
+         if (could_modify_execute.HasValue && could_modify_execute.Value != _show_order_modify_cmd.CanExecute(null))
+            _show_order_modify_cmd.RaiseCanExecuteChanged();
+         if (invalidate)
+            raise_invalidated();
+      }
+
+      public void raise_invalidated() => invalidated?.Invoke();
+
+      public bool Equals(OrderBookRowVM other) => other != null && other.order.Key == order.Key;
+      public override bool Equals(object obj) => Equals(obj as OrderBookRowVM);
+      public override int GetHashCode() => (int)order.Key;
+      public override string ToString() => $"{order_key} {last_change} {parent_order_key}";
+
+      static string _fmt_date(DateTime v) => $"{v:M/d} {v:h:mm:ss.fff tt}";
+      static string _fmt_order_sub_type(OrderSubType v) {
         switch (v) {
            case OrderSubType.HedgingLeg: return "H";
            case OrderSubType.QuotingLeg: return "Q";
            default: return string.Empty;
         }
      }
-
-      public OrderBookRowVM(IBus bus, OrderBookVM source_vm, OrdersModel model, OrderRecordImmutable record, SecurityMD? s) {
-         _book_vm = source_vm;
-         _model = model;
-         _order = record;
-         _security_md = s;
-         _symbol = _security_md.HasValue ? _security_md.Value.security.Symbol : null;
-         //animator = new PredicateAnimator<OrderBookRowVM,OrderRecordTuple>(this);
-         _visible = backing(nameof(is_visible), true);
-         _expanded = backing(nameof(is_expanded), false);
-         _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), row_passes_filter);
-      }
-
-      public event Action invalidated;
-      public event Action<(OrderRecordTuple old_val, OrderRecordTuple new_val)> updated;
-
-      public OrderRecordImmutable order => _order;
-      public OrderMetadata order_metadata => _model.factory.get_metadata(order_type.value);
-      public OrderBookRowVM parent => _parent;
-      public OrderRecordTuple current_data => new OrderRecordTuple(_order, _security_md);
-      // 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;
-      public IOrderBookCell<string> symbol => _symbol_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 bool is_parent => _child_rows.Count > 0;
-      public bool is_child => _order.has_parent();
-      public IReadOnlyCollection<OrderBookRowVM> child_orders => _child_rows;
-      public OrderBookVM.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.is_visible = value;
-            }
-         }
-      }
-      public bool is_expanded {
-         get => _expanded.Value;
-         set {
-            _expanded.set(value);
-            foreach (var child_row in child_orders)
-               child_row.is_visible = value;
-         }
-      }
-      public int depth_level => _depth_level.Value;
-
-      SecurityImmutable? _security => _security_md?.security;
-      // '_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<IOrderBookCellStore> _dynamic_render_cells {
-         get {
-            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<IOrderBookCellStore> _security_dependent_cells {
-         get {
-            yield return _security_store;
-            yield return _exchange_store;
-            yield return _symbol_store;
-         }
-      }
-
-      IEnumerable<IOrderBookCellStore> _price_cells {
-         get {
-            yield return _price_store;
-            yield return _avg_price_store;
-            yield return _last_price_store;
-            yield return _symbol_store;
-         }
-      }
-
-      public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
-
-      DIYGrid.IGridCellStore[] _cell_stores_backing;
-      public IReadOnlyList<DIYGrid.IGridCellStore> cell_stores => _cell_stores_backing ?? (_cell_stores_backing = new DIYGrid.IGridCellStore[] {
-         _security_store,
-         _security_key_store,
-         _parent_order_key_store,
-         _order_key_store,
-         _symbol_store,
-         _time_created_store,
-         _user_store,
-         _account_store,
-         _exchange_store,
-         _time_in_force_store,
-         _order_type_store,
-         _order_sub_type_store,
-         _side_store,
-         _last_change_store,
-         _price_store,
-         _quantity_store,
-         _filled_quantity_store,
-         _avg_price_store,
-         _last_price_store,
-         _status_store,
-         _last_msg_store
-      });
-
-      public static Stack<OrderBookRowVM> lineage(OrderBookRowVM node) {
-         var rv = new Stack<OrderBookRowVM>();
-         rv.Push(node);
-         while (node._parent != null)
-            rv.Push((node = node._parent));
-         return rv;
-      }
-
-      public void join_branch_filter_source(OrderBookVM.BranchFilterSource new_branch_filter_source) {
-         if (_branch_filter_source != null) {
-            _branch_filter_source.passes_filter_changed -= _passes_filter.set;
-         }
-         _branch_filter_source = new_branch_filter_source;
-         _branch_filter_source.set_row_passes_filter(_order.Key, row_passes_filter);
-         foreach (var child_row in _child_rows)
-            child_row.join_branch_filter_source(_branch_filter_source);
-         _passes_filter.set(_branch_filter_source.passes_filter);
-         _branch_filter_source.passes_filter_changed += _passes_filter.set;
-      }
-
-      /// <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(OrderBookRowVM 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(OrderBookRowVM child_row) {
-         if (_child_rows.Remove(child_row) && _child_rows.Count == 0)
-            RaisePropertyChanged(nameof(is_parent));
-      }
-
-      public void remove_parent(OrderBookVM.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.grid_settings_manager.live_sorting_props)
-            RaisePropertyChanged(p);
-         _depth_level.refresh();
-         foreach (OrderBookRowVM child_row in _child_rows)
-            child_row._on_lineage_changed();
-      }
-
-      public void update_order(OrderRecordImmutable order) {
-         Log.assert(order.ParentKey == _order.ParentKey, "Parent Keys can change?");
-         Log.assert(order.Key == _order.Key, "Keys can change?");
-         var old_data = current_data;
-         _order = order;
-         if (_update_partial(_dynamic_render_cells))
-            raise_invalidated();
-         _show_order_modify_cmd.OnNext(status.value == OrderStatus.Working);
-         refresh_row_passes_filter();
-         updated?.Invoke((old_data, current_data));
-      }
-
-      public void update_security(SecurityMD security_md) {
-         var old_data = current_data;
-         var old_spec = _security.spec_or_default();
-         _security_md = security_md;
-         _symbol = _security_md.HasValue ? _security_md.Value.security.Symbol : null;
-         if (!Equals(old_spec, _security.spec_or_default())) {
-            _update_partial(_security_dependent_cells);
-            foreach (var cell_store in _price_cells)
-               cell_store.regenerate_cell();
-            raise_invalidated();
-         } else if (_update_partial(_security_dependent_cells)) {
-            raise_invalidated();
-         }
-         refresh_row_passes_filter();
-         updated?.Invoke((old_data, current_data));
-      }
-
-      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 void raise_invalidated() => invalidated?.Invoke();
-
-      public bool Equals(OrderBookRowVM other) => other != null && other._order.Key == _order.Key;
-      public override bool Equals(object obj) => Equals(obj as OrderBookRowVM);
-      public override int GetHashCode() => (int)_order.Key;
-      public override string ToString() => $"{order_key} {last_change} {parent_order_key}";
-
-      protected override void Dispose(bool disposing) {
-         // idempotent
-         if (_branch_filter_source != null) {
-            _branch_filter_source.passes_filter_changed -= _passes_filter.set;
-            _branch_filter_source = null;
-         }
-      }
-
-      static IEnumerable<OrderBookRowVM> _descendents(OrderBookRowVM root) {
-         foreach (var child in root.child_orders) {
-            yield return child;
-            foreach (var grand_child in _descendents(child))
-               yield return grand_child;
-         }
-      }
-
-      static IOrderBookCellStore _cell_store_from_column(OrderBookRowVM 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.Symbol: return row._symbol_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();
-      }
-
-      bool _update_partial(IEnumerable<IOrderBookCellStore> target_cell_stores) {
-         bool updated = false;
-         foreach (var cell_store in target_cell_stores) {
-            if (cell_store.refresh()) {
-               updated = true;
-               if (_book_vm.live_sorting_columns.Contains(cell_store.column.key)) {
-                  // refresh the sort by calling regenerate_cell() for each descendent-row
-                  foreach (OrderBookRowVM dr in _descendents(this))
-                     cell_store.select_other(dr).regenerate_cell();
-               }
-            }
-         }
-         return updated;
-      }
+      string _fmt_price(double v) => security.HasValue ?
+         security.Value.ContractSpec.format(v) :
+         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
   }
 }
@@ -1,9 +1,9 @@
 using bts;
 using bts.api;
-using bts.api.core;
 using bts.api.orderman;
 using bts.shell;
-using mbts.collections;
+using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.controls;
@@ -11,219 +11,61 @@ using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.ui.utility;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
-using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Windows.Controls;
-using System.Windows.Data;
 using System.Windows.Input;
 using static bts.shell.OrderBookWindowFactory;
 using static mbts.spark.OrderBookView;
 using _GridSettingsManager = mbts.ui.GridSettingsManager<mbts.spark.OrderBookRowVM, mbts.spark.OrderRecordTuple, bts.shell.INotificationServiceDataCache, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;

-namespace mbts.spark {
-   partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection {
-      readonly LiveSortingColumKeys _live_sorting_columns;
+namespace mbts.spark { 
+   partial class OrderBookVM : ViewModelBase, IDisposable, IHandleRowSelection, IHandleGridSorting, IWillLetYouKnowWhenIDispose {
+      readonly IBus _bus;
+      readonly OrdersModel _model;
      readonly Property<OrderBookRowVM> _current_row;
-      readonly Subject<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> _order_securities_subject =
-         new Subject<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)>();
+      readonly OrderBookRowCollection _row_collection;
+      readonly ObservableCollection<OrderBookRowVM> _selected_rows = new ObservableCollection<OrderBookRowVM>();
+      readonly OrderBookColumnCollection _columns;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
+      readonly List<IDisposable> _resources;
      OrderBookStartupData _state;

-      Dictionary<uint, OrderBookRowVM> _order_rows_cache = new Dictionary<uint, OrderBookRowVM>();
-      Dictionary<uint, BranchFilterSource> _branch_filter_roots = new Dictionary<uint, BranchFilterSource>();
-      ObservableCollection<OrderBookRowVM> _order_rows = new ObservableCollection<OrderBookRowVM>();
-      ObservableCollection<OrderBookRowVM> _selected_rows = new ObservableCollection<OrderBookRowVM>();
-      SetMap<uint, uint> _parent_to_children = new SetMap<uint, uint>();
-      SetMap<uint, uint> _security_orders = new SetMap<uint, uint>();
-
      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager) {
+         _bus = bus;
+         _model = model;
         _settings_manager = settings_manager;
-         var order_securities_subject = new Subject<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)>();
-         columns = new OrderBookColumnCollection(bus, model, order_securities_subject);
-         rows_view = CollectionViewSource.GetDefaultView(_order_rows);
-         rows_view.Filter = obj => obj is OrderBookRowVM vm && vm.is_visible && vm.passes_filter;
-         columns.filter_changed += () => {
-            foreach (var vm in _order_rows)
-               vm.refresh_row_passes_filter();
-         };
-         var cvls = (ICollectionViewLiveShaping)rows_view;
-         cvls.IsLiveFiltering = true;
-         cvls.IsLiveSorting = true;
-         cvls.LiveFilteringProperties.AddRange(nameof(OrderBookRowVM.is_visible), nameof(OrderBookRowVM.passes_filter));
+         _columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(u => (u.added.Values.Select(smd => smd.security), u.removed.Values.Select(smd => smd.security))));
+         _row_collection = new OrderBookRowCollection(ort => new OrderBookRowVM(this, ort), _columns.get_sorting_data().comparer) { filter = _columns.get_filter() };
         _current_row = backing<OrderBookRowVM>(nameof(current_row));
-
-         collapse_all_rows_command = new DelegateCommand(
-            () => {
-                foreach (var r in _order_rows.Where(r => r.is_visible && r.passes_filter))
-                    r.is_expanded = false;
-            });
-         expand_all_rows_command = new DelegateCommand(
-            () => {
-                foreach (var r in _order_rows.Where(r => r.is_visible && r.passes_filter))
-                    r.is_expanded = true;
-            });
-
-         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, _order_rows, rows_view, columns);
-         grid_settings_manager.load_from(OrderBookStartupData.DefaultGrid);
-         _live_sorting_columns = new LiveSortingColumKeys(grid_settings_manager.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).OnDispatcher().Subscribe(on_securities),
-            model.on_orders.OnDispatcher().Subscribe(on_orders),
+         _columns.filter_changed += on_filter_changed;
+         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
+         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
+         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, columns);
+         _resources = new List<IDisposable> {
+            model.on_order_tuples_table.OnDispatcher().Subscribe(_row_collection.update),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            grid_settings_manager,
-            columns,
-            order_securities_subject);
-
-         void on_orders(TableUpdate<OrderRecordImmutable, uint> table) {
-            // clear everything (most likely the server restarted)
-            if (table.removed.Count() == _order_rows.Count && !table.added.Any()) {
-               _selected_rows.Clear();
-               _order_rows.DisposeAll();
-               _order_rows.Clear();
-               _order_rows_cache.Clear();
-               _branch_filter_roots.Clear();
-               _parent_to_children.clear();
-               _security_orders.clear();
-               missing_security_orders.clear();
-               Log.Ui.warn("OrderBook received reset message.");
-               return;
-            }
-            var added_securities = new List<SecurityImmutable>(1);
-            var removed_securities = new List<SecurityImmutable>(1);
-
-            foreach (var o in table.removed) {
-               if (_order_rows_cache.TryPopValue(o.Key, out OrderBookRowVM row)) {
-                  row.Dispose();
-                  _order_rows.Remove(row);
-                  if (_security_orders.removes_key(o.Def.SecurityKey, o.Key)) {
-                     if (row.security.value.HasValue)
-                        removed_securities.Add(row.security.value.Value);
-                  }
-                  if (o.has_parent()) {
-                     _parent_to_children.remove(o.ParentKey, o.Key);
-                     if (row.parent != null) {
-                        row.parent.remove_child_order(row);
-                     } else {
-                        _branch_filter_roots.Remove(o.Key);
-                     }
-                  } else {
-                     _branch_filter_roots.Remove(o.Key);
-                  }
-                  // 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);
-               }
-            }
-            foreach (var ch in table.changes)
-               _order_rows_cache[ch.New.Key].update_order(ch.New);
-            var orphans = new Dictionary<uint, OrderBookRowVM>();
-            foreach (var o in table.added) {
-               SecurityMD? security_md;
-               if (security_dict.TryGetValue(o.Def.SecurityKey, out SecurityMD smd)) {
-                  security_md = smd;
-                  if (_security_orders.adds_key(o.Def.SecurityKey, o.Key))
-                     added_securities.Add(security_md.Value.security);
-               } else {
-                  missing_security_orders.add(o.Def.SecurityKey, o.Key);
-                  security_md = null;
-                  _security_orders.add(o.Def.SecurityKey, o.Key);
-               }
-               OrderBookRowVM row = new OrderBookRowVM(bus, this, model, o, security_md);
-               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_rows_cache.TryGetValue(o.ParentKey, out OrderBookRowVM pvm)) {
-                     pvm.add_child_order(row);
-                  } else {
-                     // (**) 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_rows_cache.Add(o.Key, row);
-               _order_rows.Add(row);
-               try_add_children(row);
-            }
-            // (**) 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 (OrderBookRowVM 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(OrderBookRowVM row) {
-               if (_parent_to_children.try_lookup(row.order.Key, out ISet<uint> children))
-                  foreach (uint child_key in children) {
-                     OrderBookRowVM 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
-         // once the order vm discovers its security (by id), it will never change.
-         void on_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
-            security_dict = securities;
-            var added_securities = new List<SecurityImmutable>(); // assume securities won't be removed
-            foreach (var missing_sec_orders in missing_security_orders.ToList()) {
-               if (securities.TryGetValue(missing_sec_orders.Key, out SecurityMD smd)) {
-                  missing_security_orders.remove(missing_sec_orders.Key);
-                  added_securities.Add(smd.security);
-                  foreach (var order_key in missing_sec_orders) {
-                     var vm = _order_rows_cache[order_key];
-                     vm.update_security(smd);
-                  }
-               }
-            }
-            if (added_securities.Count > 0)
-               order_securities_subject.OnNext((added_securities, new List<SecurityImmutable>(0)));
-         }
+            Disposable.Create(() => {
+               _columns.filter_changed -= on_filter_changed;
+               Disposable.dispose(_row_collection);
+            }),
+            _columns
+         };
+         void on_filter_changed() => _row_collection.filter = _columns.get_filter();
      }

      public event Action<OrderRecordImmutable?> selected_order_changed;
+      public event Action<bool> OnDisposed;

-      public OrderBookColumnCollection columns { get; }
-      public ISet<Columns> live_sorting_columns => _live_sorting_columns;
-      public ICollectionView rows_view { get; }
+      public ObservableCollection<DIYGrid.ColumnBase> columns => _columns;
+      public ObservableCollection<OrderBookRowVM> rows => _row_collection;
      public OrderBookRowVM 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);
-
      public _GridSettingsManager grid_settings_manager { get; }
      public ICommand collapse_all_rows_command { get; }
      public ICommand expand_all_rows_command { get; }
@@ -234,29 +76,93 @@ namespace mbts.spark {
      }

      public OrderBookStartupData create() {
-         if (_settings_manager.instance_settings == null)
-            return new OrderBookStartupData(columns.create(), use_defaults: true);
+         var (filters, sorting) = _columns.create();
         var gs = grid_settings_manager.create();
-         return new OrderBookStartupData(columns.create(), gs.general, gs.predicate_animations, use_defaults: false);
+         return new OrderBookStartupData(filters, gs.general.with(sorting_criterion: sorting), gs.predicate_animations, use_defaults: _settings_manager.instance_settings == null);
      }

      public void load_from(OrderBookStartupData state) {
         if (state == null) return;
         _state = state;
         var gs = state.grid_settings_wrapper();
-         if (gs != null) grid_settings_manager.load_from(gs);
-         columns.load_from(state.filters);
+         if (gs != null) {
+            grid_settings_manager.load_from(gs);
+         }
+         (var old_filter, var old_sort) = _columns.create();
+#pragma warning disable CS0612 // Type or member is obsolete
+         _columns.load_from((state.filters, (state.grid ?? OrderBookStartupData.Default.grid).sorting_criterion));
+#pragma warning restore CS0612 // Type or member is obsolete
+         (var new_filter, var new_sort) = _columns.create();
+         bool reset_filter = !new_filter.Equals(old_filter);
+         bool reset_sorting = !new_sort.Equals(old_sort);
+         if (reset_filter) {
+            if (reset_sorting) {
+               // both filter and sort changed; use defer_refresh to avoid refreshing the collection twice
+               using (_row_collection.defer_refresh()) {
+                  _row_collection.filter = _columns.get_filter();
+                  _row_collection.comparer = _columns.get_sorting_data().comparer;
+                  /// <see cref="OrderBookRowCollection.reset(bool)"/> is an optimization; a way to hedge our bets. Interally it calls Clear(), then AddAll(_visible_rows).
+                  /// Otherwise, <see cref="OrderBookRowCollection.refresh(bool)"/> would be called when we exit/dispose the defer_refresh() scope.
+                  /// The latter method calls sync_with(_visible_rows) internally, which won't perform as well as the former if _visible_rows has changed significantly.
+                  _row_collection.reset(true);
+               }
+            } else {
+               // only filter changed; row_collection will refresh accordingly
+               _row_collection.filter = _columns.get_filter();
+            }
+         } else if (reset_sorting) {
+            // only sorting changed; row_collection will refresh accordingly
+            _row_collection.comparer = _columns.get_sorting_data().comparer;
+         }
      }
-    
-      internal void remove_branch_filter_root(uint key) =>
-         _branch_filter_roots.Remove(key);

-      protected override void Dispose(bool disposing) =>
-         Disposable.dispose(_order_rows);
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         if (e.Column is ICVOrderBookColumn col) {
+            e.Handled = true;
+            _columns.on_sorting(col, !KeyboardExtensions.IsShiftDown());
+            var sorting_data = _columns.get_sorting_data();
+            Log.Ui.info($"{nameof(OrderBookRowVM)} begin resort: {sorting_data}");
+            _row_collection.comparer = sorting_data.comparer;
+         } else {
+            Log.Ui.warn($"{nameof(OrderBookVM)} failed to process sorting event: Column was not of type {nameof(ICVOrderBookColumn)}");
+         }
+      }
+
+      internal void show_order_modify(OrderBookRowVM row) =>
+         _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
+
+      internal void on_expanded_changed(OrderBookRowVM row) {
+         using (_row_collection.defer_refresh(true)) {
+            if (row.is_expanded) {
+               _on_expanded(row);
+            } else {
+               _on_collapsed(row);
+            }
+         }
+      }
+
+      void _on_expanded(OrderBookRowVM row) {
+         foreach (var node in _row_collection.get_inner_nodes(row)) {
+            node.value.is_visible = true;
+            if (node.value.is_expanded)
+               _on_expanded(node.value);
+         }
+      }
+
+      void _on_collapsed(OrderBookRowVM row) {
+         foreach (var dr in _row_collection.get_descendent_rows(row))
+            dr.is_visible = false;
+      }
+
+      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order_type);
+
+      public void Dispose() {
+         Disposable.dispose(_resources);
+         OnDisposed?.Invoke(true);
+      }

      static _GridSettingsManager _create_grid_settings_manager(
-         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model,
-         ObservableCollection<OrderBookRowVM> rows, ICollectionView rows_view, ObservableCollection<DIYGrid.ColumnBase> columns) {
+         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, ObservableCollection<OrderBookRowVM> rows, ObservableCollection<DIYGrid.ColumnBase> columns) {
         // make font-weight immutable for all columns (the font-weight rule is hard-coded: Regular for root-orders, Light for all others)
         // TODO: Remove the immutable font-weight flags when cell animation is ready
         var col_settings_flags = EnumHelper.get_values<Columns>().ToDictionary(
@@ -267,7 +173,7 @@ namespace mbts.spark {
            col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
         }
         return new _GridSettingsManager(
-            owner_title, bus, notification_service, model, rows, rows_view, columns,
+            owner_title, bus, notification_service, model, rows, columns,
            () => {
               var pvm = PredicateBuilderVMWrapper.create<OrderRecordTuple, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
                  OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
@@ -309,84 +215,5 @@ namespace mbts.spark {
            default: return default;
         }
      }
-
-      internal class BranchFilterSource {
-         readonly HashSet<uint> _orders_pass_filter = new HashSet<uint>();
-
-         public event Action<bool> passes_filter_changed;
-
-         public bool passes_filter => _orders_pass_filter.Count > 0;
-
-         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);
-            }
-         }
-      }
-
-      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(OrderBookRowVM.security): result = Columns.Security; break;
-               case nameof(OrderBookRowVM.symbol): result = Columns.Symbol; break;
-               case nameof(OrderBookRowVM.time_created): result = Columns.Time; break;
-               case nameof(OrderBookRowVM.last_change): result = Columns.LastChange; break;
-               case nameof(OrderBookRowVM.user): result = Columns.User; break;
-               case nameof(OrderBookRowVM.account): result = Columns.Account; break;
-               case nameof(OrderBookRowVM.exchange): result = Columns.Exchange; break;
-               case nameof(OrderBookRowVM.time_in_force): result = Columns.TimeInForce; break;
-               case nameof(OrderBookRowVM.order_type): result = Columns.OrderType; break;
-               case nameof(OrderBookRowVM.order_sub_type): result = Columns.SubType; break;
-               case nameof(OrderBookRowVM.side): result = Columns.Side; break;
-               case nameof(OrderBookRowVM.quantity): result = Columns.Size; break;
-               case nameof(OrderBookRowVM.filled_quantity): result = Columns.Filled; break;
-               case nameof(OrderBookRowVM.price): result = Columns.Price; break;
-               case nameof(OrderBookRowVM.avg_price): result = Columns.AvgFilled; break;
-               case nameof(OrderBookRowVM.last_price): result = Columns.LastPrice; break;
-               case nameof(OrderBookRowVM.status): result = Columns.Status; break;
-               case nameof(OrderBookRowVM.last_msg): result = Columns.LastMessage; break;
-               case nameof(OrderBookRowVM.security_key): result = Columns.SecurityKey; break;
-               case nameof(OrderBookRowVM.order_key): result = Columns.OrderKey; break;
-               case nameof(OrderBookRowVM.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);
-            }
-         }
-      }
   }
-}
+}
@@ -48,7 +48,7 @@
          <MultiDataTrigger>
            <MultiDataTrigger.Conditions>
              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-              <Condition Binding="{Binding status.value}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
+              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
            </MultiDataTrigger.Conditions>
            <MultiDataTrigger.Setters>
              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
@@ -62,12 +62,17 @@
    </ResourceDictionary>
  </UserControl.Resources>
  <AdornerDecorator>
-    <c:DIYGrid
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
      x:Name="_grid"
-      Grid.Row="2"
+      Grid.Row="0"
      Columns="{Binding columns}"
      CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
-      Rows="{Binding rows_view}"
+      Rows="{Binding rows}"
      RowStyle="{StaticResource {x:Static sp:OrderBookView.RowStyleKey}}"
      RowTemplate="{StaticResource {x:Static sp:OrderBookView.RowTemplateKey}}"
      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
@@ -148,5 +153,22 @@
        />
      </c:DIYGrid.CommandBindings>
    </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition />
+              <ColumnDefinition />
+              <ColumnDefinition />
+              <ColumnDefinition />
+            </Grid.ColumnDefinitions>
+            <TextBlock Grid.Column="0" Text="Orders: "/>
+            <TextBlock Grid.Column="1" Text="{Binding ElementName=_grid, Path=Rows.Count}"/>
+            <TextBlock Grid.Column="2" Text=" of "/>
+            <TextBlock Grid.Column="3" Text="{Binding rows_view.SourceCollection.Count}"/>
+          </Grid>
+        </StatusBarItem>
+      </StatusBar>
+    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -121,7 +121,7 @@ namespace mbts.spark {
            _vm.expand_all_rows_command);

         _show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
-            var vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
+            var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
               _settings_manager,
               us => us.order_book_grid,
               UserSettings.FileExtensions.GRID,
@@ -137,11 +137,11 @@ namespace mbts.spark {
               }
            );
            // TODO: bind to main window's Title
-            var dialog = new SimpleGridSettingsDialog { DataContext = vm };
-            dialog.SetBinding(Window.TitleProperty, new Binding($"{nameof(vm.instance_vm)}.{nameof(OrderBookGridSettingsVM.owner_title)}") {
+            var dialog = new SimpleGridSettingsDialog { DataContext = gs_vm };
+            dialog.SetBinding(Window.TitleProperty, new Binding($"{nameof(gs_vm.instance_vm)}.{nameof(OrderBookGridSettingsVM.owner_title)}") {
               Converter = ValueConverter.create<string, string>(str => (string.IsNullOrEmpty(str) ? _default_title : str) + " Settings")
            });
-            vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+            gs_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
            return dialog;
         }));

@@ -12,7 +12,6 @@ using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
-using System.ComponentModel;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
 using System.Windows;
@@ -37,7 +36,8 @@ namespace bts.shell {

      public override Task<IShellWindow> load(OrderBookStartupData state) {
         var settings_manager = new WindowSettingsManager<OrderBookGridSettings>(_settings_hub, state.grid_settings_wrapper(),
-            us => us.order_book_grid, (us, s) => us.with(order_book_grid: s));
+            us => us.order_book_grid ?? OrderBookStartupData.DefaultGrid,
+            (us, s) => us.with(order_book_grid: s));
         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state, SparkCommands.ShowOrders.icon, settings_manager.as_non_shared());
         return Task.FromResult<IShellWindow>(w);
      }
@@ -149,7 +149,7 @@ namespace bts.shell {
      }

      [ProtoContract]
-      public class FilterStates {
+      public class FilterStates : IEquatable<FilterStates> {
         [ProtoMember(1)]
         public SecurityCriteria security_criteria;
         [ProtoMember(2)]
@@ -190,6 +190,28 @@ namespace bts.shell {
         public api.orderman.OrderSubType[] order_sub_types;
         [ProtoMember(20)]
         public string[] symbols;
+
+         public bool Equals(FilterStates other) =>
+            other != null &&
+            security_criteria.safe_equals(other.security_criteria) &&
+            order_key_regex == other.order_key_regex &&
+            time_created.Equals(other.time_created) &&
+            EqualityComparer.safe_sequence_equals(users, other.users) &&
+            EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
+            EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
+            EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
+            EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
+            EqualityComparer.safe_sequence_equals(sides, other.sides) &&
+            qty.safe_equals(other.qty) &&
+            price.safe_equals(other.price) &&
+            qty_filled.safe_equals(other.qty_filled) &&
+            avg_price.safe_equals(other.avg_price) &&
+            last_price.safe_equals(other.last_price) &&
+            EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
+            exchange_message_regex == other.exchange_message_regex &&
+            last_change.Equals(other.last_change) &&
+            EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
+            EqualityComparer.safe_sequence_equals(symbols, other.symbols);
      }

      [ProtoContract]
@@ -225,4 +247,4 @@ namespace bts.shell {
               EqualityComparer.safe_aggregate_hash(predicate_animations));
      }
   }
-}
+}
@@ -53,18 +53,22 @@ namespace mbts.ui {
         ToastNotificationController _toast_controller;
         SoundNotificationPlayer _sound_player;
         Dispatcher _dispatcher;
-         bool _toast_notifications_enabled, _sound_notifications_enabled = NotificationSettings.Default.sound_notification.enabled;
+         bool
+            _sound_notifications_enabled = Configuration.get<bts.config.toggles.SoundNotifications>().enabled,
+            _toast_notifications_enabled = Configuration.get<bts.config.toggles.ToastNotifications>().enabled;

         [ImportingConstructor]
         public Notifier(IBus bus, UserSettingsHub settings_hub) {
            _disposer = new ThreadSafeDisposable(dispose_core);
-            Thread thread = new Thread(start) {
-               IsBackground = true,
-               Priority = ThreadPriority.BelowNormal,
-               Name = "BTSNotifications"
-            };
-            thread.SetApartmentState(ApartmentState.STA);
-            thread.Start();
+            if (_sound_notifications_enabled || _toast_notifications_enabled) {
+               Thread thread = new Thread(start) {
+                  IsBackground = true,
+                  Priority = ThreadPriority.BelowNormal,
+                  Name = "BTSNotifications"
+               };
+               thread.SetApartmentState(ApartmentState.STA);
+               thread.Start();
+            }

            void start() {
               try {
@@ -102,7 +106,9 @@ namespace mbts.ui {
                     (_dispatcher = Dispatcher.CurrentDispatcher).UnhandledException += _on_dispatcher_UnhandledException;
                     Dispatcher.Run();
                  }
-               } catch (Exception ex) {
+               }
+               catch (NAudio.MmException) { }
+               catch (Exception ex) {
                  Log.assert(false, $"Exception in {Thread.CurrentThread.Name} thread: {ex}");
                  _disposer.Dispose();
               }
@@ -24,7 +24,8 @@ namespace mbts.ui.spark {
      public DataTemplate LeanOrderTemplate { get; set; }
      public DataTemplate JoinOrderTemplate { get; set; }
      public DataTemplate TopOrderTemplate { get; set; }
-      public DataTemplate CoverOrderTemplate { get; set; }      
+      public DataTemplate CoverOrderTemplate { get; set; }
+      public DataTemplate OffsetOrderTemplate { get; set; }
      public DataTemplate TriggerOrderTemplate { get; set; }
      public DataTemplate IcebergOrderTemplate { get; set; }
      public DataTemplate SpreaderTemplate { get; set; }
@@ -42,6 +43,7 @@ namespace mbts.ui.spark {
               case CustomOrderDefinition.CustomOneofCase.Join: return JoinOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Top: return TopOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Cover: return CoverOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Offset: return OffsetOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Trigger: return TriggerOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Iceberg: return IcebergOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Spreader: return SpreaderTemplate;
@@ -51,4 +53,5 @@ namespace mbts.ui.spark {
         return null;
      }
   }
+
 }
@@ -42,5 +42,6 @@ namespace mbts.spark {

      public override bool Equals(object obj) => Equals(obj as OrderRecordTuple);
      public override int GetHashCode() => key.GetHashCode();
+      public override string ToString() => $"order:{order.Key}, sec:{security_md.display_name()}";
   }
 }
@@ -7,80 +7,94 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
-using System.Threading;

 namespace mbts.spark {
-   class OrderRecordTupleSource : IObservable<IIncrementalUpdate<OrderRecordTuple, uint>>, IDisposable {
-      // returns a ref-count Observable.Create-wrapper that initializes/destroys the [hot-observable] OrderRecordTupleSource.
-      // (initializes when the first subscription is made, and destroys when the last subscription is disposed).
-      public static IObservable<IIncrementalUpdate<OrderRecordTuple, uint>> create_observable(
-         IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
-         IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) {
-         OrderRecordTupleSource source = null;
-         int ref_count = 0;
-         return Observable.Create<IIncrementalUpdate<OrderRecordTuple, uint>>(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 OrderRecordTupleSource(securities, orders);
-            }
-            IDisposable sub = source.Subscribe(observer);
-            return Disposable.Create(() => {
-               Disposable.dispose_once(ref sub);
-               if (Interlocked.Decrement(ref ref_count) == 0)
-                  Disposable.dispose_once(ref source);
-            });
-         });
-         string fmt_assert_msg(string msg) => $"{nameof(OrderRecordTupleSource)}.{nameof(create_observable)}: {msg}";
-      }
-
+   class OrderRecordTupleSource : IDisposable {
+      readonly object _lock = new object();
+      // subjects
      readonly Subject<IIncrementalUpdate<OrderRecordTuple, uint>> _subject = new Subject<IIncrementalUpdate<OrderRecordTuple, uint>>();
+      readonly Subject<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>> _table_subject = new Subject<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>>();
+      readonly Subject<IIncrementalUpdate<SecurityMD, uint>> _order_securities_subject = new Subject<IIncrementalUpdate<SecurityMD, uint>>();
+      // data cache
      readonly Dictionary<uint, OrderRecordTuple> _state = new Dictionary<uint, OrderRecordTuple>();
      readonly SetMap<uint, uint> _security_orders = new SetMap<uint, uint>();
      IReadOnlyDictionary<uint, OrderRecordImmutable> _orders_cache = new Dictionary<uint, OrderRecordImmutable>(0);
      IReadOnlyDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
      IDisposable _dispose;
-      object _lock = new object();

-      OrderRecordTupleSource(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities, IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) =>
+      public OrderRecordTupleSource(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities, IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) =>
         _dispose = Disposable.Create(
            securities.Subscribe(_update_securities),
-            orders.AddRemoveOnly().Subscribe(_update_orders));
+            orders.Subscribe(_update_orders));

-      public IDisposable Subscribe(IObserver<IIncrementalUpdate<OrderRecordTuple, uint>> observer) {
-         lock (_lock) {
-            observer.OnNext(new IncrementalUpdate<OrderRecordTuple, uint>(new Dictionary<uint, OrderRecordTuple>(_state), new Dictionary<uint, OrderRecordTuple>(0)));
-            return _subject.Subscribe(observer);
-         }
-      }
+      public IObservable<IIncrementalUpdate<OrderRecordTuple, uint>> subscribe_incremental_update() =>
+         Observable.Create<IIncrementalUpdate<OrderRecordTuple, uint>>(observer => {
+            lock (_lock) {
+               observer.OnNext(new IncrementalUpdate<OrderRecordTuple, uint>(new Dictionary<uint, OrderRecordTuple>(_state), new Dictionary<uint, OrderRecordTuple>(0)));
+               return _subject.Subscribe(observer);
+            }
+         });
+
+      public IObservable<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>> subscribe_incremental_table_update() =>
+         Observable.Create<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>>(observer => {
+            lock (_lock) {
+               observer.OnNext(IncrementalTableUpdateTranform<OrderRecordTuple, uint>.init(_state.Values));
+               return _table_subject.Subscribe(observer);
+            }
+         });
+
+      public IObservable<IIncrementalUpdate<SecurityMD, uint>> subscribe_order_securities() =>
+         Observable.Create<IIncrementalUpdate<SecurityMD, uint>>(observer => {
+            lock (_lock) {
+               var init = new Dictionary<uint, SecurityMD>();
+               foreach (uint sec_key in _security_orders.Keys) {
+                  if (_security_md_cache.TryGetValue(sec_key, out SecurityMD smd))
+                     init.Add(sec_key, smd);
+               }
+               observer.OnNext(new IncrementalUpdate<SecurityMD, uint>(init, new Dictionary<uint, SecurityMD>(0)));
+               return _order_securities_subject.Subscribe(observer);
+            }
+         });

      public void Dispose() => Disposable.dispose(ref _dispose);

-      void _update_orders(LegacyTableUpdate<OrderRecordImmutable, uint> orders) {
+      void _update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
         lock (_lock) {
            Dictionary<uint, OrderRecordTuple> removed = new Dictionary<uint, OrderRecordTuple>(), added = new Dictionary<uint, OrderRecordTuple>();
+            Dictionary<uint, SecurityMD> added_securities = new Dictionary<uint, SecurityMD>(), removed_securities = new Dictionary<uint, SecurityMD>();
            foreach (OrderRecordImmutable order in orders.removed) {
               uint sec_key = order.security_key();
               OrderRecordTuple old_ft = new OrderRecordTuple(order, _get_security_md(sec_key));
               removed.Add(old_ft.order.Key, old_ft);
-               _security_orders.remove(sec_key, order.Key);
+               if (_security_orders.removes_key(sec_key, order.Key) && old_ft.security_md.HasValue)
+                  removed_securities.Add(sec_key, old_ft.security_md.Value);
+            }
+            foreach (Change<OrderRecordImmutable> ch in orders.changes) {
+               // orders cannot change securities; ch.New can use the same security_md as ch.Old
+               var sec_md = _get_security_md(ch.Old.security_key());
+               removed.Add(ch.Old.Key, new OrderRecordTuple(ch.Old, sec_md));
+               added.Add(ch.New.Key, new OrderRecordTuple(ch.New, sec_md));
            }
            foreach (OrderRecordImmutable order in orders.added) {
               uint sec_key = order.security_key();
               OrderRecordTuple new_ort = new OrderRecordTuple(order, _get_security_md(sec_key));
               added.Add(new_ort.order.Key, new_ort);
-               _security_orders.add(sec_key, order.Key);
+               if (_security_orders.adds_key(sec_key, order.Key) && new_ort.security_md.HasValue)
+                  added_securities.Add(sec_key, new_ort.security_md.Value);
            }
            _orders_cache = orders.state;
-            _apply_changes(added, removed);
+            _apply_changes(added, removed, added_securities, removed_securities);
         }
      }

      void _update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
         lock (_lock) {
            Dictionary<uint, OrderRecordTuple> added = new Dictionary<uint, OrderRecordTuple>(), removed = new Dictionary<uint, OrderRecordTuple>();
+            Dictionary<uint, SecurityMD> added_securities = new Dictionary<uint, SecurityMD>(), removed_securities = new Dictionary<uint, SecurityMD>();
            _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_orders.try_lookup(k, out ISet<uint> order_keys)) {
+                  removed_securities.Add(k, _security_md_cache[k]);
                  IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
                  SecurityMD old_sec_md = _security_md_cache[k];
                  foreach (OrderRecordImmutable order in orders) {
@@ -93,6 +107,7 @@ namespace mbts.spark {
            }
            foreach (var k in added_keys) {
               if (_security_orders.try_lookup(k, out ISet<uint> order_keys)) {
+                  added_securities.Add(k, securities[k]);
                  IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
                  SecurityMD new_sec_md = securities[k];
                  foreach (OrderRecordImmutable order in orders) {
@@ -104,7 +119,7 @@ namespace mbts.spark {
               }
            }
            _security_md_cache = securities;
-            _apply_changes(added, removed);
+            _apply_changes(added, removed, added_securities, removed_securities);
         }
      }

@@ -114,12 +129,15 @@ namespace mbts.spark {
      OrderRecordImmutable? _get_order(uint key) =>
         _orders_cache.TryGetValue(key, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?();

-      void _apply_changes(Dictionary<uint, OrderRecordTuple> added, Dictionary<uint, OrderRecordTuple> removed) {
+      void _apply_changes(Dictionary<uint, OrderRecordTuple> added, Dictionary<uint, OrderRecordTuple> removed, Dictionary<uint, SecurityMD> added_securities, Dictionary<uint, SecurityMD> removed_securities) {
         foreach (var kv in removed)
            _state.Remove(kv.Key);
         foreach (var kv in added)
            _state.Add(kv.Key, kv.Value);
-         _subject.OnNext(new IncrementalUpdate<OrderRecordTuple, uint>(added, removed));
+         var update = new IncrementalUpdate<OrderRecordTuple, uint>(added, removed);
+         _subject.OnNext(update);
+         _table_subject.OnNext(update.as_table());
+         _order_securities_subject.OnNext(new IncrementalUpdate<SecurityMD, uint>(added_securities, removed_securities));
      }
   }
 }
@@ -0,0 +1,54 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark
+{
+   [Export]   
+   public class DynamicOrderHelper
+   {
+      readonly RegisteredDynamicOrderTypes _dynamic_types;
+      [ImportingConstructor]
+      private DynamicOrderHelper(OrderService order_service)
+      {
+         _dynamic_types = order_service.get_registered_dynamic_order_types(new VoidMessage());
+      }
+
+      public void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs,
+                                         Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory)
+      {
+         foreach (var d in _dynamic_types.DynamicOrderDesc)
+         {
+            var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
+            dorder.Dynamic.DynamicOrderType = d.DynamicOrderType;
+            //Add only the descriptor here for reflection later
+            foreach(var p in d.ParamDesc)
+               dorder.Dynamic.OrderParams.Add( p.ParamName, new DynamicOrderParam() );
+            defs.Add(new CustomOrderDefinitionImmutable(dorder));
+         }
+      }
+
+      internal IDictionary<string, DynamicOrderParamVM> get_parameters(string dyntype)
+      {
+         Dictionary<string, DynamicOrderParamVM> par = new Dictionary<string, DynamicOrderParamVM>();
+         var order = _dynamic_types.DynamicOrderDesc.FirstOrDefault(x => x.DynamicOrderType == dyntype);
+         if (order != null)
+         {
+            foreach (var p in order.ParamDesc)
+               par[p.ParamName] = new DynamicOrderParamVM() { param = new DynamicOrderParam(), descriptor = p };
+         }
+         return par;
+      }
+   }
+
+}
@@ -0,0 +1,21 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+
+
+namespace mbts.spark
+{
+
+   class DynamicOrderParamVM : mbts.ui.shell.ViewModelBase
+   {
+      public DynamicOrderParamVM() { }
+      public DynamicOrderParamDescriptor descriptor { get; set; }
+      public DynamicOrderParam param { get; set; }
+
+   }
+
+}
@@ -0,0 +1,51 @@
+using bts.api.orderman;
+using mbts.spark;
+using mbts.ui.converters;
+using mbts.ui.utilities;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+
+namespace mbts.ui.spark
+{
+   class DynamicOrderParamTemplateSelector : DataTemplateSelector
+   {
+      public DataTemplate BoolTemplate { get; set; }
+      public DataTemplate DoubleTemplate { get; set; }
+      public DataTemplate IntTemplate { get; set; }
+      public DataTemplate UIntTemplate { get; set; }
+      public DataTemplate StringTemplate { get; set; }
+      public DataTemplate OrderDefTemplate { get; set; }
+
+      public DataTemplate EnumTemplate { get; set; }
+
+      public override DataTemplate SelectTemplate(object item, DependencyObject container)
+      {
+         var vm = item as DynamicOrderParamVM;
+         if (vm != null)
+         {
+            switch (vm.descriptor.ParamType.DescriptorCase)
+            {
+               case DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive:
+                  {
+                     switch (vm.descriptor.ParamType.Primitive)
+                     {
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: return BoolTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return DoubleTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return IntTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return UIntTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return StringTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: return OrderDefTemplate;
+                        default: return null;
+                     }
+                  }
+               case DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated: return EnumTemplate;
+            }
+         }
+         return null;
+      }
+   }   
+}
@@ -7,47 +7,13 @@ using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.ComponentModel;
+using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using static bts.api.orderman.CustomOrderDefinition;

 namespace mbts.spark
 {
-   public static class DynamicOrderHelper
-   {
-      static Lazy<bts.config.dynamic_orders.DynamicOrderList> _list = new Lazy<bts.config.dynamic_orders.DynamicOrderList>(
-         () => mbts.config.Configuration.get<bts.config.dynamic_orders.DynamicOrderList>(), true);
-      public static void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs, 
-                                                Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory)
-      {
-         var dyntypes = _list.Value;
-         foreach (var d in dyntypes.dynamic_orders)
-         {
-            var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
-            dorder.Dynamic.DynamicOrderType = d.type_name;
-            foreach (var p in d.parameter_keys)
-               dorder.Dynamic.Parameters.Add(p, string.Empty);
-            defs.Add(new CustomOrderDefinitionImmutable(dorder));
-         }
-      }
-
-      internal static List<NameValueVM> get_parameters(string dyntype)
-      {
-         List<NameValueVM> par = new List<NameValueVM>();
-         var order = _list.Value.dynamic_orders.FirstOrDefault(x => x.type_name == dyntype);
-         if (order != null)
-            par.AddRange(order.parameter_keys.Select(x => new NameValueVM() { name = x, value = string.Empty }));
-         return par;
-      }
-   }
-
-
-   class NameValueVM : mbts.ui.shell.ViewModelBase
-   {
-      public NameValueVM() { }
-      public string name { get; set; }
-      public string value { get; set; }
-   }

   static partial class OrderTypeVMFactory
   {
@@ -75,7 +41,8 @@ namespace mbts.spark
         IDisposable _dispose, _child_order_errors_sub;

         string _dyn_type;
-         List<NameValueVM> _parameters;
+         IDictionary<string, DynamicOrderParamVM> _parameters;
+         IEnumerable<string> _order_def_tags;

         public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type, string id, string display_name)
            : this(model, security_md_source, dyn_type, security_md_source.Select(smd =>
@@ -87,7 +54,9 @@ namespace mbts.spark
         {
            _security_md_source = security_md_source;
            _dyn_type = dyn_type;
-            _parameters = DynamicOrderHelper.get_parameters(dyn_type);
+            _parameters = model.dynamic_helper.get_parameters(dyn_type);
+            _order_def_tags = _parameters.Values.Where(x => x.descriptor.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
+                                                       x.descriptor.ParamType.Primitive == DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef).Select(xx=>xx.descriptor.ParamName);
            _dispose = Disposable.Create(
               security_md_source.OnDispatcher()
               .Subscribe(smd => _security = smd.security),
@@ -111,7 +80,12 @@ namespace mbts.spark

         public override string type_name => _dyn_type;

-         public IEnumerable<NameValueVM> parameters => _parameters;
+         public IEnumerable<DynamicOrderParamVM> parameters => _parameters.Values.Where(x =>
+        {
+           return x.descriptor.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ||
+                  (x.descriptor.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
+                   x.descriptor.ParamType.Primitive != DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef);
+        });

         public override void assign_to(CustomOrderDefinition value)
         {
@@ -122,16 +96,25 @@ namespace mbts.spark
            {
               var i = factory.dynamic_order();
               i.DynamicOrderType = _dyn_type;
-               set_parameter_dictionary(i.Parameters);
-               child_order.assign_to(i.Child);
+               set_parameter_dictionary(i.OrderParams);
               value.Dynamic = i;
            }
         }

-         void set_parameter_dictionary(Google.Protobuf.Collections.MapField<string, string> par)
+         void set_parameter_dictionary(Google.Protobuf.Collections.MapField<string, DynamicOrderParam> par)
         {
-            foreach(var vm in _parameters)
-               par[vm.name] = vm.value ?? string.Empty;
+            foreach(var vm in _parameters.Values)
+               par[vm.descriptor.ParamName] = vm.param;
+
+            if (child_order != null)
+            {
+               var newkid = new DynamicOrderParam();
+               var cust = new CustomOrderDefinition();
+               newkid.AsOrderDef = cust;               
+               child_order.assign_to(newkid.AsOrderDef);
+               foreach(var child in _order_def_tags)
+                  par[child] = newkid;
+            }
         }

         public ICollection<IOrderTypeVM> child_order_types
@@ -204,8 +187,7 @@ namespace mbts.spark
            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
               set_error(nameof(child_order), string.Empty, true);
            else clear_error(nameof(child_order));
-
         }
      }
   }
-}
+}
@@ -22,33 +22,14 @@ namespace mbts.spark
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
-
-            var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Any(t => t.key.type == hedgetype))
-               hedgetype = CustomOneofCase.Limit;
-            
-            //ExceptionAssert.InvalidOperation.That(child_order_types.Contains(hedgetype), $"Hedge order type {hedgetype} is not in hedge_order_types");
-            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
-
-            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
+         
            join_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
-            enable_hedge = new InlineUserProperty<bool>(false, false);
-            hedge_ticks = new InlineUserProperty<int>(1, false);
         }
         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;
-
-
-         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
-         public readonly InlineUserProperty<bts.spark.QuantityMeasure> join_threshold;
-                  
-         public readonly InlineUserProperty<bool> enable_hedge;
-         public readonly InlineUserProperty<int> hedge_ticks;

+         public readonly InlineUserProperty<bts.spark.QuantityMeasure> join_threshold;               
      }

      class JoinOrderVM : OrderTypeVMBase<JoinOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
@@ -61,23 +42,7 @@ namespace mbts.spark
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
-         IOrderTypeVM _hedge_order;
-         IDisposable _hedge_order_errors_sub;
-
-         public uint tick_offset_on_deploy { get; set; } = 0;
         public bts.spark.QuantityMeasure join_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         bool _enable_hedge = false;
-         public bool enable_hedge
-         {
-            get { return _enable_hedge; }
-            set
-            {
-               _enable_hedge = value;
-               RaisePropertyChanged(nameof(enable_hedge));
-            }
-         } 
-         public int hedge_ticks { get; set; } = 1;

         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
@@ -100,30 +65,11 @@ namespace mbts.spark
                  {
                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
-                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
-                  {
-                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
-                  }
-                  if (p.tick_offset_on_deploy.force_override) 
-                  {
-                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
-                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
-                  }
                  if (p.join_threshold.force_override)
                  {
                     join_threshold = p.join_threshold.value;
                     RaisePropertyChanged(nameof(join_threshold));
                  }
-                  if (p.enable_hedge.force_override)
-                  {
-                     enable_hedge = p.enable_hedge.value;
-                     RaisePropertyChanged(nameof(enable_hedge));
-                  }
-                  if (p.hedge_ticks.force_override)
-                  {
-                     hedge_ticks = p.hedge_ticks.value;
-                     RaisePropertyChanged(nameof(hedge_ticks));
-                  }
                  _inline_props = p;
                  _validate();
               })
@@ -135,19 +81,12 @@ namespace mbts.spark
         {
            if (_child_order == null)
               _select_child_order(model.factory.default_order_type(_security.Value, true));
-            if (_hedge_order == null && enable_hedge)
-               _select_hedge_order(model.factory.default_order_type(_security.Value, true));
            _validate();
            if (!HasErrors) 
            {
               var i = factory.join_order();
-               i.TickOffsetOnDeploy = tick_offset_on_deploy;
               i.JoinThreshold = join_threshold;
-               i.EnableHedge = enable_hedge;
-               i.HedgeTicks = hedge_ticks;
               child_order.assign_to(i.Child);
-               if(enable_hedge && hedge_order != null)
-                  hedge_order.assign_to(i.Hedge);
               value.Join = i;
            }
         }         
@@ -161,16 +100,6 @@ namespace mbts.spark
               return _child_order_choices;
            }
         }
-
-         public ICollection<IOrderTypeVM> hedge_order_types
-         {
-            get
-            {
-               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
-               return _hedge_order_choices;
-            }
-         }         
 
         public IOrderTypeVM child_order 
         {
@@ -196,45 +125,17 @@ namespace mbts.spark
            }
         }

-         public IOrderTypeVM hedge_order
-         {
-            get
-            {
-               init();
-               return _hedge_order;
-            }
-            set
-            {
-               Disposable.dispose(ref _hedge_order_errors_sub);
-               _hedge_order = value;
-               _hedge_order?.init();
-               if (_hedge_order is INotifyDataErrorInfo ndei)
-               {
-                  ndei.ErrorsChanged += on_errors_changed;
-                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
-                     _validate();
-                  _hedge_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
-               }
-               _validate();
-               RaisePropertyChanged(nameof(hedge_order));
-            }
-         }
-
         public void Dispose() 
         {
            Disposable.dispose(ref _dispose);
            if (_child_order_choices != null)
               _child_order_choices.OfType<IDisposable>().DisposeAll();
-            if (_hedge_order_choices != null)
-               _hedge_order_choices.OfType<IDisposable>().DisposeAll();
         }

         public override void init() 
         {
            if (_child_order == null && _security.HasValue)
               _select_child_order();
-            if (_hedge_order == null && _security.HasValue && enable_hedge)
-               _select_hedge_order();
            _validate();
         }

@@ -252,35 +153,13 @@ namespace mbts.spark
            if (_child_order == null)
               _child_order = child_order_types.FirstOrDefault();
            RaisePropertyChanged(nameof(child_order));
-         }
-         
-         void _select_hedge_order()
-         {
-            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value.key.type :
-               model.factory.default_order_type(_security.Value, true);
-            _select_hedge_order(ot);
-         }
-
-         void _select_hedge_order(CustomOneofCase ot)
-         {
-            _hedge_order = hedge_order_types.FirstOrDefault(vm => vm.order_type == ot);
-            if (_hedge_order == null)
-               _hedge_order = hedge_order_types.FirstOrDefault();
-            RaisePropertyChanged(nameof(hedge_order));
         }         
-         

         void _validate() 
         {
            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
               set_error(nameof(child_order), string.Empty, true);
            else clear_error(nameof(child_order));
-
-            if ( (_hedge_order == null && enable_hedge) || (_hedge_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
-               set_error(nameof(hedge_order), string.Empty, true);
-            else clear_error(nameof(hedge_order));
-
         }
      }
   }
@@ -0,0 +1,164 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark 
+{
+   static partial class OrderTypeVMFactory 
+   {
+      class InlineOffsetOrderProperties 
+      {
+         public InlineOffsetOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
+         }
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         
+         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
+      }
+
+      class OffsetOrderVM : OrderTypeVMBase<OffsetOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         InlineOffsetOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+         
+         public uint tick_offset_on_deploy { get; set; } = 0;
+
+         public OffsetOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineOffsetOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+
+         public OffsetOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineOffsetOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p => {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override) 
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
+                  {
+                     _select_child_order(p.selected_child_order_type.value.key.type);
+                  }                  
+                  if (p.tick_offset_on_deploy.force_override) 
+                  {
+                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
+                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
+                  }
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+         
+         public override void assign_to(CustomOrderDefinition value) 
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors) 
+            {
+               var i = factory.offset_order();
+               i.TickOffsetOnDeploy = tick_offset_on_deploy;
+               child_order.assign_to(i.Child);
+               value.Offset = i;
+            }
+         }         
+
+         public ICollection<IOrderTypeVM> child_order_types 
+         {
+            get 
+            {
+               if (_child_order_choices == null) 
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+ 
+         public IOrderTypeVM child_order 
+         {
+            get 
+            {
+               init();
+               return _child_order;
+            }
+            set 
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei) 
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }         
+
+         public void Dispose() 
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init() 
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            _validate();
+         }
+
+         void _select_child_order() 
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value.key.type :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot) 
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _validate() 
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+         }
+      }
+   }
+}
@@ -20,6 +20,7 @@ namespace mbts.spark {
      public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new JoinOrderVM(model, security_md_source, id, display_name);
      public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TopOrderVM(model, security_md_source, id, display_name);
      public static IOrderTypeVM cover(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new CoverOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM offset(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new OffsetOrderVM(model, security_md_source, id, display_name);
      public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TriggerOrderVM(model, security_md_source, id, display_name);
      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new IcebergOrderVM(model, security_md_source, id, display_name);
      public static IOrderTypeVM spreader(OrdersModel model, IObservable<SecurityImmutable> security_source, string id, string display_name) => new SpreaderOrderVM(model, security_source, id, display_name);
@@ -38,10 +39,11 @@ namespace mbts.spark {
            case CustomOneofCase.Join: return join(model, security_md_source, id, display_name);
            case CustomOneofCase.Top: return top(model, security_md_source, id, display_name);
            case CustomOneofCase.Cover: return cover(model, security_md_source, id, display_name);
+            case CustomOneofCase.Offset: return offset(model, security_md_source, id, display_name);
            case CustomOneofCase.Trigger: return trigger(model, security_md_source, id, display_name);
            case CustomOneofCase.Iceberg: return iceberg(model, security_md_source, id, display_name);
            case CustomOneofCase.Spreader: return spreader(model, security_md_source.Select(smd => smd.security), id, display_name);
-            case CustomOneofCase.Dynamic: return dynamic(model, security_md_source, dynamic_type, id, display_name);
+            case CustomOneofCase.Dynamic: return dynamic(model, security_md_source, dynamic_type, id, /*display_name*/ dynamic_type);
            default: throw new NotImplementedException();
         }
      }
@@ -23,30 +23,15 @@ namespace mbts.spark
            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

-            var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Any(ct => ct.key.type == hedgetype))
-               hedgetype = CustomOneofCase.Limit;
-            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
-
            watch_level_tick_offset = new InlineUserProperty<uint>(0, false);
            top_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 }, false);
-            enable_hedge = new InlineUserProperty<bool>(false, false);
-            hedge_ticks = new InlineUserProperty<int>(1, false);
         }
         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;
-

         public readonly InlineUserProperty<uint> watch_level_tick_offset;
         public readonly InlineUserProperty<bts.spark.QuantityMeasure> top_threshold;
-
-         public readonly InlineUserProperty<bool> enable_hedge;
-         public readonly InlineUserProperty<int> hedge_ticks;
-
      }

      class TopOrderVM : OrderTypeVMBase<TopOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable
@@ -59,23 +44,8 @@ namespace mbts.spark
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
-         IOrderTypeVM _hedge_order;
-         IDisposable _hedge_order_errors_sub;
-
         public uint watch_level_tick_offset { get; set; } = 0;
         public bts.spark.QuantityMeasure top_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         bool _enable_hedge = false;
-         public bool enable_hedge
-         {
-            get { return _enable_hedge; }
-            set
-            {
-               _enable_hedge = value;
-               RaisePropertyChanged(nameof(enable_hedge));
-            }
-         }
-         public int hedge_ticks { get; set; } = 1;

         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
@@ -100,10 +70,6 @@ namespace mbts.spark
                  {
                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
-                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
-                  {
-                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
-                  }
                  if (p.watch_level_tick_offset.force_override)
                  {
                     watch_level_tick_offset = p.watch_level_tick_offset.value;
@@ -114,16 +80,6 @@ namespace mbts.spark
                     top_threshold = p.top_threshold.value;
                     RaisePropertyChanged(nameof(top_threshold));
                  }
-                  if (p.enable_hedge.force_override)
-                  {
-                     enable_hedge = p.enable_hedge.value;
-                     RaisePropertyChanged(nameof(enable_hedge));
-                  }
-                  if (p.hedge_ticks.force_override)
-                  {
-                     hedge_ticks = p.hedge_ticks.value;
-                     RaisePropertyChanged(nameof(hedge_ticks));
-                  }
                  _inline_props = p;
                  _validate();
               })
@@ -135,19 +91,13 @@ namespace mbts.spark
         {
            if (_child_order == null)
               _select_child_order(model.factory.default_order_type(_security.Value, true));
-            if (_hedge_order == null && enable_hedge)
-               _select_hedge_order(model.factory.default_order_type(_security.Value, true));
            _validate();
            if (!HasErrors)
            {
               var i = factory.top_order();
               i.WatchLevelTickOffset = watch_level_tick_offset;
               i.TopThreshold = top_threshold;
-               i.EnableHedge = enable_hedge;
-               i.HedgeTicks = hedge_ticks;
               child_order.assign_to(i.Child);
-               if (enable_hedge && hedge_order != null)
-                  hedge_order.assign_to(i.Hedge);
               value.Top = i;
            }
         }
@@ -162,16 +112,6 @@ namespace mbts.spark
            }
         }

-         public ICollection<IOrderTypeVM> hedge_order_types
-         {
-            get
-            {
-               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
-               return _hedge_order_choices;
-            }
-         }
-
         public IOrderTypeVM child_order
         {
            get
@@ -196,45 +136,18 @@ namespace mbts.spark
            }
         }

-         public IOrderTypeVM hedge_order
-         {
-            get
-            {
-               init();
-               return _hedge_order;
-            }
-            set
-            {
-               Disposable.dispose(ref _hedge_order_errors_sub);
-               _hedge_order = value;
-               _hedge_order?.init();
-               if (_hedge_order is INotifyDataErrorInfo ndei)
-               {
-                  ndei.ErrorsChanged += on_errors_changed;
-                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
-                     _validate();
-                  _hedge_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
-               }
-               _validate();
-               RaisePropertyChanged(nameof(hedge_order));
-            }
-         }

         public void Dispose()
         {
            Disposable.dispose(ref _dispose);
            if (_child_order_choices != null)
               _child_order_choices.OfType<IDisposable>().DisposeAll();
-            if (_hedge_order_choices != null)
-               _hedge_order_choices.OfType<IDisposable>().DisposeAll();
         }

         public override void init()
         {
            if (_child_order == null && _security.HasValue)
               _select_child_order();
-            if (_hedge_order == null && _security.HasValue && enable_hedge)
-               _select_hedge_order();
            _validate();
         }

@@ -254,33 +167,11 @@ namespace mbts.spark
            RaisePropertyChanged(nameof(child_order));
         }

-         void _select_hedge_order()
-         {
-            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value.key.type :
-               model.factory.default_order_type(_security.Value, true);
-            _select_hedge_order(ot);
-         }
-
-         void _select_hedge_order(CustomOneofCase ot)
-         {
-            _hedge_order = hedge_order_types.FirstOrDefault(vm => vm.order_type == ot);
-            if (_hedge_order == null)
-               _hedge_order = hedge_order_types.FirstOrDefault();
-            RaisePropertyChanged(nameof(hedge_order));
-         }
-
-
         void _validate()
         {
            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
               set_error(nameof(child_order), string.Empty, true);
            else clear_error(nameof(child_order));
-
-            if ((_hedge_order == null && enable_hedge) || (_hedge_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
-               set_error(nameof(hedge_order), string.Empty, true);
-            else clear_error(nameof(hedge_order));
-
         }
      }
   }
@@ -26,19 +26,22 @@ namespace mbts.spark {
      readonly PositionService _position_service;
      readonly SpreaderModel _spreader;
      readonly ErrorReporter _error;
+      readonly DynamicOrderHelper _dynamic_helper;
      readonly OrderActivitySummarizer _activity;
      readonly TableUpdateDemuxer<OrderRecordImmutable, uint, uint> _security_orders_demuxer;
      readonly TableUpdateDemuxer<PositionUnitImmutable, int, uint> _security_positions_demuxer;
      IDisposable _dispose;

      [ImportingConstructor]
-      private OrdersModel(IBus bus, OrderFactory factory, OrderService service, PositionService position_service, SpreaderModel spreader, ErrorReporter error, AdminModel admin_model) {
+      private OrdersModel(IBus bus, OrderFactory factory, OrderService service, PositionService position_service, 
+                          SpreaderModel spreader, ErrorReporter error, DynamicOrderHelper dynamic_helper, AdminModel admin_model) {
         _bus = bus;
         _factory = factory;
         _service = service;
         _position_service = position_service;
         _spreader = spreader;
         _error = error;
+         _dynamic_helper = dynamic_helper;
         var scheduler = ThreadPoolScheduler.Instance;
         var interval = TimeSpan.FromMilliseconds(100);
         on_orders = _service.subscribei_orders().Naggle(interval, scheduler).PermissionFilter(admin_model).Table().Cache();
@@ -48,7 +51,10 @@ namespace mbts.spark {
               ImmutableDictionary<uint,OrderRecordImmutable>.Empty, 
               (workers, table) => _update_working_orders(workers, table))
               .Replay(1).RefCount();
-         on_order_tuples = OrderRecordTupleSource.create_observable(bus.subscribe(SparkTags.SecuritiesTag), on_orders);
+         var order_record_tuple_source = new OrderRecordTupleSource(bus.subscribe(SparkTags.SecuritiesTag), on_orders);
+         on_order_tuples = order_record_tuple_source.subscribe_incremental_update();
+         on_order_tuples_table = order_record_tuple_source.subscribe_incremental_table_update();
+         on_order_securities = order_record_tuple_source.subscribe_order_securities();
         on_fills = _service.subscribei_fills().Naggle(interval, scheduler).PermissionFilter(admin_model).Table().Cache();
         _activity = new OrderActivitySummarizer(bus, on_orders);
         on_fill_tuples = FillTupleSource.create_observable(bus.subscribe(SparkTags.SecuritiesTag), on_orders, on_fills);
@@ -57,6 +63,7 @@ namespace mbts.spark {
         _dispose = Disposable.Create(
            on_orders.AddRemoveOnly().Subscribe(_security_orders_demuxer),
            on_positions.AddRemoveOnly().Subscribe(_security_positions_demuxer),
+            order_record_tuple_source,
            _bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
            _bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach(x => send_order(x.definition, x.price, x.size).ignore())),
            _bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
@@ -65,11 +72,14 @@ namespace mbts.spark {
         );
      }

-      #region Output
+      #region Output      
      public OrderFactory factory => _factory;
      public SpreaderModel spreader => _spreader;
+      public DynamicOrderHelper dynamic_helper => _dynamic_helper;
      public IObservable<TableUpdate<OrderRecordImmutable, uint>> on_orders { get; }
      public IObservable<IIncrementalUpdate<OrderRecordTuple, uint>> on_order_tuples { get; }
+      public IObservable<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>> on_order_tuples_table { get; }
+      public IObservable<IIncrementalUpdate<SecurityMD, uint>> on_order_securities { get; }
      public IObservable<TableUpdate<FillImmutable, string>> on_fills { get; }
      public IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> on_fill_tuples { get; }
      public IObservable<IReadOnlyDictionary<uint,OrderRecordImmutable>> working_orders { get; }
@@ -335,4 +345,4 @@ namespace mbts.spark {
         public TableUpdateTransform<OrderRecordImmutable, uint> last_update { get; set; } = new TableUpdateTransform<OrderRecordImmutable, uint>();
      }
   }
-}
+}
@@ -521,12 +521,14 @@
    <Setter Property="Template">
      <Setter.Value>
        <ControlTemplate TargetType="{x:Type ItemsControl}">
-          <Border
-            BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" 
-            Background="{TemplateBinding Background}" Padding="{TemplateBinding Padding}" SnapsToDevicePixels="true"
-          >
-            <ItemsPresenter SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"/>
-          </Border>
+          <ScrollViewer HorizontalScrollBarVisibility="Hidden" VerticalScrollBarVisibility="Auto">
+            <Border
+              BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" 
+              Background="{TemplateBinding Background}" Padding="{TemplateBinding Padding}" SnapsToDevicePixels="true"
+            >
+              <ItemsPresenter SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"/>
+            </Border>
+          </ScrollViewer>
        </ControlTemplate>
      </Setter.Value>
    </Setter>
@@ -77,7 +77,7 @@ namespace bts.spark
         SparkCommand.create("Manual", Icons.Browser, SparkTags.ShowUri, new Uri("https://www.bluetradingsystems.com/documentation/"));

      public static SparkCommand ShowReleaseNotes =>
-         SparkCommand.create("Release Notes", Icons.Browser, SparkTags.ShowUri, new Uri("bts://files/release_notes.txt"));
+         SparkCommand.create("Release Notes", Icons.Browser, SparkTags.ShowUri, new Uri("bts://docs/release_notes/"));

      public static SparkCommand DoNothing =>
         SparkCommand.create("Nothing", Icons.Support, SparkTags.NotImplemented);
@@ -29,6 +29,7 @@ namespace mbts.collections {
      public int Count => _dictionary.Count;
      public object SyncRoot => null;
      public bool IsSynchronized => false;
+      public IEnumerable<TKey> Keys => _dictionary.Keys;
      public ISet<TElement> this[TKey key] => _dictionary[key];

      public void CopyTo(Array array, int index) =>
@@ -427,95 +427,6 @@ namespace System.Collections.Generic {
      }
   }

-   public static class DictionaryExtensions
-   {
-      #region TryGetValue
-      public static bool TryGetValue<K, VK1, VK2, V>(this Dictionary<K, Dictionary<VK1, Dictionary<VK2, V>>> target, K k1, VK1 k2, VK2 k3, out V value) {
-         if (target.TryGetValue(k1, out Dictionary<VK1, Dictionary<VK2, V>> d1) && d1.TryGetValue(k2, out Dictionary<VK2, V> d2))
-            return d2.TryGetValue(k3, out value);
-         value = default;
-         return false;
-      }
-
-      public static bool TryGetValue<K, VK, V, VKD>(this IDictionary<K, VKD> target, K k1, VK k2, out V value) where VKD : IDictionary<VK, V> {
-         if (target.TryGetValue(k1, out VKD d))
-            return d.TryGetValue(k2, out value);
-         value = default;
-         return false;
-      }
-      #endregion
-
-      public static void AddOrUpdate<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TKey, TValue> add_value_factory, Action<TKey, TValue> update_value) {
-         if (!dictionary.TryGetValue(key, out TValue value))
-            dictionary.Add(key, add_value_factory(key));
-         else update_value(key, value);
-      }
-
-      public static void AddOrUpdate<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TKey, TValue> add_value_factory, Func<TKey, TValue, TValue> update_value) {
-         if (!dictionary.TryGetValue(key, out TValue value))
-            dictionary.Add(key, add_value_factory(key));
-         dictionary[key] = update_value(key, value);
-      }
-
-      public static TValue GetOrAdd<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TKey, TValue> add_value_factory) {
-         if (!dictionary.TryGetValue(key, out TValue value))
-            dictionary.Add(key, value = add_value_factory(key));
-         return value;
-      }
-
-      public static void SetValue<K, VK, V, VKD>(this IDictionary<K, VKD> target, K k1, VK k2, V value) where VKD : IDictionary<VK, V> {
-         if (!target.TryGetValue(k1, out VKD d))
-            target.Add(k1, d = Activator.CreateInstance<VKD>());
-         d[k2] = value;
-      }
-
-      public static IReadOnlyDictionary<TKey, (TValue1, TValue2)> Join<TKey, TValue1, TValue2>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target) =>
-         Join(dictionary, merge_target, (v1, v2) => (v1, v2));
-
-      public static IReadOnlyDictionary<TKey, TResult> Join<TKey, TValue1, TValue2, TResult>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target, Func<TValue1, TValue2, TResult> select) {
-         var iks = dictionary.Keys.Intersect(merge_target.Keys);
-         return new ReadOnlyDictionary<TKey, TResult>(iks.ToDictionary(k => k, k => select(dictionary[k], merge_target[k])));
-      }
-
-      public static IReadOnlyDictionary<TKey, TResult> LeftJoin<TKey, TValue1, TValue2, TResult>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target,
-         Func<TValue1, TValue2, TResult> select, Func<TValue1, TResult> select_left_only) =>
-         dictionary.ToDictionary(kv => kv.Key, kv => {
-            if (merge_target.TryGetValue(kv.Key, out TValue2 v2))
-               return select(kv.Value, v2);
-            else
-               return select_left_only(kv.Value);
-         });
-
-      public static IReadOnlyDictionary<TKey, (TValue1, TValue2)> SuperJoin<TKey, TValue1, TValue2>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target) {
-         var eks1 = dictionary.Keys.Except(merge_target.Keys);
-         var eks2 = merge_target.Keys.Except(dictionary.Keys);
-         var iks = dictionary.Keys.Intersect(merge_target.Keys);
-         return new ReadOnlyDictionary<TKey, (TValue1, TValue2)>(eks1
-            .Select(k => (k, dictionary[k], default(TValue2)))
-            .Concat(eks2.Select(k => (k, default(TValue1), merge_target[k])))
-            .Concat(iks.Select(k => (k, dictionary[k], merge_target[k])))
-            .ToDictionary(vals => vals.k, vals => (vals.Item2, vals.Item3))
-         );
-      }
-
-      /// <summary>
-      /// If TryGetValue succeeds, result will be set with the corresponding value, and the key will be removed (returns true).
-      /// Otherwise, result is set to default, and nothing is removed (returns false).
-      /// </summary>
-      /// <typeparam name="TKey"></typeparam>
-      /// <typeparam name="TValue"></typeparam>
-      /// <param name="dictionary"></param>
-      /// <param name="key"></param>
-      /// <param name="result"></param>
-      /// <returns></returns>
-      public static bool TryPopValue<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, out TValue result) {
-         if (dictionary.TryGetValue(key, out result)) {
-            dictionary.Remove(key);
-            return true;
-         } else return false;
-      }
-   }
-
   public static class ListExtensions
   {
      #region InserSorted
@@ -29,6 +29,12 @@ namespace mbts.utils {
      public static IComparer<TOutter> wrap<TInner, TOutter>(this IComparer<TInner> inner_comparer, Func<TOutter, TInner> selector) =>
         Comparer<TOutter>.Create((a, b) => inner_comparer.Compare(a == null ? default : selector(a), b == null ? default : selector(b)));

+      public static IComparer<T?> to_nullable<T>(this IComparer<T> comparer) where T : struct =>
+         Comparer<T?>.Create(nullable_comparison<T>(comparer.Compare));
+
+      public static IComparer<T> reverse<T>(this IComparer<T> comparer) =>
+         Comparer<T>.Create((a, b) => comparer.Compare(b, a));
+
      class NonGenericComparerWrapper<T> : IComparer {
         readonly IComparer<T> _comparer;

@@ -0,0 +1,44 @@
+using System;
+using System.Collections.Generic;
+
+namespace mbts.utils {
+   class ComparerBuilder<T> {
+      public readonly List<IComparer<T>> _comparers_list;
+
+      public ComparerBuilder() =>
+         _comparers_list = new List<IComparer<T>>(2); 
+
+      public ComparerBuilder(IEnumerable<IComparer<T>> comparers) =>
+         _comparers_list = new List<IComparer<T>>(comparers);
+
+      public void add(IComparer<T> comparer) =>
+         _comparers_list.Add(comparer);
+
+      public void add<TValue>(Func<T, TValue> get) =>
+         add(get, Comparer<TValue>.Default);
+
+      public void add<TValue>(Func<T, TValue> get, IComparer<TValue> comparer) =>
+         add(CompareUtils.wrap(comparer, get));
+
+      public void clear() =>
+         _comparers_list.Clear();
+
+      public IComparer<T> to_comparer() => new _Comparer(_comparers_list.ToArray());
+
+      class _Comparer : IComparer<T> {
+         readonly IComparer<T>[] _comparers;
+
+         public _Comparer(IComparer<T>[] comparers) =>
+            _comparers = comparers;
+
+         public int Compare(T x, T y) {
+            foreach (var comp in _comparers) {
+               int result = comp.Compare(x, y);
+               if (result != 0)
+                  return result;
+            }
+            return 0;
+         }
+      }
+   }
+}
@@ -18,6 +18,13 @@ namespace mbts.utils {
      IEnumerable<T> removed { get; }
   }

+   interface IIncrementalTableUpdateTransform<T, TKey> where TKey : IEquatable<TKey> {
+      IEnumerable<T> added { get; }
+      IEnumerable<T> removed { get; }
+      IEnumerable<Change<T>> changes { get; }
+      IEnumerable<T> changed { get; }
+   }
+
   class IncrementalUpdate<T, TKey> : IIncrementalUpdate<T, TKey> where TKey : IEquatable<TKey> {
      public IncrementalUpdate()
         : this(new Dictionary<TKey, T>(0), new Dictionary<TKey, T>(0)) { }
@@ -76,6 +83,51 @@ namespace mbts.utils {
         new TableUpdateTransform<T, TKey>(_state, _state.Values.ToList(), new T[0]);
   }

+   class IncrementalTableUpdateTranform<T, TKey> : IIncrementalTableUpdateTransform<T, TKey> where TKey : IEquatable<TKey> {
+      public static IncrementalTableUpdateTranform<T, TKey> init(IEnumerable<T> initial_values) =>
+         new IncrementalTableUpdateTranform<T, TKey>(initial_values, Enumerable.Empty<T>(), Enumerable.Empty<Change<T>>());
+
+      public static IncrementalTableUpdateTranform<T, TKey> from_incremental_update(IIncrementalUpdate<T, TKey> source) {
+         // copy the smaller dictionary (removed vs added)
+         if (source.removed.Count < source.added.Count) {
+            var changes_list = new List<Change<T>>();
+            var removed_copy = source.removed.ToDictionary();
+            var added_list = new List<T>();
+            foreach (var kv in source.added) {
+               if (removed_copy.TryPopValue(kv.Key, out T oldval)) {
+                  changes_list.Add(new Change<T>(oldval, kv.Value));
+               } else {
+                  added_list.Add(kv.Value);
+               }
+            }
+            return new IncrementalTableUpdateTranform<T, TKey>(added_list, removed_copy.Values, changes_list);
+         } else {
+            var changes_list = new List<Change<T>>();
+            var added_copy = source.added.ToDictionary();
+            var removed_list = new List<T>();
+            foreach (var kv in source.removed) {
+               if (added_copy.TryPopValue(kv.Key, out T newval)) {
+                  changes_list.Add(new Change<T>(kv.Value, newval));
+               } else {
+                  removed_list.Add(kv.Value);
+               }
+            }
+            return new IncrementalTableUpdateTranform<T, TKey>(added_copy.Values, removed_list, changes_list);
+         }
+      }
+
+      IncrementalTableUpdateTranform(IEnumerable<T> added, IEnumerable<T> removed, IEnumerable<Change<T>> changes) {
+         this.added = added;
+         this.removed = removed;
+         this.changes = changes;
+      }
+
+      public IEnumerable<T> added { get; }
+      public IEnumerable<T> removed { get; }
+      public IEnumerable<Change<T>> changes { get; }
+      public IEnumerable<T> changed => changes.Select(ch => ch.New);
+   }
+
   [Browsable(false)]
   [EditorBrowsable(EditorBrowsableState.Never)]
   static class TableUpdateTransformExtensions {
@@ -135,6 +187,12 @@ namespace mbts.utils {
         .Select(u => new IncrementalUpdate<T, TKey>(u.added.Where(kv => predicate(kv.Value)).ToDictionary(), u.removed.Where(kv => predicate(kv.Value)).ToDictionary()))
         .Where(u => u.added.Count > 0 || u.removed.Count > 0);

+      public static IIncrementalTableUpdateTransform<T, TKey> as_table<T, TKey>(this IIncrementalUpdate<T, TKey> update) where TKey : IEquatable<TKey> =>
+         IncrementalTableUpdateTranform<T, TKey>.from_incremental_update(update);
+
+      public static IEnumerable<T> changed<T, TKey>(this IIncrementalTableUpdateTransform<T, TKey> update) where TKey : IEquatable<TKey> =>
+         update.changes.Select(ch => ch.New);
+
      class FilteredTableUpdateTransform<T, TKey> : ITableUpdateTransform<T, TKey> where TKey : IEquatable<TKey> {
         internal FilteredTableUpdateTransform(ITableUpdateTransform<T, TKey> source, Func<T, bool> predicate) {
            state = source.state;
@@ -247,6 +305,6 @@ namespace mbts.utils {
               state_clone.Add(kv.Key, kv.Value);
            return new PivotTableUpdateTransform<T, TKey, TResult, TResultKey>(state_clone, added.Values.ToList(), removed.Values.ToList(), _key_map, _selector, _result_key, _key);
         }
-      }
+      } 
   }
 }
@@ -1,4 +1,5 @@
 using System;
+using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Documents;
@@ -9,7 +10,7 @@ namespace mbts.ui.controls.adorners {
   public class DragRectAdorner : Adorner, IDisposable {
      Brush _fill = DIYGrid.DefaultSelectionHighlight;
      Pen _stroke = DIYGrid.DefaultSelectionStroke;
-      readonly ScrollViewer _scroll_viewer;
+      readonly ScrollViewerTuple _scroll_viewer_tup;
      readonly double _drift_multiplier;
      Point? _drag_start;
      double _x_drift, _y_drift;
@@ -47,21 +48,22 @@ namespace mbts.ui.controls.adorners {
      /// <param name="scroll_viewer">The element's ScrollViewer.</param>
      /// <param name="drift_multiplier">The number of pixels per scroll unit.</param>
      public DragRectAdorner(FrameworkElement adorned_element, ScrollViewer scroll_viewer = null, double drift_multiplier = 1) : base(adorned_element) {
-         _scroll_viewer = scroll_viewer;
         _drift_multiplier = drift_multiplier;
         AdornedElement.PreviewMouseDown += _on_preview_mouse_down;
         AdornedElement.PreviewMouseMove += _on_preview_mouse_move;
         AdornedElement.PreviewMouseUp += _on_preview_mouse_up;
-         if (_scroll_viewer != null)
-            _scroll_viewer.ScrollChanged += _scroll_viewer_ScrollChanged;
+         if (scroll_viewer != null) {
+            _scroll_viewer_tup = new ScrollViewerTuple(scroll_viewer);
+            _scroll_viewer_tup.scroll_viewer.ScrollChanged += _scroll_viewer_ScrollChanged;
+         }
      }

      public void Dispose() {
         AdornedElement.PreviewMouseDown -= _on_preview_mouse_down;
         AdornedElement.PreviewMouseMove -= _on_preview_mouse_move;
         AdornedElement.PreviewMouseUp -= _on_preview_mouse_up;
-         if (_scroll_viewer != null)
-            _scroll_viewer.ScrollChanged -= _scroll_viewer_ScrollChanged;
+         if (_scroll_viewer_tup != null)
+            _scroll_viewer_tup.scroll_viewer.ScrollChanged -= _scroll_viewer_ScrollChanged;
      }

      protected override void OnRender(DrawingContext drawingContext) {
@@ -82,8 +84,10 @@ namespace mbts.ui.controls.adorners {
         _y_drift = 0;
      }

-      void _on_preview_mouse_down(object sender, MouseButtonEventArgs e) =>
-         _drag_start = e.GetPosition(this);
+      void _on_preview_mouse_down(object sender, MouseButtonEventArgs e) {
+         if (_scroll_viewer_tup == null || (_scroll_viewer_tup.presenter != null && _scroll_viewer_tup.presenter.IsMouseOver))
+            _drag_start = e.GetPosition(this);
+      }

      void _on_preview_mouse_move(object sender, MouseEventArgs e) {
         if (_drag_start.HasValue) {
@@ -105,5 +109,15 @@ namespace mbts.ui.controls.adorners {
            InvalidateVisual();
         }
      }
+
+      class ScrollViewerTuple {
+         public readonly ScrollViewer scroll_viewer;
+         ScrollContentPresenter _presenter;
+
+         public ScrollViewerTuple(ScrollViewer scroll_viewer) =>
+            this.scroll_viewer = scroll_viewer;
+
+         public ScrollContentPresenter presenter => _presenter ?? (_presenter = scroll_viewer.descendants_of_type<ScrollContentPresenter>().FirstOrDefault());
+      }
   }
 }
@@ -20,6 +20,10 @@ using System.Windows.Input;
 using System.Windows.Media;

 namespace mbts.ui.controls {
+   interface IHandleGridSorting {
+      void on_sorting(object sender, DIYGridSortingEventArgs e);
+   }
+
   class DIYGridColumnCollection : ObservableCollection<DIYGrid.ColumnBase> { }
   class DIYGridSortingEventArgs : EventArgs {
      public DIYGridSortingEventArgs(DIYGrid.ColumnBase column) => Column = column;
@@ -159,7 +163,7 @@ namespace mbts.ui.controls {
      public static readonly SolidColorBrush DefaultSelectionHighlight = new SolidColorBrush(Colors.MediumSlateBlue) { Opacity = 0.4 };
      public static readonly Pen DefaultSelectionStroke = new Pen(Brushes.MediumSlateBlue, 1);
      readonly NotifyCollectionChangedEventHandler _sort_descriptions_collection_changed_cb;
-      IDisposable _selection_handler;
+      DataContextHooks _data_context_hooks;

      public static readonly DependencyProperty SelectionHighlightProperty =
         WPFHelper.create_dp<SolidColorBrush, DIYGrid>(
@@ -241,7 +245,8 @@ namespace mbts.ui.controls {
         }));
         Resources[InactiveSelectionHighlightKey] = new SolidColorBrush(SelectionHighlight.Color) { Opacity = 0.2 };
         Resources[ActiveSelectionHighlightKey] = SelectionHighlight;
-         DataContextChanged += (s, e) => _try_connect_selection_handler();
+         _data_context_hooks = new DataContextHooks(this, DataContext);
+         DataContextChanged += OnDataContextChanged;
      }

      public event DIYGridSortingEventHandler Sorting;
@@ -306,15 +311,8 @@ namespace mbts.ui.controls {
      // Private Methods
      #region Private Methods

-      void _try_connect_selection_handler() {
-         Disposable.dispose(ref _selection_handler);
-         if (_row_presenter != null && DataContext is IHandleRowSelection hrs) {
-            _row_presenter.SelectionChanged += on_selection_changed;
-            _selection_handler = Disposable.Create(() => _row_presenter.SelectionChanged -= on_selection_changed);
-            void on_selection_changed(object sender, SelectionChangedEventArgs e) =>
-               hrs.row_selection_changed(e);
-         }
-      }
+      void OnDataContextChanged(object sender, DependencyPropertyChangedEventArgs e) =>
+         Disposable.replace(ref _data_context_hooks, new DataContextHooks(this, e.NewValue));

      #region Column Handling
      private void invalidate_column_layout(object sender = null, EventArgs args = null) {
@@ -789,7 +787,7 @@ namespace mbts.ui.controls {

         _scroll_horizontal.ValueChanged += on_horizontal_scroll;
         _superheader_container = GetTemplateChild("_super_headers") as Panel;
-         _try_connect_selection_handler();
+         Disposable.replace(ref _data_context_hooks, new DataContextHooks(this, DataContext));
         update_superheaders();

          // TODO: All edit controls go in a canvas - edit api is called with an edit type.
@@ -908,6 +906,31 @@ namespace mbts.ui.controls {
      }

      #endregion
+
+      class DataContextHooks : IDisposable {
+         List<IDisposable> _hooks = new List<IDisposable>(3);
+
+         // this constructor provides a way to avoid repetative dp lookups ala owner.DataContext
+         public DataContextHooks(DIYGrid owner, object data_context)
+            : this(owner, data_context as IHandleRowSelection, data_context as IHandleGridSorting, data_context as IWillLetYouKnowWhenIDispose) { }
+
+         public DataContextHooks(DIYGrid owner, IHandleRowSelection selection_handler, IHandleGridSorting sorting_handler, IWillLetYouKnowWhenIDispose dispose_broadcaster) {
+            if (selection_handler != null && owner._row_presenter is ListBox rp) {
+               rp.SelectionChanged += on_selection_changed;
+               _hooks.Add(Disposable.Create(() => rp.SelectionChanged -= on_selection_changed));
+               void on_selection_changed(object sender, SelectionChangedEventArgs e) => selection_handler.row_selection_changed(e);
+            }
+            if (sorting_handler != null) {
+               owner.Sorting += sorting_handler.on_sorting;
+               _hooks.Add(Disposable.Create(() => owner.Sorting -= sorting_handler.on_sorting));
+            }
+            if (dispose_broadcaster != null)
+               _hooks.Add(dispose_broadcaster.SubscribeDisposed(this));
+         }
+
+         public void Dispose() =>
+            Disposable.dispose(_hooks);
+      }
   }

   static class DIYGridExtensions {
@@ -18,13 +18,13 @@ namespace mbts.ui.controls {
      public interface IRowVM {
         event Action invalidated;
         void raise_invalidated();
-         ObservableCollection<RowAnimation> row_animations { get; }
-         IReadOnlyList<IGridCellStore> cell_stores { get; }
      }

-      public interface IRowVM<TRowData> : IRowVM {
-         event Action<(TRowData old_val, TRowData new_val)> updated;
+      public interface IAnimatableRowVM<TRowData> : IRowVM {
+         ObservableCollection<RowAnimation> row_animations { get; }
+         IReadOnlyList<IGridCellStore> cell_stores { get; }
         TRowData current_data { get; }
+         event Action<(TRowData old_val, TRowData new_val)> updated;
      }

      public interface IActionableRowVM {
@@ -5,7 +5,7 @@ using System.Collections.Generic;
 using System.Threading.Tasks;

 namespace mbts.ui {
-   class PredicateAnimator<TRow, TRowData> where TRow : DIYGrid.IRowVM<TRowData> {
+   class PredicateAnimator<TRow, TRowData> where TRow : DIYGrid.IAnimatableRowVM<TRowData> {
      readonly TRow _row;
      SetMap<IPredicate<TRowData>, AnimationDefinitionWrapper<TRow>> _predicate_animation_map = new SetMap<IPredicate<TRowData>, AnimationDefinitionWrapper<TRow>>();
      HashSet<IPredicate<TRowData>> _active_predicates = new HashSet<IPredicate<TRowData>>();
@@ -28,7 +28,7 @@ namespace mbts.ui.controls {
         new AnonymousValueConverter(obj =>
            obj is SoundNotification.SystemSound s ?
               EnumHelper.get_attribute<SoundNotification.SystemSound, LicenseAttribute>(s)?.link : null);
- 
+
      public static readonly DependencyProperty BusProperty =
         WPFHelper.create_dp<IBus, SoundAnimationView>(nameof(Bus));

@@ -38,7 +38,11 @@ namespace mbts.ui.controls {
      }

      public static ICommand PreviewSoundCommand =>
-         new DelegateCommand<SoundNotification.SystemSound>(s => NAudioPlayer.create(s).play());
+         new DelegateCommand<SoundNotification.SystemSound>(s =>  {
+            try {
+               NAudioPlayer.create(s).play();
+            } catch (NAudio.MmException) { }
+         });

      #region SoundTypes
      public static readonly DependencyProperty SoundTypesProperty =
@@ -1,4 +1,4 @@
-using bts;
+using bts;
 using bts.api;
 using bts.shell;
 using mbts.collections;
@@ -11,7 +11,6 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.ComponentModel;
 using System.Linq;
 using System.Windows;
 using System.Windows.Media;
@@ -19,20 +18,16 @@ using static mbts.ui.controls.DIYGrid;

 namespace mbts.ui {
   class GridSettingsManager<TRow, TRowData, TPredicateBuilderArg, TPredicateBuilder, TSettingsData> : ViewModelBase, IValueFactory<TSettingsData>, IObserver<TSettingsData>, IDisposable
-      where TRow : IRowVM<TRowData>
+      where TRow : IRowVM
      where TPredicateBuilder : IPredicateBuilder<TRowData, TPredicateBuilderArg>, new()
      where TSettingsData : class, IGridSettingsWithNotifications<TRowData, TPredicateBuilder> {
      //
-      public readonly ObservableCollection<string> live_sorting_props;
-
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
      readonly INotificationService _notification_service;
-      readonly List<IDisposable> _resources, _notification_subs  = new List<IDisposable>();
-      readonly ObservableCollection<TRow> _rows;
-      readonly ICollectionView _rows_view;
+      readonly List<IDisposable> _resources, _notification_subs = new List<IDisposable>();
      readonly ObservableCollection<ColumnBase> _columns;
-      //readonly ObservableAutoWrapper<PredicateAnimator<TRow, TRowData>, TRow> _animators;
+      readonly ObservableCollection<TRow> _rows;
      readonly Property<GridSettings> _grid_settings;
      readonly DelegateProperty<FontFamily> _font_family;
      readonly DelegateProperty<FontWeight> _font_weight;
@@ -47,8 +42,9 @@ namespace mbts.ui {
      IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>> _predicate_animations_data;

      public GridSettingsManager(
-         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel orders_model, ObservableCollection<TRow> rows,
-         ICollectionView rows_view, ObservableCollection<ColumnBase> columns, Func<IPropertyWrapperVM<TPredicateBuilder>> create_predicate_vm,
+         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel orders_model,
+         ObservableCollection<TRow> rows, ObservableCollection<ColumnBase> columns,
+         Func<IPropertyWrapperVM<TPredicateBuilder>> create_predicate_vm,
         Func<string, IPropertyWrapperVM<TPredicateBuilder>> create_column_predicate_vm,
         Func<GridSettings, IEnumerable<IPredicateAnimationsData<TRowData, TPredicateBuilder>>, TSettingsData> create_settings_obj,
         TPredicateBuilderArg arg, IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags = null) {
@@ -57,7 +53,6 @@ namespace mbts.ui {
         _notification_service = notification_service;
         _orders_model = orders_model;
         _rows = rows;
-         _rows_view = rows_view;
         _columns = columns;
         _create_predicate_vm = create_predicate_vm;
         _create_column_predicate_vm = create_column_predicate_vm;
@@ -70,18 +65,10 @@ namespace mbts.ui {
         _font_size = backing(nameof(font_size), () => grid_settings.font_size, nameof(font_size));
         _font_color = backing(nameof(font_color), () => grid_settings.font_color.rgb_solid_brush().frozen(), nameof(grid_settings));
         _selection_highlight = backing(nameof(selection_highlight), () => grid_settings.selection_highlight.to_brush().frozen(), nameof(grid_settings));
-         //_animators = new ObservableAutoWrapper<PredicateAnimator<TRow, TRowData>, TRow>(_rows = rows, create_animator);
         _resources = new List<IDisposable> {
-            ObservableAutoWrapper.connect<SortDescriptionCollection, SortDescription, string>(
-               rows_view.SortDescriptions, live_sorting_props = ((ICollectionViewLiveShaping)rows_view).LiveSortingProperties, sd => sd.PropertyName),
            (launch_settings_editor = new DialogCommand(create_settings_view))
         };
-         //
-         //PredicateAnimator<TRow, TRowData> create_animator(TRow r) {
-         //   var pa = new PredicateAnimator<TRow, TRowData>(r);
-         //   pa.set_predicate_animations(_animation_defs);
-         //   return pa;
-         //}
+         // local methods
         Window create_settings_view() {
            var vm = new GridSettingsVM<TRowData, TPredicateBuilder, TSettingsData>(owner_title, _bus, _orders_model, create_predicate_vm, create_column_predicate_vm, _create_settings_obj);
            // need to refresh before launching the settings-view bc users can chanve some grid-column-settings properties directly from the grid (e.g. width, is_collapsed, etc.)
@@ -94,12 +81,7 @@ namespace mbts.ui {
               }
            }
            var window = new GridSettingsDialog { DataContext = vm };
-            vm.committed += () => {
-               TSettingsData sd = vm.get_result();
-               // IMPORTANT: don't overwrite current sorting
-               sd = _create_settings_obj(sd.general.with(sorting_criterion: rows_view.get_sorting_criteria(columns)), sd.predicate_animations);
-               load_from(sd);
-            };
+            vm.committed += () => load_from(vm.get_result());
            vm.RequestClose += (s, e) => WindowUtilities.force_close(window);
            return window;
         }
@@ -125,13 +107,12 @@ namespace mbts.ui {
      }

      public TSettingsData create() {
-         // IMPORTANT: don't overwrite current sorting
         _grid_settings.set(grid_settings.with(_columns.Select(c => {
            var col_settings = c.create();
            if (_column_flags.TryGetValue(c.id, out ImmutableColumnSettingStore store))
               col_settings = store.apply(col_settings);
            return col_settings;
-         }), _rows_view.get_sorting_criteria(_columns)));
+         })));
         return _create_settings_obj(grid_settings, _predicate_animations_data);
      }

@@ -143,11 +124,6 @@ namespace mbts.ui {
         _grid_settings.set(grid);
         foreach (ColumnBase col in _columns)
            col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight);
-         if (reset_immutables) {
-#pragma warning disable CS0612 // Type or member is obsolete
-            _rows_view.set_sort_descriptions(grid.sorting_criterion, _columns);
-#pragma warning restore CS0612 // Type or member is obsolete
-         }
         _predicate_animations_data = value.predicate_animations;
         _animation_defs.clear();
         foreach (var pa in _predicate_animations_data) {
@@ -158,13 +134,7 @@ namespace mbts.ui {
            if (pa.predicate_builder is INotificationPredicateBuilder<TRowData, TPredicateBuilderArg> tpb && tpb.is_toast_enabled) {
               _notification_subs.Add(_notification_service.link(tpb.create_notification_predicate(_arg)));
            }
-            if (pa.row_animations.Count > 0 || pa.cell_animations.Count > 0) {
-               _animation_defs.add(pa.predicate_builder.create_predicate(_arg), PredicateAnimations.flat_definitions<TRow, TRowData>(pa.row_animations, pa.cell_animations, lookup_column));
-            }
         }
-         //foreach (var a in _animators) {
-         //   a.set_predicate_animations(_animation_defs);
-         //}
         // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings
         // don't add insult to injury by crashing **
         if (grid_settings.columns != null && _columns != null) {
@@ -186,12 +156,11 @@ namespace mbts.ui {
               if (col_settings_id_map.TryGetValue(id_key(col.id), out GridColumnSettings cs))
                  col.load_from(cs);
            }
+            // invalidate all the rows to draw them again to reflect the latest settings
+            foreach (var r in _rows) r.raise_invalidated();
            //
            string id_key(string id) => id.ToLower();
         }
-         //
-         IGridColumn<TRow> lookup_column(string col_id) =>
-            _columns.OfType<IGridColumn<TRow>>().FirstOrDefault(c => string.Equals(col_id, c.id, StringComparison.CurrentCultureIgnoreCase));
      }

      void IObserver<TSettingsData>.OnNext(TSettingsData sd) {
@@ -215,4 +184,4 @@ namespace mbts.ui {
      void IObserver<TSettingsData>.OnError(Exception error) { }
      void IObserver<TSettingsData>.OnCompleted() { }
   }
-}
+}
@@ -1,4 +1,5 @@
-using ProtoBuf;
+using bts.utils;
+using ProtoBuf;
 using System;

 namespace mbts.spark.filters {
@@ -8,7 +9,7 @@ namespace mbts.spark.filters {
   }

   [ProtoContract]
-   class DoubleStatus : INullableStructProto<double> {
+   class DoubleStatus : INullableStructProto<double>, IEquatable<DoubleStatus> {
      [ProtoMember(1)]
      bool _active;
      [ProtoMember(2)]
@@ -19,10 +20,19 @@ namespace mbts.spark.filters {
         get => _active ? new double?(_value) : new double?();
         set { if (_active = value.HasValue && !double.IsNaN(value.Value)) _value = value.Value; }
      }
+
+      public bool Equals(DoubleStatus other) =>
+         other != null &&
+         _active == other._active &&
+         _value == other._value;
+
+      public override bool Equals(object obj) => Equals(obj as DoubleStatus);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(_active.GetHashCode(), _value.GetHashCode());
+      public override string ToString() => _active ? _value.ToString() : $"({_value})";
   }

   [ProtoContract]
-   class DoubleMinMaxState : IMinMaxState<double> {
+   class DoubleMinMaxState : IMinMaxState<double>, IEquatable<DoubleMinMaxState> {
      [ProtoMember(1)]
      readonly DoubleStatus _minimum;
      [ProtoMember(2)]
@@ -35,5 +45,13 @@ namespace mbts.spark.filters {

      public INullableStructProto<double> minimum => _minimum;
      public INullableStructProto<double> maximum => _maximum;
+
+      public bool Equals(DoubleMinMaxState other) =>
+         other != null &&
+         _minimum.safe_equals(other._minimum) &&
+         _maximum.safe_equals(other._maximum);
+      public override bool Equals(object obj) => Equals(obj as DoubleMinMaxState);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(_minimum?.GetHashCode() ?? 0, _maximum?.GetHashCode() ?? 0);
+      public override string ToString() => $"Min:{_minimum}, Max:{_maximum}";
   }
 }
@@ -1,4 +1,5 @@
-using ProtoBuf;
+using bts.utils;
+using ProtoBuf;
 using System;

 namespace mbts.spark.filters {
@@ -8,7 +9,7 @@ namespace mbts.spark.filters {
   }

   [ProtoContract]
-   class UIntStatus : INullableStructProto<uint> {
+   class UIntStatus : INullableStructProto<uint>, IEquatable<UIntStatus> {
      [ProtoMember(1)]
      bool _active;
      [ProtoMember(2)]
@@ -19,10 +20,19 @@ namespace mbts.spark.filters {
         get => _active ? new uint?(_value) : new uint?();
         set { if (_active = value.HasValue) _value = value.Value; }
      }
+
+      public bool Equals(UIntStatus other) =>
+         other != null &&
+         _active == other._active &&
+         _value == other._value;
+
+      public override bool Equals(object obj) => Equals(obj as UIntStatus);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(_active.GetHashCode(), _value.GetHashCode());
+      public override string ToString() => _active ? _value.ToString() : $"({_value})";
   }

   [ProtoContract]
-   class UIntMinMaxState : IMinMaxState<uint> {
+   class UIntMinMaxState : IMinMaxState<uint>, IEquatable<UIntMinMaxState> {
      [ProtoMember(1)]
      readonly UIntStatus _minimum;
      [ProtoMember(2)]
@@ -35,5 +45,13 @@ namespace mbts.spark.filters {

      public INullableStructProto<uint> minimum => _minimum;
      public INullableStructProto<uint> maximum => _maximum;
+
+      public bool Equals(UIntMinMaxState other) =>
+         other != null &&
+         _minimum.safe_equals(other._minimum) &&
+         _maximum.safe_equals(other._maximum);
+      public override bool Equals(object obj) => Equals(obj as UIntMinMaxState);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(_minimum?.GetHashCode() ?? 0, _maximum?.GetHashCode() ?? 0);
+      public override string ToString() => $"Min:{_minimum}, Max:{_maximum}";
   }
 }
@@ -268,11 +268,9 @@
                        </Grid.ColumnDefinitions>
                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Join Thresh</TextBlock>
                        <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding join_threshold}"/>
-                        <!-- <TextBlock Grid.Row="3" VerticalAlignment="Center">Tick Offset</TextBlock>
-                        <c:TickUpDownUInt Grid.Row="3" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/> -->
-                        <TextBlock Grid.Row="5">Child</TextBlock>
+                        <TextBlock Grid.Row="3">Child</TextBlock>
                        <uag:OrderDetailsPopupControl
-                          Grid.Row="5" Grid.Column="2"
+                          Grid.Row="3" Grid.Column="2"
                          IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
                          ItemsSource="{Binding child_order_types}"
                          SelectedItem="{Binding child_order}"
@@ -299,8 +297,6 @@
                        </Grid.ColumnDefinitions>
                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Top Thresh</TextBlock>
                        <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding top_threshold}"/>
-                        <!-- <TextBlock Grid.Row="9" VerticalAlignment="Center">Watch Levels</TextBlock>
-                        <c:TickUpDownUInt Grid.Row="9" Grid.Column="2" Value="{Binding watch_level_tick_offset}"/> -->
                        <TextBlock Grid.Row="3">Child</TextBlock>
                        <uag:OrderDetailsPopupControl
                          Grid.Row="3" Grid.Column="2"
@@ -351,6 +347,37 @@
                      </Grid>
                    </DataTemplate>
                  </usp:OrderModificationTemplateSelector.CoverOrderTemplate>
+                  <usp:OrderModificationTemplateSelector.OffsetOrderTemplate>
+                    <DataTemplate>
+                      <Grid>
+                        <Grid.RowDefinitions>
+                          <RowDefinition/>
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />
+                          <RowDefinition/>
+                        </Grid.RowDefinitions>
+                        <Grid.ColumnDefinitions>
+                          <ColumnDefinition Width="Auto"/>
+                          <ColumnDefinition Width="12"/>
+                          <ColumnDefinition/>
+                        </Grid.ColumnDefinitions>
+                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Tick Offset</TextBlock>
+                        <c:TickUpDownUInt Grid.Row="1" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
+                        <TextBlock Grid.Row="3">Child</TextBlock>
+                        <uag:OrderDetailsPopupControl
+                          Grid.Row="3" Grid.Column="2"
+                          IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
+                          ItemsSource="{Binding child_order_types}"
+                          SelectedItem="{Binding child_order}"
+                          HasEditableProperties="{Binding child_order.has_editable_properties, FallbackValue=False}"
+                        />
+                      </Grid>
+                    </DataTemplate>
+                  </usp:OrderModificationTemplateSelector.OffsetOrderTemplate>                  
                  <usp:OrderModificationTemplateSelector.TriggerOrderTemplate>
                    <DataTemplate>
                      <Grid Grid.IsSharedSizeScope="True">
@@ -595,19 +622,88 @@
                          <ColumnDefinition/>
                        </Grid.ColumnDefinitions>
                        <ItemsControl Grid.Row = "1" ItemsSource="{Binding parameters}"  Grid.ColumnSpan="3">
-                          <ItemsControl.ItemTemplate>
-                            <DataTemplate>
-                              <Grid>
-                                <Grid.ColumnDefinitions>
-                                  <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                                  <ColumnDefinition Width="12"/>
-                                  <ColumnDefinition/>
-                                </Grid.ColumnDefinitions>
-                                <TextBlock Text="{Binding name}"/>
-                                <TextBox HorizontalAlignment="Stretch" Grid.Column="2" Text="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
-                              </Grid>
-                            </DataTemplate>
-                          </ItemsControl.ItemTemplate>
+                            <ItemsControl.ItemTemplateSelector>
+                              <usp:DynamicOrderParamTemplateSelector>
+                                <usp:DynamicOrderParamTemplateSelector.BoolTemplate>
+                                  <DataTemplate>
+                                    <Grid>
+                                    <Grid.ColumnDefinitions>
+                                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                                       <ColumnDefinition Width="12"/>
+                                       <ColumnDefinition/>
+                                    </Grid.ColumnDefinitions>
+                                    <TextBlock Text="{Binding descriptor.ParamName}"/>
+                                    <CheckBox HorizontalAlignment="Stretch" Grid.Column="2" IsChecked="{Binding param.AsBool, UpdateSourceTrigger=PropertyChanged}" />
+                                    </Grid>                                  
+                                  </DataTemplate>                                      
+                                </usp:DynamicOrderParamTemplateSelector.BoolTemplate>
+                                <usp:DynamicOrderParamTemplateSelector.DoubleTemplate>
+                                  <DataTemplate>
+                                    <Grid>
+                                    <Grid.ColumnDefinitions>
+                                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                                       <ColumnDefinition Width="12"/>
+                                       <ColumnDefinition/>
+                                    </Grid.ColumnDefinitions>
+                                    <TextBlock Text="{Binding descriptor.ParamName}"/>
+                                    <c:TickUpDownDouble Grid.Column="2" Value="{Binding param.AsDouble, UpdateSourceTrigger=PropertyChanged}"/>
+                                    </Grid>                                  
+                                  </DataTemplate>    
+                                </usp:DynamicOrderParamTemplateSelector.DoubleTemplate>                                
+                                <usp:DynamicOrderParamTemplateSelector.IntTemplate>
+                                  <DataTemplate>
+                                    <Grid>
+                                    <Grid.ColumnDefinitions>
+                                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                                       <ColumnDefinition Width="12"/>
+                                       <ColumnDefinition/>
+                                    </Grid.ColumnDefinitions>
+                                    <TextBlock Text="{Binding descriptor.ParamName}"/>
+                                    <c:TickUpDownInt Grid.Column="2" Value="{Binding param.AsInt32, UpdateSourceTrigger=PropertyChanged}"/>
+                                    </Grid>                                  
+                                  </DataTemplate>    
+                                </usp:DynamicOrderParamTemplateSelector.IntTemplate>                                                                
+                                <usp:DynamicOrderParamTemplateSelector.UIntTemplate>
+                                  <DataTemplate>
+                                    <Grid>
+                                    <Grid.ColumnDefinitions>
+                                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                                       <ColumnDefinition Width="12"/>
+                                       <ColumnDefinition/>
+                                    </Grid.ColumnDefinitions>
+                                    <TextBlock Text="{Binding descriptor.ParamName}"/>
+                                    <c:TickUpDownUInt Grid.Column="2" Value="{Binding param.AsUint32, UpdateSourceTrigger=PropertyChanged}"/>
+                                    </Grid>                                  
+                                  </DataTemplate>    
+                                </usp:DynamicOrderParamTemplateSelector.UIntTemplate>                                                                                                
+                                <usp:DynamicOrderParamTemplateSelector.StringTemplate>
+                                  <DataTemplate>
+                                    <Grid>
+                                    <Grid.ColumnDefinitions>
+                                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                                       <ColumnDefinition Width="12"/>
+                                       <ColumnDefinition/>
+                                    </Grid.ColumnDefinitions>
+                                    <TextBlock Text="{Binding descriptor.ParamName}"/>
+                                    <TextBox HorizontalAlignment="Stretch" Grid.Column="2" Text="{Binding param.AsString, UpdateSourceTrigger=PropertyChanged}"/>
+                                    </Grid>                                  
+                                  </DataTemplate>    
+                                </usp:DynamicOrderParamTemplateSelector.StringTemplate> 
+                                <usp:DynamicOrderParamTemplateSelector.EnumTemplate>
+                                  <DataTemplate>
+                                    <Grid>
+                                    <Grid.ColumnDefinitions>
+                                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
+                                       <ColumnDefinition Width="12"/>
+                                       <ColumnDefinition/>
+                                    </Grid.ColumnDefinitions>
+                                    <TextBlock Text="{Binding descriptor.ParamName}"/>
+                                    <ComboBox Grid.Column="2" ItemsSource="{Binding descriptor.ParamType.Enumerated.Element}"  SelectedItem="{Binding param.AsEnumerated.EnumValue}" />
+                                    </Grid>                                  
+                                  </DataTemplate>    
+                                </usp:DynamicOrderParamTemplateSelector.EnumTemplate>                                                                                                                                                                 
+                              </usp:DynamicOrderParamTemplateSelector>
+                            </ItemsControl.ItemTemplateSelector>                          
                        </ItemsControl>
                        <TextBlock Grid.Row="3">Child</TextBlock>
                        <uag:OrderDetailsPopupControl
@@ -63,5 +63,16 @@ namespace mbts.ui
 				});
 			}
 		}
+
+      public static IDisposable SubscribeDisposed(this IWillLetYouKnowWhenIDispose dispose_broadcaster, Action callback) =>
+         dispose_broadcaster.SubscribeDisposed(_ => { callback?.Invoke(); callback = null; });
+
+      public static IDisposable SubscribeDisposed(this IWillLetYouKnowWhenIDispose dispose_broadcaster, IDisposable dispose) =>
+         dispose_broadcaster.SubscribeDisposed(_ => Disposable.dispose(ref dispose));
+
+      public static IDisposable SubscribeDisposed(this IWillLetYouKnowWhenIDispose dispose_broadcaster, Action<bool> callback) {
+         dispose_broadcaster.OnDisposed += callback;
+         return Disposable.Create(() => dispose_broadcaster.OnDisposed -= callback);
+      }
 	}
 }
@@ -25,24 +25,17 @@ namespace mbts.ui.shell
   internal class LoginContainer
   {
      [ImportingConstructor]
-      public LoginContainer(UserService user, [Import("settings")] PersistenceService persist, [Import("autologin", AllowDefault=true)]string auto_login) {
-         if (string.IsNullOrEmpty(auto_login)) {
-            var model = LoginModel.instance;
-            model.provide_services(user, persist);
-            // await_login pumps the dispatcher but doesn't allow control to return to MEF until the username and workspace are available
-            model.await_login();
-            var u = model.get_user();
-            UserName = u.name;
-            UserId = u.id;
-            Workspace = model.get_workspace();
-            model.Dispose();
-         }
-         else {
-            UserName = auto_login;
-            Environment.SetEnvironmentVariable("BTS_USER", UserName);
-            Workspace = string.Empty;
-   			LoginModel.instance.Dispose();
-         }
+      public LoginContainer(UserService user, [Import("settings")] PersistenceService persist) {
+         var model = LoginModel.instance;
+         model.provide_services(user, persist);
+         // await_login pumps the dispatcher but doesn't allow control to return to MEF until the username and workspace are available
+         model.await_login();
+         var u = model.get_user();
+         UserName = u.name;
+         UserId = u.id;
+         Token = u.token;
+         Workspace = model.get_workspace();
+         model.Dispose();
      }

      [Export("username")]
@@ -50,14 +43,22 @@ namespace mbts.ui.shell

      [Export("userid")]
      public uint UserId { get; private set; }
+      [Export]
+      public AuthToken Token { get; private set; }

      [Export("workspace")]
      public string Workspace { get; private set; }
   }

   public struct User {
-      public string name;
-      public UInt32 id;
+      public User(string name, uint id, AuthToken token) {
+         this.name = name;
+         this.id = id;
+         this.token = token;
+      }
+      public readonly string name;
+      public readonly UInt32 id;
+      public readonly AuthToken token;
   }

   public class LoginModel : IDisposable
@@ -117,7 +118,7 @@ namespace mbts.ui.shell
         _enum_workspace = new PreloginWorkspaceEnumerator(persist);
         var response = await _logon.get_users_async(new GetUsersRequest());
         if (response.success) {
-            Users = response.value.Users.Select(x => new User { name = x.Login, id = x.Id }).OrderBy(u => u.name).ToArray();
+            Users = response.value.Users.Select(x => new User(x.Login,x.Id, null)).OrderBy(u => u.name).ToArray();
         }
         else {
            ErrorMessage = "Logon: " + response.error_message;
@@ -137,7 +138,7 @@ namespace mbts.ui.shell
            if (response.success) {
               if (response.value.IsValid) {
                  _workspace = workspace;
-                  set_authenticated_user(new User { name =username, id = response.value.UserId});
+                  set_authenticated_user(new User(username, response.value.UserId, response.value.Token));
                  return (true, "");
               }
               else {
@@ -65,15 +65,13 @@ namespace mbts.ui.shell
      public string TitleOverride {
         get => _title_override;
         set {
-            if (_title_override != value) {
-               if (value == _model.Title) {
-                  _title_override = null;
-               }
-               else {
-                  _title_override = value;
-               }
-               RaisePropertyChanged(nameof(TitleOverride), nameof(Title), nameof(HasCustomTitle));
+            if (value == _model.Title) {
+               _title_override = null;
            }
+            else {
+               _title_override = value;
+            }
+            RaisePropertyChanged(nameof(TitleOverride), nameof(Title), nameof(HasCustomTitle));
            _edit_mode.set(false);
         }
      }
@@ -0,0 +1,34 @@
+<UserControl x:Class="mbts.ui.controls.WorkspaceItemControl"
+             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+             xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+             xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+             xmlns:local="clr-namespace:mbts.ui.controls"
+             xmlns:ui="clr-namespace:mbts.ui"
+             mc:Ignorable="d"
+             ui:StateManager.VisualState="{Binding VisualState}"
+>
+
+  <VisualStateManager.VisualStateGroups>
+    <VisualStateGroup x:Name="CommonStates">
+      <VisualState x:Name="Normal" />
+      <VisualState x:Name="Overridden">
+        <Storyboard>
+          <ColorAnimation Storyboard.TargetName="_main_button"
+                          Storyboard.TargetProperty="Background.Color" 
+                          To="{x:Static ui:BTSColors.success}" 
+                          Duration="0:0:0.2" 
+                          AutoReverse="True" RepeatBehavior="3x" />
+        </Storyboard>
+      </VisualState>
+    </VisualStateGroup>
+  </VisualStateManager.VisualStateGroups>
+
+  <Button x:Name="_main_button" Command="{Binding ActivateCommand}" Style="{DynamicResource DialogListButton}">
+    <Grid>
+      <Image Source="{Binding Icon}" HorizontalAlignment="Left" Height="16" Margin="4" />
+      <TextBlock Text="{Binding Name}" VerticalAlignment="Center" Margin="28,0,0,0" x:Name="text"  />
+      <Button Style="{StaticResource RoundCloseButton}" HorizontalAlignment="Right" VerticalAlignment="Center" Command="{Binding DeleteCommand}" />
+    </Grid>
+  </Button>
+</UserControl>
@@ -0,0 +1,27 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace mbts.ui.controls {
+    /// <summary>
+    /// Interaction logic for WorkspaceItemControl.xaml
+    /// </summary>
+    public partial class WorkspaceItemControl : UserControl
+    {
+        public WorkspaceItemControl()
+        {
+            InitializeComponent();
+        }
+    }
+}
@@ -21,6 +21,10 @@ namespace mbts.ui.shell
      public object Icon {
         get { return Icons.Window; }
      }
+
+      private string _vstate = "Normal";
+      public string VisualState { get { return _vstate; } set { _vstate = value; RaisePropertyChanged("VisualState"); } }
+
      internal WorkspaceDefinition Definition { get; private set; }

      public ICommand ActivateCommand {
@@ -59,13 +59,7 @@
                        <ItemsControl ItemsSource="{Binding Workspaces}" Style="{StaticResource CommonList}">
                            <ItemsControl.ItemTemplate>
                                <DataTemplate>
-                                <Button Command="{Binding ActivateCommand}" Style="{DynamicResource DialogListButton}">
-                                    <Grid>
-                                        <Image Source="{Binding Icon}" HorizontalAlignment="Left" Height="16" Margin="4" />
-                                        <TextBlock Text="{Binding Name}" VerticalAlignment="Center" Margin="28,0,0,0" x:Name="text"  />
-                                        <Button Style="{StaticResource RoundCloseButton}" HorizontalAlignment="Right" VerticalAlignment="Center" Command="{Binding DeleteCommand}" />
-                                    </Grid>
-                                </Button>
+                                  <controls:WorkspaceItemControl />
                                </DataTemplate>
                            </ItemsControl.ItemTemplate>
                        </ItemsControl>
@@ -45,8 +45,13 @@ namespace mbts.ui.shell
               {
                  clear_error("SaveName");
               }
+               var save_candidate_already_exists = Workspaces.Any(x => x.Name == SaveName);
               // Save
               _work_model.save_workspace(SaveName, ispublic: IsPublicWorkspace);
+
+               // if we just overwrote something, have the vm reflect it
+               if (save_candidate_already_exists)
+                  Workspaces.Where(x => x.Name == SaveName).ForEach(x => x.VisualState = "Overridden");
            });
         }
      }
@@ -59,6 +59,12 @@ namespace mbts.spark {
      public static SecurityImmutable? security(this SecurityMD? security_md) =>
         security_md.HasValue ? new SecurityImmutable?(security_md.Value.security) : new SecurityImmutable?();

+      public static Venue exchange(this SecurityMD? security_md) =>
+         security_md.HasValue ? security_md.Value.security.Exchange : Venue.Unset;
+
+      public static string symbol(this SecurityMD? security_md) =>
+         security_md.HasValue ? security_md.Value.security.Symbol : "unknown";
+
      public static async Task<SecurityImmutable> get_security_async(IBus bus, uint security_key) =>
         await bus.subscribe(SparkTags.SecuritiesTag).Where(map => map.ContainsKey(security_key)).Select(map => map[security_key].security).FirstAsync();

@@ -186,8 +186,6 @@ namespace mbts.spark {
      public string weighted_average_sell_text => _weighted_average_sell.text;

      public void raise_invalidated() => invalidated?.Invoke();
-      ObservableCollection<RowAnimation> DIYGrid.IRowVM.row_animations { get; } = new ObservableCollection<RowAnimation>();
-      IReadOnlyList<DIYGrid.IGridCellStore> DIYGrid.IRowVM.cell_stores => new DIYGrid.IGridCellStore[0];

      //public IEnumerable<FillImmutable> sod_fills => _fills.Where(f => f.Timestamp.ToDateTime() >= _start_of_day);
      //public IEnumerable<FillImmutable> pos_fills => _fills.Where(f => f.Timestamp.ToDateTime() < _start_of_day);
@@ -19,6 +19,7 @@ namespace bts.spark {
         TITLE_PANEL_HEIGHT = 30,
         COLUMN_HEADER_HEIGHT = 27,
         SPARK_MENU_ITEM_HEIGHT = 45,
+         GRID_FOOTER_HEIGHT = 30,
         ABSOLUTE_MIN_HEIGHT = 230;

      protected static readonly TimeSpan CONTENT_MEASURE_WAIT_PERIOD = TimeSpan.FromSeconds(0.3);
@@ -60,7 +61,7 @@ namespace bts.spark {
      public abstract UIElement Content { get; }
      public virtual IEnumerable<SparkCommand> Commands => Enumerable.Empty<SparkCommand>();
      public virtual double MinWidth => 400;
-      public virtual double MinHeight => Math.Max(ABSOLUTE_MIN_HEIGHT, TITLE_PANEL_HEIGHT + COLUMN_HEADER_HEIGHT + Commands.Count() * SPARK_MENU_ITEM_HEIGHT);
+      public virtual double MinHeight => Math.Max(ABSOLUTE_MIN_HEIGHT, TITLE_PANEL_HEIGHT + COLUMN_HEADER_HEIGHT + GRID_FOOTER_HEIGHT + Commands.Count() * SPARK_MENU_ITEM_HEIGHT);

      public ShellWindowUI GetContent() =>
         new ShellWindowUI(new SparkWindowView(_bus, Commands, Content));
@@ -37,6 +37,7 @@ namespace mbts.spark.utilities {
               CustomOrderDefinition.CustomOneofCase.Lean,
               CustomOrderDefinition.CustomOneofCase.Join,
               CustomOrderDefinition.CustomOneofCase.Cover,
+               CustomOrderDefinition.CustomOneofCase.Offset,
               CustomOrderDefinition.CustomOneofCase.Top,
               CustomOrderDefinition.CustomOneofCase.Trigger,
            },
@@ -47,15 +48,18 @@ namespace mbts.spark.utilities {
               CustomOrderDefinition.CustomOneofCase.Iceberg,
               CustomOrderDefinition.CustomOneofCase.TimeBox,
               CustomOrderDefinition.CustomOneofCase.Trigger,
+               CustomOrderDefinition.CustomOneofCase.Offset,
            };
      public static readonly CustomOrderDefinition.CustomOneofCase[] all_order_types = _standard_types.Union(_spreader_types).ToArray();

      readonly AdminModel _admin_model;
+      readonly DynamicOrderHelper _dynamic_helper;
      IDisposable _dispose;

      [ImportingConstructor]
-      public OrderFactory(AdminModel admin_model) {
+      public OrderFactory(AdminModel admin_model, DynamicOrderHelper dynamic_helper) {
         _admin_model = admin_model;
+         _dynamic_helper = dynamic_helper;
      }

      public IObservable<IReadOnlyDictionary<uint, string>> subscribe_accounts() => _admin_model.on_accounts;
@@ -106,7 +110,7 @@ namespace mbts.spark.utilities {
            if(ot != CustomOrderDefinition.CustomOneofCase.Dynamic)
               defs.Add(new CustomOrderDefinitionImmutable(custom_order(ot)));
         }
-         DynamicOrderHelper.add_dynamic_order_defs(defs, ott => custom_order(ott));
+         _dynamic_helper.add_dynamic_order_defs(defs, ott => custom_order(ott));
         return defs;
      }

@@ -119,7 +123,7 @@ namespace mbts.spark.utilities {
         // TODO: replace with better naming scheme (right now, the order type ref count 'n' is appended to the order-type name)
         var order_type_ref_count = defs.ToDictionary(kv => kv.Key, kv => name_ref_seed);
         var dynamic_defs = new List<CustomOrderDefinitionImmutable>();
-         DynamicOrderHelper.add_dynamic_order_defs(dynamic_defs, ot => custom_order(ot));
+         _dynamic_helper.add_dynamic_order_defs(dynamic_defs, ot => custom_order(ot));
         foreach (var ddef in dynamic_defs) {
            var header = new OrderTemplateHeader(new OrderTemplateKey(ddef.CustomCase, ddef.Dynamic.DynamicOrderType), ddef.Dynamic.DynamicOrderType );
            // if (order_type_ref_count.TryGetValue(header, out int count)) {
@@ -212,19 +216,21 @@ namespace mbts.spark.utilities {
      {
         Child = custom_order(),
         JoinThreshold = new QuantityMeasure(),
-         Hedge = custom_order(),
      };     
      public TopOrderDefinition top_order() => new TopOrderDefinition
      {
         Child = custom_order(),
         TopThreshold = new QuantityMeasure(),
-         Hedge = custom_order(),
      };
      public CoverOrderDefinition cover_order() => new CoverOrderDefinition
      {
         Child = custom_order(),
         Hedge = custom_order(),
      };
+      public OffsetOrderDefinition offset_order() => new OffsetOrderDefinition
+      {
+         Child = custom_order(),
+      };      

      public TriggerOrderDefinition trigger_order() => new TriggerOrderDefinition
      {
@@ -234,8 +240,7 @@ namespace mbts.spark.utilities {
      };

      public DynamicOrderDefinition dynamic_order() => new DynamicOrderDefinition
-      {
-         Child = custom_order(),
+      {         
      };


@@ -251,11 +256,12 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.StopLimit: rv.StopLimit = stop_limit_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Iceberg: rv.Iceberg = iceberg_order(); break;
            case CustomOrderDefinition.CustomOneofCase.TimeBox: rv.TimeBox = time_box_order(); break;
-            case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;
+            case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;            
            case CustomOrderDefinition.CustomOneofCase.Lean: rv.Lean = lean_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Join: rv.Join = join_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Top: rv.Top = top_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Cover: rv.Cover = cover_order(); break;
+            case CustomOrderDefinition.CustomOneofCase.Offset: rv.Offset = offset_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = trigger_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = spreader_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = dynamic_order(); break;
@@ -278,6 +284,7 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.Join: return new OrderMetadata { KeyBinding = "J", Color = BTSColors.Orders.join_order };
            case CustomOrderDefinition.CustomOneofCase.Top: return new OrderMetadata { KeyBinding = "D", Color = BTSColors.Orders.top_order };
            case CustomOrderDefinition.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
+            case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
            case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
            case CustomOrderDefinition.CustomOneofCase.Spreader: goto default;
            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
@@ -298,6 +305,7 @@ namespace mbts.spark.utilities {
            case OrderState.CustomOneofCase.Join: return new OrderMetadata { KeyBinding = "J", Color = BTSColors.Orders.join_order };
            case OrderState.CustomOneofCase.Top: return new OrderMetadata { KeyBinding = "D", Color = BTSColors.Orders.top_order };
            case OrderState.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
+            case OrderState.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
            case OrderState.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
            case OrderState.CustomOneofCase.Spreader: goto default;
            case OrderState.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.top_order };
@@ -336,6 +344,7 @@ namespace mbts.spark.utilities {
            case nameof(JoinOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Join;
            case nameof(TopOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Top;
            case nameof(CoverOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Cover;
+            case nameof(OffsetOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Offset;
            case nameof(TriggerOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Trigger;
            case nameof(DynamicOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Dynamic;
            default: throw new ArgumentException($"Unable to match '{order_type_def?.Descriptor.Name}' to an order definition type");
@@ -51,7 +51,7 @@ namespace mbts.spark {
         Stopwatch stop_watch = new Stopwatch();
         TimeSpan elapsed_total = TimeSpan.Zero;
         ExceptionAssert.Argument.GreaterThan(excessive_cycle_ratio, 1.0, nameof(excessive_cycle_ratio));
-         double excessive_cycle_ms = interval.Milliseconds * (double)sample_cycle_size * excessive_cycle_ratio;
+         double excessive_cycle_ms = interval.TotalMilliseconds * (double)sample_cycle_size * excessive_cycle_ratio;
         int cycle_count = 0;
         DispatcherTimer timer = new DispatcherTimer(interval, priority, on_tick, Dispatcher.CurrentDispatcher);
         timer.Start();
@@ -65,7 +65,7 @@ namespace mbts.spark {
               stop_watch.Stop();
               var cycle_ms = (stop_watch.Elapsed - elapsed_total).TotalMilliseconds;
               if (cycle_ms > excessive_cycle_ms)
-                  Log.Ui.warn($"{name} DispatcherTimer took {cycle_ms}ms to complete {sample_cycle_size} cycles, target rate is 1 per {interval.Milliseconds}ms.");
+                  Log.Ui.warn($"{name} DispatcherTimer took {cycle_ms}ms to complete {sample_cycle_size} cycles, target rate is 1 per {interval.TotalMilliseconds}ms.");
               elapsed_total = stop_watch.Elapsed;
            }
            work();
@@ -21,5 +21,7 @@ namespace mbts.ui
      public bool is_ascending;

      public SortDescription to_sort_description() { return new SortDescription(col_name, is_ascending ? ListSortDirection.Ascending : ListSortDirection.Descending); }
+
+      public override string ToString() => $"{col_name}:{(is_ascending ? "Ascending" : "Descending")}";
   }
 }
@@ -12,7 +12,7 @@ using bts.api;
 using bts.api.core;
 using bts.co2;

-namespace bts.sdk
+namespace bts.api.md
 {
   using security_key = System.UInt32;
   public class MarketDataClient : IDisposable
@@ -30,17 +30,39 @@ namespace bts.sdk
            MDRequest.Types.Flags.Implied | 
            MDRequest.Types.Flags.LastTrade);
      
-      readonly ConcurrentDictionary<security_key, Data> _data = new ConcurrentDictionary<security_key, Data>();      
+      readonly ConcurrentDictionary<security_key, Data> _data = new ConcurrentDictionary<security_key, Data>();
+      readonly ConcurrentDictionary<security_key, string> _security_key_to_desc= new ConcurrentDictionary<security_key, string>();
+      readonly ConcurrentDictionary<string, security_key> _security_desc_to_key = new ConcurrentDictionary<string, security_key>();      
+      readonly Lazy<MDRequest> _subscription;
+      readonly Venue _venue;
+
      readonly static Lazy<MarketDataRelay> _md = new Lazy<MarketDataRelay>(() => locate(), true);
-      readonly Lazy<MDRequest> _subscription = new Lazy<MDRequest>(() => load_request());            
-      public MarketDataClient() 
+      readonly static ConcurrentDictionary<api.Venue, MarketDataClient> _venue_cache = new ConcurrentDictionary<api.Venue, api.md.MarketDataClient>();
+      static readonly List<Product> _all_products;
+      static MarketDataClient()
      {
+         _all_products = _md.Value.request_products(new VoidMessage()).Products.ToList();
+      }
+      public static bool create_or_get(api.Venue exchange, out MarketDataClient md)
+      {
+         if (!_venue_cache.TryGetValue(exchange, out md))
+         {
+            _venue_cache[exchange] = md = new MarketDataClient(exchange);
+            return true;
+         }
+         return false;
+      }      
+
+      public MarketDataClient(bts.api.Venue exchange = Venue.Unset) 
+      {
+         _venue = exchange;
+         _subscription = new Lazy<MDRequest>(() => load_request(exchange));
      }

-      static MDRequest load_request()
+      MDRequest load_request(bts.api.Venue exchange)
      {
         var req = new MDRequest();
-         var prods = _md.Value.request_products(new VoidMessage()).Products;
+         var prods = _all_products.Where(x=>x.Exchange == exchange || exchange == bts.api.Venue.Unset);
         foreach(var prod in prods)
            req.Channels.Add(new SecurityChannel() { Exchange = prod.Exchange, Type = prod.Type, Symbol = prod.Symbol, Flags = 0 });
         return req;
@@ -63,6 +85,16 @@ namespace bts.sdk
            return null;
      }

+      public bool lookup_security_desc(security_key key, out string security_desc)
+      {
+         return _security_key_to_desc.TryGetValue(key, out security_desc);
+      }
+
+      public bool lookup_security_key_from_desc(string security_desc, out security_key key)
+      {
+         return _security_desc_to_key.TryGetValue(security_desc, out key);
+      }
+
      public Security find_security(Func<Security, bool> filter)
      {
         return _data.Values.Select(x => x.data.Security).Where(xx => filter(xx)).FirstOrDefault();
@@ -203,6 +235,20 @@ namespace bts.sdk
      /// <returns></returns>
      public async Task start_pump(TimeSpan? interval = null)
      {
+         var rep = await _md.Value.request_names_async(new VoidMessage()); 
+         int count = 0;
+         do
+         {
+            foreach (var s in rep.value.Securities)
+            {
+               foreach (var ss in s.Names)
+               {
+                  _security_desc_to_key[ss.Value] = ss.Key;
+                  _security_key_to_desc[ss.Key] = ss.Value;
+               }
+            }
+         }
+         while (!rep.success && count++ < 5);
         while (true)
         {
            var reply = await _md.Value.requestmd_async(_subscription.Value);
@@ -248,6 +294,12 @@ namespace bts.sdk
         }
      }

+      public async void run_pump_async(TimeSpan? interval = null)
+      {
+         await this.start_pump(interval);
+      }
+
+
      readonly CancellationTokenSource _cts = new CancellationTokenSource();
      public void Dispose()
      {
@@ -31,7 +31,8 @@ namespace bts {
      Mercury,
      Testing,
      Latency,
-      DataFlow
+      DataFlow,
+      Plugin
      // Please keep this list in sync with logging.h/logging.cpp
   }
   readonly struct Logger {
@@ -80,6 +80,8 @@ namespace mbts.co2
      internal unsafe static extern IntPtr stop_relay(IntPtr relay);
      [DllImport("libspark")]
      internal unsafe static extern IntPtr add_relay_symbol(IntPtr relay, UserSymbol symbol, bts.co2.MDRequest.Types.Flags flags);
+      [DllImport("libspark")]
+      internal unsafe static extern IntPtr set_relay_token(IntPtr relay, string user_name);

      [DllImport("libspark")]
      internal unsafe static extern void post_on_scan_security_thread(Action callback);
@@ -6,6 +6,7 @@ using System.Text;
 using System.Threading.Tasks;
 using bts.api;
 using bts;
+using bts.api.user;

 namespace mbts.co2
 {
@@ -22,6 +23,10 @@ namespace mbts.co2
         Log.assert(_relay != IntPtr.Zero);
      }

+      public void set_token(AuthToken token) {
+         Co2NativeMethods.set_relay_token(_relay, token.Token);
+      }
+
      public async Task preload_securities(MDRequest.Types.Flags flags=MDRequest.Types.Flags.Security) {
         var securities = UserSymbol.get_all();
         foreach (var future in securities.Where(s => s.type == SecurityType.Future)) {
@@ -149,7 +149,6 @@ namespace mbts.co2 {
      public DateTime close_date { get { return _cold->close_date; } }
      public double session_high { get { return _cold->session_high; } }
      public double session_low { get { return _cold->session_low; } }
-      public double open_interest { get { return _cold->open_interest; } }
      // public double session_high_bid { get {  return _cold->session_high_bid; } }
      // public double session_low_offer { get {  return _cold->session_low_offer; } }
      public double fixing_price { get { return _cold->fixing_price; } }
@@ -245,7 +244,7 @@ namespace mbts.co2 {
         }
      }

-      [StructLayout(LayoutKind.Sequential, Size = 384)]
+      [StructLayout(LayoutKind.Sequential, Size = 376)]
      internal struct ColdEntry {
         public int exchange_status;
         // Last trade
@@ -268,7 +267,6 @@ namespace mbts.co2 {
         //// Misc stats for current session
         public double session_high;
         public double session_low;
-         public double open_interest;
         public double session_high_bid;
         public double session_low_offer;
         public double fixing_price;
@@ -0,0 +1,81 @@
+using System.Collections.ObjectModel;
+using System.Linq;
+
+namespace System.Collections.Generic {
+   public static class DictionaryExtensions {
+      public static void AddOrUpdate<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TKey, TValue> add_value_factory, Action<TKey, TValue> update_value) {
+         if (!dictionary.TryGetValue(key, out TValue value))
+            dictionary.Add(key, add_value_factory(key));
+         else update_value(key, value);
+      }
+
+      public static void AddOrUpdate<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TKey, TValue> add_value_factory, Func<TKey, TValue, TValue> update_value) {
+         if (!dictionary.TryGetValue(key, out TValue value))
+            dictionary.Add(key, add_value_factory(key));
+         dictionary[key] = update_value(key, value);
+      }
+
+      public static TValue GetOrAdd<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TKey, TValue> add_value_factory) {
+         if (!dictionary.TryGetValue(key, out TValue value))
+            dictionary.Add(key, value = add_value_factory(key));
+         return value;
+      }
+
+      public static IReadOnlyDictionary<TKey, (TValue1, TValue2)> Join<TKey, TValue1, TValue2>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target) =>
+         Join(dictionary, merge_target, (v1, v2) => (v1, v2));
+
+      public static IReadOnlyDictionary<TKey, TResult> Join<TKey, TValue1, TValue2, TResult>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target, Func<TValue1, TValue2, TResult> select) {
+         var iks = dictionary.Keys.Intersect(merge_target.Keys);
+         return new ReadOnlyDictionary<TKey, TResult>(iks.ToDictionary(k => k, k => select(dictionary[k], merge_target[k])));
+      }
+
+      public static IReadOnlyDictionary<TKey, TResult> LeftJoin<TKey, TValue1, TValue2, TResult>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target,
+         Func<TValue1, TValue2, TResult> select, Func<TValue1, TResult> select_left_only) =>
+         dictionary.ToDictionary(kv => kv.Key, kv => {
+            if (merge_target.TryGetValue(kv.Key, out TValue2 v2))
+               return select(kv.Value, v2);
+            else
+               return select_left_only(kv.Value);
+         });
+
+      public static IReadOnlyDictionary<TKey, (TValue1, TValue2)> SuperJoin<TKey, TValue1, TValue2>(this IReadOnlyDictionary<TKey, TValue1> dictionary, IReadOnlyDictionary<TKey, TValue2> merge_target) {
+         var eks1 = dictionary.Keys.Except(merge_target.Keys);
+         var eks2 = merge_target.Keys.Except(dictionary.Keys);
+         var iks = dictionary.Keys.Intersect(merge_target.Keys);
+         return new ReadOnlyDictionary<TKey, (TValue1, TValue2)>(eks1
+            .Select(k => (k, dictionary[k], default(TValue2)))
+            .Concat(eks2.Select(k => (k, default(TValue1), merge_target[k])))
+            .Concat(iks.Select(k => (k, dictionary[k], merge_target[k])))
+            .ToDictionary(vals => vals.k, vals => (vals.Item2, vals.Item3))
+         );
+      }
+
+      /// <summary>
+      /// Gets the value associated with the specified key, then removes the key if the lookup was successful.
+      /// </summary>
+      /// <typeparam name="TKey">The type of keys in the dictionary.</typeparam>
+      /// <typeparam name="TValue">The type of values in the dictionary.</typeparam>
+      /// <param name="dictionary">A dictionary to try to get/remove a KeyValuePair from.</param>
+      /// <param name="key">The key of the value to get/remove.</param>
+      /// <param name="result">When this method returns, contains the value associated with the specified key, if the key is found; otherwise, the default value for the type of the value parameter.  This parameter is passed uninitialized.</param>
+      /// <returns>true if the dictionary contains an element with the specified key; otherwise, false.</returns>
+      public static bool TryPopValue<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, out TValue result) {
+         if (dictionary.TryGetValue(key, out result)) {
+            dictionary.Remove(key);
+            return true;
+         } else return false;
+      }
+
+      /// <summary>
+      /// Gets the value associated with the specified key, then calls <paramref name="should_pop"/> with the result if the lookup was successful.  If <paramref name="should_pop"/> returns true, the key is removed.
+      /// </summary>
+      /// <typeparam name="TKey">The type of keys in the dictionary.</typeparam>
+      /// <typeparam name="TValue">The type of values in the dictionary.</typeparam>
+      /// <param name="dictionary">A dictionary to try to get/remove a KeyValuePair from.</param>
+      /// <param name="key">The key of the value to get/remove.</param>
+      /// <param name="result">When this method returns, contains the value associated with the specified key, if the key is found; otherwise, the default value for the type of the value parameter.  This parameter is passed uninitialized.</param>
+      /// <returns>true if the dictionary contains an element with the specified key, AND <paramref name="should_pop"/> returns true; otherwise, false.</returns>
+      public static bool TryPopValueIf<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, Func<TValue, bool> should_pop) =>
+         dictionary.TryGetValue(key, out TValue result) && should_pop(result) && dictionary.Remove(key);
+   }
+}
@@ -2,7 +2,6 @@
 using System.Collections;
 using System.Collections.Generic;
 using System.Linq;
-using System.Text;

 namespace bts.collections {
   public class SortedList<T> : IEnumerable<T> {
@@ -10,11 +9,18 @@ namespace bts.collections {
      int _size = 0;
      readonly IComparer<T> _comparer;

+      /// <summary>
+      /// Note: comparer MUST be 100% deterministic for <see cref="Remove(T)"/> to work properly; item-equality is NOT checked.
+      /// </summary>
      public SortedList(IComparer<T> comparer) {
         _comparer = comparer;
         _values = new T[4];
         _size = 0;
      }
+
+      /// <summary>
+      /// Note: comparer MUST be 100% deterministic for <see cref="Remove(T)"/> to work properly; item-equality is NOT checked.
+      /// </summary>
      public SortedList(IEnumerable<T> items, IComparer<T> comparer) {
         _comparer = comparer;
         var capacity = items.Count();
@@ -24,6 +30,8 @@ namespace bts.collections {
         }
      }

+      public int Count => _size;
+
      bool Contains(T item) {
         return BinarySearch(item) >= 0;
      }
@@ -57,6 +65,16 @@ namespace bts.collections {
         return false;
      }

+      public void Clear() {
+         Array.Clear(_values, 0, _values.Length);
+         _size = 0;
+      }
+
+      public bool TryGetIndex(T item, out int result) {
+         result = BinarySearch(item);
+         return result > 0;
+      }
+
      public T this [int index] {
         get {
            return _values[index];
@@ -2,99 +2,218 @@
 using System.Collections;
 using System.Collections.Generic;
 using System.Linq;
-using System.Text;

 namespace bts.collections {
+   public interface INode<T> {
+      T value { get; }
+      IEnumerable<INode<T>> inner { get; }
+   }

-   public class SortedTree<T, TKey> : IEnumerable<T> {
+   public static class NodeExtensions {
+      public static IEnumerable<T> inner_values<T>(this INode<T> node) {
+         foreach (var n in node.inner) {
+            yield return n.value;
+            foreach (var v in n.inner_values())
+               yield return v;
+         }
+      }
+   }
+
+   public class SortedTree<T, TKey> : IEnumerable<T> where TKey : IEquatable<TKey> {
      readonly IComparer<Node> _comparer;
      readonly Func<T, TKey> id;
      readonly Func<T, TKey> parent;
+      readonly TKey _root_id;

      Dictionary<TKey, Node> _index = new Dictionary<TKey, Node>();
+      Dictionary<TKey, SortedList<Node>> _nursery = new Dictionary<TKey, SortedList<Node>>();
      SortedList<Node> _tree;

+      /// <summary>
+      /// comparer MUST be 100% deterministic, else Removes won't work right (SortedList uses a simple BinarySearch to find/remove items, and does NOT check item-equality).
+      /// </summary>
+      public SortedTree(IComparer<T> comparer, Func<T, TKey> fnid, Func<T, TKey> fnparent, IEnumerable<T> items = null)
+         : this(comparer, fnid, fnparent, default, items) { }

-      public SortedTree(IComparer<T> comparer, Func<T, TKey> fnid, Func<T, TKey> fnparent, IEnumerable<T> items=null) {
+      /// <summary>
+      /// comparer MUST be 100% deterministic, else Removes won't work right (SortedList uses a simple BinarySearch to find/remove items, and does NOT check item-equality).
+      /// </summary>
+      public SortedTree(IComparer<T> comparer, Func<T, TKey> fnid, Func<T, TKey> fnparent, TKey root_id, IEnumerable<T> items = null) {
         _comparer = Comparer<Node>.Create((l, r) => comparer.Compare(l.value, r.value));
         id = fnid;
         parent = fnparent;
         _tree = new SortedList<Node>(_comparer);
-         if (items != null) {
-            AddAll(items);
-         }
+         _root_id = root_id;
+         Reset(items);
      }

+      public IEnumerable<INode<T>> RootNodes => _tree;
+
      // Insert (return: true) or overwrite (return false) a new value
      // NOTE: you should use AddAll if you are adding multiple values
      public bool Insert(T item) {
-         var item_id = id(item);
-         if (!_index.TryGetValue(item_id, out Node itemnode)) {
-            // Item is new
-            itemnode = new Node(item, _comparer);
-            _index[item_id] = itemnode;
-            if (_index.TryGetValue(parent(item), out Node pnode)) {
-               pnode.children.Add(itemnode);
-            }
-            else {
-               _tree.Add(itemnode);
-            }
+         var k = id(item);
+         if (_index.TryGetValue(k, out Node node)) {
+            _replace(node, item);
+            return false;
+         } else {
+            node = _init_node(item);
+            _insert_node(node);
+            _index.Add(k, node);
            return true;
         }
-         else {
-            // Item exists
-            if (!parent(itemnode.value).Equals(parent(item))) {
-               // Item has a new parent
-               // Remove it entirely and re-insert at a new tree position
-               Remove(item);
-               Insert(item);
-               return false;
-            }
-            else {
-               // Item has same parent. Just overwrite in place
-               itemnode.value = item;
-               return false;
-            }
-         }
-      }
-      public void Remove(T item) {
-         var item_id = id(item);
-         if (_index.TryGetValue(item_id, out Node itemnode)) {
-            if (_index.TryGetValue(parent(item), out Node parentnode)) {
-               parentnode.children.Remove(itemnode);
-            }
-            else {
-               _tree.Remove(itemnode);
-            }
-            _index.Remove(item_id);
-         }
      }

+      public bool TryReplace(TKey k, Func<T, T> replace) {
+         if (!_index.TryGetValue(k, out Node node)) {
+            return false;
+         } else {
+            var newval = replace(node.value);
+            Log.assert(id(newval).Equals(k));
+            _replace(node, newval);
+            return true;
+         }
+      }
+
+   
+      public void Remove(T item) => Remove(id(item));
+
+      // this is NOT idempotent, and will throw an exception if the Key is not present.
+      // (if we decide to change it to be idempotent, we should return a bool to indicate whether or not the remove succeeded)
+      public void Remove(TKey k) {
+         // must be in the index, bc this is a remove
+         var node = _index[k];
+         _index.Remove(k);
+         var pk = parent(node.value);
+         if (pk.Equals(_root_id)) {
+            _tree.Remove(node);
+         } else if (_index.TryGetValue(pk, out Node pnode)) {
+            pnode.children.Remove(node);
+         } else {
+            _remove_from_nursery(pk, node);
+         }
+         if (node.children.Count > 0) {
+            _nursery.Add(k, node.children);
+         }
+      }
+
+      /// <summary>
+      /// comparer MUST be 100% deterministic, else Removes won't work right (SortedList uses a simple BinarySearch to find/remove items, and does NOT check item-equality).
+      /// </summary>
      public SortedTree<T, TKey> Resort(IComparer<T> comparer) {
         return new SortedTree<T, TKey>(comparer, id, parent, this);
      }

-      // Note: This method does not handle replacements correctly. 
-      public void AddAll(IEnumerable<T> items) {
+      public void Reset(IEnumerable<T> items) {
+         Clear();
+         if (items == null) return;
         // When adding multiple items we build the index first to avoid the children before parents problem
         foreach (var item in items) {
-            //_index[id(item)] = new Node(item, _comparer);
            _index.Add(id(item), new Node(item, _comparer));
         }
-         // Assume all parents are in this collection
-         // There's not really anything else we can do
         foreach (var item in items) {
            // We are sure it is in the index because we just added it
-            var itemnode = _index[id(item)];
-            if (_index.TryGetValue(parent(item), out Node pnode)) {
-               pnode.children.Add(itemnode);
+            var node = _index[id(item)];
+            if (_nursery.TryPopValue(id(item), out SortedList<Node> nl)) {
+               if (node.children.Count == 0) {
+                  node.children = nl;
+               } else if (node.children.Count > nl.Count) {
+                  // merge nl into node.children
+                  foreach (var cn in nl)
+                     node.children.Add(cn);
+               } else {
+                  // merge node.children into nl
+                  foreach (var cn in node.children)
+                     nl.Add(cn);
+                  node.children = nl;
+               }
            }
-            else {
-               _tree.Add(itemnode);
+            TKey pk = parent(item);
+            if (pk.Equals(_root_id)) {
+               _tree.Add(node);
+            } else if (_index.TryGetValue(pk, out Node pnode)) {
+               pnode.children.Add(node);
+            } else {
+               if (!_nursery.TryGetValue(pk, out nl))
+                  _nursery.Add(pk, nl = new SortedList<Node>(_comparer));
+               nl.Add(node);
            }
         }
      }

+      public void Clear() {
+         foreach (Node n in _tree)
+            clear_node(n);
+         foreach (var nl in _nursery.Values) {
+            foreach (var n in nl)
+               clear_node(n);
+            nl.Clear();
+         }
+         _tree.Clear();
+         _index.Clear();
+         _nursery.Clear();
+
+         void clear_node(Node n) {
+            foreach (Node cn in n.children)
+               clear_node(cn);
+            n.children.Clear();
+         }
+      }
+
+      void _replace(Node node, T newval) {
+         TKey pk = parent(newval);
+         TKey old_pk = parent(node.value);
+         if (pk.Equals(old_pk)) {
+            SortedList<Node> node_list;
+            if (pk.Equals(_root_id))
+               node_list = _tree;
+            else if (_index.TryGetValue(pk, out Node pnode)) {
+               node_list = pnode.children;
+            } else if (!_nursery.TryGetValue(pk, out node_list)) {
+               throw new KeyNotFoundException($"Replace was called with a parent-key ({pk}) that was not found in _index or _nursery; item-key was ({id(newval)}).");
+            }
+            //var node_list = pk.Equals(_root_id) ? _tree : _index.TryGetValue(pk, out Node pnode) ? pnode.children : _nursery[pk];
+            node_list.Remove(node);
+            node.value = newval;
+            node_list.Add(node);
+         } else {
+            if (old_pk.Equals(_root_id)) {
+               _tree.Remove(node);
+            } else {
+               if (_index.TryGetValue(old_pk, out Node pnode))
+                  pnode.children.Remove(node);
+               else {
+                  _remove_from_nursery(old_pk, node);
+               }
+            }
+            node.value = newval;
+            _insert_node(node);
+         }
+      }
+ 
+      Node _init_node(T item) =>
+         _nursery.TryPopValue(id(item), out SortedList<Node> nursery_list) ? new Node(item, nursery_list) : new Node(item, _comparer);
+
+      /// <summary>
+      /// Inserts the node into the appropriate SortedList (i.e. roots, parent.inner, or nursery), but does NOT add it to <see cref="_index"/>, NOR check the nursery for any child-nodes waiting on this item.
+      /// </summary>
+      void _insert_node(Node node) {
+         TKey pk = parent(node.value);
+         if (pk.Equals(_root_id)) {
+            _tree.Add(node);
+         } else if (_index.TryGetValue(pk, out Node pnode)) {
+            pnode.children.Add(node);
+         } else {
+            if (!_nursery.TryGetValue(pk, out SortedList<Node> nursery_list)) {
+               _nursery.Add(pk, nursery_list = new SortedList<Node>(_comparer));
+            }
+            nursery_list.Add(node);
+         }
+      }
+
+      void _remove_from_nursery(TKey pk, Node node) =>
+         _nursery.TryPopValueIf(pk, nl => nl.Remove(node) && nl.Count == 0);
+
      IEnumerable<T> iterate(SortedList<Node> nodes) {
         foreach (var n in nodes) {
            yield return n.value;
@@ -114,27 +233,54 @@ namespace bts.collections {
         return null;
      }

+      public INode<T> GetRootNode(TKey key) =>
+         _index.TryGetValue(key, out Node node) ? GetRootNode(node) : null;
+
+      Node GetRootNode(Node node) =>
+         _index.TryGetValue(parent(node.value), out Node pnode) ? GetRootNode(pnode) : node;

      public IEnumerable<T> EnumerateGroup(T item) {
         var pnode = parentmost(item);
-         if (pnode != null) {
-            yield return pnode.value;
-            foreach (var child in iterate(pnode.children)) {
-               yield return child;
-            }
+         return pnode == null ? Enumerable.Empty<T>() : EnumerateNode(pnode);
+      }
+
+      public IEnumerable<T> EnumerateInnerValues(T item) =>
+         iterate(_index[id(item)].children);
+
+      public IEnumerable<INode<T>> EnumerateInnerNodes(T item) =>
+         _index[id(item)].children;
+
+      IEnumerable<T> EnumerateNode(Node node) {
+         yield return node.value;
+         foreach (var child in iterate(node.children)) {
+            yield return child;
         }
      }
      public IEnumerator<T> GetEnumerator() {
-         return iterate(_tree).GetEnumerator();
+         foreach (T item in iterate(_tree))
+            yield return item;
+         foreach (var kv in _nursery) {
+            foreach (T item in iterate(kv.Value))
+               yield return item;
+         }
      }

      IEnumerator IEnumerable.GetEnumerator() {
         return GetEnumerator();
      }
-      class Node {
-         public Node(T i, IComparer<Node> c) { value = i; children = new SortedList<Node>(c); }
+      class Node : INode<T> {
+         public Node(T i, IComparer<Node> c)
+            : this(i, new SortedList<Node>(c)) { }
+
+         public Node(T i, SortedList<Node> children) {
+            value = i;
+            this.children = children;
+         }
+
         public T value;
         public SortedList<Node> children;
+         T INode<T>.value => value;
+         IEnumerable<INode<T>> INode<T>.inner => children;
      }
   }
 }
@@ -92,6 +92,13 @@ namespace mbts
            item = null;
         }
      }
+
+      public static void replace<T>(ref T current, T newval) where T : IDisposable {
+         if (current != null) {
+            current.Dispose();
+         }
+         current = newval;
+      }
   }

   // inspired by: https://blogs.msdn.microsoft.com/blambert/2009/07/24/a-simple-and-totally-thread-safe-implementation-of-idisposable/
@@ -19,6 +19,9 @@ namespace mbts {
         }
         return sb.ToString();
      }
+      public static bool iequals(this string str, string comparand) =>
+         string.Equals(str, comparand, StringComparison.CurrentCultureIgnoreCase);
+
      public static T choose<T>(this Random r, IEnumerable<T> range) {
         var index = r.Next(0, range.Count());
         return range.Skip(index).First();
@@ -0,0 +1,73 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Reflection;
+
+using System.IO;
+using System.Security.Policy;
+using System.Diagnostics;
+
+using ExcelDna.Integration;
+using ExcelDna.IntelliSense;
+using ExcelDna.Logging;
+
+namespace bts.excel
+{
+   public class TestMethod
+   {
+      [ExcelFunction]
+      static public string bts_excel_test_string(string x) { return "Hello " + x; }
+      [ExcelFunction]
+      static public object bts_excel_test_int(int x) { return x; }
+      [ExcelFunction]
+      static public object bts_excel_test_long(long x) { return x; }      
+   }
+
+   [System.Runtime.InteropServices.ComVisible(true)]
+   public class ContextTeardown : ExcelComAddIn
+   {
+      private api.core.ServiceContext _context;
+      public ContextTeardown(api.core.ServiceContext context)
+      {
+         _context = context;
+      }
+      //This is called on application shutdown
+      public override void OnBeginShutdown(ref Array custom)
+      {
+         _context.Dispose();
+         _context = null;
+      }
+   }
+
+   [System.Runtime.InteropServices.ComVisible(true)]
+   public class ExcelAddin : IExcelAddIn
+   {
+      public void AutoClose() 
+      {
+         //don't do anything here, it's only called when the addin is removed, not on shutdown
+         IntelliSenseServer.Uninstall();
+      }
+      public void AutoOpen() //This is called on EXCEL startup, when the addin is loaded
+      {
+         Trace.Listeners.Add(new LogDisplayTraceListener("bts"));
+         IntelliSenseServer.Install();
+         ExcelIntegration.RegisterUnhandledExceptionHandler(ex => ex.ToString());
+
+         load_assemblies();
+         ExcelComAddInHelper.LoadComAddIn(new ContextTeardown(APIDispatch.service_context.Value));         
+      }
+
+      private void load_assemblies()
+      {
+         var config = System.Configuration.ConfigurationManager.AppSettings["load_assemblies"];
+         if (config != null)
+         {
+            var asses = config.Split(new char[] { ';', ',', ' ' }, StringSplitOptions.RemoveEmptyEntries);
+            foreach (var ass in asses)
+               Utilities.bts_load_assembly(ass);
+         }
+      }
+   }
+}
@@ -0,0 +1,17 @@
+using System.Reflection;
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+[assembly: InternalsVisibleTo("spark")]
+[assembly: InternalsVisibleTo("spark_core")]
+[assembly: InternalsVisibleTo("sparkcmd")]
+[assembly: InternalsVisibleTo("spark_test")]
+
+
+// Setting ComVisible to false makes the types in this assembly not visible
+// to COM components.  If you need to access a type in this assembly from
+// COM, set the ComVisible attribute to true on that type.
+[assembly: ComVisible(false)]
+
+// The following GUID is for the ID of the typelib if this project is exposed to COM
+[assembly: Guid("b319f835-7390-47e5-8093-461ed0dfce63")]
@@ -0,0 +1,49 @@
+<?xml version="1.0" encoding="utf-8"?>
+<!-- <Project xmlns="http://schemas.microsoft.com/developer/msbuild/2003" DefaultTargets="ExcelDnaProps"> -->
+<Project xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+<!--
+  If you change properties in this file, they may not come into effect until you:
+     * Rebuild the solution/project
+
+     or
+
+     * Close Visual Studio
+     * Delete .vs folder, if exists
+     * Delete ProjectName.csproj.user (or equivalent for VB, F#, etc.), if exists
+     * Delete SolutionName.suo, if exists
+     * Open your solution/project again in Visual Studio
+  -->
+
+  <!--
+    Configuration properties for building .dna files
+  -->
+  <PropertyGroup>
+    <!--
+      Enable/Disable automatic generation of platform-specific versions of .dna files
+    -->
+    <ExcelDnaCreate32BitAddIn Condition="'$(ExcelDnaCreate32BitAddIn)' == ''">false</ExcelDnaCreate32BitAddIn>
+    <ExcelDnaCreate64BitAddIn Condition="'$(ExcelDnaCreate64BitAddIn)' == ''">true</ExcelDnaCreate64BitAddIn>
+
+    <!--
+      Define the suffix used for each platform-specific file e.g. MyAddIn64.dna
+    -->
+    <ExcelDna32BitAddInSuffix Condition="'$(ExcelDna32BitAddInSuffix)' == ''"></ExcelDna32BitAddInSuffix>
+    <ExcelDna64BitAddInSuffix Condition="'$(ExcelDna64BitAddInSuffix)' == ''">64</ExcelDna64BitAddInSuffix>
+  </PropertyGroup>
+
+  <!--
+    Configuration properties for packing .dna files
+  -->
+  <PropertyGroup>
+    <!--
+      Enable/Disable packing of .dna files
+    -->
+    <RunExcelDnaPack Condition="'$(RunExcelDnaPack)' == ''">false</RunExcelDnaPack>
+
+    <!--
+      Suffix used for packed .xll files e.g. MyAddIn-packed.xll
+    -->
+    <ExcelDnaPackXllSuffix Condition="'$(ExcelDnaPackXllSuffix)' == ''">-packed</ExcelDnaPackXllSuffix>
+  </PropertyGroup>
+</Project>
+
@@ -0,0 +1,25 @@
+using System;
+using System.Linq;
+
+namespace bts.excel.extensions
+{
+   public static class EnumParser
+   {
+      public static T ToEnum<T>(this string val, T default_val = default(T)) where T : struct, IConvertible, IComparable
+      {
+         val = val ?? string.Empty;
+         T eval;
+         if (!Enum.TryParse(val, true, out eval))
+         {
+            string[] names = Enum.GetNames(typeof(T));
+            val = names.FirstOrDefault(x => x.ToLower().Contains(val));
+            if(val != null)
+               Enum.TryParse(val, true, out eval);
+               
+            if (eval.CompareTo(default(T)) == 0 && default_val.CompareTo(default(T)) != 0)
+               eval = default_val;
+         }         
+         return eval;
+      }
+   }
+}
@@ -0,0 +1,161 @@
+using System;
+using System.Collections.Concurrent;
+using System.Linq;
+using ExcelDna.Integration;
+
+using bts.api.admin;
+using bts.excel;
+using bts.excel.extensions;
+using bts.excel.rtd;
+using Newtonsoft.Json;
+
+
+namespace bts.api.orderman
+{
+   public partial class OrderService_Excel 
+   {
+      readonly static Lazy<user.UserService> _users = new Lazy<user.UserService>(() => locate<user.UserService>(), true);
+      readonly static Lazy<admin.AdminService> _admin = new Lazy<admin.AdminService>(() => locate<admin.AdminService>(), true);
+      
+
+      [ExcelFunction(Category = "BTS", Description = "Cancel an Order by Order ID", IsMacroType = true)]
+      public static object spark_orderservice_cancel_order(long order_id)
+      {
+         var resp = _service.Value.cancel_order(new Cancel() { OrderKey = Convert.ToUInt32(order_id) });
+         return parse_response(resp);
+      }
+
+      [ExcelFunction(Category = "BTS", Description = "Update an Order by Order ID", IsMacroType = true)]
+      public static object spark_orderservice_update_order(long order_id, double price, long quantity)
+      {
+         var resp = _service.Value.update_order(new Update() { OrderKey = Convert.ToUInt32(order_id), Price = price, Quantity = Convert.ToUInt32(quantity) });
+         return parse_response(resp);
+      }      
+
+      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key", IsMacroType = true)]
+      public static object spark_orderservice_send_order_key(
+         [ExcelArgument("Required. Only send the order if > last")] long local_order_id,
+         [ExcelArgument("Required. Security key")] long security_key,
+         [ExcelArgument("Required. Side BUY or SELL")] string side,
+         [ExcelArgument("Required. User")] string user,
+         [ExcelArgument("Required. Account")] string account,
+         [ExcelArgument("Required. Price")] double price,
+         [ExcelArgument("Required. Quantity")] long quantity,
+         [ExcelArgument("Required. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
+         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params = null,
+         
+         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force = null,
+         [ExcelArgument("OPTIONAL. (YES,NO) - Default YES")] string manual_order_indicator = null,
+         [ExcelArgument("OPTIONAL. (1,2,3,4) - Default 1")] string cti_code = null,
+         [ExcelArgument("OPTIONAL. (CUSTOMER,FIRM) - Default FIRM")] string customer_or_firm = null)
+      {
+         if (local_order_id <= _local_order_id)
+            return "local_order_id must be greater than " + _local_order_id;
+         Create cr = new Create();
+         cr.NewOrder = new OrderDefinition()
+         {
+            SecurityKey = Convert.ToUInt32(security_key),
+            Side = EnumParser.ToEnum<api.Side>(side),
+            TimeInForce = time_in_force.ToEnum<TimeInForce>(TimeInForce.Day),
+            ManualOrderIndicator = manual_order_indicator.ToEnum<ManualOrderIndicator>(ManualOrderIndicator.Yes),
+            CtiCode = cti_code.ToEnum<CTICode>(CTICode.CtiCode1),
+            CustomerOrFirm = customer_or_firm.ToEnum<CustomerOrFirm>(CustomerOrFirm.Firm),
+         };
+         cr.Price = price;
+         cr.Quantity = Convert.ToUInt32(quantity);         
+         
+         var btsuser = resolve_user(user);
+         if(btsuser == null)
+            return "Could not resolve user: " + user;
+         cr.NewOrder.User = btsuser.Name;
+         cr.NewOrder.UserId = btsuser.Id;
+         var btaccount = resolve_account(account);
+         if(btaccount == null)
+            return "Could not resolve account: " + account;
+         cr.NewOrder.Account = btaccount.Name;
+         cr.NewOrder.AccountId = btaccount.Id;
+         cr.NewOrder.CustomDef = custom_def(order_type, order_params);
+         if(cr.NewOrder.CustomDef == null || cr.NewOrder.CustomDef.CustomCase == CustomOrderDefinition.CustomOneofCase.None)
+            return "Could not parse order_type and/or order_params info";
+
+         var resp = _service.Value.create_order(cr);
+         _local_order_id = local_order_id;
+         return parse_response(resp, true);
+      }
+
+      private static object parse_response(Response resp, bool show_vertically = false)
+      {
+         object[,] response_cells = new JsonFormatter(resp).format(false);
+         if(show_vertically)
+            response_cells = bts.excel.Utilities.transpose_keep_dimension(response_cells);
+         return response_cells;
+      }
+
+      static Lazy<AdminData> _admin_data = new Lazy<AdminData>(() => _admin.Value.get_admin_data(new VoidMessage()), true);
+      static BTSUser resolve_user(string username)
+      {         
+         var user = _admin_data.Value.Users.FirstOrDefault(x => username != null ? x.Name.ToLowerInvariant() == username.ToLowerInvariant() : true);
+         return user;
+      }
+
+      static BTSAccount resolve_account(string acctname)
+      {
+         var acc = _admin_data.Value.Accounts.FirstOrDefault(x => x.Name.ToLowerInvariant() == acctname.ToLowerInvariant());
+         return acc;
+      }      
+
+      static CustomOrderDefinition custom_def(string order_type, string order_params)
+      {
+         var member = ReflectionExtensions.get_fields_or_properties(typeof(CustomOrderDefinition))
+            .Where(x => x.Name.ToLower() == order_type.ToLower()).FirstOrDefault();
+         if (member != null)
+         {
+            var mi = member.member_type();
+            var instance = APIDispatch.generate_imessage(mi, order_params, false);
+            var cust = new CustomOrderDefinition();
+            ReflectionExtensions.set_value(member, cust, instance);
+            return cust;
+         }
+         else
+            return null;
+      }
+
+      static long _local_order_id = 0;
+
+      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key", IsMacroType = true)]
+      public static object spark_orderservice_send_order(
+         [ExcelArgument("Required. Only send the order if > last")] long local_order_id,
+         [ExcelArgument("Required. Exchange (GLBX,SIM)")] string exchange,
+         [ExcelArgument("Required. Security Desc (ZNZ9 or ZNZ9-ZNH0)")] string security_desc,
+         [ExcelArgument("Required. Side BUY or SELL")] string side,
+         [ExcelArgument("Required. User")] string user,
+         [ExcelArgument("Required. Account")] string account,
+         [ExcelArgument("Required. Price")] double price,
+         [ExcelArgument("Required. Quantity")] long quantity,
+         [ExcelArgument("Required. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
+         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params = null,
+        
+         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force = null,
+         [ExcelArgument("OPTIONAL. (YES,NO) - Default YES")] string manual_order_indicator = null,
+         [ExcelArgument("OPTIONAL. (1,2,3,4) - Default 1")] string cti_code = null,
+         [ExcelArgument("OPTIONAL. (CUSTOMER,FIRM) - Default FIRM")] string customer_or_firm = null)
+      {
+         if (local_order_id <= _local_order_id)
+            return "local_order_id must be greater than " + _local_order_id;
+         Venue ven;
+         if (!Utilities.parse_venue(exchange, out ven))
+            return "Can't Parse Exchange: " + (exchange ?? string.Empty);
+
+         uint key;
+         if (MDSubscribe.market_data(ven).lookup_security_key_from_desc(security_desc, out key))
+         {
+            return spark_orderservice_send_order_key(local_order_id, (long)key, side, user, account, price, quantity, order_type, order_params,
+                                                     time_in_force, manual_order_indicator, cti_code, customer_or_firm);
+         }
+         else
+         {
+            return "Can't find security desc " + security_desc;
+         }
+      }
+   }
+}
@@ -0,0 +1,108 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Reflection;
+
+namespace bts.excel.extensions
+{
+   public static class ReflectionExtensions
+   {
+      public static void set_value(this MemberInfo info, object target, object value)
+      {
+         if (info is FieldInfo)
+            ((FieldInfo)info).SetValue(target, value);
+         else if (info is PropertyInfo)
+            ((PropertyInfo)info).SetValue(target, value);
+      }
+
+      public static object get_value(this MemberInfo info, object target)
+      {
+         if (info is FieldInfo)
+            return ((FieldInfo)info).GetValue(target);
+         else if (info is PropertyInfo)
+            return ((PropertyInfo)info).GetValue(target);
+         else
+            return null;
+      }
+
+      public static MemberInfo[] get_fields_or_properties(this Type t)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public
+            | BindingFlags.NonPublic).Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property)).ToArray();
+         return mi;
+      }
+
+      public static MemberInfo[] get_fields(this Type t)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public
+            | BindingFlags.NonPublic).Where(m => (m.MemberType == MemberTypes.Field)).ToArray();
+         return mi;
+      }
+
+      public static MemberInfo[] get_properties(this Type t)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public
+            | BindingFlags.NonPublic).Where(m => (m.MemberType == MemberTypes.Property)).ToArray();
+         return mi;
+      }
+
+      public static MemberInfo get_field_or_property(this Type t, string name)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property))
+            .Where(m => (m.Name == name))
+            .ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi[0];
+         else
+            return null;
+      }
+
+      public static MemberInfo get_static_field_or_property(this Type t, string name)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Static | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property))
+            .Where(m => (m.Name == name))
+            .ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi[0];
+         else
+            return null;
+      }
+
+      public static MemberInfo[] search_field_or_property(this Type t, Func<MemberInfo, bool> criteria)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property))
+            .Where(criteria)
+            .ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi;
+         else
+            return new MemberInfo[0];
+      }
+
+
+      public static Type member_type(this MemberInfo info)
+      {
+         if (info is FieldInfo)
+            return ((FieldInfo)info).FieldType;
+         else if (info is PropertyInfo)
+            return ((PropertyInfo)info).PropertyType;
+         else
+            return null;
+      }
+
+      public static MethodInfo[] find_method(this Type t, Func<MethodInfo, bool> criteria)
+      {
+         var mi = t.GetMethods(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(criteria).ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi;
+         else
+            return new MethodInfo[0];
+      }
+   }
+}
@@ -0,0 +1,5 @@
+<?xml version="1.0" encoding="utf-8"?>
+<packages>
+  <package id="ExcelDna.AddIn" version="0.34.6" targetFramework="net471" />
+  <package id="ExcelDna.Integration" version="0.34.6" targetFramework="net471" />
+</packages>
@@ -0,0 +1,127 @@
+using System;
+using System.Collections.Generic;
+using System.Collections.Concurrent;
+using System.Linq;
+
+using ExcelDna.Integration;
+using ExcelDna.Integration.Rtd;
+using bts.excel.extensions;
+using bts.api.core;
+using bts.api;
+using bts.api.md;
+using System.Reactive.Linq;
+
+namespace bts.excel.rtd
+{
+   [System.Runtime.InteropServices.ComVisible(true)]
+   public class APIRTDServer : ExcelRtdServer
+   {
+      readonly Dictionary<int, IObservable<object>> _subs = new Dictionary<int, IObservable<object>>();
+      readonly List<IDisposable> _disps = new List<IDisposable>();      
+      readonly static ConcurrentDictionary<string, object> data_store = new ConcurrentDictionary<string, object>();      
+      public APIRTDServer()
+      {
+      }
+
+      static public bool retrieve(string key, out object data)
+      {
+         return data_store.TryGetValue(key, out data);
+      }
+
+      protected override bool ServerStart() { return true; }
+      protected override void ServerTerminate() { }
+
+      protected override ExcelRtdServer.Topic CreateTopic(int topicId, IList<string> topicInfo)
+      {
+         string[] tagvals = new string[topicInfo.Count - 2];
+         Array.Copy(topicInfo.ToArray(), 2, tagvals, 0, tagvals.Length);
+         var bt = new APITopic(this, topicId, topicInfo[0], topicInfo[1], tagvals);
+         return bt;
+      }
+
+      protected override object ConnectData(Topic topic, IList<string> topicInfo, ref bool newValues)
+      {
+         //return ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA);
+         newValues = true;
+         TopicBase bt = (TopicBase)topic;
+         IObservable<object> obs = null;         
+         try
+         {
+            string error = subscribe(bt, out obs);
+            if (obs == null)
+               return error;
+            _subs[topic.TopicId] = obs;
+         }
+         catch (Exception e)
+         {
+            return "PLEASE RESUBSCRIBE! Error: " + e.ToString();
+         }
+         _disps.Add(obs.Subscribe((data) =>
+            {
+               string gstring = bt.id.ToString();
+
+               data_store[gstring] = data;
+               bt.UpdateValue(gstring);
+               bt.UpdateNotify();
+            },
+            (error) =>
+            {
+               topic.UpdateValue(error.ToString());
+            },
+            () => { }));
+         return ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA); //success!
+      }
+
+      protected override void DisconnectData(ExcelRtdServer.Topic topic)
+      {
+         IObservable<object> sub;
+         if (_subs.TryGetValue(topic.TopicId, out sub))
+         {
+            IDisposable disp = sub as IDisposable;
+            if (disp != null)
+               disp.Dispose();
+            _subs.Remove(topic.TopicId);
+         }
+      }
+
+      protected override int Heartbeat()
+      {
+         return base.Heartbeat();
+      }
+
+
+      string subscribe(TopicBase topic, out IObservable<object> stream)
+      {
+         if(topic is APITopic apitopic)
+            return subscribe(apitopic, out stream);
+         else
+         {
+            stream = null;
+            return "Unknown Topic Type";
+         }
+      }
+
+      string subscribe(APITopic topic, out IObservable<object> stream)
+      {
+         stream = null;
+         if (topic.service_type == null)
+            return "Unknown ServiceType: " + topic.service_type_string;
+         if (topic.request_type == null)
+            return "Unknown MethodName: " + topic.method_name;
+
+         var service = APIDispatch.locate_service(topic.service_type);
+         var request = APIDispatch.generate_request(topic.service_type, topic.method_name, topic.parameters[0]);
+         if (service != null) //request can be null here
+         {
+            var subscription = APIDispatch.invoke_service_call(service, topic.method_name, request);
+            stream = subscription as IObservable<object>;
+            if (stream != null)
+            {
+               dynamic dtable = ObservableUpdateExtensions.Table((dynamic)subscription);
+               stream = dtable as IObservable<object>;
+            }
+         }
+         return string.Empty;
+      }  
+   }
+}
@@ -0,0 +1,78 @@
+using System;
+using System.Linq;
+
+using ExcelDna.Integration;
+using ExcelDna.Integration.Rtd;
+using bts.excel.extensions;
+using System.Reflection;
+
+namespace bts.excel.rtd
+{
+   class TopicBase : ExcelRtdServer.Topic
+   {
+      public Guid id { get; protected set; }
+
+      public TopicBase(ExcelRtdServer server, int topicid) : base(server, topicid)
+      {
+         id = Guid.NewGuid();
+      }
+   }
+
+   class APITopic : TopicBase
+   {      
+      public Type service_type { get; private set; }
+      public Type request_type { get; private set; }
+      public string method_name { get; private set; }
+      public string[] parameters { get; private set; }
+
+      public string service_type_string { get; private set; }
+      public const string topic_type = "api";
+
+      public APITopic(ExcelRtdServer server, int topicid,
+                      string serv_type, string methodname, string[] param) : base(server, topicid)
+      {
+         service_type_string = serv_type;
+         method_name = methodname;         
+         service_type = find_api_type(service_type_string, null, typeof(bts.api.core.IApiClient));
+         request_type = APIDispatch.find_request_type(service_type, method_name);
+         parameters = param;
+      }
+
+      Type find_api_type(string type, string assem_regex = null, Type assignable = null)
+      {
+         return Utilities.find_full_type_in_all_assemblies(type, assem_regex, assignable);
+      }
+
+      public override int GetHashCode()
+      {
+         var h = service_type?.GetHashCode() ^ request_type?.GetHashCode() ^ all_params().GetHashCode();
+         if (h.HasValue)
+            return h.Value;
+         else
+            return -1;
+      }
+
+      string all_params()
+      {
+         if (parameters != null)
+            return parameters.Aggregate((a, b) => a + b);
+         else
+            return string.Empty;
+      }
+
+
+
+      public override bool Equals(object obj)
+      {
+         APITopic top = (obj as APITopic);
+         if (top == null)
+            return false;
+         else
+         {
+            return top.service_type.Equals(this.service_type) &&
+               top.request_type.Equals(this.request_type) &&
+               top.all_params().Equals(this.all_params());
+         }
+      }
+   }
+}
@@ -0,0 +1,319 @@
+using System;
+using System.Collections.Generic;
+using System.Reflection;
+using System.Linq;
+using bts.excel.extensions;
+using System.Text.RegularExpressions;
+using bts.api.core;
+
+namespace bts.excel
+{
+   public class DataParser
+   {
+      private static Type analyze_type(Type type, out bool is_array)
+      {
+         Type element_type = type;
+         is_array = false;
+         if (element_type.IsArray)
+         {
+            is_array = true;
+            element_type = element_type.GetElementType();
+         }
+         return element_type;
+      }
+
+      public static bool supported_primitive(Type t)
+      {
+         bool dummy;
+         return supported_primitive(t, out dummy);
+      }
+
+      public static bool supported_primitive(Type t, out bool is_array)
+      {
+         is_array = t.IsArray;
+         if (is_array)
+            t = t.GetElementType();
+         return t.IsPrimitive || t.IsEnum || t == typeof(string) || t == typeof(DateTime);
+      }
+
+      public static bool excluded_member(MemberInfo s)
+      {
+         return s.Name.ToLower() == "extensionobject" ||
+                s.Name.ToLower() == "proto" ||
+                s.Name.ToLower() == "descriptor" ||
+
+                s.Name.Contains(".")
+            ;
+      }
+
+      private static void analyze_fields(Type element_type,
+                                         out List<MemberInfo> superduperfields, out List<MemberInfo> superfields, out List<MemberInfo> fields,
+                                         out List<string> superdupernames, out List<string> supernames, out List<string> names, out List<string> combined)
+      {
+         var members = ReflectionExtensions.get_fields_or_properties(element_type);
+         superduperfields = new List<MemberInfo>();
+         superfields = new List<MemberInfo>();
+         fields = new List<MemberInfo>();
+         superdupernames = new List<string>();
+         supernames = new List<string>();
+         names = new List<string>();
+         combined = new List<string>();
+         foreach (var r in members)
+         {
+            if (excluded_member(r))
+               continue;
+            if (supported_primitive(ReflectionExtensions.member_type(r)))
+            {
+               superduperfields.Add(r);
+               superdupernames.Add(r.Name);
+               superfields.Add(r);
+               supernames.Add(r.Name);
+               fields.Add(r);
+               names.Add(r.Name);
+               combined.Add(r.Name);
+            }
+            else
+            {
+               var sub = ReflectionExtensions.get_fields_or_properties(ReflectionExtensions.member_type(r));
+               foreach (var s in sub)
+               {
+                  if (excluded_member(s))
+                     continue;
+                  if (supported_primitive(ReflectionExtensions.member_type(s)))
+                  {
+                     superduperfields.Add(r);
+                     superdupernames.Add(r.Name);
+                     superfields.Add(r);
+                     supernames.Add(r.Name);
+                     fields.Add(s);
+                     names.Add(s.Name);
+                     combined.Add(r.Name + "." + s.Name);
+                  }
+                  else
+                  {
+                     var subsub = ReflectionExtensions.get_fields_or_properties(ReflectionExtensions.member_type(s));
+                     foreach (var ss in subsub)
+                     {
+                        if (excluded_member(ss) || !supported_primitive(ReflectionExtensions.member_type(ss)))
+                           continue;
+                        superduperfields.Add(r);
+                        superdupernames.Add(r.Name);
+                        superfields.Add(s);
+                        supernames.Add(s.Name);
+                        fields.Add(ss);
+                        names.Add(ss.Name);
+                        combined.Add(r.Name + "." + s.Name + "." + ss.Name);
+                     }
+                  }
+               }
+            }
+         }
+      }
+
+      static public object gather_data(Type type, object[,] data)
+      {
+         if (type == null)
+            return null;
+         bool is_array;
+         Type element_type = analyze_type(type, out is_array);
+
+         bool field_name_headers = true;
+         List<MemberInfo> superduperfields, superfields, fields;
+         List<string> superdupernames, supernames, names, combined;
+         analyze_fields(element_type, out superduperfields, out superfields, out fields,
+                                      out superdupernames, out supernames, out names, out combined);
+
+         int object_len = data.GetLength(1) - (field_name_headers ? 1 : 0);
+         Array objects = Array.CreateInstance(element_type, object_len);
+         for (int j = 0; j < objects.Length; j++)
+         {
+            object target = Activator.CreateInstance(element_type);
+            for (int zz = 0; zz < superduperfields.Count; zz++)
+            {
+               if (Regex.Matches(combined[zz], @"\.").Count == 2)
+                  ReflectionExtensions.set_value(superduperfields[zz], target, Activator.CreateInstance(ReflectionExtensions.member_type(superduperfields[zz])));
+            }
+            for (int z = 0; z < superfields.Count; z++)
+            {
+               if (combined[z].Contains("."))
+                  ReflectionExtensions.set_value(superfields[z], target, Activator.CreateInstance(ReflectionExtensions.member_type(superfields[z])));
+            }
+            for (int i = 0; i < data.GetLength(0); i++)
+            {
+               string name = data[i, 0].ToString();
+               int idx = combined.IndexOf(name);
+               if (idx < 0 || idx >= combined.Count)
+                  continue;
+
+               MemberInfo fi = fields[idx];
+               object val = val = data[i, j + (field_name_headers ? 1 : 0)];
+               val = read_data(ReflectionExtensions.member_type(fi), val);
+               int dotcount = Regex.Matches(combined[i], @"\.").Count;
+               if (dotcount == 2)
+               {
+                  object subsubtarget = ReflectionExtensions.get_value(superduperfields[i], target);
+                  if (subsubtarget != null)
+                  {
+                     object subtarget = ReflectionExtensions.get_value(superfields[i], subsubtarget);
+                     if (subtarget != null)
+                        ReflectionExtensions.set_value(fi, subtarget, val);
+                  }
+               }
+               else if (dotcount == 1)
+               {
+                  object subtarget = ReflectionExtensions.get_value(superfields[i], target);
+                  if (subtarget != null)
+                     ReflectionExtensions.set_value(fi, subtarget, val);
+               }
+               else if (dotcount == 0)
+                  ReflectionExtensions.set_value(fi, target, val);
+            }
+            objects.SetValue(target, j);
+         }
+
+         if (is_array)
+            return objects;
+         else if (objects.Length > 0)
+            return objects.GetValue(0);
+         else
+            return null;
+      }
+
+      public static object read_data(Type field_type, object val)
+      {
+         if (typeof(Array).IsAssignableFrom(field_type))
+            val = unstringify_array(val, field_type);
+         else if (field_type == typeof(DateTime))
+            val = DateTime.FromOADate(Convert.ToDouble(val));
+         else if (field_type.IsEnum)
+            val = Enum.Parse(field_type, val.ToString());
+         else
+            val = Convert.ChangeType(val, field_type);
+         return val;
+      }
+
+      public static Tuple<object[], object[]> key_value_tuple<T, TKey>(TableUpdate<T, TKey> source) where TKey : IEquatable<TKey>
+      {
+         return Tuple.Create(source.state.Keys.Cast<object>().ToArray(), source.state.Values.Cast<object>().ToArray());
+      }
+
+      public static object[,] scatter_data(object data, bool include_field_names = true, Type type_override = null)
+      {
+         if (data == null)
+            return null;
+
+         bool is_array;
+         Type type = type_override ?? data.GetType();
+         if (type.IsGenericType && type.GetGenericTypeDefinition().Equals(typeof(TableUpdate<,>)))
+         {
+            Tuple<object[], object[]> tup = key_value_tuple((dynamic)data);
+            return scatter_data(tup.Item2, include_field_names, tup.Item2.FirstOrDefault()?.GetType().MakeArrayType());
+         }
+         Type element_type = analyze_type(type, out is_array);
+
+         List<MemberInfo> superduperfields, superfields, fields;
+         List<string> superdupernames, supernames, names, combined;
+         analyze_fields(element_type, out superduperfields, out superfields, out fields,
+                                      out superdupernames, out supernames, out names, out combined);
+
+         Array the_data = (is_array) ? (Array)data : new object[] { data };
+         int len = the_data.GetLength(0);
+
+         var ret = new object[fields.Count, len + (include_field_names ? 1 : 0)];
+         for (int j = 0; j < ret.GetLength(1); j++)
+         {
+            for (int i = 0; i < ret.GetLength(0); i++)
+            {
+               object dat = "";
+               int dotcount = Regex.Matches(combined[i], @"\.").Count;
+               if (dotcount == 2)
+               {
+                  if (j == 0 && include_field_names)
+                     dat = combined[i];
+                  else
+                  {
+                     object subsub = ReflectionExtensions.get_value(superduperfields[i], the_data.GetValue(j - (include_field_names ? 1 : 0)));
+                     if (subsub != null)
+                     {
+                        object sub = ReflectionExtensions.get_value(superfields[i], subsub);
+                        if (sub != null)
+                           dat = ReflectionExtensions.get_value(fields[i], sub);
+                     }
+                  }
+               }
+               else if (dotcount == 1)
+               {
+                  if (j == 0 && include_field_names)
+                     dat = combined[i];
+                  else
+                  {
+                     object sub = ReflectionExtensions.get_value(superfields[i], the_data.GetValue(j - (include_field_names ? 1 : 0)));
+                     if (sub != null)
+                        dat = ReflectionExtensions.get_value(fields[i], sub);
+                  }
+               }
+               else if (dotcount == 0)
+               {
+                  if (j == 0 && include_field_names)
+                     dat = names[i];
+                  else
+                     dat = ReflectionExtensions.get_value(fields[i], the_data.GetValue(j - (include_field_names ? 1 : 0)));
+               }
+               else
+                  dat = "Unknown value: " + combined[i];
+               write_data(out ret[i, j], dat);
+            }
+         }
+         return ret;
+      }
+
+      public static void write_data(out object ret, object dat)
+      {
+         ret = dat;
+         if (dat is DateTime)
+            ret = ((DateTime)dat).ToOADate();
+         else if (dat is Enum)
+            ret = dat.ToString();
+         else if (dat is Array)
+         {
+            Array ary = (Array)dat;
+            ret = stringify_array(ary);
+         }
+      }
+
+      public static string stringify_array(Array array)
+      {
+         string stringify = "{ ";
+         int idx = 0;
+         foreach (object d in array)
+         {
+            object o;
+            write_data(out o, d);
+            stringify += o.ToString() + ((idx++ == array.Length - 1) ? string.Empty : ",");
+         }
+         stringify += " }";
+         return stringify;
+      }
+
+      public static Array unstringify_array(object val, Type field_type = null)
+      {
+         if (field_type == null)
+            field_type = typeof(string[]);
+
+         string[] data = val.ToString().Split(new char[] { ',', '{', '}' }, StringSplitOptions.RemoveEmptyEntries);
+         Type dt = field_type.GetElementType();
+         Array ary = Array.CreateInstance(dt, data.Length);
+         for (int i = 0; i < data.Length; i++)
+         {
+            object entry = null;
+            try
+            {
+               entry = read_data(dt, Convert.ChangeType(data[i], dt));
+            }
+            catch (FormatException) { }
+            ary.SetValue(entry, i);
+         }
+         return ary;
+      }
+   }
+}
@@ -0,0 +1,49 @@
+using System;
+
+namespace bts.excel.rtd
+{
+   class BookMDFormatter : IExcelFormatter
+   {
+      readonly co2.ChannelUpdate _update;
+      public BookMDFormatter(co2.ChannelUpdate upd)
+      {
+         _update = upd;
+      }
+
+      public static double format_md(long mantissa, int exponent)
+      {
+         return mantissa * Math.Pow(10, exponent);
+      }
+
+      public object[,] format(bool include_headers = false)
+      {
+         const int cols = 5;
+         const int rows = 30;
+         var ret = new object[rows, cols];
+         for (int i = 0; i < rows; i++)
+            for (int j = 0; j < cols; j++)
+               ret[i, j] = string.Empty;
+
+         if (_update.Direct != null)
+         {
+            int idx = 0;
+            for (int j = _update.Direct.Asks.Count - 1; j >= 0 && idx < rows; j--)
+            {
+               var ask = _update.Direct.Asks[j];
+               ret[idx, 1] = format_md(ask.Mantissa, ask.Exponent);
+               ret[idx, 2] = ask.Size;
+               idx++;
+            }
+            for (int j = 0; j < _update.Direct.Bids.Count && idx < rows; j++)
+            {
+               var bid = _update.Direct.Bids[j];
+               ret[idx, 1] = format_md(bid.Mantissa, bid.Exponent);
+               ret[idx, 0] = bid.Size;
+               idx++;
+            }
+         }
+         return ret;
+      }
+   }
+
+}
@@ -0,0 +1,17 @@
+using System;
+
+namespace bts.excel.rtd
+{
+   class FormatterFactory
+   {
+      public static IExcelFormatter make_formatter(object data)
+      {
+         if(data is co2.ChannelUpdate upd)
+            return new BookMDFormatter(upd);
+         else
+         {
+            return new JsonFormatter(data);
+         }
+      }
+   }
+}
@@ -0,0 +1,9 @@
+using System;
+
+namespace bts.excel.rtd
+{
+   internal interface IExcelFormatter
+   {
+      object[,] format(bool include_headers = false);
+   }
+}
@@ -0,0 +1,140 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using Google.Protobuf;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+
+namespace bts.excel.rtd
+{
+   class JsonFormatter : IExcelFormatter
+   {
+      private object _data;
+      public JsonFormatter(object data)
+      {
+         _data = data;
+      }
+
+      #region parser
+      static IDictionary<string, object> parse_dictionary(object[,] range)
+      {
+         Dictionary<string, object> dict = new Dictionary<string, object>();
+         if (range.Rank > 1)
+         {
+            for (int i = 0; i < range.GetLength(0); i++)
+            {
+               for (int j = 1; j < range.GetLength(1); j++)
+                  dict[range.GetValue(i, 0).ToString()] = range.GetValue(i, j);
+            }
+         }
+         else
+         {
+            for (int j = 1; j < range.Length; j++)
+               dict[range.GetValue(0).ToString()] = range.GetValue(j);
+         }
+         return dict;
+      }
+
+      public static string parse_json(Type type, object[,] range)
+      {
+         var dict = parse_dictionary(range);
+         string str = JsonConvert.SerializeObject(dict);
+         return str;
+      }
+
+      public static object parse_json_object(Type type, object[,] range)
+      {
+         string json = parse_json(type, range);
+         var obj = JsonConvert.DeserializeObject(json);
+         return obj;
+      }
+      #endregion
+
+      public object[,] format(bool include_headers = false)
+      {
+         if (_data is IEnumerable iem)
+            return format_many(iem, include_headers);
+         else
+            return format_one(_data, include_headers);
+      }   
+
+      object[,] format_many(IEnumerable data, bool include_headers = false)
+      {
+         List<SortedDictionary<string, object>> res = new List<SortedDictionary<string, object>>();
+         foreach (var d in data)
+            res.Add(to_dictionary(d));
+         object[,] ret = fill_object_array(res, include_headers);
+         return ret;
+      }
+
+      object[,] format_one(object data, bool include_headers = false)
+      {                  
+         var d = to_dictionary(data);
+         object[,] ret = fill_object_array(new[] { d }, include_headers);
+         return ret;
+      }
+
+      SortedDictionary<string, object> to_dictionary(object data)
+      {
+         string json = null;
+         if(data is IMessage imsg)
+            json = Google.Protobuf.JsonFormatter.Default.Format(imsg);
+         else
+            json = JsonConvert.SerializeObject(data);
+
+         JObject jo = JObject.Parse(json);
+         SortedDictionary<string, object> results = new SortedDictionary<string, object>();
+         parse_object(jo, results);
+         return results;
+      }
+
+      void parse_object(JObject jo, SortedDictionary<string, object> results)
+      {            
+         foreach (var kvp in jo)
+         {
+            if (kvp.Value is JArray jar) //arrays we'll just leave
+            {
+               for (int i = 0; i < jar.Count; i++)
+                  results[kvp.Key + "_" + i] = jar[i].ToString();
+            }
+            else if (kvp.Value is JValue jv)
+               results[kvp.Key] = jv.ToString();
+            else if (kvp.Value.HasValues)
+               parse_object((JObject)kvp.Value, results);
+         }         
+      }
+
+      object[,] fill_object_array(IEnumerable<SortedDictionary<string, object>> data, bool include_headers = false)
+      {
+         int count = 0;
+         SortedDictionary<string, string> keys = new SortedDictionary<string, string>();
+         foreach (var d in data)
+         {
+            count++;
+            foreach (var kv in d)
+               keys[kv.Key] = null;
+         }
+         object[,] ret = new object[count + (include_headers ? 1 : 0), keys.Count];
+         int r = 0, c = 0;
+         if (include_headers)
+         {
+            foreach (var k in keys.Keys)
+               ret[r, c++] = k;
+            r++;
+         }
+         foreach (var d in data)
+         {
+            c = 0;
+            foreach (var k in keys.Keys)
+            {
+               d.TryGetValue(k, out object val);
+               ret[r, c++] = val; //It found me!
+            }
+            r++;
+         }
+         return ret;
+      }
+   }
+}
Author	SHA1	Message	Date
Jake Norbut	d96c9b16bc	Merged in SPARK-1736 (pull request #88 ) SPARK-1736 - client-based ICMP ping	2018-10-31 14:43:16 +00:00
Eric Harding	3df7156ba3	Disable entitlement checks in QueryServer	2018-10-31 10:34:24 -04:00
Eric Harding	4376605d5e	Merge orderbook-perf	2018-10-31 10:33:18 -04:00
Jake Norbut	4d8a2f28d3	SPARK-1736 - client-based ICMP ping	2018-10-31 08:44:20 -05:00
Pedro Pinto	930f74ff27	Merge branch 'prod'	2018-10-31 13:31:36 +00:00
John Colvin	4ddb8fe9c5	OrderBookColumnCollection - add 'finally' block to try/catch in InsertItem()	2018-10-30 17:17:32 -05:00
John Colvin	74aed2144d	OrderBookColumnCollection - add comment explaining the preference for columns that implement ICVOrderBookColumn	2018-10-30 17:16:18 -05:00
John Colvin	87437883a6	SortedTree - in Reset() method, clear existing items if new_items are null	2018-10-30 17:03:36 -05:00
John Colvin	d946cb4765	OrderBookWindowFactory - ensure default UserSettings.order_book_grid != null	2018-10-30 16:57:15 -05:00
John Colvin	37c9707c63	DeleteSyntheticDaemon - show support dialog if delete request fails due to working-orders verification timeout	2018-10-30 16:55:49 -05:00
John Colvin	2a295237a6	refactor string extension ic_equals -> iequals	2018-10-30 15:54:04 -05:00
John Colvin	dc8b0b8359	OrderBookRowCollection - reword comment	2018-10-30 15:50:51 -05:00
John Colvin	d36a5b30e6	SortedTree - change Replace() to TryReplace()	2018-10-30 15:47:31 -05:00
John Colvin	616fbdba00	Merge remote-tracking branch 'origin/prod' into orderbook-performance	2018-10-30 11:49:04 -05:00
Eric Harding	753221e429	Easier to see shell latency across version upgrades	2018-10-30 12:07:48 -04:00
Jake Norbut	d5f41d8405	WorkLoop execessive_cycle_ms to use TotalMilliseconds and not Milliseconds	2018-10-30 11:04:42 -05:00
Jake Norbut	3490834108	Merged in SPARK-1403 (pull request #87 ) SPARK-1403 Approved-by: Eric Harding <eric.harding@bluetradesys.com>	2018-10-30 13:49:58 +00:00
John Colvin	64bef0bd06	missed one	2018-10-29 23:57:15 -05:00
John Colvin	e4ea5cd769	SortedTreeTests - update comments, break up linq query for readability	2018-10-29 23:56:08 -05:00
John Colvin	c8790f766a	SortedTree - replace AddAll() with Reset(), and support absent parents	2018-10-29 21:38:19 -05:00
John Colvin	2243dc566e	move DictionaryExtensions to spark_core	2018-10-29 21:25:40 -05:00
Jake Norbut	94c2d9182c	Updating release notes for footers and 1.3.7 here in this txt file	2018-10-29 17:43:32 -05:00
John Colvin	12d6374158	SortedTreeTests - reverse id-comp for name-descending comparer	2018-10-29 17:24:24 -05:00
John Colvin	58b9c27098	SortedTreeTests - new test: 'test_sorted_tree_state_transitions'	2018-10-29 17:22:15 -05:00
Jake Norbut	f68aac2015	Merge branch 'footers' into prod	2018-10-29 17:19:18 -05:00
John Colvin	ca5334fd87	OrderBook/SortedTree - comparer needs to be 100% deterministic	2018-10-29 17:17:20 -05:00
Michael Harding	71961637f1	Update release notes	2018-10-29 17:10:54 -04:00
Eric Harding	5aab80aed6	Merged cave_paintings into prod	2018-10-29 16:34:49 -04:00
Eric Harding	12e7c82698	Merged prod into cave_paintings	2018-10-29 16:32:59 -04:00
Taha Afzal	0c4cdd0bc9	Merge branch 'net_change_final' into prod	2018-10-29 16:11:29 -04:00
John Colvin	ca0c17a41b	OrderBookVM - change comment in load_from()	2018-10-29 12:55:34 -05:00
John Colvin	3acaf5b2c0	OrderBookVM - slight optimization in load_from(startupdata) method	2018-10-29 11:57:20 -05:00
Taha Afzal	00d8ea9322	Avg fill price reporting for net change spreads fixed	2018-10-28 22:25:34 -04:00
John Colvin	eedf19474e	SortedTree - when node is removed, any remaining children (orphans) go to the nursery	2018-10-28 15:57:08 -05:00
Taha Afzal	a586b75226	case statamenet was missing the new state, settlement_populated fixed	2018-10-27 22:13:01 -04:00
John Colvin	c6039723da	Synthetic Editor - re-enable 'Market Data Calculation' param-row	2018-10-26 22:17:37 -04:00
Taha Afzal	6f26164072	net_change is done from the server side	2018-10-26 19:23:13 -04:00
John Colvin	a3de2c1983	SortedTree - _replace was not re-adding node if parentkey changed	2018-10-26 14:44:58 -05:00
John Colvin	8bd2e5e5f3	OrderBook - guard against null GridSettings	2018-10-26 14:41:00 -05:00
Jake Norbut	7b01fdcb23	Merge branch 'prod' of bitbucket.org:bluetradesys/spark into prod	2018-10-26 14:25:41 -05:00
Jake Norbut	d6df085d8e	SPARK-1648 - My Windows, now with more Scrollbar	2018-10-26 14:25:31 -05:00
John Colvin	5e2a7c82c0	remove OrderBookCell.cs	2018-10-26 14:01:05 -05:00
Kevin Darby	c6f2fe9b13	Merged in nupkg (pull request #81 ) added <PackageOutputPath> to spark_sdk/spark_sdk.csproj so the nupkg can be shipped with the build Approved-by: Eric Harding <eric.harding@bluetradesys.com>	2018-10-26 18:28:59 +00:00
John Colvin	c56b41bf47	add SoundNotifications toggle.conf	2018-10-26 11:35:47 -05:00
Jake Norbut	484c7a98a8	Sound crash fixed in both INotifier and SoundAnimationView (the preview sound)	2018-10-26 10:57:34 -05:00
Jake Norbut	21b65a92fe	Sound crash fixed in both INotifier and SoundAnimationView (the preview sound)	2018-10-26 10:35:12 -05:00
Taha Afzal	559b6f8fd1	changed the state transition, so START->WAITING_FOR_DATA->WORKING	2018-10-25 21:12:43 -04:00
John Colvin	7149a20865	OrderBookRowCollection - add total_row_count property (for upcoming status bar)	2018-10-25 20:03:38 -05:00
John Colvin	407dbc4c0a	GridSettingsManager - invalidate all rows after settings update to reflect changes	2018-10-25 19:55:25 -05:00
John Colvin	eff1954260	DIYGrid - accidentally removed an 'empty_if_null()' call	2018-10-25 19:35:06 -05:00
John Colvin	81880779c3	OrderBook - retain column sorting when syncing with new default grid settings	2018-10-25 19:33:18 -05:00
Taha Afzal	41fa3046f1	Added new spreader state WAITING_FOR_INIT_DATA, not hooked up though	2018-10-25 20:01:32 -04:00
John Colvin	21a3386574	Merge branch 'prod' into orderbook-performance	2018-10-25 18:45:20 -05:00
Jake Norbut	a9ef7e47b5	tweaking animation to make it more pronounced	2018-10-25 17:08:24 -05:00
Eric Harding	0c19f82a24	If enabled segfault	2018-10-25 17:54:05 -04:00
Jake Norbut	9762a81a59	this is working now, thx Eric	2018-10-25 16:45:53 -05:00
Eric Harding	c34c99a874	Merge prod -> master	2018-10-25 17:17:52 -04:00
John Colvin	c19aad55a7	OrderBook - load/save filters and sorting	2018-10-25 15:57:09 -05:00
Jake Norbut	744260bea5	Workspaces - trying to just get a proof of conept of something happenning in the UI; not working in our UI at the moment, but I can see it kind of working in snoop?	2018-10-25 15:22:51 -05:00
John Colvin	dfe480d1f7	OrderBookStartupData.FilterStates implement IEquatable	2018-10-25 13:28:40 -05:00
John Colvin	7620b7878e	UInt/Double min-max filters implement IEquatable	2018-10-25 13:27:37 -05:00
Eric Harding	fdf21c71bb	Enable separate thread config for different market data channels	2018-10-25 12:49:10 -04:00
Eric Harding	f03453f7c5	Let threads float by default. We will override to tune specific systems	2018-10-25 12:28:42 -04:00
Jake Norbut	9ebdb107fa	fixing SODTime defaults	2018-10-25 10:28:38 -05:00
Jake Norbut	e0f1137ee2	initial commit of fotters; waiting until after john does the OB perf commit until revisiting this again	2018-10-25 07:43:26 -05:00
John Colvin	079a7ad439	OrderBookRowCollection - when filter changes, call clear/addall instead of sync_with	2018-10-24 22:33:43 -05:00
John Colvin	ae100f66c7	OrderBookRowCollection - optimize expand/collapse all (avoid noisy intermittent collection changes)	2018-10-24 19:04:51 -05:00
Eric Harding	057d5df6da	Add --name to spark_vm_shell.sh	2018-10-24 17:24:30 -04:00
Eric Harding	f539659ab5	Update ReleaseNotesParade (but leave disabled)	2018-10-24 17:07:55 -04:00
Eric Harding	e4d9b902d8	Teach webserver.cpp where manual is	2018-10-24 17:03:23 -04:00
Eric Harding	9fb180ff20	Add --name to spark_vm_shell.sh	2018-10-24 16:26:43 -04:00
Eric Harding	a6fde760ff	Docs build	2018-10-24 16:08:57 -04:00
Michael Harding	019bbaa0d2	update release notes	2018-10-24 14:58:07 -04:00
John Colvin	94f3c5a6c4	OrderBookRowCollection - when comparer changes, don't reset if refresh is deferred	2018-10-24 11:30:38 -05:00
Michael Harding	c3f9e5fa91	Update Release notes	2018-10-24 10:45:29 -04:00
John Colvin	c127f488ff	OrderBookRowCollection - when sorting changes, call clear/addall instead of sync_with	2018-10-23 20:37:26 -05:00
John Colvin	ba7a28aa8a	SPARK-1806 orderbook-performance crash	2018-10-23 18:32:07 -05:00
John Colvin	95a7f7ccb6	OrderBookRowCollection - show whole branch if any order passes filter	2018-10-23 18:27:29 -05:00
John Colvin	f90961ce22	SortedTree - add nursery-dictionary for items without parents	2018-10-23 18:19:27 -05:00
John Colvin	6c03a263a1	OrderBookRowCollection - create new SortedTree on reset, rather than Clearing current	2018-10-22 12:27:18 -05:00
John Colvin	862e199495	make SortedTree/INode public (again)	2018-10-22 12:02:37 -05:00
John Colvin	5218b748e8	SPARK-1791 / SPARK-1792 Improve OB performance	2018-10-21 18:20:53 -05:00
John Colvin	ba9bd53c1e	DIYGrid - attach/detach Sorting event if DataContext implements IHandleGridSorting	2018-10-21 18:20:40 -05:00
John Colvin	8b816f1491	SPARK-1801 OrderRecordTupleSource - introduce updates w/ 'change' member, broadcast order_securities	2018-10-21 17:29:17 -05:00
John Colvin	04cc18553b	DIYGrid.IRowVM - remove 'row_animations' and 'cell_stores' members	2018-10-21 16:52:02 -05:00
Eric Harding	c1c067522c	Advance externals post merge	2018-10-19 12:41:12 -04:00
Eric Harding	cdf537afaa	Fixup from merge	2018-10-19 12:36:18 -04:00
Eric Harding	7867cc934b	Merge from master	2018-10-19 12:23:02 -04:00
Eric Harding	1ec7c141b9	Remove unused open_interest	2018-10-18 10:23:09 -04:00
Pedro Pinto	0b7cdd656e	Updated deps files	2018-10-11 17:42:51 +00:00
Kevin Darby	c705867218	added <PackageOutputPath> to spark_sdk/spark_sdk.csproj so the nupkg can be shipped with the build	2018-10-10 18:06:12 -04:00
Taha Afzal	9b95625603	Wrapper around AdminModel with helper functions	2018-10-08 08:18:55 -04:00
Kevin Darby	76ef5558ea	clean up excel build artifacts, fix a null ref. Brian will take it from here	2018-10-05 17:15:32 -04:00
Kevin Darby	c0e1951f27	caught a reentrancy issue on Brian's version of excel	2018-10-05 15:04:58 -04:00
Kevin Darby	00f2ea75ac	Merge branch 'excel' of bitbucket.org:bluetradesys/spark	2018-10-05 10:27:23 -04:00
Michael Harding	e4d59e702f	SPARK-1769: Remove "Getting Started" as it seems to be causing confusion	2018-10-05 09:28:09 -04:00
Kevin Darby	3def034af8	added sorting and filtering for subscriptions	2018-10-04 18:15:17 -04:00
Michael Harding	779466ed8d	Merged prod into master	2018-10-04 15:36:54 -04:00
Kevin Darby	38a1139475	got orders working, we need to get rid of MarketDataClient	2018-10-04 15:12:18 -04:00
Eric Harding	a5f02c09d8	Extend auto-entitlement to synthetics	2018-10-04 14:12:37 -04:00
Eric Harding	c795feff74	Entitle all sim exchange symbols	2018-10-04 12:58:49 -04:00
Eric Harding	c99d7db058	Merge branch 'SPARK-1669' of bitbucket.org:bluetradesys/spark	2018-10-04 11:35:26 -04:00
Michael Harding	8beccfb510	SPARK-1765: Move Micdata to Market Data Tab	2018-10-04 11:02:38 -04:00
Kevin Darby	16d43c6766	I think we got orders, need to test tomorrow	2018-10-03 18:35:22 -04:00
Kevin Darby	6a0147e0f4	adding custom api for orders from excel the generated ones don't really work	2018-10-03 16:58:47 -04:00
Eric Harding	4d1ea957c3	SPARK-1669 Add super user bit to AuthToken so Sim/Recorder can bypass entitlement	2018-10-03 16:45:11 -04:00
Eric Harding	6f9bad5f11	SPARK-1669 2/2 Enforce entitlement in market data server	2018-10-03 15:03:40 -04:00
Eric Harding	3182bc68ab	Fix typo in client.pb.h (qualierifer)	2018-10-03 15:03:32 -04:00
Eric Harding	f24ac03034	Improve spark login token (i.e. Dont' hard code it)	2018-10-03 15:02:50 -04:00
Kevin Darby	74f00e4763	can't quite create an order today, but probably tomorrow.	2018-10-02 18:22:23 -04:00
Kevin Darby	1ce33fe146	spacing	2018-10-02 18:15:39 -04:00
Kevin Darby	19827be1d8	now excel can call in to spark. I can probably send an order	2018-10-02 18:14:27 -04:00
Kevin Darby	c789392e0a	generating excel bindings	2018-10-02 16:25:45 -04:00
Eric Harding	c09485affc	SPARK-1669 1/2 - send login token with market data query	2018-10-02 15:34:20 -04:00
Eric Harding	490ad06cf5	SPARK-1698 unless you change the windows' name favorite cannot be removed	2018-10-01 15:31:50 -04:00
Eric Harding	76ce62f942	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-10-01 14:56:57 -04:00
John Colvin	6bcdc944bf	DragRectAdorner - don't animate rect on top of scrollbar	2018-09-28 13:04:34 -04:00
Kevin Darby	183e070cad	Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel	2018-09-25 21:22:07 -04:00
Kevin Darby	6dad1e9965	.	2018-09-25 18:17:38 -04:00
Kevin Darby	fe3b46eb14	joined fills and orders with security	2018-09-25 18:12:06 -04:00
Michael Harding	d03bde5e9d	Merged in CMEMicData (pull request #77 ) SPARK-1724: MicData Approved-by: Eric Harding <eric.harding@bluetradesys.com>	2018-09-25 20:24:13 +00:00
Michael Harding	70426087fc	SPARK-1724: Implement Erics suggestions	2018-09-25 16:22:04 -04:00
Kevin Darby	8bcec6b898	got orders	2018-09-25 14:09:32 -04:00
Eric Harding	195049f010	Add POST_CLOSE exchange status enum value	2018-09-25 09:58:14 -04:00
Kevin Darby	a26955e07d	cleanup	2018-09-24 18:26:42 -04:00
Kevin Darby	9330b40d14	cleaning up excel code	2018-09-24 18:13:48 -04:00
Kevin Darby	e61f4c96b3	excel for spark	2018-09-24 17:50:50 -04:00
Michael Harding	58e4de2f77	SPARK-1724: MicData	2018-09-24 16:29:42 -04:00
Kevin Darby	9be342f0c1	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-21 13:20:42 -04:00
Michael Harding	f1af9e31d0	SPARK-1699: Merge release notes into single file in the manual	2018-09-21 12:48:58 -04:00
Michael Harding	51e58c0e58	SPARK-1699: Fix link to h1 in manual	2018-09-21 12:48:58 -04:00
Kevin Darby	81ae1ef059	Merge branch 'excel' of bitbucket.org:bluetradesys/spark into excel	2018-09-21 11:59:37 -04:00
Kevin Darby	a7caf78e6c	builds	2018-09-21 11:28:28 -04:00
Kevin Darby	05ca579dcb	moving excel code over	2018-09-21 11:28:28 -04:00
Kevin Darby	498d46320a	spark now has an excel api	2018-09-21 11:28:28 -04:00
Eric Harding	58a1e486fb	Merge prod->master	2018-09-21 11:27:27 -04:00
Kevin Darby	2eb3ff4347	builds	2018-09-21 11:21:08 -04:00
Michael Harding	79e1adbf7b	Merged SPARK-1701-move-about-spark-in-the-help-menu into master	2018-09-21 10:44:22 -04:00
Michael Harding	5f214dc933	SPARK-1701: going down	2018-09-21 10:43:39 -04:00
Kevin Darby	6582065be0	moving excel code over	2018-09-21 09:38:53 -04:00
Kevin Darby	3b6c998f67	spark now has an excel api	2018-09-20 18:20:40 -04:00
Taha Afzal	83889f2cbc	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2018-09-19 22:03:10 -04:00
Kevin Darby	d8810478fe	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-19 18:16:25 -04:00
Eric Harding	1a4ba59a2a	Fix build	2018-09-19 16:55:02 -04:00
Kevin Darby	ff19a700d9	whoops	2018-09-19 16:50:24 -04:00
Kevin Darby	c5ee98ebaa	Merge branch 'dynamic2' of bitbucket.org:bluetradesys/spark	2018-09-19 16:49:23 -04:00
Kevin Darby	3dbfd2ebfd	Eric's PR comments	2018-09-19 16:47:42 -04:00
Eric Harding	ec3f246576	Fix build. Can't seem to get this right today.	2018-09-19 11:31:24 -04:00
Eric Harding	78b1fe8663	Fix build.	2018-09-19 11:16:23 -04:00
Eric Harding	cfe51cdf82	base64 encode jake's favorite log message	2018-09-19 10:00:39 -04:00
Kevin Darby	a71b6b3b99	cleaned up Top, Join algos, added Offset Algo.	2018-09-18 18:16:58 -04:00
Kevin Darby	0e28c9d01c	John is going to route this to the right place	2018-09-18 15:16:10 -04:00
Kevin Darby	e722e666c2	restricted UI to primitives, enums, and a single child. Works though	2018-09-18 14:47:17 -04:00
Taha Afzal	8730a7def3	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-18 14:11:35 -04:00
Kevin Darby	5fa6bee510	didn't need that converter after all	2018-09-17 23:24:03 -04:00
Kevin Darby	8adf682946	made some progress; need some help on the converter	2018-09-17 23:12:09 -04:00
Kevin Darby	b2bf529ed7	starting dyn order templating stuff	2018-09-17 18:15:34 -04:00
Kevin Darby	2203086c87	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-17 13:06:57 -04:00
Eric Harding	094fc47990	Update CMEConnection::feed_type to string instead of char for "SMBO" type channels.	2018-09-17 10:59:03 -04:00
Taha Afzal	92c1508b8c	Put the VolumeAtPrice behind a toggle config	2018-09-14 14:58:35 -04:00
Jake Norbut	466915f6e9	Updating MICS conf to use unquoted enum string rather than enum value	2018-09-14 13:57:37 -05:00
Pedro Pinto	1c68cfa08e	Fixed clang warning.	2018-09-13 20:44:28 +00:00
Pedro Pinto	cc75872c04	Fixed crashing bug in order plugin.	2018-09-13 20:28:48 +00:00
Pedro Pinto	7e93866596	Tweaks to metrics tools.	2018-09-13 20:28:48 +00:00
Taha Afzal	f4213eefe9	fixing header inclusions	2018-09-13 16:26:06 -04:00
Taha Afzal	72bfafb376	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2018-09-13 15:24:58 -04:00
Taha Afzal	5dbacfddd5	SPARK-1672(Volume at price)	2018-09-13 15:24:49 -04:00
Pedro Pinto	e29ea5d89b	SPARK-1514, Server side SDK code complete.	2018-09-12 18:43:17 +00:00
Eric Harding	2885d929a8	Safe me from my own mistyping	2018-09-11 15:19:10 -04:00
Eric Harding	a3e5bc4fba	Prune unused script from tools	2018-09-11 12:50:20 -04:00
Taha Afzal	bb19f737d5	SPARK-1672 hooked up the timer for polling	2018-09-10 22:28:48 -04:00