Updated release notes.

Tabs

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
Approved-by: Eric Harding <eric.harding@bluetradesys.com>

.vscode/launch.json

@@ -209,7 +209,8 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test","Co2RelayTests"],
+            // "args": ["test","Co2RelayTests"],
+            "args": ["md", "run", "10"],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],

doc/user/CMakeDeps.cmake

@@ -0,0 +1 @@
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;/home/ppinto/Dropbox/bts/spark/doc/user/mkdocs.yml;bts-help-theme/404.html;bts-help-theme/base.html;bts-help-theme/content.html;bts-help-theme/css/base.css;bts-help-theme/css/bts.css;bts-help-theme/css/font-awesome.min.css;bts-help-theme/css/highlight.css;bts-help-theme/css/local.css;bts-help-theme/fonts/fontawesome-webfont.eot;bts-help-theme/fonts/glyphicons-halflings-regular.eot;bts-help-theme/img/favicon.ico;bts-help-theme/js/base.js;bts-help-theme/js/bootstrap-3.0.3.min.js;bts-help-theme/js/highlight.pack.js;bts-help-theme/js/jquery-1.10.2.min.js;bts-help-theme/keyboard-modal.html;bts-help-theme/main.html;bts-help-theme/nav-sub.html;bts-help-theme/nav.html;bts-help-theme/search-modal.html;bts-help-theme/toc.html;docs/Help.md;docs/Launcher.md;docs/Logging-In-to-the-System.md;docs/Market.md;docs/My-Windows.md;docs/Settings.md;docs/Spreader.md;docs/Trading.md;docs/images/image1.png;docs/images/image10.png;docs/images/image11.png;docs/images/image12.png;docs/images/image13.png;docs/images/image14.png;docs/images/image15.png;docs/images/image16.png;docs/images/image17.png;docs/images/image18.png;docs/images/image19.png;docs/images/image2.png;docs/images/image20.png;docs/images/image21.png;docs/images/image22.png;docs/images/image23.png;docs/images/image24.png;docs/images/image25.png;docs/images/image26.png;docs/images/image27.png;docs/images/image28.png;docs/images/image29.png;docs/images/image3.png;docs/images/image30.png;docs/images/image31.png;docs/images/image32.png;docs/images/image33.png;docs/images/image34.png;docs/images/image35.png;docs/images/image36.png;docs/images/image37.png;docs/images/image38.png;docs/images/image39.png;docs/images/image4.png;docs/images/image40.png;docs/images/image41.png;docs/images/image42.png;docs/images/image43.png;docs/images/image44.png;docs/images/image45.png;docs/images/image46.png;docs/images/image47.png;docs/images/image48.png;docs/images/image49.png;docs/images/image5.png;docs/images/image50.png;docs/images/image51.png;docs/images/image52.png;docs/images/image53.png;docs/images/image54.png;docs/images/image55.png;docs/images/image56.png;docs/images/image57.png;docs/images/image58.png;docs/images/image59.png;docs/images/image6.png;docs/images/image60.png;docs/images/image61.png;docs/images/image62.png;docs/images/image63.png;docs/images/image64.png;docs/images/image65.png;docs/images/image66.png;docs/images/image67.png;docs/images/image68.png;docs/images/image69.png;docs/images/image7.png;docs/images/image70.png;docs/images/image71.png;docs/images/image72.png;docs/images/image73.png;docs/images/image74.png;docs/images/image76.png;docs/images/image8.png;docs/images/image9.png;docs/index.md;docs/release_notes.md)

doc/user/CMakeLists.txt

@@ -16,6 +16,7 @@ set(DOC_GLOBS
   favicon.ico
   )
 file (GLOB_RECURSE All_Deps RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} ${DOC_GLOBS})
+set (All_Deps ${All_Deps} ${CMAKE_CURRENT_SOURCE_DIR}/build.sh ${CMAKE_CURRENT_SOURCE_DIR}/mkdocs.yml) 
 update_deps_file("${All_Deps}")
 # END DEPENDENCIES
 

doc/user/build.sh

@@ -1,2 +1,11 @@
 #!/bin/bash
-python -m mkdocs build -d $1
+tmpfile=$(mktemp /tmp/quiet_build_log.XXXX)
+python -m mkdocs build -d $1 >$tmpfile 2>&1
+if [ $? -eq 0 ]
+then
+    rm $tmpfile
+    exit 0
+else
+    cat $tmpfile
+    exit 1
+fi

doc/user/docs/Logging-In-to-the-System.md

@@ -2,7 +2,7 @@
 
 The shortcut icon will appear on your desktop like below:
 
-![](images/image64.png =45)
+![](images/image64.png)
 
 Simply double click or single click and hit enter to launch the
     login screen:

doc/user/docs/Trading.md

@@ -54,22 +54,22 @@
 
 ![](images/image4.png)
 
--  ![](images/image48.png)][Fills -
+-  ![](images/image48.png)Fills -
     clicking on this will launch a fills window
--  ![](images/image57.png)][ Modify -
+-  ![](images/image57.png) Modify -
     clicking on this will launch an order ticket for a live order
     highlighted in the Order Book.
--  ![](images/image73.png)][Cancel
+-  ![](images/image73.png)Cancel
     selected - clicking on this will cancel the selected orders you have
     highlighted in the order book.  You can choose more than one by
     holding hold the Ctrl key when click on each row of orders
--  ![](images/image74.png)][Cancel
+-  ![](images/image74.png)Cancel
     buys - clicking on this will cancel all the buy orders you have in
     the order book
--  ![](images/image33.png)][Cancel
+-  ![](images/image33.png)Cancel
     sells - clicking on this will cancel all the sell orders you have in
     the order book
--  ![](images/image2.png)][Cancel
+-  ![](images/image2.png)Cancel
     all - clicking on this will cancel all working orders you have the
     order book
 
@@ -168,10 +168,10 @@
       -  Iceberg
 
          -  This is a buy or sell order where the order is divided into a
-            visible or “show” portion which is seen at the exchange.  ][The
+            visible or “show” portion which is seen at the exchange.  The
             rest of the order is hidden and will remain hidden until the show
             quantity is filled, essentially reloading the order back to the show
-            quantity.  You will need to ][define what type of order that will
+            quantity.  You will need to define what type of order that will
             be used for the child order to be sent.
 
       ![](images/image47.png)
@@ -198,7 +198,7 @@
                
       ![](images/image50.png)
 
-      -  Tick
+      -  Lean
 
          -  This is a specialized algo order which allows the user to
             essentially watch the opposite-inside market size and cross when
@@ -207,16 +207,9 @@
             buying into the asks.  This is often referred to as “paying up” as
             well
 
-      ![](images/image22.png)
+      ![](images/image22.png?v2)
 
-      -  Lean
 
-         -  This is a specialized algo order which allows the user to enter an
-            order which will watch the opposite-inside market size and cross
-            when that size goes below the threshold defined in the
-            parameters
-
-      ![](images/image45.png)
 
       -  Join
 

doc/user/docs/release_notes.md

@@ -1,5 +1,37 @@
 # Release Notes
 
+## 1.4.1
+
+### Tabs 
+  - Tabs now shrink and expand to make better use of horizontal space
+### Bug Fixes
+  - Fixed a bug that could cause excessive CPU usage when a connection broke
+  - Fixed a layout bug in hedging/requoting performance reports 
+  - Fixed account name mismatching bug for old fills 
+### Absolute Position limits
+  - Positions can now be netted or absolute for purposes of limit enforcing
+
+## 1.4.0
+
+### Speed Enhancements
+  - Improved requoting and hedging performance
+  - Improved order book form performance
+### Server Side SDK
+  - Added beta version of the server side SDK
+### Front End
+  - Added status bars to all UI grids
+### Reporting
+  - Added reporting of hedging and requoting performance
+
+## 1.3.8
+
+### Speed Enhancements
+  - Further speed enhancements
+### Conditional (new quoting parameter)
+  - Reduces re-quoting updates by only quoting if N ticks away from the opposite inside market.
+  - Quotes are cancelled when it gets further away.
+  - "Price Type" dictates if this logic applies to the quoting market or to the synthetic spread market.
+
 ## 1.3.7
 
 ### Net Change pricing
@@ -130,4 +162,4 @@
 - 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
+- PnL report will now remember any customizations you make to filtering and/or sorting criteria

src/client/spark/Daemons/ShellLatencyDaemon.cs

@@ -62,7 +62,7 @@ namespace bts.perf {
                   if (response.Status == IPStatus.Success) {
                      _current_missed_ping_count = 0;
                      if (response.RoundtripTime > config.logging_milliseconds_threshold) {
-                        Log.Ui.warn($"Ping response not recieved in a timely manner:\n" +
+                        Log.Ui.warn($"Ping response not received in a timely manner:\n" +
                            $"\tAddress:\t{response.Address}\n" +
                            $"\tRoundTrip:\t{response.RoundtripTime} ms");
                      }

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

@@ -48,14 +48,12 @@
       </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>
+          <TextBlock>
+            <Run Text="Securities:"/>
+            <Run Text="{Binding ElementName=_grid, Path=Rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows_view.SourceCollection.Count, Mode=OneWay}" />
+          </TextBlock>
         </StatusBarItem>
       </StatusBar>
     </Grid>

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

@@ -58,7 +58,7 @@ namespace mbts.spark {
          var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
          _commands = new List<SparkCommand> {
             SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ObjectHelper.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
             SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
                secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
                   security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesView.xaml

@@ -49,13 +49,7 @@
       </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>
+          <TextBlock Text=" "/>
         </StatusBarItem>
       </StatusBar>      
     </Grid>

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

@@ -62,8 +62,8 @@ namespace mbts.spark {
          var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
          var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
          _commands = new SparkCommand[] {
-            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
+            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
             SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
             SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),

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

@@ -56,6 +56,7 @@
     UIntTemplate="{StaticResource SimpleValueTextTemplate}"
     MarketDataTypeTemplate="{StaticResource SimpleValueTextTemplate}"
     MarketDataCalculationTemplate="{StaticResource SimpleValueTextTemplate}"
+    ConditionalPriceTypeTemplate="{StaticResource SimpleValueTextTemplate}"
   >
     <usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
       <DataTemplate>
@@ -122,6 +123,11 @@
         <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:LegSpreaderParams.Types.LegMarketDataCalculation}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
       </DataTemplate>
     </usp:DataGridParameterCellTemplateConverter.MarketDataCalculationTemplate>
+    <usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>
+      <DataTemplate>
+        <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:ConditionalQuoting.Types.PriceType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
+      </DataTemplate>
+    </usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>    
     <usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
       <DataTemplate>
         <Grid IsEnabled="{Binding enabled}">

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

@@ -304,6 +304,7 @@ namespace mbts.ui.spark {
       public DataTemplate QuantityMeasureTemplate { get; set; }
       public DataTemplate MarketDataTypeTemplate { get; set; }
       public DataTemplate MarketDataCalculationTemplate { get; set; }
+      public DataTemplate ConditionalPriceTypeTemplate { get; set; }
 
       public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
          Type t = (Type)value;
@@ -314,6 +315,7 @@ namespace mbts.ui.spark {
          else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
          else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
          else if (t == typeof(LegSpreaderParams.Types.LegMarketDataCalculation)) return MarketDataCalculationTemplate;
+         else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
          else return null;
       }
 

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

@@ -103,6 +103,11 @@ namespace bts.shell {
             OutsideTicks = 3,
             Priority = RulePriority
          };
+         public static ConditionalQuoting ConditionalQuoting => new ConditionalQuoting
+         {
+            NTicks = 2, 
+            PriceType = ConditionalQuoting.Types.PriceType.Leg
+         };
          public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
          public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
          #endregion

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

@@ -46,14 +46,12 @@
       </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>
+          <TextBlock>
+            <Run Text="Synthetics:"/>
+            <Run Text="{Binding ElementName=_grid, Path=Rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows_view.SourceCollection.Count, Mode=OneWay}" />
+          </TextBlock>
         </StatusBarItem>
       </StatusBar>      
     </Grid>

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

@@ -55,7 +55,7 @@ namespace mbts.spark {
                current_row_connectable_builder.create(observe_row_strategy),
                rs => rs.HasValue, select_row_strategy_tuple
             ), SparkCommands.ShowLadder.complete(
-               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ObjectHelper.ValueOrDefault
+               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
             ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
                   filters = new OrderBookWindowFactory.FilterStates {
                      security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/EnableHedgeModel.cs

@@ -0,0 +1,22 @@
+using mbts.ui.spark;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class EnableHedgeModel : RowModelBase<bool> {
+         public override string display_name { get; } = "Enable Hedging";
+         public override string help_text { get; } = "Send a hedge for this leg?";
+         public override string man_page { get; } = string.Empty;
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.EnableHedging;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) =>
+            leg_tup.leg_params.EnableHedging = value;
+
+         public override bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups) =>
+            !leg_tups.Any(lt => lt.leg_params.EnableHedging);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/MinLeanQtyModel.cs

@@ -0,0 +1,18 @@
+using mbts.ui.spark;
+using System;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class MinLeanQtyModel : RowModelBase<System.UInt32> {
+         public override string display_name { get; } = "Min Lean Qty";
+         public override string help_text { get; } = "Minimum Quantity required at this leg to quote";
+         public override string man_page { get; } = string.Empty;
+
+         public override System.UInt32 get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.MinLeanQty;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, System.UInt32 value) =>
+            leg_tup.leg_params.QuoteParams.MinLeanQty = value;
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuoteEnabledModel.cs

@@ -0,0 +1,39 @@
+using bts.shell;
+using mbts.ui.spark;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class ConditionalQuoteEnabledModel : RowModelBase<bool> {
+         readonly ConditionalQuotingTicksModel _ticks;
+         readonly ConditionalQuotingPriceTypeModel _price_type;
+
+         public ConditionalQuoteEnabledModel(ConditionalQuotingTicksModel ticks, ConditionalQuotingPriceTypeModel price_type)
+         {
+            _ticks = ticks;
+            _price_type = price_type;
+         }
+
+         public override string display_name { get; } = string.Empty;
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Conditional };
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ConditionalQuoting != null;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (value) {
+               if (leg_tup.leg_params.QuoteParams.ConditionalQuoting == null) {
+                  leg_tup.leg_params.QuoteParams.ConditionalQuoting = SyntheticDataHelper.Defaults.ConditionalQuoting;
+                  _ticks.apply_value(leg_tup);
+                  _price_type.apply_value(leg_tup);
+               }
+            } else {
+               leg_tup.leg_params.QuoteParams.ConditionalQuoting = null;
+            }
+            _ticks.set_enabled(leg_tup, value);
+            _price_type.set_enabled(leg_tup, value);
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingPriceTypeModel.cs

@@ -0,0 +1,45 @@
+using mbts.ui.spark;
+using bts.spark;
+using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
+using mbts.collections.extensions;
+using System.Collections.Generic;
+using bts.shell;
+
+namespace mbts.spark
+{
+   partial class SyntheticEditorVM
+   {
+      class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
+      {
+         IDictionary<uint, PriceType> _value_store = new Dictionary<uint, PriceType>();
+
+         public override string display_name { get; } = "Price Type";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Conditional };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).PriceType = _value_from_store(leg_tup);
+
+         public override PriceType get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) is ConditionalQuoting cond ?
+               cond.PriceType :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, PriceType value)
+         {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_value(leg_tup) is ConditionalQuoting cond)
+               cond.PriceType = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) => _get_value(leg_tup) != null; //TAHA_SPREADER
+
+         ConditionalQuoting _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ConditionalQuoting;
+
+         PriceType _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingTicksModel.cs

@@ -0,0 +1,41 @@
+using bts.shell;
+using bts.spark;
+using mbts.collections.extensions;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class ConditionalQuotingTicksModel : RowModelBase<int> {
+         IDictionary<uint, int> _value_store = new Dictionary<uint, int>();
+
+         public override string display_name { get; } = "Ticks";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Conditional };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).NTicks = _value_from_store(leg_tup);
+
+         public override int get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) is ConditionalQuoting cond ?
+               cond.NTicks :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, int value) {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_value(leg_tup) is ConditionalQuoting cond)
+               cond.NTicks = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) != null;
+
+         ConditionalQuoting _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ConditionalQuoting;
+
+         int _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
+      }
+   }
+}

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

@@ -103,6 +103,13 @@ namespace mbts.spark {
                "Reduces re-quoting updates by defining a region on either side " +
                "of the working quoting order, inside which quote updates will not be sent.");
 
+         public static ParameterSection Conditional =>
+            new ParameterSection("Conditional", true,
+               "Reduces re-quoting updates by only quoting if N ticks away from the opposite " + 
+               "inside market. Quotes are cancelled when it gets further away. 'Price Type' " +
+               "dictates if this logic applies to the quoting market or to the synthetic spread " + 
+               "market");
+
          public static ParameterSection InsideMarketThrottleThresholds =>
             new ParameterSection("Inside Market Throttle Thresholds", true,
                "Reduces re-quoting for quotes that are moving toward the inside market. " +

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

@@ -2,7 +2,6 @@
 using bts.shell;
 using bts.spark;
 using bts.utils;
-using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -110,7 +109,7 @@ namespace mbts.spark {
             _validate_leg_count();
          };
 
-         async Task commit_async(){
+         async Task commit_async() {
             RequestUpdate?.Invoke();
             bool valid = true;
             if (string.IsNullOrWhiteSpace(name)) {
@@ -125,8 +124,7 @@ namespace mbts.spark {
                valid = false;
             }
             if (valid) {
-               _synthetic.Synthetic.Legs.Clear();
-               _synthetic.Synthetic.Legs.AddRange(leg_tuples.Select(l => l.leg).OrderBy(l => l.Security, SecurityHelper.Comparer.Instance));
+               _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
                _synthetic.Symbol = _deduce_symbol(_synthetic);
                double tick_frac = _tick_factors.tick_unit / _tick_factors.tick_base;
                _synthetic.ContractSpec.LowTick = tick_frac;
@@ -180,6 +178,9 @@ namespace mbts.spark {
          var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
          var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();
 
+         var conditional_quoting_ticks = new ConditionalQuotingTicksModel();
+         var conditional_quoting_price_type = new ConditionalQuotingPriceTypeModel();
+
          var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
          var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();
 
@@ -201,13 +202,18 @@ namespace mbts.spark {
             _quantity_model,
             _price_mult_model,
             new IsQuoteModel(),
+            //new EnableHedgeModel(), //TAHA_SPREADER
             new HedgeRatioModel(),
+            //new MinLeanQtyModel(), //TAHA_SPREADER
             new QuoteHiddenModel(),
             new MarketDataTypeModel(),
             new MarketDataCalculationModel(),
             new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
             quote_throttle_inside_ticks,
             quote_throttle_outside_ticks,
+            new ConditionalQuoteEnabledModel(conditional_quoting_ticks, conditional_quoting_price_type),
+            conditional_quoting_ticks,
+            conditional_quoting_price_type,
             //new QuoteInsideMarketThrottleEnabledModel(quote_inside_market_throttle_ticks, quote_inside_market_throttle_min_move),
             //quote_inside_market_throttle_ticks,
             //quote_inside_market_throttle_min_move,
@@ -296,7 +302,6 @@ namespace mbts.spark {
 
       static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
          synthetic.Synthetic.Legs
-         .OrderBy(l => l.Security, SecurityHelper.Comparer.Instance)
          .Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
 
       void _close_new_leg_popup() {
@@ -339,4 +344,4 @@ namespace mbts.spark {
          else clear_error(nameof(leg_count));
       }
    }
-}
+}

src/client/spark/Modules/Trading/Fills/FillsView.xaml

@@ -49,14 +49,12 @@
       </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>
+          <TextBlock>
+            <Run Text="Fills:"/>
+            <Run Text="{Binding ElementName=_grid, Path=Rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows_view.SourceCollection.Count, Mode=OneWay}" />
+          </TextBlock>
         </StatusBarItem>
       </StatusBar>
     </Grid>

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

@@ -423,7 +423,8 @@ namespace mbts.spark {
                   base.InsertItem(index, item);
                } catch {
                   _unhook(col);
-               } finally { }
+                  throw;
+               }
             } else {
                Log.Ui.warn($"{nameof(OrderBookColumnCollection)} added a column that is not of type {nameof(ICVOrderBookColumn)}");
                base.InsertItem(index, item);

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

@@ -104,7 +104,7 @@ namespace mbts.spark {
          if (old_order.order_type() != order.order_type())
             RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
          if (!had_security && _security_md.HasValue) {
-            RaisePropertyChanged(nameof(security));
+            RaisePropertyChanged(nameof(security), nameof(security_text));
             // need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
             invalidate = true;
          }

src/client/spark/Modules/Trading/OrderBook/OrderBookView.xaml

@@ -155,18 +155,12 @@
     </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>
+          <TextBlock>
+            <Run Text="Orders:"/>
+            <Run Text="{Binding rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
+          </TextBlock>
         </StatusBarItem>
       </StatusBar>
     </Grid>

src/client/spark/Orders/OrderRecordTupleSource.cs

@@ -18,8 +18,8 @@ namespace mbts.spark {
       // data cache
       readonly Dictionary<uint, OrderRecordTuple> _state = new Dictionary<uint, OrderRecordTuple>();
       readonly SetMap<uint, uint> _security_orders = new SetMap<uint, uint>();
+      readonly IDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
       IReadOnlyDictionary<uint, OrderRecordImmutable> _orders_cache = new Dictionary<uint, OrderRecordImmutable>(0);
-      IReadOnlyDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
       IDisposable _dispose;
 
       public OrderRecordTupleSource(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities, IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) =>
@@ -92,11 +92,14 @@ namespace mbts.spark {
             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);
+            /// Warning: <see cref="_security_md_cache"/> must NOT be reassigned with <see cref="securities"/>; the latter is always the same object.
+            /// This would mean that the <see cref="GlobalExtensions.difference{T}(IEnumerable{T}, IEnumerable{T}, out IEnumerable{T}, out IEnumerable{T})"/>
+            /// call above would literally be calculating the difference between the keys of the same dictionary!
             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];
+                  removed_securities.Add(k, old_sec_md);
+                  IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
                   foreach (OrderRecordImmutable order in orders) {
                      OrderRecordTuple old_ft = new OrderRecordTuple(order, old_sec_md);
                      removed.Add(old_ft.order.Key, old_ft);
@@ -104,12 +107,13 @@ namespace mbts.spark {
                      added.Add(new_ft.order.Key, new_ft);
                   }
                }
+               _security_md_cache.Remove(k);
             }
             foreach (var k in added_keys) {
+               SecurityMD new_sec_md = securities[k];
                if (_security_orders.try_lookup(k, out ISet<uint> order_keys)) {
-                  added_securities.Add(k, securities[k]);
+                  added_securities.Add(k, new_sec_md);
                   IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
-                  SecurityMD new_sec_md = securities[k];
                   foreach (OrderRecordImmutable order in orders) {
                      OrderRecordTuple old_ft = new OrderRecordTuple(order, null);
                      removed.Add(old_ft.order.Key, old_ft);
@@ -117,8 +121,8 @@ namespace mbts.spark {
                      added.Add(new_ft.order.Key, new_ft);
                   }
                }
+               _security_md_cache.Add(k, new_sec_md);
             }
-            _security_md_cache = securities;
             _apply_changes(added, removed, added_securities, removed_securities);
          }
       }

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

@@ -42,7 +42,7 @@ namespace mbts.ui {
       public bool CanExecute(object parameter) {
          if (!allow_concurrent_executions && _n_executing > 0)
             return false;
-          else return _can_execute(ObjectHelper.try_convert<T>(parameter));
+          else return _can_execute(ConvertUtils.try_convert<T>(parameter));
       }
 
       public async Task Execute(object parameter) {
@@ -51,7 +51,7 @@ namespace mbts.ui {
             if (!allow_concurrent_executions)
                RaiseCanExecuteChanged();
          }
-         await _execute(ObjectHelper.try_convert<T>(parameter));
+         await _execute(ConvertUtils.try_convert<T>(parameter));
          if (--_n_executing == 0) {
             _raise_is_executing_changed();
             if (!allow_concurrent_executions)

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

@@ -27,13 +27,13 @@ namespace mbts.ui
          if (_can_execute == null)
             return true;
          else
-            return _can_execute(ObjectHelper.try_convert<T>(parameter));
+            return _can_execute(ConvertUtils.try_convert<T>(parameter));
       }
 
       public event EventHandler CanExecuteChanged;
 
       public void Execute(object parameter) =>
-         _execute(ObjectHelper.try_convert<T>(parameter));
+         _execute(ConvertUtils.try_convert<T>(parameter));
    }
 
    public class DelegateCommand : DelegateCommand<object> {

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

@@ -12,7 +12,7 @@ namespace mbts.ui {
       public event EventHandler CanExecuteChanged;
 
       public bool CanExecute(object parameter) => _can_execute;
-      public void Execute(object parameter) => _execute(ObjectHelper.try_convert<T>(parameter));
+      public void Execute(object parameter) => _execute(ConvertUtils.try_convert<T>(parameter));
 
       public void OnCompleted() { }
       public void OnError(Exception error) { }

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

@@ -364,7 +364,7 @@ namespace System.Collections.Generic {
       }
 
       /// <summary>
-      /// Uses <see cref="ObjectHelper.try_convert{TResult}(object)"/> to convert the elements of an <see cref="IEnumerable"/> to the specified type.
+      /// Uses <see cref="ConvertUtils.try_convert{TResult}(object)"/> to convert the elements of an <see cref="IEnumerable"/> to the specified type.
       /// </summary>
       /// <typeparam name="TResult">The type to convert the elements of source to.</typeparam>
       /// <param name="source">The <see cref="IEnumerable"/> that contains the elements to be cast to type <typeparamref name="TResult"/></param>
@@ -373,7 +373,7 @@ namespace System.Collections.Generic {
       public static IEnumerable<TResult> convert<TResult>(this IEnumerable source) {
          ExceptionAssert.Argument.NotNull(source, nameof(source));
          foreach (object obj in source)
-            yield return ObjectHelper.try_convert<TResult>(obj);
+            yield return ConvertUtils.try_convert<TResult>(obj);
       }
    }
 

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

@@ -131,12 +131,6 @@ namespace mbts
          return -1;
       }
 
-      public static int safe_compare<T>(this T a, T b, Func<T, T, int> compare) =>
-         a == null ? (b == null ? 0 : -1) : (b == null ? 1 : compare(a, b));
-
-      public static int safe_compare<T>(this T a, T b) where T : IComparable<T> =>
-         a == null ? (b == null ? 0 : -1) : (b == null ? 1 : a.CompareTo(b));
-
       public static bool safe_equals<T>(this T a, T b, Func<T, T, bool> equals) =>
          a == null ? b == null : b != null && equals(a, b);
 

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

@@ -1,4 +1,5 @@
-using System;
+using bts.utils;
+using System;
 using System.Collections.Generic;
 
 namespace mbts.utils {

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

@@ -32,8 +32,11 @@ namespace mbts.utils {
             // need to lock bc simultaneous callbacks on diff threads could generate 2 subscriptions at once,
             // only 1 of which would get disposed in the next callback.
             Disposable.dispose(ref _current_key_sub);
-            if (!_is_disposed)
-               _current_key_sub = _selector(key)?.Subscribe(_value_subject);
+            if (!_is_disposed) {
+               // IMPORTANT: do NOT subscribe _value_subject directly to the inner sequences.  Subscribe with a callback delegate instead (e.g. _value_subject.OnNext).
+               // Reason: If a sequence 'completes' while _value_subject's subscription is active, it will enter a 'Terminated' state, and forever cease notifying observers of subsequent updates.
+               _current_key_sub = _selector(key)?.Subscribe(_value_subject.OnNext);
+            }
          }
       }
 

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

@@ -348,7 +348,7 @@ namespace mbts.ui.controls {
 
    class BadgeTextLinesConverter : IMultiValueConverter {
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
-         if (ObjectHelper.try_convert_args(values, out Side side, out uint quantity, out uint filled, out mbts.spark.LadderSettings.BadgeStyle style))
+         if (ConvertUtils.try_convert_args(values, out Side side, out uint quantity, out uint filled, out mbts.spark.LadderSettings.BadgeStyle style))
             return BadgeRender.format(side, quantity, filled, style);
          else return new string[0];
       }

src/client/spark/view/Controls/ColorPicker/ColorPickerControl.xaml.cs

@@ -218,7 +218,7 @@ namespace mbts.ui.controls.color_picker {
       public DataTemplate EditableTemplate { get; set; }
 
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
-         if (ObjectHelper.try_convert_args(values, out ColorPaletteVM vm, out bool is_selected)) {
+         if (ConvertUtils.try_convert_args(values, out ColorPaletteVM vm, out bool is_selected)) {
             if (vm.can_user_edit && is_selected)
                return EditableTemplate;
          }

src/client/spark/view/Controls/ColorPicker/ColorPickerSwatch.xaml.cs

@@ -38,7 +38,7 @@ namespace mbts.ui.controls.color_picker {
 
    class NamedColorItemToolTipConverter : IMultiValueConverter {
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) =>
-         ObjectHelper.try_convert_args(values, out string name, out bool can_user_edit) ?
+         ConvertUtils.try_convert_args(values, out string name, out bool can_user_edit) ?
             $"{name} (Alt + Click for info{(can_user_edit ? ", Ctrl + Click to assign" : string.Empty)})" :
             string.Empty;
 

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

@@ -109,6 +109,6 @@ namespace mbts.spark.filters {
       protected virtual void _validate() { }
 
       bool IDataGridColumnFilter.filter(object row) =>
-         filter(ObjectHelper.try_convert<TRow>(row));
+         filter(ConvertUtils.try_convert<TRow>(row));
    }
 }

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

@@ -70,6 +70,6 @@ namespace mbts.spark.filters {
 
 
       bool IDataGridColumnFilter.filter(object row) =>
-         filter(ObjectHelper.try_convert<TRow>(row));
+         filter(ConvertUtils.try_convert<TRow>(row));
    }
 }

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterContentControl.xaml

@@ -20,6 +20,7 @@
                   Content="Apply"
                   CommandParameter="{TemplateBinding ApplyCommandParameter}"
                   Command="{TemplateBinding ApplyCommand}"
+                  CommandTarget="{TemplateBinding ApplyCommandTarget}"
                   IsDefault="True"
                   Focusable="False"
                   Style="{StaticResource CommonButton}"

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterContentControl.xaml.cs

@@ -24,6 +24,11 @@ namespace mbts.ui.spark {
       public object ApplyCommandParameter { get => GetValue(ApplyCommandParameterProperty); set => SetValue(ApplyCommandParameterProperty, value); }
       #endregion
 
+      #region ApplyCommandTarget
+      public static readonly DependencyProperty ApplyCommandTargetProperty = WPFHelper.create_dp<IInputElement, FilterContentControl>(nameof(ApplyCommandTarget));
+      public IInputElement ApplyCommandTarget { get => GetValue(ApplyCommandTargetProperty) as IInputElement; set => SetValue(ApplyCommandTargetProperty, value); }
+      #endregion
+
       #region ClearCommand
       public static readonly DependencyProperty ClearCommandProperty = DependencyProperty.Register(
          nameof(ClearCommand), typeof(ICommand), typeof(FilterContentControl));

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml

@@ -106,6 +106,7 @@
     <usp:FilterContentControl
       ApplyCommandParameter="{Binding}"
       ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+      ApplyCommandTarget="{Binding ElementName=Filter}"
       ClearCommandParameter="{Binding}"
       ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
     >
@@ -115,6 +116,9 @@
         Begin="{Binding begin}"
         End="{Binding end}"
       >
+        <c:TimeFilterControl.CommandBindings>
+          <CommandBinding Command="{x:Static c:DataGridFilterProperties.CommitCommand}" Executed="{x:Static c:TimeFilterControl.CommitExecuted}"/>
+        </c:TimeFilterControl.CommandBindings>
         <u:Behavior.BindingUpdateGroups>
           <u:BindingUpdateGroupCollection>
             <u:BindingUpdateGroup Source="{Binding DataContext, Source={u:DirectReference Filter}}" Target="{Binding Source={u:DirectReference Filter}}">

src/client/spark/view/Controls/DataGridEx/Filters/Views/TimeFilterControl.xaml.cs

@@ -7,6 +7,7 @@ using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Documents;
+using System.Windows.Input;
 using System.Windows.Media;
 
 namespace mbts.ui.controls {
@@ -14,6 +15,18 @@ namespace mbts.ui.controls {
    /// Interaction logic for TimeFilterControl.xaml
    /// </summary>
    public class TimeFilterControl : Control {
+      public static readonly ExecutedRoutedEventHandler CommitExecuted = (s, e) => {
+         if (s is TimeFilterControl tfc) {
+            tfc.get_template_child<DateTimePicker>(_begin_dtp_name)?.flush_pending_changes();
+            tfc.get_template_child<DateTimePicker>(_end_dtp_name)?.flush_pending_changes();
+            (e.Parameter as IDataGridColumnFilter)?.apply.TryExecuteIfCan(null);
+            e.Handled = true;
+         }
+      };
+      const string
+         _begin_dtp_name = "PART_Begin_DateTimePicker",
+         _end_dtp_name = "PART_End_DateTimePicker";
+
       static TimeFilterControl() =>
          DefaultStyleKeyProperty.OverrideMetadata(typeof(TimeFilterControl), new FrameworkPropertyMetadata(typeof(TimeFilterControl)));
 
@@ -45,17 +58,17 @@ namespace mbts.ui.controls {
          var clear_begin_time = this.assert_template_child<Hyperlink>("ClearBeginLink");
          var clear_end_time = this.assert_template_child<Hyperlink>("ClearEndLink");
          var set_last_hour = this.assert_template_child<Hyperlink>("SetLastHourLink");
-         clear_begin_time.Command = new DelegateCommand(() => Begin = default);
-         clear_end_time.Command = new DelegateCommand(() => End = default);
-         set_last_hour.Command = new DelegateCommand(() => Begin = TimeTextTuple.FromDateTime(DateTime.Now.AddHours(-1)));
+         clear_begin_time.Command = new DelegateCommand(() => SetCurrentValue(BeginProperty, default(TimeTextTuple)));
+         clear_end_time.Command = new DelegateCommand(() => SetCurrentValue(EndProperty, default(TimeTextTuple)));
+         set_last_hour.Command = new DelegateCommand(() => SetCurrentValue(BeginProperty, TimeTextTuple.FromDateTime(DateTime.Now.AddHours(-1))));
       }
 
       class TimeFilterErrorAdorner : NotifyDataErrorAdorner<TimeFilterControl, ITimeFilterVM>, IDisposable {
          readonly ChildProperty<DateTimePicker> _begin_picker, _end_picker;
 
          public TimeFilterErrorAdorner(TimeFilterControl view) : base(view) {
-            _begin_picker = child_property<DateTimePicker>("PART_Begin_DateTimePicker");
-            _end_picker = child_property<DateTimePicker>("PART_End_DateTimePicker");
+            _begin_picker = child_property<DateTimePicker>(_begin_dtp_name);
+            _end_picker = child_property<DateTimePicker>(_end_dtp_name);
          }
 
          protected override void OnRender(DrawingContext drawing_context) {

src/client/spark/view/Controls/DataGridEx/Model/DataGridExModel.cs

@@ -52,7 +52,7 @@ namespace mbts.ui.controls
       protected DataGridExRow() { }
 
       public abstract object get_cell(TColKey col_key);
-      public object get_cell(object col_key) { return get_cell(ObjectHelper.try_convert<TColKey>(col_key)); }
+      public object get_cell(object col_key) { return get_cell(ConvertUtils.try_convert<TColKey>(col_key)); }
 
 
    }
@@ -60,6 +60,6 @@ namespace mbts.ui.controls
    public abstract class DataGridExCell<TData> : ViewModelBase, IDataGridExCell<TData>, IDataGridExCell
    {
       public abstract void update(TData data);
-      public void update(object data) { update(ObjectHelper.try_convert<TData>(data)); }
+      public void update(object data) { update(ConvertUtils.try_convert<TData>(data)); }
    }
 }

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

@@ -1,6 +1,6 @@
 using mbts.ui.utility;
 using mbts.ui.utility.text;
-using mbts.utils;
+using bts.utils;
 using System;
 using System.Collections;
 using System.Globalization;
@@ -77,7 +77,7 @@ namespace mbts.ui.controls {
 
    class FontFamilySupportsWeightConverter : IMultiValueConverter {
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
-         if (ObjectHelper.try_convert_args(values, out FontFamily ff, out FontWeight fw))
+         if (ConvertUtils.try_convert_args(values, out FontFamily ff, out FontWeight fw))
             return TextUtils.available_weights(ff).Contains(fw);
          return false;
       }

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

@@ -1,4 +1,4 @@
-using mbts.utils;
+using bts.utils;
 using System;
 using System.Collections;
 using System.Collections.Generic;

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

@@ -223,7 +223,7 @@
                           <RowDefinition Height="Auto"/>
                           <RowDefinition Height="4" />
                           <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />                          
+                          <RowDefinition Height="4" />
                           <RowDefinition/>
                         </Grid.RowDefinitions>
                         <Grid.ColumnDefinitions>
@@ -231,13 +231,37 @@
                           <ColumnDefinition Width="12"/>
                           <ColumnDefinition/>
                         </Grid.ColumnDefinitions>
-                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Cross Thresh</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="1"
+                            >
+                          <TextBlock  VerticalAlignment="Center">Cross Thresh</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="When the size of the opposite-inside market falls below this size threshold the order will payup." />
+                        </StackPanel>
                         <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding cross_threshold}"/>
-                        <TextBlock Grid.Row="3" VerticalAlignment="Center">Max Chase Ticks</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="3"
+                            >
+                          <TextBlock VerticalAlignment="Center">Max Chase Ticks</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="The max number of ticks the order will continue to pay up after the initial payup." />
+                        </StackPanel>
                         <c:TickUpDownUInt Grid.Row="3" Grid.Column="2" Value="{Binding max_chase_ticks}"/>
-                        <TextBlock Grid.Row="5">On Toward</TextBlock>
-                        <ComboBox Grid.Row="5" Grid.Column="2" ItemsSource="{Binding trade_toward_types}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding trade_toward_behavior}"/>                        
-                        <TextBlock Grid.Row="7">Child</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="5"
+                            >
+                          <TextBlock VerticalAlignment="Center">On Toward</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="What should happen when the market moves toward the order." />
+                        </StackPanel>
+                        <ComboBox Grid.Row="5" Grid.Column="2" ItemsSource="{Binding trade_toward_types}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding trade_toward_behavior}"/>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="7"
+                            >
+                          <TextBlock >Child</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of order to be placed when the algo is triggered" />
+                        </StackPanel>
                         <uag:OrderDetailsPopupControl
                           Grid.Row="7" Grid.Column="2"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
@@ -266,9 +290,21 @@
                           <ColumnDefinition Width="12"/>
                           <ColumnDefinition/>
                         </Grid.ColumnDefinitions>
-                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Join Thresh</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="1"
+                            >
+                          <TextBlock VerticalAlignment="Center">Join Thresh</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="The Threshold at which the order will join the market when the market flips (the event where the best offer becomes the best bid in the buy case)." />
+                        </StackPanel>
                         <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding join_threshold}"/>
-                        <TextBlock Grid.Row="3">Child</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="3"
+                            >
+                          <TextBlock VerticalAlignment="Center">Child</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of order to be placed when the algo is triggered" />
+                        </StackPanel>
                         <uag:OrderDetailsPopupControl
                           Grid.Row="3" Grid.Column="2"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
@@ -295,9 +331,22 @@
                           <ColumnDefinition Width="12"/>
                           <ColumnDefinition/>
                         </Grid.ColumnDefinitions>
-                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Top Thresh</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="1"
+                            >
+                          <TextBlock VerticalAlignment="Center">Top Thresh</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="If the order is at the top of book, the quantity remaining below which the order will be canceled." />
+                        </StackPanel>
                         <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding top_threshold}"/>
-                        <TextBlock Grid.Row="3">Child</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="3"
+                            >
+                          <TextBlock VerticalAlignment="Center">Child</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of order to be placed when the algo is triggered." />
+                        </StackPanel>
+
                         <uag:OrderDetailsPopupControl
                           Grid.Row="3" Grid.Column="2"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
@@ -326,9 +375,21 @@
                           <ColumnDefinition Width="12"/>
                           <ColumnDefinition/>
                         </Grid.ColumnDefinitions>
-                        <TextBlock Grid.Row="1" VerticalAlignment="Center" >Hedge Ticks</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="1"
+                            >
+                          <TextBlock VerticalAlignment="Center" >Hedge Ticks</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the number of ticks to offset the hedge." />
+                        </StackPanel>
                         <c:TickUpDownInt Grid.Row="1" Grid.Column="2" Value="{Binding hedge_ticks}"/>
-                        <TextBlock Grid.Row="3">Hedge</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="3"
+                            >
+                          <TextBlock VerticalAlignment="Center">Hedge</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of the hedge order to send for each fill of Child Order." />
+                        </StackPanel>
                         <uag:OrderDetailsPopupControl
                           Grid.Row="3" Grid.Column="2"
                           IsOpen="{Binding hedge_order.editable_properties_open, FallbackValue=False}"
@@ -336,7 +397,14 @@
                           SelectedItem="{Binding hedge_order}"
                           HasEditableProperties="{Binding hedge_order.has_editable_properties, FallbackValue=False}"
                         />
-                        <TextBlock Grid.Row="5">Child</TextBlock>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="5"
+                            >
+                          <TextBlock VerticalAlignment="Center">Child</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of order to be placed when the algo is triggered." />
+                        </StackPanel>
+
                         <uag:OrderDetailsPopupControl
                           Grid.Row="5" Grid.Column="2"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
@@ -377,7 +445,7 @@
                         />
                       </Grid>
                     </DataTemplate>
-                  </usp:OrderModificationTemplateSelector.OffsetOrderTemplate>                  
+                  </usp:OrderModificationTemplateSelector.OffsetOrderTemplate>
                   <usp:OrderModificationTemplateSelector.TriggerOrderTemplate>
                     <DataTemplate>
                       <Grid Grid.IsSharedSizeScope="True">
@@ -458,7 +526,7 @@
                               <GroupBox.Header>
                                 <StackPanel Orientation="Horizontal">
                                   <TextBlock FontWeight="SemiBold" Margin="0,0,4,0">Price</TextBlock>
-                                  <c:HelpButton ToolTip="The child order, resulting from the trigger condition being met, can be sent either at a specified price specified price (Fixed) price or payup/less ticks from the Trigger Price" />
+                                  <c:HelpButton ToolTip="The child order, resulting from the trigger condition being met, can be sent either at a specified price (Fixed) price or payup/less ticks from the Trigger Price" />
                                 </StackPanel>
                               </GroupBox.Header>
                               <Grid>
@@ -634,8 +702,8 @@
                                     </Grid.ColumnDefinitions>
                                     <TextBlock Text="{Binding descriptor.ParamName}"/>
                                     <CheckBox HorizontalAlignment="Stretch" Grid.Column="2" IsChecked="{Binding param.AsBool, UpdateSourceTrigger=PropertyChanged}" />
-                                    </Grid>                                  
-                                  </DataTemplate>                                      
+                                    </Grid>
+                                  </DataTemplate>
                                 </usp:DynamicOrderParamTemplateSelector.BoolTemplate>
                                 <usp:DynamicOrderParamTemplateSelector.DoubleTemplate>
                                   <DataTemplate>
@@ -647,9 +715,9 @@
                                     </Grid.ColumnDefinitions>
                                     <TextBlock Text="{Binding descriptor.ParamName}"/>
                                     <c:TickUpDownDouble Grid.Column="2" Value="{Binding param.AsDouble, UpdateSourceTrigger=PropertyChanged}"/>
-                                    </Grid>                                  
-                                  </DataTemplate>    
-                                </usp:DynamicOrderParamTemplateSelector.DoubleTemplate>                                
+                                    </Grid>
+                                  </DataTemplate>
+                                </usp:DynamicOrderParamTemplateSelector.DoubleTemplate>
                                 <usp:DynamicOrderParamTemplateSelector.IntTemplate>
                                   <DataTemplate>
                                     <Grid>
@@ -660,9 +728,9 @@
                                     </Grid.ColumnDefinitions>
                                     <TextBlock Text="{Binding descriptor.ParamName}"/>
                                     <c:TickUpDownInt Grid.Column="2" Value="{Binding param.AsInt32, UpdateSourceTrigger=PropertyChanged}"/>
-                                    </Grid>                                  
-                                  </DataTemplate>    
-                                </usp:DynamicOrderParamTemplateSelector.IntTemplate>                                                                
+                                    </Grid>
+                                  </DataTemplate>
+                                </usp:DynamicOrderParamTemplateSelector.IntTemplate>
                                 <usp:DynamicOrderParamTemplateSelector.UIntTemplate>
                                   <DataTemplate>
                                     <Grid>
@@ -673,9 +741,9 @@
                                     </Grid.ColumnDefinitions>
                                     <TextBlock Text="{Binding descriptor.ParamName}"/>
                                     <c:TickUpDownUInt Grid.Column="2" Value="{Binding param.AsUint32, UpdateSourceTrigger=PropertyChanged}"/>
-                                    </Grid>                                  
-                                  </DataTemplate>    
-                                </usp:DynamicOrderParamTemplateSelector.UIntTemplate>                                                                                                
+                                    </Grid>
+                                  </DataTemplate>
+                                </usp:DynamicOrderParamTemplateSelector.UIntTemplate>
                                 <usp:DynamicOrderParamTemplateSelector.StringTemplate>
                                   <DataTemplate>
                                     <Grid>
@@ -686,9 +754,9 @@
                                     </Grid.ColumnDefinitions>
                                     <TextBlock Text="{Binding descriptor.ParamName}"/>
                                     <TextBox HorizontalAlignment="Stretch" Grid.Column="2" Text="{Binding param.AsString, UpdateSourceTrigger=PropertyChanged}"/>
-                                    </Grid>                                  
-                                  </DataTemplate>    
-                                </usp:DynamicOrderParamTemplateSelector.StringTemplate> 
+                                    </Grid>
+                                  </DataTemplate>
+                                </usp:DynamicOrderParamTemplateSelector.StringTemplate>
                                 <usp:DynamicOrderParamTemplateSelector.EnumTemplate>
                                   <DataTemplate>
                                     <Grid>
@@ -699,11 +767,11 @@
                                     </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>                                                                                                                                                                 
+                                    </Grid>
+                                  </DataTemplate>
+                                </usp:DynamicOrderParamTemplateSelector.EnumTemplate>
                               </usp:DynamicOrderParamTemplateSelector>
-                            </ItemsControl.ItemTemplateSelector>                          
+                            </ItemsControl.ItemTemplateSelector>
                         </ItemsControl>
                         <TextBlock Grid.Row="3">Child</TextBlock>
                         <uag:OrderDetailsPopupControl

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

@@ -12,7 +12,7 @@
     <cv:KeyValue Key="{x:Null}" Value="{u:Visibility Visible}"/>
   </cv:ValueMap>
  
-  <ControlTemplate x:Key="HoverButtonOverlayTemplate2" TargetType="c:TickUpDown">
+  <ControlTemplate x:Key="HoverButtonOverlayTemplate" TargetType="c:TickUpDown">
     <Grid Width="{TemplateBinding Width}" Height="{TemplateBinding Height}">
       <Grid.RowDefinitions>
         <RowDefinition />
@@ -86,8 +86,8 @@
               <ColumnDefinition Width="Auto"/>
               <ColumnDefinition Width="38"/>
             </Grid.ColumnDefinitions>
-            <c:TickUpDown x:Name="PART_time_tick" HorizontalAlignment="Stretch" EnableArrowKeyTick="False" Template="{StaticResource HoverButtonOverlayTemplate2}">
-              <TextBox x:Name="PART_time_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True">
+            <c:TickUpDown x:Name="PART_time_tick" HorizontalAlignment="Stretch" EnableArrowKeyTick="False" Template="{StaticResource HoverButtonOverlayTemplate}">
+              <TextBox x:Name="PART_time_text" u:TextBoxBehavior.CommitOnEnter="True" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True">
                 <TextBox.InputBindings>
                   <KeyBinding Key="Up" Command="{x:Static c:DateTimePicker.TickTimeComponentCommand}" CommandParameter="{u:Int 1}"/>
                   <KeyBinding Key="Down" Command="{x:Static c:DateTimePicker.TickTimeComponentCommand}" CommandParameter="{u:Int -1}"/>
@@ -95,15 +95,15 @@
                 </TextBox.InputBindings>
               </TextBox>
             </c:TickUpDown>
-            <c:TickUpDown x:Name="PART_month_tick" Margin="2,0,0,0" Grid.Column="1" Template="{StaticResource HoverButtonOverlayTemplate2}">
+            <c:TickUpDown x:Name="PART_month_tick" Margin="2,0,0,0" Grid.Column="1" Template="{StaticResource HoverButtonOverlayTemplate}">
               <TextBox x:Name="PART_month_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True"/>
             </c:TickUpDown>
             <TextBlock Grid.Column="2" Margin="2,0">/</TextBlock>
-            <c:TickUpDown x:Name="PART_day_tick" Grid.Column="3" Template="{StaticResource HoverButtonOverlayTemplate2}">
+            <c:TickUpDown x:Name="PART_day_tick" Grid.Column="3" Template="{StaticResource HoverButtonOverlayTemplate}">
               <TextBox x:Name="PART_day_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True"/>
             </c:TickUpDown>
             <TextBlock Grid.Column="4" Margin="2,0">/</TextBlock>
-            <c:TickUpDown x:Name="PART_year_tick" Grid.Column="5" Template="{StaticResource HoverButtonOverlayTemplate2}">
+            <c:TickUpDown x:Name="PART_year_tick" Grid.Column="5" Template="{StaticResource HoverButtonOverlayTemplate}">
               <TextBox x:Name="PART_year_text" Height="20" u:TextBoxBehavior.EnableArrowKeyTraverse="True" u:Behavior.DisablePaste="True"/>
             </c:TickUpDown>
             <TextBlock Grid.Column="0" Text="hh:mm tt" Style="{StaticResource TextPromptStyle}" Visibility="{Binding Text, ElementName=PART_time_text, Converter={StaticResource NullOrEmptyVisibilityConverter}}"/>

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

@@ -18,6 +18,11 @@ namespace mbts.ui.controls {
       public static readonly RoutedCommand TickTimeComponentCommand = new RoutedCommand();
 
       DTPController _controller;
+      TextBox
+         _month_text,
+         _day_text,
+         _year_text,
+         _time_text;
       bool _suspend_notify_vm;
 
       static DateTimePicker() =>
@@ -34,18 +39,25 @@ namespace mbts.ui.controls {
 
       IList<IDisposable> _hooks = new List<IDisposable>();
 
+      public void flush_pending_changes() {
+         _month_text?.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+         _day_text?.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+         _year_text?.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+         _time_text?.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+      }
+
       public override void OnApplyTemplate() {
          var month = this.assert_template_child<TickUpDown>("PART_month_tick");
-         var month_text = this.assert_template_child<TextBox>("PART_month_text");
+         _month_text = this.assert_template_child<TextBox>("PART_month_text");
          var day = this.assert_template_child<TickUpDown>("PART_day_tick");
-         var day_text = this.assert_template_child<TextBox>("PART_day_text");
+         _day_text = this.assert_template_child<TextBox>("PART_day_text");
          var year = this.assert_template_child<TickUpDown>("PART_year_tick");
-         var year_text = this.assert_template_child<TextBox>("PART_year_text");
+         _year_text = this.assert_template_child<TextBox>("PART_year_text");
          var time = this.assert_template_child<TickUpDown>("PART_time_tick");
-         var time_text = this.assert_template_child<TextBox>("PART_time_text");
+         _time_text = this.assert_template_child<TextBox>("PART_time_text");
 
          if (_controller != null) _controller.PropertyChanged -= _vm_PropertyChanged;
-         _controller = new DTPController(time_text);
+         _controller = new DTPController(_time_text);
          _controller.result = TimeTuple;
          _controller.PropertyChanged += _vm_PropertyChanged;
          time.CommandBindings.Add(new CommandBinding(TickTimeComponentCommand, (s, e) => {
@@ -53,53 +65,52 @@ namespace mbts.ui.controls {
          }));
          time.CommandBindings.Add(new CommandBinding(TextBoxBehavior.SelectAllCommand, TextBoxBehavior.SelectAllCommandExecutedHandler));
 
-         const int delay = 500;
          time.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_time") { Source = _controller });
          time.TickUpParameter = 1;
          time.TickDownParameter = -1;
          time.TickUpAltParameter = 60;
          time.TickDownAltParameter = -60;
-         time_text.SetBinding(TextBox.TextProperty, new Binding("time_text") { Source = _controller, Delay = delay, ValidatesOnExceptions = true });
-         _hooks.Add(time_text.SubscribePreviewTextInput((s, e) => {
-            string preview = time_text.PeekText(e);
+         _time_text.SetBinding(TextBox.TextProperty, new Binding("time_text") { Source = _controller, ValidatesOnExceptions = true });
+         _hooks.Add(_time_text.SubscribePreviewTextInput((s, e) => {
+            string preview = _time_text.PeekText(e);
             if (RegexFilters.Time.StandardTimeOptionalSeconds.IsMatch(preview)) {
                _controller.use_military_time = false;
             } else if (RegexFilters.Time.MilitaryTimeOptionalSeconds.IsMatch(preview)) {
                _controller.use_military_time = true;
             } else {
-               e.Handled = true;
+               e.Handled = !RegexFilters.Time.FlexibleTime.IsMatch(preview);
             }
          }));
 
          month.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_month") { Source = _controller });
          month.TickUpParameter = 1;
          month.TickDownParameter = -1;
-         month_text.SetBinding(TextBox.TextProperty, new Binding("month_text") { Source = _controller, Delay = delay });
-         _hooks.Add(month_text.SubscribePreviewTextInput((s, e) =>
-            e.Handled = !RegexFilters.Time.MonthAbbrev.IsMatch(month_text.PeekText(e))
+         _month_text.SetBinding(TextBox.TextProperty, new Binding("month_text") { Source = _controller });
+         _hooks.Add(_month_text.SubscribePreviewTextInput((s, e) =>
+            e.Handled = !RegexFilters.Time.MonthAbbrev.IsMatch(_month_text.PeekText(e))
          ));
 
          day.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_day") { Source = _controller });
          day.TickUpParameter = 1;
          day.TickDownParameter = -1;
-         day_text.SetBinding(TextBox.TextProperty, new Binding("day_text") { Source = _controller, Delay = delay });
-         _hooks.Add(day_text.SubscribePreviewTextInput((s, e) =>
-            e.Handled = !RegexFilters.Time.DaysInMonth.IsMatch(day_text.PeekText(e))
+         _day_text.SetBinding(TextBox.TextProperty, new Binding("day_text") { Source = _controller });
+         _hooks.Add(_day_text.SubscribePreviewTextInput((s, e) =>
+            e.Handled = !RegexFilters.Time.DaysInMonth.IsMatch(_day_text.PeekText(e))
          ));
 
          year.SetBinding(TickUpDown.TickCommandProperty, new Binding("tick_year") { Source = _controller });
          year.TickUpParameter = 1;
          year.TickDownParameter = -1;
-         year_text.SetBinding(TextBox.TextProperty, new Binding("year_text") { Source = _controller, Delay = delay });
-         _hooks.Add(year_text.SubscribePreviewTextInput((s, e) =>
-            e.Handled = !RegexFilters.Time.Year.IsMatch(year_text.PeekText(e))
+         _year_text.SetBinding(TextBox.TextProperty, new Binding("year_text") { Source = _controller });
+         _hooks.Add(_year_text.SubscribePreviewTextInput((s, e) =>
+            e.Handled = !RegexFilters.Time.Year.IsMatch(_year_text.PeekText(e))
          ));
       }
 
       void _vm_PropertyChanged(object sender, PropertyChangedEventArgs e) {
          if (e.PropertyName == nameof(DTPController.result)) {
             _suspend_notify_vm = true;
-            TimeTuple = _controller.result;
+            SetCurrentValue(TimeTupleProperty, _controller.result);
             _suspend_notify_vm = false;
          }
       }

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

@@ -0,0 +1,50 @@
+using bts;
+using mbts.spark.filters;
+using mbts.ui.controls.adorners;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+
+namespace mbts.ui.controls {
+   public class UniformTabGrid : UniformGrid {
+      public UniformTabGrid () {
+         this.IsItemsHost = true;
+         this.Rows = 1;
+      }
+ 
+      protected override Size MeasureOverride(Size constraint) {
+         var child_tabs = this.Children.OfType<TabItem>();
+         var child_tabs_max_width = child_tabs.Sum(t => t.MaxWidth);
+         // I noticed when debugging that this can sometimes be infinty,
+         // especially when a TabItem has not been set with a MaxWidth.
+         if (!double.IsInfinity(child_tabs_max_width)) {
+            // if the window width is greater than the total tab width, then 
+            // there is more than enough space for all the tabs. If this
+            // is set to the default of Stretch and the window has only 1
+            // tab or few tabs, the tab appears in the middle, which is not good.
+            // i.e. we want tabs to added left to right, so align left
+            //
+            // When the window is less than the total tab width, then align
+            // can be set to stretch b/c the UniformGrid will take care of
+            // sizing each tab accordingly.
+            this.HorizontalAlignment = (constraint.Width > child_tabs_max_width)
+               ? HorizontalAlignment.Left
+               : HorizontalAlignment.Stretch;
+ 
+            // this bit here is necessary because when the window is expanded
+            // beyond the maxwidth of all the tabs, we switch to Left and the
+            // headers snap to some smaller than MaxWidth size, which is not
+            // the behavior we want
+            foreach (var child in child_tabs) {
+               child.Width = this.HorizontalAlignment == HorizontalAlignment.Left
+                  ? child.MaxWidth
+                  : double.NaN;
+            }
+         }
+ 
+         return base.MeasureOverride(constraint);
+      }
+   }
+}

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

@@ -37,8 +37,8 @@ namespace mbts.ui.converters {
       private readonly Func<TIn, TOut> _convert;
       private readonly Func<TOut, TIn> _convert_back;
 
-      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) { return _convert(ObjectHelper.try_convert<TIn>(value)); }
-      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) { return _convert_back(ObjectHelper.try_convert<TOut>(value)); }
+      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) { return _convert(ConvertUtils.try_convert<TIn>(value)); }
+      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) { return _convert_back(ConvertUtils.try_convert<TOut>(value)); }
    }
 
    public class AnonymousMultiValueConverter<TIn1, TIn2, TOut> : IMultiValueConverter {
@@ -49,7 +49,7 @@ namespace mbts.ui.converters {
       public TOut ErrorValue { get; set; }
 
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) =>
-         ObjectHelper.try_convert_args(values, out TIn1 a, out TIn2 b) ? _convert(a, b) : ErrorValue;
+         ConvertUtils.try_convert_args(values, out TIn1 a, out TIn2 b) ? _convert(a, b) : ErrorValue;
 
       public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) => throw new NotImplementedException();
    }
@@ -62,7 +62,7 @@ namespace mbts.ui.converters {
       public TOut ErrorValue { get; set; }
 
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) =>
-         ObjectHelper.try_convert_args(values, out TIn1 a, out TIn2 b, out TIn3 c) ? _convert(a, b, c) : ErrorValue;
+         ConvertUtils.try_convert_args(values, out TIn1 a, out TIn2 b, out TIn3 c) ? _convert(a, b, c) : ErrorValue;
 
       public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) => throw new NotImplementedException();
    }

src/client/spark/view/Converters/Boolean/DynamicValueEquals.cs

@@ -1,4 +1,4 @@
-using mbts.utils;
+using bts.utils;
 using System;
 using System.Globalization;
 using System.Windows.Data;
@@ -19,7 +19,7 @@ namespace mbts.ui.converters
    }
 
    public class DynamicValueEquals<T> : DynamicValueEquals {
-      protected override bool ValuesEqual(object x, object y) { return ObjectHelper.try_convert(x, out T tx) && ObjectHelper.try_convert(y, out T ty) && ValuesEqual(tx, ty); }
+      protected override bool ValuesEqual(object x, object y) { return ConvertUtils.try_convert(x, out T tx) && ConvertUtils.try_convert(y, out T ty) && ValuesEqual(tx, ty); }
       protected virtual bool ValuesEqual(T x, T y) { return CompareUtils.NullCheckEquals(x, y); }
    }
 }

src/client/spark/view/Converters/Boolean/StaticValueEqualsConverter.cs

@@ -12,7 +12,7 @@ namespace mbts.ui.converters
    }
 
    public class StaticValueEqualsConverter<T> : StaticValueEqualsConverter {
-      protected override bool ValueEquals(object value) { return ObjectHelper.try_convert(value, out T result) && ValueEquals(result); }
+      protected override bool ValueEquals(object value) { return ConvertUtils.try_convert(value, out T result) && ValueEquals(result); }
       protected virtual bool ValueEquals(T value) { return base.ValueEquals(value); }
    }
 }

src/client/spark/view/Extensions/Command/AsyncDialogCommand.cs

@@ -32,7 +32,7 @@ namespace mbts.ui
       public event EventHandler CanExecuteChanged;
 
       public bool CanExecute(object parameter) {
-         return !_is_executing && (_can_execute == null || _can_execute(ObjectHelper.try_convert<T>(parameter)));
+         return !_is_executing && (_can_execute == null || _can_execute(ConvertUtils.try_convert<T>(parameter)));
       }
 
       public void RaiseCanExecuteChanged() {
@@ -45,7 +45,7 @@ namespace mbts.ui
         _is_executing = true;
         RaiseCanExecuteChanged();
         try {
-           var w = await _factory(ObjectHelper.try_convert<T>(parameter));
+           var w = await _factory(ConvertUtils.try_convert<T>(parameter));
            if (w != null) {
               if (_off_x.HasValue && _off_y.HasValue)
                  w.move_to_mouse(_off_x.Value, _off_x.Value);

src/client/spark/view/Extensions/Command/DialogCommand.cs

@@ -28,12 +28,12 @@ namespace mbts.ui
       private IDisposable _dialog;
       public Predicate<T> can_execute { get; set; }
 
-      public bool CanExecute(object parameter) { return can_execute == null ? true : can_execute(ObjectHelper.try_convert<T>(parameter)); }
+      public bool CanExecute(object parameter) { return can_execute == null ? true : can_execute(ConvertUtils.try_convert<T>(parameter)); }
       public event EventHandler CanExecuteChanged;
 
       public void Execute(object parameter) {
          Disposable.dispose(ref _dialog);
-         Window w = _factory(ObjectHelper.try_convert<T>(parameter));
+         Window w = _factory(ConvertUtils.try_convert<T>(parameter));
          if (w != null) {
             if (_try_dispose_vm_on_close) {
                w.Closed += (s, e) => {

src/client/spark/view/Extensions/Command/FileDialogCommand.cs

@@ -101,10 +101,10 @@ namespace mbts.ui {
 
          public event EventHandler CanExecuteChanged;
 
-         public bool CanExecute(object parameter) => _can_execute(ObjectHelper.try_convert<TParam>(parameter));
+         public bool CanExecute(object parameter) => _can_execute(ConvertUtils.try_convert<TParam>(parameter));
          public void Execute(object parameter) {
             _safe_close_dialog();
-            TParam tparam = ObjectHelper.try_convert<TParam>(parameter);
+            TParam tparam = ConvertUtils.try_convert<TParam>(parameter);
             _dialog = _dialog_factory(tparam);
             if (_dialog.ShowDialog() == DialogResult.OK)
                _commit(tparam, _dialog.FileName);

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

@@ -24,7 +24,7 @@ namespace mbts.ui {
 
       public static T get_template_child<T>(this Control control, string name) {
          object obj = get_template_child(control, name);
-         return ObjectHelper.try_convert<T>(obj);
+         return ConvertUtils.try_convert<T>(obj);
       }
  
       public static bool try_get_template_child(this Control control, string name, out object result) {
@@ -40,7 +40,7 @@ namespace mbts.ui {
 
       public static bool try_get_template_child<T>(this Control control, string name, out T result) {
          if (try_get_template_child(control, name, out object obj))
-            return ObjectHelper.try_convert(obj, out result);
+            return ConvertUtils.try_convert(obj, out result);
          result = default;
          return false;
       }

src/client/spark/view/Shell/FloatingWindow.xaml

@@ -5,6 +5,7 @@
          xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
          xmlns:diag="clr-namespace:System.Diagnostics;assembly=WindowsBase"
          xmlns:ui="clr-namespace:mbts.ui"
+         xmlns:c="clr-namespace:mbts.ui.controls"
          mc:Ignorable="d"  AllowDrop="True" 
          Style="{StaticResource BTSFloatingWindow}"
          d:DesignHeight="300" d:DesignWidth="300" 
@@ -25,18 +26,25 @@
             <RowDefinition Height="Auto" />
             <RowDefinition Height="*" />
           </Grid.RowDefinitions>
-          <WrapPanel x:Name="HeaderPanel" Orientation="Horizontal" Margin="0,0,100,0"
+          <!-- This stack panel serves as the area between the last tab and the widget control on right side of title bar (below).
+               It allows the region in between (if such a region exists) to be grabbed to move the window.
+          -->
+          <StackPanel Grid.Row="0" Margin="0,0,100,0" Background="Transparent" ui:WindowStyle.IsNonClientArea="True">
+            <c:UniformTabGrid x:Name="HeaderPanel" 
                     Grid.Row="0"
                     Panel.ZIndex="1"
-                    IsItemsHost="True"
                     KeyboardNavigation.TabIndex="1"
-                    Background="Transparent" ui:WindowStyle.IsNonClientArea="True">
-          </WrapPanel>
+                    Background="Transparent" 
+                    ui:WindowStyle.IsNonClientArea="True"
+                    >
+            </c:UniformTabGrid>
+          </StackPanel>
           <Border Grid.Row="1" BorderThickness="0" 
                   Padding="{Binding Path=Padding, RelativeSource={RelativeSource AncestorType=Window}}" ui:WindowStyle.IsNonClientArea="False" >
             <ContentPresenter x:Name="PART_SelectedContentHost" ContentSource="SelectedContent" />
           </Border>
-          <Border Grid.Row="0" Width="100" HorizontalAlignment="Right" VerticalAlignment="Stretch" Panel.ZIndex="2" Background="Transparent" ui:WindowStyle.IsNonClientArea="True">
+          <!-- Window widget control area-->
+          <Border Grid.Row="0" MinWidth="100" HorizontalAlignment="Right" Panel.ZIndex="2" Background="Transparent" ui:WindowStyle.IsNonClientArea="True">
             <StackPanel Grid.Row="0" Orientation="Horizontal" HorizontalAlignment="Right" VerticalAlignment="Top" Panel.ZIndex="2" Background="Transparent" Margin="5">
               <Button Style="{StaticResource RoundMinimizeButton}" HorizontalAlignment="Right" Command="{x:Static SystemCommands.MinimizeWindowCommand}" />
               <Button Style="{StaticResource RoundMaximizeButton}" HorizontalAlignment="Right" Command="{x:Static SystemCommands.MaximizeWindowCommand}" />

src/client/spark/view/Shell/TabDocument.xaml

@@ -45,7 +45,7 @@
   </TabItem.RenderTransform>
   <TabItem.Template>
     <ControlTemplate TargetType="{x:Type TabItem}">
-      <Border x:Name="bd" BorderBrush="Black" BorderThickness="0,0,0.5,0" Background="#d6d6d6" Width="{DynamicResource TabWidth}" Height="{DynamicResource TabHeight}" MinWidth="40" Margin="0" SnapsToDevicePixels="True" DockPanel.Dock="Left">
+      <Border x:Name="bd" BorderBrush="Black" BorderThickness="0,0,0.5,0" Background="#d6d6d6" Height="{DynamicResource TabHeight}" MinWidth="40" Margin="0" SnapsToDevicePixels="True" DockPanel.Dock="Left">
         <Border.ToolTip>
           <TextBlock Text="{Binding Title}" />
         </Border.ToolTip>
@@ -90,6 +90,7 @@
   </TabItem.Template>
   <TabItem.Style>
     <Style TargetType="TabItem" BasedOn="{StaticResource {x:Type TabItem}}">
+      <Setter Property="MaxWidth" Value="{DynamicResource TabWidth}" />
       <Setter Property="HeaderTemplate" Value="{StaticResource _template}" />
       <Style.Triggers>
         <DataTrigger Binding="{Binding EditMode}" Value="True">

src/client/spark/view/Shell/Workspaces/WorkspaceViewModel.cs

@@ -9,6 +9,8 @@ namespace mbts.ui.shell
 {
    public class WorkspaceViewModel : ViewModelBase
    {
+      private const string INITIAL_VISUAL_STATE = "Normal";
+
       WorkspacesModel _parent;
       public WorkspaceViewModel(WorkspacesModel parent, string name, WorkspaceDefinition definition) {
          _parent = parent;
@@ -22,8 +24,23 @@ namespace mbts.ui.shell
          get { return Icons.Window; }
       }
 
-      private string _vstate = "Normal";
-      public string VisualState { get { return _vstate; } set { _vstate = value; RaisePropertyChanged("VisualState"); } }
+      private string _vstate = INITIAL_VISUAL_STATE;
+      public string VisualState {
+         get {
+            // this unconventional getter acts as a reset after the VisualStateManager has played
+            // i.e. if we overwrite a workspace then save, then close the window, when we open the
+            // window back up, we'll see item animate b/c it has never been reset from the animate
+            // state. This is necessary b/c the lifetime of Workspaces is not tied to the lifetime
+            // of the View, rather it lives in the Model and is only instantiated on startup via MEF
+            var return_val = _vstate;
+            _vstate = INITIAL_VISUAL_STATE;
+            return return_val;
+         }
+         set {
+            _vstate = value;
+            RaisePropertyChanged("VisualState");
+         }
+      }
 
       internal WorkspaceDefinition Definition { get; private set; }
 

src/client/spark/view/Shell/Workspaces/WorkspacesDialogViewModel.cs

@@ -45,13 +45,13 @@ namespace mbts.ui.shell
                {
                   clear_error("SaveName");
                }
-               var save_candidate_already_exists = Workspaces.Any(x => x.Name == SaveName);
+               var save_candidate_already_exists = Workspaces.Any(x => x.Name.Replace(WorkspacesModel.SHARED_MONIKER, string.Empty) == SaveName && x.IsShared == IsPublicWorkspace);
                // 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");
+                  Workspaces.Where(x => x.Name.Replace(WorkspacesModel.SHARED_MONIKER, string.Empty) == SaveName && x.IsShared == IsPublicWorkspace).ForEach(x => x.VisualState = "Overridden");
             });
          }
       }

src/client/spark/view/Shell/Workspaces/WorkspacesModel.cs

@@ -26,6 +26,7 @@ namespace mbts.ui.shell
    {
       internal const string WORKSPACE_NAMESPACE = "workspace";
       internal const string ACTIVE_WORKSPACE_PREFIX = "Where I left off on ";
+      public const string SHARED_MONIKER = " (shared)";
       public static string ACTIVE_WORKSPACE_NAME { get { return ACTIVE_WORKSPACE_PREFIX + Environment.MachineName; } }
 
       private ISettingsCollector _settings_collector;
@@ -178,7 +179,7 @@ namespace mbts.ui.shell
       public void save_workspace(string name, bool persist=true, bool ispublic=false) {
          WorkspaceDefinition workspace = get_workspace();
          workspace.is_shared = ispublic;
-         if (ispublic) { name += " (shared)"; }
+         if (ispublic) { name += SHARED_MONIKER; }
 
          // Remove the old one if a workspace by this name exists already
          var old = Workspaces.SingleOrDefault(w => w.Name == name && ispublic == w.IsShared);

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

@@ -140,7 +140,7 @@ namespace mbts.spark {
             Comparer<double>.Create(_compare_unit);
 
          public static IComparer<TickFactors> base_unit_comparer =>
-            Comparer<TickFactors>.Create(utils.CompareUtils.safe_comparison<TickFactors>(compare_base_unit));
+            Comparer<TickFactors>.Create(bts.utils.CompareUtils.safe_comparison<TickFactors>(compare_base_unit));
 
          public static int compare_base_unit(TickFactors a, TickFactors b) {
             int comp = _compare_base(a.tick_base, b.tick_base);

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

@@ -853,11 +853,11 @@ namespace mbts.spark {
          LadderSettings _settings => _owner._settings;
 
          public void refresh() {
-            bid_dirty = ObjectHelper.update_value_type(ref _bid, _settings.bid_break_line.show ? _owner._get_bid_market_break() : double.NaN);
-            ask_dirty = ObjectHelper.update_value_type(ref _ask, _settings.ask_break_line.show ? _owner._get_ask_market_break() : double.NaN);
-            mid_dirty = ObjectHelper.update_value_type(ref _mid, _settings.mid_break_line.show ? _owner._get_mid_market_break() : double.NaN);
-            session_low_dirty = ObjectHelper.update_value_type(ref _session_low, (_settings.session_low_line.show || _settings.session_range_fill.show) ? _owner._get_session_low() : double.NaN);
-            session_high_dirty = ObjectHelper.update_value_type(ref _session_high, (_settings.session_high_line.show || _settings.session_range_fill.show) ? _owner._get_session_high() : double.NaN);
+            bid_dirty = ConvertUtils.update_value_type(ref _bid, _settings.bid_break_line.show ? _owner._get_bid_market_break() : double.NaN);
+            ask_dirty = ConvertUtils.update_value_type(ref _ask, _settings.ask_break_line.show ? _owner._get_ask_market_break() : double.NaN);
+            mid_dirty = ConvertUtils.update_value_type(ref _mid, _settings.mid_break_line.show ? _owner._get_mid_market_break() : double.NaN);
+            session_low_dirty = ConvertUtils.update_value_type(ref _session_low, (_settings.session_low_line.show || _settings.session_range_fill.show) ? _owner._get_session_low() : double.NaN);
+            session_high_dirty = ConvertUtils.update_value_type(ref _session_high, (_settings.session_high_line.show || _settings.session_range_fill.show) ? _owner._get_session_high() : double.NaN);
             if (session_low_dirty)
                _low_index = null;
             if (session_high_dirty)
@@ -871,7 +871,7 @@ namespace mbts.spark {
             else new_origin = mid;
             if (double.IsNaN(new_origin))
                new_origin = _owner._get_bid_market_break();
-            origin_dirty = ObjectHelper.update_value_type(ref _origin, new_origin);
+            origin_dirty = ConvertUtils.update_value_type(ref _origin, new_origin);
          }
       }
    }

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

@@ -144,6 +144,7 @@ namespace mbts.ui.utility.text {
                StandardTimeOptionalSeconds = new Regex(@"^((\d?|0\d|1[0-2])|((\d|0\d|1[0-2])(:?|(:([0-5]?|[0-5]\d(( ?|( ([aApP]?|[aApP][mM])))(:?|(: ?)|(: [aApP]?[mM]?)|(:[0-5]?\d? ?[aApP]?[mM]?))|:([0-5]?|([0-5]\d( ?|( ([aApP]?|([aApP][mM]))))))))))))$"),
                MilitaryTime = new Regex(@"^(([0-1]?[0-9])|(2?[0-3]?))(:?|:([0-5]?|[0-5][0-9]?))$"),
                MilitaryTimeOptionalSeconds = new Regex(@"^((\d?|[0-1]\d|2[0-3])|((\d|[0-1]\d|2[0-3])(:?|(:([0-5]?|[0-5]\d(:?|:([0-5]?|[0-5]\d)))))))$"),
+               FlexibleTime = new Regex(@"^[0-9:aApPmM ]*$"),
                DaysInMonth = new Regex(@"^([0-9]?|[0-2][0-9]|3[0-1])?$"),
                MonthAbbrev = new Regex(@"^(?i)(a(ug?|pr?)?|d(e|ec)?|f(e?b)?|j(an?|u[nl]?)?|m(a[ry]?)?|(o(ct?)?)|s(ep?)?|n(ov?)?)?$"),
                Year = new Regex(@"^\d{0,4}$"),

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

@@ -259,13 +259,13 @@ namespace mbts.ui {
       }
 
       public static PropertyChangedCallback prop_changed_callback<TValue, TOwner>(PropertyChangedCallback<TValue, TOwner> callback) =>
-         (d, e) => callback(ObjectHelper.try_convert<TOwner>(d), ObjectHelper.try_convert<TValue>(e.OldValue), ObjectHelper.try_convert<TValue>(e.NewValue));
+         (d, e) => callback(ConvertUtils.try_convert<TOwner>(d), ConvertUtils.try_convert<TValue>(e.OldValue), ConvertUtils.try_convert<TValue>(e.NewValue));
 
       public static PropertyChangedCallback prop_changed_callback<TValue, TOwner>(Action<TOwner, TValue> callback) =>
-         (d, e) => callback(ObjectHelper.try_convert<TOwner>(d), ObjectHelper.try_convert<TValue>(e.NewValue));
+         (d, e) => callback(ConvertUtils.try_convert<TOwner>(d), ConvertUtils.try_convert<TValue>(e.NewValue));
 
       public static CoerceValueCallback coerce_value_callback<TValue, TOwner>(Func<TOwner, TValue, TValue> coerce_value) =>
-         (d, obj) => coerce_value(ObjectHelper.try_convert<TOwner>(d), ObjectHelper.try_convert<TValue>(obj));
+         (d, obj) => coerce_value(ConvertUtils.try_convert<TOwner>(d), ConvertUtils.try_convert<TValue>(obj));
 
       public static double control_base_width(Thickness border_thickness, Thickness padding) =>
          border_thickness.Left + padding.Left + padding.Right + border_thickness.Right;

src/client/spark_core/Collections/SortedTree.cs

@@ -1,4 +1,5 @@
-using System;
+using mbts.utils;
+using System;
 using System.Collections;
 using System.Collections.Generic;
 using System.Linq;
@@ -57,8 +58,23 @@ namespace bts.collections {
             _replace(node, item);
             return false;
          } else {
-            node = _init_node(item);
-            _insert_node(node);
+            if (_nursery.TryPopValue(k, out SortedList<Node> children)) {
+               // remove orphans from _tree (orphan-nodes must reside in the main _tree until parents arrive)
+               foreach (var n in children)
+                  _tree.Remove(n);
+               node = new Node(item, children);
+            } else node = new Node(item, _comparer);
+            var 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 SortedList<Node> l))
+                  _nursery.Add(pk, l = new SortedList<Node>(_comparer));
+               l.Add(node);
+               _tree.Add(node);
+            }
             _index.Add(k, node);
             return true;
          }
@@ -93,7 +109,10 @@ namespace bts.collections {
             _remove_from_nursery(pk, node);
          }
          if (node.children.Count > 0) {
+            // any children left behind are orphans now, add them to the main _tree and _nursery
             _nursery.Add(k, node.children);
+            foreach (var n in node.children)
+               _tree.Add(n);
          }
       }
 
@@ -115,17 +134,22 @@ namespace bts.collections {
             // We are sure it is in the index because we just added it
             var node = _index[id(item)];
             if (_nursery.TryPopValue(id(item), out SortedList<Node> nl)) {
+               // remove orphans from _tree (orphan-nodes must reside in the main _tree until parents arrive)
+               foreach (var n in nl)
+                  _tree.Remove(n);
                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;
+                  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;
+                  }
                }
             }
             TKey pk = parent(item);
@@ -137,6 +161,7 @@ namespace bts.collections {
                if (!_nursery.TryGetValue(pk, out nl))
                   _nursery.Add(pk, nl = new SortedList<Node>(_comparer));
                nl.Add(node);
+               _tree.Add(node);
             }
          }
       }
@@ -172,7 +197,6 @@ namespace bts.collections {
             } 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);
@@ -187,32 +211,24 @@ namespace bts.collections {
                }
             }
             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));
+            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);
+               _tree.Add(node);
             }
-            nursery_list.Add(node);
          }
       }
 
-      void _remove_from_nursery(TKey pk, Node node) =>
+      void _remove_from_nursery(TKey pk, Node node) {
          _nursery.TryPopValueIf(pk, nl => nl.Remove(node) && nl.Count == 0);
+         _tree.Remove(node);
+      }
 
       IEnumerable<T> iterate(SortedList<Node> nodes) {
          foreach (var n in nodes) {
@@ -259,10 +275,6 @@ namespace bts.collections {
       public IEnumerator<T> 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() {

src/client/spark_core/utils/CompareUtils.cs

@@ -2,8 +2,14 @@
 using System.Collections;
 using System.Collections.Generic;
 
-namespace mbts.utils {
+namespace bts.utils {
    public static class CompareUtils {
+      public static int safe_compare<T>(this T a, T b, Func<T, T, int> compare) =>
+         a == null ? (b == null ? 0 : -1) : (b == null ? 1 : compare(a, b));
+
+      public static int safe_compare<T>(this T a, T b) where T : IComparable<T> =>
+         a == null ? (b == null ? 0 : -1) : (b == null ? 1 : a.CompareTo(b));
+
       #region Equality
       public static bool NullCheckEquals<T>(T x, T y) =>
          NullCheckEquals(x, y, (_x, _y) => _x.Equals(_y));
@@ -41,7 +47,7 @@ namespace mbts.utils {
          public NonGenericComparerWrapper(IComparer<T> comparer) => _comparer = comparer;
 
          public int Compare(object x, object y) =>
-            _comparer.Compare(ObjectHelper.try_convert<T>(x), ObjectHelper.try_convert<T>(y));
+            _comparer.Compare(ConvertUtils.try_convert<T>(x), ConvertUtils.try_convert<T>(y));
       }
       #endregion
    }

src/client/spark_core/utils/ConvertUtils.cs

@@ -1,9 +1,5 @@
-using mbts.ui.utility;
-
-namespace System
-{
-   public static class ObjectHelper
-   {
+namespace System {
+   public static class ConvertUtils {
       public static object try_convert(Type type, object obj) {
          try_convert(type, obj, out object result);
          return result;
@@ -20,7 +16,7 @@ namespace System
             result = obj;
             return true;
          } else if (type.IsEnum && obj is string) {
-            result = EnumHelper.try_parse(type, obj.ToString());
+            result = try_parse_enum(type, obj.ToString());
             return true;
          } else if (type.IsNullable()) {
             return try_convert(type.GetGenericArguments()[0], obj, out result);
@@ -85,6 +81,17 @@ namespace System
          return rv;
       }
 
+      public static object try_parse_enum(Type enum_type, string value, bool ignore_case = true) {
+         if (!enum_type.IsEnum) throw new ArgumentException("Must an enum type.", nameof(enum_type));
+         Array vals = Enum.GetValues(enum_type);
+         var str_comp = ignore_case ? StringComparison.CurrentCultureIgnoreCase : StringComparison.CurrentCulture;
+         foreach (object v in vals) {
+            if (string.Equals(v.ToString(), value, str_comp))
+               return v;
+         }
+         return Activator.CreateInstance(enum_type);
+      }
+
       public static bool update_value_type<T>(ref T field, T newval) where T : struct, IEquatable<T> {
          bool rv = field.Equals(newval);
          field = newval;

src/client/spark_test/SortedTree/SortedTreeTests.cs

@@ -1,5 +1,6 @@
 using bts.collections;
 using bts.test;
+using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -81,21 +82,6 @@ namespace bts.tests {
       int id(Order order) => order.id;
       int pid(Order order) => order.parent_id;
 
-      /// <summary>
-      /// This test has been made obsolete by <see cref="test_sorted_tree_state_transitions"/>; leaving it in place until the latter has been code-reviewed.
-      /// </summary>
-      [Test]
-      public void test_sordid_tree() {
-         for (int x = 0; x < 10; ++x) {
-            var input = orders.ToList();
-            input.Shuffle();
-            var tree_asc = new SortedTree<Order, int>(Order.name_asc, id, pid, input);
-            var tree_desc = new SortedTree<Order, int>(Order.name_desc, id, pid, input);
-            Assert.IsTrue(tree_asc.SequenceEqual(orders));
-            Assert.IsTrue(tree_desc.SequenceEqual(orders_desc));
-         }
-      }
-
       [Test]
       public void test_enumerate_group() {
          var comparer = Comparer<Order>.Create((l, r) => l.name.CompareTo(r.name));
@@ -151,17 +137,20 @@ namespace bts.tests {
                // 1) Constructor Initialization
                var tree_asc = new SortedTree<Order, int>(Order.name_asc, id, pid, input);
                var tree_desc = new SortedTree<Order, int>(Order.name_desc, id, pid, input);
-               assert_populated_then_clear();
+               assert_state_then_clear(tree_asc, input, Order.name_asc);
+               assert_state_then_clear(tree_desc, input, Order.name_desc);
                // 2) Insert
                foreach (var o in input) {
                   tree_asc.Insert(o);
                   tree_desc.Insert(o);
                }
-               assert_populated_then_clear();
+               assert_state_then_clear(tree_asc, input, Order.name_asc);
+               assert_state_then_clear(tree_desc, input, Order.name_desc);
                // 3) Reset
                tree_asc.Reset(input);
                tree_desc.Reset(input);
-               assert_populated_then_clear();
+               assert_state_then_clear(tree_asc, input, Order.name_asc);
+               assert_state_then_clear(tree_desc, input, Order.name_desc);
                // 4) Replace
                tree_asc.Reset(input);
                tree_desc.Reset(input);
@@ -170,28 +159,12 @@ namespace bts.tests {
                   Assert.IsTrue(tree_asc.TryReplace(id(v), _ => v));
                   Assert.IsTrue(tree_desc.TryReplace(id(v), _ => v));
                }
-               // verify asc
-               var (expected_asc, expected_nursery_asc) = _build_tree(modified_input, Order.name_asc);
-               assert_sequence_then_clear(tree_asc, expected_asc, expected_nursery_asc);
-               // verify desc
-               var (expected_desc, expected_nursery_desc) = _build_tree(modified_input, Order.name_desc);
-               assert_sequence_then_clear(tree_desc, expected_desc, expected_nursery_desc);
-               // DONE!! (local methods)
-               void assert_populated_then_clear() {
-                  Assert.IsTrue(tree_asc.SequenceEqual(orders));
-                  Assert.IsTrue(tree_desc.SequenceEqual(orders_desc));
-                  clear_action(tree_asc);
-                  clear_action(tree_desc);
-                  Assert.IsFalse(tree_asc.Any());
-                  Assert.IsFalse(tree_desc.Any());
-               }
+               // verify asc/desc
+               assert_state_then_clear(tree_asc, modified_input, Order.name_asc);
+               assert_state_then_clear(tree_desc, modified_input, Order.name_desc);
 
-               void assert_sequence_then_clear(SortedTree<Order, int> tree, List<Order> expected_items, HashSet<int> expected_nursery) {
-                  var tree_list = tree.ToList();
-                  Assert.AreEqual(tree_list.Count, expected_items.Count + expected_nursery.Count);
-                  Assert.IsTrue(tree_list.Take(expected_items.Count).SequenceEqual(expected_items));
-                  // nursery order is non-deterministic, just make sure they are equivalent id-sets.
-                  Assert.IsTrue(new HashSet<int>(tree_list.Skip(expected_items.Count).Select(id)).SetEquals(expected_nursery));
+               void assert_state_then_clear(SortedTree<Order, int> tree, IEnumerable<Order> vals, IComparer<Order> comp) {
+                  Assert.IsTrue(tree.SequenceEqual(_hierarchically_sorted_list(vals, comp)));
                   clear_action(tree);
                   Assert.IsFalse(tree.Any());
                }
@@ -199,6 +172,74 @@ namespace bts.tests {
          }
       }
 
+      [Test]
+      public void test_nursery() {
+         var tree = new SortedTree<Order, int>(Order.name_asc, id, pid);
+         int next_id = orders.Max(id) + 1;
+         var parent = new Order('a', next_id++, Order.no_parent);
+         // add 2 generations of orphans (in the test loop, these orphans will ALWAYS be added before there parent, so they aren't orphans persay, more just with a babysitter).
+         // gen 1:
+         var orphans = new List<Order> {
+            new Order('b', next_id++, parent.id),
+            new Order('c', next_id++, parent.id)
+         };
+         // gen 2: (Warning: there are some "magic" numbers here...this is a unit test, with fake data, so they are hard to avoid entirely).
+         orphans.Add(new Order('d', next_id++, id(orphans[0])));
+         orphans.Add(new Order('e', next_id++, id(orphans[1])));
+         // let's add 1 orphan who's parent will NEVER arrive, unlike the orphans added above
+         orphans.Add(new Order('x', next_id++, next_id++));
+         var expected_result = _hierarchically_sorted_list(orders.Concat(orphans), Order.name_asc);
+         // insert orphans at every position with respect to orders
+         int count = 0;
+         while (count++ < 10) {
+            for (int i = 0; i < orders.Length; i++) {
+               var input = orders.ToList();
+               input.Shuffle();
+               orphans.Shuffle();
+               for (int j = 0; j < input.Count; j++) {
+                  if (j == i) {
+                     foreach (var o in orphans)
+                        tree.Insert(o);
+                  }
+                  tree.Insert(input[j]);
+               }
+               Assert.IsTrue(tree.SequenceEqual(expected_result));
+               tree.Clear();
+               Assert.IsFalse(tree.Any());
+            }
+         }
+      }
+ 
+      List<Order> _hierarchically_sorted_list(IEnumerable<Order> input, IComparer<Order> comp) {
+         var node_index = input.ToDictionary(id, v => new TestNode(v));
+         var tree_dict = new Dictionary<int, TestNode>();
+         foreach (var o in input) {
+            if (pid(o).Equals(Order.no_parent)) {
+               tree_dict.Add(id(o), node_index[id(o)]);
+            } else {
+               if (node_index.TryGetValue(pid(o), out TestNode pnode))
+                  pnode.inner.Add(id(o), node_index[id(o)]);
+               else {
+                  tree_dict.Add(id(o), node_index[id(o)]);
+               }
+            }
+         }
+         // build flat sorted list
+         var flat_sorted = new List<Order>();
+         var node_comp = comp.wrap<Order, TestNode>(n => n.value);
+         insert_vals(tree_dict);
+         return flat_sorted;
+         // local methods
+         void insert_vals(Dictionary<int, TestNode> map) {
+            var sorted = map.Values.ToList();
+            sorted.Sort(node_comp);
+            foreach (var n in sorted) {
+               flat_sorted.Add(n.value);
+               insert_vals(n.inner);
+            }
+         }
+      }
+
       List<Order> _randomize_values(List<Order> input) {
          // shuffle ids
          var rand_ids = input.Select(id).ToList();
@@ -224,47 +265,18 @@ namespace bts.tests {
          return reshuffled;
       }
 
-      /// <summary>
-      /// Returns a list of Orders, hierarchically sorted, and a HashSet of Order-ids whose parent is not present.  Parentless nodes are NOT included in the list of values.
-      /// </summary>
-      (List<Order> sorted_vals, HashSet<int> nursery) _build_tree(IEnumerable<Order> items, IComparer<Order> comp) {
-         var roots = new List<TestNode>();
-         var nursery_map = new Dictionary<int, Dictionary<int, TestNode>>();
-         var raw_item_map = items.ToDictionary(id);
-         var node_map = new Dictionary<int, TestNode>();
-         foreach (var v in items) {
-            int k = id(v);
-            int pk = pid(v);
-            TestNode node;
-            if (nursery_map.TryGetValue(k, out Dictionary<int, TestNode> inner)) {
-               // adopt orphans from nursery
-               node = new TestNode(v, inner);
-               nursery_map.Remove(k);
-            } else {
-               node = new TestNode(v);
-            }
-            node_map.Add(k, node);
-            if (pk.Equals(Order.no_parent)) {
-               roots.Add(node);
-            } else if (node_map.TryGetValue(pk, out TestNode pnode)) {
-               pnode.inner.Add(k, node);
-            } else {
-               if (!nursery_map.TryGetValue(pk, out Dictionary<int, TestNode> ndict)) {
-                  nursery_map.Add(pk, ndict = new Dictionary<int, TestNode>());
-               }
-               ndict.Add(k, node);
-            }
+      void _write_tree_to_console(SortedTree<Order, int> tree) {
+         foreach (var str in _fmt_output(tree.RootNodes))
+            Console.WriteLine(str);
+      }
+
+      IEnumerable<string> _fmt_output(IEnumerable<INode<Order>> nodes) => _fmt_output(nodes, 0);
+      IEnumerable<string> _fmt_output(IEnumerable<INode<Order>> en, int depth) {
+         foreach (var curr in en) {
+            yield return new string('-', depth * 4) + curr.value.ToString();
+            foreach (var str in _fmt_output(curr.inner, depth + 1))
+               yield return str;
          }
-         return (roots.OrderBy(n => n.value, comp)
-            .SelectMany(iterate_inner_vals).ToList(),
-            new HashSet<int>(nursery_map.Values
-               .SelectMany(d => d.Values.SelectMany(iterate_inner_vals))
-               .Select(id)));
-         // local methods
-         IEnumerable<Order> iterate_inner_vals(TestNode n) =>
-            new[] { n.value }.Concat(
-               n.inner.Values.OrderBy(cn => cn.value, comp)
-               .SelectMany(iterate_inner_vals));
       }
 
       class TestNode {
@@ -279,4 +291,4 @@ namespace bts.tests {
          public readonly Dictionary<int, TestNode> inner;
       }
    }
-}
+} 

src/data_files/files/perf_trace/index.html

@@ -1,14 +1,14 @@
 <html>
 
 <head>
-    <title>BTS Spark Socket To Socket Requote Times</title>
+    <title>BTS Spark Socket To Socket Requote and Hedge Times</title>
     <meta http-equiv="Content-Type" content="text/html; charset=utf-8">
     <meta name="viewport" content="width=device-width, initial-scale=1">
     <link rel="stylesheet" href="/perf_trace/compiled.css">
     <script src="https://cdn.polyfill.io/v2/polyfill.js?features=es6"></script>
     <style type="text/css">
         .summary-block {
-            margin: 2em 1em;
+            padding: 1em 1em;
         }
         .summary-block > ul {
             margin: 0em 1em;
@@ -23,6 +23,16 @@
         .clear {
             clear:both;
         }
+        .session-table tr {
+            padding-top: 1em;
+        }
+        .session-table th {
+            background-color: #4169AA;
+            color:#fff;
+            text-align: center;
+            padding: 1em;
+            border-left: 1px solid #f6f6f6;
+        }
     </style>
 </head>
 
@@ -47,7 +57,7 @@
                             </ul>
                         </div-->
                         <div style="margin:2em 0 0 2em;"><!--div class="is-tab-content" is-tab-content is shorter than the screen to accommodate tabs at the top -->
-                            <h1 class="is-size-2">Socket To Socket Requote Times</h1>
+                            <h1 class="is-size-2">Socket To Socket Latencies</h1>
                             <div id="output"></div>
                         </div>
                     </div>

src/data_files/files/perf_trace/main.js

@@ -2,7 +2,9 @@ $( document ).ready(function (){
   let urlParams = new URLSearchParams(window.location.search);
   num_rows = urlParams.get('r');
   let show_rows = urlParams.get('showrows');
+  let rows_of = urlParams.get('rowsof');
 
+  //let trace_data_url = "./perf_trace_data";
   let trace_data_url = "/perf_trace_data";
   if(num_rows != null) {
     trace_data_url += "/" + num_rows;
@@ -15,14 +17,50 @@ $( document ).ready(function (){
       error: ajax_err,
       crossDomain: true
     }).done(function(result) {
+
       if(show_rows != null) {
-        list_rows(show_rows, result);
+        if(rows_of === "quot") {
+          list_rows(show_rows, rows_of, result.requotes);
+        }
+        else {
+          list_rows(show_rows, rows_of, result.hedges);
+        }
+
       }
       else {
-        if(result.length > 0){
-          let summary_info = "<h1 class='is-size-3'><b>Host:</b> " + result[0].host + "</h1>";
+        if((result.requotes.length + result.hedges.length) > 0) {
+          let useful_result = (result.requotes.length > 0 ? result.requotes : result.hedges);
+          let less_useful_result = (result.requotes.length === 0 ? result.requotes : result.hedges);
+
+          let summary_info = "<h1 class='is-size-3'><b>Host:</b> " + useful_result[0].host + "</h1><br>";
+
           $("#output").html(summary_info);
-          $(result).each(display_session);
+
+          let whole_result = result.requotes.concat(result.hedges);
+          let unique_sessions = [];
+          whole_result.filter(function(value) {
+            if (unique_sessions.find(function(elm) {
+              return elm.session_name === value.session_name;
+            }) === undefined) {
+              unique_sessions.push(value);
+            }
+          });
+
+          $(unique_sessions).each(function (index, sess_val){
+            console.log(sess_val.session_name);
+            let r = result.requotes.find(function(elm){
+                return elm.session_name === sess_val.session_name;
+            });
+
+            let h = result.hedges.find(function(elm){
+                return elm.session_name === sess_val.session_name;
+            });
+
+            display_session(r, h);
+          });
+        }
+        else {
+
         }
       }
 
@@ -30,29 +68,30 @@ $( document ).ready(function (){
 
 });
 
-function list_rows(show_rows, data) {
+function list_rows(show_rows, rows_of, data) {
   $.each(data, function(index, value){
     if(value.session_name === show_rows){
       let summary_info = "<table class='table bts-data-table'>";
-      summary_info += "<thead><tr><th>Trace Time</th>" +
-                        "<th>Order Key</th>" +
-                        "<th>MD</th>" +
-                        "<th>Spreader</th>" +
-                        "<th>Fix</th>" +
-                        "<th>Total</th></tr></thead><tbody>";
+
+      summary_info += "<thead><tr><th>Trace Time</th>"
+      $.each(value.rows[0], function(key, unval){
+        if(key !== "trace_time" && key !== "total")
+        {
+          summary_info +="<th>" + format_title(key) + "</th>";
+        }
+      });
+      summary_info += "<th>Total</th></tr></thead><tbody>";
 
       $.each(value.rows, function(key, val) {
         summary_info += "<tr>";
-        console.log(val);
-
-        summary_info += "<td>" + val.trace_time + "</td>" +
-                        "<td>" + val.order_key + "</td>" +
-                        "<td>" + val.md + "</td>" +
-                        "<td>" + val.spreader + "</td>" +
-                        "<td>" + val.fix + "</td>" +
-                        "<td>" + val.total + "</td>";
-
-
+        summary_info += "<td>" + val.trace_time + "</td>";
+        $.each(val, function(key, uval){
+          if(key !== "trace_time" && key !== "total")
+          {
+            summary_info += "<td>" + uval + "</td>";
+          }
+        });
+        summary_info += "<td>" + val.total + "</td>";
         summary_info += "</tr>";
       });
       summary_info += "</tbody></table>";
@@ -77,7 +116,26 @@ function ajax_err (jqXHR, textStatus,errorThrown) {
 function first_upper (str)
 {
   let ret_str = str[0].toUpperCase() + str.substring(1, str.length);
-  return ret_str
+  return ret_str;
+}
+
+function format_title (str)
+{
+  let ret_str = "";
+
+  for(let i=0; i < str.length; i++) {
+    if(i === 0 || str[i-1] === "_") {
+      ret_str += str[i].toUpperCase();
+    }
+    else if(str[i] === "_") {
+      ret_str += " ";
+    }
+    else {
+      ret_str += str[i];
+    }
+  }
+
+  return ret_str;
 }
 
 function generate_histogram(id, data)
@@ -95,70 +153,143 @@ function generate_histogram(id, data)
   Plotly.newPlot(id, plot_data);
 }
 
-function display_session (index, value) {
-   //console.log(value);
-   let session_info = "<ul class=''>";
-   session_info += "<li id='" + value.session_name + "' class='is-size-5'><b>Session:</b> " + value.session_name + "</li>";
-   session_info += "<li><b>Build Type:</b> " + value.build_type + "</li>";
-   session_info += "<li><b>Version:</b> " + value.version + "</li>";
+function write_summary (histo_id, v)
+{
+  session_info = "<ul>";
+  session_info += "<li><b>" + format_title(v.value) + "</b></li>";
+  session_info += "<li>Min: " + v.min + "</li>";
+  session_info += "<li>Median: " + v.median + "</li>";
+  session_info += "<li>Max: " + v.max + "</li>";
+  session_info += "<li>99%: " + v.ninenty_nine + "</li>";
+  session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
+  session_info += "</ul>";
+  session_info += "<div id='" + histo_id + "' class='histogram-div'></div>"
+
+
+  return session_info;
+}
+
+function display_session (quot_val, hed_val) {
+   let safe_quot_val = (quot_val != undefined) ? quot_val : {
+          session_name: hed_val.session_name,
+          build_type: hed_val.build_type,
+          version: hed_val.version,
+          n_rows: 0,
+          total: 0,
+          summaries: []
+      };
+   let safe_hed_val = (hed_val != undefined) ? hed_val : {
+          session_name: quot_val.session_name,
+          build_type: quot_val.build_type,
+          version: quot_val.version,
+          n_rows: 0,
+          total: 0,
+          summaries: []
+      };
+
+   let session_info = "<table class='session-table'>";
+   session_info += "<tr><td colspan='2' id='" + safe_quot_val.session_name + "' class='is-size-5'><b>Session:</b> " + safe_quot_val.session_name + "<br>";
+   session_info += "<b>Build Type:</b> " + safe_quot_val.build_type + "<br>";
+   session_info += "<b>Version:</b> " + safe_quot_val.version + "<br><br></td></tr>";
+
+   //column headers
+   session_info += "<tr><th>Requotes</th><th>Hedges</th></tr>"
+
    if(num_rows != null) {
-      session_info += "<li><a href='?showrows=" + value.session_name + "&r=" + num_rows + "'><b>Rows:</b> " + value.n_rows + "</a></li>";
-   }
-   else {
-      session_info += "<li><a href='?showrows=" + value.session_name + "'><b>Rows:</b> " + value.n_rows + "</a></li>";
-   }
+        session_info += "<tr><td ><a href='?showrows=" + safe_quot_val.session_name + "&rowsof=quot" + "&r=" + num_rows + "'><b>Rows:</b> " + safe_quot_val.n_rows + "</a></td>";
+        session_info += "<td><a href='?showrows=" + safe_hed_val.session_name + "&rowsof=hed" + "&r=" + num_rows + "'><b>Rows:</b> " + safe_hed_val.n_rows + "</a></td></tr>";
+    }
+    else {
+        session_info += "<tr><td><a href='?showrows=" + safe_quot_val.session_name + "&rowsof=quot" + "'><b>Rows:</b> " + safe_quot_val.n_rows + "</a></td>";
+        session_info += "<td><a href='?showrows=" + safe_hed_val.session_name + "&rowsof=hed" + "'><b>Rows:</b> " + safe_hed_val.n_rows + "</a></td></tr>";
+    }
 
-   $(value.summaries).each(function(i,v){
+    session_info += "<tr><td class='summary-block'>";
+    $(safe_quot_val.summaries).each(function(i,v){
       if(v.value === "total") {
-         session_info += "<li class='summary-block'><ul>";
-         session_info += "<li><b>" + first_upper(v.value) + "</b></li>";
-         session_info += "<li>Min: " + v.min + "</li>";
-         session_info += "<li>Median: " + v.median + "</li>";
-         session_info += "<li>Max: " + v.max + "</li>";
-         session_info += "<li>99%: " + v.ninenty_nine + "</li>";
-         session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
-         session_info += "</ul>";
-         session_info += "<div id='" + value.session_name + "-" + v.value + "' class='histogram-div'></div>"
-         session_info += "</li>";
-         return false
+        session_info += write_summary(safe_quot_val.session_name + "-quot-" + v.value, v);
+        return false
       }
-   });
+    });
 
-   $(value.summaries).each(function(i,v){
-      if(v.value !== "total") {
-         session_info += "<li class='summary-block'><ul>";
-         session_info += "<li><b>" + first_upper(v.value) + "</b></li>";
-         session_info += "<li>Min: " + v.min + "</li>";
-         session_info += "<li>Median: " + v.median + "</li>";
-         session_info += "<li>Max: " + v.max + "</li>";
-         session_info += "<li>99%: " + v.ninenty_nine + "</li>";
-         session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
-         session_info += "</ul>";
-         session_info += "<div id='" + value.session_name + "-" + v.value + "' class='histogram-div'></div>"
-         session_info += "</li>";
+    session_info += "</td>";
+    session_info += "<td class='summary-block'>";
+
+    $(safe_hed_val.summaries).each(function(i,v){
+      if(v.value === "total") {
+        session_info += write_summary(safe_hed_val.session_name + "-hed-" + v.value, v);
+        return false
       }
-   });
+    });
 
-   session_info += "</ul><hr class='clear'>";
+    session_info += "</td></tr>";
+
+  let loop_val = 0;
+
+  if(safe_quot_val.summaries.length >= safe_hed_val.summaries.length ) {
+    loop_val = safe_quot_val.summaries.length;
+  }
+  else {
+    loop_val = safe_hed_val.summaries.length;
+  }
+
+  /*
+  for(let i = 0; i < loop_val; i++) {
+        session_info += "<tr><td class='summary-block'>";
+        if (safe_quot_val.summaries[i] !== undefined && safe_quot_val.summaries[i].value !== "total") {
+          session_info += write_summary(safe_quot_val.session_name + "-quot-" + safe_quot_val.summaries[i].value, safe_quot_val.summaries[i]);
+        }
+        session_info += "</td><td class='summary-block'>";
+        if (safe_hed_val.summaries[i] !== undefined && safe_hed_val.summaries[i].value !== "total") {
+          session_info += write_summary(safe_hed_val.session_name + "-hed-" + safe_hed_val.summaries[i].value, safe_hed_val.summaries[i]);
+        }
+        session_info += "</td></tr>";
+    }
+  */
+
+  session_info += "</table><hr class='clear'>";
    $("#output").append(session_info);
 
-   let all_data = {};
+   let quot_val_data = {};
 
-   $(value.rows).each(function(i, row) {
+   $(safe_quot_val.rows).each(function(i, row) {
       $.each(row, function(name, v) {
-          if(all_data[name] === undefined){
-            all_data[name] = [v];
+          if(quot_val_data[name] === undefined){
+            quot_val_data[name] = [v];
           }
           else {
-            all_data[name].push(v);
+            quot_val_data[name].push(v);
           }
       });
    });
 
-   //console.log(all_data);
+   let hed_val_data = {};
 
-   $(value.summaries).each(function(i,v){
-      generate_histogram(value.session_name + "-" + v.value, all_data[v.value]);
+   $(safe_hed_val.rows).each(function(i, row) {
+      $.each(row, function(name, v) {
+          if(hed_val_data[name] === undefined){
+            hed_val_data[name] = [v];
+          }
+          else {
+            hed_val_data[name].push(v);
+          }
+      });
    });
 
+   if(safe_quot_val.summaries.length > 0){
+        generate_histogram(safe_quot_val.session_name + "-quot-total", quot_val_data["total"]);
+    }
+   /*
+    $(safe_quot_val.summaries).each(function(i,v){
+        generate_histogram(safe_quot_val.session_name + "-quot-" + v.value, quot_val_data[v.value]);
+    });
+    */
+   if(safe_hed_val.summaries.length > 0){
+      generate_histogram(safe_hed_val.session_name + "-hed-total", hed_val_data["total"]);
+   }
+   /*
+   $(safe_hed_val.summaries).each(function(i,v){
+      generate_histogram(safe_hed_val.session_name + "-hed-" + v.value, hed_val_data[v.value]);
+   });
+   */
 }

src/lib/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPriceLantencyTester.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/thread_manager.cpp)
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/thread_manager.cpp)

src/lib/api/service_helpers/AdminServiceUtils.cpp

@@ -4,7 +4,10 @@
 #include "lib/config/protos/cme_reference_data.pb.h"
 #include "lib/config/protos/jetfix.pb.h"
 #include "lib/config/config.h"
+#include "lib/config/protos/system.pb.h"
+
 #include <sstream>
+#include <boost/algorithm/string/case_conv.hpp>
 
 namespace bts{
 namespace admin{
@@ -83,8 +86,7 @@ AdminServiceUtils::resolve_cme_connection(const bts::api::admin::AdminData& data
 const bts::api::admin::ExchangeConnection*
 AdminServiceUtils::resolve_sim_connection(const bts::api::admin::AdminData& data,
                                           const bts::api::admin::BTSAccount& account,
-                                          const bts::api::Security& sec){
-   bts_assert(sec.exchange() == api::Venue::VENUE_SIM);
+                                          const bts::api::Security& ){
    if(account.has_connections())
       for (const std::string& conn_name : account.connections().exchange_connection_names()){
          const bts::api::admin::ExchangeConnection* conn = find_connection(data, conn_name);
@@ -100,24 +102,30 @@ AdminServiceUtils::resolve_connection(const bts::api::admin::AdminData& data,
                                       const bts::api::Security& sec){
    const bts::api::admin::ExchangeConnection* rv = nullptr;
    switch(sec.exchange()){
-      case api::Venue::VENUE_GLBX:
-         rv = resolve_cme_connection(data, account, sec);
-         break;
-      case api::Venue::VENUE_UNSET:
-      case api::Venue::VENUE_BTS:
-      case api::Venue::VENUE_SIM:
+   case api::Venue::VENUE_GLBX: {
+      auto deployment_type =
+         boost::to_lower_copy(config::get<config::DeploymentType>().type());
+      rv = resolve_cme_connection(data, account, sec);
+      if (rv == nullptr && (deployment_type == "dev" ||
+          deployment_type == "demo"))
          rv = resolve_sim_connection(data, account, sec);
-         break;
-      case api::Venue::VENUE_CBOE:
-      case api::Venue::VENUE_CBOECFE:      
-      case api::Venue::VENUE_ICE:
-      case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
+      break;
+   }
+   case api::Venue::VENUE_UNSET:
+   case api::Venue::VENUE_BTS:
+   case api::Venue::VENUE_SIM:
+      rv = resolve_sim_connection(data, account, sec);
+      break;
+   case api::Venue::VENUE_CBOE:
+   case api::Venue::VENUE_CBOECFE:      
+   case api::Venue::VENUE_ICE:
+   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
       case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:
-         rv = nullptr;
-         break;
+      rv = nullptr;
+      break;
    }
    return rv;
-}                                                                                    
+}                                                                                   
 ////////////////////////////////////////////
 // connection mutators /////////////////////
 ////////////////////////////////////////////

src/lib/api/services/AdminService.proto

@@ -141,6 +141,12 @@ message BTSAccount{
    AccountSecurityClipLimits security_clip_limits = 90;
    AccountExchangeConnections connections = 100;
    ExchangeAccountData exchange_account_data = 110;
+   // extra parameters for risk enforcement
+   RiskLimitEnforcement risk_limit_enforcement=120;
+}
+
+message RiskLimitEnforcement{   
+   bool product_limit_in_net_terms = 10;
 }
 
 message AccountProductPositionLimitUnit{

src/lib/api/services/OrderService.proto

@@ -204,7 +204,7 @@ message OrderState {
     CoverOrderState cover = 22;
     OffsetOrderState offset = 24;
     
-    DynamicOrderState dynamic = 1000;
+    DynamicOrderState dynamic = 255; // do not use anything bigger than 255, or things will break
   }
 }
 
@@ -267,7 +267,7 @@ message LimitOrderState {NativeOrderState native_state = 1;}
 message StopOrderState {NativeOrderState native_state = 1;}
 message StopLimitOrderState {NativeOrderState native_state = 1;}
 message IcebergOrderState {}
-message SpreaderOrderState {SpreaderChildKind child_kind = 1;}
+message SpreaderOrderState {}
 message TimeBoxOrderState {}
 message TickOrderState {}
 message LeanOrderState {}
@@ -276,9 +276,7 @@ message TopOrderState {}
 message TriggerOrderState {}
 message CoverOrderState {}
 message OffsetOrderState {}
-message DynamicOrderState {
-  map<string,string> state = 1;
-}
+message DynamicOrderState {}
 
 enum OrderStatus {
 
@@ -403,12 +401,6 @@ enum ExecType
   EXEC_TYPE_TRADE_CANCEL = 72				;
 }
 
-enum SpreaderChildKind {
-  SPREADER_CHILD_KIND_UNDEFINED = 0;
-  SPREADER_CHILD_KIND_SPREADER_HEDGING = 1;
-  SPREADER_CHILD_KIND_SPREADER_QUOTING = 2; 
-}
-
 enum OrderError
 {
   ORDER_ERROR_UNDEFINED = 0;

src/lib/config/protos/MarketData.proto

@@ -76,7 +76,6 @@ message CMEOptions
       // Defines amount of time Feed Engine keeps cycling before going to sleep when no useful activity can be done
       optional uint32 spin_time = 4 [default = 1];
       optional uint32 channels_per_thread = 5 [default = 3];
-      optional string thread_group = 10 [default=""]; // if present this will be used to retrieve affinity settings from Threads config key
       optional uint32 udp_socket_buffer_size = 11 [default = 33554432]; //32mb
    }
    message CMEChannel {

src/lib/config/protos/UI.proto

@@ -64,6 +64,6 @@ message ShellPingOptions {
    // 4000 is default Windows ping timeout as specified here:
    // https://docs.microsoft.com/en-us/previous-versions/windows/it-pro/windows-xp/bb490968(v=technet.10)
    optional int32	timeout_milliseconds_threshold = 3 [default = 4000];
-   optional	int32	logging_milliseconds_threshold = 4 [default = 25];
+   optional	int32	logging_milliseconds_threshold = 4 [default = 50];
    optional int32	maximum_backoff_milliseconds = 5 [default = 60000];
 }

src/lib/config/protos/orderman_cfg.proto

@@ -8,4 +8,5 @@ message OrdermanCfg {
     repeated string hosted_actor = 3;
   }
   repeated Executor executor = 1;
+  optional uint32 default_iceberg_pause_secs = 2 [default = 0];
 }

src/lib/config/protos/orders_fills_cleanup.proto

@@ -7,6 +7,6 @@ message OrdersSoftCleanupCutoff{
 
 message SODTime{
    // utc time
-   optional uint32 sod_hh = 20 [default=15];
+   optional uint32 sod_hh = 20 [default=16];
    optional uint32 sod_mm = 30 [default=30];
 }

src/lib/jetfix/connection/AsyncReader.cpp

@@ -163,6 +163,7 @@ void AsyncReader::dispatch ()
 
          for (auto &msg : framed_msgs) {
             msg.set_trace(trace);
+            LOG(Latency, Diag, "perf_event AsyncReader.on_fix");
             tracepoint(bts_trace, trace_order, (char *)"AsyncReader.on_fix", 0,
                        msg.get_seq_num(), 0);
             me->sink.in_msg_raw (msg);

src/lib/jetfix/connection/SocketConnection.cpp

@@ -6,7 +6,6 @@
 #include "lib/utils/TimeStamp.h"
 #include "lib/utils/bts_assert.h"
 #include "lib/utils/helper_macros.h"
-#include "lib/orderman/orderman_utils/PerfTraceLog.h"
 
 #include <arpa/inet.h>
 #include <fstream>
@@ -84,6 +83,7 @@ int SocketConnection::read(char *to_buffer, size_t read_count) {
 
    bts_assert(_fd >= 0);
    auto result = ::read(_fd, to_buffer, read_count);
+   LOG(Latency, Diag, "perf_event after_socket_read");
    if (_log && result > 0) {
       _in_log.write(to_buffer, result);
       _in_log.flush();
@@ -123,18 +123,20 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
                  trace.md_sn, s2s.microseconds());
    }
 
+   LOG(Latency, Diag, "perf_event before_socket_write");
    auto result = ::writev(_fd, iv, (int)vec_size);
 
    if (trace.md.to_uint64()) {
       LOG(Latency, Info,
-          "perf_event:tick_to_order s2s_us:{} fix_socket_r:{} md:{} "
+          "perf_event:tick_to_order s2s_us:{} do_work_begin:{} fix_socket_r:{} "
+          "md:{} "
           "md_src:{} spreader_on_book:{} spreader_modify_order:{} "
           "spreader_on_child_order_update:{} "
           "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{} "
           "send_fix_buffer:{}",
-          s2s.microseconds(), trace_cpy.fix_socket_r.to_uint64(),
-          trace_cpy.md.to_uint64(), trace_cpy.md_src.to_uint64(),
-          trace_cpy.spreader_on_book.to_uint64(),
+          s2s.microseconds(), trace_cpy.do_work_begin.to_uint64(),
+          trace_cpy.fix_socket_r.to_uint64(), trace_cpy.md.to_uint64(),
+          trace_cpy.md_src.to_uint64(), trace_cpy.spreader_on_book.to_uint64(),
           trace_cpy.spreader_modify_order.to_uint64(),
           trace_cpy.spreader_on_child_order_update.to_uint64(),
           trace_cpy.order_update.to_uint64(), trace_cpy.exe_gw.to_uint64(),
@@ -145,19 +147,20 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
 
    if (trace.fix_socket_r.to_uint64()) {
       LOG(Latency, Info,
-          "perf_event:fill_to_order s2s_us:{} fix_socket_r:{} md:{} md_src:{} "
+          "perf_event:fill_to_order s2s_us:{} do_work_begin:{} fix_socket_r:{} "
+          "md:{} md_src:{} "
           "spreader_on_book:{} spreader_modify_order:{} "
           "spreader_on_child_order_update:{} "
           "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{} "
           "send_fix_buffer:{} ",
-          s2s.microseconds(), trace_cpy.fix_socket_r.to_uint64(),
-          trace_cpy.md.to_uint64(), trace_cpy.md_src.to_uint64(),
-          trace_cpy.spreader_on_book.to_uint64(),
+          s2s.microseconds(), trace_cpy.do_work_begin.to_uint64(),
+          trace_cpy.fix_socket_r.to_uint64(), trace_cpy.md.to_uint64(),
+          trace_cpy.md_src.to_uint64(), trace_cpy.spreader_on_book.to_uint64(),
           trace_cpy.spreader_modify_order.to_uint64(),
           trace_cpy.spreader_on_child_order_update.to_uint64(),
           trace_cpy.order_update.to_uint64(), trace_cpy.exe_gw.to_uint64(),
-          trace_cpy.fix_socket_w.to_uint64(), trace_cpy.md_sn, trace.order_key,
-          trace.send_fix_buffer.to_uint64());
+          trace_cpy.fix_socket_w.to_uint64(), trace_cpy.md_sn, trace_cpy.order_key,
+          trace_cpy.send_fix_buffer.to_uint64());
       _perf_log.log(trace_cpy);
    }
 

src/lib/jetfix/gateway/CoreGateway.cpp

@@ -394,6 +394,7 @@ void CoreGateway::sync_reader_disconnected(EventData const &) {
 }
 
 void CoreGateway::sync_in_msg_raw(EventData const &ev) {
+   LOG(Latency, Diag, "perf_event sync_in_msg_raw");
    switch (me->state) {
    case State::OFF:
    case State::PAUSED:
@@ -412,6 +413,7 @@ void CoreGateway::sync_in_msg_raw(EventData const &ev) {
 }
 
 void CoreGateway::sync_in_msg_sequenced(EventData const &ev) {
+   LOG(Latency, Diag, "perf_event sync_in_msg_sequenced");
    switch (me->state) {
    case State::OFF:
    case State::PAUSED:

src/lib/jetfix/gateway/JetFIXGateway.h

@@ -83,8 +83,10 @@ private:
    
       void dispatch (InMsgBuffer const&in_msg) override
       {
+         LOG(Latency, Diag, "perf_event JetFIXGateway::before_parse");
          msg.read (in_msg.data (),in_msg.size ());
          msg.set_trace(in_msg.trace());
+         LOG(Latency, Diag, "perf_event JetFIXGateway::after_parse");
          handler (msg);
       }
    

src/lib/jetfix/gateway/Session.cpp

@@ -467,6 +467,7 @@ void Session::on_hb(InMsgBuffer const &msg) {
 }
 
 void Session::on_app(InMsgBuffer const &msg) {
+   LOG(Latency, Diag, "perf_event on_app");
    switch (me->state) {
    case State::WLOGON:
       terminate_session(

src/lib/logging/logging.h

@@ -54,6 +54,15 @@ struct LoggerHandle {
    Logger *logger;
 };
 
+struct CharPtrWrapper
+{const char* ptr;};
+
+inline std::ostream& operator<<(std::ostream&s,CharPtrWrapper const&ptr)
+{
+   s << ptr.ptr;
+   return s;
+}
+
 extern thread_local LoggerHandle _thread_logger;
 void configure_logging(LoggingConfig const&cfg);
 void configure_logging(bts::config::Logging const&cfg,bts::config::ThreadGroupCfg const&);

src/lib/md/Diag/MDPeriodicDumper.cpp

@@ -0,0 +1,188 @@
+#include "MDPeriodicDumper.h"
+#include "lib/md/MDConsumer.h"
+#include "lib/utils/TimeStamp.h"
+#include "lib/utils/Dispatcher.h"
+#include "lib/utils/datetime.h"
+
+#include <memory>
+#include <string>
+#include <iostream>
+#include <iomanip>
+
+namespace bts {
+namespace md {
+
+/*
+ * Design considerations
+ * 
+ * - We want this test to be 'fair'
+ * - We want a manageable amount of data
+ * - 
+*/
+
+struct Entry {
+   uint32_t seq;
+   MDConsumerHandle handle;
+   std::unique_ptr<api::Security> security;
+};
+
+std::string print_book(
+   PrintFormat format,
+   const Entry& e,
+   utils::TimeStamp twrite,
+   utils::TimeStamp tread,
+   uint32_t seq, 
+   bool ambiguous,
+   const std::array<PriceSize,COCONUT_MAX_DEPTH>& bid,
+   const std::array<PriceSize,COCONUT_MAX_DEPTH>& ask) {
+
+      std::stringstream ss;
+      if(format == PrintFormat::Human) {
+         ss << std::endl;
+         ss << e.security->glbx().security_desc() << " (" << e.handle.key() << ")" << std::endl;
+         ss << "Sequence: " << seq;
+         if (ambiguous) ss << "*";
+         ss << std::endl;
+         ss << "TWrit: " << twrite.to_uint64() << " ns" << std::endl;
+         ss << "TRead: " << tread.to_uint64() << " ns" << std::endl;
+         char buffer[512];
+
+         snprintf(buffer, 512, "%-5s %-14s | %-14s %-5s\n", "sz", "bid", "ask", "sz");
+         ss << buffer;
+         ss << "-------------------- - -------------------- \n";
+         for (auto x = COCONUT_MAX_DEPTH; x != 0; --x) {
+            auto a = ask[x-1];
+            if (!os::is_nan(a.price())) {
+               snprintf(buffer, 512, "%5s %14s | %14.7f %5d\n", "", "", a.price(), a.size());
+               ss << buffer;
+            }
+         }
+         ss << "-------------------- - -------------------- \n";
+         for (uint32_t x = 0; x < COCONUT_MAX_DEPTH; ++x) {
+            auto b = bid[x];
+            if (!os::is_nan(b.price())) {
+               snprintf(buffer, 512, "%5d %14.7f | \n", b.size(), b.price());
+               ss << buffer;
+            }
+         }
+      }
+      else if (format == PrintFormat::CSV) {
+         // Symbol, Id, Sequence, Ambiguous, TWrite, TRead, BidBook, AskBook
+         ss << e.security->glbx().security_desc() << ","
+            << e.security->id() << ","
+            << seq << ","
+            << (ambiguous ? "true," : "false,")
+            << twrite.to_uint64() << ","
+            << tread.to_uint64() << ",";
+         for (size_t x = 0; x < COCONUT_MAX_DEPTH; ++x) {
+            if (!bid[x].is_nan()) {
+               ss << " " << std::setprecision(11) << bid[x].price() << "-";
+               if (bid[x].implied_size() > 0) { ss << "*"; }
+               ss << bid[x].size();
+            }
+         }
+         ss << ",";
+         for (size_t x = 0; x < COCONUT_MAX_DEPTH; ++x) {
+            if (!ask[x].is_nan()) {
+               ss << " " << std::setprecision(11) << ask[x].price() << "-";
+               if (ask[x].implied_size() > 0) { ss << "*"; }
+               ss << ask[x].size();
+            }
+         }
+         ss << std::endl;
+      }
+      return ss.str();
+}
+
+datetime::Date expiration(const api::Security& sec) {
+   auto f = sec.future();
+   return { (uint16_t)f.expiration_year(), (uint8_t)f.expiration_month(), (uint8_t)f.expiration_day() };
+}
+
+std::vector<Entry> filter_entries(std::vector<Entry>& entries) {
+   // Choose the front month for all symbols
+   auto today = datetime::today();
+   std::map<UserSymbol, Entry*> map;
+   for (auto& e : entries) {
+      auto type = securitytype_of(*e.security);
+      // Only futures because front month is complicated
+      if (type != api::SECURITYTYPE_FUTURE) continue;
+      UserSymbol key { e.security->symbol(), e.security->exchange(), type };
+      auto& current_entry = map[key];
+      if (current_entry == nullptr) {
+         current_entry = &e;
+      }
+      else {
+         auto cur = expiration(*current_entry->security);
+         auto next = expiration(*e.security);
+         if (next > today && next < cur) {
+            current_entry = &e;
+         }
+      }
+   }
+
+   std::vector<Entry> result;
+   for (const auto& pair : map) {
+      result.push_back(std::move(*pair.second));
+   }
+   return result;
+}
+
+void write_header(PrintFormat format, long seq_mod, const std::vector<Entry>& entries) {
+   if (format == PrintFormat::Human) {
+      std::cout << "Dumping every sequence % " << seq_mod << " == 0 for\n";
+      std::cout << "Selected securities: " << std::endl;
+      for (const auto& e : entries) {
+         std::cout << e.security->glbx().security_desc() << std::endl;
+      }
+   }
+   else {
+      // CSV header
+      std::cout << "Symbol,Id,Sequence,Ambiguous,TWrite,TRead,BidBook,AskBook";
+      // for (size_t x = 0; x < COCONUT_MAX_DEPTH; ++x) {
+      //    std::cout << "," << "Bid" << x << ", DirectBidSize" << x << ", ImpliedBidSize" << x;
+      // }
+      // for (size_t x = 0; x < COCONUT_MAX_DEPTH; ++x) {
+      //    std::cout << "," << "Ask" << x << ", AskSize" << x << ", ImpliedAskSize" << x;
+      // }
+      std::cout << std::endl;
+   }
+}
+
+void run_periodic_dumper(const std::set<UserSymbol>& symbols, uint32_t seq_mod, PrintFormat format) {
+
+   MDConsumer consumer(symbols, nullptr);
+
+   // read all securities into a vector
+   std::vector<Entry> entries;
+   consumer.walk_security_list([&](const api::Security& sec, MDConsumerHandle handle) {
+      entries.push_back({ 0, handle, std::make_unique<api::Security>(sec) });
+   });
+
+   entries = filter_entries(entries);
+
+   write_header(format, seq_mod, entries);
+
+   auto& disp = utils::Dispatcher::background();
+
+   // spin around on the vector detecting changes
+   std::array<PriceSize,COCONUT_MAX_DEPTH> bid,ask;
+   while(true) {
+      for(auto& e : entries) {
+         auto sequence = e.handle.sequence();
+         if (sequence != e.seq && sequence % seq_mod == 0) {
+            e.seq = sequence;
+            auto tread = TimeStamp::now();
+            utils::TimeStamp twrite;
+            e.handle.get_book(twrite, COCONUT_MAX_DEPTH, bid.data(), ask.data());
+            auto seq2 = e.handle.sequence();
+            // print book to stdout (async?)
+            disp.post([=,&e]() {
+               std::cout << print_book(format, e, twrite, tread, sequence, (sequence != seq2), bid, ask);
+            });
+         }
+      }
+   }
+}
+
+}}//ns

src/lib/md/Diag/MDPeriodicDumper.h

@@ -0,0 +1,16 @@
+#pragma once
+#include "lib/md/UserSymbol.h"
+#include <set>
+
+namespace bts {
+namespace md {
+
+enum class PrintFormat {
+   Human,
+   CSV
+};
+
+void run_periodic_dumper(const std::set<UserSymbol>&, uint32_t seq_mod, PrintFormat format);
+
+
+}}//ns

src/lib/md/Diag/MDPriceLantencyTester.cpp

@@ -1,69 +0,0 @@
-#ifndef NO_CPP0X
-#include "MDPriceLantencyTester.h"
-#include "../MDConsumer.h"
-#include "lib/utils/Dispatcher.h"
-
-#include <iostream>
-#include <set>
-#include <vector>
-
-using namespace std;
-namespace bts {
-namespace md {
-
-struct HandleData {
-   MDConsumerHandle handle;
-   utils::TimeStamp time;
-   utils::TimeStamp last_price_change;
-   float bid, ask;
-};
-
-void run_md_price_latency_test(UserSymbol symbol) {
-   set<UserSymbol> symbols;
-   symbols.insert(symbol);
-   std::shared_ptr<api::ISyntheticSecurityService> null;
-   MDConsumer consumer(symbols, null);
-
-   vector<HandleData> handles;
-
-   consumer.walk_security_list([&](const Security&, MDConsumerHandle handle) {
-      HandleData entry = { handle, TimeStamp(), TimeStamp(), 0, 0 };
-      if (!entry.handle.is_initialized()) {
-         cout << "Please start the md publisher before running this command." << endl;
-         return;
-      }
-      handles.push_back(entry);
-   });
-
-   cout << "key, sequence, handover, delta, bid price, ask price" << endl;
-   while (true) {
-      for(auto& entry : handles) {
-         PriceSize bid, ask;
-         if (entry.handle.get_direct_book(entry.time, 1, &bid, &ask) == HandleReadResult::SUCCESS) {
-            auto bid_price = bid.price();
-            auto ask_price = ask.price();
-            if (bid_price != entry.bid || ask_price != entry.ask) {
-               auto now = TimeStamp::now();
-               auto handover = (now - entry.time);
-               auto delta = (now - entry.last_price_change);
-               entry.last_price_change = entry.time;
-               entry.bid = bid_price;
-               entry.ask = ask_price;
-               utils::Dispatcher::background().post([=]() {
-                  cout <<
-                     entry.handle.key() << ','
-                     << entry.handle.sequence() << ','
-                     << handover.microseconds() << ','
-                     << delta.microseconds() << ','
-                     << bid_price << ',' << ask_price
-                     << endl;
-               });
-            }
-         }
-      }
-   }
-}
-
-
-}}//namespace
-#endif

src/lib/md/Diag/MDPriceLantencyTester.h

@@ -1,15 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_export.h"
-#include "../common.h"
-#include "../UserSymbol.h"
-#include <string>
-
-namespace bts {
-namespace md {
-
-BTS_EXPORT void run_md_price_latency_test(UserSymbol);
-
-
-}}//namespace
-

src/lib/md/Diag/ShmDumper.cpp

@@ -33,8 +33,11 @@ string dump(IntPrice price) {
 string dump(PriceSize ps) {
    stringstream res;
    res << "{";
-   res << "'price': " << std::setprecision(11) << ps.price() << ", ";
-   res << "'size': " << ps.size() << " ";
+   res << "'price': " << std::setprecision(11) << ps.price(); 
+   if (!ps.is_nan()) {
+      res << " (^" << (int)ps.exponent() << ")";
+   }
+   res << ", 'size': " << ps.size() << " ";
    // res << "'mant': " << ps.mantissa() << ", ";
    // res << "'exp': " << (int)ps.exponent() << " ";
    res << "}";
@@ -162,34 +165,42 @@ string dump_entry(const HotDepthEntry& entry) {
    res << "{ ";
    res << "'timestamp': " << dump(entry.time()) << ", ";
    res << "'key': " << entry.key << ", ";
-   
-   res << "\n'bid': [";
-   for (const auto& level : entry.direct) {
-      res << dump(level.bid()) << ", ";
-   }
-   res << "], ";
-
-   res << "\n'ask': [";
-   for (const auto& level : entry.direct) {
-      res << dump(level.ask()) << ", ";
-   }
-   res << "], ";
-   
-   res << "'\nimplied_bid': [";
-   for (const auto& level : entry.implied) {
-      res << dump(level.bid()) << ", ";
-   }
-   res << "], ";
-
-   res << "'\nimplied_ask': [";
-   for (const auto& level : entry.implied) {
-      res << dump(level.ask()) << ", ";
-   }
-   res << "], ";
-
-   res << "\n'settlement': '" << dump(entry.settlement) << "', ";
+   res << "'settlement': '" << dump(entry.settlement) << "', ";
    res << "'status': '" << CoconutSecurityStatus_Name((CoconutSecurityStatus)entry.status) << "', ";
    res << "'sequence': '" << entry.sequence << "', ";
+   
+   res << "\n  'bid': [";
+   for (const auto& level : entry.direct) {
+      if (!level.bid().is_nan()) {
+         res << dump(level.bid()) << ", ";
+      }
+   }
+   res << "], ";
+
+   res << "\n  'ask': [";
+   for (const auto& level : entry.direct) {
+      if (!level.ask().is_nan()) {
+         res << dump(level.ask()) << ", ";
+      }
+   }
+   res << "], ";
+   
+   res << "\n  'implied_bid': [";
+   for (const auto& level : entry.implied) {
+      if (!level.bid().is_nan()) {
+         res << dump(level.bid()) << ", ";
+      }
+   }
+   res << "], ";
+
+   res << "\n  'implied_ask': [";
+   for (const auto& level : entry.implied) {
+      if (!level.ask().is_nan()) {
+         res << dump(level.ask()) << ", ";
+      }
+   }
+   res << "]";
+
    res << " }";
    return res.str();
 }

src/lib/md/MDConsumerHandle.cpp

@@ -305,17 +305,6 @@ CoconutSecurityStatus MDConsumerHandle::status() const {
    }
    never;
 }
-uint16_t MDConsumerHandle::sequence() const { 
-   switch(_type) {
-      case HANDLETYPE_VOID: return 0;
-      case HANDLETYPE_DEPTH: return book.hot->sequence;
-      case HANDLETYPE_BBO: return bbo.hot->sequence;
-      case HANDLETYPE_SYNTHETIC:
-         bts_assert(!synthetic.def->legs.empty());
-         return sane::min_by<MDConsumerHandle, TimeStamp>(synthetic.def->legs, [](const MDConsumerHandle& h) { return h.last_market_update(); })->sequence();
-   }
-   never;
-}
 
 }}//namespace
 

src/lib/md/MDConsumerHandle.h

@@ -159,7 +159,17 @@ public:
    bool is_heart_beating() const;
    TimeStamp heartbeat() const;
    CoconutSecurityStatus status() const;
-   uint16_t sequence() const;
+   uint32_t sequence() const {
+      switch(_type) {
+         case HANDLETYPE_VOID: return 0;
+         case HANDLETYPE_DEPTH: return book.hot->sequence;
+         case HANDLETYPE_BBO: return bbo.hot->sequence;
+         case HANDLETYPE_SYNTHETIC:
+            bts_assert(!synthetic.def->legs.empty());
+            return sane::min_by<MDConsumerHandle, TimeStamp>(synthetic.def->legs, [](const MDConsumerHandle& h) { return h.last_market_update(); })->sequence();
+      }
+      bts_assert(false);
+   }
    security_key key() const { 
       switch(_type) {
       case HANDLETYPE_VOID: return invalid_security_key;