Merge branch 'master' of bitbucket.org:bluetradesys/spark into ml

RTM - SPARK-2025

Approved-by: John Colvin <john.colvin@bluetradesys.com>

.gitignore

@@ -28,3 +28,5 @@ src/server/sparkd/orderman/perf_analysis/trace_data/
 *.fsx.lock
 src/lib/orderman/perf_analysis/logs/latency_data/
 trace_data/
+/src/lib/orderman/perf_analysis/last_pretty_log.csv
+/src/lib/orderman/perf_analysis/log.csv

.vscode/c_cpp_properties.json

@@ -30,6 +30,7 @@
                 "${workspaceRoot}/build/ninja_debug/src",
                 "${workspaceRoot}/externals/windows/include",
                 "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/linux/include/tensorflow/contrib/makefile/gen/proto",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
@@ -50,6 +51,7 @@
                     "${workspaceRoot}/build/ninja_debug/src",
                     "${workspaceRoot}/externals/windows/include",
                     "${workspaceRoot}/externals/linux/include",
+                    "${workspaceRoot}/externals/linux/include/tensorflow/contrib/makefile/gen/proto",
                     "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
                     "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
                     "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
@@ -74,6 +76,7 @@
                 "${workspaceRoot}/build/ninja_debug/src",
                 "${workspaceRoot}/externals/windows/include",
                 "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/linux/include/tensorflow/contrib/makefile/gen/proto",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",

.vscode/launch.json

@@ -6,7 +6,7 @@
             "name": "(gdb) Launch",
             "type": "cppdbg",
             "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/src/server/sparkd/sparkd",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
             "args": ["run"],
             "stopAtEntry": false,
             "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
@@ -36,8 +36,8 @@
          "name": "SDK Launch",
          "type": "clr",
          "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-         "args": ["md","GLBX","Future","ZN", "ZNU8"],
+         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
+         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
          "cwd": "${workspaceRoot}",
          "stopAtEntry": false,
          "externalConsole": true,
@@ -48,7 +48,7 @@
          "type": "clr",
          "request": "launch",
          "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"],
+         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
          "cwd": "${workspaceRoot}",
          "stopAtEntry": false,
          "externalConsole": true,
@@ -75,10 +75,10 @@
             "name": "SparkVM Launch",
             "type": "cppdbg",
             "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": ["run"],
             "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
             "environment": [],
             "externalConsole": true,
             "MIMode": "gdb",
@@ -108,6 +108,46 @@
                 "/home/bts/spark/": "${workspaceRoot}"
             }
         },
+      {
+         "name": "TFTest ",
+         "type": "cppdbg",
+         "request": "launch",
+         "program": "/home/bts/spark/build/ninja_debug/sdk/examples/tf_test",
+         "args": [
+         ],
+         "stopAtEntry": false,
+         "cwd": "/home/bts/spark/build/ninja_debug/sdk/examples/",
+         "environment": [],
+         "externalConsole": true,
+         "MIMode": "gdb",
+         "preLaunchTask": "",
+         "logging": {
+            "engineLogging": false
+         },
+         "setupCommands": [
+            {
+               "description": "Enable pretty-printing for gdb",
+               "text": "enable pretty-printer",
+               "ignoreFailures": true
+            },
+            {
+               "description": "Skip STL",
+               "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+               "ignoreFailures": true
+            }
+         ],
+         "pipeTransport": {
+            "pipeCwd": "${workspaceRoot}",
+            "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+            "pipeArgs": [
+               "bts@sparkvm"
+            ],
+            "debuggerPath": "/usr/bin/gdb"
+         },
+         "sourceFileMap": {
+            "/home/bts/spark/": "${workspaceRoot}"
+         }
+      },        
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
@@ -209,8 +249,7 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            // "args": ["test","Co2RelayTests"],
-            "args": ["md", "run", "10"],
+            "args": ["test","AuthToken"],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],

CMakeLists.txt

@@ -13,7 +13,7 @@ set (SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set (SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
 set (SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
 
-include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib ${TF_INCLUDE})
 link_directories (${SPARK_LIB})
 
 if (WIN32)
@@ -41,6 +41,7 @@ else ()
                                -Wno-missing-braces -Wno-ignored-qualifiers \
                                --std=c++17 -fdiagnostics-color")
   set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
   add_subdirectory(src/web)
@@ -51,12 +52,14 @@ else ()
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/defaults ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/ai_order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libtensorflow.so ${CMAKE_BINARY_DIR}/server/plugins
+    
     COMMENT "Creating server runtime layout"
     DEPENDS sparkd data_files_dir)  
 

doc/dev/architecture.org

@@ -25,3 +25,47 @@
 ***** FillStore
 ***** SecuritySrc
 * Benchmarks
+* OrderMan
+** OrderServices
+*** callbacks
+**** standard
+- update
+- cancel
+- crack
+- activate
+- book
+- settlement
+- child order state
+- timer
+**** low level
+- exe reports
+- cancel rejects
+- gateway status
+*** services
+**** standard
+- secdb
+- get time
+- schedule actions
+- order builder
+  - activate
+  - update
+  - cancel 
+  - crack
+**** low level
+- governor
+- send fix
+- get time str
+- limiter
+** Internalize plan
+- change order initiated update/cancel/crack/activate/report_state to
+  use direct method calls
+- need to watch out for reentrancy
+- need to also report state externally 
+- also want to separate active from non active orders in map to speed
+  up look ups
+- want to use direct references in orders to avoid lookups
+- want to change how time is captured, the trace is too big to copy
+  around
+
+
+

doc/dev/dev_process.md

@@ -0,0 +1,82 @@
+# The BTS Development Process #
+
+## Projects ##
+Our development work is organized in projects. A project is a
+non-trivial effort to specify, develop and validate a related set of
+additions to our Spark platform. A project can be assigned to one more
+developers and a developer might concurrently be assigned to multiple
+projects. Projects typically start out with specification work,
+proceed to implementation and finish with validation efforts. At any
+given time there will be multiple projects being worked on
+concurrently. A project is concluded when the features it implements
+are merged into the product and deployed to customers.
+
+## The Details ##
+Typically project ideas come from sales interactions, opposition
+research and customer feedback, all tough on occasion development or
+operational requirements can also suggest valuable project
+ideas. Whatever the source of a project idea the final decision of
+which projects to pursue is always done by management. Once a project
+idea has been selected for implementation the corresponding project
+will go through several phases: inception, specification, development,
+validation and merge. 
+
+* Inception. In this phase the infrastructure for the project is
+created. Typically this means selecting a team, creating a project
+case in Jira (that is a case assigned to the team@bluetradesys.com
+Jira user) and possibly creating a new branch for the project. This
+phase is mostly mechanical and the responsibility of Pedro.
+
+* Specification. The specification phase turns a usually vague and
+ill-considered idea project idea into a concrete, implementable
+specification that attempts to maximize the value/cost ratio of the
+project. It is hard to exaggerate the impact of a this phase on the
+rest of the project. *Nothing* has more impact on BTS's ability to
+quickly deliver value to customers than good specification work. A
+specification typically takes the form of a shared google docs using
+a mix of text and UI mock-ups to capture both user requirements and
+suggested implementation strategies. Taha and Kevin are responsible for this
+phase.
+
+* Development. Once a specification is complete, a team of developers
+will use a project specific branch to implement the
+specification. Periodically, typically once a week, progress on the
+project is assessed by Pedro, possibly with the help of others. This
+assessment takes the form of code reviews, demos, or just one-on-one
+conversations. To ensure development does not go off on tangents,
+developers are expected to continuously merge master into the project
+branch as well as encouraged to create Pull Requests (PRs) early in
+the project implementation, so that their work is kept visible and
+integrated with that of the rest of the group. During the
+implementation phase developers should reach out to Pedro for UI
+reviews, architecture and design questions and specification trade off
+concerns.
+
+* Verification. Once code is complete it is the project's team job to
+think carefully about the best way to verify that the work is solid
+enough to go to production.  We do not have a dedicated QA cycle to
+flush out bugs so it is important for changes to be fully tested
+before being marked ready to merge (RTM).  For any non-trivial change
+project teams should enlist a 'test buddy' from outside the team to
+help review the code and think of test cases that they may not have
+considered.  Stability from release to release is especially critical
+right now as we develop a reputation in the futures
+world. Additionally, project teams are encouraged to make liberal use
+of other testing techniques such as
+  - Unit tests
+  - System tests
+  - Manual tests
+
+* Merge. Once a project is considered complete by developers, a PR
+that includes Pedro should be created (unless, as mentioned above, an
+early PR was already created in the development phase). Whether the PR
+already existed or not, its description should be changed to start
+with the RTM (Ready To Merge) acronym. This marks the project as ready
+to be merged into master. Once a week, typically on Mondays, Pedro
+will go through every PR marked as "Ready To Merge", build it, check
+it out and if everything looks good merge it to master. At the end of
+the day the resulting master will be tagged with a new version
+number. This version will be go through some additional testing by
+Brian and will then be deployed by Karl and Pete to customers
+throughout the rest of the week.
+

doc/user/docs/Help.md

@@ -1,5 +1,9 @@
 #Help
 
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 ##Report a Problem
    If there is any issue at all, you can click here
    and it’ll bring up a “Report a Problem” window, which you can type

doc/user/docs/Launcher.md

@@ -1,5 +1,9 @@
 #Module Launcher
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  The module launcher is the first item that will come up after
     logging in to Spark.
 -  This is your central control for all modules
@@ -9,7 +13,7 @@
 
 ![](images/image38.png)
 
--  If you right click anywhere on the launcher you can modify
+-  If you right-click anywhere on the launcher you can modify
     various display settings including:
       -  Vertical layout, instead of horizontal
       -  Showing the text of the individual modules
@@ -25,5 +29,5 @@
 Some common features within BTS Spark
 
 -  All Windows are tabbed so they can be combined or separated to organize your workspace
--  Some Spark windows have a menu on the left hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon, or clicking on the right edge of the menu (a blue bar will appear).
+-  Some Spark windows have a menu on the left-hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon or clicking on the right edge of the menu (a blue bar will appear).
 -   Some table columns have filtering capabilities, where if you hover over the column header, it will display a filter icon, which enables you to filter the table based on the information in that column.

doc/user/docs/Market.md

@@ -9,6 +9,10 @@
 
 ##Market View
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/Y54S1uscT_g" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  This provides a grid of outright, spread, and synthetic products
     showing real-time market data all in one place
 -  You can create multiple market view grids and customize the
@@ -29,7 +33,7 @@
     and all securities will be displayed.  This will show up in the
     selected securities window as “&lt;symbol&gt; future at
     &lt;exchange&gt;”
--  Synthetic’s can be displayed by clicking on exchange “BTS”, then
+-  Synthetics can be displayed by clicking on exchange “BTS”, then
     synthetic, symbol, and finally under the securities window.
 -  Below is an example of an outright, spread, all futures, and
     synthetic chosen:
@@ -98,10 +102,10 @@
             either the Bid or Ask price and volume.
          -  Highlighting a single security and clicking on the order ticket
             ![](images/image23.png) icon
-            on the left hand browser window of the market view
+            on the left-hand browser window of the market view
 
 -  Launch a ladder for 1 security
-      -  You can double click on any security in the market view, besides
+      -  You can double-click on any security in the market view, besides
          the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
          ladder for that Security.
 
@@ -110,7 +114,7 @@
       -  If you hold down the Ctrl key and select multiple securities, you
          can then click on the ladder icon
          ![](images/image69.png) on
-         the left hand side to bring up the selected ladders all at
+         the left-hand side to bring up the selected ladders all at
          once.
 
 -  Launching a Fills window for 1 or many securities
@@ -118,7 +122,7 @@
       -  This is done by either highlighting 1 or many securities and then
          clicking on the Fills icon
          ![](images/image20.png) on
-         the left hand side to bring up a fill window for the selected
+         the left-hand side to bring up a fill window for the selected
          securities.  
 
          -  Please note - If there haven’t been any fills for the day in that
@@ -129,14 +133,14 @@
       -  This is accomplished by highlighting 1 or many securities and then
          clicking on the time and sales icon
          ![](images/image49.png) on
-         the left hand side
+         the left-hand side
 
 -  Launching the synthetic window to create a synthetic product
 
       -  This is accomplished by highlighting either 1 or 2 securities and
          clicking on the Synthetic icon
          ![](images/image34.png) on
-         the lower left hand side
+         the lower left-hand side
 
          -  Please note - If only 1 security is chosen, a create synthetic
             window will appear, and you will be required to add another leg from
@@ -144,7 +148,11 @@
 
 ##Time and Sales
 
--  Provides a display of real time fills as they happen for 1 or many
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+-  Provides a display of real-time fills as they happen for 1 or many
     securities
 -  You can create multiple time and sale windows and customize the
     security selection to fit your needs

doc/user/docs/My-Windows.md

@@ -1,5 +1,9 @@
 #My Windows
 
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/pjm1JJ9Q3jM" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 This is the housing of the windows that you have manually named and
 creates a place where you can quickly and easily launch windows
 which you’ve customized.
@@ -18,9 +22,9 @@ section of the module launcher.
 
 ![](images/image15.png)
 
-Right clicking on a tab that has already had its default title modified
+Right-clicking on a tab that has already had its default title modified
 will show the following which will allow you to rename the modified
-title or remove it from the my windows, which will then restore the
+title or remove it from the My Windows, which will then restore the
 default standard title.
 
 ![](images/image37.png)

doc/user/docs/Settings.md

@@ -1,6 +1,10 @@
 
 #Settings
 
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 ##Workspaces
 
 This is where your workspaces can be saved or switched

doc/user/docs/Spreader.md

@@ -1,14 +1,35 @@
 
 #Spreader
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/EVFK2yNQFS4" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/d5ywlHen6yo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+<iframe width="560" height="315" src="https://www.youtube.com/embed/Mmw8PNJA0Dw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/QK-bBSH6Rc0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  Launching the spreader from the module launcher will bring up the
     synthetic management browser which appears like below:
 
 ![](images/image35.png)
 
--  From this window it’ll show any synthetics that you have already
+-  From this window, it will show any synthetics that you have already
     created as well as various other options of both managing the
-    synthetics and other tasks all from the left hand side pane within
+    synthetics and other tasks all from the left-hand side pane within
     the window, including:
 
     -  Adding a new synthetic ![](images/image8.png)
@@ -30,7 +51,7 @@
     -  From the main module launcher, you can go to spreader, then
         synthetics, then click add
     -  Highlighting one or more securities in a market view and clicking
-        on create synthetic
+        on Create Synthetic
     -  Cloning an existing security
 
 -  An empty synthetic browser will look like below without any legs
@@ -43,10 +64,10 @@
 -  Upon adding legs, you can then go through each of the parameters to
     customize how you would like the spread to be worked in the
     market
--  We’ll start at the top of create synthetic window and work our way
+-  We will start at the top of the Create Synthetic window and work our way
     down:
 
-    -  At the very top of the create synthetic window you will have to
+    -  At the very top of the Create Synthetic window you will have to
         name your synthetic product.  By default, it will auto-populate
         based on the symbols you have chosen:
 
@@ -73,16 +94,15 @@
         exchange
     -  Furthermore, if you are ever unsure of what a parameter’s function
         is and how it is controlled you can hover over the parameter’s title
-        and a “?” will be shown.  Clicking on this will expand built in
+        and a “?” will be shown.  Clicking on this will expand built-in
         details of how that parameter functions.  Below is an example of the
         throttle details displayed:
 
     ![](images/image56.png)
 
-    -  Main parameters - these are the top 4 rows in the create synthetic
+    -  Main parameters - these are the top 4 rows in the Create Synthetic
         window which all synthetics will be required to have set.
-         Everything below these are custom to a traders needs, however the
-        top 4 are the main foundational aspects used for the calculation of
+         Everything below these can be customized to a trader's needs, however, the top 4 are the main foundational aspects used for the calculation of
         the synthetic:
 
     ![](images/image10.png)
@@ -95,7 +115,7 @@
         be priced, by default, it’ll be based on the same as the quantity of
         the synthetic produced, but you can change it to modify the balance
         of the price, giving more weighting to one leg over another.
-    -  Enable quoting - This parameter is in the form of a check box,
+    -  Enable quoting - This parameter is in the form of a checkbox,
         where if the box is checked the leg will be quoted versus not
         checked, it will not be shown in the market.  If it is not actively
         quoted in the market, the leg will still be used for calculation of
@@ -107,7 +127,7 @@
          If your Hedge Ratio is 3 on the NQ leg, then you’ll work the ES
         order based on where you could fill 6 (2 (Qty of NQ) \* 3 (Hedge
         Ratio)).
-    -  The next 6 parameters are all completely custom to a traders needs
+    -  The next 6 parameters are all completely custom to a trader's needs
         and can further define how a synthetic is worked.  As previously
         mentioned, if you hover over any of these parameters a “?” will be
         displayed and click on such will display further details on how this
@@ -118,7 +138,7 @@
     -  Quote
 
         -  Throttle - This can be enabled or disabled based on if the box is
-            checked per leg.  It’s main function is to reduce re-quoting updates
+            checked per leg.  Its main function is to reduce re-quoting updates
             by defining a region on either side of the working quote order,
             inside which quote updates will not be sent:
 
@@ -148,8 +168,8 @@
 
         ![](images/image70.png)
 
-        -  Time Based Cross - Basically the exact same as ticks away cross,
-            however this is based on time (in ms) on when to automatically cross
+        -  Time Based Cross - Basically the same as Ticks Away Cross,
+            however, this is based on time (in ms) on when to automatically cross
             (fill) the market if they get too far away from the opposite inside
             market.  If a legged hedge order’s price gets X amount of “ticks”
             away from the opposite inside market, it is re-priced to cross the

doc/user/docs/Trading.md

@@ -9,7 +9,11 @@
 
 ##Order Book
 
--  This provides list of all orders a user has placed, by default it
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/ygMFkjBBGeU" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+-  This provides a list of all orders a user has placed, by default it
     will display only working orders
 -  You can create multiple order books filtered however you would
     like
@@ -44,13 +48,13 @@
 -  Anytime
 -  Today
 -  Since Open
--  A specific user defined period of time
+-  A specific user-defined period of time
 
 ![](images/image25.png)
 
--  The left hand box within an order book provides users with further
+-  The left-hand box within an order book provides users with further
     functionality to quickly perform various tasks with live orders as
-    well as launch other modules.  It’s appears like the below:
+    well as launch other modules.  It appears like the below:
 
 ![](images/image4.png)
 
@@ -62,7 +66,7 @@
 -  ![](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
+    holding hold the Ctrl key when clicking on each row of orders
 -  ![](images/image74.png)Cancel
     buys - clicking on this will cancel all the buy orders you have in
     the order book
@@ -75,8 +79,8 @@
 
 ##Fills
 
--  This provides list of all fills a user has had for a given time
-    period, by default it will open up with “since open” time frame
+-  This provides a list of all fills a user has had for a given time
+    period, by default it will open up with “since open” timeframe
     selected showing you fills on the day thus far
 -  You can create multiple fill windows, filtered however you
     like
@@ -85,8 +89,12 @@
 
 ##P&amp;L
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/xj6cEQ6By34" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  This provides a running ledger of a users account(s) profit and
-    loss broken down per symbol
+    loss, broken down per symbol
 -  You can create multiple P&L windows, filtered however you would
     like
 -  All P&L windows are brought up as tabs and can be combined with all
@@ -101,6 +109,10 @@
 
 ##Ladder
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/Q0qsyc1nvYo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  The ladder was designed to be the most logically produced ladder on
     the market, engineered and designed by professional traders for
     professional traders
@@ -112,8 +124,8 @@
 
 ![](images/image36.png)
 
--  The ladder consist of 2 major parts, the Ladder itself and the
-    information and control section on the left hand side
+-  The ladder consists of 2 major parts, the Ladder itself and the
+    information and control section on the left-hand side
 
 -  The information section on the left contains the following: &nbsp; ![](images/image1.png)
       -  Day - showing the current price of the security on the day
@@ -126,17 +138,17 @@
 
 
 -  The control section right underneath the information section on the
-    left hand side offers the following:
+    left-hand side offers the following:
 
 ![](images/image62.png)
 
--  Account in which the orders will flow into when trading this
+-  The account in which the orders will flow into when trading this
     security
--  Length of time the order will remain in market, either DAY or
+-  Length of time the order will remain in the market, either DAY or
     GTC
--  Order type, by default orders will go in as Limit, however all of
+-  Order type, by default, orders will go in as Limit, however all of
     the following are offered out of the box.  The top 5 are all fairly
-    standard order types, however the bottom 5 are all specialized
+    standard order types, however, the bottom 5 are all specialized
     algos.  They are only offered by BTS and require specialized
     parameters.  Please see below for each order type:
 
@@ -147,8 +159,8 @@
 
       -  Limit
 
-         -  This is a buy or sell order designed to take place on the exact
-            price level you have entered the order at.
+         -  This is a buy or sell order designed to take place on the
+            price level where you entered the order.
 
       -  Stop
 
@@ -218,8 +230,7 @@
             market flips and has at least threshold size as defined.
          -  “Flip” refers to the event where the best offer becomes the best
             bid or the market trades away from you, i.e. the line moves up in
-            the GUI.  This is all true in the reverse way as well if
-            selling.
+            the GUI.  The reverse is true if selling.
 
       ![](images/image41.png)
 
@@ -241,7 +252,7 @@
 
 -  You can manually type in a quantity here as well
 -  Furthermore, if you have a value in the volume bar, you can
-    increase this size by right clicking and the value will increase
+    increase this size by right-clicking and the value will increase
     incrementally by 1.  The same is true if you would like to decrease
     this value by left click and the value will decrease.
 -  By having the auto clear box checked, it will bring the value back
@@ -252,12 +263,12 @@
 -   The bottom section of the control area of a ladder has 4 aspects
     to it
 
-      -  Cancel Buys - which will cancel all buys currently working on the
+      -  Cancel Buys, which will cancel all buys currently working on the
          ladder
-      -  Cancel Sells - which will cancel all sells currently working on the
+      -  Cancel Sells, which will cancel all sells currently working on the
          ladder
-      -  Cancel All - which will cancel all orders on the ladder
-      -  Settings - this will launch the ladder settings window which
+      -  Cancel All, which will cancel all orders on the ladder
+      -  Settings, which will launch the ladder settings window which
          appears like below
 
 ![](images/image71.png)
@@ -269,27 +280,26 @@
 
 -  There are 5 main columns
 
-      -  Orders - which display current orders working in the market
-      -  Bid - which displays the current bid volumes at each price
+      -  Orders, which display current orders working in the market
+      -  Bid, which displays the current bid volumes at each price
          level
-      -  Price - which displays the price levels of the symbol shown
-      -  Ask - which displays the current ask volumes at each price
+      -  Price, which displays the price levels of the symbol shown
+      -  Ask, which displays the current ask volumes at each price
          level
-      -  Last Trade - which displays where the price level and volume of
+      -  Last Trade, which displays the price level and volume
          where the last trade occurred
 
 -  Functionality of the ladder
 
       -  To enter an order directly by clicking in the ladder, left click on
          either the bid or ask volume with a volume greater than 0 on the
-         predefined value box on the left hand section
+         predefined value box on the left-hand section
       -  A badge will be displayed within the orders column of the value you
          have chosen and the quantity filled as displayed below
 
 ![](images/image46.png)
 
--  To change the price level you wish to work the order, you can right
-    click and hold on the badge to move it up or down the ladder for the
+-  To change the price level you wish to work the order, you can right-click and hold on the badge to move it up or down the ladder for the
     desired price
 -  To cancel the order, left click on the badge
 -  Furthermore, you can click down on the scroll wheel of your mouse
@@ -298,6 +308,10 @@
 
 ## Order Ticket
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/bdC5pZ6T35I" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  The order ticket was designed to provide another means other than
     the ladder to enter orders into the market
 -  You can bring up an order ticket directly from the module launcher,
@@ -307,7 +321,7 @@
 
 ![](images/image27.png)
 
--  On the top left you have the price for the order as well as the
+-  On the top left, you have the price for the order as well as the
     volume
 -  Beneath are the predefined volumes as well as a clear button to
     clear out the volume

doc/user/docs/index.md

@@ -1,3 +1,3 @@
 
-Click on the headings on the the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.
+Click on the headings on the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.
 

doc/user/docs/release_notes.md

@@ -1,13 +1,121 @@
 # Release Notes
 
+## 1.5.0
+### User Visible Changes 
+#### User Interface Improvements 
+  - Removed security key field from most grids
+  - Removed trade key field from time and sales grid 
+  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
+  - Fixed the floating order book so that rows are no longer
+    highlighted after an order is modified
+#### SDK
+  - Improved SDK documentation and usability
+### Internal Changes
+  - Improved robustness of limit system test
+  - Extensive market data refactoring allow for security definition updates
+	
+
+## 1.4.11
+### New Features
+  - Floating Order Book
+    - The floating order book provides a quick view of orders occupying a price level in the ladder
+    - Launch the Floating Order Book by middle-clicking a ladder badge 
+    - Cancel orders by clicking on the red X in the Cancel column
+    - Quantity and Price modification
+      - Clicking on a row will select it, providing the option for changing your price and quantity
+      - Enter in a new value or use the up/down buttons to set a desired value
+      - Press the green checkbox to finalize your change and update the order
+### SDK
+  - Improved SDK documentation and usability
+### User Interface Improvements
+  - The following spreader quoting parameters have been deprecated:
+    - Hidden parameter
+    - Price Type setting of the Conditional parameter
+### Bug Fixes
+  - Fixed a limit enforcement problem that could lead to 0 sized orders being sent to the exchange
+  
+## 1.4.10
+### Bug Fixes
+  - Removed duplicate entries in performance log
+  
+## 1.4.9
+### SDK
+  - Added ticker events to the order API
+### Performance Improvements
+  - Significantly improved hedging speed 
+### Bug Fixes
+  - Fixed a visual oddity in the order book UI when using High DPI displays
+  
+## 1.4.8
+### Marketdata
+  - Additional trade details for CME ticker
+
+## 1.4.7
+### Bug Fixes
+  - Corrected FIX tag 1028, ManualOrderIndicator, when orders are triggered by algos
+   
+## 1.4.6
+### Ladder Usability Improvements
+  - The ladder can now be zoomed in/out according to a user's preference
+  - The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
+  - The zoom functionality can also be performed via hotkey and mouse wheel combinations
+    - Zoom In = CTRL + Mouse wheel up
+    - Zoom Out = CTRL + Mouse wheel down
+    - Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
+### Exchange simulator
+  - Improved the exchange simulator to track real market data more closely
+### Bug Fixes
+  - Fixed a UI crash in some cases when attempting to sort the order book by time
+
+## 1.4.5
+  - Fixed entitlement validation for ICS spreads
+  - Tuned performance logging
+  
+## 1.4.4
+
+### Performance Improvements
+  - Reduced performance logging activity
+  
+## 1.4.3
+
+### Ladder Usability Improvements
+  - Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
+  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
+  - The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
+### Performance Improvements
+  - Requoting and hedging latency has been reduced by up to 30%
+### Software Development Kit (SDK) Improvements
+  - The API now enforces authentication 
+### Bug Fixes
+  - The Market View form now honors filters when new securities are added
+  
+## 1.4.2
+
+### User Interface Improvements
+  - When creating a synthetic from the Market View window, securities are now added to the Create Synthetic dialog in the same sort order as they appear in grid
+### Bug Fixes
+  - Shell no longer crashes when removing a security from the synthetics window
+  - It is now possible to create a new synthetic using the same name as a previously deleted synthetic 
+### SDK Improvements
+  - Improved Client and Server SDK clarity and documentation
+### Performance Improvements
+  - Synthetic calculation speed was improved by 400%.
+### Risk / Entitlement System
+  - Risk Admin UI
+    - Spark users now have separate Trading, RiskAdmin, and/or MDAdmin permissions
+    - Spark users can now only add other users or accounts if permissioned to do so.
+  - Market Data Entitlement
+    - Automated market data reporting
+   
+
 ## 1.4.1
 
-### Tabs 
+### 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 
+  - 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
 
@@ -17,7 +125,7 @@
   - Improved requoting and hedging performance
   - Improved order book form performance
 ### Server Side SDK
-  - Added beta version of the server side SDK
+  - Added a beta version of the server side SDK
 ### Front End
   - Added status bars to all UI grids
 ### Reporting
@@ -29,7 +137,7 @@
   - 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.
+  - Quotes are canceled 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
@@ -53,7 +161,7 @@
 ### Synthetic creation option to choose Merged or Direct
   - The ability to choose Merged or Direct per leg when creating a synthetic
 ### Volume at price
-  - Within a ladder you can now see a volume at price graph
+  - Within a ladder, you can now see a volume at price graph
   - This is configurable from a ladder's settings as well
 ### Customized settings in all windows
  - All windows now contain a settings page where grid settings (font color, size, etc) are applied
@@ -71,7 +179,7 @@
 
 ### Order Book
   - Many visual facets of the Order Book grid can now be customized
-    - The Order Book settings page can be access from the gears icon in the Order Book toolbar or from the right-click menu
+    - The Order Book settings page can be accessed from the gears icon in the Order Book toolbar or from the right-click menu
   - The Expand/Collapse All button has been separated into two different buttons on the toolbar
 
 ### Sound Alerts
@@ -107,13 +215,13 @@
 ### Synthetics
   - Hedge Ratio parameter has been renamed to Lean Qty Factor
   - Spreader now includes a Hidden mode parameter
-    - A quoting leg can be hidden, ie an order will not sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
+    - A quoting leg can be hidden, ie an order will not be sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
 
 ### Algos
   - Trigger orders now can contain a Trigger Exit parameter based on time or price; once the exit condition has been met the Trigger order will cancel
   - IOC/FAK order type added
   - Cover order type added
-  - Cancelling a synthetic order no longer cancels any working hedge orders
+  - Canceling a synthetic order no longer cancels any working hedge orders
 
 ### General
   - A manual page has been added to the launcher Help menu
@@ -121,18 +229,18 @@
   - Various cash per point values updated
   - Time-based grid filters now have tick up/down buttons
   - Numerous performance improvements and stability enhancements
-  - Automated position and orderbook maintenance during daily recycle
-    - Individual fills be compacted into start of day position records
+  - Automated position and Order Book maintenance during daily recycle
+    - Individual fills will be compacted into the Start of Day position records
     - Orders from the day before the recycle will be deleted
 
 
 ##1.1
 
 ###1.1.22
-- Orderbook: Orders in Error status can now be recreated
-- Orderbook: Orders containing child orders will now be collapsed by default.
-- Orderbook: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
-- Orderbook: Symbol column added to allow for filtering based on group symbol
+- Order Book: Orders in Error status can now be recreated
+- Order Book: Orders containing child orders will now be collapsed by default.
+- Order Book: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
+- Order Book: Symbol column added to allow for filtering based on group symbol
 - Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
 
 ###1.1.20
@@ -151,15 +259,15 @@
 - Fixed occasional crash when filtering fills
 - Fixed several cash per point multipliers
 - Colored time of sales row with aggressor side
-- Iceberg orders now cancel (rathern than error) when a child is canceled
+- Iceberg orders now cancel (rather than an error) when a child is canceled
 
 ###1.1.0
 - Added per user self match protection, location and self match protection FIX tag settings
 - Implemented a new "Trigger Order" algo
 - Corrected tick formatting for a number of products
-- Added the hability to recreate canceled orders
-- Added leg fills to facilitate futured based PnL
-- PnL report now has PnL columns calculated based on your start of day, current day, and total position
+- Added the ability to recreate canceled orders
+- Added leg fills to facilitate futures based PnL
+- PnL report now has PnL columns calculated based on your Start of Day, current day, and total position
 - Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
 - Corrected cash per point values, used in pnl calculations, for a number of products
 - PnL report will now remember any customizations you make to filtering and/or sorting criteria

ops_notes.txt

@@ -1,3 +1,10 @@
+1.4.2
+- Be sure the system has a bts user before deployment.  bts is the superuser, he has all permissions and can see all market data 
+- After deployment re-permission all existing users for trading, riskadmin, and/or md admin permissions as appropriate
+- Also note which users can add other users and accounts and permission them appropriately (Can Add?)
+- Permission  users for appropriate market data entitlements; this has monetary consequences so ask Kevin if you aren't sure.
+- MIC reporting needs to be added to audit Jenkins job (https://bluetradesys.atlassian.net/browse/SPARK-1900)
+
 1.3.5
 - Change in market data wire format. Old shell will get only direct market data instead of merged which may not match what the servers is driving from.
 

remote-sparkvm.code-workspace

@@ -0,0 +1,27 @@
+{
+	"folders": [
+      {
+         "path": "."
+      },  	
+	  {
+        "uri": "sftp://bts:BT5u53r@sparkvm:22/home/bts/",
+        "name": "sparkvm"
+      }	  
+   ],
+   "settings": {
+      "files.associations": {
+         "utility": "cpp",
+         "initializer_list": "cpp",
+         "list": "cpp",
+         "type_traits": "cpp",
+         "vector": "cpp",
+         "xhash": "cpp",
+         "xstring": "cpp",
+         "system_error": "cpp",
+         "array": "cpp",
+         "string_view": "cpp",
+         "xutility": "cpp",
+         "*.ipp": "cpp"
+      }
+   }
+}

spark.code-workspace

@@ -0,0 +1,77 @@
+{
+	"folders": [
+      {
+         "path": "."
+      }  
+   ],
+   "settings": {
+      "files.associations": {
+         "utility": "cpp",
+         "initializer_list": "cpp",
+         "list": "cpp",
+         "type_traits": "cpp",
+         "vector": "cpp",
+         "xhash": "cpp",
+         "xstring": "cpp",
+         "system_error": "cpp",
+         "array": "cpp",
+         "string_view": "cpp",
+         "xutility": "cpp",
+         "*.ipp": "cpp",
+         "atomic": "cpp",
+         "hash_map": "cpp",
+         "hash_set": "cpp",
+         "*.tcc": "cpp",
+         "bitset": "cpp",
+         "cctype": "cpp",
+         "cfenv": "cpp",
+         "chrono": "cpp",
+         "cinttypes": "cpp",
+         "clocale": "cpp",
+         "cmath": "cpp",
+         "complex": "cpp",
+         "condition_variable": "cpp",
+         "csignal": "cpp",
+         "cstdarg": "cpp",
+         "cstddef": "cpp",
+         "cstdint": "cpp",
+         "cstdio": "cpp",
+         "cstdlib": "cpp",
+         "cstring": "cpp",
+         "ctime": "cpp",
+         "cwchar": "cpp",
+         "cwctype": "cpp",
+         "deque": "cpp",
+         "forward_list": "cpp",
+         "unordered_map": "cpp",
+         "unordered_set": "cpp",
+         "exception": "cpp",
+         "any": "cpp",
+         "optional": "cpp",
+         "fstream": "cpp",
+         "functional": "cpp",
+         "future": "cpp",
+         "iomanip": "cpp",
+         "iosfwd": "cpp",
+         "iostream": "cpp",
+         "istream": "cpp",
+         "limits": "cpp",
+         "memory": "cpp",
+         "mutex": "cpp",
+         "new": "cpp",
+         "ostream": "cpp",
+         "numeric": "cpp",
+         "ratio": "cpp",
+         "scoped_allocator": "cpp",
+         "sstream": "cpp",
+         "stdexcept": "cpp",
+         "streambuf": "cpp",
+         "thread": "cpp",
+         "tuple": "cpp",
+         "typeindex": "cpp",
+         "typeinfo": "cpp",
+         "valarray": "cpp",
+         "variant": "cpp"
+      }
+   }
+}

src/client/spark/Admin/AdminModel.cs

@@ -6,6 +6,7 @@ using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
+using bts.api.core;
 
 namespace mbts.spark {
    [Export]
@@ -36,7 +37,7 @@ namespace mbts.spark {
             IEnumerable<BTSAccountImmutable> active_accounts =
                from admin_data in update.all
                from bts_account in admin_data.Accounts
-               where bts_account.IsPresent
+               where bts_account.IsPresent && _wrapper_subject.Value.can_view_account(bts_account.Name)
                join account_id in (
                   from bts_user in active_users
                   from account_id in bts_user.UserData.AccountPermissions.AccountPermissions.Keys

src/client/spark/Daemons/MDDaemon.cs

@@ -17,31 +17,22 @@ using bts.api.user;
 
 namespace bts {
    [Export(typeof(IInitializable))]
-   class MDSource : IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
+   class MDDaemon : bts.md.MDSource, IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
       readonly Lazy<IBus> _bus;
-      readonly Lazy<AuthToken> _token;
+      readonly Lazy<AuthTokenImmutable> _token;
       readonly Lazy<SyntheticSecurityService> _ss;
-      readonly MDConsumer _consumer = new MDConsumer();
-      readonly Co2RelayControl _relay;
       readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();
-      long _version = 0;
-      readonly ConcurrentDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new ConcurrentDictionary<SecurityKey, SecurityMD>();
-      List<IDisposable> _dispose = new List<IDisposable>();
+
+      static uint get_naggle() => mbts.config.Configuration.get<bts.md.RelayOptions>().naggle_ms;
 
       [ImportingConstructor]
-      public MDSource(
-         Lazy<IBus> bus,
-         Lazy<AuthToken> token, 
-         Lazy<SyntheticSecurityService> ss) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) : base(get_naggle(), true) {
          _bus = bus;
          _token = token;
-         _ss = ss;
-         _relay = new Co2RelayControl(_consumer);
-         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
-         _dispose.Add(_consumer.on_security.Subscribe(this));
+         _ss = ss;         
       }
 
-      public void initialize() {
+      override public void initialize() {
          _relay.set_token(_token.Value);
          _dispose.Add(
             _ss.Value.subscribei_metadata()
@@ -49,7 +40,7 @@ namespace bts {
             .Subscribe(t => {
                var deleted_synthetic_keys = new HashSet<uint>(t.Where(kv => kv.Value.Deleted).Select(kv => kv.Key));
                // add back 'undeleted' synthetics
-               foreach (var kvp in _deleted_synthetics) {
+               foreach (var kvp in _deleted_synthetics.ToList()) {
                   if (!deleted_synthetic_keys.Contains(kvp.Key)) {
                      _exchange_sec_map.TryAdd(kvp.Key, kvp.Value);
                      _deleted_synthetics.Remove(kvp.Key);
@@ -66,6 +57,9 @@ namespace bts {
                // Post full dictionary of syntheics here
                bus.post(SparkTags.SyntheticstrategiesTag, t);
             }));
+         _dispose.Add( this.on_securities.Subscribe( (md) => {
+            bus.post(SparkTags.SecuritiesTag, md);
+         }));            
          Task.Run(run);
       }
 
@@ -74,37 +68,5 @@ namespace bts {
 
       public int priority => 55;
       IBus bus => _bus.Value;
-
-      public void OnCompleted() { }
-      public void OnError(Exception error) => Log.Md.error(error.ToString());
-      public void OnNext(List<SecurityAndHandle> values) {
-         if (values.Count > 0) {
-            foreach (var v in values) {
-               var smd = new SecurityMD(v.security, v.handle);
-               _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
-            }
-            _version += 1;
-         }
-      }
-
-      public void Dispose() => Disposable.dispose(_dispose);
-      async Task run() {
-         long run_version = 0;
-         while (true) {
-            var exch = _exchange_sec_map;
-            long current_version = _version;
-            if (current_version > run_version) {
-               run_version = current_version;
-               try {
-                  Log.Md.info($"MDSource publishing {exch.Count} securities");
-                  bus.post(SparkTags.SecuritiesTag, exch);
-               } catch (Exception e) {
-                  Log.Md.error($"Error in publish_securities: {e}");
-               }
-            }
-            await Task.Delay(TimeSpan.FromSeconds(1));
-         }
-      }
-
    }
 }

src/client/spark/Daemons/ShellServices.cs

@@ -13,10 +13,7 @@ using System.ComponentModel.Composition;
 namespace Spark {
    public class ShellServices {
       [Export]
-      public static ServiceContext context { get; } = new ServiceContext();
-
-      [Export]
-      public UserService user_service => context.locate<UserService>();
+      public ServiceContext context { get; } = new ServiceContext();
 
       [Export("settings")]
       public PersistenceService settings_service => context.locate<PersistenceService>("settings");

src/client/spark/Images/Icons.cs

@@ -31,7 +31,9 @@ namespace mbts.ui {
       }
 
       private static ImageSource load_resource_and_freeze(string resource_name) {
-         return ((DrawingImage)_resources[resource_name]).frozen();
+         lock (_resources) {
+            return ((DrawingImage)_resources[resource_name]).frozen();
+         }
       }
 
 #pragma warning disable CS0618 // Type or member is obsolete
@@ -152,7 +154,10 @@ namespace mbts.ui {
       }
 
       static IEnumerable<string> _get_geometric_path(string geometric_path_key) {
-         object obj = _resources[geometric_path_key];
+         object obj;
+         lock (_resources) {
+            obj = _resources[geometric_path_key];
+         }
          if (obj is string path) {
             if (string.IsNullOrEmpty(path)) {
                Log.Api.error($"Resource lookup of '{geometric_path_key}' did not return a valid string.", nameof(geometric_path_key));

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

@@ -35,7 +35,7 @@ namespace mbts.spark {
          readonly CellProperty<string> _working_bids_text, _working_asks_text;
          readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
          readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
-         uint _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
+         Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
          string _bid_merged_size_text, _ask_merged_size_text;
          ulong _bbo_ref, _last_ref;
 
@@ -45,28 +45,33 @@ namespace mbts.spark {
             _security_text = smd.security.ToString();
             _security_key_text = security_key.ToString();
             string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(0);
+            _position = new CellProperty<int>(this, nameof(position), 0);
             _bid_price = backing(nameof(bid_price), double.NaN);
             _ask_price = backing(nameof(ask_price), double.NaN);
             _last_price = backing(nameof(last_price), double.NaN);
-            _last_size = new CellProperty<uint>(0);
+            _last_size = new CellProperty<uint>(this, nameof(last_size), 0);
             _day_change = backing(nameof(day_change), double.NaN);
             _session_low = backing(nameof(session_low), double.NaN);
             _session_high = backing(nameof(session_high), double.NaN);
             _settlement = backing(nameof(settlement), double.NaN);
-            _volume = new CellProperty<ulong>(0);
-            _inside_bids = new CellProperty<bool>();
-            _inside_asks = new CellProperty<bool>();
-            _working_bid_volume = new CellProperty<int>();
-            _working_ask_volume = new CellProperty<int>();
+            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
+            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
+            _inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
+            _working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
+            _working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
+            //
+            _bid_direct_size = backing(nameof(bid_direct_size), default(uint));
+            _bid_merged_size = backing(nameof(bid_merged_size), default(uint));
+            _ask_direct_size = backing(nameof(ask_direct_size), default(uint));
+            _ask_merged_size = backing(nameof(ask_merged_size), default(uint));
             //
             _working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
             _working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
             _working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
-            _working_best_bid = new CellProperty<double>(format_price, double.NaN);
-            _working_best_ask = new CellProperty<double>(format_price, double.NaN);
-            _working_bids_text = new CellProperty<string>(string.Empty);
-            _working_asks_text = new CellProperty<string>(string.Empty);
+            _working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
+            _working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
+            _working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
+            _working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
             //
             default_command = new DelegateCommand(_show_ladder);
             bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
@@ -100,15 +105,15 @@ namespace mbts.spark {
          public double last_price => _last_price.Value;
          public uint last_size => _last_size.value;
          public double bid_price => _bid_price.Value;
-         public uint bid_direct_size => _bid_direct_size;
-         public uint bid_implied_size => _bid_merged_size - _bid_direct_size;
-         public uint bid_merged_size => _bid_merged_size;
-         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size, bid_implied_size));
+         public uint bid_direct_size => _bid_direct_size.Value;
+         public uint bid_implied_size => _bid_merged_size.Value - _bid_direct_size.Value;
+         public uint bid_merged_size => _bid_merged_size.Value;
+         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size.Value, bid_implied_size));
          public double ask_price => _ask_price.Value;
-         public uint ask_direct_size => _ask_direct_size;
-         public uint ask_implied_size => _ask_merged_size - _ask_direct_size;
-         public uint ask_merged_size => _ask_merged_size;
-         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size, ask_implied_size));
+         public uint ask_direct_size => _ask_direct_size.Value;
+         public uint ask_implied_size => _ask_merged_size.Value - _ask_direct_size.Value;
+         public uint ask_merged_size => _ask_merged_size.Value;
+         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size.Value, ask_implied_size));
          public ulong volume => _volume.value;
          public double settlement => _settlement.Value;
          public double day_change => _day_change.Value;
@@ -144,9 +149,9 @@ namespace mbts.spark {
             bool dirty = false;
             if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
                _bid_price.set(b.price);
-               refresh_size(ref b, ref _bid_direct_size, ref _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
+               refresh_size(ref b, _bid_direct_size, _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
                _ask_price.set(a.price);
-               refresh_size(ref a, ref _ask_direct_size, ref _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
+               refresh_size(ref a, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
                _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
                _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
             }
@@ -162,10 +167,10 @@ namespace mbts.spark {
             if (dirty)
                invalidated?.Invoke();
 
-            void refresh_size(ref NativePriceSize nps, ref uint direct, ref uint merged, ref string text, string text_prop) {
-               if (nps.size != merged || nps.direct_size != direct) {
-                  merged = nps.size;
-                  direct = nps.direct_size;
+            void refresh_size(ref NativePriceSize nps, Property<uint> direct, Property<uint> merged, ref string text, string text_prop) {
+               if (nps.size != merged.Value || nps.direct_size != direct.Value) {
+                  merged.set(nps.size);
+                  direct.set(nps.direct_size);
                   text = null;
                   dirty = true;
                   RaisePropertyChanged(text_prop);
@@ -205,36 +210,28 @@ namespace mbts.spark {
             var order = _orders_model.factory.order(security);
             switch (col) {
                case MarketViewView.Columns.Bid:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, 0u));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, 0u));
                   break;
                case MarketViewView.Columns.BidMergedSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_merged_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_merged_size));
                   break;
                case MarketViewView.Columns.BidDirectSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_direct_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_direct_size));
                   break;
                case MarketViewView.Columns.BidImpliedSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_implied_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_implied_size));
                   break;
                case MarketViewView.Columns.Ask:
-                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, 0u));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Buy), ask_price, 0u));
                   break;
                case MarketViewView.Columns.AskMergedSize:
-                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_merged_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Buy), ask_price, ask_merged_size));
                   break;
                case MarketViewView.Columns.AskDirectSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_direct_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), ask_price, ask_direct_size));
                   break;
                case MarketViewView.Columns.AskImpliedSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_implied_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), ask_price, ask_implied_size));
                   break;
                case MarketViewView.Columns.Last:
                   _bus.post(SparkTags.ShowOrderTicketTag, (order, last_price, 0u));
@@ -266,7 +263,15 @@ namespace mbts.spark {
             _working_best_ask.on_next_distinct(_order_summarizer.best_working_ask, ref dirty);
             _inside_bids.on_next_distinct(_order_summarizer.best_working_bid >= bid_price, ref dirty);
             _inside_asks.on_next_distinct(_order_summarizer.best_working_ask <= ask_price, ref dirty);
-            RaisePropertyChanged(nameof(working_bids_text), nameof(working_asks_text));
+
+            RaisePropertyChanged(
+               // Implied might not be ever set, so it probably does not RaisePropertyChanged either
+               // This might be part of the filter funk?
+               //nameof(bid_implied_size),
+               //nameof(ask_implied_size),
+               nameof(working_bids_text), 
+               nameof(working_asks_text)
+            );
          }
          #endregion
 

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

@@ -65,7 +65,7 @@ namespace mbts.spark {
                })
             ),
             SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
+            SparkCommands.ShowSyntheticCreate.complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {

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

@@ -96,7 +96,7 @@ namespace bts.shell {
             public static GridColumnSettings day_change => new GridColumnSettings(col_id(Columns.DayChange), DefaultColumnHeaders.DayChange, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings session_low => new GridColumnSettings(col_id(Columns.SessionLow), DefaultColumnHeaders.SessionLow, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings session_high => new GridColumnSettings(col_id(Columns.SessionHigh), DefaultColumnHeaders.SessionHigh, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
 
 
 

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

@@ -97,8 +97,11 @@ namespace mbts.spark {
          public IEnumerable<TradeInfo> read_trades() {
             var copy = _securities;
             foreach (var tm in _channel.read_trades(ref _cursor)) {
-               if (copy.TryGetValue(tm.Key, out SecurityImmutable sec))
-                  yield return new TradeInfo(sec, tm);
+               if (tm != null) {
+                  if (copy.TryGetValue(tm.Key, out SecurityImmutable sec)) {
+                     yield return new TradeInfo(sec, new TradeMessageImmutable(tm));
+                  }
+               }
             }
          }
       }

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

@@ -38,7 +38,6 @@ namespace mbts.spark {
             price_filter.load_state(filters.price);
             size_filter.load_state(filters.size);
             aggressor_filter.load_state(filters.aggressor_sides);
-            trade_key_filter.load_state(filters.trade_key);
             security_key_filter.load_state(filters.security_key);
          }
          // Columns
@@ -47,7 +46,6 @@ namespace mbts.spark {
          add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
          add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
          add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
-         add_column(TimeAndSalesView.Columns.TradeKey, DefaultColumnHeaders.TradeKey, DefaultColumnWidths.TradeKey, nameof(Row.trade_key), trade_key_filter, DataGridFilterKnownTemplates.Regex);
          add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
          void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
             columns.Add(new TimeAndSalesColumn(
@@ -66,7 +64,7 @@ namespace mbts.spark {
          _resources.AddRange(
             show_ladder,
             DataGridFilterHelper.hook_filters(
-               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, trade_key_filter, security_key_filter),
+               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, security_key_filter),
             settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
           );
          rows_view.set_sort_descriptions(startup_data.sorting_criterion, columns);
@@ -103,7 +101,6 @@ namespace mbts.spark {
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
       public IDataGridColumnPersistentFilter<Row, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<Row, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side, nameof(Row.aggressor_side));
       public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
-      public IDataGridColumnPersistentFilter<Row, string> trade_key_filter { get; } = new RegexFilterVM<Row>(r => r.trade_key.ToString(), nameof(Row.trade_key));
 
       FilterStates _get_filter_states() =>
          new FilterStates {
@@ -111,7 +108,6 @@ namespace mbts.spark {
             security = security_filter.get_state(),
             price = price_filter.get_state(),
             size = size_filter.get_state(),
-            trade_key = trade_key_filter.get_state(),
             security_key = security_key_filter.get_state(),
             aggressor_sides = aggressor_filter.get_state()
          };
@@ -175,7 +171,6 @@ namespace mbts.spark {
                   case TimeAndSalesView.Columns.Price: return _price_text;
                   case TimeAndSalesView.Columns.Size: return _size_text;
                   case TimeAndSalesView.Columns.Aggressor: return _aggressor_text;
-                  case TimeAndSalesView.Columns.TradeKey: return _trade_key_text;
                   case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
                   default: return null;
                }

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

@@ -7,7 +7,7 @@ namespace mbts.ui.spark {
    /// Interaction logic for TimeAndSalesView.xaml
    /// </summary>
    partial class TimeAndSalesView : UserControl {
-      public enum Columns { Time, Security, Price, Size, OrderType, TradeKey, SecurityKey, Aggressor }
+      public enum Columns { Time, Security, Price, Size, OrderType, SecurityKey, Aggressor }
 
       public TimeAndSalesView() =>
          InitializeComponent();

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

@@ -84,8 +84,7 @@ namespace bts.shell {
             public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings size => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings aggressor => new GridColumnSettings(col_id(Columns.Aggressor), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
-            public static GridColumnSettings trade_key => new GridColumnSettings(col_id(Columns.TradeKey), DefaultColumnHeaders.TradeKey, width: DefaultColumnWidths.TradeKey);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible:false, width: DefaultColumnWidths.SecurityKey);
 
             public static IEnumerable<SortingCriteria> default_sorting_criterion {
                get {
@@ -100,7 +99,6 @@ namespace bts.shell {
                   yield return price;
                   yield return size;
                   yield return aggressor;
-                  yield return trade_key;
                   yield return security_key;
                }
             }
@@ -117,8 +115,8 @@ namespace bts.shell {
          public DoubleMinMaxState price;
          [ProtoMember(4)]
          public UIntMinMaxState size;
-         [ProtoMember(5)]
-         public string trade_key;
+         // [ProtoMember(5)]
+         // ProtoMember 5 cannot be used further
          [ProtoMember(6)]
          public string security_key;
          [ProtoMember(7)]

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

@@ -6,6 +6,7 @@ using mbts.ui;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
@@ -43,8 +44,23 @@ namespace bts.shell {
             name + "(1)";
       }
 
-      async void _show_synthetic_create(SecurityCriteria security_criteria) =>
-         _show_synthetic_create((await security_criteria.securities(_bus)).ToList());
+      async void _show_synthetic_create(SecurityCriteria security_criteria) {
+         var found_securities = await security_criteria.securities(_bus);
+         var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Count > 0);
+         if (!respect_clause_security_ordering_is_possible) {
+            _show_synthetic_create(found_securities.Values.ToList());
+         } else {
+            List<SecurityImmutable> ordered_security_list = new List<SecurityImmutable>();
+            foreach (var clause in security_criteria.clauses) {
+               foreach (var sec_key in clause.security_keys) {
+                  if (found_securities.TryGetValue(sec_key, out SecurityImmutable found_result)) { 
+                     ordered_security_list.Add(found_result);
+                  }
+               }
+               _show_synthetic_create(ordered_security_list);
+            }
+         }
+      }
 
       void _show_synthetic_create(IReadOnlyCollection<SecurityImmutable> securities) {
          if (securities.Count == 1) {

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

@@ -53,8 +53,8 @@ namespace mbts.spark {
          return null;
       }
 
-      public async Task<uint?> create_synthetic(SecurityImmutable synthetic) {
-         var result = await _service.create_synthetic_async(synthetic);
+      public async Task<uint?> create_synthetic(SecurityImmutable? synthetic) {
+         var result = await _service.create_synthetic_async(synthetic.Value);
          return _error.handle_error(result, "Error creating synthetic: {0}", r => r.Error, e => e == CreateResult.Types.Error.Ok, r => new uint?(r.Key), () => null).result;
       }
 

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

@@ -66,7 +66,7 @@ namespace bts.shell {
             public static GridColumnSettings description => new GridColumnSettings(col_id(Columns.Description), DefaultColumnHeaders.Description, width: DefaultColumnWidths.Description);
             public static GridColumnSettings n_legs => new GridColumnSettings(col_id(Columns.n_legs), DefaultColumnHeaders.N_Legs, width: DefaultColumnWidths.N_Legs);
             public static GridColumnSettings n_working_orders => new GridColumnSettings(col_id(Columns.n_working_orders), DefaultColumnHeaders.N_Working_Orders, width: DefaultColumnWidths.N_Working_Orders);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
 
             public static IEnumerable<SortingCriteria> default_sorting_criterion {
                get {

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

@@ -205,7 +205,7 @@ namespace mbts.spark {
             //new EnableHedgeModel(), //TAHA_SPREADER
             new HedgeRatioModel(),
             //new MinLeanQtyModel(), //TAHA_SPREADER
-            new QuoteHiddenModel(),
+            //new QuoteHiddenModel(),
             new MarketDataTypeModel(),
             new MarketDataCalculationModel(),
             new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
@@ -213,7 +213,7 @@ namespace mbts.spark {
             quote_throttle_outside_ticks,
             new ConditionalQuoteEnabledModel(conditional_quoting_ticks, conditional_quoting_price_type),
             conditional_quoting_ticks,
-            conditional_quoting_price_type,
+            //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,
@@ -294,9 +294,9 @@ namespace mbts.spark {
          base.Dispose(disposing);
       }
 
-      static string _deduce_symbol(SecurityImmutable security) {
-         if (!string.IsNullOrWhiteSpace(security.Symbol)) return security.Symbol;
-         if (security.Synthetic.Legs.Count() > 0) return security.Synthetic.Legs.First().Security.Symbol;
+      static string _deduce_symbol(SecurityImmutable? security) {
+         if (!string.IsNullOrWhiteSpace(security?.Symbol)) return security?.Symbol;
+         if (security?.Synthetic.Legs.Count() > 0) return security?.Synthetic.Legs.First().Security.Symbol;
          return string.Empty;
       }
 

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

@@ -178,7 +178,7 @@ namespace mbts.spark {
          } else return model.on_fill_tuples;
       }
 
-      static IConnectableObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
+      static IConnectableObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
          state.SelectManyInSeries(s => _get_observable(bus, model, s));
 
       public class Row : SecurityRow, IEquatable<Row>, IRowVM {
@@ -186,7 +186,7 @@ namespace mbts.spark {
          readonly FillImmutable _fill;
          readonly OrderRecordImmutable _order;
 
-         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.Security) {
+         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable) {
             _fill = fill_tuple.fill;
             _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
             _model = model;

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

@@ -86,7 +86,7 @@ namespace bts.shell {
             public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
             public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
             public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
             public static IEnumerable<SortingCriteria> default_sorting_criterion {
                get {
                   yield return new SortingCriteria(fill_time.id, false);

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

@@ -61,10 +61,12 @@ namespace bts.shell {
          var view = new Lazy<UIElement>(() => {
             var model = new LadderModel(md, _orders_model, _md_auxiliary_model);
             var settings_manager = new WindowSettingsManager<LadderSettings>(
-               _settings_hub, state_settings,
+               _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
                us => sanitize_ladder_settings(us.ladder),
                (us, v) => us.with(sanitize_ladder_settings(v)));
-            var vm = new LadderVM(_bus, model, settings_manager);
+            var init = state_settings ?? settings_manager.default_settings;
+            init.use_defaults |= state_settings == null;
+            var vm = new LadderVM(_bus, model, settings_manager, init);
             return new LadderView(vm);
          });
          string thread = Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled ? $"Ladder{id:00}" : "";

src/client/spark/Modules/Trading/OrderBook/MiniOrderBook/MiniOrderBookView.xaml

@@ -0,0 +1,166 @@
+<!-- MaxHeight will force only x rows before vertical scrollbar shows up -->
+<!-- MinWidth will give enough room beyond the last column so that the the verical scrollbar does not eclipse the column content -->
+<UserControl x:Class="mbts.spark.MiniOrderBookView" x:ClassModifier="internal"
+             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+             xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+             xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+             xmlns:sp="clr-namespace:mbts.spark"
+             xmlns:uc="clr-namespace:mbts.ui"
+             xmlns:c="clr-namespace:mbts.ui.controls"
+             xmlns:usp="clr-namespace:mbts.ui.spark"
+             xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+             xmlns:sys="clr-namespace:System;assembly=mscorlib"
+             xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
+             mc:Ignorable="d"
+             MaxHeight="240"
+             MinWidth="875"
+             d:DesignHeight="600" d:DesignWidth="1080"
+             FocusManager.IsFocusScope="True"
+             Background="{StaticResource CommonBackground}">
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
+      <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
+      <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.SubTypeFilterTemplateKey}">
+        <usp:FilterContentControl
+          ApplyCommandParameter="{Binding}"
+          ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+          ClearCommandParameter="{Binding}"
+          ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+        >
+          <c:ListBoxEx
+            ItemsSource="{Binding items}"
+            Selection="{Binding selected_items}"
+            SelectionMode="Multiple"
+            ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
+          >
+            <c:ListBoxEx.ItemTemplate>
+               <DataTemplate>
+               <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
+              </DataTemplate>
+            </c:ListBoxEx.ItemTemplate>
+          </c:ListBoxEx>
+        </usp:FilterContentControl>
+      </DataTemplate>
+
+      <Style x:Key="{x:Static sp:MiniOrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
+        <Style.Triggers>
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+        </Style.Triggers>
+      </Style>
+      <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
+        <sp:MiniOrderBookRowView/>
+      </DataTemplate>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <Border BorderThickness="4" BorderBrush="LightGray">
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
+      x:Name="_grid"
+      Grid.Row="0"
+      Columns="{Binding columns}"
+      CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+      Rows="{Binding rows}"
+      RowStyle="{StaticResource {x:Static sp:MiniOrderBookView.RowStyleKey}}"
+      RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
+      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+      RowsHorizontalScrollBarVisibility="Collapsed"
+      RowHeight="20"
+    >
+        <c:DIYGrid.Resources>
+          <ResourceDictionary>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
+            <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
+            <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
+              <Setter Property="Focusable" Value="False"/>
+              <Setter Property="Width" Value="16"/>
+              <Setter Property="Height" Value="16"/>
+              <Setter Property="Template">
+                <Setter.Value>
+                  <ControlTemplate TargetType="{x:Type ToggleButton}">
+                    <Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
+                      <Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
+                        <Path.RenderTransform>
+                          <RotateTransform Angle="135" CenterY="3" CenterX="3"/>
+                        </Path.RenderTransform>
+                      </Path>
+                    </Border>
+                    <ControlTemplate.Triggers>
+                      <Trigger Property="IsChecked" Value="True">
+                        <Setter Property="RenderTransform" TargetName="ExpandPath">
+                          <Setter.Value>
+                            <RotateTransform Angle="180" CenterY="3" CenterX="3"/>
+                          </Setter.Value>
+                        </Setter>
+                        <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
+                        <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
+                      </Trigger>
+                      <Trigger Property="IsMouseOver" Value="True">
+                        <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
+                        <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
+                      </Trigger>
+                      <MultiTrigger>
+                        <MultiTrigger.Conditions>
+                          <Condition Property="IsMouseOver" Value="True"/>
+                          <Condition Property="IsChecked" Value="True"/>
+                        </MultiTrigger.Conditions>
+                        <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
+                        <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
+                      </MultiTrigger>
+                    </ControlTemplate.Triggers>
+                  </ControlTemplate>
+                </Setter.Value>
+              </Setter>
+            </Style>
+            <Style TargetType="{x:Type ToolTip}">
+              <Style.Triggers>
+                <Trigger Property="Content" Value="{x:Static sys:String.Empty}">
+                  <Setter Property="Visibility" Value="Collapsed" />
+                </Trigger>
+                <Trigger Property="Content" Value="{x:Null}">
+                  <Setter Property="Visibility" Value="Collapsed" />
+                </Trigger>
+              </Style.Triggers>
+            </Style>
+          </ResourceDictionary>
+        </c:DIYGrid.Resources>
+        <c:DIYGrid.InputBindings>
+          <!--<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/> -->
+        </c:DIYGrid.InputBindings>
+        <c:DIYGrid.CommandBindings>
+          <CommandBinding
+          Command="{x:Static c:DIYGrid.DefaultRowCommand}"
+          Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
+          CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
+        />
+        </c:DIYGrid.CommandBindings>
+      </c:DIYGrid>
+    </Grid>
+    </Border>
+  </AdornerDecorator>
+</UserControl>

src/client/spark/Modules/Trading/OrderBook/MiniOrderBook/MiniOrderBookView.xaml.cs

@@ -0,0 +1,26 @@
+using mbts.ui.controls;
+using System.Windows.Controls;
+
+namespace mbts.spark {
+   internal partial class MiniOrderBookView : UserControl {
+      // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
+      // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
+      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
+      public const string
+         SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
+         ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
+         RowStyleKey = "RowStyle",
+         RowTemplateKey = "RowTemplateKey",
+         CVRowStyleKey = "CVRowStyle",
+         CVRowTemplateKey = "CVRowTemplateKey";
+
+      public MiniOrderBookView(OrderBookVM vm) {
+         InitializeComponent();
+         DataContext = vm;
+      }
+   }
+
+   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
+      public MiniOrderBookRowView() : base() { }
+   }
+}

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

@@ -194,6 +194,10 @@ namespace mbts.spark {
             // quantity
             Add(qty_column = new SizeColumn(
                new UIntMinMax<OrderRecordTuple>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
+            // edit quantity column
+            // not usually part of the main order book, but it's useful to add it
+            // rather than debugging the popup window
+            //Add(edit_qty_column = new EditableQtyColumn());
             // filled quantity
             Add(filled_qty_column = new FilledColumn(
                new UIntMinMax<OrderRecordTuple>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
@@ -209,6 +213,10 @@ namespace mbts.spark {
                   nameof(OrderBookRowVM.price)),
                DataGridFilterKnownTemplates.DoubleMinMax,
                _wrap_comparer(r => r.price)));
+            // edit price column
+            // not usually part of the main order book, but it's useful to add it
+            // rather than debugging the popup window
+            //Add(edit_price_column = new OrderBookVM.EditablePriceColumn());
             // avg filled price
             Add(avg_price_column = new SimpleTextColumn<DoubleMinMaxState>(
                Columns.AvgFilled,
@@ -291,6 +299,7 @@ namespace mbts.spark {
 
          public event Action filter_changed;
 
+         public CancelColumn cancel_column { get; }
          public SecurityColumn security_column { get; }
          public SimpleTextColumn<string[]> symbol_column { get; }
          public SimpleTextColumn<TimeFilterTuple> time_created_column { get; }
@@ -303,7 +312,9 @@ namespace mbts.spark {
          public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
          public SideColumn side_column { get; }
          public SizeColumn qty_column { get; }
+         public EditableQtyColumn edit_qty_column { get; }
          public SimpleTextColumn<DoubleMinMaxState> price_column { get; }
+         public EditablePriceColumn edit_price_column { get; }
          public FilledColumn filled_qty_column { get; }
          public SimpleTextColumn<DoubleMinMaxState> last_price_column { get; }
          public SimpleTextColumn<DoubleMinMaxState> avg_price_column { get; }
@@ -509,7 +520,7 @@ namespace mbts.spark {
             : base(key, header, get_text, sort_prop, width, filter, filter_template, comparer) { }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, RowHeight,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, row_height,
                font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
       }
 
@@ -519,7 +530,7 @@ namespace mbts.spark {
             : base(Columns.Side, "B/S", r => r.side.ToString(), nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, RowHeight,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, row_height,
                RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
       }
 
@@ -530,7 +541,7 @@ namespace mbts.spark {
          }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, RowHeight,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, row_height,
                RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
       }
 
@@ -541,7 +552,7 @@ namespace mbts.spark {
          }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, RowHeight,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, row_height,
                RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
       }
 
@@ -640,6 +651,8 @@ namespace mbts.spark {
             grid.ColumnDefinitions.Add(new ColumnDefinition { Width = new GridLength(1, GridUnitType.Star) });
             grid.Children.Add(toggle_button);
             grid.Children.Add(security_view);
+            grid.HorizontalAlignment = HorizontalAlignment.Center;
+            grid.VerticalAlignment = VerticalAlignment.Center;
             //
             var border = new Border { Child = grid };
             CellRender.set_background_animation_bindings(border, nameof(OrderBookRowVM.security));
@@ -651,6 +664,88 @@ namespace mbts.spark {
             base.OnSortDirectionChanged(new_value);
          }
       }
+
+      public class CancelColumn : FrameworkElementColumnBase<Columns> {
+         readonly BindingBase _command_binding;
+
+         public CancelColumn(string command_property) : base(Columns.Cancel) {
+            id = key.ToString();
+            Header = DefaultColumnHeaders.Cancel;
+            _command_binding = new Binding(command_property);
+         }
+
+         public override FrameworkElement view_factory() {
+            var grid = new Grid() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+            };
+            var l1 = new System.Windows.Shapes.Line() {
+               StrokeThickness = 1,
+               Stroke = Brushes.White,
+               X1 = 0.5,
+               Y1 = 0.5,
+               X2 = 7,
+               Y2 = 7
+            };
+            var l2 = new System.Windows.Shapes.Line() {
+               StrokeThickness = 1,
+               Stroke = Brushes.White,
+               X1 = 0.5,
+               Y1 = 7,
+               X2 = 7,
+               Y2 = 0.5
+            };
+            grid.Children.Add(l1);
+            grid.Children.Add(l2);
+
+            var button = new Button() {
+               Content = grid,
+               Background = Brushes.Red,
+               Foreground = Brushes.White,
+               Margin = new Thickness(2),
+               VerticalAlignment = VerticalAlignment.Center,
+               Height = 14,
+               Width = 14
+            };
+
+            button.SetBinding(Button.CommandProperty, _command_binding);
+            return button;
+         }
+      }
+
+      public class EditableQtyColumn:FrameworkElementColumnBase<Columns> {
+
+         public EditableQtyColumn() : base(Columns.EditableQty) {
+            id = key.ToString();
+            Header = "Qty";
+            Width = 64;
+         }
+
+         public override FrameworkElement view_factory() {
+            var tick_up_down = new TickUpDownNullableUIntCommit();
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_quantity));
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity));
+            return tick_up_down;
+         }
+      }
+
+      public class EditablePriceColumn : FrameworkElementColumnBase<Columns> {
+
+         public EditablePriceColumn() : base(Columns.EditablePrice) {
+            id = key.ToString();
+            Header = "Price";
+            Width = 96;
+         }
+
+         public override FrameworkElement view_factory() {
+            var price_up_down = new PriceEntryCommitControl();
+            price_up_down.SetBinding(PriceEntryCommitControl.SourceValueProperty, nameof(OrderBookRowVM.prospective_price));
+            price_up_down.SetBinding(PriceEntryCommitControl.SourceContractSpecProperty, nameof(OrderBookRowVM.contract_spec));
+            price_up_down.SetBinding(PriceEntryCommitControl.OnCommitProperty, nameof(OrderBookRowVM.modify_order_price));
+            return price_up_down;
+         }
+      }
+
       #endregion
 
       static class RenderUtils {

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

@@ -14,6 +14,8 @@ namespace mbts.spark {
    class OrderBookRowCollection : ObservableCollection<OrderBookRowVM> {
       static readonly IEqualityComparer<INode<OrderBookRowVM>> _node_equality_comparer = EqualityComparer.Create<INode<OrderBookRowVM>, uint>(n => n.value.order_key);
       readonly Func<OrderRecordTuple, OrderBookRowVM> _row_factory;
+      /// Critical: Any and all row mutations <see cref="OrderBookRowVM"/> must be executed through <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/>.
+      /// Mutations can change the sort-position of a row, and <see cref="_tree"/> will be broken if its elements aren't properly sorted (it relies heavily on binary-search logic).
       SortedTree<OrderBookRowVM, uint> _tree;
       IComparer<OrderBookRowVM> _comparer;
       Func<OrderRecordTuple, bool> _filter;

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

@@ -6,6 +6,9 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.shell;
 using System;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows;
 using System.Windows.Input;
 
 namespace mbts.spark {
@@ -13,15 +16,34 @@ namespace mbts.spark {
       const string _unknown_security_price_format_string = "0.#########";
       const int _unknown_security_price_num_fractional_digits = 9;
       readonly OrderBookVM _owner;
-      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd;
-      bool _is_parent, _is_expanded;
+      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _modify_order_quantity, _modify_order_price;
+      bool _is_parent, _is_expanded, _is_selected;
       int _depth_level;
       SecurityMD? _security_md => order_tuple.security_md;
-     
-      public OrderBookRowVM(OrderBookVM owner, OrderRecordTuple order_tuple) {
+      
+      // for mini-ob 
+      uint _prospective_quantity;
+      double _prospective_price;
+
+
+      public OrderBookRowVM(OrderBookVM owner, OrderRecordTuple order_tuple, bool is_expanded) {
          _owner = owner;
          this.order_tuple = order_tuple;
          is_visible = !is_child;
+         _is_expanded = is_expanded;
+         prospective_quantity = this.quantity;
+         prospective_price = this.price;
+         this.invalidated += OrderBookRowVM_invalidated;
+      }
+
+      private void OrderBookRowVM_invalidated() {
+         modify_order_quantity?.TryRaiseCanExecuteChanged();
+         modify_order_price?.TryRaiseCanExecuteChanged();
+      }
+
+      protected override void Dispose(bool disposing) {
+         this.invalidated -= OrderBookRowVM_invalidated;
+         base.Dispose(disposing);
       }
 
       public event Action invalidated;
@@ -34,6 +56,7 @@ namespace mbts.spark {
       public uint parent_order_key => order.ParentKey;
       public uint security_key => order.security_key();
       public SecurityImmutable? security => _security_md.security();
+      public ContractSpecificationImmutable? contract_spec => security.spec_or_default();
       public string security_text => security.display_name();
       public Venue exchange => _security_md.exchange();
       public string symbol => _security_md.symbol();
@@ -72,6 +95,29 @@ namespace mbts.spark {
          }
       }
       public int depth_level { get => _depth_level; set => Set(ref _depth_level, value); }
+      public bool is_selected {
+         get => _is_selected;
+         set => Set(ref _is_selected, value);
+      }
+      public uint prospective_quantity {
+         get => _prospective_quantity;
+         set {
+            if (Set(ref _prospective_quantity, value)) {
+               RaisePropertyChanged(nameof(is_qty_dirty));
+            }
+         }
+      }
+      public double prospective_price {
+         get => _prospective_price;
+         set {
+            if (Set(ref _prospective_price, value)) {
+               RaisePropertyChanged(nameof(is_price_dirty));
+            }
+         }
+      }
+      public bool is_qty_dirty => this.prospective_quantity != this.quantity;     
+      public bool is_price_dirty => this.prospective_price != this.price;
+
       // Commands
       public ICommand toggle_command => _toggle_expanded_cmd ?? (
          _toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
@@ -79,6 +125,38 @@ namespace mbts.spark {
       ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
          (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
 
+      public ICommand cancel_command => _cancel_cmd ??
+         (_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working));
+
+      public ICommand modify_order_quantity => _modify_order_quantity ??
+         (_modify_order_quantity = new DelegateCommand(
+            (desired_quantity) => {
+               _owner.modify_order_quantity(this, (uint)desired_quantity);
+               _unselect_me();
+            },
+            (desired_quantity) => 
+            (desired_quantity != null && this.status == OrderStatus.Working && (uint)desired_quantity != this.quantity)
+            || is_qty_dirty
+            )
+         );
+
+      public ICommand modify_order_price => _modify_order_price ??
+         (_modify_order_price = new DelegateCommand(
+            (desired_price) => {
+               _owner.modify_order_price(this, (double)desired_price);
+               _unselect_me();
+            },
+            (desired_price) =>
+            (desired_price != null && this.status == OrderStatus.Working && (double)desired_price != this.price)
+            || is_price_dirty
+            )
+      );
+
+      private void _unselect_me() {
+         this.is_selected = false;
+         _owner.current_row = null;
+      }
+
       // These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
       // when incremental changes are ignored in favor of a full reset, after 'is_expanded' is updated for all rows.
       internal void expand_internal() => Set(ref _is_expanded, true);
@@ -103,6 +181,14 @@ namespace mbts.spark {
          // however, the order-type and security cells DO use databindings - if these cells have changed, the PropertyChanged event must be raised regardless of whether or not invalidated is raised
          if (old_order.order_type() != order.order_type())
             RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
+         if (old_order.quantity() != order.quantity()) {
+            RaisePropertyChanged(nameof(quantity));
+            RaisePropertyChanged(nameof(is_qty_dirty));
+         }
+         if (old_order.price() != order.price()) {
+            RaisePropertyChanged(nameof(price));
+            RaisePropertyChanged(nameof(is_price_dirty));
+         }
          if (!had_security && _security_md.HasValue) {
             RaisePropertyChanged(nameof(security), nameof(security_text));
             // need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)

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

@@ -16,6 +16,7 @@ using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows.Controls;
 using System.Windows.Input;
 using static bts.shell.OrderBookWindowFactory;
@@ -33,44 +34,84 @@ namespace mbts.spark {
       readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
       readonly List<IDisposable> _resources;
       OrderBookStartupData _state;
+      bool _is_row_collection_populated;
 
-      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager) {
+      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false) {
          _bus = bus;
          _model = model;
          _settings_manager = settings_manager;
          _columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(u => (u.added.Values.Select(smd => smd.security), u.removed.Values.Select(smd => smd.security))));
-         _row_collection = new OrderBookRowCollection(ort => new OrderBookRowVM(this, ort), _columns.get_sorting_data().comparer) { filter = _columns.get_filter() };
+         // we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
+         columns = new ObservableAppendCollection<DIYGrid.ColumnBase>(_columns);
+         _row_collection = new OrderBookRowCollection(ort => new OrderBookRowVM(this, ort, rows_are_initially_expanded), _columns.get_sorting_data().comparer) { filter = _columns.get_filter() };
+         _row_collection.CollectionChanged += _row_collection_CollectionChanged; 
          _current_row = backing<OrderBookRowVM>(nameof(current_row));
          _columns.filter_changed += on_filter_changed;
          collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
          expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
-         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, columns);
+         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, core_columns);
          _resources = new List<IDisposable> {
             model.on_order_tuples_table.OnDispatcher().Subscribe(_row_collection.update),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
             grid_settings_manager,
             Disposable.Create(() => {
                _columns.filter_changed -= on_filter_changed;
+               _row_collection.CollectionChanged -= _row_collection_CollectionChanged;
                Disposable.dispose(_row_collection);
             }),
             _columns
          };
+         if (settings_manager != null) {
+            _resources.Add(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
+         }
          void on_filter_changed() => _row_collection.filter = _columns.get_filter();
       }
 
+      private void _row_collection_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
+         is_row_collection_populated = _row_collection.Count != 0;
+      }
+
       public event Action<OrderRecordImmutable?> selected_order_changed;
       public event Action<bool> OnDisposed;
 
-      public ObservableCollection<DIYGrid.ColumnBase> columns => _columns;
+      public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
+      public ObservableCollection<DIYGrid.ColumnBase> core_columns => _columns;
       public ObservableCollection<OrderBookRowVM> rows => _row_collection;
-      public OrderBookRowVM current_row { get => _current_row.Value; set => _current_row.Value = value ?? _selected_rows.FirstOrDefault(); }
+      public OrderBookRowVM current_row {
+         get => _current_row.Value;
+         set {
+            _current_row.Value = value;
+            // this is so that when the current_row is set to null from 
+            // the row_vm, we propagate the change up to the OrderBookWindow
+            // so that the cancel and modify commands can_execute is updated.
+            // Note that this is really only for if/when the edit_xxx columns
+            // from the mini-ob are present in regular orderbook, else this is
+            // a no-op.
+            selected_order_changed?.Invoke(current_order);
+         }
+      }
       public OrderRecordImmutable? current_order => current_row?.order;
       public IEnumerable<OrderRecordImmutable> selected_orders => _selected_rows.Select(r => r.order);
       public _GridSettingsManager grid_settings_manager { get; }
       public ICommand collapse_all_rows_command { get; }
       public ICommand expand_all_rows_command { get; }
 
+      public bool is_row_collection_populated {
+         get => _is_row_collection_populated;
+         set => Set(ref _is_row_collection_populated, value);
+      }
+
       public void row_selection_changed(SelectionChangedEventArgs e) {
+         if (e.RemovedItems != null) {
+            foreach (var row_vm in e.RemovedItems.Cast<OrderBookRowVM>()) {
+               row_vm.is_selected = false;
+            }
+         }
+         if (e.AddedItems != null) { 
+            foreach (var row_vm in e.AddedItems.Cast<OrderBookRowVM>()) {
+               row_vm.is_selected = true;
+            }
+         }
+
          RowSelectionHelper.apply_changes(_selected_rows, e);
          selected_order_changed?.Invoke(current_order);
       }
@@ -131,6 +172,15 @@ namespace mbts.spark {
       internal void show_order_modify(OrderBookRowVM row) =>
          _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
 
+      internal void cancel_order(OrderBookRowVM row) =>
+         _bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
+
+      internal void modify_order_quantity(OrderBookRowVM row, uint size) =>
+         _bus.post(SparkTags.UpdateOrder, (row.order_key, row.price, size));
+
+      internal void modify_order_price(OrderBookRowVM row, double price) =>
+         _bus.post(SparkTags.UpdateOrder, (row.order_key, price, row.quantity));
+
       internal void on_expanded_changed(OrderBookRowVM row) {
          using (_row_collection.defer_refresh(true)) {
             if (row.is_expanded) {
@@ -187,7 +237,8 @@ namespace mbts.spark {
                return pvm;
             },
             (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_builder, a.cell_animations, a.row_animations, a.sound_notifications))),
-            notification_service.data_cache, col_settings_flags);
+            (notification_service == null) ? null : notification_service.data_cache,
+            col_settings_flags);
       }
 
       static OrderRecordTuplePredicate.PredicateTypeOneofCase _corresponding_predicate_type(Columns col) {

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

@@ -5,7 +5,7 @@ namespace mbts.spark {
    internal partial class OrderBookView : UserControl {
       // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
       // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey }
+      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
       public const string
          SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
          ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -14,8 +14,6 @@ namespace mbts.spark {
          CVRowStyleKey = "CVRowStyle",
          CVRowTemplateKey = "CVRowTemplateKey";
 
-      public const double RowHeight = 17;
-
       public OrderBookView(OrderBookVM vm) {
          InitializeComponent();
          DataContext = vm;
@@ -23,6 +21,6 @@ namespace mbts.spark {
    }
 
    class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
-      public OrderBookRowView() : base(OrderBookView.RowHeight) { }
+      public OrderBookRowView() : base() { }
    }
 }

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

@@ -131,7 +131,7 @@ namespace mbts.spark {
                   return _vm.grid_settings_manager.create_vm(
                      // we need to get the most up to date GridSettings when launching b/c users may
                      // have changed some settings on the grid directly, like column widths.
-                     s.general.with(_vm.columns.Select(c => c.create())),
+                     s.general.with(_vm.core_columns.Select(c => c.create())),
                      this.observe_title()
                   );
                }
@@ -167,11 +167,9 @@ namespace mbts.spark {
       }
 
       private void _vm_selected_order_changed(OrderRecordImmutable? e) {
-         if (e.HasValue) {
             _modify_order_command.raiseCanExecuteChanged();
             _cancel_selected_orders_command.raiseCanExecuteChanged();
             _recreate_selected_orders_command.raiseCanExecuteChanged();
-         }
       }
    }
 }

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

@@ -90,6 +90,8 @@ namespace bts.shell {
          public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid);
 
          static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
+         public static GridSettings default_mini_grid => GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion);
+
 
          static class DefaultColumns {
             public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
@@ -110,7 +112,7 @@ namespace bts.shell {
             public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
             public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80);
             public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage);
-            public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, width: DIYGrid.DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey);
             public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
             public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);
 
@@ -145,7 +147,23 @@ namespace bts.shell {
                   yield return parent_key;
                }
             }
-         } 
+
+            private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
+               time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key
+            };
+
+            public static IEnumerable<GridColumnSettings> mini {
+               get {
+                  foreach (var col_setting in all) {
+                     if (_mini_mode_columns_to_hide.Contains(col_setting)) {
+                        yield return col_setting.with(is_visible: false);
+                     } else {
+                        yield return col_setting;
+                     }
+                  }
+               }
+            }
+         }
       }
 
       [ProtoContract]

src/client/spark/Orders/OrderModificationControl.xaml.cs

@@ -25,6 +25,8 @@ namespace mbts.ui.spark {
       public DataTemplate JoinOrderTemplate { get; set; }
       public DataTemplate TopOrderTemplate { get; set; }
       public DataTemplate CoverOrderTemplate { get; set; }
+      public DataTemplate OCOOrderTemplate { get; set; }
+      public DataTemplate PricerOrderTemplate { get; set; }
       public DataTemplate OffsetOrderTemplate { get; set; }
       public DataTemplate TriggerOrderTemplate { get; set; }
       public DataTemplate IcebergOrderTemplate { get; set; }
@@ -43,6 +45,8 @@ namespace mbts.ui.spark {
                case CustomOrderDefinition.CustomOneofCase.Join: return JoinOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Top: return TopOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Cover: return CoverOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Oco : return OCOOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Pricer: return PricerOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Offset: return OffsetOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Trigger: return TriggerOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Iceberg: return IcebergOrderTemplate;

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -139,13 +139,13 @@ namespace mbts.spark {
             tif => time_in_forces.Contains(tif));
           _dispose = Disposable.Create(() => _order_type.Changed -= on_selected_order_type_changed);
          // local methods
-         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd, string id, string display_name) {
+         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable? cd, string id, string display_name) {
             IOrderTypeVM vm = null;
-            if(cd.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
-               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source, cd.Dynamic.DynamicOrderType);        
+            if(cd?.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
+               vm = OrderTypeVMFactory.create(cd.Value.CustomCase, id, display_name, model, security_md_source, cd.Value.Dynamic.DynamicOrderType);        
             else
-               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source);
-            vm.load_from(cd);
+               vm = OrderTypeVMFactory.create(cd.Value.CustomCase, id, display_name, model, security_md_source);
+            vm.load_from(cd.Value);
             return vm;
          }
          InlineUserProperty<IOrderTypeVM> get_order_type_vm_prop(InlineOrderProperties p) {

src/client/spark/Orders/OrderRecordTupleSource.cs

@@ -95,7 +95,7 @@ namespace mbts.spark {
             /// 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) {
+            foreach (var k in removed_keys.ToList()) {
                if (_security_orders.try_lookup(k, out ISet<uint> order_keys)) {
                   SecurityMD old_sec_md = _security_md_cache[k];
                   removed_securities.Add(k, old_sec_md);
@@ -109,7 +109,7 @@ namespace mbts.spark {
                }
                _security_md_cache.Remove(k);
             }
-            foreach (var k in added_keys) {
+            foreach (var k in added_keys.ToList()) {
                SecurityMD new_sec_md = securities[k];
                if (_security_orders.try_lookup(k, out ISet<uint> order_keys)) {
                   added_securities.Add(k, new_sec_md);

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

@@ -126,6 +126,8 @@ namespace mbts.spark
                return _child_order_choices;
             }
          }
+         
+         public bool has_child => _order_def_tags.Any();
 
          public IOrderTypeVM child_order
          {

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

@@ -25,7 +25,7 @@ namespace mbts.spark
             cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                               new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
             max_chase_ticks = new InlineUserProperty<uint>(2, false);
-            trade_toward_behavior = new InlineUserProperty<LeanOrderDefinition.Types.OnToward>(LeanOrderDefinition.Types.OnToward.Cancel, false);
+            trade_toward_behavior = new InlineUserProperty<LeanOrderDefinition.Types.OnToward>(LeanOrderDefinition.Types.OnToward.NoChange, false);
          }
          public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
          public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
@@ -47,7 +47,7 @@ namespace mbts.spark
          
          public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
          public uint max_chase_ticks { get; set; } = 2;
-         public LeanOrderDefinition.Types.OnToward trade_toward_behavior { get; set; } = LeanOrderDefinition.Types.OnToward.Cancel;      
+         public LeanOrderDefinition.Types.OnToward trade_toward_behavior { get; set; } = LeanOrderDefinition.Types.OnToward.NoChange;      
 
          public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
             : this(model, security_md_source, security_md_source.Select(smd =>

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

@@ -0,0 +1,257 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark
+{
+   static partial class OrderTypeVMFactory
+   {
+      class InlineOCOOrderProperties
+      {
+         public InlineOCOOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+
+            var othertype = CustomOneofCase.Limit;
+            this.selected_other_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(othertype), true);
+            this.other_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+
+            other_ticks = new InlineUserProperty<int>(1, false);
+            other_side = new InlineUserProperty<bts.api.RelativeSide>(bts.api.RelativeSide.Same, false);
+         }
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_other_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> other_order_types;
+
+         public readonly InlineUserProperty<int> other_ticks;
+         public readonly InlineUserProperty<bts.api.RelativeSide> other_side;
+
+      }
+
+      class OCOOrderVM : OrderTypeVMBase<OCOOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         InlineOCOOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _other_order_choices;
+         IOrderTypeVM _other_order;
+         IDisposable _other_order_errors_sub;
+
+         public int other_ticks { get; set; } = 1;
+         public bts.api.RelativeSide other_side { get; set; } = bts.api.RelativeSide.Same;
+
+         public OCOOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineOCOOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
+         { }
+
+         public OCOOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineOCOOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p =>
+               {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override)
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
+                  {
+                     _select_child_order(p.selected_child_order_type.value.key.type);
+                  }
+                  if (_other_order_choices != null && (_other_order == null || p.selected_other_order_type.force_override))
+                  {
+                     _select_other_order(p.selected_other_order_type.value.key.type);
+                  }
+                  if (p.other_ticks.force_override)
+                  {
+                     other_ticks = p.other_ticks.value;
+                     RaisePropertyChanged(nameof(other_ticks));
+                  }
+                  if (p.other_side.force_override)
+                  {
+                     other_side = p.other_side.value;
+                     RaisePropertyChanged(nameof(other_side));
+                  }
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+
+         public override void assign_to(CustomOrderDefinition value)
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            if (_other_order == null )
+               _select_other_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors)
+            {
+               var i = factory.oco_order();
+               i.OtherTicks = other_ticks;
+               i.OtherSide = other_side;
+               child_order.assign_to(i.Child);
+               if (other_order != null)
+                  other_order.assign_to(i.Other);
+               value.Oco = i;
+            }
+         }
+
+         public IEnumerable<bts.api.RelativeSide> other_side_types => EnumHelper.get_values_except<bts.api.RelativeSide>(bts.api.RelativeSide.Undefined);
+
+         public ICollection<IOrderTypeVM> child_order_types
+         {
+            get
+            {
+               if (_child_order_choices == null)
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+
+         public ICollection<IOrderTypeVM> other_order_types
+         {
+            get
+            {
+               if (_other_order_choices == null)
+                  _other_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+               return _other_order_choices;
+            }
+         }
+
+         public IOrderTypeVM child_order
+         {
+            get
+            {
+               init();
+               return _child_order;
+            }
+            set
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei)
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }
+
+         public IOrderTypeVM other_order
+         {
+            get
+            {
+               init();
+               return _other_order;
+            }
+            set
+            {
+               Disposable.dispose(ref _other_order_errors_sub);
+               _other_order = value;
+               _other_order?.init();
+               if (_other_order is INotifyDataErrorInfo ndei)
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _other_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(other_order));
+            }
+         }
+
+         public void Dispose()
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+            if (_other_order_choices != null)
+               _other_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init()
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            if (_other_order == null && _security.HasValue)
+               _select_other_order();
+            _validate();
+         }
+
+         void _select_child_order()
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value.key.type :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot)
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _select_other_order()
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_other_order_type.has_value ?
+               _inline_props.selected_other_order_type.value.key.type :
+               model.factory.default_order_type(_security.Value, true);
+            _select_other_order(ot);
+         }
+
+         void _select_other_order(CustomOneofCase ot)
+         {
+            _other_order = other_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_other_order == null)
+               _other_order = other_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(other_order));
+         }
+
+
+         void _validate()
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+
+            if ((_other_order == null ) || (_other_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
+               set_error(nameof(other_order), string.Empty, true);
+            else clear_error(nameof(other_order));
+
+         }
+      }
+   }
+}

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

@@ -15,11 +15,12 @@ namespace mbts.spark {
       public static IOrderTypeVM stop(OrdersModel model, string id, string display_name) => new StopOrderVM(model, id, display_name);
       public static IOrderTypeVM stop_limit(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new StopLimitOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TimeBoxOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM tick(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TickOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM lean(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new LeanOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new JoinOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TopOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM cover(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new CoverOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM oco(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new OCOOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM pricer(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new PricerOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM offset(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new OffsetOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TriggerOrderVM(model, security_md_source, id, display_name);
       public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new IcebergOrderVM(model, security_md_source, id, display_name);
@@ -34,11 +35,12 @@ namespace mbts.spark {
             case CustomOneofCase.Stop: return stop(model, id, display_name);
             case CustomOneofCase.StopLimit: return stop_limit(model, security_md_source, id, display_name);
             case CustomOneofCase.TimeBox: return time_box(model, security_md_source, id, display_name);
-            case CustomOneofCase.Tick: return tick(model, security_md_source, id, display_name);
             case CustomOneofCase.Lean: return lean(model, security_md_source, id, display_name);
             case CustomOneofCase.Join: return join(model, security_md_source, id, display_name);
             case CustomOneofCase.Top: return top(model, security_md_source, id, display_name);
             case CustomOneofCase.Cover: return cover(model, security_md_source, id, display_name);
+            case CustomOneofCase.Oco : return oco(model, security_md_source, id, display_name);
+            case CustomOneofCase.Pricer: return pricer(model, security_md_source, id, display_name);
             case CustomOneofCase.Offset: return offset(model, security_md_source, id, display_name);
             case CustomOneofCase.Trigger: return trigger(model, security_md_source, id, display_name);
             case CustomOneofCase.Iceberg: return iceberg(model, security_md_source, id, display_name);

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

@@ -15,52 +15,42 @@ namespace mbts.spark
 {
    static partial class OrderTypeVMFactory 
    {
-      class InlineTickOrderProperties 
+      class InlinePricerOrderProperties 
       {
-         public InlineTickOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
+         public InlinePricerOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
             this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
             this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
-            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
-            cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
-                              new bts.spark.QuantityMeasure() { Ratio = 1.0,  Absolute = 1}, false);
-            cross_ticks = new InlineUserProperty<uint>(0, false);
-            max_chase_ticks = new InlineUserProperty<uint>(10, false);
-            detach_on_toward = new InlineUserProperty<bool>(true, false);
+            price_offset_ticks = new InlineUserProperty<int>(0, false);
+            price_factor = new InlineUserProperty<double>(0, false);
          }
          public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
          public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
          
-         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
-         public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
-         public readonly InlineUserProperty<uint> cross_ticks;
-         public readonly InlineUserProperty<uint> max_chase_ticks;
-         public readonly InlineUserProperty<bool> detach_on_toward;
+         public readonly InlineUserProperty<int> price_offset_ticks;
+         public readonly InlineUserProperty<double> price_factor;
       }
 
-      class TickOrderVM : OrderTypeVMBase<TickOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      class PricerOrderVM : OrderTypeVMBase<PricerOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
       {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
          ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
          ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
-         InlineTickOrderProperties _inline_props;
+         InlinePricerOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
          
-         public uint tick_offset_on_deploy { get; set; } = 0;
-         public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         public uint cross_ticks { get; set; } = 0;
-         public uint max_chase_ticks { get; set; } = 10;
-         public bool detach_on_toward { get; set; } = true;         
+         public int price_offset_ticks { get; set; } = 0;
+         public double price_factor { get; set; } = 1.0;
 
-         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public PricerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTickOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+            new InlinePricerOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
 
-         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineTickOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
+         public PricerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlinePricerOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
          {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
@@ -76,31 +66,16 @@ namespace mbts.spark
                   {
                      _select_child_order(p.selected_child_order_type.value.key.type);
                   }                  
-                  if (p.tick_offset_on_deploy.force_override) 
+                  if (p.price_offset_ticks.force_override) 
                   {
-                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
-                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
+                     price_offset_ticks = p.price_offset_ticks.value;
+                     RaisePropertyChanged(nameof(price_offset_ticks));
                   }
-                  if (p.cross_threshold.force_override)
+                  if (p.price_factor.force_override)
                   {
-                     cross_threshold = p.cross_threshold.value;
-                     RaisePropertyChanged(nameof(cross_threshold));
-                  }
-                  if (p.cross_ticks.force_override)
-                  {
-                     cross_ticks = p.cross_ticks.value;
-                     RaisePropertyChanged(nameof(cross_ticks));
-                  }
-                  if (p.max_chase_ticks.force_override)
-                  {
-                     max_chase_ticks = p.max_chase_ticks.value;
-                     RaisePropertyChanged(nameof(max_chase_ticks));
-                  }
-                  if (p.detach_on_toward.force_override)
-                  {
-                     detach_on_toward = p.detach_on_toward.value;
-                     RaisePropertyChanged(nameof(detach_on_toward));
-                  }                                                                        
+                     price_factor = p.price_factor.value;
+                     RaisePropertyChanged(nameof(price_factor));
+                  }                  
                   _inline_props = p;
                   _validate();
                })
@@ -115,14 +90,11 @@ namespace mbts.spark
             _validate();
             if (!HasErrors) 
             {
-               var i = factory.tick_order();
-               i.TickOffsetOnDeploy = tick_offset_on_deploy;
-               i.CrossThreshold = cross_threshold;
-               i.CrossTicks = cross_ticks;
-               i.MaxChaseTicks = max_chase_ticks;
-               i.DetachOnToward = detach_on_toward;
+               var i = factory.pricer_order();
+               i.PriceOffsetTicks = price_offset_ticks;
+               i.PriceFactor = price_factor;
                child_order.assign_to(i.Child);
-               value.Tick = i;
+               value.Pricer = i;
             }
          }         
 

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

@@ -19,7 +19,8 @@ namespace mbts.spark {
                var so = model.factory.spreader_order();
                so.Security = s.CloneToMutable();
                so.ExecutionStrategy = strategy.CloneToMutable();
-               return new InlineUserProperty<SpreaderOrderDefinitionImmutable>(so, true);
+               var soi = new SpreaderOrderDefinitionImmutable(so);
+               return new InlineUserProperty<SpreaderOrderDefinitionImmutable>(soi, true);
             })), id, display_name) { }
 
          public SpreaderOrderVM(

src/client/spark/Orders/OrdersModel.cs

@@ -44,8 +44,8 @@ namespace mbts.spark {
          _dynamic_helper = dynamic_helper;
          var scheduler = ThreadPoolScheduler.Instance;
          var interval = TimeSpan.FromMilliseconds(100);
-         on_orders = _service.subscribei_orders().Naggle(interval, scheduler).PermissionFilter(admin_model).Table().Cache();
-         on_positions = _position_service.subscribei_position_data().Naggle(interval, scheduler).PermissionFilter(admin_model).Table().Cache();
+         on_orders = _service.subscribei_orders().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).Table().Cache();
+         on_positions = _position_service.subscribei_position_data().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).Table().Cache();
          working_orders = 
             on_orders.Scan(
                ImmutableDictionary<uint,OrderRecordImmutable>.Empty, 
@@ -55,7 +55,7 @@ namespace mbts.spark {
          on_order_tuples = order_record_tuple_source.subscribe_incremental_update();
          on_order_tuples_table = order_record_tuple_source.subscribe_incremental_table_update();
          on_order_securities = order_record_tuple_source.subscribe_order_securities();
-         on_fills = _service.subscribei_fills().Naggle(interval, scheduler).PermissionFilter(admin_model).Table().Cache();
+         on_fills = _service.subscribei_fills().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).Table().Cache();
          _activity = new OrderActivitySummarizer(bus, on_orders);
          on_fill_tuples = FillTupleSource.create_observable(bus.subscribe(SparkTags.SecuritiesTag), on_orders, on_fills);
          _security_orders_demuxer = new TableUpdateDemuxer<OrderRecordImmutable, uint, uint>(o => o.Key, o => o.security_key());
@@ -93,10 +93,13 @@ namespace mbts.spark {
       #endregion
 
       #region Input
-      public async Task<uint?> send_order(OrderDefinitionImmutable order, double price, uint size) {
-         var result = (await send_order_get_error(order, price, size));
-         _activity.on_send_order(order, price, size, result.key, result.error);
-         return result.key;
+      public async Task<uint?> send_order(OrderDefinitionImmutable? order, double price, uint size) {
+         if (order.HasValue) {
+            var result = (await send_order_get_error(order.Value, price, size));
+            _activity.on_send_order(order.Value, price, size, result.key, result.error);
+            return result.key;
+         }
+         return 0;
       }
 
       async Task<(uint? key, string error)> send_order_get_error(OrderDefinitionImmutable order, double price, uint size) {

src/client/spark/Spark.csproj

@@ -31,7 +31,7 @@
     <Reference Include="WindowsBase" />
     <Reference Include="Microsoft.CSharp" />
     <Reference Include="System.ComponentModel.Composition" />
-    <PackageReference Include="Google.Protobuf" Version="3.4.0" />
+    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
     <PackageReference Include="IronPython" Version="2.7.7" />
     <PackageReference Include="NAudio" Version="1.8.4" />
     <PackageReference Include="Newtonsoft.Json" Version="10.0.3" />
@@ -54,6 +54,7 @@
   <ItemGroup>
     <None Remove="Sounds\game_sound_correct.wav" />
     <None Remove="Sounds\whistle.wav" />
+    <None Remove="view\Controls\TickUpDown\TickUpDownNullableUIntCommit.xaml" />
     <None Remove="view\Shell\Workspaces\WorkspacesView.xaml" />
   </ItemGroup>
   <ItemGroup>
@@ -71,20 +72,24 @@
     <Folder Include="view\Extensions\ItemsControl\ObservableItemsSource\" />
   </ItemGroup>
   <ItemGroup>
+    <Compile Update="view\Controls\TickUpDown\TickUpDownNullableUIntCommit.xaml.cs">
+      <SubType>Code</SubType>
+    </Compile>
     <Compile Update="view\Shell\Workspaces\WorkspacesDialogView.xaml.cs">
       <SubType>Code</SubType>
     </Compile>
   </ItemGroup>
   <ItemGroup>
+    <None Update="Modules\Trading\OrderBook\MiniOrderBook\MiniOrderBookView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\OrderBook\MiniOrderBook\OrderBookView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
     <None Update="view\Controls\DIYGrid\Settings\SimpleGridSettingsDialog.xaml">
       <Generator>MSBuild:Compile</Generator>
     </None>
   </ItemGroup>
   <Target Name="diagnostic" AfterTargets="PreBuildEvent">
   </Target>
-  <Target Name="copy_defaults" AfterTargets="PostBuildEvent">
-  <!-- this feels like the wrong place to copy defaults but it works alright -->
-    <!-- <Message Importance="High" Text="copy defaults :: @(ConfigDefaults)" /> -->
-     <Copy SourceFiles="@(ConfigDefaults)" DestinationFolder="$(OutputPath)\defaults\" SkipUnchangedFiles="true" />
-  </Target>
 </Project>

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

@@ -3,6 +3,7 @@ using bts.api.orderman;
 using bts.shell;
 using mbts.spark;
 using mbts.ui;
+using mbts;
 using System;
 using System.Collections.Generic;
 

src/client/spark/core/FontsAndColors/BTSColors.cs

@@ -211,6 +211,8 @@ namespace mbts.ui {
          public static BTSColor lean_order { get { return new BTSColor(255, 170, 210); } }
          public static BTSColor join_order { get { return new BTSColor(200, 171, 232); } }
          public static BTSColor cover_order { get { return new BTSColor(134, 232, 224); } }
+         public static BTSColor oco_order { get { return new BTSColor(110, 94, 11); } }
+         public static BTSColor pricer_order { get { return new BTSColor(170, 132, 150); } }
          public static BTSColor trigger_order { get { return new BTSColor(172, 255, 179); } }
          public static BTSColor off_order { get { return new BTSColor(0x8a, 0x00, 0x5f); } }//8a005f
          public static BTSColor top_order { get { return new BTSColor(0xdd, 0x7a, 0x27); } }//dd7a27

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

@@ -218,9 +218,7 @@ namespace mbts
          private Func<T, T, int> _comparer_func;
          public DelegateComparer(Func<T, T, int> comparer_func) { _comparer_func = comparer_func; }
          public int Compare(T x, T y) { return _comparer_func(x, y); }
-      }
-
-      public static void ignore(this Task t) { }
+      }      
 
       public static Google.Protobuf.WellKnownTypes.Timestamp ToGoogleTime(this DateTime self) {
          return Google.Protobuf.WellKnownTypes.Timestamp.FromDateTime(self);

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

@@ -22,12 +22,12 @@ namespace mbts.ui.settings
       readonly PersistenceService _persist;
 
       [ImportingConstructor]
-      public UISettingsFactory(UserService login, [Import("settings")] PersistenceService persist) {
+      public UISettingsFactory(AuthService login, [Import("settings")] PersistenceService persist) {
          _persist = persist;
          _users = get_users(login);
       }
 
-      async Task<User[]> get_users(UserService login) {
+      async Task<User[]> get_users(AuthService login) {
          var users = await login.get_users_async(null);
          if (users.success) return users.value.Users.ToArray();
          else return new User[0];

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

@@ -120,7 +120,7 @@ namespace mbts.persist
       public IObservable<IEnumerable<PersistResult<T>>> subscribe<T>(string ns, string pattern) {
          var re = new Regex(pattern);
          return _persist
-            .subscribe_ns(new NamespaceSubArgs() { Ns = uns(ns) })
+            .subscribe_ns(uns(ns))
             .Select(update =>
                update.added
                   .Where(item => re.IsMatch(item.Key))

src/client/spark/core/data/Proto/DateTimeProvider.cs

@@ -51,7 +51,7 @@ namespace bts.proto {
    static class DateTimeProviderExtensions {
       public static DateTime get_date_time(this DateTimeProvider dtp) {
          switch (dtp.mode) {
-            case DateTimeProviderMode.CMEOpen: return MarketSchedule.get_cme_gen_open();
+            case DateTimeProviderMode.CMEOpen: return MarketSchedule.get_start_of_trading_day();
             case DateTimeProviderMode.Today: return DateTime.Today;
             case DateTimeProviderMode.Explicit:
             default: return dtp.explicit_date.GetValueOrDefault();

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

@@ -9,6 +9,7 @@ using System.Globalization;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Media;
 using FontFamily = System.Windows.Media.FontFamily;
@@ -38,6 +39,7 @@ namespace mbts.ui.controls {
       CustomOrderDefinition.CustomOneofCase _parent_algo_type;
       (Point p1, Point p2, Point p3) _current_triangle_vertices;
       StreamGeometry _triangle_geometry;
+      Popup _popup;
 
 
       static Badge() {
@@ -181,6 +183,7 @@ namespace mbts.ui.controls {
          _has_multiple_orders_at_level = HasMultipleOrdersAtLevel;
          _is_hedge_order = IsHedgeOrder;
          _gcr.glyph_context = GlyphContext.create(FontFamily, FontWeight);
+         _popup = Popup;
       }
 
       public static readonly DependencyProperty TextLinesProperty =
@@ -264,6 +267,19 @@ namespace mbts.ui.controls {
             (b, v) => b._is_hedge_order = v,
             false);
 
+      public Popup Popup {
+         get { return (Popup)GetValue(PopupProperty); }
+         set { SetValue(PopupProperty, value); }
+      }
+
+      public static readonly DependencyProperty PopupProperty =
+      WPFHelper.create_dp<Popup, Badge>(
+         nameof(Popup),
+         FrameworkPropertyMetadataOptions.AffectsRender,
+         (b, v) => b._popup = v,
+         null);
+
+
       protected override Size ArrangeOverride(Size finalSize) => finalSize;
 
       protected override Size MeasureOverride(Size availableSize) {

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

@@ -1,16 +1,21 @@
-using System;
+using mbts.ui.shell;
+using System;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 
 namespace mbts.spark {
    class CellProperty<T> : ISubject<T, (T oldval, T newval)> {
       readonly Func<T, string> _format;
+      readonly IRaiseNotifyPropertyChanged _owner;
+      readonly string _prop_name;
       string _text;
 
-      public CellProperty(T initial_value = default)
-         : this(t => t.ToString(), initial_value) { }
+      public CellProperty(IRaiseNotifyPropertyChanged owner, string prop_name, T initial_value = default)
+         : this(owner, prop_name, t => t.ToString(), initial_value) { }
 
-      public CellProperty(Func<T, string> format, T initial_value = default) {
+      public CellProperty(IRaiseNotifyPropertyChanged owner, string prop_name, Func<T, string> format, T initial_value = default) {
+         _owner = owner;
+         _prop_name = prop_name;
          _format = format;
          value = initial_value;
       }
@@ -24,6 +29,7 @@ namespace mbts.spark {
          if (!value.Equals(this.value)) {
             OnNext(value);
             dirty = true;
+            _owner.raise_notify_property_changed(_prop_name);
          }
       }
 

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

@@ -36,7 +36,6 @@ namespace mbts.ui.controls {
             Symbol = 78,
             Time = 112,
             TimeInForce = 47,
-            TradeKey = 76,
             User = 53,
             Aggressor = 80,
             Volume = 74,
@@ -71,7 +70,6 @@ namespace mbts.ui.controls {
             ImpliedSize = "Qty (I)",
             Symbol = "Symbol",
             TimeInForce = "TIF",
-            TradeKey = "Trade Key",
             User = "User",
             Time = "Time",
             Aggressor = "Aggressor",
@@ -97,7 +95,8 @@ namespace mbts.ui.controls {
             DayPnL = "Day PnL",
             TotalNetPos = "Total Net Pos",
             TotalPnL = "Total PnL",
-            PnLPrice = "PnL Price";
+            PnLPrice = "PnL Price",
+            Cancel = "Cancel";
       }
 
       public interface IKeyedColumn<TColKey> {

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

@@ -139,6 +139,7 @@ namespace mbts.ui.controls {
       public static readonly Thickness
          DefaultCellPadding = new Thickness(4, 2, 4, 2),
          AnimatableCellPadding = new Thickness(8, 2, 4, 2);
+      public static readonly Visibility DefaultRowsHorizontalScrollBarVisibility = Visibility.Visible;
 
       #region RoutedCommands
       public static readonly RoutedCommand SortCommand = new RoutedCommand(), DefaultRowCommand = new RoutedCommand();
@@ -695,6 +696,14 @@ namespace mbts.ui.controls {
 
       public static readonly DependencyProperty SelectionModeProperty = ListBox.SelectionModeProperty.AddOwner(typeof(DIYGrid));
 
+      public Visibility RowsHorizontalScrollBarVisibility {
+         get { return (Visibility)GetValue(RowsHorizontalScrollBarVisibilityProperty); }
+         set { SetValue(RowsHorizontalScrollBarVisibilityProperty, value); }
+      }
+
+      public static readonly DependencyProperty RowsHorizontalScrollBarVisibilityProperty = DependencyProperty.Register(
+         nameof(RowsHorizontalScrollBarVisibility), typeof(Visibility), typeof(DIYGrid), new PropertyMetadata(DefaultRowsHorizontalScrollBarVisibility));
+
       #endregion
 
       // Internal Methods

src/client/spark/view/Controls/DIYGrid/DIYGridResources.xaml

@@ -62,7 +62,8 @@
     <Setter Property="ColumnHeaderStyle">
       <Setter.Value>
         <Style TargetType="GridViewColumnHeader">
-          <Setter Property="Background" Value="{mbts:BTSColor header}"/>
+          <!-- Background - note that we're settings this property on the containing stackpanel in which the GridViewHeaderRowPresenter resides -->
+          <Setter Property="Background" Value="{x:Null}"/>
           <Setter Property="Foreground" Value="{mbts:BTSColor header_text}"/>
           <Setter Property="BorderBrush" Value="{mbts:BTSColor header}"/>
           <Setter Property="BorderThickness" Value="0,1,1,0"/>
@@ -301,7 +302,9 @@
                           HorizontalScrollBarVisibility="Hidden" 
                           VerticalScrollBarVisibility="Hidden" 
                           x:Name="_header_scroll_viewer">
-              <StackPanel>
+              <!-- setting the bg color for this stackpanel is a work-around for the vertical white lines that appear on high-dpi displays between some columns -->
+              <!-- in reality, there is some high dpi rounding thing going on, but that's a battle for another day -->
+              <StackPanel Background="{mbts:BTSColor Name=header}">
                 <!-- We don't need super headers over the fixed columns -->
                 <StackPanel Orientation="Horizontal" x:Name="_super_headers" />
                 <GridViewHeaderRowPresenter x:Name="_header_scroll" AllowsColumnReorder="False" ColumnHeaderContainerStyle="{TemplateBinding ColumnHeaderStyle}" UseLayoutRounding="True" />
@@ -332,7 +335,7 @@
                 </ControlTemplate>
               </bts:DIYGridRowsPresenter.Template>
             </bts:DIYGridRowsPresenter>
-            <ScrollBar Grid.Row="3" Grid.Column="1" Orientation="Horizontal" LargeChange="10" x:Name="_scroll_horiz" />
+            <ScrollBar Grid.Row="3" Grid.Column="1" Orientation="Horizontal" LargeChange="10" x:Name="_scroll_horiz" Visibility="{TemplateBinding RowsHorizontalScrollBarVisibility}" />
 
             <!-- todo: All edit controls go in a canvas - edit api is called with an edit type. Hide all controls -->
             <!--  This stole hours of my life. The Text binding down there used to be 'value' and I was encountering -->

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

@@ -1,4 +1,5 @@
 using bts.proto;
+using bts.utils;
 using ProtoBuf;
 using System;
 using System.ComponentModel;
@@ -18,7 +19,7 @@ namespace mbts.ui.settings {
    }
 
    [ProtoContract]
-   class GridColumnSettings {
+   class GridColumnSettings : IEquatable<GridColumnSettings> {
       const bool
          _default_is_visible = true,
          _default_is_collapsed = false;
@@ -103,5 +104,43 @@ namespace mbts.ui.settings {
             width ?? this.width,
             horizontal_alignment ?? this.horizontal_alignment,
             horizontal_offset ?? this.horizontal_offset);
+
+      public bool Equals(GridColumnSettings other) =>
+         other != null &&
+         id == other.id &&
+         display_name == other.display_name &&
+         is_visible == other.is_visible &&
+         is_collapsed == other.is_collapsed &&
+         font_weight_override.Equals(other.font_weight_override) &&
+         font_color_override.Equals(other.font_color_override) &&
+         width == other.width &&
+         horizontal_alignment == other.horizontal_alignment &&
+         horizontal_offset == other.horizontal_offset &&
+         display_name == other.display_name;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as GridColumnSettings);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            id.GetHashCode(),
+            display_name.GetHashCode(),
+            is_visible.GetHashCode(),
+            is_collapsed.GetHashCode(),
+            font_weight_override.GetHashCode(),
+            font_color_override.GetHashCode(),
+            width.GetHashCode(),
+            horizontal_alignment.GetHashCode(),
+            horizontal_offset.GetHashCode(),
+            display_name.GetHashCode()
+            );
+
+      public override string ToString() {
+         return $"id: {id} display_name: {display_name}";
+      }
+
+
+
    }
+
 }

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

@@ -126,13 +126,15 @@ namespace mbts.ui {
             col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight);
          _predicate_animations_data = value.predicate_animations;
          _animation_defs.clear();
-         foreach (var pa in _predicate_animations_data) {
-            var predicate = pa.predicate_builder.create_predicate(_arg);
-            foreach (var s in pa.sound_notifications) {
-               _notification_subs.Add(_notification_service.link(predicate, s));
-            }
-            if (pa.predicate_builder is INotificationPredicateBuilder<TRowData, TPredicateBuilderArg> tpb && tpb.is_toast_enabled) {
-               _notification_subs.Add(_notification_service.link(tpb.create_notification_predicate(_arg)));
+         if (_notification_service != null && _arg != null) {
+            foreach (var pa in _predicate_animations_data) {
+               var predicate = pa.predicate_builder.create_predicate(_arg);
+               foreach (var s in pa.sound_notifications) {
+                  _notification_subs.Add(_notification_service.link(predicate, s));
+               }
+               if (pa.predicate_builder is INotificationPredicateBuilder<TRowData, TPredicateBuilderArg> tpb && tpb.is_toast_enabled) {
+                  _notification_subs.Add(_notification_service.link(tpb.create_notification_predicate(_arg)));
+               }
             }
          }
          // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings

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

@@ -14,7 +14,7 @@ namespace mbts.spark.filters {
       TimeFilterMode _mode;
       TimeTextTuple _begin, _end;
       DateTime? _begin_dt, _end_dt;
-      readonly DateTime _cme_open = MarketSchedule.get_cme_gen_open();
+      readonly DateTime _cme_open = MarketSchedule.get_start_of_trading_day();
 
       public TimeFilterVM(Func<TRow, DateTime> get_row_val, string prop_name) : base(get_row_val, prop_name) =>
          _set_default_values();

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

@@ -34,9 +34,11 @@ namespace bts.view.controls {
       private void any_button_click(object sender, RoutedEventArgs e) {
          Close();
       }
-      internal static void Show(ErrorReportService srv, ErrorReport report) {
-         var window = new SupportRequestWindow(new SupportRequestVM(srv, report));
-         window.Show();
+      internal static void Show(ErrorReportService srv, ErrorReportImmutable? report) {
+         if (report.HasValue) {
+            var window = new SupportRequestWindow(new SupportRequestVM(srv, report.Value));
+            window.Show();
+         }
       }
    }
 

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

@@ -166,51 +166,6 @@
                       </Grid>
                     </DataTemplate>
                   </usp:OrderModificationTemplateSelector.TimeBoxOrderTemplate>
-                  <usp:OrderModificationTemplateSelector.TickOrderTemplate>
-                    <DataTemplate>
-                      <Grid>
-                        <Grid.RowDefinitions>
-                          <RowDefinition/>
-                          <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />
-                          <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />
-                          <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />
-                          <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />
-                          <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />
-                          <RowDefinition Height="Auto"/>
-                          <RowDefinition Height="4" />
-                          <RowDefinition/>
-                        </Grid.RowDefinitions>
-                        <Grid.ColumnDefinitions>
-                          <ColumnDefinition Width="Auto"/>
-                          <ColumnDefinition Width="12"/>
-                          <ColumnDefinition/>
-                        </Grid.ColumnDefinitions>
-                        <TextBlock Grid.Row="1" VerticalAlignment="Center">Cross Thresh</TextBlock>
-                        <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding cross_threshold}"/>
-
-                        <TextBlock Grid.Row="3" VerticalAlignment="Center">Cross Ticks</TextBlock>
-                        <c:TickUpDownUInt Grid.Row="3" Grid.Column="2" Value="{Binding cross_ticks}"/>
-                        <TextBlock Grid.Row="5" VerticalAlignment="Center">Max Chase Ticks</TextBlock>
-                        <c:TickUpDownUInt Grid.Row="5" Grid.Column="2" Value="{Binding max_chase_ticks}"/>
-                        <CheckBox Grid.Row="7" Grid.Column="2" VerticalAlignment="Center" Margin="0,0,0,0" IsChecked="{Binding detach_on_toward}">Detach on Toward</CheckBox>
-                        <TextBlock Grid.Row="9" VerticalAlignment="Center">Initial Tick Offset</TextBlock>
-                        <c:TickUpDownUInt Grid.Row="9" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
-                        <TextBlock Grid.Row="11">Child</TextBlock>
-                        <uag:OrderDetailsPopupControl
-                          Grid.Row="11" Grid.Column="2"
-                          IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
-                          ItemsSource="{Binding child_order_types}"
-                          SelectedItem="{Binding child_order}"
-                          HasEditableProperties="{Binding child_order.has_editable_properties, FallbackValue=False}"
-                        />
-                      </Grid>
-                    </DataTemplate>
-                  </usp:OrderModificationTemplateSelector.TickOrderTemplate>
                   <usp:OrderModificationTemplateSelector.LeanOrderTemplate>
                     <DataTemplate>
                       <Grid>
@@ -379,16 +334,16 @@
                             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." />
+                          <TextBlock VerticalAlignment="Center" >Profit Ticks</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the number of ticks in your favor to offset the profit/hedge order." />
                         </StackPanel>
                         <c:TickUpDownInt Grid.Row="1" Grid.Column="2" Value="{Binding hedge_ticks}"/>
                         <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." />
+                          <TextBlock VerticalAlignment="Center">Profit Order</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of the profit/hedge order to send for each fill of Child Order." />
                         </StackPanel>
                         <uag:OrderDetailsPopupControl
                           Grid.Row="3" Grid.Column="2"
@@ -415,6 +370,68 @@
                       </Grid>
                     </DataTemplate>
                   </usp:OrderModificationTemplateSelector.CoverOrderTemplate>
+                  <usp:OrderModificationTemplateSelector.OCOOrderTemplate>
+                    <DataTemplate>
+                      <Grid>
+                        <Grid.RowDefinitions>
+                          <RowDefinition/>
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />                          
+                          <RowDefinition/>
+                        </Grid.RowDefinitions>
+                        <Grid.ColumnDefinitions>
+                          <ColumnDefinition Width="Auto"/>
+                          <ColumnDefinition Width="12"/>
+                          <ColumnDefinition/>
+                        </Grid.ColumnDefinitions>
+                        <StackPanel Orientation="Horizontal" Grid.Row="1" >
+                          <TextBlock VerticalAlignment="Center" >Stop Ticks</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the number of ticks away from the main order to start the 'stop' order." />
+                        </StackPanel>
+                        <c:TickUpDownInt Grid.Row="1" Grid.Column="2" Value="{Binding other_ticks}"/>
+                        <StackPanel Orientation="Horizontal" Grid.Row="3" >
+                          <TextBlock VerticalAlignment="Center" >Stop Side</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="The Side of the 'stop' order" />
+                        </StackPanel>
+                        <ComboBox Grid.Row="3" Grid.Column="2" ItemsSource="{Binding other_side_types}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding other_side}"/>
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="5"
+                            >
+                          <TextBlock VerticalAlignment="Center">Stop Order</TextBlock>
+                          <c:HelpButton Margin="4,0,0,0" ToolTip="This is the type of the 'stop' order to send." />
+                        </StackPanel>
+                        <uag:OrderDetailsPopupControl
+                          Grid.Row="5" Grid.Column="2"
+                          IsOpen="{Binding other_order.editable_properties_open, FallbackValue=False}"
+                          ItemsSource="{Binding other_order_types}"
+                          SelectedItem="{Binding other_order}"
+                          HasEditableProperties="{Binding other_order.has_editable_properties, FallbackValue=False}"
+                        />
+                        <StackPanel
+                            Orientation="Horizontal"
+                            Grid.Row="7"
+                            >
+                          <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="7" Grid.Column="2"
+                          IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
+                          ItemsSource="{Binding child_order_types}"
+                          SelectedItem="{Binding child_order}"
+                          HasEditableProperties="{Binding child_order.has_editable_properties, FallbackValue=False}"
+                        />
+                      </Grid>
+                    </DataTemplate>
+                  </usp:OrderModificationTemplateSelector.OCOOrderTemplate>                  
                   <usp:OrderModificationTemplateSelector.OffsetOrderTemplate>
                     <DataTemplate>
                       <Grid>
@@ -773,9 +790,11 @@
                               </usp:DynamicOrderParamTemplateSelector>
                             </ItemsControl.ItemTemplateSelector>
                         </ItemsControl>
-                        <TextBlock Grid.Row="3">Child</TextBlock>
+                        <TextBlock Grid.Row="3" 
+                        Visibility="{Binding has_child, Converter={StaticResource BooleanToVisibilityConverter}}" >Child</TextBlock>
                         <uag:OrderDetailsPopupControl
-                          Grid.Row="3" Grid.Column="2"
+                          Grid.Row="3" Grid.Column="2"  
+                          Visibility="{Binding has_child, Converter={StaticResource BooleanToVisibilityConverter}}"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
                           ItemsSource="{Binding child_order_types}"
                           SelectedItem="{Binding child_order}"

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

@@ -0,0 +1,72 @@
+<UserControl x:Class="mbts.ui.controls.PriceEntryCommitControl"
+             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+             xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+             xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+             mc:Ignorable="d" 
+             xmlns:u="clr-namespace:mbts.ui"
+             xmlns:cv="clr-namespace:mbts.ui.converters"
+             xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+             xmlns:c="clr-namespace:mbts.ui.controls"
+             xmlns:usp="clr-namespace:mbts.ui.spark"
+             d:DesignHeight="100" d:DesignWidth="800" x:Name="_me_price">
+  <UserControl.Resources>
+    <cv:NullableDoubleConverter x:Key="TickDefaultPriceConverter" DefaultValue="0"/>
+    <uspcv:TickDisplayConverter x:Key="TickDisplayConverter" x:Shared="False"/>
+    <ControlTemplate x:Key="ReadTemplate">
+      <Grid HorizontalAlignment="Right" VerticalAlignment="Center">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="*" />
+          <ColumnDefinition Width="Auto" />
+        </Grid.ColumnDefinitions>
+        <TextBlock Grid.ColumnSpan="2">
+          <TextBlock.Text>
+            <MultiBinding Converter="{StaticResource TickDisplayConverter}">
+              <Binding Path="SourceValue" ElementName="_me_price"/>
+              <Binding Path="SourceContractSpec" ElementName="_me_price"/>
+            </MultiBinding>
+          </TextBlock.Text>
+        </TextBlock>
+      </Grid>
+    </ControlTemplate>
+    <ControlTemplate x:Key="EditTemplate">
+      <Grid HorizontalAlignment="Right" VerticalAlignment="Center">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="*" />
+          <ColumnDefinition Width="Auto" />
+        </Grid.ColumnDefinitions>
+        <usp:PriceEntryControl x:Name="price_ticker" 
+                               Margin="0,0,2,0" 
+                               TickDefaultValue="{Binding SourceValue, ElementName=_me_price, Converter={StaticResource TickDefaultPriceConverter}, FallbackValue={u:Double 0}}"
+                               ContractSpec="{Binding SourceContractSpec, ElementName=_me_price}" 
+                               Value="{Binding SourceValue, ElementName=_me_price}" />
+        <Button Grid.Column="2" x:Name="commit_button" CommandParameter="{Binding Value, ElementName=price_ticker}" Command="{Binding OnCommit, ElementName=_me_price}" Content="✔" >
+          <Button.Style>
+            <Style TargetType="Button">
+              <Style.Triggers>
+                <Trigger Property="IsEnabled" Value="True">
+                  <Setter Property="Background" Value="Green" />
+                  <Setter Property="Foreground" Value="White" />
+                </Trigger>
+              </Style.Triggers>
+            </Style>
+          </Button.Style>
+        </Button>
+      </Grid>
+    </ControlTemplate>
+  </UserControl.Resources>
+  
+  <UserControl.Style>
+    <Style TargetType="UserControl">
+      <Setter Property="Template" Value="{StaticResource ReadTemplate}"/>
+      <Style.Triggers>
+        <DataTrigger Binding="{Binding is_selected}" Value="True">
+          <Setter Property="Template" Value="{StaticResource EditTemplate}"/>
+        </DataTrigger>
+        <DataTrigger Binding="{Binding is_price_dirty}" Value="True">
+          <Setter Property="Template" Value="{StaticResource EditTemplate}"/>
+        </DataTrigger>
+      </Style.Triggers>
+    </Style>
+  </UserControl.Style>
+</UserControl>

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

@@ -0,0 +1,73 @@
+using bts.api;
+using System;
+using System.Collections.Generic;
+using System.Globalization;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace mbts.ui.controls {
+   /// <summary>
+   /// Interaction logic for PriceEntryCommitControl.xaml
+   /// </summary>
+   public partial class PriceEntryCommitControl : UserControl {
+
+
+      public static readonly DependencyProperty SourceValueProperty =
+         DependencyProperty.Register("SourceValue",
+         typeof(double),
+         typeof(PriceEntryCommitControl),
+         new FrameworkPropertyMetadata { 
+            BindsTwoWayByDefault = true,
+            PropertyChangedCallback = source_value_changed
+         }
+      );
+           
+      public double SourceValue {
+         get => (double)GetValue(SourceValueProperty);
+         set => SetValue(SourceValueProperty, value);
+      }
+      private static void source_value_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is PriceEntryCommitControl _instance_of_me) {
+            _instance_of_me.Dispatcher.BeginInvoke(
+               (Action)(() => _instance_of_me.OnCommit?.TryRaiseCanExecuteChanged())
+            );
+         }
+      }
+
+      public static readonly DependencyProperty SourceContractSpecProperty =
+         DependencyProperty.Register("SourceContractSpec", typeof(ContractSpecificationImmutable?), typeof(PriceEntryCommitControl));
+      public ContractSpecificationImmutable? SourceContractSpec {
+         get => (ContractSpecificationImmutable?)GetValue(SourceContractSpecProperty);
+         set => SetValue(SourceContractSpecProperty, value);
+      }
+
+   //   public static readonly DependencyProperty PriceTextProperty =
+   //DependencyProperty.Register("PricText", typeof(string), typeof(PriceEntryCommitControl));
+   //   public string PriceText {
+   //      get => (string)GetValue(PriceTextProperty);
+   //      set => SetValue(PriceTextProperty, value);
+   //   }
+
+      public static readonly DependencyProperty OnCommitProperty =
+         DependencyProperty.Register("OnCommit", typeof(ICommand), typeof(PriceEntryCommitControl));
+      public ICommand OnCommit {
+         get => (ICommand)GetValue(OnCommitProperty);
+         set => SetValue(OnCommitProperty, value);
+      }
+
+      public PriceEntryCommitControl() {
+         InitializeComponent();
+      }
+
+   }
+}

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

@@ -0,0 +1,55 @@
+<UserControl x:Class="mbts.ui.controls.TickUpDownNullableUIntCommit"
+             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+             xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+             xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+             mc:Ignorable="d" 
+             xmlns:c="clr-namespace:mbts.ui.controls"
+             d:DesignHeight="100" d:DesignWidth="800" x:Name="_me">
+  <UserControl.Resources>
+    <ControlTemplate x:Key="ReadTemplate">
+      <Grid HorizontalAlignment="Right" VerticalAlignment="Center">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="*" />
+          <ColumnDefinition Width="Auto" />
+        </Grid.ColumnDefinitions>
+        <TextBlock Grid.ColumnSpan="2" Text="{Binding SourceValue, ElementName=_me}" />
+      </Grid>
+    </ControlTemplate>
+    <ControlTemplate x:Key="EditTemplate">
+      <Grid HorizontalAlignment="Right" VerticalAlignment="Center">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="*" />
+          <ColumnDefinition Width="Auto" />
+        </Grid.ColumnDefinitions>
+        <c:TickUpDownNullableUInt x:Name="qty_ticker" Margin="0,0,2,0" Value="{Binding SourceValue, ElementName=_me}" />
+        <Button Grid.Column="2" x:Name="commit_button" CommandParameter="{Binding Value, ElementName=qty_ticker}" Command="{Binding OnCommit, ElementName=_me}" Content="✔" >
+          <Button.Style>
+            <Style TargetType="Button">
+              <Style.Triggers>
+                <Trigger Property="IsEnabled" Value="True">
+                  <Setter Property="Background" Value="Green" />
+                  <Setter Property="Foreground" Value="White" />
+                </Trigger>
+              </Style.Triggers>
+            </Style>
+          </Button.Style>
+        </Button>
+      </Grid>
+    </ControlTemplate>
+  </UserControl.Resources>
+
+  <UserControl.Style>
+    <Style TargetType="UserControl">
+      <Setter Property="Template" Value="{StaticResource ReadTemplate}"/>
+        <Style.Triggers>
+          <DataTrigger Binding="{Binding is_selected}" Value="True">
+            <Setter Property="Template" Value="{StaticResource EditTemplate}"/>
+          </DataTrigger>
+          <DataTrigger Binding="{Binding is_qty_dirty}" Value="True">
+            <Setter Property="Template" Value="{StaticResource EditTemplate}"/>
+          </DataTrigger>
+        </Style.Triggers>
+      </Style>
+  </UserControl.Style>
+</UserControl>

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

@@ -0,0 +1,59 @@
+using System;
+using System.Collections.Generic;
+using System.Globalization;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace mbts.ui.controls {
+   /// <summary>
+   /// Interaction logic for TickUpDownNullableUIntCommit.xaml
+   /// </summary>
+   public partial class TickUpDownNullableUIntCommit : UserControl {
+
+
+      public static readonly DependencyProperty SourceValueProperty =
+         DependencyProperty.Register("SourceValue",
+         typeof(uint?),
+         typeof(TickUpDownNullableUIntCommit),
+         new FrameworkPropertyMetadata { 
+            BindsTwoWayByDefault = true,
+            PropertyChangedCallback = source_value_changed
+         }
+      );
+
+      private static void source_value_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is TickUpDownNullableUIntCommit _instance_of_me) {
+            _instance_of_me.Dispatcher.BeginInvoke(
+               (Action)(() => _instance_of_me.OnCommit?.TryRaiseCanExecuteChanged())
+            );
+         }
+      }
+
+      public uint? SourceValue {
+         get => GetValue(SourceValueProperty) as uint?;
+         set => SetValue(SourceValueProperty, value);
+      }
+
+      public static readonly DependencyProperty OnCommitProperty =
+         DependencyProperty.Register("OnCommit", typeof(ICommand), typeof(TickUpDownNullableUIntCommit));
+      public ICommand OnCommit {
+         get => (ICommand)GetValue(OnCommitProperty);
+         set => SetValue(OnCommitProperty, value);
+      }
+
+      public TickUpDownNullableUIntCommit() {
+         InitializeComponent();
+      }
+
+   }
+}

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

@@ -0,0 +1,31 @@
+using System;
+using System.Collections.Generic;
+using System.Globalization;
+using System.Linq;
+using System.Windows;
+using System.Windows.Data;
+
+namespace mbts.ui.converters {
+   class ResponsiveTextConverter : IValueConverter {
+
+      public string ShortText { get; set; }
+      public string LongText { get; set; }
+      public double Threshold { get; set; }
+
+
+      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
+         if (value is double _input) {
+            if (_input < Threshold) {
+               return ShortText;
+            } else {
+               return LongText;
+            }
+         }
+         return LongText;
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+   }
+}

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

@@ -1,39 +1,29 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel.Composition;
-using System.Diagnostics;
-using System.Linq;
-using System.Text;
-using System.Threading;
-using System.Threading.Tasks;
-using System.Windows;
-using System.Windows.Threading;
-using mbts.config;
-using mbts.ui.native;
-using mbts.utils;
-using bts.co2;
-using bts.api.user;
+using bts;
+using bts.api;
+using bts.api.core;
 using bts.api.persistence;
-using bts;
+using bts.api.user;
+using mbts.config;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows.Threading;
 
-namespace mbts.ui.shell
-{
+namespace mbts.ui.shell {
    // The LoginContainer participates in the startup Import/Export dependency system
    // Since the login form should not depend on *anything* it will be shown before this is created
    // Once this is created it access the global LoginModel and retrieves the username
    internal class LoginContainer
    {
       [ImportingConstructor]
-      public LoginContainer(UserService user, [Import("settings")] PersistenceService persist) {
+      public LoginContainer(ServiceContext context) {
          var model = LoginModel.instance;
-         model.provide_services(user, persist);
+         model.provide_services(context);
          // await_login pumps the dispatcher but doesn't allow control to return to MEF until the username and workspace are available
          model.await_login();
-         var u = model.get_user();
-         UserName = u.name;
-         UserId = u.id;
-         Token = u.token;
+         (UserName,UserId,Token) = model.get_user();
          Workspace = model.get_workspace();
          model.Dispose();
       }
@@ -44,21 +34,19 @@ namespace mbts.ui.shell
       [Export("userid")]
       public uint UserId { get; private set; }
       [Export]
-      public AuthToken Token { get; private set; }
+      public AuthTokenImmutable Token { get; private set; }
 
       [Export("workspace")]
       public string Workspace { get; private set; }
    }
 
    public struct User {
-      public User(string name, uint id, AuthToken token) {
+      public User(string name, uint id) {
          this.name = name;
          this.id = id;
-         this.token = token;
       }
       public readonly string name;
       public readonly UInt32 id;
-      public readonly AuthToken token;
    }
 
    public class LoginModel : IDisposable
@@ -66,11 +54,10 @@ namespace mbts.ui.shell
       // Singleton to help bootstrap the system
       private static LoginModel _instance = new LoginModel();
       public static LoginModel instance { get { return _instance; } }
-      private User _user;
       private string _workspace;
       private PreloginWorkspaceEnumerator _enum_workspace;
-      
-      UserService _logon;
+
+      ServiceContext _ctx;
       DispatcherFrame _frame = new DispatcherFrame();
 
       private LoginModel() {
@@ -82,13 +69,14 @@ namespace mbts.ui.shell
       public string ErrorMessage { get; private set; }
       public bool HasFatalError { get; set; }
       public User[] Users { get; private set; }
-      
-      
+
+
       // The final username
-      public User get_user() { 
-         Log.assert_d(!string.IsNullOrEmpty(_user.name)); 
-         return _user;
+      public (string, uint, AuthTokenImmutable) get_user() {
+         Log.assert_d(!string.IsNullOrEmpty(_ctx.user));
+         return (_ctx.user, _ctx.user_id, _ctx.token.Value);
       }
+
       public string get_workspace() {
          return _workspace ?? "";
       }
@@ -112,13 +100,13 @@ namespace mbts.ui.shell
          }
 
          // Wait for the hub to create the login doodad
-         (var users, var persist) = await _hub_src.Task;
-         _logon = users;
+         _ctx = await _hub_src.Task;
          // Populate the UI
-         _enum_workspace = new PreloginWorkspaceEnumerator(persist);
-         var response = await _logon.get_users_async(new GetUsersRequest());
+         _enum_workspace = new PreloginWorkspaceEnumerator(_ctx.locate<PersistenceService>("settings"));
+         var auth = _ctx.locate<AuthService>();
+         var response = await auth.get_users_async(new GetUsersRequest());
          if (response.success) {
-            Users = response.value.Users.Select(x => new User(x.Login,x.Id, null)).OrderBy(u => u.name).ToArray();
+            Users = response.value.Users.Select(x => new User(x.Login,x.Id)).OrderBy(u => u.name).ToArray();
          }
          else {
             ErrorMessage = "Logon: " + response.error_message;
@@ -129,49 +117,37 @@ namespace mbts.ui.shell
 
       #endregion
 
-      public async Task<(bool success,string info)> do_login(string username, string workspace, string password) {
+      public async Task<LoginResult> do_login(string username, string workspace, string password) {
          if (Users.Select(u => u.name).Contains(username)) {
-            var response = await _logon.authenticate_login_async(new AuthenticateLoginRequest() {
-               Login = username,
-               Password = password ??""
-            });
-            if (response.success) {
-               if (response.value.IsValid) {
-                  _workspace = workspace;
-                  set_authenticated_user(new User(username, response.value.UserId, response.value.Token));
-                  return (true, "");
-               }
-               else {
-                  return (false, response.value.Reason);
-               }
-            }
-            else {
-               return (false, response.error_message);
+            var result = await _ctx.login(username, password);
+            if (result.success) {
+               _workspace = workspace;
+               on_user_authenticated(_ctx.user, _ctx.token);
             }
+            return result;
          }
-         return (false, "Invalid username");
+         return new LoginResult("Invalid username");
       }
 
-      private void set_authenticated_user(User user) {
-         Log.assert(!string.IsNullOrEmpty(user.name));
-         Log.assert(Users.Select(u => u.name).Contains(user.name));
-         _user = user;
-         Environment.SetEnvironmentVariable("BTS_USER", user.name);
+      private void on_user_authenticated(string username, AuthTokenImmutable? token) {
+         Log.assert(!string.IsNullOrEmpty(username));
+         Log.assert(Users.Select(u => u.name).Contains(username));
+         Environment.SetEnvironmentVariable("BTS_USER", username);
          _frame.Continue = false;
       }
 
       public void await_login() {
-         if (string.IsNullOrEmpty(_user.name)) {
+         if (!_ctx.token.HasValue) {
             Dispatcher.PushFrame(_frame);
          }
       }
 
       
       #region provide hub
-      public void provide_services(UserService u, PersistenceService p) {
-         _hub_src.TrySetResult((u,p));
+      internal void provide_services(ServiceContext ctx) {
+         _hub_src.TrySetResult(ctx);
       }
-      private TaskCompletionSource<(UserService, PersistenceService)> _hub_src = new TaskCompletionSource<(UserService, PersistenceService)>();
+      private TaskCompletionSource<ServiceContext> _hub_src = new TaskCompletionSource<ServiceContext>();
       #endregion
 
       #region Dispose

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

@@ -138,14 +138,15 @@ namespace mbts.ui.shell
          if (selected_workspace == "New workspace...") {
             selected_workspace = null;
          }
-         (bool success, string message) = await _model.do_login(Name, selected_workspace, Password);
-         if (success) { VisualState = "Loading"; }
-         if (!success && !string.IsNullOrEmpty(message)) {
-            WarningMessage = message;
+         var result = await _model.do_login(Name, selected_workspace, Password);
+         if (result.success) { VisualState = "Loading"; }
+         if (!result.success && !string.IsNullOrEmpty(result.reason)) {
+            WarningMessage = result.reason;
             VisualState = "BadPassword";
          }
-         else if (!string.IsNullOrEmpty(message)) {
-            BTSMessageBox.Show(message, "Login Message", BTSMessageBoxButtons.OK, MessageBoxImage.Information);
+         else if (!string.IsNullOrEmpty(result.reason)) {
+            // Login was successful but we have a message for the user
+            BTSMessageBox.Show(result.reason, "Login Message", BTSMessageBoxButtons.OK, MessageBoxImage.Information);
          }
       }
       private void OnCancel(object unused) {

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

@@ -11,7 +11,7 @@ namespace bts.settings {
    public class SettingsManagerTool {
       public static void run() {
          var sc = new ServiceContext();
-         var users = sc.locate<UserService>();
+         var users = sc.locate<AuthService>();
          var persist = sc.locate<PersistenceService>("settings");
          var user_list = users.get_users(new GetUsersRequest());
          var user_names = user_list.Users.Select(u => u.Login);

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

@@ -18,10 +18,10 @@ namespace mbts.spark {
          return self == null ? all.Values : all.Values.Where(md => ContractPickerModel.security_in_criteria(self, md.security));
       }
 
-      public static async Task<IEnumerable<SecurityImmutable>> securities(this SecurityCriteria self, IBus bus) {
+      public static async Task<IDictionary<uint,SecurityImmutable>> securities(this SecurityCriteria self, IBus bus) {
          var md_map = await bus.subscribe(SparkTags.SecuritiesTag).FirstAsync();
-         var all_secs = md_map.Values.Select(md => md.security);
-         return self == null ? all_secs : all_secs.Where(s => ContractPickerModel.security_in_criteria(self, s));
+         var all_secs = md_map.Values.Select(md => md.security).ToDictionary(key => key.Id);
+         return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
       }
 
       public static IObservable<IEnumerable<SecurityImmutable>> subscribe(this SecurityCriteria self, IBus bus) {

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

@@ -123,7 +123,7 @@ namespace mbts.spark {
          return intpart + floatpart;
       }
 
-      public static RegionalTickFactors get_regional_ticks(ContractSpecificationImmutable spec) =>
+      public static RegionalTickFactors get_regional_ticks(ContractSpecificationImmutable? spec) =>
          TickStore.get(spec);
 
       public static RegionalTickFactors get_regional_ticks(SecurityImmutable security) =>
@@ -177,8 +177,14 @@ namespace mbts.spark {
          public static RegionalTickFactors get(ContractSpecification spec) =>
             _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
 
-         public static RegionalTickFactors get(ContractSpecificationImmutable spec) =>
-            _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
+         public static RegionalTickFactors get(ContractSpecificationImmutable? spec) {
+            if (spec.HasValue) {
+               return _exchange_ticks.GetOrAdd(new SpecKey(spec.Value), _create_rtf);
+            }
+            else {
+               return null;
+            }
+         }
 
          public static RegionalTickFactors get(SecurityImmutable security) =>
             security.HasContractSpec ? get(security.ContractSpec) : default_rtf;

src/client/spark/view/Spark/Grid/SecurityGrid.cs

@@ -122,6 +122,21 @@ namespace mbts.spark
          where TRow : class, ISecurityRow =>
          security_grid.selected_securities.ObserveSelf();
 
+      public static IObservable<IReadOnlyList<SecurityImmutable>> sorted_selected_securities_observable<TRow, TRowModel>(this SecurityGridBase<TRow, TRowModel> security_grid)
+         where TRow : class, ISecurityRow =>
+         security_grid.selected_rows
+         .ObserveSelf()
+         .Select(rows =>
+              rows.Select(
+                 row => (security: row.security, row_index: security_grid.rows_view.indexOf(row))
+              )
+              .OrderBy(sec_vs_index => sec_vs_index.row_index)
+              .Select(sec_vs_index => sec_vs_index.security)
+              .ToReadOnlyList()
+         );
+               
+         
+
       public static IObservable<IReadOnlyList<SecurityMD>> selected_security_mds_observable<TRow, TRowModel>(this SecurityMDGrid<TRow, TRowModel> security_md_grid)
          where TRow : class, ISecurityMDRow =>
          security_md_grid.selected_rows.ObserveSelf(true).Select(rows => rows.Select(r => r.md).ToReadOnlyList());

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

@@ -110,7 +110,7 @@ namespace mbts.spark {
       {
             var lgh = source as LadderGridHost;
             double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-            lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Order), width_adjustment);    
+            lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Order), width_adjustment);    
       }
 
       public uint bid_column_width
@@ -126,7 +126,7 @@ namespace mbts.spark {
       {
          var lgh = source as LadderGridHost;
          double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-         lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Bid), width_adjustment);    
+         lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Bid), width_adjustment);    
       }
 
       public uint price_column_width
@@ -142,7 +142,7 @@ namespace mbts.spark {
       {
             var lgh = source as LadderGridHost;
             double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-            lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Price), width_adjustment);    
+            lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Price), width_adjustment);    
       }
 
 
@@ -159,14 +159,14 @@ namespace mbts.spark {
       {
             var lgh = source as LadderGridHost;
             double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-            lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Ask), width_adjustment);    
+            lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Ask), width_adjustment);    
       }
 
       public static readonly DependencyProperty VolumeColumnWidthProperty =
          WPFHelper.create_dp<uint, LadderGridHost>(
             nameof(VolumeColumnWidth),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, oldval, newval) => o._adjust_column_width(o.columns.First(c => c.column_type == ColumnType.Volume), (double)newval - (double)oldval),
+            (o, oldval, newval) => o._adjust_column_width(o.columns.FirstOrDefault(c => c.column_type == ColumnType.Volume), (double)newval - (double)oldval),
             50u);
 
       public uint VolumeColumnWidth {
@@ -178,7 +178,7 @@ namespace mbts.spark {
          WPFHelper.create_dp<uint, LadderGridHost>(
             nameof(LastColumnWidth),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, oldval, newval) => o._adjust_column_width(o.columns.First(c => c.column_type == ColumnType.Last), (double)newval - (double)oldval),
+            (o, oldval, newval) => o._adjust_column_width(o.columns.FirstOrDefault(c => c.column_type == ColumnType.Last), (double)newval - (double)oldval),
             50u);
 
       public uint LastColumnWidth {
@@ -327,6 +327,8 @@ namespace mbts.spark {
       }
 
       void _adjust_column_width(Column column, double adjustment) {
+         if (column == null)
+            return;
          int new_col_width;
          switch (column.column_type) {
             case ColumnType.Order: new_col_width = (int)orders_column_width; break;
@@ -662,22 +664,10 @@ namespace mbts.spark {
          } else {
             init = false;
             prev_row_height = _settings.row_height;
-            // This is a general issue with default-settings:
-            // "Not every property in the settings object should be shared across windows."
-            // Column widths are one such property (they are changed from the actual Ladder window, not the settings dialog).
-            // Below is a hack which prevents overwriting current column widths; until we come up with a better solution this will suffice.
-            // TODO: fix this by moving such properties from the settings proto into a separate proto (or come up with a better workaround/solution)
-            copy_col_width(v => v.orders_column);
-            copy_col_width(v => v.bid_column);
-            copy_col_width(v => v.price_column);
-            copy_col_width(v => v.ask_column);
-            copy_col_width(v => v.volume_column.general);
-            copy_col_width(v => v.last_column);
-            void copy_col_width(Func<LadderSettings, LadderColumnSettings> select_col) =>
-               select_col(s).width = select_col(_settings).width;
          }
-         //
-         _settings = s;
+         /// The viewmodel will always have the most up-to-date settings, so ignore <see cref="s"/> and just get it from <see cref="_vm"/>.
+         /// This is a workaround for the global settings-defaults issue: when defaults are updated, some properties are inadvertantly overwritten, such as column-widths, etc.
+         _settings = _vm.get_save_state();
          _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
          _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
          _price_vis_tup.glyph_context = glyph_context(s.price_column);
@@ -698,18 +688,19 @@ namespace mbts.spark {
          // Renders the grid lines and column backgrounds
          _visualHost.AddVisualChild(_gridvis);
          // Orders column
-         orders_column_width = s.orders_column.width;
+         SetCurrentValue(orders_column_widthProperty, s.orders_column.width);
          _ordershost.update_settings(_price_list, _price_comparer, s.row_height, s.orders_column);
          foreach (var col in columns) {
             if (col.visual_tup != null) {
                if (col.settings.show) {
                   _visualHost.AddVisualChild(col.visual_tup.visual);
                   switch (col.column_type) {
-                     case ColumnType.Bid: bid_column_width = col.settings.width; break;
-                     case ColumnType.Price: price_column_width = col.settings.width; break;
-                     case ColumnType.Ask: ask_column_width = col.settings.width; break;
+                     case ColumnType.Bid: SetCurrentValue(bid_column_widthProperty, col.settings.width); break;
+                     case ColumnType.Price: SetCurrentValue(price_column_widthProperty, col.settings.width); break;
+                     case ColumnType.Ask: SetCurrentValue(ask_column_widthProperty, col.settings.width); break;
+                     case ColumnType.Last: SetCurrentValue(LastColumnWidthProperty, col.settings.width); break;
                      case ColumnType.Volume:
-                        VolumeColumnWidth = col.settings.width;
+                        SetCurrentValue(VolumeColumnWidthProperty, col.settings.width);
                         _volume_container.mark_dirty();
                         break;
                   }

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

@@ -37,7 +37,7 @@ namespace mbts.spark {
       readonly Property<Brush> _foreground, _background, _hoverbackground, _border, _parent_algo_type_brush;
       readonly Property<bool> _is_exchange_order, _has_multiple_orders_at_same_level, _is_hedge_order;
       readonly Property<CustomOrderDefinition.CustomOneofCase> _parent_algo_type;
-      readonly Property<string> _summary, _description;
+      readonly Property<string> _summary;
       IObservable<LadderSettings.BadgeStyle> _bs;
       LadderSettings.BadgeStyle _current_badge_style;
       int _n_active_price_change_ops = 0;
@@ -63,7 +63,6 @@ namespace mbts.spark {
          _hoverbackground = backing(nameof(hoverbackground), _color_bg_brush);
          _border = backing(nameof(border), _color_bg_brush);
          _summary = backing(nameof(summary), string.Empty);
-         _description = backing(nameof(description), string.Empty);
          _is_exchange_order = backing(nameof(is_exchange_order), false);
          _has_multiple_orders_at_same_level = backing(nameof(has_multiple_orders_at_same_level), false);
          _is_hedge_order = backing(nameof(is_hedge_order), false);
@@ -75,6 +74,7 @@ namespace mbts.spark {
          Brush get_foreground(LadderSettings s) => s.orders_column.foreground.rgb_brush();
          //
          add_order(o);
+
          _dispose = Disposable.Create(
             _bs.Subscribe(badge => {
                _current_badge_style = badge;
@@ -122,7 +122,6 @@ namespace mbts.spark {
 
          if (_orders.Any()) {
             summary = _orders.Values.Select(order => order.short_description(_parent.security.ContractSpec)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
-            description = _orders.Values.Select(order => order.full_description(_parent.security)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
          }
          _set_badge_text();
 
@@ -185,11 +184,10 @@ namespace mbts.spark {
       public Brush hoverbackground { get => _hoverbackground.Value; private set => _hoverbackground.Value = value; }
       public Brush border { get => _border.Value; private set => _border.Value = value; }
       public string summary { get => _summary.Value; private set => _summary.Value = value; }
-      public string description { get => _description.Value; private set => _description.Value = value; }
       public bool is_exchange_order { get => _is_exchange_order.Value; private set => _is_exchange_order.Value = value; }
       public bool has_multiple_orders_at_same_level { get => _has_multiple_orders_at_same_level.Value; private set => _has_multiple_orders_at_same_level.Value = value; }
       public bool is_hedge_order { get => _is_hedge_order.Value; private set => _is_hedge_order.Value = value; }
-      public Brush parent_algo_type_brush { get => _parent_algo_type_brush.Value; private set => _parent_algo_type_brush.Value = value; }
+      public Brush parent_algo_type_brush { get => _parent_algo_type_brush.Value; private set => _parent_algo_type_brush.Value = value; }      
       // the setter is public so that the LadderVM can set this field
       public CustomOrderDefinition.CustomOneofCase parent_algo_type { get => _parent_algo_type.Value; set => _parent_algo_type.Value = value; }
 
@@ -224,6 +222,56 @@ namespace mbts.spark {
          }
       }
 
+      public OrderBookVM create_orderbook_vm() {
+         // We are returning a new OrderBookVM each time b/c after
+         // successive launches of the mini-ob from the same badge, we get an exception
+         // System.InvalidOperationException: Sharing GridViewColumn among multiple GridViewColumnCollections or adding the same GridViewColumn into one GridViewColumnCollection more than once is not allowed.
+         // I checked with Eric and he guesses that what is happening is that the Popup is throwing away the grid, but the binding doesn't remove the columns from that grid
+         // 
+         // I think returning a new OrderbookVM is okay at the moment since this Popup window will not be saving any state at this time
+         var price_filter = new filters.DoubleMinMaxState();
+         price_filter.minimum.value = real_price;
+         price_filter.maximum.value = real_price;
+
+         var obvm = new OrderBookVM(null, _parent.bus, null, _parent.model.order_gateway, null, true);
+         var state = new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
+            new bts.shell.OrderBookWindowFactory.FilterStates {
+               security_criteria = new SecurityCriteria(_parent.security),
+               price = price_filter,
+               statuses = new[] { OrderStatus.Working }
+            },
+            bts.shell.OrderBookWindowFactory.OrderBookStartupData.default_mini_grid,
+            use_defaults: false
+         );
+         // NOTE:
+         // we might need the ObservableAppend to InsertAt
+         // if these EditXXX ever support settings.
+         // insert the cancel column
+         obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
+         var qty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Size.ToString());
+         var qty_index = obvm.columns.indexOf(qty_col);
+         if (qty_index > -1) {
+            // insert the edit column in the same position that the hidden column occupies
+            var existing_editqty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.EditableQty.ToString());
+            var existing_editqty_index = obvm.columns.indexOf(existing_editqty_col);
+            if (existing_editqty_index == -1) {
+               obvm.columns.Insert(qty_index, new OrderBookVM.EditableQtyColumn());
+            }
+         }
+         var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Price.ToString());
+         var price_index = obvm.columns.indexOf(price_col);
+         if (price_index > -1) {
+            var existing_editprice_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.EditablePrice.ToString());
+            var existing_editprice_index = obvm.columns.indexOf(existing_editprice_col);
+            if (existing_editprice_index == -1) {
+               // insert the edit price column immediately after the edit qty
+               obvm.columns.Insert(qty_index + 1, new OrderBookVM.EditablePriceColumn());
+            }
+         }
+         obvm.load_from(state);
+         return obvm;
+      }
+
       public override string ToString() {
          return $"Price: {this.price} Order Count: {this.orders.Count()}";
       }

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

@@ -6,6 +6,7 @@ using System;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
+using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
@@ -91,15 +92,26 @@ namespace mbts.spark {
             order.PropertyChanged += _order_PropertyChanged;
             // get the stackpanel it belongs in
             Panel panel = get_panel(price);
+            //var coords = GetAbsolutePlacement(panel, true);
             // insert Badge and wire up DataContext
             if (panel != null) {
-               panel.Children.Add(mkbadge(order));
+               panel.Children.Add(mkbadge(order, panel));
             }
          } //else {
             //Log.Ui.warn($"Failed to add order ({order.id}): order already in {nameof(LadderGridHost)}'s {nameof(_orders)}.");
          //}
       }
 
+      public static Rect GetAbsolutePlacement(FrameworkElement element, bool relativeToScreen = false) {
+         var absolutePos = element.PointToScreen(new System.Windows.Point(0, 0));
+         if (relativeToScreen) {
+            return new Rect(absolutePos.X, absolutePos.Y, element.ActualWidth, element.ActualHeight);
+         }
+         var posMW = Application.Current.MainWindow.PointToScreen(new System.Windows.Point(0, 0));
+         absolutePos = new System.Windows.Point(absolutePos.X - posMW.X, absolutePos.Y - posMW.Y);
+         return new Rect(absolutePos.X, absolutePos.Y, element.ActualWidth, element.ActualHeight);
+      }
+
       void _order_PropertyChanged(object sender, PropertyChangedEventArgs e) {
          if (e.PropertyName == nameof(LadderOrderVM.price)) {
             var order = (LadderOrderVM)sender;
@@ -108,35 +120,38 @@ namespace mbts.spark {
          }
       }
 
-      Badge mkbadge(LadderOrderVM order) {
+      Badge mkbadge(LadderOrderVM order, UIElement popup_placement_target) {
          Badge b = new Badge();
          b.DataContext = order;
          // Hook up the style from xaml
          b.Style = this.TryFindResource(typeof(Badge)) as Style;
-         b.MouseUp += (s, e) => {
+         b.MouseUp += async (s, e) => {
             var curr_order = b.DataContext as LadderOrderVM;
             if (e.ChangedButton == MouseButton.Middle) {
-               b.ContextMenu.DataContext = b.DataContext;
-               b.ContextMenu.IsOpen = true;
-               // close context menu after command executed
-               if (curr_order != null) {
-                  Action command_executed = null;
-                  command_executed = () => {
-                     try {
-                        b.ContextMenu.IsOpen = false;
-                        curr_order.command_executed -= command_executed;
-                     } catch (Exception ex) {
-                        Log.Ui.warn($"Error in {typeof(LadderGridHost)}'s {typeof(Badge)} {nameof(LadderOrderVM.command_executed)} local handler: {ex}");
-                     }
-                  };
-                  curr_order.command_executed += command_executed;
-               }
+               // create the new popup window in here
+               var obvm = order.create_orderbook_vm();
+               await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
+               var view = new MiniOrderBookView(obvm);
+               var popup = new System.Windows.Controls.Primitives.Popup {
+                  // we only keep the obvm around assigned to the DataContext so that we can
+                  // properly Dispose of it later when the popup is closed.
+                  DataContext = obvm,
+                  Child = view,
+                  StaysOpen = false,
+                  PlacementTarget = popup_placement_target,
+                  Placement = System.Windows.Controls.Primitives.PlacementMode.Bottom,
+                  VerticalOffset = 5
+               };
+               popup.SetBinding(System.Windows.Controls.Primitives.Popup.IsOpenProperty,
+                  nameof(OrderBookVM.is_row_collection_populated)
+               );
+               popup.Closed += (sender, event_args) => (popup.DataContext as IDisposable)?.Dispose();
+               b.Popup = popup;
             } else if (e.ChangedButton == MouseButton.Left) {
                if (curr_order?.cancel_command?.CanExecute(null) == true)
                   curr_order.cancel_command.Execute(null);
             }
          };
-         b.ContextMenuOpening += (s, e) => e.Handled = true;
          return b;
       }
 

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

@@ -8,6 +8,7 @@ using System.Windows;
 using bts.proto;
 using mbts.ui.spark;
 using System.Collections.Generic;
+using System.ComponentModel;
 
 namespace mbts.spark {
    // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -179,6 +180,34 @@ namespace mbts.spark {
    // Settings are liable to change in the near future, so an internal IEqualityComparer simply won't do as it risks becoming out of date.
    [ProtoContract]
    class LadderSettings : IEquatable<LadderSettings> {
+      const double _default_order_entry_panel_width = 110.0;
+      const double _default_zoom_factor = 1.0;
+
+      // Default proto constructor
+      // Added this so that when clients upgrade to a version with new settings,
+      // the default values are applied correctly; thx to John for this tip
+      public LadderSettings() {
+         day_visible = true;
+         high_visible = true;
+         low_visible = true;
+         open_visible = true;
+         settle_visible = true;
+         volume_visible = true;
+         account_visible = true;
+         tif_visible = true;
+         order_type_visible = true;
+         account_position_visible = true;
+         size_presets_visible = true;
+         cancel_buys_visible = true;
+         cancel_sells_visible = true;
+         cancel_all_visible = true;
+         auto_clear_visible = true;
+         clear_visible = true;
+         order_entry_panel_initial_width = _default_order_entry_panel_width;
+         zoom_factor = _default_zoom_factor;
+         use_defaults = true;
+      }
+
       public static LadderSettings Default {
          get {
             LadderColumnSettings
@@ -216,7 +245,26 @@ namespace mbts.spark {
                session_high_line = new LadderMarketBreakLine { color = BTSColors.MarketData.session_high, show = true },
                session_range_fill = new LadderMarketBreakLine { color = BTSColors.MarketData.session_range_fill, show = true },
                alternate_order_size = 0,
-               size_display = MarketSizeDisplay.get_default()
+               size_display = MarketSizeDisplay.get_default(),
+               day_visible = true,
+               high_visible = true,
+               low_visible = true,
+               open_visible = true,
+               settle_visible = true,
+               volume_visible = true,
+               account_visible = true,
+               tif_visible = true,
+               order_type_visible = true,
+               account_position_visible = true,
+               size_presets_visible = true,
+               cancel_buys_visible = true,
+               cancel_sells_visible = true,
+               cancel_all_visible = true,
+               auto_clear_visible = true,
+               clear_visible = true,
+               order_entry_panel_initial_width = _default_order_entry_panel_width,
+               zoom_slider_visible = false,
+               zoom_factor = _default_zoom_factor,
             };
          }
       }
@@ -278,6 +326,54 @@ namespace mbts.spark {
       [ProtoMember(26)]
       public MarketSizeDisplay size_display { get; set; }
 
+      // order entry panel items show/hide
+      [ProtoMember(27), DefaultValue(true)]
+      public bool day_visible { get; set; }
+      [ProtoMember(28), DefaultValue(true)]
+      public bool high_visible { get; set; }
+      [ProtoMember(29), DefaultValue(true)]
+      public bool low_visible { get; set; }
+      [ProtoMember(30), DefaultValue(true)]
+      public bool open_visible { get; set; }
+      [ProtoMember(31), DefaultValue(true)]
+      public bool settle_visible { get; set; }
+      [ProtoMember(32), DefaultValue(true)]
+      public bool volume_visible { get; set; }
+      [ProtoMember(33), DefaultValue(true)]
+      public bool account_visible { get; set; }
+      [ProtoMember(34), DefaultValue(true)]
+      public bool tif_visible { get; set; }
+      [ProtoMember(35), DefaultValue(true)]
+      public bool order_type_visible { get; set; }
+      [ProtoMember(36), DefaultValue(true)]
+      public bool account_position_visible { get; set; }
+      [ProtoMember(37), DefaultValue(true)]
+      public bool size_presets_visible { get; set; }
+      [ProtoMember(38), DefaultValue(true)]
+      public bool cancel_buys_visible { get; set; }
+      [ProtoMember(39), DefaultValue(true)]
+      public bool cancel_sells_visible { get; set; }
+      [ProtoMember(40), DefaultValue(true)]
+      public bool cancel_all_visible { get; set; }
+      [ProtoMember(41), DefaultValue(true)]
+      public bool auto_clear_visible { get; set; }
+      [ProtoMember(42), DefaultValue(true)]
+      public bool clear_visible { get; set; }
+      //
+      [ProtoMember(43), DefaultValue(_default_order_entry_panel_width)]
+      public double order_entry_panel_initial_width { get; set; }  
+
+      [ProtoMember(44), DefaultValue(true)]
+      public bool use_defaults { get; set; }
+
+      // the zoom slider is the first new widget on the panel
+      // since our initial general release, so its enablement
+      // will be opt-in (default not visible)
+      [ProtoMember(45)]
+      public bool zoom_slider_visible { get; set; }
+      [ProtoMember(46), DefaultValue(_default_zoom_factor)]
+      public double zoom_factor { get; set; }
+
       public bool Equals(LadderSettings other) =>
          other != null &&
          row_height == other.row_height &&
@@ -302,7 +398,27 @@ namespace mbts.spark {
          session_high_line.safe_equals(other.session_high_line) &&
          session_range_fill.safe_equals(other.session_range_fill) &&
          volume_column.safe_equals(other.volume_column) &&
-         size_display.safe_equals(other.size_display);
+         size_display.safe_equals(other.size_display) &&
+         day_visible == other.day_visible &&
+         high_visible == other.high_visible &&
+         low_visible == other.low_visible &&
+         open_visible == other.open_visible &&
+         settle_visible == other.settle_visible &&
+         volume_visible == other.volume_visible &&
+         account_visible == other.account_visible &&
+         tif_visible == other.tif_visible &&
+         order_type_visible == other.order_type_visible &&
+         account_position_visible == other.account_position_visible &&
+         size_presets_visible == other.size_presets_visible &&
+         cancel_buys_visible == other.cancel_buys_visible &&
+         cancel_sells_visible == other.cancel_sells_visible &&
+         cancel_all_visible == other.cancel_all_visible &&
+         auto_clear_visible == other.auto_clear_visible &&
+         clear_visible == other.clear_visible &&
+         order_entry_panel_initial_width == other.order_entry_panel_initial_width &&
+         zoom_slider_visible == other.zoom_slider_visible &&
+         zoom_factor == other.zoom_factor &&
+         use_defaults == other.use_defaults;
 
       public override bool Equals(object obj) => Equals(obj as LadderSettings);
 
@@ -330,7 +446,46 @@ namespace mbts.spark {
             EqualityComparer.safe_get_hash_code(session_high_line),
             EqualityComparer.safe_get_hash_code(session_range_fill),
             EqualityComparer.safe_get_hash_code(volume_column),
-            EqualityComparer.safe_get_hash_code(size_display));
+            EqualityComparer.safe_get_hash_code(size_display),
+            day_visible.GetHashCode(),
+            high_visible.GetHashCode(),
+            low_visible.GetHashCode(),
+            open_visible.GetHashCode(),
+            settle_visible.GetHashCode(),
+            volume_visible.GetHashCode(),
+            account_visible.GetHashCode(),
+            tif_visible.GetHashCode(),
+            order_type_visible.GetHashCode(),
+            account_position_visible.GetHashCode(),
+            size_presets_visible.GetHashCode(),
+            cancel_buys_visible.GetHashCode(),
+            cancel_sells_visible.GetHashCode(),
+            cancel_all_visible.GetHashCode(),
+            auto_clear_visible.GetHashCode(),
+            clear_visible.GetHashCode(),
+            order_entry_panel_initial_width.GetHashCode(),
+            zoom_slider_visible.GetHashCode(),
+            zoom_factor.GetHashCode(),
+            use_defaults.GetHashCode());
+
+      public struct WindowSpecifics {
+         public readonly double order_entry_panel_width, zoom_factor;
+         public readonly uint orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width;
+
+         public WindowSpecifics(LadderSettings s)
+            : this(s.order_entry_panel_initial_width, s.orders_column.width, s.bid_column.width, s.price_column.width, s.ask_column.width, s.last_column.width, s.volume_column.general.width, s.zoom_factor) { }
+
+         public WindowSpecifics(double order_entry_panel_width, uint orders_column_width, uint bid_column_width, uint price_column_width, uint ask_column_width, uint last_column_width, uint volume_column_width, double zoom_factor) {
+            this.order_entry_panel_width = order_entry_panel_width;
+            this.orders_column_width = orders_column_width;
+            this.bid_column_width = bid_column_width;
+            this.price_column_width = price_column_width;
+            this.ask_column_width = ask_column_width;
+            this.last_column_width = last_column_width;
+            this.volume_column_width = volume_column_width;
+            this.zoom_factor = zoom_factor;
+         }
+      }
    }
 
    static class LadderSettingsExtensions {
@@ -345,5 +500,22 @@ namespace mbts.spark {
 
       public static IEnumerable<LadderColumnSettings> visible_columns(this LadderSettings settings) =>
          settings.all_columns().Where(c => c.show);
+
+      public static LadderSettings.WindowSpecifics get_window_specifics(this LadderSettings settings) =>
+         new LadderSettings.WindowSpecifics(settings);
+
+      public static LadderSettings with_window_specifics(this LadderSettings source, LadderSettings.WindowSpecifics specifics) {
+         // must use clone bc we are applying settings that are specific to each individual LadderWindow, and should not be shared among all ladders (even if it is default settings).
+         source = SparkUtils.clone_proto(source);
+         source.order_entry_panel_initial_width = specifics.order_entry_panel_width;
+         source.orders_column.width = specifics.orders_column_width;
+         source.bid_column.width = specifics.bid_column_width;
+         source.price_column.width = specifics.price_column_width;
+         source.ask_column.width = specifics.ask_column_width;
+         source.last_column.width = specifics.last_column_width;
+         source.volume_column.general.width = specifics.volume_column_width;
+         source.zoom_factor = specifics.zoom_factor;
+         return source;
+      }
    }
 }

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

@@ -17,6 +17,7 @@ namespace mbts.spark {
       readonly Property<LadderSettings.BadgeStyle> _badge_style;
       readonly Property<uint> _alternate_order_size;
       readonly DelegateProperty<double> _row_height;
+      Func<double> _get_order_entry_panel_width, _get_zoom_factor;
       LadderSettings _current;
       LadderColumnSettingsVM
          _orders = new OrdersColumnSettingsVM(),
@@ -32,14 +33,35 @@ namespace mbts.spark {
          _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1),
          _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false),
          _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false);
+      OrderEntryPanelItemVisibilityVM
+         _zoom_slider_visbility = new OrderEntryPanelItemVisibilityVM("Zoom Slider"),
+         _day_visibility = new OrderEntryPanelItemVisibilityVM("Day Change"),
+         _high_visibility = new OrderEntryPanelItemVisibilityVM("High"),
+         _low_visibility = new OrderEntryPanelItemVisibilityVM("Low"),
+         _open_visibility = new OrderEntryPanelItemVisibilityVM("Open"),
+         _settle_visibility = new OrderEntryPanelItemVisibilityVM("Settle"),
+         _volume_visibility = new OrderEntryPanelItemVisibilityVM("Volume"),
+         _account_visibility = new OrderEntryPanelItemVisibilityVM("Account"),
+         _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
+         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
+         _account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
+         _size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
+         _auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
+         _clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
+         _cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
+         _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
+         _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
 
-      public LadderSettingsVM(bool is_synthetic) {
+      public LadderSettingsVM(bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
          this.is_synthetic = is_synthetic;
          size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
          size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
          _badge_style = backing<LadderSettings.BadgeStyle>(nameof(badge_style));
          _badge_style.Changed += _badge_style_Changed;
          _alternate_order_size = backing<uint>(nameof(alternate_order_size));
+         _get_order_entry_panel_width = get_left_panel_width;
+         _get_zoom_factor = get_zoom_factor;
+         // be sure to initialize backings before this measure_row_height call
          _row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
          _orders.font_size_changed += on_font_size_changed;
          _bid.font_size_changed += on_font_size_changed;
@@ -108,6 +130,28 @@ namespace mbts.spark {
          }
       }
 
+      public IEnumerable<OrderEntryPanelItemVisibilityVM> order_entry_panel_items {
+         get {
+            yield return _zoom_slider_visbility;
+            yield return _day_visibility;
+            yield return _high_visibility;
+            yield return _low_visibility;
+            yield return _open_visibility;
+            yield return _settle_visibility;
+            yield return _volume_visibility;
+            yield return _account_visibility;
+            yield return _tif_visibility;
+            yield return _order_type_visibility;
+            yield return _account_position_visibility;
+            yield return _size_preset_visibility;
+            yield return _clear_visibility;
+            yield return _auto_clear_visibility;
+            yield return _cancel_buys_visibility;
+            yield return _cancel_sells_visibility;
+            yield return _cancel_all_visibility;
+         }
+      }
+
       public string key => GridOrLadderSettingsSelectorKeys.Ladder;
 
       public void load(LadderSettings settings) {
@@ -128,6 +172,27 @@ namespace mbts.spark {
          _session_low_mkt_line.assign_from(_current.session_low_line);
          _session_high_mkt_line.assign_from(_current.session_high_line);
          _session_range_fill.assign_from(_current.session_range_fill);
+         _zoom_slider_visbility.show = settings.zoom_slider_visible;
+         _day_visibility.show = settings.day_visible;
+         _high_visibility.show = settings.high_visible;
+         _low_visibility.show = settings.low_visible;
+         _open_visibility.show = settings.open_visible;
+         _settle_visibility.show = settings.settle_visible;
+         _volume_visibility.show = settings.volume_visible;
+         _account_visibility.show = settings.account_visible;
+         _tif_visibility.show = settings.tif_visible;
+         _order_type_visibility.show = settings.order_type_visible;
+         _account_position_visibility.show = settings.account_position_visible;
+         _size_preset_visibility.show = settings.size_presets_visible;
+         _clear_visibility.show = settings.clear_visible;
+         _auto_clear_visibility.show = settings.auto_clear_visible;
+         _cancel_buys_visibility.show = settings.cancel_buys_visible;
+         _cancel_sells_visibility.show = settings.cancel_sells_visible;
+         _cancel_all_visibility.show = settings.cancel_all_visible;
+         // do not read the order entry panel width here from settings
+         // because it could have changed from the UI
+         // there might be a better way of doing this, like how
+         // does the widths of the ladder grid column pull this off?
       }
 
       public LadderSettings get_result() {
@@ -149,6 +214,25 @@ namespace mbts.spark {
          clone.session_high_line = _session_high_mkt_line.get_settings();
          clone.session_range_fill = _session_range_fill.get_settings();
          clone.row_height = LadderRender.measure_row_height(clone);
+         clone.day_visible = _day_visibility.show;
+         clone.high_visible = _high_visibility.show;
+         clone.low_visible = _low_visibility.show;
+         clone.open_visible = _open_visibility.show;
+         clone.settle_visible = _settle_visibility.show;
+         clone.volume_visible = _volume_visibility.show;
+         clone.account_visible = _account_visibility.show;
+         clone.tif_visible = _tif_visibility.show;
+         clone.order_type_visible = _order_type_visibility.show;
+         clone.account_position_visible = _account_position_visibility.show;
+         clone.size_presets_visible = _size_preset_visibility.show;
+         clone.auto_clear_visible = _auto_clear_visibility.show;
+         clone.clear_visible = _clear_visibility.show;
+         clone.cancel_buys_visible = _cancel_buys_visibility.show;
+         clone.cancel_sells_visible = _cancel_sells_visibility.show;
+         clone.cancel_all_visible = _cancel_all_visibility.show;
+         clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
+         clone.zoom_slider_visible = _zoom_slider_visbility.show;
+         clone.zoom_factor = _get_zoom_factor();
          return clone;
       }
 
@@ -276,6 +360,19 @@ namespace mbts.spark {
             };
       }
 
+      public class OrderEntryPanelItemVisibilityVM : ViewModelBase {
+         readonly Property<bool> _show;
+
+         public OrderEntryPanelItemVisibilityVM(string name) {
+            this.name = name;
+            _show = backing(nameof(show), true);
+         }
+
+         public string name { get; }
+         public bool show { get => _show.Value; set => _show.Value = value; }
+
+      }
+
       public class VolumeColumnVM : ViewModelBase {
          readonly DelegateProperty<bool> _any_visible;
          public VolumeColumnVM() {

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

@@ -140,6 +140,7 @@
           <Setter Property="VerticalContentAlignment" Value="Top"/>
         </Style>
       </TabControl.ItemContainerStyle>
+      <!-- Fonts and Colors Tab -->
       <TabItem Header="Fonts and Colors" VerticalAlignment="Stretch">
         <Grid>
           <Grid.RowDefinitions>
@@ -232,6 +233,7 @@
           </WrapPanel>
         </Grid>
       </TabItem>
+      <!-- Market Break Lines Tab -->
       <TabItem Header="Market Break Lines" VerticalAlignment="Stretch">
         <Grid>
           <Grid.RowDefinitions>
@@ -350,6 +352,7 @@
           </ItemsControl>
         </Grid>
       </TabItem>
+      <!-- Market Size Tab -->
       <TabItem Header="Market Size Display">
         <Grid DataContext="{Binding size_display}">
           <Grid.RowDefinitions>
@@ -440,6 +443,7 @@
           </GroupBox>
         </Grid>
       </TabItem>
+      <!-- Volume Display Tab -->
       <TabItem Header="Volume Display" VerticalAlignment="Stretch" Visibility="{Binding is_synthetic, Converter={StaticResource FalseVisibilityConverter}}">
         <Grid>
           <Grid.RowDefinitions>
@@ -557,6 +561,7 @@
           </WrapPanel>
         </Grid>
       </TabItem>
+      <!-- Size Presets Tab-->
       <TabItem Header="Size Presets" VerticalAlignment="Stretch">
         <Grid HorizontalAlignment="Left">
           <Grid.RowDefinitions>
@@ -592,6 +597,63 @@
           </Button>
         </Grid>
       </TabItem>
+      <!-- Order Entry Panel Item Control Visbility -->
+      <TabItem Header="Left Panel" VerticalAlignment="Stretch">
+        <Grid HorizontalAlignment="Left" Grid.IsSharedSizeScope="True">
+          <Grid.RowDefinitions>
+            <RowDefinition Height="*"/>
+            <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <ItemsControl Grid.Row="0" ItemsSource="{Binding order_entry_panel_items}" Grid.IsSharedSizeScope="True">
+            <ItemsControl.ItemsPanel>
+              <ItemsPanelTemplate>
+                <UniformGrid Columns="2" Focusable="False"/>
+              </ItemsPanelTemplate>
+            </ItemsControl.ItemsPanel>
+            <ItemsControl.ItemTemplate>
+              <DataTemplate>
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto" SharedSizeGroup="A" />
+                  </Grid.ColumnDefinitions>
+                  <Border Margin="0,5,5,0">
+                    <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
+                      <CheckBox.Resources>
+                        <Style TargetType="{x:Type Path}">
+                          <Setter Property="FlowDirection" Value="LeftToRight" />
+                        </Style>
+                      </CheckBox.Resources>
+                    </CheckBox>
+                  </Border>
+                </Grid>
+              </DataTemplate>
+            </ItemsControl.ItemTemplate>
+          </ItemsControl>
+          <!--
+          <ItemsControl ItemsSource="{Binding order_entry_panel_items}">
+            <ItemsControl.ItemsPanel>
+              <ItemsPanelTemplate>
+                <UniformGrid Columns="2" Focusable="False"/>
+              </ItemsPanelTemplate>
+            </ItemsControl.ItemsPanel>
+            <ItemsControl.ItemTemplate>
+              <DataTemplate>
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto"/>
+                    <ColumnDefinition Width="52"/>
+                  </Grid.ColumnDefinitions>
+                  <TextBlock Grid.Column="0" VerticalAlignment="Center" Text="{Binding name}"/>
+                  <CheckBox Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" IsChecked="{Binding show}"/>
+                </Grid>
+              </DataTemplate>
+            </ItemsControl.ItemTemplate>
+          </ItemsControl>
+          -->
+        </Grid>
+      </TabItem>
+
     </TabControl>
   </Grid>
 </UserControl>

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

@@ -20,18 +20,24 @@ using System.Windows.Media;
 
 namespace mbts.spark {
    class LadderVM : DisposableViewModelBase, IWillLetYouKnowWhenIDispose, IKeyListener {
+      static readonly Brush _transparent_status_brush = BTSColors.UI.transparent;
+
       readonly IBus _bus;
       readonly LadderModel _model;
-      readonly Property<double> _high, _low, _change, _open, _settlement, _position;
+      readonly Property<double> _high, _low, _change, _open, _settlement, _position, _left_panel_width, _zoom_factor;
+      //readonly Property<double> _window_width, _window_height;
+      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width;
       readonly Property<ulong> _volume;
-      readonly Property<bool> _auto_clear;
+      readonly Property<bool> _auto_clear, _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
+         _show_tif, _show_order_type, _show_account_position, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
+         _show_cancel_sells, _show_cancel_all, _show_zoom;
       readonly Property<Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
       IWindowSettingsManager<LadderSettings> _settings_manager;
       ulong _misc_time = 0;
       IEqualityComparer<double> _equality;
       Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
 
-      public LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager) {
+      public LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
          _bus = bus;
          _model = model;
          _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
@@ -44,13 +50,23 @@ namespace mbts.spark {
          _change = backing(nameof(change), double.NaN);
          _open = backing(nameof(open), double.NaN);
          _settlement = backing(nameof(settlement), double.NaN);
+         // init window-specific settings: these properties should not observe settings updates; they are independent from the settings dialog, so it doesn't make sense that the settings dialog should cause them to change.
+         var ws = init.get_window_specifics();
+         _orders_column_width = backing(nameof(orders_column_width), ws.orders_column_width);
+         _bid_column_width = backing(nameof(bid_column_width), ws.bid_column_width);
+         _price_column_width = backing(nameof(price_column_width), ws.price_column_width);
+         _ask_column_width = backing(nameof(ask_column_width), ws.ask_column_width);
+         _last_column_width = backing(nameof(last_column_width), ws.last_column_width);
+         _volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
+         _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
+         _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
          // remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
          var account_positions = new KeyDrivenObservableSeries<string, double>(a => _model.order_gateway.security_total_position(security.Id, a));
          _position = backing(nameof(position), account_positions.OnDispatcher());
          _volume = backing(nameof(volume), 0ul);
          _auto_clear = backing(nameof(auto_clear), false);
          _status = backing(nameof(status_message), "");
-         _status_brush = backing(nameof(status_background), (Brush)BTSColors.UI.spark_menu_background);
+         _status_brush = backing(nameof(status_background), _transparent_status_brush);
          // brush props
          _bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background.rgb_brush());
          _bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground.rgb_brush());
@@ -58,7 +74,31 @@ namespace mbts.spark {
          _ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground.rgb_brush());
          Property<Brush> brush_prop(string name, Func<LadderSettings, Brush> get_brush) =>
             backing(name, settings_manager.subscribe_current().OnDispatcher(), get_brush);
+         // bool visibility props
+         _show_day = bool_prop(nameof(show_day), s => s.day_visible);
+         _show_high = bool_prop(nameof(show_high), s => s.high_visible);
+         _show_low = bool_prop(nameof(show_low), s => s.low_visible);
+         _show_open = bool_prop(nameof(show_open), s => s.open_visible);
+         _show_settle = bool_prop(nameof(show_settle), s => s.settle_visible);
+         _show_volume = bool_prop(nameof(show_volume), s => s.volume_visible);
+         _show_account = bool_prop(nameof(show_account), s => s.account_visible);
+         _show_tif = bool_prop(nameof(show_tif), s => s.tif_visible);
+         _show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible);
+         _show_account_position = bool_prop(nameof(show_account_position), s => s.account_position_visible);
+         _show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible);
+         _show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible);
+         _show_clear = bool_prop(nameof(show_clear), s => s.clear_visible);
+         _show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible);
+         _show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible);
+         _show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible);
+         _show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible);
+
+         Property<bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
+            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_bool);
+
          //
+         //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
+         //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
          position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(position)));
          send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
@@ -67,11 +107,11 @@ namespace mbts.spark {
          settings_command = new DialogCommand(() => {
          var vm = new WindowSettingsDialogVM<LadderSettings, LadderSettingsVM>(
                settings_manager, s => s.ladder, UserSettings.FileExtensions.LADDER,
-               s => {
-                  var svm = new LadderSettingsVM(security.ContractCase == Security.ContractOneofCase.Synthetic);
+               s => { 
+                  var svm = new LadderSettingsVM(security.ContractCase == Security.ContractOneofCase.Synthetic, () => left_panel_width, () => zoom_factor);
                   svm.load(s);
                   return svm;
-               });
+               }, s => s.with_window_specifics(get_save_state().get_window_specifics()));
             var dialog = new ui.spark.SimpleGridSettingsDialog {
                DataContext = vm,
                Title = $"Ladder Settings - '{security}'"
@@ -202,7 +242,7 @@ namespace mbts.spark {
             await Task.Delay(TimeSpan.FromSeconds(5));
             if (_status.Value == a.message) {
                _status.set("");
-               _status_brush.set(BTSColors.UI.spark_menu_background);
+               _status_brush.set(_transparent_status_brush);
             }
          }
       }
@@ -233,16 +273,41 @@ namespace mbts.spark {
       public Brush ask_background => _ask_background.Value;
       public Brush ask_foreground => _ask_foreground.Value;
       public DialogCommand settings_command { get; }
+      public bool show_day { get => _show_day.Value; set => _show_day.set(value); }
+      public bool show_high { get => _show_high.Value; set => _show_high.set(value); }
+      public bool show_low { get => _show_low.Value; set => _show_low.set(value); }
+      public bool show_open { get => _show_open.Value; set => _show_open.set(value); }
+      public bool show_settle { get => _show_settle.Value; set => _show_settle.set(value); }
+      public bool show_volume { get => _show_volume.Value; set => _show_volume.set(value); }
+      public bool show_account { get => _show_account.Value; set => _show_account.set(value); }
+      public bool show_tif { get => _show_tif.Value; set => _show_tif.set(value); }
+      public bool show_order_type { get => _show_order_type.Value; set => _show_order_type.set(value); }
+      public bool show_account_position { get => _show_account_position.Value; set => _show_account_position.set(value); }
+      public bool show_size_preset { get => _show_size_preset.Value; set => _show_size_preset.set(value); }
+      public bool show_auto_clear { get => _show_auto_clear.Value; set => _show_auto_clear.set(value); }
+      public bool show_clear { get => _show_clear.Value; set => _show_clear.set(value); }
+      public bool show_cancel_buys { get => _show_cancel_buys.Value; set => _show_cancel_buys.set(value); }
+      public bool show_cancel_sells { get => _show_cancel_sells.Value; set => _show_cancel_sells.set(value); }
+      public bool show_cancel_all { get => _show_cancel_all.Value; set => _show_cancel_all.set(value); }
+      public bool show_zoom { get => _show_zoom.Value; set => _show_zoom.set(value); }
+      public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
+      public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
+      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
+      //public double window_width { get => _window_width.Value; set => _window_width.set(value); }
+      public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
+      public uint bid_column_width { get => _bid_column_width.Value; set => _bid_column_width.set(value); }
+      public uint price_column_width { get => _price_column_width.Value; set => _price_column_width.set(value); }
+      public uint ask_column_width { get => _ask_column_width.Value; set => _ask_column_width.set(value); }
+      public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
+      public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
       internal LadderModel model => _model;
       internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
 
       public LadderSettings get_save_state() {
-         // TODO: save an actual OrderDefinition to preserve order params.
-         if (_settings_manager.instance_settings == null)
-            return null;
-         var settings_clone = SparkUtils.clone_proto(_settings_manager.instance_settings);
-         settings_clone.default_order_type = order_properties_vm.selected_order_type?.order_type ?? settings_clone.default_order_type;
-         return settings_clone;
+         var state = _settings_manager.current_settings();
+         state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor));
+         state.use_defaults = _settings_manager.instance_settings == null;
+         return state;
       }
 
       public void key_down(KeyEventArgs e) {
@@ -299,6 +364,7 @@ namespace mbts.spark {
                _change.set(mid - md.settlement_price);
             }
             _volume.set(volume);
+            _misc_time = _model.md.misc_timestamp;
          }
       }
 

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

@@ -1,16 +1,20 @@
-<UserControl x:Class="mbts.spark.LadderView"
-             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-             xmlns:mbts="clr-namespace:mbts.ui"
-             xmlns:controls="clr-namespace:mbts.ui.controls"
-             xmlns:spark="clr-namespace:mbts.spark"
-             xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-             xmlns:converters="clr-namespace:mbts.ui.converters"
-             xmlns:txt="clr-namespace:mbts.ui.utility.text"
-             Height="600"
-             Width="420"
-             Background="{x:Static mbts:BTSColors.common_background_brush}"
-             TextElement.FontSize="{x:Static mbts:FontSizes.Small}">
+<UserControl
+  x:Class="mbts.spark.LadderView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:mbts="clr-namespace:mbts.ui"
+  xmlns:controls="clr-namespace:mbts.ui.controls"
+  xmlns:spark="clr-namespace:mbts.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:converters="clr-namespace:mbts.ui.converters"
+  xmlns:txt="clr-namespace:mbts.ui.utility.text"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  Height="600"
+  Width="420"
+  Background="{x:Static mbts:BTSColors.common_background_brush}"
+  TextElement.FontSize="{x:Static mbts:FontSizes.Small}"
+>
   <UserControl.Resources>
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>
@@ -27,6 +31,13 @@
       </converters:BooleanToObjectConverter>
       <converters:EnumCharacterCasingConverter x:Key="casing_converter"/>
       <converters:DoubleTextConverter x:Key="PositionTextConverter" Format="0" NaNText="-"/>
+      <converters:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel" />
+      <converters:ResponsiveTextConverter x:Key="DayTextConverter" LongText="Day:" ShortText="D:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
+      <converters:ResponsiveTextConverter x:Key="LowTextConverter" LongText="Low:" ShortText="L:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="OpenTextConverter" LongText="Open:" ShortText="O:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="SettleTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="VolumeTextConverter" LongText="Volume:" ShortText="V:" Threshold="99" />
       <Style TargetType="GridViewColumnHeader">
         <Setter Property="Background" Value="{mbts:BTSColor header}"/>
         <Setter Property="Foreground" Value="{mbts:BTSColor header_text}"/>
@@ -34,6 +45,7 @@
         <Setter Property="BorderThickness" Value="0,0,1,0"/>
         <Setter Property="HorizontalContentAlignment" Value="Center" />
         <Setter Property="Height" Value="23" />
+        <Setter Property="MinWidth" Value="30" />
         <Setter Property="Template">
           <Setter.Value>
             <ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
@@ -57,8 +69,8 @@
                     </Border>
                   </Grid>
                 </Border>
-                <Canvas>
-                  <Thumb x:Name="PART_HeaderGripper">
+                <Canvas MinWidth="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=MinWidth, Mode=OneTime}">
+                  <Thumb x:Name="PART_HeaderGripper" DragDelta="Thumb_DragDelta">
                     <Thumb.Style>
                       <Style TargetType="{x:Type Thumb}">
                         <Setter Property="Canvas.Right" Value="-9"/>
@@ -123,7 +135,7 @@
       <Style x:Key="LadderMenuButton" TargetType="Button">
         <Setter Property="BorderThickness" Value="1"/>
         <Setter Property="HorizontalAlignment" Value="Stretch"/>
-        <Setter Property="Margin" Value="5,0,5,5"/>
+        <Setter Property="Margin" Value="2,0,2,5"/>
         <Setter Property="Padding" Value="2"/>
       </Style>
       <Style x:Key="CancelBuys" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
@@ -244,8 +256,7 @@
                 Background="{mbts:BTSColor UI.Button.normal_background}"
                 Padding="{TemplateBinding Padding}"
                 SnapsToDevicePixels="True"
-                VerticalAlignment="Bottom"
-                Margin="0,0,0,12">
+                Margin="2,0,2,10">
                 <ContentPresenter 
                   HorizontalAlignment="Center"
                   VerticalAlignment="Center"
@@ -263,108 +274,166 @@
           </Setter.Value>
         </Setter>
       </Style>
+      <sys:Double x:Key="MaxZoomFactor">1.5</sys:Double>
+      <sys:Double x:Key="MinZoomFactor">0.5</sys:Double>
     </ResourceDictionary>
   </UserControl.Resources>
   <AdornerDecorator>
     <Grid x:Name="_root">
-    <Grid.ColumnDefinitions>
-      <ColumnDefinition Width="112"/>
-      <ColumnDefinition Width="2"/>
-      <ColumnDefinition/>
-    </Grid.ColumnDefinitions>
-    <Grid.RowDefinitions>
-      <RowDefinition Height="Auto" />
-      <RowDefinition Height="*" />
-    </Grid.RowDefinitions>
-    <Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
+      <Grid.LayoutTransform>
+        <ScaleTransform CenterX="0" CenterY="0"
+            ScaleX="{Binding ElementName=_ui_scaler, Path=Value}"
+            ScaleY="{Binding ElementName=_ui_scaler, Path=Value}"
+        />
+      </Grid.LayoutTransform>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}" 
+                          MinWidth="60" MaxWidth="150"/>
+        <ColumnDefinition/>
+      </Grid.ColumnDefinitions>
       <Grid.RowDefinitions>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition/>
+        <RowDefinition Height="Auto" />
+        <RowDefinition Height="*" />
       </Grid.RowDefinitions>
-      <StackPanel Margin="5,0">
-        <StackPanel.Resources>
-          <Style TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-            <Setter Property="HorizontalAlignment" Value="Stretch" />
-          </Style>
-        </StackPanel.Resources>
-        <Grid Margin="8,4,0,0">
+      <ScrollViewer Grid.Row="0" Grid.RowSpan="2" VerticalScrollBarVisibility="Hidden">
+        <Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
           <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="*"/>
+            <RowDefinition/>
           </Grid.RowDefinitions>
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="6"/>
-            <ColumnDefinition Width="Auto"/>
-          </Grid.ColumnDefinitions>
-          <TextBlock Grid.Column="0" Grid.Row="0" Text="Day"/>
-          <TextBlock Grid.Column="0" Grid.Row="2" Text="High"/>
-          <TextBlock Grid.Column="0" Grid.Row="4" Text="Low"/>
-          <TextBlock Grid.Column="0" Grid.Row="6" Text="Open"/>
-          <TextBlock Grid.Column="0" Grid.Row="8" Text="Settle"/>
-          <TextBlock Grid.Column="0" Grid.Row="10" Text="Volume"/>
-
-          <TextBlock Grid.Column="2" Grid.Row="0" Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="change"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="high"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="4" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="low"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="6" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="open"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="8" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="settlement"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="10" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold" />
-        </Grid>
-        <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"/>
-        <ComboBox DataContext="{Binding order_properties_vm}" ItemsSource="{Binding time_in_forces}" SelectedItem="{Binding selected_time_in_force}" Margin="2">
-          <ComboBox.ItemTemplate>
-            <DataTemplate>
-                <TextBlock Text="{Binding Converter={StaticResource casing_converter}, ConverterParameter=Upper}" />
-              </DataTemplate>           
-          </ComboBox.ItemTemplate>
-        </ComboBox>
-        <uag:OrderDetailsPopupControl
+          <StackPanel Margin="2,0,5,0">
+            <StackPanel.Resources>
+              <Style TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+                <Setter Property="HorizontalAlignment" Value="Stretch" />
+              </Style>
+            </StackPanel.Resources>
+            <StackPanel x:Name="_slider_stack_panel" Margin="5,5,5,0">
+              <Slider x:Name="_ui_scaler" Value="{Binding zoom_factor}" 
+                      Minimum="{StaticResource MinZoomFactor}"
+                      Maximum="{StaticResource MaxZoomFactor}"
+                      Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
+                      Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            </StackPanel>
+            <Grid Margin="2,4,2,0">
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="6"/>
+                <ColumnDefinition Width="Auto"/>
+              </Grid.ColumnDefinitions>
+              <!-- Day -->
+              <TextBlock Grid.Column="0" Grid.Row="0"
+                     Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="0" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" 
+                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="change"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- High -->
+              <TextBlock Grid.Column="0" Grid.Row="1"
+                     Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="1" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="high"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Low -->
+              <TextBlock Grid.Column="0" Grid.Row="2"
+                     Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="low"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Open -->
+              <TextBlock Grid.Column="0" Grid.Row="3"
+                     Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="3" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="open"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Settle -->
+              <TextBlock Grid.Column="0" Grid.Row="4"
+                     Text="{Binding left_panel_width, Converter={StaticResource SettleTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="4" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="settlement"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Volume -->
+              <TextBlock Grid.Column="0" Grid.Row="5"
+                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="5" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            </Grid>
+            <!-- Account combobox -->
+            <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
+                  ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"
+                  Visibility="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type UserControl}},
+                              Path = DataContext.show_account,
+                              Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            <!-- TIF combobox-->
+            <ComboBox DataContext="{Binding order_properties_vm}" ItemsSource="{Binding time_in_forces}" 
+                  SelectedItem="{Binding selected_time_in_force}" Margin="2"
+                  Visibility="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type UserControl}},
+                              Path = DataContext.show_tif,
+                              Converter={StaticResource BooleanToVisibilityConverter}}">
+              <ComboBox.ItemTemplate>
+                <DataTemplate>
+                  <TextBlock Text="{Binding Converter={StaticResource casing_converter}, ConverterParameter=Upper}" />
+                </DataTemplate>
+              </ComboBox.ItemTemplate>
+            </ComboBox>
+            <!-- Order Type combobox -->
+            <uag:OrderDetailsPopupControl
           DataContext="{Binding order_properties_vm}"
           Margin="2"
           ExpandDirection="Left"
@@ -372,19 +441,25 @@
           IsOpen="{Binding selected_order_type.editable_properties_open, FallbackValue=False}"
           ItemsSource="{Binding order_types}"
           SelectedItem="{Binding selected_order_type}"
+          Visibility="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type UserControl}},
+                      Path = DataContext.show_order_type,
+                      Converter={StaticResource BooleanToVisibilityConverter}}"
         />
-        <Button
+            <!-- Position into qty button -->
+            <Button
           Margin="2"
           Command="{Binding position_click_command}"
           Content="{Binding position, Converter={StaticResource PositionTextConverter}}"
           FontWeight="Bold"
           Foreground="{Binding position, Converter={StaticResource NumericSignBrushConverter}}"
+          Visibility="{Binding show_account_position, Converter={StaticResource BooleanToVisibilityConverter}}"
         >
-          <Button.ToolTip>
-            <TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
-          </Button.ToolTip>
-        </Button>
-        <TextBox
+              <Button.ToolTip>
+                <TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
+              </Button.ToolTip>
+            </Button>
+            <!-- Qty textbox -->
+            <TextBox
           mbts:TextBoxBehavior.InputFilter="{mbts:RegexInputFilter Regex={x:Static Member=Integer, MemberType={mbts:Nested txt:TextUtils.RegexFilters}}}"
           mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
           HorizontalContentAlignment="Right"
@@ -392,42 +467,64 @@
           Text="{Binding size_calculator.value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
           ContextMenu="{x:Null}"
         />
-        <ItemsControl ItemsSource="{Binding size_calculator.buttons}" Focusable="False">
-          <ItemsControl.ItemsPanel>
-            <ItemsPanelTemplate>
-              <UniformGrid Columns="2" Focusable="False"/>
-            </ItemsPanelTemplate>
-          </ItemsControl.ItemsPanel>
-          <ItemsControl.ItemTemplate>
-            <DataTemplate>
-              <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
-            </DataTemplate>
-          </ItemsControl.ItemTemplate>
-        </ItemsControl>
-        <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}">Clear</Button>
-        <!-- reset to defaults after order -->
-        <CheckBox Margin="2" IsChecked="{Binding auto_clear}">Auto Clear</CheckBox>
-      </StackPanel>
-      <Grid Grid.Row="1">
-        <Grid.RowDefinitions>
-          <RowDefinition Height="Auto"/>
-          <RowDefinition/>
-        </Grid.RowDefinitions>
-        <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
-          <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"/>
-          <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"/>
-          <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"/>
-        </StackPanel>
-        <Button Grid.Row="1" HorizontalContentAlignment="Stretch" Command="{Binding settings_command}" Style="{StaticResource SettingsButton}" />
-      </Grid>
-    </Grid>
-    <Border Grid.Column="2" HorizontalAlignment="Stretch">
-      <GridViewHeaderRowPresenter x:Name="_column_headers_presenter" AllowsColumnReorder="False"/>
-    </Border>
-    <spark:LadderGridHost x:Name="_ladder" Grid.Column="2" Grid.Row="1" 
-      Command="{Binding send_order_command}" 
-      Orders="{Binding orders}">
-      <spark:LadderGridHost.Resources>
+            <!-- Qty quick buttons -->
+            <ItemsControl ItemsSource="{Binding size_calculator.buttons}" Focusable="False"
+                      Visibility="{Binding show_size_preset, Converter={StaticResource BooleanToVisibilityConverter}}"
+                      >
+              <ItemsControl.ItemsPanel>
+                <ItemsPanelTemplate>
+                  <UniformGrid Columns="2" Focusable="False"/>
+                </ItemsPanelTemplate>
+              </ItemsControl.ItemsPanel>
+              <ItemsControl.ItemTemplate>
+                <DataTemplate>
+                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
+                </DataTemplate>
+              </ItemsControl.ItemTemplate>
+            </ItemsControl>
+            <!-- Clear button -->
+            <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}"
+                    Visibility="{Binding show_clear, Converter={StaticResource BooleanToVisibilityConverter}}">Clear</Button>
+            <!-- Auto Clear button - reset to defaults after order -->
+            <CheckBox Margin="2" IsChecked="{Binding auto_clear}"
+                  Visibility="{Binding show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
+              Auto Clear
+            </CheckBox>
+            <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
+              <!-- Cancel Buttons -->
+              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
+                  Visibility="{Binding show_cancel_buys, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"
+                  Visibility="{Binding show_cancel_sells, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"
+                  Visibility="{Binding show_cancel_all, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            </StackPanel>
+            <StackPanel Grid.Row="1" Margin="0,17,0,0" VerticalAlignment="Bottom">
+              <!-- Settings Button -->
+              <Button Command="{Binding settings_command}" Style="{StaticResource SettingsButton}"/>
+            </StackPanel>
+          </StackPanel>
+        </Grid>
+      </ScrollViewer>
+      <!-- Ladder Column Headers -->
+      <Border Grid.Column="2" HorizontalAlignment="Stretch">
+        <GridViewHeaderRowPresenter x:Name="_column_headers_presenter" AllowsColumnReorder="False" />
+      </Border>
+      <!-- LadderGridHost -->
+      <spark:LadderGridHost
+        x:Name="_ladder"
+        Grid.Column="2"
+        Grid.Row="1" 
+        Command="{Binding send_order_command}" 
+        Orders="{Binding orders}"
+        orders_column_width="{Binding orders_column_width, Mode=TwoWay}"
+        bid_column_width="{Binding bid_column_width, Mode=TwoWay}"
+        price_column_width="{Binding price_column_width, Mode=TwoWay}"
+        ask_column_width="{Binding ask_column_width, Mode=TwoWay}"
+        LastColumnWidth="{Binding last_column_width, Mode=TwoWay}"
+        VolumeColumnWidth="{Binding volume_column_width, Mode=TwoWay}"
+      >
+        <spark:LadderGridHost.Resources>
         <Style TargetType="controls:Badge">
           <Setter Property="Background" Value="{Binding background}" />
           <Setter Property="BorderBrush" Value="{Binding border}" />
@@ -436,29 +533,12 @@
           <Setter Property="Foreground" Value="{Binding foreground}"/>
           <Setter Property="TextLines" Value="{Binding text_lines}" />
           <Setter Property="Width" Value="{x:Static controls:Badge.DefaultWidth}"/>
-          <Setter Property="ToolTip" Value="{Binding description}" />
           <Setter Property="IsExchangeOrder" Value="{Binding is_exchange_order}" />
           <Setter Property="HasMultipleOrdersAtLevel" Value="{Binding has_multiple_orders_at_same_level}" />
           <Setter Property="IsHedgeOrder" Value="{Binding is_hedge_order}" />
           <Setter Property="ParentAlgoType" Value="{Binding parent_algo_type}" />
           <Setter Property="ParentAlgoTypeBrush" Value="{Binding parent_algo_type_brush}" />
           <Setter Property="Cursor" Value="Hand"/>
-          <Setter Property="ContextMenu">
-            <Setter.Value>
-              <ContextMenu>
-                  <MenuItem Command="{Binding cancel_command}" Header="Cancel">
-                    <MenuItem.Icon>
-                      <Image Source="{StaticResource CancelSelected}" />
-                    </MenuItem.Icon>
-                  </MenuItem>
-                  <MenuItem Command="{Binding detach_command}" Header="Detach">
-                  <MenuItem.Icon>
-                    <Image Source="{StaticResource ModifyOrder}" />
-                  </MenuItem.Icon>
-                </MenuItem>
-                </ContextMenu>
-            </Setter.Value>
-          </Setter>
           <Style.Triggers>
             <Trigger Property="IsMouseOver" Value="True">
               <Setter Property="Background" Value="{Binding hoverbackground}" />
@@ -467,7 +547,7 @@
         </Style>
       </spark:LadderGridHost.Resources>
     </spark:LadderGridHost>
-    <spark:RecenterCountdown Grid.Column="2" Grid.Row="1" Margin="0,0,18,0"
+      <spark:RecenterCountdown Grid.Column="2" Grid.Row="1" Margin="0,0,18,0"
                              VerticalAlignment="Bottom" HorizontalAlignment="Right" 
                              Width="30" Height="30"
                              Mode="Pie" Delay="0:0:10"
@@ -483,14 +563,19 @@
         <Pen Thickness="0" Brush="MediumPurple" />
       </spark:RecenterCountdown.PieStroke>
     </spark:RecenterCountdown>
-                            
-    <Button x:Name="_status" Grid.ColumnSpan="4" Grid.Row="1" VerticalAlignment="Bottom" HorizontalAlignment="Left" Command="{Binding status_click_command}">
-      <Button.Template>
-        <ControlTemplate>
-          <TextBlock Text="{Binding status_message}" Background="{Binding status_background}" Padding="5,0" />
-        </ControlTemplate>
-      </Button.Template>
-    </Button>
-  </Grid>
+      <!-- Since the GridSplitter will share a cell with other elements,
+      we add it in toward the end, but we still want the ladder status
+      message to have the topmost Z order
+      -->
+      <GridSplitter Grid.Column="0" Grid.RowSpan="2" Width="5" />
+      <!-- Ladder Status message -->                        
+      <Button x:Name="_status" Grid.ColumnSpan="4" Grid.Row="1" VerticalAlignment="Bottom" HorizontalAlignment="Left" Command="{Binding status_click_command}">
+        <Button.Template>
+          <ControlTemplate>
+            <TextBlock Text="{Binding status_message}" Background="{Binding status_background}" Padding="5,0" />
+          </ControlTemplate>
+        </Button.Template>
+      </Button>
+    </Grid>
   </AdornerDecorator>
 </UserControl>

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

@@ -3,10 +3,14 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Data;
+using System.Windows.Input;
 
 namespace mbts.spark {
-   public partial class LadderView : UserControl {
+   partial class LadderView : UserControl {
+      readonly double _max_zoom, _min_zoom;
+
       internal LadderView(LadderVM vm) {
          InitializeComponent();
          _column_headers_presenter.Columns = new GridViewColumnCollection();
@@ -15,12 +19,87 @@ namespace mbts.spark {
          this.vm = vm;
          DataContext = vm;
          DataContextChanged += datacontext_changed;
+         if (TryFindResource("MaxZoomFactor") is double found_max) {
+            _max_zoom = found_max;
+         } else {
+            // is there a better way of not specifying the constant twice ?
+            // once in the resource dictionary here and again in the xaml, seems like there has to be a better way
+            _max_zoom = 1.5;
+         }
+         // ditto
+         if (TryFindResource("MinZoomFactor") is double found_min) {
+            _min_zoom = found_min;
+         } else {
+            _min_zoom = 0.5;
+         }
+         _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
+         this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
+         this.PreviewMouseDown += LadderView_PreviewMouseDown;
       }
 
+
+
+      // (Left|Right) CTRL + Wheel to zoom
+      // This is neat b/c the user doesn't even need to have the slider visible to zoom
+      private void LadderView_PreviewMouseWheel(object sender, System.Windows.Input.MouseWheelEventArgs e) {
+         base.OnPreviewMouseWheel(e);
+         if (Keyboard.IsKeyDown(Key.LeftCtrl) || Keyboard.IsKeyDown(Key.RightCtrl)) {
+            var delta = (e.Delta > 0) ? 0.1 : -0.1;
+            var proposed_scaler_value = _ui_scaler.Value + delta;
+            // Here we enforce the same contraints that are on the gui slider regarding min and max
+            if (_min_zoom < proposed_scaler_value && proposed_scaler_value < _max_zoom) {
+               _ui_scaler.Value = proposed_scaler_value;
+            }
+         }
+      }
+
+      // (Left|Right) CTRL + Wheel Click to reset
+      private void LadderView_PreviewMouseDown(object sender, MouseButtonEventArgs e) {
+         base.OnPreviewMouseDown(e);
+         if (Keyboard.IsKeyDown(Key.LeftCtrl) || Keyboard.IsKeyDown(Key.RightCtrl)) {
+            if (e.MiddleButton == MouseButtonState.Pressed) {
+               _ui_scaler_MouseDoubleClick(_ui_scaler, e);
+            }
+         }
+      }
+
+      // Double click on scaler itself to reset
+      private void _ui_scaler_MouseDoubleClick(object sender, System.Windows.Input.MouseButtonEventArgs e) {
+         if (sender is Slider _the_slider) {
+            _the_slider.Value = 1.0;
+         }
+      }
+
+
       private void datacontext_changed(object sender, DependencyPropertyChangedEventArgs e) {
          this.vm = DataContext as LadderVM;
       }
 
+      // I found this on StackOverflow (and the XAML) and thought it was a neat
+      // way of enforcing a MinWidth on the columns. This is so that the columns
+      // cannot be resized to nothing with the mouse.
+      private void Thumb_DragDelta(object sender, System.Windows.Controls.Primitives.DragDeltaEventArgs e) {
+         if (sender != null) {
+            DependencyObject parent = sender as DependencyObject;
+            if (parent != null) {
+               try {
+                  do {
+                     parent = System.Windows.Media.VisualTreeHelper.GetParent(parent as DependencyObject);
+                  } while (parent.GetType() != typeof(Canvas));
+
+                  Canvas canvas = parent as Canvas;
+                  if (canvas != null) {
+                     if (canvas.ActualWidth + e.HorizontalChange < canvas.MinWidth) {
+                        e.Handled = true;
+                     }
+                  }
+               } catch {
+               }
+            }
+         }
+      }
+
+
       internal LadderVM vm { get; private set; }
 
       protected override void OnDragOver(DragEventArgs e) {
@@ -40,31 +119,31 @@ namespace mbts.spark {
             switch (type) {
                case LadderGridHost.ColumnType.Order:
                   header = "Orders";
-                  width_prop = nameof(LadderGridHost.orders_column_width);
+                  width_prop = nameof(LadderVM.orders_column_width);
                   break;
                case LadderGridHost.ColumnType.Bid:
                   header = "Bid";
-                  width_prop = nameof(LadderGridHost.bid_column_width);
+                  width_prop = nameof(LadderVM.bid_column_width);
                   break;
                case LadderGridHost.ColumnType.Price:
                   header = "Price";
-                  width_prop = nameof(LadderGridHost.price_column_width);
+                  width_prop = nameof(LadderVM.price_column_width);
                   break;
                case LadderGridHost.ColumnType.Ask:
                   header = "Ask";
-                  width_prop = nameof(LadderGridHost.ask_column_width);
+                  width_prop = nameof(LadderVM.ask_column_width);
                   break;
                case LadderGridHost.ColumnType.Volume:
                   header = "Volume";
-                  width_prop = nameof(LadderGridHost.VolumeColumnWidth);
+                  width_prop = nameof(LadderVM.volume_column_width);
                   break;
                case LadderGridHost.ColumnType.Last:
                   header = "Last";
-                  width_prop = nameof(LadderGridHost.LastColumnWidth);
+                  width_prop = nameof(LadderVM.last_column_width);
                   break;
                default: throw ExceptionBuilder.Argument.unexpected_case(type, nameof(type));
             }
-            return _create(host, header, width_prop);
+            return _create(host, header, $"DataContext.{width_prop}");
          }
 
          static GridViewColumn _create(LadderGridHost host, string header, string width_prop) {
@@ -77,5 +156,6 @@ namespace mbts.spark {
             return gvc;
          }
       }
+
    }
 }

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

@@ -28,31 +28,10 @@ namespace mbts.spark {
       static readonly int sod_hh = (int)config.Configuration.get<bts.config.SODTime>().sod_hh;
       static readonly int sod_mm = (int)config.Configuration.get<bts.config.SODTime>().sod_mm;
       static readonly TimeZoneInfo central_tzi = TimeZoneInfo.FindSystemTimeZoneById(cst_id);
-      static readonly DateTime _start_of_trading_day_utc;
-      static readonly DateTime _adjusted_central_sod;
-
-
-      static readonly DateTime unadjusted_central_sod = TimeZoneInfo.ConvertTimeFromUtc(
-         DateTime.UtcNow.Date.Add(new TimeSpan(sod_hh, sod_mm, 0)),
-         central_tzi
-         );
 
       static MarketSchedule() {
          var cme_schedule = config.Configuration.get<bts.md.CMETradingSchedule>();
          _cme_gen_open_hrs = cme_schedule?.gen_open_hour ?? 8.5;
-
-         _adjusted_central_sod = !central_tzi.IsDaylightSavingTime(unadjusted_central_sod) ? unadjusted_central_sod.AddHours(1) : unadjusted_central_sod;
-
-         // Note that this isn't the acutal start of the trading day
-         // but it's close enough for pnl purposes.
-         // In reality, instruments have different schedules
-
-         // if now is less than the current sod, then we me move the sod back a day to account for the trading day start
-         if (_adjusted_central_sod >= TimeZoneInfo.ConvertTime(DateTime.Now, central_tzi)) {
-            _adjusted_central_sod = _adjusted_central_sod.AddDays(-1);
-         }
-         var local_time_zone_sod = TimeZoneInfo.ConvertTime(_adjusted_central_sod, central_tzi, TimeZoneInfo.Local);
-         _start_of_trading_day_utc = local_time_zone_sod.ToUniversalTime();
       }
       // for object initializers
       public MarketSchedule() { }
@@ -73,6 +52,27 @@ namespace mbts.spark {
          return last_open;
       }
 
+      // DateTime? used here b/c we can't set a default parameter with DateTime.Now
+      // since it's not a compile-time constant
+      public static DateTime get_start_of_trading_day(DateTime? target_datetime = null, DateTimeKind dtk = DateTimeKind.Local ) {
+         if (target_datetime == null) target_datetime = DateTime.Now;
+         var dst_adjusted_central_sod = new DateTimeOffset(
+            new DateTime(target_datetime.Value.Date.Add(new TimeSpan(sod_hh, sod_mm, 0)).Ticks, DateTimeKind.Unspecified),
+            central_tzi.BaseUtcOffset
+         );
+
+         // if we're not currently past the start of the trading day, then the start must be yesterday
+         var temp = dst_adjusted_central_sod;
+         if (temp >= TimeZoneInfo.ConvertTime(target_datetime.Value, central_tzi)) {
+            temp = dst_adjusted_central_sod.AddDays(-1);
+         }
+         var local_time_zone_sod = TimeZoneInfo.ConvertTime(temp.DateTime, central_tzi, TimeZoneInfo.Local);
+         if (dtk == DateTimeKind.Utc) {
+            return local_time_zone_sod.ToUniversalTime();
+         } 
+         return local_time_zone_sod;
+      }
+
       public static DateTime get_utctimestamp_as_localtime(string s) {
          return DateTimeOffset.ParseExact(s, "yyyyMMddHHmmssffffff", null, System.Globalization.DateTimeStyles.AssumeUniversal).ToLocalTime().LocalDateTime;
       }

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

@@ -15,7 +15,7 @@ namespace mbts.spark {
    class PnLSummaryRow : ViewModelBase, IEquatable<PnLSummaryRow>, DIYGrid.IRowVM {
       static readonly SignedDataStore<Brush> _brushes;
       readonly PnLDoubleBrushCell _start_pnl, _day_pnl, _total_pnl;
-      readonly PnLPriceCell _pnl_price, _weighted_average_buy, _weighted_average_sell;
+      readonly CellProperty<double> _pnl_price, _weighted_average_buy, _weighted_average_sell;
       (string account, Venue? exchange, string symbol, SecurityImmutable? security, SecurityMD? sec_md, SecurityType? sec_type) key;
       IEnumerable<FillImmutable> _fills;
       double _driver;
@@ -38,9 +38,9 @@ namespace mbts.spark {
          day_short_quantity = day_sell_quant;
          total_net_position = net_pos;
          start_net_position = sod_pos;
-         _pnl_price = new PnLPriceCell(this, nameof(pnl_price));
-         _weighted_average_buy = new PnLPriceCell(this, nameof(weighted_average_buy), wavg_buy);
-         _weighted_average_sell = new PnLPriceCell(this, nameof(weighted_average_sell), wavg_sell);
+         _pnl_price = new CellProperty<double>(this, nameof(pnl_price), price => this.security.spec_or_default().format(price), 0);
+         _weighted_average_buy = new CellProperty<double>(this, nameof(weighted_average_buy), price => this.security.spec_or_default().format(price), wavg_buy);
+         _weighted_average_sell = new CellProperty<double>(this, nameof(weighted_average_sell), price => this.security.spec_or_default().format(price), wavg_sell);
          _fills = fills;
 
          // set the initial pnl and pnl_price when there has been a
@@ -193,19 +193,13 @@ namespace mbts.spark {
       class PnLDoubleBrushCell : CellProperty<double> {
          Brush _background;
 
-         public PnLDoubleBrushCell(PnLSummaryRow owner, string prop) : base(d => double.IsNaN(d) ? string.Empty : d.ToString("N2"), double.NaN) =>
+         public PnLDoubleBrushCell(PnLSummaryRow owner, string prop) : base(owner, prop, d => double.IsNaN(d) ? string.Empty : d.ToString("N2"), double.NaN) =>
             _value_set += _ => {
                _background = null;
-               owner.RaisePropertyChanged(prop);
             };
 
          public Brush background => _background ?? (_background = _brushes.get(value));
       }
 
-      class PnLPriceCell : CellProperty<double> {
-         public PnLPriceCell(PnLSummaryRow owner, string prop, double init = 0)
-            : base(price => owner.security.spec_or_default().format(price), init) =>
-            _value_set += _ => owner.RaisePropertyChanged(prop);
-      }
    }
 }

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

@@ -25,7 +25,6 @@ namespace mbts.spark.utilities {
       static readonly OrderMetadata _default_order_metadata = new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
       static readonly CustomOrderDefinition.CustomOneofCase[]
             // The following standard types are not yet ready for production use:
-            // CustomOrderDefinition.CustomOneofCase.Tick,
             // CustomOrderDefinition.CustomOneofCase.Dynamic,
             _standard_types = new[] {
                CustomOrderDefinition.CustomOneofCase.Market,
@@ -37,6 +36,7 @@ namespace mbts.spark.utilities {
                CustomOrderDefinition.CustomOneofCase.Lean,
                CustomOrderDefinition.CustomOneofCase.Join,
                CustomOrderDefinition.CustomOneofCase.Cover,
+               CustomOrderDefinition.CustomOneofCase.Oco,
                CustomOrderDefinition.CustomOneofCase.Offset,
                CustomOrderDefinition.CustomOneofCase.Top,
                CustomOrderDefinition.CustomOneofCase.Trigger,
@@ -165,7 +165,8 @@ namespace mbts.spark.utilities {
       }
       #endregion
 
-      public OrderDefinition order(SecurityImmutable security) => order(security, _admin_model.get_default_account());
+      public OrderDefinitionImmutable order(SecurityImmutable security) =>
+         new OrderDefinitionImmutable(order(security, _admin_model.get_default_account()));
       public OrderDefinition order(SecurityImmutable security, AccountTuple? account) {
          var rv = new OrderDefinition {
             SecurityKey = security.Id,
@@ -227,6 +228,15 @@ namespace mbts.spark.utilities {
          Child = custom_order(),
          Hedge = custom_order(),
       };
+      public OCOOrderDefinition oco_order() => new OCOOrderDefinition
+      {
+         Child = custom_order(),
+         Other = custom_order(),
+      };
+      public PricerOrderDefinition pricer_order() => new PricerOrderDefinition
+      {
+         Child = custom_order(),         
+      };
       public OffsetOrderDefinition offset_order() => new OffsetOrderDefinition
       {
          Child = custom_order(),
@@ -261,6 +271,8 @@ namespace mbts.spark.utilities {
             case CustomOrderDefinition.CustomOneofCase.Join: rv.Join = join_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Top: rv.Top = top_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Cover: rv.Cover = cover_order(); break;
+            case CustomOrderDefinition.CustomOneofCase.Oco: rv.Oco = oco_order(); break;
+            case CustomOrderDefinition.CustomOneofCase.Pricer: rv.Pricer = pricer_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Offset: rv.Offset = offset_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = trigger_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = spreader_order(); break;
@@ -284,6 +296,8 @@ namespace mbts.spark.utilities {
             case CustomOrderDefinition.CustomOneofCase.Join: return new OrderMetadata { KeyBinding = "J", Color = BTSColors.Orders.join_order };
             case CustomOrderDefinition.CustomOneofCase.Top: return new OrderMetadata { KeyBinding = "D", Color = BTSColors.Orders.top_order };
             case CustomOrderDefinition.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
+            case CustomOrderDefinition.CustomOneofCase.Oco: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.oco_order };
+            case CustomOrderDefinition.CustomOneofCase.Pricer: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.pricer_order };
             case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
             case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
             case CustomOrderDefinition.CustomOneofCase.Spreader: goto default;
@@ -305,6 +319,8 @@ namespace mbts.spark.utilities {
             case OrderState.CustomOneofCase.Join: return new OrderMetadata { KeyBinding = "J", Color = BTSColors.Orders.join_order };
             case OrderState.CustomOneofCase.Top: return new OrderMetadata { KeyBinding = "D", Color = BTSColors.Orders.top_order };
             case OrderState.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
+            case OrderState.CustomOneofCase.Oco: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.oco_order };
+            case OrderState.CustomOneofCase.Pricer: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.pricer_order };
             case OrderState.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
             case OrderState.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
             case OrderState.CustomOneofCase.Spreader: goto default;
@@ -344,6 +360,8 @@ namespace mbts.spark.utilities {
             case nameof(JoinOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Join;
             case nameof(TopOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Top;
             case nameof(CoverOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Cover;
+            case nameof(OCOOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Oco;
+            case nameof(PricerOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Pricer;
             case nameof(OffsetOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Offset;
             case nameof(TriggerOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Trigger;
             case nameof(DynamicOrderDefinition): return CustomOrderDefinition.CustomOneofCase.Dynamic;

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

@@ -17,7 +17,9 @@ namespace mbts.spark {
       readonly DelegateProperty<IEnumerable<DialogSkirtItem>> _left_skirt_items;
       readonly List<IDisposable> _resources = new List<IDisposable>(2); // initialize with 2 capacity bc the only potential disposables are the instance/default vms
 
-      public WindowSettingsDialogVM(IWindowSettingsManager<T> settings_manager, Func<UserSettings, T> get_factory_settings, string settings_file_ext, Func<T, TVM> vm_factory) {
+      public WindowSettingsDialogVM(IWindowSettingsManager<T> settings_manager, Func<UserSettings, T> get_factory_settings, string settings_file_ext, Func<T, TVM> vm_factory, Func<T, T> merge_with_current = null) {
+         if (merge_with_current == null)
+            merge_with_current = s => s;
          // by default, each new window will use their own instance settings
          _use_default = backing(nameof(use_default), settings_manager.instance_settings == null);
          default_vm = vm_factory(settings_manager.default_settings);
@@ -59,15 +61,14 @@ namespace mbts.spark {
             _resources.Add(dispose_dvm);
          // local methods
          void apply() {
+            var result = merge_with_current(instance_vm.get_result());
             if (!use_default) {
-               settings_manager.instance_settings = instance_vm.get_result();
+               settings_manager.instance_settings = result;
             } else {
                settings_manager.instance_settings = null;
-
                // copy the current instance settings and persist
-               var my_default = instance_vm.get_result();
-               if (!my_default.safe_equals(settings_manager.default_settings))
-                  settings_manager.save_default_settings(my_default).ignore();
+               if (!result.safe_equals(settings_manager.default_settings))
+                  settings_manager.save_default_settings(result).ignore();
             }
          }
 

src/client/spark_api/Co2/Co2NativeMethods.cs

@@ -13,14 +13,9 @@ namespace mbts.co2
    {
       internal static unsafe T deserialize<T>(byte* buffer, ulong length) where T : new() {
          var stream = new System.IO.UnmanagedMemoryStream(buffer, (long)length);
-         if (typeof(IMessage).IsAssignableFrom(typeof(T))) {
-            IMessage result = (IMessage)new T();
-            result.MergeFrom(stream);
-            return (T)result;
-         }
-         else {
-            return ProtoBuf.Serializer.Deserialize<T>(stream);
-         }
+         IMessage result = (IMessage)new T();
+         result.MergeFrom(stream);
+         return (T)result;
       }
 
       [DllImport("libspark")]
@@ -81,7 +76,7 @@ namespace mbts.co2
       [DllImport("libspark")]
       internal unsafe static extern IntPtr add_relay_symbol(IntPtr relay, UserSymbol symbol, bts.co2.MDRequest.Types.Flags flags);
       [DllImport("libspark")]
-      internal unsafe static extern IntPtr set_relay_token(IntPtr relay, string user_name);
+      internal unsafe static extern IntPtr set_relay_token(IntPtr relay, byte[] token, long token_size);
 
       [DllImport("libspark")]
       internal unsafe static extern void post_on_scan_security_thread(Action callback);

src/client/spark_api/Co2/Co2RelayControl.cs

@@ -14,17 +14,16 @@ namespace mbts.co2
    {
       MDConsumer _consumer;
       IntPtr _relay;
-      public Co2RelayControl(MDConsumer consumer) {
+      public Co2RelayControl(MDConsumer consumer, uint naggle_ms) {
          _consumer = consumer;
          Log.assert(consumer.native_pointer() != IntPtr.Zero);
-         _relay = 
-            Co2NativeMethods.start_private_relay(consumer.native_pointer(),
-               config.Configuration.get<bts.md.RelayOptions>().naggle_ms);
+         _relay = Co2NativeMethods.start_private_relay(consumer.native_pointer(), naggle_ms);
          Log.assert(_relay != IntPtr.Zero);
       }
 
-      public void set_token(AuthToken token) {
-         Co2NativeMethods.set_relay_token(_relay, token.Token);
+      public void set_token(AuthTokenImmutable token) {
+         var buffer = token.Token.ToByteArray();
+         Co2NativeMethods.set_relay_token(_relay, buffer, buffer.LongLength);
       }
 
       public async Task preload_securities(MDRequest.Types.Flags flags=MDRequest.Types.Flags.Security) {