initialize_for_test changes (thanks eric)

Update Lean qty factor shell script
SPARK-2438: Lean Qty test
2019-06-13 14:50:24 -04:00 · 2019-06-13 09:38:11 -04:00 · 2019-06-12 15:41:16 -04:00 · 2019-06-10 12:56:44 -04:00 · 2019-06-10 11:05:59 -04:00 · 2019-06-10 15:02:57 +00:00
916 changed files with 47367 additions and 12081 deletions
@@ -1,82 +1,14 @@
 {
    "version": "0.2.0",
    "configurations": [
-
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-         "name": "Client Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-         "args": [],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-        },
-      {
-         "name": "SDK Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
-         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },        
-      {
-         "name": "Excel Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },          
-      {
-         "name": "Client Tests",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": ["test","test_filter"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },           
-      {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId":"${command:pickProcess}"
-        },
        {
            "name": "SparkVM Launch",
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["run"],
+            "args": [
+                "run"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
@@ -96,24 +28,118 @@
                    "description": "Skip STL",
                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
                    "ignoreFailures": true
+                },
+                {
+                    "description": "LD LIBRARY",
+                    "text": "set env LD_LIBRARY_PATH=.",
+                    "ignoreFailures": false
                }
            ],
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
        },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "test_filter"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
        {
            "name": "Spreader Tests",
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[spreader]"],
+            "args": [
+                "test",
+                "[spreader]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -133,7 +159,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -145,7 +173,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[admin_service]"],
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -165,7 +196,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -177,7 +210,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[limiter]"],
+            "args": [
+                "test",
+                "[limiter]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -197,7 +233,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -208,10 +246,13 @@
            "name": "MD Tests",
            "type": "cppdbg",
            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[md]"],
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
+            "args": [
+                "test",
+                "SingleWriterConcurrentVector"
+            ],
            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
            "externalConsole": true,
            "MIMode": "gdb",
@@ -234,14 +275,16 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
        },
-         {
+        {
            "name": "SparkVM attach",
            "type": "cppdbg",
            "request": "attach",
@@ -249,16 +292,18 @@
            "processId": "${command:pickRemoteProcess}",
            "MIMode": "gdb",
            "pipeTransport": {
-               "pipeCwd": "${workspaceRoot}",
-               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-               "pipeArgs": ["bts@sparkvm"],
-               "debuggerPath": "/usr/bin/gdb"
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
-               "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark/": "${workspaceRoot}"
            }
-         },
-         {
+        },
+        {
            "name": "Python",
            "type": "python",
            "request": "launch",
@@ -268,12 +313,59 @@
            "cwd": "${workspaceRoot}",
            "env": {},
            "envFile": "${workspaceRoot}/.env",
-            "args": [ "DEBUG" ],
+            "args": [
+                "DEBUG"
+            ],
            "debugOptions": [
                "WaitOnAbnormalExit",
                "WaitOnNormalExit",
                "RedirectOutput"
            ]
        },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        },
    ]
 }
@@ -55,6 +55,8 @@ else ()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
    COMMENT "Creating server runtime layout"
@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;/home/ppinto/Dropbox/bts/spark/doc/user/mkdocs.yml;bts-help-theme/404.html;bts-help-theme/base.html;bts-help-theme/content.html;bts-help-theme/css/base.css;bts-help-theme/css/bts.css;bts-help-theme/css/font-awesome.min.css;bts-help-theme/css/highlight.css;bts-help-theme/css/local.css;bts-help-theme/fonts/fontawesome-webfont.eot;bts-help-theme/fonts/glyphicons-halflings-regular.eot;bts-help-theme/img/favicon.ico;bts-help-theme/js/base.js;bts-help-theme/js/bootstrap-3.0.3.min.js;bts-help-theme/js/highlight.pack.js;bts-help-theme/js/jquery-1.10.2.min.js;bts-help-theme/keyboard-modal.html;bts-help-theme/main.html;bts-help-theme/nav-sub.html;bts-help-theme/nav.html;bts-help-theme/search-modal.html;bts-help-theme/toc.html;docs/Help.md;docs/Launcher.md;docs/Logging-In-to-the-System.md;docs/Market.md;docs/My-Windows.md;docs/Settings.md;docs/Spreader.md;docs/Trading.md;docs/images/image1.png;docs/images/image10.png;docs/images/image11.png;docs/images/image12.png;docs/images/image13.png;docs/images/image14.png;docs/images/image15.png;docs/images/image16.png;docs/images/image17.png;docs/images/image18.png;docs/images/image19.png;docs/images/image2.png;docs/images/image20.png;docs/images/image21.png;docs/images/image22.png;docs/images/image23.png;docs/images/image24.png;docs/images/image25.png;docs/images/image26.png;docs/images/image27.png;docs/images/image28.png;docs/images/image29.png;docs/images/image3.png;docs/images/image30.png;docs/images/image31.png;docs/images/image32.png;docs/images/image33.png;docs/images/image34.png;docs/images/image35.png;docs/images/image36.png;docs/images/image37.png;docs/images/image38.png;docs/images/image39.png;docs/images/image4.png;docs/images/image40.png;docs/images/image41.png;docs/images/image42.png;docs/images/image43.png;docs/images/image44.png;docs/images/image45.png;docs/images/image46.png;docs/images/image47.png;docs/images/image48.png;docs/images/image49.png;docs/images/image5.png;docs/images/image50.png;docs/images/image51.png;docs/images/image52.png;docs/images/image53.png;docs/images/image54.png;docs/images/image55.png;docs/images/image56.png;docs/images/image57.png;docs/images/image58.png;docs/images/image59.png;docs/images/image6.png;docs/images/image60.png;docs/images/image61.png;docs/images/image62.png;docs/images/image63.png;docs/images/image64.png;docs/images/image65.png;docs/images/image66.png;docs/images/image67.png;docs/images/image68.png;docs/images/image69.png;docs/images/image7.png;docs/images/image70.png;docs/images/image71.png;docs/images/image72.png;docs/images/image73.png;docs/images/image74.png;docs/images/image76.png;docs/images/image8.png;docs/images/image9.png;docs/index.md;docs/release_notes.md)
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -22,7 +22,7 @@ update_deps_file("${All_Deps}")

 add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/web/docs/index.html
  COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build.sh
-  ARGS ${CMAKE_BINARY_DIR}/web/docs/
+  ARGS ${CMAKE_BINARY_DIR}/web/docs/ ${CMAKE_BINARY_DIR}
  COMMENT "Building Manual UI"
  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
  DEPENDS ${All_Deps})
@@ -1,8 +1,19 @@
 #!/bin/bash
 tmpfile=$(mktemp /tmp/quiet_build_log.XXXX)
-cp -r ../../src/sdk/doc/* ./content/bts_spark_sdk/Server/
-./run_zola.sh build -u '/docs/' -o $1 >$tmpfile 2>&1
-rm ./content/bts_spark_sdk/Server/algos.md
+
+cur_dir=$(pwd)
+temp_path="$2/web_temp"
+zola_path=$(readlink -f "../../externals/linux/bin/zola/zola")
+
+mkdir -p $temp_path
+cp -r ./* $temp_path
+
+cd $temp_path
+$zola_path build -u '/docs/' -o $1 >$tmpfile 2>&1
+
+cd $cur_dir
+rm -r $temp_path
+
 if [ $? -eq 0 ]
 then
    rm $tmpfile
@@ -1,5 +1,5 @@
 # The URL the site will be built for
-base_url = "https://www.bluetradingsystems.com/docs"
+base_url = "https://www.bluetradingsystems.com/documentation"

 title = "BTS Spark Documentation"

@@ -15,4 +15,4 @@ build_search_index = true

 [extra]
 # Put all your custom variables here
-book_numbered_chapters = false
+book_numbered_chapters = false
@@ -0,0 +1,46 @@
+++
+title = "BTS Basic Algos"
+weight = 10
+sort_by = "weight"
+insert_anchor_links = "right"
+++
+
+
+## Lean
+
+The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
+
+##### Parameters
+  * Cross Thresh - size thresh in absolute or ratio terms
+  * Max Chase Ticks - max levels to pay up, in ticks
+
+
+## Join
+The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
+
+##### Parameters
+  * Join Thresh - size thresh in absolute or ratio terms
+
+
+## Top
+
+The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
+
+##### Parameters
+  * Top Thresh - size thresh in absolute or ratio terms
+
+
+## Cover
+A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
+
+##### Parameters
+  * Profit Ticks - ticks above or below fill price to place profit / cover order
+
+
+## OCO
+An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.
+
+Composing this order with Cover simulates scalping functionality
+
+##### Parameters
+  * Stop Ticks - ticks below or above main order to place stop / other order
@@ -25,7 +25,7 @@ insert_anchor_links = "right"
   which will list what version you are running as well as who is
   currently logged in.

-![](image32.png)
+![](about_spark.png)

 ## Activity log
   This is an overall log viewer which will show
@@ -51,7 +51,7 @@ insert_anchor_links = "right"
    securities you have chosen, in this example, it appears like the
    following:

-![](image63.png)
+![](market_view.png)

 -  Once a market view is launched and you are viewing data, you can
    customize the view further by the following:
@@ -88,31 +88,34 @@ insert_anchor_links = "right"

 -  Change securities

-      -  Click on the settings icon ![](image12.png)which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
+      -  Click on the settings icon ![](change_securities.png) which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.

 -  Launch an order ticket
-
-      -  This is done 1 of 2 ways:
-
+      -  This is done 1 of 3 ways:
         -  Single left clicking on either the Bid Qty, Bid Price, Ask Price,
            or Ask Qty which will bring up an order ticket pre-populated with
            either the Bid or Ask price and volume.
         -  Highlighting a single security and clicking on the order ticket
            ![](image23.png) icon
            on the left-hand browser window of the market view
+         -  Highlighting a single security and right clicking bringing up the
+            menu options to launch an order ticket.

 -  Launch a ladder for 1 security
-      -  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.
+    -  This is done 1 of 2 ways:
+          -  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.
+          -  Highlighting a single security and right clicking bringing up the
+             menu options to launch a ladder.

 -  Launching multiple ladders
-
-      -  If you hold down the Ctrl key and select multiple securities, you
-         can then click on the ladder icon
-         ![](image69.png) on
-         the left-hand side to bring up the selected ladders all at
-         once.
+    -  This is done 1 of 2 ways:
+          -  If you hold down the Ctrl key and select multiple securities, you
+             can then click on the ladder icon  on the left hand side to bring
+             up the selected ladders all at once.
+          -  Highlighting multiple securities and right clicking to bring up
+             the menu options to launch a ladder.

 -  Launching a Fills window for 1 or many securities

@@ -158,8 +161,9 @@ insert_anchor_links = "right"
 -  On launching a security browser will appear, allowing you to choose
    the products you would like to view.

-![](image30.png)
+![](time_and_sales.png)

 -  From time and sales, you can launch the same items as the market
    view with the exception of a launching the synthetic window to
-    create a synthetic product
+    create a synthetic product
+-  From the settings icon ![](settings_icon.png) you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
@@ -5,6 +5,7 @@ sort_by = "weight"
 insert_anchor_links = "right"
 +++

+{{ youtube(id="RZU9Wj0cETo") }}

 <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>
@@ -59,7 +59,7 @@ insert_anchor_links = "right"
    functionality to quickly perform various tasks with live orders as
    well as launch other modules.  It appears like the below:

- ![](image4.png)
+    ![](spark_menu_order_book.png)

    -  ![](image48.png)Fills -
        clicking on this will launch a fills window
@@ -79,6 +79,18 @@ insert_anchor_links = "right"
    -  ![](image2.png)Cancel
        all - clicking on this will cancel all working orders you have the
        order book
+    -  ![](recreate_icon.png) Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
+    -  ![](collapse_all_icon.png) Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
+    -  ![](expand_all_icon.png) Expand all - This will expand to show everything inside the order book.
+    -  ![](settings_icon.png) Settings - This launches the settings for the orderbook.
+    -  Furthermore, there is a “floating” or “mini orderbook” feature as well
+       integrated within the ladder itself.
+            - To access this, you need to center click with your mouse wheel over
+              working orders on the ladder.
+            - From here, you can change the price and quantity of any working order
+              within the mini orderbook straight from the window
+            - This looks like below:
+            ![](mini_orderbook.png)

 ## Fills

@@ -89,6 +101,8 @@ insert_anchor_links = "right"
    like
 -  All fill windows are brought up as tabs and can be combined with
    all other windows within BTS
+-  There is also a settings button in the left hand tab which can be
+    launched to customize the fills window

 ## P&amp;L

@@ -104,10 +118,20 @@ insert_anchor_links = "right"
    other windows within BTS
 -  All columns are sortable and either searchable or can be further
    filtered by entering in min and max values.
-  Below is an example P&L window showing a user’s multiple accounts
-    and various positions in each:
+-  There is also a settings button in the left hand tab which can be
+    launched to customize the P&amp;L window
+-  In regards to the PnL specifically, you can choose how you want the
+    PnL calculated based on Last, MidPoint, or Settle price.
+-  This is accomplished on the top bar, which when clicked on, displays
+    the choices for calculation, this appears like below:

-![](image67.png)
+    ![](pnl_calculation.png)
+
+
+-  Below is an example P&L window showing a user’s multiple accounts and
+    various positions in each:
+
+![](pnl_window.png)


 ## Ladder
@@ -125,7 +149,7 @@ insert_anchor_links = "right"
    market with a single click
 -  Below is an example ladder:

-![](image36.png)
+![](ladder.png)

 -  The ladder consists of 2 major parts, the Ladder itself and the
    information and control section on the left-hand side
@@ -213,37 +237,59 @@ insert_anchor_links = "right"
               
      ![](image50.png)

-      -  Lean
-
-         -  This is a specialized algo order which allows the user to
+    -  Lean
+        -  This is a specialized algo order which allows the user to
            essentially watch the opposite-inside market size and cross when
            that size goes below the threshold defined.
-         -  “Crossing” means to take an order working on the bid and 'cross' by
-            buying into the asks.  This is often referred to as “paying up” as
-            well
+        -  “Cross” means to take an order working on the bid and 'cross' by
+            buying into the asks.  This is often referred to as “paying up” as well

-      ![](image22.png?v2)
+            ![](lean_algo_control.png)

-      -  Join
-
-         -  This is a specialized algo order which allows the user to enter an
+    -  Join
+        -  This is a specialized algo order which allows the user to enter an
            order which will watch the opposite-inside market and join when the
            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.  The reverse is true if selling.

-      ![](image41.png)
+            ![](join_algo_control.png)

-      -  Top
-
-         -  This is a specialized algo order which allows the user to
+    -  Top
+        -  This is a specialized algo order which allows the user to
            essentially not trade by themselves
-         -  If the order is on the market (current bid price) and the quantity
+        -  If the order is on the market (current bid price) and the quantity
            on that bid price is below the top threshold defined the order will
            cancel and do nothing else
+            ![](top_algo_control.png)

-![](image26.png)
+    - Offset
+
+        - The goal of the offset order is to send your order X amount of ticks
+            from where you actually place it on the ladder.  This is sometimes
+            known as a "fat finger" safety.
+        ![](offset_algo_control.png)
+
+    - OCO
+
+        - An OCO order creates a relationship between a child order and a 'stop'
+            or 'other' order such that when one of these is cancelled, both cancel,
+            or when one is filled, the other order's size is debited in the amount
+            of the fill. Composing this order with Cover simulates scalping
+            functionality.
+
+            ![](oco_algo_control.png)
+
+    - Cover
+
+        - A Cover order’s purpose is to fire a hedge order (of any algo-type) in response to fills from it’s child order on the opposite side of the market N ticks away.
+
+            ![](cover_algo_control.png)
+
+    - Trigger
+
+        - The Trigger order is exactly as it sounds, where it will trigger an order based on conditions defined.
+        - This order also has exit strategy built in where a user can define when the trigger order can auto-cancel based on time as well as price conditional.
+
+        ![](trigger_algo_control.png)

 -  The middle of the control section is where you can click on
    predefined values to quickly populate the volume at which you wish
@@ -264,20 +310,36 @@ insert_anchor_links = "right"
 -   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
-         ladder
-      -  Cancel Sells, which will cancel all sells currently working on the
-         ladder
-      -  Cancel All, which will cancel all orders on the ladder
-      -  Settings, which will launch the ladder settings window which
-         appears like below
+    - Cancel Buys, which will cancel all buys currently working on the
+        ladder
+    - Cancel Sells, which will cancel all sells currently working on the
+        ladder
+    - Cancel All, which will cancel all orders on the ladder
+    - Settings, which will launch the ladder settings window which
+        appears like below
+    ![](ladder_settings.png)
+        - Fonts and Colors - This is where you can customize the overall main
+            aspects of the ladder.
+        - Market Break Lines - These are where can control the viewing of what
+            has been traded through various shading.
+        - Market Size Display - This is where you can define if you wish
+            to see implieds or not and how exactly you would like to see them.
+        - Volume Display - Where you can choose to show the volume traded at price
+            graph and what details you would like to see.
+        - Size Presets - Here you can define what volume of predefined quick buttons
+            you would like to see or any at all.  You can remove these by clicking on the “X” next to the volume number to remove one or many.
+        - Algo Favorites - Here you can set up which “quick button” or user defined
+            algos to see.  You can customize the amount of columns to be
+            displayed as well.
+        - Left Panel - This is where you can remove predefined information on the
+            left panel to save room and get rid of data that you might not require
+            to see.

-![](image71.png)

 -  The other, main part of the ladder, is the ladder itself as
    displayed below

-![](image65.png)
+![](ladder_main_part.png)

 -  There are 5 main columns

@@ -291,14 +353,10 @@ insert_anchor_links = "right"
         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
+    -  A badge will be displayed within the orders column of the value you have chosen and the quantity filled as displayed below

-      -  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
-      -  A badge will be displayed within the orders column of the value you
-         have chosen and the quantity filled as displayed below
-
-![](image46.png)
+    ![](ladder_badges.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
    desired price
@@ -344,3 +402,44 @@ insert_anchor_links = "right"
 -  Please note you can also launch the required parameters for algo or
    synthetic orders by clicking on the right arrow next to the algo or
    synthetic
+
+
+##  Algo Studio
+
+{{ youtube(id="DHIa5tnifKc") }}
+
+-  The BTS Algo Studio was built for users to experience algo composability
+    never seen before in a professional futures trading system.
+
+- There is no limit for putting both “canned algos” already present in the
+    system as well as user defined algos fed into the system via the API.
+
+- This is all in place in a very user friendly GUI as shown below:
+
+![](algo_studio.png)
+
+
+- There are 3 main areas of the Algo Studio:
+    - Left Pane (from top to bottom)
+        - Add Algo
+        - Clone Algo
+        - Save Algo
+        - Remove Algo
+    - Middle Pane
+        - This is where your customized algo will be displayed in a running list
+    - Right Pane
+        - This is where your complete customization happens of combining various
+            algos together and saving them to fit your exact needs
+        - On the very top are the name and abbreviation boxes
+            - For the name you can simply name the algo whatever you would like
+            - For the abbreviation section (which is optional), you can put in an
+                abbreviated name for the algo which will be displayed on the Algo
+                buttons on the ladder. (Example - Algo name = PROFIT_OCO_LEAN,
+                Abbrev. = POL)
+
+
+
+
+
+
+
@@ -1,6 +0,0 @@
-+++
-title = "Client"
-weight = 1
-sort_by = "weight"
-redirect_to = "bts_spark_sdk/Client/overview/"
-+++
@@ -1,6 +0,0 @@
-+++
-title = "Server"
-weight = 2
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
@@ -1,6 +0,0 @@
-+++
-title = "BTS Spark SDK"
-weight = 2
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
@@ -4,6 +4,161 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.2.0
+### User Visible Changes
+  - Made our orders easier to spot in MBO display
+  - Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
+  - Fixed Net/Absolute radio button in risk admin UI
+  - Fixed double counting of spread legs in limits
+  - Removed expired fills from the system
+  - Improved handling of orders with undiscovered securities
+  - Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
+  - Fixed display of algo studio algo types in order book
+  - Hid net change setting in synthetic ladders 
+  - Fixed a number of problems with filtering on the Fills form
+  - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
+  - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
+## 2.1.4
+### User Visible Changes
+  - Fixed handling of cancel button in security picker
+  
+## 2.1.3
+### User Visible Changes
+  - Fixed a simulator bug in the handling of 0 sized orders 
+
+## 2.2.1
+### User Visible Changes
+  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
+  
+## 2.1.1
+### User Visible Changes
+  - Added PIQ to GLBX Iceberg orders
+  - Corrected handling of stop limit orders
+  
+## 2.1.0
+### User Visible Changes
+  - Added support for the GLBX Iceberg order type
+  - Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
+  - Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
+  - Allowed the LTQ and VAP values to be overlayed on the same ladder column
+  - Added day position information to the ladder
+  - Added PIQ to the mini order book
+  - Fixed a rare bug that could lead to server failure when requesting market data
+  - Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
+ 
+## 2.0.5
+### User Visible Changes
+  - Fixed a bug in the handling of rejected QHO orders
+  - Implemented stricter position limit enforcement
+  - Fixed a bug that could cause server failure when trying to attach to already attached orders
+
+## 2.0.4
+### User Visible Changes
+  - Fixed performance regression in order manager
+  
+### Internal changes
+  - Improved market data diagnostics for bad configurations
+  - Changed market data default buffer size
+  
+## 2.0.3
+### Internal changes
+  - Improved backwards compatibility in UI settings
+
+  
+## 2.0.2
+### User Visible Changes
+  - Middle click the ladder price column to show the orders for that price level 
+  - Middle click the bid or ask column in the ladder no longer sends an order
+
+### Internal changes
+  - Improved market by order performance under heavy load
+  - Fixed a concurrency bug in SIM
+
+## 2.0.0
+### User Visible Changes
+  - Support for attaching and detaching algos to existing orders
+  - Support for display and update of all parameters in running algos
+  - Streamlining of order badge decorations in ladder
+  - New order search/filtering algorithm for order book
+  - Simpler representation of complex algo chains in order book and mini order book
+  - Visual and usability improvements to mini order book
+  - Streamlining of algo parameter dialog in ladder
+  - New spreader queue holder behavior
+  - Visual improvements to the order book
+  - New server side API
+  - Improved admin UI performance
+  - Optimized PIQ rendering
+### Internal changes
+  - Exchange simulator no longer requires daily sequence number reset
+  - Improved MD resilience to corrupted shared memory
+  - Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
+  - Improved settings manager tool output
+  - Added diagnostics in the event MD memory corruption is detected
+  - Added systems tests for join,lean, iceberg and spreader orders
+  - Made exchange order recovery more resilient in the presence of database loss 
+  
+## 1.6.2
+### User Visible Changes
+### Exchange simulator
+  - Exchange simulator now now produce position in queue data
+
+## 1.6.0
+### User Visible Changes
+#### New Features
+  - You can now view your order's position in queue in the ladder
+#### Bug Fixes
+  - Fix a bug in the order popup in the ladder which could lead to a crash.
+
+## 1.5.9
+### User Visible Changes
+  - Fix for stunnel connections on Windows 7
+
+## 1.5.8
+### User Visible Changes
+  - Fixed a bug where it was possible to crash the UI by entering an order through the order ticket if Enter was used to dismiss the dialog.
+  - Fixed a spreader reporting bug which could cause the server to crash if an algo was used to control certain types of synthetics
+  - Improved user message when the UI fails to login
+  - Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
+## 1.5.7
+### User Visible Changes
+  - New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/index.md#algo-studio) and [Spreader](./bts_spark/Spreader/index.md)
+  - Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
+  - Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
+  - Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
+  - Fixed Aggressor coloring and ladder high/low coloring in the SIM execution gateway
+  - Added initial support for ICE market data
+  - In an effort to streamline the PnL report we've made the following changes:
+    - The PnL report will by default filter for Futures contracts only
+    - If you wish to see Spread contracts again you may change Security Type column filter
+    - The PnL report will now only show rows in which there is a position (net and/or day)
+    - The Exchange, Start PnL, Total Net Pos, and Total Net PnL columns are now hidden by default
+    - These columns can be restored by toggling their visibility within the PnL's Settings form
+    - A new Traded Today column has been added to the PnL
+      - Filtering on this column will allow a user to restrict the report to only show today's position
+### Internal changes 
+  - Improved organization of the shell notification architecture 
+  - Added logging to help troubleshoot shell exit hang
+
+## 1.5.6
+### User Visible Changes
+  - Fixed a bug that could cause limits to be erroneously enforced 
+  - Improved algo documentation
+  - Changed how the spreader uses net change
+  - Simplified trigger algo user interface
+### Internal changes 
+  - Defaulted to not recording sim market data
+  - Improved documentation build 
+  - Added additional performance tracing
+  
+## 1.5.5
+  - Fixed Market View 'stale working orders' bug
+
+## 1.5.4
+  - Avoided logging when warming up cache
+
+## 1.5.3
+  - Fixed sounds startup issue 
+
 ## 1.5.2
  - Added better logging to AlgoDefinitionService
  
@@ -54,3 +54,8 @@ img {
  background: #ccc;
  border: 1px solid #aaa;
 }
+
+iframe {
+  width:560px;
+  height:315px;
+}
@@ -1,223 +1,197 @@
-function initToggleMenu() {
-  var $menu = document.querySelector(".menu");
-  var $menuIcon = document.querySelector(".menu-icon");
-  var $page = document.querySelector(".page");
-  $menuIcon.addEventListener("click", function() {
-    $menu.classList.toggle("menu-hidden");
-    $page.classList.toggle("page-without-menu");
-  });
-}
-
-function debounce(func, wait) {
-  var timeout;
-
-  return function () {
-    var context = this;
-    var args = arguments;
-    clearTimeout(timeout);
-
-    timeout = setTimeout(function () {
-      timeout = null;
-      func.apply(context, args);
-    }, wait);
-  };
-}
-
-// Taken from mdbook
-// The strategy is as follows:
-// First, assign a value to each word in the document:
-//  Words that correspond to search terms (stemmer aware): 40
-//  Normal words: 2
-//  First word in a sentence: 8
-// Then use a sliding window with a constant number of words and count the
-// sum of the values of the words within the window. Then use the window that got the
-// maximum sum. If there are multiple maximas, then get the last one.
-// Enclose the terms in <b>.
-function makeTeaser(body, terms) {
-  var TERM_WEIGHT = 40;
-  var NORMAL_WORD_WEIGHT = 2;
-  var FIRST_WORD_WEIGHT = 8;
-  var TEASER_MAX_WORDS = 30;
-
-  var stemmedTerms = terms.map(function (w) {
-    return elasticlunr.stemmer(w.toLowerCase());
-  });
-  var termFound = false;
-  var index = 0;
-  var weighted = []; // contains elements of ["word", weight, index_in_document]
-
-  // split in sentences, then words
-  var sentences = body.toLowerCase().split(". ");
-
-  for (var i in sentences) {
-    var words = sentences[i].split(" ");
-    var value = FIRST_WORD_WEIGHT;
-
-    for (var j in words) {
-      var word = words[j];
-
-      if (word.length > 0) {
-        for (var k in stemmedTerms) {
-          if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
-            value = TERM_WEIGHT;
-            termFound = true;
-          }
-        }
-        weighted.push([word, value, index]);
-        value = NORMAL_WORD_WEIGHT;
-      }
-
-      index += word.length;
-      index += 1;  // ' ' or '.' if last word in sentence
-    }
-
-    index += 1;  // because we split at a two-char boundary '. '
-  }
-
-  if (weighted.length === 0) {
-    return body;
-  }
-
-  var windowWeights = [];
-  var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
-  // We add a window with all the weights first
-  var curSum = 0;
-  for (var i = 0; i < windowSize; i++) {
-    curSum += weighted[i][1];
-  }
-  windowWeights.push(curSum);
-
-  for (var i = 0; i < weighted.length - windowSize; i++) {
-    curSum -= weighted[i][1];
-    curSum += weighted[i + windowSize][1];
-    windowWeights.push(curSum);
-  }
-
-  // If we didn't find the term, just pick the first window
-  var maxSumIndex = 0;
-  if (termFound) {
-    var maxFound = 0;
-    // backwards
-    for (var i = windowWeights.length - 1; i >= 0; i--) {
-      if (windowWeights[i] > maxFound) {
-        maxFound = windowWeights[i];
-        maxSumIndex = i;
-      }
-    }
-  }
-
-  var teaser = [];
-  var startIndex = weighted[maxSumIndex][2];
-  for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
-    var word = weighted[i];
-    if (startIndex < word[2]) {
-      // missing text from index to start of `word`
-      teaser.push(body.substring(startIndex, word[2]));
-      startIndex = word[2];
-    }
-
-    // add <em/> around search terms
-    if (word[1] === TERM_WEIGHT) {
-      teaser.push("<b>");
-    }
-    startIndex = word[2] + word[0].length;
-    teaser.push(body.substring(word[2], startIndex));
-
-    if (word[1] === TERM_WEIGHT) {
-      teaser.push("</b>");
-    }
-  }
-  teaser.push("…");
-  return teaser.join("");
-}
-
-function formatSearchResultItem(item, terms) {
-  var li = document.createElement("li");
-  li.classList.add("search-results__item");
-  li.innerHTML = `<a href="${item.ref}">${item.doc.title}</a>`;
-  li.innerHTML += `<div class="search-results__teaser">${makeTeaser(item.doc.body, terms)}</div>`;
-  return li;
-}
-
-// Go from the book view to the search view
-function toggleSearchMode() {
-  var $bookContent = document.querySelector(".book-content");
-  var $searchContainer = document.querySelector(".search-container");
-  if ($searchContainer.classList.contains("search-container--is-visible")) {
-    $searchContainer.classList.remove("search-container--is-visible");
-    document.body.classList.remove("search-mode");
-    $bookContent.style.display = "block";
-  } else {
-    $searchContainer.classList.add("search-container--is-visible");
-    document.body.classList.add("search-mode");
-    $bookContent.style.display = "none";
-    document.getElementById("search").focus();
-  }
-}
-
-function initSearch() {
-  var $searchInput = document.getElementById("search");
-  if (!$searchInput) {
-    return;
-  }
-  var $searchIcon = document.querySelector(".search-icon");
-  $searchIcon.addEventListener("click", toggleSearchMode);
-
-  var $searchResults = document.querySelector(".search-results");
-  var $searchResultsHeader = document.querySelector(".search-results__header");
-  var $searchResultsItems = document.querySelector(".search-results__items");
-  var MAX_ITEMS = 10;
-
-  var options = {
-    bool: "AND",
-    fields: {
-      title: {boost: 2},
-      body: {boost: 1},
-    }
-  };
-  var currentTerm = "";
-  var index = elasticlunr.Index.load(window.searchIndex);
-
-  $searchInput.addEventListener("keyup", debounce(function() {
-    var term = $searchInput.value.trim();
-    if (term === currentTerm || !index) {
-      return;
-    }
-    $searchResults.style.display = term === "" ? "none" : "block";
-    $searchResultsItems.innerHTML = "";
-    if (term === "") {
-      return;
-    }
-
-    var results = index.search(term, options).filter(function (r) {
-      return r.doc.body !== "";
-    });
-    if (results.length === 0) {
-      $searchResultsHeader.innerText = `No search results for '${term}'.`;
-      return;
-    }
-
-    currentTerm = term;
-      $searchResultsHeader.innerText = `${results.length} search results for '${term}':`;
-    for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
-      if (!results[i].doc.body) {
-        continue;
-      }
-      // var item = document.createElement("li");
-      // item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
-      console.log(results[i]);
-      $searchResultsItems.appendChild(formatSearchResultItem(results[i], term.split(" ")));
-    }
-  }, 150));
-}
-
-if (document.readyState === "complete" ||
-    (document.readyState !== "loading" && !document.documentElement.doScroll)
-) {
-  initToggleMenu();
-} else {
-  document.addEventListener("DOMContentLoaded", function () {
-    initToggleMenu();
-    initSearch();
-  });
-}
+function initToggleMenu() {
+    var $menu = document.querySelector(".menu");
+    var $menuIcon = document.querySelector(".menu-icon");
+    var $page = document.querySelector(".page");
+    $menuIcon.addEventListener("click", function () {
+        $menu.classList.toggle("menu-hidden");
+        $page.classList.toggle("page-without-menu");
+    });
+}
+function debounce(func, wait) {
+    var timeout;
+    return function () {
+        var context = this;
+        var args = arguments;
+        clearTimeout(timeout);
+        timeout = setTimeout(function () {
+            timeout = null;
+            func.apply(context, args);
+        }, wait);
+    };
+}
+// Taken from mdbook
+// The strategy is as follows:
+// First, assign a value to each word in the document:
+//  Words that correspond to search terms (stemmer aware): 40
+//  Normal words: 2
+//  First word in a sentence: 8
+// Then use a sliding window with a constant number of words and count the
+// sum of the values of the words within the window. Then use the window that got the
+// maximum sum. If there are multiple maximas, then get the last one.
+// Enclose the terms in <b>.
+function makeTeaser(body, terms) {
+    var TERM_WEIGHT = 40;
+    var NORMAL_WORD_WEIGHT = 2;
+    var FIRST_WORD_WEIGHT = 8;
+    var TEASER_MAX_WORDS = 30;
+    var stemmedTerms = terms.map(function (w) {
+        return elasticlunr.stemmer(w.toLowerCase());
+    });
+    var termFound = false;
+    var index = 0;
+    var weighted = []; // contains elements of ["word", weight, index_in_document]
+    // split in sentences, then words
+    var sentences = body.toLowerCase().split(". ");
+    for (var i in sentences) {
+        var words = sentences[i].split(" ");
+        var value = FIRST_WORD_WEIGHT;
+        for (var j in words) {
+            var word = words[j];
+            if (word.length > 0) {
+                for (var k in stemmedTerms) {
+                    if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
+                        value = TERM_WEIGHT;
+                        termFound = true;
+                    }
+                }
+                weighted.push([word, value, index]);
+                value = NORMAL_WORD_WEIGHT;
+            }
+            index += word.length;
+            index += 1; // ' ' or '.' if last word in sentence
+        }
+        index += 1; // because we split at a two-char boundary '. '
+    }
+    if (weighted.length === 0) {
+        return body;
+    }
+    var windowWeights = [];
+    var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
+    // We add a window with all the weights first
+    var curSum = 0;
+    for (var i = 0; i < windowSize; i++) {
+        curSum += weighted[i][1];
+    }
+    windowWeights.push(curSum);
+    for (var i = 0; i < weighted.length - windowSize; i++) {
+        curSum -= weighted[i][1];
+        curSum += weighted[i + windowSize][1];
+        windowWeights.push(curSum);
+    }
+    // If we didn't find the term, just pick the first window
+    var maxSumIndex = 0;
+    if (termFound) {
+        var maxFound = 0;
+        // backwards
+        for (var i = windowWeights.length - 1; i >= 0; i--) {
+            if (windowWeights[i] > maxFound) {
+                maxFound = windowWeights[i];
+                maxSumIndex = i;
+            }
+        }
+    }
+    var teaser = [];
+    var startIndex = weighted[maxSumIndex][2];
+    for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
+        var word = weighted[i];
+        if (startIndex < word[2]) {
+            // missing text from index to start of `word`
+            teaser.push(body.substring(startIndex, word[2]));
+            startIndex = word[2];
+        }
+        // add <em/> around search terms
+        if (word[1] === TERM_WEIGHT) {
+            teaser.push("<b>");
+        }
+        startIndex = word[2] + word[0].length;
+        teaser.push(body.substring(word[2], startIndex));
+        if (word[1] === TERM_WEIGHT) {
+            teaser.push("</b>");
+        }
+    }
+    teaser.push("…");
+    return teaser.join("");
+}
+function formatSearchResultItem(item, terms) {
+    var li = document.createElement("li");
+    li.classList.add("search-results__item");
+    li.innerHTML = "<a href=\"" + item.ref + "\">" + item.doc.title + "</a>";
+    li.innerHTML += "<div class=\"search-results__teaser\">" + makeTeaser(item.doc.body, terms) + "</div>";
+    return li;
+}
+// Go from the book view to the search view
+function toggleSearchMode() {
+    var $bookContent = document.querySelector(".book-content");
+    var $searchContainer = document.querySelector(".search-container");
+    if ($searchContainer.classList.contains("search-container--is-visible")) {
+        $searchContainer.classList.remove("search-container--is-visible");
+        document.body.classList.remove("search-mode");
+        $bookContent.style.display = "block";
+    }
+    else {
+        $searchContainer.classList.add("search-container--is-visible");
+        document.body.classList.add("search-mode");
+        $bookContent.style.display = "none";
+        document.getElementById("search").focus();
+    }
+}
+function initSearch() {
+    var $searchInput = document.getElementById("search");
+    if (!$searchInput) {
+        return;
+    }
+    var $searchIcon = document.querySelector(".search-icon");
+    $searchIcon.addEventListener("click", toggleSearchMode);
+    var $searchResults = document.querySelector(".search-results");
+    var $searchResultsHeader = document.querySelector(".search-results__header");
+    var $searchResultsItems = document.querySelector(".search-results__items");
+    var MAX_ITEMS = 10;
+    var options = {
+        bool: "AND",
+        fields: {
+            title: { boost: 2 },
+            body: { boost: 1 }
+        }
+    };
+    var currentTerm = "";
+    var index = elasticlunr.Index.load(window.searchIndex);
+    $searchInput.addEventListener("keyup", debounce(function () {
+        var term = $searchInput.value.trim();
+        if (term === currentTerm || !index) {
+            return;
+        }
+        $searchResults.style.display = term === "" ? "none" : "block";
+        $searchResultsItems.innerHTML = "";
+        if (term === "") {
+            return;
+        }
+        var results = index.search(term, options).filter(function (r) {
+            return r.doc.body !== "";
+        });
+        if (results.length === 0) {
+            $searchResultsHeader.innerText = "No search results for '" + term + "'.";
+            return;
+        }
+        currentTerm = term;
+        $searchResultsHeader.innerText = results.length + " search results for '" + term + "':";
+        for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
+            if (!results[i].doc.body) {
+                continue;
+            }
+            // var item = document.createElement("li");
+            // item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
+            console.log(results[i]);
+            $searchResultsItems.appendChild(formatSearchResultItem(results[i], term.split(" ")));
+        }
+    }, 150));
+}
+if (document.readyState === "complete" ||
+    (document.readyState !== "loading" && !document.documentElement.doScroll)) {
+    initToggleMenu();
+}
+else {
+    document.addEventListener("DOMContentLoaded", function () {
+        initToggleMenu();
+        initSearch();
+    });
+}
@@ -8,5 +8,10 @@ $(document).ready(function() {

    $(".back-button")
        .html("Go Back")
-        .click(_ => window.history.back());
+        .click(function(_) { window.history.back()});
+
+    if(navigator.userAgent.indexOf("Trident") > -1) {
+        console.log(navigator.userAgent);
+        $(".search-icon").css("display", "none");
+    }
 });
@@ -1,3 +1,6 @@
+1.5.7
+- Fixed Aggressor coloring and ladder high/low coloring in SIM
+
 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
@@ -1,4 +1,6 @@
 using System;
+using System.IO;
+using System.Diagnostics;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
@@ -66,18 +68,77 @@ namespace mbts.ui.shell

      protected override void OnExit(ExitEventArgs e)
      {
+         Log.Gen.info("Application.OnExit");
         if (_runtime != null) _runtime.Dispose();
         utils.BTSNativeMethods.finit_spark_lib();
         base.OnExit(e);
         Environment.Exit(0);
      }
+      
+      void start_stunnel(string path, uint job_error)
+      {
+         string config_error; 
+         if (!mbts.config.Configuration.try_initialize(out config_error))
+         {
+            _stunnel_process = Process.Start(path + "bin\\stunnel.exe");         
+            if (_stunnel_process != null)
+            {
+               for (int i = 0; i < 10; i++)
+               {
+                  if (mbts.config.Configuration.try_initialize(out config_error))
+                     break;
+                  System.Threading.Thread.Sleep(500);
+               }
+            }
+            else
+               stunnel_job_error = "Stunnel Job Error code: " + job_error + 
+                                   " could not start stunnel " + (config_error ?? string.Empty);
+         }
+      }
+      
+      void kill_stunnel()
+      {
+         try
+         {
+            Process[] ps = Process.GetProcessesByName("stunnel");
+            ps.ForEach(p => 
+            {  
+               try { p.Kill(); }
+               catch {}
+            });
+         }
+         catch { }         
+      }
+      
+      Process _stunnel_process; 
+      static internal string stunnel_job_error { get; private set;}
+      void init_stunnel(string[] argv)
+      {
+         try
+         {
+            var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
+            if (File.Exists(path + "config\\stunnel.conf"))
+            {
+               uint job_error = BTSUINativeMethods.setup_process_job_object();   
+               //if we can't put this process and stunnel into a job, try to stop stunnel then restart
+               if(job_error != 0)
+                  kill_stunnel();
+               start_stunnel(path, job_error);
+            }
+         }
+         catch(Exception ex)
+         {
+            stunnel_job_error = "Error starting stunnel: " + ex.Message;
+         } 
+      }

      public new int Run() {
         var argv = Environment.GetCommandLineArgs();
-         try {
-            if (argv.Contains("-multiple") ||
-               _mutex == null ||
-               _mutex.WaitOne(TimeSpan.Zero, true)) {
+         try {            
+            if (argv.Contains("-multiple") || _mutex == null || _mutex.WaitOne(TimeSpan.Zero, true)) 
+            {
+               if(_mutex == null || _mutex.WaitOne(TimeSpan.Zero, true))
+                  init_stunnel(argv);
               return base.Run();
            }
            else {
@@ -73,6 +73,7 @@ namespace bts {
            window.Close();
            message.complete(select_result(vm)).execute(_bus);
         };
+         vm.cancel_action = () => window.Close();
         window.move_to_mouse();
         window.Show();
      }
@@ -6,6 +6,7 @@ using bts.api.persistence;
 using bts.api.position;
 using bts.api.synthetic;
 using bts.co2;
+using bts.md;
 using bts.metrics;
 using bts.support;
 using System.ComponentModel.Composition;
@@ -50,6 +51,9 @@ namespace Spark {
      AlgoServiceWrapper _algo_service_wrapper;
      [Export]
      public AlgoServiceWrapper algo_service_wrapper => _algo_service_wrapper ?? (_algo_service_wrapper = new AlgoServiceWrapper(context));
+
+      [Export]
+      public MBOService mbo_service => context.locate<MBOService>();
   }

   class AlgoServiceWrapper {
@@ -22,10 +22,14 @@ namespace mbts.ui {
         AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
         AddFileGeometryKey = nameof(AddFileGeometryKey),
         AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
+         AttachAlgosKey = nameof(AttachAlgosKey),
         CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         DataEditGeometryKey = nameof(DataEditGeometryKey),
+         DetachAlgosKey = nameof(DetachAlgosKey),
         DiskGeometryKey = nameof(DiskGeometryKey),
         DiskFileGeometryKey = nameof(DiskFileGeometryKey),
         DocumentGeometryKey = nameof(DocumentGeometryKey),
+         DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
         DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
         DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
         DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
@@ -35,10 +39,14 @@ namespace mbts.ui {
         EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
         EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
         GearGeometryKey = nameof(GearGeometryKey),
+         LetterAKey = nameof(LetterAKey),
+         LetterDKey = nameof(LetterDKey),
         OrdersGeometryKey = nameof(OrdersGeometryKey),
         PaymentGeometryKey = nameof(PaymentGeometryKey),
         PencilGeometryKey = nameof(PencilGeometryKey),
         PlayGeometryKey = nameof(PlayGeometryKey),
+         ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
+         RubberStampGeometryKey = nameof(RubberStampGeometryKey),
         StarGeometryKey = nameof(StarGeometryKey),
         ToolsGeometryKey = nameof(ToolsGeometryKey),
         TrashGeometryKey = nameof(TrashGeometryKey),
@@ -115,6 +123,7 @@ namespace mbts.ui {
      public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
      public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
      public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
+      public static ImageSource AttachAlgos => create_icon(AttachAlgosKey);
      public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
      public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }

@@ -138,10 +147,13 @@ namespace mbts.ui {
      public static ImageSource ModifyOrder { get { return load_resource_and_freeze("ModifyOrder"); } }
      public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
+      public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
+      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
      public static ImageSource Disk => create_icon(DiskGeometryKey);
      public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
      public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
+      public static ImageSource DocumentAdd => create_icon(DocumentAddGeometryKey);
      public static ImageSource DocumentBroken => create_icon(DocumentBrokenGeometryKey);
      public static ImageSource DocumentCopy => create_icon(DocumentCopyGeometryKey);
      public static ImageSource DocumentEmpty => create_icon(DocumentEmptyGeometryKey);
@@ -158,6 +170,8 @@ namespace mbts.ui {
      public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
+      public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
+      public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
      public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
      public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
      public static ImageSource Star => create_icon(StarGeometryKey);
@@ -186,6 +200,19 @@ namespace mbts.ui {
         return rv;
      }

+      public static ImageSource create_icon_and_rotate(string geometric_path_key, Brush brush = null, Pen pen = null, Transform transform = null, double degrees = 90) {
+         if (brush == null) {
+            brush = Brushes.Black;
+         }
+         var drawing = create_drawing(geometric_path_key, brush, pen, transform);
+         var dg = new DrawingGroup();
+         dg.Children.Add(drawing);
+         dg.Transform = new RotateTransform(degrees);
+         var rv = new DrawingImage(dg);
+         rv.Freeze();
+         return rv;
+      }
+
      public static Drawing create_drawing(string geometric_path_key) =>
         create_drawing(geometric_path_key, Brushes.Black);

@@ -5,6 +5,14 @@
  xmlns:mbts="clr-namespace:mbts.ui"
  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
+
+  <sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">
+    M10.519881,14.945064C11.300896,14.955074,12.079896,15.102078,12.819896,15.386075L10.878893,17.326085C9.6458764,17.201085,8.3688531,17.591071,7.4258485,18.533091L3.5977991,22.360102C1.9327704,24.026093 1.9317786,26.736124 3.5977991,28.402117 5.2638197,30.068108 7.9748359,30.068108 9.6398644,28.402117L13.467914,24.575106C14.410919,23.632109,14.800938,22.355097,14.675937,21.121083L16.615963,19.180096C17.523962,21.546103,17.034943,24.325104,15.126931,26.234108L11.298882,30.061119C8.7138591,32.64612 4.5238051,32.64612 1.9387672,30.062127 -0.64625573,27.477126 -0.64625573,23.287106 1.9387672,20.701098L5.7668166,16.875065C7.077837,15.564055,8.8018727,14.923061,10.519881,14.945064z M19.825993,10.418039L21.580012,12.17305 12.089907,21.665091 10.333873,19.911087z M25.383069,0C27.077088,3.0538786E-08 28.771109,0.64599859 30.063117,1.9390028 32.647133,4.5230274 32.647133,8.7120385 30.062109,11.298047L26.235068,15.125058C24.327055,17.033085,21.547022,17.52207,19.181973,16.614077L21.121998,14.674067C22.356022,14.799068,23.633046,14.409051,24.57605,13.466054L28.403094,9.6400513C30.068121,7.9740295 30.069129,5.2630205 28.403094,3.5980362 26.738064,1.9320143 24.027033,1.9320143 22.362034,3.5980362L18.533986,7.4240398C17.591958,8.3670363,17.201968,9.643042,17.32697,10.877056L15.385937,12.817066C14.478913,10.452035,14.968939,7.6730337,16.875945,5.7660436L20.703019,1.9390028C21.995026,0.64599859,23.689047,3.0538786E-08,25.383069,0z
+  </sys:String>
+  <sys:String x:Key="{x:Static mbts:Icons.DetachAlgosKey}">
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+  </sys:String>
+
  <!--AddBoxes (the icon is free to use if we include this information in our credit section)
    Source: https://www.flaticon.com/authors/gregor-cresnar
    Ttile: Add free icon
@@ -40,6 +48,21 @@
    </sys:String>
  </x:Array>

+  <sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
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+  </sys:String>
+
+  <!--File (the icon is free to use if we include this information in our credit section)
+    Source: https://www.flaticon.com/authors/chanut
+    Ttile: Cancel free icon
+    Credit: Icon made by Chanut from www.flaticon.com-->
+  <sys:String x:Key="{x:Static mbts:Icons.ProhibitedGeometryKey}">
+    M32.759,0C14.696,0,0,14.695,0,32.759s14.695,32.759,32.759,32.759s32.759-14.695,32.759-32.759S50.822,0,32.759,0z
+    M6,32.759C6,18.004,18.004,6,32.759,6c6.648,0,12.734,2.443,17.419,6.472L12.472,50.178C8.443,45.493,6,39.407,6,32.759z
+    M32.759,59.518c-5.948,0-11.447-1.953-15.895-5.248l37.405-37.405c3.295,4.448,5.248,9.947,5.248,15.895
+    C59.518,47.514,47.514,59.518,32.759,59.518z
+  </sys:String>
+
  <!--File (the icon is free to use if we include this information in our credit section)
    Source: https://www.flaticon.com/authors/smashicons
    Ttile: File free icon
@@ -88,6 +111,9 @@
 		s1-0.448,1-1v-5h5c0.552,0,1-0.448,1-1S52.052,46,51.5,46z
  </sys:String>

+  <sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
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+  </sys:String>
  <sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
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@@ -271,6 +297,10 @@
    M0,0L25.194,16 0,32z
  </sys:String>

+  <sys:String x:Key="{x:Static mbts:Icons.RubberStampGeometryKey}">
+    M1.8950181,29.607025L24.423994,29.607025 24.423994,31.103027C24.423994,31.601013,24.025009,32,23.526993,32L2.7920208,32C2.2929976,32,1.8950181,31.601013,1.8950181,31.103027z M0,19.838013L26.218001,19.838013 26.218001,27.813019 0,27.813019z M12.960014,0C16.549,0 19.538988,2.9909973 19.538988,6.57901 19.538988,8.0750122 19.041002,9.3710022 18.243,10.46701L18.043995,10.766022C17.345997,11.863007 16.647999,12.76001 16.647999,12.76001 15.052999,15.651001 15.253011,17.745026 15.253011,17.745026L10.667015,17.745026C10.667015,17.745026 10.866997,15.651001 9.2719967,12.76001 9.2719967,12.76001 8.5739996,11.863007 7.8760016,10.766022L7.6759898,10.46701 7.5769908,10.368011C6.7790176,9.3710022 6.3810074,7.9750061 6.3810074,6.57901 6.3810074,2.9909973 9.2719967,0 12.960014,0z
+  </sys:String>
+
  <!--File (the icon is free to use if we include this information in our credit section)
    Source: https://www.flaticon.com/authors/smashicons
    Ttile: File free icon
@@ -1,7 +1,7 @@
 using bts.api;
 using bts.api.orderman;
+using bts.collections;
 using mbts.co2;
-using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
@@ -137,6 +137,12 @@ namespace mbts.spark {
         public ICommand ask_implied_size_click { get; }
         public ICommand working_asks_click { get; }
         public ICommand default_command { get; }
+         public string market_description {get;}
+         public string cleared_alias { get; }
+         public string product_description { get; }
+         public string hub_alias { get; }
+         public string strip_name{ get; }
+         public string mic_code { get; }

         public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();

@@ -198,13 +204,15 @@ namespace mbts.spark {
            }
         }

-         void _show_order_book(Side side) =>
-            _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
-               new bts.shell.OrderBookWindowFactory.FilterStates {
-                  statuses = new[] { OrderStatus.Working },
-                  sides = new[] { side },
-                  security_criteria = new SecurityCriteria(security)
-               }));
+         void _show_order_book(Side side) {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               statuses = new[] { OrderStatus.Working },
+               sides = new[] { side },
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }

         void _show_order_ticket(MarketViewView.Columns col) {
            var order = _orders_model.factory.order(security);
@@ -1,4 +1,6 @@
 using bts.api;
+using bts.collections;
+using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
@@ -7,7 +9,6 @@ using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Windows.Data;
@@ -22,7 +23,6 @@ namespace mbts.spark {
      readonly OrdersModel _orders_model;
      IWindowSettingsManager<GridSettings> _settings_manager;

-
      public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
         : this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }

@@ -40,7 +40,7 @@ namespace mbts.spark {
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -57,6 +57,13 @@ namespace mbts.spark {
         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
+
+         add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.security.cleared_alias(), nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ProductDescription, "Product Description", r => r.security.product_name(), nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
         //
         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -74,7 +81,7 @@ namespace mbts.spark {
            add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, DefaultSelectionHighlight, h_alignment);

         void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UShortMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
+            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);

         void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null, h_alignment);
@@ -173,6 +180,40 @@ namespace mbts.spark {
            return grid_settings_manager.create();
      }

+      public static IComparer<Row> get_column_comparer(Columns column) {
+         switch (column) {
+            case Columns.Security: return wrap(r => r.security);
+            case Columns.SecurityKey: return wrap(r => r.security.Id);
+            case Columns.Volume: return wrap(r => r.volume);
+            case Columns.Last: return wrap(r => r.last_price);
+            case Columns.LastSize: return wrap(r => r.last_size);
+            case Columns.Position: return wrap(r => r.position);
+            case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
+            case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
+            case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
+            case Columns.BidMergedSize: return wrap(r => r.bid_merged_size);
+            case Columns.Bid: return wrap(r => r.bid_price);
+            case Columns.Ask: return wrap(r => r.ask_price);
+            case Columns.AskMergedSize: return wrap(r => r.ask_merged_size);
+            case Columns.AskDirectSize: return wrap(r => r.ask_direct_size);
+            case Columns.AskImpliedSize: return wrap(r => r.ask_implied_size);
+            case Columns.WorkingAsks: return wrap(r => r.working_ask_volume);
+            case Columns.Settlement: return wrap(r => r.settlement);
+            case Columns.DayChange: return wrap(r => r.day_change);
+            case Columns.SessionLow: return wrap(r => r.session_low);
+            case Columns.SessionHigh: return wrap(r => r.session_high);
+            case Columns.MarketDescription: return wrap(r => r.market_description);
+            case Columns.ClearedAlias: return wrap(r => r.security.cleared_alias());
+            case Columns.ProductDescription: return wrap(r => r.security.product_name());
+            case Columns.HubAlias: return wrap(r => r.security.hub_alias());
+            case Columns.StripName: return wrap(r => r.security.strip_name());
+            case Columns.MicCode: return wrap(r => r.security.mic_code());
+            default: return null;
+         }
+         IComparer<Row> wrap<T>(Func<Row, T> selector) =>
+            Comparer<T>.Default.wrap(selector);
+      }
+
      #region Filters
      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
@@ -194,6 +235,14 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
+      
+      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
+      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
+      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
+      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
+      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
+      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
+      

      public FilterStates get_filter_states() {
         return new FilterStates {
@@ -216,7 +265,13 @@ namespace mbts.spark {
            working_bid_volume = working_bid_volume_filter.get_state(),
            working_ask_volume = working_ask_volume_filter.get_state(),
            volume = volume_filter.get_state(),
-            security_key = security_key_filter.get_state()
+            security_key = security_key_filter.get_state(),
+            market_description = market_description_filter.get_state(),
+            cleared_alias = cleared_alias_filter.get_state(),
+            product_description = product_description_filter.get_state(),
+            hub_alias = hub_alias_filter.get_state(),
+            strip_name = strip_name_filter.get_state(),
+            mic_code = mic_code_filter.get_state(),
         };
      }
      #endregion
@@ -8,7 +8,9 @@ namespace mbts.ui.spark {
   /// Interaction logic for MarketSheetsView.xaml
   /// </summary>
   partial class MarketViewView : UserControl {
-      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey }
+      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
+         MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
+      }

      public MarketViewView() {
         InitializeComponent();
@@ -1,7 +1,9 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -11,12 +13,13 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;

 namespace mbts.spark {
-   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
-      const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
+   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
+      const string _window_type = "MarketView", _window_type_display_name = "Market View";
      readonly OrdersModel _orders_model;
      readonly AllowOnce _init_guard = new AllowOnce("MarketView");
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -25,6 +28,9 @@ namespace mbts.spark {
      MarketViewWindowFactory.StartupData _state;
      IReadOnlyList<SparkCommand> _commands;
      IDisposable _subscriptions;
+      SecurityCriteria
+         _selected_security_criteria_backing,
+         _sorted_selected_security_criteria_backing;

      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -32,6 +38,7 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
      }

      event Action<MarketViewWindowFactory.StartupData> _state_changed;
@@ -42,12 +49,53 @@ namespace mbts.spark {
      public override MarketViewWindowFactory.StartupData SaveState =>
         _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns));

-      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;

-      public string thread_id => _thread_id;
+      public string thread_id { get; }
+
+      SecurityCriteria _selected_security_criteria {
+         get {
+            if (_selected_security_criteria_backing == null) {
+               if (_sorted_selected_security_criteria_backing != null) {
+                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
+               } else if (_vm != null)
+                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+            }
+            return _selected_security_criteria_backing;
+         }
+      }
+      SecurityCriteria _sorted_selected_security_criteria {
+         get {
+            if (_sorted_selected_security_criteria_backing == null) {
+               if (_vm != null) {
+                  var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
+                  var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
+                  foreach (var sc in sorting_criteria) {
+                     if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
+                        if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
+                           var col_comp = MarketViewVM.get_column_comparer(kcol.key);
+                           if (col_comp != null) {
+                              comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
+                           } else {
+                              Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
+                           }
+                        } else {
+                           Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
+                        }
+                     }
+                  }
+                  var comp = comp_builder.to_comparer();
+                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+               }
+            }
+            return _sorted_selected_security_criteria_backing;
+         }
+      }
+
+      bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;

      public void thread_init() {
         _init_guard.check_access();
@@ -55,17 +103,44 @@ namespace mbts.spark {
         var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
         _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new MarketViewView { DataContext = _vm };
+         _view._grid.Sorting += on_grid_sorting;
+         /// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
+         /// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
+         /// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
+         // show time and sales
+         var show_tas_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowTimeAndSalesTag, sc);
+         }, _has_selected_rows);
+         var show_tas_actual_cmd = SparkCommands.ShowTimeAndSales;
+         var show_tas_cmd_wrapper = new SparkCommandCommand(show_tas_actual_cmd.title, show_tas_actual_cmd.icon, show_tas_cmd);
+         // show fills
+         var show_fills_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            _bus.post(SparkTags.ShowFillsTag, new FillsSettings(
+               new FillsFilterStates {
+                  security = sc.is_defined() ? sc : _state.security_criteria
+               }));
+         });
+         var show_fills_actual_cmd = SparkCommands.ShowFills();
+         var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
+         // show synthetic create
+         var show_synth_create_cmd = new DelegateCommand(() => {
+            var sc = _sorted_selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowSyntheticCreateTag, sc);
+         }, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
+         var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
+         var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
+
         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
         _commands = new List<SparkCommand> {
-            SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
-               secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
-                  security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
-               })
-            ),
-            SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.ShowSyntheticCreate.complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
+            SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            show_fills_cmd_wrapper,
+            show_tas_cmd_wrapper,
+            show_synth_create_cmd_wrapper,
            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(() => {
@@ -86,8 +161,27 @@ namespace mbts.spark {
               return dialog;
            }))
         };
-         _subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
+         //
+         _vm.selection_changed += on_selection_changed;
+         _subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
+            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
+            () => {
+               _vm.selection_changed -= on_selection_changed;
+               _view._grid.Sorting -= on_grid_sorting;
+            }
+         };
+
+         void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
+            // invalidate selected security criteria
+            _selected_security_criteria_backing = null;
+            _sorted_selected_security_criteria_backing = null;
+            show_tas_cmd.RaiseCanExecuteChanged();
+            show_fills_cmd.RaiseCanExecuteChanged();
+            show_synth_create_cmd.RaiseCanExecuteChanged();
+         }
+
+         void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
+            _sorted_selected_security_criteria_backing = null;
      }

      public override void Dispose() {
@@ -97,6 +97,12 @@ namespace bts.shell {
            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, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings market_description => new GridColumnSettings(col_id(Columns.MarketDescription), DefaultColumnHeaders.MarketDescription, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings cleared_alias => new GridColumnSettings(col_id(Columns.ClearedAlias), DefaultColumnHeaders.ClearedAlias, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings product_description => new GridColumnSettings(col_id(Columns.ProductDescription), DefaultColumnHeaders.ProductDescription, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings hub_alias => new GridColumnSettings(col_id(Columns.HubAlias), DefaultColumnHeaders.HubAlias, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings strip_name => new GridColumnSettings(col_id(Columns.StripName), DefaultColumnHeaders.StripName, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings mic_code => new GridColumnSettings(col_id(Columns.MicCode), DefaultColumnHeaders.MicCode, is_visible: false, width: DefaultColumnWidths.SecurityKey);



@@ -128,6 +134,12 @@ namespace bts.shell {
                  yield return session_low;
                  yield return session_high;
                  yield return security_key;
+                  yield return market_description;
+                  yield return cleared_alias;
+                  yield return product_description;
+                  yield return hub_alias;
+                  yield return strip_name;
+                  yield return mic_code;
               }
            }

@@ -177,6 +189,18 @@ namespace bts.shell {
         public UIntMinMaxState ask_direct_size;
         [ProtoMember(20)]
         public UIntMinMaxState ask_implied_size;
+         [ProtoMember(21)]
+         public string market_description;
+         [ProtoMember(22)]
+         public string cleared_alias;
+         [ProtoMember(23)]
+         public string product_description;
+         [ProtoMember(24)]
+         public string hub_alias;
+         [ProtoMember(25)]
+         public string strip_name;
+         [ProtoMember(26)]
+         public string mic_code;
      }
   }
 }
@@ -1,7 +1,6 @@
 using bts.api;
 using bts.co2;
 using mbts.co2;
-using mbts.collections.extensions;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -1,22 +1,23 @@
 using bts.api;
 using bts.co2;
+using bts.collections;
+using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
-using System.Linq;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
 using System.Threading.Tasks;
 using System.Windows.Input;
 using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
-using mbts.persist;
-using mbts.ui.settings;
-using System.Reactive.Linq;

 namespace mbts.spark {
   class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.co2;
 using mbts.persist;
@@ -19,7 +20,7 @@ using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;

 namespace mbts.spark {
-   class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
+   class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
      const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
      readonly MDConsumer _consumer;
      readonly TimeAndSalesWindowFactory _factory;
@@ -48,7 +49,7 @@ namespace mbts.spark {
         + SPARK_MENU_COLLAPSED_WIDTH
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-      
+      public string thread_id { get; }
      public override StartupData SaveState => _state = _vm.value.create();

      public override void Dispose() =>
@@ -62,9 +63,9 @@ namespace mbts.spark {
         var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
         var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
         _commands = new SparkCommand[] {
-            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
+            SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),
            SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
@@ -92,8 +93,8 @@ namespace mbts.spark {
         _initialize();

         bool always_true<T>(T _) => true;
-         FillsWindowFactory.StartupData get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
-            new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
+         FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
+            new FillsSettings(new FillsFilterStates {
               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
            });
         void update_criteria(SecurityCriteria c) {
@@ -20,6 +20,8 @@
  <sys:Double x:Key="RowHeight">16</sys:Double>
  <sys:Double x:Key="NegativeRowHeight">-16</sys:Double>
  <sys:Double x:Key="ItemsHostCanBeDisabledCollapsedHeight">15</sys:Double>
+  <sys:Double x:Key="HeaderPanelItemSeparation">6</sys:Double>
+  <Thickness x:Key="Margin.LHeaderPanelItem" Left="{StaticResource HeaderPanelItemSeparation}"/>
  <Thickness
    x:Key="GroupLevelMargin"
    Left="{x:Static usp:ExecutionStrategyEditor.GroupLevelIndent}"
@@ -100,7 +102,7 @@
    </usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
    <usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
      <DataTemplate>
-        <c:TickUpDownDouble Value="{Binding value}" IsEnabled="{Binding enabled}" Increment="{Binding tick_increment, FallbackValue={u:Double 1}}"/>
+        <c:TickUpDownDouble Value="{Binding value}" IsEnabled="{Binding enabled}" Increment="{Binding tick_increment, FallbackValue={u:Double 1}}" FlushTextImmediately="False"/>
      </DataTemplate>
    </usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
    <usp:DataGridParameterCellTemplateConverter.IntTemplate>
@@ -369,16 +371,21 @@
        <Grid>
          <Grid.ColumnDefinitions>
            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="7*"/>
+            <ColumnDefinition Width="*"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="Auto"/>
            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="3*"/>
            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="5*"/>
            <ColumnDefinition Width="Auto"/>
          </Grid.ColumnDefinitions>
          <TextBlock VerticalAlignment="Center" IsEnabled="{TemplateBinding IsNew}">Name</TextBlock>
          <TextBox
-            x:Name="PART_Name_TextBox" Grid.Column="1" Margin="6,0,0,0" HorizontalAlignment="Stretch" IsEnabled="{TemplateBinding IsNew}"
+            x:Name="PART_Name_TextBox"
+            Grid.Column="1"
+            Margin="{StaticResource Margin.LHeaderPanelItem}"
+            MinWidth="80"
+            HorizontalAlignment="Stretch"
+            IsEnabled="{TemplateBinding IsNew}"
            Text="{Binding SyntheticName, Mode=TwoWay, RelativeSource={RelativeSource TemplatedParent}, ValidatesOnDataErrors=True, ValidatesOnNotifyDataErrors=True, NotifyOnValidationError=True}"
          >
            <u:Behavior.BindingUpdateGroups>
@@ -390,18 +397,22 @@
            </u:Behavior.BindingUpdateGroups>
          </TextBox>
          <TextBlock
-            Grid.Column="2" VerticalAlignment="Center" Margin="6,0,0,0" Text="Ticks" IsEnabled="{TemplateBinding IsNew}"
+            Grid.Column="2" VerticalAlignment="Center" Margin="{StaticResource Margin.LHeaderPanelItem}" Text="Ticks" IsEnabled="{TemplateBinding IsNew}"
            Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
          />
          <c:TickFactorsPicker
-            x:Name="PART_TickFactorsPicker" Grid.Column="3" Margin="6,0,0,0" IsEnabled="{TemplateBinding IsNew}" HorizontalAlignment="Stretch"
+            x:Name="PART_TickFactorsPicker" Grid.Column="3" Margin="{StaticResource Margin.LHeaderPanelItem}" IsEnabled="{TemplateBinding IsNew}" HorizontalAlignment="Stretch"
            SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
            Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
          />
-          <TextBlock Grid.Column="4" VerticalAlignment="Center" Margin="6,0,0,0">Pricing</TextBlock>
+          <TextBlock Grid.Column="4" VerticalAlignment="Center" Margin="{StaticResource Margin.LHeaderPanelItem}" IsEnabled="{TemplateBinding IsNew}" >Pricing</TextBlock>
          <ComboBox
-            Grid.Column="5" Margin="6,0,0,0" IsEnabled="False"
-            ItemsSource="{x:Static usp:ExecutionStrategyEditor.PriceCalcItems}" SelectedItem="{Binding PriceCalc, RelativeSource={RelativeSource TemplatedParent}}"
+            Grid.Column="5"
+            Margin="{StaticResource Margin.LHeaderPanelItem}"
+            Width="90"
+            IsEnabled="{TemplateBinding IsNew}"
+            ItemsSource="{x:Static usp:ExecutionStrategyEditor.PriceCalcItems}"
+            SelectedItem="{Binding price_calc}"
          >
            <ComboBox.ItemTemplate>
              <DataTemplate>
@@ -409,7 +420,6 @@
              </DataTemplate>
            </ComboBox.ItemTemplate>
          </ComboBox>
-          <c:HelpButton Grid.Column="6" Margin="3,0,0,0"/>
        </Grid>
        <c:DataGridEx
          x:Name="PART_DataGrid"
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.spark;
 using mbts.spark;
 using mbts.ui.adorners;
@@ -7,7 +8,6 @@ using mbts.ui.utility;
 using mbts.user.settings;
 using mbts.utils;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
@@ -99,7 +99,7 @@ namespace mbts.ui.spark {

      #region PriceCalc
      public static readonly DependencyProperty PriceCalcProperty = DependencyProperty.Register("PriceCalc", typeof(SyntheticContract.Types.PriceCalc), typeof(ExecutionStrategyEditor),
-         new FrameworkPropertyMetadata(SyntheticContract.Types.PriceCalc.Diff, FrameworkPropertyMetadataOptions.BindsTwoWayByDefault));
+         new FrameworkPropertyMetadata(SyntheticContract.Types.PriceCalc.Standard, FrameworkPropertyMetadataOptions.BindsTwoWayByDefault));
      public SyntheticContract.Types.PriceCalc PriceCalc { get => (SyntheticContract.Types.PriceCalc)GetValue(PriceCalcProperty); set => SetValue(PriceCalcProperty, value); }

      public static readonly IEnumerable<SyntheticContract.Types.PriceCalc> PriceCalcItems = EnumHelper.get_values<SyntheticContract.Types.PriceCalc>();
@@ -315,7 +315,6 @@ namespace mbts.ui.spark {
         else if (t == typeof(uint)) return UIntTemplate;
         else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
         else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
-         else if (t == typeof(LegSpreaderParams.Types.LegMarketDataCalculation)) return MarketDataCalculationTemplate;
         else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
         else return null;
      }
@@ -12,6 +12,9 @@
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
      </ResourceDictionary.MergedDictionaries>
+      <Style TargetType="ScrollViewer">
+        <Setter Property="u:ScrollViewerCorrector.FixNestedScrolling" Value="False"/>
+      </Style>
    </ResourceDictionary>
  </Window.Resources>
  <Grid>
@@ -16,7 +16,7 @@ using System.Windows;
 using static bts.shell.SyntheticManagementWindowFactory;

 namespace mbts.spark {
-   class SyntheticManagementWindow : SparkWindow<StartupData>, ISlowWindow {
+   class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
      const string _window_type = "SyntheticManagement";
      SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
      StartupData _state;
@@ -33,8 +33,20 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().synthetic_management ? "SyntheticManagement" : null;
      }

+      public override string window_type => _window_type;
+      public override UIElement Content => _view;
+      public override IEnumerable<SparkCommand> Commands => _commands;
+      public override StartupData SaveState => _state = _vm.value.create();
+      public override double MinWidth => 
+         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+      public string thread_id { get; }
+
      public void thread_init() {
         Log.notnull(_state);

@@ -54,14 +66,15 @@ namespace mbts.spark {
            ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
               current_row_connectable_builder.create(observe_row_strategy),
               rs => rs.HasValue, select_row_strategy_tuple
-            ), SparkCommands.ShowLadder.complete(
+            ), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
-            ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
-                  filters = new OrderBookWindowFactory.FilterStates {
-                     security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
-                  }
-               }
-            ), SparkCommands.window_settings_command(new DialogCommand(() => {
+            ), SparkCommands.ShowOrders.complete(() => {
+               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+               ob_settings.filters = new bts.shell.orderbook.FilterStates {
+                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+               };
+               return ob_settings;
+            }), SparkCommands.window_settings_command(new DialogCommand(() => {
               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager,
                  us => us.synthetic_management_grid,
@@ -101,16 +114,6 @@ namespace mbts.spark {
         else _view.DataContext = _vm.value;
      }

-      public override string window_type => _window_type;
-      public override UIElement Content => _view;
-      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override StartupData SaveState => _state = _vm.value.create();
-      public override double MinWidth => 
-         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
-         + SPARK_MENU_COLLAPSED_WIDTH
-         + LAUNCHER_BUTTON_BORDER_WIDTH
-         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-
      public override void Dispose() {
         Disposable.dispose(ref _vm);
         Commands.OfType<IDisposable>().DisposeAll();
@@ -1,18 +0,0 @@
-using mbts.ui.spark;
-using LegMarketDataCalculation = bts.spark.LegSpreaderParams.Types.LegMarketDataCalculation;
-
-namespace mbts.spark {
-   partial class SyntheticEditorVM {
-      class MarketDataCalculationModel : RowModelBase<LegMarketDataCalculation> {
-         public override string display_name { get; } = "Market Data Calculation";
-         public override string help_text { get; }
-         public override string man_page { get; } = string.Empty;
-
-         public override LegMarketDataCalculation get_value(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.LegMdCalc;
-
-         public override void set_value(LegSpreaderParamsTuple leg_tup, LegMarketDataCalculation value) =>
-            leg_tup.leg_params.LegMdCalc = value;
-      }
-   }
-}
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,12 +1,10 @@
-using mbts.ui.spark;
+using bts.shell;
 using bts.spark;
-using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
-using mbts.collections.extensions;
+using mbts.ui.spark;
 using System.Collections.Generic;
-using bts.shell;
+using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;

-namespace mbts.spark
-{
+namespace mbts.spark {
   partial class SyntheticEditorVM
   {
      class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,5 +1,4 @@
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 using System.Windows;
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -0,0 +1,44 @@
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+using System.Windows;
+
+namespace mbts.spark
+{
+   partial class SyntheticEditorVM
+   {
+      class QuoteQueueHolderModel : RowModelBase<uint>, IHaveFontParams
+      {
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         public QuoteQueueHolderModel() 
+         {            
+         }
+         public override string display_name { get; } = "Queue Holder Length";
+         public override string help_text { get; } = "How many levels of queue to hold";
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote };
+         public FontWeight font_weight => FontWeights.SemiBold;
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.NQueueHolderOrders = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).NQueueHolderOrders;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
+         {
+            _value_store[leg_tup.SecurityKey] = value;
+            leg_tup.leg_params.QuoteParams.NQueueHolderOrders = value ;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) != null;
+
+         QuoteParams _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 0u);
+      }
+   }
+}
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
@@ -26,6 +27,7 @@ namespace mbts.spark {
      readonly PriceMultiplierModel _price_mult_model;
      readonly List<IDisposable> _resources = new List<IDisposable>();
      readonly Property<bool> _has_working_orders, _can_add_leg;
+
      Security _synthetic;
      bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
      TickFactors _tick_factors;
@@ -71,7 +73,7 @@ namespace mbts.spark {
         _has_working_orders = backing(nameof(has_working_orders), false);
         contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
            new SecurityCriteriaClause() {
-               exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
+               exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
            }
         }));
         contract_picker_model.cancel_action = _close_new_leg_popup;
@@ -198,16 +200,17 @@ namespace mbts.spark {

         var post_hedge_opposite_market_based_cross_threshold = new PostHedgeOppositeMarketVolumeBasedCrossThresholdModel();
         var post_hedge_opposite_market_based_cross_cross_ticks = new PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel();
+         var is_quote_model = new IsQuoteModel();
         rows = new IRowModel[] {
            _quantity_model,
            _price_mult_model,
-            new IsQuoteModel(),
+            is_quote_model,
            //new EnableHedgeModel(), //TAHA_SPREADER
            new HedgeRatioModel(),
            //new MinLeanQtyModel(), //TAHA_SPREADER
            //new QuoteHiddenModel(),
+            new QuoteQueueHolderModel(),
            new MarketDataTypeModel(),
-            new MarketDataCalculationModel(),
            new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
            quote_throttle_inside_ticks,
            quote_throttle_outside_ticks,
@@ -291,7 +294,9 @@ namespace mbts.spark {
      public ExecutionStrategyImmutable get_strategy() {
         var mutable_strategy = _strategy.CloneToMutable();
         mutable_strategy.LegParamsMap.Clear();
-         foreach (var lt in leg_tuples) mutable_strategy.LegParamsMap.Add(lt.leg.Security.Id, lt.leg_params);
+         foreach (var lt in leg_tuples) {
+            mutable_strategy.LegParamsMap.Add(lt.leg.Security.Id, lt.leg_params);
+         }
         return new ExecutionStrategyImmutable(mutable_strategy);
      }

@@ -316,9 +321,12 @@ namespace mbts.spark {
         return string.Empty;
      }

-      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
-         synthetic.Synthetic.Legs
-         .Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
+      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) {
+         foreach (var l in synthetic.Synthetic.Legs) {
+            if (strategy.LegParamsMap.TryGetValue(l.Security.Id, out var p))
+               yield return new LegSpreaderParamsTuple(l, p);
+         }
+      }

      void _close_new_leg_popup() {
         is_new_leg_popup_open = false;
@@ -1,10 +1,9 @@
 using bts.api;
-using bts.shell;
+using bts.collections;
 using bts.spark;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
-using mbts.ui.controls;
 using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
@@ -169,12 +168,13 @@ namespace mbts.spark {
         void _show_ladder() =>
            _bus.post(SparkTags.ShowLadderTag, md);

-         void _show_order_book() =>
-            _bus.post(SparkTags.ShowOrderBookTag, new OrderBookWindowFactory.OrderBookStartupData {
-               filters = new OrderBookWindowFactory.FilterStates {
-                  security_criteria = new SecurityCriteria(security)
-               }
-            });
+         void _show_order_book() {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }
      }
   }
 }
@@ -19,8 +19,6 @@
    <ResourceDictionary>
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
      </ResourceDictionary.MergedDictionaries>
      <!--Primitive Constants-->
      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
@@ -559,85 +557,27 @@
              </Grid>
            </RadioButton>
          </Grid>
-          <GroupBox
-            x:Name="content_host"
+          <usp:AlgoEditorView
            Grid.Row="2"
+            DataContext="{Binding content_source}"
            Background="Transparent"
-            BorderBrush="{Binding content_source.algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+            BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
            Margin="0,6,0,0"
            Padding="12,8"
-          >
-            <GroupBox.Style>
-              <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
-                <Setter Property="BorderThickness" Value="1"/>
-                <Setter Property="BorderBrush" Value="Transparent"/>
-                <Style.Triggers>
-                  <Trigger Property="BorderBrush" Value="Transparent">
-                    <Setter Property="BorderThickness" Value="0"/>
-                  </Trigger>
-                  <Trigger Property="usp:AlgoStudioView.IsMouseOverNodeContent" Value="True">
-                    <Setter Property="BorderThickness" Value="2"/>
-                  </Trigger>
-                </Style.Triggers>
-              </Style>
-            </GroupBox.Style>
-            <GroupBox.Header>
-              <ComboBox
-                Grid.Column="3"
-                ToolTipService.ShowOnDisabled="True"
-                SelectedItem="{Binding selected_definition.algo_root}"
-                ItemsSource="{Binding selected_definition.algos_view}"
-                Margin="{StaticResource Margin.LP1}"
-                Width="140"
-              >
-                <ComboBox.Style>
-                  <Style TargetType="ComboBox">
-                    <Style.Triggers>
-                      <DataTrigger Binding="{Binding content_source}" Value="{x:Null}">
-                        <Setter Property="Visibility" Value="Collapsed"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
-                        <Setter Property="IsEnabled" Value="True"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
-                        <Setter Property="IsEnabled" Value="False"/>
-                        <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
-                      </DataTrigger>
-                    </Style.Triggers>
-                  </Style>
-                </ComboBox.Style>
-                <ComboBox.ItemTemplate>
-                  <DataTemplate>
-                    <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
-                  </DataTemplate>
-                </ComboBox.ItemTemplate>
-              </ComboBox>
-            </GroupBox.Header>
-            <ContentControl
-              Grid.IsSharedSizeScope="True"
-              Content="{Binding selected_definition.algo_root}"
-              ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
-              Margin="{StaticResource Margin.TP1}"
-            >
-              <ContentControl.Resources>
-                <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
-              </ContentControl.Resources>
-            </ContentControl>
-          </GroupBox>
-          <c:DialogSkirt Grid.Row="3" Margin="{StaticResource Margin.TP2}" Background="Transparent">
-            <c:DialogSkirt.RightItems>
-              <x:ArrayExtension Type="{x:Type Button}">
-                <Button ToolTipService.ShowOnDisabled="True" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
-                  <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
-                </Button>
-                <Button ToolTipService.ShowOnDisabled="True" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding revert_cmd_tooltip}">
-                  <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
-                </Button>
-              </x:ArrayExtension>
-            </c:DialogSkirt.RightItems>
-          </c:DialogSkirt>
+          />
+          <StackPanel Grid.Row="3" HorizontalAlignment="Right" Orientation="Horizontal">
+            <StackPanel.Margin>
+              <Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="{StaticResource VerticalPush2}" Right="{StaticResource DialogSkirtButtonPadding.Right}" Bottom="{StaticResource DialogSkirtPadding.Bottom}"/>
+            </StackPanel.Margin>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
+              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
+            </Button>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
+              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
+            </Button>
+          </StackPanel>
        </Grid>
      </ScrollViewer>
    </Grid>
  </AdornerDecorator>
-</UserControl>
+</UserControl>
@@ -1,8 +1,6 @@
 using mbts.spark;
 using mbts.ui.converters;
-using mbts.ui.extensions;
 using System;
-using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
 using System.Windows.Input;
@@ -18,26 +16,11 @@ namespace mbts.ui.spark {
      public AlgoStudioView() {
         InitializeComponent();
         DataContextChanged += (s, e) => set_controller();
-         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
-         content_host.MouseEnter += content_host_MouseEnter;
-         content_host.MouseLeave += content_host_MouseLeave;
         set_controller();
         // local methods
         void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
-         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
      }

-      #region IsMouseOverNodeContent 
-      public static readonly DependencyProperty IsMouseOverNodeContentProperty =
-         DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoStudioView), new PropertyMetadata(false));
-
-      public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
-      public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
-      #endregion
-
      public new AlgoStudioVM DataContext {
         get => base.DataContext as AlgoStudioVM;
         set => base.DataContext = value;
@@ -13,7 +13,7 @@ using System.Windows;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;

 namespace mbts.spark {
-   internal class AlgoStudioWindow : SparkWindow<StartupData>, IShellWindow {
+   internal class AlgoStudioWindow : SparkWindow<StartupData>, ISharedWindow {
      public const string
         NAME = "Algo Studio",
         TemplatesEnabledKey = nameof(TemplatesEnabledKey),
@@ -37,7 +37,7 @@ namespace mbts.spark {
         : base(NAME, bus, factory, SparkCommands.ShowAlgoStudio.icon) {
         _model = model;
         _state = state;
-         thread_init();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().algo_studio ? "AlgoStudio" : null;
      }

      public override StartupData SaveState => _state = _vm.create();
@@ -45,12 +45,12 @@ namespace mbts.spark {
      public override string window_type => NAME;
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;
-      public string thread_id => NAME;
      public override double MinWidth =>
         SPARK_MENU_COLLAPSED_WIDTH +
         LAUNCHER_BUTTON_BORDER_WIDTH +
         DEFAULT_CONTENT_WIDTH;
      public override double MinHeight => DEFAULT_CONTENT_HEIGHT;
+      public string thread_id { get; }

      bts.config.AlgoStudioOptions _ui_configuration => _model.algo_model.ui_configuration;