Merged.

RTM: Fix ladder highlighting and aggressor marking in sim

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

.vscode/launch.json

@@ -75,6 +75,7 @@
             "name": "SparkVM Launch",
             "type": "cppdbg",
             "request": "launch",
+            
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": ["run"],
             "stopAtEntry": false,
@@ -96,7 +97,12 @@
                     "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}",
@@ -208,10 +214,10 @@
             "name": "MD Tests",
             "type": "cppdbg",
             "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": ["test", "[md]"],
             "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",

CMakeLists.txt

@@ -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"

doc/user/CMakeDeps.cmake

@@ -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/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/bts_spark_sdk/Client/Overview.md;content/bts_spark_sdk/Client/Threading.md;content/bts_spark_sdk/Client/_index.md;content/bts_spark_sdk/Server/_index.md;content/bts_spark_sdk/_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)

doc/user/CMakeLists.txt

@@ -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})

doc/user/build.sh

@@ -1,8 +1,20 @@
 #!/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
+cp -r ../../src/sdk/doc/* $temp_path/content/bts_spark_sdk/Server/
+
+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

doc/user/config.toml

@@ -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

doc/user/content/bts_spark/Help/index.md

@@ -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

doc/user/content/bts_spark/Market/index.md

@@ -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.

doc/user/content/bts_spark/Spreader/index.md

@@ -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>

doc/user/content/bts_spark/Trading/index.md

@@ -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&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&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)
+
+
+
+
+
+
+

doc/user/content/release_notes/_index.md

@@ -4,6 +4,40 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 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
 

doc/user/sass/book.scss

@@ -54,3 +54,8 @@ img {
   background: #ccc;
   border: 1px solid #aaa;
 }
+
+iframe {
+  width:560px;
+  height:315px;
+}

doc/user/static/book.js

@@ -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();
+    });
+}

doc/user/static/image.js

@@ -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");
+    }
 });

ops_notes.txt

@@ -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

src/client/spark/App.xaml.cs

@@ -66,6 +66,7 @@ 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);

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

@@ -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>();
 

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

@@ -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.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, 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) {
@@ -194,6 +201,14 @@ 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 +231,13 @@ 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

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

@@ -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();

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

@@ -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;
       }
    }
 }

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

@@ -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 +420,7 @@
               </DataTemplate>
             </ComboBox.ItemTemplate>
           </ComboBox>
-          <c:HelpButton Grid.Column="6" Margin="3,0,0,0"/>
+          <c:HelpButton Grid.Column="8" Margin="3,0,0,0" ManPage="bts_spark/spreader/#creating-a-synthetic" />
         </Grid>
         <c:DataGridEx
           x:Name="PART_DataGrid"

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

@@ -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;
       }

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

@@ -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;
-      }
-   }
-}

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

@@ -26,6 +26,7 @@ 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;
@@ -207,7 +208,6 @@ namespace mbts.spark {
             //new MinLeanQtyModel(), //TAHA_SPREADER
             //new QuoteHiddenModel(),
             new MarketDataTypeModel(),
-            new MarketDataCalculationModel(),
             new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
             quote_throttle_inside_ticks,
             quote_throttle_outside_ticks,
@@ -291,7 +291,9 @@ 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);
       }
 

src/client/spark/Modules/Trading/AlgoStudio/Model/AlgoData.cs

@@ -10,7 +10,7 @@ namespace mbts.spark {
       public readonly AlgoKey key;
 
       public AlgoData(CustomOrderDefinitionImmutable value)
-         : this(value, value.CustomCase.display_name(), new AlgoKey(value.CustomCase)) { }
+         : this(value, value.display_name(), OrderDataHelper.get_shallow_factory_key(value)) { }
 
       public AlgoData(CustomOrderDefinitionImmutable value, string name, AlgoKey key) {
          this.value = value;

src/client/spark/Modules/Trading/AlgoStudio/Model/AlgoStructureKey.cs

@@ -72,7 +72,7 @@ namespace mbts.spark {
          _build_structure(definition.CloneToMutable(), ref structure, pos);
 
       static void _build_structure(CustomOrderDefinition algo, ref int[] structure, int pos) {
-         var cad = OrderDataHelper.get_child_algo_data(algo.CustomCase);
+         var cad = OrderDataHelper.get_child_algo_data(algo);
          for (int di = 0; di < cad.Count; di++) {
             if (cad[di].get_child(algo) is CustomOrderDefinition child_algo) { 
                ArrayHelper.ensure_capacity(ref structure, pos + 1);
@@ -87,7 +87,7 @@ namespace mbts.spark {
 
       static void _build_def(int[] structure, ref int pos, ref CustomOrderDefinition algo) {
          for (int i = pos; i < structure.Length; i++) {
-            var cad = OrderDataHelper.get_child_algo_data(algo.CustomCase);
+            var cad = OrderDataHelper.get_child_algo_data(algo);
             for (int di = 0; di < cad.Count; di++) {
                int mask = 1 << (31 - di);
                if ((structure[i] & mask) == mask) {
@@ -95,10 +95,10 @@ namespace mbts.spark {
                   var child_algo = OrderDataHelper.Defaults.CustomOrderDefinition(type);
                   pos++;
                   _build_def(structure, ref pos, ref child_algo);
-                  cad[di].set_child(algo, child_algo);
+                  cad[di].assign_child(algo, child_algo);
                }
             }
          }
       }
    }
-}
+}

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

@@ -6,11 +6,13 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.shell;
 using System;
+using System.Reactive;
 using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Input;
 using System.Windows.Media;
+using System.Reactive.Linq;
 
 namespace mbts.spark {
    partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
@@ -44,6 +46,19 @@ namespace mbts.spark {
          modify_order_price?.TryRaiseCanExecuteChanged();
       }
 
+      //// This takes care of the case where the OB has all rows visible
+      //// and an order is cancelled outside of the OB (say via the ladder).
+      //// Since the OB window Commands only revaluate their CanExecuteChanged
+      //// when the OrderBookVM.selected_order_changes, this emulates the selected
+      //// order changing since the current_row setter invokes the selected_order_changed
+      //// handler
+      public IObservable<OrderSecurityAlgoMeta> subscribe_data() {
+         return Observable.FromEvent<Action, OrderSecurityAlgoMeta>(
+            cb => () => cb(order_tuple), 
+            cb => invalidated += cb, 
+            cb => invalidated -= cb);
+      }
+
       protected override void Dispose(bool disposing) {
          this.invalidated -= OrderBookRowVM_invalidated;
          base.Dispose(disposing);

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

@@ -19,12 +19,11 @@ using System.Windows.Controls;
 using System.Windows.Input;
 using static bts.shell.OrderBookWindowFactory;
 using static mbts.spark.OrderBookView;
-using _GridSettingsManager = 
+using _GridSettingsManager =
    mbts.ui.GridSettingsManager<
-      mbts.spark.OrderBookRowVM, 
-      bts.api.orderman.OrderSecurity, 
-      bts.shell.INotificationServiceDataCache, 
-      mbts.OrderRecordTuplePredicate, 
+      mbts.spark.OrderBookRowVM,
+      bts.api.orderman.OrderSecurity,
+      mbts.OrderRecordTuplePredicate,
       bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;
 
 namespace mbts.spark {
@@ -54,6 +53,7 @@ namespace mbts.spark {
          collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
          expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
          grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, core_columns);
+
          _resources = new List<IDisposable> {
             model.on_order_tuples.OnDispatcher().Subscribe(_row_collection.update),
             grid_settings_manager,
@@ -62,7 +62,12 @@ namespace mbts.spark {
                _row_collection.CollectionChanged -= _row_collection_CollectionChanged;
                Disposable.dispose(_row_collection);
             }),
-            _columns
+            _columns,
+            _current_row.SubscribeHookLatest(
+               r => r.newval.subscribe_data().Subscribe( 
+                  data => selected_order_changed?.Invoke(data.order)
+               )
+            )
          };
          if (settings_manager != null) {
             _resources.Add(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
@@ -105,19 +110,23 @@ namespace mbts.spark {
       }
 
       public void row_selection_changed(SelectionChangedEventArgs e) {
-         if (e.RemovedItems != null) {
-            foreach (var row_vm in e.RemovedItems.Cast<OrderBookRowVM>()) {
-               row_vm.is_selected = false;
+         try {
+            if (e.RemovedItems != null) {
+               foreach (var row_vm in e.RemovedItems.Cast<OrderBookRowVM>()) {
+                  row_vm.is_selected = false;
+               }
             }
-         }
-         if (e.AddedItems != null) { 
-            foreach (var row_vm in e.AddedItems.Cast<OrderBookRowVM>()) {
-               row_vm.is_selected = true;
+            if (e.AddedItems != null) {
+               foreach (var row_vm in e.AddedItems.Cast<OrderBookRowVM>()) {
+                  row_vm.is_selected = true;
+               }
             }
+            RowSelectionHelper.apply_changes(_selected_rows, e);
+            selected_order_changed?.Invoke(current_order);
+         } catch (Exception ex) {
+            // [John]I observed a strange null-reference exception in this callback when the launcher was shutting down (see https://bluetradesys.atlassian.net/browse/SPARK-2089)
+            Log.Ui.error($"[{nameof(OrderBookVM)}] Error handling selection change: {ex}");
          }
-
-         RowSelectionHelper.apply_changes(_selected_rows, e);
-         selected_order_changed?.Invoke(current_order);
       }
 
       public OrderBookStartupData create() {
@@ -227,21 +236,25 @@ namespace mbts.spark {
             col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
          }
          return new _GridSettingsManager(
-            owner_title, bus, notification_service, model, rows, columns,
+            owner_title, bus, model, rows, columns,
+            () => new OrderRecordTuplePredicate(),
             () => {
-               var pvm = PredicateBuilderVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
+               var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
                   OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
                pvm.selected_predicate_type = pvm.predicate_types.FirstOrDefault();
                return pvm;
             },
             col_id => {
-               var pvm = PredicateBuilderVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
+               var pvm = PredicateVMWrapper.create<OrderSecurity, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
                   OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
                pvm.selected_predicate_type = _corresponding_predicate_type(EnumHelper.parse_or_default<Columns>(col_id));
                return pvm;
             },
-            (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_builder, a.cell_animations, a.row_animations, a.sound_notifications))),
-            (notification_service == null) ? null : notification_service.data_cache,
+            (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_data, a.cell_animations, a.row_animations, a.sound_notifications))),
+            p => p.create_predicate(notification_service.data_cache),
+            p => p.create_notification_predicate(notification_service.data_cache),
+            notification_service.link_to_order,
+            notification_service.link_to_order,
             col_settings_flags);
       }
 
@@ -271,4 +284,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

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

@@ -87,17 +87,41 @@ namespace mbts.spark {
 
          _cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
             _model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Buy).Select(o => o.order.Key)),
-            wbids => wbids.Any()
+            wbids => wbids.Any(),
+            () => {
+               var resp = BTSMessageBox.Show(
+                  "Are you sure you want to cancel all working buy orders?",
+                  "Cancel Buy Orders",
+                  BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
+                  MessageBoxImage.Question);
+               return resp == BTSMessageBoxButtons.Yes;
+            }
          );
 
          _cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
             _model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Sell).Select(o => o.order.Key)),
-            wasks => wasks.Any()
+            wasks => wasks.Any(),
+            () => {
+               var resp = BTSMessageBox.Show(
+                  "Are you sure you want to cancel all working sell orders?",
+                  "Cancel Sell Orders",
+                  BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
+                  MessageBoxImage.Question);
+               return resp == BTSMessageBoxButtons.Yes;
+            }
          );
 
          _cancel_all_orders_command = SparkCommands.CancelOrders.complete(
             _model.working_orders.Select(os => os.Select(o => o.Key)),
-            worders => worders.Any()
+            worders => worders.Any(),
+            () => {
+               var resp = BTSMessageBox.Show(
+                  "Are you sure you want to cancel all working orders?",
+                  "Cancel All Orders",
+                  BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No,
+                  MessageBoxImage.Question);
+               return resp == BTSMessageBoxButtons.Yes;
+            }
          );
 
          _cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(

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

@@ -84,17 +84,17 @@ namespace bts.shell {
          static class DefaultColumns {
 
             public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
-            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
+            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: DefaultColumnWidths.Exchange);
             public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
             public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
             public static GridColumnSettings security_type => new GridColumnSettings(col_id(Columns.SecurityType), DefaultColumnHeaders.SecurityType, width: DefaultColumnWidths.SecurityType);
             public static GridColumnSettings start_net_position => new GridColumnSettings(col_id(Columns.StartNetPos), DefaultColumnHeaders.StartNetPos, width: DefaultColumnWidths.Start_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, false, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
 
             public static IEnumerable<SortingCriteria> default_sorting_criterion {
@@ -158,6 +158,8 @@ namespace bts.shell {
          // ProtoMember 13 cannot be used further
          [ProtoMember(14)]
          public SecurityType[] security_types;
+         [ProtoMember(15)]
+         public bool[] has_day_trades;
       }
 
    }

src/client/spark/Notifications/INotificationService.cs

@@ -12,7 +12,6 @@ using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
-using OrderTuple = System.ValueTuple<bts.api.SecurityImmutable?, bts.api.orderman.OrderRecordImmutable>;
 
 namespace bts.shell {
    interface INotificationService {
@@ -20,40 +19,14 @@ namespace bts.shell {
       INotificationServiceDataCache data_cache { get; }
       IDisposable link_to_activity(IPredicate<Activity> predicate, SoundNotification sound);
       IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate);
-      IDisposable link_to_order(IPredicate<OrderTuple> predicate, SoundNotification sound);
-      IDisposable link_to_order(INotificationPredicate<OrderTuple> toast_notification_predicate);
-   }
-
-   static class NotificationServiceExtensions {
-      /// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
-      public static IDisposable link<T>(this INotificationService notification_service, IPredicate<T> predicate, SoundNotification sound) {
-         if (predicate is IPredicate<OrderTuple> orp)
-            return notification_service.link_to_order(orp, sound);
-         if (predicate is IPredicate<OrderSecurity> osp) {
-            // Note: watch out for implicit types as generic type arguments (although OrderSecurity can be implicitly cast to OrderTuple, IPredicate<OrderSecurity> CANNOT be implicitly cast to IPredicate<OrderTuple>)
-            return notification_service.link_to_order(PredicateBuilder.create<OrderTuple>(ot => osp.trigger(new OrderSecurity(ot.Item1, ot.Item2))), sound);
-         }
-         if (predicate is IPredicate<Activity> ap)
-            return notification_service.link_to_activity(ap, sound);
-         Log.Ui.error($"Unable to activate sound-trigger (unrecognized predicate type '{typeof(T)}').");
-         return Disposable.empty;
-      }
-
-      /// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
-      public static IDisposable link<T>(this INotificationService notification_service, INotificationPredicate<T> toast_notification_predicate) {
-         if (toast_notification_predicate is INotificationPredicate<OrderTuple> orp)
-            return notification_service.link_to_order(orp);
-         if (toast_notification_predicate is INotificationPredicate<Activity> ap)
-            return notification_service.link_to_activity(ap);
-         Log.Ui.error($"Unable to activate toast-notification-trigger (unrecognized predicate type '{typeof(T)}').");
-         return Disposable.empty;
-      }
+      IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound);
+      IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate);
    }
 
    [Export(typeof(INotificationService))]
    partial class NotificationService : INotificationService, IDisposable {
       readonly NotificationProcessor<Activity> _activity_notifications;
-      readonly NotificationProcessor<OrderTuple> _order_notifications;
+      readonly NotificationProcessor<OrderSecurity> _order_notifications;
       readonly DataCache _data_cache = new DataCache();
 
       IDisposable _dispose;
@@ -62,7 +35,7 @@ namespace bts.shell {
       public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model) {
          this.notifier = notifier;
          _activity_notifications = new NotificationProcessor<Activity>(notifier);
-         _order_notifications = new NotificationProcessor<OrderTuple>(notifier);
+         _order_notifications = new NotificationProcessor<OrderSecurity>(notifier);
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.LogActivity).Subscribe(_on_activity),
             orders_model.on_orders.Subscribe(_on_orders)
@@ -75,8 +48,8 @@ namespace bts.shell {
 
       public IDisposable link_to_activity(IPredicate<Activity> predicate, SoundNotification sound) => _activity_notifications.link(predicate, sound);
       public IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate) => _activity_notifications.link(toast_notification_predicate);
-      public IDisposable link_to_order(IPredicate<OrderTuple> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
-      public IDisposable link_to_order(INotificationPredicate<OrderTuple> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
+      public IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
+      public IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
       public void Dispose() => Disposable.dispose(ref _dispose);
 
       void _on_activity(Activity activity) =>
@@ -85,7 +58,7 @@ namespace bts.shell {
       void _on_orders(TableUpdate<(SecurityImmutable?,OrderRecordImmutable),uint> update) {
          // must update notification_service_data_cache first, some of the predicate/triggers (esp. ToastNotifications) will use the notification_service_data_cache to lookup order-history
          _data_cache.update(update.as_iincremental());
-         foreach (var o in update.added)
+         foreach (var o in update.added.Concat(update.changed))
             _order_notifications.process_item(o);
       }
 

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -346,7 +346,9 @@ namespace mbts.spark {
          _time_in_force.observe_current(start_immediately);
 
       public IObservable<IAlgoVM> observe_order_type(bool start_immediately = false) =>
-         _selected_algo_template.observe_current(start_immediately).Select(t => t.algo_root);
+          _model.algo_model.templates_enabled() ?
+             _selected_algo_template.observe_current(start_immediately).Select(t => t?.algo_root) :
+             _selected_algo_definition.observe_selected_item(start_immediately).Select(d => d?.algo_root);
 
       public OrderDefinition create(Side side) {
          if (HasErrors)

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

@@ -1,5 +1,8 @@
 using bts.api;
 using bts.api.orderman;
+using bts.utils;
+using Google.Protobuf.Reflection;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -10,6 +13,9 @@ namespace mbts.spark {
    [Export]   
    public class DynamicOrderHelper
    {
+      static readonly IReadOnlyDictionary<DynamicOrderParam.ValueOneofCase, (FieldDescriptor field_descriptor, Type field_type)> _descriptor_case_index =
+         ProtoHelper.get_oneof_descriptor_index<DynamicOrderParam, DynamicOrderParam.ValueOneofCase>(nameof(DynamicOrderParam.ValueCase));
+
       readonly RegisteredDynamicOrderTypes _dynamic_types;
       [ImportingConstructor]
       private DynamicOrderHelper(OrderService order_service)
@@ -28,11 +34,47 @@ namespace mbts.spark {
             foreach(var p in d.ParamDesc)
                dorder.Dynamic.OrderParams.Add( p.ParamName, new DynamicOrderParam() );
             defs.Add(new CustomOrderDefinitionImmutable(dorder));
-            var de = get_descriptor("");
          }
       }
 
       internal DynamicOrderDescriptor get_descriptor(string dynamic_type) =>
-         _dynamic_types.DynamicOrderDesc.FirstOrDefault(d => d.DynamicOrderType == dynamic_type);
+         _dynamic_types.DynamicOrderDesc.FirstOrDefault(d => d.DynamicOrderType == dynamic_type) ?? new DynamicOrderDescriptor();
+
+      internal DynamicOrderDefinition create_def(string dynamic_type) {
+         var desc = get_descriptor(dynamic_type);
+         var def = new DynamicOrderDefinition();
+         foreach (var p in desc.ParamDesc) {
+            if (_is_child_algo_desc(p)) {
+               def.OrderParams[p.ParamName] = new DynamicOrderParam { AsOrderDef = new CustomOrderDefinition() };
+            } else if (_is_value_param_desc(p)) {
+               var value_case = _get_value_case(p.ParamType.Primitive);
+               if (_descriptor_case_index.TryGetValue(value_case, out (FieldDescriptor fd, Type type) tup)) {
+                  var dop = new DynamicOrderParam();
+                  tup.fd.Accessor.SetValue(dop, ConvertUtils.get_default(tup.type));
+                  def.OrderParams[p.ParamName] = dop;
+               }
+            }
+         }
+         return def;
+      }
+
+      static DynamicOrderParam.ValueOneofCase _get_value_case(DynamicOrderPrimitiveDescriptor primitive_descriptor_case) {
+         switch (primitive_descriptor_case) {
+            case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: return DynamicOrderParam.ValueOneofCase.AsBool;
+            case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return DynamicOrderParam.ValueOneofCase.AsBool;
+            case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return DynamicOrderParam.ValueOneofCase.AsInt32;
+            case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return DynamicOrderParam.ValueOneofCase.AsUint32;
+            case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return DynamicOrderParam.ValueOneofCase.AsString;
+            default: throw ExceptionBuilder.Argument.unexpected_case(primitive_descriptor_case, nameof(primitive_descriptor_case));
+         }
+      }
+
+      static bool _is_child_algo_desc(DynamicOrderParamDescriptor desc) =>
+           desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
+           desc.ParamType.Primitive == DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef;
+
+      static bool _is_value_param_desc(DynamicOrderParamDescriptor desc) =>
+         desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ||
+         (desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive && desc.ParamType.Primitive != DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef);
    }
-}
+}

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

@@ -1,28 +1,36 @@
 using bts.api.orderman;
 using mbts.collections;
-using mbts.ui;
-using mbts.ui.shell;
+using mbts.spark.utilities;
 using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.ComponentModel;
-using System.Threading.Tasks;
+using System.Linq;
+using System.Reactive.Linq;
 
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       class DynamicOrderVM : OrderTypeVMBase<DynamicOrderDefinition, DynamicOrderDefinitionImmutable> {
          readonly ObservableKeyedCollection<DynamicOrderParamVM, string> _parameters = new ObservableKeyedCollection<DynamicOrderParamVM, string>(vm => vm.descriptor.ParamName);
          readonly Property<string> _dyn_type;
-         OrdersModel _model;
-         bool _active;
 
          public DynamicOrderVM(AlgoKey key, string dyn_type, string display_name, AlgoEditingPermissions editing_permissions)
             : base(key, display_name, editing_permissions) {
             _dyn_type = add_property(nameof(this.dyn_type), DynamicOrderDefinition.DynamicOrderTypeFieldNumber, dyn_type);
             _parameters = new ObservableKeyedCollection<DynamicOrderParamVM, string>(vm => vm.descriptor.ParamName);
             _resources.AddRange(
-               _dyn_type.Subscribe(_ => _reset_dynamic_types()),
+               _dyn_type.Subscribe(_ => {
+                  _sync_dynamic_params();
+                  sync_selectors();
+               }),
+               ObservableAutoWrapper.connect_item_hooks(_parameters.AsCollection(), pvm => {
+                  add_property(pvm.descriptor.ParamName, mdef => mdef.OrderParams[pvm.descriptor.ParamName] = pvm.param, mdef => {
+                     if (mdef.OrderParams.TryGetValue(pvm.descriptor.ParamName, out DynamicOrderParam p))
+                        pvm.param = p;
+                  });
+                  return Disposable.Create(() => remove_property(pvm.descriptor.ParamName));
+               }),
                ObservableAutoWrapper.connect_item_hooks(_parameters, p => {
                   p.PropertyChanged += on_param_prop_changed;
                   return Disposable.Create(() => p.PropertyChanged -= on_param_prop_changed);
@@ -31,103 +39,26 @@ namespace mbts.spark {
          }
 
          public string dyn_type => _dyn_type.Value;
-         public ObservableCollection<DynamicOrderParamVM> parameters {
-            get {
-               _ensure_init();
-               return _parameters;
+         public ObservableCollection<DynamicOrderParamVM> parameters => _parameters;
+
+         protected override void on_model_internal() =>
+            _sync_dynamic_params();
+
+         protected override IEnumerable<ChildAlgoData> get_selector_datum() =>
+            OrderDataHelper.get_child_algo_data(new CustomOrderDefinition {
+               Dynamic = model?.dynamic_helper?.create_def(dyn_type) ?? new DynamicOrderDefinition()
+            });
+
+         void _sync_dynamic_params() {
+            if (model != null) {
+               var desc = model.dynamic_helper.get_descriptor(dyn_type);
+               _parameters.SyncWithDictionary(desc.ParamDesc.Where(_is_value_param_desc).ToDictionary(p => p.ParamName), DynamicOrderParamVM.create);
             }
          }
 
-         protected override void assign_to_internal(DynamicOrderDefinition dynamic_def) {
-            foreach (var vm in _parameters.Values)
-               dynamic_def.OrderParams[vm.descriptor.ParamName] = vm.param;
-         }
-
-         protected override void load_from_internal(DynamicOrderDefinitionImmutable dyn_defi) {
-            foreach (var p in _parameters) {
-               if (dyn_defi.OrderParams.TryGetValue(p.descriptor.ParamName, out DynamicOrderParam dop)) {
-                  p.param = dop;
-               } else {
-                  p.param.ClearValue();
-               }
-            }
-         }
-
-         protected override async Task on_load_from_async(CustomOrderDefinitionImmutable defi) {
-            await Wait.until_true(() => _model != null, TimeSpan.FromSeconds(60));
-            _ensure_init();
-         }
-
-         void _ensure_init() {
-            if (!_active) {
-               _active = true;
-               // lazy initialization is required to avoid a stack overflow (otherwise, the algo-hierarchy would grow recursively without stopping).
-               _reset_dynamic_types();
-            }
-         }
-         protected override void on_model_internal(OrdersModel model) {
-            _model = model;
-            _reset_dynamic_types();
-         }
-         
-         void _reset_dynamic_types() {
-            if (!_active)
-               return;
-            var value_descs = new Dictionary<string, DynamicOrderParamDescriptor>();
-            var child_descs = new Dictionary<string, DynamicOrderParamDescriptor>();
-            if (_model != null) {
-               var desc = _model.dynamic_helper.get_descriptor(dyn_type);
-               if (desc != null) {
-                  foreach (var p in desc.ParamDesc) {
-                     if (_is_value_param_desc(p)) {
-                        value_descs[p.ParamName] = p;
-                     } else if (_is_child_algo_desc(p)) {
-                        child_descs[p.ParamName] = p;
-                     }
-                  }
-               }
-            }
-            _parameters.SyncWithDictionary(value_descs, DynamicOrderParamVM.create);
-            using (reset_selectors()) {
-               foreach (var kv in child_descs) {
-                  add_selector(kv.Key, get_child, set_child);
-                  // local methods
-                  CustomOrderDefinitionImmutable? get_child(DynamicOrderDefinitionImmutable dyn_defi) {
-                     if (dyn_defi.OrderParams.TryGetValue(kv.Key, out DynamicOrderParam p) && p.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
-                        return new CustomOrderDefinitionImmutable(p.AsOrderDef);
-                     return null;
-                  }
-                  void set_child(DynamicOrderDefinition dyn_def, CustomOrderDefinition child) =>
-                     dyn_def.OrderParams[kv.Key] = new DynamicOrderParam { AsOrderDef = child };
-               }
-            }
-         }
-
-         static bool _is_child_algo_desc(DynamicOrderParamDescriptor desc) =>
-            desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
-            desc.ParamType.Primitive == DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef;
-
          static bool _is_value_param_desc(DynamicOrderParamDescriptor desc) =>
             desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ||
             (desc.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive && desc.ParamType.Primitive != DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef);
-
-         public class SelectorVM : ViewModelBase {
-            readonly IAlgoSelector _selector;
-
-            public SelectorVM(IAlgoSelector selector) {
-               _selector = selector;
-               _selector.selected_algo_changed += _on_selected_algo_changed;
-            }
-
-            public IAlgoVM selected_algo { get => _selector.selected_algo; set => _selector.selected_algo = value; }
-            public ObservableCollection<IAlgoVM> algos => _selector.algos;
-
-            public void Dispose() =>
-               _selector.selected_algo_changed -= _on_selected_algo_changed;
-
-            void _on_selected_algo_changed(IAlgoVM oldval, IAlgoVM newval) =>
-               RaisePropertyChanged(nameof(selected_algo));
-         }
       }
    }
 }

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

@@ -113,11 +113,12 @@ namespace mbts.spark {
          readonly IDictionary<string, object> _children_vm = new ExpandoObject();
          protected CompositeDisposable _resources = new CompositeDisposable();
 
-         readonly List<(Action<TMutable> assign, Action<TMutable> load)> _auto_props = new List<(Action<TMutable> assign, Action<TMutable> load)>();
+         readonly ObservableKeyedCollection<(string name, Action<TMutable> assign, Action<TMutable> load), string> _auto_props = new ObservableKeyedCollection<(string name, Action<TMutable> assign, Action<TMutable> load), string>(t => t.name);
          readonly ObservableKeyedCollection<AlgoSelectorData, string> _child_algo_selector_data = new ObservableKeyedCollection<AlgoSelectorData, string>(sd => sd.prop_name);
          readonly ObservableAutoWrapper<IAlgoSelector, AlgoSelectorData> _child_algo_selectors;
          readonly Property<bool> _is_expanded, _can_save_values, _can_save_structure;
          readonly DeferrableActionWrapper _def_change_notifier;
+         IDisposable _pending_load;
 
          protected OrderTypeVMBase(AlgoKey id, string display_name, AlgoEditingPermissions editing_permissions) {
             this.id = id;
@@ -127,9 +128,7 @@ namespace mbts.spark {
             _can_save_values = backing(nameof(can_save_values), true);
             _can_save_structure = backing(nameof(can_save_structure), true);
             _is_expanded = backing<bool>(nameof(is_expanded));
-            foreach (var c in OrderDataHelper.get_child_algo_data(order_type)) {
-               _children_vm[c.name] = add_selector(c.name, c.descriptor);
-            }
+            meta = OrderDataHelper.get_metadata(order_type);
             _def_change_notifier = new DeferrableActionWrapper(() => definition_changed?.Invoke());
             PropertyChanged += (s, e) => {
                switch (e.PropertyName) {
@@ -170,39 +169,41 @@ namespace mbts.spark {
             }, true));
          }
 
-         public AlgoEditingPermissions editing_permissions { get; private set; }
          public event Action definition_changed;
+         // core
          public AlgoDefi definition => new AlgoDefi(this.created_assigned());
          public AlgoType order_type => OrderDataHelper.get_order_type(new TMutable());
-         public bool is_bts_type => display_name.StartsWith("BTS");
          public AlgoKey id { get; }
+         // display
+         public bool is_bts_type => display_name.StartsWith("BTS");
          public string display_name { get; private set; }
-         public OrderMetadata meta => OrderDataHelper.get_metadata(order_type);
-         public virtual bool can_expand => !meta.NoProps;
-         public virtual bool is_expanded {
-            get => _is_expanded.Value;
-            set => _is_expanded.Value = value;
-         }
+         public OrderMetadata meta { get; }
+         // child algos
          public dynamic children_vm => _children_vm;
          public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
+         // editing permissions
+         public AlgoEditingPermissions editing_permissions { get; private set; }
          public bool can_edit_values => EnumHelper.includes_flag(editing_permissions, AlgoEditingPermissions.AllowEditValues);
          public bool can_edit_structure => EnumHelper.includes_flag(editing_permissions, AlgoEditingPermissions.AllowEditStructure);
          public bool can_save_values => _can_save_values.Value;
          public bool can_save_structure => _can_save_structure.Value;
+         // misc
+         public virtual bool can_expand => !meta.NoProps;
+         public virtual bool is_expanded { get => _is_expanded.Value; set => _is_expanded.Value = value; }
+         // protected (observed props)
          protected OrdersModel model { get; private set; }
          protected SecurityMD? security_md { get; private set; }
          protected SecurityImmutable? security => security_md?.security;
 
          public void assign_to(AlgoDef value) {
             var algo = new TMutable();
-            foreach (var (assign, load) in _auto_props)
+            foreach (var (name, assign, load) in _auto_props)
                assign(algo);
             _descriptor.Accessor.SetValue(value, algo);
             foreach (var sd in _child_algo_selector_data) {
                if (sd.selector.selected_algo != null)
                   sd.set_order(value, sd.selector.selected_algo.created_assigned());
             }
-            assign_to_internal(algo);
          }
 
          public void set_permissions(AlgoEditingPermissions editing_permissions) {
@@ -217,26 +218,23 @@ namespace mbts.spark {
          public void load_from(AlgoDefi value) {
             if (value.CustomCase != order_type)
                return;
-            using (_def_change_notifier.defer_execution()) {
-               foreach (var sd in _child_algo_selector_data) {
-                  var inner_def = sd.get_order(value);
-                  if (inner_def.HasValue) {
-                     if (security.HasValue) {
-                        inner_def = OrderDataHelper.fit_to_type(inner_def.Value, security.Value.ContractCase);
-                        if (!inner_def.HasValue)
-                           continue;
+            var algom = _descriptor.Accessor.GetValue(value.CloneToMutable()) as TMutable ?? new TMutable();
+            Disposable.replace(ref _pending_load,
+               new CompositeDisposable(
+                  ObservableAutoWrapper.connect_item_actions(_child_algo_selector_data.AsCollection(), sd => {
+                     var inner_def = sd.get_order(value);
+                     if (inner_def.HasValue) {
+                        if (security.HasValue) {
+                           inner_def = OrderDataHelper.fit_to_type(inner_def.Value, security.Value.ContractCase);
+                           if (!inner_def.HasValue)
+                              return;
+                        }
+                        var vm = sd.selector.algos.GetOrAdd(OrderDataHelper.get_shallow_factory_key(inner_def.Value), k => create(k, inner_def.Value.display_name(), inner_def.Value.CustomCase));
+                        vm.load_from(inner_def.Value);
+                        sd.selector.selected_algo = vm;
                      }
-                     var vm = sd.selector.algos.GetOrAdd(OrderDataHelper.get_shallow_factory_key(inner_def.Value), k => create(k, inner_def.Value.display_name(), inner_def.Value.CustomCase));
-                     vm.load_from(inner_def.Value);
-                     sd.selector.selected_algo = vm;
-                  }
-               }
-               var algom = _descriptor.Accessor.GetValue(value.CloneToMutable()) as TMutable ?? new TMutable();
-               var algoi = _create_immutable(algom);
-               foreach (var (assign, load) in _auto_props)
-                  load(algom);
-               load_from_internal(algoi);
-            }
+                  }),
+                  ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load(algom))));
          }
 
          public virtual async Task<AlgoDefi?> load_from_async(AlgoDefi defi) {
@@ -254,92 +252,72 @@ namespace mbts.spark {
                   }
                }
                var algom = _descriptor.Accessor.GetValue(defi.CloneToMutable()) as TMutable ?? new TMutable();
-               var algoi = _create_immutable(algom);
-               foreach (var (assign, load) in _auto_props)
+               foreach (var (name, assign, load) in _auto_props)
                   load(algom);
-               load_from_internal(algoi);
                return defi;
             }
          }
 
          protected virtual Task on_load_from_async(AlgoDefi defi) => Task.CompletedTask;
-         protected virtual void assign_to_internal(TMutable value) { }
-         protected virtual void load_from_internal(TImmutable value) { }
-
-         protected void raise_definition_changed() =>
-            _def_change_notifier.execute();
-
-         protected virtual void validate() { }
 
          protected virtual void on_permissions_changed() {
             foreach (var vm in child_algo_selectors.SelectMany(s => s.algos.AsCollection()))
                vm.set_permissions(editing_permissions);
          }
 
+         protected void raise_definition_changed() =>
+            _def_change_notifier.execute();
+
+         protected virtual void validate() { }
+
          protected override void Dispose(bool disposing) =>
             Disposable.dispose(ref _resources);
 
-         #region Chidl Algo Selectors (add/remove/reset)
-         protected IAlgoSelector add_selector(string vm_prop_name, FieldDescriptor inner_desc) {
-            return add_selector(vm_prop_name, def => {
-               if (_descriptor.Accessor.GetValue(def.CloneToMutable()) is TMutable mval) {
-                  if (inner_desc.Accessor.GetValue(mval) is AlgoDef inner_def)
-                     return new AlgoDefi(inner_def);
-               }
-               return null;
-            }, (mdef, inner_def) => {
-               if (_descriptor.Accessor.GetValue(mdef) is TMutable mval)
-                  inner_desc.Accessor.SetValue(mval, inner_def);
-            });
-         }
-
-         protected IAlgoSelector add_selector(string prop_name, Func<AlgoDefi, AlgoDefi?> get_order, Action<AlgoDef, AlgoDef> set_order) =>
-            add_selector(prop_name, get_order, set_order, (s, e) => validate());
-
-         protected IAlgoSelector add_selector(string prop_name, Func<AlgoDefi, AlgoDefi?> get_order, Action<AlgoDef, AlgoDef> set_order, EventHandler<DataErrorsChangedEventArgs> on_errors_changed) {
-            var rv = new AlgoSelector();
-            _child_algo_selector_data[prop_name] = new AlgoSelectorData(prop_name, rv, get_order, set_order);
-            return rv;
-         }
-
-         protected IAlgoSelector add_selector(string prop_name, Func<TImmutable, AlgoDefi?> get_algo, Action<TMutable, AlgoDef> set_algo) {
-            var rv = new AlgoSelector();
-            _child_algo_selector_data[prop_name] = new AlgoSelectorData(prop_name, rv, def => _descriptor.Accessor.GetValue(def.CloneToMutable()) is TMutable mval ? get_algo(_create_immutable(mval)) : null,
-               (def, child_def) => {
-                  if (_descriptor.Accessor.GetValue(def) is TMutable mval)
-                     set_algo(mval, child_def);
-               });
-            return rv;
-         }
-
-         protected bool remove_selector(string prop_name) =>
-            _child_algo_selector_data.Remove(prop_name);
-
-         /// TODO: maybe <see cref="_child_algo_selector_data"/> should just be a protected field?
-         /// Conversely, it is nice to hide these sort of implementation-specific details from inheriting classes.
-         /// Fwiw, as of 2/12/2019, the only class that needs the ability to add/remove selectors dynamically is <see cref="DynamicOrderVM"/>.
-         /// The other implementations simply add a whatever selectors they need in their constructor. 
-         protected IDisposable reset_selectors() {
-            var to_remove = _child_algo_selector_data.Keys.ToList();
-            _child_algo_selector_data.CollectionChanged += on_change;
-            void on_change(object sender, NotifyCollectionChangedEventArgs e) {
-               switch (e.Action) {
-                  case NotifyCollectionChangedAction.Reset:
-                     throw new InvalidOperationException($"{nameof(_child_algo_selector_data)} was reset; unable to continue processing incremental changes.");
-                  default:
-                     // catches Replace/Remove/Add ops (Add ops account for cases where the item was effectively replaced by a remove/re-add)
-                     if (e.NewItems != null) {
-                        foreach (AlgoSelectorData sd in e.NewItems)
-                           to_remove.Remove(sd.prop_name);
-                     }
-                     break;
+         #region Child Algo Selectors
+         protected virtual IEnumerable<ChildAlgoData> get_selector_datum() =>
+            OrderDataHelper.get_child_algo_data(order_type);
+
+         protected void sync_selectors() {
+            using (reset()) {
+               foreach (var c in get_selector_datum()) {
+                  _children_vm[c.name] = mk_selector(c.name, new Func<AlgoDefi, AlgoDefi?>(defi => {
+                     var mchild = c.get_child(defi.CloneToMutable());
+                     if (mchild != null)
+                        return new AlgoDefi(mchild);
+                     return null;
+                  }),
+                  c.assign_child);
                }
+               _populate_selectors();
+            }
+            // local methods
+            IDisposable reset() {
+               var to_remove = _child_algo_selector_data.Keys.ToList();
+               _child_algo_selector_data.CollectionChanged += on_change;
+               void on_change(object sender, NotifyCollectionChangedEventArgs e) {
+                  switch (e.Action) {
+                     case NotifyCollectionChangedAction.Reset:
+                        throw new InvalidOperationException($"{nameof(_child_algo_selector_data)} was reset; unable to continue processing incremental changes.");
+                     default:
+                        // catches Replace/Remove/Add ops (Add ops account for cases where the item was effectively replaced by a remove/re-add)
+                        if (e.NewItems != null) {
+                           foreach (AlgoSelectorData sd in e.NewItems)
+                              to_remove.Remove(sd.prop_name);
+                        }
+                        break;
+                  }
+               }
+               return Disposable.Create(() => {
+                  _child_algo_selector_data.CollectionChanged -= on_change;
+                  foreach (var id in to_remove)
+                     _child_algo_selector_data.Remove(id);
+               });
+            }
+            IAlgoSelector mk_selector(string prop_name, Func<AlgoDefi, AlgoDefi?> get_order, Action<AlgoDef, AlgoDef> set_order) {
+               var rv = new AlgoSelector();
+               _child_algo_selector_data[prop_name] = new AlgoSelectorData(prop_name, rv, get_order, set_order);
+               return rv;
             }
-            return Disposable.Create(() => {
-               _child_algo_selector_data.CollectionChanged -= on_change;
-               foreach (var id in to_remove)
-                  _child_algo_selector_data.Remove(id);
-            });
          }
          #endregion
 
@@ -347,7 +325,7 @@ namespace mbts.spark {
          protected Property<T> add_property<T>(string prop_name, int target_field_number, T init_value = default) {
             var prop = backing(prop_name, init_value);
             var field_desc = new TMutable().Descriptor.FindFieldByNumber(target_field_number);
-            _auto_props.Add((mval => {
+            _auto_props.Add((prop_name, mval => {
                if (mval != null)
                   field_desc.Accessor.SetValue(mval, prop.Value);
             }, mval => {
@@ -356,22 +334,12 @@ namespace mbts.spark {
             return prop;
          }
 
-         protected UserProperty<T> add_user_property<T>(string prop_name, int target_field_number, T init_value = default) {
-            var prop = user_backing(prop_name, init_value);
-            var field_desc = new TMutable().Descriptor.FindFieldByNumber(target_field_number);
-            add_property(
-               mdef => ConvertUtils.try_convert<T>(field_desc.Accessor.GetValue(mdef)),
-               (mdef, val) => field_desc.Accessor.SetValue(mdef, val),
-               val => prop.bypass_setter(val),
-               () => prop.Value);
-            return prop;
-         }
-
          protected Property<TImmutableValue> add_property<TMutableValue, TImmutableValue>(string prop_name, int target_field_number, TImmutableValue init_value = default) where TMutableValue : class, IMessage, new() where TImmutableValue : IImmutableMessage {
             var prop = backing(prop_name, init_value);
             var field_desc = new TMutable().Descriptor.FindFieldByNumber(target_field_number);
             var immutable_factory = OrderTypeVMUtils.immutable_factory<TMutableValue, TImmutableValue>();
             add_property<TMutableValue>(
+               prop_name,
                mdef => field_desc.Accessor.GetValue(mdef) as TMutableValue,
                (mdef, mval) => field_desc.Accessor.SetValue(mdef, mval),
                mval => prop.set(immutable_factory(mval ?? new TMutableValue())),
@@ -383,15 +351,36 @@ namespace mbts.spark {
             return prop;
          }
 
-         protected void add_property<TValue>(Func<TMutable, TValue> get_from_def, Action<TMutable, TValue> assign_to_def, Action<TValue> set_local, Func<TValue> get_local) =>
-            _auto_props.Add((def => {
+         protected void add_property<TValue>(string prop_name, Func<TMutable, TValue> get_from_def, Action<TMutable, TValue> assign_to_def, Action<TValue> set_local, Func<TValue> get_local) =>
+            _auto_props.Add((
+               prop_name,
+               def => {
                assign_to_def(def, get_local());
             }, def => {
                set_local(get_from_def(def));
             }));
 
-         protected virtual void on_model_internal(OrdersModel model) { }
-         protected virtual void on_security_md_internal(SecurityMD? security_md) { }
+         protected void add_property(string prop_name, Action<TMutable> assign, Action<TMutable> load) =>
+            _auto_props[prop_name] = (prop_name, assign, load);
+
+         protected UserProperty<T> add_user_property<T>(string prop_name, int target_field_number, T init_value = default) {
+            var prop = user_backing(prop_name, init_value);
+            var field_desc = new TMutable().Descriptor.FindFieldByNumber(target_field_number);
+            add_property(
+               prop_name,
+               mdef => ConvertUtils.try_convert<T>(field_desc.Accessor.GetValue(mdef)),
+               (mdef, val) => field_desc.Accessor.SetValue(mdef, val),
+               val => prop.bypass_setter(val),
+               () => prop.Value);
+            return prop;
+         }
+
+         protected void remove_property(string prop_name) =>
+            _auto_props.Remove(prop_name);
+         #endregion
+
+         protected virtual void on_model_internal() { }
+         protected virtual void on_security_md_internal() { }
 
          // model
          void IObserver<OrdersModel>.OnNext(OrdersModel model) {
@@ -402,36 +391,39 @@ namespace mbts.spark {
                return;
             }
             this.model = model;
-            on_model_internal(model);
-            _reset();
+            using (_def_change_notifier.defer_execution()) {
+               on_model_internal();
+               sync_selectors();
+            }
          }
          void IObserver<OrdersModel>.OnError(Exception error) { }
          void IObserver<OrdersModel>.OnCompleted() { }
          // security md
          void IObserver<SecurityMD?>.OnNext(SecurityMD? security_md) {
             this.security_md = security_md;
-            on_security_md_internal(security_md);
-            _reset();
+            using (_def_change_notifier.defer_execution()) {
+               on_security_md_internal();
+               _populate_selectors();
+            }
          }
          void IObserver<SecurityMD?>.OnError(Exception error) { }
          void IObserver<SecurityMD?>.OnCompleted() { }
 
-         IDisposable _hook;
-         void _reset() {
+         IDisposable _selector_data_hooks;
+         void _populate_selectors() {
             if (model != null && security.HasValue) {
                var algo_data = model.factory.default_algos(security.Value);
                var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.Value.ContractCase)));
                foreach (var sd in _child_algo_selectors)
                   sd.load_algo_data_recursive(algo_data, default_algo);
-               Disposable.replace(ref _hook, ObservableAutoWrapper.connect_item_hooks(child_algo_selectors, s => {
-                  s.load_algo_data_recursive(algo_data, default_algo);
-                  return Disposable.empty;
-               }));
+               Disposable.replace(
+                  ref _selector_data_hooks,
+                  ObservableAutoWrapper.connect_item_hooks(child_algo_selectors, s => {
+                     s.load_algo_data_recursive(algo_data, default_algo);
+                     return Disposable.empty;
+                  }));
             }
          }
-
-         public IDisposable Subscribe(IObserver<OrdersModel> observer) => throw new NotImplementedException();
-         #endregion
       }
 
       struct AlgoSelectorData {
@@ -521,4 +513,4 @@ namespace mbts.spark {
       }
       #endregion
    }
-}
+}

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

@@ -14,8 +14,6 @@ namespace mbts.spark {
       class SpreaderOrderVM : OrderTypeVMBase<SpreaderDef, SpreaderDefi>, IAlgoVM, ILazyAlgo, IObserver<SecurityMD?>, IObserver<OrdersModel> {
          readonly Property<SpreaderDefi?> _template;
          readonly StrategyEditorWrapper _strategy_editor_wrapper;
-         OrdersModel _model;
-         SecurityMD? _security_md;
          IDisposable _strategy_sub;
 
          public SpreaderOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
@@ -23,7 +21,38 @@ namespace mbts.spark {
             _template = backing<SpreaderDefi?>(nameof(template));
             /// <see cref="_strategy_editor_wrapper"/> depends on <see cref="_template"/> (i.e. initialize the latter first).
             _strategy_editor_wrapper = new StrategyEditorWrapper(this);
-            concat_disposable(_strategy_editor_wrapper, _template.Subscribe(vals => validate()));
+            _resources.AddRange(_strategy_editor_wrapper, _template.Subscribe(vals => validate()));
+            // strategy
+            add_property(
+               nameof(SpreaderDef.ExecutionStrategy),
+               mdef => mdef.ExecutionStrategy,
+               (mdef, val) => mdef.ExecutionStrategy = val,
+               val => {
+                  if (template.HasValue) {
+                     template = template.Value.with(execution_strategy: val);
+                  } else {
+                     var mdef = new SpreaderDef {
+                        Security = security?.CloneToMutable(),
+                        ExecutionStrategy = val
+                     };
+                     template = new SpreaderDefi(mdef);
+                  }
+               },
+               () => strategy_editor?.get_strategy().CloneToMutable());
+            // security
+            add_property(
+               nameof(SpreaderDef.Security),
+               mdef => mdef.Security,
+               (mdef, val) => mdef.Security = val,
+               val => {
+                  if (template.HasValue) {
+                     template = template.Value.with(security: val);
+                  } else {
+                     var mdef = new SpreaderDef { Security = val };
+                     template = new SpreaderDefi(mdef);
+                  }
+               },
+               () => security?.CloneToMutable());
             validate();
          }
 
@@ -43,12 +72,6 @@ namespace mbts.spark {
          }
          public bool is_loaded { get; private set; }
 
-         protected override void assign_to_internal(SpreaderDef value) =>
-            value.MergeFrom(template.HasValue ? template.Value.CloneToMutable() : new SpreaderDef());
-
-         protected override void load_from_internal(SpreaderDefi value) =>
-            _template.set(value);
-
          protected override void validate() {
             base.validate();
             if (!template.HasValue)
@@ -56,26 +79,15 @@ namespace mbts.spark {
             else clear_error(nameof(template));
          }
 
-         void IObserver<SecurityMD?>.OnCompleted() { }
-         void IObserver<SecurityMD?>.OnError(Exception error) { }
-         void IObserver<SecurityMD?>.OnNext(SecurityMD? security_md) {
-            _security_md = security_md;
-            _reset_strategy_sub();
-         }
-
-         void IObserver<OrdersModel>.OnCompleted() { }
-         void IObserver<OrdersModel>.OnError(Exception error) { }
-         void IObserver<OrdersModel>.OnNext(OrdersModel model) {
-            _model = model;
-            _reset_strategy_sub();
-         }
+         protected override void on_security_md_internal() => _reset_strategy_sub();
+         protected override void on_model_internal() => _reset_strategy_sub();
 
          void _reset_strategy_sub() {
             Disposable.dispose(ref _strategy_sub);
-            if (_model != null) {
-               if (_security_md.HasValue) {
-                  _strategy_sub = _model.spreader.security_strategy(_security_md.Value.security.Id)
-                     .Select(strategy => new SpreaderDefi?(_model.factory.spreader_orderi(_security_md.Value.security, strategy)))
+            if (model != null) {
+               if (security_md.HasValue) {
+                  _strategy_sub = model.spreader.security_strategy(security_md.Value.security.Id)
+                     .Select(strategy => new SpreaderDefi?(model.factory.spreader_orderi(security_md.Value.security, strategy)))
                      .OnDispatcher()
                      .Subscribe(s => {
                         is_loaded = true;
@@ -115,7 +127,7 @@ namespace mbts.spark {
                }
             }
 
-            OrdersModel _model => _owner._model;
+            OrdersModel _model => _owner.model;
             SpreaderDefi? _template { get => _owner.template; set => _owner.template = value; }
 
             public void Dispose() {

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

@@ -31,11 +31,6 @@ namespace mbts.spark {
 
          public ContractSpecificationImmutable? spec => _security_md.spec_or_default();
 
-         protected override void load_from_internal(StopLimitDefi value) {
-            // TODO: the StopLimitOrderDefinition, StopLimitOrderDefinitionImmutable needs relative vs absolute prices to function as a useful template (talk to Pedro)
-            _stop_price.bypass_setter(value.StopPrice);
-         }
-
          // no need to constantly poll the md, just check the inline props when the popup opens, and right before sending an order
          // (if the user never looks at the popup, assume that the bid_price will be used)
          // TODO: add settings so the trigger-price can default to something relative to the md, e.g "bid-price" or "ask-price - nticks" or "best-bid-price with a minimum size of 10"

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

@@ -16,14 +16,26 @@ namespace mbts.spark {
 
          public TimeBoxOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
             : base(key, display_name, editing_permissions) {
-            add_property(def => def.Start, (def, val) => def.Start = val, val => absolute_start = TimeTextTuple.FromDateTime(val.ToDateTime()), () => {
-               _validate(out DateTime? start_time, out DateTime? _);
-               return start_time.GetValueOrDefault().ToUniversalTime().ToGoogleTime();
-            });
-            add_property(def => def.Stop, (def, val) => def.Stop = val, val => absolute_stop = TimeTextTuple.FromDateTime(val.ToDateTime()), () => {
-               _validate(out DateTime? _, out DateTime? stop_time);
-               return stop_time.GetValueOrDefault().ToUniversalTime().ToGoogleTime();
-            });
+            // start
+            add_property(
+               nameof(TimeBoxOrderDefinition.Start),
+               def => def.Start,
+               (def, val) => def.Start = val,
+               val => absolute_start = TimeTextTuple.FromDateTime(val.ToDateTime()),
+               () => {
+                  _validate(out DateTime? start_time, out DateTime? _);
+                  return start_time.GetValueOrDefault().ToUniversalTime().ToGoogleTime();
+               });
+            // stop
+            add_property(
+               nameof(TimeBoxOrderDefinition.Stop),
+               def => def.Stop,
+               (def, val) => def.Stop = val,
+               val => absolute_stop = TimeTextTuple.FromDateTime(val.ToDateTime()),
+               () => {
+                  _validate(out DateTime? _, out DateTime? stop_time);
+                  return stop_time.GetValueOrDefault().ToUniversalTime().ToGoogleTime();
+               });
             validate();
          }
 

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

@@ -1,5 +1,4 @@
-using bts.api;
-using bts.api.orderman;
+using bts.api.orderman;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
@@ -31,13 +30,59 @@ namespace mbts.spark {
             _is_priceout_checked = create_user_prop(nameof(is_priceout_checked), false);
             _is_timeout_checked = create_user_prop(nameof(is_timeout_checked), false);
             _timeout_secs = create_user_prop(nameof(timeout_secs), 10);
+            add_property(nameof(TriggerDef), assign, load);
             validate();
-            //
+            // local methods
             UserProperty<T> create_user_prop<T>(string name, T default_value = default) {
                var rv = user_backing(name, default_value);
                rv.Changed += validation_callback;
                return rv;
             }
+            void assign(TriggerDef trigger_def) {
+               trigger_def.TriggerAction = new TriggerAction();
+               if (security.HasValue)
+                  trigger_def.TriggerAction.SecurityId = security.Value.Id;
+               trigger_def.TriggerCondition = new TriggerCondition() {
+                  PriceType = trigger_price_type,
+                  AbsolutePriceTrigger = new AbsolutePriceTrigger() { TriggerQuantity = new TriggerQuantity() },
+               };
+               trigger_def.ExitCondition = new TriggerExitCondition {
+                  ConditionalCancel = is_priceout_checked,
+                  TimeoutEnabled = is_timeout_checked,
+                  TimeoutSeconds = (uint)(timeout_secs)
+               };
+               switch (order_price_case) {
+                  case OrderpriceOneofCase.Price:
+                     // 'fixed price' is no longer supported (ca. 03/04/2019)
+                     goto case OrderpriceOneofCase.Payup;
+                  case OrderpriceOneofCase.Payup:
+                     trigger_def.TriggerAction.Price = double.NaN;
+                     trigger_def.TriggerAction.Payup = new TriggerPayupPrice {
+                        PayupTicks = payup_ticks,
+                        PayupPriceType = payup_price_type
+                     };
+                     break;
+               }
+            }
+            void load(TriggerDef trigger_defi) {
+               if (trigger_defi.TriggerCondition is TriggerCondition c) {
+                  trigger_price_type = c.PriceType;
+               }
+               if (trigger_defi.ExitCondition is TriggerExitCondition ec) {
+                  is_priceout_checked = ec.ConditionalCancel;
+                  is_timeout_checked = ec.TimeoutEnabled;
+                  if (ec.TimeoutSeconds < int.MaxValue)
+                     timeout_secs = (int)ec.TimeoutSeconds;
+               }
+               if (trigger_defi.TriggerAction is TriggerAction a) {
+                  if (a.Payup is TriggerPayupPrice pp) {
+                     order_price_case = OrderpriceOneofCase.Payup;
+                     fixed_price = double.NaN;
+                     payup_ticks = pp.PayupTicks;
+                     payup_price_type = pp.PayupPriceType;
+                  }
+               }
+            }
             void validation_callback<T>(T oldval, T newval) => validate();
          }
 
@@ -56,68 +101,20 @@ namespace mbts.spark {
          public bool is_timeout_checked { get => _is_timeout_checked.Value; set => _is_timeout_checked.Value = value; }
          public int timeout_secs { get => _timeout_secs.Value; set => _timeout_secs.Value = value; }
 
-         protected override void assign_to_internal(TriggerDef trigger_def) {
-            trigger_def.TriggerAction = new TriggerAction();
-            if (security.HasValue)
-               trigger_def.TriggerAction.SecurityId = security.Value.Id;
-            trigger_def.TriggerCondition = new TriggerCondition() {
-               PriceType = trigger_price_type,
-               AbsolutePriceTrigger = new AbsolutePriceTrigger() { TriggerQuantity = new TriggerQuantity() },
-            };
-            trigger_def.ExitCondition = new TriggerExitCondition {
-               ConditionalCancel = is_priceout_checked,
-               TimeoutEnabled = is_timeout_checked,
-               TimeoutSeconds = (uint)(timeout_secs)
-            };
-            switch (order_price_case) {
-               case OrderpriceOneofCase.Price:
-                  // should already be null, setting it here for clarity
-                  trigger_def.TriggerAction.Payup = null;
-                  trigger_def.TriggerAction.Price = fixed_price;
-                  break;
-               case OrderpriceOneofCase.Payup:
-                  trigger_def.TriggerAction.Price = double.NaN;
-                  trigger_def.TriggerAction.Payup = new TriggerPayupPrice {
-                     PayupTicks = payup_ticks,
-                     PayupPriceType = payup_price_type
-                  };
-                  break;
-            }
-         }
-
-         protected override void load_from_internal(TriggerDefi trigger_defi) {
-            if (trigger_defi.HasTriggerCondition) {
-               trigger_price_type = trigger_defi.TriggerCondition.PriceType;
-            }
-            if (trigger_defi.HasExitCondition) {
-               var exit_condition = trigger_defi.ExitCondition;
-               is_priceout_checked = exit_condition.ConditionalCancel;
-               is_timeout_checked = exit_condition.TimeoutEnabled;
-               if (exit_condition.TimeoutSeconds < int.MaxValue)
-                  timeout_secs = (int)exit_condition.TimeoutSeconds;
-            }
-            if (trigger_defi.HasTriggerAction) {
-               var trigger_action = trigger_defi.TriggerAction;
-               if (trigger_action.HasPayup) {
-                  order_price_case = OrderpriceOneofCase.Payup;
-                  fixed_price = double.NaN;
-                  var payup = trigger_action.Payup;
-                  payup_ticks = payup.PayupTicks;
-                  payup_price_type = payup.PayupPriceType;
-               } else {
-                  order_price_case = OrderpriceOneofCase.Price;
-                  fixed_price = trigger_action.Price;
-               }
-            }
-         }
-
-         void _refresh_md() {
+         protected override void on_security_md_internal() {
             if (security.HasValue) {
                security_md.Value.md.get_bbo(ref _bbo_ref, out co2.NativePriceSize bid, out co2.NativePriceSize ask);
                _best_bid = bid.price;
                _best_ask = ask.price;
                security_md.Value.md.get_last_trade(ref _last_trade_ref, out co2.NativePriceSize ps, out DateTime ts, out ulong v);
             }
+            if (double.IsNaN(fixed_price) || !_fixed_price.setter_called) {
+               switch (trigger_price_type) {
+                  case TriggerPriceType.Bid: _fixed_price.bypass_setter(_best_bid); break;
+                  case TriggerPriceType.Ask: _fixed_price.bypass_setter(_best_ask); break;
+                  case TriggerPriceType.LastTradePrice: _fixed_price.bypass_setter(_last_trade_price); break;
+               }
+            }
          }
 
          protected override void validate() {
@@ -131,17 +128,6 @@ namespace mbts.spark {
             }
             assert(!is_timeout_checked || timeout_secs > 0, nameof(timeout_secs), "Please specify valid Timeout(secs).");
          }
-
-         protected override void on_security_md_internal(SecurityMD? security_md) {
-            _refresh_md();
-            if (double.IsNaN(fixed_price) || !_fixed_price.setter_called) {
-               switch (trigger_price_type) {
-                  case TriggerPriceType.Bid: _fixed_price.bypass_setter(_best_bid); break;
-                  case TriggerPriceType.Ask: _fixed_price.bypass_setter(_best_ask); break;
-                  case TriggerPriceType.LastTradePrice: _fixed_price.bypass_setter(_last_trade_price); break;
-               }
-            }
-         }
       }
    }
 }

src/client/spark/Orders/OrdersModel.cs

@@ -285,7 +285,7 @@ namespace mbts.spark {
       // DO NOT REMOVE (END)
 
       public static IObservable<ITableUpdateTransform<OrderRecordImmutable, uint>> on_security_root_orders(this OrdersModel orders_model, uint security_key) =>
-         orders_model.on_security_orders(security_key).Scan(new RootOrderData(), (rod, table) => {
+         orders_model.on_security_orders(security_key).AddRemoveOnly().Scan(new RootOrderData(), (rod, table) => {
             // ** using HashSet/List pairs, rather than a Dictionary, because TableUpdateTransform calls for IReadOnlyLists, while Dictionary.Values only implements IReadOnlyCollection.
             // (this way, we avoid copying both added/removed Dictionary.Values to new Lists at the end, see comment at bottom of method if this is unclear) **
             var added_root_keys = new HashSet<uint>();

src/client/spark/Predicates/Data/DiscreteValues/DiscreteStringPredicate.cs

@@ -4,7 +4,7 @@ using System;
 
 namespace mbts {
    [ProtoContract]
-   class DiscreteStringPredicate : IDiscreteValuesPredicateBuilder<string>, IEquatable<DiscreteStringPredicate> {
+   class DiscreteStringPredicate : IDiscreteValuesPredicateData<string>, IEquatable<DiscreteStringPredicate> {
       [ProtoMember(1)]
       string[] _values;
       [ProtoMember(2)]

src/client/spark/Predicates/Data/DiscreteValues/DiscreteUIntPredicate.cs

@@ -4,7 +4,7 @@ using System;
 
 namespace mbts {
    [ProtoContract]
-   class DiscreteUIntPredicate : IDiscreteValuesPredicateBuilder<uint, uint?, uint[]>, IEquatable<DiscreteUIntPredicate> {
+   class DiscreteUIntPredicate : IDiscreteValuesPredicateData<uint, uint?, uint[]>, IEquatable<DiscreteUIntPredicate> {
       [ProtoMember(1)]
       uint[] _values;
       [ProtoMember(2)]
@@ -16,7 +16,7 @@ namespace mbts {
       public uint[] not_in_set { get => _get_set(true); set => _set(true, value); }
 
       public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<uint> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<uint> create() => DiscreteValuesPredicateUtils.create(this);
 
       public bool Equals(DiscreteUIntPredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
       public override bool Equals(object obj) => Equals(obj as DiscreteUIntPredicate);

src/client/spark/Predicates/Data/DiscreteValues/DiscreteValuesPredicate.cs

@@ -8,14 +8,14 @@ using System.Collections.Generic;
 using System.Linq;
 
 namespace mbts {
-   interface IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> : IPredicateBuilder<T> {
+   interface IDiscreteValuesPredicateData<T, TSingle, TMulti> {
       TSingle is_value { get; set; }
       TSingle not_value { get; set; }
       TMulti in_set { get; set; }
       TMulti not_in_set { get; set; }
       DiscreteValuesOneofCase predicate_type_case { get; }
    }
-   interface IDiscreteValuesPredicateBuilder<T> : IDiscreteValuesPredicateBuilder<T, T, T[]> { }
+   interface IDiscreteValuesPredicateData<T> : IDiscreteValuesPredicateData<T, T, T[]> { }
 
    public enum DiscreteValuesOneofCase {
       None,
@@ -32,8 +32,8 @@ namespace mbts {
 
 namespace mbts.ui.settings {
    static class DiscreteValuesPredicateUtils {
-      public static bool equals<T>(IDiscreteValuesPredicateBuilder<T> a, IDiscreteValuesPredicateBuilder<T> b) => a.safe_equals(b, _equals);
-      static bool _equals<T>(IDiscreteValuesPredicateBuilder<T> a, IDiscreteValuesPredicateBuilder<T> b) {
+      public static bool equals<T>(IDiscreteValuesPredicateData<T> a, IDiscreteValuesPredicateData<T> b) => a.safe_equals(b, _equals);
+      static bool _equals<T>(IDiscreteValuesPredicateData<T> a, IDiscreteValuesPredicateData<T> b) {
          var dvoc = a.predicate_type_case;
          if (dvoc != b.predicate_type_case)
             return false;
@@ -47,8 +47,8 @@ namespace mbts.ui.settings {
          }
       }
 
-      public static bool equals<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a, IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> b) => a.safe_equals(b, _equals);
-      public static bool _equals<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a, IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> b) {
+      public static bool equals<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a, IDiscreteValuesPredicateData<T, TSingle, TMulti> b) => a.safe_equals(b, _equals);
+      public static bool _equals<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a, IDiscreteValuesPredicateData<T, TSingle, TMulti> b) {
          var dvoc = a.predicate_type_case;
          if (dvoc != b.predicate_type_case)
             return false;
@@ -62,7 +62,7 @@ namespace mbts.ui.settings {
          }
       }
 
-      public static int hash<T>(IDiscreteValuesPredicateBuilder<T> a) {
+      public static int hash<T>(IDiscreteValuesPredicateData<T> a) {
          switch (a.predicate_type_case) {
             case DiscreteValuesOneofCase.IsValue: return a.is_value.GetHashCode() % MathUtils.Primes.P_17191;
             case DiscreteValuesOneofCase.NotValue: return a.not_value.GetHashCode() % MathUtils.Primes.P_83987;
@@ -72,7 +72,7 @@ namespace mbts.ui.settings {
          }
       }
 
-      public static int hash<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> a) {
+      public static int hash<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> a) {
          switch (a.predicate_type_case) {
             case DiscreteValuesOneofCase.IsValue: return a.is_value.GetHashCode() % MathUtils.Primes.P_17191;
             case DiscreteValuesOneofCase.NotValue: return a.not_value.GetHashCode() % MathUtils.Primes.P_83987;
@@ -88,7 +88,7 @@ namespace mbts.ui.settings {
                (negated ? DiscreteValuesOneofCase.NotValue : DiscreteValuesOneofCase.IsValue) :
                (negated ? DiscreteValuesOneofCase.NotInSet : DiscreteValuesOneofCase.IsInSet);
 
-      public static DiscreteValuesOneofCase get_predicate_type_case<T, TSingle, TMulti>(IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> predicate_builder) {
+      public static DiscreteValuesOneofCase get_predicate_type_case<T, TSingle, TMulti>(IDiscreteValuesPredicateData<T, TSingle, TMulti> predicate_builder) {
          if (predicate_builder.is_value != null) return DiscreteValuesOneofCase.IsValue;
          if (predicate_builder.not_value != null) return DiscreteValuesOneofCase.NotValue;
          if (predicate_builder.in_set != null) return DiscreteValuesOneofCase.IsInSet;
@@ -96,7 +96,7 @@ namespace mbts.ui.settings {
          return DiscreteValuesOneofCase.None;
       }
 
-      public static IPredicate<T> create<T>(IDiscreteValuesPredicateBuilder<T> predicate_builder) {
+      public static IPredicate<T> create<T>(IDiscreteValuesPredicateData<T> predicate_builder) {
          switch (predicate_builder.predicate_type_case) {
             case DiscreteValuesOneofCase.IsValue: return PredicateBuilder.equals(predicate_builder.is_value);
             case DiscreteValuesOneofCase.NotValue: return PredicateBuilder.not_equals(predicate_builder.not_value);
@@ -106,7 +106,7 @@ namespace mbts.ui.settings {
          }
       }
 
-      public static IPredicate<T> create<T>(IDiscreteValuesPredicateBuilder<T, T?, T[]> predicate_builder) where T : struct {
+      public static IPredicate<T> create<T>(IDiscreteValuesPredicateData<T, T?, T[]> predicate_builder) where T : struct {
          switch (predicate_builder.predicate_type_case) {
             case DiscreteValuesOneofCase.IsValue: return PredicateBuilder.equals(predicate_builder.is_value.Value);
             case DiscreteValuesOneofCase.NotValue: return PredicateBuilder.not_equals(predicate_builder.not_value.Value);
@@ -118,13 +118,13 @@ namespace mbts.ui.settings {
    }
    static class DiscreteValuesPredicateVMFactory {
       public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs_value_type<T, TPredicate>(IEnumerable<T> items)
-         where T : struct where TPredicate : IDiscreteValuesPredicateBuilder<T, T?, T[]> =>
+         where T : struct where TPredicate : IDiscreteValuesPredicateData<T, T?, T[]> =>
          //
          get_oneofs<T, T?, T[], TPredicate>(identity_view_value_collection(items), val => val.Value, val => val, vals => vals ?? Enumerable.Empty<T>(), vals => vals?.ToArray() ?? new T[0], get_identity_view);
 
       public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TSingle, TMulti, TPredicate>(
          IObservableCollection<IViewValue<T>> items, Func<TSingle, T> from_single, Func<T, TSingle> to_single, Func<TMulti,IEnumerable<T>> from_multi, Func<IEnumerable<T>, TMulti> to_multi, Func<T, object> get_view)
-         where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> {
+         where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> {
          //
          return new Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> {
             { DiscreteValuesOneofCase.IsValue, PropertyWrapperVMUtils.create_selector_vm(
@@ -153,14 +153,14 @@ namespace mbts.ui.settings {
       public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(
          IEnumerable<T> items, Func<T, TKey> key, Func<TSingle, TKey> from_single, Func<TKey, TSingle> to_single, Func<TMulti, IEnumerable<TKey>> from_multi, Func<IEnumerable<TKey>, TMulti> to_multi)
          where TKey : struct, IEquatable<TKey>
-         where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> =>
+         where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> =>
          //
          get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(RXCollection.from_enumerable(items.Select<T, IViewValue<T>>(v => new ViewValueTuple<T>(v, v))), key, from_single, to_single, from_multi, to_multi);
 
       public static Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> get_oneofs<T, TKey, TSingle, TMulti, TPredicate>(
          IObservableCollection<IViewValue<T>> items, Func<T, TKey> key, Func<TSingle, TKey> from_single, Func<TKey, TSingle> to_single, Func<TMulti, IEnumerable<TKey>> from_multi, Func<IEnumerable<TKey>, TMulti> to_multi)
          where TKey : struct, IEquatable<TKey>
-         where TPredicate : IDiscreteValuesPredicateBuilder<T, TSingle, TMulti> {
+         where TPredicate : IDiscreteValuesPredicateData<T, TSingle, TMulti> {
          //
          return new Dictionary<DiscreteValuesOneofCase, ITemplatedPropertyWrapperVM<TPredicate>> {
             { DiscreteValuesOneofCase.IsValue, PropertyWrapperVMUtils.create_keyed_selector_vm<TPredicate, IViewValue<T>, TKey>(

src/client/spark/Predicates/Data/DiscreteValues/ExchangePredicate.cs

@@ -5,7 +5,7 @@ using System;
 
 namespace mbts {
    [ProtoContract]
-   class ExchangePredicate : IDiscreteValuesPredicateBuilder<Venue, Venue?, Venue[]>, IEquatable<ExchangePredicate> {
+   class ExchangePredicate : IDiscreteValuesPredicateData<Venue, Venue?, Venue[]>, IEquatable<ExchangePredicate> {
       [ProtoMember(1)]
       Venue[] _values;
       [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
       public Venue[] not_in_set { get => _get_set(true); set => _set(true, value); }
 
       public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<Venue> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<Venue> create() => DiscreteValuesPredicateUtils.create(this);
 
       public bool Equals(ExchangePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
       public override bool Equals(object obj) => Equals(obj as ExchangePredicate);

src/client/spark/Predicates/Data/DiscreteValues/OrderStatusPredicate.cs

@@ -5,7 +5,7 @@ using System;
 
 namespace mbts {
    [ProtoContract]
-   class OrderStatusPredicate : IDiscreteValuesPredicateBuilder<OrderStatus, OrderStatus?, OrderStatus[]>, IEquatable<OrderStatusPredicate> {
+   class OrderStatusPredicate : IDiscreteValuesPredicateData<OrderStatus, OrderStatus?, OrderStatus[]>, IEquatable<OrderStatusPredicate> {
       [ProtoMember(1)]
       OrderStatus[] _values;
       [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
       public OrderStatus[] not_in_set { get => _get_set(true); set => _set(true, value); }
 
       public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<OrderStatus> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<OrderStatus> create() => DiscreteValuesPredicateUtils.create(this);
 
       public bool Equals(OrderStatusPredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
       public override bool Equals(object obj) => Equals(obj as OrderStatusPredicate);

src/client/spark/Predicates/Data/DiscreteValues/OrderSubTypePredicate.cs

@@ -5,7 +5,7 @@ using System;
 
 namespace mbts {
    [ProtoContract]
-   class OrderSubTypePredicate : IDiscreteValuesPredicateBuilder<OrderSubType, OrderSubType?, OrderSubType[]>, IEquatable<OrderSubTypePredicate> {
+   class OrderSubTypePredicate : IDiscreteValuesPredicateData<OrderSubType, OrderSubType?, OrderSubType[]>, IEquatable<OrderSubTypePredicate> {
       [ProtoMember(1)]
       OrderSubType[] _values;
       [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
       public OrderSubType[] not_in_set { get => _get_set(true); set => _set(true, value); }
 
       public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<OrderSubType> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<OrderSubType> create() => DiscreteValuesPredicateUtils.create(this);
 
       public bool Equals(OrderSubTypePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
       public override bool Equals(object obj) => Equals(obj as OrderSubTypePredicate);

src/client/spark/Predicates/Data/DiscreteValues/OrderTypePredicate.cs

@@ -5,7 +5,7 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 
 namespace mbts {
    [ProtoContract]
-   class OrderTypePredicate : IDiscreteValuesPredicateBuilder<OrderType, OrderType?, OrderType[]>, IEquatable<OrderTypePredicate> {
+   class OrderTypePredicate : IDiscreteValuesPredicateData<OrderType, OrderType?, OrderType[]>, IEquatable<OrderTypePredicate> {
       [ProtoMember(1)]
       OrderType[] _values;
       [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
       public OrderType[] not_in_set { get => _get_set(true); set => _set(true, value); }
 
       public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negated);
-      public IPredicate<OrderType> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<OrderType> create() => DiscreteValuesPredicateUtils.create(this);
 
       public bool Equals(OrderTypePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
       public override bool Equals(object obj) => Equals(obj as OrderTypePredicate);

src/client/spark/Predicates/Data/DiscreteValues/TimeInForcePredicate.cs

@@ -5,7 +5,7 @@ using System;
 
 namespace mbts {
    [ProtoContract]
-   class TimeInForcePredicate : IDiscreteValuesPredicateBuilder<TimeInForce, TimeInForce?, TimeInForce[]>, IEquatable<TimeInForcePredicate> {
+   class TimeInForcePredicate : IDiscreteValuesPredicateData<TimeInForce, TimeInForce?, TimeInForce[]>, IEquatable<TimeInForcePredicate> {
       [ProtoMember(1)]
       TimeInForce[] _values;
       [ProtoMember(2)]
@@ -17,7 +17,7 @@ namespace mbts {
       public TimeInForce[] not_in_set { get => _get_set(true); set => _set(true, value); }
 
       public DiscreteValuesOneofCase predicate_type_case => DiscreteValuesPredicateUtils.get_predicate_type_case(_values, _negate);
-      public IPredicate<TimeInForce> create(object obj) => DiscreteValuesPredicateUtils.create(this);
+      public IPredicate<TimeInForce> create() => DiscreteValuesPredicateUtils.create(this);
 
       public bool Equals(TimeInForcePredicate other) => DiscreteValuesPredicateUtils.equals(this, other);
       public override bool Equals(object obj) => Equals(obj as TimeInForcePredicate);

src/client/spark/Predicates/Data/Events/OrderCanceledEventPredicate.cs

@@ -4,7 +4,6 @@ using bts.shell;
 using bts.utils;
 using mbts.spark;
 using mbts.ui.settings;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -14,7 +13,7 @@ namespace mbts {
    static class OrderCanceledEventPredicateVMFactory {
       public static Dictionary<OrderCanceledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCanceledEventPredicate>> get_oneofs(IBus bus) =>
          new Dictionary<OrderCanceledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCanceledEventPredicate>> {
-            { OrderCanceledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderCanceledEventPredicate>(p => p.security = null) },
+            { OrderCanceledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderCanceledEventPredicate>(p => p.security = null) },
             { OrderCanceledEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderCanceledEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
                (p, s) => {
                   if (p.security == null)
@@ -26,7 +25,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class OrderCanceledEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderCanceledEventPredicate> {
+   class OrderCanceledEventPredicate : IEquatable<OrderCanceledEventPredicate> {
       public enum PredicateTypeOneofCase {
          [Description("(any order)")]
          AnyOrder,
@@ -52,7 +51,7 @@ namespace mbts {
          OrderEventPredicateHelper.create_status_transition_predicate(OrderStatus.Canceled, security, data_cache);
 
       public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
-         new MyToaster(security?.create(data_cache), data_cache);
+         new MyToaster(security?.create(), data_cache);
 
       public bool Equals(OrderCanceledEventPredicate other) => other != null && other.security.safe_equals(other.security);
       public override bool Equals(object obj) => Equals(obj as OrderCanceledEventPredicate);

src/client/spark/Predicates/Data/Events/OrderCompletedEventPredicate.cs

@@ -4,7 +4,6 @@ using bts.shell;
 using bts.utils;
 using mbts.spark;
 using mbts.ui.settings;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -14,7 +13,7 @@ namespace mbts {
    static class OrderCompletedEventPredicateVMFactory {
       public static Dictionary<OrderCompletedEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCompletedEventPredicate>> get_oneofs(IBus bus) =>
          new Dictionary<OrderCompletedEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderCompletedEventPredicate>> {
-            { OrderCompletedEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderCompletedEventPredicate>(p => p.security = null) },
+            { OrderCompletedEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderCompletedEventPredicate>(p => p.security = null) },
             { OrderCompletedEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderCompletedEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
                (p, s) => {
                   if (p.security == null)
@@ -26,7 +25,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class OrderCompletedEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderCompletedEventPredicate> {
+   class OrderCompletedEventPredicate : IEquatable<OrderCompletedEventPredicate> {
       public enum PredicateTypeOneofCase {
          [Description("(any order)")]
          AnyOrder,
@@ -52,7 +51,7 @@ namespace mbts {
          OrderEventPredicateHelper.create_status_transition_predicate(OrderStatus.Completed, security, data_cache);
 
       public INotificationPredicate<OrderSecurity> create_toast(INotificationServiceDataCache data_cache) =>
-         new MyToaster(security?.create(data_cache), data_cache);
+         new MyToaster(security?.create(), data_cache);
 
       public bool Equals(OrderCompletedEventPredicate other) => other != null && other.security.safe_equals(other.security);
       public override bool Equals(object obj) => Equals(obj as OrderCompletedEventPredicate);

src/client/spark/Predicates/Data/Events/OrderEventPredicateHelper.cs

@@ -2,8 +2,6 @@
 using bts.api.orderman;
 using bts.shell;
 using bts.utils;
-using mbts.spark;
-using mbts.utils;
 using System;
 
 namespace mbts {
@@ -39,7 +37,7 @@ namespace mbts {
       }
 
       public static IPredicate<OrderSecurity> create_status_transition_predicate(OrderStatus status, SecurityPredicate security_predicate, INotificationServiceDataCache data_cache) =>
-         new OrderStatusTransitionPredicate(status, security_predicate?.create(data_cache), data_cache);
+         new OrderStatusTransitionPredicate(status, security_predicate?.create(), data_cache);
 
       class OrderStatusTransitionPredicate : IPredicate<OrderSecurity>, IEquatable<OrderStatusTransitionPredicate> {
          readonly IPredicate<SecurityImmutable> _security_predicate;

src/client/spark/Predicates/Data/Events/OrderFilledEventPredicate.cs

@@ -11,7 +11,7 @@ namespace mbts {
    static class OrderFilledEventPredicateVMFactory {
       public static Dictionary<OrderFilledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderFilledEventPredicate>> get_oneofs(IBus bus) =>
          new Dictionary<OrderFilledEventPredicate.PredicateTypeOneofCase, ITemplatedPropertyWrapperVM<OrderFilledEventPredicate>> {
-            { OrderFilledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateBuilderVMWrapper.create<OrderFilledEventPredicate>(p => p.security = null) },
+            { OrderFilledEventPredicate.PredicateTypeOneofCase.AnyOrder, PredicateVMWrapper.create<OrderFilledEventPredicate>(p => p.security = null) },
             { OrderFilledEventPredicate.PredicateTypeOneofCase.SecurityOrder, SecurityCriteriaVMFactory.create<OrderFilledEventPredicate>(bus, o => o.security?.is_value ?? new SecurityCriteria(),
                (p, s) => {
                   if (p.security == null) {
@@ -24,7 +24,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class OrderFilledEventPredicate : IPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderFilledEventPredicate> {
+   class OrderFilledEventPredicate : IEquatable<OrderFilledEventPredicate> {
       public enum PredicateTypeOneofCase {
          [PredicateCase("(any order)")]
          AnyOrder,
@@ -59,7 +59,7 @@ namespace mbts {
       public override int GetHashCode() => security == null ? 0 : security.GetHashCode();
 
       FillTriggerModel _create_model(INotificationServiceDataCache nsdc) =>
-         new FillTriggerModel(nsdc, security?.create(nsdc));
+         new FillTriggerModel(nsdc, security?.create());
 
       class FillTriggerModel {
          readonly IPredicate<SecurityImmutable> _security_predicate;

src/client/spark/Predicates/Data/OrderRecordTuplePredicate.cs

@@ -56,12 +56,12 @@ namespace mbts {
             Func<TChildPredicate, TChildPredicateOneof> key,
             Dictionary<TChildPredicateOneof, ITemplatedPropertyWrapperVM<TChildPredicate>> oneofs) where TChildPredicateOneof : struct where TChildPredicate : new() =>
             //
-            PredicateBuilderVMWrapper.wrap_child_oneof<OrderRecordTuplePredicate, TChildPredicate, TChildPredicateOneof>(get, set, key, oneofs);
+            PredicateVMWrapper.wrap_child_oneof<OrderRecordTuplePredicate, TChildPredicate, TChildPredicateOneof>(get, set, key, oneofs);
       }
    }
  
    [ProtoContract]
-   class OrderRecordTuplePredicate : INotificationPredicateBuilder<OrderSecurity, INotificationServiceDataCache>, IEquatable<OrderRecordTuplePredicate> {
+   class OrderRecordTuplePredicate : IEquatable<OrderRecordTuplePredicate> {
       SecurityPredicate _security;
       SidePredicate _side;
       DoublePredicate _price, _last_price, _avg_price;
@@ -208,39 +208,36 @@ namespace mbts {
 
       public IPredicate<OrderSecurity> create_predicate(INotificationServiceDataCache data_cache) {
          switch (predicate_type_case) {
-            case PTOC.Security: return wrap(_security, r => r.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
-            case PTOC.Time: return wrap(_time_created, r => r.order.created());
-            case PTOC.LastChange: return wrap(_last_change, r => r.order.last_change());
-            case PTOC.User: return wrap(_user, r => r.order.user_id());
-            case PTOC.Account: return wrap(_account, r => r.order.account_id());
-            case PTOC.Exchange: return wrap(_exchange, r => r.security.exchange_or_default());
-            case PTOC.TimeInForce: return wrap(_time_in_force, r => r.order.time_in_force());
-            case PTOC.OrderType: return wrap(_order_type, r => r.order.order_type());
-            case PTOC.SubType: return wrap(_order_sub_type, r => r.order.sub_type());
-            case PTOC.Side: return wrap(_side, r => r.order.side());
-            case PTOC.Size: return wrap(_quantity, r => r.order.quantity());
-            case PTOC.Price: return wrap(_price, r => r.order.price());
-            case PTOC.Filled: return wrap(_filled_quantity, r => r.order.filled());
-            case PTOC.AvgFilled: return wrap(_avg_price, r => r.order.avg_price());
-            case PTOC.LastPrice: return wrap(_last_price, r => r.order.last_price());
-            case PTOC.Status: return wrap(_order_status, r => r.order.status());
-            case PTOC.LastMessage: return wrap(_last_message, r => r.order.last_msg());
-            case PTOC.SecurityKey: return wrap(_security_key, r => r.order.security_key());
-            case PTOC.OrderKey: return wrap(_order_key, r => r.order.Key);
-            case PTOC.ParentKey: return wrap(_parent_key, r => r.order.ParentKey);
+            case PTOC.Security: return wrap(_security.create(), r => r.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
+            case PTOC.Time: return wrap(_time_created.create(), r => r.order.created());
+            case PTOC.LastChange: return wrap(_last_change.create(), r => r.order.last_change());
+            case PTOC.User: return wrap(_user.create(), r => r.order.user_id());
+            case PTOC.Account: return wrap(_account.create(), r => r.order.account_id());
+            case PTOC.Exchange: return wrap(_exchange.create(), r => r.security.exchange_or_default());
+            case PTOC.TimeInForce: return wrap(_time_in_force.create(), r => r.order.time_in_force());
+            case PTOC.OrderType: return wrap(_order_type.create(), r => r.order.order_type());
+            case PTOC.SubType: return wrap(_order_sub_type.create(), r => r.order.sub_type());
+            case PTOC.Side: return wrap(_side.create(), r => r.order.side());
+            case PTOC.Size: return wrap(_quantity.create(), r => r.order.quantity());
+            case PTOC.Price: return wrap(_price.create(), r => r.order.price());
+            case PTOC.Filled: return wrap(_filled_quantity.create(), r => r.order.filled());
+            case PTOC.AvgFilled: return wrap(_avg_price.create(), r => r.order.avg_price());
+            case PTOC.LastPrice: return wrap(_last_price.create(), r => r.order.last_price());
+            case PTOC.Status: return wrap(_order_status.create(), r => r.order.status());
+            case PTOC.LastMessage: return wrap(_last_message.create(), r => r.order.last_msg());
+            case PTOC.SecurityKey: return wrap(_security_key.create(), r => r.order.security_key());
+            case PTOC.OrderKey: return wrap(_order_key.create(), r => r.order.Key);
+            case PTOC.ParentKey: return wrap(_parent_key.create(), r => r.order.ParentKey);
             case PTOC.FilledEvent: return _filled_event.create_predicate(data_cache);
             case PTOC.CompletedEvent: return _completed_event.create_predicate(data_cache);
             case PTOC.CanceledEvent: return _canceled_event.create(data_cache);
             default: return null;
          }
          //
-         IPredicate<OrderSecurity> wrap<T>(IPredicateBuilder<T> trigger, Func<OrderSecurity, T> select) =>
-            trigger.create(data_cache).wrap<OrderSecurity,T>(select);
+         IPredicate<OrderSecurity> wrap<T>(IPredicate<T> trigger, Func<OrderSecurity, T> select) =>
+            trigger.wrap<OrderSecurity, T>(select);
       }
 
-      IPredicate<OrderSecurity> IPredicateBuilder<OrderSecurity>.create(object obj) =>
-         create_predicate((INotificationServiceDataCache)obj);
-
       public INotificationPredicate<OrderSecurity> create_notification_predicate(INotificationServiceDataCache notification_service_data_cache) {
          if (!is_toast_enabled)
             return null;
@@ -252,9 +249,6 @@ namespace mbts {
          }
       }
 
-      INotificationPredicate<OrderSecurity> INotificationPredicateBuilder<OrderSecurity>.create_notification_predicate(object obj) =>
-         create_notification_predicate((INotificationServiceDataCache)obj);
-
       public bool Equals(OrderRecordTuplePredicate other) {
          if (other == null)
             return false;
@@ -378,9 +372,9 @@ namespace mbts {
          _sound_animations = new List<SoundNotification> ( sound_animations );
       }
 
-      public OrderRecordTuplePredicate predicate_builder => _predicate;
+      public OrderRecordTuplePredicate predicate_data => _predicate;
       public IReadOnlyList<CellAnimation> cell_animations => _cell_animations ?? (_cell_animations = new List<CellAnimation>());
       public IReadOnlyList<RowAnimation> row_animations => _row_animations ?? (_row_animations = new List<RowAnimation>());
       public IReadOnlyList<SoundNotification> sound_notifications => _sound_animations ?? (_sound_animations = new List<SoundNotification>());
    }
-}
+}

src/client/spark/Predicates/Data/Primitive/DoublePredicate.cs

@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -24,7 +23,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class DoublePredicate : IPredicateBuilder<double>, IEquatable<DoublePredicate> {
+   class DoublePredicate : IEquatable<DoublePredicate> {
       // not using a 'negate' flag here bc its meaning is not consistent for all value-types
       // greater than vs less than for specific values, or inside vs outside for value-ranges
       // trading a little more code for more clarity
@@ -62,7 +61,7 @@ namespace mbts {
          }
       }
 
-      public IPredicate<double> create(object obj) {
+      public IPredicate<double> create() {
          switch (predicate_type_case) {
             case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);
             case PredicateTypeOneofCase.LessThan: return PredicateBuilder.less_than(_less_than.Value);

src/client/spark/Predicates/Data/Primitive/SidePredicate.cs

@@ -1,7 +1,6 @@
 using bts.api;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using ProtoBuf;
@@ -23,7 +22,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class SidePredicate : IPredicateBuilder<Side>, IEquatable<SidePredicate> {
+   class SidePredicate : IEquatable<SidePredicate> {
       Side? _is_value;
       Side? _not_value;
 
@@ -48,7 +47,7 @@ namespace mbts {
          }
       }
 
-      public IPredicate<Side> create(object obj) {
+      public IPredicate<Side> create() {
          switch (predicate_type_case) {
             case PredicateTypeOneofCase.IsValue: return PredicateBuilder.equals(_is_value.Value);
             case PredicateTypeOneofCase.NotValue: return PredicateBuilder.not_equals(_not_value.Value);

src/client/spark/Predicates/Data/Primitive/StringPredicate.cs

@@ -1,9 +1,7 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
-using mbts.utils;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -27,7 +25,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class StringPredicate : IPredicateBuilder<string>, IEquatable<StringPredicate> {
+   class StringPredicate : IEquatable<StringPredicate> {
       StringIgnoreCase? _is_string, _not_string, _contains_string, _not_contains_string;
 
       public enum PredicateTypeOneofCase {
@@ -61,7 +59,7 @@ namespace mbts {
          }
       }
 
-      public IPredicate<string> create(object obj) {
+      public IPredicate<string> create() {
          switch (predicate_type_case) {
             case PTOC.IsMatch: return PredicateBuilder.equals(_is_string.Value.text, _get_eq_comparer(_is_string));
             case PTOC.NotMatch: return PredicateBuilder.not_equals(_not_string.Value.text, _get_eq_comparer(_not_string));

src/client/spark/Predicates/Data/Primitive/TimePredicate.cs

@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -21,7 +20,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class TimePredicate : IPredicateBuilder<DateTime>, IEquatable<TimePredicate> {
+   class TimePredicate : IEquatable<TimePredicate> {
       // not using a 'negate' flag here bc its meaning is not consistent for all value-types
       // before vs after for specific times, or inside vs outside for time-ranges
       // trading a little more code for clarity
@@ -59,7 +58,7 @@ namespace mbts {
          }
       }
 
-      public IPredicate<DateTime> create(object obj) {
+      public IPredicate<DateTime> create() {
          switch (predicate_type_case) {
             case PTOC.Before: return PredicateBuilder.less_than(_before.Value.get_date_time());
             case PTOC.After: return PredicateBuilder.greater_than(_after.Value.get_date_time());

src/client/spark/Predicates/Data/Primitive/UIntPredicate.cs

@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -24,7 +23,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class UIntPredicate : IPredicateBuilder<uint>, IEquatable<UIntPredicate> {
+   class UIntPredicate : IEquatable<UIntPredicate> {
       // not using a 'negate' flag here bc its meaning is not consistent for all value-types
       // greater than vs less than for specific values, or inside vs outside for value-ranges
       // trading a little more code for more clarity
@@ -62,7 +61,7 @@ namespace mbts {
          }
       }
 
-      public IPredicate<uint> create(object obj) {
+      public IPredicate<uint> create() {
          switch (predicate_type_case) {
             case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);
             case PredicateTypeOneofCase.LessThan: return PredicateBuilder.less_than(_less_than.Value);

src/client/spark/Predicates/Data/Primitive/UShortPredicate.cs

@@ -1,7 +1,6 @@
 using bts.proto;
 using bts.utils;
 using mbts.spark;
-using mbts.spark.utilities;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
@@ -24,7 +23,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class UShortPredicate : IPredicateBuilder<ushort>, IEquatable<UShortPredicate> {
+   class UShortPredicate : IEquatable<UShortPredicate> {
       // not using a 'negate' flag here bc its meaning is not consistent for all value-types
       // greater than vs less than for specific values, or inside vs outside for value-ranges
       // trading a little more code for more clarity

src/client/spark/Predicates/Data/SecurityPredicate.cs

@@ -23,7 +23,7 @@ namespace mbts {
    }
 
    [ProtoContract]
-   class SecurityPredicate : IPredicateBuilder<SecurityImmutable>, IEquatable<SecurityPredicate> {
+   class SecurityPredicate : IEquatable<SecurityPredicate> {
       [ProtoMember(1)]
       SecurityCriteria _criteria;
       [ProtoMember(2)]
@@ -43,7 +43,8 @@ namespace mbts {
          _criteria == null ? PTOC.None :
             _negate ? PTOC.NotInCriteria : PTOC.InCriteria;
 
-      public IPredicate<SecurityImmutable> create(object obj) => _criteria.is_defined() ? new MyPredicate(_criteria, _negate) : null;
+      public IPredicate<SecurityImmutable> create() => _criteria.is_defined() ? new MyPredicate(_criteria, _negate) : null;
+
       public bool Equals(SecurityPredicate other) =>
          other != null &&
          _negate == other._negate &&

src/client/spark/Predicates/IPredicate.cs

@@ -1,6 +1,4 @@
-using bts.shell;
-using bts.utils;
-using mbts.utils;
+using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel;
@@ -14,23 +12,6 @@ namespace mbts {
       bool trigger(T value);
    }
 
-   interface IPredicateBuilder<T> {
-      IPredicate<T> create(object obj);
-   }
-
-   interface INotificationPredicateBuilder<T> : IPredicateBuilder<T> {
-      bool is_toast_enabled { get; set; }
-      INotificationPredicate<T> create_notification_predicate(object obj);
-   }
-
-   interface IPredicateBuilder<T, TArg> : IPredicateBuilder<T> {
-      IPredicate<T> create_predicate(TArg arg);
-   }
-
-   interface INotificationPredicateBuilder<T, TArg> : IPredicateBuilder<T, TArg>, INotificationPredicateBuilder<T> {
-      INotificationPredicate<T> create_notification_predicate(TArg arg);
-   }
-
   public enum PredicateCategory {
       Normal,
       Event