Merged from master, note that SpreaderOrderVM.cs was not merged yet, so this client build will fail

Idempotent cancels for Join,Iceberg and Native orders.
OrderBook - make attach-order panel pop out less
2019-03-15 14:41:02 -04:00 · 2019-03-15 11:20:47 -04:00 · 2019-03-15 00:57:09 -05:00 · 2019-03-14 21:15:29 -05:00 · 2019-03-14 21:13:31 -05:00 · 2019-03-14 21:13:31 -05:00
341 changed files with 10236 additions and 3505 deletions
@@ -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)
@@ -22,7 +22,7 @@ update_deps_file("${All_Deps}")

 add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/web/docs/index.html
  COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build.sh
-  ARGS ${CMAKE_BINARY_DIR}/web/docs/
+  ARGS ${CMAKE_BINARY_DIR}/web/docs/ ${CMAKE_BINARY_DIR}
  COMMENT "Building Manual UI"
  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
  DEPENDS ${All_Deps})
@@ -1,8 +1,20 @@
 #!/bin/bash
 tmpfile=$(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
@@ -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
@@ -25,7 +25,7 @@ insert_anchor_links = "right"
   which will list what version you are running as well as who is
   currently logged in.

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

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

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

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

 -  Change securities

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

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

 -  Launch a ladder for 1 security
-      -  You can double-click on any security in the market view, besides
-         the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
-         ladder for that Security.
+    -  This is done 1 of 2 ways:
+          -  You can double-click on any security in the market view, besides
+             the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
+             ladder for that Security.
+          -  Highlighting a single security and right clicking bringing up the
+             menu options to launch a ladder.

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

 -  Launching a Fills window for 1 or many securities

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

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

 -  From time and sales, you can launch the same items as the market
    view with the exception of a launching the synthetic window to
-    create a synthetic product
+    create a synthetic product
+-  From the settings icon ![](settings_icon.png) you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
@@ -59,7 +59,7 @@ insert_anchor_links = "right"
    functionality to quickly perform various tasks with live orders as
    well as launch other modules.  It appears like the below:

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

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

 ## Fills

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

 ## P&amp;L

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

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


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

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

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

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

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

-      -  Join
-
-         -  This is a specialized algo order which allows the user to enter an
+    -  Join
+        -  This is a specialized algo order which allows the user to enter an
            order which will watch the opposite-inside market and join when the
            market flips and has at least threshold size as defined.
-         -  “Flip” refers to the event where the best offer becomes the best
-            bid or the market trades away from you, i.e. the line moves up in
-            the GUI.  The reverse is true if selling.

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

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

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

 -  The middle of the control section is where you can click on
    predefined values to quickly populate the volume at which you wish
@@ -264,20 +310,36 @@ insert_anchor_links = "right"
 -   The bottom section of the control area of a ladder has 4 aspects
    to it

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

-![](image71.png)

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

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

 -  There are 5 main columns

@@ -291,14 +353,10 @@ insert_anchor_links = "right"
         where the last trade occurred

 -  Functionality of the ladder
+    -  To enter an order directly by clicking in the ladder, left click on either the bid or ask volume with a volume greater than 0 on the predefined value box on the left-hand section
+    -  A badge will be displayed within the orders column of the value you have chosen and the quantity filled as displayed below

-      -  To enter an order directly by clicking in the ladder, left click on
-         either the bid or ask volume with a volume greater than 0 on the
-         predefined value box on the left-hand section
-      -  A badge will be displayed within the orders column of the value you
-         have chosen and the quantity filled as displayed below
-
-![](image46.png)
+    ![](ladder_badges.png)

 -  To change the price level you wish to work the order, you can right-click and hold on the badge to move it up or down the ladder for the
    desired price
@@ -344,3 +402,42 @@ 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
+
+-  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)
+
+
+
+
+
+
+
@@ -4,6 +4,20 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 1.5.6
+### User Visible Changes
+  - Fixed a bug that could cause limits to be erroneously enforced 
+  - Improved algo documentation
+  - Changed how the spreader uses net change
+  - Simplified trigger algo user interface
+### Internal changes 
+  - Defaulted to not recording sim market data
+  - Improved documentation build 
+  - Added additional performance tracing
+  
+## 1.5.5
+  - Fixed Market View 'stale working orders' bug
+
 ## 1.5.4
  - Avoided logging when warming up cache

@@ -1,223 +1,197 @@
-function initToggleMenu() {
-  var $menu = document.querySelector(".menu");
-  var $menuIcon = document.querySelector(".menu-icon");
-  var $page = document.querySelector(".page");
-  $menuIcon.addEventListener("click", function() {
-    $menu.classList.toggle("menu-hidden");
-    $page.classList.toggle("page-without-menu");
-  });
-}
-
-function debounce(func, wait) {
-  var timeout;
-
-  return function () {
-    var context = this;
-    var args = arguments;
-    clearTimeout(timeout);
-
-    timeout = setTimeout(function () {
-      timeout = null;
-      func.apply(context, args);
-    }, wait);
-  };
-}
-
-// Taken from mdbook
-// The strategy is as follows:
-// First, assign a value to each word in the document:
-//  Words that correspond to search terms (stemmer aware): 40
-//  Normal words: 2
-//  First word in a sentence: 8
-// Then use a sliding window with a constant number of words and count the
-// sum of the values of the words within the window. Then use the window that got the
-// maximum sum. If there are multiple maximas, then get the last one.
-// Enclose the terms in <b>.
-function makeTeaser(body, terms) {
-  var TERM_WEIGHT = 40;
-  var NORMAL_WORD_WEIGHT = 2;
-  var FIRST_WORD_WEIGHT = 8;
-  var TEASER_MAX_WORDS = 30;
-
-  var stemmedTerms = terms.map(function (w) {
-    return elasticlunr.stemmer(w.toLowerCase());
-  });
-  var termFound = false;
-  var index = 0;
-  var weighted = []; // contains elements of ["word", weight, index_in_document]
-
-  // split in sentences, then words
-  var sentences = body.toLowerCase().split(". ");
-
-  for (var i in sentences) {
-    var words = sentences[i].split(" ");
-    var value = FIRST_WORD_WEIGHT;
-
-    for (var j in words) {
-      var word = words[j];
-
-      if (word.length > 0) {
-        for (var k in stemmedTerms) {
-          if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
-            value = TERM_WEIGHT;
-            termFound = true;
-          }
-        }
-        weighted.push([word, value, index]);
-        value = NORMAL_WORD_WEIGHT;
-      }
-
-      index += word.length;
-      index += 1;  // ' ' or '.' if last word in sentence
-    }
-
-    index += 1;  // because we split at a two-char boundary '. '
-  }
-
-  if (weighted.length === 0) {
-    return body;
-  }
-
-  var windowWeights = [];
-  var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
-  // We add a window with all the weights first
-  var curSum = 0;
-  for (var i = 0; i < windowSize; i++) {
-    curSum += weighted[i][1];
-  }
-  windowWeights.push(curSum);
-
-  for (var i = 0; i < weighted.length - windowSize; i++) {
-    curSum -= weighted[i][1];
-    curSum += weighted[i + windowSize][1];
-    windowWeights.push(curSum);
-  }
-
-  // If we didn't find the term, just pick the first window
-  var maxSumIndex = 0;
-  if (termFound) {
-    var maxFound = 0;
-    // backwards
-    for (var i = windowWeights.length - 1; i >= 0; i--) {
-      if (windowWeights[i] > maxFound) {
-        maxFound = windowWeights[i];
-        maxSumIndex = i;
-      }
-    }
-  }
-
-  var teaser = [];
-  var startIndex = weighted[maxSumIndex][2];
-  for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
-    var word = weighted[i];
-    if (startIndex < word[2]) {
-      // missing text from index to start of `word`
-      teaser.push(body.substring(startIndex, word[2]));
-      startIndex = word[2];
-    }
-
-    // add <em/> around search terms
-    if (word[1] === TERM_WEIGHT) {
-      teaser.push("<b>");
-    }
-    startIndex = word[2] + word[0].length;
-    teaser.push(body.substring(word[2], startIndex));
-
-    if (word[1] === TERM_WEIGHT) {
-      teaser.push("</b>");
-    }
-  }
-  teaser.push("…");
-  return teaser.join("");
-}
-
-function formatSearchResultItem(item, terms) {
-  var li = document.createElement("li");
-  li.classList.add("search-results__item");
-  li.innerHTML = `<a href="${item.ref}">${item.doc.title}</a>`;
-  li.innerHTML += `<div class="search-results__teaser">${makeTeaser(item.doc.body, terms)}</div>`;
-  return li;
-}
-
-// Go from the book view to the search view
-function toggleSearchMode() {
-  var $bookContent = document.querySelector(".book-content");
-  var $searchContainer = document.querySelector(".search-container");
-  if ($searchContainer.classList.contains("search-container--is-visible")) {
-    $searchContainer.classList.remove("search-container--is-visible");
-    document.body.classList.remove("search-mode");
-    $bookContent.style.display = "block";
-  } else {
-    $searchContainer.classList.add("search-container--is-visible");
-    document.body.classList.add("search-mode");
-    $bookContent.style.display = "none";
-    document.getElementById("search").focus();
-  }
-}
-
-function initSearch() {
-  var $searchInput = document.getElementById("search");
-  if (!$searchInput) {
-    return;
-  }
-  var $searchIcon = document.querySelector(".search-icon");
-  $searchIcon.addEventListener("click", toggleSearchMode);
-
-  var $searchResults = document.querySelector(".search-results");
-  var $searchResultsHeader = document.querySelector(".search-results__header");
-  var $searchResultsItems = document.querySelector(".search-results__items");
-  var MAX_ITEMS = 10;
-
-  var options = {
-    bool: "AND",
-    fields: {
-      title: {boost: 2},
-      body: {boost: 1},
-    }
-  };
-  var currentTerm = "";
-  var index = elasticlunr.Index.load(window.searchIndex);
-
-  $searchInput.addEventListener("keyup", debounce(function() {
-    var term = $searchInput.value.trim();
-    if (term === currentTerm || !index) {
-      return;
-    }
-    $searchResults.style.display = term === "" ? "none" : "block";
-    $searchResultsItems.innerHTML = "";
-    if (term === "") {
-      return;
-    }
-
-    var results = index.search(term, options).filter(function (r) {
-      return r.doc.body !== "";
-    });
-    if (results.length === 0) {
-      $searchResultsHeader.innerText = `No search results for '${term}'.`;
-      return;
-    }
-
-    currentTerm = term;
-      $searchResultsHeader.innerText = `${results.length} search results for '${term}':`;
-    for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
-      if (!results[i].doc.body) {
-        continue;
-      }
-      // var item = document.createElement("li");
-      // item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
-      console.log(results[i]);
-      $searchResultsItems.appendChild(formatSearchResultItem(results[i], term.split(" ")));
-    }
-  }, 150));
-}
-
-if (document.readyState === "complete" ||
-    (document.readyState !== "loading" && !document.documentElement.doScroll)
-) {
-  initToggleMenu();
-} else {
-  document.addEventListener("DOMContentLoaded", function () {
-    initToggleMenu();
-    initSearch();
-  });
-}
+function initToggleMenu() {
+    var $menu = document.querySelector(".menu");
+    var $menuIcon = document.querySelector(".menu-icon");
+    var $page = document.querySelector(".page");
+    $menuIcon.addEventListener("click", function () {
+        $menu.classList.toggle("menu-hidden");
+        $page.classList.toggle("page-without-menu");
+    });
+}
+function debounce(func, wait) {
+    var timeout;
+    return function () {
+        var context = this;
+        var args = arguments;
+        clearTimeout(timeout);
+        timeout = setTimeout(function () {
+            timeout = null;
+            func.apply(context, args);
+        }, wait);
+    };
+}
+// Taken from mdbook
+// The strategy is as follows:
+// First, assign a value to each word in the document:
+//  Words that correspond to search terms (stemmer aware): 40
+//  Normal words: 2
+//  First word in a sentence: 8
+// Then use a sliding window with a constant number of words and count the
+// sum of the values of the words within the window. Then use the window that got the
+// maximum sum. If there are multiple maximas, then get the last one.
+// Enclose the terms in <b>.
+function makeTeaser(body, terms) {
+    var TERM_WEIGHT = 40;
+    var NORMAL_WORD_WEIGHT = 2;
+    var FIRST_WORD_WEIGHT = 8;
+    var TEASER_MAX_WORDS = 30;
+    var stemmedTerms = terms.map(function (w) {
+        return elasticlunr.stemmer(w.toLowerCase());
+    });
+    var termFound = false;
+    var index = 0;
+    var weighted = []; // contains elements of ["word", weight, index_in_document]
+    // split in sentences, then words
+    var sentences = body.toLowerCase().split(". ");
+    for (var i in sentences) {
+        var words = sentences[i].split(" ");
+        var value = FIRST_WORD_WEIGHT;
+        for (var j in words) {
+            var word = words[j];
+            if (word.length > 0) {
+                for (var k in stemmedTerms) {
+                    if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
+                        value = TERM_WEIGHT;
+                        termFound = true;
+                    }
+                }
+                weighted.push([word, value, index]);
+                value = NORMAL_WORD_WEIGHT;
+            }
+            index += word.length;
+            index += 1; // ' ' or '.' if last word in sentence
+        }
+        index += 1; // because we split at a two-char boundary '. '
+    }
+    if (weighted.length === 0) {
+        return body;
+    }
+    var windowWeights = [];
+    var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
+    // We add a window with all the weights first
+    var curSum = 0;
+    for (var i = 0; i < windowSize; i++) {
+        curSum += weighted[i][1];
+    }
+    windowWeights.push(curSum);
+    for (var i = 0; i < weighted.length - windowSize; i++) {
+        curSum -= weighted[i][1];
+        curSum += weighted[i + windowSize][1];
+        windowWeights.push(curSum);
+    }
+    // If we didn't find the term, just pick the first window
+    var maxSumIndex = 0;
+    if (termFound) {
+        var maxFound = 0;
+        // backwards
+        for (var i = windowWeights.length - 1; i >= 0; i--) {
+            if (windowWeights[i] > maxFound) {
+                maxFound = windowWeights[i];
+                maxSumIndex = i;
+            }
+        }
+    }
+    var teaser = [];
+    var startIndex = weighted[maxSumIndex][2];
+    for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
+        var word = weighted[i];
+        if (startIndex < word[2]) {
+            // missing text from index to start of `word`
+            teaser.push(body.substring(startIndex, word[2]));
+            startIndex = word[2];
+        }
+        // add <em/> around search terms
+        if (word[1] === TERM_WEIGHT) {
+            teaser.push("<b>");
+        }
+        startIndex = word[2] + word[0].length;
+        teaser.push(body.substring(word[2], startIndex));
+        if (word[1] === TERM_WEIGHT) {
+            teaser.push("</b>");
+        }
+    }
+    teaser.push("…");
+    return teaser.join("");
+}
+function formatSearchResultItem(item, terms) {
+    var li = document.createElement("li");
+    li.classList.add("search-results__item");
+    li.innerHTML = "<a href=\"" + item.ref + "\">" + item.doc.title + "</a>";
+    li.innerHTML += "<div class=\"search-results__teaser\">" + makeTeaser(item.doc.body, terms) + "</div>";
+    return li;
+}
+// Go from the book view to the search view
+function toggleSearchMode() {
+    var $bookContent = document.querySelector(".book-content");
+    var $searchContainer = document.querySelector(".search-container");
+    if ($searchContainer.classList.contains("search-container--is-visible")) {
+        $searchContainer.classList.remove("search-container--is-visible");
+        document.body.classList.remove("search-mode");
+        $bookContent.style.display = "block";
+    }
+    else {
+        $searchContainer.classList.add("search-container--is-visible");
+        document.body.classList.add("search-mode");
+        $bookContent.style.display = "none";
+        document.getElementById("search").focus();
+    }
+}
+function initSearch() {
+    var $searchInput = document.getElementById("search");
+    if (!$searchInput) {
+        return;
+    }
+    var $searchIcon = document.querySelector(".search-icon");
+    $searchIcon.addEventListener("click", toggleSearchMode);
+    var $searchResults = document.querySelector(".search-results");
+    var $searchResultsHeader = document.querySelector(".search-results__header");
+    var $searchResultsItems = document.querySelector(".search-results__items");
+    var MAX_ITEMS = 10;
+    var options = {
+        bool: "AND",
+        fields: {
+            title: { boost: 2 },
+            body: { boost: 1 }
+        }
+    };
+    var currentTerm = "";
+    var index = elasticlunr.Index.load(window.searchIndex);
+    $searchInput.addEventListener("keyup", debounce(function () {
+        var term = $searchInput.value.trim();
+        if (term === currentTerm || !index) {
+            return;
+        }
+        $searchResults.style.display = term === "" ? "none" : "block";
+        $searchResultsItems.innerHTML = "";
+        if (term === "") {
+            return;
+        }
+        var results = index.search(term, options).filter(function (r) {
+            return r.doc.body !== "";
+        });
+        if (results.length === 0) {
+            $searchResultsHeader.innerText = "No search results for '" + term + "'.";
+            return;
+        }
+        currentTerm = term;
+        $searchResultsHeader.innerText = results.length + " search results for '" + term + "':";
+        for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
+            if (!results[i].doc.body) {
+                continue;
+            }
+            // var item = document.createElement("li");
+            // item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
+            console.log(results[i]);
+            $searchResultsItems.appendChild(formatSearchResultItem(results[i], term.split(" ")));
+        }
+    }, 150));
+}
+if (document.readyState === "complete" ||
+    (document.readyState !== "loading" && !document.documentElement.doScroll)) {
+    initToggleMenu();
+}
+else {
+    document.addEventListener("DOMContentLoaded", function () {
+        initToggleMenu();
+        initSearch();
+    });
+}
@@ -8,5 +8,10 @@ $(document).ready(function() {

    $(".back-button")
        .html("Go Back")
-        .click(_ => window.history.back());
+        .click(function(_) { window.history.back()});
+
+    if(navigator.userAgent.indexOf("Trident") > -1) {
+        console.log(navigator.userAgent);
+        $(".search-icon").css("display", "none");
+    }
 });
@@ -22,7 +22,9 @@ namespace mbts.ui {
         AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
         AddFileGeometryKey = nameof(AddFileGeometryKey),
         AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
+         AttachAlgosGeometryKey = nameof(AttachAlgosGeometryKey),
         CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         DetachAlgosGeometryKey = nameof(DetachAlgosGeometryKey),
         DiskGeometryKey = nameof(DiskGeometryKey),
         DiskFileGeometryKey = nameof(DiskFileGeometryKey),
         DocumentGeometryKey = nameof(DocumentGeometryKey),
@@ -39,6 +41,7 @@ namespace mbts.ui {
         PaymentGeometryKey = nameof(PaymentGeometryKey),
         PencilGeometryKey = nameof(PencilGeometryKey),
         PlayGeometryKey = nameof(PlayGeometryKey),
+         ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
         StarGeometryKey = nameof(StarGeometryKey),
         ToolsGeometryKey = nameof(ToolsGeometryKey),
         TrashGeometryKey = nameof(TrashGeometryKey),
@@ -115,6 +118,7 @@ namespace mbts.ui {
      public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
      public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
      public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
+      public static ImageSource AttachAlgos => create_icon(AttachAlgosGeometryKey);
      public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
      public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }

@@ -139,6 +143,7 @@ namespace mbts.ui {
      public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
+      public static ImageSource DetachAlgos => create_icon(DetachAlgosGeometryKey);
      public static ImageSource Disk => create_icon(DiskGeometryKey);
      public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
      public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
@@ -158,6 +163,7 @@ namespace mbts.ui {
      public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
+      public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
      public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
      public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
      public static ImageSource Star => create_icon(StarGeometryKey);
@@ -40,6 +40,69 @@
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  </x:Array>

+  <!--File (the icon is free to use if we include this information in our credit section)
+    Source: https://www.flaticon.com/authors/freepik
+    Ttile: Unlink free icon
+    Credit: Icon made by Chanut from www.flaticon.com-->
+  <x:Array x:Key="{x:Static mbts:Icons.AttachAlgosGeometryKey}" Type="sys:String">
+    <sys:String>
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+    <sys:String>
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+  </x:Array>
+
+  <!--File (the icon is free to use if we include this information in our credit section)
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+    Ttile: Disconnected chains free icon
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+  <!--File (the icon is free to use if we include this information in our credit section)
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+    M6,32.759C6,18.004,18.004,6,32.759,6c6.648,0,12.734,2.443,17.419,6.472L12.472,50.178C8.443,45.493,6,39.407,6,32.759z
+    M32.759,59.518c-5.948,0-11.447-1.953-15.895-5.248l37.405-37.405c3.295,4.448,5.248,9.947,5.248,15.895
+    C59.518,47.514,47.514,59.518,32.759,59.518z
+  </sys:String>
+
  <!--File (the icon is free to use if we include this information in our credit section)
    Source: https://www.flaticon.com/authors/smashicons
    Ttile: File free icon
@@ -16,7 +16,7 @@ using System.Windows;

 namespace mbts.spark {
   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
-      const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
+      const string _window_type = "MarketView", _window_type_display_name = "Market View";
      readonly OrdersModel _orders_model;
      readonly AllowOnce _init_guard = new AllowOnce("MarketView");
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -32,6 +32,7 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
      }

      event Action<MarketViewWindowFactory.StartupData> _state_changed;
@@ -47,7 +48,7 @@ namespace mbts.spark {
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;

-      public string thread_id => _thread_id;
+      public string thread_id { get; }

      public void thread_init() {
         _init_guard.check_access();
@@ -19,7 +19,7 @@ using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;

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

      public override void Dispose() =>
@@ -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"
@@ -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;
      }
@@ -16,7 +16,7 @@ using System.Windows;
 using static bts.shell.SyntheticManagementWindowFactory;

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

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

@@ -101,16 +113,6 @@ namespace mbts.spark {
         else _view.DataContext = _vm.value;
      }

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

@@ -19,8 +19,6 @@
    <ResourceDictionary>
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
      </ResourceDictionary.MergedDictionaries>
      <!--Primitive Constants-->
      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
@@ -559,71 +557,14 @@
              </Grid>
            </RadioButton>
          </Grid>
-          <GroupBox
-            x:Name="content_host"
+          <usp:AlgoEditorView
            Grid.Row="2"
+            DataContext="{Binding content_source}"
            Background="Transparent"
-            BorderBrush="{Binding content_source.algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+            BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
            Margin="0,6,0,0"
            Padding="12,8"
-          >
-            <GroupBox.Style>
-              <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
-                <Setter Property="BorderThickness" Value="1"/>
-                <Setter Property="BorderBrush" Value="Transparent"/>
-                <Style.Triggers>
-                  <Trigger Property="BorderBrush" Value="Transparent">
-                    <Setter Property="BorderThickness" Value="0"/>
-                  </Trigger>
-                  <Trigger Property="usp:AlgoStudioView.IsMouseOverNodeContent" Value="True">
-                    <Setter Property="BorderThickness" Value="2"/>
-                  </Trigger>
-                </Style.Triggers>
-              </Style>
-            </GroupBox.Style>
-            <GroupBox.Header>
-              <ComboBox
-                Grid.Column="3"
-                ToolTipService.ShowOnDisabled="True"
-                SelectedItem="{Binding selected_definition.algo_root}"
-                ItemsSource="{Binding selected_definition.algos_view}"
-                Margin="{StaticResource Margin.LP1}"
-                Width="140"
-              >
-                <ComboBox.Style>
-                  <Style TargetType="ComboBox">
-                    <Style.Triggers>
-                      <DataTrigger Binding="{Binding content_source}" Value="{x:Null}">
-                        <Setter Property="Visibility" Value="Collapsed"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
-                        <Setter Property="IsEnabled" Value="True"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
-                        <Setter Property="IsEnabled" Value="False"/>
-                        <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
-                      </DataTrigger>
-                    </Style.Triggers>
-                  </Style>
-                </ComboBox.Style>
-                <ComboBox.ItemTemplate>
-                  <DataTemplate>
-                    <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
-                  </DataTemplate>
-                </ComboBox.ItemTemplate>
-              </ComboBox>
-            </GroupBox.Header>
-            <ContentControl
-              Grid.IsSharedSizeScope="True"
-              Content="{Binding selected_definition.algo_root}"
-              ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
-              Margin="{StaticResource Margin.TP1}"
-            >
-              <ContentControl.Resources>
-                <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
-              </ContentControl.Resources>
-            </ContentControl>
-          </GroupBox>
+          />
          <c:DialogSkirt Grid.Row="3" Margin="{StaticResource Margin.TP2}" Background="Transparent">
            <c:DialogSkirt.RightItems>
              <x:ArrayExtension Type="{x:Type Button}">
@@ -1,8 +1,6 @@
 using mbts.spark;
 using mbts.ui.converters;
-using mbts.ui.extensions;
 using System;
-using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
 using System.Windows.Input;
@@ -18,26 +16,11 @@ namespace mbts.ui.spark {
      public AlgoStudioView() {
         InitializeComponent();
         DataContextChanged += (s, e) => set_controller();
-         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
-         content_host.MouseEnter += content_host_MouseEnter;
-         content_host.MouseLeave += content_host_MouseLeave;
         set_controller();
         // local methods
         void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
-         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
      }

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

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

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

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

@@ -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;
@@ -1,8 +1,9 @@
 using bts.api.orderman;
 using bts.utils;
 using mbts.spark.utilities;
-using ProtoBuf;
+using mbts.ui.utility;
 using System;
+using System.Collections.Generic;
 using System.Linq;

 namespace mbts.spark {
@@ -10,12 +11,6 @@ namespace mbts.spark {
      public readonly string name;
      public readonly AlgoStructureKey structure;

-      public AlgoNameStructureKey(CustomOrderDefinitionImmutable definition)
-         : this(definition.CustomCase.type_id(), definition) { }
-
-      public AlgoNameStructureKey(string name, CustomOrderDefinitionImmutable definition)
-         : this(name, new AlgoStructureKey(definition)) { }
-
      public AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
         : this(base_type.type_id(), new AlgoStructureKey(base_type)) { }

@@ -31,31 +26,22 @@ namespace mbts.spark {
      public static bool operator !=(AlgoNameStructureKey a, AlgoNameStructureKey b) => !a.Equals(b);
   }

-   [ProtoContract]
   struct AlgoStructureKey : IEquatable<AlgoStructureKey> {
-      [ProtoMember(1)]
      readonly int[] _structure;

      public AlgoStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
         : this(new[] { (int)base_type }) { }

-      public AlgoStructureKey(CustomOrderDefinitionImmutable definition) {
-         int[] s = new[] { (int)definition.CustomCase };
-         _build_structure(definition, ref s, 1);
-         _structure = s;
-      }
+      public AlgoStructureKey(CustomOrderDefinitionImmutable definition, IMaskIndexInt32<string> dynamic_type_index) =>
+         _structure = AlgoStructureSerializer.to_array(definition, dynamic_type_index);

      public AlgoStructureKey(int[] structure) =>
         _structure = structure;

-      public CustomOrderDefinitionImmutable build_def() {
-         int pos = 0;
-         var mdef = new CustomOrderDefinition();
-         _build_def(_structure, ref pos, ref mdef);
-         return new CustomOrderDefinitionImmutable(mdef);
-      }
+      public IReadOnlyList<int> structure => _structure ?? Array.Empty<int>();

      public bool Equals(AlgoStructureKey other) =>
+         /// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
         _structure.Length == other._structure.Length &&
         _structure.SequenceEqual(other._structure);

@@ -67,38 +53,108 @@ namespace mbts.spark {

      public static bool operator ==(AlgoStructureKey a, AlgoStructureKey b) => a.Equals(b);
      public static bool operator !=(AlgoStructureKey a, AlgoStructureKey b) => !a.Equals(b);
+   }

-      static void _build_structure(CustomOrderDefinitionImmutable definition, ref int[] structure, int pos) =>
-         _build_structure(definition.CloneToMutable(), ref structure, pos);
+   static class AlgoStructureSerializer {
+      const int
+         _dynamic_mask = 1 << 31,
+         _child_mask_offset = 30;

-      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, int pos) {
-         var cad = OrderDataHelper.get_child_algo_data(algo.CustomCase);
-         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);
-               int del_mask = 1 << (31 - di);
-               structure[pos++] = (int)child_algo.CustomCase | del_mask;
-               _build_structure(child_algo, ref structure, pos);
-               break;
-            }
-         }
-         ArrayHelper.trim(ref structure, pos);
+      public static CustomOrderDefinitionImmutable build_algoi(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure_key.structure, dynamic_helper);
+
+      public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure_key.structure, dynamic_helper);
+
+      public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         new AlgoStructureKey(to_array(algo, dynamic_type_index));
+
+      public static AlgoStructureKey structure_key(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         new AlgoStructureKey(to_array(algo, dynamic_type_index));
+
+      public static int[] to_array(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         to_array(algo.CloneToMutable(), dynamic_type_index);
+
+      public static int[] to_array(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) {
+         int[] s = new[] { (int)algo.CustomCase };
+         _build_structure(algo, ref s, dynamic_type_index);
+         return s;
      }

-      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);
-            for (int di = 0; di < cad.Count; di++) {
-               int mask = 1 << (31 - di);
-               if ((structure[i] & mask) == mask) {
-                  var type = (CustomOrderDefinition.CustomOneofCase)(structure[i] ^ mask);
-                  var child_algo = OrderDataHelper.Defaults.CustomOrderDefinition(type);
-                  pos++;
-                  _build_def(structure, ref pos, ref child_algo);
-                  cad[di].set_child(algo, child_algo);
+      public static CustomOrderDefinitionImmutable from_array(int[] structure, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure, dynamic_helper);
+
+      public static CustomOrderDefinitionImmutable parsei(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) =>
+         new CustomOrderDefinitionImmutable(parse(structure, dynamic_helper));
+
+      public static CustomOrderDefinition parse(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) {
+         if (structure == null || structure.Count == 0)
+            return new CustomOrderDefinition();
+         int pos = 1;
+         var mdef = OrderDataHelper.create_algo((CustomOrderDefinition.CustomOneofCase)structure[0]);
+         _build_def(structure, ref pos, ref mdef, dynamic_helper);
+         return mdef;
+      }
+
+      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
+         if (structure == null || structure.Length == 0)
+            structure = new int[1];
+         structure[0] = (int)algo.CustomCase;
+         int p = 1;
+         _build_structure(algo, ref structure, ref p, dynamic_type_index);
+         ArrayHelper.trim(ref structure, p);
+      }
+
+      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, ref int pos, IMaskIndexInt32<string> dynamic_type_index) {
+         IEnumerable<(CustomOrderDefinition child_algo, int field_pos)> children;
+         if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            ArrayHelper.ensure_capacity(ref structure, pos + 1);
+            structure[pos++] = dynamic_type_index.to_int(algo.Dynamic.DynamicOrderType) | _dynamic_mask;
+            children = algo.Dynamic.OrderParams.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef).Select((kv, i) => (kv.Value.AsOrderDef, i));
+         } else {
+            var cad = OrderDataHelper.get_child_algo_data(algo);
+            children = cad.Select((c, i) => (c.get_child(algo), i));
+            children = children.Where(c => c.child_algo != null);
+         }
+         foreach ((var child, int field_pos) in children) {
+            ArrayHelper.ensure_capacity(ref structure, pos + 1);
+            structure[pos++] = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.to_int(child.CustomCase) | _child_algo_mask(field_pos);
+            _build_structure(child, ref structure, ref pos, dynamic_type_index);
+         }
+      }
+
+      /// <summary>
+      /// Gets a mask for a particular child-algo field of a particular algo definition.
+      /// </summary>
+      /// <param name="field_pos">The index wrt the deterministic enumeration of child algos for a particular definition (e.g., Hedge = 0, Child = 1).</param>
+      static int _child_algo_mask(int field_pos) => 1 << (_child_mask_offset - field_pos);
+
+      static void _build_def(IReadOnlyList<int> structure, ref int pos, ref CustomOrderDefinition algo, DynamicOrderHelper dynamic_helper) {
+         var local_algo = algo;
+         IEnumerable<(Action<CustomOrderDefinition> assign_child, int field_pos)> children;
+         if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            var dyn_def = algo.Dynamic;
+            dyn_def.DynamicOrderType = dynamic_helper.dynamic_type_index.from_int(structure[pos++] ^ _dynamic_mask);
+            dynamic_helper.add_dynamic_params(ref dyn_def);
+            children = dyn_def.OrderParams
+               .Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
+               .Select((kv, i) => (new Action<CustomOrderDefinition>(child_algo => kv.Value.AsOrderDef = child_algo), i));
+         } else {
+            children = OrderDataHelper.get_child_algo_data(algo)
+               .Select((c, i) => (new Action<CustomOrderDefinition>(child_algo => c.assign_child(local_algo, child_algo)), i));
+         }
+         using (var children_en = children.GetEnumerator()) {
+            while (pos < structure.Count && children_en.MoveNext()) {
+               (var assign_child, int field_pos) = children_en.Current;
+               int mask = _child_algo_mask(field_pos);
+               if ((structure[pos] & mask) == mask) {
+                  var type = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.from_int(structure[pos++] ^ mask);
+                  var child_algo = OrderDataHelper.create_algo(type);
+                  _build_def(structure, ref pos, ref child_algo, dynamic_helper);
+                  assign_child(child_algo);
               }
            }
         }
      }
   }
-}
+}
@@ -46,7 +46,8 @@ namespace mbts.spark {
      readonly DeferrableActionWrapper _refresh_on_local_changes;
      readonly ReactiveThresholdMonitor<AlgoDefinitionTemplateVM> _any_templates_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionTemplateVM>(t => t.observe_is_dirty());
      readonly Property<AlgoFormats> _selected_format;
-      AlgoEditingPermissions _editing_permissions;
+      readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
+
      int? _favorite_index;
      Brush _badge_fill;
      Snapshot? _committed;
@@ -54,29 +55,43 @@ namespace mbts.spark {
      TableUpdateBuffer<AlgoTemplateData, AlgoKey> _template_update_buffer;
      bool _connected;

-      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange) {
-         var rv = new AlgoDefinitionVM(model, data, init_format);
+      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) {
+         var rv = new AlgoDefinitionVM(model, data, init_format, editing_permissions);
         if (connect)
            rv.connect();
         return rv;
      }

      public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
-         new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format);
+         new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format, (AlgoEditingPermissions)int.MaxValue);

-      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format = AlgoFormats.Exchange) {
+      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
         // init core data
         _model = model;
+         _permissions_mask.mask = init_permissions;
+         _permissions_mask.raw = init_permissions;
+         var resources = new CompositeDisposable();
+         if (!model.algo_model.ui_configuration.can_modify_definition_values)
+            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
+         if (!model.algo_model.ui_configuration.can_modify_definition_structure)
+            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
+         else if (model.algo_model.templates_enabled()) {
+            resources.Add(_templates.Subscribe((s, e) => {
+               if (_templates.Count == 0) {
+                  editing_permissions_mask |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
+               } else {
+                  editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
+               }
+            }));
+         }
         key = def_data.key;
         algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
         _template_update_buffer = new TableUpdateBuffer<AlgoTemplateData, AlgoKey>(t => t.key);
         _templates_with_custom = new ObservableAppendCollection<AlgoDefinitionTemplateVM>(templates);
         templates_view = (ListCollectionView)CollectionViewSource.GetDefaultView(_templates_with_custom);
         custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
-         _editing_permissions = _get_permissions();
         _version = new VersionContainer<Snapshot>(_snapshot);
         var conf = _model.algo_model.ui_configuration;
-         var resources = new CompositeDisposable();
         // init backing props
         _name = backing(nameof(name), def_data.name);
         _abbreviation = backing(nameof(abbreviation), string.Empty);
@@ -87,7 +102,7 @@ namespace mbts.spark {
         _is_selected = backing(nameof(is_selected), true);
         _is_dirty = backing(nameof(is_dirty), () => key.mode == AlgoKey.Mode.Unpersisted || !_committed.HasValue || !_committed.Value.Equals(_version.value));
         var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : new AlgoData(def_data.value);
-         _algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data, _editing_permissions)));
+         _algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data)));
         _visible_algo_root = backing<IAlgoVM>(nameof(visible_algo_root));
         _can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
         _can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
@@ -113,7 +128,6 @@ namespace mbts.spark {
                  as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
                  _edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
                  _edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
-                  templates.ObserveSelf().Select(_ => _get_permissions()).DistinctUntilChanged().OnDispatcher().Subscribe(on_editing_permissions),
                  _algo_root.observe_current(true).SubscribeHookLatest(vm => {
                     if (vm == null)
                        return Disposable.empty;
@@ -152,16 +166,22 @@ namespace mbts.spark {
                     _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
                     break;
               }
-               resources.Add(_selected_format.observe_current(true).SubscribeHookLatest(f => {
-                  using (_refresh_on_local_changes.defer_execution()) {
-                     var algo_data = model.factory.default_algos(f);
-                     var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(f));
-                     return this.load_algo_data_recursive(algo_data, default_algo);
-                  }
-               }));
+               var permission_src = _permissions_mask.observe_result();
+               resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
+                  .SubscribeHookLatest(t => {
+                     if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
+                        using (_refresh_on_local_changes.defer_execution()) {
+                           var algo_data = model.factory.default_algos(t.fmt);
+                           var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(t.fmt));
+                           return this.load_algo_data_recursive(algo_data, default_algo);
+                        }
+                     }
+                     return Disposable.empty;
+                  }));
+               resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
+               resources.Add(this.connect_data(permission_src));
               resources.Add(this.connect_data(Observable.Return(model)));
               _dispose = resources;
-               on_editing_permissions(_get_permissions());
               await algo_root.load_from_async(def_data.value);
               _version.increment_version();
               _edit_stack.reset(_version.value);
@@ -169,11 +189,6 @@ namespace mbts.spark {
            }
         }
         // local methods
-         void on_editing_permissions(AlgoEditingPermissions eps) {
-            _editing_permissions = eps;
-            foreach (var vm in algo_roots)
-               vm.set_permissions(eps);
-         }
         void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
         void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
         void on_local_changed() {
@@ -230,6 +245,9 @@ namespace mbts.spark {
      // visual states
      public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
      public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
+      // editing permissions
+      public AlgoEditingPermissions editing_permissions_mask { get => _permissions_mask.mask; set => _permissions_mask.mask = value; }
+      public AlgoEditingPermissions editing_permissions => _permissions_mask.result;

      #region IAlgoSelector
      event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed { add => algo_root_changed += value; remove => algo_root_changed -= value; }
@@ -248,7 +266,7 @@ namespace mbts.spark {

      void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
         var orig_algo = algo_root?.id;
-         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, _editing_permissions, true));
+         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, is_expanded: true));
         if (!try_select(orig_algo) && !try_select(default_algo))
            algo_root = algo_roots.FirstOrDefault();
         //
@@ -298,6 +316,19 @@ namespace mbts.spark {

      public IDisposable buffer_updates() => _template_update_buffer.buffer_updates();

+      public void load_def(CustomOrderDefinitionImmutable def) {
+         var key = OrderDataHelper.get_shallow_factory_key(def);
+         if (algo_root?.id == key) {
+            algo_root.load_from(def);
+         } else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
+            vm.load_from(def);
+            algo_root = vm;
+         } else {
+            algo_roots.Add(vm = _mk_algo_root(def));
+            algo_root = vm;
+         }
+      }
+
      public void load(AlgoData data) {
         _assert_can_load(data.key);
         if (algo_root != null)
@@ -309,7 +340,7 @@ namespace mbts.spark {

      // pass a copy of the persisted state - rather than use local values - because if something goes wrong, it is better to be in sync with data fresh from the server/api.
      public AlgoDefinitionVM to_persisted(AlgoData def) =>
-         new AlgoDefinitionVM(_model, def);
+         new AlgoDefinitionVM(_model, def, selected_format, editing_permissions_mask);

      public AlgoData create_algo_def() =>
         new AlgoData(algo_root.definition, name, key);
@@ -322,16 +353,6 @@ namespace mbts.spark {
      public override int GetHashCode() => key.GetHashCode();
      public override string ToString() => algo_root == null ? $"!:{name}" : $"{algo_root.order_type}:{name}";

-      AlgoEditingPermissions _get_permissions() {
-         var permissions = AlgoEditingPermissions.None;
-         if (_model.algo_model.ui_configuration.can_modify_definition_values) {
-            permissions |= AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues;
-         }
-         if (_model.algo_model.ui_configuration.can_modify_definition_structure || (_model.algo_model.templates_enabled() && _templates.Count == 0))
-            permissions |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
-         return permissions;
-      }
-
      void _assert_can_load(AlgoKey data_key) {
         if (key.mode != data_key.mode)
            throw new InvalidOperationException($"{typeof(AlgoDefinitionVM)} '{nameof(key)}.{nameof(AlgoKey.mode)}' must be {data_key.mode} (actually {key.mode}), to load specified data.");
@@ -362,7 +383,7 @@ namespace mbts.spark {
      }

      IAlgoVM _mk_algo_root(CustomOrderDefinitionImmutable definition) =>
-         OrderTypeVMFactory.create(new AlgoData(definition), editing_permissions: _editing_permissions, true);
+         OrderTypeVMFactory.create(new AlgoData(definition), is_expanded: true);

      void _on_metadata(AlgoDefinitionMetadata metadata) {
         using (_refresh_on_local_changes.supress_execution()) {
@@ -0,0 +1,119 @@
+<UserControl
+  x:Class="mbts.ui.spark.AlgoEditorView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <!--Primitive Constants-->
+      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
+      <sys:Double x:Key="HorizontalPush2">8</sys:Double>
+      <sys:Double x:Key="HorizontalPush3">12</sys:Double>
+      <sys:Double x:Key="VerticalPush1">4</sys:Double>
+      <sys:Double x:Key="VerticalPush2">8</sys:Double>
+      <sys:Double x:Key="VerticalPush3">12</sys:Double>
+      <Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
+      <Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
+      <Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
+      <Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
+      <Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
+      <!--Converters-->
+      <uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
+      <!--Default Styles-->
+      <Style x:Key="ContentHostGroupBoxStyle" TargetType="GroupBox">
+        <Setter Property="Padding" Value="8"/>
+      </Style>
+      <Style TargetType="TextBox">
+        <Setter Property="u:TextBoxBehavior.EnterKeyBehavior" Value="CommitAndRelease"/>
+        <Setter Property="u:TextBoxBehavior.ReleaseOnEscape" Value="True"/>
+      </Style>
+
+      <Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
+        <Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
+      </Style>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <GroupBox
+    x:Name="content_host"
+    Grid.Row="2"
+    Background="Transparent"
+    BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+    Margin="0,6,0,0"
+    Padding="12,8"
+  >
+    <GroupBox.Style>
+      <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
+        <Setter Property="BorderThickness" Value="1"/>
+        <Setter Property="BorderBrush" Value="Transparent"/>
+        <Style.Triggers>
+          <Trigger Property="BorderBrush" Value="Transparent">
+            <Setter Property="BorderThickness" Value="0"/>
+          </Trigger>
+          <Trigger Property="usp:AlgoEditorView.IsMouseOverNodeContent" Value="True">
+            <Setter Property="BorderThickness" Value="2"/>
+          </Trigger>
+        </Style.Triggers>
+      </Style>
+    </GroupBox.Style>
+    <GroupBox.Header>
+      <ComboBox
+        ToolTipService.ShowOnDisabled="True"
+        Width="140"
+        Margin="{StaticResource Margin.LP1}"
+        ItemsSource="{Binding algos_view}"
+        SelectedItem="{Binding algo_root}"
+      >
+        <ComboBox.Style>
+          <Style TargetType="ComboBox">
+            <Style.Triggers>
+              <DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
+                <Setter Property="IsEnabled" Value="True"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
+                <Setter Property="IsEnabled" Value="False"/>
+                <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
+              </DataTrigger>
+            </Style.Triggers>
+          </Style>
+        </ComboBox.Style>
+        <ComboBox.IsEnabled>
+          <Binding Path="editing_permissions">
+            <Binding.Converter>
+              <cv:EnumHasFlagsConverter>
+                <sp:AlgoEditingPermissions>AllowEditStructure</sp:AlgoEditingPermissions>
+              </cv:EnumHasFlagsConverter>
+            </Binding.Converter>
+          </Binding>
+        </ComboBox.IsEnabled>
+        <ComboBox.ItemTemplate>
+          <DataTemplate>
+            <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
+          </DataTemplate>
+        </ComboBox.ItemTemplate>
+      </ComboBox>
+    </GroupBox.Header>
+    <ContentControl
+      Grid.IsSharedSizeScope="True"
+      Content="{Binding algo_root}"
+      ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
+      Margin="{StaticResource Margin.TP1}"
+      Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
+    >
+      <ContentControl.Resources>
+        <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
+      </ContentControl.Resources>
+    </ContentControl>
+  </GroupBox>
+</UserControl>
@@ -0,0 +1,28 @@
+using mbts.ui.extensions;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorView : UserControl {
+      public AlgoEditorView() {
+         InitializeComponent();
+         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
+         content_host.MouseEnter += content_host_MouseEnter;
+         content_host.MouseLeave += content_host_MouseLeave;
+         // local methods
+         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
+      }
+
+      #region IsMouseOverNodeContent 
+      public static readonly DependencyProperty IsMouseOverNodeContentProperty =
+         DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoEditorView), new PropertyMetadata(false));
+
+      public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
+      public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
+      #endregion
+   }
+}
@@ -14,10 +14,13 @@ using mbts.ui.shell;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Collections.Specialized;
 using System.ComponentModel;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Windows.Data;
@@ -42,7 +45,7 @@ namespace mbts.spark {
      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
         : this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }

-      FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IConnectableObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
+      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
         _model = model;
         _settings_manager = settings_manager;
         /// Columns
@@ -98,16 +101,17 @@ namespace mbts.spark {
         // grid settings
         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
-         grid_settings_manager.load_from(settings_manager.current_settings());
+         if (_settings_manager != null)
+            grid_settings_manager.load_from(_settings_manager.current_settings());
         //
-         _dispose = Disposable.Create(
+         _dispose = new CompositeDisposable(
            ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
            fills_source.OnDispatcher().Subscribe(t => {
               _rows.update(t);
               Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
            }),
            state_obs.OnDispatcher().Subscribe(s => {
-               if (s.grid != null) {
+               if (s.grid != null && _settings_manager != null) {
                  // this means we are not using defaults,
                  // Note: settings_manager in turn notifies grid_settings_manager of this update
                  _settings_manager.instance_settings = s.grid;
@@ -120,8 +124,8 @@ namespace mbts.spark {
               };
               rows_manager.on_settings(fs, s.sorting_criterion);
            }),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
-            fills_source.Connect()
+            settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
+            (fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
         );
         // local methods
         void add_col<TFilter>(Columns col_key, string header, Func<Row, string> get_text, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter, string filter_template, double width) =>
@@ -153,12 +157,12 @@ namespace mbts.spark {
      public IEnumerable<SortingCriteria> get_sorting_criterion() =>
         _sort_manager.create();

+      public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
+         _sort_manager.on_sorting(e);
+
      static Columns _col_key(ColumnBase column) =>
         ((IKeyedColumn<Columns>)column).key;

-      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) =>
-         _sort_manager.on_sorting(e);
-
      public FilterStates get_filters() =>
         _filters_manager.create();

@@ -0,0 +1,49 @@
+using mbts.ui;
+using mbts.ui.controls;
+using System;
+
+namespace mbts.spark {
+   /// <summary>
+   /// This class provides a stable DataContext for a fills view, with an internal <see cref="FillsVM"/> that may be disposed and recreated as needed.
+   /// </summary>
+   class FillsVMContainer : IHandleGridSorting, IDisposable, IWillLetYouKnowWhenIDispose {
+      bool _disposed;
+      FillsVM _value;
+
+      public event Action<bool> OnDisposed;
+
+      public FillsVM value {
+         get => _value;
+         set {
+            if (value != _value) {
+               if (_disposed)
+                  throw new ObjectDisposedException(nameof(FillsVMContainer));
+               Disposable.replace(ref _value, value);
+               if (_value != null) {
+                  rows.add_collection(_value.rows);
+                  columns.add_collection(_value.columns);
+               } else {
+                  rows.clear_collections();
+                  columns.clear_collections();
+               }
+            }
+         }
+      }
+
+      public ObservableAggregateCollection<FillsVM.Row> rows { get; } = new ObservableAggregateCollection<FillsVM.Row>();
+      public ObservableAggregateCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableAggregateCollection<DIYGrid.ColumnBase>();
+
+      public void Dispose() {
+         if (_disposed)
+            throw new ObjectDisposedException(nameof(FillsVMContainer));
+         value = null;
+         OnDisposed?.Invoke(true);
+         _disposed = true;
+      }
+
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         if (!_disposed)
+            _value?.on_sorting(sender, e);
+      }
+   }
+}
@@ -18,7 +18,6 @@ using StartupData = bts.shell.FillsWindowFactory.StartupData;
 namespace mbts.spark {
   class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
      public const string window_type_name = "Fills";
-      const string _thread_id = "Fills";
      readonly AllowOnce _init_guard = new AllowOnce("Fills");
      readonly OrdersModel _orders_model;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -33,6 +32,7 @@ namespace mbts.spark {
         _orders_model = orders_model;
         _state = state;
         _settings_manager = settings_manager;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
      }

      event Action<FillsWindowFactory.StartupData> _state_changed;
@@ -48,7 +48,7 @@ namespace mbts.spark {
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;

-      public string thread_id => _thread_id;
+      public string thread_id { get; }

      public void thread_init() {
         _init_guard.check_access();
@@ -33,7 +33,7 @@ namespace bts.shell {
         _settings_hub = settings_hub;
         _orders_model = orders_model;
         _md_auxiliary_model = md_auxiliary_model;
-         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled);
+         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
            bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
@@ -95,7 +95,7 @@
            <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
-            <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
+            <Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
              <Setter Property="Focusable" Value="False"/>
              <Setter Property="Width" Value="16"/>
              <Setter Property="Height" Value="16"/>
@@ -20,7 +20,7 @@ namespace mbts.spark {
      }
   }

-   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
+   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
      public MiniOrderBookRowView() : base() { }
   }
 }
@@ -21,14 +21,13 @@ using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.OrderBookWindowFactory;
-using static mbts.spark.OrderBookView;
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
 using static mbts.ui.controls.DIYGrid;
 using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;

 namespace mbts.spark {
   // This interface is used to hide ColumnBase.SortDirection, and offer a SortDirection member that does NOT require a DependencyProperty lookup.
   interface ICVOrderBookColumn : IKeyedColumn<Columns>, IGridColumn {
-      string sort_member_path { get; }
      ListSortDirection? SortDirection { get; set; }
      IDataGridColumnFilter<OrderSecurityAlgoMeta> filter { get; }
      IComparer<OrderBookRowVM> comparer { get; }
@@ -78,7 +77,6 @@ namespace mbts.spark {
            Add(symbol_column = new SimpleTextColumn<string[]>(
               Columns.Symbol,
               DefaultColumnHeaders.Symbol,
-               nameof(OrderBookRowVM.symbol),
               r => r.symbol,
               DefaultColumnWidths.Symbol,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
@@ -92,7 +90,6 @@ namespace mbts.spark {
            Add(time_created_column = new SimpleTextColumn<TimeFilterTuple>(
               Columns.Time,
               "Time",
-               nameof(OrderBookRowVM.time_created),
               r => r.time_created_text,
               DefaultColumnWidths.Time,
               new TimeFilterVM<OrderSecurityAlgoMeta>(
@@ -104,7 +101,6 @@ namespace mbts.spark {
            Add(last_change_column = new SimpleTextColumn<TimeFilterTuple>(
               Columns.LastChange,
               "Last Change",
-               nameof(OrderBookRowVM.last_change),
               r => r.last_change_text,
               DefaultColumnWidths.Time,
               new TimeFilterVM<OrderSecurityAlgoMeta>(
@@ -116,7 +112,6 @@ namespace mbts.spark {
            Add(user_column = new SimpleTextColumn<string[]>(
               Columns.User,
               DefaultColumnHeaders.User,
-               nameof(OrderBookRowVM.user),
               r => r.user,
               DefaultColumnWidths.User,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
@@ -129,7 +124,6 @@ namespace mbts.spark {
            Add(account_column = new SimpleTextColumn<string[]>(
               Columns.Account,
               DefaultColumnHeaders.Account,
-               nameof(OrderBookRowVM.account),
               r => r.account,
               DefaultColumnWidths.Account,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string, string[]>(
@@ -144,7 +138,6 @@ namespace mbts.spark {
            Add(exchange_column = new SimpleTextColumn<Venue[]>(
               Columns.Exchange,
               DefaultColumnHeaders.Exchange,
-               nameof(OrderBookRowVM.exchange),
               r => r.exchange.ToString(),
               DefaultColumnWidths.Exchange,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Venue>(
@@ -157,7 +150,6 @@ namespace mbts.spark {
            Add(time_in_force_column = new SimpleTextColumn<TimeInForce[]>(
               Columns.TimeInForce,
               DefaultColumnHeaders.TimeInForce,
-               nameof(OrderBookRowVM.time_in_force),
               r => r.time_in_force.ToString(),
               DefaultColumnWidths.TimeInForce,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, TimeInForce>(
@@ -176,14 +168,13 @@ namespace mbts.spark {
            Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
               Columns.SubType,
               "Sub Type",
-               nameof(OrderBookRowVM.order_sub_type),
               r => r.order_sub_type_text,
               80,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderSubType>(
                  EnumHelper.get_values<OrderSubType>().ToList(),
                  ort => ort.order.sub_type(),
                  nameof(OrderBookRowVM.order_sub_type)),
-               SubTypeFilterTemplateKey,
+               OrderBookGridView.SubTypeFilterTemplateKey,
               _wrap_comparer(r => r.order_sub_type)));
            // side
            Add(side_column = new SideColumn(
@@ -205,7 +196,6 @@ namespace mbts.spark {
            Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
               Columns.Price,
               "Price",
-               nameof(OrderBookRowVM.price),
               r => r.price_text,
               DefaultColumnWidths.Price,
               new DoubleMinMax<OrderSecurityAlgoMeta>(
@@ -221,7 +211,6 @@ namespace mbts.spark {
            Add(avg_price_column = new SimpleTextColumn<DoubleMinMaxState>(
               Columns.AvgFilled,
               "Avg Price",
-               nameof(OrderBookRowVM.avg_price),
               r => r.avg_price_text,
               DefaultColumnWidths.Price,
               new DoubleMinMax<OrderSecurityAlgoMeta>(
@@ -233,7 +222,6 @@ namespace mbts.spark {
            Add(last_price_column = new SimpleTextColumn<DoubleMinMaxState>(
               Columns.LastPrice,
               "Last Filled",
-               nameof(OrderBookRowVM.last_price),
               r => r.last_price_text,
               DefaultColumnWidths.Price,
               new DoubleMinMax<OrderSecurityAlgoMeta>(
@@ -245,7 +233,6 @@ namespace mbts.spark {
            Add(status_column = new SimpleTextColumn<OrderStatus[]>(
               Columns.Status,
               "Status",
-               nameof(OrderBookRowVM.status),
               r => r.status.ToString(),
               80,
               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderStatus>(
@@ -263,7 +250,6 @@ namespace mbts.spark {
            Add(security_key_column = new SimpleTextColumn<string>(
               Columns.SecurityKey,
               DefaultColumnHeaders.SecurityKey,
-               nameof(OrderBookRowVM.security_key),
               r => r.security_key.ToString(),
               DefaultColumnWidths.SecurityKey,
               new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -275,7 +261,6 @@ namespace mbts.spark {
            Add(order_key_column = new SimpleTextColumn<string>(
               Columns.OrderKey,
               DefaultColumnHeaders.OrderKey,
-               nameof(OrderBookRowVM.order_key),
               r => r.order_key.ToString(),
               DefaultColumnWidths.OrderKey,
               new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -287,7 +272,6 @@ namespace mbts.spark {
            Add(parent_key_column = new SimpleTextColumn<string>(
               Columns.ParentKey,
               "Parent Key",
-               nameof(OrderBookRowVM.parent_order_key),
               r => r.parent_order_key.ToString(),
               DefaultColumnWidths.ParentKey,
               new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -295,6 +279,17 @@ namespace mbts.spark {
                  nameof(OrderBookRowVM.parent_order_key)),
               DataGridFilterKnownTemplates.Regex,
               _wrap_comparer(r => r.parent_order_key)));
+            // attached target order key
+            Add(attached_target_order_key_column = new SimpleTextColumn<string>(
+               Columns.AttachedTargetOrderKey,
+               DefaultColumnHeaders.AttachedTargetOrderKey,
+               r => r.order.attached_target_order_key().ToString(),
+               DefaultColumnWidths.AttachedTargetOrderKey,
+               new RegexFilterVM<OrderSecurityAlgoMeta>(
+                  ort => ort.order.attached_target_order_key().ToString(),
+                  nameof(OrderBookRowVM.parent_order_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.order.attached_target_order_key())));
         }

         public event Action filter_changed;
@@ -323,10 +318,13 @@ namespace mbts.spark {
         public SimpleTextColumn<string> security_key_column { get; }
         public SimpleTextColumn<string> order_key_column { get; }
         public SimpleTextColumn<string> parent_key_column { get; }
+         public SimpleTextColumn<string> attached_target_order_key_column { get; }

         public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() => (
            new FilterStates {
               order_key_regex = order_key_column.filter.get_state(),
+               parent_key_regex = parent_key_column.filter.get_state(),
+               attached_target_order_key_regex = attached_target_order_key_column.filter.get_state(),
               time_created = time_created_column.filter.get_state(),
               users = user_column.filter.get_state(),
               accounts = account_column.filter.get_state(),
@@ -364,6 +362,8 @@ namespace mbts.spark {
               time_in_force_column.filter.load_state(fs.tifs);
               exchange_column.filter.load_state(fs.exchanges);
               order_key_column.filter.load_state(fs.order_key_regex);
+               parent_key_column.filter.load_state(fs.parent_key_regex);
+               attached_target_order_key_column.filter.load_state(fs.attached_target_order_key_regex);
               avg_price_column.filter.load_state(fs.avg_price);
               last_price_column.filter.load_state(fs.last_price);
               status_column.filter.load_state(fs.statuses);
@@ -480,13 +480,12 @@ namespace mbts.spark {
         protected readonly Func<OrderBookRowVM, string> _get_text;
         GlyphContext _root_glyph_context, _child_glyph_context;

-         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, string sort_prop, double width,
+         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, double width,
            IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
            id = key.ToString();
            Width = width;
            Header = header;
            _get_text = get_text;
-            sort_member_path = sort_prop;
            this.filter = filter;
            _filter_template = filter_template;
            _cached_sort_direction = SortDirection;
@@ -515,9 +514,9 @@ namespace mbts.spark {
      }

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

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
            CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, row_height,
@@ -527,7 +526,7 @@ namespace mbts.spark {
      #region Explicit Column Defs
      public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
         public SideColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, Side[]> filter)
-            : base(Columns.Side, "B/S", r => r.side.ToString(), nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }
+            : base(Columns.Side, "B/S", r => r.side.ToString(), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, row_height,
@@ -536,9 +535,7 @@ namespace mbts.spark {

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

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, row_height,
@@ -547,9 +544,7 @@ namespace mbts.spark {

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

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, row_height,
@@ -562,7 +557,6 @@ namespace mbts.spark {
            : base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.badge_fill)), new Binding(nameof(OrderBookRowVM.display_name)), filter) {
            id = key.ToString();
            this.filter = filter;
-            sort_member_path = nameof(OrderBookRowVM.order_type);
            font_weight_binding = RenderUtils.get_font_weight_binding();
            _cached_sort_direction = SortDirection;
         }
@@ -587,8 +581,7 @@ namespace mbts.spark {
            id = key.ToString();
            this.filter = filter;
            Header = "Last Message";
-            Width = DIYGrid.DefaultColumnWidths.LastMessage;
-            sort_member_path = nameof(OrderBookRowVM.last_msg);
+            Width = DefaultColumnWidths.LastMessage;
            tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
         }

@@ -616,7 +609,6 @@ namespace mbts.spark {
            this.filter = filter;
            Header = DefaultColumnHeaders.Security;
            Width = DefaultColumnWidths.Security;
-            sort_member_path = nameof(OrderBookRowVM.security);
            _cached_sort_direction = SortDirection;
         }

@@ -634,7 +626,7 @@ namespace mbts.spark {
            toggle_button.SetBinding(ToggleButton.IsCheckedProperty, new Binding(nameof(OrderBookRowVM.is_expanded)));
            toggle_button.SetBinding(ToggleButton.MarginProperty, new Binding(nameof(OrderBookRowVM.depth_level)) { Converter = _margin_converter });
            toggle_button.SetBinding(ToggleButton.VisibilityProperty, new Binding(nameof(OrderBookRowVM.is_parent)) { Converter = _expander_visiblilty_converter });
-            toggle_button.SetResourceReference(ToggleButton.StyleProperty, ExpandCollapseToggleStyleKey);
+            toggle_button.SetResourceReference(ToggleButton.StyleProperty, OrderBookGridView.ExpandCollapseToggleStyleKey);
            //
            var security_view = new TextBlock { Foreground = font_brush };
            security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
@@ -651,6 +643,7 @@ namespace mbts.spark {
            grid.ColumnDefinitions.Add(new ColumnDefinition { Width = new GridLength(1, GridUnitType.Star) });
            grid.Children.Add(toggle_button);
            grid.Children.Add(security_view);
+
            grid.VerticalAlignment = VerticalAlignment.Center;
            //
            var border = new Border { Child = grid };
@@ -13,7 +13,7 @@ using System.Windows.Input;
 using System.Windows.Media;

 namespace mbts.spark {
-   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
+   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM {
      const string _unknown_security_price_format_string = "0.#########";
      const int _unknown_security_price_num_fractional_digits = 9;
      readonly OrderBookVM _owner;
@@ -50,6 +50,7 @@ namespace mbts.spark {
      }

      public event Action invalidated;
+      public event Action<(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval)> updated;

      // Core
      public OrderSecurityAlgoMeta order_tuple { get; private set; }
@@ -127,8 +128,8 @@ namespace mbts.spark {
      public ICommand toggle_command => _toggle_expanded_cmd ?? (
         _toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));

-      ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
-         (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
+      public ICommand show_order_modify_cmd => 
+       _show_order_modify_cmd ?? (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));

      public ICommand cancel_command => _cancel_cmd ??
         (_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working));
@@ -170,10 +171,10 @@ namespace mbts.spark {
      public void update(OrderSecurityAlgoMeta order_tuple) {
         Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
         bool had_security = _security.HasValue;
-         var old_meta = this.order_tuple.meta;
+         var old_order_tuple = this.order_tuple;
         // _show_order_modify_cmd is lazy (instantiated in the default_command getter); it might be null, don't not force instantiation
         bool? could_modify_execute = _show_order_modify_cmd?.CanExecute(null);
-         OrderRecordImmutable old_order = order;
+         OrderRecordImmutable old_order = old_order_tuple.order;
         this.order_tuple = order_tuple;
         // most cells are "render-cells," which don't use databindings - the only way to update such cells is to raise the invalidated event
         bool invalidate = !(
@@ -200,10 +201,12 @@ namespace mbts.spark {
            // need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
            invalidate = true;
         }
-         if (old_meta?.badge_color != order_tuple.meta?.badge_color) {
+         if (old_order_tuple.meta?.badge_color != order_tuple.meta?.badge_color) {
            _badge_fill = null;
            RaisePropertyChanged(nameof(badge_fill));
         }
+         if (old_order_tuple.display_name() != order_tuple.display_name())
+            RaisePropertyChanged(nameof(display_name));
         if (old_order.status() != order.status()) {
            invalidate = true;
            RaisePropertyChanged(nameof(status));
@@ -213,6 +216,7 @@ namespace mbts.spark {
         }
         if (could_modify_execute.HasValue && could_modify_execute.Value != _show_order_modify_cmd.CanExecute(null))
            _show_order_modify_cmd.RaiseCanExecuteChanged();
+         updated?.Invoke((old_order_tuple, order_tuple));
         if (invalidate)
            raise_invalidated();
      }
@@ -1,9 +1,12 @@
 using bts;
 using bts.api;
+using bts.api.core;
 using bts.api.orderman;
 using bts.shell;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.settings;
@@ -11,63 +14,149 @@ using mbts.ui.shell;
 using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows.Controls;
 using System.Windows.Input;
 using static bts.shell.OrderBookWindowFactory;
-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,
+      bts.shell.INotificationServiceDataCache,
+      mbts.OrderRecordTuplePredicate,
      bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;

 namespace mbts.spark {
-   partial class OrderBookVM : ViewModelBase, IDisposable, IHandleRowSelection, IHandleGridSorting, IWillLetYouKnowWhenIDispose {
+   partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting {
+      const double
+         _min_visible_right_panel_width = 200,
+         _min_visible_fills_slave_grid_height = 100;
      readonly IBus _bus;
      readonly OrdersModel _model;
      readonly Property<OrderBookRowVM> _current_row;
+      readonly Property<bool> _fills_slave_grid_is_visible;
      readonly OrderBookRowCollection _row_collection;
-      readonly ObservableCollection<OrderBookRowVM> _selected_rows = new ObservableCollection<OrderBookRowVM>();
      readonly OrderBookColumnCollection _columns;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
-      readonly List<IDisposable> _resources;
+      readonly SelectedAlgosMonitor _selected_algo_mon;
+      double
+         _raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
+         _raw_fills_slave_grid_height = OrderBookStartupData.Default.fills_slave_grid_height;
      OrderBookStartupData _state;
-      bool _is_row_collection_populated;
+      bool
+         _algo_editor_is_visible = OrderBookStartupData.Default.algo_editor_is_visible,
+         _is_attaching_algos,
+         _is_row_collection_populated;

      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false) {
         _bus = bus;
         _model = model;
+         _selected_algo_mon = new SelectedAlgosMonitor(model.dynamic_helper);
+         order_mod_vm = new OrderParamsVM(this, AlgoDefinitionVM.create(model, new AlgoData(new CustomOrderDefinitionImmutable(new CustomOrderDefinition { Limit = new LimitOrderDefinition() })), editing_permissions: AlgoEditingPermissions.AllowEditValues));
+         order_mod_vm.algo_vm.editing_permissions_mask = AlgoEditingPermissions.None;
+         order_mod_vm.algo_vm.algo_root = null;
+         attach_vm = new OrderParamsVM(this);
+         _fills_slave_grid_is_visible = backing(nameof(fills_slave_grid_is_visible), false);
         _settings_manager = settings_manager;
         _columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(x => (x.added.Values, x.removed.Values)));
         // we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
         columns = new ObservableAppendCollection<DIYGrid.ColumnBase>(_columns);
         _row_collection = new OrderBookRowCollection(ort => new OrderBookRowVM(this, ort, rows_are_initially_expanded), _columns.get_sorting_data().comparer) { filter = _columns.get_filter() };
-         _row_collection.CollectionChanged += _row_collection_CollectionChanged; 
+         _row_collection.CollectionChanged += _row_collection_CollectionChanged;
         _current_row = backing<OrderBookRowVM>(nameof(current_row));
         _columns.filter_changed += on_filter_changed;
         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
+         var modify_selected_algos_async_cmd = new AsyncCommand(_modify_selected_algos_async, () => _selected_algo_mon.all_active);
+         modify_selected_algos_command = modify_selected_algos_async_cmd;
+         var send_attached_orders_async_cmd = new AsyncCommand(send_attached_orders_async, () => _selected_algo_mon.all_active);
+         send_attached_orders_cmd = send_attached_orders_async_cmd;
+         cancel_attach_orders_cmd = new DelegateCommand(() => is_attaching_algos = false);
+         toggle_algo_editor_is_visible_cmd = new DelegateCommand(() => algo_editor_is_visible = !algo_editor_is_visible);
+         toggle_fills_slave_grid_is_visible_cmd = new DelegateCommand(() => fills_slave_grid_is_visible = !fills_slave_grid_is_visible);
         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, core_columns);
-         _resources = new List<IDisposable> {
+         IDisposable attach_vm_hooks = null;
+         begin_attaching += on_begin_attaching;
+         end_attaching += on_end_attaching;
+         concat_disposable(
+            connect_common_selected_params(order_mod_vm),
+            _selected_algo_mon.subscribe_all_active().Subscribe(on_all_selected_orders_active_changed),
            model.on_order_tuples.OnDispatcher().Subscribe(_row_collection.update),
            grid_settings_manager,
+            order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
+            order_mod_vm.algo_vm.connect_data(_selected_algo_mon.subscribe_common_spreader_sec()),
+            order_mod_vm.algo_vm,
+            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(_selected_algo_mon.on_security_md_map),
+            attach_vm,
+            _fills_slave_grid_is_visible.observe_current(true)
+            .Subscribe(is_visible => fills_vm.value = is_visible ?
+               new FillsVM(
+                  bus, model, Observable.Return(FillsWindowFactory.StartupData.Default()),
+                  model.on_fill_tuples.Filter(mk_fills_slave_predicate_src(), ft => ft.fill.FillKey, _ => false), null
+               ) :
+               null),
            Disposable.Create(() => {
               _columns.filter_changed -= on_filter_changed;
               _row_collection.CollectionChanged -= _row_collection_CollectionChanged;
+               begin_attaching -= on_begin_attaching;
+               end_attaching -= on_end_attaching;
+               Disposable.dispose(ref attach_vm_hooks);
               Disposable.dispose(_row_collection);
            }),
-            _columns
-         };
+            _columns);
         if (settings_manager != null) {
-            _resources.Add(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
+            concat_disposable(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
+         }
+         IObservable<Func<FillTuple, bool>> mk_fills_slave_predicate_src() =>
+            selected_rows.ObserveSelf(true)
+            .BufferLatest(TimeSpan.FromSeconds(0.2))
+            .Select(_ => mk_fills_slave_predicate());
+         Func<FillTuple, bool> mk_fills_slave_predicate() {
+            var keys = new HashSet<uint>(selected_rows.SelectMany(r => new[] { r }.Concat(_row_collection.get_descendent_rows(r))).Select(r => r.order_key));
+            return ft => keys.Contains(ft.fill.OrderKey);
         }
         void on_filter_changed() => _row_collection.filter = _columns.get_filter();
+
+         void on_all_selected_orders_active_changed(bool newval) {
+            order_mod_vm.algo_vm.editing_permissions_mask = newval ? AlgoEditingPermissions.AllowEditValues : AlgoEditingPermissions.None;
+            modify_selected_algos_async_cmd.RaiseCanExecuteChanged();
+            send_attached_orders_async_cmd.RaiseCanExecuteChanged();
+         }
+
+         async Task send_attached_orders_async() {
+            is_attaching_algos = false;
+            try {
+               double price = attach_vm.price;
+               uint size = attach_vm.size_calculator.value ?? 0;
+               var algo = attach_vm.algo_vm.algo_root.created_assigned();
+               var order_tups = selected_rows.Select(r => r.order_tuple);
+               await Task.WhenAll(order_tups.Select(t => _model.send_order(t.order.Def.with(attach_target_order_key: t.order.Key, custom_def: algo), price, size)));
+            } catch (Exception ex) {
+               Log.Ui.error($"Error sending attached orders: {ex}.");
+            }
+         }
+
+         void on_begin_attaching() => Disposable.replace(ref attach_vm_hooks, connect_common_selected_params(attach_vm));
+         void on_end_attaching() => Disposable.dispose(ref attach_vm_hooks);
+
+         IDisposable connect_common_selected_params(OrderParamsVM vm) =>
+            Disposable.Create(
+               _selected_algo_mon.subscribe_common_algo().Subscribe(newval => {
+                  if (newval.HasValue) {
+                     order_mod_vm.algo_vm.load_def(newval.Value);
+                  } else {
+                     order_mod_vm.algo_vm.algo_root = null;
+                  }
+               }),
+               _selected_algo_mon.subscribe_common_sec_md().Subscribe(newval => vm.security_md = newval),
+               _selected_algo_mon.subscribe_price().Subscribe(newval => vm.price = newval),
+               _selected_algo_mon.subscribe_size().Subscribe(newval => vm.size_calculator.value = newval));
      }

      private void _row_collection_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
@@ -75,7 +164,7 @@ namespace mbts.spark {
      }

      public event Action<OrderRecordImmutable?> selected_order_changed;
-      public event Action<bool> OnDisposed;
+      public event Action begin_attaching, end_attaching;

      public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
      public ObservableCollection<DIYGrid.ColumnBase> core_columns => _columns;
@@ -94,41 +183,96 @@ namespace mbts.spark {
         }
      }
      public OrderRecordImmutable? current_order => current_row?.order;
-      public IEnumerable<OrderRecordImmutable> selected_orders => _selected_rows.Select(r => r.order);
+      public AlgoDefinitionVM algo_vm => order_mod_vm.algo_vm;
+      public OrderParamsVM order_mod_vm { get; }
+      public FillsVMContainer fills_vm { get; } = new FillsVMContainer();
+      public bool fills_slave_grid_is_visible { get => _fills_slave_grid_is_visible.Value; set => _fills_slave_grid_is_visible.set(value); }
+      public OrderParamsVM attach_vm { get; }
+      public ObservableCollection<OrderBookRowVM> selected_rows { get; } = new ObservableCollection<OrderBookRowVM>();
+      public IEnumerable<OrderRecordImmutable> selected_orders => selected_rows.Select(r => r.order);
      public _GridSettingsManager grid_settings_manager { get; }
+      public bool is_attaching_algos {
+         get => _is_attaching_algos;
+         set {
+            if (Set(ref _is_attaching_algos, value))
+               (value ? begin_attaching : end_attaching)?.Invoke();
+         }
+      }
      public ICommand collapse_all_rows_command { get; }
      public ICommand expand_all_rows_command { get; }
-
+      public ICommand modify_selected_algos_command { get; }
+      public ICommand send_attached_orders_cmd { get; }
+      public ICommand cancel_attach_orders_cmd { get; }
+      public ICommand toggle_algo_editor_is_visible_cmd { get; }
+      public ICommand toggle_fills_slave_grid_is_visible_cmd { get; }
+      public bool algo_editor_is_visible {
+         get => _algo_editor_is_visible;
+         set {
+            if (Set(ref _algo_editor_is_visible, value))
+               RaisePropertyChanged(nameof(right_panel_width));
+         }
+      }
+      public double raw_right_panel_width => _raw_right_panel_width;
+      public double right_panel_width {
+         get => algo_editor_is_visible ? Math.Max(raw_right_panel_width, _min_visible_right_panel_width) : 0;
+         set {
+            if (_raw_right_panel_width != value) {
+               _raw_right_panel_width = value;
+               if (algo_editor_is_visible)
+                  RaisePropertyChanged();
+            }
+         }
+      }
+      public double fills_slave_grid_height {
+         get => algo_editor_is_visible ? Math.Max(_raw_fills_slave_grid_height, _min_visible_fills_slave_grid_height) : 0;
+         set {
+            if (_raw_fills_slave_grid_height != value) {
+               _raw_fills_slave_grid_height = value;
+               if (algo_editor_is_visible)
+                  RaisePropertyChanged();
+            }
+         }
+      }
      public bool is_row_collection_populated {
         get => _is_row_collection_populated;
         set => Set(ref _is_row_collection_populated, value);
      }

      public void row_selection_changed(SelectionChangedEventArgs e) {
-         if (e.RemovedItems != null) {
-            foreach (var row_vm in e.RemovedItems.Cast<OrderBookRowVM>()) {
-               row_vm.is_selected = false;
+         try {
+            if (e.RemovedItems != null) {
+               foreach (var row_vm in e.RemovedItems.Cast<OrderBookRowVM>()) {
+                  row_vm.is_selected = false;
+                  _selected_algo_mon.on_row_unselected(row_vm);
+               }
            }
-         }
-         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;
+                  _selected_algo_mon.on_row_selected(row_vm);
+               }
            }
+            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() {
         var (filters, sorting) = _columns.create();
         var gs = grid_settings_manager.create();
-         return new OrderBookStartupData(filters, gs.general.with(sorting_criterion: sorting), gs.predicate_animations, use_defaults: _settings_manager.instance_settings == null);
+         return new OrderBookStartupData(filters, gs.general.with(sorting_criterion: sorting), _algo_editor_is_visible, raw_right_panel_width, _raw_fills_slave_grid_height, fills_slave_grid_is_visible, gs.predicate_animations, use_defaults: _settings_manager.instance_settings == null);
      }

      public void load_from(OrderBookStartupData state) {
         if (state == null) return;
         _state = state;
+         algo_editor_is_visible = state.algo_editor_is_visible;
+         right_panel_width = state.right_panel_width;
+         fills_slave_grid_height = state.fills_slave_grid_height;
+         fills_slave_grid_is_visible = state.fills_slave_grid_is_visible;
         var gs = state.grid_settings_wrapper();
         if (gs != null) {
            grid_settings_manager.load_from(gs);
@@ -173,6 +317,13 @@ namespace mbts.spark {
         }
      }

+      public void begin_attach_algos() => is_attaching_algos = true;
+
+      public void detach_selected_algos() =>
+         _detach_orders(selected_rows.Where(r => r.order.can_detach()).ToList()).ignore();
+
+      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order_type);
+
      internal void show_order_modify(OrderBookRowVM row) =>
         _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);

@@ -208,11 +359,40 @@ namespace mbts.spark {
            dr.is_visible = false;
      }

-      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order_type);
+      async Task _attach_orders(IReadOnlyList<OrderBookRowVM> rows, OrderBookRowVM target) {
+         Log.Ui.info($"{nameof(OrderBookVM)} begin attaching orders ({rows.Count} total)...");
+         try {
+            await Task.WhenAll(rows.Select(r => _model.cancel_order(r.order_key)));
+         } catch (Exception ex) {
+            Log.Ui.error($"Error canceling orders, in advance of attachment: {ex}.");
+         }
+         Log.Ui.info($"{nameof(OrderBookVM)} succesfully canceled orders ({rows.Count} total), in advance of attachment.  Begin sending attached orders ({rows.Count} total)...");
+         try {
+            await Task.WhenAll(rows.Select(r => _model.send_order(r.order.Def.with(attach_target_order_key: target.order_key), r.order.State.Price, (uint)r.order.working_quantity())));
+         } catch (Exception ex) {
+            Log.Ui.error($"Error sending attached orders: {ex}.");
+         }
+         Log.Ui.info($"{nameof(OrderBookVM)} succesfully sent attached orders ({rows.Count} total).");
+      }

-      public void Dispose() {
-         Disposable.dispose(_resources);
-         OnDisposed?.Invoke(true);
+      async Task _detach_orders(IReadOnlyList<OrderBookRowVM> orders) {
+         Log.Ui.info($"{nameof(OrderBookVM)} begin detaching orders ({orders.Count} total)...");
+         try {
+            await Task.WhenAll(orders.Select(r => _model.detach_order(r.order_key)));
+         } catch (Exception ex) {
+            Log.Ui.error($"{nameof(OrderBookVM)} error detaching orders: {ex}.");
+         }
+      }
+
+      async Task _modify_selected_algos_async() {
+         var malgo = order_mod_vm.algo_vm.algo_root?.created_assigned();
+         var algo = malgo == null ? (CustomOrderDefinitionImmutable?)null : new CustomOrderDefinitionImmutable(malgo);
+         double? price = DoubleHelper.nan_nullable(order_mod_vm.price);
+         uint? size = order_mod_vm.size_calculator.value;
+         foreach (var r in selected_rows) {
+            var ralgo = algo.HasValue && !OrderDataHelper.EqualsHelpers.equals(r.order.Def.CustomDef, algo.Value) ? algo : null;
+            await _model.update_order(r.order, new_price: price, new_size: size, new_algo: ralgo);
+         }
      }

      static _GridSettingsManager _create_grid_settings_manager(
@@ -267,8 +447,225 @@ namespace mbts.spark {
            case Columns.SecurityKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.SecurityKey;
            case Columns.OrderKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.OrderKey;
            case Columns.ParentKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.ParentKey;
+            case Columns.AttachedTargetOrderKey: return OrderRecordTuplePredicate.PredicateTypeOneofCase.AttachedTargetOrderKey; 
            default: return default;
         }
      }
+
+      static IObservable<ISet<uint>> _subscribe_selected_order_keys(ObservableCollection<OrderBookRowVM> selected_rows) =>
+         Observable.Create<ISet<uint>>(o => {
+            bool waiting_for_mouse_up = false;
+            var sub_container = new DisposableContainer();
+            var builder = ImmutableHashSet<uint>.Empty.ToBuilder();
+            foreach (var row in selected_rows)
+               builder.Add(row.order_key);
+            var selected_keys = builder.ToImmutable();
+            o.OnNext(selected_keys);
+            return Disposable.Create(selected_rows.Subscribe(on_selection_changed), sub_container);
+            void on_selection_changed(object sender, NotifyCollectionChangedEventArgs e) {
+               if (waiting_for_mouse_up)
+                  return;
+               switch (e.Action) {
+                  case NotifyCollectionChangedAction.Add:
+                  case NotifyCollectionChangedAction.Replace:
+                     foreach (OrderBookRowVM row in e.NewItems)
+                        selected_keys = selected_keys.Add(row.order_key);
+                     break;
+                  case NotifyCollectionChangedAction.Remove:
+                     foreach (OrderBookRowVM row in e.OldItems)
+                        selected_keys = selected_keys.Remove(row.order_key);
+                     break;
+                  case NotifyCollectionChangedAction.Reset:
+                     selected_keys = ImmutableHashSet<uint>.Empty;
+                     break;
+                  default: return;
+               }
+               if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                  waiting_for_mouse_up = true;
+                  wait_for_mouse_up();
+                  async void wait_for_mouse_up() {
+                     await Wait.until_true(() => Mouse.LeftButton == MouseButtonState.Released, TimeSpan.FromSeconds(60), 333);
+                     builder = ImmutableHashSet<uint>.Empty.ToBuilder();
+                     foreach (var row in selected_rows)
+                        builder.Add(row.order_key);
+                     selected_keys = builder.ToImmutable();
+                     o.OnNext(selected_keys);
+                     waiting_for_mouse_up = false;
+                  }
+               } else {
+                  o.OnNext(selected_keys);
+               }
+            }
+         });
+
+      public class OrderParamsVM : DisposableViewModelBase {
+         readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
+         readonly OrderBookVM _owner;
+         SecurityMD? _security_md;
+         double _price = 0;
+
+         public OrderParamsVM(OrderBookVM owner)
+            : this(owner,
+                 AlgoDefinitionVM.create(
+                    owner._model,
+                     new AlgoData(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg)),
+                     editing_permissions: AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues)) { }
+
+         public OrderParamsVM(OrderBookVM owner, AlgoDefinitionVM algo_vm) {
+            _owner = owner;
+            size_calculator = new CalculatorLogic(null, Observable.Return(LadderSettings.Default.calculator_buttons));
+            this.algo_vm = algo_vm;
+            _accounts = backing(
+               nameof(selected_account),
+               _model.factory.subscribe_account_tuples(),
+               _model.admin_model.on_account_tuples.Where(ts => ts.Count > 0).Select(ts => new InlineUserProperty<AccountTuple>(ts[0])).Take(1),
+               a => new AccountTuple?(a),
+               () => accounts.Cast<AccountTuple?>().FirstOrDefault(),
+               EqualityComparer<AccountTuple?>.Default,
+               new[] { new PropertyValidation<AccountTuple?>(a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account")) }.ToReadOnlyList());
+            set_price_command = new DelegateCommand<double>(p => price = p);
+            bbo = new BBOVM { security_md = security_md };
+            _dispose = Disposable.Create( bbo, algo_vm);
+         }
+
+         public ReadOnlyObservableCollection<AccountTuple> accounts => _accounts.items;
+         public AccountTuple? selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
+         public SecurityImmutable? security => _owner._selected_algo_mon.common_sec;
+         public SecurityMD? security_md {
+            get => _security_md;
+            set {
+               if (Set(ref _security_md, value)) {
+                  RaisePropertyChanged(nameof(security), nameof(spec));
+                  bbo.security_md = value;
+               }
+            }
+         }
+         public ContractSpecificationImmutable? spec => security?.ContractSpec;
+         public double price { get => _price; set => Set(ref _price, value); }
+         public CalculatorLogic size_calculator { get; }
+         public AlgoDefinitionVM algo_vm { get; }
+         public BBOVM bbo { get; }
+         public ICommand send_order { get; }
+         public ICommand set_price_command { get; }
+
+         OrdersModel _model => _owner._model;
+      }
+
+      /// <summary>
+      /// Monitors selected rows, and determines whether or not they are all active-orders, with common parameters.
+      /// </summary>
+      class SelectedAlgosMonitor {
+         static readonly TimeSpan _throttle = TimeSpan.FromSeconds(0.1);
+         readonly CommonValueMonitor<AlgoSecurityKey> _algo_mon = new CommonValueMonitor<AlgoSecurityKey>();
+         readonly CommonValueMonitor<SecurityImmutable?> _spreader_sec_mon = new CommonValueMonitor<SecurityImmutable?>();
+         readonly CommonValueMonitor<SecurityImmutable?> _sec_mon = new CommonValueMonitor<SecurityImmutable?>();
+         readonly CommonValueMonitor<double> _price_mon = new CommonValueMonitor<double>(double.NaN);
+         readonly CommonValueMonitor<uint> _size_mon = new CommonValueMonitor<uint>();
+         readonly CommonValueMonitor<AccountTuple> _account_mon = new CommonValueMonitor<AccountTuple>();
+         readonly CommonValueMonitor<bool> _active_mon = new CommonValueMonitor<bool>();
+         readonly CommonValueMonitorMultiplexor<OrderSecurityAlgoMeta> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurityAlgoMeta>();
+         readonly DynamicOrderHelper _dyn_helper;
+         IReadOnlyDictionary<uint, SecurityMD> _security_md_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+         public SelectedAlgosMonitor(DynamicOrderHelper dyn_helper) {
+            _dyn_helper = dyn_helper;
+            _group_mon.add_member_mon(_algo_mon, _algo_key);
+            _group_mon.add_member_mon(_spreader_sec_mon, _get_spreader_sec, s => s.HasValue);
+            _group_mon.add_member_mon(_sec_mon, osam => osam.security, s => s.HasValue);
+            _group_mon.add_member_mon(_price_mon, osam => osam.order.price());
+            _group_mon.add_member_mon(_size_mon, osam => osam.order.quantity());
+            _group_mon.add_member_mon(_account_mon, osam => new AccountTuple(osam.order.account_id(), osam.order.account()));
+            _group_mon.add_member_mon(_active_mon, osam => osam.order.is_active());
+         }
+
+         event Action _security_md_map_changed;
+
+         public CustomOrderDefinitionImmutable? common_algo => _algo_mon.common_value_nullable()?.algo;
+         public SecurityImmutable? common_sec => _sec_mon.common_value;
+         public SecurityMD? common_sec_md => common_sec is SecurityImmutable sec && _security_md_map.TryGetValue(sec.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;
+         public SecurityImmutable? common_spreader_sec => _spreader_sec_mon.common_value;
+         public double common_price => _price_mon.try_get_common_value(out double p) ? p : double.NaN;
+         public uint? common_size => _size_mon.common_value_nullable();
+         public AccountTuple? common_account => _account_mon.common_value_nullable();
+         public bool all_active => _active_mon.common_value;
+
+         public IObservable<CustomOrderDefinitionImmutable?> subscribe_common_algo() => _algo_mon.SubscribeThrottledNullable(_throttle).Select(ask => ask.HasValue ? ask.Value.algo: (CustomOrderDefinitionImmutable?)null);
+         public IObservable<SecurityImmutable?> subscribe_common_spreader_sec() => _spreader_sec_mon.SubscribeThrottled(_throttle);
+         public IObservable<SecurityImmutable?> subscribe_common_sec() => _sec_mon.SubscribeThrottled(_throttle);
+         public IObservable<SecurityMD?> subscribe_common_sec_md() =>
+            Observable.Create<SecurityMD?>(o => {
+               SecurityMD? last_value = common_sec_md;
+               o.OnNext(last_value);
+               _sec_mon.common_value_changed += on_common_sec_changed;
+               _security_md_map_changed += refresh;
+               return Disposable.Create(() => {
+                  _sec_mon.common_value_changed -= on_common_sec_changed;
+                  _security_md_map_changed -= refresh;
+               });
+               void on_common_sec_changed(SecurityImmutable? _) => refresh();
+               void refresh() {
+                  var curr = common_sec_md;
+                  if (curr != last_value)
+                     o.OnNext(last_value = curr);
+               }
+            });
+         public IObservable<double> subscribe_price() => _price_mon.SubscribeThrottled(_throttle);
+         public IObservable<uint?> subscribe_size() => _size_mon.SubscribeThrottledNullable(_throttle);
+         public IObservable<AccountTuple?> subscribe_account() => _account_mon.SubscribeThrottledNullable(_throttle);
+         public IObservable<bool> subscribe_all_active() => _active_mon.SubscribeThrottled(_throttle);
+
+         public void on_row_selected(OrderBookRowVM row) {
+            _group_mon.add(row.order_tuple);
+            row.updated += _on_row_updated;
+         }
+
+         public void on_row_unselected(OrderBookRowVM row) {
+            _group_mon.remove(row.order_tuple);
+            row.updated -= _on_row_updated;
+         }
+
+         public void on_security_md_map(IReadOnlyDictionary<uint, SecurityMD> security_md_map) {
+            _security_md_map = security_md_map;
+            _security_md_map_changed?.Invoke();
+         }
+
+         void _on_row_updated((OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) ch) {
+            _group_mon.remove(ch.oldval);
+            _group_mon.add(ch.newval);
+         }
+
+         static SecurityImmutable? _get_spreader_sec(OrderSecurityAlgoMeta osam) =>
+            OrderDataHelper.enumerate_algo_hierarchy(osam.order.Def.CustomDef.CloneToMutable())
+            .Any(algo => algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Spreader) ?
+            osam.security : null;
+
+         AlgoSecurityKey _algo_key(OrderSecurityAlgoMeta osam) =>
+            new AlgoSecurityKey(osam.order.Def.CustomDef, _get_spreader_sec(osam), AlgoStructureSerializer.structure_key(osam.order.Def.CustomDef, _dyn_helper.dynamic_type_index));
+
+         SecurityMD? _get_sec_md(OrderSecurityAlgoMeta osam) =>
+            osam.security.HasValue && _security_md_map.TryGetValue(osam.security.Value.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;
+
+         struct AlgoSecurityKey {
+            public readonly CustomOrderDefinitionImmutable algo;
+            public readonly SecurityImmutable? security;
+            public readonly AlgoStructureKey key;
+
+            public AlgoSecurityKey(CustomOrderDefinitionImmutable algo, SecurityImmutable? security, AlgoStructureKey key) {
+               this.algo = algo;
+               this.security = security;
+               this.key = key;
+            }
+
+            public bool Equals(AlgoSecurityKey other) =>
+               security == other.security &&
+               key == other.key;
+
+            public override bool Equals(object obj) => obj is AlgoSecurityKey other && Equals(other);
+            public override int GetHashCode() => key.GetHashCode();
+
+            public static bool operator ==(AlgoSecurityKey a, AlgoSecurityKey b) => a.Equals(b);
+            public static bool operator !=(AlgoSecurityKey a, AlgoSecurityKey b) => !a.Equals(b);
+         }
+      }
   }
-}
+}
@@ -1,168 +0,0 @@
-<UserControl x:Class="mbts.spark.OrderBookView" x:ClassModifier="internal"
-             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-             xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
-             xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
-             xmlns:sp="clr-namespace:mbts.spark"
-             xmlns:uc="clr-namespace:mbts.ui"
-             xmlns:c="clr-namespace:mbts.ui.controls"
-             xmlns:usp="clr-namespace:mbts.ui.spark"
-             xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib"
-             xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
-             mc:Ignorable="d" 
-             d:DesignHeight="600" d:DesignWidth="1080"
-             FocusManager.IsFocusScope="True"
-             Background="{StaticResource CommonBackground}">
-  <UserControl.Resources>
-    <ResourceDictionary>
-      <ResourceDictionary.MergedDictionaries>
-        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
-      </ResourceDictionary.MergedDictionaries>
-      <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
-      <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
-      <DataTemplate x:Key="{x:Static sp:OrderBookView.SubTypeFilterTemplateKey}">
-        <usp:FilterContentControl
-          ApplyCommandParameter="{Binding}"
-          ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
-          ClearCommandParameter="{Binding}"
-          ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
-        >
-          <c:ListBoxEx
-            ItemsSource="{Binding items}"
-            Selection="{Binding selected_items}"
-            SelectionMode="Multiple"
-            ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
-          >
-            <c:ListBoxEx.ItemTemplate>
-               <DataTemplate>
-               <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
-              </DataTemplate>
-            </c:ListBoxEx.ItemTemplate>
-          </c:ListBoxEx>
-        </usp:FilterContentControl>
-      </DataTemplate>
-
-      <Style x:Key="{x:Static sp:OrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
-        <Style.Triggers>
-          <MultiDataTrigger>
-            <MultiDataTrigger.Conditions>
-              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
-            </MultiDataTrigger.Conditions>
-            <MultiDataTrigger.Setters>
-              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
-            </MultiDataTrigger.Setters>
-          </MultiDataTrigger>
-        </Style.Triggers>
-      </Style>
-      <DataTemplate x:Key="{x:Static sp:OrderBookView.RowTemplateKey}">
-        <sp:OrderBookRowView/>
-      </DataTemplate>
-    </ResourceDictionary>
-  </UserControl.Resources>
-  <AdornerDecorator>
-    <Grid>
-      <Grid.RowDefinitions>
-        <RowDefinition />
-        <RowDefinition Height="Auto"/>
-      </Grid.RowDefinitions>
-      <c:DIYGrid
-      x:Name="_grid"
-      Grid.Row="0"
-      Columns="{Binding columns}"
-      CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
-      Rows="{Binding rows}"
-      RowStyle="{StaticResource {x:Static sp:OrderBookView.RowStyleKey}}"
-      RowTemplate="{StaticResource {x:Static sp:OrderBookView.RowTemplateKey}}"
-      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
-    >
-      <c:DIYGrid.Resources>
-        <ResourceDictionary>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
-          <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
-          <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
-            <Setter Property="Focusable" Value="False"/>
-            <Setter Property="Width" Value="16"/>
-            <Setter Property="Height" Value="16"/>
-            <Setter Property="Template">
-              <Setter.Value>
-                <ControlTemplate TargetType="{x:Type ToggleButton}">
-                  <Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
-                    <Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
-                      <Path.RenderTransform>
-                        <RotateTransform Angle="135" CenterY="3" CenterX="3"/>
-                      </Path.RenderTransform>
-                    </Path>
-                  </Border>
-                  <ControlTemplate.Triggers>
-                    <Trigger Property="IsChecked" Value="True">
-                      <Setter Property="RenderTransform" TargetName="ExpandPath">
-                        <Setter.Value>
-                          <RotateTransform Angle="180" CenterY="3" CenterX="3"/>
-                        </Setter.Value>
-                      </Setter>
-                      <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
-                      <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
-                    </Trigger>
-                    <Trigger Property="IsMouseOver" Value="True">
-                      <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
-                      <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
-                    </Trigger>
-                    <MultiTrigger>
-                      <MultiTrigger.Conditions>
-                        <Condition Property="IsMouseOver" Value="True"/>
-                        <Condition Property="IsChecked" Value="True"/>
-                      </MultiTrigger.Conditions>
-                      <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
-                      <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
-                    </MultiTrigger>
-                  </ControlTemplate.Triggers>
-                </ControlTemplate>
-              </Setter.Value>
-            </Setter>
-          </Style>
-          <Style TargetType="{x:Type ToolTip}">
-            <Style.Triggers>
-              <Trigger Property="Content" Value="{x:Static sys:String.Empty}">
-                <Setter Property="Visibility" Value="Collapsed" />
-              </Trigger>
-              <Trigger Property="Content" Value="{x:Null}">
-                <Setter Property="Visibility" Value="Collapsed" />
-              </Trigger>
-            </Style.Triggers>
-          </Style>
-        </ResourceDictionary>
-      </c:DIYGrid.Resources>
-      <c:DIYGrid.InputBindings>
-        <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-        <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-      </c:DIYGrid.InputBindings>
-      <c:DIYGrid.CommandBindings>
-        <CommandBinding
-          Command="{x:Static c:DIYGrid.DefaultRowCommand}"
-          Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
-          CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
-        />
-      </c:DIYGrid.CommandBindings>
-    </c:DIYGrid>
-      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
-        <StatusBarItem HorizontalAlignment="Right">
-          <TextBlock>
-            <Run Text="Orders:"/>
-            <Run Text="{Binding rows.Count, Mode=OneWay}" />
-            <Run Text="of"/>
-            <Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
-          </TextBlock>
-        </StatusBarItem>
-      </StatusBar>
-    </Grid>
-  </AdornerDecorator>
-</UserControl>
@@ -2,27 +2,31 @@
 using bts.api.orderman;
 using bts.shell;
 using bts.spark;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.converters;
+using mbts.ui.extensions;
 using mbts.ui.spark;
 using mbts.ui.utility;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Data;
+using System.Windows.Input;
 using System.Windows.Media;
-//using IOrderBookWSM = mbts.persist.IWindowSettingsManager<mbts.spark.GridSettingsWithNotifications<mbts.spark.OrderRecordTuple, mbts.OrderRecordTuplePredicate>>;
 using OrderBookGridSettings = bts.shell.OrderBookWindowFactory.OrderBookGridSettings;
 using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;

 namespace mbts.spark {
   internal class OrderBookWindow : SparkWindow<OrderBookWindowFactory.OrderBookStartupData>, ISharedWindow {
-      const string _window_type = "OrderBook", ORDERBOOK_THREAD_ID = "OrderBook", _default_title = "Order Book";
+      const string _window_type = "OrderBook", _default_title = "Order Book";
      readonly INotificationService _notification_service;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
+      IDisposable _attachment_exit_sub;
      OrderBookWindowFactory.OrderBookStartupData _state;
      OrdersModel _model;
      OrderBookVM _vm;
@@ -30,17 +34,6 @@ namespace mbts.spark {
      OrderBookWindowFactory _factory;
      SparkCommand[] _commands;

-      SparkCommand _show_fills_command
-         , _modify_order_command
-         , _cancel_buy_orders_command
-         , _cancel_sell_orders_command
-         , _cancel_all_orders_command
-         , _cancel_selected_orders_command
-         , _recreate_selected_orders_command
-         , _toggle_collapse_all_command
-         , _toggle_expand_all_command
-         , _show_grid_settings_command;
-
      public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
         OrderBookWindowFactory.OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
         : base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
@@ -49,6 +42,7 @@ namespace mbts.spark {
         _notification_service = notification_service;
         _state = state;
         _settings_manager = settings_manager;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
      }

      public override OrderBookWindowFactory.OrderBookStartupData SaveState => _state = _vm?.create();
@@ -61,10 +55,11 @@ namespace mbts.spark {
         + SPARK_MENU_COLLAPSED_WIDTH
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-      public string thread_id => ORDERBOOK_THREAD_ID;
+      public string thread_id { get; }

      public override void Dispose() {
         _commands.OfType<IDisposable>().DisposeAll();
+         Disposable.dispose(ref _attachment_exit_sub);
         Disposable.dispose(ref _vm);
      }

@@ -73,54 +68,62 @@ namespace mbts.spark {
         _vm.load_from(_state);
         _view = new OrderBookView(_vm);

-         _show_fills_command = SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
+         var show_fills_command = SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));

-         _modify_order_command = SparkCommands.ShowModifyOrder.complete(
-               () => _vm.current_order.Value.Key,
-               can_execute: () => {
-                  if (_vm.current_order.HasValue) {
-                     return _vm.current_order.Value.State.Status == bts.api.orderman.OrderStatus.Working;
-                  }
-                  return false;
-               }
-            );
+         var toggle_right_panel_is_visible_command = new SparkCommandCommand(
+            get_toggle_algo_editor_cmd_title(),
+            Icons.ModifyOrder,
+            _vm.toggle_algo_editor_is_visible_cmd,
+            new KeyGesture(Key.M, ModifierKeys.Control | ModifierKeys.Shift));

-         _cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
+         var 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()
         );

-         _cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
+         var 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()
         );

-         _cancel_all_orders_command = SparkCommands.CancelOrders.complete(
+         var cancel_all_orders_command = SparkCommands.CancelOrders.complete(
            _model.working_orders.Select(os => os.Select(o => o.Key)),
            worders => worders.Any()
         );

-         _cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
+         var cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
            () => _vm.selected_orders.Where(x => x.status() == OrderStatus.Working).Select(x => x.Key),
            can_execute: () => _vm.selected_orders.Any(x => x.status() == OrderStatus.Working)
         );

-         _recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
+         var recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
             () =>
-               _vm.selected_orders.Where(x => _passes_recreate_search_criteria(x))
+               _vm.selected_orders.Where(x => passes_recreate_search_criteria(x))
                  .Select(x => (x.Def, x.State.Price, x.State.Quantity - x.State.FilledQuantity)),
-            can_execute: () => _vm.selected_orders.Any(x => _passes_recreate_search_criteria(x))
+            can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
         );

-         _toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
+         var attach_selected_orders_command = new SparkCommandCommand(
+            "Attach To Selected Orders",
+            Icons.AttachAlgos,
+            new DelegateCommand(_vm.begin_attach_algos, () => _vm.selected_rows.Count > 0),
+            new KeyGesture(Key.A, ModifierKeys.Control | ModifierKeys.Shift));
+
+         var detach_selected_orders_command = new SparkCommandCommand(
+            "Detach Selected Orders",
+            Icons.DetachAlgos,
+            new DelegateCommand(_vm.detach_selected_algos, () => _vm.selected_rows.Count > 0),
+            new KeyGesture(Key.D, ModifierKeys.Control | ModifierKeys.Shift));
+
+         var toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
           Icons.RightArrow,
           _vm.collapse_all_rows_command);

-         _toggle_expand_all_command = new SparkCommandCommand("Expand All",
+         var toggle_expand_all_command = new SparkCommandCommand("Expand All",
            Icons.DownArrow,
            _vm.expand_all_rows_command);

-         _show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
+         var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
            var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
               _settings_manager,
               us => us.order_book_grid,
@@ -145,31 +148,44 @@ namespace mbts.spark {
            return dialog;
         }));

-      _commands = new SparkCommand[] {
-            _show_fills_command,
-            _modify_order_command,
-            _cancel_selected_orders_command,
-            _cancel_buy_orders_command,
-            _cancel_sell_orders_command,
-            _cancel_all_orders_command,
-            _recreate_selected_orders_command,
-            _toggle_collapse_all_command,
-            _toggle_expand_all_command,
-            _show_grid_settings_command
+         _commands = new SparkCommand[] {
+            show_fills_command,
+            toggle_right_panel_is_visible_command,
+            cancel_selected_orders_command,
+            cancel_buy_orders_command,
+            cancel_sell_orders_command,
+            cancel_all_orders_command,
+            recreate_selected_orders_command,
+            attach_selected_orders_command,
+            detach_selected_orders_command,
+            toggle_collapse_all_command,
+            toggle_expand_all_command,
+            show_grid_settings_command
         };
-         _vm.selected_order_changed += _vm_selected_order_changed;
+         _vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.algo_editor_is_visible))
+            .Subscribe(_ => toggle_right_panel_is_visible_command.title = get_toggle_algo_editor_cmd_title());
+         _vm.selected_order_changed += vm_selected_order_changed;
+         // local methods
+         string get_toggle_algo_editor_cmd_title() =>
+            $"{(_vm.algo_editor_is_visible ? "Hide" : "Show")} Order Params";
+
+         bool passes_recreate_search_criteria(OrderRecordImmutable record) =>
+            (record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error) &&
+            !record.has_parent() &&
+            record.State.Quantity > record.State.FilledQuantity;
+
+         void vm_selected_order_changed(OrderRecordImmutable? e) {
+            cancel_selected_orders_command.raiseCanExecuteChanged();
+            recreate_selected_orders_command.raiseCanExecuteChanged();
+            attach_selected_orders_command.raiseCanExecuteChanged();
+            detach_selected_orders_command.raiseCanExecuteChanged();
+         }
      }

-      private bool _passes_recreate_search_criteria(OrderRecordImmutable record) {
-         return (record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error)
-            && !record.has_parent() 
-            && record.State.Quantity > record.State.FilledQuantity;
-      }
-
-      private void _vm_selected_order_changed(OrderRecordImmutable? e) {
-            _modify_order_command.raiseCanExecuteChanged();
-            _cancel_selected_orders_command.raiseCanExecuteChanged();
-            _recreate_selected_orders_command.raiseCanExecuteChanged();
-      }
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         Disposable.replace(ref _attachment_exit_sub, parent_view.SubscribePreviewKeyDown((s, e) => {
+            if (e.Key == Key.Escape || (e.Key == Key.Z && KeyboardExtensions.IsCtrlDown()))
+               _vm.is_attaching_algos = false;
+         }));
   }
 }
@@ -12,10 +12,11 @@ using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
 using System.Windows;
-using static mbts.spark.OrderBookView;
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;

 namespace bts.shell {
   internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookWindowFactory.OrderBookStartupData> {
@@ -49,24 +50,57 @@ namespace bts.shell {

      [ProtoContract]
      public class OrderBookStartupData {
-         //[ProtoMember(5)]
-         //public readonly List<SortingCriteria> sort_criteria;
+         const bool _default_algo_editor_is_visible = true;
+         const double
+            _default_right_panel_width = 400,
+            _default_fills_slave_grid_height = 138;
+         // ALREADY USED TAGS
+         // [ProtoMember(5)]
+         // public readonly List<SortingCriteria> sort_criteria;
+
+         // filters
         [ProtoMember(10)]
         public FilterStates filters;
+         // grid
         [ProtoMember(15)]
         [Obsolete]
         public GridSettings grid;
+         // algo editor is visible
+         [ProtoMember(16)]
+         [DefaultValue(_default_algo_editor_is_visible)]
+         public bool algo_editor_is_visible { get; set; }
+         // right panel width
+         [ProtoMember(17)]
+         [DefaultValue(_default_right_panel_width)]
+         public double right_panel_width { get; set; }
+         // fills slave grid height
+         [ProtoMember(18)]
+         [DefaultValue(_default_fills_slave_grid_height)]
+         public double fills_slave_grid_height { get; set; }
+         // fills slave grid is visible
+         [ProtoMember(19)]
+         public bool fills_slave_grid_is_visible { get; set; }
+         // predicate animations
         [ProtoMember(20)]
         [Obsolete]
         List<OrderRecordTuplePredicateAnimations> _predicate_animations;
+         // use defaults
         [ProtoMember(25)]
         public bool use_defaults;

-         public OrderBookStartupData() { }
+         public OrderBookStartupData() {
+            algo_editor_is_visible = _default_algo_editor_is_visible;
+            right_panel_width = _default_right_panel_width;
+            fills_slave_grid_height = _default_fills_slave_grid_height;
+         }

-         public OrderBookStartupData(FilterStates filters, GridSettings grid = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
+         public OrderBookStartupData(FilterStates filters, GridSettings grid = default, bool algo_editor_is_visible = false, double right_panel_width = 0, double fills_slave_grid_height = 0, bool fills_slave_grid_is_visible = false, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
            this.filters = filters;
            this.use_defaults = use_defaults;
+            this.algo_editor_is_visible = algo_editor_is_visible;
+            this.right_panel_width = right_panel_width;
+            this.fills_slave_grid_height = fills_slave_grid_height;
+            this.fills_slave_grid_is_visible = fills_slave_grid_is_visible;
 #pragma warning disable CS0612 // Type or member is obsolete
            this.grid = grid;
            _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
@@ -83,9 +117,12 @@ namespace bts.shell {

         public static OrderBookStartupData Default =>
           new OrderBookStartupData(
-              new FilterStates {
-                 statuses = new[] { OrderStatus.Working }
-              }, _default_general_grid, use_defaults: true);
+              new FilterStates { statuses = new[] { OrderStatus.Working } },
+              _default_general_grid,
+              _default_algo_editor_is_visible,
+              _default_right_panel_width,
+              _default_fills_slave_grid_height,
+              use_defaults: true);

         public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid);

@@ -115,6 +152,7 @@ namespace bts.shell {
            public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey);
            public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
            public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);
+            public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey);

            public static IEnumerable<SortingCriteria> sorting_criterion {
               get {
@@ -145,11 +183,12 @@ namespace bts.shell {
                  yield return security_key;
                  yield return order_key;
                  yield return parent_key;
+                  yield return attached_target_order_key;
               }
            }

            private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
-               time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key
+               time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key, attached_target_order_key
            };

            public static IEnumerable<GridColumnSettings> mini {
@@ -208,11 +247,17 @@ namespace bts.shell {
         public api.orderman.OrderSubType[] order_sub_types;
         [ProtoMember(20)]
         public string[] symbols;
+         [ProtoMember(21)]
+         public string parent_key_regex;
+         [ProtoMember(22)]
+         public string attached_target_order_key_regex;

         public bool Equals(FilterStates other) =>
            other != null &&
            security_criteria.safe_equals(other.security_criteria) &&
            order_key_regex == other.order_key_regex &&
+            parent_key_regex == other.parent_key_regex &&
+            attached_target_order_key_regex == other.attached_target_order_key_regex &&
            time_created.Equals(other.time_created) &&
            EqualityComparer.safe_sequence_equals(users, other.users) &&
            EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
@@ -230,6 +275,32 @@ namespace bts.shell {
            last_change.Equals(other.last_change) &&
            EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
            EqualityComparer.safe_sequence_equals(symbols, other.symbols);
+
+         public override bool Equals(object obj) => Equals(obj as FilterStates);
+
+         public override int GetHashCode() =>
+            EqualityComparer.aggregate_hash(
+               security_criteria?.GetHashCode() ?? 0,
+               order_key_regex?.GetHashCode() ?? 0,
+               parent_key_regex?.GetHashCode() ?? 0,
+               attached_target_order_key_regex?.GetHashCode() ?? 0,
+               time_created.GetHashCode(),
+               EqualityComparer.safe_aggregate_hash(users),
+               EqualityComparer.safe_aggregate_hash(accounts),
+               EqualityComparer.safe_aggregate_hash(exchanges),
+               EqualityComparer.safe_aggregate_hash(tifs),
+               EqualityComparer.safe_aggregate_hash(order_types),
+               EqualityComparer.safe_aggregate_hash(sides),
+               qty?.GetHashCode() ?? 0,
+               price?.GetHashCode() ?? 0,
+               qty_filled?.GetHashCode() ?? 0,
+               avg_price?.GetHashCode() ?? 0,
+               last_price?.GetHashCode() ?? 0,
+               EqualityComparer.safe_aggregate_hash(statuses),
+               exchange_message_regex?.GetHashCode() ?? 0,
+               last_change.GetHashCode(),
+               EqualityComparer.safe_aggregate_hash(order_sub_types),
+               EqualityComparer.safe_aggregate_hash(symbols));
      }

      [ProtoContract]
@@ -240,7 +311,7 @@ namespace bts.shell {
         List<OrderRecordTuplePredicateAnimations> _predicate_animations;

         public OrderBookGridSettings() { }
-         public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
+         public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, double right_panel_width = double.NaN) {
            this.general = general;
            _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
            if (predicate_animations != null)
@@ -0,0 +1,63 @@
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.controls.adorners;
+using mbts.ui.extensions;
+using System;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Input;
+
+namespace mbts.spark {
+   partial class OrderBookView {
+      public class OrderBookAttachmentTargetAdorner : DIYGridRowHighlighterAdorner, IDisposable {
+         IDisposable _attach_op;
+         bool _is_active, _is_disposed;
+
+         #region IsActive
+         public static readonly DependencyProperty IsActiveProperty =
+            WPFHelper.create_dp<bool, OrderBookAttachmentTargetAdorner>(
+               nameof(IsActive),
+               FrameworkPropertyMetadataOptions.AffectsRender,
+               (o, v) => {
+                  o._is_active = v;
+                  Disposable.dispose(ref o._attach_op);
+                  if (v && !o._is_disposed) {
+                     o.IsHitTestVisible = true;
+                     o._attach_op = Disposable.Create(
+                        o.SubscribePreviewMouseDown((s, e) => {
+                           if (e.ChangedButton == MouseButton.Left) {
+                              if (e.ClickCount > 1 && o.TargetRow is OrderBookRowVM r) {
+                                 e.Handled = true;
+                                 o._raise_target_row_selected(r);
+                              }
+                           }
+                        }),
+                        o.AdornedElement.SubscribeMouseHoverRow<OrderBookRowVM>().Subscribe(row => o.TargetRow = row));
+                  } else {
+                     o.IsHitTestVisible = false;
+                     o.TargetRow = null;
+                  }
+               },
+               false);
+
+         public bool IsActive {
+            get => (bool)GetValue(IsActiveProperty);
+            set => SetValue(IsActiveProperty, value);
+         }
+
+         public event Action<OrderBookRowVM> TargetRowSelected;
+         #endregion
+
+         public OrderBookAttachmentTargetAdorner(DIYGrid grid) : base(grid) { }
+
+         public void Dispose() {
+            if (!_is_disposed) {
+               _is_disposed = true;
+               Disposable.dispose(ref _attach_op);
+            }
+         }
+
+         void _raise_target_row_selected(OrderBookRowVM row) => TargetRowSelected?.Invoke(row);
+      }
+   }
+} 
@@ -0,0 +1,132 @@
+<c:DIYGrid
+  x:Class="mbts.spark.OrderBookGridView"
+  x:ClassModifier="internal"
+  x:Name="_grid"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <c:DIYGrid.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <!--Primitive Resources (Brushes, Colors, etc.)-->
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
+      <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
+      <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
+      <!--Converters-->
+      <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
+      <!--DataTemplates-->
+      <DataTemplate x:Key="{x:Static sp:OrderBookGridView.SubTypeFilterTemplateKey}">
+        <usp:FilterContentControl
+          ApplyCommandParameter="{Binding}"
+          ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+          ClearCommandParameter="{Binding}"
+          ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+        >
+          <c:ListBoxEx
+            ItemsSource="{Binding items}"
+            Selection="{Binding selected_items}"
+            SelectionMode="Multiple"
+            ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
+          >
+            <c:ListBoxEx.ItemTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
+              </DataTemplate>
+            </c:ListBoxEx.ItemTemplate>
+          </c:ListBoxEx>
+        </usp:FilterContentControl>
+      </DataTemplate>
+      <!--Styles-->
+      <Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
+        <Setter Property="Focusable" Value="False"/>
+        <Setter Property="Width" Value="16"/>
+        <Setter Property="Height" Value="16"/>
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="{x:Type ToggleButton}">
+              <Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
+                <Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
+                  <Path.RenderTransform>
+                    <RotateTransform Angle="135" CenterY="3" CenterX="3"/>
+                  </Path.RenderTransform>
+                </Path>
+              </Border>
+              <ControlTemplate.Triggers>
+                <Trigger Property="IsChecked" Value="True">
+                  <Setter Property="RenderTransform" TargetName="ExpandPath">
+                    <Setter.Value>
+                      <RotateTransform Angle="180" CenterY="3" CenterX="3"/>
+                    </Setter.Value>
+                  </Setter>
+                  <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
+                  <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
+                </Trigger>
+                <Trigger Property="IsMouseOver" Value="True">
+                  <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
+                  <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
+                </Trigger>
+                <MultiTrigger>
+                  <MultiTrigger.Conditions>
+                    <Condition Property="IsMouseOver" Value="True"/>
+                    <Condition Property="IsChecked" Value="True"/>
+                  </MultiTrigger.Conditions>
+                  <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
+                  <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
+                </MultiTrigger>
+              </ControlTemplate.Triggers>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style TargetType="{x:Type ToolTip}">
+        <Style.Triggers>
+          <Trigger Property="Content" Value="{x:Static sys:String.Empty}">
+            <Setter Property="Visibility" Value="Collapsed" />
+          </Trigger>
+          <Trigger Property="Content" Value="{x:Null}">
+            <Setter Property="Visibility" Value="Collapsed" />
+          </Trigger>
+        </Style.Triggers>
+      </Style>
+    </ResourceDictionary>
+  </c:DIYGrid.Resources>
+  <c:DIYGrid.InputBindings>
+    <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+    <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+  </c:DIYGrid.InputBindings>
+  <c:DIYGrid.RowStyle>
+    <Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
+      <Style.Triggers>
+        <MultiDataTrigger>
+          <MultiDataTrigger.Conditions>
+            <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+            <Condition Binding="{Binding status}" Value="{u:Enum Working, Type=order:OrderStatus}"/>
+          </MultiDataTrigger.Conditions>
+          <MultiDataTrigger.Setters>
+            <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+          </MultiDataTrigger.Setters>
+        </MultiDataTrigger>
+      </Style.Triggers>
+    </Style>
+  </c:DIYGrid.RowStyle>
+  <c:DIYGrid.RowTemplate>
+    <DataTemplate>
+      <sp:OrderBookRowView/>
+    </DataTemplate>
+  </c:DIYGrid.RowTemplate>
+</c:DIYGrid>
@@ -1,11 +1,7 @@
 using mbts.ui.controls;
-using System.Windows.Controls;

 namespace mbts.spark {
-   internal partial class OrderBookView : UserControl {
-      // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
-      // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
+   internal partial class OrderBookGridView : DIYGrid {
      public const string
         SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
         ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -14,13 +10,41 @@ namespace mbts.spark {
         CVRowStyleKey = "CVRowStyle",
         CVRowTemplateKey = "CVRowTemplateKey";

-      public OrderBookView(OrderBookVM vm) {
-         InitializeComponent();
-         DataContext = vm;
+      // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
+      // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
+      public enum ColumnKeys {
+         Security,
+         Symbol,
+         Time,
+         LastChange,
+         User,
+         Account,
+         Exchange,
+         TimeInForce,
+         OrderType,
+         SubType,
+         Side,
+         Size,
+         Price,
+         Filled,
+         AvgFilled,
+         LastPrice,
+         Status,
+         LastMessage,
+         SecurityKey,
+         OrderKey,
+         ParentKey,
+         AttachedTargetOrderKey,
+         Cancel,
+         EditableQty,
+         EditablePrice
      }
+
+      public OrderBookGridView() =>
+         InitializeComponent();
   }

-   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
+   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
      public OrderBookRowView() : base() { }
   }
 }
@@ -0,0 +1,393 @@
+<UserControl
+  x:Class="mbts.spark.OrderBookView"
+  x:ClassModifier="internal"
+  x:Name="Root"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  Grid.Row="0"
+  FocusManager.IsFocusScope="True"
+  Background="{StaticResource CommonBackground}"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+        <ResourceDictionary Source="/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <sys:Double x:Key="GridSplitterWidth">5</sys:Double>
+      <sys:Double x:Key="FillsSlaveGridMinHeight">64</sys:Double>
+      <SolidColorBrush x:Key="AlgoAttachmentBackground" Color="#55009500"/>
+      <cv:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel"/>
+      <cv:ValueMap x:Key="AlgoAttachmentStateConverter" Default="{x:Static Inactive, MemberType={u:Nested sp:OrderBookView.VisualStateNames.AlgoAttachment}}">
+        <cv:KeyValue Key="{u:True}" Value="{x:Static Active, MemberType={u:Nested sp:OrderBookView.VisualStateNames.AlgoAttachment}}"/>
+      </cv:ValueMap>
+      <Style TargetType="GridSplitter">
+        <Style.Triggers>
+          <Trigger Property="IsMouseOver" Value="True">
+            <Setter Property="Background" Value="{StaticResource Control.MediumGrayBrush}"/>
+            <Setter Property="BorderBrush" Value="{StaticResource Control.MediumGrayBrush}"/>
+          </Trigger>
+        </Style.Triggers>
+      </Style>
+      <Style x:Key="{x:Static usp:OrderParamsPanel.BestBidPriceButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+        <Setter Property="ToolTip">
+          <Setter.Value>
+            <ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
+              <TextBlock Text="{Binding security, StringFormat='Best Bid Price ({0})'}"/>
+            </ToolTip>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="{x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="CommandParameter" Value="{Binding BestBidSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="ToolTip">
+          <Setter.Value>
+            <ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
+              <TextBlock Text="{Binding security, StringFormat='Best Bid Size ({0})'}"/>
+            </ToolTip>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="{x:Static usp:OrderParamsPanel.BestAskPriceButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+        <Setter Property="ToolTip">
+          <Setter.Value>
+            <ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
+              <TextBlock Text="{Binding security, StringFormat='Best Ask Price ({0})'}"/>
+            </ToolTip>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="{x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="CommandParameter" Value="{Binding BestAskSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="ToolTip">
+          <Setter.Value>
+            <ToolTip DataContext="{Binding PlacementTarget.Parent.DataContext, RelativeSource={RelativeSource Self}}">
+              <TextBlock Text="{Binding security, StringFormat='Best Ask Size ({0})'}"/>
+            </ToolTip>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="{x:Static usp:OrderParamsPanel.SizeCalculatorButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="CommandParameter" Value="{Binding}"/>
+      </Style>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <Grid x:Name="ContentRoot">
+      <u:StateManager.Groups>
+        <u:StateGroupsManager Target="{Binding Source={u:DirectReference ContentRoot}}">
+          <u:StateDefinitionCollection>
+            <u:StateDefinition State="{Binding DataContext.is_attaching_algos, Source={u:DirectReference ContentRoot}, Converter={StaticResource AlgoAttachmentStateConverter}}"/>
+          </u:StateDefinitionCollection>
+        </u:StateGroupsManager>
+      </u:StateManager.Groups>
+      <VisualStateManager.VisualStateGroups>
+        <VisualStateGroup Name="AlgoAttachmentStates">
+          <VisualState Name="{x:Static Active, MemberType={u:Nested sp:OrderBookView.VisualStateNames.AlgoAttachment}}">
+            <Storyboard>
+              <DoubleAnimationUsingKeyFrames Storyboard.TargetName="PART_AlgoAttachmentRoot_Border" Storyboard.TargetProperty="(UIElement.Opacity)">
+                <DiscreteDoubleKeyFrame KeyTime="0" Value="1"/>
+              </DoubleAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_Orders_DIYGrid" Storyboard.TargetProperty="(FrameworkElement.Cursor)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Cursors.Pen}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_FillsToggle_Hyperlink" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="modify_algos_button" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="attach_orders_dialog_skirt" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="attachment_algo_editor" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+              </ObjectAnimationUsingKeyFrames>
+            </Storyboard>
+          </VisualState>
+          <VisualState Name="{x:Static Inactive, MemberType={u:Nested sp:OrderBookView.VisualStateNames.AlgoAttachment}}">
+            <Storyboard>
+              <DoubleAnimationUsingKeyFrames Storyboard.TargetName="PART_AlgoAttachmentRoot_Border" Storyboard.TargetProperty="(UIElement.Opacity)">
+                <DiscreteDoubleKeyFrame KeyTime="0" Value="0"/>
+              </DoubleAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_Orders_DIYGrid" Storyboard.TargetProperty="(FrameworkElement.Cursor)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Cursors.Arrow}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_FillsToggle_Hyperlink" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="modify_algos_button" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="attach_orders_dialog_skirt" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+              </ObjectAnimationUsingKeyFrames>
+              <ObjectAnimationUsingKeyFrames Storyboard.TargetName="attachment_algo_editor" Storyboard.TargetProperty="(UIElement.Visibility)">
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+              </ObjectAnimationUsingKeyFrames>
+            </Storyboard>
+          </VisualState>
+        </VisualStateGroup>
+      </VisualStateManager.VisualStateGroups>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="*"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="*"/>
+        <ColumnDefinition Width="{Binding right_panel_width, Converter={StaticResource GridLengthPixelConverter}, Mode=TwoWay}"/>
+      </Grid.ColumnDefinitions>
+      <sp:OrderBookGridView
+        x:Name="PART_Orders_DIYGrid"
+        Background="Transparent"
+        Columns="{Binding columns}"
+        CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+        Rows="{Binding rows}"
+        SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+        Cursor="Arrow"
+      />
+      <Border
+        x:Name="PART_AlgoAttachmentRoot_Border"
+        Width="{Binding ActualWidth, ElementName=PART_Orders_DIYGrid}"
+        Height="{Binding ActualHeight, ElementName=PART_Orders_DIYGrid}"
+        Background="{StaticResource AlgoAttachmentBackground}"
+        Opacity="0"
+        IsHitTestVisible="False"
+      />
+      <GridSplitter
+        Grid.Column="1"
+        Panel.ZIndex="1"
+        HorizontalAlignment="Left"
+        VerticalAlignment="Stretch"
+        Width="{StaticResource GridSplitterWidth}"
+        BorderThickness="1,0,0,0"
+      />
+      <Grid Grid.Column="1">
+        <Grid.RowDefinitions>
+          <RowDefinition Height="*"/>
+          <RowDefinition Height="Auto"/>
+        </Grid.RowDefinitions>
+        <Grid x:Name="RightPanelRoot">
+          <u:StateManager.Groups>
+            <u:StateGroupsManager Target="{Binding Source={u:DirectReference RightPanelRoot}}">
+              <u:StateDefinitionCollection>
+                <u:StateDefinition State="{Binding DataContext.fills_slave_grid_is_visible, Source={u:DirectReference RightPanelRoot}, Converter={x:Static sp:OrderBookView.FillsPanelVisualStateConverter}}"/>
+              </u:StateDefinitionCollection>
+            </u:StateGroupsManager>
+          </u:StateManager.Groups>
+          <VisualStateManager.VisualStateGroups>
+            <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested sp:OrderBookView.VisualStateNames.FillsPanel}}">
+              <VisualState Name="{x:Static Active, MemberType={u:Nested sp:OrderBookView.VisualStateNames.FillsPanel}}">
+                <Storyboard>
+                  <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_Fills_DIYGrid" Storyboard.TargetProperty="(UIElement.Visibility)">
+                    <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+                  </ObjectAnimationUsingKeyFrames>
+                  <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_FillsAlgo_GridSplitter" Storyboard.TargetProperty="(UIElement.Visibility)">
+                    <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+                  </ObjectAnimationUsingKeyFrames>
+                  <Int32AnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(Grid.Row)">
+                    <DiscreteInt32KeyFrame KeyTime="0" Value="2"/>
+                  </Int32AnimationUsingKeyFrames>
+                  <Int32AnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(Grid.RowSpan)">
+                    <DiscreteInt32KeyFrame KeyTime="0" Value="1"/>
+                  </Int32AnimationUsingKeyFrames>
+                </Storyboard>
+              </VisualState>
+              <VisualState Name="{x:Static Inactive, MemberType={u:Nested sp:OrderBookView.VisualStateNames.FillsPanel}}">
+                <Storyboard>
+                  <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_Fills_DIYGrid" Storyboard.TargetProperty="(UIElement.Visibility)">
+                    <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+                  </ObjectAnimationUsingKeyFrames>
+                  <ObjectAnimationUsingKeyFrames Storyboard.TargetName="PART_FillsAlgo_GridSplitter" Storyboard.TargetProperty="(UIElement.Visibility)">
+                    <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+                  </ObjectAnimationUsingKeyFrames>
+                  <Int32AnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(Grid.Row)">
+                    <DiscreteInt32KeyFrame KeyTime="0" Value="1"/>
+                  </Int32AnimationUsingKeyFrames>
+                  <Int32AnimationUsingKeyFrames Storyboard.TargetName="order_params_group_box" Storyboard.TargetProperty="(Grid.RowSpan)">
+                    <DiscreteInt32KeyFrame KeyTime="0" Value="2"/>
+                  </Int32AnimationUsingKeyFrames>
+                </Storyboard>
+              </VisualState>
+            </VisualStateGroup>
+          </VisualStateManager.VisualStateGroups>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="{Binding Source={StaticResource GridSplitterWidth}}"/>
+            <ColumnDefinition Width="*"/>
+          </Grid.ColumnDefinitions>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition MinHeight="{StaticResource FillsSlaveGridMinHeight}" Height="{Binding fills_slave_grid_height, Converter={StaticResource GridLengthPixelConverter}, Mode=TwoWay}" MaxHeight="{Binding ActualHeight, ElementName=RightPanelRoot, Converter={x:Static sp:OrderBookView.FillsSlaveGridMaxHeightConverter}}"/>
+            <RowDefinition MinHeight="{x:Static sp:OrderBookView.GridSplitterHeight}" Height="*"/>
+          </Grid.RowDefinitions>
+          <TextBlock x:Name="PART_FillsToggle_Hyperlink" Grid.Column="1">
+            <TextBlock.Margin>
+              <Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="4"/>
+            </TextBlock.Margin>
+          <Hyperlink Command="{Binding toggle_fills_slave_grid_is_visible_cmd}">
+            <Hyperlink.Inlines>
+              <Run Text="{Binding current_row, Converter={x:Static sp:OrderBookView.OrderDescriptionConverter}, Mode=OneWay}"/>
+            </Hyperlink.Inlines>
+          </Hyperlink>
+          </TextBlock>
+
+          <c:DIYGrid x:Name="PART_Fills_DIYGrid" Grid.Column="1" Grid.Row="1" Columns="{Binding fills_vm.columns}" Rows="{Binding fills_vm.rows}">
+            <c:DIYGrid.Margin>
+              <Thickness Bottom="{x:Static sp:OrderBookView.GridSplitterHeight}"/>
+            </c:DIYGrid.Margin>
+            <c:DIYGrid.RowTemplate>
+              <DataTemplate>
+                <usp:FillsRowView/>
+              </DataTemplate>
+            </c:DIYGrid.RowTemplate>
+          </c:DIYGrid>
+          <GridSplitter
+            x:Name="PART_FillsAlgo_GridSplitter"
+            Grid.Column="1"
+            Grid.Row="1"
+            Panel.ZIndex="1"
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Bottom"
+            Height="{x:Static sp:OrderBookView.GridSplitterHeight}"
+            BorderThickness="0,1,0,0"
+          />
+          <GroupBox
+            x:Name="order_params_group_box"
+            Grid.Column="1"
+            Grid.Row="2"
+            Padding="12"
+            BorderThickness="1"
+            Header="Order Parameters"
+            HeaderTemplate="{StaticResource BoldHeaderTemplate}"
+          >
+            <usp:OrderParamsPanel
+              x:Name="order_params_panel"
+              DataContext="{Binding order_mod_vm}"
+              Price="{Binding price}"
+              Size="{Binding size_calculator.value}"
+              Accounts="{Binding accounts}"
+              SelectedAccount="{Binding selected_account}"
+              BestBidPrice="{Binding bbo.bid}"
+              BestBidSize="{Binding bbo.bid_size}"
+              BestAskPrice="{Binding bbo.ask}"
+              BestAskSize="{Binding bbo.ask_size}"
+              SizePresets="{Binding size_calculator.buttons}"
+              Security="{Binding security}"
+              AlgoVM="{Binding algo_vm}"
+              IsEnabled="{Binding IsEnabled, ElementName=modify_algos_button}"
+            >
+              <usp:OrderParamsPanel.CommandBindings>
+                <CommandBinding Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}" Executed="{x:Static usp:OrderParamsPanel.SetPriceExecuted}"/>
+              </usp:OrderParamsPanel.CommandBindings>
+            </usp:OrderParamsPanel>
+          </GroupBox>
+          <Grid
+            x:Name="attachment_algo_editor"
+            Grid.Row="1"
+            Grid.RowSpan="2"
+            Grid.Column="1"
+            HorizontalAlignment="Left"
+            MinWidth="320"
+            Margin="0,4,0,0"
+            Visibility="Collapsed"
+          >
+            <Grid.RowDefinitions>
+              <RowDefinition Height="Auto"/>
+              <RowDefinition Height="*"/>
+            </Grid.RowDefinitions>
+            <GroupBox
+              Padding="12"
+              Header="Attached Order Parameters"
+              HeaderTemplate="{StaticResource BoldHeaderTemplate}"
+            >
+              <usp:OrderParamsPanel
+                x:Name="attached_order_params_panel"
+                DataContext="{Binding attach_vm}"
+                Price="{Binding price}"
+                Size="{Binding size_calculator.value}"
+                Accounts="{Binding accounts}"
+                SelectedAccount="{Binding selected_account}"
+                BestBidPrice="{Binding bbo.bid}"
+                BestBidSize="{Binding bbo.bid_size}"
+                BestAskPrice="{Binding bbo.ask}"
+                BestAskSize="{Binding bbo.ask_size}"
+                SizePresets="{Binding size_calculator.buttons}"
+                Security="{Binding security}"
+                AlgoVM="{Binding algo_vm}"
+                IsEnabled="{Binding IsEnabled, ElementName=send_attached_orders_button}"
+              >
+                <usp:OrderParamsPanel.CommandBindings>
+                  <CommandBinding Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}" Executed="{x:Static usp:OrderParamsPanel.SetPriceExecuted}"/>
+                </usp:OrderParamsPanel.CommandBindings>
+              </usp:OrderParamsPanel>
+            </GroupBox>
+            <StackPanel
+              x:Name="attach_orders_dialog_skirt"
+              Grid.Row="1"
+              VerticalAlignment="Top"
+              HorizontalAlignment="Right"
+              Margin="{StaticResource DialogSkirtPadding}"
+              Orientation="Horizontal"
+              Visibility="Collapsed"
+            >
+              <Button x:Name="send_attached_orders_button" Command="{Binding send_attached_orders_cmd}" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}">
+                <TextBlock>
+                  <TextBlock.Style>
+                    <Style TargetType="TextBlock">
+                      <Setter Property="Text" Value="{Binding selected_rows.Count, StringFormat='Send Attached Orders ({0})'}"/>
+                      <Style.Triggers>
+                        <DataTrigger Binding="{Binding IsEnabled, RelativeSource={RelativeSource AncestorType=Button}}" Value="False">
+                          <Setter Property="Text" Value="Send Attached Orders"/>
+                        </DataTrigger>
+                      </Style.Triggers>
+                    </Style>
+                  </TextBlock.Style>
+                </TextBlock>
+              </Button>
+              <Button u:Behavior.CloseWindow="False" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding cancel_attach_orders_cmd}" Style="{StaticResource CancelButton}"/>
+            </StackPanel>
+          </Grid>
+        </Grid>
+        <Button x:Name="modify_algos_button" Grid.Row="1" HorizontalAlignment="Right" Margin="{StaticResource DialogSkirtPadding}" Command="{Binding modify_selected_algos_command}">
+          <TextBlock>
+            <TextBlock.Style>
+              <Style TargetType="TextBlock">
+                <Setter Property="Text" Value="{Binding selected_rows.Count, StringFormat='Modify Algos ({0})'}"/>
+                <Style.Triggers>
+                  <DataTrigger Binding="{Binding IsEnabled, RelativeSource={RelativeSource AncestorType=Button}}" Value="False">
+                    <Setter Property="Text" Value="Modify Algos"/>
+                  </DataTrigger>
+                </Style.Triggers>
+              </Style>
+            </TextBlock.Style>
+          </TextBlock>
+        </Button>
+      </Grid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <TextBlock>
+            <Run Text="Orders:"/>
+            <Run Text="{Binding rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
+          </TextBlock>
+        </StatusBarItem>
+      </StatusBar>
+    </Grid>
+  </AdornerDecorator>
+</UserControl>
@@ -0,0 +1,127 @@
+using mbts.ui;
+using mbts.ui.converters;
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
+
+namespace mbts.spark {
+   internal partial class OrderBookView : UserControl {
+      public const double
+         GridSplitterHeight = 5,
+         MinAlgoEditorHeight = 64,
+         MinAttachOrderParamsPanelWidth = 340,
+         AttachOrderParamsPanelWidthRatio = 0.33;
+
+      public static readonly IValueConverter
+         OrderDescriptionConverter = ValueConverter.create<OrderBookRowVM, string>(row => row == null ? string.Empty : row.order.short_description(row.security)),
+         FillsSlaveGridMaxHeightConverter = ValueConverter.create<double, double>(right_panel_height => right_panel_height - (GridSplitterHeight + MinAlgoEditorHeight)),
+         FillsPanelVisualStateConverter = ValueConverter.create<bool, string>(show => show ? VisualStateNames.FillsPanel.Active : VisualStateNames.FillsPanel.Inactive),
+         AttachmentTargetCursorConverter = ValueConverter.create<bool, Cursor>(is_active => is_active ? Cursors.Pen : Cursors.Arrow);
+
+      public OrderBookView(OrderBookVM vm) {
+         InitializeComponent();
+         DataContext = vm;
+         const int delay_ms = 25;
+         AttachOp? attach_op = null; ;
+         vm.begin_attaching += on_begin_attaching;
+         vm.end_attaching += on_end_attaching;
+         vm.SubscribeDisposed(() => {
+            if (attach_op.HasValue) {
+               vm.right_panel_width = attach_op.Value.raw_right_panel_width;
+               vm.fills_slave_grid_is_visible = attach_op.Value.fills_slave_grid_is_visible;
+            }
+            vm.begin_attaching -= on_begin_attaching;
+            vm.end_attaching -= on_end_attaching;
+         });
+         async void on_begin_attaching() {
+            if (attach_op.HasValue) {
+               // begin-attaching is already underway (prob won't happen in practice as this event is triggered by user interaction)
+               return;
+            }
+            attach_op = new AttachOp(vm.algo_editor_is_visible, vm.fills_slave_grid_is_visible, vm.raw_right_panel_width);
+            vm.fills_slave_grid_is_visible = false;
+            vm.algo_editor_is_visible = true;
+            double target_width = Math.Max(ActualWidth * AttachOrderParamsPanelWidthRatio, MinAttachOrderParamsPanelWidth);
+            if (vm.right_panel_width < target_width) {
+               foreach (double incr in _get_incremental_widths(attach_op.Value.right_panel_is_visible ? attach_op.Value.raw_right_panel_width : 0, target_width)) {
+                  vm.right_panel_width = incr;
+                  await Task.Delay(delay_ms);
+                  if (!attach_op.HasValue)
+                     break;
+               }
+            }
+         }
+         async void on_end_attaching() {
+            if (!attach_op.HasValue) {
+               // end-attaching is already underway (prob won't happen in practice as this event is triggered by user interaction)
+               return;
+            }
+            var incr_widths = _get_incremental_widths(vm.right_panel_width, attach_op.Value.raw_right_panel_width);
+            vm.algo_editor_is_visible = attach_op.Value.right_panel_is_visible;
+            vm.fills_slave_grid_is_visible = attach_op.Value.fills_slave_grid_is_visible;
+            vm.right_panel_width = attach_op.Value.raw_right_panel_width;
+            attach_op = null;
+            foreach (double incr in incr_widths) {
+               vm.right_panel_width = incr;
+               await Task.Delay(delay_ms);
+               if (attach_op.HasValue)
+                  break;
+            }
+         }
+      }
+
+      static IEnumerable<double> _get_incremental_widths(double from, double to) {
+         var list = new List<double> { to };
+         int incr = 1;
+         if (from < to) {
+            do {
+               list.Add(to - (incr * 0.6666));
+               list.Add(to - incr);
+               from += incr;
+               incr += incr;
+            } while (from < to);
+         } else if (from > to) {
+            do {
+               list.Add(to + incr);
+               incr += incr;
+               to += incr;
+            } while (from > to);
+         }
+         for (int i = list.Count - 1; i >= 0; i--) {
+            yield return list[i];
+         }
+      }
+
+      struct AttachOp {
+         public readonly bool right_panel_is_visible, fills_slave_grid_is_visible;
+         public readonly double raw_right_panel_width;
+
+         public AttachOp(bool right_panel_is_visible, bool fills_slave_grid_is_visible, double raw_right_panel_width) {
+            this.right_panel_is_visible = right_panel_is_visible;
+            this.fills_slave_grid_is_visible = fills_slave_grid_is_visible;
+            this.raw_right_panel_width = raw_right_panel_width;
+         }
+      }
+
+      public static class VisualStateNames {
+         public static class FillsPanel {
+            public const string GroupName = nameof(FillsPanel);
+
+            public static readonly string
+               Active = $"{GroupName}{VisualStates.Active}",
+               Inactive = $"{GroupName}{VisualStates.Inactive}";
+         }
+
+         public static class AlgoAttachment {
+            public const string GroupName = nameof(AlgoAttachment);
+
+            public static readonly string
+               Active = $"{GroupName}{VisualStates.Active}",
+               Inactive = $"{GroupName}{VisualStates.Inactive}";
+         }
+      }
+   }
+}
@@ -0,0 +1,142 @@
+<ResourceDictionary
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <ControlTemplate x:Key="OrderParamsPanelTemplate" TargetType="usp:OrderParamsPanel">
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
+        <RowDefinition Height="*"/>
+      </Grid.RowDefinitions>
+      <Grid>
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="2*"/>
+          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}"/>
+          <ColumnDefinition Width="*"/>
+          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush2}}"/>
+          <ColumnDefinition Width="*"/>
+        </Grid.ColumnDefinitions>
+        <usp:PriceEntryControl
+          ContractSpec="{Binding ContractSpec, RelativeSource={RelativeSource TemplatedParent}}"
+          Value="{Binding Price, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
+          ToolTip="Price"
+        />
+        <Button
+          x:Name="best_bid_button"
+          Grid.Column="2"
+          HorizontalAlignment="Stretch"
+          Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}"
+          CommandParameter="{Binding BestBidPrice, RelativeSource={RelativeSource TemplatedParent}}"
+          Foreground="{u:BTSColor MarketData.bid}"
+          FontWeight="Bold"
+          Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestBidPriceButtonStyleKey}}"
+        >
+          <MultiBinding Converter="{StaticResource TickDisplayConverter}">
+            <Binding Path="BestBidPrice" RelativeSource="{RelativeSource TemplatedParent}"/>
+            <Binding Path="ContractSpec" RelativeSource="{RelativeSource TemplatedParent}"/>
+          </MultiBinding>
+        </Button>
+        <Button
+          x:Name="best_ask_button"
+          Grid.Column="4"
+          HorizontalAlignment="Stretch"
+          Command="{x:Static usp:OrderParamsPanel.SetPriceCommand}"
+          CommandParameter="{Binding BestAskPrice, RelativeSource={RelativeSource TemplatedParent}}"
+          Foreground="{u:BTSColor MarketData.ask}"
+          FontWeight="Bold"
+          Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestAskPriceButtonStyleKey}}"
+        >
+          <MultiBinding Converter="{StaticResource TickDisplayConverter}">
+            <Binding Path="BestAskPrice" RelativeSource="{RelativeSource TemplatedParent}"/>
+            <Binding Path="ContractSpec" RelativeSource="{RelativeSource TemplatedParent}"/>
+          </MultiBinding>
+        </Button>
+      </Grid>
+      <Grid Grid.Row="2">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="2*"/>
+          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}"/>
+          <ColumnDefinition Width="*"/>
+          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush2}}"/>
+          <ColumnDefinition Width="*"/>
+        </Grid.ColumnDefinitions>
+        <Grid.RowDefinitions>
+          <RowDefinition Height="Auto"/>
+          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
+          <RowDefinition Height="*"/>
+          <RowDefinition Height="*"/>
+        </Grid.RowDefinitions>
+        <c:TickUpDownNullableUInt Value="{Binding Size, RelativeSource={RelativeSource TemplatedParent}}" ToolTip="Size"/>
+        <Button
+          x:Name="best_bid_size_button"
+          Grid.Column="2"
+          HorizontalAlignment="Stretch"
+          Content="{Binding BestBidSize, RelativeSource={RelativeSource TemplatedParent}}"
+          Foreground="{u:BTSColor MarketData.bid}"
+          Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}}"
+        />
+        <Button
+          x:Name="best_ask_size_button"
+          Grid.Column="4"
+          HorizontalAlignment="Stretch"
+          Content="{Binding BestAskSize, RelativeSource={RelativeSource TemplatedParent}}"
+          Foreground="{u:BTSColor MarketData.ask}"
+          Style="{DynamicResource {x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}}"
+        />
+        <ItemsControl Grid.Row="2" Grid.RowSpan="2" Margin="-2,-2,-2,0" ItemsSource="{Binding SizePresets, RelativeSource={RelativeSource TemplatedParent}}" Focusable="False">
+          <ItemsControl.ItemsPanel>
+            <ItemsPanelTemplate>
+              <UniformGrid Columns="3" Focusable="False"/>
+            </ItemsPanelTemplate>
+          </ItemsControl.ItemsPanel>
+          <ItemsControl.ItemTemplate>
+            <DataTemplate>
+              <Button
+                HorizontalAlignment="Stretch"
+                Margin="2,4,2,0"
+                Content="{Binding}"
+                Focusable="False"
+                Style="{DynamicResource {x:Static usp:OrderParamsPanel.SizeCalculatorButtonStyleKey}}"
+              />
+            </DataTemplate>
+          </ItemsControl.ItemTemplate>
+        </ItemsControl>
+        <Grid Grid.Row="2" Grid.RowSpan="2" Grid.Column="2" Grid.ColumnSpan="3">
+          <Grid.RowDefinitions>
+            <RowDefinition/>
+            <RowDefinition/>
+          </Grid.RowDefinitions>
+          <ComboBox Margin="0,2,0,4" ItemsSource="{Binding Accounts, RelativeSource={RelativeSource TemplatedParent}}" SelectedItem="{Binding SelectedAccount, RelativeSource={RelativeSource TemplatedParent}}" ToolTip="Choose Account"/>
+          <ComboBox Grid.Row="1">
+            <ComboBox.Style>
+              <Style TargetType="ComboBox" BasedOn="{StaticResource DisabledPlaceholderComboBox}">
+                <Setter Property="ItemsSource">
+                  <Setter.Value>
+                    <x:ArrayExtension Type="{x:Type sys:String}">
+                      <sys:String>Time In Force (N/A)</sys:String>
+                    </x:ArrayExtension>
+                  </Setter.Value>
+                </Setter>
+              </Style>
+            </ComboBox.Style>
+          </ComboBox>
+        </Grid>
+      </Grid>
+      <usp:AlgoEditorView x:Name="algo_editor" Grid.Row="4" DataContext="{Binding AlgoVM, RelativeSource={RelativeSource TemplatedParent}}"/>
+    </Grid>
+  </ControlTemplate>
+
+  <Style TargetType="usp:OrderParamsPanel">
+    <Setter Property="Template" Value="{StaticResource OrderParamsPanelTemplate}"/>
+  </Style>
+</ResourceDictionary>
@@ -0,0 +1,188 @@
+using bts.api;
+using mbts.spark;
+using System;
+using System.Collections;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   class OrderParamsPanel : Control {
+      public const string
+         BestBidPriceButtonStyleKey = nameof(BestBidPriceButtonStyleKey),
+         BestBidSizeButtonStyleKey = nameof(BestBidSizeButtonStyleKey),
+         BestAskPriceButtonStyleKey = nameof(BestAskPriceButtonStyleKey),
+         BestAskSizeButtonStyleKey = nameof(BestAskSizeButtonStyleKey),
+         SizeCalculatorButtonStyleKey = nameof(SizeCalculatorButtonStyleKey);
+
+      public static readonly RoutedCommand SetPriceCommand = new RoutedCommand();
+
+      public static readonly ExecutedRoutedEventHandler SetPriceExecuted =
+         (s, e) => {
+            if (s is OrderParamsPanel opp)
+               opp.SetCurrentValue(PriceProperty, ConvertUtils.try_convert(e.Parameter, out double d) ? d : double.NaN);
+         };
+
+      public static readonly CanExecuteRoutedEventHandler
+         SetPriceCanExecute = (s, e) => e.CanExecute = e.Parameter is double,
+         SetSizeCanExecute = (s, e) => e.CanExecute = e.Parameter is uint;
+
+      static OrderParamsPanel() {
+         DefaultStyleKeyProperty.OverrideMetadata(typeof(OrderParamsPanel), new FrameworkPropertyMetadata(typeof(OrderParamsPanel)));
+      }
+
+      #region Price
+      public static readonly DependencyProperty PriceProperty =
+         WPFHelper.create_dp<double, OrderParamsPanel>(nameof(Price), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, double.NaN);
+
+      public double Price {
+         get => (double)GetValue(PriceProperty);
+         set => SetValue(PriceProperty, value);
+      }
+      #endregion
+
+      #region Size
+      public static readonly DependencyProperty SizeProperty =
+         WPFHelper.create_dp<uint?, OrderParamsPanel>(nameof(Size), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault);
+
+      public uint? Size {
+         get => GetValue(SizeProperty) as uint?;
+         set => SetValue(SizeProperty, value);
+      }
+      #endregion
+
+      #region SizePresets
+      public static readonly DependencyProperty SizePresetsProperty =
+         WPFHelper.create_dp<IEnumerable, OrderParamsPanel>(nameof(SizePresets), Enumerable.Empty<string>());
+
+      public IEnumerable SizePresets {
+         get => GetValue(SizePresetsProperty) as IEnumerable;
+         set => SetValue(SizePresetsProperty, value);
+      }
+      #endregion
+
+      #region BestBidPrice
+      public static readonly DependencyProperty BestBidPriceProperty =
+         WPFHelper.create_dp<double?, OrderParamsPanel>(nameof(BestBidPrice));
+
+      public double? BestBidPrice {
+         get => GetValue(BestBidPriceProperty) as double?;
+         set => SetValue(BestBidPriceProperty, value);
+      }
+      #endregion
+
+      #region BestBidSize
+      public static readonly DependencyProperty BestBidSizeProperty =
+         WPFHelper.create_dp<uint?, OrderParamsPanel>(nameof(BestBidSize));
+
+      public uint? BestBidSize {
+         get => GetValue(BestBidSizeProperty) as uint?;
+         set => SetValue(BestBidSizeProperty, value);
+      }
+      #endregion
+
+      #region BestAskPrice
+      public static readonly DependencyProperty BestAskPriceProperty =
+         WPFHelper.create_dp<double?, OrderParamsPanel>(nameof(BestAskPrice));
+
+      public double? BestAskPrice {
+         get => GetValue(BestAskPriceProperty) as double?;
+         set => SetValue(BestAskPriceProperty, value);
+      }
+      #endregion
+
+      #region BestAskSize
+      public static readonly DependencyProperty BestAskSizeProperty =
+         WPFHelper.create_dp<uint?, OrderParamsPanel>(nameof(BestAskSize));
+
+      public uint? BestAskSize {
+         get => GetValue(BestAskSizeProperty) as uint?;
+         set => SetValue(BestAskSizeProperty, value);
+      }
+      #endregion
+
+      #region Accounts
+      public static readonly DependencyProperty AccountsProperty =
+         WPFHelper.create_dp<IEnumerable, OrderParamsPanel>(nameof(Accounts), Enumerable.Empty<string>());
+
+      public IEnumerable Accounts {
+         get => GetValue(AccountsProperty) as IEnumerable;
+         set => SetValue(AccountsProperty, value);
+      }
+      #endregion
+
+      #region SelectedAccount
+      public static readonly DependencyProperty SelectedAccountProperty =
+         WPFHelper.create_dp<object, OrderParamsPanel>(nameof(SelectedAccount));
+
+      public object SelectedAccount {
+         get => GetValue(SelectedAccountProperty);
+         set => SetValue(SelectedAccountProperty, value);
+      }
+      #endregion
+
+      #region TimeInForces
+      public static readonly DependencyProperty TimeInForcesProperty =
+         WPFHelper.create_dp<IEnumerable, OrderParamsPanel>(nameof(TimeInForces), Enumerable.Empty<string>());
+
+      public IEnumerable TimeInForces {
+         get => GetValue(TimeInForcesProperty) as IEnumerable;
+         set => SetValue(TimeInForcesProperty, value);
+      }
+      #endregion
+
+      #region SelectedTimeInForce
+      public static readonly DependencyProperty SelectedTimeInForceProperty =
+         WPFHelper.create_dp<object, OrderParamsPanel>(nameof(SelectedTimeInForce));
+
+      public object SelectedTimeInForce {
+         get => GetValue(SelectedTimeInForceProperty);
+         set => SetValue(SelectedTimeInForceProperty, value);
+      }
+      #endregion
+
+      #region Security
+      public static readonly DependencyProperty SecurityProperty =
+         WPFHelper.create_dp<SecurityImmutable?, OrderParamsPanel>(
+            nameof(Security),
+            (o, v) => o.CoerceValue(ContractSpecProperty));
+
+      public SecurityImmutable? Security {
+         get => GetValue(SecurityProperty) as SecurityImmutable?;
+         set => SetValue(SecurityProperty, value);
+      }
+      #endregion
+
+      #region ContractSpec
+      public static readonly DependencyProperty ContractSpecProperty =
+         WPFHelper.create_dp<ContractSpecificationImmutable?, OrderParamsPanel>(
+            nameof(ContractSpec),
+            null,
+            (d, base_value) => d.Security?.ContractSpec ?? base_value ?? SecurityDataHelper.Defaults.ContractSpecificationImmutable);
+
+      public ContractSpecificationImmutable? ContractSpec {
+         get => GetValue(ContractSpecProperty) as ContractSpecificationImmutable?;
+         set => SetValue(ContractSpecProperty, value);
+      }
+      #endregion
+
+      #region AlgoVM
+      public static readonly DependencyProperty AlgoVMProperty =
+         WPFHelper.create_dp<AlgoDefinitionVM, OrderParamsPanel>(
+            nameof(AlgoVM),
+            (o, v) => o._algo_editor?.SetCurrentValue(VisibilityProperty, v != null ? Visibility.Visible : Visibility.Collapsed));
+
+      public AlgoDefinitionVM AlgoVM {
+         get => GetValue(AlgoVMProperty) as AlgoDefinitionVM;
+         set => SetValue(AlgoVMProperty, value);
+      }
+      #endregion
+
+      AlgoEditorView _algo_editor;
+      public override void OnApplyTemplate() {
+         _algo_editor = GetTemplateChild("algo_editor") as AlgoEditorView;
+         _algo_editor?.SetCurrentValue(VisibilityProperty, AlgoVM != null ? Visibility.Visible : Visibility.Collapsed);
+      }
+   }
+}
@@ -85,7 +85,7 @@ 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);
      }

@@ -79,10 +79,12 @@ namespace mbts.spark {
               RequestClose?.Invoke(this, new EventArgs());
            }
         });
+         bbo = new BBOVM();
         _dispose = Disposable.Create(
            size_calculator,
            properties_vm,
-            bbo = new BBOVM(security_md_source),
+            security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
+            bbo,
            order_source.OnDispatcher().Subscribe(ort => {
               key = ort.order.Key;
               if (DoubleHelper.IsNaNOrInfinity(price))
@@ -49,7 +49,7 @@ namespace mbts.spark {
      ) {
         _security = backing(nameof(security), security_md_source.Select(smd => smd.security), SecurityDataHelper.Defaults.SecurityImmutable);
         properties_vm = new OrderPropertiesEditorVM(model, security_md_source, props_source.Select(p => p.order_props));
-         bbo = new BBOVM(security_md_source);
+         bbo = new BBOVM();
         send_order = new DelegateCommand<Side>(side => {
            bool price_valid = _validate_price(), size_valid = size_calculator.validate();
            if (price_valid && size_valid && !HasErrors && !properties_vm.HasErrors) {
@@ -59,6 +59,8 @@ namespace mbts.spark {
         });
         set_price_command = new DelegateCommand<double>(set_price);
         _dispose = Disposable.Create(
+            bbo,
+            security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
            size_calculator = new CalculatorLogic(0, calculator_buttons),
            props_source.OnDispatcher().Subscribe(p => on_props(p.price, p.size))
         );
@@ -2,6 +2,7 @@
 using bts.api.core;
 using bts.api.orderman;
 using bts.shell;
+using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.ui.controls;
@@ -83,25 +84,18 @@ namespace bts.spark {
      public static string modified_description(OrderRecordImmutable old_order, OrderRecordImmutable new_order, ContractSpecificationImmutable? spec) {
         double old_price = old_order.State.Price, new_price = new_order.State.Price;
         uint old_size = old_order.State.Quantity, new_size = new_order.State.Quantity;
-         string modified_size_partial_description(int working_size) {
-            return $"size from {old_size} to {new_size}, working {working_size}";
+         uint old_attached_target_key = old_order.attached_target_order_key(), new_attached_target_key = new_order.attached_target_order_key();
+         return StringBuilderEx.join(prefix, change_descs());
+         //
+         string prefix() => $"({old_order.Key}) Changed";
+         IEnumerable<string> change_descs() {
+            if (old_price != new_price)
+               yield return $"price from {spec.format(old_price)} to {spec.format(new_price)}";
+            if (old_size != new_size)
+               yield return $"size from {old_size} to {new_size}, working {new_order.working_quantity()}";
+            if (old_attached_target_key != new_attached_target_key)
+               yield return $"attached target from {old_attached_target_key} to {new_attached_target_key}";
         }
-         string modified_price_partial_description() {
-            return $"price from {spec.format(old_price)} to {spec.format(new_price)}";
-         }
-         if (old_price != new_price || old_size != new_size) {
-            StringBuilder sb = new StringBuilder($"({old_order.Key}) Changed ");
-            if (old_price != new_price) {
-               sb.Append(modified_price_partial_description());
-               if (old_size != new_size)
-                  sb.Append($", {modified_size_partial_description(new_order.working_quantity())}");
-            }
-            else
-               sb.Append(modified_size_partial_description(new_order.working_quantity()));
-            return sb.ToString();
-         }
-         else
-            return string.Empty;
      }

      static string _header(uint key) => $"({key})";
@@ -184,21 +178,31 @@ namespace bts.spark {
            format_cancel_error(order, security?.ContractSpec, error));
      }

-      internal void update_order(OrderRecordImmutable order, double price, uint size) {
+      internal void update_order(OrderRecordImmutable order, double price, uint size, bool algo_changed) =>
+         _log_order_update(order, price, size, algo_changed, "change from");
+
+      internal void update_order_failed(OrderRecordImmutable order, double price, uint size, bool algo_changed) =>
+         _log_order_update(order, price, size, algo_changed, "failed to change from");
+
+      void _log_order_update(OrderRecordImmutable order, double price, uint size, bool algo_changed, string change_desc_prefix) {
+         if (price == order.price() && size == order.working_quantity() && !algo_changed) {
+            // nothing actually changed
+            return;
+         }
+         const string algo_change_text = "change algo parameters";
         var security = try_get_security(order.Def.SecurityKey);
         var spec = security?.ContractSpec;
-         log_status(ActivityLogCategory.modify,
-            security,
-            $"({order.Key}) change from {order.State.Quantity}@{spec.format(order.State.Price)} to {size}@{spec.format(price)}");
+         var desc_builder = new StringBuilderEx();
+         if (price != order.price() || size != order.working_quantity()) {
+            desc_builder.Add(order.State.Quantity.ToString(), "@", spec.format(order.State.Price), "to ", size.ToString(), "@", spec.format(price));
+            if (algo_changed)
+               desc_builder.Add("; ", algo_change_text);
+         } else if (algo_changed) {
+            desc_builder.Add(algo_change_text);
+         }
+         desc_builder.Insert(0, $"{change_desc_prefix} ");
+         desc_builder.Insert(0, $"({order.Key}) ");
+         log_status(ActivityLogCategory.modify, security, desc_builder.ToString());
      }
-
-      internal void update_order_failed(OrderRecordImmutable order, double price, uint size) {
-         var security = try_get_security(order.Def.SecurityKey);
-         var spec = security?.ContractSpec;
-         log_status(ActivityLogCategory.modify,
-            security,
-            $"({order.Key}) failed to change from {order.State.Quantity}@{spec.format(order.State.Price)} to {size}@{spec.format(price)}");
-      }
-
   }
 }
@@ -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)
@@ -11,7 +11,7 @@ using AlgoDefi = bts.api.orderman.CustomOrderDefinitionImmutable;
 using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;

 namespace mbts.spark {
-   class DefaultAlgoVM : DisposableViewModelBase, IAlgoVM, IDynamicAlgoVMImpl, IObserver<SecurityMD?>, IObserver<OrdersModel> {
+   class DefaultAlgoVM : DisposableViewModelBase, IAlgoVM, IDynamicAlgoVMImpl, IObserver<SecurityMD?>, IObserver<OrdersModel>, IObserver<AlgoEditingPermissions> {
      static readonly AlgoDefi _empty = new AlgoDefi(new AlgoDef());
      readonly VersionContainer<AlgoDefi> _definition;
      AlgoFormats _format;
@@ -37,10 +37,7 @@ namespace mbts.spark {
               impl.is_expanded = value;
         }
      }
-      public bool can_edit_values => impl?.can_edit_values ?? false;
-      public bool can_edit_structure => impl?.can_edit_structure ?? false;
-      public bool can_save_values => impl?.can_save_values ?? false;
-      public bool can_save_structure => impl?.can_save_structure ?? false;
+      public AlgoEditingPermissions editing_permissions => _editing_permissions;
      public string display_name => impl?.display_name ?? "(Default)";
      public AlgoDefi definition => _definition.value;
      public ObservableCollection<IAlgoSelector> child_algo_selectors { get; } = new ObservableCollection<IAlgoSelector>();
@@ -48,10 +45,6 @@ namespace mbts.spark {
      public void assign_to(AlgoDef value) => value.MergeFrom(definition.CloneToMutable());
      public bool key_match(KeyEventArgs e) => false;
      public void load_from(AlgoDefi value) => impl?.load_from(value);
-      public void set_permissions(AlgoEditingPermissions editing_permissions) {
-         _editing_permissions = editing_permissions;
-         impl?.set_permissions(editing_permissions);
-      }
      public Task<AlgoDefi?> load_from_async(AlgoDefi definition) =>
         impl?.load_from_async(definition) ?? Task.FromResult<AlgoDefi?>(definition);

@@ -98,6 +91,13 @@ namespace mbts.spark {
         _on_impl_definition_changed();
      }

+      void IObserver<AlgoEditingPermissions>.OnCompleted() { }
+      void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
+      void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions editing_permissions) {
+         Set(ref _editing_permissions, editing_permissions, nameof(this.editing_permissions));
+         (impl as IObserver<AlgoEditingPermissions>)?.OnNext(editing_permissions);
+      }
+
      void _on_impl_definition_changed() {
         var orig_def = definition;
         _definition.increment_version();
@@ -107,4 +107,4 @@ namespace mbts.spark {
            RaisePropertyChanged(nameof(order_type), nameof(meta));
      }
   }
-}
+}
@@ -1,5 +1,9 @@
 using bts.api;
 using bts.api.orderman;
+using bts.utils;
+using Google.Protobuf.Reflection;
+using mbts.ui.utility;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -8,13 +12,18 @@ using System.Reactive.Linq;

 namespace mbts.spark {
   [Export]   
-   public class DynamicOrderHelper
-   {
+   class DynamicOrderHelper {
+      public readonly IMaskIndexInt32<string> dynamic_type_index;
+
+      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)
      {
         _dynamic_types = order_service.get_registered_dynamic_order_types(new VoidMessage());
+         dynamic_type_index = new MaskIndexInt32<string>(_dynamic_types.DynamicOrderDesc.Select(d => d.DynamicOrderType).ToList());
      }

      public void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs,
@@ -28,11 +37,52 @@ 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 { DynamicOrderType = dynamic_type };
+         add_dynamic_params(ref def);
+         return def;
+      }
+
+      internal void add_dynamic_params(ref DynamicOrderDefinition dynamic_def) {
+         var desc = get_descriptor(dynamic_def.DynamicOrderType);
+         foreach (var p in desc.ParamDesc) {
+            if (_is_child_algo_desc(p)) {
+               dynamic_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));
+                  dynamic_def.OrderParams[p.ParamName] = dop;
+               }
+            }
+         }
+      }
+
+      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);
   }
-}
+}
@@ -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));
-         }
      }
   }
 }
@@ -22,17 +22,13 @@ namespace mbts.spark {
      CustomOrderDefinition.CustomOneofCase order_type { get; }
      bool is_bts_type { get; }
      OrderMetadata meta { get; }
+      AlgoEditingPermissions editing_permissions { get; }
      bool can_expand { get; }
      bool is_expanded { get; set; }
-      bool can_edit_values { get; }
-      bool can_edit_structure { get; }
-      bool can_save_values { get; }
-      bool can_save_structure { get; }
      string display_name { get; }
      CustomOrderDefinitionImmutable definition { get; }
      ObservableCollection<IAlgoSelector> child_algo_selectors { get; }
      bool key_match(KeyEventArgs e);
-      void set_permissions(AlgoEditingPermissions editing_permissions);
      Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition);
   }

@@ -91,4 +87,4 @@ namespace mbts.spark {
            ObservableAutoWrapper.connect_item_hooks(vm.child_algo_selectors, s => load_algo_data_recursive(s, algo_data, default_algo)));
      }
   }
-}
+}
@@ -95,50 +95,39 @@ namespace mbts.spark {
         public static FieldDescriptor find_descriptor<T>() =>
            _algo_type_index.TryGetValue(typeof(T), out FieldDescriptor fd) ?
               fd : throw new NotSupportedException($"No {nameof(AlgoDef)} {nameof(FieldDescriptor)} exists for type '{typeof(T)}.'");
-
-         public static Func<TMutable, TImmutable> immutable_factory<TMutable, TImmutable>() where TMutable : IMessage, new() where TImmutable : IImmutableMessage =>
-            _ImmutableActivator<TMutable, TImmutable>.factory;
-
-         static class _ImmutableActivator<TMutable, TImmutable> where TMutable : IMessage, new() where TImmutable : IImmutableMessage {
-            public static readonly Func<TMutable, TImmutable> factory =
-               m => (TImmutable)Activator.CreateInstance(typeof(TImmutable), m);
-         }
      }

      #region OrderTypeVM Base Classes
-      abstract class OrderTypeVMBase<TMutable, TImmutable> : DisposableViewModelBase, IAlgoVM, IObserver<SecurityMD?>, IObserver<OrdersModel> where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage {
-         /// TODO: maybe use explicit delegates rather than rely on reflection <see cref="_descriptor"/> <see cref="_create_immutable"/>.
+      abstract class OrderTypeVMBase<TMutable, TImmutable> : DisposableViewModelBase, IAlgoVM,
+         IObserver<SecurityMD?>,
+         IObserver<SecurityImmutable?>,
+         IObserver<OrdersModel>,
+         IObserver<AlgoEditingPermissions> where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage {
         static readonly FieldDescriptor _descriptor = OrderTypeVMUtils.find_descriptor<TMutable>();
-         static readonly Func<TMutable, TImmutable> _create_immutable = OrderTypeVMUtils.immutable_factory<TMutable, TImmutable>();
         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 Property<bool> _is_expanded;
         readonly DeferrableActionWrapper _def_change_notifier;
+         SecurityInput _security_input;
+         AlgoEditingPermissions _editing_permissions;
+         IDisposable _pending_load;

         protected OrderTypeVMBase(AlgoKey id, string display_name, AlgoEditingPermissions editing_permissions) {
            this.id = id;
            this.display_name = display_name;
-            this.editing_permissions = editing_permissions;
+            _editing_permissions = editing_permissions;
            _child_algo_selectors = new ObservableAutoWrapper<IAlgoSelector, AlgoSelectorData>(_child_algo_selector_data, sd => sd.selector);
-            _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) {
                  // ignore props that don't affect the resultant AlgoDef
                  case nameof(is_expanded):
-                  case nameof(can_edit_values):
-                  case nameof(can_edit_structure):
-                  case nameof(can_save_values):
-                  case nameof(can_save_structure):
                     return;
                  default:
                     _def_change_notifier.execute();
@@ -149,10 +138,7 @@ namespace mbts.spark {
               CompositeDisposable def_sub = null;
               sd.selector.selected_algo_changed += subscribe_new_algo;
               return new CompositeDisposable(
-                  ObservableAutoWrapper.connect_item_hooks(sd.selector.algos, a => {
-                     a.set_permissions(this.editing_permissions);
-                     return a as IDisposable ?? Disposable.empty;
-                  }, true)) {
+                  ObservableAutoWrapper.try_dispose_on_removed(sd.selector.algos, true)) {
                  () => {
                     sd.selector.selected_algo_changed -= subscribe_new_algo;
                     Disposable.dispose(ref def_sub);
@@ -170,45 +156,38 @@ namespace mbts.spark {
            }, true));
         }

-         public AlgoEditingPermissions editing_permissions { get; private set; }
         public event Action definition_changed;
+         event Action<SecurityImmutable?> _security_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;
-         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;
+         // editing permissions
+         public AlgoEditingPermissions editing_permissions { get => _editing_permissions; private set => Set(ref _editing_permissions, value); }
+         // expand
+         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;
+         protected SecurityMD? security_md => _security_input.security_md;
+         protected SecurityImmutable? security => _security_input.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) {
-            using (detect_property_changes(nameof(can_edit_values), nameof(can_edit_structure), nameof(can_save_values), nameof(can_save_structure)))
-               this.editing_permissions = editing_permissions;
-            on_permissions_changed();
         }

         public bool key_match(KeyEventArgs key) =>
@@ -217,25 +196,31 @@ 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 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 security_src = Observable.Create<SecurityImmutable?>(o => {
+               o.OnNext(security);
+               _security_changed += o.OnNext;
+               return Disposable.Create(() => _security_changed -= o.OnNext);
+            });
+            Disposable.replace(ref _pending_load,
+               Disposable.Create(
+                  ObservableAutoWrapper.connect_item_hooks(
+                     _child_algo_selector_data.AsCollection(),
+                     sd => security_src.Subscribe(_ => ObservableAutoWrapper.connect_item_actions(_child_algo_selector_data.AsCollection(), selector_load_impl))),
+                  ObservableAutoWrapper.connect_item_actions(_auto_props.AsCollection(), p => p.load(algom))));
+
+            void selector_load_impl(AlgoSelectorData 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 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);
            }
         }

@@ -254,92 +239,67 @@ 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 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 +307,7 @@ 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 => {
@@ -356,25 +316,14 @@ 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())),
+               mval => prop.set(ProtoHelper.immutable_factory<TMutableValue, TImmutableValue>(mval ?? new TMutableValue())),
               () => {
                  // TODO: perhaps CloneToMutable() should be a member of IImmutableMessage.
                  // this method makes things so simple for the caller...but this dynamic cast is a little sketch.
@@ -383,15 +332,37 @@ 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() { }
+         protected virtual void on_security_internal() { }

         // model
         void IObserver<OrdersModel>.OnNext(OrdersModel model) {
@@ -402,36 +373,99 @@ 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())
+            using (_update_sec_input())
+               _security_input = _security_input.with_security_md(security_md);
         }
         void IObserver<SecurityMD?>.OnError(Exception error) { }
         void IObserver<SecurityMD?>.OnCompleted() { }
+         // security
+         void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? security) {
+            using (_def_change_notifier.defer_execution())
+            using (_update_sec_input())
+               _security_input = _security_input.with_security(security);
+         }

-         IDisposable _hook;
-         void _reset() {
+         void IObserver<SecurityImmutable?>.OnError(Exception error) { }
+         void IObserver<SecurityImmutable?>.OnCompleted() { } 
+         // editing permissions
+         void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions editing_permissions) => this.editing_permissions = editing_permissions;
+         void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
+         void IObserver<AlgoEditingPermissions>.OnCompleted() { }
+
+         IDisposable _update_sec_input() {
+            var old_sec = security;
+            var old_sec_md = security_md;
+            return Disposable.Create(() => {
+               if (security != old_sec) {
+                  on_security_internal();
+                  if (_editing_permissions.HasFlag(AlgoEditingPermissions.AllowEditStructure))
+                     _populate_selectors();
+                  _security_changed?.Invoke(security);
+               }
+               if (security_md != old_sec_md)
+                  on_security_md_internal();
+            });
+         }
+
+         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
+      // security input may come in 2 forms:
+      //    1) SecurityImmutable?
+      //    2) SecurityMD?
+      // This structure resolves conflicts that may arise from the different inputs
+      struct SecurityInput {
+         readonly SecurityMD? _raw_security_md;
+         readonly SecurityImmutable? _raw_security;
+
+         public readonly SecurityMD? security_md;
+         public readonly SecurityImmutable? security;
+
+         SecurityInput(SecurityImmutable? raw_security, SecurityMD? raw_security_md, SecurityImmutable? security, SecurityMD? security_md) {
+            _raw_security = raw_security;
+            _raw_security_md = raw_security_md;
+            this.security_md = security_md;
+            this.security = security;
+         }
+
+         public SecurityInput with_security(SecurityImmutable? security) =>
+            new SecurityInput(
+               security,
+               _raw_security_md,
+               security,
+               security.HasValue && _raw_security_md.HasValue && _raw_security_md.Value.security.Id != security.Value.Id ?
+                  null : _raw_security_md);
+
+         public SecurityInput with_security_md(SecurityMD? security_md) =>
+            new SecurityInput(
+               _raw_security,
+               security_md,
+               security_md?.security ?? _raw_security,
+               security_md);
      }

      struct AlgoSelectorData {
@@ -453,14 +487,15 @@ namespace mbts.spark {
         IReadOnlyDictionary<AlgoKey, AlgoData> _pending_data;
         AlgoKey? _pending_default;

-         public AlgoSelector() =>
+         public AlgoSelector() {
            algos_view = ObservableAutoWrapper.create_sorted_wrapper(algos, AlgoCollectionHelper.algo_vm_comparer);
+            selected_algo_changed += (o, n) => PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(selected_algo)));
+         }

         public void load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
            _pending_data = algo_data;
            _pending_default = default_algo;
            _sync_formats();
-            selected_algo_changed += (o, n) => PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(selected_algo)));
         }

         public event PropertyChange<IAlgoVM> selected_algo_changed;
@@ -1,4 +1,5 @@
 using bts;
+using bts.api;
 using bts.api.orderman;
 using mbts.ui.controls;
 using mbts.ui.utility;
@@ -11,11 +12,9 @@ using SpreaderDefi = bts.api.orderman.SpreaderOrderDefinitionImmutable;

 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
-      class SpreaderOrderVM : OrderTypeVMBase<SpreaderDef, SpreaderDefi>, IAlgoVM, ILazyAlgo, IObserver<SecurityMD?>, IObserver<OrdersModel> {
+      class SpreaderOrderVM : OrderTypeVMBase<SpreaderDef, SpreaderDefi>, IAlgoVM, ILazyAlgo, 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 +22,38 @@ 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();
         }

@@ -43,39 +73,33 @@ 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)
               set_error(nameof(template), "Waiting for security and/or strategy.", true);
            else clear_error(nameof(template));
         }
+<<<<<<< HEAD
+         protected override void on_model_internal() => _reset_strategy_sub();
+         protected override void on_security_internal() => _reset_strategy_sub();
+=======

-         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();
+>>>>>>> master

         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) {
+<<<<<<< HEAD
+               if (security.HasValue) {
+                  _strategy_sub = model.spreader.security_strategy(security.Value.Id)
+                     .Select(strategy => new SpreaderDefi?(model.factory.spreader_orderi(security.Value, strategy)))
+=======
+               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)))
+>>>>>>> master
                     .OnDispatcher()
                     .Subscribe(s => {
                        is_loaded = true;
@@ -115,7 +139,7 @@ namespace mbts.spark {
               }
            }

-            OrdersModel _model => _owner._model;
+            OrdersModel _model => _owner.model;
            SpreaderDefi? _template { get => _owner.template; set => _owner.template = value; }

            public void Dispose() {
@@ -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"
@@ -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();
         }

@@ -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;
-               }
-            }
-         }
      }
   }
-}
+}
@@ -86,7 +86,7 @@ namespace mbts.spark {
            (os, okey, am, mkey) => new OrderSecurityAlgoMeta(os.order, os.sec, am.algo, am.meta),
            (os, okey, mkey) => new OrderSecurityAlgoMeta(os.order, os.sec, null, null),
            ot => ot.order.Key);
-         on_order_tuples = order_secs_algo_meta_join;
+         on_order_tuples = order_secs_algo_meta_join.Cache();
         var on_fills = 
            _service.subscribei_fills()
            .Naggle(interval, scheduler)
@@ -101,17 +101,14 @@ namespace mbts.spark {
            (f, fk, o, ok) => new FillTuple(f, o),
            (f, fk, ok) => new FillTuple(f, null),
            f => f.fill.FillKey);
-         on_fill_tuples = fill_order_tuples_join;
+         on_fill_tuples = fill_order_tuples_join.Cache();
         _dispose = Disposable.Create(
            on_orders.Select(t => t.order, o => o.Key).Subscribe(_security_orders_demuxer),
            on_positions.Subscribe(_security_positions_demuxer),
-            order_secs_algo_meta_join.Connect(),
-            algo_meta_join.Connect(),
-            fill_order_tuples_join.Connect(),
            _bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
            _bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach(x => send_order(x.definition, x.price, x.size).ignore())),
            _bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
-            _bus.subscribe(SparkTags.CrackOrders).Subscribe(x => crack_orders(x).ignore()),
+            _bus.subscribe(SparkTags.DetachOrders).Subscribe(x => detach_orders(x).ignore()),
            _bus.subscribe(SparkTags.UpdateOrder).Subscribe(x => this.update_order(x.key, x.price, x.size).ignore())
         );
      }
@@ -166,27 +163,37 @@ namespace mbts.spark {
         return success;
      }

-      public async Task<bool> update_order(OrderRecordImmutable order, double price, uint size) {
-         if (order.working_quantity() <= 0) return false;
-         _activity.update_order(order, price, size);
+      public async Task<bool> update_order(OrderRecordImmutable order, double? new_price = null, uint? new_size = null, CustomOrderDefinitionImmutable? new_algo = null) {
+         if (order.working_quantity() <= 0) {
+            // order already filled to completion
+            return false;
+         }
+         var size = new_size ?? (uint)order.working_quantity();
+         var price = new_price ?? order.price();
+         if (size == order.working_quantity() && price == order.price() && !new_algo.HasValue) {
+            // no parameters would be changed by this update
+            return false;
+         }
+         _activity.update_order(order, price, size, new_algo.HasValue);
         var result = await _service.update_order_async(new Update() {
            OrderKey = order.Key,
            Price = price,
-            Quantity = size
+            Quantity = size,
+            Custom = new_algo?.CloneToMutable()
         });
         (var key, string msg) = _handle_error(result, "Failed to update order: {0}");
         bool success = key.HasValue;
         if (!success) {
-            _activity.update_order_failed(order, price, size);
+            _activity.update_order_failed(order, price, size, new_algo.HasValue);
         }
         return success;
      }

-      public Task<bool[]> crack_orders(IEnumerable<uint> orders) =>
-         Task.WhenAll(orders.Select(crack_order));
+      public Task<bool[]> detach_orders(IEnumerable<uint> orders) =>
+         Task.WhenAll(orders.Select(detach_order));

-      public async Task<bool> crack_order(uint order) {
-         var result = await _service.crack_order_async(new Crack() { OrderKey = order });
+      public async Task<bool> detach_order(uint order) {
+         var result = await _service.detach_order_async(new Detach() { OrderKey = order });
         return _handle_error(result, "Failed to break order: {0}").key.HasValue;
      }

@@ -285,7 +292,7 @@ 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>();