initialize_for_test changes (thanks eric)

Update Lean qty factor shell script
SPARK-2438: Lean Qty test
2019-06-13 14:50:24 -04:00 · 2019-06-13 09:38:11 -04:00 · 2019-06-12 15:41:16 -04:00 · 2019-06-10 12:56:44 -04:00 · 2019-06-10 11:05:59 -04:00 · 2019-06-10 15:02:57 +00:00
313 changed files with 11657 additions and 3054 deletions
@@ -1,83 +1,14 @@
 {
    "version": "0.2.0",
    "configurations": [
-
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-         "name": "Client Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-         "args": [],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-        },
-      {
-         "name": "SDK Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
-         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },        
-      {
-         "name": "Excel Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },          
-      {
-         "name": "Client Tests",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": ["test","test_filter"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },           
-      {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId":"${command:pickProcess}"
-        },
        {
            "name": "SparkVM Launch",
            "type": "cppdbg",
            "request": "launch",
-            
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["run"],
+            "args": [
+                "run"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
@@ -102,24 +33,113 @@
                    "description": "LD LIBRARY",
                    "text": "set env LD_LIBRARY_PATH=.",
                    "ignoreFailures": false
-                }                
+                }
            ],
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
        },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "test_filter"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
        {
            "name": "Spreader Tests",
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[spreader]"],
+            "args": [
+                "test",
+                "[spreader]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -139,7 +159,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -151,7 +173,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[admin_service]"],
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -171,7 +196,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -183,7 +210,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[limiter]"],
+            "args": [
+                "test",
+                "[limiter]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -203,7 +233,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -215,7 +247,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["test", "[mbo]"],
+            "args": [
+                "test",
+                "SingleWriterConcurrentVector"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
@@ -240,14 +275,16 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
        },
-         {
+        {
            "name": "SparkVM attach",
            "type": "cppdbg",
            "request": "attach",
@@ -255,16 +292,18 @@
            "processId": "${command:pickRemoteProcess}",
            "MIMode": "gdb",
            "pipeTransport": {
-               "pipeCwd": "${workspaceRoot}",
-               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-               "pipeArgs": ["bts@sparkvm"],
-               "debuggerPath": "/usr/bin/gdb"
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
-               "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark/": "${workspaceRoot}"
            }
-         },
-         {
+        },
+        {
            "name": "Python",
            "type": "python",
            "request": "launch",
@@ -274,12 +313,59 @@
            "cwd": "${workspaceRoot}",
            "env": {},
            "envFile": "${workspaceRoot}/.env",
-            "args": [ "DEBUG" ],
+            "args": [
+                "DEBUG"
+            ],
            "debugOptions": [
                "WaitOnAbnormalExit",
                "WaitOnNormalExit",
                "RedirectOutput"
            ]
        },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        },
    ]
 }
@@ -4,6 +4,104 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.2.0
+### User Visible Changes
+  - Made our orders easier to spot in MBO display
+  - Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
+  - Fixed Net/Absolute radio button in risk admin UI
+  - Fixed double counting of spread legs in limits
+  - Removed expired fills from the system
+  - Improved handling of orders with undiscovered securities
+  - Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
+  - Fixed display of algo studio algo types in order book
+  - Hid net change setting in synthetic ladders 
+  - Fixed a number of problems with filtering on the Fills form
+  - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
+  - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
+## 2.1.4
+### User Visible Changes
+  - Fixed handling of cancel button in security picker
+  
+## 2.1.3
+### User Visible Changes
+  - Fixed a simulator bug in the handling of 0 sized orders 
+
+## 2.2.1
+### User Visible Changes
+  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
+  
+## 2.1.1
+### User Visible Changes
+  - Added PIQ to GLBX Iceberg orders
+  - Corrected handling of stop limit orders
+  
+## 2.1.0
+### User Visible Changes
+  - Added support for the GLBX Iceberg order type
+  - Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
+  - Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
+  - Allowed the LTQ and VAP values to be overlayed on the same ladder column
+  - Added day position information to the ladder
+  - Added PIQ to the mini order book
+  - Fixed a rare bug that could lead to server failure when requesting market data
+  - Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
+ 
+## 2.0.5
+### User Visible Changes
+  - Fixed a bug in the handling of rejected QHO orders
+  - Implemented stricter position limit enforcement
+  - Fixed a bug that could cause server failure when trying to attach to already attached orders
+
+## 2.0.4
+### User Visible Changes
+  - Fixed performance regression in order manager
+  
+### Internal changes
+  - Improved market data diagnostics for bad configurations
+  - Changed market data default buffer size
+  
+## 2.0.3
+### Internal changes
+  - Improved backwards compatibility in UI settings
+
+  
+## 2.0.2
+### User Visible Changes
+  - Middle click the ladder price column to show the orders for that price level 
+  - Middle click the bid or ask column in the ladder no longer sends an order
+
+### Internal changes
+  - Improved market by order performance under heavy load
+  - Fixed a concurrency bug in SIM
+
+## 2.0.0
+### User Visible Changes
+  - Support for attaching and detaching algos to existing orders
+  - Support for display and update of all parameters in running algos
+  - Streamlining of order badge decorations in ladder
+  - New order search/filtering algorithm for order book
+  - Simpler representation of complex algo chains in order book and mini order book
+  - Visual and usability improvements to mini order book
+  - Streamlining of algo parameter dialog in ladder
+  - New spreader queue holder behavior
+  - Visual improvements to the order book
+  - New server side API
+  - Improved admin UI performance
+  - Optimized PIQ rendering
+### Internal changes
+  - Exchange simulator no longer requires daily sequence number reset
+  - Improved MD resilience to corrupted shared memory
+  - Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
+  - Improved settings manager tool output
+  - Added diagnostics in the event MD memory corruption is detected
+  - Added systems tests for join,lean, iceberg and spreader orders
+  - Made exchange order recovery more resilient in the presence of database loss 
+  
+## 1.6.2
+### User Visible Changes
+### Exchange simulator
+  - Exchange simulator now now produce position in queue data
+
 ## 1.6.0
 ### User Visible Changes
 #### New Features
@@ -73,6 +73,7 @@ namespace bts {
            window.Close();
            message.complete(select_result(vm)).execute(_bus);
         };
+         vm.cancel_action = () => window.Close();
         window.move_to_mouse();
         window.Show();
      }
@@ -22,12 +22,14 @@ namespace mbts.ui {
         AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
         AddFileGeometryKey = nameof(AddFileGeometryKey),
         AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
-         AttachAlgosGeometryKey = nameof(AttachAlgosGeometryKey),
+         AttachAlgosKey = nameof(AttachAlgosKey),
         CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
-         DetachAlgosGeometryKey = nameof(DetachAlgosGeometryKey),
+         DataEditGeometryKey = nameof(DataEditGeometryKey),
+         DetachAlgosKey = nameof(DetachAlgosKey),
         DiskGeometryKey = nameof(DiskGeometryKey),
         DiskFileGeometryKey = nameof(DiskFileGeometryKey),
         DocumentGeometryKey = nameof(DocumentGeometryKey),
+         DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
         DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
         DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
         DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
@@ -37,11 +39,14 @@ namespace mbts.ui {
         EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
         EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
         GearGeometryKey = nameof(GearGeometryKey),
+         LetterAKey = nameof(LetterAKey),
+         LetterDKey = nameof(LetterDKey),
         OrdersGeometryKey = nameof(OrdersGeometryKey),
         PaymentGeometryKey = nameof(PaymentGeometryKey),
         PencilGeometryKey = nameof(PencilGeometryKey),
         PlayGeometryKey = nameof(PlayGeometryKey),
         ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
+         RubberStampGeometryKey = nameof(RubberStampGeometryKey),
         StarGeometryKey = nameof(StarGeometryKey),
         ToolsGeometryKey = nameof(ToolsGeometryKey),
         TrashGeometryKey = nameof(TrashGeometryKey),
@@ -118,7 +123,7 @@ namespace mbts.ui {
      public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
      public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
      public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
-      public static ImageSource AttachAlgos => create_icon(AttachAlgosGeometryKey);
+      public static ImageSource AttachAlgos => create_icon(AttachAlgosKey);
      public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
      public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }

@@ -142,11 +147,13 @@ namespace mbts.ui {
      public static ImageSource ModifyOrder { get { return load_resource_and_freeze("ModifyOrder"); } }
      public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
+      public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
-      public static ImageSource DetachAlgos => create_icon(DetachAlgosGeometryKey);
+      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
      public static ImageSource Disk => create_icon(DiskGeometryKey);
      public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
      public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
+      public static ImageSource DocumentAdd => create_icon(DocumentAddGeometryKey);
      public static ImageSource DocumentBroken => create_icon(DocumentBrokenGeometryKey);
      public static ImageSource DocumentCopy => create_icon(DocumentCopyGeometryKey);
      public static ImageSource DocumentEmpty => create_icon(DocumentEmptyGeometryKey);
@@ -164,6 +171,7 @@ namespace mbts.ui {
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
      public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
+      public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
      public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
      public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
      public static ImageSource Star => create_icon(StarGeometryKey);
@@ -192,6 +200,19 @@ namespace mbts.ui {
         return rv;
      }

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

@@ -5,6 +5,14 @@
  xmlns:mbts="clr-namespace:mbts.ui"
  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
+
+  <sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">
+    M10.519881,14.945064C11.300896,14.955074,12.079896,15.102078,12.819896,15.386075L10.878893,17.326085C9.6458764,17.201085,8.3688531,17.591071,7.4258485,18.533091L3.5977991,22.360102C1.9327704,24.026093 1.9317786,26.736124 3.5977991,28.402117 5.2638197,30.068108 7.9748359,30.068108 9.6398644,28.402117L13.467914,24.575106C14.410919,23.632109,14.800938,22.355097,14.675937,21.121083L16.615963,19.180096C17.523962,21.546103,17.034943,24.325104,15.126931,26.234108L11.298882,30.061119C8.7138591,32.64612 4.5238051,32.64612 1.9387672,30.062127 -0.64625573,27.477126 -0.64625573,23.287106 1.9387672,20.701098L5.7668166,16.875065C7.077837,15.564055,8.8018727,14.923061,10.519881,14.945064z M19.825993,10.418039L21.580012,12.17305 12.089907,21.665091 10.333873,19.911087z M25.383069,0C27.077088,3.0538786E-08 28.771109,0.64599859 30.063117,1.9390028 32.647133,4.5230274 32.647133,8.7120385 30.062109,11.298047L26.235068,15.125058C24.327055,17.033085,21.547022,17.52207,19.181973,16.614077L21.121998,14.674067C22.356022,14.799068,23.633046,14.409051,24.57605,13.466054L28.403094,9.6400513C30.068121,7.9740295 30.069129,5.2630205 28.403094,3.5980362 26.738064,1.9320143 24.027033,1.9320143 22.362034,3.5980362L18.533986,7.4240398C17.591958,8.3670363,17.201968,9.643042,17.32697,10.877056L15.385937,12.817066C14.478913,10.452035,14.968939,7.6730337,16.875945,5.7660436L20.703019,1.9390028C21.995026,0.64599859,23.689047,3.0538786E-08,25.383069,0z
+  </sys:String>
+  <sys:String x:Key="{x:Static mbts:Icons.DetachAlgosKey}">
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    Ttile: Add 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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+  <sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
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  <sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
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@@ -334,6 +297,10 @@
    M0,0L25.194,16 0,32z
  </sys:String>

+  <sys:String x:Key="{x:Static mbts:Icons.RubberStampGeometryKey}">
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+
  <!--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
@@ -204,13 +204,15 @@ namespace mbts.spark {
            }
         }

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

         void _show_order_ticket(MarketViewView.Columns col) {
            var order = _orders_model.factory.order(security);
@@ -1,5 +1,6 @@
 using bts.api;
 using bts.collections;
+using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
@@ -22,7 +23,6 @@ namespace mbts.spark {
      readonly OrdersModel _orders_model;
      IWindowSettingsManager<GridSettings> _settings_manager;

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

@@ -58,12 +58,12 @@ namespace mbts.spark {
         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);

-         add_col(Columns.MarketDescription, "Market Description", r => r.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.security.cleared_alias(), nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ProductDescription, "Product Description", r => r.security.product_name(), nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
         //
         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -180,6 +180,40 @@ namespace mbts.spark {
            return grid_settings_manager.create();
      }

+      public static IComparer<Row> get_column_comparer(Columns column) {
+         switch (column) {
+            case Columns.Security: return wrap(r => r.security);
+            case Columns.SecurityKey: return wrap(r => r.security.Id);
+            case Columns.Volume: return wrap(r => r.volume);
+            case Columns.Last: return wrap(r => r.last_price);
+            case Columns.LastSize: return wrap(r => r.last_size);
+            case Columns.Position: return wrap(r => r.position);
+            case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
+            case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
+            case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
+            case Columns.BidMergedSize: return wrap(r => r.bid_merged_size);
+            case Columns.Bid: return wrap(r => r.bid_price);
+            case Columns.Ask: return wrap(r => r.ask_price);
+            case Columns.AskMergedSize: return wrap(r => r.ask_merged_size);
+            case Columns.AskDirectSize: return wrap(r => r.ask_direct_size);
+            case Columns.AskImpliedSize: return wrap(r => r.ask_implied_size);
+            case Columns.WorkingAsks: return wrap(r => r.working_ask_volume);
+            case Columns.Settlement: return wrap(r => r.settlement);
+            case Columns.DayChange: return wrap(r => r.day_change);
+            case Columns.SessionLow: return wrap(r => r.session_low);
+            case Columns.SessionHigh: return wrap(r => r.session_high);
+            case Columns.MarketDescription: return wrap(r => r.market_description);
+            case Columns.ClearedAlias: return wrap(r => r.security.cleared_alias());
+            case Columns.ProductDescription: return wrap(r => r.security.product_name());
+            case Columns.HubAlias: return wrap(r => r.security.hub_alias());
+            case Columns.StripName: return wrap(r => r.security.strip_name());
+            case Columns.MicCode: return wrap(r => r.security.mic_code());
+            default: return null;
+         }
+         IComparer<Row> wrap<T>(Func<Row, T> selector) =>
+            Comparer<T>.Default.wrap(selector);
+      }
+
      #region Filters
      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
@@ -1,7 +1,9 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -11,11 +13,12 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;

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

      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -50,23 +56,91 @@ namespace mbts.spark {

      public string thread_id { get; }

+      SecurityCriteria _selected_security_criteria {
+         get {
+            if (_selected_security_criteria_backing == null) {
+               if (_sorted_selected_security_criteria_backing != null) {
+                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
+               } else if (_vm != null)
+                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+            }
+            return _selected_security_criteria_backing;
+         }
+      }
+      SecurityCriteria _sorted_selected_security_criteria {
+         get {
+            if (_sorted_selected_security_criteria_backing == null) {
+               if (_vm != null) {
+                  var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
+                  var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
+                  foreach (var sc in sorting_criteria) {
+                     if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
+                        if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
+                           var col_comp = MarketViewVM.get_column_comparer(kcol.key);
+                           if (col_comp != null) {
+                              comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
+                           } else {
+                              Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
+                           }
+                        } else {
+                           Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
+                        }
+                     }
+                  }
+                  var comp = comp_builder.to_comparer();
+                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+               }
+            }
+            return _sorted_selected_security_criteria_backing;
+         }
+      }
+
+      bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;
+
      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
         var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
         _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new MarketViewView { DataContext = _vm };
+         _view._grid.Sorting += on_grid_sorting;
+         /// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
+         /// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
+         /// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
+         // show time and sales
+         var show_tas_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowTimeAndSalesTag, sc);
+         }, _has_selected_rows);
+         var show_tas_actual_cmd = SparkCommands.ShowTimeAndSales;
+         var show_tas_cmd_wrapper = new SparkCommandCommand(show_tas_actual_cmd.title, show_tas_actual_cmd.icon, show_tas_cmd);
+         // show fills
+         var show_fills_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            _bus.post(SparkTags.ShowFillsTag, new FillsSettings(
+               new FillsFilterStates {
+                  security = sc.is_defined() ? sc : _state.security_criteria
+               }));
+         });
+         var show_fills_actual_cmd = SparkCommands.ShowFills();
+         var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
+         // show synthetic create
+         var show_synth_create_cmd = new DelegateCommand(() => {
+            var sc = _sorted_selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowSyntheticCreateTag, sc);
+         }, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
+         var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
+         var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
+
         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
         _commands = new List<SparkCommand> {
            SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(_vm.selected_securities_observable(), _ => true,
-               secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
-                  security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
-               })
-            ),
-            SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.ShowSyntheticCreate(SparkCommands.KeyGestures.ShowSyntheticCreate).complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
+            show_fills_cmd_wrapper,
+            show_tas_cmd_wrapper,
+            show_synth_create_cmd_wrapper,
            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
            SparkCommands.window_settings_command(new DialogCommand(() => {
@@ -87,8 +161,27 @@ namespace mbts.spark {
               return dialog;
            }))
         };
-         _subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
+         //
+         _vm.selection_changed += on_selection_changed;
+         _subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
+            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
+            () => {
+               _vm.selection_changed -= on_selection_changed;
+               _view._grid.Sorting -= on_grid_sorting;
+            }
+         };
+
+         void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
+            // invalidate selected security criteria
+            _selected_security_criteria_backing = null;
+            _sorted_selected_security_criteria_backing = null;
+            show_tas_cmd.RaiseCanExecuteChanged();
+            show_fills_cmd.RaiseCanExecuteChanged();
+            show_synth_create_cmd.RaiseCanExecuteChanged();
+         }
+
+         void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
+            _sorted_selected_security_criteria_backing = null;
      }

      public override void Dispose() {
@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.co2;
 using mbts.persist;
@@ -92,8 +93,8 @@ namespace mbts.spark {
         _initialize();

         bool always_true<T>(T _) => true;
-         FillsWindowFactory.StartupData get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
-            new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
+         FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
+            new FillsSettings(new FillsFilterStates {
               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
            });
         void update_criteria(SecurityCriteria c) {
@@ -12,6 +12,9 @@
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
      </ResourceDictionary.MergedDictionaries>
+      <Style TargetType="ScrollViewer">
+        <Setter Property="u:ScrollViewerCorrector.FixNestedScrolling" Value="False"/>
+      </Style>
    </ResourceDictionary>
  </Window.Resources>
  <Grid>
@@ -68,12 +68,13 @@ namespace mbts.spark {
               rs => rs.HasValue, select_row_strategy_tuple
            ), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
-            ), SparkCommands.ShowOrders.complete(() => new bts.shell.orderbook.OrderBookStartupData {
-                  filters = new bts.shell.orderbook.FilterStates {
-                     security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
-                  }
-               }
-            ), SparkCommands.window_settings_command(new DialogCommand(() => {
+            ), SparkCommands.ShowOrders.complete(() => {
+               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+               ob_settings.filters = new bts.shell.orderbook.FilterStates {
+                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+               };
+               return ob_settings;
+            }), SparkCommands.window_settings_command(new DialogCommand(() => {
               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager,
                  us => us.synthetic_management_grid,
@@ -73,7 +73,7 @@ namespace mbts.spark {
         _has_working_orders = backing(nameof(has_working_orders), false);
         contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
            new SecurityCriteriaClause() {
-               exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
+               exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
            }
         }));
         contract_picker_model.cancel_action = _close_new_leg_popup;
@@ -321,9 +321,12 @@ namespace mbts.spark {
         return string.Empty;
      }

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

      void _close_new_leg_popup() {
         is_new_leg_popup_open = false;
@@ -168,12 +168,13 @@ namespace mbts.spark {
         void _show_ladder() =>
            _bus.post(SparkTags.ShowLadderTag, md);

-         void _show_order_book() =>
-            _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.orderbook.OrderBookStartupData {
-               filters = new bts.shell.orderbook.FilterStates {
-                  security_criteria = new SecurityCriteria(security)
-               }
-            });
+         void _show_order_book() {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }
      }
   }
 }
@@ -2,6 +2,7 @@
 using bts.utils;
 using mbts.spark.utilities;
 using System;
+using System.Windows.Media;

 namespace mbts.spark {
   struct AlgoData : IEquatable<AlgoData> {
@@ -36,4 +37,31 @@ namespace mbts.spark {
      public static bool operator ==(AlgoData a, AlgoData b) => a.Equals(b);
      public static bool operator !=(AlgoData a, AlgoData b) => !a.Equals(b);
   }
+
+   struct AlgoDataVM : IEquatable<AlgoDataVM> {
+      public readonly AlgoData data;
+      public readonly AlgoDefinitionMetadata? meta;
+
+      public AlgoDataVM(AlgoData data, AlgoDefinitionMetadata? meta = null) {
+         this.data = data;
+         this.meta = meta;
+      }
+
+      public string name => data.name;
+      public Brush badge_fill => OrderUtils.badge_fill(meta, OrderDataHelper.get_metadata(data.value.CustomCase));
+      public AlgoDisplayGroup group => data.key.display_group();
+
+      public override string ToString() =>
+         data.name;
+
+      public static AlgoDataVM from_data(AlgoData data, AlgoDefinitionMetadata? meta) =>
+         new AlgoDataVM(data, meta);
+
+      public static AlgoDataVM from_data((AlgoData algo, AlgoDefinitionMetadata? meta) tup) =>
+         new AlgoDataVM(tup.algo, tup.meta);
+
+      public bool Equals(AlgoDataVM other) => data == other.data && meta == other.meta;
+      public override bool Equals(object obj) => obj is AlgoDataVM other && Equals(other);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(data.GetHashCode(), meta.GetHashCode());
+   }
 }
@@ -1,9 +1,76 @@
 using bts.api.orderman;
 using bts.persist.algo;
 using bts.utils;
+using ProtoBuf;
 using System;

 namespace mbts.spark {
+   [ProtoContract]
+   struct AlgoID : IEquatable<AlgoID> {
+      [ProtoMember(1)]
+      readonly CustomOrderDefinition.CustomOneofCase? _factory_key;
+      [ProtoMember(2)]
+      readonly string _dynamic_key;
+      [ProtoMember(3)]
+      readonly uint? _persisted_key;
+
+      public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
+         _factory_key = factory_key;
+         _dynamic_key = null;
+         _persisted_key = null;
+      }
+
+      public AlgoID(string dynamic_key) {
+         _factory_key = null;
+         _dynamic_key = dynamic_key;
+         _persisted_key = null;
+      }
+
+      public AlgoID(uint persisted_key) {
+         _factory_key = null;
+         _dynamic_key = null;
+         _persisted_key = persisted_key;
+      }
+
+      public static AlgoID from_order_def(OrderDefinitionImmutable order_def) {
+         switch (order_def.CustomDef.CustomCase) {
+            case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
+            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
+            default: return new AlgoID(order_def.CustomDef.CustomCase);
+         }
+      }
+
+      public static AlgoID from_algo_key(AlgoKey key) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory:
+               if (key.factory.structure.structure.Count > 0)
+                  return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
+               break;
+            case AlgoKey.Mode.Persisted:
+               return new AlgoID(key.persisted.id_uint);
+         }
+         return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
+      }
+
+      public bool Equals(AlgoID other) =>
+         _factory_key == other._factory_key &&
+         _dynamic_key == other._dynamic_key &&
+         _persisted_key == other._persisted_key;
+
+      public override bool Equals(object obj) =>
+         obj is AlgoID && Equals(obj);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            _factory_key?.GetHashCode() ?? 0,
+            _dynamic_key?.GetHashCode() ?? 0,
+            _persisted_key?.GetHashCode() ?? 0);
+
+      public static bool operator ==(AlgoID a, AlgoID b) => a.Equals(b);
+      public static bool operator !=(AlgoID a, AlgoID b) => !a.Equals(b);
+   }
+
+   /// TODO: Remove <see cref="AlgoKey"/>, and redirect references to <see cref="AlgoID"/>.
   struct AlgoKey : IEquatable<AlgoKey> {
      readonly AlgoPersistedKey? _persisted_key;
      readonly AlgoNameStructureKey? _factory_key;
@@ -83,4 +150,4 @@ namespace mbts.spark {

      InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
   }
-}
+}
@@ -70,6 +70,9 @@ namespace mbts.spark {
      public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
         parsei(structure_key.structure, dynamic_helper);

+      public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
+         structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
+
      public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
         new AlgoStructureKey(to_array(algo, dynamic_type_index));

@@ -70,7 +70,7 @@ namespace mbts.spark {
            is_hidden.GetHashCode(),
            abbreviation == null ? 0 : abbreviation.GetHashCode(),
            badge_color?.GetHashCode() ?? 0,
-            EqualityComparer.aggregate_hash_limited(_favorite_templates));
+            _favorite_templates == null ? 0 : EqualityComparer.aggregate_hash_limited(_favorite_templates));

      public static bool operator ==(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => a.Equals(b);
      public static bool operator !=(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => !a.Equals(b);
@@ -1,23 +1,36 @@
 using bts.api.core;
+using bts.api.orderman;
 using bts.utils;
 using mbts.collections;
 using mbts.ui.utilities;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Linq;

 namespace mbts.spark {
   static class AlgoCollectionHelper {
      public static readonly IComparer<AlgoDefinitionVM> algo_definition_vm_comparer =
         new ComparerBuilder<AlgoDefinitionVM>(
-            new [] {
+            new[] {
               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_groups),
               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_names)
            }).to_comparer().to_safe();

+      public static readonly IComparer<AlgoData> algo_data_comparer =
+         new ComparerBuilder<AlgoData>(
+            new[] {
+               Comparer<AlgoData>.Create(_CompareUtils.compare_groups),
+               Comparer<AlgoData>.Create(_CompareUtils.compare_names)
+            }
+         ).to_comparer();
+
+      public static readonly IComparer<AlgoDataVM> algo_data_vm_comparer =
+         algo_data_comparer.wrap<AlgoData, AlgoDataVM>(vm => vm.data);
+
      public static readonly IComparer<IAlgoVM> algo_vm_comparer =
         new ComparerBuilder<IAlgoVM>(
-            new [] {
+            new[] {
               Comparer<IAlgoVM>.Create(_CompareUtils.compare_groups),
               Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
            }).to_comparer().to_safe();
@@ -34,18 +47,50 @@ namespace mbts.spark {
         }
      }

-      public static void update_persisted_definition_wrappers(ObservableKeyedCollection<IAlgoVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
+      public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
         foreach (var d in update.removed)
            target.Remove(d.key);
-         foreach (var d in update.changed)
-            target[d.key].load_from(d.value);
+         foreach (var d in update.changed) {
+            var vm = target[d.key];
+            if (vm is AlgoVMWrapper wrapper) {
+               wrapper.value.load(d);
+            } else vm.load_from(d.value);
+         }
         foreach (var d in update.added) {
            if (target.TryGetValue(d.key, out IAlgoVM def)) {
               def.load_from(d.value);
-            } else target.Add(new AlgoVMWrapper(factory(d)));
+            } else target.Add(d.key, new AlgoVMWrapper(factory(d)));
         }
      }

+      public static void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
+         algo_param_rows.Select(r => r.param).commit_all();
+
+      public static void commit_all(this IEnumerable<IAlgoParamVM> algo_params) {
+         foreach (var p in algo_params)
+            p.mark_committed();
+      }
+
+      public static void revert_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
+         algo_param_rows.Select(r => r.param).revert_all();
+
+      public static void revert_all(this IEnumerable<IAlgoParamVM> algo_params) {
+         foreach (var p in algo_params)
+            p.revert();
+      }
+
+      public static AlgoDisplayGroup display_group(CustomOrderDefinition.CustomOneofCase order_type) => order_type.is_bts_algo_type() ? AlgoDisplayGroup.BTS : AlgoDisplayGroup.Exchange;
+
+      public static AlgoDisplayGroup display_group(this AlgoKey key) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory: return display_group(key.factory.structure.order_type());
+            case AlgoKey.Mode.Unpersisted:
+            case AlgoKey.Mode.Persisted:
+               return AlgoDisplayGroup.Studio;
+         }
+         return AlgoDisplayGroup.BTS;
+      }
+
      static class _CompareUtils {
         static AlgoDisplayGroup[] _sorted_groups = new[] {
            AlgoDisplayGroup.Exchange,
@@ -57,14 +102,20 @@ namespace mbts.spark {
         public static int compare_groups(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
            Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));

+         public static int compare_groups(AlgoData a, AlgoData b) =>
+            Array.IndexOf(_sorted_groups, a.key.display_group()).CompareTo(Array.IndexOf(_sorted_groups, b.key.display_group()));
+
         public static int compare_groups(IAlgoVM a, IAlgoVM b) =>
            Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));

         public static int compare_names(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
            DisplayNameHelper.compare_alpha_numeric(a.name, b.name);

+         public static int compare_names(AlgoData a, AlgoData b) =>
+            DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
+
         public static int compare_names(IAlgoVM a, IAlgoVM b) =>
            DisplayNameHelper.compare_alpha_numeric(a.display_name, b.display_name);
      }
   }
-}
+}
@@ -202,6 +202,7 @@ namespace mbts.spark {
      public string name { get => _name.Value; set => _name.set(value); }
      public string abbreviation { get => _abbreviation.Value; set => _abbreviation.set(value); }
      public ObservableCollection<IAlgoVM> algo_roots => _algo_roots;
+      public IDictionary<AlgoKey, IAlgoVM> algo_roots_index => _algo_roots;
      public IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
      public IAlgoVM algo_root { get => _algo_root.Value; set => _algo_root.set(value); }
      public IAlgoVM visible_algo_root => _visible_algo_root.Value;
@@ -372,7 +373,12 @@ namespace mbts.spark {
      }

      public void load_many(IEnumerable<CustomOrderDefinitionImmutable> defs) {
-         var def_list = defs as IList<CustomOrderDefinitionImmutable> ?? defs.ToList();
+         /// don't load composite algos; we don't support recursive composites (<see cref="OrderUtils.actual(CustomOrderDefinitionImmutable)"/>)
+         if (defs is IList<CustomOrderDefinitionImmutable> def_list) {
+            def_list = def_list.WrapSelector(d => d.actual(), null);
+         } else {
+            def_list = defs.Select(d => d.actual()).ToList();
+         }
         switch (def_list.Count) {
            case 0: algo_root = null; break;
            case 1: load_def(def_list[0]); break;
@@ -18,12 +18,16 @@ namespace mbts.spark {
         this.algo = algo;
         this.parent = parent;
         _template_key = template_key;
+         param.permissions_changed += on_permissions_changed;
+         _dispose = Disposable.Create(() => param.permissions_changed -= on_permissions_changed);
+         void on_permissions_changed(AlgoParamPermissions oldval, AlgoParamPermissions newval) => RaisePropertyChanged(nameof(permissions));
      }

      public event Action invalidated;

      public IAlgoVM algo { get; set; }
      public IAlgoParamVM param { get; }
+      public AlgoParamPermissions permissions => param.permissions;
      public AlgoParamRowVM parent { get; }
      public int level => parent == null ? 0 : parent.level + 1;
      public string path_disambiguation {
@@ -29,13 +29,12 @@ namespace mbts.spark {
            nameof(editing_permissions),
            nameof(definition),
            nameof(display_name)
-         },
-         _value_echo_props = new HashSet<string> {
-            nameof(AlgoDefinitionVM.name),
-            nameof(AlgoDefinitionVM.abbreviation),
-            nameof(AlgoDefinitionVM.badge_fill),
-            nameof(AlgoDefinitionVM.can_undo),
-            nameof(AlgoDefinitionVM.can_redo)
+         };
+      static readonly IReadOnlyDictionary<string, string>
+         _value_echo_props = new Dictionary<string, string> {
+            { nameof(AlgoDefinitionVM.name), nameof(display_name) },
+            { nameof(AlgoDefinitionVM.abbreviation), nameof(abbreviation) },
+            { nameof(AlgoDefinitionVM.badge_fill), nameof(meta) }
         };
      readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
      readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
@@ -143,8 +142,8 @@ namespace mbts.spark {
               RaisePropertyChanged(e.PropertyName);
         }
         void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
-            if (_value_echo_props.Contains(e.PropertyName))
-               RaisePropertyChanged(e.PropertyName);
+            if (_value_echo_props.TryGetValue(e.PropertyName, out string wrapper_prop))
+               RaisePropertyChanged(wrapper_prop);
         }
      }

@@ -377,7 +377,7 @@
          <DataTemplate>
            <ComboBox 
              HorizontalAlignment="Stretch"
-              ItemsSource="{Binding param.value, Converter={StaticResource EnumItemsSourceConverter}, Mode=OneTime}"
+              ItemsSource="{Binding Converter={x:Static usp:AlgoEditorGridView.NullableEnumParamRowItemsSourceConverter}}"
              ItemTemplate="{StaticResource NullableEnumDescriptionTemplate}"
              SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
            />
@@ -481,10 +481,14 @@
        <usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
          <Style TargetType="DataGridRow">
            <Style.Triggers>
-              <DataTrigger Binding="{Binding param.is_dirty}" Value="{u:True}">
+              <MultiDataTrigger>
+                <MultiDataTrigger.Conditions>
+                  <Condition Binding="{Binding param.is_dirty}" Value="{u:True}"/>
+                  <Condition Binding="{Binding AnimateDirty, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{u:True}"/>
+                </MultiDataTrigger.Conditions>
                <Setter Property="Background" Value="#8098FB98"/>
                <Setter Property="ToolTip" Value="Value has been modified."/>
-              </DataTrigger>
+              </MultiDataTrigger>
            </Style.Triggers>
          </Style>
        </usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
@@ -5,8 +5,8 @@ using mbts.ui.controls;
 using mbts.ui.converters;
 using mbts.ui.utility;
 using System;
+using System.Collections;
 using System.Collections.Generic;
-using System.Collections.ObjectModel;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
@@ -19,7 +19,19 @@ namespace mbts.ui.spark {
      public static readonly IValueConverter
         GeneralVisualStateConverter = ValueConverter.create<bool, string>(is_read_only => is_read_only ? VisualStateNames.General.ReadOnly : VisualStateNames.General.Normal),
         AlgoRootVisualStateConverter = ValueConverter.create<bool, string>(show_bbo => show_bbo ? VisualStateNames.AlgoRoot.Active : VisualStateNames.AlgoRoot.Inactive),
-         AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0));
+         AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0)),
+         NullableEnumParamRowItemsSourceConverter = ValueConverter.create<AlgoParamRowVM, IEnumerable>(param_row => {
+            if (param_row?.param != null) {
+               var tenum = param_row.param.GetType().GetInterfaceGenericArgument(AlgoParamTemplateSelector.generic_algo_param_itype);
+               if (tenum.IsNullable()) {
+                  // .First() should be safe, since we know this is a Nullable<T>.
+                  tenum = tenum.GetGenericArguments().First();
+               }
+               if (tenum.IsEnum)
+                  return Enum.GetValues(tenum);
+            }
+            return null;
+         });

      public static readonly MouseButtonEventHandler PayupTicksMouseButtonHandler = (s, e) => {
         if ((s as Hyperlink)?.Command is ICommand cmd) {
@@ -40,6 +52,8 @@ namespace mbts.ui.spark {
         // AlgoParamRows
         AlgoParamRowsViewSource = new CollectionViewSource<ListCollectionView<AlgoParamRowVM>>();
         BindingOperations.SetBinding(AlgoParamRowsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoParamRows)) { Source = this });
+         AlgoParamRowsViewSource.IsLiveFilteringRequested = true;
+         AlgoParamRowsViewSource.LiveFilteringProperties.Add(nameof(AlgoParamRowVM.permissions));
         AlgoParamRowsViewSource.Filter += param_rows_filter;
         DataGridEditHelper.set_hooks(this);
         void param_rows_filter(object sender, FilterEventArgs e) =>
@@ -64,6 +78,16 @@ namespace mbts.ui.spark {
         }
      }

+      #region AnimateDirtyParams
+      public static readonly DependencyProperty AnimateDirtyProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(AnimateDirty), true);
+
+      public bool AnimateDirty {
+         get => (bool)GetValue(AnimateDirtyProperty);
+         set => SetValue(AnimateDirtyProperty, value);
+      }
+      #endregion
+
      #region IsReadOnly
      public static readonly DependencyProperty IsReadOnlyProperty =
         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(IsReadOnly));
@@ -19,6 +19,8 @@ namespace mbts.ui.spark {

   /// TODO: remove this class and just use a <see cref="KeyedTemplateSelector"/>.
   class AlgoParamTemplateSelector : DataTemplateSelector {
+      public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);
+
      KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);

      public DataTemplate BoolTemplate { get; set; }
@@ -58,7 +60,7 @@ namespace mbts.ui.spark {
            if (pvm is IAlgoParamVM<QuantityMeasureImmutable?>) return QuantityMeasureTemplate;
            if (pvm is IAlgoParamVM<ExecutionStrategy>) return ExecutionStrategyTemplate;
            if (pvm is IAlgoParamVM<Google.Protobuf.WellKnownTypes.Timestamp>) return TimestampTemplate;
-            var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), typeof(IAlgoParamVM<>)).FirstOrDefault();
+            var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), generic_algo_param_itype).FirstOrDefault();
            if (targ != null) {
               if (targ.IsEnum)
                  return EnumTemplate;
@@ -2,6 +2,7 @@
 using bts.api.core;
 using bts.api.orderman;
 using bts.collections;
+using bts.shell.fills;
 using bts.spark;
 using bts.utils;
 using mbts.collections;
@@ -18,7 +19,6 @@ using System;
 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;
@@ -34,22 +34,19 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 namespace mbts.spark {
   class FillsVM : DisposableViewModelBase, IHandleGridSorting {
      readonly OrdersModel _model;
-      readonly OperableCollection<Row, FillTuple, string> _rows;
-      readonly DIYGridSortManager<Columns> _sort_manager;
-      readonly IDIYGridFiltersManager<FillTuple, Columns, FilterStates> _filters_manager;
+      readonly DIYGridRowsManager<FillTuple, Columns, FillsFilterStates> _rows_manager;
      readonly ObservableKeyedCollection<ColumnBase, Columns> _columns = new ObservableKeyedCollection<ColumnBase, Columns>(_col_key);
-      List<(ColumnBase col, Columns key, ListSortDirection direction)> _active_comparers = new List<(ColumnBase col, Columns key, ListSortDirection direction)>();
      IWindowSettingsManager<GridSettings> _settings_manager;
      int _total_row_count;

-      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
+      public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
         : this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }

-      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
+      public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
         _model = model;
         _settings_manager = settings_manager;
         /// Columns
-         var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FilterStates>, Columns>(c => c.key);
+         var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FillsFilterStates>, Columns>(c => c.key);
         // security
         add_col(Columns.Security, DefaultColumnHeaders.Security, r => r.security.ToString(),
            DiscreteValuesFilterVM.Create<FillTuple, SecurityImmutable, SecurityCriteria>(
@@ -86,29 +83,29 @@ namespace mbts.spark {
         add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
         add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
-         /// Rows
-         _rows = new OperableCollection<Row, FillTuple, string>(
-            (ft, fk) => new Row(ft, model),
-            ft => ft.fill.FillKey,
-            new ComparerBuilder<FillTuple>(new[] {
-               _get_column_comparer(Columns.FillTime),
-               _get_column_comparer(Columns.FillKey)
-            }).to_comparer());
-         // row sort/filter managers
-         _sort_manager = new DIYGridSortManager<Columns>(col_tups.WrapSelector(t => (t.col, t.key)), Columns.FillKey);
-         _filters_manager = DIYGridFiltersManager.create(col_tups);
-         var rows_manager = new DIYGridRowsManager<FillTuple, Columns, FilterStates>(_filters_manager, _sort_manager, _get_column_comparer, f => _rows.filter = f, c => _rows.comparer = c, _rows.reset, FillsWindow.window_type_name);
+         // rows
+         _rows_manager = DIYGridRowsManager.create(FillsWindow.window_type_name, Columns.FillKey, col_tups, col_tups.WrapSelector(t => (t.col, t.key)), _get_column_comparer, fs => fs.build_predicate());
         // 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.)
         if (_settings_manager != null)
            grid_settings_manager.load_from(_settings_manager.current_settings());
-         //
+         var filter_src = Observable.FromEvent<Action<Func<FillTuple, bool>>, Func<FillTuple, bool>>(cb => _rows_manager.filter_changed += cb, cb => _rows_manager.filter_changed -= cb);
+         var comp_src = Observable.FromEvent<Action<IComparer<FillTuple>>, IComparer<FillTuple>>(cb => _rows_manager.comparer_changed += cb, cb => _rows_manager.comparer_changed -= cb);
+         TableUpdate<FillTuple, string> last_unfiltered_fills = TableUpdate<FillTuple, string>.mk_empty(FillTuple.key_fn);
+         var fills_buffer = Observable.Create<TableUpdate<FillTuple, string>>(o => {
+            // this is what .Cache() does, but is a little cheaper, since we know subscriptions and callbacks occur on the same thread (i.e., on this Dispatcher).
+            o.OnNext(last_unfiltered_fills.as_snapshot());
+            _unfiltered_fills_changed += o.OnNext;
+            return Disposable.Create(() => _unfiltered_fills_changed -= o.OnNext);
+         });
         _dispose = new CompositeDisposable(
            ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
+            RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
            fills_source.OnDispatcher().Subscribe(t => {
-               _rows.update(t);
+               last_unfiltered_fills = t;
               Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
+               _unfiltered_fills_changed?.Invoke(t);
            }),
            state_obs.OnDispatcher().Subscribe(s => {
               if (s.grid != null && _settings_manager != null) {
@@ -116,13 +113,13 @@ namespace mbts.spark {
                  // Note: settings_manager in turn notifies grid_settings_manager of this update
                  _settings_manager.instance_settings = s.grid;
               }
-               var fs = s.filters ?? new FilterStates {
+               var fs = s.filters ?? new FillsFilterStates {
                  fill_time = new TimeFilterTuple(
                     TimeFilterMode.CMEOpen,
                     TimeTextTuple.FromDateTime(DateTime.Today),
                     TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1)))
               };
-               rows_manager.on_settings(fs, s.sorting_criterion);
+               _rows_manager.on_settings(fs, s.sorting_criterion);
            }),
            settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            (fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
@@ -135,14 +132,17 @@ namespace mbts.spark {
               Width = width
            }, filter);
         void add_col_expl<TFilter>(Columns col_key, ColumnBase col, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter) =>
-            col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
+            col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FillsFilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
         // discrete-values-filter factories
         IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter<T>(IReadOnlyCollection<T> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
         IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter_rx<T>(IObservable<IEnumerable<T>> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
      }

+      // this event is used to forward updates from the main data to the filtered data that drives the rows, after resetting the total row count.
+      event Action<TableUpdate<FillTuple, string>> _unfiltered_fills_changed;
+
      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
-      public ObservableCollection<Row> rows => _rows;
+      public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
      public int total_row_count => _total_row_count;

      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
@@ -154,26 +154,26 @@ namespace mbts.spark {
            return grid_settings_manager.create();
      }

+      public FillsFilterStates get_filters() =>
+         _rows_manager.get_filters();
+
      public IEnumerable<SortingCriteria> get_sorting_criterion() =>
-         _sort_manager.create();
+         _rows_manager.get_sorting_criterion();

      public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
-         _sort_manager.on_sorting(e);
+         _rows_manager.on_sorting(e);

      static Columns _col_key(ColumnBase column) =>
         ((IKeyedColumn<Columns>)column).key;

-      public FilterStates get_filters() =>
-         _filters_manager.create();
-
-      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
+      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
         if (!state.orders.is_null_or_empty()) {
            var orders_hash = new HashSet<uint>(state.orders);
            return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
         } else return model.on_fill_tuples;
      }

-      static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
+      static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
         state.SelectManyInSeries(s => _get_observable(bus, model, s));

      static IComparer<FillTuple> _get_column_comparer(Columns col) {
@@ -212,8 +212,9 @@ namespace mbts.spark {
      }

      public class Row : SecurityRow, IEquatable<Row>, IRowVM {
+         public readonly FillTuple fill_tuple;
+
         readonly OrdersModel _model;
-         readonly FillTuple _fill_tuple;
         readonly FillImmutable _fill;
         readonly OrderRecordImmutable _order;
         Brush _badge_fill;
@@ -221,7 +222,7 @@ namespace mbts.spark {

         public Row(FillTuple fill_tuple, OrdersModel model) : 
            base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
-            _fill_tuple = fill_tuple;
+            this.fill_tuple = fill_tuple;
            _fill = fill_tuple.fill;
            _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
            _model = model;
@@ -231,9 +232,9 @@ namespace mbts.spark {
         public DateTime fill_time => _fill.Timestamp.to_local_time();
         public TimeInForce time_in_force => _order.time_in_force();
         public OrderType order_type => _order.order_type();
-         public string display_name => OrderUtils.display_name(_order, _fill_tuple.algo);
+         public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
         public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
-         public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(_order, _fill_tuple.algo_meta, order_metadata));
+         public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
         public string account { get; private set; }
         public string user => _order.user();
         public Venue exchange => security.Exchange;
@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.persist;
 using mbts.ui;
@@ -13,21 +14,20 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
-using StartupData = bts.shell.FillsWindowFactory.StartupData;

 namespace mbts.spark {
-   class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
+   class FillsWindow : SparkWindow<FillsSettings>, ISharedWindow {
      public const string window_type_name = "Fills";
      readonly AllowOnce _init_guard = new AllowOnce("Fills");
      readonly OrdersModel _orders_model;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      FillsVM _vm;
      FillsView _view;
-      StartupData _state;
+      FillsSettings _state;
      IReadOnlyList<SparkCommand> _commands;
      IDisposable _subscriptions;

-      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
+      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, FillsSettings state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Fills", bus, factory, SparkCommands.ShowFills().icon) {
         _orders_model = orders_model;
         _state = state;
@@ -35,15 +35,15 @@ namespace mbts.spark {
         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
      }

-      event Action<FillsWindowFactory.StartupData> _state_changed;
+      event Action<FillsSettings> _state_changed;

      public override string window_type => window_type_name;
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;

-      public override StartupData SaveState => _state = new StartupData(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
+      public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
      public override double MinWidth =>
-         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         FillsSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
@@ -53,7 +53,7 @@ namespace mbts.spark {
      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
-         var state_src = Observable.FromEvent<Action<FillsWindowFactory.StartupData>, FillsWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
+         var state_src = Observable.FromEvent<Action<FillsSettings>, FillsSettings>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
         _vm = new FillsVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new FillsView { DataContext = _vm };

@@ -79,7 +79,7 @@ namespace mbts.spark {
         };
         _subscriptions = Disposable.Create(() =>
           _state_changed?.Invoke(
-                 _state = new StartupData(_state.orders,
+                 _state = new FillsSettings(_state.orders,
                    _vm.get_sorting_criterion().ToList(),
                    _vm.get_filters(),
                    _vm.grid_settings_manager.create()
@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.orderman;
+using bts.shell.fills;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -16,10 +17,31 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.FillsView;

 namespace bts.shell {
-   class FillsWindowFactory : ShellWindowFactory<FillsWindowFactory.StartupData> {
+   class FillsWindowFactory : ShellWindowFactory<FillsSettings> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
      readonly UserSettingsHub _settings_hub;
+      /// Fills 'sorting-criterion' settings were compromised a while back (mid-late 2018).
+      /// The issue was that, when a column was sorted, its 'sort member path' was assigned to the SortingCriteria.col_name,
+      /// rather than the <see cref="Columns"/> enum/id string.
+      /// This dictionary serves as a reverse-lookup so the sort member path can be converted to the enum/id string.
+      static readonly IReadOnlyDictionary<string, Columns> _sort_member_to_id =
+         new Dictionary<string, Columns> {
+            { nameof(FillsVM.Row.account), Columns.Account },
+            { nameof(FillsVM.Row.exchange), Columns.Exchange },
+            { nameof(FillsVM.Row.fill_key), Columns.FillKey },
+            { nameof(FillsVM.Row.fill_kind), Columns.FillKind },
+            { nameof(FillsVM.Row.fill_time), Columns.FillTime },
+            { nameof(FillsVM.Row.order_key), Columns.OrderKey },
+            { nameof(FillsVM.Row.order_type), Columns.OrderType },
+            { nameof(FillsVM.Row.price), Columns.Price },
+            { nameof(FillsVM.Row.security), Columns.Security },
+            { nameof(FillsVM.Row.security_key), Columns.SecurityKey },
+            { nameof(FillsVM.Row.side), Columns.Side },
+            { nameof(FillsVM.Row.size), Columns.Size },
+            { nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
+            { nameof(FillsVM.Row.user), Columns.User }
+         };

      public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
         : base(module, "Fills") {
@@ -31,175 +53,19 @@ namespace bts.shell {

      public static string col_id(Columns col) => col.ToString();

-      public override Task<IShellWindow> load(StartupData state) =>
+      public override Task<IShellWindow> load(FillsSettings state) =>
        Task.FromResult(_create(state));

-      public async void show(StartupData state) =>
+      public async void show(FillsSettings state) =>
         _bus.post(SparkTags.ShowWindow, await load(state));

-      IShellWindow _create(StartupData state) {
+      IShellWindow _create(FillsSettings state) {
+         GridSettingsHelper.normalize_sorting_criterion(state.sorting_criterion, _sort_member_to_id);
         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
            state.grid,
            get: us => us.fills_grid,
            set: (us, gs) => us.with(provided_fills_gridsettings: gs));
         return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
      }
-
-      [ProtoContract]
-      public class StartupData {
-         public const int Version = 1;
-
-         [ProtoMember(1)]
-         public uint[] orders;
-         [ProtoMember(2)]
-         List<SortingCriteria> _sorting_criteria;
-         [ProtoMember(3)]
-         public FilterStates filters;
-         [ProtoMember(4)]
-         public GridSettings grid;
-
-         public StartupData() { }
-         public StartupData(uint[] orders) : this(orders, null, null) { }
-         public StartupData(FilterStates filters) : this(null, null, filters) { }
-         public StartupData(uint[] orders, List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
-            this.orders = orders;
-            this._sorting_criteria = sorting_criteria;
-            this.filters = filters;
-            this.grid = grid;
-         }
-
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
-         public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
-         public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
-         public static StartupData Default() =>
-            new StartupData(null, null, new FilterStates(), null);
-
-         static class DefaultColumns {
-            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
-            public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
-            public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
-            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
-            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
-            public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
-            public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
-            public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
-            public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
-            public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
-            public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
-            public static IEnumerable<SortingCriteria> default_sorting_criterion {
-               get {
-                  yield return new SortingCriteria(fill_time.id, false);
-               }
-            }
-            
-            public static IEnumerable<GridColumnSettings> all {
-               get {
-                  yield return security;
-                  yield return fill_time;
-                  yield return user;
-                  yield return account;
-                  yield return exchange;
-                  yield return time_in_force;
-                  yield return order_type;
-                  yield return side;
-                  yield return quantity;
-                  yield return price;
-                  yield return fill_kind;
-                  yield return fill_key;
-                  yield return order_key;
-                  yield return security_key;
-               }
-            }
-
-            public static class Mini {
-               static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
-                  new Dictionary<Columns, (bool is_visible, double? width_override)> {
-                     { Columns.Security, (true, null) },
-                     { Columns.FillTime, (true, ShortColumnWidths.Time) },
-                     { Columns.OrderType, (true, ShortColumnWidths.OrderType) },
-                     { Columns.Side, (true, ShortColumnWidths.Side) },
-                     { Columns.Size, (true, ShortColumnWidths.Size) },
-                     { Columns.Price, (true, ShortColumnWidths.Price) },
-                  };
-
-               public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
-               public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
-
-               static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
-                  if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
-                     return true;
-                  data = default;
-                  return false;
-               }
-
-               static GridColumnSettings _convert(GridColumnSettings default_col) =>
-                  _try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
-                     default_col.with(is_visible: d.is_visible, width: d.width_override) :
-                     default_col.with(is_visible: false);
-            }
-         }
-      }
-
-      [ProtoContract]
-      public class FilterStates {
-         [ProtoMember(1)]
-         [DIYGridColumnID(nameof(Columns.FillTime))]
-         public TimeFilterTuple fill_time { get; set; }
-
-         [ProtoMember(2)]
-         [DIYGridColumnID(nameof(Columns.TimeInForce))]
-         public TimeInForce[] time_in_force { get; set; }
-
-         [ProtoMember(3)]
-         [DIYGridColumnID(nameof(Columns.OrderType))]
-         public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
-
-         [ProtoMember(4)]
-         [DIYGridColumnID(nameof(Columns.Account))]
-         public string[] account { get; set; }
-
-         [ProtoMember(5)]
-         [DIYGridColumnID(nameof(Columns.User))]
-         public string[] user { get; set; }
-
-         [ProtoMember(6)]
-         [DIYGridColumnID(nameof(Columns.Exchange))]
-         public Venue[] exchange { get; set; }
-
-         [ProtoMember(7)]
-         [DIYGridColumnID(nameof(Columns.Security))]
-         public SecurityCriteria security { get; set; }
-
-         [ProtoMember(8)]
-         [DIYGridColumnID(nameof(Columns.Side))]
-         public Side[] side { get; set; }
-
-         [ProtoMember(9)]
-         [DIYGridColumnID(nameof(Columns.Price))]
-         public DoubleMinMaxState price { get; set; }
-
-         [ProtoMember(10)]
-         [DIYGridColumnID(nameof(Columns.Size))]
-         public DoubleMinMaxState size { get; set; }
-
-         [ProtoMember(11)]
-         [DIYGridColumnID(nameof(Columns.FillKey))]
-         public string fill_key { get; set; }
-
-         [ProtoMember(12)]
-         [DIYGridColumnID(nameof(Columns.OrderKey))]
-         public string order_key { get; set; }
-
-         [ProtoMember(13)]
-         [DIYGridColumnID(nameof(Columns.SecurityKey))]
-         public string security_key { get; set; }
-
-         [ProtoMember(14)]
-         [DIYGridColumnID(nameof(Columns.FillKind))]
-         public Fill.Types.FillKind[] fill_kind { get; set; }
-      }
   }
 }
@@ -0,0 +1,95 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.controls;
+using ProtoBuf;
+using System;
+using Columns = mbts.ui.spark.FillsView.Columns;
+
+namespace bts.shell.fills {
+   [ProtoContract]
+   class FillsFilterStates {
+      [ProtoMember(1)]
+      [DIYGridColumnID(nameof(Columns.FillTime))]
+      public TimeFilterTuple fill_time { get; set; }
+
+      [ProtoMember(2)]
+      [DIYGridColumnID(nameof(Columns.TimeInForce))]
+      public TimeInForce[] time_in_force { get; set; }
+
+      [ProtoMember(3)]
+      [DIYGridColumnID(nameof(Columns.OrderType))]
+      public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
+
+      [ProtoMember(4)]
+      [DIYGridColumnID(nameof(Columns.Account))]
+      public string[] account { get; set; }
+
+      [ProtoMember(5)]
+      [DIYGridColumnID(nameof(Columns.User))]
+      public string[] user { get; set; }
+
+      [ProtoMember(6)]
+      [DIYGridColumnID(nameof(Columns.Exchange))]
+      public Venue[] exchange { get; set; }
+
+      [ProtoMember(7)]
+      [DIYGridColumnID(nameof(Columns.Security))]
+      public SecurityCriteria security { get; set; }
+
+      [ProtoMember(8)]
+      [DIYGridColumnID(nameof(Columns.Side))]
+      public Side[] side { get; set; }
+
+      [ProtoMember(9)]
+      [DIYGridColumnID(nameof(Columns.Price))]
+      public DoubleMinMaxState price { get; set; }
+
+      [ProtoMember(10)]
+      [DIYGridColumnID(nameof(Columns.Size))]
+      public DoubleMinMaxState size { get; set; }
+
+      [ProtoMember(11)]
+      [DIYGridColumnID(nameof(Columns.FillKey))]
+      public string fill_key { get; set; }
+
+      [ProtoMember(12)]
+      [DIYGridColumnID(nameof(Columns.OrderKey))]
+      public string order_key { get; set; }
+
+      [ProtoMember(13)]
+      [DIYGridColumnID(nameof(Columns.SecurityKey))]
+      public string security_key { get; set; }
+
+      [ProtoMember(14)]
+      [DIYGridColumnID(nameof(Columns.FillKind))]
+      public Fill.Types.FillKind[] fill_kind { get; set; }
+   }
+
+   static class FillsFilterStatesExtensions {
+      public static Func<FillTuple, bool> build_predicate(this FillsFilterStates fs) {
+         var pb = new ColumnPredicateBuilder<FillTuple>();
+         // fill time
+         pb.add_time_filter(fs.fill_time, ft => ft.fill_time());
+         // security
+         pb.add_security_criteria(fs.security, ft => ft.security);
+         // regex
+         pb.add_regex(fs.fill_key, ft => ft.fill.FillKey);
+         pb.add_regex(fs.order_key, ft => ft.order_key().ToString());
+         // discrete values
+         pb.add_discrete_values(fs.user, ft => ft.user());
+         pb.add_discrete_values(fs.account, ft => ft.account);
+         pb.add_discrete_values(fs.exchange, ft => ft.exchange());
+         pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
+         pb.add_discrete_values(fs.order_type, ft => ft.order_type());
+         pb.add_discrete_values(fs.side, ft => ft.fill.Side);
+         pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
+         // numeric
+         pb.add_numeric(fs.size, ft => ft.fill.LastShares);
+         pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
+         return pb.to_predicate();
+      }
+   }
+}
@@ -0,0 +1,109 @@
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using static bts.shell.FillsWindowFactory;
+using static mbts.ui.controls.DIYGrid;
+using Columns = mbts.ui.spark.FillsView.Columns;
+
+namespace bts.shell.fills {
+   [ProtoContract]
+   class FillsSettings {
+      public const int Version = 1;
+
+      [ProtoMember(1)]
+      public uint[] orders;
+      [ProtoMember(2)]
+      List<SortingCriteria> _sorting_criteria;
+      [ProtoMember(3)]
+      public FillsFilterStates filters;
+      [ProtoMember(4)]
+      public GridSettings grid;
+
+      public FillsSettings() { }
+      public FillsSettings(uint[] orders) : this(orders, null, null) { }
+      public FillsSettings(FillsFilterStates filters) : this(null, null, filters) { }
+      public FillsSettings(uint[] orders, List<SortingCriteria> sorting_criteria, FillsFilterStates filters, GridSettings grid = default) {
+         this.orders = orders;
+         this._sorting_criteria = sorting_criteria;
+         this.filters = filters;
+         this.grid = grid;
+      }
+
+      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+      public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
+      public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
+      public static FillsSettings Default() =>
+         new FillsSettings(null, null, new FillsFilterStates(), null);
+
+      static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+         public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
+         public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
+         public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
+         public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
+         public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
+         public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
+         public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
+         public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
+         public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
+         public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
+         public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+         public static IEnumerable<SortingCriteria> default_sorting_criterion {
+            get {
+               yield return new SortingCriteria(fill_time.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return fill_time;
+               yield return user;
+               yield return account;
+               yield return exchange;
+               yield return time_in_force;
+               yield return order_type;
+               yield return side;
+               yield return quantity;
+               yield return price;
+               yield return fill_kind;
+               yield return fill_key;
+               yield return order_key;
+               yield return security_key;
+            }
+         }
+
+         public static class Mini {
+            static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
+               new Dictionary<Columns, (bool is_visible, double? width_override)> {
+                     { Columns.Security, (true, null) },
+                     { Columns.FillTime, (true, ShortColumnWidths.Time) },
+                     { Columns.OrderType, (true, ShortColumnWidths.OrderType) },
+                     { Columns.Side, (true, ShortColumnWidths.Side) },
+                     { Columns.Size, (true, ShortColumnWidths.Size) },
+                     { Columns.Price, (true, ShortColumnWidths.Price) },
+               };
+
+            public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
+            public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
+
+            static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
+               if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
+                  return true;
+               data = default;
+               return false;
+            }
+
+            static GridColumnSettings _convert(GridColumnSettings default_col) =>
+               _try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
+                  default_col.with(is_visible: d.is_visible, width: d.width_override) :
+                  default_col.with(is_visible: false);
+         }
+      }
+   }
+}
@@ -2,23 +2,23 @@
 using bts.api;
 using bts.api.core;
 using bts.api.orderman;
-using bts.collections;
+using bts.md;
 using mbts.co2;
 using System;
-using System.Collections.Generic;
-using System.Reactive.Linq;
 using System.Threading.Tasks;

 namespace mbts.spark {
   class LadderModel {
      readonly OrdersModel _order_gateway;

-      public LadderModel(SecurityMD source, OrdersModel ordergw, Func<OrderSecurity, bool> order_filter = null) {
+      public LadderModel(SecurityMD source, OrdersModel ordergw, MBOService mbo, Func<OrderSecurity, bool> order_filter = null) {
         security_md = source;
         _order_gateway = ordergw;
-         orders = ordergw.on_security_working_orders(source.security.Id);
-         if (order_filter != null)
-            orders = orders.Filter(o => order_filter(new OrderSecurity(source.security, o)), o => o.Key);
+         orders = ordergw.on_security_working_orders_with_piq(source.security.Id);
+         this.mbo_service = mbo;
+         if (order_filter != null) {
+            orders = orders.Filter(order_filter, o => o.order.Key);
+		 }
      }

      public enum CancelType { All, Bids, Asks }
@@ -27,7 +27,9 @@ namespace mbts.spark {
      public SecurityImmutable security => security_md.security;
      public MDConsumerHandle md => security_md.md;
      public OrdersModel order_gateway => _order_gateway;
-      public IObservable<TableUpdate<OrderRecordImmutable, uint>> orders { get; }
+      public IObservable<TableUpdate<OrderSecurity, uint>> orders { get; }
+
+      public MBOService mbo_service { get; }

      public Task cancel_orders(CancelType ct) {
         switch (ct) {
@@ -119,7 +119,8 @@ namespace mbts.spark {
               buy = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.MarketData.bid, false) },
               sell = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.MarketData.ask, false) },
               passive = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.passive_volume_bar, false) },
-               total = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.total_volume_bar), show_numbers = true }
+               total = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.total_volume_bar), show_numbers = true },
+               show_ltq = false
            };
         }
      }
@@ -134,6 +135,8 @@ namespace mbts.spark {
      public HistogramBarAnimation passive { get; set; }
      [ProtoMember(5)]
      public HistogramBarAnimation total{ get; set; }
+      [ProtoMember(6)]
+      public bool show_ltq { get; set; }

      public bool Equals(VolumeColumnSettings other) =>
         other != null &&
@@ -141,7 +144,8 @@ namespace mbts.spark {
         buy.safe_equals(other.buy) &&
         sell.safe_equals(other.sell) &&
         passive.safe_equals(other.passive) &&
-         total.safe_equals(other.total);
+         total.safe_equals(other.total) &&
+         show_ltq.Equals(other.show_ltq);

      public override bool Equals(object obj) => Equals(obj as VolumeColumnSettings);

@@ -151,7 +155,8 @@ namespace mbts.spark {
            buy.GetHashCode(),
            sell.GetHashCode(),
            passive.GetHashCode(),
-            total.GetHashCode());
+            total.GetHashCode(),
+            show_ltq.GetHashCode());
   }

   [ProtoContract]
@@ -227,6 +232,7 @@ namespace mbts.spark {
      // Default proto constructor
      // Added this so that when clients upgrade to a version with new settings,
      // the default values are applied correctly; thx to John for this tip
+      /// TODO: all default values should be consts, because they must be referenced in two places (in the default constructor, and the <see cref="DefaultValueAttribute"/>)
      public LadderSettings() {
         day_visible = true;
         high_visible = true;
@@ -238,6 +244,7 @@ namespace mbts.spark {
         tif_visible = true;
         order_type_visible = true;
         account_position_visible = true;
+         day_position_visible = true;
         size_presets_visible = true;
         cancel_buys_visible = true;
         cancel_sells_visible = true;
@@ -301,6 +308,7 @@ namespace mbts.spark {
               tif_visible = true,
               order_type_visible = true,
               account_position_visible = true,
+               day_position_visible = true,
               size_presets_visible = true,
               cancel_buys_visible = true,
               cancel_sells_visible = true,
@@ -397,6 +405,8 @@ namespace mbts.spark {
      public bool order_type_visible { get; set; }
      [ProtoMember(36), DefaultValue(true)]
      public bool account_position_visible { get; set; }
+      [ProtoMember(50), DefaultValue(true)]
+      public bool day_position_visible { get; set; }
      [ProtoMember(37), DefaultValue(true)]
      public bool size_presets_visible { get; set; }
      [ProtoMember(38), DefaultValue(true)]
@@ -473,6 +483,7 @@ namespace mbts.spark {
         tif_visible == other.tif_visible &&
         order_type_visible == other.order_type_visible &&
         account_position_visible == other.account_position_visible &&
+         day_position_visible == other.day_position_visible &&
         size_presets_visible == other.size_presets_visible &&
         cancel_buys_visible == other.cancel_buys_visible &&
         cancel_sells_visible == other.cancel_sells_visible &&
@@ -488,6 +499,7 @@ namespace mbts.spark {

      public override bool Equals(object obj) => Equals(obj as LadderSettings);

+      // TODO: remove mutable props from hash logic (or conversely, make them immutable).
      public override int GetHashCode() =>
         EqualityComparer.aggregate_hash(
            row_height.GetHashCode(),
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.md;
 using mbts;
 using mbts.config;
 using mbts.persist;
@@ -21,17 +22,26 @@ namespace bts.shell {
      readonly LadderConfig _ladder_conf;
      readonly IBus _bus;
      readonly IWindowManager _wm;
+      readonly MBOService _mbo;
      readonly UserSettingsHub _settings_hub;
      readonly OrdersModel _orders_model;
      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();

-      public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model)
+      public LadderWindowFactory(
+         IShellModule owner, 
+         IBus bus, 
+         IWindowManager wm, 
+         UserSettingsHub settings_hub, 
+         OrdersModel orders_model,
+         MBOService mbo)
+
         : base(owner, "SparkLadder") {
         _bus = bus;
         _wm = wm;
         _settings_hub = settings_hub;
         _orders_model = orders_model;
         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
+         _mbo = mbo;
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
            bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
@@ -54,7 +64,7 @@ namespace bts.shell {
      IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
         var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
         var view = new Lazy<UIElement>(() => {
-            var model = new LadderModel(md, _orders_model);
+            var model = new LadderModel(md, _orders_model, _mbo);
            var settings_manager = new WindowSettingsManager<LadderSettings>(
               _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
               us => sanitize_ladder_settings(us.ladder),
@@ -44,11 +44,14 @@ namespace mbts.spark {
      double _real_price = double.NaN, _phantom_price = double.NaN;
      uint filled, quantity, num_root_orders;
      int working_quantity;
+      uint? _min_piq = UInt32.MaxValue;
+
+      public event Action piq_changed;

      LadderModel model => _owner.model;
-      Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoDefinitionMetadata? meta)>();
+      Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)>();

-      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
+      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
         _owner = owner;
         _bus = bus;
         _bs = bs;
@@ -114,7 +117,7 @@ namespace mbts.spark {
            var single_order_metadata = _owner.model.order_gateway.factory.get_metadata(single_order);
            border = single_order_metadata.Color.rgb_brush();
            if (_orders.TryGetValue(single_order.Key, out var opm)) {
-               algo_studio_abbreviation = opm.meta?.abbreviation ?? string.Empty;
+               algo_studio_abbreviation = _sanitize_abbreviation(string.IsNullOrEmpty(opm.meta?.abbreviation) ? _generate_abbreviation_for_algo_studio_algo(opm.algo) : opm.meta?.abbreviation);
               border = opm.meta?.badge_color?.rgb_color().rgb_brush() ?? border;
            } 
            if (single_order.order_type().is_bts_algo_type()) {
@@ -131,6 +134,34 @@ namespace mbts.spark {

         _set_badge_text();

+         string _generate_abbreviation_for_algo_studio_algo(AlgoData? a) {
+            char[] delim = { ' ' };
+            string candidate = string.Empty;
+            if (a.HasValue) {
+               var algo_name = a.Value.name;
+               var words = algo_name.Split(delim);
+               if (words.Length == 1) {
+                  var single_word = words[0];
+                  if (single_word.Length > 1) {
+                     candidate = words[0];
+                  } else {
+                     candidate = single_word;
+                  }
+               } else {
+                  candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
+               }
+            }
+            return candidate.ToUpper();
+         }
+
+         string _sanitize_abbreviation(string ab) {
+            string candidate = ab;
+            if (ab.Length > 2) {
+               candidate = candidate.Substring(0, 2);
+            }
+            return candidate.ToUpper();
+         }
+
      }

      private void _set_badge_text() {
@@ -138,12 +169,32 @@ namespace mbts.spark {
         RaisePropertyChanged(nameof(text_lines));
      }

-      public void add_order((OrderRecordImmutable order, uint? p, AlgoDefinitionMetadata? meta) new_op) {
+      /// <summary>
+      /// Add Order performs an add the first time it's called via the constructor. When it's called, directly
+      /// it really serves as an update/replace. Also note that since the min_piq is a separate piece of state representing
+      /// the lowest piq of the orders the badge represents, we must reevaluate if that has changed on said update.
+      /// </summary>
+      public void add_order((OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta) new_op) {
         _orders[new_op.order.Key] = new_op;
+         // reevaluate min piq if this order's piq is less
+         if (new_op.p.HasValue) {
+            // if this lovm only represents 1 order and the piq is now different, regardless of what it is that's our piq
+            if (_orders.Count == 1 && new_op.p.Value != min_piq) {
+               min_piq = new_op.p.Value;
+            } else if (new_op.p.Value < min_piq) {
+               min_piq = new_op.p.Value;
+            }
+         }
      }

      public void remove_order(uint order_key) {
         _orders.Remove(order_key);
+         // on a remove, potentially the order w/ the lowest piq has been removed, so
+         // if the min() is now > than the current min_piq, update the min_piq
+         var prospective_piq = _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
+         if (prospective_piq > min_piq) {
+            min_piq = prospective_piq;
+         }
      }

      //public void update(OrderRecordImmutable neworder) {
@@ -155,7 +206,16 @@ namespace mbts.spark {

      public uint security_key => _owner.security.Id;
      public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
-      public uint? min_piq => _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
+      public uint? min_piq {
+         get {
+            return _min_piq;
+         }
+         set {
+            if (Set(ref _min_piq, value)) {
+               piq_changed?.Invoke();
+            }
+         }
+      }
      public double real_price => _real_price;
      public Side side {
         get {
@@ -52,6 +52,7 @@ namespace mbts.spark {
         _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
         _account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
+         _day_position_visibility = new OrderEntryPanelItemVisibilityVM("Day Position"),
         _size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
         _auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
         _clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
@@ -164,6 +165,7 @@ namespace mbts.spark {
            yield return _tif_visibility;
            yield return _order_type_visibility;
            yield return _account_position_visibility;
+            yield return _day_position_visibility;
            yield return _size_preset_visibility;
            yield return _clear_visibility;
            yield return _auto_clear_visibility;
@@ -232,6 +234,7 @@ namespace mbts.spark {
         _tif_visibility.show = settings.tif_visible;
         _order_type_visibility.show = settings.order_type_visible;
         _account_position_visibility.show = settings.account_position_visible;
+         _day_position_visibility.show = settings.day_position_visible;
         _size_preset_visibility.show = settings.size_presets_visible;
         _clear_visibility.show = settings.clear_visible;
         _auto_clear_visibility.show = settings.auto_clear_visible;
@@ -278,6 +281,7 @@ namespace mbts.spark {
         clone.tif_visible = _tif_visibility.show;
         clone.order_type_visible = _order_type_visibility.show;
         clone.account_position_visible = _account_position_visibility.show;
+         clone.day_position_visible = _day_position_visibility.show;
         clone.size_presets_visible = _size_preset_visibility.show;
         clone.auto_clear_visible = _auto_clear_visibility.show;
         clone.clear_visible = _clear_visibility.show;
@@ -449,6 +453,7 @@ namespace mbts.spark {
            passive = new VolumeAtPriceAnimationVM("Passive", new VolumeAtPriceSampleData(this, 72, 127, 198));
            total = new VolumeAtPriceAnimationVM("Total", new VolumeAtPriceSampleData(this, 81, 100, 144));
            _any_visible = backing(nameof(any_visible), () => volume_components.Any(vc => vc.show_numbers || vc.bars.enabled));
+            _show_last_trade = backing(nameof(show_last_trade), false);
            foreach (var vc in volume_components) {
               vc.show_numbers_changed += _any_visible.refresh;
               vc.bars.enabled_changed += _any_visible.refresh;
@@ -463,6 +468,9 @@ namespace mbts.spark {
         public VolumeAtPriceAnimationVM sell { get; }
         public VolumeAtPriceAnimationVM passive { get; }
         public VolumeAtPriceAnimationVM total { get; }
+
+         readonly Property<bool> _show_last_trade;
+         public bool show_last_trade { get => _show_last_trade.Value; set => _show_last_trade.Value = value; }
         public bool any_visible => volume_components.Any(vc => vc.show_numbers || vc.bars.enabled);

         public IEnumerable<VolumeAtPriceAnimationVM> volume_components {
@@ -481,6 +489,7 @@ namespace mbts.spark {
            sell.assign_from(settings.sell);
            passive.assign_from(settings.passive);
            total.assign_from(settings.total);
+            show_last_trade = settings.show_ltq;
         }

         public VolumeColumnSettings get_settings() =>
@@ -490,6 +499,7 @@ namespace mbts.spark {
               sell = sell.get_settings(),
               passive = passive.get_settings(),
               total = total.get_settings(),
+               show_ltq = show_last_trade
            };
      }

@@ -25,14 +25,17 @@ namespace mbts.spark {

      readonly IBus _bus;
      readonly LadderModel _model;
-      readonly Property<double> _high, _low, _change, _open, _settlement, _position, _left_panel_width, _zoom_factor;
+      readonly Property<double> _high, _low, _change, _open, _settlement, _left_panel_width, _zoom_factor;
      //readonly Property<double> _window_width, _window_height;
      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
      readonly Property<ulong> _volume;
-      readonly Property<bool> _auto_clear, _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
-         _show_tif, _show_order_type, _show_account_position, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
+      readonly Property<bool> _auto_clear;
+      readonly PropertyAutoWrapper<LadderSettings, bool> _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
+         _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
         _show_cancel_sells, _show_cancel_all, _show_zoom;
-      readonly Property<Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      double _position, _day_position;
+      bool _show_account_position, _show_day_position;
      IWindowSettingsManager<LadderSettings> _settings_manager;
      ulong _misc_time = 0;
      ulong _last_trade_time = 0;
@@ -77,46 +80,51 @@ namespace mbts.spark {
         _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
         _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
         // remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
-         var account_positions = new KeyDrivenObservableSeries<string, double>(a => _model.order_gateway.security_total_position(security.Id, a));
-         _position = backing(nameof(position), account_positions.OnDispatcher());
         _volume = backing(nameof(volume), 0ul);
         _auto_clear = backing(nameof(auto_clear), false);
         _status = backing(nameof(status_message), "");
         _status_brush = backing(nameof(status_background), _transparent_status_brush);
-         // brush props
-         _bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background.rgb_brush());
-         _bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground.rgb_brush());
-         _ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background.rgb_brush());
-         _ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground.rgb_brush());
-         Property<Brush> brush_prop(string name, Func<LadderSettings, Brush> get_brush) =>
-            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_brush);
-         // bool visibility props
-         _show_day = bool_prop(nameof(show_day), s => s.day_visible);
-         _show_high = bool_prop(nameof(show_high), s => s.high_visible);
-         _show_low = bool_prop(nameof(show_low), s => s.low_visible);
-         _show_open = bool_prop(nameof(show_open), s => s.open_visible);
-         _show_settle = bool_prop(nameof(show_settle), s => s.settle_visible);
-         _show_volume = bool_prop(nameof(show_volume), s => s.volume_visible);
-         _show_account = bool_prop(nameof(show_account), s => s.account_visible);
-         _show_tif = bool_prop(nameof(show_tif), s => s.tif_visible);
-         _show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible);
-         _show_account_position = bool_prop(nameof(show_account_position), s => s.account_position_visible);
-         _show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible);
-         _show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible);
-         _show_clear = bool_prop(nameof(show_clear), s => s.clear_visible);
-         _show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible);
-         _show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible);
-         _show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible);
-         _show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible);
-
-         Property<bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
-            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_bool);
+         // All settings observers should be aggregated together, so they can all share the same subscription to the settings
+         // (these subscriptions are not horribly expensive, but they're not free either - even more so with the .OnDispatcher() extension).
+         var settings_observer = new CompositeObserver<LadderSettings> {
+            // brush props
+            (_bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background)).set,
+            (_bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground)).set,
+            (_ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background)).set,
+            (_ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground)).set,
+            // bool visibility props
+            (_show_day = bool_prop(nameof(show_day), s => s.day_visible)).set,
+            (_show_high = bool_prop(nameof(show_high), s => s.high_visible)).set,
+            (_show_low = bool_prop(nameof(show_low), s => s.low_visible)).set,
+            (_show_open = bool_prop(nameof(show_open), s => s.open_visible)).set,
+            (_show_settle = bool_prop(nameof(show_settle), s => s.settle_visible)).set,
+            (_show_volume = bool_prop(nameof(show_volume), s => s.volume_visible)).set,
+            (_show_account = bool_prop(nameof(show_account), s => s.account_visible)).set,
+            (_show_tif = bool_prop(nameof(show_tif), s => s.tif_visible)).set,
+            (_show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible)).set,
+            (_show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible)).set,
+            (_show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible)).set,
+            (_show_clear = bool_prop(nameof(show_clear), s => s.clear_visible)).set,
+            (_show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible)).set,
+            (_show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible)).set,
+            (_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible)).set,
+            (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
+            s => {
+               if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
+                  RaisePropertyChanged(nameof(position_display_text));
+               }
+            }
+         };
+         PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
+            backing(name, init, get_bool, EqualityComparer.Create(get_bool));

+         PropertyAutoWrapper<LadderSettings, Brush> brush_prop(string name, Func<LadderSettings, uint> get_color_uint) =>
+            backing(name, init, s => get_color_uint(s).rgb_brush(), EqualityComparer.Create(get_color_uint));
         //
         //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
         //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
-         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(position)));
-         send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
+         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
+         send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
         cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
         show_book_command = new DelegateCommand(_show_book);
         show_ticket_command = new DelegateCommand(_show_ticket);
@@ -139,31 +147,17 @@ namespace mbts.spark {
         orders = new ObservableCollection<LadderOrderVM>();

         _dispose = Disposable.Create(
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(settings_observer),
            settings_command,
            non_shared_wsm,
            get_order_properties_editor_hooks(),
-            account_positions,
            size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
            bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
            // we need to hook this up to model.orders which is filtered for just the security
-            model.order_gateway.working_orders_with_piq.OnDispatcher().Subscribe(working => {
+            model.orders.OnDispatcher().Subscribe(working => {
               // Here we manage N orders to 1 price slot in the ladder
               Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
-
-               // In master we originally had something similar to this snippet to restrict the foreach to just the orders
-               // for this ladder. In 1944, at one point we made use of model.orders, which made use of the on_security_working_orders demuxer.
-               // When we merged PIQ into 1944, we moved from that demuxer to working_orders_with_piq, so we reintroduce this little snippet here
-               // to once again restrict the processing to those working orders that match the criteria. Check with John to see if we can
-               // make a demuxer from working_orders_with_piq, which is an IReadOnlyDictionary; that probably won't work, but I have no doubt
-               // there is a better way.
-               var ladders_orders =
-                  working.Values
-                  .Where(o =>
-                     o.order.Def.SecurityKey == security.Id &&
-                     (o.order.HasState && o.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible))
-                  .ToReadOnlyDictionary(os => os.order.Key, os => os);
-                  
-               _cache = ladders_orders;
+               _cache = working.state;

               foreach (var os in _cache.Values) {
                  var wo = os.order;
@@ -180,9 +174,9 @@ namespace mbts.spark {
                  }

                  if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
-                     slot_vm.add_order((wo, os.piq, os.meta));
+                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
                  } else {
-                     slot_vm = new LadderOrderVM((wo, os.piq, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
+                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
                     _slot_price_vs_orders[slot_price_target] = slot_vm;
                  }

@@ -229,13 +223,29 @@ namespace mbts.spark {
            WorkLoop.Start($"Ladder '{security}'", _tick),
            Disposable.Create(() => _on_disposed_impl?.Invoke(true))
         );
-         IDisposable get_order_properties_editor_hooks() =>
-            order_properties_vm == null ?
-               Disposable.empty :
-               Disposable.Create(
-                  settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
-                  order_properties_vm,
-                  order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions));
+         IDisposable get_order_properties_editor_hooks() {
+            if (order_properties_vm == null)
+               return Disposable.empty;
+            var position_src = order_properties_vm.observe_account(true)
+               .Select(a => a?.name ?? string.Empty)
+               .SelectManyInSeries(a => _model.order_gateway.on_security_positions(security.Id)
+                  .Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
+            return Disposable.Create(
+               settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
+               order_properties_vm,
+               position_src.OnDispatcher().Subscribe(pos => {
+                  double total, day;
+                  if (pos.HasValue) {
+                     total = pos.Value.total_pos();
+                     day = pos.Value.day_pos();
+                  } else {
+                     total = day = double.NaN;
+                  }
+                  if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
+                     RaisePropertyChanged(nameof(position_display_text));
+               }),
+               position_src.Connect());
+         }
      }

      public IBus bus => _bus;
@@ -246,7 +256,7 @@ namespace mbts.spark {
      // we return only entries who have piqs and whose piqs are not uint.Max
      // uint.Max happens when the server is restarted but the client is still up
      // maybe long term we don't show this data while the exchange connection is down
-      public IEnumerable<(double, uint)> price_vs_piq => _slot_price_vs_orders.Values.Where(result => result.min_piq.HasValue && result.min_piq.Value != uint.MaxValue).Select(o => (o.price, o.min_piq.Value));  
+      public IEnumerable<(double, uint)> price_vs_piq => _slot_price_vs_orders.Values.Where(result => result.min_piq.HasValue && result.min_piq.Value != uint.MaxValue).Select(o => (o.price, o.min_piq.Value));
      public bool is_synthetic => _model.security.ContractCase == Security.ContractOneofCase.Synthetic;

      Property<string> _status;
@@ -280,7 +290,8 @@ namespace mbts.spark {
      public double change => _change.Value;
      public double open => _open.Value;
      public double settlement => _settlement.Value;
-      public double position => _position.Value;
+      public double position => _position;
+      public double day_position => _day_position;
      public ulong volume => _volume.Value;
      public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
      public CalculatorLogic size_calculator { get; }
@@ -291,30 +302,41 @@ namespace mbts.spark {
      public ICommand send_order_command { get; }
      public ICommand show_book_command { get; }
      public ICommand show_ticket_command { get; }
-      public Brush bid_background => _bid_background.Value;
-      public Brush bid_foreground => _bid_foreground.Value;
-      public Brush ask_background => _ask_background.Value;
-      public Brush ask_foreground => _ask_foreground.Value;
+      public Brush bid_background => _bid_background.view;
+      public Brush bid_foreground => _bid_foreground.view;
+      public Brush ask_background => _ask_background.view;
+      public Brush ask_foreground => _ask_foreground.view;
      public DialogCommand settings_command { get; }
-      public bool show_day { get => _show_day.Value; set => _show_day.set(value); }
-      public bool show_high { get => _show_high.Value; set => _show_high.set(value); }
-      public bool show_low { get => _show_low.Value; set => _show_low.set(value); }
-      public bool show_open { get => _show_open.Value; set => _show_open.set(value); }
-      public bool show_settle { get => _show_settle.Value; set => _show_settle.set(value); }
-      public bool show_volume { get => _show_volume.Value; set => _show_volume.set(value); }
-      public bool show_account { get => _show_account.Value; set => _show_account.set(value); }
-      public bool show_tif { get => _show_tif.Value; set => _show_tif.set(value); }
-      public bool show_order_type { get => _show_order_type.Value; set => _show_order_type.set(value); }
-      public bool show_account_position { get => _show_account_position.Value; set => _show_account_position.set(value); }
-      public bool show_size_preset { get => _show_size_preset.Value; set => _show_size_preset.set(value); }
-      public bool show_auto_clear { get => _show_auto_clear.Value; set => _show_auto_clear.set(value); }
-      public bool show_clear { get => _show_clear.Value; set => _show_clear.set(value); }
-      public bool show_cancel_buys { get => _show_cancel_buys.Value; set => _show_cancel_buys.set(value); }
-      public bool show_cancel_sells { get => _show_cancel_sells.Value; set => _show_cancel_sells.set(value); }
-      public bool show_cancel_all { get => _show_cancel_all.Value; set => _show_cancel_all.set(value); }
-      public bool show_zoom { get => _show_zoom.Value; set => _show_zoom.set(value); }
+      public bool show_day => _show_day.view;
+      public bool show_high => _show_high.view;
+      public bool show_low => _show_low.view;
+      public bool show_open => _show_open.view;
+      public bool show_settle => _show_settle.view;
+      public bool show_volume => _show_volume.view;
+      public bool show_account => _show_account.view;
+      public bool show_tif => _show_tif.view;
+      public bool show_order_type => _show_order_type.view;
+      public bool show_account_position => _show_account_position;
+      public bool show_day_position => _show_day_position;
+      public bool show_size_preset => _show_size_preset.view;
+      public bool show_auto_clear => _show_auto_clear.view;
+      public bool show_clear => _show_clear.view;
+      public bool show_cancel_buys => _show_cancel_buys.view;
+      public bool show_cancel_sells => _show_cancel_sells.view;
+      public bool show_cancel_all => _show_cancel_all.view;
+      public bool show_zoom => _show_zoom.view;
      public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
      public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
+      public string position_display_text {
+         get {
+            if (show_day_position) {
+               string day_pos_text = SparkUtils.fmt_position(day_position);
+               return show_account_position ? $"{day_pos_text} ({SparkUtils.fmt_position(position)})" : day_pos_text;
+            } else if (show_account_position) {
+               return SparkUtils.fmt_position(position);
+            } else return string.Empty;
+         }
+      }
      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
      //public double window_width { get => _window_width.Value; set => _window_width.set(value); }
      public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
@@ -326,7 +348,7 @@ namespace mbts.spark {
      public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
      internal LadderModel model => _model;
      internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
-      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoDefinitionMetadata? meta) op) {
+      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
         var order = op.order;
         double p = order.price();
         foreach (var o in lineage(order.ParentKey)) {
@@ -362,34 +384,41 @@ namespace mbts.spark {
         }
      }

-      public async void send_order((double price, Side? side, bool size_from_alternate) args) {
+      public void send_order((double price, Side? side, MouseButton buton) args) {
+         if (args.buton == MouseButton.Middle) return;
+         var size_from_alternate = args.buton == MouseButton.Right;
         if (order_properties_vm == null)
            return;
         var s = _settings_manager.current_settings();
-         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (args.size_from_alternate && s.alternate_order_size == 0))
+         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && s.alternate_order_size == 0)) {
            return;
-         else if (!args.size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
-            size_calculator.flash_error();
-         } else {
-            var order = order_properties_vm.create(args.side.Value);
-            if (order.CustomDef != null) {
-               if (order.CustomDef.Stop != null) {
-                  order.CustomDef.Stop.StopPrice = args.price;
-               } else if (order.CustomDef.StopLimit != null) {
-                  // swap the prices here so that the level clicked
-                  // in the ladder is the StopPrice (trigger) and the Price
-                  // is what was specificed in the extra parameter box
-                  double temp_price = order.CustomDef.StopLimit.StopPrice;
-                  order.CustomDef.StopLimit.StopPrice = args.price;
-                  args.price = temp_price;
-               }
-            }
-               
-            uint size = args.size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value.Value);
-            await _model.order_gateway.send_order(order, args.price, size);
-            if (auto_clear)
-               size_calculator.value = 0;
         }
+         if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
+            size_calculator.flash_error();
+         }
+         else {
+            uint size = size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+            send_order_async(args.side.Value, size, args.price).ignore();
+         }
+      }
+
+      public async Task send_order_async(Side side, uint size, double price) {
+         var order = order_properties_vm.create(side);
+         if (order.CustomDef != null) {
+            if (order.CustomDef.Stop != null) {
+               order.CustomDef.Stop.StopPrice = price;
+            } else if (order.CustomDef.StopLimit != null) {
+               // swap the prices here so that the level clicked
+               // in the ladder is the StopPrice (trigger) and the Price
+               // is what was specificed in the extra parameter box
+               double temp_price = order.CustomDef.StopLimit.StopPrice;
+               order.CustomDef.StopLimit.StopPrice = price;
+               price = temp_price;
+            }
+         }
+         await _model.order_gateway.send_order(order, price, size);
+         if (auto_clear)
+            size_calculator.value = 0;
      }

      void _update_header() {
@@ -413,12 +442,13 @@ namespace mbts.spark {

      }

-      void _show_book() =>
-        _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.orderbook.OrderBookStartupData {
-           filters = new bts.shell.orderbook.FilterStates {
-              security_criteria = new SecurityCriteria(security)
-           }
-        });
+      void _show_book() {
+         var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+         ob_settings.filters = new bts.shell.orderbook.FilterStates {
+            security_criteria = new SecurityCriteria(security)
+         };
+         _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+      }

      void _show_ticket() {
         if (order_properties_vm != null)
@@ -8,6 +8,7 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.extensions;
 using mbts.ui.spark;
+using mbts.ui.spark.algo;
 using mbts.ui.utility.text;
 using mbts.utils;
 using System;
@@ -17,8 +18,10 @@ using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Input;
 using System.Windows.Media;
 using System.Windows.Media.Animation;
@@ -56,13 +59,18 @@ namespace mbts.spark {
      LadderTactileAdorner _tactile_adorner;
      ulong _prices_updated;
      NativePriceSize[] _bids = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH], _asks = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH];
-      bool _price_dirty = false;
+      bool _price_dirty = false, _piq_dirty = false;
      double[] _price_list = null;
      IComparer<double> _price_comparer;
      double _last_origin_price;
      MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
      Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
+      int _old_tooltip_row = int.MaxValue;
+      double _old_last_trade_price = 0.0;
+      bool _tooltips_are_hooked_up = false;
+      ToolTip tooltip_view = new ToolTip();
+      IDisposable _parameterized_order_popup;

      public LadderGridHost() {
         AllowDrop = true;
@@ -257,11 +265,15 @@ namespace mbts.spark {
            case NotifyCollectionChangedAction.Add:
               foreach (LadderOrderVM item in e.NewItems) {
                  _ordershost.add_order(item);
+                  item.piq_changed += _set_piq_dirty;
+                  _set_piq_dirty();
               }
               break;
            case NotifyCollectionChangedAction.Remove:
               foreach (LadderOrderVM item in e.OldItems) {
                  _ordershost.remove_order(item);
+                  item.piq_changed -= _set_piq_dirty;
+                  _set_piq_dirty();
               }
               break;
            case NotifyCollectionChangedAction.Reset:
@@ -272,6 +284,9 @@ namespace mbts.spark {
               throw new NotImplementedException();
         }
      }
+
+      void _set_piq_dirty() { _piq_dirty = true; }
+
      #endregion

      Column[] columns { get; set; } = new Column[0];
@@ -309,27 +324,141 @@ namespace mbts.spark {
      }

      protected override async void OnMouseDown(MouseButtonEventArgs e) {
+         if (_settings == null || e.Handled)
+            return;
         Keyboard.ClearFocus();
         Focus();
         var point = e.GetPosition(this);
         var column = _column_for_point(point);
-         if (column.column_type == ColumnType.Price && e.ChangedButton == MouseButton.Middle)
-            _scroll_to_center();
-         else if (_settings != null) {
-            var price = price_for_point(point);
-            Side? bs = null;
-            if (column.column_type == ColumnType.Bid) bs = Side.Buy;
-            if (column.column_type == ColumnType.Ask) bs = Side.Sell;
-            var pbs = (price, bs, e.ChangedButton == MouseButton.Right);
-            if (Command != null && Command.CanExecute(pbs)) {
-               if (bs.HasValue) {
-                  using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
-                     await Command.ExecuteAsync(pbs);
-               } else
-                  Command.Execute(pbs);
+         var price = price_for_point(point);
+         Side? bs = null;
+         if (column.column_type == ColumnType.Bid) bs = Side.Buy;
+         if (column.column_type == ColumnType.Ask) bs = Side.Sell;
+         if (e.ChangedButton == MouseButton.Middle) {
+            if (bs.HasValue) {
+               _send_parameterized_order(point, bs.Value);
+            } else if (column.column_type == ColumnType.Price) {
+               if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown (Key.RightShift) ||
+                   Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
+                  show_mbo_popup(point).ignore();
+               } else {
+                  _scroll_to_center();
+               }
            }
         }
-         base.OnMouseDown(e);
+         var pbs = (price, bs, e.ChangedButton);
+         if (Command is ICommand cmd && cmd.CanExecute(pbs)) {
+            if (bs.HasValue) {
+               using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
+                  await cmd.ExecuteAsync(pbs);
+            } else {
+               cmd.Execute(pbs);
+            }
+         }
+      }
+
+      void _send_parameterized_order(Point point, Side side) {
+         Disposable.dispose(ref _parameterized_order_popup);
+         if (side == Side.Undefined)
+            throw new ArgumentException("Side is undefined.", nameof(side));
+         if (!(_vm.size_calculator.value is uint size) || size == 0 || !(_vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? false))
+            return;
+         double price = _price_for_row(_row_for_point(point));
+         var grid = new Grid { DataContext = _vm };
+         grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
+         grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
+         var close_cmd = new DelegateCommand(() => Disposable.dispose(ref _parameterized_order_popup));
+         var send_order_cmd = new DelegateCommand(send_order);
+         LadderColumnSettings lcs = side == Side.Buy ? _settings.bid_column : _settings.ask_column;
+         grid.Children.Add(new AlgoParamsView { DataContext = _vm });
+         // dialog skirt
+         var dialog_skirt = new DialogSkirt {
+            RightItems = new[] {
+               new Button {
+                  Background = lcs.background.rgb_brush(),
+                  Command = send_order_cmd,
+                  Content = $"{side} @ {security.spec_or_default().format(price)}",
+                  Foreground = lcs.foreground.rgb_brush(),
+                  Margin = new Thickness(4, 0, 4, 0),
+                  Height = 22
+               },
+               new Button {
+                  Content = "Cancel",
+                  Command = close_cmd,
+                  Margin = new Thickness(4, 0, 4, 0),
+                  Height = 22
+               }
+            }
+         };
+         Grid.SetRow(dialog_skirt, 1);
+         grid.Children.Add(dialog_skirt);
+         // root
+         var root = new Border {
+            Background = BTSColors.common_background_brush,
+            BorderBrush = Brushes.DarkGray,
+            BorderThickness = new Thickness(1),
+            Child = grid
+         };
+         // popup
+         var popup = new Popup {
+            Child = root,
+            PlacementTarget = this,
+            PlacementRectangle = new Rect(point, point),
+            StaysOpen = false
+         };
+         popup.Closed += on_closed;
+         root.Loaded += (s, e) => {
+            if (_parameterized_order_popup == null)
+               _parameterized_order_popup = Disposable.Create(() => popup.IsOpen = false);
+         };
+         popup.PreviewMouseDown += (s, e) => {
+            if (e.ChangedButton == MouseButton.Middle) {
+               e.Handled = true;
+               Disposable.dispose(ref _parameterized_order_popup);
+            }
+         };
+         popup.IsOpen = true;
+         // local methods
+         void send_order() {
+            // Double check that size hasn't changed (if it has, do NOT send anything).
+            // While this should be impossible, sending an order with an unexpected size is dangerous enough to warrant redunant checks.
+            if (_vm.size_calculator.value == size) {
+               _vm.send_order_async(side, size, price).ignore();
+            } else {
+               Log.Ui.warn($"Parameterized algo popup '{side}' order was deliberately ignored by the ui: the 'quantity' box value changed during the lifetime of the popup (was {size} when the popup was first opened; currently is {_vm.size_calculator.value}).");
+            }
+            Disposable.dispose(ref _parameterized_order_popup);
+         }
+         void on_closed(object sender, EventArgs e) =>
+            _vm.order_properties_vm.algo_param_rows.revert_all();
+      }
+
+      private async Task show_mbo_popup(Point point) {
+         var query = MBOPopupModel.default_query.with(
+            security_id: _vm.model.security.Id,
+            price_level: price_for_point(point)
+         );
+         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
+         // Load the first set of orders so we know if there are any before showing the popup
+         var result = await model.load_orders();
+         if (result.success && result.value.orders.Count > 0) {
+            var view = new MBOPopupView(model, result.value);
+            var popup = new AutoClosePopup {
+               PlacementTarget = this,
+               PlacementRectangle = new Rect(point, point),
+               IsOpen = true,
+               Child = new Border {
+                  BorderBrush = Brushes.Black,
+                  BorderThickness = new Thickness(0.5),
+                  Child = new ScrollViewer {
+                     VerticalScrollBarVisibility = ScrollBarVisibility.Hidden,
+                     HorizontalScrollBarVisibility = ScrollBarVisibility.Disabled,
+                     Content = view,
+                  }
+               }
+            };
+            view.RequestClose += (o, _) => popup.IsOpen = false;
+         }
      }

      protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
@@ -368,6 +497,18 @@ namespace mbts.spark {
      uint? _ask_size_from_row(int row) =>
         _size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);

+      uint _volume_from_row(int row) {
+         if (_price_list != null) {
+            var price = _price_list[row];
+            var vapls = _volume_container.read_new_value();
+            if (vapls != null) {
+               return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
+            } 
+         }
+         return 0u;
+      }
+
+
      int _row_for_price(double price) => LadderRender.index_of(_price_list, price, _price_comparer);
      #endregion

@@ -485,6 +626,7 @@ namespace mbts.spark {
            _prices_updated = 0;
            _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
            _price_dirty = true;
+            _piq_dirty = true;
            _vm.on_tick += _tick;
            _settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
            _volume_sub = _vm.model.order_gateway.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
@@ -492,6 +634,70 @@ namespace mbts.spark {
         }
      }

+      #region tooltip handling
+      void _toggle_tooltips() {
+         if (_tooltips_are_hooked_up && !_settings.volume_column.show_ltq) {
+            this.MouseMove -= _mouse_move_handler;
+            _tooltips_are_hooked_up = false;
+            _hide_tool_tip();
+            // somehow even after hiding an unhooking the event handler, after toggling the setting off and 
+            // then hovering over the Volume column, the tooltip will still display, so we explicitly set it
+            // to null here.
+            this.ToolTip = null;
+         }
+
+         if (_settings.volume_column.show_ltq && !_tooltips_are_hooked_up) {
+            this.MouseMove += _mouse_move_handler;
+            _tooltips_are_hooked_up = true;
+         }
+      }
+
+      void _mouse_move_handler(object sender, MouseEventArgs e) {
+         var pt = e.GetPosition(this);
+         if (_column_for_point(pt)?.column_type == ColumnType.Volume) {
+            var row = _row_for_point(pt);
+            // mark dirty so that we'll always get a value on our read
+            _volume_container.mark_dirty();
+            var volume = _volume_from_row(row);
+            if (volume > uint.MinValue && row != _old_tooltip_row) {
+               if (tooltip_view.IsOpen) {
+                  _old_tooltip_row = row;
+                  // we've changed rows, so hide the old tooltip
+                  //System.Diagnostics.Debug.WriteLine("   Tooltip - Previous tooltip is visible, but we've changed rows");
+                  _hide_tool_tip();
+               }
+
+               tooltip_view.Content = $"{volume}";
+               tooltip_view.IsOpen = true;
+               this.ToolTip = tooltip_view;
+            } else {
+               // got 0 volume or we're over the same row
+               if (volume == uint.MinValue) {
+                  // The latest volume query resulted in a 0 volume
+                  // Perhaps we read it too quickly, or perhaps we are on a row where there is no volume
+                  // At any rate, we need this part hiding the tooltip so that we don't leave random tooltips around
+                  // and we have to reset to old row so that when we go back to what could be our preivous row, the tooltip gets drawn again
+                  //System.Diagnostics.Debug.WriteLine("   Tooltip - Volume is 0");
+                  _hide_tool_tip();
+                  //_old_tooltip_row = Int32.MaxValue;
+               }
+            }
+         } else {
+            //System.Diagnostics.Debug.WriteLine("   Tooltip - not over Volume column");
+            _hide_tool_tip();
+         }
+      }
+      void _hide_tool_tip() {
+         // I am leaving this here for posterity
+         // Apparently even when setting IsOpen to false first and then setting Content to null afterward,
+         // the tooltip will *still* display as empty for a brief moment, which looks odd. So, we just hide it now.
+         tooltip_view.IsOpen = false;
+         //tooltip_view.Content = null;
+      }
+
+      #endregion
+
+
      void _on_vm_disposed(bool obj) =>
         _dispose_resources();

@@ -580,8 +786,10 @@ namespace mbts.spark {
               if (depth_changed)
                  _refresh_sizes();
            }
-            // TODO - detect changes in PIQ to selectively redraw
-            _refresh_piq();
+            if (_piq_dirty) {
+               _refresh_piq();
+               _piq_dirty = false;
+            }
            _refresh_volume_at_price();
            _last_origin_price = _mkt_break_lines.origin;
            _price_dirty = false;
@@ -622,8 +830,7 @@ namespace mbts.spark {
         if (!_settings.piq_column.show)
            return;
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         var piq_list = _vm.price_vs_piq;
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, piq_list.ToArray(), _settings.row_height, security.ContractSpec, _settings.piq_column);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column);
      }

      void _refresh_sizes() {
@@ -642,7 +849,18 @@ namespace mbts.spark {
         var vapls = _volume_container.read_new_value();
         if (vapls != null) {
            Log.assert_d(_price_list != null);
-            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column);
+            var ltp = _last_trade.price;
+            var last_index = LadderRender.index_of(_price_list, ltp, _price_comparer);
+            string direction_arrow = string.Empty;
+            if (MathUtils.epsilon_equals(ltp, _old_last_trade_price)) {
+               // do nothing if in here b/c direction_arrow already string.empty
+            } else if (ltp > _old_last_trade_price) {
+               direction_arrow = "▲";
+            } else {
+               direction_arrow = "▼";
+            }
+            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _last_trade, direction_arrow);
+            _old_last_trade_price = ltp;
         }
      }

@@ -825,6 +1043,7 @@ namespace mbts.spark {
                     case ColumnType.PIQ: SetCurrentValue(PIQColumnWidthProperty, col.settings.width); break;
                     case ColumnType.Volume:
                        SetCurrentValue(VolumeColumnWidthProperty, col.settings.width);
+                        _toggle_tooltips();
                        _volume_container.mark_dirty();
                        break;
                  }
@@ -72,8 +72,7 @@ namespace mbts.spark {
                  panel.Children.Remove(item);
               }
            }
-         } //else
-            //Log.Ui.warn($"Failed to remove order ({order.id}): order not in {nameof(LadderOrdersHost)}'s {nameof(_orders)}.");
+         }
      }

      public void clear_orders() {
@@ -192,11 +191,8 @@ namespace mbts.spark {
               Margin = Badge.DefaultMargin,
               Orientation = Orientation.Horizontal,
               MaxWidth = _col_width
-               //MaxHeight = _row_height,
-               //ClipToBounds = true
            };

-            //var view_box = new Viewbox { Child = panel, Width = _col_width, Height = _row_height };
            _position_panel(panel, price);
            _stacks[price] = new PriceCellComponents(panel);
            Children.Add(panel);
@@ -194,7 +194,10 @@ namespace mbts.spark {
        IEnumerable<VolumeAtPriceLevelImmutable> data,
        double row_height,
        ContractSpecificationImmutable spec,
-        VolumeColumnSettings settings
+        VolumeColumnSettings settings,
+        int last_index,
+        NativePriceSize last_trade, 
+        string direction_arrow
        ) {
         if (!data.Any()) {
            _clear_visual(dv);
@@ -217,28 +220,47 @@ namespace mbts.spark {
            _clear_visual(dv);
            return;
         }
-         double max = data.Max(v => v.Volume);
+         // inflate the max so that the graph never fills the available space
+         double max = data.Max(v => v.Volume) * 1.1;
         Brush text_brush = settings.general.foreground.rgb_brush();
         _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
         /// local methods
         void render_cell(DrawingContext dc, int r, VolumeAtPriceLevelImmutable vap) {
            double y = row_height * r;
+            var last_trade_here = r == last_index;
+
            // render the total first; each component (buy/sell/passive) will be rendered on top of the total
            if (total_brush != null) {
+               // if we have to change the brush to indicate this is the last, save brush, draw, then restore brush
+               var temp = total_brush;
+               if (settings.show_ltq && last_trade_here) {
+                  total_brush = BTSColors.yellow_brush;
+               }
               render_bar(dc, 0, y, vap.Volume, total_brush, out double _);
+               total_brush = temp;
            }
            List<string> numbers_text = new List<string>();
            double x_bar = 0;
            foreach ((var get_volume, Brush bars, bool show_numbers) in components) {
               uint v = get_volume(vap);
-               render_bar(dc, x_bar, y, v, bars, out double width);
+               double width;
+               if (settings.show_ltq && last_trade_here) {
+                  render_bar(dc, x_bar, y, v, BTSColors.yellow_brush, out width);
+               } else {
+                  render_bar(dc, x_bar, y, v, bars, out width);
+               }
               x_bar += width;
               if (show_numbers)
                  numbers_text.Add(v.ToString());
            }
+
            if (settings.total.show_numbers) {
               numbers_text.Add(vap.Volume.ToString());
            }
+            if (settings.show_ltq && last_trade_here) {
+               numbers_text.Clear();
+               numbers_text.Add($"{direction_arrow} {last_trade.size} ");
+            }
            if (numbers_text.Count > 0) {
               string str = string.Join("/", numbers_text);
               GlyphRun gr = glyph_context.get_glyph_run(str, settings.general.font_size, settings.general.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, y, true);
@@ -253,7 +275,9 @@ namespace mbts.spark {
            }
            double pct = v / max;
            width = pct * settings.general.width;
-            dc.DrawRectangle(brush, null, new Rect(x, y, width, row_height - 1));
+            // 4 seems like a good number to move the y pos down by and similarly
+            // to shorten the total y coponent by (-4 for the shift of +4, and another -4 to give it some space);
+            dc.DrawRectangle(brush, null, new Rect(x, y + 4, width, row_height - 2 * 4));
         }
      }

@@ -288,22 +312,22 @@ namespace mbts.spark {
      }

      // this is basically a copy of redner_sizes up above
-      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, (double price, uint piq)[] piqs, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
+      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
         using (var dc = dv.RenderOpen()) {
            using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
-               if (!prices.within_range(origin_index) || piqs.is_null_or_empty())
+               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
                  return;
               var foreground = settings.foreground.rgb_brush();
               int curr_index = origin_index;
               double curr_price = prices[curr_index];
-               for (int i = 0; i < piqs.Length; i++) {
-                  double price = piqs[i].price;
+               foreach (var entry in pvp) {
+                  double price = entry.price;
                  // prices are in descending order, so get diff from curr_price - price
                  int tick_diff = spec.tickdiff_unchecked(curr_price, price);
                  curr_index += tick_diff;
                  curr_price = price;
                  if (curr_index >= 0 && curr_index < prices.Length) {
-                     var gr = format_text(piqs[i].piq.ToString(), curr_index, row_height, settings, glyph_context);
+                     var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
                     dc.DrawGlyphRun(foreground, gr);
                  } else break;
               }
@@ -13,6 +13,7 @@
  TextElement.FontSize="{x:Static u:FontSizes.Small}"
 >
  <UserControl.Resources>
+    <cv:BooleanToVisibilityConverter x:Key="NetChangeGroupBoxIsVisibleVisibilityConverter" VisibilityForTrue="Hidden" VisibilityForFalse="Visible"/>
    <sys:Double x:Key="HorizontalPush">4</sys:Double>
    <sys:Double x:Key="HorizontalSplit">8</sys:Double>
    <sys:Double x:Key="IndentChild">24</sys:Double>
@@ -141,8 +142,8 @@
          <Setter Property="VerticalContentAlignment" Value="Top"/>
        </Style>
      </TabControl.ItemContainerStyle>
-      <!-- Fonts and Colors Tab -->
-      <TabItem Header="Fonts and Colors" VerticalAlignment="Stretch">
+      <!-- Column Settings Tab -->
+      <TabItem Header="Column Settings" VerticalAlignment="Stretch">
        <Grid>
          <Grid.RowDefinitions>
            <RowDefinition Height="27"/>
@@ -382,7 +383,8 @@
            FontStyle="Italic"
            Foreground="{Binding can_choose_alternate_implied_format, Converter={StaticResource IsEnabledForegroundConverter}}"
          />
-          <GroupBox Grid.Row="3" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="0,10,0,0" Grid.ColumnSpan="3">
+          <GroupBox Grid.Row="3" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="0,10,0,0" Grid.ColumnSpan="3"
+              Visibility="{Binding DataContext.is_synthetic, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}, Converter={StaticResource NetChangeGroupBoxIsVisibleVisibilityConverter}}">
            <GroupBox.Header>
              <CheckBox 
                x:Name="show_name_change_chk" 
@@ -478,6 +480,7 @@
            <RowDefinition Height="Auto"/>
            <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
            <RowDefinition Height="*"/>
+            <RowDefinition Height="*"/>
          </Grid.RowDefinitions>
          <Grid x:Name="volume_headers" TextElement.Foreground="{u:BTSColor header_text}" Background="{u:BTSColor header}" Margin="8,0">
            <Grid.ColumnDefinitions>
@@ -586,6 +589,22 @@
              </TextBlock.Style>
            </TextBlock>
          </WrapPanel>
+          <StackPanel Grid.Row="4" Margin="8,0" VerticalAlignment="Top">
+            <Grid>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto" />
+              </Grid.ColumnDefinitions>
+              <Border Margin="0,5,5,0">
+                <CheckBox Content="Show Last on Volume Column" FlowDirection="RightToLeft" DataContext="{Binding volume}" IsChecked="{Binding show_last_trade}">
+                  <CheckBox.Resources>
+                    <Style TargetType="{x:Type Path}">
+                      <Setter Property="FlowDirection" Value="LeftToRight" />
+                    </Style>
+                  </CheckBox.Resources>
+                </CheckBox>
+              </Border>
+            </Grid>
+          </StackPanel>
        </Grid>
      </TabItem>
      <!-- Size Presets Tab-->
@@ -149,11 +149,33 @@ namespace mbts.spark {
         }

         void _host_PreviewMouseDown(object sender, MouseButtonEventArgs e) {
+            // When middle click over bid or ask columns:
+            //   Non-parameterizalbe order: change cursor to No indicating sending an order is not possible
+            //   Parameterizable order:  if qty is null/0, flash and No cursor
+            var pos = e.GetPosition(_host);
+            var column_type = _host._column_for_point(pos).column_type;
+            var selected_algo_can_expand = _host._vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? true;
+            if (e.MiddleButton == MouseButtonState.Pressed &&
+               (column_type == LadderGridHost.ColumnType.Bid || column_type == LadderGridHost.ColumnType.Ask)) {
+               if (!selected_algo_can_expand) {
+                  _host.Cursor = Cursors.No;
+               }
+               if (selected_algo_can_expand && (_host._vm.size_calculator.value ?? 0) == 0) {
+                  _host._vm.size_calculator.flash_error();
+                  _host.Cursor = Cursors.No;
+               }
+            }
+
            _is_mouse_down = true;
            InvalidateVisual();
         }

          void _host_MouseUp(object sender, MouseButtonEventArgs e) {
+            // This will reset the cursor appropriately if the middle mouse button
+            // has been pressed while over the bid or ask columns
+            var point = e.GetPosition(_host);
+            _set_current_row_and_column(point);
+
            _is_mouse_down = false;
            _is_mouse_dragging = false;
            InvalidateVisual();
@@ -19,6 +19,7 @@
    <ResourceDictionary>
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/view/Controls/Order/OrderDetailsPopupControl.xaml"/>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoParamsView.xaml"/>
        <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateFavoriteButtonsView.xaml"/>
      </ResourceDictionary.MergedDictionaries>
      <converters:BooleanToVisibilityConverter x:Key="BoolToInVisibility" VisibilityForTrue="Collapsed" VisibilityForFalse="Visible" />
@@ -31,7 +32,6 @@
        </converters:BooleanToObjectConverter.ValueForFalse>
      </converters:BooleanToObjectConverter>
      <converters:EnumCharacterCasingConverter x:Key="casing_converter"/>
-      <converters:DoubleTextConverter x:Key="PositionTextConverter" Format="0" NaNText="-"/>
      <converters:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel" />
      <converters:ResponsiveTextConverter x:Key="DayTextConverter" LongText="Day:" ShortText="D:" Threshold="99" />
      <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
@@ -455,13 +455,33 @@
            <Button
              Margin="2"
              Command="{Binding position_click_command}"
-              Content="{Binding position, Converter={StaticResource PositionTextConverter}}"
+              Content="{Binding position_display_text}"
              FontWeight="Bold"
              Foreground="{Binding position, Converter={StaticResource NumericSignBrushConverter}}"
-              Visibility="{Binding show_account_position, Converter={StaticResource BooleanToVisibilityConverter}}"
            >
+              <Button.Visibility>
+                <MultiBinding>
+                  <MultiBinding.Converter>
+                    <converters:MultiValueConverterPipe>
+                      <converters:BooleanOrConverter/>
+                      <converters:BooleanToVisibilityConverter/>
+                    </converters:MultiValueConverterPipe>
+                  </MultiBinding.Converter>
+                  <Binding Path="show_day_position"/>
+                  <Binding Path="show_account_position"/>
+                </MultiBinding>
+              </Button.Visibility>
              <Button.ToolTip>
-                <TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
+                <!--<TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>-->
+                <TextBlock TextAlignment="Center">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
+                      <Binding Path="order_properties_vm.selected_account"/>
+                      <Binding Path="show_day_position"/>
+                      <Binding Path="show_account_position"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
              </Button.ToolTip>
            </Button>
            <!-- Qty textbox -->
@@ -1,4 +1,7 @@
-using bts.collections;
+using bts;
+using bts.collections;
+using bts.utils;
+using mbts.ui.converters;
 using mbts.utils;
 using System.Linq;
 using System.Windows;
@@ -8,6 +11,35 @@ using System.Windows.Input;

 namespace mbts.spark {
   partial class LadderView : UserControl {
+      public static IMultiValueConverter PositionToolTipConverter =
+         ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
+            const string day_pos_text = "day", total_pos_text = "total";
+            if (!account.HasValue)
+               return string.Empty;
+            var sb = new StringBuilderEx(account.Value.name);
+            string primary_pos;
+            if (show_day_pos) {
+               primary_pos = day_pos_text;
+               if (show_total_pos) {
+                  sb.Add(" '", primary_pos, " ");
+                  sb.Add("(", total_pos_text, ")' ");
+               } else {
+                  sb.Add(" ", primary_pos, " ");
+               }
+            } else if (show_total_pos) {
+               primary_pos = total_pos_text;
+               sb.Add(" ", primary_pos, " ");
+            } else {
+               // unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
+               return string.Empty;
+            }
+            sb.Add("position\n(click to copy ");
+            if (show_day_pos && show_total_pos)
+               sb.Add(primary_pos, " position ");
+            sb.Add("to size)");
+            return sb.ToString();
+         });
+
      readonly double _max_zoom, _min_zoom;

      internal LadderView(LadderVM vm) {
@@ -0,0 +1,149 @@
+using bts.api;
+using bts.api.position;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Reactive.Linq;
+using System.Reflection;
+using System.Runtime.CompilerServices;
+
+namespace bts.shell.manual_fills {
+   class ManualFillRow : DisposableViewModelBase, IEquatable<ManualFillRow> {
+      public const int _uncommitted_record_id = -1;
+      static readonly PropertyInfo[] _snapshot_props =
+         Array.ConvertAll(new[] {
+               nameof(security),
+               nameof(account),
+               nameof(user),
+               nameof(side),
+               nameof(size),
+               nameof(price)
+         }, typeof(ManualFillRow).GetProperty);
+      readonly Property<bool> _is_dirty;
+      readonly Property<EditableItemState> _editable_item_state;
+      readonly DelegateProperty<bool> _is_valid;
+      SecurityImmutable? _security;
+      AccountTuple? _account;
+      UserTuple? _user;
+      Side _side;
+      uint _size;
+      double _price;
+      bool _is_selected;
+      ManualFillData? _data;
+      IDisposable _committed_snapshot;
+
+      public ManualFillRow(ManualFillData data) {
+         _data = data;
+         key = data.key;
+         _security = data.value.security;
+         _account = data.value.account;
+         _user = data.value.user;
+         _side = data.value.manual_fill.Side;
+         _size = data.value.manual_fill.Quantity;
+         _price = data.value.manual_fill.Price;
+         if (placeholder_key.HasValue) {
+            _is_dirty = backing(nameof(is_dirty), false);
+            _editable_item_state = backing(nameof(editable_item_state), EditableItemState.Uncommitted);
+            _committed_snapshot = ObjectSnapshot.create(this, _snapshot_props);
+         } else {
+            _is_dirty = backing(nameof(is_dirty), ObjectSnapshot.dirty_monitor(this, out _committed_snapshot, _snapshot_props));
+            _editable_item_state = backing(nameof(editable_item_state), _is_dirty, ch => ch.newval ? EditableItemState.Modified : EditableItemState.None);
+         }
+         _is_valid = backing(nameof(is_valid), () => _validate(this));
+      }
+
+      public event Action<bool> is_selected_changed;
+      // key/id
+      public ManualFillKey key { get; }
+      public long? placeholder_key => key.unpersisted;
+      public int record_id => key.persisted ?? _uncommitted_record_id;
+      public string record_id_display_text => key.persisted?.ToString();
+      // security/spec
+      public SecurityImmutable? security {
+         get => _security;
+         set {
+            if (_set(ref _security, value))
+               RaisePropertyChanged(nameof(spec));
+         }
+      }
+      public ContractSpecificationImmutable? spec => security.spec_or_default();
+      // account/user
+      public AccountTuple? account { get => _account; set => _set(ref _account, value); }
+      public UserTuple? user { get => _user; set => _set(ref _user, value); }
+      // side/size/price
+      public Side side { get => _side; set => _set(ref _side, value); }
+      public uint size { get => _size; set => _set(ref _size, value); }
+      public double price { get => _price; set => _set(ref _price, value); }
+      // is selected
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (_set(ref _is_selected, value))
+               is_selected_changed?.Invoke(value);
+         }
+      }
+      // dirty/valid/editable-state
+      public bool is_dirty => _is_dirty.Value;
+      public bool is_valid => _is_valid.Value;
+      public EditableItemState editable_item_state => _editable_item_state.Value;
+
+      public ManualFillData data => _data ??
+         (_data = new ManualFillData(key, new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user))).Value;
+
+      public void revert() =>
+         _committed_snapshot.Dispose();
+
+      public IObservable<bool> subscribe_is_dirty() =>
+         _is_dirty.observe_current(true);
+
+      public IObservable<bool> subscribe_is_selected() =>
+         Observable.Create<bool>(o => {
+            o.OnNext(is_selected);
+            is_selected_changed += o.OnNext;
+            return Disposable.Create(() => is_selected_changed -= o.OnNext);
+         });
+
+      public ManualFill to_man_fill() =>
+         new ManualFill {
+            RecordId = record_id,
+            AccountId = account?.id ?? 0,
+            AccountName = account?.name ?? string.Empty,
+            UserId = user?.id ?? 0,
+            Price = price,
+            Side = side,
+            Quantity = size,
+            SecurityKey = security?.Id ?? 0
+         };
+
+      public ManualFillTuple to_tuple() =>
+         new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user);
+
+      public bool Equals(ManualFillRow other) =>
+         data == other?.data;
+
+      public override bool Equals(object obj) => Equals(obj as ManualFillRow);
+      public override int GetHashCode() => record_id;
+
+      static bool _validate(ManualFillRow row) =>
+         row.security.HasValue &&
+         row.account.HasValue &&
+         row.user.HasValue &&
+         row.side != Side.Undefined &&
+         !double.IsNaN(row._price);
+
+      bool _set<T>(ref T backing, T value, [CallerMemberName] string prop_name = "") =>
+         _set(ref backing, value, EqualityComparer<T>.Default, prop_name);
+
+      bool _set<T>(ref T backing, T value, IEqualityComparer<T> comparer, [CallerMemberName] string prop_name = "") {
+         if (Set(ref backing, value, comparer, prop_name)) {
+            _is_valid.refresh();
+            _data = null;
+            return true;
+         }
+         return false;
+      }
+   }
+}
@@ -0,0 +1,84 @@
+<UserControl
+  x:Class="mbts.ui.spark.ManualFillRowEditor"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  FocusVisualStyle="{x:Null}"
+>
+  <UserControl.Resources>
+    <sys:Double x:Key="HorizontalPush">4</sys:Double>
+    <sys:Double x:Key="VerticalPush3">8</sys:Double>
+    <Style x:Key="HeaderText" TargetType="TextBlock">
+      <Setter Property="HorizontalAlignment" Value="Center"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
+      <Setter Property="Margin" Value="4"/>
+    </Style>
+  </UserControl.Resources>
+  <Grid>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="*"/>
+      <RowDefinition Height="Auto"/>
+    </Grid.RowDefinitions>
+    <Grid Margin="6">
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+      </Grid.ColumnDefinitions>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
+        <RowDefinition Height="*"/>
+      </Grid.RowDefinitions>
+      <Rectangle Grid.ColumnSpan="11" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
+      <TextBlock Grid.Column="0" Text="Security" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="2" Text="Account" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="4" Text="User" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="6" Text="Side" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="8" Text="Qty" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="10" Text="Price" Style="{StaticResource HeaderText}"/>
+
+      <c:ContractPickerPopup
+        Grid.Row="2"
+        HorizontalAlignment="Stretch"
+        VerticalAlignment="Stretch"
+        CloseOnCancel="True"
+        CloseOnOK="True"
+        Header="{Binding security}"
+        IsEditMode="False"
+        IsLazy="True"
+        SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
+        SelectedSecurity="{Binding security}"
+        ShowDialogSkirt="True"
+      />
+      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
+      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
+      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
+      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
+      <usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
+    </Grid>
+    <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
+      <c:DialogSkirt.RightItems>
+        <x:Array Type="{x:Type Button}">
+          <Button Content="OK" Command="{x:Static usp:ManualFillRowEditor.CommitCommand}" CommandParameter="{Binding}" IsDefault="True"/>
+          <Button Content="Cancel" Command="{x:Static usp:ManualFillRowEditor.CancelCommand}" IsCancel="True"/>
+        </x:Array>
+      </c:DialogSkirt.RightItems>
+    </c:DialogSkirt>
+  </Grid>
+</UserControl>
@@ -0,0 +1,22 @@
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillRowEditor.xaml
+   /// </summary>
+   partial class ManualFillRowEditor : UserControl {
+      public const string
+         SecuritiesKey = nameof(SecuritiesKey),
+         AccountsKey = nameof(AccountsKey),
+         UsersKey = nameof(UsersKey),
+         SidesKey = nameof(SidesKey);
+
+      public static readonly RoutedCommand
+         CommitCommand = new RoutedCommand(),
+         CancelCommand = new RoutedCommand();
+
+      public ManualFillRowEditor() =>
+         InitializeComponent();
+   }
+}
@@ -0,0 +1,39 @@
+<Window
+  x:Class="mbts.ui.spark.ManualFillsImportConflictsDialog"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  u:WindowStyle.AllowResize="True"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  u:WindowStyle.TitleContent="Import Fills Conflicts"
+  Style="{StaticResource BTSDialogTitleTemplate}"
+>
+  <u:WindowStyle.TitleContentTemplate>
+    <DataTemplate>
+      <StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
+        <Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
+        <TextBlock Margin="4,0,0,0" Text="{Binding}"/>
+      </StackPanel>
+    </DataTemplate>
+  </u:WindowStyle.TitleContentTemplate>
+  <Window.Content>
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="*"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <usp:ManualFillsImportConflictsView Margin="12,10,12,8"/>
+      <c:DialogSkirt Grid.Row="1">
+        <c:DialogSkirt.RightItems>
+          <x:Array Type="{x:Type Button}">
+            <Button Command="{Binding ok_cmd}">Continue</Button>
+            <Button Command="{Binding cancel_cmd}" IsCancel="True">Cancel</Button>
+          </x:Array>
+        </c:DialogSkirt.RightItems>
+      </c:DialogSkirt>
+    </Grid>
+  </Window.Content>
+</Window>
@@ -0,0 +1,11 @@
+using System.Windows;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillsImportConflictsDialog.xaml
+   /// </summary>
+   partial class ManualFillsImportConflictsDialog : Window {
+      public ManualFillsImportConflictsDialog() =>
+         InitializeComponent();
+   }
+}
@@ -0,0 +1,106 @@
+using bts.api;
+using bts.collections;
+using mbts;
+using mbts.collections;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows.Data;
+using System.Windows.Input;
+using Component = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
+
+namespace bts.shell.manual_fills {
+   class ManualFillsImportVM : DisposableViewModelBase, IRequestViewClose {
+      readonly RefCountMap<ParsedManualFill> _conflicts = new RefCountMap<ParsedManualFill>();
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public ManualFillsImportVM(int num_fills) {
+         rows_view = CollectionViewSource.GetDefaultView(rows);
+         ok_cmd = new DelegateCommand(() => import_request?.Invoke());
+         cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
+         this.num_fills = num_fills;
+         _dispose = ObservableAutoWrapper.connect_item_hooks(rows, r =>
+            r.subscribe_has_error().Subscribe(has_error => {
+               if (has_error) {
+                  if (r.affected_fills.Count(_conflicts.increment_adds_key) == 0)
+                     return;
+               } else if (r.affected_fills.Count(_conflicts.decrement_removes_key) == 0)
+                  return;
+               RaisePropertyChanged(nameof(num_successfully_parsed_fills));
+            }));
+      }
+
+      public event Action import_request;
+      public event EventHandler RequestClose;
+
+      public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
+      public ICollectionView rows_view { get; }
+      public int num_fills { get; }
+      public int num_successfully_parsed_fills => num_fills - _conflicts.Count;
+      // misc items sources
+      public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
+      public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
+      public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            if (!ReferenceEquals(_security_map, value)) {
+               _security_map = value;
+               _resolve_securities();
+               RaisePropertyChanged();
+            }
+         }
+      }
+      // commands
+      public ICommand ok_cmd { get; }
+      public ICommand cancel_cmd { get; }
+
+      void _resolve_securities() {
+         if (_security_map == null)
+            return;
+         var reverse_lookup = ManualFillsParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
+         foreach (var r in rows) {
+            if (r.component == Component.Security && r.has_error) {
+               var id = reverse_lookup(r.text);
+               if (id != 0 && _security_map.TryGetValue(id, out var smd))
+                  r.value = smd.security;
+            }
+         }
+      }
+
+      public class Row : ViewModelBase, ITemplateSelectorKey {
+         readonly DelegateProperty<bool> _has_error;
+         object _value;
+         string _text;
+
+         public Row(Component component, string text, IReadOnlyCollection<ParsedManualFill> affected_fills, object error_value, object value) {
+            this.component = component;
+            this.text = text;
+            this.affected_fills = affected_fills;
+            _value = value;
+            _has_error = backing(nameof(has_error), () => Equals(this.value, error_value));
+         }
+
+         public Component component { get; }
+         public string text { get => _text; set => Set(ref _text, value); }
+         public IReadOnlyCollection<ParsedManualFill> affected_fills { get; }
+         public object value {
+            get => _value;
+            set {
+               if (Set(ref _value, value))
+                  _has_error.refresh();
+            }
+         }
+         public bool has_error => _has_error.Value;
+         string ITemplateSelectorKey.key => component.ToString();
+
+         public IObservable<bool> subscribe_has_error() => _has_error.observe_current(true);
+      }
+   }
+}
@@ -0,0 +1,144 @@
+<UserControl
+  x:Class="mbts.ui.spark.ManualFillsImportConflictsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  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"
+  MinWidth="400"
+>
+  <UserControl.Resources>
+    <Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+    </Style>
+    <!--Value Cell Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
+      <u:KeyedTemplateSelector.Default>
+        <DataTemplate>
+          <TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:KeyedTemplateSelector.Default>
+      <u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+    <!--Value Cell Editing Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
+      <u:TemplateSelectorKeyValue Key="{x:Static Security, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <c:ContractPickerPopup
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding value}"
+            IsEditMode="False"
+            IsLazy="True"
+            SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+            SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+            ShowDialogSkirt="True"
+          />
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Account, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static User, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Side, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Size, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <c:TickUpDownUInt Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <usp:PriceEntryControl Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+  </UserControl.Resources>
+  <!--Content-->
+  <Grid x:Name="content_root">
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto"/>
+      <RowDefinition Height="*"/>
+    </Grid.RowDefinitions>
+    <Grid.ColumnDefinitions>
+      <ColumnDefinition Width="Auto"/>
+      <ColumnDefinition Width="*"/>
+    </Grid.ColumnDefinitions>
+    <Image VerticalAlignment="Center" Margin="0,0,8,0">
+      <Image.Source>
+        <Binding Source="{x:Static MessageBoxImage.Exclamation}">
+          <Binding.Converter>
+            <cv:SystemIconConverter/>
+          </Binding.Converter>
+        </Binding>
+      </Image.Source>
+    </Image>
+    <Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
+    <TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
+      <Run Text="{Binding num_successfully_parsed_fills, Mode=OneWay}"/>
+      <Run Text="/"/>
+      <Run Text="{Binding num_fills, Mode=OneWay}"/>
+      <Run Text=" fills have been successfully converted."/>
+      <Run Text="Resolve conflicts below by selecting a value to assign each affected fill,"/>
+      <Run Text="or modify individual fills in the main window."/>
+      <LineBreak/>
+      <LineBreak/>
+      <Run Text="Click 'Continue' to proceed to the main window."/>
+    </TextBlock>
+    <DataGrid
+      x:Name="data_grid"
+      u:DataGridBehavior.SingleClickEdit="True"
+      Grid.Row="1"
+      Grid.ColumnSpan="2"
+      AutoGenerateColumns="False"
+      CanUserAddRows="False"
+      CanUserDeleteRows="False"
+      CanUserReorderColumns="False"
+      CanUserSortColumns="True"
+      HeadersVisibility="All"
+      ItemsSource="{Binding rows_view}"
+      Margin="0,8,0,0"
+      MinRowHeight="17"
+      RowHeaderWidth="22"
+    >
+      <DataGrid.CellStyle>
+        <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+          <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+        </Style>
+      </DataGrid.CellStyle>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
+          <Style.Triggers>
+            <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
+              <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
+            </DataTrigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.RowStyle>
+      <DataGrid.Columns>
+        <DataGridTextColumn Header="Component" Binding="{Binding component}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Affected Fills" Binding="{Binding affected_fills.Count}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>
@@ -0,0 +1,30 @@
+using System.Windows.Controls;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillsImportConflictsView.xaml
+   /// </summary>
+   partial class ManualFillsImportConflictsView : UserControl {
+      public ManualFillsImportConflictsView() =>
+         InitializeComponent();
+
+      public enum ManualFillComponent {
+         Security,
+         Account,
+         User,
+         Side,
+         Size,
+         Price
+      }
+
+      public static class ManualFillComponentNames {
+         public static readonly string
+            Security = ManualFillComponent.Security.ToString(),
+            Account = ManualFillComponent.Account.ToString(),
+            User = ManualFillComponent.User.ToString(),
+            Side = ManualFillComponent.Side.ToString(),
+            Size = ManualFillComponent.Size.ToString(),
+            Price = ManualFillComponent.Price.ToString();
+      }
+   }
+}
@@ -0,0 +1,107 @@
+using bts.api.core;
+using bts.api.position;
+using bts.collections;
+using mbts.spark;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+
+namespace bts.shell.manual_fills {
+   struct ManualFillKey : IEquatable<ManualFillKey>, IComparable<ManualFillKey> {
+      public readonly int? persisted;
+      public readonly long? unpersisted;
+
+      public ManualFillKey(int persisted) {
+         this.persisted = persisted;
+         unpersisted = null;
+      }
+
+      public ManualFillKey(long unpersisted) {
+         this.unpersisted = unpersisted;
+         persisted = null;
+      }
+
+      public int CompareTo(ManualFillKey other) {
+         if (persisted.HasValue) {
+            if (other.persisted.HasValue) {
+               return persisted.Value.CompareTo(other.persisted.Value);
+            } else if (other.unpersisted.HasValue) {
+               return -1;
+            } else return 1;
+         } else if (unpersisted.HasValue) {
+            return other.unpersisted.HasValue ? unpersisted.Value.CompareTo(other.unpersisted.Value) : 1;
+         } else return !other.persisted.HasValue && !other.unpersisted.HasValue ? 0 : -1;
+      }
+
+      public override string ToString() => persisted.HasValue ? persisted.Value.ToString() : unpersisted.HasValue ? unpersisted.Value.ToString() : "(N/A)";
+
+      public bool Equals(ManualFillKey other) =>
+         persisted == other.persisted &&
+         unpersisted == other.unpersisted;
+
+      public override bool Equals(object obj) =>
+         obj is ManualFillKey other && Equals(other);
+
+      public override int GetHashCode() => persisted ?? unpersisted?.GetHashCode() ?? 0;
+      public static bool operator ==(ManualFillKey a, ManualFillKey b) => a.Equals(b);
+      public static bool operator !=(ManualFillKey a, ManualFillKey b) => !a.Equals(b);
+   }
+
+   struct ManualFillData : IEquatable<ManualFillData> {
+      public static readonly Func<ManualFillData, ManualFillKey> key_fn = mfd => mfd.key;
+
+      public readonly ManualFillKey key;
+      public readonly ManualFillTuple value;
+
+      public ManualFillData(ManualFillKey key, ManualFillTuple value) {
+         this.key = key;
+         this.value = value;
+      }
+
+      public bool Equals(ManualFillData other) =>
+         key == other.key &&
+         value.Equals(other.value);
+
+      public override bool Equals(object obj) =>
+         obj is ManualFillData other && Equals(other);
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public static bool operator ==(ManualFillData a, ManualFillData b) => a.Equals(b);
+      public static bool operator !=(ManualFillData a, ManualFillData b) => !a.Equals(b);
+   }
+
+   class ManualFillsModel {
+      readonly OrdersModel _model;
+
+      public ManualFillsModel(OrdersModel model)
+         : this(model, model.on_manual_fill_tuples,
+              model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(u => u.id),
+              model.factory.subscribe_users().Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id)) { }
+
+      public ManualFillsModel(OrdersModel model, IObservable<TableUpdate<ManualFillTuple, int>> manual_fills, IObservable<TableUpdate<AccountTuple, uint>> accounts, IObservable<TableUpdate<UserTuple, uint>> users) {
+         _model = model;
+         this.manual_fills = manual_fills.SelectKeyValue(
+            mft => new ManualFillData(new ManualFillKey(mft.manual_fill.RecordId), mft),
+            ManualFillData.key_fn);
+         this.accounts = accounts;
+         this.users = users;
+      }
+
+      public IObservable<TableUpdate<ManualFillData, ManualFillKey>> manual_fills { get; }
+      public IObservable<TableUpdate<AccountTuple, uint>> accounts { get; }
+      public IObservable<TableUpdate<UserTuple, uint>> users { get; }
+
+      public async Task delete_fills(IEnumerable<ManualFill> fills) =>
+         await _model.delete_manual_fills(fills);
+
+     public async Task<bool> create_fills(IEnumerable<ManualFill> fills) =>
+         await _model.create_manual_fills(fills);
+
+      public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
+         await _model.update_manual_fills(fills);
+   }
+}
@@ -0,0 +1,162 @@
+using bts.api;
+using bts.api.position;
+using bts.collections;
+using bts.utils;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
+
+namespace bts.shell.manual_fills {
+   class ParsedManualFill {
+      public readonly Guid unpersisted_id = Guid.NewGuid();
+      public readonly ManualFill result = new ManualFill();
+
+      public (string text, bool success) security { get; set; }
+      public (string text, bool success) account { get; set; }
+      public (string text, bool success) user { get; set; }
+      public (string text, bool success) side { get; set; }
+      public (string text, bool success) quantity { get; set; }
+      public (string text, bool success) price { get; set; }
+
+      public bool Equals(ParsedManualFill other) => other != null && unpersisted_id == other.unpersisted_id;
+      public override bool Equals(object obj) => Equals(obj as ParsedManualFill);
+      public override int GetHashCode() => unpersisted_id.GetHashCode();
+   }
+
+   static class ManualFillsParser {
+      public const string file_extension = "csv";
+
+      public static Action<ManualFill, object> assign_component(ManualFillComponent component) {
+         switch (component) {
+            case ManualFillComponent.Security: return (mf, val) => mf.SecurityKey = ConvertUtils.try_convert<SecurityImmutable?>(val)?.Id ?? 0;
+            case ManualFillComponent.Account: return (mf, val) => mf.AccountId = ConvertUtils.try_convert<AccountTuple?>(val)?.id ?? 0;
+            case ManualFillComponent.User: return (mf, val) => mf.UserId = ConvertUtils.try_convert<UserTuple?>(val)?.id ?? 0;
+            case ManualFillComponent.Side: return (mf, val) => mf.Side = ConvertUtils.try_convert<Side>(val, Side.Undefined);
+            case ManualFillComponent.Size: return (mf, val) => mf.Quantity = ConvertUtils.try_convert<uint>(val);
+            case ManualFillComponent.Price: return (mf, val) => mf.Price = ConvertUtils.try_convert(val, double.NaN);
+            default: throw new NotImplementedException(); 
+         }
+      }
+
+      /// Note: the returned dictionary will have entries for each <see cref="ManualFillComponent"/>, regardless of whether or not that component has any conflicts.
+      public static Dictionary<ManualFillComponent, Dictionary<string, List<ParsedManualFill>>> get_conflicts(IEnumerable<ParsedManualFill> parsed_fills) {
+         var missing_components = EnumHelper.get_values<ManualFillComponent>().ToDictionary(c => c, c => new Dictionary<string, List<ParsedManualFill>>());
+         var mk_list = new Func<string, List<ParsedManualFill>>(_ => new List<ParsedManualFill>());
+         foreach (var pmf in parsed_fills) {
+            if (!pmf.security.success) {
+               add_missing(ManualFillComponent.Security, pmf.security.text, pmf);
+            }
+            if (!pmf.account.success) {
+               add_missing(ManualFillComponent.Account, pmf.account.text, pmf);
+            }
+            if (!pmf.user.success) {
+               add_missing(ManualFillComponent.User, pmf.user.text, pmf);
+            }
+            if (!pmf.quantity.success) {
+               add_missing(ManualFillComponent.Size, pmf.quantity.text, pmf);
+            }
+            if (!pmf.side.success) {
+               add_missing(ManualFillComponent.Side, pmf.side.text, pmf);
+            }
+            if (!pmf.price.success) {
+               add_missing(ManualFillComponent.Price, pmf.price.text, pmf);
+            }
+         }
+         return missing_components;
+         void add_missing(ManualFillComponent component, string text, ParsedManualFill result) =>
+            missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add(result);
+      }
+
+      // This implementation prioritizes simplicity over speed.
+      // The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
+      public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map, IReadOnlyDictionary<uint, string> user_map) =>
+         parse_rows(rows,
+            reverse_lookup(MappedDictionary.create(security_map, kv => kv.Value.ToString())),
+            reverse_lookup(account_map),
+            reverse_lookup(user_map));
+
+      public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, Func<string, uint> security_id_lookup, Func<string, uint> account_id_lookup, Func<string, uint> user_id_lookup) {
+         var columns = new[] {
+            (Headers.Security, Cells.security(security_id_lookup)),
+            (Headers.Account, Cells.account(account_id_lookup)),
+            (Headers.User, Cells.user(user_id_lookup)),
+            (Headers.Side, Cells.side),
+            (Headers.Quantity, Cells.quantity),
+            (Headers.Price, Cells.price)
+         }.ToDictionary(col => col.Item1, col => col.Item2.with_null_check());
+         return RowParser.parse_rows(rows, columns, Cells.delimiter);
+      }
+
+      public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
+         var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
+         return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
+      }
+
+      static class Headers {
+         public const string
+            Security = "Security",
+            Account = "Account",
+            User = "User",
+            Side = "Side",
+            Quantity = "Quantity",
+            Price = "Price";
+      }
+
+      static class Cells {
+         public const char delimiter = ',';
+
+         public static RowParser.AssignColumnValue<ParsedManualFill> security(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedManualFill pmf, string text) {
+               pmf.result.SecurityKey = reverse_id_lookup(text);
+               pmf.security = (text, pmf.result.SecurityKey != 0);
+            }
+         }
+
+         public static void side(ref ParsedManualFill pmf, string cell_text) {
+            switch (cell_text[0]) {
+               case 'B': pmf.result.Side = Side.Buy; break;
+               case 'S': pmf.result.Side = Side.Sell; break;
+               default: pmf.side = (cell_text, false); break;
+            }
+            pmf.side = (cell_text, true);
+         }
+
+         public static void quantity(ref ParsedManualFill pmf, string cell_text) {
+            if (uint.TryParse(cell_text, out uint v)) {
+               pmf.result.Quantity = v;
+               pmf.quantity = (cell_text, true);
+            } else {
+               pmf.quantity = (cell_text, false);
+            }
+         }
+
+         public static void price(ref ParsedManualFill pmf, string cell_text) {
+            if (double.TryParse(cell_text, out var v)) {
+               pmf.result.Price = v;
+               pmf.price = (cell_text, true);
+            } else {
+               pmf.price = (cell_text, false);
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedManualFill> account(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedManualFill pmf, string text) {
+               pmf.result.AccountId = reverse_id_lookup(text);
+               pmf.account = (text, pmf.result.AccountId != 0);
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedManualFill> user(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedManualFill pmf, string text) {
+               pmf.result.UserId = reverse_id_lookup(text);
+               pmf.user = (text, pmf.result.UserId != 0);
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,23 @@
+using mbts.ui;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.manual_fills {
+   [ProtoContract]
+   class ManualFillsSettings {
+      [ProtoMember(1)]
+      readonly SortingCriteria[] _sorting_criterion;
+
+      public static ManualFillsSettings Default =>
+         new ManualFillsSettings(new[] { new SortingCriteria(nameof(mbts.ui.spark.ManualFillsView.Columns.Security), true) });
+
+      public ManualFillsSettings() { }
+
+      public ManualFillsSettings(IEnumerable<SortingCriteria> sorting_criterion) =>
+         _sorting_criterion = sorting_criterion.ToArray();
+
+      public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criterion ?? Array.Empty<SortingCriteria>();
+   }
+}
@@ -0,0 +1,222 @@
+using bts.api;
+using bts.api.core;
+using bts.api.position;
+using bts.collections;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.IO;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows.Data;
+using System.Windows.Input;
+using Disposable = mbts.Disposable;
+using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
+
+namespace bts.shell.manual_fills {
+   enum EditableItemState {
+      None,       // Committed and not modified
+      Modified,   // Committed and modified
+      Uncommitted // Uncommitted (modified n/a)
+   }
+
+   class ManualFillsVM : DisposableViewModelBase {
+      const int _max_unconfirmed_removes = 16;
+      static readonly IComparer<ManualFillRow> _row_key_comparer = Comparer<ManualFillRow>.Create((a, b) => a.key.CompareTo(b.key));
+      readonly IBus _bus;
+      readonly ManualFillsModel _model;
+      readonly ObservableCollection<ManualFillRow>
+         _persisted_rows = new ObservableCollection<ManualFillRow>(),
+         _placeholder_rows = new ObservableCollection<ManualFillRow>();
+      long _placeholder_id_counter = long.MinValue;
+      IDisposable _import_fills_hooks;
+
+      public static ManualFillsVM create(IBus bus, OrdersModel model) =>
+         new ManualFillsVM(bus, new ManualFillsModel(model));
+
+      public ManualFillsVM(IBus bus, ManualFillsModel model) {
+         _bus = bus;
+         _model = model;
+         var merged_rows = new ObservableAggregateCollection<ManualFillRow>(_persisted_rows, _placeholder_rows);
+         rows_view = CollectionViewSource.GetDefaultView(merged_rows);
+         // mons
+         var dirty_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_dirty());
+         var selection_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_selected());
+         var placeholder_mon = new ReactiveThresholdMonitor<ManualFillRow>();
+         // commands
+         commit_all_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(merged_rows), out var commit_all_fils_observer);
+         commit_selected_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(selection_mon.filtered_items), out var commit_selected_fills_observer);
+         revert_all_cmd = ObservantCommand.create(() => revert(dirty_mon.filtered_items.ToList()), out var revert_all_observer);
+         revert_selected_fills_cmd = ObservantCommand.create(() => revert(selection_mon.filtered_items.ToList()), out var revert_selected_fills_observer);
+         remove_selected_fills_cmd = ObservantAsyncCommand.create(remove_selected_fills_async, out var remove_selected_fills_observer);
+         add_fill_cmd = new DelegateCommand<ManualFillRow>(_add_fill);
+         import_fills_cmd = FileDialogCommand.open_file(_import_fills, extensions: ManualFillsParser.file_extension);
+         //
+         var dirty_or_new_src = dirty_mon.CombineLatest(placeholder_mon, LogicalDelegates.Or);
+         _dispose = Disposable.Create(
+            RXCollection.connect(_persisted_rows,
+               _model.manual_fills.OnDispatcher(),
+               Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
+               mfd => new ManualFillRow(mfd),
+               mfr => mfr.data),
+            _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
+               security_map = m;
+               RaisePropertyChanged(nameof(security_map));
+            }),
+            ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),
+            ObservableAutoWrapper.connect_item_hooks(_placeholder_rows, r => Disposable.Create(selection_mon.join(r), placeholder_mon.join(r, Observable.Return(true)))),
+            // command param subs
+            dirty_mon.Subscribe(revert_all_observer),
+            dirty_or_new_src.OnDispatcher().Subscribe(commit_all_fils_observer),
+            selection_mon.Subscribe(remove_selected_fills_observer),
+            selection_mon.CombineLatest(dirty_mon, LogicalDelegates.And).OnDispatcher().Subscribe(revert_selected_fills_observer),
+            selection_mon.CombineLatest(dirty_or_new_src, LogicalDelegates.And).OnDispatcher().Subscribe(commit_selected_fills_observer),
+            // accounts/users subs
+            RXCollection.connect(accounts, model.accounts.OnDispatcher(), a => new AccountTuple?(a), a => a.Value, Comparer<AccountTuple>.Default),
+            RXCollection.connect(users, model.users.OnDispatcher(), u => new UserTuple?(u), u => u.Value, Comparer<UserTuple>.Default),
+            Disposable.Create(() => Disposable.dispose(ref _import_fills_hooks))
+         );
+         // local methods
+         void revert(IReadOnlyList<ManualFillRow> rows) {
+            foreach (var r in rows)
+               r.revert();
+         }
+         async Task remove_selected_fills_async() {
+            if (selection_mon.filtered_items.Count < _max_unconfirmed_removes || BTSMessageBox.Confirm($"Are you sure you want to delete {selection_mon.filtered_items.Count} fills?", "Delete Fills")) {
+               var persisted_fills = new List<ManualFill>();
+               foreach (var r in selection_mon.filtered_items.ToList()) {
+                  if (r.placeholder_key.HasValue)
+                     _placeholder_rows.RemoveSorted(r, _row_key_comparer);
+                  else persisted_fills.Add(r.to_man_fill());
+               }
+               await _model.delete_fills(persisted_fills);
+            }
+         }
+      }
+
+      public ICollectionView rows_view { get; }
+      // misc items sources
+      public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
+      public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
+      public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map { get; private set; } = DictionaryHelper.empty<uint, SecurityMD>();
+      // commands
+      public ICommand add_fill_cmd { get; }
+      public ICommand commit_all_fills_cmd { get; }
+      public ICommand commit_selected_fills_cmd { get; }
+      public ICommand import_fills_cmd { get; }
+      public ICommand remove_selected_fills_cmd { get; }
+      public ICommand revert_all_cmd { get; }
+      public ICommand revert_selected_fills_cmd { get; }
+
+      public ManualFillRow row_factory() =>
+         new ManualFillRow(
+            new ManualFillData(
+               new ManualFillKey(_placeholder_id_counter++),
+               new ManualFillTuple(new ManualFillImmutable(new ManualFill {
+                  Side = Side.Buy
+               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
+
+      void _add_fill(ManualFillRow new_row) =>
+         _placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
+            new_row : throw new InvalidOperationException("New row is already persisted."),
+            _row_key_comparer);
+
+      async Task _commit_async(IEnumerable<ManualFillRow> rows) {
+         var updates = new List<ManualFill>();
+         var adds = new List<(ManualFill man_fill, long pl_key)>();
+         foreach (var r in rows) {
+            if (r.is_dirty) {
+               updates.Add(r.to_man_fill());
+            } else if (r.placeholder_key.HasValue) {
+               adds.Add((r.to_man_fill(), r.placeholder_key.Value));
+            }
+         }
+         if (updates.Count > 0)
+            await _model.update_fills(updates);
+         if (adds.Count > 0) {
+            await _model.create_fills(adds.WrapSelector(r => r.man_fill, null));
+            _placeholder_rows
+               .WrapSelector(r => r.placeholder_key.Value, null)
+               .RemoveSorted(adds.Select(r => r.pl_key));
+         }
+      }
+
+      void _import_fills(string file_name) {
+         try {
+            var lines = File.ReadAllLines(file_name);
+            var parsed_fills = ManualFillsParser.parse_rows(
+               lines,
+               MappedDictionary.create(security_map, kv => kv.Value.security),
+               accounts.ToDictionary(a => a.Value.id, a => a.Value.name),
+               users.ToDictionary(u => u.Value.id, u => u.Value.name)
+            ).ToList();
+            var conflicts = ManualFillsParser.get_conflicts(parsed_fills);
+            if (conflicts.Values.Any(c => c.Count > 0)) {
+               // init vm
+               var vm = new ManualFillsImportVM(parsed_fills.Count) {
+                  security_map = security_map
+               };
+               // add rows
+               foreach (var kv in conflicts) {
+                  var assign_del = ManualFillsParser.assign_component(kv.Key);
+                  foreach (var text_groups in kv.Value) {
+                     var eval = get_error_value(kv.Key);
+                     var row = new ManualFillsImportVM.Row(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
+                     vm.rows.Add(row);
+                     vm.import_request += () => {
+                        foreach (var pmf in text_groups.Value)
+                           assign_del(pmf.result, row.value);
+                     };
+                  }
+               }
+               var win = new mbts.ui.spark.ManualFillsImportConflictsDialog {
+                  DataContext = vm,
+                  Title = ManualFillsWindowFactory.window_name,
+                  Topmost = true
+               };
+               vm.RequestClose += (s, e) => Disposable.dispose(ref _import_fills_hooks);
+               vm.import_request += () => {
+                  add_imported_fills();
+                  Disposable.dispose(ref _import_fills_hooks);
+               };
+               Disposable.replace(ref _import_fills_hooks, Disposable.Create(
+                  ObservableAutoWrapper.connect(accounts, vm.accounts),
+                  ObservableAutoWrapper.connect(users, vm.users),
+                  vm,
+                  Disposable.Create(close)
+               ));
+               win.move_to_mouse(-200, -75);
+               win.Show();
+               void close() => WindowUtilities.force_close(win);
+               object get_error_value(ManualFillComponent component) {
+                  switch (component) {
+                     case ManualFillComponent.Price: return double.NaN;
+                     case ManualFillComponent.Size: return 0;
+                     default: return null;
+                  }
+               }
+            } else {
+               add_imported_fills();
+            }
+            void add_imported_fills() =>
+               _placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
+                  pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
+                  accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
+                  users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
+         } catch (Exception ex) {
+            BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
+         }
+      }
+   }
+}
@@ -0,0 +1,247 @@
+<UserControl
+  x:Class="mbts.ui.spark.ManualFillsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  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"
+>
+  <AdornerDecorator>
+    <Grid>
+      <DataGrid
+        x:Name="data_grid"
+        u:DataGridBehavior.SingleClickEdit="True"
+        AutoGenerateColumns="False"
+        CanUserAddRows="False"
+        CanUserDeleteRows="False"
+        CanUserReorderColumns="False"
+        CanUserSortColumns="True"
+        HeadersVisibility="All"
+        ItemsSource="{Binding rows_view}"
+        MinRowHeight="17"
+        RowHeaderWidth="22"
+      >
+        <!--Row Header Style-->
+        <DataGrid.RowHeaderStyle>
+          <Style TargetType="DataGridRowHeader">
+            <Setter Property="Content" Value="{Binding}"/>
+            <Setter Property="ContentTemplate">
+              <Setter.Value>
+                <DataTemplate>
+                  <Border x:Name="Root">
+                    <u:StateManager.VisualState>
+                      <MultiBinding Converter="{x:Static usp:ManualFillsView.RowHeaderVisualStateConverter}">
+                        <Binding Path="editable_item_state"/>
+                        <Binding Path="is_valid"/>
+                      </MultiBinding>
+                    </u:StateManager.VisualState>
+                    <VisualStateManager.VisualStateGroups>
+                      <VisualStateGroup>
+                        <VisualState Name="None"/>
+                        <VisualState Name="Modified">
+                          <Storyboard>
+                            <DoubleAnimation Storyboard.TargetName="pencil" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="0.7"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="Fill has modified properties."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                        <VisualState Name="Uncommitted">
+                          <Storyboard>
+                            <ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#B3006000"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="New Fill."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                        <VisualState Name="Error">
+                          <Storyboard>
+                            <DoubleAnimation Storyboard.TargetName="exclamation" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="1"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="Fill has invalid properties."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                        <VisualState Name="ErrorUncommitted">
+                          <Storyboard>
+                            <ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#CCCD4848"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="New Fill has invalid properties."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                      </VisualStateGroup>
+                    </VisualStateManager.VisualStateGroups>
+                    <Grid>
+                      <Image x:Name="new_item" usp:ManualFillsView.ImageBrush="Transparent" Height="14">
+                        <Image.Source>
+                          <DrawingImage>
+                            <DrawingImage.Drawing>
+                              <GeometryDrawing Brush="{Binding Path='(usp:ManualFillsView.ImageBrush)', ElementName=new_item}" Geometry="{Binding Source={StaticResource {x:Static u:Icons.DocumentAddGeometryKey}}}"/>
+                            </DrawingImage.Drawing>
+                          </DrawingImage>
+                        </Image.Source>
+                      </Image>
+                      <Image x:Name="exclamation" Height="14" Opacity="0">
+                        <Image.Source>
+                          <Binding Source="{x:Static MessageBoxImage.Exclamation}">
+                            <Binding.Converter>
+                              <cv:SystemIconConverter/>
+                            </Binding.Converter>
+                          </Binding>
+                        </Image.Source>
+                      </Image>
+                      <Image x:Name="pencil" Height="14" Source="{x:Static u:Icons.Pencil}" Opacity="0">
+                        <Image.RenderTransform>
+                          <RotateTransform Angle="45" CenterX="0" CenterY="7"/>
+                        </Image.RenderTransform>
+                      </Image>
+                    </Grid>
+                  </Border>
+                </DataTemplate>
+              </Setter.Value>
+            </Setter>
+          </Style>
+        </DataGrid.RowHeaderStyle>
+        <!--Cell Style-->
+        <DataGrid.CellStyle>
+          <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+            <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+          </Style>
+        </DataGrid.CellStyle>
+        <!--Row Style-->
+        <DataGrid.RowStyle>
+          <Style TargetType="DataGridRow">
+            <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
+            <Style.Triggers>
+              <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
+                <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
+              </DataTrigger>
+            </Style.Triggers>
+          </Style>
+        </DataGrid.RowStyle>
+        <DataGrid.Columns>
+          <!--Record ID-->
+          <DataGridTextColumn c:DataGridEx.CellKey="{x:Static RecordID, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="ID" Binding="{Binding record_id_display_text}" SortMemberPath="record_id" IsReadOnly="True"/>
+          <!---Security-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Security, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Security" SortMemberPath="security">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding security}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <c:ContractPickerPopup
+                  HorizontalAlignment="Stretch"
+                  VerticalAlignment="Stretch"
+                  CloseOnCancel="True"
+                  CloseOnOK="True"
+                  Header="{Binding security}"
+                  IsEditMode="False"
+                  IsLazy="True"
+                  SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+                  SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+                  ShowDialogSkirt="True"
+                />
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Account-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Account, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Account" SortMemberPath="account">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding account}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <Grid>
+                  <ComboBox
+                    x:Name="mutable_view"
+                    ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}"
+                    SelectedItem="{Binding account, UpdateSourceTrigger=PropertyChanged}"
+                    Visibility="Visible"
+                  />
+                  <TextBlock
+                    x:Name="readonly_view"
+                    Text="{Binding account}"
+                    VerticalAlignment="Center"
+                    Visibility="Collapsed"
+                  />
+                </Grid>
+                <DataTemplate.Triggers>
+                  <DataTrigger Binding="{Binding placeholder_key}" Value="{x:Null}">
+                    <Setter TargetName="mutable_view" Property="Visibility" Value="Collapsed"/>
+                    <Setter TargetName="readonly_view" Property="Visibility" Value="Visible"/>
+                  </DataTrigger>
+                </DataTemplate.Triggers>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--User-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static User, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="User" SortMemberPath="user">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding user}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding user, UpdateSourceTrigger=PropertyChanged}"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Side-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Side, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Side" SortMemberPath="side">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding side}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding side, UpdateSourceTrigger=PropertyChanged}"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Size-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Price-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Price, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Price" SortMemberPath="price">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock VerticalAlignment="Center">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}">
+                      <Binding Path="price"/>
+                      <Binding Path="spec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <usp:PriceEntryControl ContractSpec="{Binding spec}" Value="{Binding price, UpdateSourceTrigger=PropertyChanged}" AlwaysReformatOnSpecChange="True"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+        </DataGrid.Columns>
+      </DataGrid>
+    </Grid>
+  </AdornerDecorator>
+</UserControl>
@@ -0,0 +1,97 @@
+using bts.shell.manual_fills;
+using mbts.ui.controls.adorners;
+using mbts.ui.converters;
+using mbts.utils;
+using System;
+using System.Reactive.Disposables;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillsView.xaml
+   /// </summary>
+   partial class ManualFillsView : UserControl {
+      public static readonly IMultiValueConverter
+         RowHeaderVisualStateConverter = ValueConverter.create<EditableItemState, bool, string>(
+            (edit_state, is_valid) => is_valid ? edit_state.ToString() : edit_state == EditableItemState.Uncommitted ? "ErrorUncommitted" : "Error");
+
+      public enum Columns {
+         RecordID,
+         Security,
+         Account,
+         User,
+         Side,
+         Size,
+         Price
+      }
+
+      IDisposable _transaction;
+
+      public ManualFillsView() =>
+         InitializeComponent();
+
+      public static readonly DependencyProperty ImageBrushProperty =
+         DependencyProperty.RegisterAttached("ImageBrush", typeof(Brush), typeof(ManualFillsView));
+
+      public static Brush GetImageBrush(DependencyObject d) => d.GetValue(ImageBrushProperty) as Brush;
+      public static void SetImageBrush(DependencyObject d, Brush value) => d.SetValue(ImageBrushProperty, value);
+
+      public void begin_add_fill() {
+         if (!(DataContext is ManualFillsVM vm))
+            return;
+         Disposable.dispose(ref _transaction);
+         var row = vm.row_factory();
+         var row_editor = new ManualFillRowEditor { DataContext = row };
+         row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
+         row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
+         // dynamic resources
+         row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
+         row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
+         row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
+         FocusManager.SetIsFocusScope(row_editor, true);
+         var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
+         // popup adorner
+         var popup_adorner = new PopupAdorner(
+           data_grid, data_grid,
+           new Border {
+              Child = row_editor,
+              Background = BTSColors.common_background_brush,
+              BorderBrush = Brushes.Black,
+              BorderThickness = new Thickness(1),
+              Padding = new Thickness(0, 6, 0, 0),
+              HorizontalAlignment = HorizontalAlignment.Left,
+              VerticalAlignment = VerticalAlignment.Top
+           },
+           HorizontalPosition.Middle,
+           VerticalPosition.Middle,
+           0,
+           22) {
+            OpenRelativeToMouse = true,
+            EnableDragMove = true,
+            ClipToBounds = true
+         };
+         popup_adorner.attach();
+         popup_adorner.IsOpen = true;
+         row_editor.Focus();
+         _transaction = new CompositeDisposable(sec_hook) { destroy_popup };
+         // local methods
+         void commit_executed(object sender, ExecutedRoutedEventArgs e) {
+            vm.add_fill_cmd?.TryExecuteIfCan(row);
+            Disposable.dispose(ref _transaction);
+         }
+         void cancel_executed(object sender, ExecutedRoutedEventArgs e) {
+            row.revert();
+            Disposable.dispose(ref _transaction);
+         }
+         void destroy_popup() {
+            popup_adorner.IsOpen = false;
+            popup_adorner.detach();
+         }
+      }
+   }
+}
@@ -0,0 +1,133 @@
+using bts.api;
+using bts.shell.manual_fills;
+using bts.spark;
+using mbts;
+using mbts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.spark;
+using System;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+
+namespace bts.shell {
+   class ManualFillsWindowFactory : ShellWindowFactory<ManualFillsSettings> {
+      public const string
+         window_type = "ManualFills",
+         window_name = "Manual Fills";
+      const double _window_min_width = 466;
+
+      readonly IBus _bus;
+      readonly OrdersModel _orders_model;
+      readonly ManualFillsConfig _manual_fills_conf = ManualFillsConfig.read();
+
+      public ManualFillsWindowFactory(IShellModule owner, IBus bus, OrdersModel orders_model) : base(owner, window_name) {
+         _bus = bus;
+         _orders_model = orders_model;
+         _dispose = bus.subscribe(SparkTags.ShowManualFillsTag).Subscribe(open_window);
+         //
+         async void open_window(ManualFillsSettings state) =>
+            _bus.post(SparkTags.ShowWindow, await load(state));
+      }
+
+      public override Task<IShellWindow> load(ManualFillsSettings settings) {
+         return Task.FromResult<IShellWindow>(SparkWindow<ManualFillsSettings>.create(
+            window_type, window_name, _bus, this, Icons.DataEdit, _manual_fills_conf.thread_id, thread_init, _window_min_width));
+         //
+         (UIElement, IEnumerable<SparkCommand>, Func<ManualFillsSettings>, IDisposable) thread_init() {
+            var vm = ManualFillsVM.create(_bus, _orders_model);
+            var view = new ManualFillsView { DataContext = vm };
+            view.data_grid.Sorting += on_sorting;
+            IReadOnlyList<SortingCriteria> last_sorting_criterion = Array.Empty<SortingCriteria>();
+            using (apply_sort()) {
+               var col_sort_tuples =
+                  from sc in settings.sorting_criterion
+                  join col in view.data_grid.Columns on sc.col_name equals _col_id(col)
+                  select (col, sc);
+               foreach (var (col, sc) in col_sort_tuples) {
+                  col.SortDirection = sc.direction();
+                  vm.rows_view.SortDescriptions.Add(new SortDescription(col.SortMemberPath, sc.direction()));
+               }
+            }
+            var cmds = new[] {
+               new SparkCommandCommand("Add New", Icons.AddBoxes, _manual_fills_conf.modal_transactions ? new DelegateCommand(() => view.begin_add_fill()) : vm.add_fill_cmd) { group = CommandGroups.Add },
+               new SparkCommandCommand("Import Fills", Icons.Import, vm.import_fills_cmd) { group = CommandGroups.Add },
+               new SparkCommandCommand("Revert Selected", Icons.UndoCircular,vm.revert_selected_fills_cmd) { group = CommandGroups.Revert, show_in_toolbar = false },
+               new SparkCommandCommand("Revert All", Icons.UndoCircular, vm.revert_all_cmd) { group = CommandGroups.Revert },
+               new SparkCommandCommand("Save Selected", Icons.Disk, vm.commit_selected_fills_cmd) { group = CommandGroups.Save, show_in_toolbar = false },
+               new SparkCommandCommand("Save All", Icons.Disk, vm.commit_all_fills_cmd) { group = CommandGroups.Save },
+               new SparkCommandCommand("Delete Selected", Icons.Trash, vm.remove_selected_fills_cmd)
+            };
+            return (view, cmds, get_settings, Disposable.Create(
+               vm.rows_view.subscribe_sorting_criterion(sm => view.data_grid.Columns.TryGetFirst(dc => dc.SortMemberPath == sm, out DataGridColumn match) ? _col_id(match) : null)
+               .Subscribe(sc => last_sorting_criterion = sc),
+               vm));
+            //
+            void on_sorting(object sender, DataGridSortingEventArgs e) {
+               e.Handled = true;
+               using (apply_sort()) {
+                  var new_sort_desc = new SortDescription(e.Column.SortMemberPath, e.Column.SortDirection == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending);
+                  e.Column.SortDirection = new_sort_desc.Direction;
+                  if (KeyboardExtensions.IsShiftDown()) {
+                     if (vm.rows_view.SortDescriptions.TryGetFirst(sd => sd.PropertyName == e.Column.SortMemberPath, out var match, out int index)) {
+                        vm.rows_view.SortDescriptions[index] = new_sort_desc;
+                     } else {
+                        vm.rows_view.SortDescriptions.Add(new_sort_desc);
+                     }
+                  } else {
+                     vm.rows_view.SortDescriptions.Clear();
+                     foreach (var col in view.data_grid.Columns.Except(new[] { e.Column }))
+                        col.SortDirection = null;
+                     vm.rows_view.SortDescriptions.Add(new_sort_desc);
+                  }
+               }
+            }
+            /// Ensures that the primary sort description property (i.e., at index 0) is the placeholder_key.
+            /// This behavior has the effect of grouping placeholder rows at the bottom, without using <see cref="ICollectionView.GroupDescriptions"/> (which is incompatible with row virtualization).
+            IDisposable apply_sort() =>
+               Disposable.Create(() => {
+                  var pk_sort_desc = new SortDescription(nameof(ManualFillRow.placeholder_key), ListSortDirection.Ascending);
+                  if (vm.rows_view.SortDescriptions.Count > 0) {
+                     if (vm.rows_view.SortDescriptions[0].Equals(pk_sort_desc))
+                        return;
+                     vm.rows_view.SortDescriptions.removeFirst(sd => sd.PropertyName == pk_sort_desc.PropertyName);
+                  }
+                  vm.rows_view.SortDescriptions.Insert(0, pk_sort_desc);
+               });
+
+            ManualFillsSettings get_settings() =>
+               new ManualFillsSettings(last_sorting_criterion);
+         }
+      }
+
+      static string _col_id(DataGridColumn col) =>
+         DataGridEx.GetCellKey(col)?.ToString();
+
+      readonly struct ManualFillsConfig {
+         public readonly bool modal_transactions;
+         public readonly string thread_id;
+
+         ManualFillsConfig(string thread_id, bool modal_transactions) {
+            this.thread_id = thread_id;
+            this.modal_transactions = modal_transactions;
+         }
+
+         public static ManualFillsConfig read() => new ManualFillsConfig(
+            mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().manual_fills ? window_type : null,
+            mbts.config.Configuration.get<bts.config.ManualFillsOptions>().modal_transactions);
+      }
+
+      static class CommandGroups {
+         public const string
+            Add = "Add",
+            Save = "Save",
+            Revert = "Revert";
+      }
+   }
+}
@@ -1,5 +1,6 @@
 using bts;
 using bts.api;
+using bts.api.core;
 using bts.api.orderman;
 using bts.shell.orderbook;
 using bts.utils;
@@ -27,12 +28,13 @@ using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
 using static mbts.ui.controls.DIYGrid;
 using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 using System.Windows.Input;
+using System.Reactive.Disposables;

 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 {
      ListSortDirection? SortDirection { get; set; }
-      IDataGridColumnFilter<OrderSecurityAlgoMeta> filter { get; }
+      IDataGridColumnFilter<OrderSecurity> filter { get; }
      IComparer<OrderBookRowVM> comparer { get; }
   }

@@ -63,11 +65,12 @@ namespace mbts.spark {
   partial class OrderBookVM {
      public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<(FilterStates filters, IReadOnlyList<SortingCriteria> sorting)>, IDisposable {
         readonly List<ICVOrderBookColumn> _active_comparers = new List<ICVOrderBookColumn>();
+         CompositeDisposable _resources = new CompositeDisposable();

         public OrderBookColumnCollection(IBus bus, OrdersModel model, IObservable<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> order_securities) {
            // security
            Add(security_column = new SecurityColumn(
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, SecurityImmutable, SecurityCriteria>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, SecurityImmutable, SecurityCriteria>(
                  order_securities,
                  ort => ort.security ?? SecurityDataHelper.Defaults.SecurityImmutable,
                  SecurityCriteria.from_securities,
@@ -82,7 +85,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.Symbol,
               r => r.symbol,
               DefaultColumnWidths.Symbol,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, string>(
                  mbts.co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
                  ort => ort.security?.Symbol ?? string.Empty,
                  nameof(OrderBookRowVM.symbol)
@@ -95,7 +98,7 @@ namespace mbts.spark {
               "Time",
               r => r.time_created_text,
               DefaultColumnWidths.Time,
-               new TimeFilterVM<OrderSecurityAlgoMeta>(
+               new TimeFilterVM<OrderSecurity>(
                  ort => ort.order.created(),
                  nameof(OrderBookRowVM.time_created)),
               DataGridFilterKnownTemplates.TimeFilter,
@@ -106,7 +109,7 @@ namespace mbts.spark {
               "Last Change",
               r => r.last_change_text,
               DefaultColumnWidths.Time,
-               new TimeFilterVM<OrderSecurityAlgoMeta>(
+               new TimeFilterVM<OrderSecurity>(
                  ort => ort.order.last_change(),
                  nameof(OrderBookRowVM.last_change)),
               DataGridFilterKnownTemplates.TimeFilter,
@@ -117,7 +120,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.User,
               r => r.user,
               DefaultColumnWidths.User,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, string>(
                  model.factory.subscribe_users().Select(d => d.Values),
                  ort => ort.order.user(),
                  nameof(OrderBookRowVM.user)),
@@ -129,7 +132,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.Account,
               r => r.account,
               DefaultColumnWidths.Account,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string, string[]>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, string, string[]>(
                  model.factory.subscribe_accounts().Select(d => d.Values),
                  ort => ort.order.account(),
                  vals => vals.ToArray(),
@@ -143,7 +146,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.Exchange,
               r => r.exchange.ToString(),
               DefaultColumnWidths.Exchange,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Venue>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, Venue>(
                  EnumHelper.get_values_except(Venue.Unset).ToList(),
                  ort => ort.security.exchange_or_default(),
                  nameof(OrderBookRowVM.exchange)),
@@ -155,25 +158,48 @@ namespace mbts.spark {
               DefaultColumnHeaders.TimeInForce,
               r => r.time_in_force.ToString(),
               DefaultColumnWidths.TimeInForce,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, TimeInForce>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, TimeInForce>(
                  EnumHelper.get_values<TimeInForce>().ToList(),
                  ort => ort.order.time_in_force(),
                  nameof(OrderBookRowVM.time_in_force)),
               DataGridFilterKnownTemplates.EnumValues,
               _wrap_comparer(r => r.time_in_force)));
+            // (algo items)
+            var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher();
+            var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
+            var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
            // order type
            Add(order_type_column = new OrderBookOrderTypeColumn(
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderType>(
-                  utilities.OrderDataHelper.all_order_types,
-                  ort => ort.order.order_type(),
-                  nameof(OrderBookRowVM.order_type))));
+               Columns.OrderType,
+               nameof(OrderBookRowVM.badge_fill),
+               nameof(OrderBookRowVM.display_name),
+               _wrap_comparer(r => r.order_type),
+               DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
+                  o => new AlgoDataVM(o.algo.GetValueOrDefault()),
+                  vm => AlgoID.from_algo_key(vm.data.key), out var order_type_filter_observer, out var order_type_items_view)));
+            _resources.Add(algo_items_source.Subscribe(order_type_filter_observer));
+            order_type_items_view.CustomSort = algo_items_comp;
+            order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
+            // root algo type
+            Add(root_algo_type_column = new OrderBookOrderTypeColumn(
+               Columns.RootAlgoType,
+               nameof(OrderBookRowVM.root_algo_badge_fill),
+               nameof(OrderBookRowVM.root_algo_display_name),
+               _wrap_comparer(r => r.order_tuple.root_algo.value.CustomCase),
+              DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
+                  o => new AlgoDataVM(o.root_algo),
+                  vm => AlgoID.from_algo_key(vm.data.key), out var root_algo_type_observer, out var root_algo_type_items_view),
+               DefaultColumnHeaders.RootAlgoType));
+            _resources.Add(algo_items_source.Subscribe(root_algo_type_observer));
+            root_algo_type_items_view.CustomSort = algo_items_comp;
+            root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
            // order sub type
            Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
               Columns.SubType,
               "Sub Type",
               r => r.order_sub_type_text,
               80,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderSubType>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, OrderSubType>(
                  EnumHelper.get_values<OrderSubType>().ToList(),
                  ort => ort.order.sub_type(),
                  nameof(OrderBookRowVM.order_sub_type)),
@@ -181,27 +207,27 @@ namespace mbts.spark {
               _wrap_comparer(r => r.order_sub_type)));
            // side
            Add(side_column = new SideColumn(
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Side>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, Side>(
                  new[] { Side.Buy, Side.Sell },
-                  ort=> ort.order.side(),
+                  ort => ort.order.side(),
                  nameof(OrderBookRowVM.side))));
            // quantity
            Add(qty_column = new SizeColumn(
-               new UIntMinMax<OrderSecurityAlgoMeta>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
+               new UIntMinMax<OrderSecurity>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
            // edit quantity column
            // not usually part of the main order book, but it's useful to add it
            // rather than debugging the popup window
            //Add(edit_qty_column = new EditableQtyColumn());
            // filled quantity
            Add(filled_qty_column = new FilledColumn(
-               new UIntMinMax<OrderSecurityAlgoMeta>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
+               new UIntMinMax<OrderSecurity>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
            // price
            Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
               Columns.Price,
               "Price",
               r => r.price_text,
               DefaultColumnWidths.Price,
-               new PriceMinMax<OrderSecurityAlgoMeta>(
+               new PriceMinMax<OrderSecurity>(
                  ort => ort.order.price(),
                  nameof(OrderBookRowVM.price)),
               DataGridFilterKnownTemplates.DoubleMinMax,
@@ -217,7 +243,7 @@ namespace mbts.spark {
               "Avg Price",
               r => r.avg_price_text,
               DefaultColumnWidths.Price,
-               new PriceMinMax<OrderSecurityAlgoMeta>(
+               new PriceMinMax<OrderSecurity>(
                  ort => ort.order.avg_price(),
                  nameof(OrderBookRowVM.avg_price)),
               DataGridFilterKnownTemplates.DoubleMinMax,
@@ -228,18 +254,21 @@ namespace mbts.spark {
               "Last Filled",
               r => r.last_price_text,
               DefaultColumnWidths.Price,
-               new PriceMinMax<OrderSecurityAlgoMeta>(
+               new PriceMinMax<OrderSecurity>(
                  ort => ort.order.last_price(),
                  nameof(OrderBookRowVM.last_price)),
               DataGridFilterKnownTemplates.DoubleMinMax,
               _wrap_comparer(r => r.last_price)));
+            // piq
+            Add(piq_column = new PiqColumn(
+               new UIntMinMax<OrderSecurity>(ort => ort.piq ?? uint.MaxValue, nameof(OrderBookRowVM.piq))));
            // status
            Add(status_column = new SimpleTextColumn<OrderStatus[]>(
               Columns.Status,
               "Status",
               r => r.status.ToString(),
               80,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderStatus>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, OrderStatus>(
                  EnumHelper.get_values<OrderStatus>().ToList(),
                  ort => ort.order.status(),
                  nameof(OrderBookRowVM.status)),
@@ -247,7 +276,7 @@ namespace mbts.spark {
               _wrap_comparer(r => r.status)));
            // last message
            Add(last_message_column = new OrderBookLastMessageColumn(
-               new RegexFilterVM<OrderSecurityAlgoMeta>(
+               new RegexFilterVM<OrderSecurity>(
                  ort => ort.order.last_msg(),
                  nameof(OrderBookRowVM.last_msg))));
            // security key
@@ -256,7 +285,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.SecurityKey,
               r => r.security_key.ToString(),
               DefaultColumnWidths.SecurityKey,
-               new RegexFilterVM<OrderSecurityAlgoMeta>(
+               new RegexFilterVM<OrderSecurity>(
                  ort => ort.order.security_key().ToString(),
                  nameof(OrderBookRowVM.security_key)),
               DataGridFilterKnownTemplates.Regex,
@@ -267,7 +296,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.OrderKey,
               r => r.order_key.ToString(),
               DefaultColumnWidths.OrderKey,
-               new RegexFilterVM<OrderSecurityAlgoMeta>(
+               new RegexFilterVM<OrderSecurity>(
                  ort => ort.order.Key.ToString(),
                  nameof(OrderBookRowVM.order_key)),
               DataGridFilterKnownTemplates.Regex,
@@ -278,7 +307,7 @@ namespace mbts.spark {
               "Parent Key",
               r => r.parent_order_key.ToString(),
               DefaultColumnWidths.ParentKey,
-               new RegexFilterVM<OrderSecurityAlgoMeta>(
+               new RegexFilterVM<OrderSecurity>(
                  ort => ort.order.ParentKey.ToString(),
                  nameof(OrderBookRowVM.parent_order_key)),
               DataGridFilterKnownTemplates.Regex,
@@ -289,7 +318,7 @@ namespace mbts.spark {
               DefaultColumnHeaders.AttachedTargetOrderKey,
               r => r.order.attached_target_order_key().ToString(),
               DefaultColumnWidths.AttachedTargetOrderKey,
-               new RegexFilterVM<OrderSecurityAlgoMeta>(
+               new RegexFilterVM<OrderSecurity>(
                  ort => ort.order.attached_target_order_key().ToString(),
                  nameof(OrderBookRowVM.parent_order_key)),
               DataGridFilterKnownTemplates.Regex,
@@ -307,6 +336,7 @@ namespace mbts.spark {
         public SimpleTextColumn<Venue[]> exchange_column { get; }
         public SimpleTextColumn<TimeInForce[]> time_in_force_column { get; }
         public OrderBookOrderTypeColumn order_type_column { get; }
+         public OrderBookOrderTypeColumn root_algo_type_column { get; }
         public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
         public SideColumn side_column { get; }
         public SizeColumn qty_column { get; }
@@ -321,6 +351,7 @@ namespace mbts.spark {
         public SimpleTextColumn<string> order_key_column { get; }
         public SimpleTextColumn<string> parent_key_column { get; }
         public SimpleTextColumn<string> attached_target_order_key_column { get; }
+         public PiqColumn piq_column { get; }

         public FilterStates create_filter_states() =>
            new FilterStates {
@@ -333,6 +364,7 @@ namespace mbts.spark {
               exchanges = exchange_column.filter.get_state(),
               tifs = time_in_force_column.filter.get_state(),
               order_types = order_type_column.filter.get_state(),
+               root_algo_types = root_algo_type_column.filter.get_state(),
               order_sub_types = sub_type_column.filter.get_state(),
               sides = side_column.filter.get_state(),
               qty = qty_column.filter.get_state(),
@@ -344,7 +376,8 @@ namespace mbts.spark {
               exchange_message_regex = last_message_column.filter.get_state(),
               last_change = last_change_column.filter.get_state(),
               security_criteria = security_column.filter.get_state(),
-               symbols = symbol_column.filter.get_state()
+               symbols = symbol_column.filter.get_state(),
+               piq = piq_column.filter.get_state()
            };

         public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() =>
@@ -362,6 +395,7 @@ namespace mbts.spark {
               filled_qty_column.filter.load_state(fs.qty_filled);
               side_column.filter.load_state(fs.sides);
               order_type_column.filter.load_state(fs.order_types);
+               root_algo_type_column.filter.load_state(fs.root_algo_types);
               sub_type_column.filter.load_state(fs.order_sub_types);
               time_in_force_column.filter.load_state(fs.tifs);
               exchange_column.filter.load_state(fs.exchanges);
@@ -373,6 +407,7 @@ namespace mbts.spark {
               status_column.filter.load_state(fs.statuses);
               last_message_column.filter.load_state(fs.exchange_message_regex);
               last_change_column.filter.load_state(fs.last_change);
+               piq_column.filter.load_state(fs.piq);
            }
            _active_comparers.Clear();
            foreach (var col in this)
@@ -393,9 +428,9 @@ namespace mbts.spark {
            }
         }

-         public Func<OrderSecurityAlgoMeta, bool> get_filter() {
+         public Func<OrderSecurity, bool> get_filter() {
            var active_filters = this.OfType<ICVOrderBookColumn>().Where(c => c.filter.active.GetValueOrDefault()).Select(c => c.filter).ToArray();
-            return active_filters.Length == 0 ? null : new Func<OrderSecurityAlgoMeta, bool>(r => active_filters.All(f => f.filter(r)));
+            return active_filters.Length == 0 ? null : new Func<OrderSecurity, bool>(r => active_filters.All(f => f.filter(r)));
         }

         public OrderBookSortingData get_sorting_data() {
@@ -424,6 +459,7 @@ namespace mbts.spark {
         }

         public void Dispose() {
+            Disposable.dispose(ref _resources);
            foreach (var col in this.OfType<ICVOrderBookColumn>())
               (col.filter as IDisposable)?.Dispose();
            Clear();
@@ -495,7 +531,7 @@ namespace mbts.spark {
         GlyphContext _root_glyph_context, _child_glyph_context;

         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) {
+            IDataGridColumnPersistentFilter<OrderSecurity, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
            id = key.ToString();
            Width = width;
            Header = header;
@@ -512,10 +548,10 @@ namespace mbts.spark {
            }
         }

-         public IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, T> filter { get; }
+         public IDataGridColumnPersistentFilter<OrderSecurity, T> filter { get; }
         public IComparer<OrderBookRowVM> comparer { get; }

-         IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
         IDataGridColumnFilter IFilterableColumn.filter => filter;
         string IFilterableColumn.filter_template => _filter_template;
         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
@@ -529,17 +565,17 @@ namespace mbts.spark {

      public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<OrderBookRowVM> {
         public SimpleTextColumn(Columns key, string header, Func<OrderBookRowVM, string> get_text, double width,
-            IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> comparer)
+            IDataGridColumnPersistentFilter<OrderSecurity, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> 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,
-               font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
+               RenderUtils.get_foreground(row, font_brush), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      #region Explicit Column Defs
      public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
-         public SideColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, Side[]> filter)
+         public SideColumn(IDataGridColumnPersistentFilter<OrderSecurity, Side[]> filter)
            : 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) =>
@@ -548,7 +584,7 @@ namespace mbts.spark {
      }

      public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
+         public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurity, UIntMinMaxState> filter)
            : 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) =>
@@ -557,7 +593,7 @@ namespace mbts.spark {
      }

      public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
+         public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurity, UIntMinMaxState> filter)
            : 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) =>
@@ -566,21 +602,32 @@ namespace mbts.spark {
      }

      public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
+         readonly BindingBase _foreground_binding;
         ListSortDirection? _cached_sort_direction;
-         public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, OrderType[]> filter)
-            : base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.badge_fill)), new Binding(nameof(OrderBookRowVM.display_name)), filter) {
+
+         public OrderBookOrderTypeColumn(Columns key, string badge_fill_binding_path, string display_name_binding_path, IComparer<OrderBookRowVM> row_comparer, IDataGridColumnPersistentFilter<OrderSecurity, AlgoID[]> filter, string header = DefaultColumnHeaders.OrderType)
+            : base(key, new Binding(badge_fill_binding_path), new Binding(display_name_binding_path), filter, header) {
            id = key.ToString();
            this.filter = filter;
            font_weight_binding = RenderUtils.get_font_weight_binding();
+            _foreground_binding = RenderUtils.get_foreground_binding(this);
            _cached_sort_direction = SortDirection;
+            this.comparer = row_comparer;
         }

-         public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, OrderType[]> filter { get; }
-         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.order_type);
+         public new IDataGridColumnPersistentFilter<OrderSecurity, AlgoID[]> filter { get; }
+         public override string filter_template => DataGridFilterKnownTemplates.AlgoType;
+         public IComparer<OrderBookRowVM> comparer { get; }

-         IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

+         public override FrameworkElement view_factory() {
+            var view = base.view_factory();
+            view.SetBinding(OrderTypeItem.ForegroundProperty, _foreground_binding);
+            return view;
+         }
+
         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
            base.OnSortDirectionChanged(new_value);
@@ -590,7 +637,7 @@ namespace mbts.spark {
      public class OrderBookLastMessageColumn : TextColumn<Columns>, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;

-         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, string> filter)
+         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderSecurity, string> filter)
            : base(Columns.LastMessage, new Binding(nameof(OrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
            id = key.ToString();
            this.filter = filter;
@@ -599,10 +646,10 @@ namespace mbts.spark {
            tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
         }

-         public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, string> filter { get; }
+         public new IDataGridColumnPersistentFilter<OrderSecurity, string> filter { get; }
         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.last_msg);

-         IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
@@ -611,25 +658,35 @@ namespace mbts.spark {
         }
      }

+      public class PiqColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
+         public PiqColumn(IDataGridColumnPersistentFilter<OrderSecurity, UIntMinMaxState> filter)
+            : base(Columns.Piq, "PIQ", r => r.piq_text, DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.piq)) { }
+
+         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.piq_text, position, row_height,
+               RenderUtils.get_foreground(row, font_brush), null, HorizontalAlignment.Right, VerticalAlignment.Center, DefaultCellPadding);
+      }
+
      public class SecurityColumn : FrameworkElementColumnBase<Columns>, ICVOrderBookColumn, IFilterableColumn {
-         readonly BindingBase _font_weight_binding = RenderUtils.get_font_weight_binding();
+         readonly BindingBase _font_weight_binding = RenderUtils.get_font_weight_binding(), _foreground_binding;
         readonly IValueConverter _expander_visiblilty_converter = new ui.converters.BooleanToVisibilityConverter { VisibilityForFalse = Visibility.Hidden };
         readonly IValueConverter _margin_converter = new AnonymousValueConverter<int, Thickness>(level => new Thickness(10 * level, 0, 0, 0));

         ListSortDirection? _cached_sort_direction;

-         public SecurityColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, SecurityCriteria> filter) : base(Columns.Security) {
+         public SecurityColumn(IDataGridColumnPersistentFilter<OrderSecurity, SecurityCriteria> filter) : base(Columns.Security) {
            id = key.ToString();
            this.filter = filter;
+            _foreground_binding = RenderUtils.get_foreground_binding(this);
            Header = DefaultColumnHeaders.Security;
            Width = DefaultColumnWidths.Security;
            _cached_sort_direction = SortDirection;
         }

-         public IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, SecurityCriteria> filter { get; }
+         public IDataGridColumnPersistentFilter<OrderSecurity, SecurityCriteria> filter { get; }
         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.security, SecurityHelper.Comparer.InstanceImmutable.to_nullable());

-         IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderSecurity> ICVOrderBookColumn.filter => filter;
         IDataGridColumnFilter IFilterableColumn.filter => filter;
         string IFilterableColumn.filter_template => DataGridFilterKnownTemplates.DiscreteValues;
         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
@@ -647,7 +704,7 @@ namespace mbts.spark {
            security_view.SetBinding(TextBlock.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
            security_view.SetBinding(TextBlock.TextProperty, nameof(OrderBookRowVM.security_text));
            security_view.SetBinding(TextBlock.HorizontalAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
-            security_view.SetBinding(TextBlock.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
+            security_view.SetBinding(TextBlock.ForegroundProperty, _foreground_binding);
            security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
            security_view.SetBinding(TextBlock.FontWeightProperty, _font_weight_binding);
            //
@@ -742,7 +799,7 @@ namespace mbts.spark {
            // create the attach button and assign the menu to it
            var attach_button = new Button() {
               Name = "attach_button",
-               Content = "A",
+               Content = new Image() { Source = Icons.AttachAlgos },
               HorizontalAlignment = HorizontalAlignment.Stretch,
               VerticalAlignment = VerticalAlignment.Stretch,
               Focusable = false,
@@ -864,7 +921,7 @@ namespace mbts.spark {

            var detach_button = new Button() {
               Name = "detach_button",
-               Content = "D",
+               Content = new Image() { Source = Icons.DetachAlgos },
               HorizontalAlignment = HorizontalAlignment.Stretch,
               VerticalAlignment = VerticalAlignment.Stretch,
               Focusable = false, 
@@ -1028,6 +1085,10 @@ namespace mbts.spark {
            popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
               RelativeSource = new RelativeSource(RelativeSourceMode.Self)
            });
+            popup.Closed += (s, e) => {
+               if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm)
+                  ob_vm.is_attaching_orders = false;
+            };

            var the_whole_thing = new Grid();
            the_whole_thing.Children.Add(update_button);
@@ -1115,19 +1176,24 @@ namespace mbts.spark {
      static class RenderUtils {
         public static FontWeight
            root_font_weight = FontWeights.Normal,
-            child_font_weight = FontWeights.Light;
+            child_font_weight = FontWeights.Normal;
+         static readonly IMultiValueConverter _foreground_converter =
+            ValueConverter.create<bool, Brush, Brush>(_get_foreground);

         public static double font_size = FontSizes.Small;

         public static readonly IValueConverter
            _sub_type_text_converter = new ui.spark.converters.OrderSubTypeDisplayTextConverter(),
            _side_brush_converter = new AnonymousValueConverter<Side, Brush>(s => s == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask),
-            _font_weight_converter = new AnonymousValueConverter<bool, FontWeight>(is_child => is_child ? FontWeights.Light : FontWeights.Normal);
+            _font_weight_converter = new AnonymousValueConverter<bool, FontWeight>(is_child => is_child ? child_font_weight : root_font_weight);
+
         public static readonly IMultiValueConverter
            _price_text_converter = new ui.spark.converters.TickDisplayConverter(),
            _background_converter = new AnonymousMultiValueConverter<bool, OrderStatus, Brush>(
               (selected, status) => selected || status != OrderStatus.Working ? Brushes.Transparent : BTSColors.Orders.working_order_background_brush);

+         static readonly bool _animate_child_order_rows = mbts.config.Configuration.get<bts.config.OrderBookOptions>().animate_child_order_rows;
+
         public static BindingBase _get_background_binding() {
            var mb = new MultiBinding { Converter = _background_converter };
            mb.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
@@ -1135,9 +1201,29 @@ namespace mbts.spark {
            return mb;
         }

-         public static Brush get_side_brush(OrderBookRowVM r) => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
-         public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
-      }
+         public static BindingBase get_foreground_binding(ColumnBase col) {
+            var col_font_brush_binding = new Binding(nameof(ColumnBase.font_brush)) { Source = col };
+            if (!_animate_child_order_rows)
+               return col_font_brush_binding;
+            var mb = new MultiBinding { Converter = _foreground_converter };
+            mb.Bindings.Add(new Binding(nameof(OrderBookRowVM.is_child)));
+            mb.Bindings.Add(col_font_brush_binding);
+            return mb;
+         }

+         public static Brush get_side_brush(OrderBookRowVM r) => get_foreground(r, r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask);
+         public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
+
+         public static Brush get_foreground(OrderBookRowVM row, Brush brush) =>
+            _animate_child_order_rows ? _get_foreground(row.is_child, brush) : brush;
+
+         static Brush _get_foreground(bool is_child, Brush brush) {
+            if (is_child) {
+               brush = brush.Clone();
+               brush.Opacity = 0.75;
+            }
+            return brush;
+         }
+      }
   }
 }
@@ -14,34 +14,27 @@ using System.Windows.Media;
 using Columns = mbts.spark.OrderBookGridView.ColumnKeys;

 namespace mbts.spark {
-   partial class OrderBookRowVM : IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, IHierarchicalRow<OrderSecurityAlgoMeta>, INotifyPropertyChanged {
+   partial class OrderBookRowVM : IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, IHierarchicalRow<OrderSecurity>, INotifyPropertyChanged {
      const string _unknown_security_price_format_string = "0.#########";
      const int _unknown_security_price_num_fractional_digits = 9;
      readonly OrderBookVM _owner;
-      Brush _badge_fill;
+      Color? _root_algo_badge_color_backing;
+      Brush _badge_fill, _root_algo_badge_fill;
      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _detach_command, _attach_command, _update_command, _modify_order_quantity_andor_price, _revert_prospective_order_quantity_andor_price;
      bool _is_parent, _is_expanded, _is_selected, _is_attachable, _is_detachable;
      int _depth_level;
      SecurityImmutable? _security => order_tuple.security;
-
-      
      // for mini-ob 
      uint _prospective_quantity;
      double _prospective_price;

-
-      public OrderBookRowVM(OrderBookVM owner, OrderSecurityAlgoMeta order_tuple, bool is_expanded) {
+      public OrderBookRowVM(OrderBookVM owner, OrderSecurity order_tuple, bool is_expanded) {
         _owner = owner;
         this.order_tuple = order_tuple;
         is_visible = !is_child;
         _is_expanded = is_expanded;
         prospective_quantity = this.quantity;
         prospective_price = this.price;
-         this.invalidated += OrderBookRowVM_invalidated;
-      }
-
-      private void OrderBookRowVM_invalidated() {
-         modify_order_quantity_andor_price?.TryRaiseCanExecuteChanged();
      }

      //// This takes care of the case where the OB has all rows visible
@@ -50,22 +43,22 @@ namespace mbts.spark {
      //// when the OrderBookVM.selected_order_changes, this emulates the selected
      //// order changing since the current_row setter invokes the selected_order_changed
      //// handler
-      public IObservable<OrderSecurityAlgoMeta> subscribe_data() {
-         return Observable.FromEvent<Action, OrderSecurityAlgoMeta>(
-            cb => () => cb(order_tuple), 
-            cb => invalidated += cb, 
+      public IObservable<OrderSecurity> subscribe_data() {
+         return Observable.FromEvent<Action, OrderSecurity>(
+            cb => () => cb(order_tuple),
+            cb => invalidated += cb,
            cb => invalidated -= cb);
      }

      public event Action invalidated;
-      public event Action<(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval)> updated;
+      public event Action<(OrderSecurity oldval, OrderSecurity newval)> updated;
      public event PropertyChangedEventHandler PropertyChanged;

      // Core
-      public OrderSecurityAlgoMeta order_tuple { get; private set; }
+      public OrderSecurity order_tuple { get; private set; }
      public OrderRecordImmutable order => order_tuple.order;
      public OrderMetadata order_metadata => _owner.get_metadata(this);
-      public Brush badge_fill => _badge_fill ?? (_badge_fill = order_tuple.badge_fill(order_metadata));
+      public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(order_tuple.meta, order_metadata));
      public uint order_key => order.Key;
      public uint parent_order_key => order.ParentKey;
      public uint security_key => order.security_key();
@@ -98,11 +91,19 @@ namespace mbts.spark {
      public uint quantity => order.quantity();
      public uint filled_quantity => order.filled();
      public string last_msg => order.last_msg();
+      public uint piq => order_tuple.piq ?? uint.MaxValue;
+      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.ToString();
      public bool is_non_terminal => order.is_non_terminal();
      public bool is_attachable { get => _is_attachable; set => SetVisual(ref _is_attachable, value); }
      public bool is_detachable { get => _is_detachable; set => SetVisual(ref _is_detachable, value); }
-
      public string filled_status_desc => order.filled_status_description(security.spec_or_default());
+
+      // Root Algo
+      public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root_algo.value.CustomCase;
+      public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
+      public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
+      public string root_algo_display_name => order_tuple.root_algo.name;
+
      // Tree
      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
      public bool is_child => order.has_parent();
@@ -135,45 +136,51 @@ namespace mbts.spark {
            }
         }
      }
-      public bool is_qty_dirty => this.prospective_quantity != this.quantity;     
+      public bool is_qty_dirty => this.prospective_quantity != this.quantity;
      public bool is_price_dirty => this.prospective_price != this.price;

      // Commands
      public ICommand toggle_command => _toggle_expanded_cmd ?? (
         _toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));

-      public ICommand show_order_modify_cmd => 
+      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 || status == OrderStatus.Disconnected));

-      public ICommand modify_order_quantity_andor_price => _modify_order_quantity_andor_price ??
-         (_modify_order_quantity_andor_price = new DelegateCommand(
-            () => {
-               if (is_qty_dirty && is_price_dirty) {
-                  _owner.modify_order_price_and_quantity(this, prospective_price, prospective_quantity);
-               } else if (is_qty_dirty) {
-                  _owner.modify_order_quantity(this, prospective_quantity);
-               } else if (is_price_dirty) {
-                  _owner.modify_order_price(this, this.prospective_price);
+      public ICommand modify_order_quantity_andor_price {
+         get {
+            if (_modify_order_quantity_andor_price == null) {
+               _modify_order_quantity_andor_price = new DelegateCommand(execute, can_execute);
+               invalidated += _modify_order_quantity_andor_price.RaiseCanExecuteChanged;
+               // impl
+               void execute() {
+                  if (is_qty_dirty && is_price_dirty) {
+                     _owner.modify_order_price_and_quantity(this, prospective_price, prospective_quantity);
+                  } else if (is_qty_dirty) {
+                     _owner.modify_order_quantity(this, prospective_quantity);
+                  } else if (is_price_dirty) {
+                     _owner.modify_order_price(this, this.prospective_price);
+                  }
+                  _unselect_me();
               }
-               _unselect_me();
-            }, 
+               bool can_execute() => status == OrderStatus.Working && (is_price_dirty || is_qty_dirty);
+            }
+            return _modify_order_quantity_andor_price;
+         }
+      }
+
+      public ICommand revert_prospective_order_quantity_andor_price => _revert_prospective_order_quantity_andor_price ??
+         (_revert_prospective_order_quantity_andor_price = new DelegateCommand(
+            () => {
+               prospective_price = price;
+               prospective_quantity = quantity;
+            },
            () => this.status == OrderStatus.Working && (is_price_dirty || is_qty_dirty)
         )
      );

-      public ICommand revert_prospective_order_quantity_andor_price => _revert_prospective_order_quantity_andor_price ??
-   (_revert_prospective_order_quantity_andor_price = new DelegateCommand(
-      () => {
-         prospective_price = price;
-         prospective_quantity = quantity;
-      },
-      () => this.status == OrderStatus.Working && (is_price_dirty || is_qty_dirty)
-   )
-);
-
      public ICommand detach_command => _detach_command ??
         (_detach_command = new DelegateCommand(() => {
            _owner.detach_orders(this);
@@ -190,14 +197,26 @@ namespace mbts.spark {

      public ICommand update_command => _update_command ?? (
         _update_command = new DelegateCommand(() => {
-            _select_me();          
+            _select_me();
         })
      );
+
+      // private props
+      Color _root_algo_badge_color {
+         get => _root_algo_badge_color_backing ?? (_root_algo_badge_color_backing = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata)).Value;
+         set {
+            if (_root_algo_badge_color_backing != value) {
+               _root_algo_badge_color_backing = value;
+               _root_algo_badge_fill = null;
+            }
+         }
+      }
+
      #region IHierarchicalRow
      bool IHierarchicalRow.is_parent => is_parent;
      bool IHierarchicalRow.is_expanded => is_expanded;
      int IHierarchicalRow.depth_level => depth_level;
-      OrderSecurityAlgoMeta IHierarchicalRow<OrderSecurityAlgoMeta>.value => order_tuple;
+      OrderSecurity IHierarchicalRow<OrderSecurity>.value => order_tuple;

      void IHierarchicalRow.on_is_parent_changed(bool is_parent) => this.is_parent = is_parent;
      /// Do NOT actually call the <see cref="is_expanded"/> setter (it has side effects) - the row collection calls this method when the row is expanded/collapsed by some **external means, outside of this class.
@@ -209,7 +228,7 @@ namespace mbts.spark {
      /// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.collapse_row(TKey)"/>
      void IHierarchicalRow.on_is_expanded_changed(bool is_expanded) => Set(ref _is_expanded, is_expanded, nameof(is_expanded));
      void IHierarchicalRow.on_depth_level_changed(int depth_level) => this.depth_level = depth_level;
-      void IHierarchicalRow<OrderSecurityAlgoMeta>.on_value_changed(OrderSecurityAlgoMeta value) => update(value);
+      void IHierarchicalRow<OrderSecurity>.on_value_changed(OrderSecurity value) => update(value);
      #endregion

      private void _unselect_me() {
@@ -227,7 +246,7 @@ namespace mbts.spark {
      internal void expand_internal() => Set(ref _is_expanded, true, nameof(is_expanded));
      internal void collapse_internal() => Set(ref _is_expanded, false, nameof(is_expanded));

-      public void update(OrderSecurityAlgoMeta order_tuple) {
+      public void update(OrderSecurity order_tuple) {
         Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
         // _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);
@@ -240,11 +259,11 @@ namespace mbts.spark {
         // quantity
         if ((Columns.Size & dirty) != 0)
            RaisePropertyChanged(nameof(quantity), nameof(is_qty_dirty));
-            // we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
-            // via the Mini OB update column mechanism (vs the EditableQty column)
-            // prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
-            // row will no longer match the filter
-            prospective_quantity = quantity;
+         // we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
+         // via the Mini OB update column mechanism (vs the EditableQty column)
+         // prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
+         // row will no longer match the filter
+         prospective_quantity = quantity;
         // price
         if ((Columns.Price & dirty) != 0) {
            RaisePropertyChanged(nameof(price));
@@ -262,6 +281,15 @@ namespace mbts.spark {
         // display name
         if (old_order_tuple.display_name() != order_tuple.display_name())
            RaisePropertyChanged(nameof(display_name));
+         // root badge fill
+         if (_root_algo_badge_color_backing.HasValue) {
+            // only need to invalidate it if it had a value (it is lazily instantiated)
+            _root_algo_badge_color = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata);
+            RaisePropertyChanged(nameof(root_algo_badge_fill));
+         }
+         // root display name
+         if (old_order_tuple.root_algo.name != order_tuple.root_algo.name)
+            RaisePropertyChanged(nameof(root_algo_display_name));
         // status
         if ((Columns.Status & dirty) != 0)
            RaisePropertyChanged(nameof(status));
@@ -288,7 +316,9 @@ namespace mbts.spark {
            // this will update the cancel column in the mini ob
            cancel_command.TryRaiseCanExecuteChanged();
         }
-
+         if ((Columns.Piq & dirty) != 0) {
+            RaisePropertyChanged(nameof(piq), nameof(piq_text));
+         }
         // always refresh attach and detach b/c
         // conditionally raise invalidated
         if ((dirty & ViewRefresh.invalidate_mask) != 0)
@@ -349,13 +379,14 @@ namespace mbts.spark {
               Columns.Status |
               Columns.ParentKey |
               Columns.AttachedTargetOrderKey |
-               Columns.LastMessage,
+               Columns.LastMessage |
+               Columns.Piq,
            filled_status_desc_mask =
               Columns.Filled |
               Columns.AvgFilled |
               Columns.Status;

-         public static Columns get_dirty_cells(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) {
+         public static Columns get_dirty_cells(OrderSecurity oldval, OrderSecurity newval) {
            var dirty = (Columns)0;
            if (oldval.security != newval.security)
               dirty |= Columns.Security;
@@ -379,8 +410,11 @@ namespace mbts.spark {
               dirty |= Columns.Status;
            if (oldval.order.last_msg() != newval.order.last_msg())
               dirty |= Columns.LastMessage;
+            if (oldval.piq != newval.piq) {
+               dirty |= Columns.Piq;
+            }
            return dirty;
         }
      }
   }
-}
+}
@@ -4,10 +4,10 @@ using bts.api.core;
 using bts.api.orderman;
 using bts.collections;
 using bts.shell;
+using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
 using bts.utils;
-using mbts.collections;
 using mbts.persist;
 using mbts.spark.utilities;
 using mbts.ui;
@@ -41,10 +41,10 @@ namespace mbts.spark {
      readonly OrdersModel _model;
      readonly Property<OrderBookRowVM> _current_row;
      readonly DelegateProperty<bool> _show_order_params, _show_ladder, _show_fills, _can_attach_selected_orders, _can_detach_selected_orders;
-      readonly OperableHierarchicalCollection<OrderBookRowVM, OrderSecurityAlgoMeta, uint> _row_collection;
+      readonly OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint> _row_collection;
      readonly OrderBookColumnCollection _columns;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
-      readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsWindowFactory.StartupData.MiniGridSettings, FillsWindowFactory.StartupData.MiniGridSettings);
+      readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsSettings.MiniGridSettings, FillsSettings.MiniGridSettings);
      readonly SelectedOrderParamsMon _selected_params_mon;
      readonly RightPanelModel _right_panel = new RightPanelModel();
      OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
@@ -57,14 +57,21 @@ namespace mbts.spark {
         _show_right_panel = OrderBookStartupData.Default.show_right_panel,
         _is_attaching_orders,
         _is_row_collection_populated;
-      IReadOnlyDictionary<uint, OrderSecurityAlgoMeta> _cached_orders = DictionaryHelper.empty<uint, OrderSecurityAlgoMeta>();
+      IReadOnlyDictionary<uint, OrderSecurity> _cached_orders = DictionaryHelper.empty<uint, OrderSecurity>();
      IReadOnlyDictionary<uint, bool> _cached_attachable = DictionaryHelper.empty<uint, bool>(), _cached_detachable = DictionaryHelper.empty<uint, bool>();
      HashSet<uint>
         _attachable_selected_orders = new HashSet<uint>(),
         _detachable_selected_orders = new HashSet<uint>();
      FilterData _cached_filter_data;

-      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false) {
+      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_params_mon = new SelectedOrderParamsMon(model.dynamic_helper);
@@ -90,7 +97,7 @@ namespace mbts.spark {
         _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 OperableHierarchicalCollection<OrderBookRowVM, OrderSecurityAlgoMeta, uint>(
+         _row_collection = new OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint>(
            o => new OrderBookRowVM(this, o, rows_are_initially_expanded) {
               is_attachable = _cached_attachable.TryGetValue(o.order.Key, out bool ia) && ia,
               is_detachable = _cached_detachable.TryGetValue(o.order.Key, out bool id)
@@ -139,6 +146,8 @@ namespace mbts.spark {
         IDisposable attach_vm_hooks = null;
         begin_attaching += on_begin_attaching;
         end_attaching += on_end_attaching;
+         // switch between orders and/or orders w/ piq
+         var orders_source = OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root;
         concat_disposable(
            connect_order_mod_vm(),
            _can_attach_selected_orders.observe_current().Subscribe(send_attached_orders_async_cmd, begin_attach_cmd),
@@ -160,7 +169,7 @@ namespace mbts.spark {
               security_plurality = p;
               RaisePropertyChanged(nameof(security_plurality));
            }),
-            model.on_order_tuples.OnDispatcher().Subscribe(t => {
+            orders_source.OnDispatcher().Subscribe(t => {
               _cached_orders = t.state;
               _row_collection.update(t.added, t.changed, t.removed.Select(o => o.order.Key));
            }),
@@ -248,13 +257,20 @@ namespace mbts.spark {
               var order_tups = selected_rows.Select(r => r.order_tuple).ToList();
               var mod_algo_vm = attach_vm.algo_vm.algo_root;
               await Task.WhenAll(order_tups.Select(t => {
-                  var algo = t.order.Def.CustomDef.CloneToMutable();
+                  var algo = t.order.Def.CustomDef.actual().CloneToMutable();
                  mod_algo_vm.assign_to(algo);
+                  if (algo_template_key != 0) {
+                     algo = new CustomOrderDefinition {
+                        Composite = new CompositeOrderDefinition {
+                           AlgoTemplateKey = algo_template_key,
+                           Definition = algo
+                        }
+                     };
+                  }
                  return _model.send_order(
                     t.order.Def.with(
                        attach_target_order_key: t.order.Key,
-                        custom_def: algo,
-                        algo_template_key: algo_template_key
+                        custom_def: algo
                     ),
                     double.IsNaN(price) ? t.order.price() : price,
                     size ?? t.order.quantity());
@@ -268,15 +284,14 @@ namespace mbts.spark {
            Disposable.replace(ref attach_vm_hooks,
               Disposable.Create(
                  connect_common_selected_params(attach_vm),
-                  _selected_params_mon.subscribe_algos().Subscribe(algos => {
+                  attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
                     bool show_price, show_size;
-                     using (var en = algos.Select(a => a.CustomCase).Distinct().GetEnumerator()) {
-                        if (show_price = show_size = en.MoveNext()) {
-                           do {
-                              if (show_price) show_price = AttachConf.show_price(en.Current);
-                              if (show_size) show_size = AttachConf.show_size(en.Current);
-                           } while ((show_price || show_size) && en.MoveNext());
-                        }
+                     if (algo_root == null) {
+                        show_price = false;
+                        show_size = false;
+                     } else {
+                        show_price = AttachConf.show_price(algo_root.order_type);
+                        show_size = AttachConf.show_size(algo_root.order_type);
                     }
                     attach_vm.price_permissions = bool_to_perm(show_price);
                     attach_vm.size_permissions = bool_to_perm(show_size);
@@ -285,7 +300,7 @@ namespace mbts.spark {
                  }),
                  // custom templates (created by user)
                  _model.algo_model.definitions.OnDispatcher().Subscribe(u =>
-                     AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots as ObservableKeyedCollection<IAlgoVM, AlgoKey>, u, mk_factory(true)))));
+                     AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots_index, u, mk_factory(true)))));
            // vm factory
            Func<AlgoData, AlgoDefinitionVM> mk_factory(bool connect) =>
               fd => {
@@ -529,13 +544,27 @@ namespace mbts.spark {

      public void begin_attach_algos() => is_attaching_orders = true;

-      public bool try_get_parent(OrderBookRowVM row, out OrderSecurityAlgoMeta parent) =>
+      public bool try_get_parent(OrderBookRowVM row, out OrderSecurity parent) =>
         _cached_orders.TryGetValue(row.parent_order_key, out parent);

+      public OrderRecordImmutable get_root(OrderRecordImmutable r) {
+         while (r.ParentKey != 0 && _cached_orders.TryGetValue(r.ParentKey, out var parent_osam)) {
+            r = parent_osam.order;
+         }
+         return r;
+      }
+
      internal void detach_orders(OrderBookRowVM order) =>
         _detach_orders_async(new[] { order }).ignore();

-      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order_type);
+      public OrderSecurity get_ordersecurityalgometa(OrderRecordImmutable order) {
+         _cached_orders.TryGetValue(order.Key, out var osam);
+         return osam;
+      }
+
+      public OrderMetadata get_metadata(CustomOrderDefinition.CustomOneofCase order_type) => _model.factory.get_metadata(order_type);
+
+      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order.actual_order_type());

      internal OrderBookRowVM get_parent(OrderBookRowVM row) => _row_collection.get_parent(row.order_key);

@@ -598,7 +627,11 @@ namespace mbts.spark {
            await Task.WhenAll(update_params.Select(t => _model.update_order(t.order, new_price: price, new_size: size, new_algo: t.new_algo)));
            (OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderBookRowVM row) {
               var mod_algo = row.order.Def.CustomDef.CloneToMutable();
-               mod_algo_vm.assign_to(mod_algo);
+               if (mod_algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite) {
+                  mod_algo_vm.assign_to(mod_algo.Composite.Definition);
+               } else {
+                  mod_algo_vm.assign_to(mod_algo);
+               }
               var mod_algoi = new CustomOrderDefinitionImmutable(mod_algo);
               return (row.order, OrderDataHelper.EqualsHelpers.equals(row.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
            }
@@ -840,10 +873,9 @@ namespace mbts.spark {
               revert();
         }

-         public void revert() {
-            foreach (var r in param_rows)
-               r.param.revert();
-         }
+         public void revert() =>
+            param_rows.revert_all();
+
         public IObservable<bool> subscribe_is_dirty() => _is_dirty.observe_current(true);

         void _reset_ladder_vm() {
@@ -851,7 +883,10 @@ namespace mbts.spark {
               return;
            Disposable.replace(ref _ladder_vm,
               _security_md.HasValue ?
-                  LadderVM.create_readonly(_owner._bus, new LadderModel(security_md.Value, _owner._model, new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key)))) :
+                  LadderVM.create_readonly(
+                     _owner._bus, 
+                     new LadderModel(security_md.Value, _owner._model, _owner._model.mbo_service,
+                        new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key)))) :
                  null);
            RaisePropertyChanged(nameof(ladder_vm));
         }
@@ -873,7 +908,7 @@ namespace mbts.spark {
            this.column_filters = column_filters;
         }

-         public Func<OrderSecurityAlgoMeta, bool> build_predicate() {
+         public Func<OrderSecurity, bool> build_predicate() {
            var pred = column_filters.build_predicate();
            if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
               if (pred == null) {
@@ -882,7 +917,7 @@ namespace mbts.spark {
                  var col_pred = pred;
                  pred = o => tree_disp_pred(o) && col_pred(o);
               }
-               bool tree_disp_pred(OrderSecurityAlgoMeta o) =>
+               bool tree_disp_pred(OrderSecurity o) =>
                  !o.order.has_parent() ||
                  o.order.is_exchange_order() ||
                  o.order.order_type() == CustomOrderDefinition.CustomOneofCase.Spreader;
@@ -917,7 +952,7 @@ namespace mbts.spark {
         readonly CommonValueMonitor<uint> _size_mon = new CommonValueMonitor<uint>();
         readonly CommonValueMonitor<AccountTuple> _account_mon = new CommonValueMonitor<AccountTuple>();
         readonly CommonValueMonitor<bool> _all_active_mon = new CommonValueMonitor<bool>();
-         readonly CommonValueMonitorMultiplexor<OrderSecurityAlgoMeta> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurityAlgoMeta>();
+         readonly CommonValueMonitorMultiplexor<OrderSecurity> _group_mon = new CommonValueMonitorMultiplexor<OrderSecurity>();
         readonly DynamicOrderHelper _dyn_helper;
         IReadOnlyDictionary<uint, SecurityMD> _security_md_map = DictionaryHelper.empty<uint, SecurityMD>();

@@ -986,22 +1021,22 @@ namespace mbts.spark {
            _security_md_map_changed?.Invoke();
         }

-         void _on_row_updated((OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) ch) {
+         void _on_row_updated((OrderSecurity oldval, OrderSecurity newval) ch) {
            using (begin_udpate()) {
               _group_mon.remove(ch.oldval);
               _group_mon.add(ch.newval);
            }
         }

-         static SecurityImmutable? _get_spreader_sec(OrderSecurityAlgoMeta osam) =>
+         static SecurityImmutable? _get_spreader_sec(OrderSecurity 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) =>
+         AlgoSecurityKey _algo_key(OrderSecurity 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) =>
+         SecurityMD? _get_sec_md(OrderSecurity osam) =>
            osam.security.HasValue && _security_md_map.TryGetValue(osam.security.Value.Id, out SecurityMD smd) ? smd : (SecurityMD?)null;

         struct AlgoSecurityKey {
@@ -1104,4 +1139,4 @@ namespace mbts.spark {
            !_algo_type_conf.TryGetValue(algo_type, out var result) || result.show_size;
      }
   }
-}
+}
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell;
+using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
 using bts.view;
@@ -68,7 +69,7 @@ namespace mbts.spark {
         _vm.load_from(_state);
         _view = new OrderBookView(_vm);

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

         var toggle_show_right_panel_command = new SparkCommandCommand(
            get_toggle_show_right_panel_cmd_title(),
@@ -1,4 +1,5 @@
-using mbts.ui;
+using bts.shell.fills;
+using mbts.ui;
 using ProtoBuf;
 using System.Collections.Generic;
 using GridSettings = mbts.ui.settings.GridSettings;
@@ -9,11 +10,11 @@ namespace bts.shell.orderbook {
      [ProtoMember(1)]
      public GridSettings general { get; set; }
      [ProtoMember(2)]
-      public FillsWindowFactory.FilterStates filters { get; set; }
+      public FillsFilterStates filters { get; set; }
      [ProtoMember(3)]
      public List<SortingCriteria> sorting_criterion { get; set; }

-      public FillsWindowFactory.StartupData to_startup_data() =>
-         new FillsWindowFactory.StartupData(null, sorting_criterion, filters, general);
+      public FillsSettings to_startup_data() =>
+         new FillsSettings(null, sorting_criterion, filters, general);
   }
 }
@@ -7,8 +7,6 @@ using mbts.spark.filters;
 using mbts.ui;
 using ProtoBuf;
 using System;
-using System.Collections.Generic;
-using System.Linq;

 namespace bts.shell.orderbook {
   [ProtoContract]
@@ -27,8 +25,12 @@ namespace bts.shell.orderbook {
      public Venue[] exchanges;
      [ProtoMember(7)]
      public TimeInForce[] tifs;
-      [ProtoMember(8)]
-      public CustomOrderDefinition.CustomOneofCase[] order_types;
+      //[ProtoMember(8)]
+      //public CustomOrderDefinition.CustomOneofCase[] order_types;
+      [ProtoMember(23)]
+      public AlgoID[] order_types;
+      [ProtoMember(24)]
+      public AlgoID[] root_algo_types;
      [ProtoMember(9)]
      public Side[] sides;
      [ProtoMember(10)]
@@ -56,7 +58,9 @@ namespace bts.shell.orderbook {
      [ProtoMember(21)]
      public string parent_key_regex;
      [ProtoMember(22)]
-      public string attached_target_order_key_regex;
+      public string attached_target_order_key_regex;
+      [ProtoMember(25)]
+      public UIntMinMaxState piq;

      public bool Equals(FilterStates other) =>
         other != null &&
@@ -70,6 +74,7 @@ namespace bts.shell.orderbook {
         EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
         EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
         EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
+         EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
         EqualityComparer.safe_sequence_equals(sides, other.sides) &&
         qty.safe_equals(other.qty) &&
         price.safe_equals(other.price) &&
@@ -80,7 +85,8 @@ namespace bts.shell.orderbook {
         exchange_message_regex == other.exchange_message_regex &&
         last_change.Equals(other.last_change) &&
         EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
-         EqualityComparer.safe_sequence_equals(symbols, other.symbols);
+         EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
+         piq.safe_equals(other.piq);

      public override bool Equals(object obj) => Equals(obj as FilterStates);

@@ -96,6 +102,7 @@ namespace bts.shell.orderbook {
            EqualityComparer.safe_aggregate_hash(exchanges),
            EqualityComparer.safe_aggregate_hash(tifs),
            EqualityComparer.safe_aggregate_hash(order_types),
+            EqualityComparer.safe_aggregate_hash(root_algo_types),
            EqualityComparer.safe_aggregate_hash(sides),
            qty?.GetHashCode() ?? 0,
            price?.GetHashCode() ?? 0,
@@ -106,89 +113,42 @@ namespace bts.shell.orderbook {
            exchange_message_regex?.GetHashCode() ?? 0,
            last_change.GetHashCode(),
            EqualityComparer.safe_aggregate_hash(order_sub_types),
-            EqualityComparer.safe_aggregate_hash(symbols));
+            EqualityComparer.safe_aggregate_hash(symbols),
+            piq?.GetHashCode() ?? 0);
   }

   static class FilterStatesExtensions {
-      public static Func<OrderSecurityAlgoMeta, bool> build_predicate(this FilterStates fs) {
-         var predicates = new List<Func<OrderSecurityAlgoMeta, bool>>();
+      public static Func<OrderSecurity, bool> build_predicate(this FilterStates fs) {
+         var pb = new ColumnPredicateBuilder<OrderSecurity>();
         // security
-         if (fs.security_criteria?.is_defined() ?? false)
-            predicates.Add(o => o.security.HasValue && ContractPickerModel.security_in_criteria(fs.security_criteria, o.security.Value));
+         pb.add_security_criteria(fs.security_criteria, o => o.security);
         // regex
-         add_regex(fs.order_key_regex, o => o.order.Key.ToString());
-         add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
-         add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
-         add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
+         pb.add_regex(fs.order_key_regex, o => o.order.Key.ToString());
+         pb.add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
+         pb.add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
+         pb.add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
         // time
-         add_time_filter(fs.time_created, o => o.order.created());
-         add_time_filter(fs.last_change, o => o.order.last_change());
+         pb.add_time_filter(fs.time_created, o => o.order.created());
+         pb.add_time_filter(fs.last_change, o => o.order.last_change());
         // discrete values
-         add_discrete_values(fs.users, o => o.order.user());
-         add_discrete_values(fs.accounts, o => o.order.account());
-         add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
-         add_discrete_values(fs.tifs, o => o.order.time_in_force());
-         add_discrete_values(fs.order_types, o => o.order.order_type());
-         add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
-         add_discrete_values(fs.sides, o => o.order.side());
-         add_discrete_values(fs.statuses, o => o.order.status());
-         add_discrete_values(fs.symbols, o => o.security?.Symbol);
+         pb.add_discrete_values(fs.users, o => o.order.user());
+         pb.add_discrete_values(fs.accounts, o => o.order.account());
+         pb.add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
+         pb.add_discrete_values(fs.tifs, o => o.order.time_in_force());
+         pb.add_discrete_values(fs.order_types, o => AlgoID.from_order_def(o.order.Def));
+         pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key));
+         pb.add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
+         pb.add_discrete_values(fs.sides, o => o.order.side());
+         pb.add_discrete_values(fs.statuses, o => o.order.status());
+         pb.add_discrete_values(fs.symbols, o => o.security?.Symbol);
         // numeric
-         add_numeric(fs.qty, o => o.order.quantity());
-         add_numeric(fs.price, o => o.order.price());
-         add_numeric(fs.qty_filled, o => o.order.filled());
-         add_numeric(fs.avg_price, o => o.order.avg_price());
-         add_numeric(fs.last_price, o => o.order.last_price());
-         return predicates.Count == 0 ? null : new Func<OrderSecurityAlgoMeta, bool>(o => predicates.All(p => p(o)));
-         // local methods (impl)
-         void add_regex(string str, Func<OrderSecurityAlgoMeta, string> selector) {
-            var regex = RegexFilterUtils.build_regex(str);
-            if (regex == null)
-               return;
-            predicates.Add(impl);
-            bool impl(OrderSecurityAlgoMeta o) => regex.IsMatch(selector(o) ?? string.Empty);
-         }
-         void add_time_filter(TimeFilterTuple t, Func<OrderSecurityAlgoMeta, DateTime> selector) {
-            if (!t.is_active)
-               return;
-            var dt_pred = TimeFilterUtils.build_predicate(t);
-            predicates.Add(impl);
-            bool impl(OrderSecurityAlgoMeta o) => dt_pred(selector(o));
-         }
-         void add_discrete_values<T>(T[] values, Func<OrderSecurityAlgoMeta, T> selector) {
-            if (values.is_null_or_empty())
-               return;
-            if (values.Length < 16) {
-               predicates.Add(impl);
-               bool impl(OrderSecurityAlgoMeta o) => values.Contains(selector(o));
-            } else {
-               var set = new HashSet<T>(values);
-               predicates.Add(impl);
-               bool impl(OrderSecurityAlgoMeta o) => set.Contains(selector(o));
-            }
-         }
-         void add_numeric<T>(IMinMaxState<T> value, Func<OrderSecurityAlgoMeta, T> selector) where T : struct, IComparable<T> {
-            if (value == null)
-               return;
-            if (value.minimum.active) {
-               var min = value.minimum.value.Value;
-               if (value.maximum.active) {
-                  var max = value.maximum.value.Value;
-                  predicates.Add(impl);
-                  bool impl(OrderSecurityAlgoMeta o) {
-                     var v = selector(o);
-                     return min.CompareTo(v) <= 0 && max.CompareTo(v) >= 0;
-                  }
-               } else {
-                  predicates.Add(impl);
-                  bool impl(OrderSecurityAlgoMeta o) => min.CompareTo(selector(o)) <= 0;
-               }
-            } else if (value.maximum.active) {
-               var max = value.maximum.value.Value;
-               predicates.Add(impl);
-               bool impl(OrderSecurityAlgoMeta o) => max.CompareTo(selector(o)) >= 0;
-            }
-         }
+         pb.add_numeric(fs.qty, o => o.order.quantity());
+         pb.add_numeric(fs.price, o => o.order.price());
+         pb.add_numeric(fs.qty_filled, o => o.order.filled());
+         pb.add_numeric(fs.avg_price, o => o.order.avg_price());
+         pb.add_numeric(fs.last_price, o => o.order.last_price());
+         pb.add_numeric(fs.piq, o => o.piq ?? uint.MaxValue);
+         return pb.to_predicate();
      }
   }
-}
+}
@@ -1,209 +1,223 @@
-using bts.api.orderman;
-using mbts;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.settings;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows;
-using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
-using GridSettings = mbts.ui.settings.GridSettings;
-
-namespace bts.shell.orderbook {
-   [ProtoContract]
-   class OrderBookStartupData {
-      const bool
-         _default_show_right_panel = true,
-         _default_show_order_params = true;
-      const double
-         _default_right_panel_width = 400,
-         _default_order_params_height = 250,
-         _default_fills_height = 300,
-         _default_ladder_height = 350;
-      [ProtoMember(16)]
-      OrderBookRightPanelSettings _right_panel;
-      // ALREADY USED TAGS
-      // [ProtoMember(5)]
-      // public readonly List<SortingCriteria> sort_criteria;
-
-      public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
-      /// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
-      // right panel (host)
-      public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
-      public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
-      // order params
-      public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
-      public double order_params_height { get; set; }
-      // ladder
-      public bool show_ladder { get; set; }
-      public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
-      // fills
-      public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
-      public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
-
-      // filters
-      [ProtoMember(10)]
-      public FilterStates filters;
-      // grid
-      [ProtoMember(15)]
-      [Obsolete]
-      public GridSettings grid { get; set; }
-      // orderbook grid
-      [ProtoMember(17)]
-      public OrderBookGridSettings orderbook_grid { get; set; }
-      // fills settings
-      [ProtoMember(26)]
-      public OrderBookFillsGridSettings fills_settings { get; set; }
-      // predicate animations
-      [ProtoMember(20)]
-      [Obsolete]
-      List<OrderRecordTuplePredicateAnimations> _predicate_animations;
-      // use defaults
-      [ProtoMember(25)]
-      public bool use_defaults;
-
-      public OrderBookStartupData() {
-         show_right_panel = _default_show_right_panel;
-         show_order_params = _default_show_order_params;
-         right_panel_width = _default_right_panel_width;
-         order_params_height = _default_order_params_height;
-         fills_height = _default_fills_height;
-         ladder_height = _default_ladder_height;
-      }
-
-      public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
-         this.filters = filters;
-         this.use_defaults = use_defaults;
-         this.show_right_panel = show_right_panel;
-         this.right_panel_width = right_panel_width;
-         this.fills_height = fills_height;
-         this.show_fills = show_fills;
-         this.orderbook_grid = orderbook_grid;
-#pragma warning disable CS0612 // Type or member is obsolete
-         _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
-         if (predicate_animations != null)
-            _predicate_animations.AddRange(predicate_animations);
-#pragma warning restore CS0612 // Type or member is obsolete
-      }
-
-#pragma warning disable CS0612 // Type or member is obsolete
-      [Obsolete]
-      public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
-      public OrderBookGridSettings grid_settings_wrapper() {
-         if (use_defaults)
-            return null;
-         if (orderbook_grid == null)
-            orderbook_grid = new OrderBookGridSettings(grid.clone(), _predicate_animations);
-         return orderbook_grid;
-      }
-#pragma warning restore CS0612 // Type or member is obsolete
-
-      public static OrderBookStartupData Default =>
-        new OrderBookStartupData(
-           new FilterStates { statuses = new[] { OrderStatus.Working } },
-           DefaultGrid,
-           _default_show_right_panel,
-           _default_right_panel_width,
-           _default_fills_height,
-           use_defaults: true) {
-           show_order_params = _default_show_order_params,
-           order_params_height = _default_order_params_height,
-           fills_settings = DefaultFillsGrid
-        };
-
-      public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
-         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
-      };
-
-      public static OrderBookFillsGridSettings DefaultFillsGrid {
-         get {
-            var default_fills = FillsWindowFactory.StartupData.Default();
-            var rv = new OrderBookFillsGridSettings {
-               sorting_criterion = default_fills.sorting_criterion.ToList(),
-               filters = default_fills.filters,
-               general = FillsWindowFactory.StartupData.MiniGridSettings
-            };
-            return rv;
-         }
-      }
-      static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
-      public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion));
-
-      static class DefaultColumns {
-         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
-         public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
-         public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
-         public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Right);
-
-         public static IEnumerable<SortingCriteria> sorting_criterion {
-            get {
-               yield return new SortingCriteria(time_created.id, false);
-            }
-         }
-
-         public static IEnumerable<GridColumnSettings> all {
-            get {
-               yield return security;
-               yield return symbol;
-               yield return time_created;
-               yield return last_change;
-               yield return user;
-               yield return account;
-               yield return exchange;
-               yield return time_in_force;
-               yield return order_type;
-               yield return sub_type;
-               yield return side;
-               yield return quantity;
-               yield return price;
-               yield return filled_quantity;
-               yield return avg_price;
-               yield return last_price;
-               yield return status;
-               yield return last_message;
-               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> {
-               symbol, last_change, 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 {
-            get {
-               foreach (var col_setting in all) {
-                  if (_mini_mode_columns_to_hide.Contains(col_setting)) {
-                     yield return col_setting.with(is_visible: false);
-                  } else {
-                     yield return col_setting;
-                  }
-               }
-            }
-         }
-      }
-   }
+using bts.api.orderman;
+using bts.shell.fills;
+using mbts;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
+using GridSettings = mbts.ui.settings.GridSettings;
+
+namespace bts.shell.orderbook {
+   [ProtoContract]
+   class OrderBookStartupData {
+      const bool
+         _default_show_right_panel = true,
+         _default_show_order_params = true;
+      const double
+         _default_right_panel_width = 400,
+         _default_order_params_height = 250,
+         _default_fills_height = 300,
+         _default_ladder_height = 350;
+      [ProtoMember(16)]
+      OrderBookRightPanelSettings _right_panel;
+      // ALREADY USED TAGS
+      // [ProtoMember(5)]
+      // public readonly List<SortingCriteria> sort_criteria;
+
+      public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
+      /// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
+      // right panel (host)
+      public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
+      public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
+      // order params
+      public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
+      public double order_params_height { get; set; }
+      // ladder
+      public bool show_ladder { get; set; }
+      public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
+      // fills
+      public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
+      public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
+
+      // filters
+      [ProtoMember(10)]
+      public FilterStates filters;
+      // grid
+      [ProtoMember(15)]
+      [Obsolete]
+      public GridSettings grid { get; set; }
+      // orderbook grid
+      [ProtoMember(17)]
+      public OrderBookGridSettings orderbook_grid { get; set; }
+      // fills settings
+      [ProtoMember(26)]
+      public OrderBookFillsGridSettings fills_settings { get; set; }
+      // predicate animations
+      [ProtoMember(20)]
+      [Obsolete]
+      List<OrderRecordTuplePredicateAnimations> _predicate_animations;
+      // use defaults
+      [ProtoMember(25)]
+      public bool use_defaults;
+
+      /// <summary>
+      /// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
+      /// </summary>
+      [Obsolete]
+      public OrderBookStartupData() {
+         show_right_panel = _default_show_right_panel;
+         show_order_params = _default_show_order_params;
+         right_panel_width = _default_right_panel_width;
+         order_params_height = _default_order_params_height;
+         fills_height = _default_fills_height;
+         ladder_height = _default_ladder_height;
+      }
+
+      public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
+         this.filters = filters;
+         this.use_defaults = use_defaults;
+         this.show_right_panel = show_right_panel;
+         this.right_panel_width = right_panel_width;
+         this.fills_height = fills_height;
+         this.show_fills = show_fills;
+         this.orderbook_grid = orderbook_grid;
+#pragma warning disable CS0612 // Type or member is obsolete
+         _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
+         if (predicate_animations != null)
+            _predicate_animations.AddRange(predicate_animations);
+#pragma warning restore CS0612 // Type or member is obsolete
+      }
+
+#pragma warning disable CS0612 // Type or member is obsolete
+      [Obsolete]
+      public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
+      public OrderBookGridSettings grid_settings_wrapper() {
+         if (use_defaults)
+            return null;
+         if (orderbook_grid == null) {
+            if (grid == null)
+               grid = _default_general_grid;
+            orderbook_grid =  new OrderBookGridSettings(grid.clone(), _predicate_animations);
+         }
+         return orderbook_grid;
+      }
+#pragma warning restore CS0612 // Type or member is obsolete
+
+      public static OrderBookStartupData Default =>
+        new OrderBookStartupData(
+           new FilterStates { statuses = new[] { OrderStatus.Working } },
+           DefaultGrid,
+           _default_show_right_panel,
+           _default_right_panel_width,
+           _default_fills_height,
+           use_defaults: true) {
+           show_order_params = _default_show_order_params,
+           order_params_height = _default_order_params_height,
+           fills_settings = DefaultFillsGrid
+        };
+
+      public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
+         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
+      };
+
+      public static OrderBookFillsGridSettings DefaultFillsGrid {
+         get {
+            var default_fills = FillsSettings.Default();
+            var rv = new OrderBookFillsGridSettings {
+               sorting_criterion = default_fills.sorting_criterion.ToList(),
+               filters = default_fills.filters,
+               general = FillsSettings.MiniGridSettings
+            };
+            return rv;
+         }
+      }
+      static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
+      public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion)) {
+         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
+      };
+
+      static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
+         public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
+         public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
+         public static GridColumnSettings root_algo_type => new GridColumnSettings(Columns.RootAlgoType.ToString(), DIYGrid.DefaultColumnHeaders.RootAlgoType, width: DIYGrid.DefaultColumnWidths.OrderType);
+         public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings piq => new GridColumnSettings(Columns.Piq.ToString(), "PIQ", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
+
+         public static IEnumerable<SortingCriteria> sorting_criterion {
+            get {
+               yield return new SortingCriteria(time_created.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return symbol;
+               yield return time_created;
+               yield return last_change;
+               yield return user;
+               yield return account;
+               yield return exchange;
+               yield return time_in_force;
+               yield return order_type;
+               yield return root_algo_type;
+               yield return sub_type;
+               yield return side;
+               yield return quantity;
+               yield return price;
+               yield return piq;
+               yield return filled_quantity;
+               yield return avg_price;
+               yield return last_price;
+               yield return status;
+               yield return last_message;
+               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> {
+               symbol, last_change, 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 {
+            get {
+               foreach (var col_setting in all) {
+                  if (_mini_mode_columns_to_hide.Contains(col_setting)) {
+                     yield return col_setting.with(is_visible: false);
+                  } else {
+                     yield return col_setting;
+                  }
+               }
+            }
+         }
+      }
+   }
 }
@@ -4,13 +4,12 @@
  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"
+  InactiveSelectionOpacity="0.3"
 >
  <c:DIYGrid.Resources>
    <ResourceDictionary>
@@ -109,63 +108,4 @@
    <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>
-        <!-- Completed order background -->
-        <MultiDataTrigger>
-          <MultiDataTrigger.Conditions>
-            <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-            <Condition Binding="{Binding status}" Value="{u:Enum Completed, Type=order:OrderStatus}"/>
-          </MultiDataTrigger.Conditions>
-          <MultiDataTrigger.Setters>
-            <Setter Property="Background" Value="{x:Static Member=completed_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
-          </MultiDataTrigger.Setters>
-        </MultiDataTrigger>
-        <!-- Error, RejectedBySpark, Disconnected order background -->
-        <MultiDataTrigger>
-          <MultiDataTrigger.Conditions>
-            <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-            <Condition Binding="{Binding status}" Value="{u:Enum Error, Type=order:OrderStatus}"/>
-          </MultiDataTrigger.Conditions>
-          <MultiDataTrigger.Setters>
-            <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
-          </MultiDataTrigger.Setters>
-        </MultiDataTrigger>
-        <MultiDataTrigger>
-          <MultiDataTrigger.Conditions>
-            <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-            <Condition Binding="{Binding status}" Value="{u:Enum RejectedBySpark, Type=order:OrderStatus}"/>
-          </MultiDataTrigger.Conditions>
-          <MultiDataTrigger.Setters>
-            <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
-          </MultiDataTrigger.Setters>
-        </MultiDataTrigger>
-        <MultiDataTrigger>
-          <MultiDataTrigger.Conditions>
-            <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-            <Condition Binding="{Binding status}" Value="{u:Enum Disconnected, Type=order:OrderStatus}"/>
-          </MultiDataTrigger.Conditions>
-          <MultiDataTrigger.Setters>
-            <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
-          </MultiDataTrigger.Setters>
-        </MultiDataTrigger>
-        <!-- Cancel order background -->
-        <MultiDataTrigger>
-          <MultiDataTrigger.Conditions>
-            <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-            <Condition Binding="{Binding status}" Value="{u:Enum Canceled, Type=order:OrderStatus}"/>
-          </MultiDataTrigger.Conditions>
-          <MultiDataTrigger.Setters>
-            <Setter Property="Background" Value="{x:Static Member=canceled_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>
@@ -1,4 +1,11 @@
+using bts.api.orderman;
+using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.converters;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Media;

 namespace mbts.spark {
   internal partial class OrderBookGridView : DIYGrid {
@@ -41,11 +48,54 @@ namespace mbts.spark {
         Attach = 1 << 25,
         Detach = 1 << 26,
         Update = 1 << 27,
-         Commit = 1 << 28
+         Commit = 1 << 28,
+         RootAlgoType = 1 << 29,
+         Piq = 1 << 30
      }

-      public OrderBookGridView() =>
+      public OrderBookGridView() {
         InitializeComponent();
+         var row_template_factory = new FrameworkElementFactory(typeof(OrderBookRowView));
+         row_template_factory.SetValue(OrderBookRowView.BackgroundProperty, RowBackgroundHelper.row_background_binding);
+         RowTemplate = new DataTemplate { VisualTree = row_template_factory };
+      }
+
+      static class RowBackgroundHelper {
+         public static readonly BindingBase row_background_binding;
+
+         static RowBackgroundHelper() {
+            var bg_binding = new MultiBinding();
+            bg_binding.Bindings.Add(new Binding(nameof(OrderBookRowVM.status)));
+            bg_binding.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
+            double overlay_opacity = config.Configuration.get<bts.config.OrderBookOptions>().status_color_opacity_when_selected;
+            if (overlay_opacity > 0.1 && overlay_opacity < 0.9) {
+               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
+                  var color = _status_color(status);
+                  return color.HasValue ? new SolidColorBrush(color.Value) { Opacity = is_selected ? overlay_opacity : 1.0 } : null;
+               });
+            } else {
+               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
+                  if (is_selected)
+                     return null;
+                  var color = _status_color(status);
+                  return color.HasValue ? new SolidColorBrush(color.Value) : null;
+               });
+            }
+            row_background_binding = bg_binding;
+         }
+
+         static Color? _status_color(OrderStatus status) {
+            switch (status) {
+               case OrderStatus.Canceled: return BTSColors.Orders.canceled_order_background;
+               case OrderStatus.Completed: return BTSColors.Orders.completed_order_background;
+               case OrderStatus.Disconnected:
+               case OrderStatus.RejectedBySpark:
+               case OrderStatus.Error:
+                  return BTSColors.Orders.error_order_background;
+               default: return null;
+            }
+         }
+      }
   }

   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
@@ -174,9 +174,12 @@
        SelectionHighlight="{Binding grid_settings_manager.core_manager.selection_highlight, Mode=OneWay}"
      >
        <FrameworkElement.Margin>
-          <Binding Source="{StaticResource GridSplitterWidth}">
+          <Binding Path="show_right_panel">
            <Binding.Converter>
-              <cv:DoubleToThicknessConverter RightMultiplier="-1"/>
+              <cv:ValueConverterPipe>
+                <cv:BooleanToObjectConverter ValueForFalse="{u:Double 0}" ValueForTrue="{StaticResource GridSplitterWidth}"/>
+                <cv:DoubleToThicknessConverter RightMultiplier="-1"/>
+              </cv:ValueConverterPipe>
            </Binding.Converter>
          </Binding>
        </FrameworkElement.Margin>
@@ -545,7 +548,7 @@
          Grid.Column="1"
          Grid.Row="3"
          Panel.ZIndex="1"
-          Width="{StaticResource GridSplitterWidth}"
+          HorizontalAlignment="Stretch"
          VerticalAlignment="Stretch"
          Height="{x:Static sp:OrderBookView.GridSplitterHeight}"
          BorderThickness="0,1,0,0"
@@ -576,7 +579,7 @@
          </c:DIYGrid.RowTemplate>
        </c:DIYGrid>
      </Grid>
-      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom" Grid.ColumnSpan="2">
        <StatusBarItem HorizontalAlignment="Right">
          <TextBlock>
            <Run Text="Orders:"/>
@@ -53,12 +53,19 @@ namespace mbts.spark {
                  d |= VisualStateNames.SlaveData.Data.Ladder;
               return VisualStateNames.SlaveData.fmt_name(d);
            });
+      static readonly IMultiValueConverter
+         _right_panel_expander_margin_converter = ValueConverter.create<bool, Visibility, Thickness>(
+            (is_expanded, scrollbar_vis) =>
+            !is_expanded && scrollbar_vis == Visibility.Visible ?
+            new Thickness(0, DIYGrid.DefaultColumnHeaderHeight, SystemParameters.VerticalScrollBarWidth, 0) :
+            new Thickness(0));

      IDisposable _attach_op;

      public OrderBookView(OrderBookVM vm) {
         InitializeComponent();
         DataContext = vm;
+         bind_right_panel_expander_margin();
         var algo_editor_cm = new ContextMenu();
         algo_editor_cm.Items.AddRange(order_mod_menu());
         algo_editor.ContextMenu = algo_editor_cm;
@@ -138,6 +145,19 @@ namespace mbts.spark {
               }
            }
         }
+
+         async void bind_right_panel_expander_margin() {
+            if (!orders_grid.IsLoaded)
+               await orders_grid.LoadedAsync();
+            if (orders_grid.try_find_descendent_of_type(out DIYGridRowsPresenter rows_presenter)) {
+               if (rows_presenter.try_find_descendent_of_type(out ScrollViewer scroll_viewer)) {
+                  var mb = new MultiBinding { Converter = _right_panel_expander_margin_converter };
+                  mb.Bindings.Add(new Binding(nameof(OrderBookVM.show_right_panel)) { Source = vm });
+                  mb.Bindings.Add(new Binding(nameof(ScrollViewer.ComputedVerticalScrollBarVisibility)) { Source = scroll_viewer });
+                  right_panel_expander_toggle.SetBinding(MarginProperty, mb);
+               }
+            }
+         }
      }

      public new OrderBookVM DataContext {
@@ -19,12 +19,12 @@ using static mbts.ui.controls.DIYGrid;
 namespace bts.shell {
   internal class PAndLWindowFactory : ShellWindowFactory<PAndLWindowFactory.PAndLStartupData> {
      readonly IBus _bus;
-      readonly PAndLModel _model;
+      readonly OrdersModel _orders_model;
      readonly UserSettingsHub _settings_hub;

-      public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, PAndLModel model) : base(owner, "SparkPAndL") {
+      public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, "SparkPAndL") {
         _bus = bus;
-         _model = model;
+         _orders_model = orders_model;
         _settings_hub = settings_hub;
         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
      }
@@ -45,7 +45,7 @@ namespace bts.shell {
            state.grid,
            get: us => us.pnl_grid,
            set: (us, gs) => us.with(provided_pnl_gridsettings: gs));
-         return new PAndLWindow(_model, this, _bus, state, SparkCommands.ShowPAndL.icon, settings_manager);
+         return new PAndLWindow(_orders_model, this, _bus, state, SparkCommands.ShowPAndL.icon, settings_manager);
      }

      [ProtoContract]
@@ -1,4 +1,6 @@
 using bts.api;
+using bts.shell.fills;
+using bts.shell.manual_fills;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
@@ -6,6 +8,7 @@ using mbts.ui;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
+using System.Linq;
 using System.Threading.Tasks;
 using System.Windows.Media;
 using static mbts.ui.shell.ProtoBufSerializationHelper;
@@ -18,15 +21,24 @@ namespace bts.shell {
      FillsWindowFactory _fwf;
      PAndLWindowFactory _plwf;
      AlgoStudioWindowFactory _aswf;
+      ManualFillsWindowFactory _mfwf;

      [ImportingConstructor]
-      public TradingShellModule(IBus bus, IWindowManager wm, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache,
-         UserSettingsHub settings_hub, OrdersModel orders_model, PAndLModel pandl_model, ErrorReporter error_reporter) {
-         _lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model);
+      public TradingShellModule(
+            IBus bus, 
+            IWindowManager wm, 
+            INotificationService notification_service, 
+            INotificationServiceDataCache notification_service_data_cache,
+            UserSettingsHub settings_hub, 
+            OrdersModel orders_model,
+            md.MBOService mbo,
+            ErrorReporter error_reporter) {
+         _lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model, mbo);
         _obwf = new OrderBookWindowFactory(this, bus, notification_service, notification_service_data_cache, orders_model, settings_hub);
         _fwf = new FillsWindowFactory(this, bus, settings_hub, orders_model);
-         _plwf = new PAndLWindowFactory(this, bus, settings_hub, pandl_model);
+         _plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
         _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
+         _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
      }

      public ImageSource icon => Icons.Trades;
@@ -37,11 +49,12 @@ namespace bts.shell {

      public IEnumerable<SparkCommand> actions => new [] {
         SparkCommands.ShowOrders.complete(() => bts.shell.orderbook.OrderBookStartupData.Default),
-         SparkCommands.ShowFills(null).complete(() => new FillsWindowFactory.StartupData()),
+         SparkCommands.ShowFills(null).complete(() => new FillsSettings()),
         SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()),
         SparkCommands.PickLadder,
         SparkCommands.PickOrderTicket,
-         SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData())
+         SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
+         SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
      };

      IEnumerable<IShellWindowFactory> window_factories() {
@@ -50,11 +63,11 @@ namespace bts.shell {
         yield return _fwf;
         yield return _plwf;
         yield return _aswf;
+         yield return _mfwf;
      }

-      public Task<IShellWindow> create(Stream load_stream) {
-         return dispatch_to_factory(load_stream, window_factories().ToLArray());
-      }
+      public Task<IShellWindow> create(Stream load_stream) =>
+         dispatch_to_factory(load_stream, window_factories().ToArray());

      public void Dispose() {
         foreach (var i in window_factories())
@@ -7,16 +7,17 @@ using static bts.api.orderman.Fill.Types;

 namespace mbts.spark {
   class FillTuple : IEquatable<FillTuple> {
+      public static readonly Func<FillTuple, string> key_fn = ft => ft.fill.FillKey;
      public readonly FillImmutable fill;
      public readonly OrderRecordImmutable? order;
      public readonly SecurityImmutable? security;
      public readonly AlgoData? algo;
      public readonly AlgoDefinitionMetadata? algo_meta;

-      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurityAlgoMeta? order_tuple) {
+      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurity? order_tuple) {
         this.fill = fill.val;
         this.security = fill.sec;
-         if (order_tuple is OrderSecurityAlgoMeta osam) {
+         if (order_tuple is OrderSecurity osam) {
            order = osam.order;
            algo = osam.algo;
            algo_meta = osam.meta;
@@ -45,4 +46,24 @@ namespace mbts.spark {
            order.HasValue ? order.Value.Key.GetHashCode() : 0,
            security.HasValue ? security.Value.Id.GetHashCode() : 0);
   }
+
+   static class FillTupleExtensions {
+      public static DateTime fill_time(this FillTuple fill_tuple) =>
+         fill_tuple.fill.Timestamp.to_local_time();
+
+      public static TimeInForce time_in_force(this FillTuple fill_tuple) =>
+         fill_tuple.order.HasValue ? fill_tuple.order.Value.time_in_force() : TimeInForce.Undefined;
+
+      public static CustomOrderDefinition.CustomOneofCase order_type(this FillTuple fill_tuple) =>
+         fill_tuple.order.HasValue ? fill_tuple.order.Value.order_type() : CustomOrderDefinition.CustomOneofCase.None;
+
+      public static Venue exchange(this FillTuple fill_tuple) =>
+         fill_tuple.security.HasValue ? fill_tuple.security.Value.Exchange : Venue.Unset;
+
+      public static uint order_key(this FillTuple fill_tuple) =>
+         fill_tuple.order.HasValue ? fill_tuple.order.Value.Key : 0u;
+
+      public static string user(this FillTuple fill_tuple) =>
+         fill_tuple.order.HasValue ? fill_tuple.order.Value.user() : string.Empty;
+   }
 }
@@ -49,7 +49,7 @@ namespace mbts.spark.utilities {
      public OrderFactory(AdminModel admin_model, DynamicOrderHelper dynamic_helper) {
         _admin_model = admin_model;
         _dynamic_helper = dynamic_helper;
-         var algo_name_index = new HashSet<OneOf<CustomOrderDefinition.CustomOneofCase, string>>(OneOf<CustomOrderDefinition.CustomOneofCase,string>.ValueEqualityComparer);
+         var algo_name_index = new HashSet<OneOf<CustomOrderDefinition.CustomOneofCase, string>>(OneOf<CustomOrderDefinition.CustomOneofCase, string>.ValueEqualityComparer);
         // add standard types
         algo_name_index.AddRange(
            EnumHelper.get_values_except(CustomOrderDefinition.CustomOneofCase.None)
@@ -58,7 +58,7 @@ namespace mbts.spark.utilities {
         algo_name_index.AddRange(dynamic_helper.dynamic_types
            .Select(dt => new OneOf<CustomOrderDefinition.CustomOneofCase, string>(dt)));
         // build abbreviation index
-         _algo_abbreviation_index = DisplayNameHelper.get_word_tree_abbreviations(algo_name_index, oneof => oneof.value.ToString(), OneOf<CustomOrderDefinition.CustomOneofCase,string>.ValueEqualityComparer);
+         _algo_abbreviation_index = DisplayNameHelper.get_word_tree_abbreviations(algo_name_index, oneof => oneof.value.ToString(), OneOf<CustomOrderDefinition.CustomOneofCase, string>.ValueEqualityComparer);
      }

      public IObservable<IReadOnlyDictionary<uint, string>> subscribe_accounts() => _admin_model.on_accounts;
@@ -70,7 +70,7 @@ namespace mbts.spark.utilities {
      public CustomOrderDefinition.CustomOneofCase default_order_type() =>
         CustomOrderDefinition.CustomOneofCase.Limit;

-      public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable security, bool is_child=false) {
+      public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable security, bool is_child = false) {
         if (is_child) return CustomOrderDefinition.CustomOneofCase.Limit;
         switch (security.ContractCase) {
            case Security.ContractOneofCase.Synthetic: return CustomOrderDefinition.CustomOneofCase.Spreader;
@@ -78,7 +78,7 @@ namespace mbts.spark.utilities {
         }
      }

-      public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable? security, bool is_child=false) =>
+      public CustomOrderDefinition.CustomOneofCase default_order_type(SecurityImmutable? security, bool is_child = false) =>
         security.HasValue ? default_order_type(security.Value, is_child) : default_order_type();

      public TimeInForce default_time_in_force() =>
@@ -103,13 +103,13 @@ namespace mbts.spark.utilities {
         }
      }

-      public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child=false) =>
+      public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child = false) =>
         security.HasValue ? default_order_types(security.Value, is_child) : default_order_types();

      public IEnumerable<TimeInForce> default_time_in_forces() =>
         EnumHelper.get_values_except(TimeInForce.Undefined);

-      public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, bool is_child=false) =>
+      public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, bool is_child = false) =>
         default_time_in_forces();

      public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable security, CustomOrderDefinition.CustomOneofCase order_type, bool is_child = false) {
@@ -120,7 +120,7 @@ namespace mbts.spark.utilities {
         return tifs;
      }

-      public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable? security, bool is_child=false) =>
+      public IEnumerable<TimeInForce> default_time_in_forces(SecurityImmutable? security, bool is_child = false) =>
         security.HasValue ? default_time_in_forces(security.Value, is_child) : default_time_in_forces();

      public LadderSettings default_ladder_settings(SecurityImmutable security) {
@@ -201,6 +201,7 @@ namespace mbts.spark.utilities {
      public LimitOrderDefinition limit_order() => OrderDataHelper.Defaults.LimitOrderDefinition();
      public StopOrderDefinition stop_order() => OrderDataHelper.Defaults.StopOrderDefinition();
      public StopLimitOrderDefinition stop_limit_order() => OrderDataHelper.Defaults.StopLimitOrderDefinition();
+      public GLBXIcebergOrderDefinition glbx_iceberg_order() => OrderDataHelper.Defaults.GLBXIcebergOrderDefinition();
      public IcebergOrderDefinition iceberg_order() => OrderDataHelper.Defaults.IcebergOrderDefinition();
      public TimeBoxOrderDefinition time_box_order() => OrderDataHelper.Defaults.TimeBoxOrderDefinition();
      public TickOrderDefinition tick_order() => OrderDataHelper.Defaults.TickOrderDefinition();
@@ -226,14 +227,15 @@ namespace mbts.spark.utilities {

      public CustomOrderDefinition custom_order(CustomOrderDefinition.CustomOneofCase order_type) {
         var rv = new CustomOrderDefinition();
-         switch(order_type) {
+         switch (order_type) {
            case CustomOrderDefinition.CustomOneofCase.Market: rv.Market = market_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Limit: rv.Limit = limit_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Stop: rv.Stop = stop_order(); break;
            case CustomOrderDefinition.CustomOneofCase.StopLimit: rv.StopLimit = stop_limit_order(); break;
+            case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: rv.GlbxIceberg = glbx_iceberg_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Iceberg: rv.Iceberg = iceberg_order(); break;
            case CustomOrderDefinition.CustomOneofCase.TimeBox: rv.TimeBox = time_box_order(); break;
-            case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;            
+            case CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = tick_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Lean: rv.Lean = lean_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Join: rv.Join = join_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Top: rv.Top = top_order(); break;
@@ -244,7 +246,7 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = trigger_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = spreader_order(); break;
            case CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = dynamic_order(); break;
-            //case CustomOrderDefinition.CustomOneofCase.QueueHolder: rv.QueueHolder = queue_holder_order(); break;
+               //case CustomOrderDefinition.CustomOneofCase.QueueHolder: rv.QueueHolder = queue_holder_order(); break;
         }
         return rv;
      }
@@ -257,6 +259,7 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.Limit: return new OrderMetadata { KeyBinding = "L", Color = BTSColors.green.rgb_color(), NoProps = true };
            case CustomOrderDefinition.CustomOneofCase.Stop: return new OrderMetadata { KeyBinding = "S", Color = BTSColors.red_orange.rgb_color(), NoProps = true };
            case CustomOrderDefinition.CustomOneofCase.StopLimit: return new OrderMetadata { KeyBinding = "SL", Color = BTSColors.pale_green.rgb_color() };
+            case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return new OrderMetadata { KeyBinding = "GB", Color = BTSColors.Orders.glbx_iceberg_order };
            case CustomOrderDefinition.CustomOneofCase.Iceberg: return new OrderMetadata { KeyBinding = "I", Color = BTSColors.pale_blue.rgb_color() };
            case CustomOrderDefinition.CustomOneofCase.TimeBox: return new OrderMetadata { KeyBinding = "TB", Color = BTSColors.purple.rgb_color() };
            case CustomOrderDefinition.CustomOneofCase.Tick: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.tick_order };
@@ -266,7 +269,7 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
            case CustomOrderDefinition.CustomOneofCase.Oco: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.oco_order };
            case CustomOrderDefinition.CustomOneofCase.Pricer: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.pricer_order };
-            case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
+            case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.off_order };
            case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
            case CustomOrderDefinition.CustomOneofCase.Spreader: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
@@ -418,6 +421,7 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.Limit: return new OrderMetadata { KeyBinding = "L", Color = BTSColors.green.rgb_color(), NoProps = true };
            case CustomOrderDefinition.CustomOneofCase.Stop: return new OrderMetadata { KeyBinding = "S", Color = BTSColors.red_orange.rgb_color(), NoProps = true };
            case CustomOrderDefinition.CustomOneofCase.StopLimit: return new OrderMetadata { KeyBinding = "SL", Color = BTSColors.pale_green.rgb_color() };
+            case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return new OrderMetadata { KeyBinding = "GB", Color = BTSColors.Orders.glbx_iceberg_order };
            case CustomOrderDefinition.CustomOneofCase.Iceberg: return new OrderMetadata { KeyBinding = "I", Color = BTSColors.pale_blue.rgb_color() };
            case CustomOrderDefinition.CustomOneofCase.TimeBox: return new OrderMetadata { KeyBinding = "TB", Color = BTSColors.purple.rgb_color() };
            case CustomOrderDefinition.CustomOneofCase.Tick: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.tick_order };
@@ -427,7 +431,7 @@ namespace mbts.spark.utilities {
            case CustomOrderDefinition.CustomOneofCase.Cover: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.cover_order };
            case CustomOrderDefinition.CustomOneofCase.Oco: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.oco_order };
            case CustomOrderDefinition.CustomOneofCase.Pricer: return new OrderMetadata { KeyBinding = "C", Color = BTSColors.Orders.pricer_order };
-            case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.tick_order };
+            case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.off_order };
            case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
            case CustomOrderDefinition.CustomOneofCase.Spreader: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
@@ -440,6 +444,7 @@ namespace mbts.spark.utilities {
         switch (algo_type) {
            case CustomOrderDefinition.CustomOneofCase.Limit: return "LM";
            case CustomOrderDefinition.CustomOneofCase.Cover: return "CV";
+            case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return "GB";
            case CustomOrderDefinition.CustomOneofCase.Iceberg: return "IB";
            case CustomOrderDefinition.CustomOneofCase.Lean: return "LN";
            case CustomOrderDefinition.CustomOneofCase.Market: return "MA";
@@ -594,6 +599,7 @@ namespace mbts.spark.utilities {
            CustomOrderDefinition.CustomOneofCase.Limit,
            CustomOrderDefinition.CustomOneofCase.Stop,
            CustomOrderDefinition.CustomOneofCase.StopLimit,
+            CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
            CustomOrderDefinition.CustomOneofCase.Iceberg,
            CustomOrderDefinition.CustomOneofCase.Lean,
            CustomOrderDefinition.CustomOneofCase.Join,
@@ -636,12 +642,12 @@ namespace mbts.spark.utilities {
            var tgt_child = cad.get_child_from_impl(tgt_type_def);
            copy_values(src_child, ref tgt_child);
         }
-      } 
+      }

      public static CustomOrderDefinition.CustomOneofCase get_order_type(IMessage order_type_def) =>
         order_type_def != null && _algo_type_case_index.TryGetValue(order_type_def.Descriptor.ClrType, out CustomOrderDefinition.CustomOneofCase algo_case) ?
            algo_case : CustomOrderDefinition.CustomOneofCase.None;
- 
+
      #region Private Members
      // get child
      static CustomOrderDefinitionImmutable? _get_iceberg_child(IcebergOrderDefinitionImmutable iceberg) => iceberg.HasChild ? iceberg.Child : (CustomOrderDefinitionImmutable?)null;
@@ -857,7 +863,7 @@ namespace mbts.spark.utilities {
               int phase_mult = 1;
               switch (def.CustomCase) {
                  case CustomOrderDefinition.CustomOneofCase.Cover:
-                     add_component(def.Cover.HedgeTicks);
+                     add_component(def.Cover.HedgeTicks.GetHashCode());
                     add_component(_get_hash(_get_cover_child(def.Cover)));
                     add_component(_get_hash(_get_cover_hedge(def.Cover)));
                     break;
@@ -981,6 +987,7 @@ namespace mbts.spark.utilities {
               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Stop: rv.Stop = StopOrderDefinition(); break;
               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.StopLimit: rv.StopLimit = StopLimitOrderDefinition(); break;
               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Iceberg: rv.Iceberg = IcebergOrderDefinition(); break;
+               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.GlbxIceberg: rv.GlbxIceberg = GLBXIcebergOrderDefinition(); break;
               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.TimeBox: rv.TimeBox = TimeBoxOrderDefinition(); break;
               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Tick: rv.Tick = TickOrderDefinition(); break;
               case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Lean: rv.Lean = LeanOrderDefinition(); break;
@@ -1004,6 +1011,7 @@ namespace mbts.spark.utilities {
         public static LimitOrderDefinition LimitOrderDefinition() => new LimitOrderDefinition { };
         public static StopOrderDefinition StopOrderDefinition() => new StopOrderDefinition { };
         public static StopLimitOrderDefinition StopLimitOrderDefinition() => new StopLimitOrderDefinition { };
+         public static GLBXIcebergOrderDefinition GLBXIcebergOrderDefinition() => new GLBXIcebergOrderDefinition { MaxShowQuantity = 1 };
         public static IcebergOrderDefinition IcebergOrderDefinition() => new IcebergOrderDefinition { Child = CustomOrderDefinition(), ShowQuantity = 1 };
         public static TimeBoxOrderDefinition TimeBoxOrderDefinition() => new TimeBoxOrderDefinition { Child = CustomOrderDefinition(), Start = Timestamp.FromDateTime(DateTime.UtcNow), Stop = Timestamp.FromDateTime(DateTime.UtcNow) };
         public static TickOrderDefinition TickOrderDefinition() => new TickOrderDefinition { Child = CustomOrderDefinition(), CrossThreshold = QuantityMeasure };
@@ -153,9 +153,21 @@ namespace mbts.spark {
            d => d.load_committed(),
            d => d == null ? Observable.Return(false) : d.subscribe_is_definition_dirty(),
            out IObserver<AlgoDefinitionVM> revert_definition_observer);
+         // algo params dialog skirt
+         set_default_algo_params_cmd = ObservantCommand.create(() => {
+            algo_param_rows.commit_all();
+            _close_algo_popup();
+         }, out IObserver<bool> set_default_algo_params_observer);
+         revert_algo_params_cmd = ObservantCommand.create(() => {
+            algo_param_rows.revert_all();
+            _close_algo_popup();
+         }, out IObserver<bool> revert_algo_params_observer);
+         var algo_params_dirty_mon = new ReactiveThresholdMonitor<AlgoParamRowVM>(r => r.param.subscribe_is_dirty());
         var nullable_security_md_source = security_md_source.Select(smd => new SecurityMD?(smd)).RefCountReplay(1);
         //
         _dispose = new CompositeDisposable(
+            algo_params_dirty_mon.Subscribe(set_default_algo_params_observer, revert_algo_params_observer),
+            ObservableAutoWrapper.connect_item_hooks(_algo_param_rows, algo_params_dirty_mon.join),
            _selected_algo_definition.subscribe_changed(_selected_algo_definition_Changed),
            as_demuxer().subscribe<AlgoDefinitionTemplateVM>(nameof(selected_algo_template)).Subscribe(
               undo_observer,
@@ -358,6 +370,8 @@ namespace mbts.spark {
      public ICommand save_definition_cmd { get; }
      public ICommand save_template_cmd { get; }
      public ICommand revert_definition_cmd { get; }
+      public ICommand set_default_algo_params_cmd { get; }
+      public ICommand revert_algo_params_cmd { get; }
      public ICommand undo_cmd { get; }
      public ICommand redo_cmd { get; }
      public ICommand undo_definition_cmd { get; }
@@ -386,9 +400,22 @@ namespace mbts.spark {
         if (_model.algo_model.templates_enabled()) {
            selected_algo_template.algo_root.assign_to(order.CustomDef);
         } else {
-            selected_algo_definition.algo_root.assign_to(order.CustomDef);
-            if (selected_algo_definition.key.mode == AlgoKey.Mode.Persisted)
-               order.AlgoTemplateKey = selected_algo_definition.key.persisted.id_uint;
+            var algo = new CustomOrderDefinition();
+            selected_algo_definition.algo_root.assign_to(algo);
+            switch (selected_algo_definition.key.mode) {
+               case AlgoKey.Mode.Persisted:
+                  order.CustomDef = new CustomOrderDefinition {
+                     Composite = new CompositeOrderDefinition {
+                        AlgoTemplateKey = selected_algo_definition.key.persisted.id_uint,
+                        Definition = algo
+                     }
+                  };
+                  selected_algo_definition.algo_root.assign_to(order.CustomDef.Composite.Definition);
+                  break;
+               default:
+                  order.CustomDef = algo;
+                  break;
+            }
         }
         return order;
      }
@@ -411,6 +438,11 @@ namespace mbts.spark {
      static IDisposable _connect_algo_param_rows(AlgoDefinitionVM def, ObservableAggregateCollection<AlgoParamRowVM> rows) =>
         AlgoParamRowsHelper.connect(def, rows, false);

+      void _close_algo_popup() {
+         if (selected_algo_definition?.algo_root is IAlgoVM a)
+            a.is_expanded = false;
+      }
+
      int? _get_favorite_algo_index(AlgoKey key) =>
         key.mode == AlgoKey.Mode.Persisted && _favorite_algos_index.TryGetValue(key, out int i) ? i : (int?)null;

@@ -3,13 +3,15 @@ using mbts.spark;
 using System;

 namespace bts.api.orderman {
-   readonly struct OrderSecurity: IEquatable<OrderSecurity> {
+   readonly struct OrderSecurity : IEquatable<OrderSecurity> {
      public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order) {
         this.security = sec;
         this.order = order;
         piq = null;
         algo = null;
         meta = null;
+         root_algo = new AlgoData(order.Def.CustomDef);
+         root_meta = null;
      }
      public OrderSecurity((SecurityImmutable? sec, OrderRecordImmutable order) t) {
         security = t.sec;
@@ -17,6 +19,8 @@ namespace bts.api.orderman {
         piq = null;
         algo = null;
         meta = null;
+         root_algo = new AlgoData(order.Def.CustomDef);
+         root_meta = null;
      }
      public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order, uint? piq) {
         this.security = sec;
@@ -24,6 +28,8 @@ namespace bts.api.orderman {
         this.piq = piq;
         algo = null;
         meta = null;
+         root_algo = new AlgoData(order.Def.CustomDef);
+         root_meta = null;
      }
      public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order, uint? piq, AlgoData? algo, AlgoDefinitionMetadata? meta) {
         this.security = sec;
@@ -31,24 +37,55 @@ namespace bts.api.orderman {
         this.piq = piq;
         this.algo = algo;
         this.meta = meta;
+         root_algo = algo ?? new AlgoData(order.Def.CustomDef);
+         root_meta = meta;
      }
-      //public OrderSecurity(OrderSecurity t) {
-      //   security = t.security;
-      //   order = t.order;
-      //   piq = t.piq;
-      //}
+      public OrderSecurity(SecurityImmutable? sec, OrderRecordImmutable order, uint? piq, AlgoData? algo, AlgoDefinitionMetadata? meta, AlgoData? rootalgo = null, AlgoDefinitionMetadata? rootmeta = null) {
+         this.security = sec;
+         this.order = order;
+         this.piq = piq;
+         this.algo = algo;
+         this.meta = meta;
+         if (rootalgo.HasValue) {
+            this.root_algo = rootalgo.Value;
+            this.root_meta = rootmeta;
+         } else {
+            this.root_algo = algo ?? new AlgoData(order.Def.CustomDef);
+            this.root_meta = meta;
+         }
+      }
+
      public static implicit operator OrderSecurity(ValueTuple<SecurityImmutable?, OrderRecordImmutable> x) => new OrderSecurity(x);
      public SecurityImmutable? security { get; }
      public OrderRecordImmutable order { get; }
      public uint? piq { get; }
      public AlgoData? algo { get; }
      public AlgoDefinitionMetadata? meta { get; }
+      public AlgoData root_algo { get; }
+      public AlgoDefinitionMetadata? root_meta { get; }


+      public OrderSecurity with(AlgoData? root_algo, AlgoDefinitionMetadata? root_meta = null) =>
+         new OrderSecurity(security, order, piq, algo, meta, root_algo, root_meta);

-      public override bool Equals(object obj) => (obj is OrderSecurity os) && Equals(os);
-      public bool Equals(OrderSecurity other) => order.Equals(other.order) && security == other.security && piq == other.piq;
-      public override int GetHashCode() => (security, order, piq).GetHashCode();
+      public bool Equals(OrderSecurity other) =>
+         order == other.order &&
+         security == other.security &&
+         piq == other.piq &&
+         algo == other.algo &&
+         meta == other.meta &&
+         root_algo == other.root_algo;
+
+      public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            order.GetHashCode(),
+            security?.GetHashCode() ?? 0,
+            piq?.GetHashCode() ?? 0,
+            algo?.GetHashCode() ?? 0,
+            meta?.GetHashCode() ?? 0,
+            root_algo.GetHashCode());

      public static bool operator == (OrderSecurity left, OrderSecurity right) => left.Equals(right);
      public static bool operator != (OrderSecurity left, OrderSecurity right) => !left.Equals(right);
@@ -58,21 +95,39 @@ namespace bts.api.orderman {
   struct OrderSecurityAlgoMeta : IEquatable<OrderSecurityAlgoMeta> {
      public readonly OrderRecordImmutable order;
      public readonly SecurityImmutable? security;
+      /// TODO: refactor <see cref="algo"/> to 'studio_algo' or something that indicates it does not bear the same relation to this order, that <see cref="root_algo"/> does to the root order.
+      /// The former is meant to hold studio algo information, and nothing else.  Naturally, it indicates whether or not this is a studio order by being non-null (<see cref="is_studio_algo"/>).
+      /// The latter, however, can be any kind of algo (studio, exchange, etc.); it holds information about the root-most algo in this order's branch.
      public readonly AlgoData? algo;
      public readonly AlgoDefinitionMetadata? meta;
+      public readonly AlgoData root_algo;
+      public readonly AlgoDefinitionMetadata? root_meta;

-      public OrderSecurityAlgoMeta(OrderRecordImmutable order, SecurityImmutable? security, AlgoData? algo, AlgoDefinitionMetadata? meta) {
+      public OrderSecurityAlgoMeta(OrderRecordImmutable order, SecurityImmutable? security, AlgoData? algo, AlgoDefinitionMetadata? meta, AlgoData? root_algo = null, AlgoDefinitionMetadata? root_meta = null) {
         this.order = order;
         this.security = security;
         this.algo = algo;
         this.meta = meta;
+         if (root_algo.HasValue) {
+            this.root_algo = root_algo.Value;
+            this.root_meta = root_meta;
+         } else {
+            this.root_algo = algo ?? new AlgoData(order.Def.CustomDef);
+            this.root_meta = meta;
+         }
      }

+      public bool is_studio_algo => algo.HasValue;
+
+      public OrderSecurityAlgoMeta with(AlgoData? root_algo, AlgoDefinitionMetadata? root_meta = null) =>
+         new OrderSecurityAlgoMeta(order, security, algo, meta, root_algo, root_meta);
+
      public bool Equals(OrderSecurityAlgoMeta other) =>
         order == other.order &&
         security == other.security &&
         algo == other.algo &&
-         meta == other.meta;
+         meta == other.meta &&
+         root_algo == other.root_algo;

      public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);

@@ -81,9 +136,10 @@ namespace bts.api.orderman {
            order.GetHashCode(),
            security?.GetHashCode() ?? 0,
            algo?.GetHashCode() ?? 0,
-            meta?.GetHashCode() ?? 0);
+            meta?.GetHashCode() ?? 0,
+            root_algo.GetHashCode());

      public static bool operator ==(OrderSecurityAlgoMeta a, OrderSecurityAlgoMeta b) => a.Equals(b);
      public static bool operator !=(OrderSecurityAlgoMeta a, OrderSecurityAlgoMeta b) => !a.Equals(b);
   }
-}
+}
@@ -3,13 +3,13 @@
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      class CoverOrderVM : OrderTypeVMBase<CoverOrderDefinition, CoverOrderDefinitionImmutable> {
-         readonly Property<int?> _hedge_ticks;
+         readonly Property<uint?> _hedge_ticks;

         public CoverOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
            : base(key, display_name, editing_permissions) =>
-            _hedge_ticks = add_nullable_property(nameof(hedge_ticks), CoverOrderDefinition.HedgeTicksFieldNumber, 1, true);
+            _hedge_ticks = add_nullable_property(nameof(hedge_ticks), CoverOrderDefinition.HedgeTicksFieldNumber, 1u, true);

-         public int? hedge_ticks { get => _hedge_ticks.Value; set => _hedge_ticks.set(value); }
+         public uint? hedge_ticks { get => _hedge_ticks.Value; set => _hedge_ticks.set(value); }

         protected override void validate() =>
            assert(hedge_ticks.HasValue, nameof(hedge_ticks), "Invalid hedge ticks.");
@@ -0,0 +1,16 @@
+using bts.api.orderman;
+
+namespace mbts.spark {
+   static partial class OrderTypeVMFactory {
+      class GLBXIcebergOrderVM : OrderTypeVMBase<GLBXIcebergOrderDefinition, GLBXIcebergOrderDefinitionImmutable> {
+         readonly Property<uint?> _max_show_quantity;
+
+         public GLBXIcebergOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
+            : base(key, display_name, editing_permissions) {
+            _max_show_quantity = add_nullable_property<uint>(nameof(max_show_quantity), GLBXIcebergOrderDefinition.MaxShowQuantityFieldNumber);
+         }
+
+         public uint? max_show_quantity { get => _max_show_quantity.Value; set => _max_show_quantity.set(value); }
+      }
+   }
+}
@@ -53,11 +53,15 @@ namespace mbts.spark {
      public static IAlgoVM pricer(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new PricerOrderVM(key, display_name, editing_permissions);
      public static IAlgoVM offset(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new OffsetOrderVM(key, display_name, editing_permissions);
      public static IAlgoVM trigger(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new TriggerOrderVM(key, display_name, editing_permissions);
+      public static IAlgoVM glbx_iceberg(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new GLBXIcebergOrderVM(key, display_name, editing_permissions);
      public static IAlgoVM iceberg(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new IcebergOrderVM(key, display_name, editing_permissions);
      public static IAlgoVM spreader(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new SpreaderOrderVM(key, display_name, editing_permissions);
      public static IAlgoVM dynamic(AlgoKey key, string display_name, string dynamic_type, AlgoEditingPermissions editing_permissions) => new DynamicOrderVM(key, dynamic_type, display_name, editing_permissions);

      public static IAlgoVM create(AlgoData def_data, AlgoEditingPermissions editing_permissions = default_editing_permissions, bool is_expanded = false) {
+         if (def_data.value.CustomCase == AlgoType.Composite) {
+            def_data = new AlgoData(def_data.value.Composite.Definition, def_data.name, def_data.key);
+         }
         var vm = create(def_data.key, def_data.name, def_data.value.CustomCase, editing_permissions, is_expanded);
         vm.load_from(def_data.value);
         return vm;
@@ -80,6 +84,7 @@ namespace mbts.spark {
            case AlgoType.Pricer: return pricer(key, name, editing_permissions);
            case AlgoType.Offset: vm = offset(key, name, editing_permissions); break;
            case AlgoType.Trigger: vm = trigger(key, name, editing_permissions); break;
+            case AlgoType.GlbxIceberg: vm = glbx_iceberg(key, name, editing_permissions); break;
            case AlgoType.Iceberg: vm = iceberg(key, name, editing_permissions); break;
            case AlgoType.Spreader: vm = spreader(key, name, editing_permissions); break;
            case AlgoType.Dynamic: vm = dynamic(key, name, name, editing_permissions); break;
@@ -235,8 +240,11 @@ namespace mbts.spark {
            !string.IsNullOrEmpty(display_name) && key.Key == (Key.A + display_name[0] - 'A');

         public void load_from(AlgoDefi value) {
-            if (value.CustomCase != order_type)
-               return;
+            if (value.CustomCase != order_type) {
+               value = value.actual();
+               if (value.CustomCase != order_type)
+                  return;
+            }
            using (_def_change_notifier.defer_execution()) {
               var algom = _descriptor.Accessor.GetValue(value.CloneToMutable()) as TMutable ?? new TMutable();
               var security_src = Observable.Create<SecurityImmutable?>(o => {
@@ -268,8 +276,11 @@ namespace mbts.spark {
         }

         public virtual async Task<AlgoDefi?> load_from_async(AlgoDefi defi) {
-            if (defi.CustomCase != order_type)
-               return null;
+            if (defi.CustomCase != order_type) {
+               defi = defi.actual();
+               if (defi.CustomCase != order_type)
+                  return null;
+            }
            using (_def_change_notifier.defer_execution()) {
               // TODO: each level of the order hierarchy could load in parallel
               await on_load_from_async(defi);
@@ -1048,4 +1059,4 @@ namespace mbts.spark {
      }
      #endregion
   }
-}
+}
@@ -5,16 +5,13 @@ using TopDefi = bts.api.orderman.TopOrderDefinitionImmutable;
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      class TopOrderVM : OrderTypeVMBase<TopDef, TopDefi> {
-         readonly Property<uint?> _watch_level_tick_offset;
         readonly Property<QuantityMeasureImmutable?> _top_threshold;

         public TopOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
            : base(key, display_name, editing_permissions) {
-            _watch_level_tick_offset = add_nullable_property(nameof(watch_level_tick_offset), TopDef.WatchLevelTickOffsetFieldNumber, 0u);
            _top_threshold = add_property<QuantityMeasure, QuantityMeasureImmutable>(nameof(top_threshold), TopDef.TopThresholdFieldNumber, new QuantityMeasureImmutable(new QuantityMeasure { Ratio = 1.0, Absolute = 1 }));
         }

-         public uint? watch_level_tick_offset { get => _watch_level_tick_offset.Value; set => _watch_level_tick_offset.set(value); }
         public QuantityMeasureImmutable? top_threshold { get => _top_threshold.Value; set => _top_threshold.set(value); }
      }
   }
@@ -79,9 +79,41 @@ namespace mbts.spark {
      public static CustomOrderDefinition.CustomOneofCase order_type(this OrderRecordImmutable order) =>
         order.HasDef && order.Def.HasCustomDef ? order.Def.CustomDef.CustomCase : CustomOrderDefinition.CustomOneofCase.None;

+      /// <summary>
+      /// Unwraps all <see cref="CompositeOrderDefinition"/>s (if any) to return the underlying order type.
+      /// </summary>
+      /// <param name="order">The order who's underlying algo will be returned.</param>
+      /// <returns>The first non-composite algo definition in the specified <see cref="CustomOrderDefinition"/>.</returns>
+      public static CustomOrderDefinition.CustomOneofCase actual_order_type(this OrderRecordImmutable order) {
+         if (!order.HasDef || !order.Def.HasCustomDef)
+            return CustomOrderDefinition.CustomOneofCase.None;
+         var cdef = order.Def.CustomDef;
+         while (cdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite) {
+            if (!cdef.Composite.HasDefinition)
+               return CustomOrderDefinition.CustomOneofCase.None;
+            cdef = cdef.Composite.Definition;
+         }
+         return cdef.CustomCase;
+      }
+
      public static string dynamic_order_type_display_name(this OrderRecordImmutable order) =>
         order.HasDef && order.Def.HasCustomDef && order.Def.CustomDef.HasDynamic ? order.Def.CustomDef.Dynamic.DynamicOrderType : string.Empty;

+      public static uint algo_template_key(this OrderRecordImmutable order) =>
+         order.HasDef && order.Def.HasCustomDef && order.Def.CustomDef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite ?
+            order.Def.CustomDef.Composite.AlgoTemplateKey : 0u;
+
+      /// <summary>
+      /// If the definitions is a <see cref="CompositeOrderDefinition"/>, returns the underlying algo, otherwise returns <paramref name="custom_def"/> iteself. 
+      /// </summary>
+      /// <param name="custom_def">The definition to for which the underlying algo will be returned.</param>
+      /// <returns>The first non-composite algo definition in the specified <see cref="CustomOrderDefinition"/>.</returns>
+      public static CustomOrderDefinitionImmutable actual(this CustomOrderDefinitionImmutable custom_def) {
+         while (custom_def.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
+            custom_def = custom_def.Composite.Definition;
+         return custom_def;
+      }
+
      public static OrderSubType sub_type(this OrderRecordImmutable order) =>
         order.HasDef ? order.Def.SubType : OrderSubType.None;

@@ -97,7 +129,8 @@ namespace mbts.spark {
               case CustomOrderDefinition.CustomOneofCase.Limit:
               case CustomOrderDefinition.CustomOneofCase.Market:
               case CustomOrderDefinition.CustomOneofCase.Stop:
-               case CustomOrderDefinition.CustomOneofCase.StopLimit: return true;
+               case CustomOrderDefinition.CustomOneofCase.StopLimit:
+               case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return true;
            }
         }
         return false;
@@ -123,9 +156,11 @@ namespace mbts.spark {

      public static string display_name(this OrderSecurityAlgoMeta order_tuple) =>
         display_name(order_tuple.order, order_tuple.algo);
+      public static string display_name(this OrderSecurity order_tuple) =>
+         display_name(order_tuple.order, order_tuple.algo);

      public static string display_name(OrderRecordImmutable order, AlgoData? algo) {
-         if (!order.has_parent() && algo.HasValue) {
+         if (algo.HasValue) {
            return algo.Value.name;
         } else if (order.HasDef && order.Def.HasCustomDef) {
            return order.Def.CustomDef.HasDynamic ?
@@ -225,18 +260,12 @@ namespace mbts.spark {
         }
         return false;
      }
-      public static Brush badge_fill(this OrderSecurityAlgoMeta order_sam, OrderMetadata order_meta) =>
-         badge_fill(order_sam.order, order_sam.meta, order_meta);

-      public static Brush badge_fill(OrderRecordImmutable order, AlgoDefinitionMetadata? algo_meta, OrderMetadata order_meta) {
-         /// TODO: figure out why <see cref="OrderDefinition.AlgoTemplateKey"/> is propagated to all descendant-algos (should really just belong to the algo-node/CustomDef that is the root of the AlgoTemplate).
-         /// In the meantime, the following 'has-no-parent' conditional will suffice as a workaround so child-algos will be colored properly (according to their own <see cref="CustomOrderDefinition.CustomOneofCase"/>).
-         if (!order.has_parent()) {
-            if (algo_meta?.badge_color is Color c)
-               return c.to_brush();
-         }
-         return order_meta.Color.rgb_brush();
-      }
+      public static Brush badge_fill(AlgoDefinitionMetadata? algo_meta, OrderMetadata order_meta) =>
+         new SolidColorBrush(badge_color(algo_meta, order_meta));
+
+      public static Color badge_color(AlgoDefinitionMetadata? algo_meta, OrderMetadata order_meta) =>
+         algo_meta?.badge_color ?? order_meta.Color.rgb_color();

      public static string order_collection_summary(double best_price, int best_price_volume, int total_volume, ContractSpecificationImmutable spec) {
         if (total_volume == 0)
@@ -18,7 +18,6 @@ using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Concurrency;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Threading.Tasks;
 using OrderUpdate = bts.api.core.TableUpdate<(bts.api.SecurityImmutable? sec, bts.api.orderman.OrderRecordImmutable order), uint>;
 using OrderUpdatePiq = bts.api.core.TableUpdate<bts.api.orderman.OrderSecurity, uint>;
@@ -27,6 +26,7 @@ namespace mbts.spark {
   [Export]
   class OrdersModel : IDisposable {
      public readonly MarketDataAuxiliaryModel md_auxiliary_model;
+      public static readonly bool piq_enabled = Configuration.get<bts.config.toggles.PlacementInQueue>().enabled;

      readonly IBus _bus;
      readonly OrderFactory _factory;
@@ -37,10 +37,10 @@ namespace mbts.spark {
      readonly ErrorReporter _error;
      readonly DynamicOrderHelper _dynamic_helper;
      readonly OrderActivitySummarizer _activity;
-      readonly TableUpdateDemuxer<OrderRecordImmutable, uint, uint> _security_orders_demuxer, _security_working_orders_demuxer;
-      readonly TableUpdateDemuxer<PositionUnitImmutable, int, uint> _security_positions_demuxer;
+      readonly TableUpdateDemuxer<OrderRecordImmutable, uint, uint> _security_orders_demuxer;
+      readonly TableUpdateDemuxer<OrderSecurity, uint, uint> _security_working_orders_with_piq_demuxer;
+      readonly TableUpdateDemuxer<(SecurityImmutable?, PositionUnitImmutable), int, uint> _security_positions_demuxer;
      IDisposable _dispose;
-      static readonly bool _piq_enabled = Configuration.get<bts.config.toggles.PlacementInQueue>().enabled;

      [ImportingConstructor]
      OrdersModel(IBus bus, OrderFactory factory, OrderService service, PositionService position_service, MBOService mbo_service,
@@ -67,7 +67,7 @@ namespace mbts.spark {
            .Table()
            .Cache();

-         on_positions = _position_service.subscribei_position_data().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).Table().Cache();
+         on_positions = _position_service.subscribei_position_data().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).join(sstore, pos => pos.SecurityId).Table().Cache();
         working_orders = 
            on_orders.Scan(
               ImmutableDictionary<uint,OrderSecurity>.Empty, 
@@ -82,28 +82,28 @@ namespace mbts.spark {

         _activity = new OrderActivitySummarizer(bus, on_orders);
         _security_orders_demuxer = new TableUpdateDemuxer<OrderRecordImmutable, uint, uint>(o => o.Key, o => o.security_key());
-         _security_working_orders_demuxer = new TableUpdateDemuxer<OrderRecordImmutable, uint, uint>(o => o.Key, o => o.security_key());
-         _security_positions_demuxer = new TableUpdateDemuxer<PositionUnitImmutable, int, uint>(o => o.RecordId, p => p.SecurityId);
-         var algo_meta_join = algo_model.definitions.LeftJoin<AlgoData, AlgoDefinitionMetadata, (AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>(
+         _security_working_orders_with_piq_demuxer = new TableUpdateDemuxer<OrderSecurity, uint, uint>(o => o.order.Key, o => o.order.security_key());
+         _security_positions_demuxer = new TableUpdateDemuxer<(SecurityImmutable?, PositionUnitImmutable pos), int, uint>(o => o.pos.RecordId, p => p.pos.SecurityId);
+         studio_algos_with_meta = algo_model.definitions.LeftJoin<AlgoData, AlgoDefinitionMetadata, (AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>(
            algo_model.metadata_service.subscribe_metadata().Table(m => m.id),
            d => d.key,
            m => m.id,
            (algo, k, meta) => (algo, meta),
            (algo, k) => (algo, null),
-            t => t.algo.key);
+            t => t.algo.key)
+            .Cache();
         var order_secs_algo_meta_join = on_orders.LeftJoin(
-            algo_meta_join,
+            studio_algos_with_meta,
            t => t.order.Key,
            am => am.algo.key,
-            t => new AlgoKey(new bts.persist.algo.AlgoPersistedKey(t.order.Def.AlgoTemplateKey)),
-            (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),
+            t => new AlgoKey(new bts.persist.algo.AlgoPersistedKey(t.order.algo_template_key())),
+            (os, okey, am, mkey) => new OrderSecurity(os.sec, os.order, null, am.algo, am.meta),
+            (os, okey, mkey) => new OrderSecurity(os.sec, os.order, null, null, null),
            ot => ot.order.Key);
         on_order_tuples = order_secs_algo_meta_join.Cache();

-         // need to bring back the config key check
         on_order_tuples_with_piq = on_order_tuples.LeftJoin<
-            OrderSecurityAlgoMeta,
+            OrderSecurity,
            OrderPIQImmutable,
            OrderSecurity,
            uint
@@ -114,13 +114,19 @@ namespace mbts.spark {
                 (osam, _) => new OrderSecurity(osam.security, osam.order, null, osam.algo, osam.meta),
                 osp => osp.order.Key)
                 .Cache();
-
-         working_orders_with_piq =
-            on_order_tuples_with_piq.Scan(
-            ImmutableDictionary<uint, OrderSecurity>.Empty,
-            (workers, table) => _update_working_orders(workers, table))
-            .Replay(1).RefCount();
-
+         // order tuples with root
+         on_order_tuples_with_root = on_order_tuples.RootDependent(
+            o => o.order.Key,
+            o => o.order.ParentKey,
+            (osam, root_osam) => osam.with(root_osam.algo ?? new AlgoData(root_osam.order.Def.CustomDef), root_osam.meta)
+         ).Cache();
+         // order tuples with root and piq
+         on_order_tuples_with_root_and_piq = on_order_tuples_with_piq.RootDependent(
+            o => o.order.Key,
+            o => o.order.ParentKey,
+            (osam, root_osam) => osam.with(root_osam.algo ?? new AlgoData(root_osam.order.Def.CustomDef), root_osam.meta)
+         ).Cache();
+         // fills
         var on_fills = 
            _service.subscribei_fills()
            .Naggle(interval, scheduler)
@@ -136,6 +142,28 @@ namespace mbts.spark {
            (f, fk, ok) => new FillTuple(f, null),
            f => f.fill.FillKey);
         on_fill_tuples = fill_order_tuples_join.Cache();
+         // manual fills
+         on_manual_fills_securities = _position_service.subscribei_manual_fills()
+            .Naggle(interval, scheduler)
+            .join(sstore, mf => mf.SecurityKey)
+            .Table().Cache();
+         var manual_fill_tuples_account_join = on_manual_fills_securities.LeftJoin(
+            admin_model.on_accounts.Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(a => a.id),
+            mfs => mfs.Item2.RecordId,
+            AccountTuple.key_fn,
+            mfs => mfs.Item2.AccountId,
+            (mfs, mf_id, a, a_id) => new ManualFillTuple(mfs.Item2, mfs.Item1, a, null),
+            (mfs, mf_id, a_id) => new ManualFillTuple(mfs.Item2, mfs.Item1, null, null),
+            ManualFillTuple.key_fn);
+         on_manual_fill_tuples = manual_fill_tuples_account_join.LeftJoin(
+            admin_model.on_users.Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id),
+            ManualFillTuple.key_fn,
+            UserTuple.key_fn,
+            mft => mft.manual_fill.UserId,
+            (mft, mft_id, u, u_id) => new ManualFillTuple(mft.manual_fill, mft.security, mft.account, u),
+            (mft, mft_id, u_id) => mft,
+            ManualFillTuple.key_fn)
+            .Cache();
         // can attach
         on_orders_can_attach = on_orders.ParentDependent(
            t => t.order.Key,
@@ -152,10 +180,9 @@ namespace mbts.spark {
            .Cache();
         _dispose = Disposable.Create(
            on_orders.Select(t => t.order, o => o.Key).Subscribe(_security_orders_demuxer),
-            on_orders
-               .Filter(order => order.order.is_active() && order.order.HasState && order.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible, key => key.order.Key)
-               .Select(t => t.order, o => o.Key)
-               .Subscribe(_security_working_orders_demuxer),
+            on_order_tuples_with_piq
+               .Filter(os => os.order.is_active() && os.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible, key => key.order.Key)
+               .Subscribe(_security_working_orders_with_piq_demuxer),
            on_positions.Subscribe(_security_positions_demuxer),
            _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())),
@@ -171,25 +198,30 @@ namespace mbts.spark {
      public DynamicOrderHelper dynamic_helper => _dynamic_helper;
      public IObservable<OrderUpdate> on_orders { get; }
      public IObservable<OrderUpdatePiq> on_order_tuples_with_piq { get; }
-      public IObservable<TableUpdate<OrderSecurityAlgoMeta, uint>> on_order_tuples { get; }
+      public IObservable<TableUpdate<OrderSecurity, uint>> on_order_tuples { get; }
+      public IObservable<TableUpdate<OrderSecurity, uint>> on_order_tuples_with_root { get; }
+      public IObservable<TableUpdate<OrderSecurity, uint>> on_order_tuples_with_root_and_piq { get; }
      public IObservable<TableUpdate<KeyValuePair<uint, bool>, uint>> on_orders_can_detach { get; }
      public IObservable<TableUpdate<KeyValuePair<uint, bool>, uint>> on_orders_can_attach { get; }
      public IObservable<IIncrementalUpdate<SecurityImmutable, uint>> on_order_securities { get; }
      public IObservable<TableUpdate<FillTuple, string>> on_fill_tuples { get; }
      public IObservable<IReadOnlyDictionary<uint,OrderSecurity>> working_orders { get; }
-      public IObservable<IReadOnlyDictionary<uint, OrderSecurity>> working_orders_with_piq { get; }
-      public IObservable<TableUpdate<PositionUnitImmutable, int>> on_positions { get; }
+      public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_positions { get; }
+      public IObservable<TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>> studio_algos_with_meta { get; }
+      public IObservable<TableUpdate<(SecurityImmutable?, ManualFillImmutable), int>> on_manual_fills_securities { get; }
+      public IObservable<TableUpdate<ManualFillTuple, int>> on_manual_fill_tuples { get; }

      public AdminModel admin_model { get; }
+      public MBOService mbo_service => _mbo_service;
      public IAlgoStudioModel algo_model { get; }

-      public IObservable<TableUpdate<OrderRecordImmutable, uint>> on_security_working_orders(uint security) =>
-         _security_working_orders_demuxer.subscribe(security);
+      public IObservable<TableUpdate<OrderSecurity, uint>> on_security_working_orders_with_piq(uint security) =>
+         _security_working_orders_with_piq_demuxer.subscribe(security);

      public IObservable<TableUpdate<OrderRecordImmutable, uint>> on_security_orders(uint security) =>
         _security_orders_demuxer.subscribe(security);

-      public IObservable<TableUpdate<PositionUnitImmutable, int>> on_security_positions(uint security) =>
+      public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_security_positions(uint security) =>
         _security_positions_demuxer.subscribe(security);
      #endregion

@@ -228,9 +260,9 @@ namespace mbts.spark {
            // order already filled to completion
            return false;
         }
-         var size = new_size ?? (uint)order.working_quantity();
+         var size = new_size ?? order.quantity();
         var price = new_price ?? order.price();
-         if (size == order.working_quantity() && price == order.price() && !new_algo.HasValue) {
+         if (size == order.quantity() && price == order.price() && !new_algo.HasValue) {
            // no parameters would be changed by this update
            return false;
         }
@@ -259,6 +291,45 @@ namespace mbts.spark {

      (uint? key, string error) _handle_error(Result<Response> result, string template) =>
         _error.handle_error(result, template, r => r.ErrorCode, e => e == OrderError.Ok, r => new uint?(r.OrderKey));
+
+      #region Manual Fillls
+      public async Task<bool> create_manual_fills(IEnumerable<ManualFill> fills) {
+         return await create_manual_fills(_create_fill_batch(fills));
+      }
+      public async Task<bool> create_manual_fills(ManualFillBatchImmutable fills) {
+         var result = await _position_service.create_manual_fill_async(fills);
+         return _handle_error(result);
+      }
+
+      public async Task<bool> update_manual_fills(IEnumerable<ManualFill> fills) {
+         return await update_manual_fills(_create_fill_batch(fills));
+      }
+      public async Task<bool> update_manual_fills(ManualFillBatchImmutable fills) {
+         var result = await _position_service.update_manual_fill_async(fills);
+         return _handle_error(result);
+      }
+
+      public async Task<bool> delete_manual_fills(IEnumerable<ManualFill> fills) {
+         return await delete_manual_fills(_create_fill_batch(fills));
+      }
+      public async Task<bool> delete_manual_fills(ManualFillBatchImmutable fills) {
+         var result = await _position_service.remove_manual_fill_async(fills);
+         return _handle_error(result);
+      }
+
+      ManualFillBatchImmutable _create_fill_batch(IEnumerable<ManualFill> fills) {
+         var batch = new ManualFillBatch();
+         batch.ManualFill.AddRange(fills);
+         return new ManualFillBatchImmutable(batch);
+      }
+
+      bool _handle_error(Result<PositionServiceResponse> result) {
+         if (!result.success)
+            _error.report_error(result.error_message);
+         return result.value.Response.All(r => r.Ok);
+      }
+      #endregion // Manual Fills
+
      #endregion

      public void Dispose() =>
@@ -354,10 +425,10 @@ namespace mbts.spark {

      public static IObservable<double> security_total_position(this OrdersModel orders_model, uint security_key, string account) =>
         orders_model.on_security_positions(security_key)
-         .Select(t => {
+         .Select((t,k) => {
            foreach (var kv in t.state) {
-               if (kv.Value.Account == account)
-                  return kv.Value.total_pos(); 
+               if (kv.Value.Item2.Account == account)
+                  return kv.Value.Item2.total_pos(); 
            }
            return double.NaN;
         }).DistinctUntilChanged()
@@ -437,6 +508,18 @@ namespace mbts.spark {
            return rod;
         }).Select(r => r.last_update);

+      public static IObservable<TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>> subscribe_all_algos(this OrdersModel orders_model) =>
+         orders_model.studio_algos_with_meta.MergeTable(Observable.Return(
+            new TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>(
+               ImmutableDictionary<AlgoKey, (AlgoData algo, AlgoDefinitionMetadata? meta)>.Empty.AddRange(orders_model.factory.default_algos(OrderDataHelper.all_order_types).Select(kv => new KeyValuePair<AlgoKey, (AlgoData algo, AlgoDefinitionMetadata? meta)>(kv.Key, (kv.Value, null)))),
+               Array.Empty<(AlgoData,AlgoDefinitionMetadata?)>(),
+               Array.Empty<Change<(AlgoData,AlgoDefinitionMetadata?)>>(),
+               Array.Empty<(AlgoData,AlgoDefinitionMetadata?)>(),
+               d => d.algo.key
+            ).as_snapshot()));
+
+      //public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_all_algos_with_meta(this OrdersModel orders_model) =>
+
      public static async Task<OrderRecordImmutable?> order_from_key(this OrdersModel orders_model, uint order_key) {
         (var tu, var success) = await orders_model.on_orders.FirstAsyncTask(t => t.state.ContainsKey(order_key), TimeSpan.FromSeconds(3));
         if (success && tu.state.TryGetValue(order_key, out var rec)) {
@@ -18,9 +18,9 @@
    <RootNamespace>bts</RootNamespace>
    <LangVersion>7.2</LangVersion>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
-    <WarningsAsErrors /> 
-    <Version>1.0.0</Version>   
-  </PropertyGroup> 
+    <WarningsAsErrors />
+    <Version>1.0.0</Version>
+  </PropertyGroup>
  <ItemGroup>
    <ProjectReference Include="../spark_api/spark_api.csproj" />
    <ProjectReference Include="../spark_core/spark_core.csproj" />
@@ -81,16 +81,47 @@
    </Compile>
  </ItemGroup>
  <ItemGroup>
+    <None Update="Modules\Trading\AlgoStudio\View\AlgoEditorGridView\AlgoEditorGridView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\AlgoStudio\View\AlgoEditorView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\Ladder\View\LadderSettingsDialog.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\Ladder\View\LadderSettingsView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\Ladder\View\LadderView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\Ladder\View\MiniLadderView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
    <None Update="Modules\Trading\OrderBook\MiniOrderBook\MiniOrderBookView.xaml">
      <Generator>MSBuild:Compile</Generator>
    </None>
    <None Update="Modules\Trading\OrderBook\MiniOrderBook\OrderBookView.xaml">
      <Generator>MSBuild:Compile</Generator>
    </None>
+    <None Update="Modules\Trading\OrderBook\View\OrderBookGridView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\OrderBook\View\OrderBookToolBar.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\OrderBook\View\OrderBookView.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
+    <None Update="Modules\Trading\OrderBook\View\OrderParamsPanel.xaml">
+      <Generator>MSBuild:Compile</Generator>
+    </None>
    <None Update="view\Controls\DIYGrid\Settings\SimpleGridSettingsDialog.xaml">
      <Generator>MSBuild:Compile</Generator>
    </None>
  </ItemGroup>
+
  <Target Name="diagnostic" AfterTargets="PreBuildEvent">
  </Target>
 </Project>
@@ -1,15 +1,16 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell;
+using bts.shell.fills;
+using bts.shell.manual_fills;
+using mbts;
 using mbts.spark;
 using mbts.ui;
-using mbts;
 using System;
 using System.Collections.Generic;
 using System.Windows.Input;

-namespace bts.spark
-{
+namespace bts.spark {
   static class SparkCommands {
      // Market
      public static PartialCommand<SecurityCriteria> ShowMarketView =>
@@ -27,9 +28,12 @@ namespace bts.spark
         SparkCommand.create("Order Book", Icons.Book, SparkTags.ShowOrderBookTag);

      // Fills
-      public static PartialCommand<FillsWindowFactory.StartupData> ShowFills(KeyGesture key_gesture = null) =>
+      public static PartialCommand<FillsSettings> ShowFills(KeyGesture key_gesture = null) =>
         SparkCommand.create("Fills", Icons.Payment, SparkTags.ShowFillsTag, key_gesture);

+      public static PartialCommand<ManualFillsSettings> ShowManualFills(KeyGesture key_gesture = null) =>
+         SparkCommand.create("Manual Fills", Icons.DataEdit, SparkTags.ShowManualFillsTag, key_gesture);
+
      public static PartialCommand<PAndLWindowFactory.PAndLStartupData> ShowPAndL =>
         SparkCommand.create("P&L", Icons.Accounting, SparkTags.ShowPAndLTag);

@@ -1,6 +1,8 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell;
+using bts.shell.fills;
+using bts.shell.manual_fills;
 using bts.spark;
 using mbts.ui;
 using System;
@@ -51,7 +53,8 @@ namespace mbts.spark
      #endregion

      #region Spark Window
-      public static ITag<FillsWindowFactory.StartupData> ShowFillsTag { get; } = new SparkTag<FillsWindowFactory.StartupData>(nameof(ShowFillsTag));
+      public static ITag<FillsSettings> ShowFillsTag { get; } = new SparkTag<FillsSettings>(nameof(ShowFillsTag));
+      public static ITag<ManualFillsSettings> ShowManualFillsTag { get; } = new SparkTag<ManualFillsSettings>(nameof(ShowManualFillsTag));
      // TODO: maybe get rid of the singlular ShowLadderTag, and just use the plural ShowLaddersTag.
      // The owners of the various SparkWindows may remove dependencies on the former at their leasure.
      // For now, both tags go through the same logic in the LadderWindowFactory anyways.
@@ -188,7 +188,7 @@ namespace mbts.collections {
      }

      public IObservableCollection<T> items { get; }
-      public ObservableCollection<T> selected_items { get; } = new ObservableCollection<T>();
+      public ObservableCollectionEx<T> selected_items { get; } = new ObservableCollectionEx<T>();
      public IEnumerable<TKey> selected_keys => selected_items.Select(_key_selector);

      public bool try_select(TKey key) {
@@ -83,10 +83,10 @@ namespace mbts.ui.utility {
         }
      }

-      public static IDisposable connect<T, TResult>(ObservableCollection<T> source, ObservableCollection<TResult> target, Func<T, TResult> create, Action<TResult> on_removed = null) =>
+      public static IDisposable connect<T, TResult>(ObservableCollection<T> source, IList<TResult> target, Func<T, TResult> create, Action<TResult> on_removed = null) =>
         connect<ObservableCollection<T>, T, TResult>(source, target, create, null);

-      public static IDisposable connect<TCollection, T, TResult>(TCollection source, ObservableCollection<TResult> target, Func<T, TResult> create, Action<TResult> on_removed = null)
+      public static IDisposable connect<TCollection, T, TResult>(TCollection source, IList<TResult> target, Func<T, TResult> create, Action<TResult> on_removed = null)
         where TCollection : IReadOnlyList<T>, INotifyCollectionChanged {
         Action reset_cb;
         Action<IList, int> removed_cb,
@@ -105,7 +105,8 @@ namespace mbts.ui.utility {
               if (i < 0) {
                  throw new InvalidOperationException("Source collection invoked a CollectionChanged 'Removed' event without a valid 'OldStartingIndex.'");
               } else {
-                  target.RemoveRange(i, old_items.Count);
+                  for (int j = 0; j < old_items.Count; j++)
+                     target.RemoveAt(i);
               }
            };
         } else {
@@ -42,7 +42,7 @@ namespace mbts.collections
               foreach (TModel m in e.OldItems) _remove(m);
               break;
            case NotifyCollectionChangedAction.Reset:
-               var old_views = Values.ToLArray();
+               var old_views = Values.ToArray();
               Clear();
               foreach (TValue v in old_views) ValueDestroyed?.Invoke(v);
               foreach (TModel m in _models) _add(m);
@@ -9,7 +9,7 @@ namespace mbts.collections {
      int count { get; }
   }

-   class RefCountMap<TKey> : IEnumerable<IKeyRefCount<TKey>>, ICollection {
+   class RefCountMap<TKey> : IReadOnlyCollection<IKeyRefCount<TKey>>, ICollection {
      readonly IEqualityComparer<TKey> _key_comparer;
      readonly Dictionary<TKey, KeyRefCount> _dictionary;

@@ -28,7 +28,7 @@ namespace mbts.collections {
      public object SyncRoot => null;
      public bool IsSynchronized => false;
      public int this[TKey key] => _dictionary[key].count;
-      public ICollection<TKey> keys => _dictionary.Keys;
+      public IReadOnlyCollection<TKey> keys => _dictionary.Keys;
      public bool contains_key(TKey key) => _dictionary.ContainsKey(key);

      public void CopyTo(Array array, int index) =>
@@ -241,4 +241,4 @@ namespace mbts.collections {
         return ref_count_map.Count > count_before;
      }
   }
-}
+}
@@ -73,7 +73,7 @@ namespace mbts.ui {
      public AsyncCommand(Func<Task> execute)
         : base(_ => execute()) { }

-      public AsyncCommand(Func<Task> execute, Func<bool> can_execute)
+      public AsyncCommand(Func<Task> execute, Func<bool> can_execute, bool allow_concurrent_executions = false)
         : base(_ => execute(), _ => can_execute()) { }

      public AsyncCommand(Func<object, Task> execute)
@@ -1,5 +1,6 @@
 using System;
 using System.ComponentModel;
+using System.Reactive;
 using System.Threading.Tasks;
 using System.Windows.Input;

@@ -51,5 +52,41 @@ namespace mbts.ui {

      public ObservantAsyncCommand(Func<object, Task> execute, bool allow_concurrent_executions = false)
         : base(execute, allow_concurrent_executions) { }
+
+      public static ICommand create(Func<Task> execute, out IObserver<bool> observer) {
+         var cmd = new ObservantAsyncCommand(execute);
+         observer = cmd;
+         return cmd;
+      }
+
+      public static ICommand create<T>(Func<T, Task> execute, Func<T, bool> get_can_execute, out IObserver<T> observer, bool allow_concurrent_executions = false) {
+         T param = default;
+         bool can_execute = false;
+         var cmd = new AsyncCommand(() => execute(param), () => can_execute, allow_concurrent_executions);
+         observer = new AnonymousObserver<T>(p => {
+            param = p;
+            if (can_execute != get_can_execute(param))
+               cmd.RaiseCanExecuteChanged();
+         });
+         return cmd;
+      }
+
+      public static ICommand create<T>(Func<T, Task> execute, Func<T, IObservable<bool>> get_can_execute_source, out IObserver<T> observer, bool allow_concurrent_executions = false) {
+         T param = default;
+         bool can_execute = false;
+         var cmd = new AsyncCommand(() => execute(param), () => can_execute, allow_concurrent_executions);
+         IDisposable can_execute_sub = null;
+         observer = new AnonymousObserver<T>(p => {
+            param = p;
+            Disposable.dispose(ref can_execute_sub);
+            can_execute_sub = get_can_execute_source(p).Subscribe(ce => {
+               if (can_execute != ce) {
+                  can_execute = ce;
+                  cmd.RaiseCanExecuteChanged();
+               }
+            });
+         }, () => Disposable.dispose(ref can_execute_sub));
+         return cmd;
+      }
   }
 }
@@ -33,6 +33,12 @@ namespace mbts.ui {
      public ObservantCommand(Action execute) : base(_ => execute()) { }
      public ObservantCommand(Action<object> execute) : base(execute) { }

+      public static ICommand create(Action execute, out IObserver<bool> observer) {
+         var cmd = new ObservantCommand(execute);
+         observer = cmd;
+         return cmd;
+      }
+
      public static ICommand create<T>(Action<T> execute, Func<T, bool> get_can_execute, out IObserver<T> observer) {
         T param = default;
         bool can_execute = false;
@@ -222,6 +222,7 @@ namespace mbts.ui {
         public static BTSColor straddle_theovsmarket_positive { get { return BTSCoreColors.green_light; } }

         // Order Types
+         public static BTSColor glbx_iceberg_order => new BTSColor(85, 85, 196);
         public static BTSColor tick_order { get { return BTSColors.purple.rgb_color(); } }
         public static BTSColor lean_order { get { return new BTSColor(255, 170, 210); } }
         public static BTSColor join_order { get { return new BTSColor(200, 171, 232); } }
@@ -54,19 +54,16 @@ namespace System.Reflection
      /// <summary>
      /// Gets the generic type arguments of the generic class, or interface implemented by the current Type.
      /// </summary>
-      /// <param name="type">The type that implements or is derived from the generic type (imp_generic_def).</param>
-      /// <param name="imp_generic_def">The generic type definition which the current type implements (if an interface) or is derived from (if a class).</param>
+      /// <param name="type">The type that implements or is derived from the generic type (<paramref name="generic_def"/>).</param>
+      /// <param name="generic_def">The generic type definition which the current type implements (if an interface) or is derived from (if a class).</param>
      /// <returns>The generic type arguments of the generic type definition implemented or derived from by the current type.</returns>
      /// <exception cref="System.InvalidOperationException">
      /// The parameter generic_def does not represent a generic type definition. That is, System.Type.IsGenericTypeDefinition returns false.
      /// </exception>
-      public static Type[] GetGenericTypeArgs(Type type, Type generic_def) {
-         if (!generic_def.IsGenericTypeDefinition) throw MyExceptions.not_generic_type_definition(generic_def);
-         Type[] rv = null;
-         rv = generic_def.IsInterface ? _get_generic_interface_type_args(type, generic_def) : _get_generic_type_args(type, generic_def);
-         if (rv == null) throw MyExceptions.does_not_implement_or_derive_from(type, generic_def);
-         else return rv;
-      }
+      public static Type[] GetGenericTypeArgs(Type type, Type generic_def) =>
+         !generic_def.IsGenericTypeDefinition ? throw MyExceptions.not_generic_type_definition(generic_def) :
+            (generic_def.IsInterface ? _get_generic_interface_type_args(type, generic_def) : _get_generic_type_args(type, generic_def)) ??
+            throw MyExceptions.does_not_implement_or_derive_from(type, generic_def);

      public static IDisposable detect_property_changes<T>(T obj, Action<string> on_prop_changed, params string[] props) where T : class {
         var snapshot = props.ToDictionary(p => p, p => {
@@ -11,4 +11,6 @@ namespace bts.shell
   {
      Task<Size> MeasureContentSize();
   }
+
+   interface ISlowMeasureContentSize : IMeasureContentSize { }
 }
@@ -17,7 +17,7 @@ namespace mbts.spark {
            _ladder = LadderSettings.Default,
            _notification = NotificationSettings.Default,
            _market_view_grid = bts.shell.MarketViewWindowFactory.StartupData.DefaultGridSettings,
-            _fills_grid = bts.shell.FillsWindowFactory.StartupData.DefaultGridSettings,
+            _fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings,
            _time_and_sales_grid = bts.shell.TimeAndSalesWindowFactory.StartupData.DefaultGridSettings,
            _synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings,
            _order_book_grid = bts.shell.orderbook.OrderBookStartupData.DefaultGrid
@@ -48,7 +48,7 @@ namespace mbts.spark {
      public NotificationSettings notification => _notification ?? (_notification = NotificationSettings.Default);
      public GridSettings market_view_grid => _market_view_grid ?? (_market_view_grid = bts.shell.MarketViewWindowFactory.StartupData.DefaultGridSettings);
      public GridSettings time_and_sales_grid => _time_and_sales_grid ?? (_time_and_sales_grid = GridSettings.Default.with(bts.shell.TimeAndSalesWindowFactory.StartupData.DefaultColumns.all));
-      public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.FillsWindowFactory.StartupData.DefaultGridSettings);
+      public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings);
      public GridSettings synthetic_management_grid => _synthetic_management_grid ?? (_synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings);
      public GridSettings pnl_grid => _pnl_grid ?? (_pnl_grid = bts.shell.PAndLWindowFactory.PAndLStartupData.DefaultGridSettings);
      public bts.shell.orderbook.OrderBookGridSettings order_book_grid => _order_book_grid ?? (_order_book_grid = bts.shell.orderbook.OrderBookStartupData.Default.grid_settings_wrapper());
@@ -40,7 +40,7 @@ namespace bts.utils {
      public event Action<T> common_value_changed;
      public event Action<Plurality> plurality_changed;

-      public ICollection<T> distinct_values => _values.keys;
+      public IReadOnlyCollection<T> distinct_values => _values.keys;
      public T common_value => _values.keys.SafeSingleOrDefault(_default_value);
      public Plurality plurality {
         get {
@@ -1,4 +1,14 @@
-namespace mbts.utils {
+using System;
+
+namespace mbts.utils {
   delegate bool TryGetValue<T>(out T value);
   delegate bool TryGetValue<TKey, TValue>(TKey key, out TValue value);
+
+   static class LogicalDelegates {
+      public static readonly Func<bool, bool, bool>
+         And = (a, b) => a && b,
+         Or = (a, b) => a || b,
+         XOr = (a, b) => a ? !b : b,
+         None = (a, b) => !a && !b;
+   }
 }
@@ -0,0 +1,57 @@
+using System.Runtime.InteropServices;
+
+namespace System.IO {
+   class NativeFileHelper {
+      const uint
+         FILE_ATTRIBUTE_READONLY = 0x00000001,
+         FILE_ATTRIBUTE_HIDDEN = 0x00000002,
+         FILE_ATTRIBUTE_SYSTEM = 0x00000004,
+         FILE_ATTRIBUTE_DIRECTORY = 0x00000010,
+         FILE_ATTRIBUTE_ARCHIVE = 0x00000020,
+         FILE_ATTRIBUTE_DEVICE = 0x00000040,
+         FILE_ATTRIBUTE_NORMAL = 0x00000080,
+         FILE_ATTRIBUTE_TEMPORARY = 0x00000100,
+         FILE_ATTRIBUTE_SPARSE_FILE = 0x00000200,
+         FILE_ATTRIBUTE_REPARSE_POINT = 0x00000400,
+         FILE_ATTRIBUTE_COMPRESSED = 0x00000800,
+         FILE_ATTRIBUTE_OFFLINE = 0x00001000,
+         FILE_ATTRIBUTE_NOT_CONTENT_INDEXED = 0x00002000,
+         FILE_ATTRIBUTE_ENCRYPTED = 0x00004000,
+         FILE_ATTRIBUTE_VIRTUAL = 0x00010000,
+
+         SHGFI_ICON = 0x000000100,              // get icon
+         SHGFI_DISPLAYNAME = 0x000000200,       // get display name
+         SHGFI_TYPENAME = 0x000000400,          // get type name
+         SHGFI_ATTRIBUTES = 0x000000800,        // get attributes
+         SHGFI_ICONLOCATION = 0x000001000,      // get icon location
+         SHGFI_EXETYPE = 0x000002000,           // return exe type
+         SHGFI_SYSICONINDEX = 0x000004000,      // get system icon index
+         SHGFI_LINKOVERLAY = 0x000008000,       // put a link overlay on icon
+         SHGFI_SELECTED = 0x000010000,          // show icon in selected state
+         SHGFI_ATTR_SPECIFIED = 0x000020000,    // get only specified attributes
+         SHGFI_LARGEICON = 0x000000000,         // get large icon
+         SHGFI_SMALLICON = 0x000000001,         // get small icon
+         SHGFI_OPENICON = 0x000000002,          // get open icon
+         SHGFI_SHELLICONSIZE = 0x000000004,     // get shell size icon
+         SHGFI_PIDL = 0x000000008,              // pszPath is a pidl
+         SHGFI_USEFILEATTRIBUTES = 0x000000010; // use passed dwFileAttribute
+
+      public static string get_file_type_description(string file_type) =>
+         SHGetFileInfo(file_type, FILE_ATTRIBUTE_NORMAL, out SHFILEINFO shfi, (uint)Marshal.SizeOf(typeof(SHFILEINFO)), SHGFI_USEFILEATTRIBUTES | SHGFI_TYPENAME) != IntPtr.Zero ?
+            shfi.szTypeName : null;
+
+      [DllImport("shell32")]
+      static extern IntPtr SHGetFileInfo(string pszPath, uint dwFileAttributes, out SHFILEINFO psfi, uint cbFileInfo, uint flags);
+
+      [StructLayout(LayoutKind.Sequential)]
+      struct SHFILEINFO {
+         public IntPtr hIcon;
+         public int iIcon;
+         public uint dwAttributes;
+         [MarshalAs(UnmanagedType.ByValTStr, SizeConst = 260)]
+         public string szDisplayName;
+         [MarshalAs(UnmanagedType.ByValTStr, SizeConst = 80)]
+         public string szTypeName;
+      }
+   }
+}
@@ -0,0 +1,103 @@
+using bts.api.core;
+using mbts;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Reflection;
+
+namespace bts.utils {
+   static class ObjectSnapshot {
+      public static IObservable<TableUpdate<(string name, object current, object original), string>> property_table<T>(T instance, params string[] prop_names) where T : INotifyPropertyChanged =>
+         property_table(instance, Array.ConvertAll(prop_names, Impl<T>.type.GetProperty));
+
+      public static IObservable<TableUpdate<(string name, object current, object original), string>> property_table<T>(T instance, params PropertyInfo[] props) where T : INotifyPropertyChanged =>
+         Observable.Create<TableUpdate<(string name, object current, object original), string>>(o => {
+            var cache = props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance)));
+            var table = TableUpdate<(string name, object current, object original), string>.mk_empty(t => t.name).with_added(cache.Values.Select(pn => (pn.prop.Name, pn.current, pn.original)));
+            instance.PropertyChanged += on_prop_changed;
+            return Disposable.Create(() => instance.PropertyChanged -= on_prop_changed);
+            void on_prop_changed(object sender, PropertyChangedEventArgs e) {
+               if (cache.TryGetValue(e.PropertyName, out PropNode pn)) {
+                  object oldval = pn.current;
+                  pn.current = pn.prop.GetValue(instance);
+                  table = table.with_changes(new[] { new Change<(string, object, object)>((pn.prop.Name, oldval, pn.original), (pn.prop.Name, pn.current, pn.original)) });
+                  o.OnNext(table);
+               }
+            }
+         });
+
+      public static IObservable<bool> dirty_monitor<T>(T instance, params string[] prop_names) where T : INotifyPropertyChanged =>
+         dirty_monitor(instance, Array.ConvertAll(prop_names, Impl<T>.type.GetProperty));
+
+      public static IObservable<bool> dirty_monitor<T>(T instance, out IDisposable snapshot, params string[] prop_names) where T : INotifyPropertyChanged =>
+         dirty_monitor(instance, out snapshot, Array.ConvertAll(prop_names, Impl<T>.type.GetProperty));
+
+      public static IObservable<bool> dirty_monitor<T>(T instance, out IDisposable snapshot, params PropertyInfo[] props) where T : INotifyPropertyChanged {
+         var prop_map = props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance)));
+         snapshot = Disposable.Create(() => {
+            foreach (var pn in prop_map.Values)
+               pn.prop.SetValue(instance, pn.original);
+         });
+         return _dirty_monitor(instance, prop_map);
+      }
+
+      public static IObservable<bool> dirty_monitor<T>(T instance, PropertyInfo[] props) where T : INotifyPropertyChanged =>
+         _dirty_monitor(instance, props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance))));
+
+      static IObservable<bool> _dirty_monitor<T>(T instance, Dictionary<string, PropNode> prop_map) where T : INotifyPropertyChanged =>
+         Observable.Create<bool>(o => {
+            var dirty_props = new HashSet<string>();
+            instance.PropertyChanged += on_prop_changed;
+            return Disposable.Create(() => instance.PropertyChanged -= on_prop_changed);
+            void on_prop_changed(object sender, PropertyChangedEventArgs e) {
+               if (prop_map.TryGetValue(e.PropertyName, out var p)) {
+                  p.current = p.prop.GetValue(instance);
+                  if (Equals(p.current, p.original) == p.is_dirty) {
+                     p.is_dirty = !p.is_dirty;
+                     if (p.is_dirty) {
+                        if (dirty_props.Add(p.prop.Name) && dirty_props.Count == 1)
+                           o.OnNext(true);
+                     } else if (dirty_props.Remove(p.prop.Name) && dirty_props.Count == 0)
+                        o.OnNext(false);
+                  }
+               }
+            }
+         });
+
+      public static IDisposable create<T>(T instance) =>
+         create(instance, Impl<T>.mutable_props);
+
+      public static IDisposable create<T>(T instance, PropertyInfo[] props) {
+         var snapshot = Array.ConvertAll(props, p => p.GetValue(instance));
+         return Disposable.Create(() => {
+            for (int i = 0; i < props.Length; i++)
+               props[i].SetValue(instance, snapshot[i]);
+         });
+      }
+
+      static class Impl<T> {
+         public static readonly Type type = typeof(T);
+
+         public static readonly PropertyInfo[] mutable_props =
+            type.GetProperties(BindingFlags.Public | BindingFlags.Instance)
+            .Where(p => p.GetSetMethod() != null)
+            .ToArray();
+      }
+
+      class PropNode {
+         public readonly PropertyInfo prop;
+
+         public PropNode(PropertyInfo prop, object init) {
+            this.prop = prop;
+            original = init;
+            current = init;
+         }
+
+         public bool is_dirty { get; set; }
+         public object original { get; set; }
+         public object current { get; set; }
+      }
+   }
+}
@@ -1,5 +1,6 @@
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Disposables;
@@ -62,30 +63,37 @@ namespace mbts.utils {

      class PropertyChannel<T> : IPropertyChannel, IObservable<T> {
         T _last_value;
+         long _id_counter;
         readonly Func<T> _get;
-         readonly List<IObserver<T>> _observers = new List<IObserver<T>>();
+         ImmutableDictionary<long, IObserver<T>> _observers = ImmutableDictionary<long, IObserver<T>>.Empty;

         public PropertyChannel(Func<T> get) =>
            _last_value = (_get = get)();

         public void on_change() {
            _last_value = _get();
-            foreach (var o in _observers)
+            foreach (var o in _observers.Values)
               o.OnNext(_last_value);
         }

         public IDisposable Subscribe(IObserver<T> observer) {
-            _observers.Add(observer);
+            long id = _id_counter++;
+            // assume there is no way we ran out of ids, because that would be nuts.
+            _observers = _observers.Add(id, observer);
            observer.OnNext(_last_value);
-            return Disposable.Create(() => _observers.Remove(observer));
+            return Disposable.Create(() => _observers = _observers.Remove(id));
         }
         IObservable<object> IPropertyChannel.subscribe() =>
            this.Select(v => (object)v);

         public void Dispose() {
-            foreach (var o in _observers)
-               o.OnCompleted();
-            _observers.Clear();
+            ImmutableDictionary<long, IObserver<T>> local;
+            do {
+               local = _observers;
+               foreach (var o in local.Values)
+                  o.OnCompleted();
+            } while (!ReferenceEquals(local, _observers)); // remember: observers is immutable
+            _observers = _observers.Clear();
         }
      }
   }