initialize_for_test changes (thanks eric)

RTM

.vscode/launch.json

@@ -249,7 +249,7 @@
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": [
                 "test",
-                "[mbo]"
+                "SingleWriterConcurrentVector"
             ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server/",

doc/user/content/release_notes/_index.md

@@ -4,6 +4,62 @@ 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

src/client/spark/Daemons/SecurityPickerDaemon.cs

@@ -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();
       }

src/client/spark/Images/Icons.cs

@@ -24,10 +24,12 @@ namespace mbts.ui {
          AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
          AttachAlgosKey = nameof(AttachAlgosKey),
          CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         DataEditGeometryKey = nameof(DataEditGeometryKey),
          DetachAlgosKey = nameof(DetachAlgosKey),
          DiskGeometryKey = nameof(DiskGeometryKey),
          DiskFileGeometryKey = nameof(DiskFileGeometryKey),
          DocumentGeometryKey = nameof(DocumentGeometryKey),
+         DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
          DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
          DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
          DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
@@ -145,11 +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_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);

src/client/spark/Images/Vector/Icons.xaml

@@ -48,6 +48,10 @@
     </sys:String>
   </x:Array>
 
+  <sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
+    M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
+  </sys:String>
+
   <!--File (the icon is free to use if we include this information in our credit section)
     Source: https://www.flaticon.com/authors/chanut
     Ttile: Cancel free icon
@@ -107,6 +111,9 @@
 		s1-0.448,1-1v-5h5c0.552,0,1-0.448,1-1S52.052,46,51.5,46z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
+    M17.997977,17.396268C18.197928,17.396268,18.297904,17.496276,18.497975,17.596284L19.497972,18.295283C19.99797,18.595292,20.697919,19.195308,21.197917,19.495299L22.196937,20.195323C22.696935,20.495315,22.596959,20.995322,22.096961,21.195338L20.997966,21.695346C20.497968,21.89434,19.597947,22.294355,19.097949,22.494355L17.997977,22.994363C17.497979,23.194362,17.097957,22.894355,17.197932,22.394347L17.297908,21.195338C17.398005,20.595323,17.497979,19.695315,17.497979,19.195308L17.597955,17.995277C17.497979,17.695283,17.69793,17.396268,17.997977,17.396268z M1.799981,13.597213L19.697923,13.597213 17.997977,15.896244C17.797906,16.096259 17.69793,16.396253 17.69793,16.69626 17.197932,16.796268 16.79791,17.296275 16.697934,17.895284L16.597959,19.195308 1.799981,19.195308C0.79998477,19.195308,0,18.395291,0,17.396268L0,15.396237C0,14.396221,0.79998477,13.597213,1.799981,13.597213z M1.799981,6.7981106L21.796914,6.7981106C22.696935,6.7981106,23.49698,7.498118,23.596955,8.3981257L20.697919,12.397197 1.799981,12.397197C0.79998477,12.397197,0,11.597181,0,10.597165L0,8.5981418C0,7.598126,0.79998477,6.7981106,1.799981,6.7981106z M27.796891,4.3990708C27.996963,4.3990708,28.096938,4.3990708,28.296889,4.5990711L31.695924,7.0981179C31.995851,7.3981105,32.095948,7.7981258,31.895875,8.0981341L23.296908,19.795308C23.096957,20.095315,22.596959,20.195323,22.196937,19.895314L18.797902,17.396268C18.497975,17.096274,18.398002,16.69626,18.597951,16.396253L27.196918,4.6990786C27.396869,4.4990784,27.59694,4.3990708,27.796891,4.3990708z M1.799981,0L21.796914,0C22.79691,4.9549271E-08,23.596955,0.8000156,23.596955,1.800031L23.596955,3.7990554C23.596955,4.7990709,22.79691,5.5990864,21.796914,5.5990864L1.799981,5.5990864C0.79998477,5.4990941,0,4.6990786,0,3.6990629L0,1.7000236C0,0.8000156,0.79998477,4.9549271E-08,1.799981,0z
+  </sys:String>
   <sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
     M403.213,20H0v472h512V128.787L403.213,20z M131,50h180v100h10h20h10V50h30v130H131V50z M381,462H131V315
 			c0-8.271,6.729-15,15-15h220c8.271,0,15,6.729,15,15V462z M482,462h-71V315c0-24.813-20.187-45-45-45H146

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

@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using bts.utils;
 using mbts.persist;
@@ -117,8 +118,8 @@ namespace mbts.spark {
          // show fills
          var show_fills_cmd = new DelegateCommand(() => {
             var sc = _selected_security_criteria;
-            _bus.post(SparkTags.ShowFillsTag, new FillsWindowFactory.StartupData(
-               new FillsWindowFactory.FilterStates {
+            _bus.post(SparkTags.ShowFillsTag, new FillsSettings(
+               new FillsFilterStates {
                   security = sc.is_defined() ? sc : _state.security_criteria
                }));
          });

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

@@ -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) {

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

@@ -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;

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

@@ -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(_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;

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

@@ -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()

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

@@ -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;
@@ -16,7 +17,7 @@ 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;
@@ -52,13 +53,13 @@ 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,
@@ -66,162 +67,5 @@ namespace bts.shell {
             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; }
-      }
    }
 }

src/client/spark/Modules/Trading/Fills/Settings/FillsFilterStates.cs

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

src/client/spark/Modules/Trading/Fills/Settings/FillsSettings.cs

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

src/client/spark/Modules/Trading/Ladder/LadderSettings.cs

@@ -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(),

src/client/spark/Modules/Trading/Ladder/VM/LadderSettingsVM.cs

@@ -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
             };
       }
 

src/client/spark/Modules/Trading/Ladder/VM/LadderVM.cs

@@ -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;
@@ -77,45 +80,50 @@ 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)));
+         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);
@@ -139,10 +147,10 @@ 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
@@ -215,13 +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;
@@ -266,7 +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; }
@@ -277,30 +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); }
@@ -348,36 +384,41 @@ namespace mbts.spark {
          }
       }
 
-      public async void send_order((double price, Side? side, MouseButton buton) 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 || (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 (!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 = 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() {

src/client/spark/Modules/Trading/Ladder/View/LadderGridHost.cs

@@ -1,15 +1,14 @@
 using bts;
 using bts.api;
 using bts.api.md.auxiliary;
-using bts.md;
 using bts.collections;
 using bts.utils;
-using bts.config;
 using mbts.co2;
 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;
@@ -22,10 +21,10 @@ 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;
-using mbts.config;
 
 namespace mbts.spark {
    partial class LadderGridHost : Control {
@@ -67,6 +66,11 @@ namespace mbts.spark {
       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;
@@ -320,30 +324,113 @@ 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) {
-            show_mbo_popup(point).ignore();
-         }
-         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);
-            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) {
@@ -410,6 +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
 
@@ -535,6 +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();
 
@@ -686,7 +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;
          }
       }
 
@@ -869,6 +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;
                   }

src/client/spark/Modules/Trading/Ladder/View/LadderRender.cs

@@ -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));
          }
       }
 

src/client/spark/Modules/Trading/Ladder/View/LadderSettingsView.xaml

@@ -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>
@@ -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-->

src/client/spark/Modules/Trading/Ladder/View/LadderTactileAdorner.cs

@@ -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();

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml

@@ -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 -->

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml.cs

@@ -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) {

src/client/spark/Modules/Trading/ManualFills/ManualFillRow.cs

@@ -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;
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml

@@ -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>

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml.cs

@@ -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();
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsDialog.xaml

@@ -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>

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsDialog.xaml.cs

@@ -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();
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsVM.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsView.xaml

@@ -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>

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsView.xaml.cs

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

src/client/spark/Modules/Trading/ManualFills/ManualFillsModel.cs

@@ -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);
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsParser.cs

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

src/client/spark/Modules/Trading/ManualFills/ManualFillsSettings.cs

@@ -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>();
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsVM.cs

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

src/client/spark/Modules/Trading/ManualFills/ManualFillsView.xaml

@@ -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>

src/client/spark/Modules/Trading/ManualFills/ManualFillsView.xaml.cs

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

src/client/spark/Modules/Trading/ManualFills/ManualFillsWindowFactory.cs

@@ -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";
+      }
+   }
+}

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

@@ -34,7 +34,7 @@ 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; }
    }
 
@@ -70,7 +70,7 @@ namespace mbts.spark {
          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,
@@ -85,7 +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)
@@ -98,7 +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,
@@ -109,7 +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,
@@ -120,7 +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)),
@@ -132,7 +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(),
@@ -146,7 +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)),
@@ -158,7 +158,7 @@ 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)),
@@ -174,9 +174,8 @@ namespace mbts.spark {
                nameof(OrderBookRowVM.badge_fill),
                nameof(OrderBookRowVM.display_name),
                _wrap_comparer(r => r.order_type),
-               DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurityAlgoMeta, AlgoDataVM, AlgoID>(
+               DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
                   o => new AlgoDataVM(o.algo.GetValueOrDefault()),
-                  o => AlgoID.from_order_def(o.order.Def),
                   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;
@@ -187,9 +186,8 @@ namespace mbts.spark {
                nameof(OrderBookRowVM.root_algo_badge_fill),
                nameof(OrderBookRowVM.root_algo_display_name),
                _wrap_comparer(r => r.order_tuple.root_algo.value.CustomCase),
-              DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurityAlgoMeta, AlgoDataVM, AlgoID>(
+              DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurity, AlgoDataVM, AlgoID>(
                   o => new AlgoDataVM(o.root_algo),
-                  o => AlgoID.from_algo_key(o.root_algo.key),
                   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));
@@ -201,7 +199,7 @@ namespace mbts.spark {
                "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)),
@@ -209,27 +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,
@@ -245,7 +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,
@@ -256,18 +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)),
@@ -275,7 +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
@@ -284,7 +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,
@@ -295,7 +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,
@@ -306,7 +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,
@@ -317,7 +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,
@@ -350,6 +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 {
@@ -374,7 +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() =>
@@ -404,6 +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)
@@ -424,9 +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() {
@@ -527,7 +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;
@@ -544,10 +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; }
@@ -561,7 +565,7 @@ 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) =>
@@ -571,7 +575,7 @@ namespace mbts.spark {
 
       #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) =>
@@ -580,7 +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) =>
@@ -589,7 +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) =>
@@ -601,7 +605,7 @@ namespace mbts.spark {
          readonly BindingBase _foreground_binding;
          ListSortDirection? _cached_sort_direction;
 
-         public OrderBookOrderTypeColumn(Columns key, string badge_fill_binding_path, string display_name_binding_path, IComparer<OrderBookRowVM> row_comparer, IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, AlgoID[]> filter, string header = DefaultColumnHeaders.OrderType)
+         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;
@@ -611,11 +615,11 @@ namespace mbts.spark {
             this.comparer = row_comparer;
          }
 
-         public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, AlgoID[]> filter { get; }
+         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() {
@@ -633,7 +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;
@@ -642,10 +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) {
@@ -654,6 +658,15 @@ 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(), _foreground_binding;
          readonly IValueConverter _expander_visiblilty_converter = new ui.converters.BooleanToVisibilityConverter { VisibilityForFalse = Visibility.Hidden };
@@ -661,7 +674,7 @@ namespace mbts.spark {
 
          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);
@@ -670,10 +683,10 @@ namespace mbts.spark {
             _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; }

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

@@ -14,7 +14,7 @@ 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;
@@ -28,7 +28,7 @@ namespace mbts.spark {
       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;
@@ -43,19 +43,19 @@ 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>(
+      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 = OrderUtils.badge_fill(order_tuple.meta, order_metadata));
@@ -91,6 +91,8 @@ 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); }
@@ -134,14 +136,14 @@ 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 ??
@@ -195,7 +197,7 @@ namespace mbts.spark {
 
       public ICommand update_command => _update_command ?? (
          _update_command = new DelegateCommand(() => {
-            _select_me();          
+            _select_me();
          })
       );
 
@@ -214,7 +216,7 @@ namespace mbts.spark {
       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.
@@ -226,7 +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() {
@@ -244,7 +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);
@@ -257,11 +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));
@@ -314,6 +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)
@@ -374,13 +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;
@@ -404,8 +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;
          }
       }
    }
-}
+}

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

@@ -3,12 +3,11 @@ using bts.api;
 using bts.api.core;
 using bts.api.orderman;
 using bts.collections;
-using bts.md;
 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;
@@ -42,10 +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;
@@ -58,7 +57,7 @@ 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>(),
@@ -98,7 +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)
@@ -147,6 +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),
@@ -168,7 +169,7 @@ namespace mbts.spark {
                security_plurality = p;
                RaisePropertyChanged(nameof(security_plurality));
             }),
-            model.on_order_tuples_with_root.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));
             }),
@@ -543,7 +544,7 @@ 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) {
@@ -556,14 +557,14 @@ namespace mbts.spark {
       internal void detach_orders(OrderBookRowVM order) =>
          _detach_orders_async(new[] { order }).ignore();
 
-      public OrderSecurityAlgoMeta get_ordersecurityalgometa(OrderRecordImmutable order) {
+      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_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);
 
@@ -907,7 +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) {
@@ -916,7 +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;
@@ -951,7 +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>();
 
@@ -1020,22 +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 {

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

@@ -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(),

src/client/spark/Modules/Trading/OrderBook/Settings/OrderBookFillsGridSettings.cs

@@ -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);
    }
 }

src/client/spark/Modules/Trading/OrderBook/Settings/OrderBookFilterStates.cs

@@ -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]
@@ -60,7 +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 &&
@@ -85,7 +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);
 
@@ -112,90 +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 => AlgoID.from_order_def(o.order.Def));
-         add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key));
-         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();
       }
    }
 }

src/client/spark/Modules/Trading/OrderBook/Settings/OrderBookSettings.cs

@@ -1,220 +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;
-
-      /// <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;
+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 = 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);
+         }
+         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 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 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;
-                  }
-               }
-            }
-         }
-      }
-   }
+      };
+
+      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;
+                  }
+               }
+            }
+         }
+      }
+   }
 }

src/client/spark/Modules/Trading/OrderBook/View/OrderBookGridView.xaml.cs

@@ -49,7 +49,8 @@ namespace mbts.spark {
          Detach = 1 << 26,
          Update = 1 << 27,
          Commit = 1 << 28,
-         RootAlgoType = 1 << 29
+         RootAlgoType = 1 << 29,
+         Piq = 1 << 30
       }
 
       public OrderBookGridView() {

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

@@ -548,7 +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"

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

@@ -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]

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

@@ -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;
@@ -19,6 +21,7 @@ namespace bts.shell {
       FillsWindowFactory _fwf;
       PAndLWindowFactory _plwf;
       AlgoStudioWindowFactory _aswf;
+      ManualFillsWindowFactory _mfwf;
 
       [ImportingConstructor]
       public TradingShellModule(
@@ -27,15 +30,15 @@ namespace bts.shell {
             INotificationService notification_service, 
             INotificationServiceDataCache notification_service_data_cache,
             UserSettingsHub settings_hub, 
-            OrdersModel orders_model, 
-            PAndLModel pandl_model,
+            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;
@@ -46,11 +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() {
@@ -59,6 +63,7 @@ namespace bts.shell {
          yield return _fwf;
          yield return _plwf;
          yield return _aswf;
+         yield return _mfwf;
       }
 
       public Task<IShellWindow> create(Stream load_stream) =>

src/client/spark/Orders/FillTuple.cs

@@ -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;
+   }
 }

src/client/spark/Orders/OrderDataHelper.cs

@@ -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.GetHashCode());
+                     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 };

src/client/spark/Orders/OrderSecurity.cs

@@ -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);

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

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

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

@@ -53,6 +53,7 @@ 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);
@@ -83,6 +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;

src/client/spark/Orders/OrderUtils.cs

@@ -79,6 +79,23 @@ 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;
 
@@ -112,7 +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;
@@ -138,6 +156,8 @@ 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 (algo.HasValue) {

src/client/spark/Orders/OrdersModel.cs

@@ -26,6 +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;
@@ -38,9 +39,8 @@ namespace mbts.spark {
       readonly OrderActivitySummarizer _activity;
       readonly TableUpdateDemuxer<OrderRecordImmutable, uint, uint> _security_orders_demuxer;
       readonly TableUpdateDemuxer<OrderSecurity, uint, uint> _security_working_orders_with_piq_demuxer;
-      readonly TableUpdateDemuxer<PositionUnitImmutable, int, uint> _security_positions_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, 
@@ -83,7 +83,7 @@ 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_with_piq_demuxer = new TableUpdateDemuxer<OrderSecurity, uint, uint>(o => o.order.Key, o => o.order.security_key());
-         _security_positions_demuxer = new TableUpdateDemuxer<PositionUnitImmutable, int, uint>(o => o.RecordId, p => p.SecurityId);
+         _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,
@@ -97,14 +97,13 @@ namespace mbts.spark {
             t => t.order.Key,
             am => am.algo.key,
             t => new AlgoKey(new bts.persist.algo.AlgoPersistedKey(t.order.algo_template_key())),
-            (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),
+            (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
@@ -121,6 +120,12 @@ namespace mbts.spark {
             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()
@@ -137,6 +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,
@@ -171,15 +198,18 @@ 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<OrderSecurityAlgoMeta, uint>> on_order_tuples_with_root { 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<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;
@@ -191,7 +221,7 @@ namespace mbts.spark {
       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
 
@@ -261,6 +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() =>
@@ -356,10 +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()

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

@@ -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);
 

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

@@ -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.

src/client/spark/core/Collections/ObservableAutoWrapper.cs

@@ -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 {

src/client/spark/core/Collections/RefCountMap.cs

@@ -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;
       }
    }
-}
+}

src/client/spark/core/Commands/AsyncCommand.cs

@@ -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)

src/client/spark/core/Commands/ObservantAsyncCommand.cs

@@ -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;
+      }
    }
 }

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

@@ -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); } }

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

@@ -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());

src/client/spark/core/Utility/CommonValueMonitor.cs

@@ -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 {

src/client/spark/core/Utility/Delegates.cs

@@ -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;
+   }
 }

src/client/spark/core/Utility/NativeFileHelper.cs

@@ -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;
+      }
+   }
+}

src/client/spark/core/Utility/ObjectSnapshot.cs

@@ -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; }
+      }
+   }
+}

src/client/spark/core/Utility/PropertyChangedDemuxer.cs

@@ -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();
          }
       }
    }

src/client/spark/core/Utility/ThresholdMonitor.cs

@@ -1,4 +1,5 @@
-using System;
+using mbts.collections;
+using System;
 using System.Collections.Generic;
 using System.Reactive.Disposables;
 using System.Threading;
@@ -37,7 +38,7 @@ namespace mbts.utils {
 
    // Warning: This class is not thread-safe.  Use the .OnDispatcher extension in the subscribe_item delegate if necessary to ensure all updates occur on a single thread.
    class ReactiveThresholdMonitor<T> : IObservable<bool> {
-      readonly HashSet<T> _filtered_items;
+      readonly RefCountMap<T> _filtered_items;
       readonly List<IObserver<bool>> _observers = new List<IObserver<bool>>();
       readonly Func<T, IObservable<bool>> _subscribe_item;
       uint _threshold;
@@ -50,7 +51,7 @@ namespace mbts.utils {
 
       public ReactiveThresholdMonitor(Func<T, IObservable<bool>> subscribe_item, IEqualityComparer<T> comparer) {
          _subscribe_item = subscribe_item;
-         _filtered_items = new HashSet<T>(comparer);
+         _filtered_items = new RefCountMap<T>(comparer);
       }
 
       public bool is_above_threshold => _filtered_items.Count > _threshold;
@@ -61,6 +62,7 @@ namespace mbts.utils {
                _threshold = value;
          }
       }
+      public IReadOnlyCollection<T> filtered_items => _filtered_items.keys;
 
       public IDisposable join(T item) =>
          _subscribe_item == null ? throw new InvalidOperationException("No 'subscribe-item' delegate was specified in the constructor.") : join(item, _subscribe_item(item));
@@ -68,10 +70,13 @@ namespace mbts.utils {
       public IDisposable join(T item, IObservable<bool> source) =>
          new CompositeDisposable(source.Subscribe(val => {
             using (_begin_update()) {
-               if (val) _filtered_items.Add(item);
-               else _filtered_items.Remove(item);
+               if (val) _filtered_items.increment(item);
+               else _filtered_items.decrement(item);
             }
-         }), Disposable.Create(() => _filtered_items.Remove(item)));
+         }), Disposable.Create(() => {
+            using (_begin_update())
+               _filtered_items.decrement(item);
+         }));
 
       public IDisposable Subscribe(IObserver<bool> observer) {
          _observers.Add(observer);

src/client/spark/core/Utility/ViewModelBase.cs

@@ -217,6 +217,9 @@ namespace mbts.ui.shell {
       protected PropertyAutoWrapper<TModel, TView> backing<TModel, TView>(string name, TModel initial_model, Func<TModel, TView> convert) =>
          new PropertyAutoWrapper<TModel, TView>(this, name, initial_model, convert, EqualityComparer<TModel>.Default);
 
+      protected PropertyAutoWrapper<TModel, TView> backing<TModel, TView>(string name, TModel initial_model, Func<TModel, TView> convert, IEqualityComparer<TModel> comparer) =>
+         new PropertyAutoWrapper<TModel, TView>(this, name, initial_model, convert, comparer);
+
       protected DelegatePropertyAutoWrapper<TModel, TView> backing<TModel, TView>(string name, Func<TModel> get_model, Func<TModel, TView> convert) =>
          new DelegatePropertyAutoWrapper<TModel, TView>(this, name, get_model, convert, EqualityComparer<TModel>.Default);
 
@@ -324,17 +327,21 @@ namespace mbts.ui.shell {
          public TModel model { get => _model; set => set(value); }
          public TView view => _view;
 
-         public void set(TModel model) {
-            if (!_comparer.Equals(model, _model)) {
-               TView new_view = _convert(model);
-               changing?.Invoke((_model, _view), (model, new_view));
-               TView old_view = _view;
-               TModel old_model = _model;
-               _model = model;
-               _view = new_view;
-               changed?.Invoke((old_model, old_view), (_model, _view));
-               _owner.RaisePropertyChanged(_prop_name);
-            }
+         public void set(TModel model) =>
+            set_new(model);
+
+         public bool set_new(TModel model) {
+            if (_comparer.Equals(model, _model))
+               return false;
+            TView new_view = _convert(model);
+            changing?.Invoke((_model, _view), (model, new_view));
+            TView old_view = _view;
+            TModel old_model = _model;
+            _model = model;
+            _view = new_view;
+            changed?.Invoke((old_model, old_view), (_model, _view));
+            _owner.RaisePropertyChanged(_prop_name);
+            return true;
          }
 
          public IDisposable Subscribe(IObserver<((TModel model, TView view) oldval, (TModel model, TView view) newval)> observer) {

src/client/spark/core/data/AccountTuple.cs

@@ -1,7 +1,9 @@
 using System;
 
 namespace bts {
-   struct AccountTuple : IEquatable<AccountTuple> {
+   struct AccountTuple : IEquatable<AccountTuple>, IComparable<AccountTuple>, IComparable {
+      public static readonly Func<AccountTuple, uint> key_fn = a => a.id;
+
       public readonly uint id;
       public readonly string name;
 
@@ -10,6 +12,14 @@ namespace bts {
          this.name = name;
       }
 
+      public int CompareTo(AccountTuple other) {
+         int comp = string.Compare(name, other.name);
+         return comp == 0 ? id.CompareTo(other.id) : comp;
+      }
+
+      int IComparable.CompareTo(object obj) =>
+         obj is AccountTuple other ? CompareTo(other) : 1;
+
       public bool Equals(AccountTuple other) => other.id == id && other.name == name;
       public override bool Equals(object obj) => obj is AccountTuple other && Equals(other);
       public override int GetHashCode() => id.GetHashCode();
@@ -18,4 +28,4 @@ namespace bts {
       public static bool operator ==(AccountTuple a, AccountTuple b) => a.Equals(b);
       public static bool operator !=(AccountTuple a, AccountTuple b) => !a.Equals(b);
    }
-}
+}

src/client/spark/core/data/ManualFillTuple.cs

@@ -0,0 +1,41 @@
+using bts.api;
+using bts.api.position;
+using bts.utils;
+using System;
+
+namespace bts {
+   struct ManualFillTuple : IEquatable<ManualFillTuple> {
+      public static readonly Func<ManualFillTuple, int> key_fn = m => m.manual_fill.RecordId;
+
+      public readonly ManualFillImmutable manual_fill;
+      public readonly SecurityImmutable? security;
+      public readonly AccountTuple? account;
+      public readonly UserTuple? user;
+
+      public ManualFillTuple(ManualFillImmutable manual_fill, SecurityImmutable? security, AccountTuple? account, UserTuple? user) {
+         this.manual_fill = manual_fill;
+         this.security = security;
+         this.account = account;
+         this.user = user;
+      }
+
+      public bool Equals(ManualFillTuple other) =>
+         manual_fill.Equals(other.manual_fill) &&
+         EqualityComparer.nullable_equals(security, other.security) &&
+         EqualityComparer.nullable_equals(account, other.account) &&
+         EqualityComparer.nullable_equals(user, other.user);
+
+      public override bool Equals(object obj) =>
+         obj is ManualFillTuple other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            manual_fill.GetHashCode(),
+            security?.GetHashCode() ?? 0,
+            account?.GetHashCode() ?? 0,
+            user?.GetHashCode() ?? 0);
+
+      public static bool operator ==(ManualFillTuple a, ManualFillTuple b) => a.Equals(b);
+      public static bool operator !=(ManualFillTuple a, ManualFillTuple b) => !a.Equals(b);
+   }
+}

src/client/spark/core/data/UserTuple.cs

@@ -1,7 +1,9 @@
 using System;
 
 namespace bts {
-   struct UserTuple : IEquatable<UserTuple> {
+   struct UserTuple : IEquatable<UserTuple>, IComparable<UserTuple>, IComparable {
+      public static readonly Func<UserTuple, uint> key_fn = u => u.id;
+
       public readonly uint id;
       public readonly string name;
 
@@ -10,6 +12,14 @@ namespace bts {
          this.name = name;
       }
 
+      public int CompareTo(UserTuple other) {
+         int comp = string.Compare(name, other.name);
+         return comp == 0 ? id.CompareTo(other.id) : comp;
+      }
+
+      int IComparable.CompareTo(object obj) =>
+         obj is UserTuple other ? CompareTo(other) : 1;
+
       public bool Equals(UserTuple other) => other.id == id && other.name == name;
       public override bool Equals(object obj) => obj is UserTuple other && Equals(other);
       public override int GetHashCode() => id.GetHashCode();
@@ -18,4 +28,4 @@ namespace bts {
       public static bool operator ==(UserTuple a, UserTuple b) => a.Equals(b);
       public static bool operator !=(UserTuple a, UserTuple b) => !a.Equals(b);
    }
-}
+}

src/client/spark/view/Controls/Adorners/PopupAdorner.cs

@@ -1,4 +1,5 @@
-using System;
+using bts.utils;
+using System;
 using System.Windows;
 using System.Windows.Documents;
 using System.Windows.Input;
@@ -8,8 +9,10 @@ namespace mbts.ui.controls.adorners {
    internal enum HorizontalPosition { Left, Middle, Right }
    internal enum VerticalPosition { Top, Middle, Botton }
 
-   internal class PopupAdorner : Adorner
-   {
+   class PopupAdorner : Adorner {
+      bool _enable_drag_move;
+      IDisposable _drag_move_hook;
+
       public PopupAdorner(UIElement adornedElement, FrameworkElement popupTarget)
          : this(adornedElement, popupTarget, null, HorizontalPosition.Middle, VerticalPosition.Botton) { }
 
@@ -59,6 +62,7 @@ namespace mbts.ui.controls.adorners {
             target.InvalidateVisual();
             target.RaiseEvent(new RoutedEventArgs(ClosedEvent, target));
          }
+         target._reset_drag_move_behavior();
       }
       public bool IsOpen { get { return (bool)GetValue(IsOpenProperty); } set { SetValue(IsOpenProperty, value); } }
 
@@ -79,6 +83,15 @@ namespace mbts.ui.controls.adorners {
       #endregion
 
       public bool OpenRelativeToMouse { get; set; }
+      public bool EnableDragMove {
+         get => _enable_drag_move;
+         set {
+            if (value != _enable_drag_move) {
+               _enable_drag_move = value;
+               _reset_drag_move_behavior();
+            }
+         }
+      }
 
       protected override int VisualChildrenCount { get { return _visualChildrenCount; } }
 
@@ -144,5 +157,41 @@ namespace mbts.ui.controls.adorners {
          }
          return _popupTarget.TranslatePoint(tl, _popupTarget);
       }
+
+      void _reset_drag_move_behavior() {
+         Disposable.dispose(ref _drag_move_hook);
+         if (_enable_drag_move && IsOpen) {
+            Point? drag_origin = null;
+            _drag_move_hook = DragDropHelper.subscribe_drag_coordinates(this).Subscribe(delta => {
+               if (delta.HasValue) {
+                  var d = delta.Value;
+                  var rs = AdornedElement.RenderSize;
+                  // ensure within bounds of AdornedElement
+                  var relative_pos = Mouse.GetPosition(AdornedElement);
+                  if (relative_pos.X < 0)
+                     d.X -= relative_pos.X;
+                  else if (relative_pos.X > rs.Width)
+                     d.X -= (relative_pos.X - rs.Width);
+                  if (relative_pos.Y < 0)
+                     d.Y -= relative_pos.Y;
+                  else if (relative_pos.Y > rs.Height)
+                     d.Y -= (relative_pos.Y - rs.Height);
+                  //
+                  if (drag_origin.HasValue) {
+                     var m = Margin;
+                     m.Left += d.X - drag_origin.Value.X;
+                     m.Top += d.Y - drag_origin.Value.Y; 
+                     Margin = m;
+                  } else {
+                     drag_origin = d;
+                     Mouse.Capture(this);
+                  }
+               } else {
+                  drag_origin = null;
+                  ReleaseMouseCapture();
+               }
+            });
+         }
+      }
    }
 }

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

@@ -0,0 +1,69 @@
+using bts.api;
+using mbts.ui;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.spark.filters {
+   class ColumnPredicateBuilder<TRow> {
+      readonly List<Func<TRow, bool>> _predicates = new List<Func<TRow, bool>>();
+
+      public void add_discrete_values<T>(T[] values, Func<TRow, T> selector) {
+         if (values.is_null_or_empty())
+            return;
+         var set = new HashSet<T>(values);
+         _predicates.Add(impl);
+         bool impl(TRow o) => set.Contains(selector(o));
+      }
+
+      public void add_numeric<T>(IMinMaxState<T> value, Func<TRow, 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(TRow o) {
+                  var v = selector(o);
+                  return min.CompareTo(v) <= 0 && max.CompareTo(v) >= 0;
+               }
+            } else {
+               _predicates.Add(impl);
+               bool impl(TRow o) => min.CompareTo(selector(o)) <= 0;
+            }
+         } else if (value.maximum.active) {
+            var max = value.maximum.value.Value;
+            _predicates.Add(impl);
+            bool impl(TRow o) => max.CompareTo(selector(o)) >= 0;
+         }
+      }
+
+      public void add_regex(string str, Func<TRow, string> selector) {
+         var regex = RegexFilterUtils.build_regex(str);
+         if (regex == null)
+            return;
+         _predicates.Add(impl);
+         bool impl(TRow o) => regex.IsMatch(selector(o) ?? string.Empty);
+      }
+
+      public void add_security_criteria(SecurityCriteria security_criteria, Func<TRow, SecurityImmutable?> selector) {
+         if (security_criteria != null && security_criteria.is_defined())
+            _predicates.Add(r => {
+               var sec = selector(r);
+               return sec.HasValue && ContractPickerModel.security_in_criteria(security_criteria, sec.Value);
+            });
+      }
+
+      public void add_time_filter(TimeFilterTuple t, Func<TRow, DateTime> selector) {
+         if (!t.is_active)
+            return;
+         var dt_pred = TimeFilterUtils.build_predicate(t);
+         _predicates.Add(impl);
+         bool impl(TRow o) => dt_pred(selector(o));
+      }
+
+      public Func<TRow, bool> to_predicate() =>
+         _predicates.Count == 0 ? null : new Func<TRow, bool>(o => _predicates.All(p => p(o)));
+   }
+}

src/client/spark/view/Controls/DIYGrid/Settings/GridSettingsView.xaml

@@ -226,7 +226,11 @@
         </u:TemplateSelectorKeyValue>
         <u:TemplateSelectorKeyValue Key="{x:Static usp:PredicateTemplateKeys.SecurityCriteria}">
           <DataTemplate>
-            <c:ContractPickerPopup SelectedCriteria="{Binding value}" SecurityMap="{Binding Path='[security_map]', UpdateSourceTrigger=PropertyChanged, Mode=OneWay}"/>
+            <c:ContractPickerPopup
+              SelectedCriteria="{Binding value}"
+              SecurityMap="{Binding Path='[security_map]', UpdateSourceTrigger=PropertyChanged, Mode=OneWay}"
+              Header="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}}"
+            />
           </DataTemplate>
         </u:TemplateSelectorKeyValue>
       </u:KeyedTemplateSelector>

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

@@ -1,5 +1,6 @@
 using bts;
 using bts.utils;
+using mbts.collections;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -7,13 +8,30 @@ using System.ComponentModel;
 using System.Linq;
 
 namespace mbts.ui.controls {
+   static class DIYGridRowsManager {
+      public static DIYGridRowsManager<T, TColKey, TFiltersState> create<T, TColKey, TFiltersState>(
+         string window_name,
+         TColKey primary_key,
+         ObservableKeyedCollection<DIYGridColumnData<T, TColKey, TFiltersState>, TColKey> columns,
+         IReadOnlyObservableKeyedCollection<(DIYGrid.ColumnBase col, TColKey key), TColKey> map,
+         Func<TColKey, IComparer<T>> get_comparer_for_column,
+         Func<TFiltersState, Func<T, bool>> build_filter_from_state = null) where TColKey : struct where TFiltersState : new() =>
+         //
+         new DIYGridRowsManager<T, TColKey, TFiltersState>(
+            DIYGridFiltersManager.create(columns),
+            new DIYGridSortManager<TColKey>(map, primary_key),
+            get_comparer_for_column,
+            window_name,
+            build_filter_from_state);
+   }
+
    class DIYGridRowsManager<T, TColKey, TFiltersState> where TColKey : struct {
       readonly IDIYGridFiltersManager<T, TColKey, TFiltersState> _filters;
       readonly DIYGridSortManager<TColKey> _sorting;
       readonly DeferrableActionWrapper _update;
       bool _filters_dirty, _sorting_dirty;
 
-      public DIYGridRowsManager(IDIYGridFiltersManager<T, TColKey, TFiltersState> filters_manager, DIYGridSortManager<TColKey> sort_manager, Func<TColKey, IComparer<T>> get_comparer_for_column, Action<Func<T, bool>> set_filter, Action<IComparer<T>> set_sorting, Action<IComparer<T>, Func<T, bool>> reset, string window_name) {
+      public DIYGridRowsManager(IDIYGridFiltersManager<T, TColKey, TFiltersState> filters_manager, DIYGridSortManager<TColKey> sort_manager, Func<TColKey, IComparer<T>> get_comparer_for_column, string window_name, Func<TFiltersState, Func<T, bool>> build_filter_from_state = null) {
          _filters = filters_manager;
          _sorting = sort_manager;
          _update = new DeferrableActionWrapper(() => {
@@ -22,16 +40,17 @@ namespace mbts.ui.controls {
                   var comp = build_comparer(out string comp_desc);
                   var filter = build_filter(out string filter_desc);
                   Log.Ui.info($"{window_name} begin filter '{filter_desc}' and sort '{comp_desc}.'");
-                  reset(comp, filter);
+                  filter_changed?.Invoke(filter);
+                  comparer_changed?.Invoke(comp);
                } else {
                   var filter = build_filter(out string filter_desc);
                   Log.Ui.info($"{window_name} begin filter '{filter_desc}.'");
-                  set_filter(filter);
+                  filter_changed?.Invoke(filter);
                }
             } else if (_sorting_dirty) {
                var comp = build_comparer(out string comp_desc);
                Log.Ui.info($"{window_name} begin sort '{comp_desc}.'");
-               set_sorting(comp);
+               comparer_changed?.Invoke(comp);
             }
             _sorting_dirty = false;
             _filters_dirty = false;
@@ -58,14 +77,26 @@ namespace mbts.ui.controls {
                desc = "(none)";
                return null;
             } else {
-               // TODO: the actual IDataGridFilter implementations should be able to provide a concise description of their filter state/parameters (e.g., for a min/max filter: 'min=40, max=60')
                desc = string.Join(", ", col_filters.Select(f => f.col));
-               var filters = Array.ConvertAll(col_filters, cf => cf.filter);
-               return new Func<T, bool>(r => filters.All(f => f.filter(r)));
+               if (build_filter_from_state != null) {
+                  var filter_state = filters_manager.create();
+                  return build_filter_from_state(filter_state);
+               } else {
+                  // TODO: the actual IDataGridFilter implementations should be able to provide a concise description of their filter state/parameters (e.g., for a min/max filter: 'min=40, max=60')
+                  var filters = Array.ConvertAll(col_filters, cf => cf.filter);
+                  return new Func<T, bool>(r => filters.All(f => f.filter(r)));
+               }
             }
          }
       }
 
+      public event Action<Func<T, bool>> filter_changed;
+      public event Action<IComparer<T>> comparer_changed;
+
+      public TFiltersState get_filters() => _filters.create();
+      public IEnumerable<SortingCriteria> get_sorting_criterion() => _sorting.create();
+
+      public void on_sorting(DIYGridSortingEventArgs e) => _sorting.on_sorting(e);
       public void on_settings(TFiltersState filters, IEnumerable<SortingCriteria> sorting) {
          using (_update.defer_execution()) {
             _filters.load_from(filters);

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

@@ -63,8 +63,8 @@ namespace mbts.spark.filters {
      ) => new DynamicItemsFilter<TRow, TValue, TState>(items, get_row_val, get_state, load_state, prop_name, equality_comparer ?? EqualityComparer<TValue>.Default, comparer);
 
       public static IDataGridColumnPersistentFilter<TRow, TKey[]> CreateTableUpdate<TRow, TValue, TKey>(
-         Func<TRow, TValue> factory, Func<TRow, TKey> row_key, Func<TValue, TKey> key, out IObserver<TableUpdate<TValue, TKey>> items_observer, out ListCollectionView<TValue> items_view) where TKey : struct, IEquatable<TKey> {
-         var filter = new TableUpdateItemsFilter<TRow, TValue, TKey, TKey[]>(factory, row_key, key, keys => keys, keys => keys.ToArray());
+         Func<TRow, TValue> factory, Func<TValue, TKey> key, out IObserver<TableUpdate<TValue, TKey>> items_observer, out ListCollectionView<TValue> items_view) where TKey : struct, IEquatable<TKey> {
+         var filter = new TableUpdateItemsFilter<TRow, TValue, TKey, TKey[]>(factory, key, keys => keys, keys => keys.ToArray());
          items_observer = filter;
          items_view = filter.items_view;
          return filter;
@@ -255,17 +255,15 @@ namespace mbts.spark.filters {
          readonly KeyedMultiSelector<TValue, TKey> _selection_model;
          readonly Func<TValue, TKey> _key;
          readonly Func<TRow, TValue> _factory;
-         readonly Func<TRow, TKey> _row_key;
          readonly Func<TState, IEnumerable<TKey>> _load_state;
          readonly Func<IEnumerable<TKey>, TState> _get_state;
          readonly IEqualityComparer<TValue> _comparer;
          readonly HashSet<TKey> _selected_keys = new HashSet<TKey>(), _desired_keys = new HashSet<TKey>();
          ListCollectionView<TValue> _items_view;
 
-         public TableUpdateItemsFilter(Func<TRow, TValue> factory, Func<TRow, TKey> row_key, Func<TValue, TKey> key, Func<TState, IEnumerable<TKey>> load_state, Func<IEnumerable<TKey>, TState> get_state)
+         public TableUpdateItemsFilter(Func<TRow, TValue> factory, Func<TValue, TKey> key, Func<TState, IEnumerable<TKey>> load_state, Func<IEnumerable<TKey>, TState> get_state)
             : base(factory, null) {
             _factory = factory;
-            _row_key = row_key;
             _key = key;
             _load_state = load_state;
             _get_state = get_state;

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

@@ -36,6 +36,12 @@ namespace mbts.ui {
 
       #endregion
 
+      public static bool Confirm(string message, string title) =>
+         Show(message, title, BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No, MessageBoxImage.Question, true, true, true) == BTSMessageBoxButtons.Yes;
+
+      public static void Error(string message, string title) =>
+         Show(message, title, BTSMessageBoxButtons.OK, MessageBoxImage.Error, true, true, true);
+
       public static Task<BTSMessageBoxButtons> ShowAsync(string message, string title) {
          return ShowAsync(message, title, BTSMessageBoxButtons.OK, MessageBoxImage.None, false, false);
       }

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

@@ -872,6 +872,45 @@
         </Grid>
       </DataTemplate>
     </usp:AlgoContentTemplateSelector.TriggerOrderTemplate>
+    <usp:AlgoContentTemplateSelector.GLBXIcebergOrderTemplate>
+      <DataTemplate>
+        <Grid x:Name="ContentRoot">
+          <u:StateManager.Groups>
+            <u:StateGroupsManager Target="{Binding Source={u:DirectReference ContentRoot}}">
+              <u:StateDefinitionCollection>
+                <u:StateDefinition State="{Binding DataContext.editing_permissions, Source={u:DirectReference ContentRoot}, Converter={StaticResource ValuesEditingStateConverter}}"/>
+              </u:StateDefinitionCollection>
+            </u:StateGroupsManager>
+          </u:StateManager.Groups>
+          <VisualStateManager.VisualStateGroups>
+            <VisualStateGroup Name="ValuesEditingStates">
+              <VisualState Name="{StaticResource CanEditValuesState}"/>
+              <VisualState Name="{StaticResource CannotEditValuesState}">
+                <VisualState.Storyboard>
+                  <Storyboard>
+                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="PART_MaxShowQuantity_TickUpDownNullableUInt" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                    </BooleanAnimationUsingKeyFrames>
+                  </Storyboard>
+                </VisualState.Storyboard>
+              </VisualState>
+            </VisualStateGroup>
+          </VisualStateManager.VisualStateGroups>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
+            <RowDefinition Height="*"/>
+          </Grid.RowDefinitions>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
+            <ColumnDefinition Width="*"/>
+          </Grid.ColumnDefinitions>
+          <TextBlock HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Max Show Quantity</TextBlock>
+          <c:TickUpDownNullableUInt x:Name="PART_MaxShowQuantity_TickUpDownNullableUInt" Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding max_show_quantity}"/>
+        </Grid>
+      </DataTemplate>
+    </usp:AlgoContentTemplateSelector.GLBXIcebergOrderTemplate>
     <usp:AlgoContentTemplateSelector.IcebergOrderTemplate>
       <DataTemplate>
         <Grid x:Name="ContentRoot">

src/client/spark/view/Controls/Order/AlgoContentTemplateSelector.xaml.cs

@@ -40,6 +40,7 @@ namespace mbts.ui.spark {
       public DataTemplate PricerOrderTemplate { get; set; }
       public DataTemplate OffsetOrderTemplate { get; set; }
       public DataTemplate TriggerOrderTemplate { get; set; }
+      public DataTemplate GLBXIcebergOrderTemplate { get; set; }
       public DataTemplate IcebergOrderTemplate { get; set; }
       public DataTemplate SpreaderTemplate { get; set; }
       public DataTemplate DynamicOrderTemplate { get; set; }
@@ -62,6 +63,7 @@ namespace mbts.ui.spark {
                case CustomOrderDefinition.CustomOneofCase.Pricer: return PricerOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Offset: return OffsetOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Trigger: return TriggerOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return GLBXIcebergOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Iceberg: return IcebergOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Spreader: return SpreaderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Dynamic: return DynamicOrderTemplate;

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

@@ -0,0 +1,52 @@
+<ResourceDictionary
+  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:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+>
+  <Style TargetType="uag:AlgoParamsView">
+    <Setter Property="Background" Value="{x:Static u:BTSColors.common_background_brush}"/>
+    <Setter Property="BorderBrush" Value="DarkGray"/>
+    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="HorizontalAlignment" Value="Stretch"/>
+    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
+    <Setter Property="Padding" Value="0"/>
+    <Setter Property="Template">
+      <Setter.Value>
+        <ControlTemplate TargetType="uag:AlgoParamsView">
+          <Border
+            Background="{TemplateBinding Background}"
+            BorderBrush="{TemplateBinding BorderBrush}"
+            BorderThickness="{TemplateBinding BorderThickness}"
+            Padding="{TemplateBinding Padding}"
+          >
+            <Grid Grid.IsSharedSizeScope="True" DataContext="{Binding order_properties_vm}">
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="*"/>
+              </Grid.RowDefinitions>
+              <Rectangle HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.dialog_skirt_brush}"/>
+              <uag:AlgoTemplateToolBar
+                Margin="4,0,0,0"
+                MinWidth="230"
+                Padding="0,1,0,3"
+                Definition="{Binding selected_algo_definition}"
+                RevertDefinitionCommand="{Binding revert_algo_params_cmd}"
+                ShowRevertDefinition="True"
+              />
+              <usp:AlgoEditorGridView
+                Grid.Row="1"
+                Margin="12,8,12,12"
+                AnimateDirty="False"
+                CanUserChangeAlgoRoot="False"
+                AlgoParamRows="{Binding algo_param_rows}"
+                Visibility="Visible"
+              />
+            </Grid>
+          </Border>
+        </ControlTemplate>
+      </Setter.Value>
+    </Setter>
+  </Style>
+</ResourceDictionary>

src/client/spark/view/Controls/Order/AlgoParamsView.xaml.cs

@@ -0,0 +1,12 @@
+using System.Windows;
+using System.Windows.Controls;
+
+namespace mbts.ui.spark.algo {
+   /// <summary>
+   /// Interaction logic for AlgoParamsView.xaml
+   /// </summary>
+   class AlgoParamsView : Control {
+      static AlgoParamsView() =>
+         DefaultStyleKeyProperty.OverrideMetadata(typeof(AlgoParamsView), new FrameworkPropertyMetadata(typeof(AlgoParamsView)));
+   }
+}

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

@@ -1,9 +1,17 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
   xmlns:u="clr-namespace:mbts.ui"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
 >
+  <ResourceDictionary.MergedDictionaries>
+    <ResourceDictionary Source="/view/Controls/Popup/PopupControl.xaml"/>
+    <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
+    <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateToolBar.xaml"/>
+    <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
+  </ResourceDictionary.MergedDictionaries>
   <Style x:Key="AlgoFavoriteItemContainerStyle" TargetType="ListBoxItem">
     <Setter Property="Background" Value="{Binding badge_fill}"/>
     <Setter Property="BorderThickness" Value="1"/>
@@ -56,15 +64,100 @@
                 Visibility="Collapsed"
               />
             </Grid>
+            <Popup x:Name="AlgoParamsPopup" PlacementTarget="{Binding RelativeSource={RelativeSource TemplatedParent}}" StaysOpen="False">
+              <Border Style="{StaticResource PopupContainerStyleBase}" Padding="0">
+                <Grid Grid.IsSharedSizeScope="True" DataContext="{Binding DataContext.order_properties_vm, RelativeSource={RelativeSource AncestorType=uag:AlgoTemplateFavoriteButtonsView}}">
+                  <Grid.RowDefinitions>
+                    <RowDefinition Height="Auto"/>
+                    <RowDefinition Height="*"/>
+                  </Grid.RowDefinitions>
+                  <Rectangle Grid.ColumnSpan="{Binding ColumnDefinitions.Count, RelativeSource={RelativeSource AncestorType=Grid}}" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.dialog_skirt_brush}"/>
+                  <uag:AlgoTemplateToolBar
+                    x:Name="PART_AlgoTemplateToolBar"
+                    Margin="{StaticResource Margin.LP1}"
+                    MinWidth="230"
+                    ShowRenameDefinition="{DynamicResource {x:Static sp:AlgoStudioWindow.ShowAlgoToolBarRenameDefinitionKey}}"
+                    ShowSaveDefinition="{DynamicResource {x:Static sp:AlgoStudioWindow.ShowAlgoToolBarSaveDefinitionKey}}"
+                    ShowTemplatesDropDown="{DynamicResource {x:Static sp:AlgoStudioWindow.TemplatesEnabledKey}}"
+                    Definition="{Binding DataContext, RelativeSource={RelativeSource AncestorType=ListBoxItem}}"
+                    EditableCollectionModel="{Binding algo_template_collection_model}"
+                    Padding="0,1,0,3"
+                    RemoveCommand="{Binding remove_template_cmd}"
+                    UndoCommand="{Binding undo_cmd}"
+                    RedoCommand="{Binding redo_cmd}"
+                    UndoDefinitionCommand="{Binding undo_definition_cmd}"
+                    RedoDefinitionCommand="{Binding redo_definition_cmd}"
+                    ShowUndoRedoButtons="{DynamicResource {x:Static sp:AlgoStudioWindow.ShowAlgoToolBarUndoRedoDefinitionKey}}"
+                    SetDefaultsCommand="{Binding set_default_algo_params_cmd}"
+                    RevertDefinitionCommand="{Binding revert_algo_params_cmd}"
+                    ShowRevertDefinition="{DynamicResource {x:Static sp:AlgoStudioWindow.ShowAlgoToolBarRevertDefinitionKey}}"
+                    SaveCommand="{Binding save_template_cmd}"
+                    SaveDefinitionCommand="{Binding save_definition_cmd}"
+                    ToggleFavoriteCommand="{Binding toggle_favorite_cmd}"
+                    SelectedItem="{Binding selected_algo_template, Mode=TwoWay}"
+                    ItemContainerStyle="{StaticResource AlgoTemplateItemContainerStyle}"
+                  >
+                    <uag:AlgoTemplateToolBar.Resources>
+                      <DataTemplate DataType="{x:Type sp:AlgoDefinitionTemplateVM}">
+                        <Grid>
+                          <Grid.ColumnDefinitions>
+                            <ColumnDefinition Width="Auto"/>
+                            <ColumnDefinition Width="*"/>
+                          </Grid.ColumnDefinitions>
+                          <TextBlock Text="{Binding name}"/>
+                          <Button
+                            x:Name="remove_button"
+                            Grid.Column="1"
+                            HorizontalAlignment="Right"
+                            Margin="2,0,0,0"
+                            Style="{StaticResource AlgoTemplateRemoveButtonStyle}"
+                          />
+                        </Grid>
+                      </DataTemplate>
+                      <DataTemplate DataType="{x:Static sp:AlgoDefinitionTemplateVM.CustomType}">
+                        <TextBlock Text="{Binding name}"/>
+                      </DataTemplate>
+                    </uag:AlgoTemplateToolBar.Resources>
+                    <uag:AlgoTemplateToolBar.CommandBindings>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginAddNewCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginAddNewExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginSaveCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginSaveExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginSaveDefinitionCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginSaveDefinitionExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginSaveAsCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginSaveAsExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginSaveDefinitionAsCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginSaveDefinitionAsExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginRevertCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginRevertExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginRevertDefinitionCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginRevertDefinitionExecuted}"/>
+                      <CommandBinding Command="{x:Static uag:AlgoTemplateToolBar.BeginRemoveCommand}" Executed="{x:Static uag:AlgoTemplateToolBar.BeginRemoveExecuted}"/>
+                    </uag:AlgoTemplateToolBar.CommandBindings>
+                  </uag:AlgoTemplateToolBar>
+                  <ContentControl
+                    x:Name="StudioView"
+                    Grid.Row="1"
+                    Margin="12,8,12,12"
+                    Content="{Binding SelectedItem.visible_algo_root, RelativeSource={RelativeSource AncestorType=uag:OrderDetailsPopupControl}}"
+                    ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
+                    Visibility="Collapsed"
+                  />
+                  <usp:AlgoEditorGridView
+                    x:Name="ParamGridView"
+                    Grid.Row="1"
+                    Margin="12,8,12,12"
+                    AnimateDirty="False"
+                    CanUserChangeAlgoRoot="False"
+                    AlgoParamRows="{Binding algo_param_rows}"
+                    Visibility="Visible"
+                  />
+                </Grid>
+              </Border>
+            </Popup>
           </Grid>
           <ControlTemplate.Triggers>
             <Trigger Property="IsMouseOver" Value="True">
-              <Setter Property="TextElement.FontWeight" Value="Bold"/>
+              <Setter TargetName="name_text" Property="FontWeight" Value="Bold"/>
               <Setter Property="Opacity" Value="1"/>
               <Setter Property="BorderThickness" Value="2"/>
             </Trigger>
             <Trigger Property="IsSelected" Value="True">
-              <Setter Property="TextElement.FontWeight" Value="Bold"/>
+              <Setter TargetName="name_text" Property="FontWeight" Value="Bold"/>
               <Setter Property="Opacity" Value="1"/>
               <Setter TargetName="_checkmark" Property="Visibility" Value="Visible"/>
             </Trigger>

src/client/spark/view/Controls/Order/AlgoTemplateFavoriteButtonsView.xaml.cs

@@ -1,9 +1,11 @@
-using System;
+using mbts.ui.utilities;
+using System;
 using System.Collections;
 using System.Collections.Specialized;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Input;
 
 namespace mbts.ui.spark.algo {
@@ -36,12 +38,24 @@ namespace mbts.ui.spark.algo {
 
       protected override DependencyObject GetContainerForItemOverride() {
          var lbi = new ListBoxItem();
-         lbi.PreviewMouseLeftButtonDown += on_preview_mouse_left_button_down;
+         var popup = new VisualChildLookup<Popup>(lbi, "AlgoParamsPopup");
+         lbi.PreviewMouseDown += on_preview_mouse_down;
          return lbi;
-         void on_preview_mouse_left_button_down(object sender, MouseButtonEventArgs e) {
-            if (lbi.IsSelected) {
-               lbi.SetCurrentValue(ListBoxItem.IsSelectedProperty, false);
-               e.Handled = true;
+         void on_preview_mouse_down(object sender, MouseButtonEventArgs e) {
+            switch (e.ChangedButton) {
+               case MouseButton.Middle:
+                  if (popup.has_value) {
+                     lbi.set_current_if_changed(ListBoxItem.IsSelectedProperty, true);
+                     popup.value.SetCurrentValue(Popup.IsOpenProperty, !popup.value.IsOpen);
+                     e.Handled = true;
+                  }
+                  break;
+               case MouseButton.Left:
+                  if (lbi.IsSelected && !(popup.value?.IsOpen ?? false)) {
+                     lbi.SetCurrentValue(ListBoxItem.IsSelectedProperty, false);
+                     e.Handled = true;
+                  }
+                  break;
             }
          }
       }

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

@@ -1,11 +1,55 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
+  <DataTemplate x:Key="AlgoTemplateHeaderContentTemplate" DataType="sp:AlgoDefinitionVM">
+    <StackPanel Orientation="Horizontal">
+      <TextBlock
+        x:Name="order_type"
+        Text="{Binding algo_root.order_type, Converter={StaticResource OrderTypeDisplayTextConverter}, StringFormat='{}{0}: ', Mode=OneWay}"
+        FontWeight="Bold"
+      />
+      <TextBlock x:Name="display_name" Text="{Binding name, Mode=OneWay}" FontWeight="Normal"/>
+    </StackPanel>
+    <DataTemplate.Triggers>
+      <DataTrigger Value="{u:True}">
+        <DataTrigger.Binding>
+          <MultiBinding Converter="{x:Static cv:ValueConverters.AreEqualConverter}">
+            <Binding Path="(sp:AlgoDefinitionVM.algo_root).(sp:IAlgoVM.order_type)" Converter="{StaticResource OrderTypeDisplayTextConverter}"/>
+            <Binding Path="(sp:AlgoDefinitionVM.name)"/>
+          </MultiBinding>
+        </DataTrigger.Binding>
+        <Setter TargetName="order_type" Property="Visibility" Value="{x:Static Visibility.Collapsed}"/>
+        <Setter TargetName="display_name" Property="FontWeight" Value="{x:Static FontWeights.Bold}"/>
+      </DataTrigger>
+    </DataTemplate.Triggers>
+  </DataTemplate>
+  <Style x:Key="AlgoTemplateItemContainerStyle" TargetType="ComboBoxItem" BasedOn="{StaticResource {x:Type ComboBoxItem}}">
+    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
+  </Style>
+
+  <Style x:Key="AlgoMenuItem" TargetType="MenuItem">
+    <Setter Property="ToolTipService.ShowOnDisabled" Value="True"/>
+    <Setter Property="Background" Value="Transparent"/>
+    <Setter Property="BorderBrush" Value="Transparent"/>
+    <Setter Property="Width" Value="20"/>
+    <Setter Property="Height" Value="20"/>
+    <Setter Property="Padding" Value="2"/>
+    <Style.Triggers>
+      <Trigger Property="IsMouseOver" Value="True">
+        <Setter Property="BorderBrush" Value="{StaticResource Button.MouseOver.BorderBrush}"/>
+      </Trigger>
+      <Trigger Property="IsEnabled" Value="False">
+        <Setter Property="Opacity" Value="0.5"/>
+      </Trigger>
+    </Style.Triggers>
+  </Style>
   <Style TargetType="uag:AlgoTemplateToolBar">
     <Setter Property="Background" Value="{StaticResource dialog_skirt}"/>
     <Setter Property="BorderBrush" Value="Gray"/>
@@ -14,9 +58,11 @@
     <Setter Property="VerticalAlignment" Value="Stretch"/>
     <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
     <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+    <Setter Property="Header" Value="{Binding Definition, RelativeSource={RelativeSource Self}}"/>
+    <Setter Property="HeaderTemplate" Value="{StaticResource AlgoTemplateHeaderContentTemplate}"/>
+    <Setter Property="ItemContainerStyle" Value="{StaticResource AlgoTemplateItemContainerStyle}"/>
     <Setter Property="ItemsSource" Value="{Binding algo_templates_view}"/>
     <Setter Property="SelectedItem" Value="{Binding selected_algo_template, Mode=TwoWay}"/>
-    <Setter Property="ItemContainerStyle" Value="{StaticResource {x:Type ComboBoxItem}}"/>
     <Setter Property="Template">
       <Setter.Value>
         <ControlTemplate TargetType="uag:AlgoTemplateToolBar">

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

@@ -4,7 +4,6 @@
   xmlns:sp="clr-namespace:mbts.spark"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:sys="clr-namespace:System;assembly=mscorlib"
@@ -29,31 +28,6 @@
     <Setter Property="CommandParameter" Value="{Binding}"/>
     <Setter Property="Visibility" Value="{Binding Visibility, RelativeSource={RelativeSource AncestorType=ComboBoxItem}, FallbackValue={u:Visibility Collapsed}}"/>
   </Style>
-  <Style x:Key="AlgoTemplateItemContainerStyle" TargetType="ComboBoxItem" BasedOn="{StaticResource {x:Type ComboBoxItem}}">
-    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
-  </Style>
-  <DataTemplate x:Key="AlgoTemplateHeaderContentTemplate" DataType="sp:AlgoDefinitionVM">
-    <StackPanel Orientation="Horizontal">
-      <TextBlock
-        x:Name="order_type"
-        Text="{Binding algo_root.order_type, Converter={StaticResource OrderTypeDisplayTextConverter}, StringFormat='{}{0}: ', Mode=OneWay}"
-        FontWeight="Bold"
-      />
-      <TextBlock x:Name="display_name" Text="{Binding name, Mode=OneWay}" FontWeight="Normal"/>
-    </StackPanel>
-    <DataTemplate.Triggers>
-      <DataTrigger Value="{u:True}">
-        <DataTrigger.Binding>
-          <MultiBinding Converter="{x:Static cv:ValueConverters.AreEqualConverter}">
-            <Binding Path="(sp:AlgoDefinitionVM.algo_root).(sp:IAlgoVM.order_type)" Converter="{StaticResource OrderTypeDisplayTextConverter}"/>
-            <Binding Path="(sp:AlgoDefinitionVM.name)"/>
-          </MultiBinding>
-        </DataTrigger.Binding>
-        <Setter TargetName="order_type" Property="Visibility" Value="{x:Static Visibility.Collapsed}"/>
-        <Setter TargetName="display_name" Property="FontWeight" Value="{x:Static FontWeights.Bold}"/>
-      </DataTrigger>
-    </DataTemplate.Triggers>
-  </DataTemplate>
   <Style TargetType="uag:OrderDetailsPopupControl">
     <Setter Property="Background" Value="{StaticResource ComboBox.Static.Background}"/>
     <Setter Property="BorderBrush" Value="{StaticResource ComboBox.Static.Border}"/>
@@ -142,8 +116,6 @@
                   Definition="{Binding SelectedItem, RelativeSource={RelativeSource AncestorType=uag:OrderDetailsPopupControl}}"
                   EditableCollectionModel="{Binding algo_template_collection_model}"
                   Padding="0,1,0,3"
-                  Header="{Binding SelectedItem, RelativeSource={RelativeSource AncestorType=uag:OrderDetailsPopupControl}}"
-                  HeaderTemplate="{StaticResource AlgoTemplateHeaderContentTemplate}"
                   RemoveCommand="{Binding remove_template_cmd}"
                   UndoCommand="{Binding undo_cmd}"
                   RedoCommand="{Binding redo_cmd}"
@@ -157,7 +129,6 @@
                   SaveDefinitionCommand="{Binding save_definition_cmd}"
                   ToggleFavoriteCommand="{Binding toggle_favorite_cmd}"
                   SelectedItem="{Binding selected_algo_template, Mode=TwoWay}"
-                  ItemContainerStyle="{StaticResource AlgoTemplateItemContainerStyle}"
                 >
                   <uag:AlgoTemplateToolBar.Resources>
                     <DataTemplate DataType="{x:Type sp:AlgoDefinitionTemplateVM}">

src/client/spark/view/Controls/Popup/PopupControl.xaml

@@ -19,6 +19,7 @@
 
   <Style TargetType="c:PopupControl">
     <Setter Property="PopupContainerStyle" Value="{StaticResource PopupContainerStyleBase}"/>
+    <Setter Property="Background" Value="{StaticResource ComboBox.Static.Background}"/>
     <Setter Property="BorderBrush" Value="{StaticResource ComboBox.Static.Border}"/>
     <Setter Property="BorderThickness" Value="1"/>
     <Setter Property="HorizontalAlignment" Value="Stretch"/>

src/client/spark/view/Controls/PriceEntryControl.xaml.cs

@@ -90,13 +90,20 @@ namespace mbts.ui.spark {
             nameof(ContractSpec),
             (o, v) => {
                o._spec = v;
-               if (o._raw_value.HasValue)
+               if (o._raw_value.HasValue) {
                   o.SetCurrentValue(ValueProperty, o._raw_value.Value);
+                  if (o.AlwaysReformatOnSpecChange)
+                     o._update_text();
+               }
             }, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
 
       public ContractSpecificationImmutable? ContractSpec { get => GetValue(ContractSpecProperty) as ContractSpecificationImmutable?; set => SetValue(ContractSpecProperty, value); }
       #endregion
 
+      /// TODO: verify that this control behaves correctly when <see cref="AlwaysReformatOnSpecChange"/> is true (ideally this prop will be removed, and this control will always behave is if the prop is true).
+      /// Because this control is ubiquitious in our application, such verification will require careful, meticulous analysis.
+      /// Until such verification is complete, this boolean property will be used to trigger the behavior, so unsuspecting instances of this control will not be affected.
+      public bool AlwaysReformatOnSpecChange { get; set; }
       // explicit props
       public bool EnableArrowKeyTick { get => _enable_arrow_key_tick.value; set => _enable_arrow_key_tick.value = value; }
       public ModifierKeys ArrowKeyTickModifiers { get => _arrow_key_tick_modifiers.value; set => _arrow_key_tick_modifiers.value = value; }

src/client/spark/view/DragDrop/DragDropHelper.cs

@@ -1,21 +1,16 @@
-using System;
-using System.Collections.Generic;
+using bts;
+using mbts.ui.shell;
+using System;
 using System.Diagnostics;
-using System.Linq;
-using System.Text;
+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.Threading;
-using bts;
-using mbts.ui.native;
-using mbts.ui.shell;
 
-namespace mbts.ui
-{
+namespace mbts.ui {
    public static class DragDropHelper
    {
       public enum TargetSide
@@ -38,6 +33,43 @@ namespace mbts.ui
 
       private static DragDropDocumentPreview _dddp;
 
+      public static IObservable<Point?> subscribe_drag_coordinates(FrameworkElement element) =>
+         Observable.Create<Point?>(o => {
+            Point? mouse_down = null, drag_start = null;
+            element.MouseDown += on_mouse_down;
+            element.MouseMove += on_mouse_move;
+            element.MouseUp += on_mouse_up;
+            return Disposable.Create(() => {
+               element.MouseDown -= on_mouse_down;
+               element.MouseMove -= on_mouse_move;
+               element.MouseUp -= on_mouse_up;
+            });
+            // callbacks
+            void on_mouse_up(object sender, MouseButtonEventArgs e) {
+               mouse_down = null;
+               if (drag_start.HasValue)
+                  o.OnNext(drag_start = null);
+            }
+            void on_mouse_move(object sender, MouseEventArgs e) {
+               if (drag_start.HasValue) {
+                  o.OnNext(Mouse.LeftButton == MouseButtonState.Pressed ? e.GetPosition(element) : (drag_start = null));
+                  e.Handled = true;
+               } else if (mouse_down.HasValue) {
+                  var curr_pt = e.GetPosition(element);
+                  if (is_sufficient_delta(mouse_down.Value, curr_pt)) {
+                     e.Handled = true;
+                     drag_start = curr_pt;
+                     mouse_down = null;
+                     o.OnNext(curr_pt);
+                  }
+               }
+            }
+            void on_mouse_down(object sender, MouseButtonEventArgs e) {
+               drag_start = null;
+               mouse_down = e.GetPosition(element);
+            }
+         });
+
       [Conditional("DEBUG")]
       private static void log(string message, params object[] args) {
          Console.WriteLine(message, args);

src/client/spark/view/Extensions/Command/FileDialogCommand.cs

@@ -7,6 +7,12 @@ using System.Windows.Forms;
 
 namespace mbts.ui {
    public static class FileDialogCommand {
+      public static IDialogCommand open_file(Action<string> execute, string initial_dir = null, params string[] extensions) =>
+         open_file(execute, initial_dir, Array.ConvertAll(extensions, ext => (NativeFileHelper.get_file_type_description("." + ext), new[] { ext })));
+
+      public static IDialogCommand open_file(Action<string> execute, string initial_dir, params (string name, string[] extensions)[] extensions) =>
+         new AnonymousFileDialogCommand<object>(_ => _create_open_file_dialog(null, extensions), (_, file) => execute(file), _ => true);
+
       public static IDialogCommand export_proto<TProto>(
          Func<TProto> get_proto,
          Func<bool> can_execute = null,

src/client/spark/view/Extensions/DataGridBehavior.cs

@@ -1,10 +1,12 @@
-using System;
+using mbts.ui.controls;
+using System;
 using System.Collections.Specialized;
 using System.ComponentModel;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Controls.Primitives;
+using System.Windows.Input;
 
 namespace mbts.ui
 {
@@ -128,32 +130,11 @@ namespace mbts.ui
       #endregion
 
       #region SingleClickEdit
-      public static readonly DependencyProperty SingleClickEditProperty = DependencyProperty.RegisterAttached("SingleClickEdit", typeof(bool), typeof(DataGridBehavior), new PropertyMetadata(false, OnSingleClickEditChanged));
-      private static void OnSingleClickEditChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if ((bool)e.NewValue) {
-            var grid = (DataGrid)d;
-            var on_selected = new RoutedEventHandler((_, args) => {
-               var cell = args.OriginalSource as DataGridCell;
-               if (cell != null) {
-                  grid.BeginEdit(args);
-                  grid.SelectedItem = cell.DataContext;
-               }
-            });
-            grid.AddHandler(DataGridCell.SelectedEvent, on_selected);
-            SetSingleClickEditDispose(grid, Disposable.Create(() => grid.RemoveHandler(DataGridCell.SelectedEvent, on_selected)));
-         } else SetSingleClickEditDispose((DataGrid)d, null);
-      }
+      public static readonly DependencyProperty SingleClickEditProperty = DependencyProperty.RegisterAttached("SingleClickEdit", typeof(bool), typeof(DataGridBehavior), new PropertyMetadata(false, SingleClickEdit.on_property_changed));
       public static bool GetSingleClickEdit(DataGrid target) { return (bool)target.GetValue(SingleClickEditProperty); }
       public static void SetSingleClickEdit(DataGrid target, bool value) { target.SetValue(SingleClickEditProperty, value); }
       #endregion
 
-      #region SingleClickEditDispose
-      private static readonly DependencyPropertyKey SingleClickEditDisposePropertyKey = DependencyProperty.RegisterAttachedReadOnly("SingleClickEditDispose", typeof(IDisposable), typeof(DataGridBehavior), new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
-      internal static readonly DependencyProperty SingleClickEditDisposeProperty = SingleClickEditDisposePropertyKey.DependencyProperty;
-      internal static IDisposable GetSingleClickEditDispose(DataGrid target) { return target.GetValue(SingleClickEditDisposeProperty) as IDisposable; }
-      private static void SetSingleClickEditDispose(DataGrid target, IDisposable value) { target.SetValue(SingleClickEditDisposePropertyKey, value); }
-      #endregion
-
       #region SelectRowWithCell
       public static readonly DependencyProperty SelectRowWithCellProperty = DependencyProperty.RegisterAttached("SelectRowWithCell", typeof(bool), typeof(DataGridBehavior), new PropertyMetadata(false, OnSelectRowWithCellChanged));
       private static void OnSelectRowWithCellChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
@@ -217,5 +198,35 @@ namespace mbts.ui
          protected override void OnDisposed() { Disposable.dispose(ref _sub); }
       }
       #endregion
+
+      static class SingleClickEdit {
+         public static void on_property_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+            if (!(d is DataGrid data_grid))
+               return;
+            if ((bool)e.NewValue) {
+               data_grid.PreviewMouseLeftButtonDown += _on_preview_mouse_left_button_down;
+            } else {
+               data_grid.PreviewMouseLeftButtonDown -= _on_preview_mouse_left_button_down;
+            }
+         }
+
+         static void _on_preview_mouse_left_button_down(object sender, MouseButtonEventArgs e) {
+            if ((e.OriginalSource as DataGridCell ?? (e.OriginalSource as FrameworkElement)?.find_ancestor_of_type<DataGridCell>()) is DataGridCell cell && !cell.IsReadOnly && !cell.IsEditing) {
+               var data_grid = sender as DataGrid;
+               if (data_grid.TryGetRowView(cell.DataContext, out var row_view)) {
+                  if (!KeyboardExtensions.IsCtrlDown() && !KeyboardExtensions.IsShiftDown()) {
+                     data_grid.set_current_if_changed(DataGrid.SelectedItemProperty, row_view.Item);
+                  } else {
+                     row_view.set_current_if_changed(DataGridRow.IsSelectedProperty, true);
+                  }
+               }
+               cell.Focus();
+               data_grid.BeginEdit();
+            }
+         }
+
+         static DataGridCell _get_cell(object original_source) =>
+            original_source as DataGridCell ?? (original_source as FrameworkElement)?.find_ancestor_of_type<DataGridCell>();
+      }
    }
 }

src/client/spark/view/Extensions/WPFExtensions.cs

@@ -1,10 +1,12 @@
 using bts;
 using bts.collections;
 using bts.utils;
+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.Linq;
 using System.Reactive.Linq;
@@ -26,7 +28,7 @@ namespace mbts.ui {
          object obj = get_template_child(control, name);
          return ConvertUtils.try_convert<T>(obj);
       }
- 
+
       public static bool try_get_template_child(this Control control, string name, out object result) {
          if (control == null) throw new ArgumentNullException(nameof(control));
          var t = control.Template;
@@ -107,8 +109,8 @@ namespace mbts.ui {
       }
 
       public static Pen frozen(this Pen pen) {
-            pen.Freeze();
-            return pen;
+         pen.Freeze();
+         return pen;
       }
 
       public static ImageSource frozen(this ImageSource image_source) {
@@ -123,13 +125,12 @@ namespace mbts.ui {
       // Matching children are *not* further traversed
       public static IEnumerable<FrameworkElement> visual_children_where(this FrameworkElement v, Func<FrameworkElement, bool> match) {
          var children = visual_children(v).OfType<FrameworkElement>().ToList();
-         while(children.Count() > 0) {
+         while (children.Count() > 0) {
             var next = new List<FrameworkElement>();
             foreach (var c in children) {
                if (match(c)) {
                   yield return c;
-               }
-               else {
+               } else {
                   next.AddRange(visual_children(c).OfType<FrameworkElement>());
                }
             }
@@ -154,74 +155,47 @@ namespace mbts.ui {
          return result != null;
       }
 
-		public static T find_ancestor_of_type<T>(this FrameworkElement element) where T : DependencyObject {
-			if (element.Parent is T)
-				return (T)element.Parent;
-			else if (element.TemplatedParent is T)
-				return (T)element.TemplatedParent;
-			else {
-				FrameworkElement logical_parent = VisualTreeHelper.GetParent(element) as FrameworkElement;
-				if (logical_parent != null) {
-					var rv = logical_parent.find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-				FrameworkContentElement content_parent = VisualTreeHelper.GetParent(element) as FrameworkContentElement;
-				if (content_parent != null) {
-					var rv = content_parent.find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-				if (element.Parent is FrameworkElement) {
-					var rv = ((FrameworkElement)element.Parent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				} else if (element.Parent is FrameworkContentElement) {
-					var rv = ((FrameworkContentElement)element.Parent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-				if (element.TemplatedParent is FrameworkElement) {
-					var rv = ((FrameworkElement)element.TemplatedParent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				} else if (element.TemplatedParent is FrameworkContentElement) {
-					var rv = ((FrameworkContentElement)element.TemplatedParent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-			}
-			return default(T);
-		}
+      public static T find_ancestor_of_type<T>(this FrameworkElement element) where T : DependencyObject {
+         return candidates().ExceptNull().Distinct().Select(impl).ExceptNull().FirstOrDefault();
+         T impl(DependencyObject d) {
+            if (d is T direct_match)
+               return direct_match;
+            if (d is FrameworkElement el) {
+               if (el.find_ancestor_of_type<T>() is T rv)
+                  return rv;
+            } else if (d is FrameworkContentElement cel) {
+               if (cel.find_ancestor_of_type<T>() is T rv)
+                  return rv;
+            }
+            return null;
+         }
+         IEnumerable<DependencyObject> candidates() {
+            yield return element.Parent;
+            yield return element.TemplatedParent;
+            yield return VisualTreeHelper.GetParent(element);
+         }
+      }
 
-		public static T find_ancestor_of_type<T>(this FrameworkContentElement element) where T : DependencyObject {
-			if (element.Parent is T)
-				return (T)element.Parent;
-			else if (element.TemplatedParent is T)
-				return (T)element.TemplatedParent;
-			else {
-				if (element.Parent is FrameworkElement) {
-					var rv = ((FrameworkElement)element.Parent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				} else if (element.Parent is FrameworkContentElement) {
-					var rv = ((FrameworkContentElement)element.Parent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-				if (element.TemplatedParent is FrameworkElement) {
-					var rv = ((FrameworkElement)element.TemplatedParent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-				if (element.TemplatedParent is FrameworkContentElement) {
-					var rv = ((FrameworkContentElement)element.TemplatedParent).find_ancestor_of_type<T>();
-					if (rv is T)
-						return (T)rv;
-				}
-			}
-			return default(T);
-		}
+      public static T find_ancestor_of_type<T>(this FrameworkContentElement element) where T : DependencyObject {
+         return candidates().ExceptNull().Distinct().Select(impl).ExceptNull().FirstOrDefault();
+         T impl(DependencyObject d) {
+            if (d is T direct_match)
+               return direct_match;
+            if (d is FrameworkElement el) {
+               if (el.find_ancestor_of_type<T>() is T rv)
+                  return rv;
+            } else if (d is FrameworkContentElement cel) {
+               if (cel.find_ancestor_of_type<T>() is T rv)
+                  return rv;
+            }
+            return null;
+         }
+         IEnumerable<DependencyObject> candidates() {
+            yield return element.Parent;
+            yield return element.TemplatedParent;
+            yield return VisualTreeHelper.GetParent(element);
+         }
+      }
 
       public static void clear_bindings(this DependencyObject d_obj, params DependencyProperty[] d_props) {
          foreach (var dp in d_props)
@@ -253,7 +227,7 @@ namespace mbts.ui {
          BindingOperations.ClearBinding(target, target_property);
          BindingOperations.SetBinding(target, target_property, binding);
       }
-      
+
       public static void TryRaiseCanExecuteChanged(this ICommand command) {
          if (command == null) return;
          else if (command is IRaiseCanExecuteChangedCommand temp)
@@ -290,7 +264,7 @@ namespace mbts.ui {
          throw new ArgumentException("Could not find property descriptor given type");
       }
 
-      public static IObservable<T> Observe<T>(this DependencyObject instance,  DependencyProperty property) {
+      public static IObservable<T> Observe<T>(this DependencyObject instance, DependencyProperty property) {
          Log.assert(typeof(T) == instance.GetType());
          return Observable.Create<T>(observer => {
             return instance.ObserveProperty(property, (o, e) => {
@@ -379,6 +353,24 @@ namespace mbts.ui {
          .Where(sc => sc.col_name != null)
          .ToList();
 
+      public static IEnumerable<SortingCriteria> get_sorting_criteria(this ICollectionView collection_view, IEnumerable<DataGridColumn> columns) =>
+         get_sorting_criteria(collection_view.SortDescriptions, columns.Select(c => (controls.DataGridEx.GetCellKey(c)?.ToString(), c.SortMemberPath)));
+
+      public static IEnumerable<SortingCriteria> get_sorting_criteria(IEnumerable<SortDescription> sort_descriptions, IEnumerable<(string id, string path)> columns) =>
+         from sd in sort_descriptions
+         join col in columns
+         on sd.PropertyName equals col.path
+         select new SortingCriteria(col.id, sd.Direction == ListSortDirection.Ascending);
+
+      public static IEnumerable<SortDescription> get_sort_descriptions(this IEnumerable<SortingCriteria> sorting_criterion, IEnumerable<DataGridColumn> columns) =>
+         get_sort_descriptions(sorting_criterion, columns.Select(c => (controls.DataGridEx.GetCellKey(c)?.ToString(), c.SortMemberPath)));
+
+      public static IEnumerable<SortDescription> get_sort_descriptions(this IEnumerable<SortingCriteria> sorting_criterion, IEnumerable<(string id, string path)> columns) =>
+         from sc in sorting_criterion
+         join col in columns
+         on sc.col_name equals col.id
+         select new SortDescription(col.path, sc.direction());
+
       /// <summary>
       /// Converts each <see cref="SortingCriteria"/> into a <see cref="SortDescription"/> and assigns the result to <paramref name="collection_view"/>.SortDescriptions.
       /// </summary>
@@ -391,5 +383,22 @@ namespace mbts.ui {
                   .Where(sd => !string.IsNullOrEmpty(sd.PropertyName)));
          }
       }
+
+      public static IObservable<IReadOnlyList<SortingCriteria>> subscribe_sorting_criterion(this ICollectionView collection_view, Func<string, string> sort_member_to_id) =>
+         Observable.Create<IReadOnlyList<SortingCriteria>>(o => {
+            INotifyCollectionChanged notification_src = collection_view.SortDescriptions;
+            IList<SortDescription> sort_descriptions = collection_view.SortDescriptions;
+            var sorting_criterion = sort_descriptions.Select(to_criteria).ToList();
+            notification_src.CollectionChanged += on_sort_descriptions_changed;
+            o.OnNext(sorting_criterion);
+            return Disposable.Create(dispose);
+            // local methods
+            void on_sort_descriptions_changed(object sender, NotifyCollectionChangedEventArgs e) {
+               CollectionHelper.reflect_change(sorting_criterion, collection_view.SortDescriptions, to_criteria, null, e);
+               o.OnNext(sorting_criterion);
+            }
+            SortingCriteria to_criteria(SortDescription sd) => new SortingCriteria(sort_member_to_id(sd.PropertyName), sd.Direction == ListSortDirection.Ascending);
+            void dispose() => notification_src.CollectionChanged -= on_sort_descriptions_changed;
+         });
    }
 }

src/client/spark/view/Resources/Buttons.xaml

@@ -539,7 +539,7 @@
            <Border
             x:Name="Border"
             CornerRadius="0"
-            BorderThickness="1"
+            BorderThickness="{TemplateBinding BorderThickness}"
             BorderBrush="{TemplateBinding BorderBrush}"
             Background="{TemplateBinding Background}"
             Padding="{TemplateBinding Padding}"

src/client/spark/view/Resources/DataGrid.xaml

@@ -261,6 +261,7 @@
     <Setter Property="Padding" Value="5" />
     <Setter Property="HorizontalContentAlignment" Value="Left" />
     <Setter Property="Template" Value="{StaticResource DataGridColumnHeaderTemplateWithSortArrowAndFilterButton}" />
+    <Setter Property="FontSize" Value="12"/>
   </Style>
 
   <Style x:Key="SelectRowHeaderCell" TargetType="DataGridRowHeader">

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

@@ -14,8 +14,9 @@ using static mbts.spark.SparkTags;
 
 namespace mbts.spark {
    internal class ContractPickerModel : ViewModelBase, IDisposable {
-
       private const string dot = "•";
+      bool _is_edit_mode;
+      SecurityImmutable? _pending_sec;
 
       public ContractPickerModel(IBus bus, bool edit_mode, SecurityCriteria existing_criteria, SecurityCriteria world_view_filter = null)
          : this(bus.subscribe(SecuritiesTag), edit_mode, existing_criteria, world_view_filter) { }
@@ -201,6 +202,10 @@ namespace mbts.spark {
          _update_security_types();
          _update_symbols();
          _update_securities();
+         if (_pending_sec.HasValue && changed_securities.ContainsKey(_pending_sec.Value.Id)) {
+            select_security_request?.Invoke(_pending_sec.Value);
+            _pending_sec = null;
+         }
       }
       internal void criteria_selection_changed(IEnumerable<SecurityCriteriaClause> selected_clauses) {
          selected_security_criteria_clauses = selected_clauses.ToList();
@@ -264,9 +269,40 @@ namespace mbts.spark {
       public Action ok_action { get; set; }
       public Action cancel_action { get; set; }
 
-      public bool is_edit_mode { get; set; }
+      public bool is_edit_mode { get => _is_edit_mode; set => Set(ref _is_edit_mode, value); }
 
       public event EventHandler<SecurityCriteriaClauseChangedEventsArgs> security_criteria_clause_changed;
+      public event Action<SecurityImmutable> select_security_request;
+
+      public SecurityMD? selected_security_md {
+         get => selected_securities.Count == 1 && all_securities.TryGetValue(selected_securities[0], out var smd) ? smd : (SecurityMD?)null;
+         set {
+            if (value != selected_security_md) {
+               if (value.HasValue) {
+                  if (all_securities.ContainsKey(value.Value.security.Id)) {
+                     select_security_request?.Invoke(value.Value.security);
+                  } else {
+                     _pending_sec = value.Value.security;
+                  }
+               }
+            }
+         }
+      }
+
+      public SecurityImmutable? selected_security {
+         get => (selected_securities.Count == 1 && all_securities.TryGetValue(selected_securities[0], out var smd) ? smd : (SecurityMD?)null)?.security;
+         set {
+            if (value != selected_security) {
+               if (value.HasValue) {
+                  if (all_securities.ContainsKey(value.Value.Id)) {
+                     select_security_request?.Invoke(value.Value);
+                  } else {
+                     _pending_sec = value.Value;
+                  }
+               }
+            }
+         }
+      }
 
       public SecurityMD result {
          get {

src/client/spark/view/Spark/ContractPicker/ContractPickerPopup.xaml

@@ -5,14 +5,12 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:sp="clr-namespace:mbts.spark"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  Header="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
   ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
   ShowExpanderArrow="False"
+  Padding="2,0"
 >
   <sp:ContractPickerView
     DataContext="{Binding Controller.model, RelativeSource={RelativeSource AncestorType=c:ContractPickerPopup}}"
-    CloseOnOK="False"
-    CloseOnCancel="False"
-    ShowDialogSkirt="False"
+    ShowDialogSkirt="{Binding ShowDialogSkirt, RelativeSource={RelativeSource AncestorType=c:ContractPickerPopup}}"
   />
 </c:PopupControl>

src/client/spark/view/Spark/ContractPicker/ContractPickerPopup.xaml.cs

@@ -1,4 +1,5 @@
-using mbts.spark;
+using bts.api;
+using mbts.spark;
 using mbts.ui.converters;
 using mbts.ui.shell;
 using System;
@@ -13,14 +14,32 @@ namespace mbts.ui.controls {
    /// Interaction logic for ContractPickerView.xaml
    /// </summary>
    partial class ContractPickerPopup : PopupControl {
+      IReadOnlyDictionary<uint, SecurityMD> _cached_security_map = DictionaryHelper.empty<uint, SecurityMD>();
       ContractPickerPopupController _controller;
+      bool _is_lazy;
 
       public ContractPickerPopup() {
          SetCurrentValue(SecurityMapProperty, new Dictionary<uint, SecurityMD>(0));
          var sec_map_source = Observable.Create<IReadOnlyDictionary<uint, SecurityMD>>(o => {
-            o.OnNext(SecurityMap);
-            _security_map_changed += o.OnNext;
-            return Disposable.Create(() => _security_map_changed -= o.OnNext);
+            try_notify();
+            _security_map_changed += on_security_map_changed;
+            _is_lazy_changed += on_is_lazy_changed;
+            Opened += on_opened;
+            Closed += on_closed;
+            return Disposable.Create(() => {
+               _security_map_changed -= on_security_map_changed;
+               _is_lazy_changed -= on_is_lazy_changed;
+               Opened -= on_opened;
+               Closed -= on_closed;
+            });
+            void on_security_map_changed(IReadOnlyDictionary<uint, SecurityMD> value) => try_notify();
+            void on_is_lazy_changed(bool value) => try_notify();
+            void on_opened(object sender, RoutedEventArgs e) => try_notify();
+            void on_closed(object sender, RoutedEventArgs e) => try_notify();
+            void try_notify() {
+               if (!IsLazy || IsOpen)
+                  o.OnNext(_cached_security_map);
+            }
          });
          _controller = new ContractPickerPopupController(this, new ContractPickerModel(sec_map_source, true, null));
          InitializeComponent();
@@ -40,22 +59,65 @@ namespace mbts.ui.controls {
 
       event Action<IReadOnlyDictionary<uint, SecurityMD>> _security_map_changed;
       event Action<SecurityCriteria> _selected_criteria_changed;
+      event Action<bool> _is_lazy_changed;
 
       public static IValueConverter SecurityCriteriaTextConverter =
          ValueConverter.create<SecurityCriteria, string>(s => s == null ? "(None)" : string.Join(", ", s.clauses.empty_if_null()));
 
+      #region ShowDialogSkirt
+      public static readonly DependencyProperty ShowDialogSkirtProperty =
+         WPFHelper.create_dp<bool, ContractPickerPopup>(nameof(ShowDialogSkirt));
+
+      public bool ShowDialogSkirt {
+         get => (bool)GetValue(ShowDialogSkirtProperty);
+         set => SetValue(ShowDialogSkirtProperty, value);
+      }
+      #endregion
+
+      #region SecurityMap
       public static readonly DependencyProperty SecurityMapProperty =
          WPFHelper.create_dp<IReadOnlyDictionary<uint, SecurityMD>, ContractPickerPopup>(
             nameof(SecurityMap),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, v) => o._security_map_changed?.Invoke(v),
+            (o, v) => {
+               o._cached_security_map = v;
+               o._security_map_changed?.Invoke(v);
+            },
             (o, v) => v ?? new Dictionary<uint, SecurityMD>());
 
       public IReadOnlyDictionary<uint, SecurityMD> SecurityMap {
          get => GetValue(SecurityMapProperty) as IReadOnlyDictionary<uint, SecurityMD>;
          set => SetValue(SecurityMapProperty, value);
       }
+      #endregion
 
+      #region SelectedSecurity
+      public static readonly DependencyProperty SelectedSecurityProperty =
+         WPFHelper.create_dp<SecurityImmutable?, ContractPickerPopup>(
+            nameof(SelectedSecurity),
+            FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
+            (o, v) => o.Controller.model.selected_security = v);
+
+      public SecurityImmutable? SelectedSecurity {
+         get => GetValue(SelectedCriteriaProperty) as SecurityImmutable?;
+         set => SetValue(SelectedCriteriaProperty, value);
+      }
+      #endregion
+
+      #region SelectedSecurityMD
+      public static readonly DependencyProperty SelectedSecurityMDProperty =
+         WPFHelper.create_dp<SecurityMD?, ContractPickerPopup>(
+            nameof(SelectedSecurityMD),
+            FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
+            (o, v) => o.Controller.model.selected_security_md = v);
+
+      public SecurityMD? SelectedSecurityMD {
+         get => GetValue(SelectedCriteriaProperty) as SecurityMD?;
+         set => SetValue(SelectedCriteriaProperty, value);
+      }
+      #endregion
+
+      #region SelectedCriteria
       public static readonly DependencyProperty SelectedCriteriaProperty =
          WPFHelper.create_dp<SecurityCriteria, ContractPickerPopup>(
             nameof(SelectedCriteria),
@@ -66,9 +128,56 @@ namespace mbts.ui.controls {
          get => GetValue(SelectedCriteriaProperty) as SecurityCriteria;
          set => SetValue(SelectedCriteriaProperty, value);
       }
+      #endregion
+
+      #region CloseOnOK
+      public static readonly DependencyProperty CloseOnOKProperty =
+         WPFHelper.create_dp<bool, ContractPickerPopup>(
+            nameof(CloseOnOK),
+            (o, v) => {
+               o.Controller.model.ok_action = v ? new Action(() => {
+                  o.set_current_if_changed(SelectedSecurityMDProperty, o.Controller.model.selected_security_md);
+                  o.set_current_if_changed(SelectedSecurityProperty, o.Controller.model.selected_security);
+                  o.set_current_if_changed(SelectedCriteriaProperty, o.Controller.model.result_criteria);
+                  o.SetCurrentValue(IsOpenProperty, false);
+               }) : null;
+            });
+
+      public bool CloseOnOK {
+         get => (bool)GetValue(CloseOnOKProperty);
+         set => SetValue(CloseOnOKProperty, value);
+      }
+      #endregion
+
+      #region CloseOnCancel
+      public static readonly DependencyProperty CloseOnCancelProperty =
+         WPFHelper.create_dp<bool, ContractPickerPopup>(
+            nameof(CloseOnCancel),
+            (o, v) => o.Controller.model.cancel_action = v ? new Action(() => o.SetCurrentValue(IsOpenProperty, false)) : null);
+
+      public bool CloseOnCancel {
+         get => (bool)GetValue(CloseOnCancelProperty);
+         set => SetValue(CloseOnCancelProperty, value);
+      }
+      #endregion
 
       public ContractPickerPopupController Controller => _controller;
 
+      public bool IsEditMode {
+         get => _controller.model.is_edit_mode;
+         set => _controller.model.is_edit_mode = value;
+      }
+
+      public bool IsLazy {
+         get => _is_lazy;
+         set {
+            if (_is_lazy != value) {
+               _is_lazy = value;
+               _is_lazy_changed?.Invoke(value);
+            }
+         }
+      }
+
       public class ContractPickerPopupController : DisposableViewModelBase {
          readonly Property<SecurityCriteria> _selected_criteria;
 

src/client/spark/view/Spark/ContractPicker/ContractPickerView.xaml.cs

@@ -32,6 +32,7 @@ namespace mbts.spark
       public ContractPickerView(ContractPickerModel context)
       {
          InitializeComponent();
+         DataContextChanged += on_data_context_changed;
          if (context != null) this.DataContext = context;
 
          _exchanges.SelectionChanged += exchanges_changed;
@@ -41,7 +42,20 @@ namespace mbts.spark
          _criteria.SelectionChanged += criteria_changed;
          _add_criteria_button.Click += _add_criteria_button_Click;
          //context.security_criteria_clause_changed += security_criteria_clause_changed;
-
+         void on_data_context_changed(object sender, DependencyPropertyChangedEventArgs e) {
+            if (e.OldValue is ContractPickerModel old_cpm)
+               old_cpm.select_security_request -= on_select_security_request;
+            if (e.NewValue is ContractPickerModel new_cpm)
+               new_cpm.select_security_request += on_select_security_request;
+         }
+         void on_select_security_request(SecurityImmutable security) {
+            select_item(_exchanges, security.Exchange);
+            select_item(_security_types, security.ContractCase);
+            select_item(_symbols, security.Symbol);
+            select_item(_securities, security);
+         }
+         void select_item(ListBox view, object value) =>
+            view.SetCurrentValue(ListBox.SelectedItemProperty, value);
       }
 
       private void _add_criteria_button_Click(object sender, RoutedEventArgs e) {
@@ -110,19 +124,25 @@ namespace mbts.spark
 
       #region CloseOnOK
       public static readonly DependencyProperty CloseOnOKProperty =
-         DialogSkirtOKCancel.CloseOnOKProperty.AddOwner(typeof(ContractPickerView));
+         DialogSkirtOKCancel.CloseOnOKProperty.AddOwner(typeof(ContractPickerView), new PropertyMetadata(false));
 
       public bool CloseOnOK { get => (bool)GetValue(CloseOnOKProperty); set => SetValue(CloseOnOKProperty, value); }
       #endregion
 
       #region CloseOnCancel
       public static readonly DependencyProperty CloseOnCancelProperty =
-         DialogSkirtOKCancel.CloseOnCancelProperty.AddOwner(typeof(ContractPickerView));
+         DialogSkirtOKCancel.CloseOnCancelProperty.AddOwner(typeof(ContractPickerView), new PropertyMetadata(false));
 
       public bool CloseOnCancel { get => (bool)GetValue(CloseOnCancelProperty); set => SetValue(CloseOnCancelProperty, value); }
       #endregion
 
-      public bool ShowDialogSkirt { get; set; } = true;
+      public static readonly DependencyProperty ShowDialogSkirtProperty =
+         WPFHelper.create_dp<bool, ContractPickerView>(nameof(ShowDialogSkirt), true);
+
+      public bool ShowDialogSkirt {
+         get => (bool)GetValue(ShowDialogSkirtProperty);
+         set => SetValue(ShowDialogSkirtProperty, value);
+      }
    }
 
    //[Export(typeof(IShellModule))]
@@ -159,10 +179,13 @@ namespace mbts.spark
          //return ShellWindow.create(this, "test", view, vm.get_state, Icons.Abacus);
 
          var x = new Window {
-            Content = new ContractPickerView(new ContractPickerModel(_bus, false, null))
+            Content = new ContractPickerView(new ContractPickerModel(_bus, false, null)) {
+               CloseOnOK = true,
+               CloseOnCancel = true
+            }
          };
          //x.SizeToContent = SizeToContent.WidthAndHeight;
          x.Show();
       }
    }
-}
+}

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

@@ -53,6 +53,9 @@ namespace mbts.spark {
       public static DateTime to_local_time(this Google.Protobuf.WellKnownTypes.Timestamp timestamp) =>
          timestamp.ToDateTimeOffset().LocalDateTime;
 
+      public static string fmt_position(double value) =>
+         double.IsNaN(value) ? "-" : value.ToString("0");
+
       // there is a path to cast null to SecurityImmutable, so it is important that the SecurityImmutable?() type is used explicitly.
       // the path: null -> Security -> SecurityImmutable
       public static SecurityImmutable? security(this SecurityMD? security_md) =>