Merged with master

fixing unselect all

.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/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

doc/user/content/release_notes/_index.md

@@ -4,6 +4,81 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.3.0
+### User Visible Changes
+  - Introduced multiple settings profiles for the ladder
+     - This allows multiple standard configuration for the ladder, optionally with security specific variations
+  - Made Cover order more independent from its hedging chidren:
+     - Cover continues to operate even if an hedging child is canceled
+	 - When a cover is canceled it will detach from any running hedging children, instead of canceling them
+  - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work 
+  - Changed manual fills to appear in day PnL rather than in the SOD records
+  - Add buy/sell coloring to fill rows in fills window
+  - Streamlined the mini order book:
+    - Display of the mini order book popup is quicker
+    - Only exchange orders are displayed
+	- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order 
+    - We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
+    - A checkbox column has been added to make clearer which rows are selected
+### API Changes
+  - Enhanced the API to allow algos to implement custom cancel handling
+  - Allowed algos to control their visibility in the ladder through the API
+### Internal Changes
+  - Added system requirements to Spark documentation
+  - Implemented keycodes
+  - Temporarily rejected stop and stop limit orders, pending bug fixes
+  
+## 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
+  - Added security symbol column to fills window
+  - Re-organized ladder settings dialog to make it clearer and easier to use
+  
+## 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
@@ -301,7 +376,7 @@ insert_anchor_links = "right"
   - This is configurable from a ladder's settings as well
 ### Customized settings in all windows
  - All windows now contain a settings page where grid settings (font color, size, etc) are applied
- - These settings can be saved on a per-window basis or as a Default for newly-launched windows
+ - These settings can be saved on a per-window basis or as a Default for newly-launched windows␍
 
 ## 1.3.1 Through 1.3.4
 

doc/user/content/system_requirements/_index.md

@@ -0,0 +1,55 @@
++++
+title = "System Requirements"
+weight = 4
+sort_by = "weight"
+insert_anchor_links = "right"
++++
+
+
+### Minimum Workstation
+* New XPS Tower
+* 8th Generation Intel® Core™ i7-8700 6-Core Processor (12M Cache, up to 4.6 GHz)
+* 16GB, 2666MHz, DDR4 up to 64GB
+* Windows 10 Professional 64-bit
+* NVIDIA® GeForce® GTX 1070 with 8GB GDDR5 Graphics Memory
+* 1 x 2.5" 256GB SATA Solid State Drive
+
+### Recommended Workstation
+* Similar or better than:
+* Dell Precision Tower 5820
+* Intel Xeon W-2145 3.7GHz, 4.5GHz Turbo, 8C, 11M Cache, HT, (140W) DDR4-2666
+* Windows 10 Professional 64-bit
+* NVIDIA® Quadro® P1000, 4GB, 4 mDP
+* 16GB (4x4GB) 2133MHz DDR4 RDIMM ECC
+* 2 x 2.5" 256GB SATA Solid State Drive running RAID1
+
+
+### BTS Recommended Server Specifications
+* Dell R640
+* 2x Intel Xeon Gold 6148 2.40GHz 20-Core Processors. For better performance BTS recommends Intel® Xeon® Platinum 8268 2.9G, 24 Core CPU
+* 192GB RAM 2666MHz DDR4
+* 3x 480GB SSD RAID 5 HBA Minicard
+* iDRAC 9 Enterprise
+* Embedded Broadcom NIC
+* Solarflare SFN8522-R2
+* Redundant Power Supply
+
+### BTS Minimum Server Specifications
+* Dell R620
+* Chassis with up to 8, 2.5” Hard Drives, up to 2 PCIe Slots (With Optional Riser)
+* 2 x Intel® E5-2670 (16 total cores/ 32 total threads)
+* 64GB total memory
+* RAID 1 for H330/H730/H730P
+* PERC H730 RAID Controller, 1GB NV Cache
+* 3 x 300GB 10K RPM SATA 6Gbps 2.5in Hot-plug Hard Drive (RAID 5)
+* iDRAC8 Enterprise, integrated Dell Remote Access Controller, Enterprise (varies by hosting company)
+* Solarflare Ultra SFN7122F Dual-Port 10GbE (10 GB connectivity requirements, copper vs optical, varies by hosting company).
+* Dual, Hot-plug, Redundant Power Supply (1+1), 750W
+* Performance BIOS Setting
+* ReadyRails Sliding Rails Without Cable Management Arm (varies by hosting company)
+
+### Edge Tablet Requirements
+* Similar or better than:
+* Microsoft Surface Pro 4 Or Motion R12
+* Intel i7
+* 8 GB DDR4 RAM

doc/user/deploy_to_web.sh

@@ -1,7 +1,6 @@
 #/bin/bash
 #python -m mkdocs build -d site
 
-cp -r ../../src/sdk/doc/* ./content/bts_spark_sdk/Server/
 ./run_zola.sh build
 
 scp -r ./public bts@bluetradesys.com:/home/bts/doc/
@@ -14,7 +13,3 @@ sudo mv ./public/* /var/www/documentation/
 EOF
 
 rm -r public
-cd ./content/bts_spark_sdk/server/
-find  . -not -name '_index.md' -delete
-cd ../..
-

src/client/spark/Daemons/OrderTicketDaemon.cs

@@ -11,6 +11,7 @@ using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Windows;
+using LadderSettings = mbts.spark.LadderSettings;
 
 namespace bts.shell {
    [Export(typeof(IShellDaemon))]
@@ -48,14 +49,14 @@ namespace bts.shell {
       void _show_order_ticket(SecurityMD smd) =>
          _show_order_window(new OrderTicket {
             DataContext = new NewOrderTicketVM(_model, smd,
-               Observable.Return(_model.factory.default_ladder_settings(smd.security)))
+               Observable.Return(LadderSettings.Default))
          });
 
       void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
          if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
             _show_order_window(new OrderTicket {
                DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
-                  Observable.Return(_model.factory.default_ladder_settings(smd.security).calculator_buttons))
+                  Observable.Return(LadderSettings.Default.calculator_buttons))
             });
       }
 
@@ -66,7 +67,7 @@ namespace bts.shell {
             _show_order_window(new OrderModificationDialog {
                DataContext = new ExistingOrderTicketVM(_model,
                   Observable.Return((md,ori.order)),
-                  Observable.Return(_model.factory.default_ladder_settings(ori.sec.Value).calculator_buttons)
+                  Observable.Return(LadderSettings.Default.calculator_buttons)
                )
             });
          }

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 +24,13 @@ namespace mbts.ui {
          AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
          AttachAlgosKey = nameof(AttachAlgosKey),
          CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         CopyWFGeometryKey = nameof(CopyWFGeometryKey),
+         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 +148,14 @@ 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 CopyWF => create_icon(CopyWFGeometryKey);
+      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 +48,14 @@
     </sys:String>
   </x:Array>
 
+  <sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
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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
                }));
          });
@@ -143,7 +144,7 @@ namespace mbts.spark {
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
-               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager,
                   us => us.market_view_grid,
                   UserSettings.FileExtensions.GRID,
@@ -155,7 +156,7 @@ namespace mbts.spark {
                   )
                );
                // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = "Market View Grid Settings", DataContext = vm };
+               var dialog = new ShellSettingsDialog { Title = "Market View Grid Settings", DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
             }))

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

@@ -49,13 +49,8 @@ namespace mbts.spark {
          add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
          add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
          void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-            columns.Add(new TimeAndSalesColumn(
-               col_key
-               , (r) => _get_aggressor_brush(r)
-               , filter
-               , filter_template
-            ) 
-            { Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
+            columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
+            { id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
          );
          
          // be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,

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;
@@ -69,7 +70,7 @@ namespace mbts.spark {
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
-                   var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+                   var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager,
                   s => s.time_and_sales_grid,
                   UserSettings.FileExtensions.GRID,
@@ -81,7 +82,7 @@ namespace mbts.spark {
                   )
                );
                // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = "Time and Sales Grid Settings", DataContext = vm };
+               var dialog = new ShellSettingsDialog { Title = "Time and Sales Grid Settings", DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
             }))
@@ -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/SyntheticManagementWindow.cs

@@ -75,7 +75,7 @@ namespace mbts.spark {
                };
                return ob_settings;
             }), SparkCommands.window_settings_command(new DialogCommand(() => {
-               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager,
                   us => us.synthetic_management_grid,
                   UserSettings.FileExtensions.GRID,
@@ -87,7 +87,7 @@ namespace mbts.spark {
                   )
                );
                // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
+               var dialog = new ShellSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
             }))

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/AlgoStudio/Model/AlgoKey.cs

@@ -1,8 +1,10 @@
 using bts.api.orderman;
 using bts.persist.algo;
 using bts.utils;
+using mbts.ui.utility;
 using ProtoBuf;
 using System;
+using System.Linq;
 
 namespace mbts.spark {
    [ProtoContract]
@@ -14,6 +16,11 @@ namespace mbts.spark {
       [ProtoMember(3)]
       readonly uint? _persisted_key;
 
+      public static readonly AlgoID[] exchange_algo_keys = utilities.OrderDataHelper.outright_order_types
+         .Concat(new CustomOrderDefinition.CustomOneofCase[] { CustomOrderDefinition.CustomOneofCase.Spreader })
+         .Select(cooc => new AlgoID(cooc))
+         .ToArray();
+
       public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
          _factory_key = factory_key;
          _dynamic_key = null;
@@ -32,26 +39,34 @@ namespace mbts.spark {
          _persisted_key = persisted_key;
       }
 
-      public static AlgoID from_order_def(OrderDefinitionImmutable order_def) {
-         switch (order_def.CustomDef.CustomCase) {
-            case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
-            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
-            default: return new AlgoID(order_def.CustomDef.CustomCase);
+      public static AlgoID from_custom_def(CustomOrderDefinitionImmutable custom_def) {
+         switch (custom_def.CustomCase) {
+            case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(custom_def.Composite.AlgoTemplateKey);
+            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(custom_def.Dynamic.DynamicOrderType);
+            default: return new AlgoID(custom_def.CustomCase);
          }
       }
 
-      public static AlgoID from_algo_key(AlgoKey key) {
+      public static AlgoID from_algo_key(AlgoKey key, IMaskIndexInt32<string> dynamic_type_index) {
          switch (key.mode) {
             case AlgoKey.Mode.Factory:
-               if (key.factory.structure.structure.Count > 0)
-                  return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
-               break;
+               return AlgoStructureSerializer.to_algo_id(key.factory.structure, dynamic_type_index);
             case AlgoKey.Mode.Persisted:
                return new AlgoID(key.persisted.id_uint);
          }
          return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
       }
 
+      public static AlgoKey to_algo_key(AlgoID id, IMaskIndexInt32<string> dynamic_type_index) {
+         if (id._factory_key.HasValue)
+            return new AlgoKey(id._factory_key.Value);
+         if (id._persisted_key.HasValue)
+            return new AlgoKey(new AlgoPersistedKey(id._persisted_key.Value));
+         if (id._dynamic_key != null)
+            return new AlgoKey(new AlgoNameStructureKey(id._dynamic_key, AlgoStructureSerializer.structure_key(dynamic_type_index.to_int(id._dynamic_key))));
+         return default;
+      }
+
       public bool Equals(AlgoID other) =>
          _factory_key == other._factory_key &&
          _dynamic_key == other._dynamic_key &&

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

@@ -73,6 +73,9 @@ namespace mbts.spark {
       public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
          structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
 
+      public static AlgoStructureKey structure_key(int dynamic_type) =>
+         new AlgoStructureKey(new[] { dynamic_type | _dynamic_mask });
+
       public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
          new AlgoStructureKey(to_array(algo, dynamic_type_index));
 
@@ -103,6 +106,13 @@ namespace mbts.spark {
          return mdef;
       }
 
+      public static AlgoID to_algo_id(AlgoStructureKey key, IMaskIndexInt32<string> dynamic_type_index) {
+         if (key.structure.Count == 0)
+            return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
+         int i = key.structure[0];
+         return BitHelper.remove_flags(ref i, _dynamic_mask) ? new AlgoID(dynamic_type_index.from_int(i)) : new AlgoID((CustomOrderDefinition.CustomOneofCase)i);
+      }
+
       static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
          if (structure == null || structure.Length == 0)
             structure = new int[1];

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>(
@@ -64,6 +61,14 @@ namespace mbts.spark {
             equality_comparer: SecurityDataHelper.EqualityComparer.IDComparer,
             comparer: Comparer<SecurityImmutable>.Default
          ), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
+         // symbol
+         add_col(Columns.Symbol, DefaultColumnHeaders.Symbol, r => r.security.Symbol,
+            DiscreteValuesFilterVM.Create<FillTuple, string>(
+               co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
+               ft => ft.security?.Symbol ?? string.Empty,
+               nameof(OrderBookRowVM.symbol)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               DefaultColumnWidths.Symbol);
          // order type
          var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
          add_col_expl(Columns.OrderType,
@@ -86,29 +91,29 @@ 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 +121,13 @@ 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 +140,17 @@ 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 +162,26 @@ 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) {
@@ -190,6 +198,7 @@ namespace mbts.spark {
             case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
             case Columns.Side: return wrap_default(ft => ft.fill.Side);
             case Columns.Size: return wrap(ft => ft.fill.LastShares);
+            case Columns.Symbol: return wrap(ft => ft.security?.Symbol ?? string.Empty);
             case Columns.TimeInForce: return wrap_default(ft => ft.order?.time_in_force() ?? TimeInForce.Undefined);
             case Columns.User: return wrap(ft => ft.order?.user() ?? string.Empty);
             default: goto case Columns.FillTime;
@@ -212,8 +221,9 @@ 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 +231,7 @@ 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 +241,9 @@ 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/FillsView.xaml

@@ -6,6 +6,10 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:api="clr-namespace:bts.api;assembly=spark_api"
+  xmlns:bts="clr-namespace:mbts.ui.controls"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >
@@ -15,6 +19,10 @@
         <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
       </ResourceDictionary.MergedDictionaries>
       <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
+      <cv:ValueMap x:Key="SideToBrushConverter" Default="{u:Brush Transparent}">
+        <cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{x:Static semi_transparent_bid_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
+        <cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{x:Static semi_transparent_ask_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
+      </cv:ValueMap>
     </ResourceDictionary>
   </UserControl.Resources>
   <AdornerDecorator>
@@ -41,10 +49,10 @@
             CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
           />
         </c:DIYGrid.CommandBindings>
-        <c:DIYGrid.RowTemplate>
-          <DataTemplate>
-            <usp:FillsRowView/>
-          </DataTemplate>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate>
+            <usp:FillsRowView Background="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
+          </DataTemplate>
         </c:DIYGrid.RowTemplate>
       </c:DIYGrid>
       <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">

src/client/spark/Modules/Trading/Fills/FillsView.xaml.cs

@@ -7,7 +7,23 @@ namespace mbts.ui.spark {
    /// Interaction logic for FillsView.xaml
    /// </summary>
    partial class FillsView : UserControl {
-      public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKind, FillKey, OrderKey, SecurityKey }
+      public enum Columns {
+         FillTime,
+         User,
+         Account,
+         Exchange,
+         Security,
+         Symbol,
+         TimeInForce,
+         OrderType,
+         Side,
+         Price,
+         Size,
+         FillKind,
+         FillKey,
+         OrderKey,
+         SecurityKey
+      }
 
       public FillsView() =>
          InitializeComponent();

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;
@@ -53,14 +53,14 @@ 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 };
 
          _commands = new List<SparkCommand> {
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
-               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager, 
                   us => us.fills_grid, 
                   UserSettings.FileExtensions.GRID,
@@ -72,14 +72,14 @@ namespace mbts.spark {
                   )
                );
                // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = $"{window_type_name} Grid Settings", DataContext = vm };
+               var dialog = new ShellSettingsDialog { Title = $"{window_type_name} Grid Settings", DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
             }))
          };
          _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 +1,100 @@
+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; }
+
+      [ProtoMember(15)]
+      [DIYGridColumnID(nameof(Columns.Symbol))]
+      public string[] symbol { 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);
+         pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
+         // 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 +1,111 @@
+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 symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
+         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 symbol;
+               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;
@@ -279,8 +286,8 @@ namespace mbts.spark {
                volume_column = VolumeColumnSettings.Default,
                calculator_buttons = new[] { 1, 5, 10, 25, 50, 100 },
                scroll_bar_visible = false,
-               default_order_type = CustomOrderDefinition.CustomOneofCase.Limit,
                default_time_in_force = TimeInForce.Day,
+               default_algo = new AlgoID(CustomOrderDefinition.CustomOneofCase.Limit),
                animate_recenter = true,
                badge_style = BadgeStyle.Normal,
                bid_break_line = new LadderMarketBreakLine { color = 0, show = 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,
@@ -319,7 +327,15 @@ namespace mbts.spark {
 
       public enum BadgeStyle { Normal, Alternate }
 
-      public enum NetChangeTerms { None, Dollars, Ticks }
+      // TODO: rename to PriceDisplayFormat (today is merge monday, since this isn't a functional change, it is not worth the potential merge headaches right now)
+      public enum NetChangeTerms {
+         [Description("Standard Ticks")]
+         None,
+         [Description("Net Change Dollars")]
+         Dollars,
+         [Description("Net Change Ticks")]
+         Ticks
+      }
 
       [ProtoMember(1)]
       public double row_height { get; set; }
@@ -346,6 +362,10 @@ namespace mbts.spark {
       public bool scroll_bar_visible { get; set; }
       // USED [ProtoMember(11)]
       // USED [ProtoMember(12)]
+      [ProtoMember(51)]
+      public uint default_account { get; set; }
+      [ProtoMember(52)]
+      public AlgoID default_algo { get; set; }
       [ProtoMember(13)]
       public CustomOrderDefinition.CustomOneofCase default_order_type { get; set; }
       [ProtoMember(14)]
@@ -356,6 +376,8 @@ namespace mbts.spark {
       public bool animate_recenter { get; set; } = true;
       [ProtoMember(17)]
       public BadgeStyle badge_style { get; set; }
+      [ProtoMember(53)]
+      public bool auto_clear { get; set; }
 
       [ProtoMember(18)]
       public LadderMarketBreakLine bid_break_line { get; set; }
@@ -397,6 +419,8 @@ 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)]
@@ -449,11 +473,13 @@ namespace mbts.spark {
          piq_column.safe_equals(other.piq_column) &&
          calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
          scroll_bar_visible == other.scroll_bar_visible &&
-         default_order_type == other.default_order_type &&
+         default_account == other.default_account &&
+         default_algo == other.default_algo &&
          default_time_in_force == other.default_time_in_force &&
          size == other.size &&
          animate_recenter == other.animate_recenter &&
          badge_style == other.badge_style &&
+         auto_clear == other.auto_clear &&
          bid_break_line.safe_equals(other.bid_break_line) &&
          ask_break_line.safe_equals(other.ask_break_line) &&
          mid_break_line.safe_equals(other.mid_break_line) &&
@@ -473,6 +499,7 @@ 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 +515,7 @@ 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(),
@@ -500,7 +528,6 @@ namespace mbts.spark {
             EqualityComparer.safe_get_hash_code(piq_column),
             EqualityComparer.safe_get_hash_code(calculator_buttons),
             scroll_bar_visible.GetHashCode(),
-            default_order_type.GetHashCode(),
             default_time_in_force.GetHashCode(),
             size.GetHashCode(),
             animate_recenter.GetHashCode(),

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

@@ -4,13 +4,16 @@ using mbts;
 using mbts.config;
 using mbts.persist;
 using mbts.spark;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Reactive.Subjects;
 using System.Threading;
 using System.Threading.Tasks;
 using System.Windows;
@@ -52,37 +55,175 @@ namespace bts.shell {
       public async override Task<IShellWindow> load(LadderSaveState state) {
          await Wait.until_true(() => _securities.ContainsKey(state.security_key), _ladder_conf.security_timeout);
          if (_securities.TryGetValue(state.security_key, out SecurityMD security)) {
-            return create_ladder_window(security, state.settings);
+            return create_ladder_window(security, state.settings, state.settings_id);
          }
          return null;
       }
 
-      static LadderSaveState _get_state(LadderVM vm) =>
-         new LadderSaveState { security_key = vm.security.Id, settings = vm.get_save_state() };
+      LadderSaveState _get_state(LadderVM vm, uint id) {
+         LadderSettings s = vm.get_save_state();
+         if (id != 0) {
+            if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
+               // profile was deleted
+               id = 0;
+            } else {
+               var curr_profile = _fit_to_sec(result.value, vm.security.ContractCase);
+               if (!s.Equals(curr_profile)) {
+                  // ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
+                  id = 0;
+               }
+            }
+         }
+         return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
+      }
 
       int _ladder_count = 0;
-      IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
-         var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
+      IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings, uint settings_id = 0) {
+         IDisposable active_settings_dialog = null;
+         var thread_id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
          var view = new Lazy<UIElement>(() => {
+            // resources
             var model = new LadderModel(md, _orders_model, _mbo);
-            var settings_manager = new WindowSettingsManager<LadderSettings>(
-               _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
-               us => sanitize_ladder_settings(us.ladder),
-               (us, v) => us.with(sanitize_ladder_settings(v)));
-            var init = state_settings ?? settings_manager.default_settings;
-            init.use_defaults |= state_settings == null;
-            var vm = LadderVM.create(_bus, model, settings_manager, init);
+            var profile_service = new SettingsProfileService<LadderSettings>(_settings_hub,
+               us => ImmutableDictionary<uint, SettingsProfile<LadderSettings>>.Empty.AddRange(us.ladder_profiles.ToDictionary(
+                  lp => lp.id,
+                  lp => new SettingsProfile<LadderSettings>(lp.id, lp.name, sanitize_ladder_settings(lp.value), lp.security_criteria))),
+               (us, lps) => us.with(ladder_profiles: lps.Values.Select(lp => new LadderSettingsProfile(lp.id, lp.name, lp.value, lp.security_criteria)).ToArray()));
+            LadderSettings last_value = fit_to_sec(state_settings);
+            var settings_subject = new BehaviorSubject<LadderSettings>(last_value);
+            // vm
+            var vm = LadderVM.create(_bus, model, last_value ?? _settings_hub.current.ladder, settings_subject.Where(s => s != null));
             vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
             vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
+            vm.request_settings_dialog += open_settings_dialog;
+            bool initialized = false;
+            var settings_subscription = _settings_hub.subscribe_default_settings().Subscribe(on_user_settings);
+            vm.OnDisposed += disposing => {
+               Disposable.dispose(ref active_settings_dialog);
+               Disposable.dispose(ref settings_subject);
+            };
+            // view
             var lv = new LadderView(vm);
             foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(vm.model.order_gateway.algo_model.ui_configuration))
                lv.Resources[kv.Key] = kv.Value;
             return lv;
+            // local methods
+            LadderSettings fit_to_sec(LadderSettings s) =>
+               _fit_to_sec(s, md.security.ContractCase);
+
+            void on_user_settings(UserSettings us) {
+               if (initialized) {
+                  if (settings_id == 0) {
+                     // not on a profile, don't respond to default settings changes
+                     return;
+                  } else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
+                     if (!last_value.Equals(vm.get_save_state())) {
+                        settings_id = 0;
+                     } else {
+                        settings_subject.OnNext(last_value = fit_to_sec(profile.value));
+                     }
+                  } else {
+                     // profile was deleted; keep the current settings and switch to the 'Local' profile.
+                     settings_id = 0;
+                  }
+               } else if (_settings_hub.initialized) {
+                  initialized = true;
+                  if (settings_id != 0) {
+                     if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
+                        last_value = fit_to_sec(profile.value);
+                     } else {
+                        settings_id = 0;
+                     }
+                  }
+                  if (settings_id == 0 && last_value == null) {
+                     foreach (var lp in _settings_hub.current.ladder_profiles) {
+                        // TODO: Use a kind of 'match priority' to resolve conflicts when the security is included in more than 1 profile's security criteria.
+                        // In the meantime, simply use the first match.
+                        if (lp.security_criteria.includes(md.security)) {
+                           last_value = fit_to_sec(lp.value);
+                           settings_id = lp.id;
+                           break;
+                        }
+                     }
+                     if (last_value == null)
+                        last_value = fit_to_sec(_settings_hub.current.ladder);
+                  }
+                  settings_subject.OnNext(last_value);
+               }
+            }
+
+            void open_settings_dialog() {
+               // dialog vm
+               var dialog_vm = new ProfiledShellSettingsDialogVM<LadderSettings, LadderSettingsVM, LadderSettingsProfile>(
+                  profile_service,
+                  us => us.ladder ?? LadderSettings.Default,
+                  s => {
+                     var svm = new LadderSettingsVM(model.order_gateway, vm.security);
+                     svm.load(s);
+                     return svm;
+                  },
+                  fit_to_sec,
+                  vm.get_save_state(),
+                  UserSettings.FileExtensions.LADDER,
+                  settings_id);
+               dialog_vm.applied += apply;
+               // dialog
+               var dialog = new ShellSettingsDialog {
+                  DataContext = dialog_vm,
+                  Title = $"Ladder Settings - '{vm.security}'"
+               };
+               dialog.Resources[ShellSettingsDialog.SecurityMapKey] = _securities;
+               dialog_vm.RequestClose += on_request_close;
+               dialog.Closed += on_closed;
+               Disposable.replace(ref active_settings_dialog, Disposable.Create(destroy_all));
+               dialog.move_to_mouse(-500, -500);
+               dialog.Show();
+               // local methods
+               void apply(SettingsProfile<LadderSettings> profile) {
+                  settings_id = profile.id;
+                  last_value = profile.value;
+                  settings_subject.OnNext(profile.value);
+               }
+               // idempotent
+               void destroy_all() {
+                  destroy_window();
+                  destroy_vm();
+               }
+               // idempotent
+               void destroy_window() {
+                  if (dialog == null) return;
+                  try {
+                     var temp = dialog;
+                     dialog = null;
+                     temp.Closed -= on_closed;
+                     temp.Close();
+                  } catch (Exception ex) {
+                     on_error("closing window", ex);
+                  }
+               }
+               // idempotent
+               void destroy_vm() {
+                  if (dialog_vm == null) return;
+                  try {
+                     var temp = dialog_vm;
+                     dialog_vm = null;
+                     temp.applied -= apply;
+                     temp.RequestClose -= on_request_close;
+                     temp.Dispose();
+                  } catch (Exception ex) {
+                     on_error("disposing vm", ex);
+                  }
+               }
+               void on_closed(object sender, EventArgs e) => destroy_all();
+               void on_request_close(object sender, EventArgs e) => destroy_all();
+               void on_error(string action_desc, Exception error) =>
+                  Log.Ui.warn($"LadderSettingsDialog error {action_desc}: {error}.");
+            }
          });
-         string thread = _ladder_conf.ladders_on_threads ? $"Ladder{id:00}" : "";
+         string thread = _ladder_conf.ladders_on_threads ? $"Ladder{thread_id:00}" : "";
          return ShellWindow.create(
             module, md.security.ToString(), _window_type, view,
-            (v,s) => save(_get_state(((LadderView)v).vm), s), 
+            (v,s) => save(_get_state(((LadderView)v).vm, settings_id), s), 
             icon: Icons.Ladder, 
             thread_id: thread);
          // if there are new props, make sure they are not null, invalid, etc.
@@ -125,26 +266,19 @@ namespace bts.shell {
          }
       }
 
-      // TODO: whenever we re-implement the linked ladder, need to add some field to the LadderSaveState to indicate the owning window
-      //void show_linked(IObservable<SecurityMD> keystream) {
-      //   var view = new LadderView();
-      //   IDisposable sub = null;
-      //   var window =
-      //      ShellWindow.create(module, "loading", view,
-      //      Disposable.Create(() => {
-      //         (view.DataContext as LadderVM)?.Dispose();
-      //         sub?.Dispose();
-      //      }), s => {
-      //         var vm = view.DataContext as LadderVM;
-      //         if (vm != null) save(_get_state(vm), s);
-      //      }, Icons.Ladder);
-      //   sub =
-      //      keystream
-      //      .Select(smd => new LadderVM(_bus, new LadderModel(smd, _orders_model),
-      //         Observable.Return(_orders_model.factory.default_ladder_settings(smd.security)))
-      //      ).Aggregate((old, vm) => { old.Dispose(); return vm; })
-      //      .Subscribe(vm => { view.DataContext = vm; window.Title = vm.security.ToString(); });
-      //}
+      LadderSettings _fit_to_sec(LadderSettings s, Security.ContractOneofCase sec_type) {
+         if (s == null) return null;
+         var algo_key = AlgoID.to_algo_key(s.default_algo, _orders_model.dynamic_helper.dynamic_type_index);
+         if (algo_key.mode == AlgoKey.Mode.Factory) {
+            var fitted_algo = OrderDataHelper.fit_to_type(algo_key.factory.structure.build_algo(_orders_model.dynamic_helper), sec_type, true);
+            if (fitted_algo.HasValue) {
+               // be sure to clone ('s' may be shared)
+               s = SparkUtils.clone_proto(s);
+               s.default_algo = AlgoID.from_custom_def(fitted_algo.Value);
+            }
+         }
+         return s;
+      }
 
       readonly struct LadderConfig {
          public readonly uint max_open_ladders;
@@ -167,5 +301,7 @@ namespace bts.shell {
       public UInt32 security_key;
       [ProtoMember(2)]
       public mbts.spark.LadderSettings settings;
+      [ProtoMember(3)]
+      public uint settings_id;
    }
 }

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

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.orderman;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using System;
@@ -297,7 +298,8 @@ namespace mbts.spark {
             new bts.shell.orderbook.FilterStates {
                security_criteria = new SecurityCriteria(_owner.security),
                price = price_filter,
-               statuses = new[] { OrderStatus.Working }
+               statuses = new[] { OrderStatus.Working },
+               order_types = AlgoID.exchange_algo_keys
             },
             bts.shell.orderbook.OrderBookStartupData.default_mini_grid,
             use_defaults: false
@@ -335,6 +337,7 @@ namespace mbts.spark {
          }
          obvm.columns.Insert(0, new OrderBookVM.UpdateColumn(typeof(MiniOrderBookView)));
          obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
+         obvm.columns.Insert(0, new OrderBookVM.CheckColumn(nameof(OrderBookRowVM.is_selected)));
 
          obvm.load_from(state);
          return obvm;

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

@@ -1,4 +1,6 @@
-using bts.api;
+using bts;
+using bts.api;
+using bts.api.orderman;
 using bts.collections;
 using bts.utils;
 using mbts.collections;
@@ -8,10 +10,14 @@ using mbts.ui.controls.color_picker;
 using mbts.ui.shell;
 using mbts.ui.spark;
 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.Disposables;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Input;
@@ -19,19 +25,30 @@ using System.Windows.Media;
 using TextUtils = mbts.ui.utility.text.TextUtils;
 
 namespace mbts.spark {
-   class LadderSettingsVM : ViewModelBase, IWindowSettingsVM<LadderSettings>, ITemplateSelectorKey, IDisposable {
+   class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
       readonly Property<LadderSettings.BadgeStyle> _badge_style;
       readonly Property<uint> _alternate_order_size;
       readonly DelegateProperty<double> _row_height;
-      Func<double> _get_order_entry_panel_width, _get_zoom_factor;
+      readonly UserProperty<AccountTuple?> _default_account;
+      readonly UserProperty<AlgoDefinitionVM> _default_algo;
+      readonly DeferrableActionWrapper _update;
+      readonly ObservableKeyedCollection<AccountTuple?, uint> _accounts = new ObservableKeyedCollection<AccountTuple?, uint>(AccountTuple.nullable_key_fn);
+      readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
+      readonly OrdersModel _model;
+      uint? _desired_account;
+      AlgoID? _desired_algo;
+      TimeInForce _default_time_in_force;
+      LadderSettings.NetChangeTerms _price_format;
+      double _order_entry_panel_width, _zoom_factor;
+      bool _auto_clear;
       LadderSettings _current;
       LadderColumnSettingsVM
          _orders = new OrdersColumnSettingsVM(),
          _bid = new LadderColumnSettingsVM("Bid"),
          _price = new LadderColumnSettingsVM("Price"),
          _ask = new LadderColumnSettingsVM("Ask"),
-         _last = new LadderColumnSettingsVM("Last", true),
-         _piq = new LadderColumnSettingsVM("PIQ", true);
+         _last = new LadderColumnSettingsVM("Last", LadderSettingsView.LastColumnTemplateKey, true),
+         _piq = new LadderColumnSettingsVM("PIQ", can_toggle_show: true);
       VolumeColumnVM _volume = new VolumeColumnVM();
       LadderMarketBreakLineVM
          _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
@@ -52,31 +69,25 @@ 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"),
          _cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
          _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
          _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
-      readonly Property<bool> 
-         _show_in_net_change,
-         _show_in_net_change_dollars,
-         _show_in_net_change_ticks;
 
-      public LadderSettingsVM(OrdersModel model, bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
-         this.is_synthetic = is_synthetic;
-         favorite_algos_vm = new FavoriteAlgosVM(model);
+      public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
+         _model = model;
+         is_synthetic = security.ContractCase == Security.ContractOneofCase.Synthetic;
+         favorite_algos_vm = new FavoriteAlgosVM(_algo_definitions);
          size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
          size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
          _badge_style = backing<LadderSettings.BadgeStyle>(nameof(badge_style));
          _badge_style.Changed += _badge_style_Changed;
          _alternate_order_size = backing<uint>(nameof(alternate_order_size));
-         _get_order_entry_panel_width = get_left_panel_width;
-         _get_zoom_factor = get_zoom_factor;
-         _show_in_net_change = backing<bool>(nameof(show_in_net_change));
-         _show_in_net_change_dollars = backing<bool>(nameof(show_in_net_change_dollars));
-         _show_in_net_change_ticks = backing<bool>(nameof(show_in_net_change_ticks));
-         
+         _default_account = user_backing<AccountTuple?>(nameof(default_account));
+         _default_algo = user_backing<AlgoDefinitionVM>(nameof(default_algo));
          // be sure to initialize backings before this measure_row_height call
          _row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
          _orders.font_size_changed += on_font_size_changed;
@@ -85,10 +96,47 @@ namespace mbts.spark {
          _ask.font_size_changed += on_font_size_changed;
          _last.font_size_changed += on_font_size_changed;
          _piq.font_size_changed += on_font_size_changed;
-
+         // accounts
+         accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
+            CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
+         };
+         // update
+         _update = new DeferrableActionWrapper(() => result_changed?.Invoke());
+         foreach (var c in _observable_components)
+            c.PropertyChanged += on_prop_changed;
+         favorite_algos_vm.items.CollectionChanged += on_favorite_algo_items_CollectionChanged;
+         _algo_definitions.AddRange(_model.factory.default_algos(security).Values.Select(algo_factory));
+         _dispose = new CompositeDisposable(
+            _model.factory.subscribe_accounts().OnDispatcher().Subscribe(acc_map => {
+               _accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
+               _try_select_desired_account();
+            }),
+            ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, connect_favorite_algo),
+            _model.algo_model.definitions.OnDispatcher().Subscribe(update => {
+               AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, algo_factory);
+               _try_select_desired_algo();
+            })
+         ) { dispose_resources };
+         // local methods
          void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
+         void on_prop_changed(object sender, PropertyChangedEventArgs e) => _update.execute();
+         void on_favorite_algo_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) => _update.execute();
+         IDisposable connect_favorite_algo(FavoriteAlgoItem item) {
+            item.PropertyChanged += on_prop_changed;
+            return Disposable.Create(() => item.PropertyChanged -= on_prop_changed);
+         }
+         void dispose_resources() {
+            favorite_algos_vm.items.CollectionChanged -= on_favorite_algo_items_CollectionChanged;
+            favorite_algos_vm.Dispose();
+            foreach (var c in _observable_components)
+               c.PropertyChanged -= on_prop_changed;
+         }
+         AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, false);
       }
 
+      public event Action result_changed;
+
       private void _badge_style_Changed(LadderSettings.BadgeStyle oldval, LadderSettings.BadgeStyle newval) {
          if (newval == LadderSettings.BadgeStyle.Alternate && _orders.font_size == 10) {
             _orders.font_size = 7;
@@ -109,6 +157,23 @@ namespace mbts.spark {
       }
 
       public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
+      // price format
+      public LadderSettings.NetChangeTerms price_format { get => _price_format; set => Set(ref _price_format, value); }
+      public IEnumerable<LadderSettings.NetChangeTerms> price_format_options => EnumHelper.get_values<LadderSettings.NetChangeTerms>();
+      // time in force
+      public TimeInForce default_time_in_force { get => _default_time_in_force; set => Set(ref _default_time_in_force, value); }
+      public IEnumerable<TimeInForce> time_in_force_options => EnumHelper.get_values_except(TimeInForce.Undefined);
+      // account
+      public AccountTuple? default_account { get => _default_account.Value; set => _default_account.Value = value; }
+      public ICollectionView<AccountTuple?> accounts_view { get; }
+      // algo
+      public AlgoDefinitionVM default_algo { get => _default_algo.Value; set => _default_algo.Value = value; }
+      public IReadOnlyObservableCollection<AlgoDefinitionVM> algo_definitions => _algo_definitions;
+      // left-panel (components)
+      public bool auto_clear { get => _auto_clear; set => Set(ref _auto_clear, value); }
+      public double order_entry_panel_width { get => _order_entry_panel_width; set => Set(ref _order_entry_panel_width, value); }
+      public double zoom_factor { get => _zoom_factor; set => Set(ref _zoom_factor, value); }
+      // favorites
       public FavoriteAlgosVM favorite_algos_vm { get; }
 
       public double row_height => _row_height.Value;
@@ -164,6 +229,7 @@ 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;
@@ -173,78 +239,108 @@ namespace mbts.spark {
          }
       }
 
-      public bool show_in_net_change {
-         get => _show_in_net_change.Value;
-         set {
-            // when unchecking, clear out dollars and ticks
-            if (!value) {
-               show_in_net_change_dollars = false;
-               show_in_net_change_ticks = false;
-            }
-            // when checking, by defalt check dollars
-            if (value) {
-               show_in_net_change_dollars = true;
-            }
-            _show_in_net_change.Value = value;
-         }
-      }
-      public bool show_in_net_change_dollars {
-         get => _show_in_net_change_dollars.Value;
-         set => _show_in_net_change_dollars.Value = value;
-      }
-
-      public bool show_in_net_change_ticks {
-         get => _show_in_net_change_ticks.Value;
-         set => _show_in_net_change_ticks.Value = value;
-      }
-
-
       public string key => GridSettingsTemplateKeys.Ladder;
 
+      IEnumerable<INotifyPropertyChanged> _observable_components {
+         get {
+            // columns
+            yield return _orders;
+            yield return _bid;
+            yield return _price;
+            yield return _ask;
+            yield return _last;
+            yield return _piq;
+            yield return _volume;
+            yield return _volume.general;
+            // market break lines
+            yield return _bid_mkt_line;
+            yield return _ask_mkt_line;
+            yield return _mid_mkt_line;
+            yield return _session_low_mkt_line;
+            yield return _session_high_mkt_line;
+            yield return _session_range_fill;
+            // left panel
+            yield return _zoom_slider_visbility;
+            yield return _day_visibility;
+            yield return _high_visibility;
+            yield return _low_visibility;
+            yield return _open_visibility;
+            yield return _settle_visibility;
+            yield return _volume_visibility;
+            yield return _account_visibility;
+            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 _auto_clear_visibility;
+            yield return _clear_visibility;
+            yield return _cancel_buys_visibility;
+            yield return _cancel_sells_visibility;
+            yield return _cancel_all_visibility;
+            // other
+            yield return size_display;
+            yield return favorite_algos_vm;
+            yield return this;
+         }
+      }
+
       public void load(LadderSettings settings) {
-         _current = settings;
-         badge_style = settings.badge_style;
-         alternate_order_size = settings.alternate_order_size;
-         favorite_algos_vm.load_from(settings.favorite_algos);
-         size_display.load_from(settings.size_display);
-         size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
-         _orders.assign_from(_current.orders_column);
-         _bid.assign_from(_current.bid_column);
-         _ask.assign_from(_current.ask_column);
-         _price.assign_from(_current.price_column);
-         _volume.assign_from(_current.volume_column);
-         _last.assign_from(_current.last_column);
-         _piq.assign_from(_current.piq_column);
-         _bid_mkt_line.assign_from(_current.bid_break_line);
-         _ask_mkt_line.assign_from(_current.ask_break_line);
-         _mid_mkt_line.assign_from(_current.mid_break_line);
-         _session_low_mkt_line.assign_from(_current.session_low_line);
-         _session_high_mkt_line.assign_from(_current.session_high_line);
-         _session_range_fill.assign_from(_current.session_range_fill);
-         _zoom_slider_visbility.show = settings.zoom_slider_visible;
-         _day_visibility.show = settings.day_visible;
-         _high_visibility.show = settings.high_visible;
-         _low_visibility.show = settings.low_visible;
-         _open_visibility.show = settings.open_visible;
-         _settle_visibility.show = settings.settle_visible;
-         _volume_visibility.show = settings.volume_visible;
-         _account_visibility.show = settings.account_visible;
-         _tif_visibility.show = settings.tif_visible;
-         _order_type_visibility.show = settings.order_type_visible;
-         _account_position_visibility.show = settings.account_position_visible;
-         _size_preset_visibility.show = settings.size_presets_visible;
-         _clear_visibility.show = settings.clear_visible;
-         _auto_clear_visibility.show = settings.auto_clear_visible;
-         _cancel_buys_visibility.show = settings.cancel_buys_visible;
-         _cancel_sells_visibility.show = settings.cancel_sells_visible;
-         _cancel_all_visibility.show = settings.cancel_all_visible;
-         // do not read the order entry panel width here from settings
-         // because it could have changed from the UI
-         // there might be a better way of doing this, like how
-         // does the widths of the ladder grid column pull this off?
-         show_in_net_change = settings.net_change != LadderSettings.NetChangeTerms.None;
-         show_in_net_change_dollars = settings.net_change == LadderSettings.NetChangeTerms.Dollars;
-         show_in_net_change_ticks = settings.net_change == LadderSettings.NetChangeTerms.Ticks;
+         using (_update.defer_execution()) {
+            _current = settings;
+            badge_style = settings.badge_style;
+            alternate_order_size = settings.alternate_order_size;
+            favorite_algos_vm.load_from(settings.favorite_algos);
+            size_display.load_from(settings.size_display);
+            size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
+            // columns
+            _orders.assign_from(_current.orders_column);
+            _bid.assign_from(_current.bid_column);
+            _ask.assign_from(_current.ask_column);
+            _price.assign_from(_current.price_column);
+            _volume.assign_from(_current.volume_column);
+            _last.assign_from(_current.last_column);
+            _piq.assign_from(_current.piq_column);
+            // market break lines
+            _bid_mkt_line.assign_from(_current.bid_break_line);
+            _ask_mkt_line.assign_from(_current.ask_break_line);
+            _mid_mkt_line.assign_from(_current.mid_break_line);
+            _session_low_mkt_line.assign_from(_current.session_low_line);
+            _session_high_mkt_line.assign_from(_current.session_high_line);
+            _session_range_fill.assign_from(_current.session_range_fill);
+            // left-panel (defaults)
+            default_time_in_force = settings.default_time_in_force;
+            // - account
+            _desired_account = settings.default_account;
+            _try_select_desired_account(true);
+            // - algo
+            _desired_algo = settings.default_algo;
+            _try_select_desired_algo(true);
+            // - components
+            auto_clear = settings.auto_clear;
+            order_entry_panel_width = settings.order_entry_panel_initial_width;
+            zoom_factor = settings.zoom_factor;
+            // left-panel (show/hide)
+            _zoom_slider_visbility.show = settings.zoom_slider_visible;
+            _day_visibility.show = settings.day_visible;
+            _high_visibility.show = settings.high_visible;
+            _low_visibility.show = settings.low_visible;
+            _open_visibility.show = settings.open_visible;
+            _settle_visibility.show = settings.settle_visible;
+            _volume_visibility.show = settings.volume_visible;
+            _account_visibility.show = settings.account_visible;
+            _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;
+            _cancel_buys_visibility.show = settings.cancel_buys_visible;
+            _cancel_sells_visibility.show = settings.cancel_sells_visible;
+            _cancel_all_visibility.show = settings.cancel_all_visible;
+            price_format = settings.net_change;
+         }
       }
 
       public LadderSettings get_result() {
@@ -254,6 +350,7 @@ namespace mbts.spark {
          clone.favorite_algos = favorite_algos_vm.create();
          clone.size_display = size_display.create();
          clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
+         // columns, row height (the latter determined by columns font size)
          clone.orders_column = _orders.get_settings();
          clone.bid_column = _bid.get_settings();
          clone.price_column = _price.get_settings();
@@ -261,13 +358,28 @@ namespace mbts.spark {
          clone.volume_column = _volume.get_settings();
          clone.last_column = _last.get_settings();
          clone.piq_column = _piq.get_settings();
+         clone.row_height = LadderRender.measure_row_height(clone);
+         // market break lines
          clone.bid_break_line = _bid_mkt_line.get_settings();
          clone.ask_break_line = _ask_mkt_line.get_settings();
          clone.mid_break_line = _mid_mkt_line.get_settings();
          clone.session_low_line = _session_low_mkt_line.get_settings();
          clone.session_high_line = _session_high_mkt_line.get_settings();
          clone.session_range_fill = _session_range_fill.get_settings();
-         clone.row_height = LadderRender.measure_row_height(clone);
+         // left-panel (defaults)
+         clone.default_time_in_force = default_time_in_force;
+         // - account
+         if (default_account.HasValue)
+            clone.default_account = default_account.Value.id;
+         // - algo
+         clone.default_algo = default_algo != null ?
+            AlgoID.from_algo_key(default_algo.key, _model.dynamic_helper.dynamic_type_index) :
+            (_desired_algo ?? LadderSettings.Default.default_algo);
+         // - components
+         clone.auto_clear = auto_clear;
+         clone.order_entry_panel_initial_width = _order_entry_panel_width;
+         clone.zoom_factor = zoom_factor;
+         // left-panel (components)
          clone.day_visible = _day_visibility.show;
          clone.high_visible = _high_visibility.show;
          clone.low_visible = _low_visibility.show;
@@ -278,31 +390,28 @@ 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;
          clone.cancel_buys_visible = _cancel_buys_visibility.show;
          clone.cancel_sells_visible = _cancel_sells_visibility.show;
          clone.cancel_all_visible = _cancel_all_visibility.show;
-         clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
          clone.zoom_slider_visible = _zoom_slider_visbility.show;
-         clone.zoom_factor = _get_zoom_factor();
-         clone.net_change = _create_net_change_terms(show_in_net_change_dollars, show_in_net_change_ticks);
+         clone.net_change = price_format;
          return clone;
-
-         LadderSettings.NetChangeTerms _create_net_change_terms(bool dollars, bool ticks) {
-            if (dollars) {
-               return LadderSettings.NetChangeTerms.Dollars;
-            }
-            if (ticks) {
-               return LadderSettings.NetChangeTerms.Ticks;
-            }
-            return LadderSettings.NetChangeTerms.None;
-         }
-
       }
 
-      public void Dispose() => favorite_algos_vm.Dispose();
+      public IDisposable defer_updates() => _update.defer_execution();
+
+      IDisposable IObservable<LadderSettings>.Subscribe(IObserver<LadderSettings> observer) {
+         result_changed += notify;
+         return Disposable.Create(() => result_changed -= notify);
+         void notify() => observer.OnNext(get_result());
+      }
+
+      LadderSettings IValueFactory<LadderSettings>.create() => get_result();
+      void IValueFactory<LadderSettings>.load_from(LadderSettings value) => load(value);
 
       IMutableValueWrapperVM<uint> _create_size_preset_vm() => _create_size_preset_vm(0);
       IMutableValueWrapperVM<uint> _create_size_preset_vm(uint init) {
@@ -310,6 +419,20 @@ namespace mbts.spark {
          vm.PropertyChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
          return vm;
       }
+
+      void _try_select_desired_account(bool bypass_setter = false) {
+         if (_desired_account.HasValue && (!_default_account.setter_called || bypass_setter) && _accounts.TryGetValue(_desired_account.Value, out var acc_tup)) {
+            _desired_account = null;
+            _default_account.bypass_setter(acc_tup);
+         }
+      }
+
+      void _try_select_desired_algo(bool bypass_setter = false) {
+         if (_desired_algo.HasValue && (!_default_algo.setter_called || bypass_setter) && _algo_definitions.TryGetValue(AlgoID.to_algo_key(_desired_algo.Value, _model.dynamic_helper.dynamic_type_index), out var vm)) {
+            _desired_algo = null;
+            _default_algo.bypass_setter(vm);
+         }
+      }
  
       public class LadderColumnSettingsVM : ViewModelBase, ITemplateSelectorKey {
          readonly Property<double> _font_size;
@@ -319,11 +442,13 @@ namespace mbts.spark {
          readonly DelegateProperty<FontWeight> _font_weight;
          readonly DelegateProperty<string> _font_display_name;
          readonly Property<bool> _show;
-         readonly bool _can_toggle_visibility;
+         readonly string _template_key;
+         uint _width;
 
-         public LadderColumnSettingsVM(string name, bool can_toggle_visibility = false) {
+         public LadderColumnSettingsVM(string name, string template_key = null, bool can_toggle_show = false) {
             this.name = name;
-            _can_toggle_visibility = can_toggle_visibility;
+            _template_key = template_key;
+            this.can_toggle_show = can_toggle_show;
             foreground_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
             background_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
             _show = backing(nameof(show), true);
@@ -336,24 +461,33 @@ namespace mbts.spark {
             _font_display_name = backing(nameof(font_display_name),
                () => TextUtils.display_name(font_family, font_weight, font_size), nameof(font_family), nameof(font_weight), nameof(font_size));
             _font_size.Changed += (oldval, newval) => font_size_changed?.Invoke(oldval, newval);
+            toggle_show_details_cmd = new DelegateCommand(() => {
+               show_details = !show_details;
+               RaisePropertyChanged(nameof(show_details));
+            });
          }
 
+         public event Action<double, double> font_size_changed;
+
          public string name { get; }
          public Typeface typeface { get => _typeface.Value; set => _typeface.Value = value; }
          public FontFamily font_family => _font_family.Value;
          public FontWeight font_weight => _font_weight.Value;
          public string font_display_name => _font_display_name.Value;
          public double font_size { get => _font_size.Value; set => _font_size.Value = value; }
-         public uint width { get; set; }
+         public uint width { get => _width; set => Set(ref _width, value); }
          public bool show { get => _show.Value; set => _show.Value = value; }
+         public bool can_toggle_show { get; }
+         public bool show_details { get; private set; }
          public Color foreground { get => _foreground.Value; set => _foreground.Value = value; }
          public Color background { get => _background.Value; set => _background.Value = value; }
          public ObservableCollection<ColorPaletteVM> foreground_palettes { get; }
          public ObservableCollection<ColorPaletteVM> background_palettes { get; }
-         public event Action<double, double> font_size_changed;
-
          public virtual string sample_text => "999-56789.01234";
-         string ITemplateSelectorKey.key => _can_toggle_visibility ? ui.spark.LadderSettingsView.ColumnVisibilityToggleTemplateKey : null;
+
+         public ICommand toggle_show_details_cmd { get; }
+
+         string ITemplateSelectorKey.key => _template_key;
 
          public void assign_from(LadderColumnSettings settings) {
             typeface = new Typeface(
@@ -366,7 +500,6 @@ namespace mbts.spark {
             show = settings.show;
             foreground = settings.foreground.rgb_color();
             background = settings.background.rgb_color();
-            RaisePropertyChanged(nameof(width), nameof(show));
          }
 
          public LadderColumnSettings get_settings() {
@@ -391,7 +524,7 @@ namespace mbts.spark {
          public Brush badge_border { get; } = new SolidColorBrush(BTSColors.MarketData.ask);
          public Brush badge_background { get; } = Brushes.White;
 
-         string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnSampleTemplateKey;
+         string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnTemplateKey;
       }
 
       public class LadderMarketBreakLineVM : ViewModelBase {
@@ -449,6 +582,7 @@ 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;
@@ -458,11 +592,14 @@ namespace mbts.spark {
             }
          }
 
-         public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", true);
+         public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", LadderSettingsView.VolumeColumnTemplateKey, true);
          public VolumeAtPriceAnimationVM buy { get; }
          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 +618,7 @@ 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 +628,7 @@ namespace mbts.spark {
                sell = sell.get_settings(),
                passive = passive.get_settings(),
                total = total.get_settings(),
+               show_ltq = show_last_trade
             };
       }
 
@@ -556,17 +695,15 @@ namespace mbts.spark {
       }
 
       public class FavoriteAlgosVM : DisposableViewModelBase, IValueFactoryVM<LadderFavoriteAlgosSettings> {
-         readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
+         readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
          readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
          int _column_count = 2;
 
-         public FavoriteAlgosVM(OrdersModel model) {
+         public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
+            _algo_definitions = algo_definitions;
             items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
             add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
             remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
-            _dispose = model.algo_model.definitions.OnDispatcher().Subscribe(update => {
-               AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, d => AlgoDefinitionVM.create(model, d, false));
-            });
          }
 
          public ObservableCollection<FavoriteAlgoItem> items { get; }
@@ -586,11 +723,17 @@ namespace mbts.spark {
          }
 
          public LadderFavoriteAlgosSettings create() =>
-            new LadderFavoriteAlgosSettings(_raw_items.Where(fai => fai.algo_definition != null).Select(fai => fai.algo_definition.key).ToArray(), column_count);
+            new LadderFavoriteAlgosSettings(_raw_items
+               .Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
+               .Where(k => k.HasValue && k.Value.is_persisted)
+               .Select(k => k.Value)
+               .ToArray(),
+               column_count);
 
          FavoriteAlgoItem _item_factory() =>
             new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
-               CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
+               CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic(),
+               Filter = obj => obj is AlgoDefinitionVM vm && vm.key.is_persisted
             });
       }
 
@@ -601,7 +744,7 @@ namespace mbts.spark {
 
          protected FavoriteAlgoItem() { }
 
-         public FavoriteAlgoItem(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
+         public FavoriteAlgoItem(IObservableCollection<AlgoDefinitionVM> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
             selector = new KeyedItemSelector<AlgoDefinitionVM, AlgoKey>(this, nameof(algo_definition), algo_definitions, d => d.key);
             this.algo_definitions_view = algo_definitions_view;
          }
@@ -614,4 +757,4 @@ namespace mbts.spark {
          }
       }
    }
-} 
+} 

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

@@ -1,13 +1,11 @@
-using bts.api;
+using bts.api;
 using bts.api.orderman;
 using bts.shell;
 using bts.spark;
 using bts.utils;
 using mbts.co2;
-using mbts.persist;
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -25,40 +23,40 @@ 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;
-      IWindowSettingsManager<LadderSettings> _settings_manager;
+      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      double _position, _day_position;
+      bool _show_account_position, _show_day_position;
       ulong _misc_time = 0;
       ulong _last_trade_time = 0;
       IEqualityComparer<double> _equality;
       Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
       IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
+      LadderSettings _current_settings;
 
-      public static LadderVM create(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
-         var non_shared_wsm = settings_manager.as_non_shared();
-         return new LadderVM(bus, model, settings_manager, non_shared_wsm, init, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings_manager.subscribe_current().Select(s => new InlineOrderProperties(model.order_gateway, s))));
-      }
+      public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
+         new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
 
-      public static LadderVM create_readonly(IBus bus, LadderModel model) {
-         var default_settings = LadderSettings.Default;
-         return create_readonly(bus, model, new WindowSettingsManager<LadderSettings>.DisconnectedImpl(default_settings), default_settings);
-      }
+      public static LadderVM create_readonly(IBus bus, LadderModel model, IObservable<LadderSettings> settings) =>
+         create_readonly(bus, model, LadderSettings.Default, settings);
 
-      public static LadderVM create_readonly(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) =>
-         new LadderVM(bus, model, settings_manager, settings_manager.as_non_shared(), init);
+      public static LadderVM create_readonly(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
+         new LadderVM(bus, model, init, settings);
 
-      LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, IWindowSettingsManagerNonShared<LadderSettings> non_shared_wsm, LadderSettings init, OrderPropertiesEditorVM order_properties_vm = null) {
+      LadderVM(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings, OrderPropertiesEditorVM order_properties_vm = null) {
          _bus = bus;
          _model = model;
+         _current_settings = init;
+         this.settings = settings;
          _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
          _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
-         _settings_manager = non_shared_wsm;
          this.order_properties_vm = order_properties_vm;
          _high = backing(nameof(high), double.NaN);
          _low = backing(nameof(low), double.NaN);
@@ -77,73 +75,76 @@ 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);
+         _auto_clear = backing(nameof(auto_clear), init.auto_clear);
          _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> {
+            /// first things first: assign our <see cref="_current_settings"/>
+            (s => _current_settings = s),
+            // 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));
+               }
+               size_calculator.buttons = s.calculator_buttons;
+               _auto_clear.set(s.auto_clear);
+               // column widths
+               _orders_column_width.set(s.orders_column.width);
+               _bid_column_width.set(s.bid_column.width);
+               _price_column_width.set(s.price_column.width);
+               _ask_column_width.set(s.ask_column.width);
+               _last_column_width.set(s.last_column.width);
+               _piq_column_width.set(s.piq_column.width);
+               _volume_column_width.set(s.volume_column.general.width);
+               // left panel/zoom
+               _left_panel_width.set(s.order_entry_panel_initial_width);
+               _zoom_factor.set(s.zoom_factor);
+            }
+         };
+         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);
          show_ticket_command = new DelegateCommand(_show_ticket);
-         settings_command = new DialogCommand(() => {
-            var vm = new WindowSettingsDialogVM<LadderSettings, LadderSettingsVM>(
-               settings_manager, s => s.ladder, UserSettings.FileExtensions.LADDER,
-               s => {
-                  var svm = new LadderSettingsVM(model.order_gateway, security.ContractCase == Security.ContractOneofCase.Synthetic, () => left_panel_width, () => zoom_factor);
-                  svm.load(s);
-                  return svm;
-               }, s => s.with_window_specifics(get_save_state().get_window_specifics()));
-            var dialog = new ui.spark.SimpleGridSettingsDialog {
-               DataContext = vm,
-               Title = $"Ladder Settings - '{security}'"
-            };
-            vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
-            return dialog;
-         }, -500, -500);
+         settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());
 
          orders = new ObservableCollection<LadderOrderVM>();
 
          _dispose = Disposable.Create(
-            settings_command,
-            non_shared_wsm,
+            settings.OnDispatcher().Subscribe(settings_observer),
             get_order_properties_editor_hooks(),
-            account_positions,
-            size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
             bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
             // we need to hook this up to model.orders which is filtered for just the security
             model.orders.OnDispatcher().Subscribe(working => {
@@ -168,7 +169,7 @@ namespace mbts.spark {
                   if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
                      slot_vm.add_order((wo, os.piq, os.algo, os.meta));
                   } else {
-                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
+                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
                      _slot_price_vs_orders[slot_price_target] = slot_vm;
                   }
 
@@ -215,18 +216,34 @@ 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;
 
-      public event Action on_tick;
+      public event Action on_tick, request_settings_dialog;
 
       public MDConsumerHandle md => _model.md;
       // we return only entries who have piqs and whose piqs are not uint.Max
@@ -266,10 +283,11 @@ 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; }
+      public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
       /// Important: <see cref="order_properties_vm"/> can be null.
       public OrderPropertiesEditorVM order_properties_vm { get; }
       public ObservableCollection<LadderOrderVM> orders { get; }
@@ -277,30 +295,41 @@ 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 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 ICommand settings_command { get; }
+      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 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); }
@@ -311,7 +340,7 @@ namespace mbts.spark {
       public uint piq_column_width { get => _piq_column_width.Value; set => _piq_column_width.set(value); }
       public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
       internal LadderModel model => _model;
-      internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
+      internal IObservable<LadderSettings> settings { get; }
       internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
          var order = op.order;
          double p = order.price();
@@ -330,10 +359,26 @@ namespace mbts.spark {
       }
 
       public LadderSettings get_save_state() {
-         var state = _settings_manager.current_settings();
-         state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor, piq_column_width));
-         state.use_defaults = _settings_manager.instance_settings == null;
-         return state;
+         var rv = _current_settings.with_window_specifics(
+            new LadderSettings.WindowSpecifics(
+               left_panel_width,
+               orders_column_width,
+               bid_column_width,
+               price_column_width,
+               ask_column_width,
+               last_column_width,
+               volume_column_width,
+               zoom_factor,
+               piq_column_width));
+         rv.auto_clear = auto_clear;
+         if (order_properties_vm != null) {
+            rv.default_time_in_force = order_properties_vm.selected_time_in_force;
+            if (order_properties_vm.selected_account.HasValue)
+               rv.default_account = order_properties_vm.selected_account.Value.id;
+            if (order_properties_vm.selected_algo_definition != null)
+               rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key, _model.order_gateway.dynamic_helper.dynamic_type_index);
+         }
+         return rv;
       }
 
       public void key_down(KeyEventArgs e) {
@@ -348,36 +393,39 @@ namespace mbts.spark {
          }
       }
 
-      public async 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)
+      public void send_order((double price, Side? side, MouseButton button) args) {
+         if (order_properties_vm == null || args.button == MouseButton.Middle)
             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))
+         var size_from_alternate = args.button == MouseButton.Right;
+         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && _current_settings.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 ? _current_settings.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 +324,115 @@ 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);
+               return;
+            } 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();
                }
+               return;
             }
          }
-         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 +499,18 @@ 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 +636,70 @@ 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 +851,18 @@ 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 +1045,7 @@ 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/LadderOrdersHost.cs

@@ -139,6 +139,7 @@ namespace mbts.spark {
                   // properly Dispose of it later when the popup is closed.
                   DataContext = obvm,
                   Child = view,
+                  // StaysOpen true for debugging
                   StaysOpen = false,
                   PlacementTarget = popup_placement_target,
                   Placement = System.Windows.Controls.Primitives.PlacementMode.Bottom,

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.cs

@@ -10,10 +10,15 @@ namespace mbts.ui.spark {
    /// </summary>
    partial class LadderSettingsView : UserControl {
       public const string
-         OrdersColumnSampleTemplateKey = nameof(OrdersColumnSampleTemplateKey),
-         ColumnVisibilityToggleTemplateKey = nameof(ColumnVisibilityToggleTemplateKey),
+         OrdersColumnTemplateKey = nameof(OrdersColumnTemplateKey),
+         VolumeColumnTemplateKey = nameof(VolumeColumnTemplateKey),
+         LastColumnTemplateKey = nameof(LastColumnTemplateKey),
          FavoriteAlgoAddButtonTemplateKey = nameof(FavoriteAlgoAddButtonTemplateKey);
 
+      public static readonly IMultiValueConverter LadderColumnToggleShowToolTipConverter =
+         ValueConverter.create<bool, bool, string, string>((can_toggle_show, show, col_name) =>
+            can_toggle_show ? $"{(show ? "Hide" : "Show")} {col_name}" : $"{col_name} cannot be {(show ? "hidden" : "shown")}.");
+
       public LadderSettingsView() =>
          InitializeComponent();
 

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"  />
@@ -288,8 +288,11 @@
         />
       </Grid.LayoutTransform>
       <Grid.ColumnDefinitions>
-        <ColumnDefinition Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}" 
-                          MinWidth="60" MaxWidth="150"/>
+        <ColumnDefinition
+          Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}" 
+          MinWidth="{x:Static spark:LadderView.MinLeftPanelWidth}"
+          MaxWidth="{x:Static spark:LadderView.MaxLeftPanelWidth}"
+        />
         <ColumnDefinition/>
       </Grid.ColumnDefinitions>
       <Grid.RowDefinitions>
@@ -309,11 +312,14 @@
               </Style>
             </StackPanel.Resources>
             <StackPanel x:Name="_slider_stack_panel" Margin="5,5,5,0">
-              <Slider x:Name="_ui_scaler" Value="{Binding zoom_factor}" 
-                      Minimum="{StaticResource MinZoomFactor}"
-                      Maximum="{StaticResource MaxZoomFactor}"
-                      Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
-                      Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <Slider
+                x:Name="_ui_scaler"
+                Value="{Binding zoom_factor}" 
+                Minimum="{x:Static spark:LadderView.MinZoomFactor}"
+                Maximum="{x:Static spark:LadderView.MaxZoomFactor}"
+                Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
+                Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"
+              />
             </StackPanel>
             <Grid Margin="2,4,2,0">
               <Grid.RowDefinitions>
@@ -455,13 +461,33 @@
             <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;
@@ -8,7 +11,40 @@ using System.Windows.Input;
 
 namespace mbts.spark {
    partial class LadderView : UserControl {
-      readonly double _max_zoom, _min_zoom;
+      public const double
+         MinLeftPanelWidth = 60,
+         MaxLeftPanelWidth = 150,
+         MinZoomFactor = 0.5,
+         MaxZoomFactor = 1.5;
+
+      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();
+         });
 
       internal LadderView(LadderVM vm) {
          InitializeComponent();
@@ -18,19 +54,6 @@ namespace mbts.spark {
          this.vm = vm;
          DataContext = vm;
          DataContextChanged += datacontext_changed;
-         if (TryFindResource("MaxZoomFactor") is double found_max) {
-            _max_zoom = found_max;
-         } else {
-            // is there a better way of not specifying the constant twice ?
-            // once in the resource dictionary here and again in the xaml, seems like there has to be a better way
-            _max_zoom = 1.5;
-         }
-         // ditto
-         if (TryFindResource("MinZoomFactor") is double found_min) {
-            _min_zoom = found_min;
-         } else {
-            _min_zoom = 0.5;
-         }
          _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
          this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
          this.PreviewMouseDown += LadderView_PreviewMouseDown;
@@ -46,7 +69,7 @@ namespace mbts.spark {
             var delta = (e.Delta > 0) ? 0.1 : -0.1;
             var proposed_scaler_value = _ui_scaler.Value + delta;
             // Here we enforce the same contraints that are on the gui slider regarding min and max
-            if (_min_zoom < proposed_scaler_value && proposed_scaler_value < _max_zoom) {
+            if (MinZoomFactor < proposed_scaler_value && proposed_scaler_value < MaxZoomFactor) {
                _ui_scaler.Value = proposed_scaler_value;
             }
          }

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 +1,85 @@
+<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"
+        ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
+      />
+      <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 +1,248 @@
+<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"
+                  ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
+                />
+              </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/MiniOrderBook/MiniOrderBookView.xaml

@@ -99,7 +99,16 @@
             </MultiDataTrigger.Setters>
           </MultiDataTrigger>
         </Style.Triggers>
-
+        <!-- We added this IsSelected after seeing some strangeness  when bringing up the Mini OB,
+        then clicking the attach button, then performing a click to modify a param in the popup, the grid
+        would lose the appearance of its selected row. I think this was actually a result of a bad path
+        in the SelectionHighlight expression below, but that leaves me questioning how if it was bad (and
+        it was, I confirmed in Snoop) did the Grid successfully show a highlighted row in the first place.
+        
+        At any rate, I have a strong suspicion this Setter is no longer necessary, but I am too exhausted
+        and scared to remove it at this point.
+        -->
+        <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
       </Style>
       <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
         <sp:MiniOrderBookRowView/>
@@ -121,10 +130,9 @@
       Rows="{Binding rows}"
       RowStyle="{StaticResource {x:Static sp:MiniOrderBookView.RowStyleKey}}"
       RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
-      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+      SelectionHighlight="{Binding grid_settings_manager.core_manager.selection_highlight, Mode=OneWay}"
       RowsHorizontalScrollBarVisibility="Collapsed"
       RowHeight="20" 
-      SelectionMode="Single"
     >
         <c:DIYGrid.Resources>
           <ResourceDictionary>

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)),
@@ -158,14 +158,14 @@ namespace mbts.spark {
                DefaultColumnHeaders.TimeInForce,
                r => r.time_in_force.ToString(),
                DefaultColumnWidths.TimeInForce,
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, TimeInForce>(
+               DiscreteValuesFilterVM.Create<OrderSecurity, TimeInForce>(
                   EnumHelper.get_values<TimeInForce>().ToList(),
                   ort => ort.order.time_in_force(),
                   nameof(OrderBookRowVM.time_in_force)),
                DataGridFilterKnownTemplates.EnumValues,
                _wrap_comparer(r => r.time_in_force)));
             // (algo items)
-            var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher();
+            var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key, model.dynamic_helper.dynamic_type_index)).OnDispatcher();
             var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
             var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
             // order type
@@ -174,10 +174,9 @@ 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)));
+                  vm => AlgoID.from_algo_key(vm.data.key, model.dynamic_helper.dynamic_type_index), out var order_type_filter_observer, out var order_type_items_view)));
             _resources.Add(algo_items_source.Subscribe(order_type_filter_observer));
             order_type_items_view.CustomSort = algo_items_comp;
             order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
@@ -187,10 +186,9 @@ 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),
+                  vm => AlgoID.from_algo_key(vm.data.key, model.dynamic_helper.dynamic_type_index), out var root_algo_type_observer, out var root_algo_type_items_view),
                DefaultColumnHeaders.RootAlgoType));
             _resources.Add(algo_items_source.Subscribe(root_algo_type_observer));
             root_algo_type_items_view.CustomSort = algo_items_comp;
@@ -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; }
@@ -711,6 +724,33 @@ namespace mbts.spark {
          }
       }
 
+      public class CheckColumn : FrameworkElementColumnBase<Columns> {
+         readonly BindingBase _checked_binding;
+         public CheckColumn(string checked_property) : base(Columns.Check) {
+            id = key.ToString();
+            Width = 30;
+            _checked_binding = new Binding(checked_property);
+
+            var header_cb = new CheckBox();
+            header_cb.ToolTip = "Select / Unselect All";
+            header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
+            this.Header = header_cb;
+         }
+
+         public override FrameworkElement view_factory() {
+            var grid = new Grid() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+            };
+            var cb = new CheckBox();
+            cb.Name = "check_col";
+            cb.SetBinding(CheckBox.IsCheckedProperty, _checked_binding);
+
+            grid.Children.Add(cb);
+            return grid;
+         }
+      }
+
       public class CancelColumn : FrameworkElementColumnBase<Columns> {
          readonly BindingBase _command_binding;
 
@@ -799,7 +839,10 @@ namespace mbts.spark {
                VerticalAlignment = VerticalAlignment.Center,
             };
             attach_grid.Children.Add(attach_button);
-            attach_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
+            attach_button.Click += (s, e) => {
+               popup.Child = create_popup_child();
+               popup.IsOpen = !popup.IsOpen;
+            };
 
             var orderbook_vm_datacontext_binding = new Binding("DataContext");
             orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
@@ -816,84 +859,9 @@ namespace mbts.spark {
 
             var row_vm_attach_command_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.attach_command)));
             row_vm_attach_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
-            attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding); 
+            attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding);       
 
-            #region OrderParamsPanel
-            // finally, set the order_params DataContext to that of the ContextMenu
-            var order_params = AlgoEditorGridView.create_attach_view();
-            var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
-            order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);          
-            order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
-            order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
-            order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
-            order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
-            #endregion
-
-            #region Dialog Skirt
-            var dialog_skirt_button_style = 
-               Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
-               Application.Current.TryFindResource("CommonButton") as Style ??
-               Application.Current.TryFindResource(typeof(Button)) as Style;
-
-            // go find the OBVM on the ContextMenu to get the command
-            // The button for which this will server as a Binding to needs to both perform the send_attached_orders
-            // command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
-            // and Click event on a Button appropriately, but since the Button that will perform this
-            // ultimately lives inside of the DialogSkirt, we don't have direct access to it.  Ergo,
-            // we make use of this addition trick from John that allows for both of these things to happen.
-            // We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
-            // pure genious!
-            var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
-               Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
-            };
-            send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
-
-            // Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
-            // Since we're only dealing with binding paths in here and not actual objects, we don't have access
-            // to an actual Command, which is what the DialogSkirtItem expects.  John came up with a sneaky
-            // way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
-            // create a KeyedStyleSelector here I guess.
-            // Also, the DialogSkirt Ok button seems to magically close the popup, cool!
-            var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
-            send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
-            var awesome_command_style_key = "SendAttachButtonStyleKey";
-            var cancel_style_key = "CancelButtonStyleKey";
-
-            var dialog_skirt = new DialogSkirt {
-               RightItems = new[] {
-               new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
-               new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
-            }};
-
-            var kss = new KeyedStyleSelector();
-            kss.Map.Add(new StyleSelectorKeyValue {
-               Key = awesome_command_style_key,
-               Value = send_attached_button_style
-            });
-            kss.Map.Add(
-               new StyleSelectorKeyValue {
-                  Key = cancel_style_key,
-                  Value = new Style(typeof(Button), dialog_skirt_button_style)
-               });
-            dialog_skirt.RightItemContainerStyleSelector = kss;
-
-            Grid.SetRow(dialog_skirt, 1);
-            var grid = new Grid();
-            grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
-            grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
-            grid.Children.Add(order_params);
-            grid.Children.Add(dialog_skirt);
-
-            var border = new Border() {
-               Background = BTSColors.common_background_brush,
-               BorderThickness = new Thickness(1),
-               Name = "attach_border",
-               Child = grid,
-            };
-
-            #endregion
-
-            popup.Child = border;
+            // set to true for debugging
             popup.StaysOpen = false;
             popup.PlacementTarget = attach_button;
             popup.Placement = PlacementMode.Bottom;
@@ -901,7 +869,6 @@ namespace mbts.spark {
             popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
                RelativeSource = new RelativeSource(RelativeSourceMode.Self)
             });
-
             #endregion
 
             #region Detach Button
@@ -937,6 +904,83 @@ namespace mbts.spark {
             the_whole_thing.Children.Add(popup);
 
             return the_whole_thing;
+
+            UIElement create_popup_child() {
+               #region OrderParamsPanel
+               // finally, set the order_params DataContext to that of the ContextMenu
+               var order_params = AlgoEditorGridView.create_attach_view();
+               var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
+               order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+               order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
+               order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
+               order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
+               order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
+               #endregion
+
+               var dialog_skirt_button_style =
+                  Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
+                  Application.Current.TryFindResource("CommonButton") as Style ??
+                  Application.Current.TryFindResource(typeof(Button)) as Style;
+
+               // go find the OBVM on the ContextMenu to get the command
+               // The button for which this will server as a Binding to needs to both perform the send_attached_orders
+               // command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
+               // and Click event on a Button appropriately, but since the Button that will perform this
+               // ultimately lives inside of the DialogSkirt, we don't have direct access to it.  Ergo,
+               // we make use of this addition trick from John that allows for both of these things to happen.
+               // We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
+               // pure genious!
+               var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
+                  // set to true for debugging
+                  Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
+               };
+               send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+
+               // Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
+               // Since we're only dealing with binding paths in here and not actual objects, we don't have access
+               // to an actual Command, which is what the DialogSkirtItem expects.  John came up with a sneaky
+               // way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
+               // create a KeyedStyleSelector here I guess.
+               // Also, the DialogSkirt Ok button seems to magically close the popup, cool!
+               var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
+               send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
+               var awesome_command_style_key = "SendAttachButtonStyleKey";
+               var cancel_style_key = "CancelButtonStyleKey";
+
+               var dialog_skirt = new DialogSkirt {
+                  RightItems = new[] {
+               new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
+               new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
+            }
+               };
+
+               var kss = new KeyedStyleSelector();
+               kss.Map.Add(new StyleSelectorKeyValue {
+                  Key = awesome_command_style_key,
+                  Value = send_attached_button_style
+               });
+               kss.Map.Add(
+                  new StyleSelectorKeyValue {
+                     Key = cancel_style_key,
+                     Value = new Style(typeof(Button), dialog_skirt_button_style)
+                  });
+               dialog_skirt.RightItemContainerStyleSelector = kss;
+
+               Grid.SetRow(dialog_skirt, 1);
+               var grid = new Grid();
+               grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
+               grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
+               grid.Children.Add(order_params);
+               grid.Children.Add(dialog_skirt);
+
+               var border = new Border() {
+                  Background = BTSColors.common_background_brush,
+                  BorderThickness = new Thickness(1),
+                  Name = "attach_border",
+                  Child = grid,
+               };
+               return border;
+            }
          }
       }
 
@@ -957,17 +1001,21 @@ namespace mbts.spark {
          public override FrameworkElement view_factory() {
             var popup = new System.Windows.Controls.Primitives.Popup();
 
-            #region Attach Button
+            #region Update Button
 
-            // create the attach button and assign the menu to it
+            // create the update button and assign the menu to it
             var update_button = new Button() {
                Name = "update_button",
                Content = "···",
                Margin = new Thickness(2),
                VerticalAlignment = VerticalAlignment.Center,
-               Focusable = false
+               Focusable = false,
+               ToolTip = "Update"
+            };
+            update_button.Click += (s, e) => {
+               popup.Child = create_popup_child();
+               popup.IsOpen = !popup.IsOpen;
             };
-            update_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
 
             var orderbook_vm_datacontext_binding = new Binding("DataContext");
             orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
@@ -982,89 +1030,14 @@ namespace mbts.spark {
             row_vm_update_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
             update_button.SetBinding(Button.CommandProperty, row_vm_update_command_binding);
 
+            // update button is only visible for orders under the control of an algo
+            var update_button_visibility_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.root_algo_order_type))) {
+               Converter = ValueConverter.create<CustomOrderDefinition.CustomOneofCase, Visibility>(ord_type => utilities.OrderDataHelper.outright_order_types.Contains(ord_type) ? Visibility.Hidden : Visibility.Visible)
+            }; 
+            update_button_visibility_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
+            update_button.SetBinding(Button.VisibilityProperty, update_button_visibility_binding);
             #endregion 
 
-            #region OrderParamsPanel
-            // finally, set the order_params DataContext to that of the ContextMenu
-            var order_params = new AlgoEditorGridView {
-               Margin = new Thickness(6),
-               CanUserChangeAlgoRoot = false,
-            };
-            ;
-            var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
-            order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
-            order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
-            order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
-            order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
-            order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
-            #endregion
-
-            #region Dialog Skirt
-            var dialog_skirt_button_style =
-               Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
-               Application.Current.TryFindResource("CommonButton") as Style ??
-               Application.Current.TryFindResource(typeof(Button)) as Style;
-
-            // go find the OBVM on the ContextMenu to get the command
-            // The button for which this will server as a Binding to needs to both perform the send_attached_orders
-            // command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
-            // and Click event on a Button appropriately, but since the Button that will perform this
-            // ultimately lives inside of the DialogSkirt, we don't have direct access to it.  Ergo,
-            // we make use of this addition trick from John that allows for both of these things to happen.
-            // We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
-            // pure genious!
-            var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
-               Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
-            };
-            modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
-
-            // Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
-            // Since we're only dealing with binding paths in here and not actual objects, we don't have access
-            // to an actual Command, which is what the DialogSkirtItem expects.  John came up with a sneaky
-            // way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
-            // create a KeyedStyleSelector here I guess.
-            // Also, the DialogSkirt Ok button seems to magically close the popup, cool!
-            var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
-            send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
-            var awesome_command_style_key = "SendAttachButtonStyleKey";
-            var cancel_style_key = "CancelButtonStyleKey";
-
-            var dialog_skirt = new DialogSkirt {
-               RightItems = new[] {
-               new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
-               new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
-            }
-            };
-
-            var kss = new KeyedStyleSelector();
-            kss.Map.Add(new StyleSelectorKeyValue {
-               Key = awesome_command_style_key,
-               Value = send_attached_button_style
-            });
-            kss.Map.Add(
-               new StyleSelectorKeyValue {
-                  Key = cancel_style_key,
-                  Value = new Style(typeof(Button), dialog_skirt_button_style)
-               });
-            dialog_skirt.RightItemContainerStyleSelector = kss;
-
-            Grid.SetRow(dialog_skirt, 1);
-            var grid = new Grid();
-            grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
-            grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
-            grid.Children.Add(order_params);
-            grid.Children.Add(dialog_skirt);
-
-            var border = new Border() {
-               Background = BTSColors.common_background_brush,
-               BorderThickness = new Thickness(1),
-               Name = "update_border",
-               Child = grid,
-            };
-
-            #endregion
-
-            popup.Child = border;
             popup.StaysOpen = false;
             popup.PlacementTarget = update_button;
             popup.Placement = PlacementMode.Bottom;
@@ -1073,8 +1046,9 @@ namespace mbts.spark {
                RelativeSource = new RelativeSource(RelativeSourceMode.Self)
             });
             popup.Closed += (s, e) => {
-               if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm)
+               if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm) {
                   ob_vm.is_attaching_orders = false;
+               }
             };
 
             var the_whole_thing = new Grid();
@@ -1082,6 +1056,83 @@ namespace mbts.spark {
             the_whole_thing.Children.Add(popup);
 
             return the_whole_thing;
+
+            UIElement create_popup_child() {
+               var order_params = new AlgoEditorGridView {
+                  Margin = new Thickness(6),
+                  CanUserChangeAlgoRoot = false,
+               };
+               var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
+               order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+               order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
+               order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
+               order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
+               order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
+
+               var dialog_skirt_button_style =
+                  Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
+                  Application.Current.TryFindResource("CommonButton") as Style ??
+                  Application.Current.TryFindResource(typeof(Button)) as Style;
+
+               // go find the OBVM on the ContextMenu to get the command
+               // The button for which this will server as a Binding to needs to both perform the send_attached_orders
+               // command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
+               // and Click event on a Button appropriately, but since the Button that will perform this
+               // ultimately lives inside of the DialogSkirt, we don't have direct access to it.  Ergo,
+               // we make use of this addition trick from John that allows for both of these things to happen.
+               // We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
+               // pure genious!
+               var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
+                  // set to true for debugging
+                  Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
+               };
+               modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+
+               // Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
+               // Since we're only dealing with binding paths in here and not actual objects, we don't have access
+               // to an actual Command, which is what the DialogSkirtItem expects.  John came up with a sneaky
+               // way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
+               // create a KeyedStyleSelector here I guess.
+               // Also, the DialogSkirt Ok button seems to magically close the popup, cool!
+               var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
+               send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
+               var awesome_command_style_key = "SendAttachButtonStyleKey";
+               var cancel_style_key = "CancelButtonStyleKey";
+
+               var dialog_skirt = new DialogSkirt {
+                  RightItems = new[] {
+               new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
+               new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
+            }
+               };
+
+               var kss = new KeyedStyleSelector();
+               kss.Map.Add(new StyleSelectorKeyValue {
+                  Key = awesome_command_style_key,
+                  Value = send_attached_button_style
+               });
+               kss.Map.Add(
+                  new StyleSelectorKeyValue {
+                     Key = cancel_style_key,
+                     Value = new Style(typeof(Button), dialog_skirt_button_style)
+                  });
+               dialog_skirt.RightItemContainerStyleSelector = kss;
+
+               Grid.SetRow(dialog_skirt, 1);
+               var grid = new Grid();
+               grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
+               grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
+               grid.Children.Add(order_params);
+               grid.Children.Add(dialog_skirt);
+
+               var border = new Border() {
+                  Background = BTSColors.common_background_brush,
+                  BorderThickness = new Thickness(1),
+                  Name = "update_border",
+                  Child = grid,
+               };
+               return border;
+            }
          }
       }
 

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;
@@ -27,14 +27,16 @@ namespace mbts.spark {
       // for mini-ob 
       uint _prospective_quantity;
       double _prospective_price;
+      Action<bool> _on_selection_changed;
 
-      public OrderBookRowVM(OrderBookVM owner, OrderSecurityAlgoMeta order_tuple, bool is_expanded) {
+      public OrderBookRowVM(OrderBookVM owner, OrderSecurity order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
          _owner = owner;
          this.order_tuple = order_tuple;
          is_visible = !is_child;
          _is_expanded = is_expanded;
          prospective_quantity = this.quantity;
          prospective_price = this.price;
+         _on_selection_changed = on_selection_changed;
       }
 
       //// This takes care of the case where the OB has all rows visible
@@ -43,19 +45,19 @@ 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 +93,8 @@ 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); }
@@ -116,7 +120,11 @@ namespace mbts.spark {
       public int depth_level { get => _depth_level; set => Set(ref _depth_level, value); }
       public bool is_selected {
          get => _is_selected;
-         set => Set(ref _is_selected, value);
+         set {
+            if (Set(ref _is_selected, value)) {
+               _on_selection_changed(value);
+            }
+         }
       }
       public uint prospective_quantity {
          get => _prospective_quantity;
@@ -134,14 +142,14 @@ 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 ??
@@ -188,14 +196,18 @@ namespace mbts.spark {
       public ICommand attach_command => _attach_command ?? (
          _attach_command = new DelegateCommand(() => {
             // the _select me will trigger the OBVM.attach_vm to get primed
-            _select_me();
+            if (!is_selected) {
+               _select_me();
+            }
             _owner.begin_attach_algos();
          })
       );
 
       public ICommand update_command => _update_command ?? (
          _update_command = new DelegateCommand(() => {
-            _select_me();          
+            if (!is_selected) {
+               _select_me();
+            }
          })
       );
 
@@ -214,7 +226,7 @@ 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.
@@ -226,17 +238,15 @@ 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() {
          this.is_selected = false;
-         _owner.current_row = null;
       }
 
       private void _select_me() {
          this.is_selected = true;
-         _owner.current_row = this;
       }
 
       // These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
@@ -244,7 +254,7 @@ 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 +267,11 @@ 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));
@@ -288,6 +298,10 @@ namespace mbts.spark {
          // root display name
          if (old_order_tuple.root_algo.name != order_tuple.root_algo.name)
             RaisePropertyChanged(nameof(root_algo_display_name));
+         // root order type
+         if (old_order_tuple.root_algo.value.CustomCase != order_tuple.root_algo.value.CustomCase) {
+            RaisePropertyChanged(nameof(root_algo_order_type));
+         }
          // status
          if ((Columns.Status & dirty) != 0)
             RaisePropertyChanged(nameof(status));
@@ -314,6 +328,9 @@ 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 +391,14 @@ 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 +422,11 @@ 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;
@@ -19,6 +18,7 @@ using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.Collections.ObjectModel;
@@ -32,7 +32,7 @@ using System.Windows.Input;
 using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
 
 namespace mbts.spark {
-   partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting {
+   partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection, IHandleGridSorting, IRequestRowSelection {
       const double
          _min_right_panel_width = 200,
          _min_order_params_height = 300,
@@ -42,10 +42,10 @@ namespace mbts.spark {
       readonly OrdersModel _model;
       readonly Property<OrderBookRowVM> _current_row;
       readonly DelegateProperty<bool> _show_order_params, _show_ladder, _show_fills, _can_attach_selected_orders, _can_detach_selected_orders;
-      readonly OperableHierarchicalCollection<OrderBookRowVM, OrderSecurityAlgoMeta, uint> _row_collection;
+      readonly OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint> _row_collection;
       readonly OrderBookColumnCollection _columns;
       readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
-      readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsWindowFactory.StartupData.MiniGridSettings, FillsWindowFactory.StartupData.MiniGridSettings);
+      readonly IWindowSettingsManager<GridSettings> _fills_settings_manager = new WindowSettingsManager<GridSettings>.DisconnectedImpl(FillsSettings.MiniGridSettings, FillsSettings.MiniGridSettings);
       readonly SelectedOrderParamsMon _selected_params_mon;
       readonly RightPanelModel _right_panel = new RightPanelModel();
       OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
@@ -57,13 +57,15 @@ namespace mbts.spark {
       bool
          _show_right_panel = OrderBookStartupData.Default.show_right_panel,
          _is_attaching_orders,
-         _is_row_collection_populated;
-      IReadOnlyDictionary<uint, OrderSecurityAlgoMeta> _cached_orders = DictionaryHelper.empty<uint, OrderSecurityAlgoMeta>();
+         _is_row_collection_populated,
+         _all_rows_selected;
+      IReadOnlyDictionary<uint, OrderSecurity> _cached_orders = DictionaryHelper.empty<uint, OrderSecurity>();
       IReadOnlyDictionary<uint, bool> _cached_attachable = DictionaryHelper.empty<uint, bool>(), _cached_detachable = DictionaryHelper.empty<uint, bool>();
       HashSet<uint>
          _attachable_selected_orders = new HashSet<uint>(),
          _detachable_selected_orders = new HashSet<uint>();
       FilterData _cached_filter_data;
+      Dictionary<uint, IDisposable> _on_updated_single_callback_gatekeeper = new Dictionary<uint, IDisposable>();
 
       public OrderBookVM(
          IObservable<string> owner_title, 
@@ -98,8 +100,18 @@ 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>(
-            o => new OrderBookRowVM(this, o, rows_are_initially_expanded) {
+         _row_collection = new OperableHierarchicalCollection<OrderBookRowVM, OrderSecurity, uint>(
+            o => new OrderBookRowVM(this, o, rows_are_initially_expanded, (row_is_selected) => {
+               // all are selected and one is checked off
+               if (all_rows_selected && !row_is_selected) {
+                  _all_rows_selected = false;
+                  RaisePropertyChanged(nameof(this.all_rows_selected));
+               // not all selected and now the last one gets turned on
+               } else if (!all_rows_selected && _row_collection.All(r => r.is_selected)) {
+                  _all_rows_selected = true;
+                  RaisePropertyChanged(nameof(this.all_rows_selected));
+               }
+            }) {
                is_attachable = _cached_attachable.TryGetValue(o.order.Key, out bool ia) && ia,
                is_detachable = _cached_detachable.TryGetValue(o.order.Key, out bool id)
             },
@@ -126,7 +138,7 @@ namespace mbts.spark {
          toggle_show_fills_cmd = new DelegateCommand(() => show_fills = !show_fills);
          launch_fills_settings_cmd = concated_disposable(new DialogCommand(() => {
             const string title = "Order Book 'Mini' Fills Grid";
-            var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+            var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                _fills_settings_manager,
                us => us.fills_grid,
                UserSettings.FileExtensions.GRID,
@@ -138,7 +150,7 @@ namespace mbts.spark {
                ),
                show_save_as_defaults: false);
             // TODO: bind to main window's Title
-            var dialog = new SimpleGridSettingsDialog { Title = title, DataContext = vm };
+            var dialog = new ShellSettingsDialog { Title = title, DataContext = vm };
             vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
             return dialog;
          }));
@@ -147,6 +159,8 @@ 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 +182,7 @@ 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));
             }),
@@ -333,6 +347,7 @@ namespace mbts.spark {
 
       public event Action<OrderRecordImmutable?> selected_order_changed;
       public event Action begin_attaching, end_attaching;
+      public event Action<(IEnumerable, bool)> request_selection;
 
       public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
       public ObservableCollection<DIYGrid.ColumnBase> core_columns => _columns;
@@ -418,6 +433,13 @@ namespace mbts.spark {
       public bool can_attach_selected_orders => _can_attach_selected_orders.Value;
       public bool can_detach_selected_orders => _can_detach_selected_orders.Value;
       public Plurality security_plurality { get; private set; }
+      public bool all_rows_selected {
+         get => _all_rows_selected;
+         set {
+            Set(ref _all_rows_selected, value);
+            request_selection?.Invoke((_row_collection, _all_rows_selected));
+         }
+      }
 
       public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
       public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
@@ -429,19 +451,43 @@ namespace mbts.spark {
                if (e.RemovedItems != null) {
                   foreach (var row_vm in e.RemovedItems.OfType<OrderBookRowVM>()) {
                      row_vm.is_selected = false;
-                     _selected_params_mon.on_row_unselected(row_vm);
+                     _selected_params_mon.on_order_unselected(_get_root(row_vm.order_tuple));
                      _attachable_selected_orders.Remove(row_vm.order_key);
                      _detachable_selected_orders.Remove(row_vm.order_key);
                   }
                }
                if (e.AddedItems != null) {
                   foreach (var row_vm in e.AddedItems.OfType<OrderBookRowVM>()) {
+                     var root = _get_root(row_vm.order_tuple);
                      row_vm.is_selected = true;
-                     _selected_params_mon.on_row_selected(row_vm);
+                     if (!_on_updated_single_callback_gatekeeper.ContainsKey(row_vm.order_key)) {
+                        row_vm.updated += on_updated;
+                        _on_updated_single_callback_gatekeeper.Add(row_vm.order_key, Disposable.Create(() => row_vm.updated -= on_updated));
+                     }
+                     _selected_params_mon.on_order_selected(root);
                      if (row_vm.is_attachable)
                         _attachable_selected_orders.Add(row_vm.order_key);
                      if (row_vm.is_detachable)
                         _detachable_selected_orders.Add(row_vm.order_key);
+                     void on_updated((OrderSecurity oldval, OrderSecurity newval) change) {
+                        if (!row_vm.is_selected) {
+                           // self destruct
+                           if (_on_updated_single_callback_gatekeeper.TryGetValue(row_vm.order_key, out var unsubscribe_updated_disposable)) {
+                              unsubscribe_updated_disposable.Dispose();
+                              _on_updated_single_callback_gatekeeper.Remove(row_vm.order_key);
+                           }
+                           _selected_params_mon.on_order_unselected(_get_root(row_vm.order_tuple));
+                           return;
+                        }
+                        var new_root = _get_root(change.newval);
+                        if (!new_root.Equals(root)) {
+                           // unselect and select in one smooth motion via on_row_updated
+                           // because we thought there may be gremlins afoot when doing
+                           // on_row_unselected and then on_row_selected
+                           _selected_params_mon.on_order_updated((root, new_root));
+                           root = new_root;
+                        }
+                     }
                   }
                }
                RowSelectionHelper.apply_changes(selected_rows, e);
@@ -519,11 +565,11 @@ namespace mbts.spark {
             if (!new_sort.Equals(old_sort)) {
                /// Both filter and sort have changed, use <see cref="OperableHierarchicalCollection{TRow, T, TKey}.defer_refresh"/> to avoid syncing twice.
                using (_row_collection.defer_refresh()) {
-                  _row_collection.filter = new_filter.build_predicate();
+                  _row_collection.filter = new_filter.build_predicate(_model.dynamic_helper.dynamic_type_index);
                   _row_collection.comparer = new_sort.comparer;
                }
             } else {
-               _row_collection.filter = new_filter.build_predicate();
+               _row_collection.filter = new_filter.build_predicate(_model.dynamic_helper.dynamic_type_index);
             }
          } else if (!new_sort.Equals(old_sort))
             _row_collection.comparer = new_sort.comparer;
@@ -543,35 +589,50 @@ namespace mbts.spark {
 
       public void begin_attach_algos() => is_attaching_orders = true;
 
-      public bool try_get_parent(OrderBookRowVM row, out OrderSecurityAlgoMeta parent) =>
+      public bool try_get_parent(OrderBookRowVM row, out OrderSecurity parent) =>
          _cached_orders.TryGetValue(row.parent_order_key, out parent);
 
-      public OrderRecordImmutable get_root(OrderRecordImmutable r) {
-         while (r.ParentKey != 0 && _cached_orders.TryGetValue(r.ParentKey, out var parent_osam)) {
-            r = parent_osam.order;
-         }
-         return r;
+      OrderBookRowVM _get_root_row(OrderBookRowVM row) {
+         while (row.parent_order_key != 0 && _row_collection.get_parent(row.parent_order_key) is OrderBookRowVM prow)
+            row = prow;
+         return row;
       }
 
-      internal void detach_orders(OrderBookRowVM order) =>
-         _detach_orders_async(new[] { order }).ignore();
+      OrderSecurity _get_root(OrderSecurity os) {
+         while (os.order.ParentKey != 0 && _cached_orders.TryGetValue(os.order.ParentKey, out var pos))
+            os = pos;
+         return os;
+      }
 
-      public OrderSecurityAlgoMeta get_ordersecurityalgometa(OrderRecordImmutable order) {
+      internal void detach_orders(OrderBookRowVM row) {
+         if (row.is_selected) {
+            _detach_orders_async(selected_rows).ignore();
+         } else {
+            _detach_orders_async(new[] { row }).ignore();
+         }
+      }
+
+      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);
 
       internal void show_order_modify(OrderBookRowVM row) =>
          _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
 
-      internal void cancel_order(OrderBookRowVM row) =>
-         _bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
+      internal void cancel_order(OrderBookRowVM row) {
+         if (row.is_selected) {
+            _bus.post(SparkTags.CancelOrders, selected_rows.Select(r => r.order_key).ToList());
+         } else {
+            _bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
+         }
+      }
 
       internal void modify_order_quantity(OrderBookRowVM row, uint size) =>
          _bus.post(SparkTags.UpdateOrder, (row.order_key, row.price, size));
@@ -594,7 +655,7 @@ namespace mbts.spark {
          var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
          if (!fd.Equals(_cached_filter_data)) {
             _cached_filter_data = fd;
-            _row_collection.filter = fd.build_predicate();
+            _row_collection.filter = fd.build_predicate(_model.dynamic_helper.dynamic_type_index);
          }
       }
 
@@ -610,6 +671,7 @@ namespace mbts.spark {
          }
       }
 
+      // Note: modifications are performed on the selected orders' ROOT orders.
       async Task _modify_selected_orders_async() {
          double? price = DoubleHelper.nan_nullable(order_mod_vm.price);
          uint? size = order_mod_vm.size;
@@ -622,17 +684,17 @@ namespace mbts.spark {
             // their values will be cleared (in the param grid gui), and the modifications will not be applied.
             // FYI this behavior is implemented to support 'partial edits.' (e.g., changing the 'price' for multiple orders that do not have the same 'size').
             // ----
-            var update_params = selected_rows.Select(update_params_factory).ToList();
+            var update_params = selected_rows.Select(r => update_params_factory(_get_root(r.order_tuple))).ToList();
             await Task.WhenAll(update_params.Select(t => _model.update_order(t.order, new_price: price, new_size: size, new_algo: t.new_algo)));
-            (OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderBookRowVM row) {
-               var mod_algo = row.order.Def.CustomDef.CloneToMutable();
+            (OrderRecordImmutable order, CustomOrderDefinitionImmutable? new_algo) update_params_factory(OrderSecurity order_tuple) {
+               var mod_algo = order_tuple.order.Def.CustomDef.CloneToMutable();
                if (mod_algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite) {
                   mod_algo_vm.assign_to(mod_algo.Composite.Definition);
                } else {
                   mod_algo_vm.assign_to(mod_algo);
                }
                var mod_algoi = new CustomOrderDefinitionImmutable(mod_algo);
-               return (row.order, OrderDataHelper.EqualsHelpers.equals(row.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
+               return (order_tuple.order, OrderDataHelper.EqualsHelpers.equals(order_tuple.order.Def.CustomDef, mod_algoi) ? (CustomOrderDefinitionImmutable?)null : mod_algoi);
             }
          } else await Task.WhenAll(selected_rows.Select(r => _model.update_order(r.order, price)));
       }
@@ -882,11 +944,10 @@ namespace mbts.spark {
                return;
             Disposable.replace(ref _ladder_vm,
                _security_md.HasValue ?
-                  LadderVM.create_readonly(
-                     _owner._bus, 
+                  LadderVM.create_readonly(_owner._bus,
                      new LadderModel(security_md.Value, _owner._model, _owner._model.mbo_service,
-                        new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key)))) :
-                  null);
+                     new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
+                     Observable.Return(LadderSettings.Default)) : null);
             RaisePropertyChanged(nameof(ladder_vm));
          }
          void _assign_param_permissions<T>(IAlgoParamVM<T> param, ref AlgoParamPermissions permissions_backing, AlgoParamPermissions permissions) {
@@ -907,8 +968,8 @@ namespace mbts.spark {
             this.column_filters = column_filters;
          }
 
-         public Func<OrderSecurityAlgoMeta, bool> build_predicate() {
-            var pred = column_filters.build_predicate();
+         public Func<OrderSecurity, bool> build_predicate(IMaskIndexInt32<string> dynamic_type_index) {
+            var pred = column_filters.build_predicate(dynamic_type_index);
             if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
                if (pred == null) {
                   pred = tree_disp_pred;
@@ -916,7 +977,7 @@ 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 +1012,7 @@ 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>();
 
@@ -1005,37 +1066,33 @@ namespace mbts.spark {
          public IDisposable begin_udpate() =>
             _group_mon.defer_updates();
 
-         public void on_row_selected(OrderBookRowVM row) {
-            _group_mon.add(row.order_tuple);
-            row.updated += _on_row_updated;
-         }
+         public void on_order_selected(OrderSecurity order_tuple) =>
+            _group_mon.add(order_tuple);
 
-         public void on_row_unselected(OrderBookRowVM row) {
-            _group_mon.remove(row.order_tuple);
-            row.updated -= _on_row_updated;
-         }
+         public void on_order_unselected(OrderSecurity order_tuple) =>
+            _group_mon.remove(order_tuple);
 
          public void on_security_md_map(IReadOnlyDictionary<uint, SecurityMD> security_md_map) {
             _security_md_map = security_md_map;
             _security_md_map_changed?.Invoke();
          }
 
-         void _on_row_updated((OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) ch) {
+         public void on_order_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(),
@@ -160,7 +161,7 @@ namespace mbts.spark {
          toggle_expand_all_command.group = CommandGroups.Auxiliary;
 
          var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
-            var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
+            var gs_vm = new ShellSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
                _settings_manager,
                us => us.order_book_grid,
                UserSettings.FileExtensions.GRID,
@@ -174,7 +175,7 @@ namespace mbts.spark {
                }
             );
             // TODO: bind to main window's Title
-            var dialog = new SimpleGridSettingsDialog { DataContext = gs_vm };
+            var dialog = new ShellSettingsDialog { DataContext = gs_vm };
             dialog.SetBinding(Window.TitleProperty, new Binding($"{nameof(gs_vm.instance_vm)}.{nameof(OrderBookGridSettingsVM.owner_title)}") {
                Converter = ValueConverter.create<string, string>(str => (string.IsNullOrEmpty(str) ? _default_title : str) + " Settings")
             });

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

@@ -1,201 +1,155 @@
-using bts.api;
-using bts.api.orderman;
-using bts.utils;
-using mbts;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.shell.orderbook {
-   [ProtoContract]
-   class FilterStates : IEquatable<FilterStates> {
-      [ProtoMember(1)]
-      public SecurityCriteria security_criteria;
-      [ProtoMember(2)]
-      public string order_key_regex;
-      [ProtoMember(3)]
-      public TimeFilterTuple time_created;
-      [ProtoMember(4)]
-      public string[] users;
-      [ProtoMember(5)]
-      public string[] accounts;
-      [ProtoMember(6)]
-      public Venue[] exchanges;
-      [ProtoMember(7)]
-      public TimeInForce[] tifs;
-      //[ProtoMember(8)]
-      //public CustomOrderDefinition.CustomOneofCase[] order_types;
-      [ProtoMember(23)]
-      public AlgoID[] order_types;
-      [ProtoMember(24)]
-      public AlgoID[] root_algo_types;
-      [ProtoMember(9)]
-      public Side[] sides;
-      [ProtoMember(10)]
-      public UIntMinMaxState qty;
-      [ProtoMember(11)]
-      public DoubleMinMaxState price;
-      [ProtoMember(12)]
-      public UIntMinMaxState qty_filled;
-      [ProtoMember(13)]
-      public DoubleMinMaxState avg_price;
-      [ProtoMember(14)]
-      public DoubleMinMaxState last_price;
-      [ProtoMember(15)]
-      public OrderStatus[] statuses;
-      [ProtoMember(16)]
-      public string exchange_message_regex;
-      [ProtoMember(17)]
-      public TimeFilterTuple last_change;
-      //[ProtoMember(18)]
-      //public string security_regex;
-      [ProtoMember(19)]
-      public api.orderman.OrderSubType[] order_sub_types;
-      [ProtoMember(20)]
-      public string[] symbols;
-      [ProtoMember(21)]
-      public string parent_key_regex;
-      [ProtoMember(22)]
-      public string attached_target_order_key_regex;
-
-      public bool Equals(FilterStates other) =>
-         other != null &&
-         security_criteria.safe_equals(other.security_criteria) &&
-         order_key_regex == other.order_key_regex &&
-         parent_key_regex == other.parent_key_regex &&
-         attached_target_order_key_regex == other.attached_target_order_key_regex &&
-         time_created.Equals(other.time_created) &&
-         EqualityComparer.safe_sequence_equals(users, other.users) &&
-         EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
-         EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
-         EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
-         EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
-         EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
-         EqualityComparer.safe_sequence_equals(sides, other.sides) &&
-         qty.safe_equals(other.qty) &&
-         price.safe_equals(other.price) &&
-         qty_filled.safe_equals(other.qty_filled) &&
-         avg_price.safe_equals(other.avg_price) &&
-         last_price.safe_equals(other.last_price) &&
-         EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
-         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);
-
-      public override bool Equals(object obj) => Equals(obj as FilterStates);
-
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            security_criteria?.GetHashCode() ?? 0,
-            order_key_regex?.GetHashCode() ?? 0,
-            parent_key_regex?.GetHashCode() ?? 0,
-            attached_target_order_key_regex?.GetHashCode() ?? 0,
-            time_created.GetHashCode(),
-            EqualityComparer.safe_aggregate_hash(users),
-            EqualityComparer.safe_aggregate_hash(accounts),
-            EqualityComparer.safe_aggregate_hash(exchanges),
-            EqualityComparer.safe_aggregate_hash(tifs),
-            EqualityComparer.safe_aggregate_hash(order_types),
-            EqualityComparer.safe_aggregate_hash(root_algo_types),
-            EqualityComparer.safe_aggregate_hash(sides),
-            qty?.GetHashCode() ?? 0,
-            price?.GetHashCode() ?? 0,
-            qty_filled?.GetHashCode() ?? 0,
-            avg_price?.GetHashCode() ?? 0,
-            last_price?.GetHashCode() ?? 0,
-            EqualityComparer.safe_aggregate_hash(statuses),
-            exchange_message_regex?.GetHashCode() ?? 0,
-            last_change.GetHashCode(),
-            EqualityComparer.safe_aggregate_hash(order_sub_types),
-            EqualityComparer.safe_aggregate_hash(symbols));
-   }
-
-   static class FilterStatesExtensions {
-      public static Func<OrderSecurityAlgoMeta, bool> build_predicate(this FilterStates fs) {
-         var predicates = new List<Func<OrderSecurityAlgoMeta, bool>>();
-         // security
-         if (fs.security_criteria?.is_defined() ?? false)
-            predicates.Add(o => o.security.HasValue && ContractPickerModel.security_in_criteria(fs.security_criteria, o.security.Value));
-         // 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());
-         // time
-         add_time_filter(fs.time_created, o => o.order.created());
-         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);
-         // 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;
-            }
-         }
-      }
-   }
-}
+using bts.api;
+using bts.api.orderman;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.utility;
+using ProtoBuf;
+using System;
+
+namespace bts.shell.orderbook {
+   [ProtoContract]
+   class FilterStates : IEquatable<FilterStates> {
+      [ProtoMember(1)]
+      public SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      public string order_key_regex;
+      [ProtoMember(3)]
+      public TimeFilterTuple time_created;
+      [ProtoMember(4)]
+      public string[] users;
+      [ProtoMember(5)]
+      public string[] accounts;
+      [ProtoMember(6)]
+      public Venue[] exchanges;
+      [ProtoMember(7)]
+      public TimeInForce[] tifs;
+      //[ProtoMember(8)]
+      //public CustomOrderDefinition.CustomOneofCase[] order_types;
+      [ProtoMember(23)]
+      public AlgoID[] order_types;
+      [ProtoMember(24)]
+      public AlgoID[] root_algo_types;
+      [ProtoMember(9)]
+      public Side[] sides;
+      [ProtoMember(10)]
+      public UIntMinMaxState qty;
+      [ProtoMember(11)]
+      public DoubleMinMaxState price;
+      [ProtoMember(12)]
+      public UIntMinMaxState qty_filled;
+      [ProtoMember(13)]
+      public DoubleMinMaxState avg_price;
+      [ProtoMember(14)]
+      public DoubleMinMaxState last_price;
+      [ProtoMember(15)]
+      public OrderStatus[] statuses;
+      [ProtoMember(16)]
+      public string exchange_message_regex;
+      [ProtoMember(17)]
+      public TimeFilterTuple last_change;
+      //[ProtoMember(18)]
+      //public string security_regex;
+      [ProtoMember(19)]
+      public api.orderman.OrderSubType[] order_sub_types;
+      [ProtoMember(20)]
+      public string[] symbols;
+      [ProtoMember(21)]
+      public string parent_key_regex;
+      [ProtoMember(22)]
+      public string attached_target_order_key_regex;
+      [ProtoMember(25)]
+      public UIntMinMaxState piq;
+
+      public bool Equals(FilterStates other) =>
+         other != null &&
+         security_criteria.safe_equals(other.security_criteria) &&
+         order_key_regex == other.order_key_regex &&
+         parent_key_regex == other.parent_key_regex &&
+         attached_target_order_key_regex == other.attached_target_order_key_regex &&
+         time_created.Equals(other.time_created) &&
+         EqualityComparer.safe_sequence_equals(users, other.users) &&
+         EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
+         EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
+         EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
+         EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
+         EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
+         EqualityComparer.safe_sequence_equals(sides, other.sides) &&
+         qty.safe_equals(other.qty) &&
+         price.safe_equals(other.price) &&
+         qty_filled.safe_equals(other.qty_filled) &&
+         avg_price.safe_equals(other.avg_price) &&
+         last_price.safe_equals(other.last_price) &&
+         EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
+         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) &&
+         piq.safe_equals(other.piq);
+
+      public override bool Equals(object obj) => Equals(obj as FilterStates);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            security_criteria?.GetHashCode() ?? 0,
+            order_key_regex?.GetHashCode() ?? 0,
+            parent_key_regex?.GetHashCode() ?? 0,
+            attached_target_order_key_regex?.GetHashCode() ?? 0,
+            time_created.GetHashCode(),
+            EqualityComparer.safe_aggregate_hash(users),
+            EqualityComparer.safe_aggregate_hash(accounts),
+            EqualityComparer.safe_aggregate_hash(exchanges),
+            EqualityComparer.safe_aggregate_hash(tifs),
+            EqualityComparer.safe_aggregate_hash(order_types),
+            EqualityComparer.safe_aggregate_hash(root_algo_types),
+            EqualityComparer.safe_aggregate_hash(sides),
+            qty?.GetHashCode() ?? 0,
+            price?.GetHashCode() ?? 0,
+            qty_filled?.GetHashCode() ?? 0,
+            avg_price?.GetHashCode() ?? 0,
+            last_price?.GetHashCode() ?? 0,
+            EqualityComparer.safe_aggregate_hash(statuses),
+            exchange_message_regex?.GetHashCode() ?? 0,
+            last_change.GetHashCode(),
+            EqualityComparer.safe_aggregate_hash(order_sub_types),
+            EqualityComparer.safe_aggregate_hash(symbols),
+            piq?.GetHashCode() ?? 0);
+   }
+
+   static class FilterStatesExtensions {
+      public static Func<OrderSecurity, bool> build_predicate(this FilterStates fs, IMaskIndexInt32<string> dynamic_type_index) {
+         var pb = new ColumnPredicateBuilder<OrderSecurity>();
+         // security
+         pb.add_security_criteria(fs.security_criteria, o => o.security);
+         // regex
+         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
+         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
+         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_custom_def(o.order.Def.CustomDef));
+         pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key, dynamic_type_index));
+         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
+         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

@@ -108,4 +108,9 @@
     <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
     <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
   </c:DIYGrid.InputBindings>
+  <c:DIYGrid.RowStyle>
+    <Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
+      <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}" />
+    </Style>
+  </c:DIYGrid.RowStyle>
 </c:DIYGrid>

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

@@ -49,7 +49,9 @@ namespace mbts.spark {
          Detach = 1 << 26,
          Update = 1 << 27,
          Commit = 1 << 28,
-         RootAlgoType = 1 << 29
+         RootAlgoType = 1 << 29,
+         Piq = 1 << 30,
+         Check = 1 << 31
       }
 
       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";
@@ -511,7 +516,7 @@ namespace mbts.spark.utilities {
          }
       }
 
-      public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type) {
+      public static CustomOrderDefinitionImmutable? fit_to_type(CustomOrderDefinitionImmutable defi, Security.ContractOneofCase security_type, bool fit_all_to_spreader = false) {
          var mdef = defi.CloneToMutable();
          switch (security_type) {
             case Security.ContractOneofCase.Synthetic:
@@ -537,7 +542,8 @@ namespace mbts.spark.utilities {
                   case CustomOrderDefinition.CustomOneofCase.Stop:
                   case CustomOrderDefinition.CustomOneofCase.StopLimit:
                   case CustomOrderDefinition.CustomOneofCase.Market:
-                     def = null;
+                  case CustomOrderDefinition.CustomOneofCase.GlbxIceberg:
+                     def = fit_all_to_spreader ? new CustomOrderDefinition { Spreader = new SpreaderOrderDefinition() } : null;
                      break;
                   default:
                      var desc_data = _algo_type_case_descriptor_data[def.CustomCase];
@@ -594,6 +600,7 @@ 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,
@@ -616,6 +623,13 @@ namespace mbts.spark.utilities {
             CustomOrderDefinition.CustomOneofCase.Join,
             CustomOrderDefinition.CustomOneofCase.Cover,
             CustomOrderDefinition.CustomOneofCase.Top
+         },
+         outright_order_types = new[] {
+            CustomOrderDefinition.CustomOneofCase.Market,
+            CustomOrderDefinition.CustomOneofCase.Limit,
+            CustomOrderDefinition.CustomOneofCase.Stop,
+            CustomOrderDefinition.CustomOneofCase.StopLimit,
+            CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
          };
       public static readonly CustomOrderDefinition.CustomOneofCase[] all_order_types = exchange_order_types.Union(spreader_order_types).ToArray();
 
@@ -636,12 +650,12 @@ 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 +871,7 @@ 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 +995,7 @@ 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 +1019,7 @@ 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/OrderPropertiesEditorVM.cs

@@ -26,27 +26,26 @@ using System.Windows.Input;
 
 namespace mbts.spark {
    class InlineOrderProperties {
-      public readonly InlineUserProperty<AccountTuple> account;
+      public readonly InlineUserProperty<uint> account;
       public readonly InlineUserProperty<TimeInForce> time_in_force;
-      public readonly InlineUserProperty<CustomOrderDefinition> order_type_def;
+      public readonly InlineUserProperty<AlgoID> algo;
 
       public InlineOrderProperties(OrdersModel model, LadderSettings settings) : this(
-         new InlineUserProperty<AccountTuple>(),
+         new InlineUserProperty<uint>(settings.default_account, settings.default_account != 0),
          new InlineUserProperty<TimeInForce>(settings.default_time_in_force, true),
-         new InlineUserProperty<CustomOrderDefinition>(model.factory.custom_order(settings.default_order_type), true)) { }
+         new InlineUserProperty<AlgoID>(settings.default_algo, true)) { }
 
       public InlineOrderProperties(OrdersModel model, OrderDefinitionImmutable def) : this(
-         new InlineUserProperty<AccountTuple>(),
-         new InlineUserProperty<TimeInForce>(def.TimeInForce, true),
-         new InlineUserProperty<CustomOrderDefinition>(def.CustomDef.CloneToMutable(), true)) { }
+         new InlineUserProperty<uint>(def.AccountId, def.AccountId != 0),
+         new InlineUserProperty<TimeInForce>(def.TimeInForce, true)) { }
 
       public InlineOrderProperties(
-         InlineUserProperty<AccountTuple> account=null,
+         InlineUserProperty<uint> account=null,
          InlineUserProperty<TimeInForce> time_in_force=null,
-         InlineUserProperty<CustomOrderDefinition> order_type_def=null) {
-         this.account = account ?? new InlineUserProperty<AccountTuple>();
+         InlineUserProperty<AlgoID> algo = null) {
+         this.account = account ?? new InlineUserProperty<uint>();
          this.time_in_force = time_in_force ?? new InlineUserProperty<TimeInForce>();
-         this.order_type_def = order_type_def ?? new InlineUserProperty<CustomOrderDefinition>();
+         this.algo = algo ?? new InlineUserProperty<AlgoID>();
       }
    }
 
@@ -102,14 +101,23 @@ namespace mbts.spark {
          _favorite_algo_definitions_view.LiveFilteringProperties.Add(nameof(AlgoDefinitionVM.is_favorite));
          _favorite_algo_definitions_view.IsLiveFiltering = true;
          favorite_algo_definitions_view.Filter = d => d.is_favorite;
+         //_accounts
+         var inline_account_src = order_properties.AggregateLatest(
+            model.factory.subscribe_accounts(),
+            (last, change, cache) => convert_inline_account(change.New.account, cache),
+            (last, props, change) => convert_inline_account(props.account, change.New),
+            () => new InlineUserProperty<AccountTuple>(),
+            new InlineOrderProperties(),
+            DictionaryHelper.empty<uint, string>());
          _accounts = backing(
             nameof(selected_account),
             model.factory.subscribe_account_tuples(),
-            order_properties.Select(ops => ops.account),
+            inline_account_src,
             a => new AccountTuple?(a),
             () => accounts.Cast<AccountTuple?>().FirstOrDefault(),
             EqualityComparer<AccountTuple?>.Default,
             new[] { new PropertyValidation<AccountTuple?>(a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account")) }.ToReadOnlyList());
+         // time in force
          _time_in_force = backing(
             nameof(selected_time_in_force),
             // remember, both observables must fire once to start the CombineLatest sequence
@@ -164,8 +172,12 @@ namespace mbts.spark {
          }, out IObserver<bool> revert_algo_params_observer);
          var algo_params_dirty_mon = new ReactiveThresholdMonitor<AlgoParamRowVM>(r => r.param.subscribe_is_dirty());
          var nullable_security_md_source = security_md_source.Select(smd => new SecurityMD?(smd)).RefCountReplay(1);
+         var inline_algo_relay = new SelectionModelInlinePropRelay<AlgoDefinitionVM, AlgoDefinitionVM, AlgoID>(_selected_algo_definition, vm => AlgoID.from_algo_key(vm.key, _model.dynamic_helper.dynamic_type_index));
          //
          _dispose = new CompositeDisposable(
+            order_properties.OnDispatcher().Subscribe(props => {
+               inline_algo_relay.on_inline_prop(props.algo);
+            }),
             algo_params_dirty_mon.Subscribe(set_default_algo_params_observer, revert_algo_params_observer),
             ObservableAutoWrapper.connect_item_hooks(_algo_param_rows, algo_params_dirty_mon.join),
             _selected_algo_definition.subscribe_changed(_selected_algo_definition_Changed),
@@ -226,6 +238,7 @@ namespace mbts.spark {
                Disposable.dispose(ref _algo_param_rows_hook);
             }
          };
+         // local methods
          async Task save_template_async(AlgoDefinitionTemplateVM template) {
             using (_preserve_selection_by_index())
                await AlgoPersistenceHelper.persist_template(model, algo_definitions, template);
@@ -250,6 +263,10 @@ namespace mbts.spark {
                   break;
             }
          }
+         InlineUserProperty<AccountTuple> convert_inline_account(InlineUserProperty<uint> account_id, IReadOnlyDictionary<uint, string> account_map) =>
+            account_id.has_value && account_map.TryGetValue(account_id.value, out string name) ?
+               new InlineUserProperty<AccountTuple>(new AccountTuple(account_id.value, name), account_id.force_override) :
+               new InlineUserProperty<AccountTuple>();
       }
 
       IDisposable _template_collection_sync;

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/Spark.csproj

@@ -42,6 +42,7 @@
     <PackageReference Include="System.Reactive" Version="3.1.1" />
     <PackageReference Include="protobuf-net" Version="2.3.2" />
     <PackageReference Include="System.Windows.Interactivity.WPF" Version="2.0.20525" />
+    <PackageReference Include="WPFTextBoxAutoComplete" Version="1.0.5" />
   </ItemGroup>
   <ItemGroup>
     <ApplicationDefinition Include="App.xaml" Generator="MSBuild:Compile" />
@@ -52,12 +53,6 @@
     <Resource Include="**\*.png" />
     <ConfigDefaults Include="../../lib/config/defaults/*.conf" />
   </ItemGroup>
-  <ItemGroup>
-    <None Remove="Sounds\game_sound_correct.wav" />
-    <None Remove="Sounds\whistle.wav" />
-    <None Remove="view\Controls\TickUpDown\TickUpDownNullableUIntCommit.xaml" />
-    <None Remove="view\Shell\Workspaces\WorkspacesView.xaml" />
-  </ItemGroup>
   <ItemGroup>
     <Resource Remove="logo.ico" />
   </ItemGroup>
@@ -68,60 +63,5 @@
     <EmbeddedResource Include="Sounds\game_sound_correct.wav" />
     <EmbeddedResource Include="Sounds\whistle.wav" />
   </ItemGroup>
-  <ItemGroup>
-    <Folder Include="Controls\SecurityPicker\" />
-    <Folder Include="view\Extensions\ItemsControl\ObservableItemsSource\" />
-  </ItemGroup>
-  <ItemGroup>
-    <Compile Update="view\Controls\TickUpDown\TickUpDownNullableUIntCommit.xaml.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Update="view\Shell\Workspaces\WorkspacesDialogView.xaml.cs">
-      <SubType>Code</SubType>
-    </Compile>
-  </ItemGroup>
-  <ItemGroup>
-    <None Update="Modules\Trading\AlgoStudio\View\AlgoEditorGridView\AlgoEditorGridView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\AlgoStudio\View\AlgoEditorView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\Ladder\View\LadderSettingsDialog.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\Ladder\View\LadderSettingsView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\Ladder\View\LadderView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\Ladder\View\MiniLadderView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\OrderBook\MiniOrderBook\MiniOrderBookView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\OrderBook\MiniOrderBook\OrderBookView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\OrderBook\View\OrderBookGridView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\OrderBook\View\OrderBookToolBar.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\OrderBook\View\OrderBookView.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="Modules\Trading\OrderBook\View\OrderParamsPanel.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-    <None Update="view\Controls\DIYGrid\Settings\SimpleGridSettingsDialog.xaml">
-      <Generator>MSBuild:Compile</Generator>
-    </None>
-  </ItemGroup>
-
-  <Target Name="diagnostic" AfterTargets="PreBuildEvent">
-  </Target>
+  <Target Name="diagnostic" AfterTargets="PreBuildEvent" />
 </Project>

src/client/spark/Themes/generic.xaml

@@ -14,6 +14,7 @@
     <ResourceDictionary Source="/view/Resources/Buttons.xaml" />
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>
     <ResourceDictionary Source="/view/Resources/MenuItems.xaml" />
+    <ResourceDictionary Source="/view/Controls/ToolBar/ToolBar.xaml" />
     <ResourceDictionary Source="/view/Controls/EditableTextBlock/EditableTextBlock.xaml"/>
     <ResourceDictionary Source="/view/Controls/DragDropItemsControl/DragDropItemsControl.xaml" />
     <ResourceDictionary Source="/view/Controls/DragDropItemsControl/DraggableContentControl.xaml" />

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/KeyedItemSelector.cs

@@ -5,6 +5,7 @@ using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
+using System.Reactive.Linq;
 
 namespace mbts.collections {
    class ItemSelector<T> : ViewModelBase {
@@ -128,7 +129,6 @@ namespace mbts.collections {
       readonly Property<T> _value;
       readonly Func<T, TKey> _key_selector;
       readonly string _prop_name;
-      TKey? _desired_key;
 
       public KeyedItemSelector(IRaiseNotifyPropertyChanged owner, string prop_name, IObservableCollection<T> items, Func<T, TKey> key) {
          _owner = owner;
@@ -143,33 +143,42 @@ namespace mbts.collections {
          get => _value.Value;
          set {
             _value.set(value);
-            if (_desired_key.HasValue) {
+            if (desired_key.HasValue) {
                items.CollectionChanged -= _on_items_CollectionChanged;
-               _desired_key = null;
+               desired_key = null;
             }
             _owner.raise_notify_property_changed(_prop_name);
          }
       }
+      public TKey? desired_key { get; private set; }
 
       public bool try_select(TKey key) {
          if (items.TryGetFirst(i => _key_selector(i).Equals(key), out T result)) {
             value = result;
             return true;
          } else {
-            if (!_desired_key.HasValue) {
+            if (!desired_key.HasValue) {
                items.CollectionChanged += _on_items_CollectionChanged;
             }
-            _desired_key = key;
+            desired_key = key;
             return false;
          }
       }
 
+      public IObservable<T> subscribe_value() =>
+         Observable.Create<T>(o => {
+            o.OnNext(value);
+            _value.Changed += on_changed;
+            return Disposable.Create(() => _value.Changed -= on_changed);
+            void on_changed(T oldval, T newval) => o.OnNext(newval);
+         });
+
       void _on_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
          switch (e.Action) {
             case NotifyCollectionChangedAction.Add:
             case NotifyCollectionChangedAction.Replace:
                foreach (T i in e.NewItems)
-                  if (_key_selector(i).Equals(_desired_key.Value)) {
+                  if (_key_selector(i).Equals(desired_key.Value)) {
                      value = i;
                      return;
                   }

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/ObservableKeyedCollection.cs

@@ -128,6 +128,15 @@ namespace mbts.collections {
          }
       }
 
+      public void SyncWithDictionary(IReadOnlyDictionary<TKey, T> dictionary) {
+         foreach (var k in _map.Keys.Except(dictionary.Keys).ToList())
+            Remove(k);
+         foreach (var kv in dictionary) {
+            if (!ContainsKey(kv.Key))
+               Add(kv.Value);
+         }
+      }
+
       public void SyncWithDictionary<TModel>(IReadOnlyDictionary<TKey, TModel> dictionary, Func<TModel, T> factory) {
          foreach (var k in _map.Keys.Except(dictionary.Keys).ToList())
             Remove(k);
@@ -206,6 +215,11 @@ namespace mbts.collections {
    }
    
    static class ObservableKeyedCollectionExtensions {
+      public static void AddRange<T, TKey>(this ObservableKeyedCollection<T, TKey> collection, IEnumerable<T> values) {
+         foreach (var v in values)
+            collection.Add(v);
+      }
+
       public static IReadOnlyObservableKeyedCollection<TResult, TKey> WrapSelector<T, TKey, TResult>(this IReadOnlyObservableKeyedCollection<T, TKey> source, Func<T, TResult> selector) =>
          new SelectorWrapper<T, TKey, TResult>(source, selector);
 

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/Commands/ObservantCommand.cs

@@ -45,8 +45,10 @@ namespace mbts.ui {
          var cmd = new DelegateCommand(() => execute(param), () => can_execute);
          observer = new AnonymousObserver<T>(p => {
             param = p;
-            if (can_execute != get_can_execute(param))
+            if (can_execute != get_can_execute(param)) {
+               can_execute = !can_execute;
                cmd.RaiseCanExecuteChanged();
+            }
          });
          return cmd;
       }

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

@@ -6,19 +6,15 @@ namespace mbts.ui {
    // Value = "{mbts:BTSColor X.y}"
    // Some colos are also available as static resources in colors.xaml
    public static class BTSColors {
+      // 84 = 255 * 0.33
+      const byte _one_third_opacity_strength = 84;
       static Brush _header_brush, _header_text_brush, _header_alternate_brush, _header_error_text_brush;
 
       static BTSColors() {
-         _init_brush(header, out _header_brush);
-         _init_brush(header_text, out _header_text_brush);
-         _init_brush(header_alternate, out _header_alternate_brush);
-         _init_brush(header_error_text, out _header_error_text_brush);
-      }
-
-      // freezing brushes makes them thread-safe
-      static void _init_brush(BTSColor color, out Brush brush) {
-         brush = color;
-         brush.Freeze();
+         _header_brush = header;
+         _header_text_brush = header_text;
+         _header_alternate_brush = header_alternate;
+         _header_error_text_brush = header_error_text;
       }
 
       [DisplayInfo(name = "Default Header")]
@@ -72,7 +68,7 @@ namespace mbts.ui {
       }
 
       public static class MarketData {
-         static readonly Brush _bid_brush, _ask_brush;
+         static readonly Brush _bid_brush, _ask_brush, _semi_transparent_bid_brush, _semi_transparent_ask_brush;
 
          static MarketData() {
             // null BTSColors are implicitly gray media colors/brushes (this behavior is problematic and should be changed),
@@ -81,6 +77,8 @@ namespace mbts.ui {
             ask = BTSCoreColors.red_darker;
             _bid_brush = bid;
             _ask_brush = ask;
+            _semi_transparent_bid_brush = new BTSColor(_one_third_opacity_strength, BTSColors.MarketData.bid);
+            _semi_transparent_ask_brush = new BTSColor(_one_third_opacity_strength, BTSColors.MarketData.ask);
          }
          // Base Colors
          [DisplayInfo(name = "Market Data")]
@@ -97,6 +95,9 @@ namespace mbts.ui {
 
          public static Brush bid_brush => _bid_brush;
          public static Brush ask_brush => _ask_brush;
+         public static Brush semi_transparent_bid_brush => _semi_transparent_bid_brush;
+         public static Brush semi_transparent_ask_brush => _semi_transparent_ask_brush;
+
 
          [DisplayInfo(name = "Settlement")]
          public static BTSColor settlement_background { get { return Grid.default_column_background; } }
@@ -165,14 +166,14 @@ namespace mbts.ui {
 
 
          static Orders() {
-            _init_brush(_sent, out sent_brush);
-            _init_brush(filled_dark, out filled_dark_brush);
-            _init_brush(working_cancel, out working_cancel_brush);
-            _init_brush(working_order_background, out working_order_background_brush);
-            _init_brush(completed_order_background, out completed_order_background_brush);
-            _init_brush(error_order_background, out error_order_background_brush);
-            _init_brush(canceled_order_background, out canceled_order_background_brush);
-            _init_brush(modified, out modified_brush);
+            sent_brush = _sent;
+            filled_dark_brush = filled_dark;
+            working_cancel_brush = working_cancel;
+            working_order_background_brush = working_order_background;
+            completed_order_background_brush = completed_order_background;
+            error_order_background_brush = error_order_background;
+            canceled_order_background_brush = canceled_order_background;
+            modified_brush = modified;
          }
 
          // Base Colors
@@ -222,6 +223,7 @@ 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/ISettingsProfileService.cs

@@ -0,0 +1,70 @@
+using bts.api.core;
+using mbts.spark;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.persist {
+   /// <summary>
+   /// This service offers methods to save named settings, and observe the resultant named-settings <see cref="IObservable{T}"/> <see cref="TableUpdate{T, TKey}"/>.
+   /// </summary>
+   /// <typeparam name="T">The type of settings.</typeparam>
+   interface ISettingsProfileService<T> where T : class, IEquatable<T> {
+      uint add_or_update(SettingsProfile<T> value);
+      IReadOnlyList<uint> add_or_update(IEnumerable<SettingsProfile<T>> value);
+      void remove(uint id);
+      IObservable<TableUpdate<SettingsProfile<T>, uint>> subscribe_all();
+   }
+
+   class SettingsProfileService<T> : ISettingsProfileService<T> where T : class, IEquatable<T> {
+      readonly UserSettingsHub _hub;
+      readonly Func<UserSettings, ImmutableDictionary<uint, SettingsProfile<T>>> _get_profiles;
+      readonly Func<UserSettings, IReadOnlyDictionary<uint, SettingsProfile<T>>, UserSettings> _set_profiles;
+
+      public SettingsProfileService(UserSettingsHub hub, Func<UserSettings, ImmutableDictionary<uint, SettingsProfile<T>>> get_profiles, Func<UserSettings, IReadOnlyDictionary<uint, SettingsProfile<T>>, UserSettings> set_profiles) {
+         _hub = hub;
+         _get_profiles = get_profiles;
+         _set_profiles = set_profiles;
+      }
+
+      // Note: this operation is atomic, but does not protect against overwrites.
+      // This is not cause for concern, since settings are saved via user intervention (not programatically),
+      // it is pracically impossible for the user to click 'Save' fast enough to cause an incidental overwrite.
+      public uint add_or_update(SettingsProfile<T> value) {
+         var curr = _hub.current;
+         var mdata = _get_profiles(curr);
+         if (value.id == 0)
+            value = value.with(curr.next_ladder_profile_id);
+         _hub.save_default(_set_profiles(curr, mdata.SetItem(value.id, value))).ignore();
+         return value.id;
+      }
+
+      public IReadOnlyList<uint> add_or_update(IEnumerable<SettingsProfile<T>> values) {
+         var curr = _hub.current;
+         var builder = _get_profiles(curr).ToBuilder();
+         var ids = new List<uint>();
+         uint new_id = curr.next_ladder_profile_id;
+         foreach (var value in values) {
+            if (value.id == 0) {
+               builder.Add(new_id, value.with(new_id));
+               new_id++;
+            } else {
+               builder[value.id] = value;
+            }
+         }
+         _hub.save_default(_set_profiles(curr, builder.ToDictionary())).ignore();
+         return ids;
+      }
+
+      public void remove(uint id) {
+         var curr = _hub.current;
+         _hub.save_default(_set_profiles(curr, _get_profiles(curr).Remove(id))).ignore();
+      }
+
+      public IObservable<TableUpdate<SettingsProfile<T>, uint>> subscribe_all() =>
+         _hub.subscribe_default_settings().Select(_get_profiles).Table(SettingsProfile<T>.key_fn);
+   }
+}

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

@@ -0,0 +1,79 @@
+using ProtoBuf;
+using System;
+
+namespace mbts.spark {
+   interface ISettingsProfile<T> {
+      uint id { get; }
+      string name { get; }
+      T value { get; }
+      SecurityCriteria security_criteria { get; }
+   }
+
+   struct SettingsProfile<T> : IEquatable<SettingsProfile<T>> where T : class, IEquatable<T> {
+      public static readonly Func<SettingsProfile<T>, uint> key_fn = ns => ns.id;
+
+      public readonly uint id;
+      public readonly string name;
+      public readonly T value;
+      public readonly SecurityCriteria security_criteria;
+
+      public SettingsProfile(uint id, string name, T value, SecurityCriteria security_criteria = null) {
+         this.id = id;
+         this.name = name;
+         this.value = value;
+         this.security_criteria = security_criteria;
+      }
+
+      public SettingsProfile<T> with(uint? id = null, string name = null, T value = null, SecurityCriteria security_criteria = null) =>
+         new SettingsProfile<T>(id ?? this.id, name ?? this.name, value ?? this.value, security_criteria ?? this.security_criteria);
+
+      public bool Equals(SettingsProfile<T> other) =>
+         id == other.id &&
+         name == other.name &&
+         value.safe_equals(other.value) &&
+         security_criteria.safe_equals(other.security_criteria);
+
+      public override bool Equals(object obj) =>
+         obj is SettingsProfile<T> other && Equals(other);
+
+      public override int GetHashCode() =>
+         id.GetHashCode();
+   }
+
+   [ProtoContract]
+   class LadderSettingsProfile : ISettingsProfile<LadderSettings>, IEquatable<LadderSettingsProfile> {
+      public LadderSettingsProfile() { }
+
+      public LadderSettingsProfile(uint id, string name, LadderSettings value, SecurityCriteria security_criteria = null) {
+         this.id = id;
+         this.name = name;
+         this.value = value;
+         this.security_criteria = security_criteria;
+      }
+
+      [ProtoMember(1)]
+      public uint id { get; }
+
+      [ProtoMember(2)]
+      public string name { get; }
+
+      [ProtoMember(3)]
+      public LadderSettings value { get; }
+
+      [ProtoMember(4)]
+      public SecurityCriteria security_criteria { get; }
+
+      public LadderSettingsProfile with(uint? id = null, LadderSettings value = null) =>
+         new LadderSettingsProfile(id ?? this.id, name, value ?? this.value, security_criteria);
+
+      public bool Equals(LadderSettingsProfile other) =>
+         other != null &&
+         id == other.id &&
+         name == other.name &&
+         value.safe_equals(other.value) &&
+         security_criteria.safe_equals(other.security_criteria);
+
+      public override bool Equals(object obj) => Equals(obj as LadderSettingsProfile);
+      public override int GetHashCode() => id.GetHashCode();
+   }
+}

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

@@ -2,11 +2,14 @@
 using mbts.ui.settings;
 using ProtoBuf;
 using System;
+using System.Collections.Generic;
+using System.Linq;
 
 namespace mbts.spark {
    interface IDefaultableSettings {
       bool use_defaults { get; set; }
    }
+
    /// <summary>
    /// The settings Mothership.  All window - and any other future user based - settings should have a corresponding default member here.
    /// </summary>
@@ -17,7 +20,7 @@ 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
@@ -25,6 +28,18 @@ namespace mbts.spark {
 
       [ProtoMember(1)]
       LadderSettings _ladder;
+      [ProtoMember(11)]
+      readonly LadderSettingsProfile[] _ladder_profiles;
+      /// When Profiles Are Deleted, ladders that were using that profile shall copy the profile's settings to a local profile.
+      /// Therefor:
+      ///    Deleted profile ids must never be reused.
+      ///    If they were reused, consider an unloaded workspace with ladders that were using the deleted profile.
+      ///    If such a workspace was reloaded after a new profile was saved with the deleted one's id, the ladders using that deleted profile would suddenly be using the new profile.
+      /// To Prevent IDs From Being Recycled:
+      ///    The last profile id is stored in the protobuf (<see cref="_last_ladder_profile_id"/>).
+      ///    Anytime a profile is added, it shall use <see cref="next_ladder_profile_id"/>.
+      [ProtoMember(12)]
+      uint _last_ladder_profile_id;
       // removing NotificationSettings these from proto-serialization, since they are disabled by default for now.
       // This way, when they are enabled, there won't be any backwards compatability issues to worry about, as no clients will have persisted them yet.
       NotificationSettings _notification;
@@ -44,24 +59,30 @@ namespace mbts.spark {
 
       public UserSettings() { }
 
+      public UserSettings(LadderSettingsProfile[] ladder_profiles) =>
+         _ladder_profiles = ladder_profiles;
+
       public LadderSettings ladder => _ladder ?? (_ladder = LadderSettings.Default);
+      public IReadOnlyList<LadderSettingsProfile> ladder_profiles => _ladder_profiles ?? Array.Empty<LadderSettingsProfile>();
+      public uint next_ladder_profile_id => _last_ladder_profile_id + 1;
       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());
 
-      public UserSettings with(LadderSettings ladder = null, 
-         NotificationSettings notification = null, 
-         GridSettings provided_market_view_gridsettings = null, 
+      public UserSettings with(LadderSettings ladder = null,
+         LadderSettingsProfile[] ladder_profiles = null,
+         NotificationSettings notification = null,
+         GridSettings provided_market_view_gridsettings = null,
          GridSettings time_and_sales = null,
          GridSettings provided_fills_gridsettings = null,
          GridSettings provided_synthetic_management_gridsettings = null,
          GridSettings provided_pnl_gridsettings = null,
-         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null) =>
-         new UserSettings {
+         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null) {
+         var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
             _ladder = ladder ?? _ladder,
             _notification = notification ?? _notification,
             _market_view_grid = provided_market_view_gridsettings ?? _market_view_grid,
@@ -69,8 +90,11 @@ namespace mbts.spark {
             _fills_grid = provided_fills_gridsettings ?? _fills_grid,
             _synthetic_management_grid = provided_synthetic_management_gridsettings ?? _synthetic_management_grid,
             _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid,
-            _order_book_grid = order_book_grid ?? _order_book_grid
+            _order_book_grid = order_book_grid ?? _order_book_grid,
          };
+         us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
+         return us;
+      }
 
       public static class FileExtensions {
          public const string

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

@@ -1,7 +1,10 @@
 using bts;
+using bts.utils;
 using mbts.spark;
 using System;
+using System.Collections.Generic;
 using System.ComponentModel.Composition;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Threading.Tasks;
@@ -28,15 +31,40 @@ namespace mbts.persist {
             UserSettings s;
             try {
                s = await _persist.get<UserSettings>(NAME_SPACE, DEFAULT_KEY);
+               if (s != null) {
+                  // ensure valid named ladder set (w/ distinct, non-zero ids)
+                  var ladder_profile_map = new Dictionary<uint, LadderSettingsProfile>();
+                  var unidentified_lps = new List<LadderSettingsProfile>();
+                  foreach (var lp in s.ladder_profiles) {
+                     if (lp.id == 0) {
+                        unidentified_lps.Add(lp);
+                     } else ladder_profile_map[lp.id] = lp;
+                  }
+                  uint id = s.next_ladder_profile_id;
+                  foreach (var lp in unidentified_lps) {
+                     ladder_profile_map[id] = lp.with(id);
+                     id++;
+                  }
+                  var sorted_lps = ladder_profile_map.Values.ToArray();
+                  Array.Sort(sorted_lps, Comparer<uint>.Default.wrap<uint, LadderSettingsProfile>(lp => lp.id));
+                  if (!sorted_lps.SequenceEqual(s.ladder_profiles))
+                     await _persist.set(NAME_SPACE, DEFAULT_KEY, s = s.with(ladder_profiles: sorted_lps));
+               }
             } catch(Exception ex) {
                Log.Persist.warn($"Error loading {typeof(UserSettings)} from namespace '{NAME_SPACE}', will restore factory defaults and continue as usual: {ex}");
                await save_default(s = UserSettings.factory_defaults);
             }
-            if (s != null)
-               _set_and_notify(s);
+            lock (_default_settings_lock) {
+               initialized = true;
+               if (s != null)
+                  _default_settings_subject.OnNext(_default_settings = s);
+            }
          }
       }
 
+      // indicates whether or not the settings have been loaded from the server (this happens once, on startup - see the constructor for details)
+      public bool initialized { get; private set; }
+
       /// Subscribing via _persist.subscribe may be cleaner in theory, however using a local event allows observers to be notified immediately.
       /// Assuming there aren't any rogue agents saving UserSettings by themselves, there should never be any discrepancies.
       public IObservable<UserSettings> subscribe_default_settings() => _default_settings_subject.AsObservable();
@@ -49,20 +77,19 @@ namespace mbts.persist {
       }
 
       public async Task save_default(UserSettings value) {
-         _set_and_notify(value);
+         // notify observers before persisting so the changes are reflected immediately in the ui
+         lock (_default_settings_lock) {
+            _default_settings_subject.OnNext(_default_settings = value);
+         }
+         await _persist_async();
+      }
+
+      async Task _persist_async() {
          try {
-            await _persist.set(NAME_SPACE, DEFAULT_KEY, value);
+            await _persist.set(NAME_SPACE, DEFAULT_KEY, _default_settings);
          } catch(Exception ex) {
              Log.Persist.warn($"Error persisting {typeof(UserSettings)} in namespace '{NAME_SPACE}': {ex}");
          }
       }
-
-      void _set_and_notify(UserSettings value) {
-         lock (_default_settings_lock) {
-            _default_settings = value;
-            // notify observers before persisting so the changes are reflected immediately in the ui
-            _default_settings_subject.OnNext(value);
-         }
-      }
    }
 }

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/ProtoHelper.cs

@@ -61,7 +61,8 @@ namespace bts.utils {
 
       static class MutableFactoryStore {
          [ThreadStatic]
-         static readonly Dictionary<Type, Func<IMessage>> _factories = new Dictionary<Type, Func<IMessage>>();
+         static Dictionary<Type, Func<IMessage>> _factories_backing;
+         static Dictionary<Type, Func<IMessage>> _factories => _factories_backing ?? (_factories_backing = new Dictionary<Type, Func<IMessage>>());
 
          public static Func<IMessage> get(Type type) =>
             _factories.GetOrAdd(type,

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

@@ -1,5 +1,6 @@
 using System;
 using System.Collections.Generic;
+using System.Collections.Specialized;
 using System.Reactive.Linq;
 
 namespace mbts.ui.utility {
@@ -22,6 +23,35 @@ namespace mbts.ui.utility {
          : base(items, item => item, select_default, comparer) { }
    }
 
+   class SelectionModelInlinePropRelay<TItem, TValue, TKey> where TKey : IEquatable<TKey> {
+      readonly SelectionModel<TItem, TValue> _model;
+      readonly Func<TItem, TKey> _item_key;
+      IDisposable _select_inline_prop;
+
+      public SelectionModelInlinePropRelay(SelectionModel<TItem, TValue> model, Func<TItem, TKey> item_key) {
+         _model = model;
+         _item_key = item_key;
+      }
+
+      public void on_inline_prop(InlineUserProperty<TKey> inline_prop) {
+         Disposable.dispose(ref _select_inline_prop);
+         if (inline_prop?.has_value ?? false) {
+            if (!_try_convert_inline_prop() && _model.items is INotifyCollectionChanged ncc) {
+               _select_inline_prop = ncc.Subscribe((s, e) => {
+                  if (_try_convert_inline_prop())
+                     Disposable.dispose(ref _select_inline_prop);
+               });
+            }
+            bool _try_convert_inline_prop() {
+               if (_model.items.TryGetFirst(i => _item_key(i).Equals(inline_prop.value), out var item)) {
+                  _model.on_inline_property(new InlineUserProperty<TItem>(item, inline_prop.force_override));
+                  return true;
+               } else return false;
+            }
+         }
+      }
+   }
+
    class SelectionModel<TItem, TValue> {
       readonly Func<TValue> _select_default;
       readonly IEqualityComparer<TValue> _value_comparer;

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) {
@@ -585,13 +592,14 @@ namespace mbts.ui.shell {
    public abstract class DisposableViewModelBase : ViewModelBaseWithValidation, IPropertyChangedDemuxer, IDisposable, IWillLetYouKnowWhenIDispose
    {
       protected IDisposable _dispose = null;
-      private List<IDisposable> _observable_properties;
+      List<IDisposable> _observable_properties_backing;
+      List<IDisposable> _observable_properties => _observable_properties_backing ?? (_observable_properties_backing = new List<IDisposable>());
       PropertyChangedDemuxer _property_changed_demuxer_backing;
 
       IPropertyChangedDemuxer _property_changed_demuxer =>
          _property_changed_demuxer_backing ?? (_property_changed_demuxer_backing = new PropertyChangedDemuxer(this));
 
-      IObservable<T> IPropertyChangedDemuxer.subscribe<T>(string property) => (_property_changed_demuxer_backing ?? (_property_changed_demuxer_backing = new PropertyChangedDemuxer(this))).subscribe<T>(property);
+      IObservable<T> IPropertyChangedDemuxer.subscribe<T>(string property) => _property_changed_demuxer.subscribe<T>(property);
       IObservable<object> IObservableDemuxer<string, PropertyChangedEventArgs, object>.subscribe(string property) => _property_changed_demuxer.subscribe(property);
       void IObserver<PropertyChangedEventArgs>.OnNext(PropertyChangedEventArgs value) => _property_changed_demuxer.OnNext(value);
       void IObserver<PropertyChangedEventArgs>.OnError(Exception error) => _property_changed_demuxer.OnError(error);
@@ -600,7 +608,6 @@ namespace mbts.ui.shell {
       internal IPropertyChangedDemuxer as_demuxer() => this;
 
       protected Property<T> backing<T>(string name, IObservable<T> source, T default_value = default(T)) {
-         if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          var prop = new ObservablePropertySink<T>(this, name, default_value);
          _observable_properties.Add(source.Subscribe(prop));
          return prop;
@@ -611,7 +618,6 @@ namespace mbts.ui.shell {
       /// <para/>Note: UI settings in particular may find this useful, as brushes and other Freezable types are not inherently thread safe.
       /// </summary>
       protected Property<T> backing<T, TData>(string name, IObservable<TData> source, Func<TData, T> select, T default_value = default) {
-         if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          var prop = new ObservablePropertySink<T>(this, name, default_value);
          _observable_properties.Add(source.OnDispatcher().Subscribe(d => prop.set(select(d))));
          return prop;
@@ -678,7 +684,6 @@ namespace mbts.ui.shell {
       }
 
       protected void attach<T, V>(SelectorProperty<T, V> selector_property, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item) {
-         if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          _observable_properties.Add(items.OnDispatcher().Subscribe(selector_property));
          _observable_properties.Add(desired_item.OnDispatcher().Subscribe(selector_property));
       }
@@ -715,7 +720,7 @@ namespace mbts.ui.shell {
       protected virtual void Dispose(bool disposing) { }
       public void Dispose() {
          Disposable.dispose(ref _dispose);
-         Disposable.dispose(_observable_properties);
+         Disposable.dispose(_observable_properties_backing);
          Disposable.dispose(ref _property_changed_demuxer_backing);
          Dispose(true);
          OnDisposed?.Invoke(true);

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

@@ -1,7 +1,10 @@
 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 static readonly Func<AccountTuple?, uint> nullable_key_fn = a => a.HasValue ? a.Value.id : 0u;
+
       public readonly uint id;
       public readonly string name;
 
@@ -10,6 +13,14 @@ 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 +29,4 @@ 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);
    }
-}
+}