fixing merge

SP-69 fix stop and stop limit orders

Approved-by: John Colvin <john.colvin@bluetradesys.com>

.gitignore

@@ -34,3 +34,4 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+/build

.vscode/c_cpp_properties.json

@@ -5,7 +5,9 @@
             "includePath": [
                 "/usr/include",
                 "/usr/local/include",
-                "${workspaceRoot}"
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
             ],
             "defines": [],
             "intelliSenseMode": "clang-x64",
@@ -13,13 +15,16 @@
                 "path": [
                     "/usr/include",
                     "/usr/local/include",
-                    "${workspaceRoot}"
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
                 ],
                 "limitSymbolsToIncludedHeaders": true,
                 "databaseFilename": ""
             },
             "cStandard": "c11",
-            "cppStandard": "c++17"
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
         },
         {
             "name": "Windows",

.vscode/tasks.json

@@ -14,24 +14,21 @@
             "focus": false,
             "panel": "shared"
          },
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         }
+         "group": "build"
       },
       {
-         "label": "server_build",         
+         "label": "server_build",
          "type": "shell",
          "command": ".\\tools\\buildsparkd.cmd",
-         "problemMatcher": {                        
-            "base": "$gcc",       
+         "problemMatcher": {
+            "base": "$gcc",
             "owner": "cpp",
             "fileLocation": [
                "relative",
-               "${workspaceFolder}"               
+               "${workspaceFolder}"
             ],
             "pattern": {
-               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",               
+               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
                "file": 8,
                "line": 9,
                "column": 10,
@@ -49,6 +46,18 @@
             "kind": "build",
             "isDefault": true
          }
-      }      
+      },
+      {
+         "label": "linux build (Debug)",
+         "type": "shell",
+         "command": "cd build/ninja_debug; time ninja",
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         },
+         "problemMatcher": [
+            "$gcc"
+         ]
+      }
    ]
 } 

doc/api/content/client/_index.md

@@ -1,6 +1,6 @@
 +++
 title="Client API"
-template="client.html"
+redirect_to = "client/getting-started/overview/"
 sort_by="weight"
 +++
 

doc/api/content/client/getting-started/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="client.html"
 sort_by="weight"
 weight = 1
 +++ 

doc/api/content/client/getting-started/install.md

@@ -1,9 +1,25 @@
 +++
 title = "Install Prerequisites"
-template="client.html"
-weight = 1
+weight = 10
 +++
 
-## Coming Soon
+# C#/.NET
+
+We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.
+
+```
+dotnet new console -lang c#
+dotnet add package spark_sdk
+dotnet build
+```
+
+# C++
+
+The easiest way to get started with C++ is to use the Spark Server SDK to develop your application.  Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
+
+# JavaScript
+
+We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet.  If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
+
+
 
-* Install .net core

doc/api/content/client/getting-started/overview.md

@@ -0,0 +1,31 @@
++++
+title = "Overview"
+weight = 1
++++
+
+The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem.  The API is divided into several independent **"services"** responsible for different aspects of the system.  A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
+
+The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
+
+Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol.  We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
+
+## Orders
+
+Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
+
+## Spreader
+
+Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads.  Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
+
+## Position
+
+Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
+
+## Administration
+
+Use the [AdminService](/client/services/adminservice) to manage users and control limits.
+
+## Market Data
+
+For .NET subscribe to market data though the high level MarketDataClient interface.  From C++ or JavaScript use the MarketDataRelay service directly.
+

doc/api/content/client/getting-started/services.md

@@ -0,0 +1,127 @@
++++
+title = "Services"
+weight = 20
++++
+
+The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner.  Services have both functions which return a single result and streams of data which return values continuously while subscribed.  This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
+
+# ServiceContext
+
+To connect your client to the Spark Server you need to get or create a `ServiceContext` instance.  A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection.  Generally there should be a single `ServiceContext` per process.  All of the methods on the `ServiceContext` are safe thread safe.
+
+Construct a ServiceContext by calling the default constructor.  The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection.  To determine the URL it will search the following locations and use the first one that is present.  
+
+* A command line argument `-configserver <url>`
+* An environment variable `BTSCONFIG`
+* `%APPDATA%/bts/conf/spark.conf` (Windows)
+* /sparkdata/conf/spark.conf (Linux)
+* $HOME/sparkdata/conf/spark.conf (Linux)
+
+If your application is running on a system with the BTS Client installed this will probably work without any further configuration.  If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
+</div>
+
+To get a proxy for a given service call ServiceContext.locate&lt;T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service.  The locate call cannot fail but it may return a disconnected proxy.  When you make a call on the proxy you should check the call result to see if the method call succeeded.
+
+# RPC
+
+Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value.  In this example the `create_order` call takes a `Create` instance and returns a `Response`.  
+
+```C
+service OrderService { 
+  rpc create_order(Create) returns (Response);
+  ...
+}
+```
+
+The `Create` and `Response` types are also defined as protocol buffer messages.  Each field can either be a primitive type another message or a list or map.
+
+```C
+message Create {
+  OrderDefinition new_order = 1;
+  double price = 2;
+  uint32 quantity = 3;
+}
+
+message Response {
+    uint32 order_key = 1; 
+    OrderError error_code = 2; 
+    string msg = 3;
+}
+```
+
+Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`.  In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
+
+To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`.  If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
+
+
+### C# example
+```c#
+var ctx = new ServiceContext();
+var orders = ctx.locate<OrderService>();
+var response = 
+  await orders.create_order_async(
+    new Create { price = 2.25, quantity = 42 });
+if (response.success) {
+  Console.WriteLine($"success: {response.value}");
+}
+else {
+  Console.WriteLine($"Error: {response.error_message}");
+}
+```
+### C++ example
+```cpp
+auto ctx = ServiceContext{};
+auto orders = ctx.locate<OrderService>();
+Create c;
+c.set_price(2.25);
+c.set_quantity(42);
+// Instead of providing an _async method C++ uses overloading.
+// To make a syncronous call simply omit the callback
+orders.create_order(c, [=](const Result<Response>& response) {
+  if(response.success()) {
+    std::cout << "success.";
+  }
+  else {
+    std::cout << "error: " << response.error_message();
+  }
+});
+```
+
+# Streams
+
+Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects.  Similar to a database row each item has an `id` which uniquely identifies it within the collection.  Updates from the Spark server can add, remove or replace entries in the collection.  Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
+
+Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
+
+When defined in a proto file streams use the `stream` keyword on the result type.
+```C
+service OrderService { 
+  ...
+  rpc fills (FillsSub) returns (stream Fill);
+}
+```
+
+### C# example
+```c#
+  var sc = new ServiceContext();
+  var orders = sc.locate<OrderService>();
+  var fills_observable = orders.subscribei_fills();
+  var unsub = fills_observable.Subscribe(update => {
+    Console.WriteLine(
+        "Added {0} items, Removed {1} items, Updated {2} items.  Total items {3}", 
+        update.added.Count(), 
+        update.removed.Count(), 
+        update.changes.Count(), 
+        update.all.Count());
+  });
+
+  Thread.Sleep(TimeSpan.FromMinutes(5));
+  unsub.Dispose();
+```
+### C++ Example
+```cpp
+```

doc/api/content/client/samples/_index.md

@@ -0,0 +1,6 @@
++++
+title="Samples"
+sort_by="weight"
+weight = 30
++++ 
+

doc/api/content/client/services/AdminService.md

@@ -0,0 +1,3 @@
++++
+title = "AdminService"
++++

doc/api/content/client/services/OrderService.md

@@ -0,0 +1,3 @@
++++
+title = "OrderService"
++++

doc/api/content/client/services/PositionService.md

@@ -0,0 +1,3 @@
++++
+title = "PositionService"
++++

doc/api/content/client/services/SyntheticSecurityService.md

@@ -0,0 +1,3 @@
++++
+title = "SyntheticService"
++++

doc/api/content/client/services/_index.md

@@ -0,0 +1,6 @@
++++
+title="Services"
+#sort_by="weight"
+weight = 10
++++ 
+

doc/api/content/client/services/marketdata.md

@@ -0,0 +1,3 @@
++++
+title = "Market Data"
++++

doc/api/content/server/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Algo API"
-template="documentation.html"
 redirect_to = "server/getting-started/overview/"
 sort_by="weight"
 +++ 

doc/api/content/server/getting-started/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="documentation.html"
 sort_by="weight"
 weight = 1
 +++ 

doc/api/content/server/getting-started/development.md

@@ -71,12 +71,12 @@ The first step is to start the spark_sdk Docker container with the examples dire
 
 Windows Command Prompt:
 {% clipable() %}
-docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 **Powershell** / Linux / Mac:
 {% clipable() %}
-docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 ### Attach

doc/api/content/server/getting-started/download.md

@@ -5,7 +5,7 @@ weight = 2
 
 ## Request Access 🔑
 
-To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:info@bluetradesys.com">info@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
+To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
 
 ## Download
 

doc/api/content/server/ref/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Reference"
-template="documentation.html"
 sort_by="weight"
 weight = 2
 +++ 

doc/api/content/server/ref/faq.md

@@ -6,3 +6,9 @@ weight = 40
 ## I need to make a call that might take a few seconds. What is the best way to do this?
 
 Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work.  Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
+
+## I don't see the header files in the .zip file. Where are they?
+
+The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include`  This will copy the headers to the current directory in headers.tar.  We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
+
+

doc/api/content/server/samples/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Samples"
-template="documentation.html"
 sort_by="weight"
 weight = 3
 +++ 

doc/api/templates/client.html

@@ -1,31 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{% set section = get_section(path="client/_index.md") %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/documentation.html

@@ -1,36 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{%if page.extra.section %}
-{% set section = get_section(path="{{page.extra.section}}/_index.md") %}
-{% else %}
-{% set section = get_section(path="server/_index.md") %}
-{% endif %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-        {% block next_link %} {% endblock next_link %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/index.html

@@ -1,5 +1,5 @@
 <!DOCTYPE html>
-<html lang="en-gb">
+<html lang="en-us">
     <head>
         <meta charset="UTF-8">
         <meta http-equiv="X-UA-Compatible" content="IE=edge">
@@ -14,6 +14,7 @@
         <link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
         <link rel="icon" href="{{ get_url(path="favicon.ico") }}">
         <link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
+        <script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
     </head>
     <body>
 
@@ -36,13 +37,13 @@
             </nav>
         </header>
 
-        <div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
+        <div class="content content--reversed">
             {% block content %}
                 <div class="hero">
                     <h1>Spark SDK</h1>
                     <p class="hero__tagline">
                         Spark consists of a client UI 
-                        (<a class="white" href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
+                        (<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
                         a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
                         Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
                     </p>
@@ -64,7 +65,7 @@
                             <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
                         </div>
 
-                        <div class="selling-point disabled">
+                        <div class="selling-point">
                             <h2>
                                 Client SDK
                                 <i class="fa fa-gamepad" aria-hidden="true"></i>
@@ -72,19 +73,9 @@
                             <p>
                                 The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
                             </p>
-                            <a href="" class="button" disabled>Get started</a>
+                            <a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
                         </div>
                         
-                        <!-- <div class="selling-point disabled">
-                            <h2>
-                                Microsoft Excel
-                                <i class="fa fa-table" aria-hidden="true"></i>
-                            </h2>
-                            <p>
-                                More of your business is built on excel than probably should be. Continue this worrying trend with the Spark Excel API.
-                            </p>
-                            <a href="" class="button" disabled>Get started</a>
-                        </div> -->
                     </div>
                 </div>
 
@@ -94,6 +85,15 @@
             © Blue Trading Systems
         </footer>
 
+        <script>
+            if (location.hostname == "api.bluetradesys.com") {
+                (function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
+                new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
+                j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
+                'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
+                })(window,document,'script','dataLayer','GTM-56FHG8R');
+            }
+        </script>
         <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>

doc/api/templates/page.html

@@ -1,13 +1,39 @@
-{% extends "documentation.html" %}
+{% extends "index.html" %}
+{# this has access to the "page" variable but documentation.html does not #}
 
 {% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
-{% block doc_content %}
-    <h1>{{page.title}}</h1>
-    {{page.content | safe}}
-{% endblock doc_content %}
 
 {% block next_link %}
-<p>
+{% endblock next_link %}
+
+{% block content %}
+{% set section = get_section(path=page.ancestors[1]) %}
+{# 
+{#<div>{{ section.title }} </div>#}
+<div class="documentation">
+    <aside class="documentation__sidebar">
+        <ul>
+        {% for p in section.subsections %}
+            {% set subsection = get_section(path=p) %}
+            <li>
+                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
+                <ul>
+                    {% for page in subsection.pages %}
+                        <li class="{% if current_path == page.path %}active{% endif %}">
+                            <a href="{{page.permalink}}">{{page.title}}</a>
+                        </li>
+                    {% endfor %}
+                </ul>
+            </li>
+        {% endfor %}
+        </ul>
+    </aside>
+    <div class="documentation__content">
+        <h1>{{page.title}}</h1>
+        {{page.content | safe}}
+
+    {# next/pre links #}
+    <p>
     {% if page.lighter %}
         <a href="{{ page.lighter.permalink }}">
             <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
@@ -21,5 +47,7 @@
             <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
         </a>
     {% endif %}
-</p>
-{% endblock next_link %}
+    </p>
+    </div>
+</div>
+{% endblock content %}

doc/user/content/release_notes/_index.md

@@ -4,6 +4,37 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.15.3
+### Bug Fixes
+  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
+## 2.15.2
+### User Visible Changes  
+  - Excel RTD plugin can now receive ICE market data
+## 2.15.1
+### Bug Fixes
+  - Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
+## 2.15.0
+### User Visible Changes  
+  - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
+  - Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
+  - Added ability to import synthetics from a CSV file; see our manual for further details on this process
+  - Reduced Iceberg reloading latency
+### Bug Fixes
+  - Fixed a bug where highlighted fills could lose their highlight status
+  - Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value
+
+## 2.14.3
+### Bug Fixes
+  - Fixed a bug regarding ICE logon messaging
+  
+## 2.14.2
+### Bug Fixes
+  - Fixed a bug regarding ICE messaging
+  
+## 2.14.1
+### Bug Fixes
+  - Fixed a bug regarding ICE logon authentication
+  
 ## 2.14.0
 ### User Visible Changes  
   - All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -4,43 +4,112 @@ using mbts;
 using mbts.spark;
 using mbts.ui;
 using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading;
+using System.Windows;
 
 namespace bts {
    [Export, Export(typeof(IShellDaemon))]
    class DeleteSyntheticDaemon : IShellDaemon, IDisposable {
+      // request_id is noted in the series of log messages that occur during a particular delete op.
+      static int _request_id = 1;
+
       readonly OrdersModel _orders_model;
       readonly ErrorReporter _error_reporter;
+      IReadOnlyDictionary<uint, ExecutionStrategyImmutable> _strategy_map =
+         DictionaryHelper.empty<uint, ExecutionStrategyImmutable>();
+
       IDisposable _dispose;
 
       [ImportingConstructor]
       public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model, ErrorReporter error_reporter) {
          _orders_model = orders_model;
          _error_reporter = error_reporter;
-         _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
-            .OnDispatcher()
-            .Subscribe(_delete_synthetic);
+         _dispose = Disposable.Create(
+            bus.subscribe(SparkTags.SyntheticDeleteTag).Subscribe(_delete_synthetic),
+            orders_model.spreader.strategy.Subscribe(map => _strategy_map = map));
       }
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
 
-      async void _delete_synthetic(uint id) {
-         var (orders, orders_success) = await _orders_model.on_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
+      async void _delete_synthetic(IImmutableSet<uint> keys) {
+         var log = new LoggerContext(Log.Ui, $"Synthetic Delete Req {unchecked(Interlocked.Increment(ref _request_id))} - ", null);
+         if (keys.is_null_or_empty()) {
+            log.warn("received empty delete request (no securities specified).");
+            return;
+         }
+         log.info($"received request to delete the following {keys.Count} securities: {string.Join(", ", keys)}");
+         var (orders, orders_success) = await _orders_model.security_order_groups.FirstAsyncTask(SparkUtils.DefaultTimeOut);
          if (!orders_success) {
-            _error_reporter.report_error($"Unable to delete synthetic security ({id}): unable to determine whether or not security ({id}) has working orders (deletion is not permitted while there are working orders).");
-            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because the orders lookup timed out (must confirm no working orders).");
-         } else if (orders.state.Values.Any(o => o.order.Def.SecurityKey == id && o.order.is_non_terminal())) {
-            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because non-terminal-orders were detected.");
+            var msg = "Unable to delete synthetic securities: " +
+               $"timed out waiting for orders table (must verify that a synthetic security does not have any working orders before it can be deleted).";
+            _error_reporter.report_error(msg);
+            log.warn(msg);
          } else {
-            ExecutionStrategyImmutable? strategy = await _orders_model.spreader.lookup_strategy_async(id);
-            if (strategy.HasValue) {
-               ExecutionStrategyImmutable deleted_strategy = strategy.Value.with(deleted: true);
-               await _orders_model.spreader.save_strategy(id, deleted_strategy);
+            var working_orders = new List<uint>();
+            var missing_strategies = new List<uint>();
+            var items = new List<(uint key, ExecutionStrategyImmutable strategy)>();
+            var temp_strats = _strategy_map;
+            foreach (var k in keys) {
+               if (orders.state.TryGetValue(k, out var sec_group) && sec_group.table.state.Values.Any(tup => tup.order.is_active())) {
+                  working_orders.Add(k);
+               } else if (!temp_strats.TryGetValue(k, out var strat)) {
+                  missing_strategies.Add(k);
+               } else {
+                  items.Add((k, strat.with(deleted: true)));
+               }
             }
+            var lines = new List<string>();
+            if (working_orders.Count > 0) {
+               lines.Add($"skipping {working_orders.Count} securities because they have working orders.");
+            }
+            if (missing_strategies.Count > 0) {
+               lines.Add($"skipping {missing_strategies.Count} securities because their execution strategies were not discovered.");
+            }
+            if (lines.Count > 0)
+               log.warn(string.Join("; ", lines));
+            var errors = await _orders_model.spreader.save_strategies(items);
+            int error_count = errors.Count(e => !string.IsNullOrEmpty(e));
+            log.info($"{items.Count - error_count}/{items.Count} attempted deletes were successful (skipped {working_orders.Count + missing_strategies.Count}).");
+            // display results to user
+            const string dialog_title = "Synthetic Deletion";
+            string display_msg;
+            MessageBoxImage icon = MessageBoxImage.None;
+            if (keys.Count > 1) {
+               if (error_count == 0 && working_orders.Count == 0 && missing_strategies.Count == 0) {
+                  display_msg = $"Synthetic securities have been deleted.";
+                  icon = MessageBoxImage.Information;
+               } else {
+                  display_msg = $"{keys.Count - error_count - working_orders.Count - missing_strategies.Count}/{keys.Count} securities were successfully deleted.";
+                  icon = MessageBoxImage.Error;
+               }
+            } else {
+               if (error_count == 0 && working_orders.Count == 0 && missing_strategies.Count == 0) {
+                  display_msg = "Synthetic security has been deleted.";
+                  icon = MessageBoxImage.Information;
+               } else {
+                  string reason;
+                  if (error_count > 0) {
+                     reason = errors[0];
+                  } else if (missing_strategies.Count > 0) {
+                     reason = "did not find execution strategy.";
+                  } else if (working_orders.Count > 0) {
+                     reason = "working orders detected.";
+                  } else {
+                     // unexpected code path
+                     reason = "unknown error.";
+                  }
+                  icon = MessageBoxImage.Error;
+                  display_msg = $"Unable to delete synthetic security: " + reason;
+               }
+            }
+            BTSMessageBox.Show(display_msg, dialog_title, BTSMessageBoxButtons.OK, icon);
          }
       }
    }
-}
+}

src/client/spark/Daemons/ErrorReporter.cs

@@ -1,12 +1,15 @@
 using bts.api;
 using bts.api.core;
 using bts.support;
+using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.ui;
 using System;
+using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
+using System.Text;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Threading;
@@ -164,5 +167,45 @@ namespace bts.spark {
          void _report_error(string msg) =>
             error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
       }
+
+      public static async Task<(TResult result, string error_msg)[]> safe_execute_batch<T, TResult>(
+         this ErrorReporter error_reporter,
+         IEnumerable<Task<T>> execute,
+         Func<T, (TResult result, string error_msg)> result_selector,
+         string desc,
+         string title) {
+         //
+         try {
+            var results = await Task.WhenAll(execute as Task<T>[] ?? ArrayHelper.clone_optimized(execute));
+            var result_values = new (TResult, string)[results.Length];
+            StringBuilder error_bd = null;
+            for (int i = 0; i < results.Length; i++) {
+               var r = results[i];
+               var (result, error) = result_selector(r);
+               if (!string.IsNullOrEmpty(error)) {
+                  if (error_bd == null) {
+                     error_bd = new StringBuilder();
+                  } else {
+                     error_bd.AppendLine();
+                  }
+                  error_bd.Append(error);
+               }
+               result_values[i] = (result, error);
+            }
+            if (error_bd != null) {
+               var error_msg = error_bd.ToString();
+               if (!string.IsNullOrEmpty(error_msg))
+                  _report_error(error_msg);
+            }
+            return result_values;
+         }
+         catch (Exception ex) {
+            _report_error(ex.ToString());
+         }
+         return null;
+         //
+         void _report_error(string msg) =>
+            error_reporter.report_error($"Error {desc}: {msg}", title, MessageBoxImage.Warning);
+      }
    }
-}
+}

src/client/spark/Daemons/MDDaemon.cs

@@ -39,7 +39,7 @@ namespace bts {
          _relay.set_token(_token.Value);
          _dispose.Add(
             _ss.Value.subscribei_metadata()
-            .Select(upd => upd.all.ToDictionary(i => i.SecurityKey, i => i.Strategy))
+            .Select(upd => upd.all.Where(i => i.HasStrategy).ToDictionary(i => i.SecurityKey, i => i.Strategy))
             .Subscribe(t => {
                var deleted_synthetic_keys = new HashSet<uint>(t.Where(kv => kv.Value.Deleted).Select(kv => kv.Key));
                // add back 'undeleted' synthetics
@@ -64,4 +64,4 @@ namespace bts {
          Task.Run(run);
       }
    }
-}
+}

src/client/spark/Daemons/OrderTicketDaemon.cs

@@ -3,11 +3,13 @@ using bts.api.core;
 using bts.api.orderman;
 using bts.spark;
 using mbts;
+using mbts.config;
 using mbts.spark;
 using mbts.ui;
 using mbts.ui.spark;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Windows;
@@ -19,20 +21,26 @@ namespace bts.shell {
       readonly IBus _bus;
       readonly OrdersModel _model;
       readonly ErrorReporter _error_reporter;
+      readonly bool _close_on_send;
       IReadOnlyDictionary<uint, SecurityMD> _md_map;
       TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> _orders;
       IDisposable _dispose;
 
       [ImportingConstructor]
-      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter) {
+      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter)
+         : this(bus, model, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().close_on_send) { }
+
+      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter, bool close_on_send) {
          _bus = bus;
          _model = model;
          _error_reporter = error_reporter;
+         _close_on_send = close_on_send;
          _dispose = Disposable.Create(
             model.on_orders.OnDispatcher().Subscribe(o => _orders = o),
             bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m =>_md_map = m),
             bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).OnDispatcher().Subscribe(_show_order_ticket),
             bus.subscribe(SparkTags.ShowOrderTicketTag).OnDispatcher().Subscribe(_show_order_ticket),
+            bus.subscribe(SparkTags.ShowOrderTicketAutoLookupTag).Subscribe(_show_order_tickets),
             bus.subscribe(SparkTags.ShowModifyOrderTag).OnDispatcher().Subscribe(_show_modify_order)
          );
       }
@@ -54,17 +62,28 @@ namespace bts.shell {
       void _show_order_ticket(SecurityMD smd) =>
          _show_order_window(new OrderTicket {
             DataContext = new NewOrderTicketVM(_model, smd,
-               Observable.Return(LadderSettings.Default))
+               Observable.Return(LadderSettings.Default)) {
+               close_on_send = _close_on_send
+            }
          });
 
       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(LadderSettings.Default.calculator_buttons))
+                  Observable.Return(LadderSettings.Default.calculator_buttons)) {
+                  close_on_send = _close_on_send
+               }
             });
       }
 
+      void _show_order_tickets(IImmutableSet<uint> securities) {
+         foreach (var id in securities.empty_if_null()) {
+            if (_md_map.TryGetValue(id, out var smd))
+               _show_order_ticket(smd);
+         }
+      }
+
       void _show_modify_order(uint order_key) {
          if (_orders.state.TryGetValue(order_key, out var ori) && ori.sec.HasValue
             && (ori.order.HasDef && ori.order.Def.HasCustomDef && !(ori.order.Def.CustomDef.HasStop || ori.order.Def.CustomDef.HasStopLimit))) {
@@ -78,4 +97,4 @@ namespace bts.shell {
          }
       }
    }
-}
+}

src/client/spark/Images/Icons.cs

@@ -1,4 +1,5 @@
 using bts;
+using mbts.ui.dpi;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -25,6 +26,7 @@ namespace mbts.ui {
          AttachAlgosKey = nameof(AttachAlgosKey),
          CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
          CopyWFGeometryKey = nameof(CopyWFGeometryKey),
+         CopyBoxesGeometryKey = nameof(CopyBoxesGeometryKey),
          DataEditGeometryKey = nameof(DataEditGeometryKey),
          DetachAlgosKey = nameof(DetachAlgosKey),
          DiskGeometryKey = nameof(DiskGeometryKey),
@@ -44,6 +46,7 @@ namespace mbts.ui {
          KeyGeometryKey = nameof(KeyGeometryKey),
          LetterAKey = nameof(LetterAKey),
          LetterDKey = nameof(LetterDKey),
+         MenuOrientationGeometryKey = nameof(MenuOrientationGeometryKey),
          OrdersGeometryKey = nameof(OrdersGeometryKey),
          PauseGeometryKey = nameof(PauseGeometryKey),
          PaymentGeometryKey = nameof(PaymentGeometryKey),
@@ -55,10 +58,14 @@ namespace mbts.ui {
          StarGeometryKey = nameof(StarGeometryKey),
          ToolsGeometryKey = nameof(ToolsGeometryKey),
          TrashGeometryKey = nameof(TrashGeometryKey),
-         UndoCircularGeometryKey = nameof(UndoCircularGeometryKey);
+         UndoCircularGeometryKey = nameof(UndoCircularGeometryKey),
+         WarningExclamationGeometryKey = nameof(WarningExclamationGeometryKey),
+         WarningGeometryKey = nameof(WarningGeometryKey);
 
       public static Geometry PlayGeometry => Geometry.Parse(get_geometric_path(PlayGeometryKey).FirstOrDefault() ?? string.Empty);
 
+      static readonly Pen _copy_boxes_pen = new Pen(Brushes.Black, HighDpiExtensions.RoundLayoutValue(5)).frozen();
+
       static readonly string base_uri = "pack://application:,,,/Images/Icons/";
       private static ResourceDictionary _resources = (ResourceDictionary)Application.LoadComponent(new Uri("/Images/Vector/Icons.xaml", UriKind.RelativeOrAbsolute));
 
@@ -153,6 +160,7 @@ namespace mbts.ui {
       public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
       public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
       public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
+      public static ImageSource CopyBoxes => create_icon(CopyBoxesGeometryKey, null, _copy_boxes_pen);
       public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
       public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
       public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
@@ -176,6 +184,7 @@ namespace mbts.ui {
       public static ImageSource Import => load_resource_and_freeze("Import");
       public static ImageSource Key => create_icon(KeyGeometryKey);
       public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
+      public static ImageSource MenuOrientation => create_icon(MenuOrientationGeometryKey);
       public static ImageSource Pause => create_icon(PauseGeometryKey);
       public static ImageSource Payment => create_icon(PaymentGeometryKey);
       public static ImageSource Pencil => create_icon(PencilGeometryKey);
@@ -190,6 +199,8 @@ namespace mbts.ui {
       public static ImageSource Tetris { get { return load_resource_and_freeze("Tetris"); } }
       public static ImageSource Tools => create_icon(ToolsGeometryKey);
       public static ImageSource Trash => create_icon(TrashGeometryKey);
+      public static ImageSource Warning => create_icon(WarningGeometryKey, Brushes.IndianRed);
+      public static ImageSource WarningExclamation => create_icon(WarningExclamationGeometryKey, Brushes.IndianRed);
       public static ImageSource UndoCircular => create_icon(UndoCircularGeometryKey);
       public static ImageSource ViewSettings => load_resource_and_freeze("ViewSettings");
       public static ImageSource Wrench { get { return load_resource_and_freeze("Wrench"); } }

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

@@ -46,6 +46,18 @@
     </sys:String>
   </x:Array>
 
+  <x:Array x:Key="{x:Static mbts:Icons.CopyBoxesGeometryKey}" Type="{x:Type sys:String}">
+    <sys:String>
+      M-55,5 L-55,55 L-5,55
+    </sys:String>
+    <sys:String>
+      M-40,-10 L-40,40 L10,40 L10,-10 L-40,-10
+    </sys:String>
+    <sys:String>
+      M-10,10 L40,10 L40,-40 L-10,-40 L-10,10
+    </sys:String>
+  </x:Array>
+
   <sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
     M14.733902,12.084991L9.751783,17.388992 12.982842,17.436005C13.569886,17.462997 14.5229,17.350998 14.876848,17.005005 14.954852,16.929993 15.031879,16.824005 15.02486,16.593002 14.986895,15.457993 14.838883,13.438004 14.733902,12.084991z M22.507753,11.134453C22.480678,11.134323,22.467085,11.135494,22.469961,11.136993L20.64694,11.145004 16.291904,11.192993C16.388891,12.405991 16.596901,15.100998 16.647928,16.539001 16.668924,17.177994 16.448888,17.742004 16.007904,18.168991 15.210897,18.947998 13.893864,19.065002 13.179865,19.065002L9.2818066,19.005005 9.3258129,25.522003 9.3728109,25.528 9.3278271,25.882996 9.3317944,26.395996 9.3107983,26.397995C9.3167797,26.789993,9.3378369,27.552994,9.3958212,29.065994L9.4068075,29.393005C9.4207855,29.819992 9.5648295,29.994995 9.6707884,30.089005 9.9807898,30.365997 10.539817,30.390991 10.717799,30.369003L10.717799,30.375C10.88284,30.354996 11.280855,30.356003 12.823844,30.365997 13.867863,30.371002 15.206869,30.376999 16.594886,30.376999 20.757965,30.376999 23.270998,30.354996 23.862007,30.311005 24.454971,30.268005 24.661029,29.154999 24.690021,28.729996 24.690021,28.729996 24.677997,27.876999 24.661029,26.582993 24.612016,22.671005 24.51198,14.697998 24.472002,12.802002 24.461013,12.302994 24.316969,11.929993 24.034008,11.662003 23.547475,11.200003 22.697284,11.13536 22.507753,11.134453z M8.8867823,2.8410034L2.5417312,10.296997 6.4037791,10.356995C6.8917614,10.390991 8.3258005,10.341003 8.9567896,9.7299957 9.1738335,9.5189972 9.2667919,9.2659912 9.2558046,8.9089966 9.2067934,7.3889923 9.0258213,4.7480011 8.8867823,2.8410034z M10.424826,1.6239929C10.551842,3.302002 10.816799,6.951004 10.876797,8.8560028 10.903836,9.6750031 10.636804,10.360992 10.083818,10.897995 9.0667769,11.882004 7.3527657,11.987991 6.6627546,11.987991 6.4657918,11.987991 6.3367616,11.979004 6.3177796,11.977005L1.6477377,11.905991C1.6387044,14.278992 1.6236895,20.283997 1.6496909,22.358994 1.651705,22.569992 1.6437093,22.780991 1.6366904,22.992004 1.6117265,23.593994 1.5926833,24.112991 1.8537338,24.386002 2.0716933,24.612991 2.6497034,24.886002 4.1457549,24.886002 6.0127832,24.886002 7.0867711,24.876999 7.6967641,24.867004L7.6457993,17.259995 14.853899,9.5849915 16.681924,9.5650024 16.681924,9.5429993 19.454908,9.5289917 19.406934,2.6210022C19.323925,2.3549957,18.960945,1.6239929,17.387928,1.6239929z M9.1738335,0L17.387928,0C19.94692,0,20.874971,1.5299988,21.022983,2.4329987L21.077976,9.5209961 22.446951,9.5139923C22.43395,9.5130005 24.031017,9.4250031 25.148035,10.481995 25.753999,11.054001 26.071996,11.822998 26.092992,12.766998 26.142006,15.065994 26.281044,26.268997 26.307047,28.412003L26.311014,28.764999C26.279029,29.817993 25.750032,31.802002 23.979013,31.931 23.342958,31.977005 20.887972,32 16.683878,32 13.798893,32 11.107818,31.988998 10.808803,31.987991 10.789821,31.990997 9.5147806,32.112 8.6008288,31.309006 8.0858074,30.854996 7.8107797,30.229004 7.7838017,29.444992L7.7728153,29.126999C7.721789,27.759995 7.6978022,26.970993 7.6898061,26.490005 7.0547882,26.5 5.9867817,26.509003 4.1457549,26.509003 2.4377257,26.509003 1.3387128,26.192001 0.68367504,25.509003 -0.055286743,24.742004 -0.017322397,23.742004 0.012707477,22.938004 0.020702986,22.744003 0.028698692,22.559998 0.026684528,22.378998 -0.00029337304,20.240997 0.016674615,13.856995 0.026684528,11.212997L0.026684528,10.867004 0.14167619,10.610992 8.7147823,0.54100037 8.7088009,0.45899963 8.8018194,0.43800354z
   </sys:String>
@@ -280,6 +292,10 @@
     M22.399981,2.4000006C22.099982,2.4000006 21.899982,2.5 21.599982,2.6999998 21.199983,3.1000004 21.199983,3.8000002 21.599982,4.2000003L26.199979,8.9000001C26.599978,9.3000002 27.299977,9.3000002 27.699977,8.9000001 28.099977,8.5000002 28.099977,7.8000002 27.699977,7.4000006L23.099981,2.6999998C22.899981,2.5,22.699981,2.4000006,22.399981,2.4000006z M21.499982,0C22.299982,0,23.199981,0.30000019,23.79998,0.90000057L29.299976,6.4000001C30.599975,7.7000003,30.599975,9.7000003,29.299976,11L22.599981,17.7C21.299983,19,19.299984,19,17.999985,17.7L17.299985,17 12.699989,21.6 10.399991,20.900001 10.899991,23.400001 8.4999928,22.8 8.9999924,25.5 6.2999945,25.1 6.7999945,27.6 4.2999964,27 4.7999954,29.6 2.4999971,32 0,26.6 13.499989,13.1 16.999986,16.6 12.699989,12.3C11.399991,11,11.399991,9.0000002,12.699989,7.7000003L19.399984,1C19.899983,0.30000019,20.699983,0,21.499982,0z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.MenuOrientationGeometryKey}">
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+  </sys:String>
+
   <sys:String x:Key="{x:Static mbts:Icons.OrdersGeometryKey}">
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@@ -363,6 +379,18 @@
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   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.WarningExclamationGeometryKey}">
+    M15.998999,17.988002C16.551,17.988002 16.999,18.437009 16.999,18.990018 16.999,19.543027 16.551,19.992034 15.998999,19.992034 15.446999,19.992034 14.998999,19.543027 14.998999,18.990018 14.998999,18.437009 15.446999,17.988002 15.998999,17.988002z
+    M15.998999,8.0630169C16.552,8.0630169,16.999,8.5110159,16.999,9.0650149L16.999,16.167001C16.999,16.721 16.552,17.168998 15.998999,17.168998 15.446,17.168998 14.998999,16.721 14.998999,16.167001L14.998999,9.0650149C14.998999,8.5110159,15.446,8.0630169,15.998999,8.0630169z
+  </sys:String>
+
+  <sys:String x:Key="{x:Static mbts:Icons.WarningGeometryKey}">
+    M15.998999,17.988002C16.551,17.988002 16.999,18.437009 16.999,18.990018 16.999,19.543027 16.551,19.992034 15.998999,19.992034 15.446999,19.992034 14.998999,19.543027 14.998999,18.990018 14.998999,18.437009 15.446999,17.988002 15.998999,17.988002z
+    M15.998999,8.0630169C16.552,8.0630169,16.999,8.5110159,16.999,9.0650149L16.999,16.167001C16.999,16.721 16.552,17.168998 15.998999,17.168998 15.446,17.168998 14.998999,16.721 14.998999,16.167001L14.998999,9.0650149C14.998999,8.5110159,15.446,8.0630169,15.998999,8.0630169z
+    M15.999277,2.3337629L2.3830507,22.996989 29.615442,22.996989z
+    M15.999513,0C16.50052,-3.8678991E-07,17.001274,0.21826346,17.288297,0.65479128L31.74151,22.585975C32.057495,23.064982 32.084472,23.677966 31.812494,24.184989 31.541494,24.687009 31.02049,24.999999 30.450475,24.999999L1.5480773,24.999999C0.97903845,24.999999 0.45705819,24.687009 0.18703459,24.184989 -0.085979476,23.677966 -0.057963934,23.064982 0.25704309,22.585975L14.709219,0.65479128C14.997247,0.21826346,15.498506,-3.8678991E-07,15.999513,0z
+  </sys:String>
+
   <!--
  'y' for equilateral triangle of side length x:
   (x/2)^2 + Y^2 = x^2

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

@@ -48,5 +48,5 @@ namespace mbts.ui.spark {
       }
    }
 
-   class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row, MarketViewView.Columns> { }
+   class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row> { }
 }

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

@@ -4,10 +4,10 @@ using bts.shell;
 using bts.shell.fills;
 using bts.spark;
 using bts.utils;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
-using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -32,6 +32,7 @@ namespace mbts.spark {
       SecurityCriteria
          _selected_security_criteria_backing,
          _sorted_selected_security_criteria_backing;
+      SparkMenuDisplayVM _menu_display_vm;
 
       public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -48,7 +49,9 @@ namespace mbts.spark {
       public override UIElement Content => _view;
       public override IEnumerable<SparkCommand> Commands => _commands;
       public override MarketViewWindowFactory.StartupData SaveState =>
-         _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns));
+         _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns)) {
+            menu_display = _menu_display_vm.safe_create()
+         };
 
       public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
@@ -101,6 +104,8 @@ namespace mbts.spark {
       public void thread_init() {
          _init_guard.check_access();
          Log.notnull(_state);
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);
          var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
          _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
          _view = new MarketViewView { DataContext = _vm };
@@ -160,7 +165,8 @@ namespace mbts.spark {
                var dialog = new ShellSettingsDialog { DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
-            }))
+            })),
+            _menu_display_vm.spark_cmd
          };
          //
          _vm.selection_changed += on_selection_changed;
@@ -190,5 +196,8 @@ namespace mbts.spark {
          _vm.Dispose();
          Commands.OfType<IDisposable>().DisposeAll();
       }
+
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
    }
 }

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

@@ -1,6 +1,7 @@
 using bts.api;
 using bts.proto;
 using bts.settings;
+using bts.view;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -53,6 +54,8 @@ namespace bts.shell {
          public readonly FilterStates filters;
          [ProtoMember(4)]
          public GridSettings grid;
+         [ProtoMember(5)]
+         public SparkMenuDisplaySettings menu_display;
 
          public StartupData() { }
 

src/client/spark/Modules/Market/TimeAndSales/Settings/TimeAndSalesFilterStates.cs

@@ -0,0 +1,36 @@
+using mbts.spark.filters;
+using mbts.ui;
+using ProtoBuf;
+using System;
+
+namespace bts.shell.time_and_sales {
+   [ProtoContract]
+   class FilterStates {
+      [ProtoMember(1)]
+      public TimeFilterTuple time;
+      [ProtoMember(2)]
+      public string security;
+      [ProtoMember(3)]
+      public DoubleMinMaxState price;
+      [ProtoMember(4)]
+      public UIntMinMaxState size;
+      // [ProtoMember(5)]
+      // ProtoMember 5 cannot be used further
+      [ProtoMember(6)]
+      public string security_key;
+      [ProtoMember(7)]
+      public co2.AggressorSide[] aggressor_sides;
+   }
+
+   static class TimeAndSalesFilterStatesExtensions {
+      public static Func<TimeAndSalesRowVM, bool> build_predicate(this FilterStates fs) {
+         var pb = new ColumnPredicateBuilder<TimeAndSalesRowVM>();
+         pb.add_regex(fs.security, r => r.security.ToString());
+         pb.add_time_filter(fs.time, r => r.time);
+         pb.add_price(fs.price, r => r.price, r => r.security);
+         pb.add_numeric(fs.size, r => r.size);
+         pb.add_discrete_values(fs.aggressor_sides, r => r.aggressor_side);
+         return pb.to_predicate();
+      }
+   }
+}

src/client/spark/Modules/Market/TimeAndSales/Settings/TimeAndSalesSettings.cs

@@ -0,0 +1,74 @@
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System.Collections.Generic;
+using System.Linq;
+using static mbts.ui.controls.DIYGrid;
+using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
+
+namespace bts.shell.time_and_sales {
+   [ProtoContract]
+   class TimeAndSalesSettings {
+      [ProtoMember(1)]
+      public readonly SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      List<SortingCriteria> _sorting_criterion;
+      [ProtoMember(3)]
+      public FilterStates filters;
+      [ProtoMember(4)]
+      public GridSettings grid;
+      [ProtoMember(5)]
+      public SparkMenuDisplaySettings menu_display;
+      [ProtoMember(6)]
+      public bool use_defaults;
+
+      public TimeAndSalesSettings() { }
+
+      public TimeAndSalesSettings(SecurityCriteria security_criteria) :
+         this(security_criteria, new FilterStates(), null, null) { }
+
+      public TimeAndSalesSettings(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
+         this.security_criteria = security_criteria;
+         this.filters = filters;
+         this.grid = grid;
+         _sorting_criterion = sorting_criterion;
+      }
+
+      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+      public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
+
+      public static TimeAndSalesSettings Default(SecurityCriteria security_criteria) =>
+        new TimeAndSalesSettings(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
+
+      public TimeAndSalesSettings with(SecurityCriteria security_criteria) =>
+         new TimeAndSalesSettings(security_criteria, filters, grid);
+
+      public static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.col_id(), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+         public static GridColumnSettings time => new GridColumnSettings(Columns.Time.col_id(), DefaultColumnHeaders.Time, width: DefaultColumnWidths.TimeOfDay);
+         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.col_id(), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings size => new GridColumnSettings(Columns.Size.col_id(), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings aggressor => new GridColumnSettings(Columns.Aggressor.col_id(), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.col_id(), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+
+         public static IEnumerable<SortingCriteria> default_sorting_criterion {
+            get {
+               yield return new SortingCriteria(time.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return time;
+               yield return price;
+               yield return size;
+               yield return aggressor;
+               yield return security_key;
+            }
+         }
+      }
+   }
+}

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

@@ -1,27 +1,26 @@
 using bts.api;
 using bts.co2;
+using mbts;
 using mbts.co2;
+using mbts.spark;
 using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 
-namespace mbts.spark {
+namespace bts.shell.time_and_sales {
    class TimeAndSalesModel : IDisposable {
-      internal readonly SecurityCriteria security_criteria;
-
       static readonly TimeSpan _poll_interval = TimeSpan.FromSeconds(0.4);
       Lazy<IObservable<IReadOnlyList<TradeInfo>>> _trades;
       IDisposable _dispose;
 
-      public TimeAndSalesModel(IBus bus, MDConsumer consumer, SecurityCriteria security_criteria) {
-         this.security_criteria = security_criteria;
-         var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>(); 
+      public TimeAndSalesModel(IBus bus, MDConsumer consumer, IObservable<SecurityCriteria> security_criteria) {
+         var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>();
          _trades = new Lazy<IObservable<IReadOnlyList<TradeInfo>>>(() => Observable.Interval(_poll_interval).Select(_ => {
             var copy = curr_channels;
             return copy.Values.SelectMany(c => c.read_trades()).ToList();
          }));
-         _dispose = security_criteria.subscribe_md_map(bus).Subscribe(
+         _dispose = security_criteria.SelectManyInSeries(sc =>sc.subscribe_md_map(bus)).Subscribe(
             md_map => {
                var copy = new Dictionary<ChannelKey, ChannelConsumer>(curr_channels);
                copy.sync_with_demux(md_map, get_channel_key, get_channel_consumer, update_channel_consumer);
@@ -95,4 +94,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

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

@@ -0,0 +1,70 @@
+using bts.api;
+using bts.co2;
+using bts.utils;
+using bts.utils.csv;
+using mbts;
+using mbts.spark;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+
+namespace bts.shell.time_and_sales {
+   class TimeAndSalesRowVM : ViewModelBase, DIYGrid.IRowVM, ISecurityRow, IEquatable<TimeAndSalesRowVM> {
+      // key comparer guarentees deterministic sorting
+      // if the rows in the collection have unique row_keys.
+      public static readonly IComparer<TimeAndSalesRowVM> key_comparer =
+         new ComparerBuilder<TimeAndSalesRowVM>(new[] {
+            Comparer<DateTime>.Default.wrap<DateTime, TimeAndSalesRowVM>(r => r.time),
+            Comparer<int>.Default.wrap<int, TimeAndSalesRowVM>(r => r.row_key)
+         })
+         .to_comparer()
+         .to_safe();
+
+      readonly TradeMessageImmutable _trade;
+
+      public TimeAndSalesRowVM(int row_key, SecurityImmutable security, TradeMessageImmutable trade) {
+         this.row_key = row_key;
+         this.security = security;
+         _trade = trade;
+         trade_key = trade.Key;
+      }
+
+      public event Action invalidated;
+
+      public int row_key { get; }
+      public uint trade_key { get; }
+      public uint security_key => security.Id;
+      public SecurityImmutable security { get; }
+      public DateTime time => ((ulong)_trade.Time).lldatetime().ToLocalTime();
+      public double price => _trade.price();
+      public uint size => _trade.Size;
+      public AggressorSide aggressor_side => _trade.AggressorSide;
+
+      public void raise_invalidated() =>
+         invalidated?.Invoke();
+
+      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(
+               typeof(TimeAndSalesRowVM),
+               new string[] {
+                  nameof(security),
+                  nameof(time),
+                  nameof(price),
+                  nameof(size),
+                  nameof(aggressor_side),
+                  nameof(security_key),
+               });
+
+      public bool Equals(TimeAndSalesRowVM other) =>
+         other != null &&
+         row_key == other.row_key;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as TimeAndSalesRowVM);
+
+      public override int GetHashCode() =>
+         row_key;
+   }
+}

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

@@ -1,86 +1,363 @@
 using bts.api;
 using bts.co2;
 using bts.collections;
+using bts.utils;
+using mbts;
 using mbts.persist;
+using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.settings;
-using mbts.ui.spark;
+using mbts.ui.shell;
 using mbts.ui.utility;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
+using System.Diagnostics;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Threading.Tasks;
+using System.Threading;
+using System.Windows.Controls;
 using System.Windows.Input;
 using System.Windows.Media;
-using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
 
-namespace mbts.spark {
-   class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
-      readonly IBus _bus;
-      readonly TimeAndSalesModel _model;
-      IWindowSettingsManager<GridSettings> _settings_manager;
+namespace bts.shell.time_and_sales {
+   class TimeAndSalesVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection {
+      const int _max_row_count = 1000;
+      static int _id_counter;
+      static IReadOnlyList<Func<TimeAndSalesVM, IDataGridColumnFilter<TimeAndSalesRowVM>>> _filter_getters =
+         ObjectSnapshot.property_delegates_of_type<TimeAndSalesVM, IDataGridColumnFilter<TimeAndSalesRowVM>>();
 
+      readonly ColumnSortManager _sort_manager;
+      readonly RowFactory _row_factory = new RowFactory();
+      readonly LoggerContext _log;
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
+      readonly DeferrableActionWrapper
+         _refresh_filter,
+         _refresh_sort,
+         _refresh_selected_rows;
+      IComparer<TimeAndSalesRowVM> _comparer_backing;
+      Func<TimeAndSalesRowVM, bool> _filter_backing;
+      ImmutableHashSet<TimeAndSalesRowVM> _selected_rows = ImmutableHashSet<TimeAndSalesRowVM>.Empty;
+      ImmutableList<TimeAndSalesRowVM> _all_rows = ImmutableList<TimeAndSalesRowVM>.Empty;
+      ImmutableList<TradeInfo> _buffered_trades;
+      /// Although the sorting criteria can be obtained from the <see cref="_sort_manager"/> (<see cref="ColumnSortManager.SortingCriteria"/>),
+      /// a local copy is kept because the settings collector may call <see cref="create"/> from a thread
+      /// other than the dispatcher thread associated with this instance as a viewmodel,
+      /// and the <see cref="ColumnSortManager.SortingCriteria"/> property is not thread-safe.
+      /// Therefore, <see cref="create"/> returns this local copy, and thus avoids accessing the non-thread-safe property.
+      ImmutableList<SortingCriteria> _sorting_criteria = ImmutableList<SortingCriteria>.Empty;
+      TimeAndSalesRowVM _current_row;
+      bool _is_paused;
+      int
+         _load_settings_count,
+         _filter_change_count,
+         _sort_change_count;
 
-      public TimeAndSalesVM(IBus bus, IWindowSettingsManager<GridSettings> settings_manager, TimeAndSalesModel model, StartupData startup_data)
-         : base(RXCollection.CreateBuffer(model.trades, 1000), Enumerable.Empty<SortingCriteria>()) {
-         _bus = bus;
-         _model = model;
+      public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager) {
+         _sort_manager = new ColumnSortManager(columns.WrapSelector(c => c as ISortableDIYGridColumn, null), TimeAndSalesView.Columns.RowKey.ToString());
+         _comparer_backing = _sort_manager.BuildComparer(_get_column_comparer);
+         _log = new LoggerContext(Log.Ui, $"Time And Sales VM ({Interlocked.Increment(ref _id_counter)})", null);
          _settings_manager = settings_manager;
-         show_ladder = DelegateCommandParamObserver.Create(current_row_observable, r => _show_ladder_async(r).ignore(), r => r != null);
-         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         if (startup_data.filters is FilterStates filters) {
+         // deferrable filter/sort refresh
+         _refresh_filter = new DeferrableActionWrapper(_refresh_filter_impl);
+         _refresh_sort = new DeferrableActionWrapper(_refresh_sort_impl);
+         _refresh_selected_rows = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke(_selected_rows));
+         // grid settings
+         grid_settings_manager = new SimpleGridSettingsManager<TimeAndSalesRowVM>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
+         grid_settings_manager.load_from(settings_manager.current_settings());
+         // Columns
+         add_column(
+            TimeAndSalesView.Columns.Security,
+            r => r.security.ToString(),
+            DefaultColumnHeaders.Security,
+            DefaultColumnWidths.Security,
+            security_filter,
+            DataGridFilterKnownTemplates.Regex);
+         add_column(
+            TimeAndSalesView.Columns.Time,
+            r => r.time.ToString("h:mm:ss tt"),
+            DefaultColumnHeaders.Time,
+            DefaultColumnWidths.Time,
+            time_filter,
+            DataGridFilterKnownTemplates.TimeFilter);
+         add_column(
+            TimeAndSalesView.Columns.Price,
+            r => r.security.spec_or_default().format(r.price),
+            DefaultColumnHeaders.Price,
+            DefaultColumnWidths.Price,
+            price_filter,
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            System.Windows.HorizontalAlignment.Right);
+         add_column(
+            TimeAndSalesView.Columns.Size,
+            r => r.size.ToString(),
+            DefaultColumnHeaders.Size,
+            DefaultColumnWidths.Size,
+            size_filter,
+            DataGridFilterKnownTemplates.UIntMinMax,
+            System.Windows.HorizontalAlignment.Right);
+         add_column(
+            TimeAndSalesView.Columns.Aggressor,
+            r => r.aggressor_side.ToString(),
+            DefaultColumnHeaders.Aggressor,
+            DefaultColumnWidths.Aggressor,
+            aggressor_filter,
+            DataGridFilterKnownTemplates.EnumValues);
+         add_column(
+            TimeAndSalesView.Columns.SecurityKey,
+            r => r.security_key.ToString(),
+            DefaultColumnHeaders.SecurityKey,
+            DefaultColumnWidths.SecurityKey,
+            security_key_filter,
+            DataGridFilterKnownTemplates.Regex);
+
+         settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager);
+         // commands
+         show_ladder_cmd = new DelegateCommand(() => {
+            if (current_row != null)
+               request_show_ladder?.Invoke(current_row);
+         });
+         // init IDisposable resources
+         var resources = new List<IDisposable>();
+         resources.AddRange(_filters.Select(f => {
+            f.filter_changed += _refresh_filter.execute;
+            return Disposable.Create(() => f.filter_changed -= _refresh_filter.execute);
+         }));
+         _sort_manager.active_sorting_changed += _refresh_sort.execute;
+         resources.Add(Disposable.Create(() => _sort_manager.active_sorting_changed -= _refresh_sort.execute));
+         _dispose = Disposable.Create(resources.ToArray());
+         // local methods
+         void add_column(
+            TimeAndSalesView.Columns col_key,
+            Func<TimeAndSalesRowVM, string> get_cell_text,
+            string header,
+            double width,
+            IDataGridColumnFilter filter,
+            string filter_template,
+            System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
+            columns.Add(new RenderTextColumn<TimeAndSalesRowVM, TimeAndSalesView.Columns>(
+               col_key, get_cell_text, filter, filter_template, _get_aggressor_brush) {
+               id = col_key.col_id(), Header = header, Width = width, horizontal_alignment = h_alignment
+            }
+         );
+      }
+
+      public event Action<ImmutableHashSet<TimeAndSalesRowVM>> selected_rows_changed;
+      public event Action<TimeAndSalesRowVM> current_row_changed, request_show_ladder;
+
+      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
+      public TimeAndSalesRowVM current_row {
+         get => _current_row;
+         set {
+            if (Set(ref _current_row, value))
+               current_row_changed?.Invoke(value);
+         }
+      }
+      public ObservableCollection<TimeAndSalesRowVM> rows { get; } = new ObservableCollection<TimeAndSalesRowVM>();
+      public ImmutableHashSet<TimeAndSalesRowVM> selected_rows => _selected_rows;
+      public int total_row_count => _all_rows.Count;
+      public SimpleGridSettingsManager<TimeAndSalesRowVM> grid_settings_manager { get; }
+      public bool is_paused {
+         get => _is_paused;
+         set {
+            if (_is_paused != value) {
+               _is_paused = value;
+               if (value) {
+                  _buffered_trades = ImmutableList<TradeInfo>.Empty;
+               } else {
+                  var resume = _buffered_trades;
+                  _buffered_trades = null;
+                  on_new_trades(resume);
+               }
+            }
+         }
+      }
+      // filters
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<TimeAndSalesRowVM>(r => r.time);
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security.ToString(), nameof(TimeAndSalesRowVM.security));
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<TimeAndSalesRowVM>(r => r.price);
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, UIntMinMaxState> size_filter { get; } = new UIntMinMax<TimeAndSalesRowVM>(r => r.size, nameof(TimeAndSalesRowVM.size));
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<TimeAndSalesRowVM, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side);
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_key_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security_key.ToString());
+      // commands
+      public ICommand show_ladder_cmd { get; }
+
+      IComparer<TimeAndSalesRowVM> _comparer {
+         get => _comparer_backing;
+         set {
+            if (value == null) {
+               _log.warn("Comparer should not be set to null, will use the default comparer instead (based on trade time, then row key).");
+               _comparer_backing = new ComparerBuilder<TimeAndSalesRowVM>(new[] {
+                  Comparer<DateTime>.Default.wrap<DateTime, TimeAndSalesRowVM>(r => r.time),
+                  Comparer<int>.Default.wrap<int, TimeAndSalesRowVM>(r => r.row_key)
+               })
+               .to_comparer()
+               .to_safe();
+            } else {
+               _comparer_backing = value;
+            }
+            var sorted_rows = rows.ToArray();
+            var snapshot = _selected_rows;
+            Array.Sort(sorted_rows, _comparer_backing);
+            using (_refresh_selected_rows.defer_execution()) {
+               for (int i = 0; i < sorted_rows.Length; i++) {
+                  if (rows[i].row_key != sorted_rows[i].row_key)
+                     rows[i] = sorted_rows[i];
+               }
+            }
+         }
+      }
+
+      Func<TimeAndSalesRowVM, bool> _filter {
+         get => _filter_backing;
+         set {
+            var old_filter = _filter_backing;
+            var new_filter = value;
+            _filter_backing = new_filter;
+            if (new_filter != null) {
+               for (int i = 0; i < rows.Count; i++) {
+                  if (!new_filter(rows[i]))
+                     rows.RemoveAt(i);
+               }
+               rows.RemoveWhere(r => !new_filter(r));
+               if (old_filter != null) {
+                  foreach (var r in _all_rows) {
+                     if (!old_filter(r) && new_filter(r))
+                        rows.InsertSorted(r, _comparer);
+                  }
+               }
+            } else if (old_filter != null) {
+               foreach (var r in _all_rows) {
+                  if (!old_filter(r))
+                     rows.InsertSorted(r, _comparer);
+               }
+            }
+         }
+      }
+
+      IEnumerable<IDataGridColumnFilter<TimeAndSalesRowVM>> _filters =>
+         _filter_getters.Select(fn => fn(this));
+
+      public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting_criteria, GridSettings grid_settings) create() =>
+         (_get_filter_states(), _sorting_criteria, grid_settings_manager.create());
+
+      public void load(FilterStates filters, IEnumerable<SortingCriteria> sorting_criteria, GridSettings grid_settings) {
+         using (_refresh_filter.defer_execution())
+         using (_refresh_sort.defer_execution()) {
+            _log.info($"begin load settings ({++_load_settings_count})...");
+            var timer = new Stopwatch();
+            timer.Start();
+            grid_settings_manager.load_from(grid_settings);
+            _sort_manager.SortingCriteria = sorting_criteria;
+            // load filters
             time_filter.load_state(filters.time);
             security_filter.load_state(filters.security);
             price_filter.load_state(filters.price);
             size_filter.load_state(filters.size);
             aggressor_filter.load_state(filters.aggressor_sides);
             security_key_filter.load_state(filters.security_key);
+            //
+            timer.Stop();
+            _log.info($"load settings ({_load_settings_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
          }
-         // Columns
-         add_column(TimeAndSalesView.Columns.Security, DefaultColumnHeaders.Security, DefaultColumnWidths.Security, nameof(Row.security), security_filter, DataGridFilterKnownTemplates.Regex);
-         add_column(TimeAndSalesView.Columns.Time, DefaultColumnHeaders.Time, DefaultColumnWidths.Time, nameof(Row.time), time_filter, DataGridFilterKnownTemplates.TimeFilter);
-         add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
-         add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
-         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 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,
-         // if the collection is not populated, the column settings will not be applied
-         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
-         grid_settings_manager.load_from(settings_manager.current_settings());
-         _resources.AddRange(
-            show_ladder,
-            DataGridFilterHelper.hook_filters(
-               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, security_key_filter),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
-          );
-         rows_view.set_sort_descriptions(startup_data.sorting_criterion, columns);
       }
 
-      public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
-      public DelegateCommandParamObserver<Row> show_ladder { get; }
-      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
-
-      public GridSettings get_grid_save_state() {
-         if (_settings_manager.instance_settings == null)
-            return null;
-         else
-            return grid_settings_manager.create();
+      public void on_new_trades(IReadOnlyList<TradeInfo> trades) {
+         /// The total row count is limited by <see cref="_max_row_count"/>;
+         /// trades are kept in a circular buffer (FIFO).
+         /// If paused, just need to add trades to <see cref="_buffered_trades"/>.
+         if (is_paused) {
+            if (_buffered_trades == null)
+               _buffered_trades = ImmutableList<TradeInfo>.Empty;
+            if (trades.Count >= _max_row_count) {
+               _buffered_trades = _buffered_trades
+                  .Clear()
+                  .AddRange(ReadOnlyListSubRangeWrapper.Create(trades, trades.Count - _max_row_count, _max_row_count));
+            } else {
+               int overflow_count = _buffered_trades.Count + trades.Count - _max_row_count;
+               if (overflow_count > 0) {
+                  var rows_to_remove = _buffered_trades.WrapSubRange(0, overflow_count);
+                  _buffered_trades = _buffered_trades.RemoveRange(0, overflow_count);
+               }
+               _buffered_trades = _buffered_trades.AddRange(trades);
+            }
+            return;
+         }
+         /// If not paused, update in the normal fasion:
+         /// add to <see cref="_all_rows"/> and <see cref="rows"/>
+         if (trades.Count >= _max_row_count) {
+            trades = ReadOnlyListSubRangeWrapper.Create(trades, trades.Count - _max_row_count, _max_row_count);
+            _all_rows = _all_rows.Clear();
+            rows.Clear();
+         } else {
+            int overflow_count = _all_rows.Count + trades.Count - _max_row_count;
+            if (overflow_count > 0) {
+               var rows_to_remove = _all_rows.WrapSubRange(0, overflow_count);
+               _all_rows = _all_rows.RemoveRange(0, overflow_count);
+               rows.RemoveSorted(rows_to_remove, _comparer);
+            }
+         }
+         var all_rows_bd = _all_rows.ToBuilder();
+         foreach (var t in trades) {
+            var r = _row_factory.create(t.security, t.trade);
+            all_rows_bd.Add(r);
+            if (_filter_backing == null || _filter_backing(r))
+               rows.InsertSorted(r, _comparer);
+         }
+         _all_rows = all_rows_bd.ToImmutable();
+         RaisePropertyChanged(nameof(total_row_count));
       }
 
-      public StartupData create() =>
-         new StartupData(_model.security_criteria, _get_filter_states(), get_grid_save_state(), rows_view.get_sorting_criteria(columns));
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         try {
+            if (e.Column is ISortableDIYGridColumn sc) {
+               _log.info($"handling sort event for column {sc.id}.");
+               _sort_manager.OnColumnClick(sc, KeyboardExtensions.IsShiftDown());
+               var sorted_rows = rows.ToArray();
+               var snapshot = _selected_rows;
+               _refresh_sort_impl();
+            } else {
+               _log.warn($"ignoring sort event because column '{e.Column?.id}' does not implement {nameof(ISortableDIYGridColumn)}.");
+            }
+         } catch (Exception ex) {
+            _log.error($"error handling sort event: {ex}.");
+         }
+      }
 
-      private Brush _get_aggressor_brush(Row r) {
+      public void row_selection_changed(SelectionChangedEventArgs e) {
+         var bd = _selected_rows.ToBuilder();
+         if (e.AddedItems != null)
+            bd.AddRange(e.AddedItems.OfType<TimeAndSalesRowVM>());
+         if (e.RemovedItems != null)
+            bd.removeRange(e.RemovedItems.OfType<TimeAndSalesRowVM>());
+         _selected_rows = bd.ToImmutable();
+         _refresh_selected_rows.execute();
+      }
+
+      static IComparer<TimeAndSalesRowVM> _get_column_comparer(string column_name) =>
+         _get_column_comparer(EnumHelper.parse<TimeAndSalesView.Columns>(column_name));
+
+      static IComparer<TimeAndSalesRowVM> _get_column_comparer(TimeAndSalesView.Columns column) {
+         switch (column) {
+            case TimeAndSalesView.Columns.Aggressor: return wrap(r => r.aggressor_side);
+            case TimeAndSalesView.Columns.Time: return wrap(r => r.time);
+            case TimeAndSalesView.Columns.Security: return wrap(r => r.security);
+            case TimeAndSalesView.Columns.Price: return wrap(r => r.price);
+            case TimeAndSalesView.Columns.Size: return wrap(r => r.size);
+            case TimeAndSalesView.Columns.SecurityKey: return wrap(r => r.security_key);
+            case TimeAndSalesView.Columns.RowKey: return wrap(r => r.row_key);
+            default: throw ExceptionBuilder.Argument.unexpected_case(column, nameof(column));
+         }
+         IComparer<TimeAndSalesRowVM> wrap<T>(Func<TimeAndSalesRowVM, T> selector) =>
+            Comparer<T>.Default.wrap(selector);
+      }
+
+      Brush _get_aggressor_brush(TimeAndSalesRowVM r) {
          BTSColor c;
          Brush b;
          if (r.aggressor_side == AggressorSide.Buy) c = BTSColors.MarketData.bid;
@@ -90,14 +367,6 @@ namespace mbts.spark {
          return b;
       }
 
-      #region Filters
-      public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<Row>(r => r.time, nameof(Row.time));
-      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
-      public IDataGridColumnPersistentFilter<Row, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<Row, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side, nameof(Row.aggressor_side));
-      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
-
       FilterStates _get_filter_states() =>
          new FilterStates {
             time = time_filter.get_state(),
@@ -107,73 +376,35 @@ namespace mbts.spark {
             security_key = security_key_filter.get_state(),
             aggressor_sides = aggressor_filter.get_state()
          };
-      #endregion
 
-      protected override IEnumerable<SortingCriteria> get_default_sorting() {
-         yield return new SortingCriteria(nameof(Row.time), false);
+      void _refresh_sort_impl() {
+         _log.info($"begin change sort ({++_sort_change_count})...");
+         var timer = new Stopwatch();
+         timer.Start();
+         _comparer = _sort_manager.BuildComparer(_get_column_comparer, TimeAndSalesRowVM.key_comparer);
+         _sorting_criteria = ImmutableList.CreateRange(_sort_manager.SortingCriteria);
+         timer.Stop();
+         _log.info($"sort change ({_sort_change_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
       }
 
-      protected override Row row_factory(TradeInfo row_model) =>
-         new Row(this, row_model.security, row_model.trade);
-
-
-      async Task _show_ladder_async(Row row) {
-         var smd_lookup = await SparkUtils.get_security_md_async(_bus, row.security.Id);
-         if (smd_lookup.success) _bus.post(SparkTags.ShowLadderTag, smd_lookup.result);
+      void _refresh_filter_impl() {
+         _log.info($"begin change filter ({++_filter_change_count})...");
+         var timer = new Stopwatch();
+         timer.Start();
+         _filter = _get_filter_states().build_predicate();
+         timer.Stop();
+         _log.info($"filter change ({_filter_change_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
       }
 
-      public class Row : SecurityRow, DIYGrid.IRowVM {
-         readonly uint _trade_key;
+      class RowFactory {
+         // the row key must be unique to each row in the collection
+         int _row_id_counter;
 
-         readonly string
-            _security_text,
-            _time_text,
-            _price_text,
-            _size_text,
-            _aggressor_text,
-            _trade_key_text,
-            _security_key_text;
+         public TimeAndSalesRowVM create(TradeInfo trade_info) =>
+            new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade);
 
-         public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
-            _trade_key = trade.Key;
-            time = ((ulong)trade.Time).lldatetime().ToLocalTime();
-            price = trade.price();
-            size = trade.Size;
-            aggressor_side = trade.AggressorSide;
-            show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
-            _security_text = security.ToString();
-            _time_text = time.ToString("M/d h:mm:ss tt");
-            _price_text = security.ContractSpec.format(price);
-            _size_text = size.ToString();
-            _aggressor_text = aggressor_side.ToString();
-            _trade_key_text = _trade_key.ToString();
-            _security_key_text = security_key.ToString();
-         }
-
-         public event Action invalidated;
-
-         public uint trade_key => _trade_key;
-         public DateTime time { get; }
-         public double price { get; }
-         public uint size { get; }
-         public AggressorSide aggressor_side { get; }
-         public ICommand show_ladder { get; }
-
-         public string this[TimeAndSalesView.Columns col] {
-            get {
-               switch (col) {
-                  case TimeAndSalesView.Columns.Security: return _security_text;
-                  case TimeAndSalesView.Columns.Time: return _time_text;
-                  case TimeAndSalesView.Columns.Price: return _price_text;
-                  case TimeAndSalesView.Columns.Size: return _size_text;
-                  case TimeAndSalesView.Columns.Aggressor: return _aggressor_text;
-                  case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
-                  default: return null;
-               }
-            }
-         }
-
-         public void raise_invalidated() => invalidated?.Invoke();
+         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade) =>
+            new TimeAndSalesRowVM(_row_id_counter++, security, trade);
       }
    }
-}
+}

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesView.xaml

@@ -1,10 +1,10 @@
 <UserControl
-  x:Class="mbts.ui.spark.TimeAndSalesView"
+  x:Class="bts.shell.time_and_sales.TimeAndSalesView"
   x:ClassModifier="internal"
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:tas="clr-namespace:bts.shell.time_and_sales"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >
@@ -26,13 +26,14 @@
         x:Name="_grid"
         Grid.Row="0"
         Columns="{Binding columns}" 
-        Rows="{Binding rows_view}"
+        Rows="{Binding rows}"
         CurrentRow="{Binding current_row}"
         SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
-        >
+      >
         <c:DIYGrid.InputBindings>
-          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <MouseBinding MouseAction="LeftDoubleClick" Command="{Binding show_ladder_cmd}"/>
+          <KeyBinding Key="Return" Command="{Binding show_ladder_cmd}"/>
+          <KeyBinding Key="A" Modifiers="Ctrl" Command="{Binding select_all_cmd}"/>
         </c:DIYGrid.InputBindings>
         <c:DIYGrid.CommandBindings>
           <CommandBinding
@@ -43,13 +44,18 @@
         </c:DIYGrid.CommandBindings>
         <c:DIYGrid.RowTemplate>
           <DataTemplate>
-            <usp:TimeAndSalesRowView/>
+            <tas:TimeAndSalesRowView/>
           </DataTemplate>
         </c:DIYGrid.RowTemplate>
       </c:DIYGrid>
       <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
         <StatusBarItem HorizontalAlignment="Right">
-          <TextBlock Text=" "/>
+          <TextBlock>
+            <Run Text="Trades:"/>
+            <Run Text="{Binding rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding total_row_count, Mode=OneWay}" />
+          </TextBlock>
         </StatusBarItem>
       </StatusBar>      
     </Grid>

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesView.xaml.cs

@@ -1,17 +1,21 @@
-using mbts.spark;
-using mbts.ui.controls;
+using mbts.ui.controls;
 using System.Windows.Controls;
 
-namespace mbts.ui.spark {
+namespace bts.shell.time_and_sales {
    /// <summary>
    /// Interaction logic for TimeAndSalesView.xaml
    /// </summary>
    partial class TimeAndSalesView : UserControl {
-      public enum Columns { Time, Security, Price, Size, OrderType, SecurityKey, Aggressor }
+      public enum Columns { Time, Security, Price, Size, SecurityKey, Aggressor, RowKey }
 
       public TimeAndSalesView() =>
          InitializeComponent();
    }
 
-   class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesVM.Row, TimeAndSalesView.Columns> { }
-}
+   class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesRowVM> { }
+
+   static class TimeAndSalesViewColumnsExtensions {
+      public static string col_id(this TimeAndSalesView.Columns column) =>
+         column.ToString();
+   }
+}

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

@@ -1,125 +1,218 @@
-using bts;
-using bts.api;
-using bts.shell;
+using bts.api;
 using bts.shell.fills;
 using bts.spark;
+using bts.view;
+using bts.utils.csv;
+using mbts;
 using mbts.co2;
 using mbts.persist;
+using mbts.spark;
 using mbts.ui;
 using mbts.ui.settings;
-using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Media;
-using static bts.shell.TimeAndSalesWindowFactory;
 
-namespace mbts.spark {
-   class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
+namespace bts.shell.time_and_sales {
+   class TimeAndSalesWindow : SparkWindow<TimeAndSalesSettings>, ISharedWindow {
       const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
       readonly MDConsumer _consumer;
       readonly TimeAndSalesWindowFactory _factory;
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
-      SingleValuePump<TimeAndSalesVM> _vm;
+      readonly bool _can_pause_updates;
+      TimeAndSalesVM _vm;
       TimeAndSalesModel _model;
-      StartupData _state;
+      SecurityCriteria _security_criteria_backing;
+      TimeAndSalesSettings _state;
       TimeAndSalesView _view;
       SparkCommand[] _commands;
+      SparkMenuDisplayVM _menu_display_vm;
       IDisposable _subscriptions;
 
-      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, StartupData state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager)
+      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, TimeAndSalesSettings state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager, bool can_pause_updates)
          : base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
          Log.assert(state != null);
          _consumer = consumer;
          _factory = factory;
-         _state = state;
+         _state = state ?? TimeAndSalesSettings.Default(new SecurityCriteria());
+         if (_state.security_criteria == null)
+            _state = _state.with(new SecurityCriteria());
+         _security_criteria_backing = _state.security_criteria;
          _settings_manager = settings_manager;
+         _can_pause_updates = can_pause_updates;
+         thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().time_and_sales ? _window_type : null;
          Icon.Freeze();
       }
 
+      event Action<SecurityCriteria> _security_criteria_changed;
+
       public override string window_type => _window_type;
       public override IEnumerable<SparkCommand> Commands => _commands;
       public override UIElement Content => _view;
-      public override double MinWidth => StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+      public override double MinWidth => TimeAndSalesSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
          + LAUNCHER_BUTTON_BORDER_WIDTH
          + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
       public string thread_id { get; }
-      public override StartupData SaveState => _state = _vm.value.create();
+      public override TimeAndSalesSettings SaveState {
+         get {
+            _ensure_state(true);
+            return _state;
+         }
+      }
+
+      SecurityCriteria _security_criteria {
+         get => _security_criteria_backing;
+         set {
+            _security_criteria_backing = value;
+            _state = null;
+            _security_criteria_changed?.Invoke(value);
+         }
+      }
 
       public override void Dispose() =>
          _dispose_resources();
 
       public void thread_init() {
          _dispose_resources();
-         _vm = new SingleValuePump<TimeAndSalesVM>();
-         var connectable_builder = new ConnectableSeriesBuilder<TimeAndSalesVM>(_vm.observable);
+         _ensure_state();
+         if (!_state.use_defaults)
+            _settings_manager.instance_settings = _state.grid;
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);
+         _vm = new TimeAndSalesVM(_settings_manager);
+         var selected_rows_src = Observable.Create<ImmutableHashSet<TimeAndSalesRowVM>>(o => {
+            _vm.selected_rows_changed += o.OnNext;
+            return Disposable.Create(() => _vm.selected_rows_changed -= o.OnNext);
+         });
+         var current_row_src = Observable.Create<TimeAndSalesRowVM>(o => {
+            if (_vm.current_row != null)
+               o.OnNext(_vm.current_row);
+            _vm.current_row_changed += o.OnNext;
+            return Disposable.Create(() => _vm.current_row_changed -= o.OnNext);
+         });
+         var current_sec_key_src = current_row_src.Select(r => {
+            var result = ImmutableHashSet<uint>.Empty;
+            if (r != null)
+               result = result.Add(r.security_key);
+            return result;
+         });
          var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
-         var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
-         var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
+         var security_criteria_changed = new Action<SecurityCriteria>(sc => { });
+         SparkCommand toggle_is_paused_cmd = null;
+         toggle_is_paused_cmd = new SparkCommandCommand(get_is_paused_cmd_title(), Icons.Pause, new DelegateCommand(() => {
+            _vm.is_paused = !_vm.is_paused;
+            toggle_is_paused_cmd.title = get_is_paused_cmd_title();
+         })) {
+            show_in_toolbar = _can_pause_updates,
+            show_in_context_menu = _can_pause_updates
+         };
          _commands = new SparkCommand[] {
-            SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),
-            SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
+            // csv export
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(TimeAndSalesRowVM.csv_ordered_properties), "TaS")),
+            // ladder
+            SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder)
+               .complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
+            // ticket
+            SparkCommands.ShowOrderTicketAutoLookup(SparkCommands.KeyGestures.ShowOrderTicket)
+               .complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
+            // fills
+            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills)
+               .complete(selected_rows_src, always_true, get_fills_startup_data),
+            // mview
+            SparkCommands.ShowMarketView
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
+            // pause
+            toggle_is_paused_cmd,
+            // change securities
+            SparkCommands.change_securities_command(() => (update_securities_cmd, _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 ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager,
                   s => s.time_and_sales_grid,
                   UserSettings.FileExtensions.GRID,
-                  s => _vm.value.grid_settings_manager.create_vm(
+                  s => _vm.grid_settings_manager.create_vm(
                      // we need to get the most up to date GridSettings when launching b/c users may
                      // have changed some settings on the grid directly, like column widths.
-                     s.with(_vm.value.columns.Select(c => c.create()))
+                     s.with(_vm.columns.Select(c => c.create()))
                   )
                );
                vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
                var dialog = new ShellSettingsDialog { DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
-            }))
+            })),
+            _menu_display_vm.spark_cmd
          };
-         _subscriptions = Disposable.Create(
-            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(update_criteria),
-            connectable_builder.connect_all());
-         _initialize();
-
+         _vm.load(_state.filters, _state.sorting_criterion, _state.grid);
+         _vm.request_show_ladder += show_ladder;
+         var security_criteria_src = _bus.subscribe(update_securities_cmd.tag);
+         var subs = new List<IDisposable> {
+            security_criteria_src.Subscribe(sc => _security_criteria = sc),
+            Disposable.Create(() => _vm.request_show_ladder -= show_ladder)
+         };
+         _model = new TimeAndSalesModel(_bus, _consumer, Observable.Create<SecurityCriteria>(o => {
+            o.OnNext(_security_criteria);
+            return security_criteria_src.Subscribe(o);
+         }));
+         subs.Add(_model.trades.OnDispatcher().Subscribe(_vm.on_new_trades));
+         _subscriptions = Disposable.Create(subs.ToArray());
+         if (_view == null)
+            _view = new TimeAndSalesView();
+         _view.DataContext = _vm;
+         // local methods
          bool always_true<T>(T _) => true;
-         FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
+
+         FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
             new FillsSettings(new FillsFilterStates {
-               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
+               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
             });
-         void update_criteria(SecurityCriteria c) {
-            _state = _vm.value.create().with(c);
-            _initialize();
+
+         string get_is_paused_cmd_title() =>
+            $"{(_vm.is_paused ? "Resume" : "Pause")} Updates";
+
+         void show_ladder(TimeAndSalesRowVM row) {
+            if (row != null)
+               _bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet.Create(new[] { row.security_key }));
          }
       }
 
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
+
       void _dispose_resources() {
          Disposable.dispose(ref _subscriptions);
-         Disposable.dispose(ref _vm);
-         Disposable.dispose(ref _model);
          if (_commands != null) {
             _commands.OfType<IDisposable>().DisposeAll();
             _commands = null;
          }
+         Disposable.dispose(ref _model);
+         Disposable.dispose(ref _vm);
       }
 
-      void _initialize() {
-         Disposable.dispose(ref _model);
-         _model = new TimeAndSalesModel(_bus, _consumer, _state.security_criteria);
-         // the previous _vm.value is automatically disposed when _vm.value is set - no need to dispose it here
-         _vm.value = new TimeAndSalesVM(_bus, _settings_manager, _model, _state);
-         if (_view == null)
-            _view = new TimeAndSalesView();
-         _view.DataContext = _vm.value;
+      void _ensure_state(bool force_recreate = false) {
+         if (_state == null || force_recreate) {
+            if (_vm == null) {
+               _state = TimeAndSalesSettings.Default(_security_criteria);
+            } else {
+               var (filters, sorting, grid) = _vm.create();
+               _state = new TimeAndSalesSettings(_security_criteria, filters, grid, sorting.ToList()) {
+                  use_defaults = _settings_manager.instance_settings == null
+               };
+            }
+            // should be safe to assume _menu_display_vm and _vm will either both be null, or both be non null,
+            // but redundant null checks don't hurt, and just may prevent a crash.
+            if (_menu_display_vm != null)
+               _state.menu_display = _menu_display_vm.safe_create();
+         }
       }
    }
-}
+}

src/client/spark/Modules/Market/TimeAndSalesWindowFactory.cs

@@ -1,33 +1,32 @@
 using bts.api;
 using bts.spark;
+using bts.shell.time_and_sales;
 using mbts;
 using mbts.co2;
 using mbts.persist;
 using mbts.spark;
-using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.settings;
-using ProtoBuf;
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using static mbts.ui.controls.DIYGrid;
-using static mbts.ui.spark.TimeAndSalesView;
+using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
+using mbts.config;
 
 namespace bts.shell {
-   class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesWindowFactory.StartupData> {
+   class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesSettings> {
       readonly IBus _bus;
       readonly MDConsumer _consumer;
       readonly UserSettingsHub _settings_hub;
+      readonly TimeAndSalesConfig _time_and_sales_conf;
       IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
 
       public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub) : base(module, "TimeAndSales") {
          _bus = bus;
          _consumer = consumer;
          _settings_hub = settings_hub;
-
+         _time_and_sales_conf = new TimeAndSalesConfig(Configuration.get<bts.config.TimeAndSalesOptions>());
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
             bus.subscribe(SparkTags.ShowTimeAndSalesTag).OnDispatcher().Subscribe(show)
@@ -36,91 +35,21 @@ namespace bts.shell {
 
       public static string col_id(Columns col) => col.ToString();
 
-      public override Task<IShellWindow> load(StartupData state) =>
+      public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
          Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon,
-            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g))));
+            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g)),
+            _time_and_sales_conf.can_pause_updates));
 
       public async void show(SecurityCriteria criteria) {
-         var w = await load(new StartupData(criteria));
+         var w = await load(new TimeAndSalesSettings(criteria));
          _bus.post(SparkTags.ShowWindow, w);
       }
 
-      [ProtoContract]
-      public class StartupData {
-         [ProtoMember(1)]
-         public readonly SecurityCriteria security_criteria;
-         [ProtoMember(2)]
-         List<SortingCriteria> _sorting_criterion;
-         [ProtoMember(3)]
-         public FilterStates filters;
-         [ProtoMember(4)]
-         public GridSettings grid;
+      readonly struct TimeAndSalesConfig {
+         public readonly bool can_pause_updates;
 
-         public StartupData() { }
-
-         public StartupData(SecurityCriteria security_criteria) :
-            this(security_criteria, new FilterStates(), null, null) { }
-
-         public StartupData(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
-            this.security_criteria = security_criteria;
-            this.filters = filters;
-            this.grid = grid;
-            _sorting_criterion = sorting_criterion;
-         }
-
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
-
-         public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
-
-         public static StartupData Default(SecurityCriteria security_criteria) =>
-           new StartupData(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
-
-         public StartupData with(SecurityCriteria security_criteria) =>
-            new StartupData(security_criteria, filters, grid);
-
-         public static class DefaultColumns {
-            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
-            public static GridColumnSettings time => new GridColumnSettings(col_id(Columns.Time), DefaultColumnHeaders.Time, width: DefaultColumnWidths.Time);
-            public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings size => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings aggressor => new GridColumnSettings(col_id(Columns.Aggressor), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
-            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(time.id, false);
-               }
-            }
-
-            public static IEnumerable<GridColumnSettings> all {
-               get {
-                  yield return security;
-                  yield return time;
-                  yield return price;
-                  yield return size;
-                  yield return aggressor;
-                  yield return security_key;
-               }
-            }
-         }
-      }
-
-      [ProtoContract]
-      public class FilterStates {
-         [ProtoMember(1)]
-         public TimeFilterTuple time;
-         [ProtoMember(2)]
-         public string security;
-         [ProtoMember(3)]
-         public DoubleMinMaxState price;
-         [ProtoMember(4)]
-         public UIntMinMaxState size;
-         // [ProtoMember(5)]
-         // ProtoMember 5 cannot be used further
-         [ProtoMember(6)]
-         public string security_key;
-         [ProtoMember(7)]
-         public co2.AggressorSide[] aggressor_sides;
+         public TimeAndSalesConfig(bts.config.TimeAndSalesOptions options) =>
+            can_pause_updates = options.can_pause_updates;
       }
    }
-}
+}

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

@@ -140,7 +140,7 @@
       <DataTemplate>
         <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:ConditionalQuoting.Types.PriceType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
       </DataTemplate>
-    </usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>    
+    </usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>
     <usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
       <DataTemplate>
         <Grid IsEnabled="{Binding enabled}">
@@ -333,13 +333,61 @@
       </DataTrigger>
     </Style.Triggers>
   </Style>
+
+  <Style x:Key="ContractPickerButton" TargetType="Button">
+    <Setter Property="HorizontalAlignment" Value="Stretch"/>
+    <Setter Property="VerticalAlignment" Value="Stretch"/>
+    <Setter Property="HorizontalContentAlignment" Value="Center"/>
+    <Setter Property="VerticalContentAlignment" Value="Center"/>
+    <Setter Property="ToolTip" Value="Change Security"/>
+    <Setter Property="Template">
+      <Setter.Value>
+        <ControlTemplate TargetType="Button">
+          <Border
+            x:Name="Bd"
+            HorizontalAlignment="{TemplateBinding HorizontalAlignment}"
+            VerticalAlignment="{TemplateBinding VerticalAlignment}"
+            Padding="{TemplateBinding Padding}"
+          >
+            <VisualStateManager.VisualStateGroups>
+              <VisualStateGroup Name="MouseStates">
+                <VisualState Name="Normal"/>
+                <VisualState Name="MouseOver">
+                  <Storyboard>
+                    <ColorAnimation Storyboard.TargetName="Bd" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#24FFFFFF"/>
+                  </Storyboard>
+                </VisualState>
+                <VisualState Name="Pressed">
+                  <Storyboard>
+                    <ColorAnimation Storyboard.TargetName="Bd" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#40FFFFFF"/>
+                  </Storyboard>
+                </VisualState>
+              </VisualStateGroup>
+            </VisualStateManager.VisualStateGroups>
+            <Border.Background>
+              <SolidColorBrush/>
+            </Border.Background>
+            <ContentPresenter
+              HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
+              VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
+            />
+          </Border>
+        </ControlTemplate>
+      </Setter.Value>
+    </Setter>
+  </Style>
+
   <DataGridTextColumn x:Key="{x:Static usp:ExecutionStrategyEditor.AddColumnPlaceholderKey}" x:Shared="False" IsReadOnly="True">
     <DataGridTextColumn.Header>
       <c:PopupControl
-        ShowExpanderArrow="False" PopupPlacement="Right" Header="Add Leg" Padding="6,0"
+        ShowExpanderArrow="False"
+        PopupPlacement="Right"
+        Header="Add Leg"
+        Padding="6,0"
         Background="{StaticResource Button.Static.BackgroundBrush}"
         IsOpen="{Binding IsNewLegPopupOpen, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}, Mode=TwoWay}"
         IsEnabled="{Binding CanUserAddNewLeg, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
+        VerticalAlignment="Center"
       >
         <msp:ContractPickerView
           CloseOnOK="False" CloseOnCancel="False"
@@ -348,7 +396,7 @@
       </c:PopupControl>
     </DataGridTextColumn.Header>
   </DataGridTextColumn>
-  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}">
+  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}" DataType="{x:Type usp:LegSpreaderParamsTuple}">
     <Grid>
       <Grid.ColumnDefinitions>
         <ColumnDefinition Width="Auto"/>
@@ -356,13 +404,40 @@
       </Grid.ColumnDefinitions>
       <Button
         Command="{Binding RemoveLegCommand, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
-        CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"
+        CommandParameter="{Binding}"
+        Style="{StaticResource RoundCloseButton}"
+        ToolTip="Remove Leg"
       />
-      <TextBlock Grid.Column="1" Margin="4,0,0,0" Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
+      <c:ContractPickerPopup
+        Grid.Column="1"
+        BorderThickness="0"
+        ButtonStyle="{StaticResource ContractPickerButton}"
+        CloseOnCancel="True"
+        CloseOnOK="True"
+        Header="{Binding security}"
+        IsEditMode="False"
+        IsLazy="True"
+        SecurityMap="{Binding ContractPickerModel.all_securities, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}, Mode=OneWay}"
+        SelectedSecurity="{Binding security}"
+        ShowDialogSkirt="True"
+      >
+        <c:ContractPickerPopup.Background>
+          <SolidColorBrush/>
+        </c:ContractPickerPopup.Background>
+        <c:ContractPickerPopup.HeaderTemplate>
+          <DataTemplate>
+            <TextBlock Foreground="{x:Static u:BTSColors.header_text_brush}" Text="{Binding}"/>
+          </DataTemplate>
+        </c:ContractPickerPopup.HeaderTemplate>
+      </c:ContractPickerPopup>
     </Grid>
   </DataTemplate>
-  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.NonRemovableColumnHeaderTemplateKey}">
-    <TextBlock Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
+  <DataTemplate x:Key="ReadOnlyColumnHeaderTemplate" DataType="{x:Type usp:LegSpreaderParamsTuple}">
+    <TextBlock
+      HorizontalAlignment="Center"
+      VerticalAlignment="Center"
+      Text="{Binding security}"
+    />
   </DataTemplate>
   <ControlTemplate x:Key="ExecutionStrategyEditorTemplate" TargetType="usp:ExecutionStrategyEditor">
     <Border
@@ -560,6 +635,14 @@
               </Setter>
             </Style>
           </DataGrid.Resources>
+          <DataGrid.ColumnHeaderStyle>
+            <Style TargetType="DataGridColumnHeader" BasedOn="{StaticResource {x:Type DataGridColumnHeader}}">
+              <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
+              <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+              <Setter Property="Padding" Value="5,0"/>
+              <Setter Property="MinHeight" Value="26"/>
+            </Style>
+          </DataGrid.ColumnHeaderStyle>
           <DataGrid.GroupStyle>
             <GroupStyle ContainerStyle="{StaticResource GroupItemStyle}"/>
           </DataGrid.GroupStyle>

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

@@ -227,8 +227,8 @@ namespace mbts.ui.spark {
       }
 
       DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
-         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
-         col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
+         var col = new DataGridColumnInternal(l, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
+         col.HeaderTemplate = TryFindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey) as DataTemplate;
          DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
          return col;
       }
@@ -237,10 +237,12 @@ namespace mbts.ui.spark {
 
       private class DataGridColumnInternal : DataGridDynamicColumn {
          readonly IValueConverter _cell_template_converter, _cell_editing_template_converter;
+         readonly LegSpreaderParamsTuple _leg_tup;
 
-         public DataGridColumnInternal(Security security, IValueConverter cell_template_converter, IValueConverter cell_editing_template_converter) {
-            Header = security;
-            SetValue(DataGridEx.CellKeyProperty, security);
+         public DataGridColumnInternal(LegSpreaderParamsTuple leg_tup, IValueConverter cell_template_converter, IValueConverter cell_editing_template_converter) {
+            _leg_tup = leg_tup;
+            Header = leg_tup;
+            SetValue(DataGridEx.CellKeyProperty, leg_tup);
             _cell_template_converter = cell_template_converter;
             _cell_editing_template_converter = cell_editing_template_converter;
          }
@@ -248,8 +250,8 @@ namespace mbts.ui.spark {
          // I decided this was an easy and simple enough solution to justify breaking the mvvm paradigm
          // The alternative - within strict bounds of the paradigm - is to change the DataGridParameterCellTemplateConverter into an IMultiValueConverter, bound to data_type AND read_only
          protected override FrameworkElement GenerateEditingElement(DataGridCell cell, object dataItem) {
-            if (dataItem is SyntheticEditorVM.RowVM row_vm) {
-               if (row_vm.read_only || row_vm.get_cell(Header) is SyntheticEditorVM.ICell cell_vm && !cell_vm.enabled)
+            if (dataItem is RowVM row_vm) {
+               if (row_vm.read_only || row_vm.get_cell(_leg_tup) is ICell cell_vm && !cell_vm.enabled)
                   return base.GenerateElement(cell, dataItem);
             }
             return base.GenerateEditingElement(cell, dataItem);
@@ -352,4 +354,4 @@ namespace mbts.ui.spark {
       public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
          throw new NotImplementedException();
    }
-}
+}

src/client/spark/Modules/Spreader/Import/ContractLegTypeView.xaml

@@ -0,0 +1,25 @@
+<UserControl
+  x:Class="bts.shell.spreader.ContractLegTypeView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:spr="clr-namespace:bts.shell.spreader"
+>
+  <ItemsControl ItemsSource="{Binding Controller.flags, RelativeSource={RelativeSource AncestorType=spr:ContractLegTypeView}}">
+    <ItemsControl.ItemsPanel>
+      <ItemsPanelTemplate>
+        <UniformGrid Rows="1"/>
+      </ItemsPanelTemplate>
+    </ItemsControl.ItemsPanel>
+    <ItemsControl.ItemTemplate>
+      <DataTemplate>
+        <CheckBox
+          Margin="2"
+          IsChecked="{Binding is_selected}"
+          Content="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeShortDescConverter}}"
+          ToolTip="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeLongDescConverter}}"
+        />
+      </DataTemplate>
+    </ItemsControl.ItemTemplate>
+  </ItemsControl>
+</UserControl>

src/client/spark/Modules/Spreader/Import/ContractLegTypeView.xaml.cs

@@ -0,0 +1,104 @@
+using bts.collections;
+using mbts;
+using mbts.ui;
+using mbts.ui.converters;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+
+namespace bts.shell.spreader {
+   static class EnumFlagItemsVM {
+      public static EnumFlagItemsVM<T> create<T>(IEnumerable<T> flags) where T : struct =>
+         new EnumFlagItemsVM<T>(flags);
+   }
+
+   class EnumFlagItemsVM<T> : ViewModelBase where T : struct {
+      readonly ObservableCollection<SelectableItemVM<T>> _flags = new ObservableCollection<SelectableItemVM<T>>();
+      bool _is_busy;
+      T _result;
+
+      public EnumFlagItemsVM()
+         : this(EnumHelper.get_values<T>()) { }
+
+      public EnumFlagItemsVM(IEnumerable<T> flags) {
+         this.flags = ObservableAutoWrapper.create_read_only_wrapper(_flags);
+         _flags.AddRange(flags.Select(f => new SelectableItemVM<T>(f)));
+         foreach (var vm in _flags) {
+            vm.is_selected_changed += on_is_selected_changed;
+            void on_is_selected_changed(bool value) {
+               if (!_is_busy) {
+                  _is_busy = true;
+                  result = value ?
+                     EnumHelper.add_flags(result, vm.value) :
+                     EnumHelper.remove_flags(result, vm.value);
+                  _is_busy = false;
+               }
+            }
+         }
+      }
+
+      public event Action result_changed;
+
+      public IReadOnlyObservableCollection<SelectableItemVM<T>> flags { get; }
+
+      public T result {
+         get => _result;
+         set {
+            if (!EqualityComparer<T>.Default.Equals(_result, value)) {
+               _result = value;
+               if (!_is_busy) {
+                  _is_busy = true;
+                  for (int i = 0; i < flags.Count; i++)
+                     flags[i].is_selected = EnumHelper.has_flags(value, flags[i].value);
+                  _is_busy = false;
+               }
+               result_changed?.Invoke();
+               RaisePropertyChanged();
+            }
+         }
+      }
+   }
+   /// <summary>
+   /// Interaction logic for ContractLegTypeView.xaml
+   /// </summary>
+   partial class ContractLegTypeView : UserControl {
+      public static IValueConverter LegTypeShortDescConverter =>
+         ValueConverter.create<ContractLegType, string>(SyntheticSecurityParser.display_name);
+
+      public static IValueConverter LegTypeLongDescConverter =>
+         ValueConverter.create<ContractLegType, string>(lt =>
+            string.Join(" & ", EnumHelper.split_flags(lt).Select(f => EnumHelper.get_display_name(f))));
+
+      public ContractLegTypeView() {
+         InitializeComponent();
+         Controller.result = Value;
+         Controller.result_changed += _on_controller_result_changed;
+      }
+
+      public static readonly DependencyProperty ValueProperty =
+         WPFHelper.create_dp<ContractLegType, ContractLegTypeView>(
+            nameof(Value),
+            FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
+            (o, v) => {
+               o.Controller.result_changed -= o._on_controller_result_changed;
+               o.Controller.result = v;
+               o.Controller.result_changed += o._on_controller_result_changed;
+            });
+
+      public ContractLegType Value {
+         get => (ContractLegType)GetValue(ValueProperty);
+         set => SetValue(ValueProperty, value);
+      }
+
+      public EnumFlagItemsVM<ContractLegType> Controller { get; } = EnumFlagItemsVM.create(EnumHelper.get_values_except(ContractLegType.None));
+
+      void _on_controller_result_changed() =>
+         SetCurrentValue(ValueProperty, Controller.result);
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsDialog.xaml

@@ -0,0 +1,47 @@
+<Window
+  x:Class="bts.shell.spreader.SyntheticImportConflictsDialog"
+  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:spr="clr-namespace:bts.shell.spreader"
+  u:WindowStyle.AllowResize="True"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  u:WindowStyle.TitleContent="Import Synthetics Conflicts"
+  Style="{StaticResource BTSDialogTitleTemplate}"
+>
+  <Window.MaxHeight>
+    <Binding Path="SizeToContent" RelativeSource="{RelativeSource Self}">
+      <Binding.Converter>
+        <cv:WindowMaxHeightConverter SizeToContentThreshold="{u:DPIDouble 700}"/>
+      </Binding.Converter>
+    </Binding>
+  </Window.MaxHeight>
+  <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>
+      <spr:SyntheticImportConflictsView 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/Spreader/Import/SyntheticImportConflictsDialog.xaml.cs

@@ -0,0 +1,11 @@
+using System.Windows;
+
+namespace bts.shell.spreader {
+   /// <summary>
+   /// Interaction logic for SyntheticImportConflictsDialog.xaml
+   /// </summary>
+   partial class SyntheticImportConflictsDialog : Window {
+      public SyntheticImportConflictsDialog() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsVM.cs

@@ -0,0 +1,101 @@
+using bts.api;
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.user.settings;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.spreader {
+   readonly struct SyntheticComponent {
+      public readonly SyntheticContractComponent type;
+      public readonly int leg_index;
+
+      public SyntheticComponent(SyntheticContractComponent type, int leg_index) {
+         this.type = type;
+         this.leg_index = leg_index;
+      }
+   }
+
+   class SyntheticImportConflictsVM : ImportConflictsVM<(SyntheticImportRowVM synth, ContractLegVM leg), SyntheticImportRowVM, SyntheticContractComponent>, IRequestViewClose {
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public SyntheticImportConflictsVM(int num_synthetics)
+         : base(num_synthetics, tup => tup.synth) { }
+
+      // misc items sources
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            if (!ReferenceEquals(_security_map, value)) {
+               _security_map = value;
+               _resolve_securities();
+               RaisePropertyChanged();
+            }
+         }
+      }
+
+      void _resolve_securities() {
+         if (_security_map == null)
+            return;
+         var reverse_lookup = SyntheticSecurityParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
+         foreach (var r in conflicts) {
+            if (r.component == SyntheticContractComponent.Security && r.has_error) {
+               var id = reverse_lookup(r.text);
+               if (id != 0 && _security_map.TryGetValue(id, out var smd))
+                  r.value = smd.security;
+            }
+         }
+      }
+   }
+
+   class SyntheticImportConflictRowVM : ImportConflictRowVM<(SyntheticImportRowVM synth, ContractLegVM leg), SyntheticContractComponent>, ITemplateSelectorKey {
+      public SyntheticImportConflictRowVM(
+         SyntheticContractComponent component,
+         string text,
+         IReadOnlyCollection<(SyntheticImportRowVM synth, ContractLegVM leg)> affected_parts,
+         object error_value,
+         object value)
+         : base(component, text, affected_parts, error_value, value, affected_parts.DistinctOn(tup => tup.synth).Count()) { }
+
+      public override void on_conflicts_resolved() {
+         if (has_error)
+            return;
+         foreach (var (synth, leg) in affected_parts) {
+            switch (component) {
+               case SyntheticContractComponent.Name:
+                  if (value is string str)
+                     synth.name = str;
+                  break;
+               case SyntheticContractComponent.TickSize:
+                  if (value is double ts && ts.IsNonZero()) {
+                     synth.tick_factors = TickUtils.get_regional_ticks(new ContractSpecificationImmutable(new ContractSpecification {
+                        LowTick = ts,
+                        HighTick = ts
+                     })).low_tick;
+                  } else if (value is TickFactors tf && tf.is_valid())
+                     synth.tick_factors = tf;
+                  break;
+               case SyntheticContractComponent.Security:
+                  if (value is SecurityImmutable sec && sec.is_exchange_security())
+                     leg.security = sec;
+                  break;
+               case SyntheticContractComponent.PriceMultiplier:
+                  if (value is double pm && pm.IsNonZero())
+                     leg.price_multiplier = pm;
+                  break;
+               case SyntheticContractComponent.Quantity:
+                  if (value is double q && q.IsNonZero())
+                     leg.quantity = q;
+                  break;
+               case SyntheticContractComponent.LegType:
+                  if (value is ContractLegType lt)
+                     leg.leg_type = lt;
+                  break;
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsView.xaml

@@ -0,0 +1,199 @@
+<UserControl
+  x:Class="bts.shell.spreader.SyntheticImportConflictsView"
+  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:spr="clr-namespace:bts.shell.spreader"
+  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="PriceMultiplier">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Quantity">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Security">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="LegType">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeShortDescConverter}}">
+            <TextBlock.ToolTip>
+              <TextBlock>
+                <Run Text="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeLongDescConverter}}"/>
+                <LineBreak/>
+                <Run Text="Q = Quote"/>
+                <LineBreak/>
+                <Run Text="H = Hedge"/>
+                <LineBreak/>
+                <Run Text="N = None"/>
+              </TextBlock>
+            </TextBlock.ToolTip>
+          </TextBlock>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+    <!--Value Cell Editing Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
+      <u:TemplateSelectorKeyValue Key="Security">
+        <DataTemplate>
+          <c:ContractPickerPopup
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding value, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+            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="Name">
+        <DataTemplate>
+          <TextBox u:Behavior.FocusOnLoaded="True" Text="{Binding value}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="TickSize">
+        <DataTemplate>
+          <c:TickUpDownDouble Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="PriceMultiplier">
+        <DataTemplate>
+          <c:TickUpDownDouble Value="{Binding value}" DisplayConverter="{StaticResource DoubleTextConverter}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Quantity">
+        <DataTemplate>
+          <c:TickUpDownDouble Value="{Binding value}" DisplayConverter="{StaticResource DoubleTextConverter}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="LegType">
+        <DataTemplate>
+          <spr:ContractLegTypeView Value="{Binding value}"/>
+        </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_rows, Mode=OneWay}"/>
+      <Run Text="/"/>
+      <Run Text="{Binding num_rows, Mode=OneWay}"/>
+      <Run Text=" synthetics were successfully converted."/>
+      <Run Text="Resolve conflicts below by selecting a value to assign each affected synthetic,"/>
+      <Run Text="or modify individual synthetics 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 conflicts_view}"
+      Margin="0,8,0,0"
+      MinRowHeight="17"
+      RowHeaderWidth="22"
+      SelectionMode="Single"
+    >
+      <DataGrid.RowValidationErrorTemplate>
+         <ControlTemplate>
+           <Grid Background="Green">
+             <Border x:Name="exclamation" HorizontalAlignment="Center">
+               <Image Height="12" VerticalAlignment="Center" Source="{x:Static u:Icons.WarningExclamation}"/>
+             </Border>
+             <ContentControl HorizontalAlignment="Stretch" VerticalAlignment="Stretch" HorizontalContentAlignment="Stretch" VerticalContentAlignment="Stretch" ToolTip="{Binding (Validation.Errors), RelativeSource={RelativeSource AncestorType=DataGridRow}}">
+               <ContentControl.Template>
+                 <ControlTemplate TargetType="ContentControl">
+                   <Grid Background="Transparent">
+                     <Grid.ToolTip>
+                       <ToolTip Content="{Binding ToolTip, RelativeSource={RelativeSource TemplatedParent}}">
+                         <ToolTip.ContentTemplate>
+                           <DataTemplate>
+                             <ItemsControl ItemsSource="{Binding}" DisplayMemberPath="ErrorContent"/>
+                           </DataTemplate>
+                         </ToolTip.ContentTemplate>
+                       </ToolTip>
+                     </Grid.ToolTip>
+                   </Grid>
+                 </ControlTemplate>
+               </ContentControl.Template>
+             </ContentControl>
+           </Grid>
+         </ControlTemplate>
+      </DataGrid.RowValidationErrorTemplate>
+      <DataGrid.CellStyle>
+        <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+          <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+        </Style>
+      </DataGrid.CellStyle>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="ValidationErrorTemplate" Value="{Binding RowValidationErrorTemplate, RelativeSource={RelativeSource AncestorType=DataGrid}}"/>
+          <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, Converter={StaticResource EnumDescriptionConverter}}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Affected Synthetics" Binding="{Binding num_affected_rows}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsView.xaml.cs

@@ -0,0 +1,20 @@
+using System.Windows.Controls;
+
+namespace bts.shell.spreader {
+   enum SyntheticContractComponent {
+      Name,
+      TickSize,
+      Security,
+      PriceMultiplier,
+      Quantity,
+      LegType
+   }
+
+   /// <summary>
+   /// Interaction logic for SyntheticImportConflictsView.xaml
+   /// </summary>
+   partial class SyntheticImportConflictsView : UserControl {
+      public SyntheticImportConflictsView() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportDialog.xaml

@@ -0,0 +1,45 @@
+<Window
+  x:Class="bts.shell.spreader.SyntheticImportDialog"
+  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:spr="clr-namespace:bts.shell.spreader"
+  u:WindowStyle.AllowResize="True"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  u:WindowStyle.TitleContent="Import Synthetics"
+  Style="{StaticResource BTSDialogTitleTemplate}"
+  Content="{Binding}"
+>
+  <Window.MaxHeight>
+    <Binding Path="SizeToContent" RelativeSource="{RelativeSource Self}">
+      <Binding.Converter>
+        <cv:WindowMaxHeightConverter SizeToContentThreshold="{u:DPIDouble 700}"/>
+      </Binding.Converter>
+    </Binding>
+  </Window.MaxHeight>
+  <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.ContentTemplate>
+    <DataTemplate DataType="{x:Type spr:SyntheticImportVM}">
+      <AdornerDecorator>
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="*"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <spr:SyntheticImportView/>
+          <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding ok_cmd}" CancelCommand="{Binding cancel_cmd}"/>
+        </Grid>
+      </AdornerDecorator>
+    </DataTemplate>
+  </Window.ContentTemplate>
+</Window>

src/client/spark/Modules/Spreader/Import/SyntheticImportDialog.xaml.cs

@@ -0,0 +1,11 @@
+using System.Windows;
+
+namespace bts.shell.spreader {
+   /// <summary>
+   /// Interaction logic for SyntheticImportDialog.xaml
+   /// </summary>
+   partial class SyntheticImportDialog : Window {
+      public SyntheticImportDialog() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportRowCollectionView.cs

@@ -0,0 +1,236 @@
+using mbts;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Runtime.CompilerServices;
+using System.Windows.Data;
+
+namespace bts.shell.spreader {
+   class SyntheticImportRowCollectionView : ListCollectionView {
+      ReadOnlyObservableCollection<object> _base_groups, _groups_wrapper;
+      ObservableAutoWrapper<object, object> _groups;
+
+      public SyntheticImportRowCollectionView(IList list)
+         : base(list) { }
+
+      public override bool CanGroup => true;
+
+      // Must return null if there are no GroupDescriptions (i.e., instead of an empty collection).
+      // If an empty collection is returned, the view assumes grouping is active and there are no items.
+      public override ReadOnlyObservableCollection<object> Groups {
+         get {
+            if ((GroupDescriptions?.Count ?? 0) == 0)
+               return null;
+            if (_groups_wrapper == null) {
+               _base_groups = base.Groups;
+               if (_base_groups == null)
+                  return null;
+               _groups = new ObservableAutoWrapper<object, object>(_base_groups, obj => new SyntheticImportRowCollectionViewGroup((CollectionViewGroup)obj, this));
+               _groups_wrapper = new ReadOnlyObservableCollection<object>(_groups);
+            }
+            return _groups_wrapper;
+         }
+      }
+
+      public void set_all_expanded(bool is_expanded) {
+         foreach (var g in Groups.OfTypeSafe<SyntheticImportRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+   }
+
+   class SyntheticImportRowCollectionViewGroup : CollectionViewGroup, INotifyDataErrorInfo, IRaiseNotifyPropertyChanged, IEquatable<SyntheticImportRowCollectionViewGroup> {
+      static readonly string _desc_delim = ", ";
+      readonly SyntheticImportRowCollectionView _root;
+      readonly CollectionViewGroup _from;
+      readonly Dictionary<object, InnerGroupSubscription> _inner_groups = new Dictionary<object, InnerGroupSubscription>();
+      readonly Dictionary<int, IDisposable> _rows = new Dictionary<int, IDisposable>();
+      string
+         _leg_type_desc,
+         _security_desc,
+         _quantity_desc,
+         _price_multiplier_desc;
+
+      IDisposable _dispose;
+      bool _is_expanded;
+
+      public SyntheticImportRowCollectionViewGroup(CollectionViewGroup from, SyntheticImportRowCollectionView root) : base(from.Name) {
+         _root = root;
+         _from = from;
+         ((INotifyCollectionChanged)_from.Items).CollectionChanged += _from_items_CollectionChanged;
+         _from_items_CollectionChanged(_from.Items, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _from.Items, 0));
+      }
+
+      public event Action ProtectedItemCountChanged;
+      public event EventHandler<DataErrorsChangedEventArgs> ErrorsChanged;
+
+      public override bool IsBottomLevel => _from.IsBottomLevel;
+      public bool is_expanded { get => _is_expanded; set => _set(ref _is_expanded, value); }
+      public int level => parent == null ? 1 : parent.level + 1;
+      public SyntheticImportRowCollectionViewGroup parent { get; private set; }
+      // leg type desc
+      public string leg_type_desc =>
+         _leg_type_desc ?? (_leg_type_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.leg_type.display_name())));
+      // price multiplier desc
+      public string price_multiplier_desc =>
+         _price_multiplier_desc ?? (_price_multiplier_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.price_multiplier)));
+      // quantity desc
+      public string quantity_desc =>
+         _quantity_desc ?? (_quantity_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.quantity)));
+      // security desc
+      public string security_desc =>
+         _security_desc ?? (_security_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.security?.ToString() ?? "?").ExceptNull()).if_null_or_empty("(No Legs)"));
+
+      new int ProtectedItemCount {
+         get => base.ProtectedItemCount;
+         set {
+            if (base.ProtectedItemCount != value) {
+               base.ProtectedItemCount = value;
+               ProtectedItemCountChanged?.Invoke();
+            }
+         }
+      }
+
+      public bool HasErrors => Items.OfType<ContractLegVM>().Any(l => l.HasErrors);
+      public IEnumerable GetErrors(string propertyName) =>
+         propertyName == nameof(Items) ?
+         Items.OfType<ContractLegVM>().SelectMany(l => l.AllErrors) :
+         Enumerable.Empty<string>();
+
+      public void set_all_expanded(bool is_expanded) {
+         this.is_expanded = is_expanded;
+         foreach (var g in Items.OfTypeSafe<SyntheticImportRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+
+      public bool Equals(SyntheticImportRowCollectionViewGroup other) =>
+         other != null &&
+         level == other.level &&
+         Equals(Name, other.Name);
+
+      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
+         OnPropertyChanged(new PropertyChangedEventArgs(prop));
+
+      void _add_item(int index, object item) {
+         Log.assert(index >= 0, "Index is less than 0.");
+         if (item is CollectionViewGroup group) {
+            var inner_group = new SyntheticImportRowCollectionViewGroup(group, _root);
+            _inner_groups.Add(group.Name, new InnerGroupSubscription(this, inner_group));
+            ProtectedItems.Insert(index, inner_group);
+         } else {
+            var row = (ContractLegVM)item;
+            if (_rows.TryPopValue(row.id, out var sub))
+               sub.Dispose();
+            _rows[row.id] = _connect_row(row);
+            ProtectedItems.Insert(index, item);
+         }
+      }
+
+      void _remove_item(int index, object item) {
+         if (item is SyntheticImportRowCollectionViewGroup inner_group) {
+            if (!_inner_groups.TryPopValue(inner_group.Name, out var ig_sub))
+               throw new InvalidOperationException($"Inner groups cache does not have an entry for the specified name '{inner_group.Name}' (entire tree structure may be compromised).");
+            ig_sub.Dispose();
+            Disposable.dispose(ref inner_group._dispose);
+         }
+         ProtectedItems.RemoveAt(index);
+      }
+
+      void _from_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
+         switch (e.Action) {
+            case NotifyCollectionChangedAction.Add:
+               for (int i = 0; i < e.NewItems.Count; i++)
+                  _add_item(e.NewStartingIndex + i, e.NewItems[i]);
+               break;
+            case NotifyCollectionChangedAction.Remove:
+               for (int i = 0; i < e.OldItems.Count; i++)
+                  _remove_item(e.OldStartingIndex, ProtectedItems[e.OldStartingIndex]);
+               break;
+            case NotifyCollectionChangedAction.Replace:
+               for (int i = 0; i < e.OldItems.Count; i++)
+                  _remove_item(e.OldStartingIndex, ProtectedItems[e.OldStartingIndex]);
+               for (int i = 0; i < e.NewItems.Count; i++)
+                  _add_item(e.NewStartingIndex + i, e.NewItems[i]);
+               break;
+            case NotifyCollectionChangedAction.Reset:
+               while (ProtectedItems.Count > 0)
+                  _remove_item(0, ProtectedItems[0]);
+               for (int i = 0; i < _from.Items.Count; i++)
+                  _add_item(i, _from.Items[i]);
+               break;
+         }
+      }
+
+      void _invalidate_props(params string[] props) {
+         for (int i = 0; i < props.Length; i++)
+            OnPropertyChanged(new PropertyChangedEventArgs(props[i]));
+      }
+
+      void _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = "") =>
+         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
+
+      void _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = "") {
+         if (!comparer.Equals(backing, new_value)) {
+            backing = new_value;
+            OnPropertyChanged(new PropertyChangedEventArgs(prop));
+         }
+      }
+
+      IDisposable _connect_row(ContractLegVM row) {
+         row.result_changed += on_result_changed;
+         row.ErrorsChanged += on_errors_changed;
+         return Disposable.Create(() => {
+            row.result_changed -= on_result_changed;
+            row.ErrorsChanged -= on_errors_changed;
+         });
+         void on_result_changed() {
+            _security_desc = null;
+            _price_multiplier_desc = null;
+            _quantity_desc = null;
+            _leg_type_desc = null;
+            _invalidate_props(nameof(security_desc), nameof(price_multiplier_desc), nameof(quantity_desc), nameof(leg_type_desc));
+         }
+         void on_errors_changed(object sender, DataErrorsChangedEventArgs e) =>
+            ErrorsChanged?.Invoke(this, new DataErrorsChangedEventArgs(nameof(Items)));
+      }
+
+      class InnerGroupSubscription : IDisposable {
+         public readonly SyntheticImportRowCollectionViewGroup _inner_group;
+         readonly SyntheticImportRowCollectionViewGroup _parent;
+         int _last_count;
+
+         public InnerGroupSubscription(SyntheticImportRowCollectionViewGroup parent, SyntheticImportRowCollectionViewGroup inner_group) {
+            _parent = parent;
+            _inner_group = inner_group;
+            _inner_group.parent = parent;
+            // init item count
+            _on_item_count_changed();
+            // listen to item count changes
+            _inner_group.ProtectedItemCountChanged += _on_item_count_changed;
+         }
+
+         public void Dispose() {
+            _inner_group.ProtectedItemCountChanged -= _on_item_count_changed;
+            _inner_group.parent = null;
+            // make sure the state is valid (if a bad state goes by undetected here, nefarious/difficult-to-track bugs could arise)
+            if (_last_count != _inner_group.ProtectedItemCount) {
+               Log.Ui.warn("Cached inner count is not equal to the inner group's ItemCount (entire tree structure may be compromised).");
+            }
+            _parent.ProtectedItemCount -= _last_count;
+         }
+
+         void _on_item_count_changed() {
+            // add the delta
+            _parent.ProtectedItemCount += (_inner_group.ProtectedItemCount - _last_count);
+            // reset the local cache
+            _last_count = _inner_group.ProtectedItemCount;
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportVM.cs

@@ -0,0 +1,253 @@
+using bts.api;
+using bts.collections;
+using bts.spark;
+using mbts;
+using mbts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.user.settings;
+using mbts.utils;
+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 Disposable = mbts.Disposable;
+
+namespace bts.shell.spreader {
+   class SyntheticImportVM : DisposableViewModelBase, IRequestViewClose {
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public SyntheticImportVM() {
+         var rows_view = new SyntheticImportRowCollectionView(flat_legs);
+         rows_view.GroupDescriptions.Add(new PropertyGroupDescription(nameof(ContractLegVM.owner)));
+         this.rows_view = rows_view;
+         ok_cmd = new DelegateCommand(() => import_request?.Invoke());
+         cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
+         _dispose = ObservableAutoWrapper.connect_item_hooks(
+            rows,
+            r => {
+               flat_legs.AddRange(r.legs);
+               return Disposable.Create(() => flat_legs.removeRange(r.legs));
+            });
+      }
+
+      public event Action import_request;
+      public event EventHandler RequestClose;
+
+      public ObservableCollection<SyntheticImportRowVM> rows { get; } = new ObservableCollection<SyntheticImportRowVM>();
+      public ObservableCollection<ContractLegVM> flat_legs { get; } = new ObservableCollection<ContractLegVM>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map { get => _security_map; set => Set(ref _security_map, value); }
+      public ICollectionView rows_view { get; }
+      // commands
+      public ICommand ok_cmd { get; }
+      public ICommand cancel_cmd { get; }
+   }
+
+   class SyntheticImportRowVM : DisposableViewModelBase, IEquatable<SyntheticImportRowVM> {
+      readonly ReactiveThresholdMonitor<ContractLegVM> _leg_errors_mon = new ReactiveThresholdMonitor<ContractLegVM>(l => l.subscribe_has_errors(true));
+      readonly Func<string, bool> _get_name_exists;
+      SecurityImmutable? _security;
+      ExecutionStrategyImmutable? _strategy;
+      TickFactors _tick_factors;
+      string _name;
+      bool _is_selected;
+
+      public SyntheticImportRowVM(uint user_id, Func<string, bool> get_name_exists) {
+         this.user_id = user_id;
+         _get_name_exists = get_name_exists;
+         _validate();
+         add_leg_cmd = new DelegateCommand<SyntheticImportRowVM>(r => {
+            if (r != null) {
+               r.legs.Add(new ContractLegVM {
+                  price_multiplier = 1,
+                  quantity = 1,
+                  owner = r
+               });
+            }
+         });
+         remove_leg_cmd = new DelegateCommand<ContractLegVM>(l => l?.owner?.legs?.Remove(l));
+         PropertyChanged += on_property_changed;
+         var disp = new DisposableCombo(
+            _leg_errors_mon.OnDispatcher().Subscribe(v => _validate()),
+            ObservableAutoWrapper.connect_item_hooks(legs,
+               l => {
+                  l.result_changed += invalidate;
+                  return new DisposableCombo(_leg_errors_mon.join(l), l) +
+                  new Action(() => l.result_changed -= invalidate);
+               })) +
+            new Action(() => PropertyChanged -= on_property_changed);
+
+         void invalidate() {
+            _security = null;
+            _strategy = null;
+            _validate();
+            result_changed?.Invoke();
+         }
+
+         void on_property_changed(object sender, PropertyChangedEventArgs e) =>
+            invalidate();
+      }
+
+      public event Action result_changed;
+
+      public SecurityImmutable result =>
+         _security ?? (_security = new SecurityImmutable(to_security())).Value;
+
+      public ExecutionStrategyImmutable strategy =>
+         _strategy ?? (_strategy = new ExecutionStrategyImmutable(to_strategy())).Value;
+
+      public (SecurityImmutable security, ExecutionStrategyImmutable strategy) result_tuple =>
+         (result, strategy);
+
+      public ParsedSyntheticContract parsed_synth { get; set; }
+
+      public string name { get => _name; set => Set(ref _name, value); }
+      public uint user_id { get; }
+      public TickFactors tick_factors { get => _tick_factors; set => Set(ref _tick_factors, value); }
+      public ObservableCollection<ContractLegVM> legs { get; } = new ObservableCollection<ContractLegVM>();
+      public bool is_selected { get => _is_selected; set => Set(ref _is_selected, value); }
+      public ICommand add_leg_cmd { get; }
+      public ICommand remove_leg_cmd { get; }
+
+      public Security to_security() {
+         var sc = new SyntheticContract {
+            Name = name,
+            UserId = user_id
+         };
+         sc.Legs.AddRange(legs.Select(l => l.to_contract_leg()));
+         return new Security {
+            Synthetic = sc,
+            Symbol = sc.Legs.FirstOrDefault()?.Security?.Symbol ?? string.Empty,
+            Exchange = Venue.Bts,
+            ContractSpec = tick_factors.to_spec()
+         };
+      }
+
+      public ExecutionStrategy to_strategy() {
+         var strat = new ExecutionStrategy();
+         foreach (var l in legs) {
+            if (l.security.HasValue)
+               strat.LegParamsMap[l.security.Value.Id] = l.to_leg_params();
+         }
+         return strat;
+      }
+
+      void _validate() {
+         using (validation()) {
+            if (string.IsNullOrEmpty(name)) {
+               validation_assert(false, "Name is not specified.", nameof(name));
+            } else if (_get_name_exists(name)) {
+               validation_assert(false, "Name already exists.", nameof(name));
+            }
+            validation_assert(tick_factors != null && tick_factors.is_valid(), "Invalid tick", nameof(tick_factors));
+            validation_assert(legs.Count > 0 && !_leg_errors_mon.is_above_threshold, "Invalid legs.", nameof(legs));
+         }
+      }
+
+      public bool Equals(SyntheticImportRowVM other) =>
+         other != null &&
+         parsed_synth.unpersisted_id == other.parsed_synth.unpersisted_id;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as SyntheticImportRowVM);
+
+      public override int GetHashCode() =>
+         parsed_synth.unpersisted_id;
+   }
+
+   class ContractLegVM : DisposableViewModelBase, IEquatable<ContractLegVM> {
+      ContractLegImmutable? _leg;
+      LegSpreaderParamsImmutable? _leg_params;
+      SecurityImmutable? _security;
+      double _price_multiplier, _quantity;
+      ContractLegType _leg_type;
+      bool _is_selected;
+
+      public ContractLegVM() {
+         PropertyChanged += on_property_changed;
+         _dispose = Disposable.Create(() => PropertyChanged -= on_property_changed);
+         _validate();
+         void on_property_changed(object sender, PropertyChangedEventArgs e) {
+            switch (e.PropertyName) {
+               case nameof(security):
+               case nameof(price_multiplier):
+               case nameof(quantity):
+                  _leg = null;
+                  break;
+               case nameof(leg_type):
+                  _leg_params = null;
+                  break;
+               default: return;
+            }
+            _validate();
+            result_changed?.Invoke();
+         }
+      }
+
+      public event Action result_changed;
+
+      public ParsedContractLeg parsed_leg { get; set; }
+      public SyntheticImportRowVM owner { get; set; }
+      public int owner_id => owner.parsed_synth.unpersisted_id;
+      public int id => parsed_leg.id;
+
+      public ContractLegImmutable leg =>
+         _leg ?? (_leg = new ContractLegImmutable(to_contract_leg())).Value;
+
+      public LegSpreaderParamsImmutable leg_params =>
+         _leg_params ?? (_leg_params = new LegSpreaderParamsImmutable(to_leg_params())).Value;
+
+      public (ContractLegImmutable leg, LegSpreaderParamsImmutable leg_params) result_tuple =>
+         (leg, leg_params);
+
+      public SecurityImmutable? security { get => _security; set => Set(ref _security, value); }
+      public double price_multiplier { get => _price_multiplier; set => Set(ref _price_multiplier, value); }
+      public double quantity { get => _quantity; set => Set(ref _quantity, value); }
+      public ContractLegType leg_type { get => _leg_type; set => Set(ref _leg_type, value); }
+      public bool is_selected { get => _is_selected; set => Set(ref _is_selected, value); }
+
+      public void load(ContractLegImmutable leg) {
+         security = leg.Security;
+         price_multiplier = leg.PriceMultiplier;
+         quantity = leg.Quantity;
+      }
+
+      public ContractLeg to_contract_leg() =>
+         new ContractLeg {
+            Security = security?.CloneToMutable(),
+            PriceMultiplier = price_multiplier,
+            Side = quantity < 0 ? Side.Sell : Side.Buy,
+            Quantity = Math.Abs(quantity)
+         };
+
+      public LegSpreaderParams to_leg_params() {
+         var lps = SyntheticDataHelper.Defaults.LegSpreaderParams;
+         lps.EnableHedging = (leg_type & ContractLegType.Hedge) != 0;
+         lps.IsActiveQuoting = (leg_type & ContractLegType.Quote) != 0;
+         return lps;
+      }
+
+      void _validate() {
+         using (validation()) {
+            validation_assert(security.is_exchange_security(), "Invalid security", nameof(security));
+            validation_assert(price_multiplier.IsNonZero(), "Invalid price multiplier", nameof(price_multiplier));
+            validation_assert(quantity.IsNonZero(), "Invalid quantity", nameof(quantity));
+         }
+      }
+
+      public bool Equals(ContractLegVM other) =>
+         other != null && id == other.id;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as ContractLegVM);
+
+      public override int GetHashCode() =>
+         id;
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportView.xaml

@@ -0,0 +1,270 @@
+<UserControl
+  x:Class="bts.shell.spreader.SyntheticImportView"
+  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:spr="clr-namespace:bts.shell.spreader"
+  xmlns:pnl="clr-namespace:bts.shell.pnl"
+  MinWidth="400"
+  Content="{Binding}"
+>
+  <UserControl.Resources>
+    <cv:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel"/>
+    <Style x:Key="GroupDesc" TargetType="TextBlock">
+      <Setter Property="Margin" Value="{x:Static spr:SyntheticImportView.CellPadding}"/>
+      <Setter Property="ToolTip" Value="{Binding Text, RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Foreground" Value="#80000000"/>
+      <Setter Property="FontStyle" Value="Italic"/>
+    </Style>
+    <DataTemplate DataType="{x:Type spr:ContractLegVM}">
+      <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>
+    <DataTemplate DataType="{x:Type spr:SyntheticImportVM}">
+      <c:DIYGrid
+        Grid.IsSharedSizeScope="True"
+        Rows="{Binding rows_view}"
+        RowHeight="{x:Static spr:SyntheticImportView.RowHeight}"
+        RowsHorizontalScrollBarVisibility="Collapsed"
+        SelectionHighlight="#30000000"
+        SelectionMode="Single"
+        SupportGroupItems="True"
+      >
+        <c:DIYGrid.Columns>
+          <c:DIYGridColumnCollection>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Name}" Width="106"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Ticks}" Width="128"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Security}" Header="Securities" Width="120"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Quantity}" Header="Quantities" Width="70"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.PriceMultiplier}" Header="Price Multipliers" Width="80"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.LegType}" Header="Leg Types" Width="83"/>
+          </c:DIYGridColumnCollection>
+        </c:DIYGrid.Columns>
+        <c:DIYGrid.GroupStyle>
+          <GroupStyle>
+            <GroupStyle.ContainerStyle>
+              <Style TargetType="GroupItem">
+                <Setter Property="HorizontalAlignment" Value="Left"/>
+                <EventSetter Event="MouseDown" Handler="_on_group_item_mouse_down"/>
+                <!--Note: Tag is bound to 'Items' so errors on the 'Items' prop will be included in Validation.Errors.-->
+                <Setter Property="Tag">
+                  <Setter.Value>
+                    <MultiBinding>
+                      <MultiBinding.Converter>
+                        <cv:MultiValueConverterPipe/>
+                      </MultiBinding.Converter>
+                      <Binding Path="Name.legs"/>
+                      <Binding Path="Name.name"/>
+                    </MultiBinding>
+                  </Setter.Value>
+                </Setter>
+                <Setter Property="Template">
+                  <Setter.Value>
+                    <ControlTemplate TargetType="GroupItem">
+                      <Grid
+                        c:DIYGrid.SyncWithColumnGeometry="True"
+                        u:StateManager.VisualState="{Binding IsChecked, ElementName=expander, Converter={x:Static pnl:PNLView.ExpandedVisualStateConverter}}"
+                        Background="{TemplateBinding Background}"
+                      >
+                        <VisualStateManager.VisualStateGroups>
+                          <VisualStateGroup Name="ExpansionStates">
+                            <VisualState Name="Expanded"/>
+                            <VisualState Name="Collapsed">
+                              <Storyboard>
+                                <ObjectAnimationUsingKeyFrames Storyboard.TargetName="presenter" Storyboard.TargetProperty="(UIElement.Visibility)">
+                                  <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+                                </ObjectAnimationUsingKeyFrames>
+                              </Storyboard>
+                            </VisualState>
+                          </VisualStateGroup>
+                        </VisualStateManager.VisualStateGroups>
+                        <Grid.RowDefinitions>
+                          <RowDefinition Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}, Converter={StaticResource GridLengthPixelConverter}}"/>
+                          <RowDefinition Height="*"/>
+                        </Grid.RowDefinitions>
+                        <Rectangle Grid.ColumnSpan="99" HorizontalAlignment="Stretch" VerticalAlignment="Bottom" Fill="Gray" UseLayoutRounding="True"/>
+                        <!--Expander Toggle-->
+                        <c:ExpanderToggleButton
+                          x:Name="expander"
+                          Grid.ColumnSpan="99"
+                          Validation.ValidationAdornerSiteFor="{Binding RelativeSource={RelativeSource TemplatedParent}}"
+                          ArrowPadding="14,2,0,0"
+                          Background="{u:Brush Transparent}"
+                          BorderThickness="0"
+                          HorizontalAlignment="Stretch"
+                          HorizontalContentAlignment="Left"
+                          Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                          IsChecked="{Binding is_expanded}"
+                        >
+                          <u:StateManager.VisualState>
+                            <Binding Path="TemplatedParent.(Validation.Errors).Count" RelativeSource="{RelativeSource Self}">
+                              <Binding.Converter>
+                                <cv:ValueConverterPipe>
+                                  <cv:IntGreaterThanConverter Value="0"/>
+                                  <cv:BooleanToObjectConverter ValueForFalse="NoErrors" ValueForTrue="Errors"/>
+                                </cv:ValueConverterPipe>
+                              </Binding.Converter>
+                            </Binding>
+                          </u:StateManager.VisualState>
+                          <u:StateManager.Groups>
+                            <u:StateGroupsManager AttachToMembers="True">
+                              <u:StateDefinitionCollection>
+                                <u:MouseStateDefinition MouseSource="{Binding Group.Target, RelativeSource={RelativeSource Self}}"/>
+                              </u:StateDefinitionCollection>
+                            </u:StateGroupsManager>
+                          </u:StateManager.Groups>
+                          <VisualStateManager.VisualStateGroups>
+                            <VisualStateGroup Name="MouseStates">
+                              <VisualState Name="Normal"/>
+                              <VisualState Name="MouseOver">
+                                <Storyboard>
+                                  <ColorAnimation Storyboard.TargetName="expander" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#10000000"/>
+                                </Storyboard>
+                              </VisualState>
+                              <VisualState Name="Pressed">
+                                <Storyboard>
+                                  <ColorAnimation Storyboard.TargetName="expander" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#10000000"/>
+                                </Storyboard>
+                              </VisualState>
+                            </VisualStateGroup>
+                          </VisualStateManager.VisualStateGroups>
+                          <Validation.ErrorTemplate>
+                            <ControlTemplate TargetType="Control">
+                              <Grid>
+                                <AdornedElementPlaceholder x:Name="adorned_element_pl"/>
+                                <Border x:Name="exclamation" HorizontalAlignment="Left">
+                                  <Image Height="12" Margin="6,0,0,0" VerticalAlignment="Center" Source="{x:Static u:Icons.WarningExclamation}"/>
+                                </Border>
+                                <ContentControl u:Behavior.MirrorLayoutFor="{Binding ElementName=exclamation}" ToolTip="{Binding AdornedElement.(Validation.ValidationAdornerSiteFor).(Validation.Errors), ElementName=adorned_element_pl}">
+                                  <ContentControl.Template>
+                                    <ControlTemplate TargetType="ContentControl">
+                                      <Grid Background="Transparent">
+                                        <Grid.ToolTip>
+                                          <ToolTip Content="{Binding ToolTip, RelativeSource={RelativeSource TemplatedParent}}">
+                                            <ToolTip.ContentTemplate>
+                                              <DataTemplate>
+                                                <ItemsControl ItemsSource="{Binding}" DisplayMemberPath="ErrorContent"/>
+                                              </DataTemplate>
+                                            </ToolTip.ContentTemplate>
+                                          </ToolTip>
+                                        </Grid.ToolTip>
+                                      </Grid>
+                                    </ControlTemplate>
+                                  </ContentControl.Template>
+                                </ContentControl>
+                              </Grid>
+                            </ControlTemplate>
+                          </Validation.ErrorTemplate>
+                          <Grid c:DIYGrid.SyncWithColumnGeometry="True" Margin="-22,0,0,0">
+                            <c:EditableTextBlock
+                              x:Name="PART_Name_EditableTextBlock"
+                              Grid.Column="0"
+                              Margin="22,0,0,0"
+                              EndEditOnLostKeyboardFocus="True"
+                              Foreground="{u:Brush Black}"
+                              Text="{Binding Name.name}"
+                              ToolTip="Click to Edit Name"
+                              UseLayoutRounding="True"
+                              VerticalAlignment="Center"
+                            >
+                              <c:EditableTextBlock.CommandBindings>
+                                <CommandBinding Command="{x:Static c:EditableTextBlock.BeginEditCommand}" Executed="{x:Static c:EditableTextBlock.BeginEditExecuted}"/>
+                                <CommandBinding Command="{x:Static c:EditableTextBlock.EndEditCommand}" Executed="{x:Static c:EditableTextBlock.EndEditExecuted}"/>
+                                <CommandBinding Command="{x:Static c:EditableTextBlock.CancelEditCommand}" Executed="{x:Static c:EditableTextBlock.CancelEditExecuted}"/>
+                              </c:EditableTextBlock.CommandBindings>
+                              <c:EditableTextBlock.InputBindings>
+                                <MouseBinding MouseAction="LeftClick" Command="{x:Static c:EditableTextBlock.BeginEditCommand}"/>
+                                <KeyBinding Key="Return" Command="{x:Static c:EditableTextBlock.EndEditCommand}"/>
+                                <KeyBinding Key="Esc" Command="{x:Static c:EditableTextBlock.CancelEditCommand}"/>
+                              </c:EditableTextBlock.InputBindings>
+                            </c:EditableTextBlock>
+                            <c:TickFactorsPicker
+                              c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Ticks}"
+                              Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                              SelectedTickFactors="{Binding Name.tick_factors}"
+                              UseLayoutRounding="True"
+                            />
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Security}" Text="{Binding security_desc}" Style="{StaticResource GroupDesc}"/>
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Quantity}" Text="{Binding quantity_desc}" Style="{StaticResource GroupDesc}"/>
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.PriceMultiplier}" Text="{Binding price_multiplier_desc}" Style="{StaticResource GroupDesc}"/>
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.LegType}" Text="{Binding leg_type_desc}" Style="{StaticResource GroupDesc}">
+                              <TextBlock.ToolTip>
+                                <TextBlock>
+                                  <Run Text="{Binding leg_type_desc, Mode=OneWay}"/>
+                                  <LineBreak/>
+                                  <Run Text="Q = Quote"/>
+                                  <LineBreak/>
+                                  <Run Text="H = Hedge"/>
+                                  <LineBreak/>
+                                  <Run Text="N = None"/>
+                                </TextBlock>
+                              </TextBlock.ToolTip>
+                            </TextBlock>
+                          </Grid>
+                        </c:ExpanderToggleButton>
+                        <ItemsPresenter x:Name="presenter" Grid.Row="1" Grid.ColumnSpan="99"/>
+                      </Grid>
+                    </ControlTemplate>
+                  </Setter.Value>
+                </Setter>
+              </Style>
+            </GroupStyle.ContainerStyle>
+          </GroupStyle>
+        </c:DIYGrid.GroupStyle>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate DataType="{x:Type spr:ContractLegVM}">
+            <Grid c:DIYGrid.SyncWithColumnGeometry="True">
+              <c:ContractPickerPopup
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Security}" 
+                Background="Transparent"
+                BorderThickness="0"
+                HorizontalAlignment="Stretch"
+                VerticalAlignment="Stretch"
+                Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                CloseOnCancel="True"
+                CloseOnOK="True"
+                Header="{Binding security, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+                IsEditMode="False"
+                IsLazy="True"
+                SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=c:DIYGrid}, Mode=OneWay}"
+                SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+                ShowDialogSkirt="True"
+                ToolTip="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}}"
+              >
+              </c:ContractPickerPopup>
+              <c:TickUpDownDouble
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Quantity}"
+                Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                Value="{Binding quantity}"
+              />
+              <c:TickUpDownDouble
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.PriceMultiplier}"
+                Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                Value="{Binding price_multiplier}"
+              />
+              <spr:ContractLegTypeView
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.LegType}"
+                Value="{Binding leg_type}"
+              />
+            </Grid>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+    </DataTemplate>
+  </UserControl.Resources>
+</UserControl>

src/client/spark/Modules/Spreader/Import/SyntheticImportView.xaml.cs

@@ -0,0 +1,50 @@
+using mbts.ui.controls;
+using mbts.ui.dpi;
+using mbts.ui.utility;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace bts.shell.spreader {
+   enum SyntheticImportColumns {
+      Name = 1,
+      Security,
+      Ticks,
+      PriceMultiplier,
+      Quantity,
+      LegType
+   }
+
+   /// <summary>
+   /// Interaction logic for SyntheticImportView.xaml
+   /// </summary>
+   partial class SyntheticImportView : UserControl {
+      public static double RowHeight =>
+         27.0.RoundLayoutValue();
+
+      public static Thickness CellPadding =>
+         new Thickness(6, 3, 6, 3).RoundToLayout();
+
+      public SyntheticImportView() =>
+         InitializeComponent();
+
+      void _on_group_item_mouse_down(object sender, MouseButtonEventArgs e) {
+         if (!e.Handled && e.ClickCount == 2 && sender is FrameworkElement el && el.DataContext is SyntheticImportRowCollectionViewGroup group) {
+            group.is_expanded = !group.is_expanded;
+            e.Handled = true;
+         }
+      }
+   }
+
+   class SyntheticImportColumn : DIYGrid.ColumnBase<SyntheticImportColumns> {
+      public SyntheticImportColumn() =>
+         is_visible = true;
+
+      protected override void on_key_initialized(SyntheticImportColumns key) {
+         if (Header == null)
+            Header = EnumHelper.get_display_name(key);
+         if (id == null)
+            id = key.ToString();
+      }
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImporter.cs

@@ -0,0 +1,194 @@
+using bts;
+using bts.api;
+using bts.collections;
+using bts.shell.spreader;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.IO;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+
+namespace mbts.spark {
+   static class SyntheticImporter {
+      const string _import_title = "Import Synthetics";
+      static readonly TimeSpan _import_op_sec_map_timeout = TimeSpan.FromSeconds(30);
+
+      public static IDisposable import_from_file(string path, IBus bus, OrdersModel orders_model) {
+         bool is_disposed = false;
+         IDisposable dispose_op = null;
+         dispose_op = Disposable.Create(() => is_disposed = true);
+         impl();
+         return Disposable.Create(() => Disposable.dispose(ref dispose_op));
+         async void impl() {
+            IReadOnlyDictionary<uint, SecurityMD> sec_md_map = null;
+            while (true) {
+               await Task.WhenAny(init_sec_md_map(), Task.Delay(_import_op_sec_map_timeout));
+               if (is_disposed)
+                  return;
+               if (sec_md_map != null)
+                  break;
+               if (!retry_on_error($"Synthetic import op timed out waiting for security map after {_import_op_sec_map_timeout.TotalSeconds:0.00} seconds."))
+                  return;
+            }
+            // The following conditions should break the while loop:
+            //    1) the import succeeds
+            //    2) the import fails, and the user does not click 'Yes' in the 'try again...' confirmation dialog
+            while (true) {
+               string error_msg = null;
+               try {
+                  var raw_lines = File.ReadAllLines(path);
+                  var used_names = new HashSet<string>(sec_md_map.Values.Where(smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic)
+                     .Select(smd => smd.security.Synthetic.Name));
+                  var parsed_synths = SyntheticSecurityParser.parse_rows(raw_lines, MappedDictionary.create(sec_md_map, smd => smd.security), used_names).ToList();
+                  var main_vm = new SyntheticImportVM() {
+                     security_map = sec_md_map
+                  };
+                  // add rows/conflicts
+                  main_vm.rows.AddRange(parsed_synths.Select(ps => {
+                     var sec = ps.result;
+                     var r = new SyntheticImportRowVM(orders_model.admin_model.user.id, used_names.Contains) {
+                        tick_factors = TickUtils.get_regional_ticks(sec.ContractSpec).low_tick,
+                        name = sec.Synthetic.Name,
+                        parsed_synth = ps
+                     };
+                     r.legs.AddRange(ps.legs.Zip(sec.Synthetic.Legs).Select(tup => {
+                        var (pl, l) = tup;
+                        var leg_vm = new ContractLegVM {
+                           price_multiplier = l.PriceMultiplier,
+                           quantity = l.Quantity,
+                           parsed_leg = pl,
+                           owner = r,
+                           leg_type =
+                              (pl.result_tuple.leg_params.EnableHedging ? ContractLegType.Hedge : ContractLegType.None) |
+                              (pl.result_tuple.leg_params.IsActiveQuoting ? ContractLegType.Quote : ContractLegType.None)
+                        };
+                        if (l.Security != null)
+                           leg_vm.security = new SecurityImmutable(l.Security);
+                        return leg_vm;
+                     }));
+                     return r;
+                  }));
+                  var main_win = new SyntheticImportDialog { DataContext = main_vm };
+                  ui.WindowStyle.SetSizeToContent(main_win, SizeToContent.WidthAndHeight);
+                  main_vm.import_request += on_main_import_request;
+                  main_win.move_to_mouse(-200, -75);
+                  dispose_op = WindowUtilities.connect_vm(main_win, main_vm, main_vm);
+                  main_win.Show();
+                  // conflicts
+                  var conflicts = SyntheticSecurityParser.get_conflicts(main_vm.rows);
+                  if (conflicts.Values.Any(c => c.Count > 0)) {
+                     var conflicts_vm = new SyntheticImportConflictsVM(parsed_synths.Count) {
+                        security_map = sec_md_map
+                     };
+                     foreach (var kv in conflicts) {
+                        var assign_del = SyntheticSecurityParser.assign_component(kv.Key);
+                        foreach (var text_groups in kv.Value) {
+                           var eval = get_error_value(kv.Key);
+                           var row = new SyntheticImportConflictRowVM(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
+                           conflicts_vm.conflicts.Add(row);
+                           conflicts_vm.committed += () => {
+                              foreach (var (synth, leg_vm) in text_groups.Value) {
+                                 var leg_tup = leg_vm?.parsed_leg?.result_tuple;
+                                 assign_del(synth.parsed_synth.result, leg_tup?.leg, leg_tup?.leg_params, row.value);
+                              }
+                              row.on_conflicts_resolved();
+                           };
+                        }
+                     }
+
+                     var conflicts_win = new SyntheticImportConflictsDialog {
+                        DataContext = conflicts_vm,
+                        Owner = main_win,
+                        Title = $"{_import_title} Conflicts",
+                        WindowStartupLocation = WindowStartupLocation.CenterOwner
+                     };
+                     dispose_op = new DisposableCombo(WindowUtilities.connect_vm(conflicts_win, conflicts_vm, conflicts_vm)) + dispose_op;
+
+                     conflicts_win.ShowDialog();
+                  }
+
+                  object get_error_value(SyntheticContractComponent component) {
+                     switch (component) {
+                        case SyntheticContractComponent.PriceMultiplier:
+                        case SyntheticContractComponent.Quantity: return double.NaN;
+                        default: return null;
+                     }
+                  }
+
+                  void on_main_import_request() {
+                     if (!is_disposed)
+                        import_synths(parsed_synths, main_vm.rows);
+                     Disposable.dispose(ref dispose_op);
+                  }
+               }
+               catch (Exception ex) {
+                  error_msg = $"Error parsing synthetics from file '{path}': {ex}.";
+               }
+               if (error_msg == null) {
+                  // Exit loop: the import succeeded.
+                  break;
+               }
+               if (!retry_on_error(error_msg)) {
+                  // Exit loop: the import failed, and the user did not click 'Yes' in the 'try again...' confirmation dialog.
+                  break;
+               }
+               // Continue loop: the import failed, and the user wants to try again.
+               error_msg = null;
+            }
+            async void import_synths(IReadOnlyList<ParsedSyntheticContract> parsed_synths, IEnumerable<SyntheticImportRowVM> rows) {
+               (uint? key, string error_msg)[] new_ids = null;
+               string error_msg = null;
+               try {
+                  new_ids = await orders_model.spreader.create_synthetics(
+                     rows.Where(r => !r.HasErrors)
+                     .Select(r => r.result_tuple));
+               }
+               catch (Exception ex) {
+                  Log.Ui.error($"Failed to save all synthetics during import op (one or more may have been successfully saved): {ex}.");
+                  error_msg = $"Import was unsuccessful: {ex}.";
+               }
+               if (new_ids == null)
+                  error_msg = "An unknown error occurred (check the synthetic management window to see if any synthetics were successfully added).";
+               if (error_msg != null) {
+                  BTSMessageBox.Show(error_msg, "Import Synthetics", BTSMessageBoxButtons.OK);
+               } else {
+                  Log.assert(new_ids != null);
+                  var failed = new_ids
+                     .Where(r => !r.error_msg.is_null_or_empty())
+                     .ToList();
+                  int num_succeeded = new_ids.Length - failed.Count;
+                  if (num_succeeded < parsed_synths.Count) {
+                     if (!BTSMessageBox.Confirm(
+                        $"{num_succeeded}/{parsed_synths.Count} synthetics were successfully imported.\n" +
+                        "Would you like to keep the imports that were successful?",
+                        _import_title)) {
+                        bus.post(SparkTags.SyntheticDeleteTag,
+                           ImmutableHashSet.CreateRange(new_ids.Where(r => r.key.HasValue).Select(r => r.key.Value)));
+                     }
+                  } else {
+                     BTSMessageBox.Show(
+                        $"All {num_succeeded} synthetics were successfully imported.",
+                        _import_title,
+                        BTSMessageBoxButtons.OK,
+                        MessageBoxImage.Information);
+                  }
+               }
+            }
+
+            async Task init_sec_md_map() =>
+               sec_md_map = await bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().FirstOrDefaultAsync();
+
+            bool retry_on_error(string error_msg) {
+               Log.Ui.warn(error_msg);
+               return BTSMessageBox.Confirm(error_msg + "\nTry again?", _import_title, MessageBoxImage.Exclamation);
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticSecurityParser.cs

@@ -0,0 +1,307 @@
+using bts.api;
+using bts.spark;
+using bts.utils;
+using mbts;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace bts.shell.spreader {
+   [Flags]
+   enum ContractLegType {
+      None = 0,
+      Quote = 1,
+      Hedge = 2
+   }
+
+   class ParsedSyntheticContract : IDisposable {
+      [ThreadStatic]
+      static int _id_counter;
+
+      public readonly int unpersisted_id = unchecked(_id_counter++);
+      public readonly Security result = new Security {
+         Synthetic = new SyntheticContract(),
+         ContractSpec = new ContractSpecification(),
+         Exchange = Venue.Bts
+      };
+
+      readonly ReactiveThresholdMonitor<ParsedContractLeg> _legs_valid_mon =
+         new ReactiveThresholdMonitor<ParsedContractLeg>(l => l.subscribe_is_valid());
+      IDisposable _dispose;
+
+      public ParsedSyntheticContract() {
+         _dispose = Disposable.Create(
+            ObservableAutoWrapper.connect_item_hooks(legs, _legs_valid_mon.join),
+            _legs_valid_mon.Subscribe(_ => _is_dirty = true));
+      }
+
+      bool
+         _is_dirty,
+         _is_valid;
+
+      (string text, bool success)
+         _name,
+         _tick_size;
+
+      public (string text, bool success) name { get => _name; set => _set(ref _name, value); }
+      public (string text, bool success) tick_size { get => _tick_size; set => _set(ref _tick_size, value); }
+      public ObservableCollection<ParsedContractLeg> legs { get; } = new ObservableCollection<ParsedContractLeg>();
+
+      public bool is_valid {
+         get {
+            if (_is_dirty) {
+               _is_valid = tick_size.success && name.success && !_legs_valid_mon.is_above_threshold;
+               _is_dirty = false;
+            }
+            return _is_valid;
+         }
+      }
+
+      public ParsedContractLeg current_leg =>
+         legs.LastOrDefault() ?? add_new_leg();
+
+      public ParsedContractLeg add_new_leg() {
+         var leg = new ParsedContractLeg();
+         legs.Add(leg);
+         result.Synthetic.Legs.Add(leg.result);
+         return leg;
+      }
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
+
+      public bool Equals(ParsedSyntheticContract other) => other != null && unpersisted_id == other.unpersisted_id;
+      public override bool Equals(object obj) => Equals(obj as ParsedSyntheticContract);
+      public override int GetHashCode() => unpersisted_id.GetHashCode();
+
+      void _set<T>(ref T backing, T value) {
+         backing = value;
+         _is_dirty = true;
+      }
+   }
+
+   class ParsedContractLeg {
+      [ThreadStatic]
+      static int _id_counter;
+
+      public readonly ContractLeg result = new ContractLeg { };
+      public readonly LegSpreaderParams leg_params = new LegSpreaderParams();
+      bool
+         _is_dirty,
+         _is_valid;
+
+      (string text, bool success)
+         _security,
+         _quantity,
+         _price_multiplier,
+         _leg_type;
+
+      public event Action invalidated;
+
+      public int id { get; } = unchecked(_id_counter++);
+      public (string text, bool success) security { get => _security; set => _set(ref _security, value); }
+      public (string text, bool success) quantity { get => _quantity; set => _set(ref _quantity, value); }
+      public (string text, bool success) price_multiplier { get => _price_multiplier; set => _set(ref _price_multiplier, value); }
+      public (string text, bool success) leg_type { get => _leg_type; set => _set(ref _leg_type, value); }
+
+      public (ContractLeg leg, LegSpreaderParams leg_params) result_tuple => (result, leg_params);
+
+      public bool is_valid {
+         get {
+            if (_is_dirty) {
+               if (_is_valid != (security.success && quantity.success && price_multiplier.success && leg_type.success)) {
+                  _is_valid = !_is_valid;
+                  invalidated?.Invoke();
+               }
+               _is_dirty = false;
+            }
+            return _is_valid;
+         }
+      }
+
+      public IObservable<bool> subscribe_is_valid() =>
+         Observable.Create<bool>(o => {
+            o.OnNext(is_valid);
+            invalidated += on_invalidated;
+            return Disposable.Create(() => invalidated -= on_invalidated);
+            void on_invalidated() =>
+               o.OnNext(is_valid);
+         });
+
+      void _set<T>(ref T backing, T value) {
+         backing = value;
+         _is_dirty = true;
+      }
+   }
+
+   static class SyntheticSecurityParser {
+      public const string file_extension = "csv";
+
+      public static string display_name(this ContractLegType leg_type) {
+         if (leg_type == ContractLegType.None)
+            return "N";
+         var flags = EnumHelper.split_flags(leg_type);
+         return string.Join("", flags.Select(f => f.ToString())
+            .Where(str => str.Length > 0)
+            .Select(str => str.Substring(0, 1)));
+      }
+
+      public static Action<Security, ContractLeg, LegSpreaderParams, object> assign_component(SyntheticContractComponent component) {
+         switch (component) {
+            case SyntheticContractComponent.Name: return (sec, leg, leg_params, val) => sec.Synthetic.Name = val?.ToString() ?? string.Empty;
+            case SyntheticContractComponent.TickSize: return (sec, leg, leg_params, val) => sec.ContractSpec.LowTick = sec.ContractSpec.HighTick = ConvertUtils.try_convert<double?>(val) ?? 0.0;
+            case SyntheticContractComponent.PriceMultiplier: return (sec, leg, leg_params, val) => leg.PriceMultiplier = ConvertUtils.try_convert<double?>(val) ?? double.NaN;
+            case SyntheticContractComponent.Quantity: return (sec, leg, leg_params, val) => leg.Quantity = ConvertUtils.try_convert<double?>(val) ?? double.NaN;
+            case SyntheticContractComponent.Security: return (sec, leg, leg_params, val) => leg.Security = val as Security ?? (val is SecurityImmutable si ? si.CloneToMutable() : null);
+            case SyntheticContractComponent.LegType: return (sec, leg, leg_params, val) => assign_leg_type(leg_params, ConvertUtils.try_convert(val, out ContractLegType lt) ? lt : ContractLegType.None);
+            default: throw new NotImplementedException(); 
+         }
+      }
+
+      /// Note: the returned dictionary will have entries for each <see cref="SyntheticContractComponent"/>, regardless of whether or not that component has any conflicts.
+      public static Dictionary<SyntheticContractComponent, Dictionary<string, List<(ParsedSyntheticContract synth, ParsedContractLeg leg)>>> get_conflicts(IEnumerable<ParsedSyntheticContract> parsed_fills) {
+         var missing_components = EnumHelper.get_values<SyntheticContractComponent>().ToDictionary(c => c, c => new Dictionary<string, List<(ParsedSyntheticContract synth, ParsedContractLeg leg)>>());
+         var mk_list = new Func<string, List<(ParsedSyntheticContract synth, ParsedContractLeg leg)>>(_ => new List<(ParsedSyntheticContract, ParsedContractLeg)>());
+         foreach (var psc in parsed_fills) {
+            if (!psc.name.success) {
+               add_missing(SyntheticContractComponent.Name, psc.name.text, psc);
+            }
+            if (!psc.tick_size.success) {
+               add_missing(SyntheticContractComponent.TickSize, psc.tick_size.text, psc);
+            }
+            foreach (var leg in psc.legs) {
+               if (!leg.price_multiplier.success)
+                  add_missing(SyntheticContractComponent.PriceMultiplier, leg.price_multiplier.text, psc, leg);
+               if (!leg.quantity.success)
+                  add_missing(SyntheticContractComponent.Quantity, leg.quantity.text, psc, leg);
+               if (!leg.security.success)
+                  add_missing(SyntheticContractComponent.Security, leg.security.text, psc, leg);
+               if (!leg.leg_type.success)
+                  add_missing(SyntheticContractComponent.LegType, leg.leg_type.text, psc, leg);
+            }
+         }
+         return missing_components;
+         void add_missing(SyntheticContractComponent component, string text, ParsedSyntheticContract result, ParsedContractLeg leg = null) =>
+            missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add((result, leg));
+      }
+
+      public static Dictionary<SyntheticContractComponent, Dictionary<string, List<(SyntheticImportRowVM row, ContractLegVM leg)>>> get_conflicts(IEnumerable<SyntheticImportRowVM> import_rows) {
+         var missing_components = EnumHelper.get_values<SyntheticContractComponent>().ToDictionary(c => c, c => new Dictionary<string, List<(SyntheticImportRowVM row, ContractLegVM leg)>>());
+         var mk_list = new Func<string, List<(SyntheticImportRowVM row, ContractLegVM leg)>>(_ => new List<(SyntheticImportRowVM, ContractLegVM)>());
+         foreach (var ir in import_rows) {
+            var psc = ir.parsed_synth;
+            if (!psc.name.success) {
+               add_missing(SyntheticContractComponent.Name, psc.name.text, ir);
+            }
+            if (!psc.tick_size.success) {
+               add_missing(SyntheticContractComponent.TickSize, psc.tick_size.text, ir);
+            }
+            foreach (var leg in ir.legs) {
+               if (!leg.parsed_leg.price_multiplier.success)
+                  add_missing(SyntheticContractComponent.PriceMultiplier, leg.parsed_leg.price_multiplier.text, ir, leg);
+               if (!leg.parsed_leg.quantity.success)
+                  add_missing(SyntheticContractComponent.Quantity, leg.parsed_leg.quantity.text, ir, leg);
+               if (!leg.parsed_leg.security.success)
+                  add_missing(SyntheticContractComponent.Security, leg.parsed_leg.security.text, ir, leg);
+               if (!leg.parsed_leg.leg_type.success)
+                  add_missing(SyntheticContractComponent.LegType, leg.parsed_leg.leg_type.text, ir, leg);
+            }
+         }
+         return missing_components;
+         void add_missing(SyntheticContractComponent component, string text, SyntheticImportRowVM row, ContractLegVM leg = null) =>
+            missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add((row, leg));
+      }
+      // 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<ParsedSyntheticContract> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, ISet<string> used_names) {
+         var sec_lookup = security_map.ToLookup(kv => kv.Value.ToString());
+         var name_col = Cells.name(used_names.Contains);
+         var sec_col = Cells.contract_security(lookup_security);
+         return RowParser.parse_rows(rows, columns(), Cells.delimiter);
+
+         Security lookup_security(string sec_text) =>
+            sec_lookup.Contains(sec_text) ? sec_lookup[sec_text].First().Value.CloneToMutable() : null;
+
+         IEnumerable<RowParser.AssignColumnValue<ParsedSyntheticContract>> columns() {
+            yield return name_col;
+            yield return Cells.tick_size;
+            // if an imported synth has > 255 legs, assume it is an error.
+            const int max_legs = 255;
+            int leg_count = 0;
+            do {
+               yield return sec_col;
+               yield return Cells.contract_quantity;
+               yield return Cells.contract_price_multiplier;
+               yield return Cells.leg_type;
+            } while (leg_count++ < max_legs);
+         }
+      }
+
+      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;
+      }
+
+      public static void assign_leg_type(LegSpreaderParams leg_params, ContractLegType leg_type) {
+         leg_params.IsActiveQuoting = (leg_type & ContractLegType.Quote) != 0;
+         leg_params.EnableHedging = (leg_type & ContractLegType.Hedge) != 0;
+      }
+
+      static class Cells {
+         public const char delimiter = ',';
+
+         public static RowParser.AssignColumnValue<ParsedSyntheticContract> name(Func<string, bool> name_exists) =>
+            (ref ParsedSyntheticContract psc, string cell_text) => {
+               psc.name = (cell_text, !name_exists(cell_text));
+               psc.result.Synthetic.Name = cell_text;
+            };
+
+         public static void tick_size(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.tick_size = (cell_text, double.TryParse(cell_text.Trim(), out var val));
+            if (psc.tick_size.success) {
+               psc.tick_size = (cell_text, val.IsNonZero());
+               psc.result.ContractSpec.LowTick = psc.result.ContractSpec.HighTick = val;
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedSyntheticContract> contract_security(Func<string, Security> reverse_security_lookup) =>
+            (ref ParsedSyntheticContract psc, string cell_text) => {
+               var leg = psc.add_new_leg();
+               leg.result.Security = reverse_security_lookup(cell_text.Trim());
+               leg.security = (cell_text, leg.result.Security != null);
+            };
+
+         public static void contract_quantity(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.current_leg.quantity = (cell_text, double.TryParse(cell_text.Trim(), out var val) && val.IsNonZero());
+            psc.current_leg.result.Quantity = val;
+         }
+
+         public static void contract_price_multiplier(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.current_leg.price_multiplier = (cell_text, double.TryParse(cell_text.Trim(), out var val) && val.IsNonZero());
+            psc.current_leg.result.PriceMultiplier = val;
+         }
+
+         public static void leg_type(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.current_leg.leg_type = (cell_text, _parse_leg_type(cell_text.Trim(), out var leg_type));
+            assign_leg_type(psc.current_leg.leg_params, leg_type);
+         }
+
+         static bool _parse_leg_type(string cell_text, out ContractLegType result) {
+            result = ContractLegType.None;
+            if (cell_text.IsNullOrEmpty())
+               return false;
+            switch (char.ToUpper(cell_text[0])) {
+               case 'Q': result = ContractLegType.Quote; break;
+               case 'H': result = ContractLegType.Hedge; break;
+               case 'N': break;
+               default: return false;
+            }
+            return true;
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/LegSpreaderParamsTuple.cs

@@ -1,17 +1,52 @@
 using bts.api;
 using bts.spark;
+using mbts.ui.shell;
+using System;
+
+namespace mbts.ui.spark {
+   class LegSpreaderParamsTuple : ViewModelBase, IEquatable<LegSpreaderParamsTuple> {
+      [ThreadStatic]
+      static int _id_counter;
+
+      SecurityImmutable? _security;
 
-namespace mbts.ui.spark
-{
-   internal class LegSpreaderParamsTuple
-   {
       public LegSpreaderParamsTuple(ContractLeg leg, LegSpreaderParams leg_params) {
+         id = unchecked(_id_counter++);
          this.leg = leg;
          this.leg_params = leg_params;
+         if (leg.Security != null)
+            _security = new SecurityImmutable(leg.Security);
       }
 
+      public event Action security_changed;
+
+      public int id { get; }
+      /// <summary>
+      /// Important: do NOT modify security via <see cref="ContractLeg.Security"/>,
+      /// use <see cref="security"/> instead ([only]the latter raises the PropertyChanged event).
+      /// </summary>
       public ContractLeg leg { get; }
       public LegSpreaderParams leg_params { get; }
+      public SecurityImmutable? security {
+         get => _security;
+         set {
+            if (!_security.Equals(value)) {
+               _security = value;
+               leg.Security = value?.CloneToMutable();
+               security_changed?.Invoke();
+               RaisePropertyChanged();
+            }
+         }
+      }
       public uint SecurityKey => leg.Security.Id;
+
+      public bool Equals(LegSpreaderParamsTuple other) =>
+         ReferenceEquals(this, other);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as LegSpreaderParamsTuple);
+
+      public override int GetHashCode() =>
+         id;
    }
-}
+}

src/client/spark/Modules/Spreader/SpreaderModel.cs

@@ -4,6 +4,8 @@ using bts.api.core;
 using bts.api.synthetic;
 using bts.collections;
 using bts.spark;
+using bts.utils;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -82,6 +84,61 @@ namespace mbts.spark {
             (mdc, success) => success ? mdc.Data[0].Strategy : (ExecutionStrategyImmutable?)null,
             "lookup strategy");
 
+      public Task<(uint? key, string error_msg)[]> create_synthetics(IEnumerable<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> synthetics) {
+         var tasks = synthetics.Select(tup => {
+            var (sec, strat) = tup;
+            if (sec.ContractCase != Security.ContractOneofCase.Synthetic)
+               return Task.FromException<(Result<CreateResult>, Result<UpdateResult>?)>(ExceptionBuilder.Argument.unexpected_case(sec.ContractCase, nameof(sec)));
+            if (sec.Synthetic.UserId != _user_id) {
+               var msec = sec.CloneToMutable();
+               msec.Synthetic.UserId = _user_id;
+               sec = new SecurityImmutable(msec);
+            }
+            return impl();
+            async Task<(Result<CreateResult> sec, Result<UpdateResult>? strat)> impl() {
+               var result = await _service.create_synthetic_async(sec);
+               Result<UpdateResult>? strategy;
+               if (result.success && result.value.Error == CreateResult.Types.Error.Ok) {
+                  strategy = await _service.update_security_metadata_async(new Metadata {
+                     SecurityKey = result.value.Key,
+                     Strategy = tup.strategy.CloneToMutable()
+                  });
+               } else {
+                  strategy = null;
+               }
+               return (result, strategy);
+            }
+         });
+         return _error.safe_execute_batch(tasks,
+         tup => {
+            var (sec, strat) = tup;
+            // security
+            string sec_error_msg = null;
+            uint? key = null;
+            if (!sec.success) {
+               sec_error_msg = sec.error_message;
+            } else if (sec.value.Error != CreateResult.Types.Error.Ok) {
+               sec_error_msg = sec.value.Error.ToString();
+            } else {
+               key = sec.value.Key;
+            }
+            // strategy
+            string strat_error_msg = null;
+            if (!strat.HasValue) {
+               strat_error_msg = "Strategy was not successfully saved";
+            } else if (!strat.Value.success) {
+               strat_error_msg = strat.Value.error_message;
+            } else if (strat.Value.value.Error != UpdateResult.Types.Error.Ok) {
+               strat_error_msg = strat.Value.value.Error.ToString();
+            }
+            // merge error msgs (result should be null if both errors are empty)
+            var error_msg = string.Join(Environment.NewLine, new[] { sec_error_msg, strat_error_msg }.ExceptNull());
+            return (key, error_msg.NullIfEmpty());
+         },
+         "Synthetic",
+         "creating synthetics");
+      }
+
       public Task<uint?> create_synthetic(SecurityImmutable synthetic) {
          if (synthetic.ContractCase != Security.ContractOneofCase.Synthetic)
             return null;
@@ -106,10 +163,32 @@ namespace mbts.spark {
             (r, success) => success,
             "saving strategy");
 
+      public async Task<string[]> save_strategies(IEnumerable<(uint key, ExecutionStrategyImmutable strategy)> items) {
+         // Copy everything to a new list, to guarentee that it won't be altered during the op.
+         // The performance impact should be insignificant, as this should be a rare call.
+         var item_list = new List<(uint key, ExecutionStrategyImmutable strategy, int index)>(items.Select((item, index) => (item.key, item.strategy, index)));
+         string[] errors = new string[item_list.Count];
+         await Task.WhenAll(item_list.Select(impl));
+         return errors;
+         async Task impl((uint key, ExecutionStrategyImmutable strategy, int index) tup) {
+            var (key, strategy, index) = tup;
+            try {
+               var result = await _service.update_security_metadata_async(new Metadata {
+                  SecurityKey = key,
+                  Strategy = strategy.CloneToMutable()
+               });
+               if (!result.success)
+                  errors[index] = result.error_message;
+            } catch (Exception ex) {
+               errors[index] = ex.ToString();
+            }
+         }
+      }
+
       public async Task<bool> verify_name_is_unique(string name) {
          var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
          name = name.Trim().ToLower();
          return success && !result.Values.Any(st => st.md.security.Synthetic.Name.Trim().ToLower() == name);
       }
    }
-}
+}

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

@@ -20,5 +20,5 @@ namespace mbts.ui.spark {
          InitializeComponent();
    }
 
-   class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row, SyntheticManagementView.Columns> { }
+   class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row> { }
 }

src/client/spark/Modules/Spreader/SyntheticManagementWindow.cs

@@ -1,7 +1,9 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.spreader;
 using bts.spark;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -18,16 +20,19 @@ using static bts.shell.SyntheticManagementWindowFactory;
 
 namespace mbts.spark {
    class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
-      const string _window_type = "SyntheticManagement";
+      const string
+         _window_type = "SyntheticManagement",
+         _import_title = "Import Synthetics";
+      static readonly TimeSpan _import_op_sec_map_timeout = TimeSpan.FromSeconds(30);
       SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
       StartupData _state;
       OrdersModel _orders_model;
       SyntheticManagementView _view;
+      SparkMenuDisplayVM _menu_display_vm;
       IDisposable _subscriptions;
       IReadOnlyList<SparkCommand> _commands;
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
 
-
       public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
          _orders_model = orders_model;
@@ -40,7 +45,7 @@ namespace mbts.spark {
       public override string window_type => _window_type;
       public override UIElement Content => _view;
       public override IEnumerable<SparkCommand> Commands => _commands;
-      public override StartupData SaveState => _state = _vm.value.create();
+      public override StartupData SaveState => _state = _vm.value.create().with(menu_display: _menu_display_vm.safe_create());
       public override double MinWidth => 
          StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
@@ -50,6 +55,8 @@ namespace mbts.spark {
 
       public void thread_init() {
          Log.notnull(_state);
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);
 
          var vm_connectable_builder = new ConnectableSeriesBuilder<SyntheticManagementDialogVM>(_vm.observable);
          var current_row_source = vm_connectable_builder.create(vm => vm.current_row_observable);
@@ -90,7 +97,12 @@ namespace mbts.spark {
                var dialog = new ShellSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
-            }))
+            })),
+            new SparkCommandCommand(
+               "Import Synthetics...", Icons.Import, FileDialogCommand.open_file(import, extensions: SyntheticSecurityParser.file_extension)) {
+               show_in_toolbar = false
+            },
+            _menu_display_vm.spark_cmd
          };
 
          _subscriptions = Disposable.Create(
@@ -105,13 +117,16 @@ namespace mbts.spark {
             r == null ? Observable.Return(new RowStrategy?()) :
             _orders_model.spreader.security_strategy(r.security.Id).Select(strategy => RowStrategy.create(r.security, strategy));
 
-         uint select_security_id(RowModificationParams? rmp) => rmp.HasValue ? rmp.Value.security.Id : 0;
+         IImmutableSet<uint> select_security_id(RowModificationParams? rmp) => ImmutableHashSet.Create(rmp.HasValue ? rmp.Value.security.Id : 0);
          (SecurityImmutable, ExecutionStrategyImmutable) select_row_strategy_tuple(RowStrategy? rs) => rs.HasValue ? (rs.Value.security, rs.Value.strategy) : default;
          bool can_execute(RowModificationParams? rmp) => rmp.HasValue && !rmp.Value.has_working_orders;
 
          _vm.value = new SyntheticManagementDialogVM(_bus, _orders_model, _settings_manager, _state.sorting_criteria, _state.filters ?? new FilterStates());
          if (_view == null) _view = new SyntheticManagementView { DataContext = _vm.value };
          else _view.DataContext = _vm.value;
+
+         void import(string path) =>
+            SyntheticImporter.import_from_file(path, _bus, _orders_model);
       }
 
       public override void Dispose() {
@@ -119,6 +134,9 @@ namespace mbts.spark {
          Commands.OfType<IDisposable>().DisposeAll();
       }
 
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
+
       struct RowModificationParams {
          public readonly SecurityImmutable security;
          public readonly bool has_working_orders;
@@ -145,4 +163,4 @@ namespace mbts.spark {
             new RowStrategy(security, strategy);
       }
    }
-}
+}

src/client/spark/Modules/Spreader/SyntheticManagementWindowFactory.cs

@@ -48,14 +48,28 @@ namespace bts.shell {
          public readonly FilterStates filters;
          [ProtoMember(3)]
          public readonly GridSettings grid;
+         [ProtoMember(4)]
+         public readonly SparkMenuDisplaySettings menu_display;
 
          public StartupData() : this(new List<SortingCriteria>(), null, null) { }
-         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
+
+         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default)
+            : this(sorting_criteria, filters, grid, SparkMenuDisplaySettings.Default) { }
+
+         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid, SparkMenuDisplaySettings menu_display) {
             this.sorting_criteria = sorting_criteria;
             this.filters = filters;
             this.grid = grid;
+            this.menu_display = menu_display;
          }
 
+         public StartupData with(List<SortingCriteria> sorting_criteria = null, FilterStates filters = null, GridSettings grid = null, SparkMenuDisplaySettings? menu_display = null) =>
+            new StartupData(
+               sorting_criteria ?? this.sorting_criteria,
+               filters ?? this.filters,
+               grid ?? this.grid,
+               menu_display ?? this.menu_display);
+
          public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
 
          static class DefaultColumns {

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Cross Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross)
                omv_cross.CrossTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.CrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.CrossTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossThresholdModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeOppositeMarketVolumeBasedCrossThresholdModel : RowModelBase<QuantityMeasure> {
-         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
+         IDictionary<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
 
          public override string display_name { get; } = "Threshold";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross)
                omv_cross.QuantityThreshold = value;
          }
@@ -36,7 +36,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross;
 
          QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.QuantityThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossMarketTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgePriceBasedCrossMarketTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Cross Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross)
                price_based_cross.MarketCrossTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.PriceBasedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.MarketCrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.MarketCrossTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgePriceBasedCrossTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross)
                price_based_cross.TicksThreshold = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.PriceBasedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.TicksThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.TicksThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossMarketTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeTimeBasedCrossMarketTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Cross Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross)
                time_based_cross.MarketCrossTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.MarketCrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.MarketCrossTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossTimeModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeTimeBasedCrossTimeModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Time(ms)";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross)
                time_based_cross.TimeInMsThreshold = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.TimeInMsThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.TimeInMsThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessThresholdModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePaylessThresholdModel : RowModelBase<QuantityMeasure> {
-         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
+         IDictionary<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
 
          public override string display_name { get; } = "Threshold";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks)
                payless_ticks.QuantityThreshold = value;
          }
@@ -36,7 +36,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks;
 
          QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.QuantityThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePaylessTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Payless Ticks";
          public override string help_text { get; } = string.Empty;
@@ -23,7 +23,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks)
                payless_ticks.PaylessTicks = value;
          }
@@ -35,7 +35,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.PaylessTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.PaylessTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupThresholdModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePayupThresholdModel : RowModelBase<QuantityMeasure> {
-         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
+         IDictionary<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
 
          public override string display_name { get; } = "Threshold";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks)
                payup_ticks.QuantityThreshold = value;
          }
@@ -36,7 +36,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks;
 
          QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.QuantityThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePayupTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Payup Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks)
                payup_ticks.PayupTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.PayupTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.PayupTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingPriceTypeModel.cs

@@ -9,7 +9,7 @@ namespace mbts.spark {
    {
       class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
       {
-         IDictionary<uint, PriceType> _value_store = new Dictionary<uint, PriceType>();
+         IDictionary<int, PriceType> _value_store = new Dictionary<int, PriceType>();
 
          public override string display_name { get; } = "Price Type";
          public override string help_text { get; } = string.Empty;
@@ -26,7 +26,7 @@ namespace mbts.spark {
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, PriceType value)
          {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_value(leg_tup) is ConditionalQuoting cond)
                cond.PriceType = value;
          }
@@ -37,7 +37,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.ConditionalQuoting;
 
          PriceType _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class ConditionalQuotingTicksModel : RowModelBase<int> {
-         IDictionary<uint, int> _value_store = new Dictionary<uint, int>();
+         IDictionary<int, int> _value_store = new Dictionary<int, int>();
 
          public override string display_name { get; } = "Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, int value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_value(leg_tup) is ConditionalQuoting cond)
                cond.NTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.ConditionalQuoting;
 
          int _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Hidden/QuoteHiddenModel.cs

@@ -6,7 +6,7 @@ using System.Windows;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteHiddenModel : RowModelBase<bool>, IHaveFontParams {
-         IDictionary<uint, bool> _value_store = new Dictionary<uint, bool>();
+         IDictionary<int, bool> _value_store = new Dictionary<int, bool>();
 
          public override string display_name { get; } = "Hidden";
          public override string help_text { get; } = "A hidden quote is not sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order. This continues until the synthetic spreader order is fully filled, or cancelled.";
@@ -21,7 +21,7 @@ namespace mbts.spark {
             _get_throttle(leg_tup) != null;
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             leg_tup.leg_params.QuoteParams.QuoteHidden = value ? new QuoteHidden() : null;
          }
 
@@ -32,7 +32,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteHidden;
 
          bool _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => false);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => false);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketDistance/QuoteInsideMarketDistanceTowardModel.cs

@@ -5,7 +5,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Toward Distance";
          public override string help_text { get; } = string.Empty;
@@ -21,7 +21,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
                inside_market_distance.OnTowardDistance = value;
          }
@@ -33,7 +33,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
+            _value_store.GetValueOrDefault(leg_tup.id);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleMinMove.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketThrottleMinMoveModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Min Move";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle)
                inside_market_throttle.Limit = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.Limit);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.Limit);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketThrottleTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle)
                inside_market_throttle.TicksFromInside = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.TicksFromInside);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.TicksFromInside);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/QuoteQueueHolderModel.cs

@@ -9,7 +9,7 @@ namespace mbts.spark
    {
       class QuoteQueueHolderModel : RowModelBase<uint>, IHaveFontParams
       {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
          public QuoteQueueHolderModel() 
          {            
          }
@@ -27,7 +27,7 @@ namespace mbts.spark
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
          {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             leg_tup.leg_params.QuoteParams.NQueueHolderOrders = value ;
          }
 
@@ -38,7 +38,7 @@ namespace mbts.spark
             leg_tup.leg_params.QuoteParams;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 0u);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => 0u);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/ShowQuantity/ShowQuantityQuantityModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       internal class ShowQuantityQuantityModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name => "Quantity";
 
@@ -24,7 +24,7 @@ namespace mbts.spark {
             _get_value(leg_tup) is NullableQuantity show_quantity ? show_quantity.Quantity : _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_value(leg_tup) is NullableQuantity show_quantity) {
                show_quantity.Quantity = value;
             }
@@ -37,7 +37,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.ShowQuantity;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleInsideTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteThrottleInsideTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Inside Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_throttle(leg_tup) is QuoteMuteZone throttle)
                throttle.InsideTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteMuteZone;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.InsideTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.InsideTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleOutsideTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteThrottleOutsideTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Outside Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_throttle(leg_tup) is QuoteMuteZone throttle)
                throttle.OutsideTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteMuteZone;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.OutsideTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.OutsideTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/RowModel.cs

@@ -42,8 +42,8 @@ namespace mbts.spark {
       }
 
       internal abstract class RowModelBase<T> : ViewModelBase, IRowModel {
-         readonly Dictionary<uint, ReplaySubject<bool>> _enabled_store = new Dictionary<uint, ReplaySubject<bool>>();
-         readonly Dictionary<uint, Subject<T>> _override_value_store = new Dictionary<uint, Subject<T>>();
+         readonly Dictionary<LegSpreaderParamsTuple, ReplaySubject<bool>> _enabled_store = new Dictionary<LegSpreaderParamsTuple, ReplaySubject<bool>>();
+         readonly Dictionary<LegSpreaderParamsTuple, Subject<T>> _override_value_store = new Dictionary<LegSpreaderParamsTuple, Subject<T>>();
 
          protected RowModelBase() { }
 
@@ -59,22 +59,22 @@ namespace mbts.spark {
          public virtual ICell create_cell(LegSpreaderParamsTuple leg_tup) => new Cell<T>(this, leg_tup);
 
          public void set_enabled(LegSpreaderParamsTuple leg_tup, bool enabled) =>
-            _enabled_store.GetOrAdd(leg_tup.SecurityKey, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
+            _enabled_store.GetOrAdd(leg_tup, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
 
          public void override_value(LegSpreaderParamsTuple leg_tup, T value) {
-            if (_override_value_store.TryGetValue(leg_tup.SecurityKey, out Subject<T> subject))
+            if (_override_value_store.TryGetValue(leg_tup, out Subject<T> subject))
                subject.OnNext(value);
          }
 
          public IObservable<bool> observe_enabled(LegSpreaderParamsTuple leg_tup) =>
-            _enabled_store.GetOrAdd(leg_tup.leg.Security.Id, sec => {
+            _enabled_store.GetOrAdd(leg_tup, sec => {
                var rs = new ReplaySubject<bool>(1);
                rs.OnNext(_get_enabled(leg_tup));
                return rs;
             });
 
          public IObservable<T> observe_override_value(LegSpreaderParamsTuple leg_tup) =>
-            _override_value_store.GetOrAdd(leg_tup.leg.Security.Id, sec => new Subject<T>());
+            _override_value_store.GetOrAdd(leg_tup, sec => new Subject<T>());
 
          protected virtual bool _get_enabled(LegSpreaderParamsTuple leg_tup) => true;
          #region IRowModel (explicit)

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

@@ -1,6 +1,4 @@
-using bts.api;
-using mbts.collections;
-using mbts.ui.controls;
+using mbts.ui.controls;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
@@ -18,8 +16,8 @@ namespace mbts.spark {
          ParameterSection[] section_path { get; }
       }
 
-      internal class RowVM : DataGridExRow<Security>, IParameterRowVM, IDisposable {
-         readonly ObservableKeyedCollection<KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)>, uint> _cells = new ObservableKeyedCollection<KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)>, uint>(kv => kv.Key);
+      internal class RowVM : DataGridExRow<LegSpreaderParamsTuple>, IParameterRowVM, IDisposable {
+         readonly ObservableCollection<(LegSpreaderParamsTuple leg, ICell cell)> _cells = new ObservableCollection<(LegSpreaderParamsTuple leg, ICell cell)>();
          readonly Property<bool> _has_errors;
          IDisposable _dispose;
 
@@ -34,15 +32,16 @@ namespace mbts.spark {
             _has_errors = backing(nameof(has_errors), false);
 
             _dispose = Disposable.Create(
-               ObservableAutoWrapper.connect(legs, _cells, lt => new KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)>(lt.SecurityKey, (model.create_cell(lt), lt))),
-               ObservableAutoWrapper.connect_item_hooks(_cells, kv => {
-                  kv.Value.cell.value_changed += raise_cell_value_changed;
+               ObservableAutoWrapper.connect(legs, _cells, lt => (lt, model.create_cell(lt))),
+               ObservableAutoWrapper.connect_item_hooks(_cells, tup => {
+                  var (leg, cell) = tup;
+                  cell.value_changed += raise_cell_value_changed;
                   return new CompositeDisposable {
-                     Disposable.Create(() => kv.Value.cell.value_changed -= raise_cell_value_changed),
-                     kv.Value.cell as IDisposable ?? Disposable.empty
+                     Disposable.Create(() => cell.value_changed -= raise_cell_value_changed),
+                     cell as IDisposable ?? Disposable.empty
                   };
                   void raise_cell_value_changed() =>
-                     cell_value_changed?.Invoke(kv.Value.cell, kv.Value.leg);
+                     cell_value_changed?.Invoke(cell, leg);
                }, true));
          }
 
@@ -56,8 +55,13 @@ namespace mbts.spark {
          public bool read_only { get; }
          public bool has_errors => _has_errors.Value;
 
-         public override object get_cell(Security col_key) =>
-            _cells.TryGetValue(col_key.Id, out KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)> kv) ? kv.Value.cell : null;
+         public override object get_cell(LegSpreaderParamsTuple leg_tup) =>
+            // Note this is an O(n) op.
+            // If need ever arises to improve perf here,
+            // an id member could be added to the LegSpreaderParamsTuple,
+            // which could serve as a sorting key to enable Log(n) lookups.
+            leg_tup != null &&
+            _cells.TryGetFirst(t => t.leg == leg_tup, out var match) ? match.cell : null;
 
          public ParameterSection this[string section_no] =>
             int.TryParse(section_no, out int i) && i < section_path.Length ? section_path[i] : null;

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

@@ -88,7 +88,7 @@ namespace mbts.spark {
                _close_new_leg_popup();
             }
          };
-         remove_leg = new DelegateCommand<Security>(s => leg_tuples.removeFirst(l => l.leg.Security.Id == s.Id));
+         remove_leg = new DelegateCommand<LegSpreaderParamsTuple>(l => leg_tuples.Remove(l));
          commit = new AsyncCommand(commit_async, () => leg_count >= 2);
 
          if (override_auto_set_behavior) {
@@ -112,6 +112,14 @@ namespace mbts.spark {
             commit.RaiseCanExecuteChanged();
             _validate_leg_count();
          };
+         _resources.Add(ObservableAutoWrapper.connect_item_hooks(leg_tuples, l => {
+            l.security_changed += on_sec_changed;
+            return Disposable.Create(() => l.security_changed -= on_sec_changed);
+            void on_sec_changed() {
+               if (_set_name_automatically)
+                  _deduce_name();
+            }
+         }));
 
          async Task commit_async() {
             RequestUpdate?.Invoke();
@@ -130,12 +138,7 @@ namespace mbts.spark {
             if (valid) {
                _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
                _synthetic.Symbol = _deduce_symbol(_synthetic);
-               double tick_frac = _tick_factors.tick_unit / _tick_factors.tick_base;
-               _synthetic.ContractSpec.LowTick = tick_frac;
-               _synthetic.ContractSpec.HighTick = tick_frac;
-               _synthetic.ContractSpec.PriceBreak = double.MaxValue;
-               _synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
-               _synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
+               _synthetic.ContractSpec = _tick_factors.to_spec();
                uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
                if (id.HasValue && id != 0) {
                   if (await model.save_strategy(id.Value, get_strategy())) {
@@ -377,4 +380,4 @@ namespace mbts.spark {
          else clear_error(nameof(leg_count));
       }
    }
-}
+}

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml

@@ -25,6 +25,7 @@
       <sys:Double x:Key="VerticalPush2">8</sys:Double>
       <sys:Double x:Key="VerticalPush3">12</sys:Double>
       <Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
+      <Thickness x:Key="Margin.LP1_RP1" Left="{StaticResource HorizontalPush1}" Right="{StaticResource HorizontalPush1}"/>
       <Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
       <Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
       <Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
@@ -130,22 +131,6 @@
     </ResourceDictionary>
   </UserControl.Resources>
   <VisualStateManager.VisualStateGroups>
-    <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.EditPane}}">
-      <VisualState Name="{x:Static u:VisualStates.Active}">
-        <Storyboard>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(UIElement.Visibility)">
-            <DiscreteObjectKeyFrame KeyTime="00:00:00" Value="{x:Static Visibility.Visible}" />
-          </ObjectAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-      <VisualState Name="{x:Static u:VisualStates.Inactive}">
-        <Storyboard>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(UIElement.Visibility)">
-            <DiscreteObjectKeyFrame KeyTime="00:00:00" Value="{x:Static Visibility.Hidden}" />
-          </ObjectAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-    </VisualStateGroup>
   </VisualStateManager.VisualStateGroups>
   <AdornerDecorator>
     <Grid>
@@ -153,13 +138,19 @@
         <ColumnDefinition Width="Auto"/>
         <ColumnDefinition Width="*"/>
       </Grid.ColumnDefinitions>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="*"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
       <ListBox
         x:Name="_tree_view"
+        Grid.RowSpan="2"
         ItemsSource="{Binding definitions_view}"
         HorizontalAlignment="Stretch"
         VerticalAlignment="Stretch"
         MinWidth="180"
         Background="Transparent"
+        BorderThickness="0,0,1,0"
         SelectedItem="{Binding selected_definition}"
       >
         <ListBox.ItemTemplate>
@@ -173,275 +164,176 @@
           </DataTemplate>
         </ListBox.ItemTemplate>
       </ListBox>
-      <ScrollViewer Grid.Column="1" Grid.IsSharedSizeScope="True" Margin="8,4">
-        <Grid x:Name="edit_pane">
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="*"/>
-            <RowDefinition Height="Auto"/>
-          </Grid.RowDefinitions>
-          <Grid u:StateManager.VisualStateCollection="{Binding content_visual_states}" Margin="{StaticResource Margin.TP1}" >
-            <VisualStateManager.VisualStateGroups>
-              <!--Name-->
-              <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                <VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}"/>
-                <VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static CannotRenameDefinition, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename definitions."/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static CannotRenameDefinitionWhileTemplatesPresent, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename definition while templates present."/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static CannotRenameTemplate, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename templates."/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-              <!--Abbreviation-->
-              <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                <VisualState Name="{x:Static Populated, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_active_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static Unpopulated, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_active_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <ColorAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_label" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)">
-                      <DiscreteColorKeyFrame KeyTime="0" Value="Gray"/>
-                    </ColorAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static NotSupportedForTemplates, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                  <Storyboard>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_root" Storyboard.TargetProperty="(ToolTipService.ShowOnDisabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
-                    </BooleanAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_root" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                    <ColorAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_label" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)">
-                      <DiscreteColorKeyFrame KeyTime="0" Value="Gray"/>
-                    </ColorAnimationUsingKeyFrames>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_not_supported_for_templates_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-              <!--Badge Selector-->
-              <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
-                <VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
-                  <Storyboard>
-                    <DoubleAnimationUsingKeyFrames Storyboard.TargetName="default_badge" Storyboard.TargetProperty="(UIElement.Opacity)">
-                      <DiscreteDoubleKeyFrame KeyTime="0" Value="0.5"/>
-                    </DoubleAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
-                  <Storyboard>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="custom_badge_color_picker_button" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="default_badge_radio_button" Storyboard.TargetProperty="(ToggleButton.IsChecked)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-            </VisualStateManager.VisualStateGroups>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="param_name_col"/>
-              <ColumnDefinition Width="3*"/>
-              <ColumnDefinition Width="2*"/>
-            </Grid.ColumnDefinitions>
-            <TextBlock VerticalAlignment="Center">Name:</TextBlock>
-            <TextBox
-            x:Name="name_text_box"
-            Grid.Column="1"
-            ToolTipService.ShowOnDisabled="True"
-            Margin="{StaticResource Margin.LP1}"
-            HorizontalAlignment="Stretch"
-            VerticalAlignment="Center"
-            Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
-          />
-            <Grid x:Name="abbreviation_root" Grid.Column="2">
-              <Grid.ToolTip>
-                <Grid>
-                  <TextBlock x:Name="abbreviation_active_tooltip" Visibility="Collapsed">
-                    <TextBlock.Inlines>
-                      <Run>Specify an abbreviation for this algo to use in ladder algo 'favorite' buttons.</Run>
-                      <LineBreak/>
-                      <Run FontStyle="Italic">Hint: To add/remove algos from 'favorites', open the ladder settings dialog and select the 'Algo Favorites' tab.</Run>
-                    </TextBlock.Inlines>
+      <Grid x:Name="edit_pane" Grid.Column="1">
+        <u:StateManager.VisualState>
+          <Binding Path="selected_definition">
+            <Binding.Converter>
+              <cv:ValueMap Default="{x:Static u:VisualStates.Active}">
+                <cv:KeyValue Key="{x:Null}" Value="{x:Static u:VisualStates.Inactive}"/>
+              </cv:ValueMap>
+            </Binding.Converter>
+          </Binding>
+        </u:StateManager.VisualState>
+        <VisualStateManager.VisualStateGroups>
+          <VisualStateGroup>
+            <VisualState Name="{x:Static u:VisualStates.Active}"/>
+            <VisualState Name="{x:Static u:VisualStates.Inactive}">
+              <Storyboard>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="custom_badge_color_picker_button" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="algo_editor_scroll_viewer" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(FrameworkElement.ToolTip).(UIElement.Visibility)">
+                  <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+                </ObjectAnimationUsingKeyFrames>
+              </Storyboard>
+            </VisualState>
+          </VisualStateGroup>
+        </VisualStateManager.VisualStateGroups>
+        <Grid.ToolTip>
+          <ToolTip Visibility="Collapsed">
+            <StackPanel Orientation="Vertical">
+              <TextBlock FontStyle="Italic">Select an existing algo to edit from the list to the left.</TextBlock>
+              <StackPanel Orientation="Horizontal">
+                <TextBlock FontStyle="Italic">Or click the</TextBlock>
+                <Image Source="{x:Static u:Icons.AddBoxes}" Height="20" Margin="2,0"/>
+                <TextBlock FontStyle="Italic"> button to create a new one.</TextBlock>
+              </StackPanel>
+            </StackPanel>
+          </ToolTip>
+        </Grid.ToolTip>
+        <Grid.RowDefinitions>
+          <RowDefinition Height="27"/>
+          <RowDefinition Height="*"/>
+        </Grid.RowDefinitions>
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="*"/>
+          <ColumnDefinition Width="Auto"/>
+        </Grid.ColumnDefinitions>
+        <Rectangle Grid.ColumnSpan="3" VerticalAlignment="Stretch" HorizontalAlignment="Stretch" Fill="{x:Static u:BTSColors.dialog_skirt_brush}" UseLayoutRounding="True"/>
+        <Button
+          x:Name="custom_badge_color_picker_button"
+          Background="{Binding selected_definition.badge_fill}"
+          Margin="{StaticResource Margin.LP1}"
+          ToolTip="Change the icon color used for this algo."
+          IsEnabled="True"
+          Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
+        />
+        <Popup x:Name="custom_badge_color_picker_popup" StaysOpen="False" PlacementTarget="{Binding ElementName=custom_badge_color_picker_button}" Placement="Right">
+          <Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
+            <Grid>
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="*"/>
+              </Grid.RowDefinitions>
+              <CheckBox
+                x:Name="default_badge_color_checkbox"
+                VerticalAlignment="Center"
+                VerticalContentAlignment="Center"
+                Margin="6,4,0,4"
+                IsChecked="{Binding selected_definition.custom_badge_color.enabled, Converter={StaticResource NotConverter}}"
+              >
+                <CheckBox.ToolTip>
+                  <TextBlock>
+                    <Run>Use the default icon color for this algo.</Run>
+                    <LineBreak/>
+                    <Run FontStyle="Italic">Hint: the default color is that of the algo-root.</Run>
                   </TextBlock>
-                  <TextBlock x:Name="abbreviation_not_supported_for_templates_tooltip" Visibility="Collapsed">
-                  Not supported for templates.
-                  </TextBlock>
-                </Grid>
-              </Grid.ToolTip>
-              <Grid.ColumnDefinitions>
-                <ColumnDefinition Width="Auto"/>
-                <ColumnDefinition Width="*"/>
-              </Grid.ColumnDefinitions>
-              <TextBlock x:Name="abbreviation_label" FontStyle="Italic" Margin="{StaticResource Margin.LP1}" VerticalAlignment="Center">Abbrev.</TextBlock>
-              <TextBox Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"/>
-            </Grid>
-          </Grid>
-          <Grid x:Name="badge_selector_radio_button_root" Grid.Row="1" Margin="{StaticResource Margin.TP2}">
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="param_name_col"/>
-              <ColumnDefinition Width="Auto"/>
-              <ColumnDefinition Width="*"/>
-            </Grid.ColumnDefinitions>
-            <TextBlock>Icon:</TextBlock>
-            <RadioButton
-              x:Name="default_badge_radio_button"
-              Grid.Column="1"
-              VerticalAlignment="Center"
-              VerticalContentAlignment="Center"
-              Margin="{StaticResource Margin.LP1}"
-              GroupName="Badge"
-            >
-              <RadioButton.ToolTip>
-                <ToolTip DataContext="{Binding PlacementTarget.DataContext, RelativeSource={RelativeSource Self}}">
-                  <StackPanel Orientation="Vertical">
-                    <TextBlock>Use the default icon color for this algo.</TextBlock>
-                    <StackPanel TextElement.FontStyle="Italic" Orientation="Horizontal">
-                      <TextBlock>Hint: the default color is that of the algo-root (</TextBlock>
-                      <usp:OrderTypeItem
-                        Margin="2,0"
-                        BadgeFill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
-                        DisplayName="{Binding selected_definition.algo_root.display_name}"
-                      />
-                      <TextBlock>).</TextBlock>
-                    </StackPanel>
-                  </StackPanel>
-                </ToolTip>
-              </RadioButton.ToolTip>
-              <Grid x:Name="default_badge_content_root">
-                <Grid.ColumnDefinitions>
-                  <ColumnDefinition Width="Auto"/>
-                  <ColumnDefinition Width="*"/>
-                </Grid.ColumnDefinitions>
-                <TextBlock>Default</TextBlock>
-                <Rectangle
-                  x:Name="default_badge"
-                  Grid.Column="1"
-                  Margin="{StaticResource Margin.LP1}"
-                  Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
-                  Style="{StaticResource RectangleBadgeStyle}"
-                />
-              </Grid>
-            </RadioButton>
-            <RadioButton
-              Grid.Column="2"
-              VerticalAlignment="Center"
-              VerticalContentAlignment="Center"
-              Margin="{StaticResource Margin.LP2}"
-              IsChecked="{Binding selected_definition.custom_badge_color.enabled}"
-              GroupName="Badge"
-            >
-              <RadioButton.ToolTip>
-                <Grid>
-                  <Grid.RowDefinitions>
-                    <RowDefinition Height="Auto"/>
-                    <RowDefinition Height="Auto"/>
-                  </Grid.RowDefinitions>
+                </CheckBox.ToolTip>
+                <Grid x:Name="default_badge_content_root">
                   <Grid.ColumnDefinitions>
-                    <ColumnDefinition Width="Auto"/>
                     <ColumnDefinition Width="Auto"/>
                     <ColumnDefinition Width="*"/>
                   </Grid.ColumnDefinitions>
-                  <TextBlock Grid.ColumnSpan="3">Specify a custom icon color for this algo.</TextBlock>
-                  <TextBlock Grid.Row="1" FontStyle="Italic">Hint: Click</TextBlock>
+                  <TextBlock>Use Default Icon</TextBlock>
                   <Rectangle
-                    Grid.Row="1"
+                    x:Name="default_badge"
                     Grid.Column="1"
-                    Margin="3,0"
-                    Fill="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
+                    Margin="{StaticResource Margin.LP1}"
+                    Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
                     Style="{StaticResource RectangleBadgeStyle}"
                   />
-                  <TextBlock Grid.Row="1" Grid.Column="2" FontStyle="Italic">to open the color picker popup.</TextBlock>
                 </Grid>
-              </RadioButton.ToolTip>
-              <Grid>
-                <Grid.ColumnDefinitions>
-                  <ColumnDefinition Width="Auto"/>
-                  <ColumnDefinition Width="*"/>
-                </Grid.ColumnDefinitions>
-                <TextBlock>Custom</TextBlock>
-                <Button
-                  x:Name="custom_badge_color_picker_button"
-                  Grid.Column="1"
-                  Background="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
-                  Margin="{StaticResource Margin.LP1}"
-                  Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
-                />
-                <Popup x:Name="custom_badge_color_picker_popup" StaysOpen="False" PlacementTarget="{Binding ElementName=custom_badge_color_picker_button}" Placement="Right">
-                  <Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
-                    <cp:ColorPickerControl
-                      Background="Transparent"
-                      Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
-                      SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
-                    />
-                  </Border>
-                </Popup>
-              </Grid>
-            </RadioButton>
-          </Grid>
+              </CheckBox>
+              <cp:ColorPickerControl
+                Grid.Row="1"
+                ToolTipService.ShowOnDisabled="True"
+                Margin="{StaticResource Margin.TP1}"
+                Background="Transparent"
+                Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
+                SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
+                PreviewMouseDown="_on_badge_color_picker_activated"
+                PreviewGotKeyboardFocus="_on_badge_color_picker_activated"
+              />
+            </Grid>
+          </Border>
+        </Popup>
+        <TextBox
+          x:Name="name_text_box"
+          Grid.Column="1"
+          u:TextBoxBehavior.TextPrompt="Name"
+          Margin="{StaticResource Margin.LP1}"
+          HorizontalAlignment="Stretch"
+          VerticalAlignment="Center"
+          MinWidth="50"
+          IsEnabled="True"
+          Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
+          ToolTip="This algo's full name."
+        />
+        <TextBox
+          x:Name="abbreviation_text_box"
+          Grid.Column="2"
+          u:TextBoxBehavior.TextPrompt="Abbrev."
+          VerticalAlignment="Center"
+          Margin="{StaticResource Margin.LP1_RP1}"
+          MinWidth="50"
+          IsEnabled="True"
+          Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"
+        >
+          <TextBox.ToolTip>
+            <TextBlock>
+              <TextBlock.Inlines>
+                <Run>Specify an abbreviation for this algo to use in ladder algo 'favorite' buttons.</Run>
+                <LineBreak/>
+                <Run FontStyle="Italic">Hint: To add/remove algos from 'favorites', open the ladder settings dialog and select the 'Algo Favorites' tab.</Run>
+              </TextBlock.Inlines>
+            </TextBlock>
+          </TextBox.ToolTip>
+        </TextBox>
+        <ScrollViewer x:Name="algo_editor_scroll_viewer" Grid.Row="1" Grid.ColumnSpan="3" VerticalScrollBarVisibility="Auto">
           <usp:AlgoEditorView
-            Grid.Row="2"
             DataContext="{Binding selected_definition}"
             Background="Transparent"
             BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
-            Margin="0,6,0,0"
             Padding="12,8"
           />
-          <StackPanel Grid.Row="3" HorizontalAlignment="Right" Orientation="Horizontal">
-            <StackPanel.Margin>
-              <Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="{StaticResource VerticalPush2}" Right="{StaticResource DialogSkirtButtonPadding.Right}" Bottom="{StaticResource DialogSkirtPadding.Bottom}"/>
-            </StackPanel.Margin>
-            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
-              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
+        </ScrollViewer>
+      </Grid>
+      <c:DialogSkirt
+        Grid.Row="2"
+        Grid.Column="1"
+        BorderThickness="0"
+      >
+        <c:DialogSkirt.RightItems>
+          <x:Array Type="{x:Type Button}">
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding selected_definition}" Width="90" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
+              Save Algo
             </Button>
-            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
-              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="90" ToolTip="{Binding revert_cmd_tooltip}">
+              Revert Algo
             </Button>
-          </StackPanel>
-        </Grid>
-      </ScrollViewer>
+          </x:Array>
+        </c:DialogSkirt.RightItems>
+      </c:DialogSkirt>
     </Grid>
   </AdornerDecorator>
 </UserControl>

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml.cs

@@ -19,6 +19,17 @@ namespace mbts.ui.spark {
             Dispatcher.InvokeAsync(() => Keyboard.Focus(name_text_box));
       }
 
+      void _on_badge_color_picker_activated(object sender, MouseButtonEventArgs e) =>
+         _on_badge_color_picker_activated();
+
+      void _on_badge_color_picker_activated(object sender, KeyboardFocusChangedEventArgs e) =>
+         _on_badge_color_picker_activated();
+
+      void _on_badge_color_picker_activated() {
+         if (DataContext is AlgoStudioVM vm && vm.selected_definition != null)
+            vm.selected_definition.custom_badge_color.enabled = true;
+      }
+
       public static class VisualStateNames {
          public static class EditPane {
             public const string GroupName = nameof(EditPane);
@@ -44,8 +55,7 @@ namespace mbts.ui.spark {
 
             public static readonly string
                Populated = $"{GroupName}{nameof(Populated)}",
-               Unpopulated = $"{GroupName}{nameof(Unpopulated)}",
-               NotSupportedForTemplates = $"{GroupName}{nameof(NotSupportedForTemplates)}";
+               Unpopulated = $"{GroupName}{nameof(Unpopulated)}";
          }
 
          public static class BadgeSelector {

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioWindow.cs

@@ -9,6 +9,7 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
 
@@ -68,23 +69,12 @@ namespace mbts.spark {
             .Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
          // add definition
          _commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
-         // clone definition
-         var clone_selected_definition_spark_cmd = new SparkCommandCommand(string.Empty, Icons.DocumentCopy, _vm.clone_selected_definition_cmd);
-         _commands.Add(clone_selected_definition_spark_cmd);
-         _resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(
-            def => clone_selected_definition_spark_cmd.title = def == null ? $"Clone (None Selected)" : $"Clone '{def.name}'"));
-         // save
-         if (_ui_configuration.can_save_specific) {
-            var content_is_dirty_src = _vm.subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false));
-            _commands.Add(new ReactiveSparkCommand(_vm.subscribe_definition().OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
-               if (_vm.selected_definition is AlgoDefinitionVM d)
-                  _vm.save_definition(d).ignore();
-            }, content_is_dirty_src));
-         }
-         // save all
-         var save_all_cmd = new ObservantAsyncCommand(_vm.save_all);
-         _commands.Add(new SparkCommandCommand("Save All", Icons.Disk, save_all_cmd));
-         _resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_cmd));
+         _commands.Add(new SparkCommandCommand("Clone Algo", Icons.CopyBoxes, _vm.clone_selected_definition_cmd));
+         _commands.Add(new SparkCommandCommand("Save Algo", Icons.DiskFile, _vm.save_cmd) {
+            show_in_toolbar = _ui_configuration.can_save_specific
+         });
+         _commands.Add(new SparkCommandCommand("Save All", Icons.Disk, ObservantAsyncCommand.create(_vm.save_all, out var save_all_observer)));
+         _resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_observer));
          // undo/redo
          if (_ui_configuration.can_undo_redo) {
             // undo
@@ -117,30 +107,11 @@ namespace mbts.spark {
             _resources.Add(can_redo_source.Subscribe(redo_cmd));
          }
          // remove
-         var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
-            if (value is AlgoDefinitionVM d) {
-               string prompt; MessageBoxImage icon;
-               if (d.key.mode == AlgoKey.Mode.Persisted) {
-                  prompt = $"Are you sure you want to delete '{d.name}?'";
-                  icon = MessageBoxImage.Question;
-               } else {
-                  // algo hasn't even been created yet (just an unsaved placeholder item), no need to get user confirmation in this case.
-                  prompt = null;
-                  icon = default;
-               }
-               if (prompt != null) {
-                  var resp = BTSMessageBox.Show(prompt, "Algo Studio", BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No, icon);
-                  switch (resp) {
-                     case BTSMessageBoxButtons.Yes: break;
-                     case BTSMessageBoxButtons.No:
-                     default: return;
-                  }
-               }
-               _vm.remove_definition(d).ignore();
-            }
-         });
-         _commands.Add(remove_spark_cmd);
-         _resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_spark_cmd));
+         _commands.Add(new SparkCommandCommand("Remove Algo", Icons.Trash, ObservantAsyncCommand.create<AlgoDefinitionVM>(
+            vm => BTSMessageBox.Confirm($"Are you sure you want to delete '{vm.name}?'", Title) ? _vm.remove_definition(vm) : Task.CompletedTask,
+            vm => vm != null,
+            out var remove_cmd_observer)));
+         _resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_cmd_observer));
       }
 
       void _dispose_core() {
@@ -149,4 +120,4 @@ namespace mbts.spark {
          Disposable.dispose(ref _vm);
       }
    }
-}
+}

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

@@ -6,7 +6,6 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
-using System.Reactive.Linq;
 using System.Threading.Tasks;
 
 namespace mbts.spark {
@@ -16,7 +15,6 @@ namespace mbts.spark {
       readonly AdminModel _admin_model;
       readonly ErrorReporter _error_reporter;
       IReadOnlyDictionary<AlgoKey, AlgoData> _algos = DictionaryHelper.empty<AlgoKey, AlgoData>();
-      IReadOnlyDictionary<AlgoKey, AlgoTemplateData> _algo_templates = DictionaryHelper.empty<AlgoKey, AlgoTemplateData>();
       IDisposable _dispose;
 
       [ImportingConstructor]
@@ -34,17 +32,13 @@ namespace mbts.spark {
       }
 
       public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
-      public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates => Observable.Empty<TableUpdate<AlgoTemplateData, AlgoKey>>();
       public IAlgoDefinitionMetadataService metadata_service { get; }
       public bts.config.AlgoStudioOptions ui_configuration { get; } = config.Configuration.get<bts.config.AlgoStudioOptions>();
 
-      public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key) =>
-         Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));
-
       public async Task<AlgoData?> save_definition(AlgoData definition_data) {
          var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
-            _with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
-            r => r.Success, r => r.ErrorMessage, "saving template");
+            _with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
+            r => r.Success, r => r.ErrorMessage, "saving definition");
          if (success)
             return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
          return null;
@@ -53,23 +47,22 @@ namespace mbts.spark {
       public async Task<bool> remove_definition(AlgoKey definition_key) {
          var req = new AlgoDefinitionRemoveRequest();
          _set_key(ref req, definition_key);
-         (AlgoDefinitionRemoveResponse resp, bool success) = await _error_reporter.safe_execute(() => _service.remove_algo_definition_async(req), r => r.Success, r => r.ErrorMessage, "remove template");
+         (AlgoDefinitionRemoveResponse resp, bool success) = await _error_reporter.safe_execute(
+            () => _service.remove_algo_definition_async(req),
+            r => r.Success,
+            r => r.ErrorMessage,
+            "remove definition");
          return success;
       }
 
-      public Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data) => Task.FromResult((AlgoTemplateData?)null);
-
-      public Task<bool> remove_template(AlgoKey key) =>
-         Task.FromResult(false);
-
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
 
-      static AlgoDefinition _template(AlgoData definition_data) =>
+      static AlgoDefinition _api_definition(AlgoData definition_data) =>
          new AlgoDefinition { Name = definition_data.name, Definition = definition_data.value.CloneToMutable() };
 
-      static AlgoDefinitionImmutable _templatei(AlgoData definition_data) =>
-         new AlgoDefinitionImmutable(_template(definition_data));
+      static AlgoDefinitionImmutable _api_definitioni(AlgoData definition_data) =>
+         new AlgoDefinitionImmutable(_api_definition(definition_data));
 
       static AlgoData _definition_data(AlgoDefinitionRecordImmutable recordi) =>
          AlgoData.from_record(recordi);
@@ -99,11 +92,5 @@ namespace mbts.spark {
             default: throw ExceptionBuilder.Argument.unexpected_case(key.mode, nameof(key));
          }
       }
-
-      void _report_error(string present_progressive_desc, string msg) =>
-      _error_reporter.report_error($"Error {present_progressive_desc}: {msg}", AlgoStudioWindow.NAME, System.Windows.MessageBoxImage.Warning);
-
-      void _report_no_user_id(string desc) =>
-         _error_reporter.report_error($"{desc} failed: did not find current user id");
    }
 }

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

@@ -7,13 +7,9 @@ using System.Threading.Tasks;
 namespace mbts.spark {
    interface IAlgoStudioModel {
       IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
-      IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates { get; }
-      IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key);
       IAlgoDefinitionMetadataService metadata_service { get; }
       Task<AlgoData?> save_definition(AlgoData definition_data);
-      Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data);
       Task<bool> remove_definition(AlgoKey definition_key);
-      Task<bool> remove_template(AlgoKey template_key);
       bts.config.AlgoStudioOptions ui_configuration { get; }
    }
 

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoDefinitionVM.cs

@@ -68,7 +68,13 @@ namespace mbts.spark {
             editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
          key = def_data.key;
          algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
-         custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
+         // badge color picker palettes
+         custom_badge_color_palettes.AddRange(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
+         var root_algo_color_item = new NamedColorVM(new NamedColor { name = "(Root Algo Type)" }, false);
+         var algo_type_color_palette = new ColorPaletteVM(ColorPalette.factory_order_colors_palette(model.factory));
+         algo_type_color_palette.named_colors.Insert(0, root_algo_color_item);
+         custom_badge_color_palettes.Insert(0, algo_type_color_palette);
+         //
          _version = new VersionContainer<Snapshot>(_snapshot);
          var conf = _model.algo_model.ui_configuration;
          // init backing props
@@ -91,6 +97,7 @@ namespace mbts.spark {
          _can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
          _can_redo.Changed += on_can_redo_changed;
          _can_undo.Changed += on_can_undo_changed;
+         custom_badge_color.enabled_changed += on_use_custom_badge_color_changed;
          _refresh_on_local_changes = new DeferrableActionWrapper(on_local_changed);
          // load initial state
          // visible_algo_root is selected_template.algo_root if user can add templates, otherwise algo_root
@@ -103,16 +110,13 @@ namespace mbts.spark {
                as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
                _edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
                _edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
-               _algo_root.observe_current(true).SubscribeEach(vm =>
-                  vm == null ? null :
-                     Disposable.Create(
-                        vm.subscribe_is_dirty().Subscribe(v => {
-                           if (!v) {
-                              _version.increment_version();
-                              _on_committed_changed();
-                           }
-                        }),
-                        vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
+               _algo_root.observe_current(true).SubscribeEach(vm => {
+                  if (vm != null) {
+                     root_algo_color_item.assign_color(vm.meta.Color.argb_color());
+                     return vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute());
+                  }
+                  return null;
+               }),
                ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
                Disposable.Create(() => {
                   _can_redo.Changed -= on_can_redo_changed;
@@ -153,6 +157,10 @@ namespace mbts.spark {
          // local methods
          void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
          void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
+         void on_use_custom_badge_color_changed() {
+            if (!custom_badge_color.enabled && algo_root != null)
+               custom_badge_color.value = algo_root.meta.Color.argb_color();
+         }
          void on_local_changed() {
             _version.increment_version();
             if (algo_root != null)
@@ -190,6 +198,7 @@ namespace mbts.spark {
       public AlgoDisplayGroup group => key.display_group();
       public bool can_redo => _can_redo.Value;
       public bool can_undo => _can_undo.Value;
+      //public bool use_custom_badge_color
       public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
       public ObservableCollection<ColorPaletteVM> custom_badge_color_palettes { get; } = new ObservableCollection<ColorPaletteVM>();
       public Brush badge_fill => _badge_fill;

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoStudioVM.cs

@@ -13,7 +13,6 @@ using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using System.Windows;
 using System.Windows.Input;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
 
@@ -82,18 +81,19 @@ namespace mbts.spark {
                _persisted_meta = meta;
                definitions_view.Refresh();
             }),
-            ObservableAutoWrapper.connect(subscribe_definition().Select(def => def?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
             subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false)).OnDispatcher()
-            .Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
-               _save_cmd_tooltip.refresh();
-               _revert_cmd_tooltip.refresh();
-            } }),
+            .Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) {
+               val => {
+                  _save_cmd_tooltip.refresh();
+                  _revert_cmd_tooltip.refresh();
+               }
+            }),
             ObservableAutoWrapper.connect_item_hooks(definitions, d => new CompositeDisposable(_any_dirty_monitor.join(d), d), true));
          // local methods
          string get_revert_tooltip() {
             var def = selected_definition;
             return def != null && def.key.mode == AlgoKey.Mode.Persisted ?
-               (def.is_dirty ? $"Revert changes to '{def.name}' templates" : "No changes to revert") :
+               (def.is_dirty ? $"Revert changes to '{def.name}'" : "No changes to revert") :
                null;
          }
          async Task save_async(IAlgoStudioContentVM content) {
@@ -105,7 +105,7 @@ namespace mbts.spark {
             if (def != null) {
                switch (def.key.mode) {
                   case AlgoKey.Mode.Unpersisted: return def.is_dirty ? $"Save '{def.name}'" : $"Cannot Save '{def.name}'";
-                  case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}' templates" : "No changes to save";
+                  case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}'" : "No changes to save";
                }
             }
             return null;