checkpoint 3

.gitignore

@@ -34,5 +34,3 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
-/build
-.clangd/

.vscode/c_cpp_properties.json

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

.vscode/launch.json

@@ -1,30 +1,6 @@
 {
     "version": "0.2.0",
     "configurations": [
-        {
-            "name": "Spark Local",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
-            "args": [
-                "run",
-                // "test",
-                // "-a",
-                // "[ilink3]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": false,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
         {
             "name": "SparkVM Launch",
             "type": "cppdbg",

.vscode/tasks.json

@@ -14,21 +14,24 @@
             "focus": false,
             "panel": "shared"
          },
-         "group": "build"
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         }
       },
       {
-         "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,
@@ -46,18 +49,6 @@
             "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"
-redirect_to = "client/getting-started/overview/"
+template="client.html"
 sort_by="weight"
 +++
 

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

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

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

@@ -1,25 +1,9 @@
 +++
 title = "Install Prerequisites"
-weight = 10
+template="client.html"
+weight = 1
 +++
 
-# 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).
-
-
+## Coming Soon
 
+* Install .net core

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

@@ -1,31 +0,0 @@
-+++
-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

@@ -1,140 +0,0 @@
-+++
-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
-#include "lib/api/public/ServiceContext.h"
-#include "lib/api/services/OrderService.client.pb.h"
-using namespace bts::api;
-ServiceContext ctx;
-auto orders = ctx.locate<orderman::OrderService>();
-auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
-  std::cout 
-    << "Added " << update.added().size() << " items, "
-    << "Removed " << update.removed().size() << " items, "
-    << "Updated " << update.updated().size() << " items, "
-    << "Total items " << update.all().size() << std::endl;
-});
-std::this_thread::sleep_for(std::chrono::minutes(5));
-```

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

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

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

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

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

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

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

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

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

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

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

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

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

@@ -1,51 +0,0 @@
-+++
-title = "Market Data"
-+++
-
-
-Use the MarketDataService to subscribe enumerate all available securities.
-
-```cs
-using System;
-using System.Threading;
-using bts.api;
-using bts.api.core;
-
-namespace sample {
-   class Program {
-      static void Main(string[] args) {
-         using var context = new ServiceContext();
-         var md = context.locate<MarketDataService>();
-         using var sub = md.subscribe_securities().Subscribe(update => {
-            foreach (var security in update.added) {
-               Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
-            }
-         });
-
-         Thread.Sleep(TimeSpan.FromMinutes(5));
-      }
-   }
-}
-```
-
-```cpp
-#include "lib/api/public/ServiceContext.h"
-#include "spark/lib/domain_model/Security.h"
-#include "lib/api/services/MarketDataService.client.pb.h"
-#include <thread>
-
-using namespace bts::api;
-
-int main(int argc, char** argv) {
-   ServiceContext ctx;
-   auto md_service = ctx.locate<bts::api::MarketDataService>();
-   auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
-      for (const auto& s : update.added()) {
-         std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
-      }
-   });
-
-   std::this_thread::sleep_for(std::chrono::minutes(5));
-   return 0;
-}
-```

doc/api/content/server/_index.md

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

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

@@ -1,5 +1,6 @@
 +++
 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 2048m --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 1024m --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 2048m --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 1024m --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: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.
+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.
 
 ## Download
 
@@ -68,21 +68,12 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://
 
 To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
 
-### Re-build the Dev Container
-
-If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
-
-#### Inside VSCode
-To re-build from inside Visual Studio Code.  Click the 'Remote Explorer' icon on the left hand side. 
-You should see your spark_sdk project listed under the Containers section.  Right click on it and select **rebuild-container**.
-
-#### Command Line
-To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image. 
+<!--
+Then stop, remove and restart spark_sdk.
 ```
-CONTAINER ID        IMAGE                          COMMAND                  CREATED              STATUS                      PORTS                                NAMES
-54d96cfa3888        spark_sdk                      "/bin/sh -c 'echo Co…"   About a minute ago   Up About a minute           127.0.0.1:9000-9001->9000-9001/tcp   quizzical_lichterman
-```
-Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888)  or `docker rm quizzical_lichterman` (use your container name).
-
+c:\bts> docker stop spark_sdk
+c:\bts> docker rm spark_sdk
+c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
 
+``` -->
 

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

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

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

@@ -6,9 +6,3 @@ 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

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

doc/api/templates/client.html

@@ -0,0 +1,31 @@
+{% 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

@@ -0,0 +1,36 @@
+{% 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-us">
+<html lang="en-gb">
     <head>
         <meta charset="UTF-8">
         <meta http-equiv="X-UA-Compatible" content="IE=edge">
@@ -14,7 +14,6 @@
         <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>
 
@@ -37,13 +36,13 @@
             </nav>
         </header>
 
-        <div class="content content--reversed">
+        <div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
             {% block content %}
                 <div class="hero">
                     <h1>Spark SDK</h1>
                     <p class="hero__tagline">
                         Spark consists of a client UI 
-                        (<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
+                        (<a class="white" 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>
@@ -65,7 +64,7 @@
                             <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
                         </div>
 
-                        <div class="selling-point">
+                        <div class="selling-point disabled">
                             <h2>
                                 Client SDK
                                 <i class="fa fa-gamepad" aria-hidden="true"></i>
@@ -73,9 +72,19 @@
                             <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="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
+                            <a href="" class="button" disabled>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>
 
@@ -85,15 +94,6 @@
             © 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

@@ -1,39 +1,13 @@
-{% extends "index.html" %}
-{# this has access to the "page" variable but documentation.html does not #}
+{% extends "documentation.html" %}
 
 {% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
+{% block doc_content %}
+    <h1>{{page.title}}</h1>
+    {{page.content | safe}}
+{% endblock doc_content %}
 
 {% block next_link %}
-{% 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>
+<p>
     {% if page.lighter %}
         <a href="{{ page.lighter.permalink }}">
             <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
@@ -47,7 +21,5 @@
             <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
         </a>
     {% endif %}
-    </p>
-    </div>
-</div>
-{% endblock content %}
+</p>
+{% endblock next_link %}

doc/user/content/release_notes/_index.md

@@ -1 +1,679 @@
-+++
title = "Release notes"
weight = 3
sort_by = "weight"
insert_anchor_links = "right"
+++
## 2.16.2
### User Visible Change
  - Synthetic creation dialog has a "fractional" checkbox next to the tick settings.  Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
## 2.16.1
### Bug Fixes
  - OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
## 2.16.0
### Bug Fixes
  - Solved an issue that could result in incorrect ladder levels
  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
### API Changes
  - Add C# client side API samples for order entry, position monitoring and market data observation

## 2.15.10
### Bug Fixes
  - Solved an issue that could cause the user interface to fail when playing some alert sounds
### API Changes
  - Added settlement and position information to the API
  - Added the ability for user algos to report custom state to the user interface
  - Added the ability for algos to discover all active securities
## 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
  - Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
  - Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
  - Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
### Bug Fixes
  - Fixed an issue where market transition were not observed by IAlgoOrder
  - Fixed a bug in error reporting
  - Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure

## 2.13.0
### User Visible Changes  
  - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
  - Added support for sounds for new orders
  - Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
  - Enabled the ladder to remember the left panel scroll position across front end restarts
### Bug Fixes
  - Fixed the local fills window so that it does not show the admin fills
  - Removed the deleted accounts from the ladder accounts dropdown
  - Fixed the orderbook price for iceberg of spreaders
  
## 2.12.0
### User Visible Changes
  - Added support for ICE market data and order execution
### Internal Changes
  - Lots of permission / admin changes to facilitate ICE

## 2.11.0
### User Visible Changes
  - Fixed fills form time filter to also apply to SOD fills
  - Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
  - Removed the option to enter manual spread fills
  - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
### Internal Changes
  - Added support for tag 1031. Currently defaults to Y, can it be override through config.
  - To facilitate support, allowed the bts user to view and edit algos from all other users 
  - Improved system tests
  - Improved log messages in UI to include dispatcher thread name
  - Added support for Windows core dumps in the UI
  
## 2.10.0
### User Visible Changes
  - Fills now include information about the algo that originated the fill
  - A new, more powerful PnL form is now available
### API Changes
  - Added security state information (pre open, halted, normal, closed, etc)
### Bug Fixes
  - Brought back the "select all" check box in the mini order book
  - Fixed an issue in the market data subsyLine truncated
++++
+title = "Release notes"
+weight = 3
+sort_by = "weight"
+insert_anchor_links = "right"
++++
+## 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
+  - Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
+  - Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
+  - Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
+### Bug Fixes
+  - Fixed an issue where market transition were not observed by IAlgoOrder
+  - Fixed a bug in error reporting
+  - Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure
+
+## 2.13.0
+### User Visible Changes  
+  - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
+  - Added support for sounds for new orders
+  - Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
+  - Enabled the ladder to remember the left panel scroll position across front end restarts
+### Bug Fixes
+  - Fixed the local fills window so that it does not show the admin fills
+  - Removed the deleted accounts from the ladder accounts dropdown
+  - Fixed the orderbook price for iceberg of spreaders
+  
+## 2.12.0
+### User Visible Changes
+  - Added support for ICE market data and order execution
+### Internal Changes
+  - Lots of permission / admin changes to facilitate ICE
+
+## 2.11.0
+### User Visible Changes
+  - Fixed fills form time filter to also apply to SOD fills
+  - Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
+  - Removed the option to enter manual spread fills
+  - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
+### Internal Changes
+  - Added support for tag 1031. Currently defaults to Y, can it be override through config.
+  - To facilitate support, allowed the bts user to view and edit algos from all other users 
+  - Improved system tests
+  - Improved log messages in UI to include dispatcher thread name
+  - Added support for Windows core dumps in the UI
+  
+## 2.10.0
+### User Visible Changes
+  - Fills now include information about the algo that originated the fill
+  - A new, more powerful PnL form is now available
+### API Changes
+  - Added security state information (pre open, halted, normal, closed, etc)
+### Bug Fixes
+  - Brought back the "select all" check box in the mini order book
+  - Fixed an issue in the market data subsystem that on rare occasions could result in a startup crash
+### Internal Changes
+  - Fixed an issue that was stopping us from interpreting SOD times as local rather than GMT
+## 2.9.3
+### Internal Changes
+  - Fixed system test scripts
+## 2.9.2
+### Bug Fixes
+  - Fixed an issue with the exchange simulator that could lead to crossed markets
+## 2.9.1
+### Bug Fixes
+  - Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.
+  - Fixed an issue with the display of the new raw position column in the market view window.
+  - Fixed the popup label that describes the raw position information in the ladder
+### Internal Changes
+  - Avoided shipping production configuration defaults that lead to trying to download a position file for the development sftp server.
+### Api
+  - C# API sample now uses synchronous calls.
+
+## 2.9.0
+### User Visible Changes
+  - Improved Workspace management User Interface
+  - Added the ability to change grid background colors
+  - The Spark UI Window group now has a title in the Windows task bar
+  - Added sound alerts for trade events, see Launcher -> Settings -> Alerts
+  - Allowed composite algos that are attached to existing orders to identify fills that were already present prior to attachment
+  - Added import facilities for GMI position files
+  - Added the ability for risk managers to enter manual fills
+  - Added "raw" P&L columns, that is columns that *do not* include spread legs in their accounting
+### Bug Fixes
+  - Fixed the settings action menu (Load/Save/Reset to Factory)
+  - Fixed the method used to determine if a security is expired to take into account the start of day time
+### API Changes
+  - Fixed an issue in the Client SDK that could lead to occasional failures to connect to the spark server as well as excessive memory usage.
+  - Added the ability for algo orders to distinguish fills existing prior to launch
+### Internal Changes
+  - Changed how we packaged certain third-party components
+  - Added logging of entitlement status
+  - Tagged outgoing orders with sequence number of marketdata or FIX event that triggered them
+## 2.8.3
+### Bug Fixes
+  - Fixed a bug that could cause an OrderBook's Security column filter to be blank
+  - Fixed a bug that could cause a UI failure when clearing a filter selection on a filtering widget
+## 2.8.2
+### Bug Fixes
+  - Added proper display factors for SOM spreads
+  - Fixed a bug that could cause a UI failure when trying to change settings in a synthetic ladder
+## 2.8.1
+### Bug fixes
+  - Fixed an error in the UI grids filtering widget
+## 2.8.0
+### User Visible Changes
+  - Added ProRata and Scratch algos
+  - Ladder badge now grows/shrinks to fill the containing cell
+  - Attached algo parameters are now displayed in the update panel
+  - Fixed a bug where the update panel would show '-' values when only
+    1 order was selected
+  - Fixed a bug that cause cause a failure on startup if the user
+    loaded a workspace with a Ladder that had a dynamic order type
+    selected by default
+  - Increased width of login panel to better show login error messages
+  - Added optional 'Maker/Taker' pricing to Spreader algo
+  - Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
+### Internal changes
+  - Made it easier to generate simple UI's for new order types
+### API Changes
+  - Dynamic orders can now use QuantityMeasure parameter types
+
+## 2.7.2
+### User Visible Changes
+  - Changed the login dialog to avoid leaking workspace names from other users.
+  - Added new Splitter algo. From the manual: The splitter is useful
+    for pro-rata markets where you want to vary your exposure
+    independent of the order quantity that you want to fill.  The
+    splitter will complete when the number of fills reaches or exceeds
+    the order quantity but it will put exposed_qty total size on the
+    market. Splitter favors order size over queue position.
+### Internal Changes
+  - Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
+
+## 2.7.1
+### User Visible Changes
+  - Fixed some issues with the Cover algo, where in some circumstances
+    it would erroneously cancel launched hedges on completion.
+
+## 2.7.0
+### User Visible Changes
+  - Allowed algos to process "in-flight" fills while shutting down
+  - Changed the cover algo to continue to hedge while shutting down
+### API Changes
+  - Changed the API so that algos do not fully terminate until all
+    their children are terminated. Algos that are in the process of
+    shutting down in response to a complete or cancel call will still
+    receive child updates, which they can use to calculate and report
+    an accurate fill count (during this shutdown stage algos cannot
+    create, cancel or update children). A new IAlgoServices method,
+    is_shutting_down(), can be used to determine if an algo is
+    shutting down.
+
+## 2.6.2
+### User Visible Changes
+  - Fixed an issue in the ladder where in some cases the mini order book could not be brought up from a badge
+  - Fixed a rare race condition that could lead to erroneous limit enforcement
+  - Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used
+
+## 2.6.1
+### User Visible Changes
+  - Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
+
+## 2.6.0
+### User Visible Changes
+  - In the ladder made last trade more distinctive when overlayed on the volumn column
+  - In the ladder, corrected display of volume tool tip
+  - In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
+  - Added an option for the Top Algo to delete itself if within N ticks from top of book
+  - Address a rare issue that could lead to an error report on UI exit
+  - Added margin risk limits
+  - Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
+  - Avoided switching the current account and order type on open ladders when limits are changed
+### Internal Changes
+  - Ensure that admin logins are always allowed to login, regardless of keycode status.
+
+## 2.5.0
+### User Visible Changes
+  - Added loss limit risk check
+  - Made algos, synthetics and user names private so that multiple users can share a single system privately.
+  - Allowed the mini order book defaults for column widths to be changed from the mini order book
+  - Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
+  - Improved accuracy of the directional arrow when displaying last trades in the volumn column
+## 2.4.0
+### User Visible Settings
+  - In the ladder, changed the last trade column to accumulate successive trades at the same price
+  - Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
+  - Added OK, Cancel buttons to the security picker for ladder profiles or sounds
+  - Added ladder settings for the mini order book
+  - Added a safety check to guard against unintentional market crosses
+  - Improved the Queue Holder mode in the spreader:
+     - Added a Show Quantity, allowing the spreader to keep queue position of the trailing orders as Fills (of size Show Qty) happen
+     - Improved spreader performance when in Queue Holder mode
+### Internal changes
+  - Suppressed order callbacks for completed/canceled orders. This should eliminate some bogus error logs by spreader orders.
+  - Addressed a potential concurrency issues with service initialization.
+
+
+## 2.3.0
+### User Visible Changes
+  - Introduced multiple settings profiles for the ladder
+     - This allows multiple standard configuration for the ladder, optionally with security specific variations
+  - Made Cover order more independent from its hedging chidren:
+     - Cover continues to operate even if an hedging child is canceled
+	 - When a cover is canceled it will detach from any running hedging children, instead of canceling them
+  - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
+  - Changed manual fills to appear in day PnL rather than in the SOD records
+  - Add buy/sell coloring to fill rows in fills window
+  - Streamlined the mini order book:
+    - Display of the mini order book popup is quicker
+    - Only exchange orders are displayed
+	- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
+    - We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
+    - A checkbox column has been added to make clearer which rows are selected
+### API Changes
+  - Enhanced the API to allow algos to implement custom cancel handling
+  - Allowed algos to control their visibility in the ladder through the API
+### Internal Changes
+  - Added system requirements to Spark documentation
+  - Implemented keycodes
+  - Temporarily rejected stop and stop limit orders, pending bug fixes
+
+## 2.2.0
+### User Visible Changes
+  - Made our orders easier to spot in MBO display
+  - Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
+  - Fixed Net/Absolute radio button in risk admin UI
+  - Fixed double counting of spread legs in limits
+  - Removed expired fills from the system
+  - Improved handling of orders with undiscovered securities
+  - Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
+  - Fixed display of algo studio algo types in order book
+  - Hid net change setting in synthetic ladders
+  - Fixed a number of problems with filtering on the Fills form
+  - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
+  - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
+  - Added security symbol column to fills window
+  - Re-organized ladder settings dialog to make it clearer and easier to use
+
+## 2.1.4
+### User Visible Changes
+  - Fixed handling of cancel button in security picker
+
+## 2.1.3
+### User Visible Changes
+  - Fixed a simulator bug in the handling of 0 sized orders
+
+## 2.2.1
+### User Visible Changes
+  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
+
+## 2.1.1
+### User Visible Changes
+  - Added PIQ to GLBX Iceberg orders
+  - Corrected handling of stop limit orders
+
+## 2.1.0
+### User Visible Changes
+  - Added support for the GLBX Iceberg order type
+  - Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
+  - Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
+  - Allowed the LTQ and VAP values to be overlayed on the same ladder column
+  - Added day position information to the ladder
+  - Added PIQ to the mini order book
+  - Fixed a rare bug that could lead to server failure when requesting market data
+  - Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
+
+## 2.0.5
+### User Visible Changes
+  - Fixed a bug in the handling of rejected QHO orders
+  - Implemented stricter position limit enforcement
+  - Fixed a bug that could cause server failure when trying to attach to already attached orders
+
+## 2.0.4
+### User Visible Changes
+  - Fixed performance regression in order manager
+
+### Internal changes
+  - Improved market data diagnostics for bad configurations
+  - Changed market data default buffer size
+
+## 2.0.3
+### Internal changes
+  - Improved backwards compatibility in UI settings
+
+
+## 2.0.2
+### User Visible Changes
+  - Middle click the ladder price column to show the orders for that price level
+  - Middle click the bid or ask column in the ladder no longer sends an order
+
+### Internal changes
+  - Improved market by order performance under heavy load
+  - Fixed a concurrency bug in SIM
+
+## 2.0.0
+### User Visible Changes
+  - Support for attaching and detaching algos to existing orders
+  - Support for display and update of all parameters in running algos
+  - Streamlining of order badge decorations in ladder
+  - New order search/filtering algorithm for order book
+  - Simpler representation of complex algo chains in order book and mini order book
+  - Visual and usability improvements to mini order book
+  - Streamlining of algo parameter dialog in ladder
+  - New spreader queue holder behavior
+  - Visual improvements to the order book
+  - New server side API
+  - Improved admin UI performance
+  - Optimized PIQ rendering
+### Internal changes
+  - Exchange simulator no longer requires daily sequence number reset
+  - Improved MD resilience to corrupted shared memory
+  - Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
+  - Improved settings manager tool output
+  - Added diagnostics in the event MD memory corruption is detected
+  - Added systems tests for join,lean, iceberg and spreader orders
+  - Made exchange order recovery more resilient in the presence of database loss
+
+## 1.6.2
+### User Visible Changes
+### Exchange simulator
+  - Exchange simulator now now produce position in queue data
+
+## 1.6.0
+### User Visible Changes
+#### New Features
+  - You can now view your order's position in queue in the ladder
+#### Bug Fixes
+  - Fix a bug in the order popup in the ladder which could lead to a crash.
+
+## 1.5.9
+### User Visible Changes
+  - Fix for stunnel connections on Windows 7
+
+## 1.5.8
+### User Visible Changes
+  - Fixed a bug where it was possible to crash the UI by entering an order through the order ticket if Enter was used to dismiss the dialog.
+  - Fixed a spreader reporting bug which could cause the server to crash if an algo was used to control certain types of synthetics
+  - Improved user message when the UI fails to login
+  - Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
+## 1.5.7
+### User Visible Changes
+  - New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/_index.md#algo-studio) and [Spreader](./bts_spark/Spreader/_index.md)
+  - Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
+  - Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
+  - Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
+  - Fixed Aggressor coloring and ladder high/low coloring in the SIM execution gateway
+  - Added initial support for ICE market data
+  - In an effort to streamline the PnL report we've made the following changes:
+    - The PnL report will by default filter for Futures contracts only
+    - If you wish to see Spread contracts again you may change Security Type column filter
+    - The PnL report will now only show rows in which there is a position (net and/or day)
+    - The Exchange, Start PnL, Total Net Pos, and Total Net PnL columns are now hidden by default
+    - These columns can be restored by toggling their visibility within the PnL's Settings form
+    - A new Traded Today column has been added to the PnL
+      - Filtering on this column will allow a user to restrict the report to only show today's position
+### Internal changes
+  - Improved organization of the shell notification architecture
+  - Added logging to help troubleshoot shell exit hang
+
+## 1.5.6
+### User Visible Changes
+  - Fixed a bug that could cause limits to be erroneously enforced
+  - Improved algo documentation
+  - Changed how the spreader uses net change
+  - Simplified trigger algo user interface
+### Internal changes
+  - Defaulted to not recording sim market data
+  - Improved documentation build
+  - Added additional performance tracing
+
+## 1.5.5
+  - Fixed Market View 'stale working orders' bug
+
+## 1.5.4
+  - Avoided logging when warming up cache
+
+## 1.5.3
+  - Fixed sounds startup issue
+
+## 1.5.2
+  - Added better logging to AlgoDefinitionService
+
+## 1.5.1
+  - Fixed missing securities in the Fills and P&L windows.
+
+## 1.5.0
+### User Visible Changes
+#### New Features
+  - This release introduces a major new feature, the Algo Studio, a
+    set of tools allowing traders to create their own algos by
+    composing existing algos to express unique strategies.
+#### User Interface Improvements
+  - Removed security key field from most grids
+  - Removed trade key field from time and sales grid
+  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
+  - Fixed the floating order book so that rows are no longer
+    highlighted after an order is modified
+  - Relocated quantity and price columns in floating order book immediately after the cancel column; users now can move the mouse a much shorter distance when modifying their orders
+  - The escape key now closes the floating order book
+#### Bug Fixes
+  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
+  - Fixed a bug in the order book where sometimes parent orders would not update their last message column.
+
+#### Algos
+  - Added OCO Algo
+    - An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.  Composing this order with Cover simulates scalping functionality
+#### SDK
+  - Improved SDK documentation and usability
+  - Dynamic orders are now properly identified in the order book
+#### Documentation
+  - Information on the Spark API has been added to the Spark manual
+  - The documentation has been updated and reorganized to make information easier to find
+### Internal Changes
+  - Improved robustness of limit system test
+  - Fixed a bug in handling of built-in bts to user that could lead to failure to login as bts in old systems
+  - Improved market data subsystem to support security definition updates
+  - Fixed a startup race in market data that could lead to data corruption on startup
+  - Increased default order price precision to 8 digis as required by some CME products
+
+## 1.4.11
+### New Features
+  - Floating Order Book
+    - The floating order book provides a quick view of orders occupying a price level in the ladder
+    - Launch the Floating Order Book by middle-clicking a ladder badge
+    - Cancel orders by clicking on the red X in the Cancel column
+    - Quantity and Price modification
+      - Clicking on a row will select it, providing the option for changing your price and quantity
+      - Enter in a new value or use the up/down buttons to set a desired value
+      - Press the green checkbox to finalize your change and update the order
+### SDK
+  - Improved SDK documentation and usability
+### User Interface Improvements
+  - The following spreader quoting parameters have been deprecated:
+    - Hidden parameter
+    - Price Type setting of the Conditional parameter
+### Bug Fixes
+  - Fixed a limit enforcement problem that could lead to 0 sized orders being sent to the exchange
+
+## 1.4.10
+### Bug Fixes
+  - Removed duplicate entries in performance log
+
+## 1.4.9
+### SDK
+  - Added ticker events to the order API
+### Performance Improvements
+  - Significantly improved hedging speed
+### Bug Fixes
+  - Fixed a visual oddity in the order book UI when using High DPI displays
+
+## 1.4.8
+### Marketdata
+  - Additional trade details for CME ticker
+
+## 1.4.7
+### Bug Fixes
+  - Corrected FIX tag 1028, ManualOrderIndicator, when orders are triggered by algos
+
+## 1.4.6
+### Ladder Usability Improvements
+  - The ladder can now be zoomed in/out according to a user's preference
+  - The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
+  - The zoom functionality can also be performed via hotkey and mouse wheel combinations
+    - Zoom In = CTRL + Mouse wheel up
+    - Zoom Out = CTRL + Mouse wheel down
+
+    - Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
+### Exchange simulator
+  - Improved the exchange simulator to track real market data more closely
+### Bug Fixes
+  - Fixed a UI crash in some cases when attempting to sort the order book by time
+
+## 1.4.5
+  - Fixed entitlement validation for ICS spreads
+  - Tuned performance logging
+
+## 1.4.4
+
+### Performance Improvements
+  - Reduced performance logging activity
+
+## 1.4.3
+
+### Ladder Usability Improvements
+  - Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
+  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
+  - The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
+### Performance Improvements
+  - Requoting and hedging latency has been reduced by up to 30%
+### Software Development Kit (SDK) Improvements
+  - The API now enforces authentication
+### Bug Fixes
+  - The Market View form now honors filters when new securities are added
+
+## 1.4.2
+
+### User Interface Improvements
+  - When creating a synthetic from the Market View window, securities are now added to the Create Synthetic dialog in the same sort order as they appear in grid
+### Bug Fixes
+  - Shell no longer crashes when removing a security from the synthetics window
+  - It is now possible to create a new synthetic using the same name as a previously deleted synthetic
+### SDK Improvements
+  - Improved Client and Server SDK clarity and documentation
+### Performance Improvements
+  - Synthetic calculation speed was improved by 400%.
+### Risk / Entitlement System
+  - Risk Admin UI
+    - Spark users now have separate Trading, RiskAdmin, and/or MDAdmin permissions
+    - Spark users can now only add other users or accounts if permissioned to do so.
+  - Market Data Entitlement
+    - Automated market data reporting
+
+
+## 1.4.1
+
+### Tabs
+  - Tabs now shrink and expand to make better use of horizontal space
+### Bug Fixes
+  - Fixed a bug that could cause excessive CPU usage when a connection broke
+  - Fixed a layout bug in hedging/requoting performance reports
+  - Fixed account name mismatching bug for old fills
+### Absolute Position limits
+  - Positions can now be netted or absolute for purposes of limit enforcing
+
+## 1.4.0
+
+### Speed Enhancements
+  - Improved requoting and hedging performance
+  - Improved order book form performance
+### Server Side SDK
+  - Added a beta version of the server side SDK
+### Front End
+  - Added status bars to all UI grids
+### Reporting
+  - Added reporting of hedging and requoting performance
+
+## 1.3.8
+
+### Speed Enhancements
+  - Further speed enhancements
+### Conditional (new quoting parameter)
+  - Reduces re-quoting updates by only quoting if N ticks away from the opposite inside market.
+  - Quotes are canceled when it gets further away.
+  - "Price Type" dictates if this logic applies to the quoting market or to the synthetic spread market.
+
+## 1.3.7
+
+### Net Change pricing
+  - The ability to price synthetics based off of net change
+
+## 1.3.5
+
+### Speed Enhancements
+  - Further speed enhancements
+### Separation of implied and direct market data
+  - Viewing within a market view will now show 3 columns
+    - Direct
+    - Implied
+    - Merged
+  - Ability to configure the market data size in a ladder as the following
+    - Direct
+    - Implied
+    - Merged
+### Synthetic creation option to choose Merged or Direct
+  - The ability to choose Merged or Direct per leg when creating a synthetic
+### Volume at price
+  - Within a ladder, you can now see a volume at price graph
+  - This is configurable from a ladder's settings as well
+### Customized settings in all windows
+ - All windows now contain a settings page where grid settings (font color, size, etc) are applied
+ - These settings can be saved on a per-window basis or as a Default for newly-launched windows
+
+
+## 1.3.1 Through 1.3.4
+
+### Speed Enhancements
+  - Further speed enhancements
+
+## 1.2
+
+### Market View
+  - Synthetic future leg working orders are now shown
+
+### Order Book
+  - Many visual facets of the Order Book grid can now be customized
+    - The Order Book settings page can be accessed from the gears icon in the Order Book toolbar or from the right-click menu
+  - The Expand/Collapse All button has been separated into two different buttons on the toolbar
+
+### Sound Alerts
+  - Sounds alerts can now be configured for various order events
+  - Configure sounds under the Sound/Notification Triggers on the Order Book settings page
+
+### Fills
+  - Newly launched fill windows will filter out start-of-day records by default
+
+### PnL
+  - Prices are now formatted with penny precision
+  - Day PnL has been added to the Totals footer at the bottom of the window
+
+### Ladder
+  - Order badges now have been improved to communicate a variety of order state
+    - Background color now indicates order side
+    - Child orders will display a one-character abbreviation to their parent order enclosed in a rectangle; the rectangle will have a fill color matching the parent order
+    - Border color around badge will match the associated algo color
+    - Exchange orders will present with a solid dot in the badge's top-right corner
+    - When multiple orders reside at the same level, a solid triangle will be present in badge's bottom-right corner; all other badge decorations will not be visible in this state
+    - Hedge orders will present with a vertical line inside the badge's left border
+  - Trigger orders, once triggered, will no longer be shown in the ladder
+  - Session High and Low visual indicators have been added to the Price column
+  - Session range is now indicated in the Price column
+  - A button reflecting position has been added above the quantity field
+    - This button reflects the position for the currently selected account
+    - Pressing the button will copy the position size to the quantity field
+  - Order quantity button size values are now customizable
+    - Default size preset values can now be changed, as well as added or removed
+    - This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
+  - Synthetic ladders that were saved as part of a workspace are now restored on startup
+
+### Synthetics
+  - Hedge Ratio parameter has been renamed to Lean Qty Factor
+  - Spreader now includes a Hidden mode parameter
+    - A quoting leg can be hidden, ie an order will not be sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
+
+### Algos
+  - Trigger orders now can contain a Trigger Exit parameter based on time or price; once the exit condition has been met the Trigger order will cancel
+  - IOC/FAK order type added
+  - Cover order type added
+  - Canceling a synthetic order no longer cancels any working hedge orders
+
+### General
+  - A manual page has been added to the launcher Help menu
+  - Various help buttons and tooltips were added throughout the application
+  - Various cash per point values updated
+  - Time-based grid filters now have tick up/down buttons
+  - Numerous performance improvements and stability enhancements
+  - Automated position and Order Book maintenance during daily recycle
+    - Individual fills will be compacted into the Start of Day position records
+    - Orders from the day before the recycle will be deleted
+
+
+## 1.1
+
+### 1.1.22
+- Order Book: Orders in Error status can now be recreated
+- Order Book: Orders containing child orders will now be collapsed by default.
+- Order Book: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
+- Order Book: Symbol column added to allow for filtering based on group symbol
+- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
+
+### 1.1.20
+- Update CME market data handler for price precision extension.
+  https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
+
+### 1.1.8
+- Enabled wild cards in risk management UI
+- Fixed spreader order updates
+
+### 1.1.7
+- Fixed spread leg price fill
+- Fixed HO cash per point value
+
+### 1.1.6
+- Fixed occasional crash when filtering fills
+- Fixed several cash per point multipliers
+- Colored time of sales row with aggressor side
+- Iceberg orders now cancel (rather than an error) when a child is canceled
+
+### 1.1.0
+- Added per user self match protection, location and self match protection FIX tag settings
+- Implemented a new "Trigger Order" algo
+- Corrected tick formatting for a number of products
+- Added the ability to recreate canceled orders
+- Added leg fills to facilitate futures based PnL
+- PnL report now has PnL columns calculated based on your Start of Day, current day, and total position
+- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
+- Corrected cash per point values, used in pnl calculations, for a number of products
+- PnL report will now remember any customizations you make to filtering and/or sorting criteria

global.json

@@ -1,6 +0,0 @@
-{
-  "sdk": {
-    "version": "2.1.508",
-    "rollForward": "latestMajor"
-  }
-}

src/client/Directory.Build.Props

@@ -22,10 +22,6 @@
     <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>
 
-<PropertyGroup Condition="'$(VCTargetsPath)'==''">
-    <VCTargetsPath>C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\IDE\VC\VCTargets</VCTargetsPath>
-</PropertyGroup>
-
 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
 
 <ItemGroup>

src/client/spark/App.xaml.cs

@@ -115,7 +115,7 @@ namespace mbts.ui.shell
       {
          try
          {
-            string path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
+            var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
             if (File.Exists(path + "config\\stunnel.conf"))
             {
                uint job_error = BTSUINativeMethods.setup_process_job_object();   
@@ -124,15 +124,6 @@ namespace mbts.ui.shell
                   kill_stunnel();
                start_stunnel(path, job_error);
             }
-            path = AppDomain.CurrentDomain.BaseDirectory + "\\..\\stunnel\\";
-            if (File.Exists(path + "config\\stunnel.conf"))
-            {
-               uint job_error = BTSUINativeMethods.setup_process_job_object();
-               //if we can't put this process and stunnel into a job, try to stop stunnel then restart
-               if (job_error != 0)
-                  kill_stunnel();
-               start_stunnel(path, job_error);
-            }
          }
          catch(Exception ex)
          {

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -4,112 +4,43 @@ 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 = Disposable.Create(
-            bus.subscribe(SparkTags.SyntheticDeleteTag).Subscribe(_delete_synthetic),
-            orders_model.spreader.strategy.Subscribe(map => _strategy_map = map));
+         _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
+            .OnDispatcher()
+            .Subscribe(_delete_synthetic);
       }
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
 
-      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);
+      async void _delete_synthetic(uint id) {
+         var (orders, orders_success) = await _orders_model.on_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
          if (!orders_success) {
-            var msg = "Unable to delete synthetic securities: " +
-               $"timed out waiting for orders table (must verify that a synthetic security does not have any working orders before it can be deleted).";
-            _error_reporter.report_error(msg);
-            log.warn(msg);
+            _error_reporter.report_error($"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.");
          } else {
-            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)));
-               }
+            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 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

@@ -1,15 +1,12 @@
 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;
@@ -167,45 +164,5 @@ 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/OrderTicketDaemon.cs

@@ -3,13 +3,11 @@ 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;
@@ -21,26 +19,20 @@ 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)
-         : 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) {
+      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter) {
          _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)
          );
       }
@@ -62,28 +54,17 @@ namespace bts.shell {
       void _show_order_ticket(SecurityMD smd) =>
          _show_order_window(new OrderTicket {
             DataContext = new NewOrderTicketVM(_model, smd,
-               Observable.Return(LadderSettings.Default)) {
-               close_on_send = _close_on_send
-            }
+               Observable.Return(LadderSettings.Default))
          });
 
       void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
          if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
             _show_order_window(new OrderTicket {
                DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
-                  Observable.Return(LadderSettings.Default.calculator_buttons)) {
-                  close_on_send = _close_on_send
-               }
+                  Observable.Return(LadderSettings.Default.calculator_buttons))
             });
       }
 
-      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))) {
@@ -97,4 +78,4 @@ namespace bts.shell {
          }
       }
    }
-}
+}

src/client/spark/Images/Icons.cs

@@ -1,5 +1,4 @@
 using bts;
-using mbts.ui.dpi;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -26,7 +25,6 @@ namespace mbts.ui {
          AttachAlgosKey = nameof(AttachAlgosKey),
          CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
          CopyWFGeometryKey = nameof(CopyWFGeometryKey),
-         CopyBoxesGeometryKey = nameof(CopyBoxesGeometryKey),
          DataEditGeometryKey = nameof(DataEditGeometryKey),
          DetachAlgosKey = nameof(DetachAlgosKey),
          DiskGeometryKey = nameof(DiskGeometryKey),
@@ -42,11 +40,11 @@ namespace mbts.ui {
          EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
          EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
          GearGeometryKey = nameof(GearGeometryKey),
+         HamburgerMenuGeometryKey = nameof(HamburgerMenuGeometryKey),
          HornGeometryKey = nameof(HornGeometryKey),
          KeyGeometryKey = nameof(KeyGeometryKey),
          LetterAKey = nameof(LetterAKey),
          LetterDKey = nameof(LetterDKey),
-         MenuOrientationGeometryKey = nameof(MenuOrientationGeometryKey),
          OrdersGeometryKey = nameof(OrdersGeometryKey),
          PauseGeometryKey = nameof(PauseGeometryKey),
          PaymentGeometryKey = nameof(PaymentGeometryKey),
@@ -58,14 +56,10 @@ namespace mbts.ui {
          StarGeometryKey = nameof(StarGeometryKey),
          ToolsGeometryKey = nameof(ToolsGeometryKey),
          TrashGeometryKey = nameof(TrashGeometryKey),
-         UndoCircularGeometryKey = nameof(UndoCircularGeometryKey),
-         WarningExclamationGeometryKey = nameof(WarningExclamationGeometryKey),
-         WarningGeometryKey = nameof(WarningGeometryKey);
+         UndoCircularGeometryKey = nameof(UndoCircularGeometryKey);
 
       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));
 
@@ -160,7 +154,6 @@ 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);
@@ -180,11 +173,11 @@ namespace mbts.ui {
       public static ImageSource FilterActive { get { return load_resource_and_freeze("FilterActive"); } }
       public static ImageSource FilterError { get { return load_resource_and_freeze("FilterError"); } }
       public static ImageSource Gear => create_icon(GearGeometryKey);
+      public static ImageSource HamburgerMenu => create_icon(HamburgerMenuGeometryKey);
       public static ImageSource Horn => create_icon(HornGeometryKey);
       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);
@@ -199,8 +192,6 @@ 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

@@ -46,18 +46,6 @@
     </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}">
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   </sys:String>
@@ -284,6 +272,10 @@
     M16.000015,9.6000061C12.500012,9.6000061 9.5999844,12.5 9.5999844,16 9.5999844,19.5 12.500012,22.399994 16.000015,22.399994 19.500019,22.399994 22.400015,19.5 22.400015,16 22.400015,12.5 19.500019,9.6000061 16.000015,9.6000061z M14.199995,0L17.800005,0C18.199999,0,18.599993,0.29998779,18.599993,0.79998779L18.599993,4.7999878C19.900013,5.1000061,21.000019,5.6000061,22.099997,6.2999878L25.000023,3.3999939C25.099999,3.2999878 25.300011,3.1999817 25.500025,3.1999817 25.700007,3.1999817 25.900019,3.2999878 26.000025,3.3999939L28.600033,6C28.900021,6.2999878,28.900021,6.7999878,28.600033,7.1000061L25.700007,10C26.400019,11.100006,26.900019,12.299988,27.200007,13.5L31.20001,13.5C31.600037,13.5,31.999998,13.799988,31.999998,14.299988L31.999998,17.899994C31.999998,18.299988,31.700012,18.699982,31.20001,18.699982L27.200007,18.699982C26.900019,20,26.400019,21.100006,25.700007,22.199982L28.600033,25.100006C28.700009,25.199982 28.799984,25.399994 28.799984,25.600006 28.799984,25.799988 28.700009,26 28.600033,26.100006L26.000025,28.600006C25.900019,28.699982 25.700007,28.799988 25.500025,28.799988 25.300011,28.799988 25.099999,28.699982 25.000023,28.600006L22.099997,25.699982C21.000019,26.399994,19.800007,26.899994,18.599993,27.199982L18.599993,31.199982C18.599993,31.600006,18.300005,32,17.800005,32L14.199995,32C13.8,32,13.400006,31.699982,13.400006,31.199982L13.400006,27.199982C12.099987,26.899994,11.000011,26.399994,9.9000027,25.699982L7.0000064,28.600006C6.9000003,28.699982 6.6999881,28.799988 6.5000059,28.799988 6.2999937,28.799988 6.099981,28.699982 6.0000054,28.600006L3.3999967,26C3.0999784,25.699982,3.0999784,25.199982,3.3999967,24.899994L6.2999937,22C5.5999805,20.899994,5.0999801,19.699982,4.7999923,18.5L0.79998828,18.5C0.39999409,18.5,-1.933513E-07,18.199982,0,17.699982L0,14.100006C-1.933513E-07,13.699982,0.2999879,13.299988,0.79998828,13.299988L4.7999923,13.299988C5.0999801,12,5.5999805,10.899994,6.2999937,9.7999878L3.3999967,7C3.2999908,6.8999939 3.1999845,6.6999817 3.1999845,6.5 3.1999845,6.2999878 3.2999908,6.1000061 3.3999967,6L6.0000054,3.3999939C6.099981,3.2999878 6.2999937,3.1999817 6.5000059,3.1999817 6.6999881,3.1999817 6.9000003,3.2999878 7.0000064,3.3999939L9.9000027,6.2999878C11.000011,5.6000061,12.199993,5.1000061,13.400006,4.7999878L13.400006,0.79998779C13.400006,0.29998779,13.8,0,14.199995,0z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.HamburgerMenuGeometryKey}">
+    M2.384186E-06,24L32.000004,24 32.000004,26 2.384186E-06,26z M0,11.999998L32,11.999998 32,13.999998 0,13.999998z M2.384186E-06,0L32.000004,0 32.000004,2 2.384186E-06,2z
+  </sys:String>
+
   <sys:String x:Key="{x:Static mbts:Icons.HornGeometryKey}">
     M4.0499969,7.0870913C2.9519978,7.0870913 2.0249984,8.4780906 2.0249987,10.125091 2.0249984,11.771091 2.9519978,13.162091 4.0499969,13.162091 5.1479961,13.162091 6.0749954,11.771091 6.0749955,10.125091 6.0749954,8.4780906 5.1479961,7.0870913 4.0499969,7.0870913z M29.975016,3.316155C23.883831,8.2016557,11.829888,8.9691842,8.1184387,9.0896781L8.0151367,9.0928462 8.0175586,9.1059306C8.0716033,9.4352315 8.0999939,9.7760909 8.0999942,10.125091 8.0999939,10.473966 8.0716033,10.814716 8.0175586,11.143921L8.0098858,11.185364 8.193316,11.195448C12.163719,11.420399,23.994581,12.458921,29.975016,17.005057z M31.176758,0.00019051835C31.280359,-0.0022594665 31.391857,0.01889403 31.514975,0.065146674 31.908983,0.21413228 31.999985,0.59114302 31.999985,1.0121596L31.999985,19.236969C31.999985,19.653958 31.913988,20.028956 31.525991,20.179955 31.405998,20.226952 31.450981,20.250023 31.32699,20.250023 31.050991,20.250023 30.778992,20.13601 30.583986,19.925928 25.229074,14.140572 9.6001122,13.269665 7.2865356,13.172559L7.2813506,13.172345 7.1739591,13.343056C6.4304952,14.468533 5.3060585,15.187091 4.0499969,15.187091 1.8169985,15.187091 0,12.916091 0,10.125091 0,7.3330911 1.8169985,5.0620912 4.0499969,5.0620912 5.3060585,5.0620912 6.4304952,5.78065 7.1739591,6.9063042L7.2852713,7.0832756 7.3087114,7.0828188C9.6077337,7.036146 25.141474,6.4939421 30.567997,0.34315929 30.75913,0.12521249 30.948835,0.005580858 31.176758,0.00019051835z
   </sys:String>
@@ -292,10 +284,6 @@
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   </sys:String>
 
-  <sys:String x:Key="{x:Static mbts:Icons.MenuOrientationGeometryKey}">
-    M14.997001,19.999038L15.000001,23.499012C15.000001,24.327005,14.327008,25,13.500016,25L9.9970522,25 9.9970522,23.000015 13.000022,23.000015 12.997022,20.001038z M9.000001,19.000006L9.000001,30.000006 30.000001,30.000006 30.000001,19.000006z M2,2L2,23 7.000001,23 7.000001,18.500006C7.000001,17.673006,7.6730013,17.000006,8.500001,17.000006L13.000001,17.000006 13.000001,2z M1.5,0L13.500001,0C14.327001,0,15.000001,0.67300034,15.000001,1.5L15.000001,17.000006 26.956518,17.000006 23.162404,13.207182C22.772376,12.816143 22.772376,12.184205 23.162404,11.793225 23.357907,11.597736 23.613928,11.499992 23.869827,11.499992 24.125725,11.499992 24.381502,11.597736 24.576517,11.793225L25.889371,13.105454 25.866285,12.914201C25.554945,10.547287 24.699391,8.7684691 23.308905,7.6089654 21.974919,6.4954615 20.356436,6.1229606 19.066825,6.0297103L19.059648,6.0292783 20.545799,7.5160289C20.936786,7.9070184 20.936786,8.5390015 20.545799,8.929991 20.350807,9.1249857 20.094815,9.2229831 19.838825,9.2229831 19.582834,9.2229831 19.326843,9.1249857 19.131849,8.929991L15.185988,4.9830971 18.981854,1.1871986C19.371841,0.79620934 20.004819,0.79620934 20.395805,1.1871986 20.785791,1.5771885 20.785791,2.2101717 20.395805,2.601161L18.976535,4.020443 18.999199,4.0214248C20.641604,4.1119318 22.785724,4.567862 24.590892,6.0739603 26.493747,7.660778 27.606404,10.054969 27.91277,13.209869L27.913735,13.221022 29.341699,11.793225C29.536714,11.597736 29.792459,11.499992 30.048328,11.499992 30.304196,11.499992 30.560187,11.597736 30.75569,11.793225 31.146694,12.184205 31.146694,12.816143 30.75569,13.207182L26.962552,17.000006 30.500001,17.000006C31.327001,17.000006,32.000001,17.673006,32.000001,18.500006L32.000001,30.500006C32.000001,31.327005,31.327001,32.000006,30.500001,32.000006L8.500001,32.000006C7.6730013,32.000006,7.000001,31.327005,7.000001,30.500006L7.000001,25 1.5,25C0.67300034,25,0,24.327001,0,23.5L0,1.5C0,0.67300034,0.67300034,0,1.5,0z
-  </sys:String>
-
   <sys:String x:Key="{x:Static mbts:Icons.OrdersGeometryKey}">
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   </sys:String>
@@ -379,18 +367,6 @@
 			c-84.15,0-153-68.85-153-153h-51c0,112.2,91.8,204,204,204s204-91.8,204-204S360.825,89.25,248.625,89.25z
   </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/MarketViewCell.cs

@@ -0,0 +1,13 @@
+using mbts.spark;
+
+namespace mbts.ui.spark {
+   readonly struct MarketViewCell {
+      public readonly MarketViewVM.Row row;
+      public readonly MarketViewView.Columns column;
+
+      public MarketViewCell(MarketViewVM.Row row, MarketViewView.Columns column) {
+         this.row = row;
+         this.column = column;
+      }
+   }
+}

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

@@ -5,6 +5,7 @@ using mbts.co2;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -18,7 +19,7 @@ using System.Windows.Input;
 
 namespace mbts.spark {
    partial class MarketViewVM {
-      public class Row : SecurityMDRow, IDisposable, IEquatable<Row>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
+      public class Row : DisposableViewModelBase, ISecurityMDRow, IEquatable<Row>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
          readonly IBus _bus;
          readonly OrdersModel _orders_model;
          readonly AnimationManager _animation = new AnimationManager();
@@ -27,7 +28,6 @@ namespace mbts.spark {
          readonly string _security_text, _security_key_text;
          readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
          readonly Property<bool> _last_price_from_spread;
-         readonly CellProperty<int> _position;
          readonly CellProperty<uint> _last_size;
          readonly CellProperty<ulong> _volume;
          readonly CellProperty<bool> _inside_bids, _inside_asks;
@@ -37,17 +37,18 @@ namespace mbts.spark {
          readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
          readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
          Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
-         double _raw_day_position;
+         double _day_position, _raw_day_position;
          string _bid_merged_size_text, _ask_merged_size_text;
          ulong _bbo_ref, _last_ref;
+         bool _is_visible;
 
-         public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
+         public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) {
             _bus = bus;
+            security_md = smd;
             _orders_model = orders_model;
             _security_text = smd.security.ToString();
             _security_key_text = security_key.ToString();
             string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(this, nameof(position), 0);
             _bid_price = backing(nameof(bid_price), double.NaN);
             _ask_price = backing(nameof(ask_price), double.NaN);
             _last_price = backing(nameof(last_price), double.NaN);
@@ -91,9 +92,17 @@ namespace mbts.spark {
             void on_animations_changed() => RaisePropertyChanged(nameof(animations));
             _dispose = Disposable.Create(
                _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
-               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
                _orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
-                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
+                  bool day_pos_dirty = false;
+                  var new_day_pos = t.state.Values.Sum(p => p.Item2.day_pos());
+                  if (new_day_pos != _day_position) {
+                     if (!double.IsNaN(new_day_pos) && !double.IsNaN(_day_position))
+                        _animation.animate_position(new_day_pos > _day_position);
+                     _day_position = new_day_pos;
+                     RaisePropertyChanged(nameof(day_position));
+                     day_pos_dirty = true;
+                  }
+                  if (day_pos_dirty | Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
                      raise_invalidated();
                }),
                _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
@@ -105,10 +114,20 @@ namespace mbts.spark {
 
          public event Action invalidated;
 
+         public SecurityMD security_md { get; }
+         public SecurityImmutable security => security_md.security;
+         public uint security_key => security_md.security.Id;
+         SecurityMD ISecurityMDRow.md => security_md;
+
+         public bool is_visible {
+            get => _is_visible;
+            set => Set(ref _is_visible, value);
+         }
+
          #region Bound Properties
          public bool inside_bids => _inside_bids.value;
          public bool inside_asks => _inside_asks.value;
-         public int position => _position.value;
+         public double day_position => _day_position;
          public double raw_day_position => _raw_day_position;
          public double last_price => _last_price.Value;
          public bool last_price_from_spread => _last_price_from_spread.Value;
@@ -158,29 +177,30 @@ namespace mbts.spark {
          public IReadOnlyList<DIYGrid.IGridCellStore> cell_stores => new DIYGrid.IGridCellStore[0];
          #endregion
 
+         MDConsumerHandle _md => security_md.md;
+
          public void raise_invalidated() => invalidated?.Invoke();
 
          public void refresh() {
             bool dirty = false;
-            if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
+            if (_md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
                _bid_price.set(b.price);
                refresh_size(ref b, _bid_direct_size, _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
                _ask_price.set(a.price);
                refresh_size(ref a, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
-               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
-               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
+               _refresh_inside_working_orers(ref dirty);
             }
-            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v, out bool from_spread)) {               
+            if (_md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v, out bool from_spread)) {               
                _last_price.set(ps.price);
                _last_price_from_spread.set(from_spread);
                _last_size.on_next_distinct(ps.size, ref dirty);
                _volume.on_next_distinct(v, ref dirty);
             }
-            dirty |= _settlement.set_new(md.md.settlement_price);
-            dirty |= _session_low.set_new(md.md.session_low);
-            dirty |= _session_high.set_new(md.md.session_high);
-            dirty |= _day_change.set_new(last_price - settlement);
-            _volume.on_next_distinct(md.md.total_volume, ref dirty);
+            dirty |=
+               _settlement.set_new(_md.settlement_price) |
+               _session_low.set_new(_md.session_low) |
+               _session_high.set_new(_md.session_high) |
+               _day_change.set_new(last_price - settlement);
             if (dirty)
                invalidated?.Invoke();
 
@@ -206,7 +226,7 @@ namespace mbts.spark {
             security_key.GetHashCode();
 
          #region Show Windows
-         void _show_ladder() => _bus.post(SparkTags.ShowLadderTag, md);
+         void _show_ladder() => _bus.post(SparkTags.ShowLadderTag, security_md);
 
          void _show_order_book(MarketViewView.Columns col) {
             switch (col) {
@@ -275,14 +295,11 @@ namespace mbts.spark {
          }
 
          void _refresh_orders(ref bool dirty) {
-            _position.on_next_distinct(_order_summarizer.position, ref dirty);
             _working_bid_volume.on_next_distinct(_order_summarizer.working_bid_qty, ref dirty);
             _working_ask_volume.on_next_distinct(_order_summarizer.working_ask_qty, ref dirty);
             _working_best_bid.on_next_distinct(_order_summarizer.best_working_bid, ref dirty);
             _working_best_ask.on_next_distinct(_order_summarizer.best_working_ask, ref dirty);
-            _inside_bids.on_next_distinct(_order_summarizer.best_working_bid >= bid_price, ref dirty);
-            _inside_asks.on_next_distinct(_order_summarizer.best_working_ask <= ask_price, ref dirty);
-
+            _refresh_inside_working_orers(ref dirty);
             RaisePropertyChanged(
                // Implied might not be ever set, so it probably does not RaisePropertyChanged either
                // This might be part of the filter funk?
@@ -292,6 +309,11 @@ namespace mbts.spark {
                nameof(working_asks_text)
             );
          }
+
+         void _refresh_inside_working_orers(ref bool dirty) {
+            _inside_bids.on_next_distinct(!double.IsNaN(working_best_bid) && OrderDataHelper.PriceComparer.Compare(working_best_bid, bid_price) >= 0, ref dirty);
+            _inside_asks.on_next_distinct(!double.IsNaN(working_best_ask) && OrderDataHelper.PriceComparer.Compare(working_best_ask, ask_price) <= 0, ref dirty);
+         }
          #endregion
 
          class MyOrderSummarizer {
@@ -367,4 +389,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

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

@@ -1,15 +1,30 @@
+using bts;
 using bts.api;
+using bts.api.core;
+using bts.api.orderman;
 using bts.collections;
 using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
+using mbts.spark.utilities;
 using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.converters;
 using mbts.ui.settings;
+using mbts.ui.shell;
 using mbts.ui.utility;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Diagnostics;
+using System.Linq;
 using System.Reactive.Linq;
+using System.Text.RegularExpressions;
+using System.Windows;
+using System.Windows.Controls;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.MarketViewWindowFactory;
@@ -17,21 +32,61 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.MarketViewView;
 
 namespace mbts.spark {
-   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
+   /// <summary>
+   /// Viewmodel class designed for <see cref="ui.spark.MarketViewView"/>
+   /// </summary>
+   partial class MarketViewVM : DisposableViewModelBase, IHandleRowSelection {
+      static readonly IReadOnlyList<Func<MarketViewVM, IDataGridColumnFilter<Row>>> _filter_getters =
+         ObjectSnapshot.property_delegates_of_type<MarketViewVM, IDataGridColumnFilter<Row>>().ToReadOnlyList();
+
+      static readonly IComparer<SecurityMD> _sec_md_key_comparer = Comparer<uint>.Default.wrap(SecurityMD.key_fn);
+      static readonly IComparer<Row> _row_key_comparer = _sec_md_key_comparer.wrap<SecurityMD, Row>(r => r.security_md);
+      static readonly string _security_delimiter = $" {SpecialCharacters.Dot} ";
+
       readonly IBus _bus;
       readonly OrdersModel _orders_model;
-      IWindowSettingsManager<GridSettings> _settings_manager;
+      readonly ObservableCollection<Row> _rows = new ObservableCollection<Row>();
+      readonly IList<SecurityMD> _wrapped_rows;
+      readonly ListCollectionView _rows_view;
+      readonly Dictionary<uint, Row> _cache = new Dictionary<uint, Row>();
+      readonly Property<Row> _current_row;
+      readonly DeferrableActionWrapper _refresh_filter;
+      Func<Row, bool> _filter;
+      IComparer<Row> _comparer;
+      Color _selection_highlight;
 
-      public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
-         : this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }
-
-      // securities_connectable should NOT be connected already.
-      MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IObservable<IEnumerable<SecurityMD>> securities_source, IWindowSettingsManager<GridSettings> settings_manager)
-         : base(RXCollection.Create(securities_source, SecurityDataHelper.EqualityComparer.MDComparer), null) {
+      /// <summary>
+      /// Initializes an instance of the <see cref="ui.spark.MarketViewView"/> class.
+      /// </summary>
+      /// <param name="bus"></param>
+      /// <param name="orders_model"></param>
+      /// <param name="security_mds_source"></param>
+      /// <param name="use_mouse_state_transitions">Indicates whether or not hyperlink cells should use visual states to animate mouse over (seems to be slower than style triggers, should investigate to be certain).</param>
+      public MarketViewVM(
+         IBus bus,
+         OrdersModel orders_model,
+         IObservable<TableUpdate<SecurityMD, uint>> security_mds_source,
+         bool use_mouse_state_transitions = false) {
          _bus = bus;
          _orders_model = orders_model;
          security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         _settings_manager = settings_manager;
+         // rows
+         _wrapped_rows = _rows.WrapSelector(r => r.security_md, s => {
+            var r = new Row(_bus, s, _orders_model);
+            r.is_visible = _filter == null || _filter(r);
+            return r;
+         });
+         _current_row = backing<Row>(nameof(current_row));
+         _rows_view = new ListCollectionView(_rows) {
+            Filter = obj => obj is Row r && r.is_visible,
+            IsLiveFiltering = true
+         };
+         _rows_view.LiveFilteringProperties.Add(nameof(Row.is_visible));
+         // Important: these selected_security/md wrappers should be instantiated in the constructor (rather than lazily),
+         // to prevent situations where callers subscribe up to the selected_rows.CollectionChanged event before the wrappers do.
+         // This way, the wrappers are protected from unintended side effects of the foreign callbacks, as they will always receive CollectionChange notifications first.
+         selected_securities = selected_rows.SelectObservable(r => r.security);
+         selected_security_mds = selected_rows.SelectObservable(r => r.security_md);
          // Columns
          const string merged_size_col_header = "Qty", direct_size_col_header = "Direct", implied_size_col_header = "Implied", working_col_header = "Working";
          const double working_orders_col_width = 105;
@@ -39,24 +94,55 @@ namespace mbts.spark {
          add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
          add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);         
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask, System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax);
+         add_hl_col(
+            Columns.Position,
+            "Day Pos",
+            new Binding(nameof(Row.day_position)),
+            nameof(Row.day_position),
+            day_position_filter,
+            DataGridFilterKnownTemplates.IntMinMax,
+            DefaultColumnWidths.Size,
+            tooltip: $"Show {_fills_title(Columns.Position).desc}");
+         add_hl_col(
+            Columns.RawDayPosition,
+            "Raw Day Pos",
+            new Binding(nameof(Row.raw_day_position)) {
+               Converter = ValueConverter.create<double, string>(SparkUtils.fmt_position)
+            },
+            nameof(Row.raw_day_position),
+            raw_day_position_filter,
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            DefaultColumnWidths.Size,
+            tooltip: $"Show {_fills_title(Columns.RawDayPosition).desc}");
+         add_hl_working_orders_col(
+            Columns.WorkingBids,
+            working_col_header,
+            nameof(Row.working_bids_text),
+            nameof(Row.working_best_bid),
+            working_bid_volume_filter,
+            BTSColors.MarketData.bid);
+         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid);
+         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid);
+
+         add_hl_merged_size_col(Columns.BidMergedSize, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), bid_merged_size_filter, BTSColors.MarketData.bid);
+         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid);
+         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask);
+         add_hl_merged_size_col(Columns.AskMergedSize, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), ask_merged_size_filter, BTSColors.MarketData.ask);
+         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask);
+         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask);
+         add_hl_working_orders_col(
+            Columns.WorkingAsks,
+            working_col_header,
+            nameof(Row.working_asks_text),
+            nameof(Row.working_best_ask),
+            working_ask_volume_filter,
+            BTSColors.MarketData.ask);
+         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true);
+         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax);
          add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
 
          add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
@@ -65,9 +151,32 @@ namespace mbts.spark {
          add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
-         //
-         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
+         // row vm filter
+         // Althoguh securities are filtered at the row 'model' level (SecurityMD), the column base filters have to be applied at the row vm level,
+         // because they access market data, which is polled periodically and cached in the row vm.
+         _refresh_filter = new DeferrableActionWrapper(() => _filter_changed?.Invoke());
+         var row_filter_source = Observable.Create<Func<Row, bool>>(o => {
+            notify();
+            _filter_changed += notify;
+            return Disposable.Create(() => _filter_changed -= notify);
+            void notify() =>
+               o.OnNext(get_filter_states().build_predicate());
+         });
+         foreach (var f in _all_filters) {
+            f.filter_changed += _refresh_filter.execute;
+         }
+         _dispose = Disposable.Create(
+            row_filter_source.Subscribe(f => {
+               // the rows are polled every 100 ms, just set the filter and let the refresh take care of the rest.
+               _filter = f;
+            }),
+            security_mds_source.Subscribe(_on_securities),
+            ObservableAutoWrapper.connect_item_hooks(_rows, r => r, true),
+            WorkLoop.Start("MarketView", _refresh)
+         );
+         // local methods
+         RenderTextColumn<Row> add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, HorizontalAlignment h_alignment = HorizontalAlignment.Right) {
+            var col = new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
                // it's necessary to have this id populated for grid settings
                id = bts.shell.MarketViewWindowFactory.col_id(col_key),
                Header = header,
@@ -76,31 +185,91 @@ namespace mbts.spark {
                padding = is_animatable ? AnimatableCellPadding : DefaultCellPadding,
                font_color_override = font_color,
                horizontal_alignment = h_alignment
-            });
+            };
+            columns.Add(col);
+            return col;
+         }
 
-         void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, h_alignment);
+         void add_hl_price_col(Columns col_key, string header, string prop, IDataGridColumnFilter filter, Color foreground, Color? background) =>
+            add_hl_col(
+               col_key,
+               header,
+               price_binding(prop),
+               prop,
+               filter,
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               DefaultColumnWidths.MViewPrice,
+               foreground,
+               background,
+               tooltip: _order_ticket_tooltip(col_key));
 
-         void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, h_alignment);
+         void add_hl_merged_size_col(Columns col_key, string sort_prop, string text_prop, IDataGridColumnFilter filter, Color foreground) =>
+            add_hl_col(
+               col_key,
+               merged_size_col_header,
+               new Binding(text_prop),
+               sort_prop,
+               filter,
+               DataGridFilterKnownTemplates.UIntMinMax,
+               DefaultColumnWidths.ImpliedDirectMergedSize,
+               foreground,
+               tooltip: _order_ticket_tooltip(col_key));
 
-         void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, h_alignment);
+         HyperlinkElementColumn<Columns> add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, IDataGridColumnFilter filter, Color foreground) =>
+            add_hl_col(
+               col_key,
+               header,
+               new Binding(text_prop),
+               sort_prop,
+               filter,
+               DataGridFilterKnownTemplates.IntMinMax,
+               working_orders_col_width,
+               foreground,
+               tooltip: $"Show {_orderbook_title(col_key).desc}");
 
-         void add_hl_col(
-            Columns col_key, string header, BindingBase binding, string prop, string command_prop,
-            IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-         columns.Add(new HyperlinkElementColumn<Row, Columns>(
-            col_key, binding, new Binding(command_prop), filter, filter_template) {
-            // it's necessary to have this id populated for grid settings
-            id = bts.shell.MarketViewWindowFactory.col_id(col_key),
-            Header = header,
-            sort_member_path = prop,
-            font_color_override = foreground,
-            background_color_override = background,
-            Width = DefaultColumnWidths.Price,
-            horizontal_alignment = h_alignment
-         });
+         HyperlinkElementColumn<Columns> add_hl_col(
+            Columns col_key,
+            string header,
+            BindingBase binding,
+            string prop,
+            IDataGridColumnFilter filter,
+            string filter_template,
+            double width,
+            Color? foreground = null,
+            Color? background = null,
+            HorizontalAlignment h_alignment = HorizontalAlignment.Right,
+            string tooltip = null,
+            BindingBase tooltip_binding = null) {
+
+            var col = new HyperlinkElementColumn<Columns>(
+               col_key, filter, filter_template) {
+               // it's necessary to have this id populated for grid settings
+               id = bts.shell.MarketViewWindowFactory.col_id(col_key),
+               Header = header,
+               sort_member_path = prop,
+               font_color_override = foreground,
+               background_color_override = background,
+               TextBinding = binding,
+               Width = DefaultColumnWidths.Price,
+               horizontal_alignment = h_alignment
+            };
+            col.view_generated += on_view_generated;
+            columns.Add(col);
+            return col;
+            //
+            void on_view_generated(HyperlinkCell cell_view) {
+               cell_view.SetValue(ColumnKeyProperty, col_key);
+               cell_view.SetValue(ColumnProperty, col);
+               cell_view.SetBinding(GridProperty, new Binding { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(DIYGrid), 1) });
+               if (tooltip != null) {
+                  cell_view.ToolTip = tooltip;
+               } else if (tooltip_binding != null) {
+                  cell_view.SetBinding(FrameworkElement.ToolTipProperty, tooltip_binding);
+               }
+               if (use_mouse_state_transitions)
+                  init_hyperlink_hover_animation(cell_view, col);
+            }
+         }
 
          BindingBase price_binding(string prop) {
             var mb = new MultiBinding { Converter = price_converter };
@@ -108,72 +277,95 @@ namespace mbts.spark {
             mb.Bindings.Add(new Binding($"{nameof(Row.security)}.{nameof(SecurityImmutable.ContractSpec)}") { Mode = BindingMode.OneWay });
             return mb;
          }
-         //
-         // make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
-         var col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
-            { Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
-            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
-            { Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
-         };
-         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, col_settings_flags, row_vms);
-         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
-         grid_settings_manager.load_from(settings_manager.current_settings());
-         //
-         _resources.AddRange(
-            state.OnDispatcher().Subscribe(s => {
-               using (rows_view.DeferRefresh()) {
-                  if (s.grid != null) {
-                     // this means we are not using defaults,
-                     // Note: settings_manager in turn notifies grid_settings_manager of this update
-                     _settings_manager.instance_settings = s.grid;
+
+         void init_hyperlink_hover_animation(HyperlinkCell cell_view, ColumnBase col) {
+            // background timeline
+            var hover_bg_timeline = VisualStateHelper.create_color_animation(
+               cell_view,
+               new PropertyPath("(0).(1)", HyperlinkCell.BackgroundProperty, SolidColorBrush.ColorProperty),
+               new Binding(nameof(ColumnBase.background_color)) {
+                  Source = col,
+                  Converter = new ColorBlendConverter { Overlay = Colors.Black.with(0x1A) }
+               });
+            // background pressed timeline
+            var pressed_bg_timeline = VisualStateHelper.create_color_animation(
+               cell_view,
+               new PropertyPath("(0).(1)", HyperlinkCell.BackgroundProperty, SolidColorBrush.ColorProperty),
+               new Binding(nameof(ColumnBase.background_color)) {
+                  Source = col,
+                  Converter = new ColorBlendConverter { Overlay = Colors.Black.with(0x25) }
+               });
+            // border timeline
+            var bd_brush = new SolidColorBrush();
+            BindingOperations.SetBinding(bd_brush, SolidColorBrush.ColorProperty, new Binding(nameof(ColumnBase.background_color)) { Source = col });
+            cell_view.BorderBrush = bd_brush;
+            cell_view.BorderThickness = new Thickness(1);
+            var hover_bd_timeline = VisualStateHelper.create_color_animation(
+               cell_view, new PropertyPath("(0).(1)", HyperlinkCell.BorderBrushProperty, SolidColorBrush.ColorProperty), Colors.Black.with(0x60));
+            // mouse states
+            VisualStateManager.GetVisualStateGroups(cell_view).Add(
+               VisualStateHelper.create_group("MouseStates",
+                  new VisualState { Name = "Normal" },
+                  VisualStateHelper.create_state("MouseOver", hover_bg_timeline, hover_bd_timeline),
+                  VisualStateHelper.create_state("Pressed", pressed_bg_timeline, hover_bd_timeline)));
+            // state groups manager
+            StateManager.SetGroups(cell_view, new StateGroupsManager {
+               StateDefinitions = new StateDefinitionCollection {
+                     new MouseStateDefinition { MouseSource = cell_view }
                   }
-                  if (s.filters is FilterStates filters) {
-                     security_filter.load_state(filters.security);
-                     bid_price_filter.load_state(filters.bid_price);
-                     bid_merged_size_filter.load_state(filters.bid_merged_size);
-                     bid_direct_size_filter.load_state(filters.bid_direct_size);
-                     bid_implied_size_filter.load_state(filters.bid_implied_size);
-                     ask_price_filter.load_state(filters.ask_price);
-                     ask_merged_size_filter.load_state(filters.ask_merged_size);
-                     ask_direct_size_filter.load_state(filters.ask_direct_size);
-                     ask_implied_size_filter.load_state(filters.ask_implied_size);
-                     last_price_filter.load_state(filters.last_price);
-                     last_price_from_spread_filter.load_state(filters.last_price_from_spread);
-                     last_size_filter.load_state(filters.last_size);
-                     day_change_filter.load_state(filters.day_change);
-                     settlement_filter.load_state(filters.settlement);
-                     session_low_filter.load_state(filters.session_low);
-                     session_high_filter.load_state(filters.session_high);
-                     position_filter.load_state(filters.position);
-                     raw_day_position_filter.load_state(filters.raw_day_position);
-                     working_bid_volume_filter.load_state(filters.working_bid_volume);
-                     working_ask_volume_filter.load_state(filters.working_ask_volume);
-                     volume_filter.load_state(filters.volume);
-                     security_key_filter.load_state(filters.security_key);
-                  }
-                  rows_view.set_sort_descriptions(s.sorting_criterion, columns);
-               }
-            }), DataGridFilterHelper.hook_filters(rows_view, security_filter,
-            bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
-            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
-            last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
-            session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
-            WorkLoop.Start("MarketView", _refresh)
-         );
+            });
+         }
       }
 
+      public event PropertyChange<Row> current_row_changed { add => _current_row.Changed += value; remove => _current_row.Changed -= value; }
+      event Action _filter_changed;
+
+      public ICollectionView rows_view => _rows_view;
+      public ObservableCollection<Row> rows => _rows;
+      public ObservableCollection<Row> selected_rows { get; } = new ObservableCollection<Row>();
+      public IReadOnlyObservableCollection<SecurityImmutable> selected_securities { get; }
+      public IReadOnlyObservableCollection<SecurityMD> selected_security_mds { get; }
+      public Color selection_highlight { get => _selection_highlight; set => Set(ref _selection_highlight, value); }
       public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
+      public Row current_row { get => _current_row.Value; set => _current_row.set(value); }
+      public SecurityImmutable? current_security => current_row?.security;
+      public SecurityMD? current_security_md => current_row?.security_md;
 
-      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
+      internal IBus bus => _bus;
+      internal OrdersModel orders_model => _orders_model;
 
-      public GridSettings get_grid_save_state() {
-         if (_settings_manager.instance_settings == null)
-            return null;
-         else
-            return grid_settings_manager.create();
-      }
+      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_merged_size, nameof(Row.bid_merged_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_direct_size, nameof(Row.bid_direct_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_implied_size, nameof(Row.bid_implied_size));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> ask_price_filter { get; } = new DoubleMinMax<Row>(r => r.ask_price, nameof(Row.ask_price));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_merged_size, nameof(Row.ask_merged_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
+      public IDataGridColumnPersistentFilter<Row, string> last_price_from_spread_filter { get; } = new RegexFilterVM<Row>(r => r.last_price_from_spread.ToString(), nameof(Row.last_price_from_spread));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<Row>(r => r.last_size, nameof(Row.last_size));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> settlement_filter { get; } = new DoubleMinMax<Row>(r => r.settlement, nameof(Row.settlement));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_low_filter { get; } = new DoubleMinMax<Row>(r => r.session_low, nameof(Row.session_low));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_high_filter { get; } = new DoubleMinMax<Row>(r => r.session_high, nameof(Row.session_high));
+      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> day_position_filter { get; } = new IntMinMax<Row>(r => unchecked((int)r.day_position), nameof(Row.day_position));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> raw_day_position_filter { get; } = new DoubleMinMax<Row>(r => r.raw_day_position, nameof(Row.raw_day_position));
+      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_bid_volume_filter { get; } = new IntMinMax<Row>(r => r.working_bid_volume, nameof(Row.working_bid_volume));
+      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
+      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
+      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
+      
+      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
+      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
+      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
+      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
+      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
+      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
+
+      IEnumerable<IDataGridColumnFilter<Row>> _all_filters =>
+         _filter_getters.Select(g => g(this));
 
       public static IComparer<Row> get_column_comparer(Columns column) {
          switch (column) {
@@ -181,8 +373,9 @@ namespace mbts.spark {
             case Columns.SecurityKey: return wrap(r => r.security.Id);
             case Columns.Volume: return wrap(r => r.volume);
             case Columns.Last: return wrap(r => r.last_price);
+            case Columns.LastSpd: return wrap(r => r.last_price_from_spread);
             case Columns.LastSize: return wrap(r => r.last_size);
-            case Columns.Position: return wrap(r => r.position);
+            case Columns.Position: return wrap(r => r.day_position);
             case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
             case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
             case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
@@ -209,37 +402,60 @@ namespace mbts.spark {
             Comparer<T>.Default.wrap(selector);
       }
 
-      #region Filters
-      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_merged_size, nameof(Row.bid_merged_size));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_direct_size, nameof(Row.bid_direct_size));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_implied_size, nameof(Row.bid_implied_size));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> ask_price_filter { get; } = new DoubleMinMax<Row>(r => r.ask_price, nameof(Row.ask_price));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_merged_size, nameof(Row.ask_merged_size));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
-      public IDataGridColumnPersistentFilter<Row, string> last_price_from_spread_filter { get; } = new RegexFilterVM<Row>(r => r.last_price_from_spread.ToString(), nameof(Row.last_price_from_spread));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<Row>(r => r.last_size, nameof(Row.last_size));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> settlement_filter { get; } = new DoubleMinMax<Row>(r => r.settlement, nameof(Row.settlement));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_low_filter { get; } = new DoubleMinMax<Row>(r => r.session_low, nameof(Row.session_low));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_high_filter { get; } = new DoubleMinMax<Row>(r => r.session_high, nameof(Row.session_high));
-      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> position_filter { get; } = new IntMinMax<Row>(r => r.position, nameof(Row.position));
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> raw_day_position_filter { get; } = new DoubleMinMax<Row>(r => r.raw_day_position, nameof(Row.raw_day_position));
-      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_bid_volume_filter { get; } = new IntMinMax<Row>(r => r.working_bid_volume, nameof(Row.working_bid_volume));
-      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
-      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
-      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
-      
-      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
-      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
-      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
-      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
-      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
-      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
-      
+      public IComparer<Row> comparer {
+         get => _comparer;
+         set => _rows_view.CustomSort = (_comparer = value)?.to_non_generic();
+      }
+
+      public (FillsVM vm, string context, string title, Color fg) fills_params(IEnumerable<SecurityImmutable> securities, Columns column) {
+         var (title_desc, fg) = _fills_title(column);
+         var state = StartupData.DefaultAuxiliaryFills;
+         if (state.filters == null)
+            state.filters = new bts.shell.fills.FillsFilterStates();
+         switch (column) {
+            case Columns.RawDayPosition:
+               state.filters.fill_kind = new[] {
+                  Fill.Types.FillKind.Standard
+               };
+               break;
+            case Columns.Position:
+               state.filters.fill_kind = new[] {
+                  Fill.Types.FillKind.Standard,
+                  Fill.Types.FillKind.Sod
+               };
+               break;
+         }
+         state.grid = GridSettingsHelper.hide_cols(state.grid, new[] { ui.spark.FillsView.Columns.Security });
+         var sec_keys = securities.Select(SecurityDataHelper.key_fn);
+         if (securities.All(s => s.ContractCase == Security.ContractOneofCase.Synthetic)) {
+            state.root_securities = sec_keys.ToArray();
+         } else {
+            state.filters.security = SecurityCriteria.from_keys(sec_keys);
+         }
+         var vm = new FillsVM(
+            _bus, _orders_model, Observable.Return(state), new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
+         return (vm, $"{string.Join(_security_delimiter, securities)}", title_desc, fg);
+      }
+
+      public (OrderBookVM vm, string context, string title, Color fg) orderbook_params(IEnumerable<SecurityImmutable> securities, Columns column) {
+         var (title_desc, fg) = _orderbook_title(column);
+         var filters = new bts.shell.orderbook.FilterStates {
+            security_criteria = SecurityCriteria.from_keys(securities.Select(SecurityDataHelper.key_fn)),
+            order_types = securities.All(s => s.ContractCase == Security.ContractOneofCase.Synthetic) ?
+               new[] { new AlgoID(CustomOrderDefinition.CustomOneofCase.Spreader) } :
+               AlgoID.exchange_algo_keys,
+            statuses = new[] { OrderStatus.Working }
+         };
+         switch (column) {
+            case Columns.WorkingBids: filters.sides = new[] { Side.Buy }; break;
+            case Columns.WorkingAsks: filters.sides = new[] { Side.Sell }; break;
+         }
+         var vm = _mk_orderbook_vm_common(filters, new[] {
+            OrderBookGridView.ColumnKeys.Security,
+            OrderBookGridView.ColumnKeys.Side
+         });
+         return (vm, $"{string.Join(_security_delimiter, securities)}", title_desc, fg);
+      }
 
       public FilterStates get_filter_states() {
          return new FilterStates {
@@ -259,7 +475,7 @@ namespace mbts.spark {
             settlement = settlement_filter.get_state(),
             session_low = session_low_filter.get_state(),
             session_high = session_high_filter.get_state(),
-            position = position_filter.get_state(),
+            day_position = day_position_filter.get_state(),
             raw_day_position = raw_day_position_filter.get_state(),
             working_bid_volume = working_bid_volume_filter.get_state(),
             working_ask_volume = working_ask_volume_filter.get_state(),
@@ -273,14 +489,109 @@ namespace mbts.spark {
             mic_code = mic_code_filter.get_state(),
          };
       }
-      #endregion
 
-      protected override Row row_factory(SecurityMD smd) => new Row(_bus, smd, _orders_model);
-      protected override void on_row_removed(Row row) => row.Dispose();
-      protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.security), true); }
+      public void load_filters(FilterStates filters) {
+         if (filters != null) {
+            using (rows_view.DeferRefresh()) {
+               security_filter.load_state(filters.security);
+               bid_price_filter.load_state(filters.bid_price);
+               bid_merged_size_filter.load_state(filters.bid_merged_size);
+               bid_direct_size_filter.load_state(filters.bid_direct_size);
+               bid_implied_size_filter.load_state(filters.bid_implied_size);
+               ask_price_filter.load_state(filters.ask_price);
+               ask_merged_size_filter.load_state(filters.ask_merged_size);
+               ask_direct_size_filter.load_state(filters.ask_direct_size);
+               ask_implied_size_filter.load_state(filters.ask_implied_size);
+               last_price_filter.load_state(filters.last_price);
+               last_price_from_spread_filter.load_state(filters.last_price_from_spread);
+               last_size_filter.load_state(filters.last_size);
+               day_change_filter.load_state(filters.day_change);
+               settlement_filter.load_state(filters.settlement);
+               session_low_filter.load_state(filters.session_low);
+               session_high_filter.load_state(filters.session_high);
+               day_position_filter.load_state(filters.day_position);
+               raw_day_position_filter.load_state(filters.raw_day_position);
+               working_bid_volume_filter.load_state(filters.working_bid_volume);
+               working_ask_volume_filter.load_state(filters.working_ask_volume);
+               volume_filter.load_state(filters.volume);
+               security_key_filter.load_state(filters.security_key);
+            }
+         }
+      }
+
+      static (string desc, Color fg) _fills_title(Columns key) {
+         switch (key) {
+            case Columns.Position: return ("Day Fills", Colors.Black);
+            case Columns.RawDayPosition: return ("Raw Day Fills", Colors.Black);
+            default: return ("Fills", Colors.Black);
+         }
+      }
+
+      static (string desc, Color fg) _orderbook_title(Columns key) {
+         switch (key) {
+            case Columns.WorkingBids: return ("Working Buy Orders", BTSColors.MarketData.bid);
+            case Columns.WorkingAsks: return ("Working Sell Orders", BTSColors.MarketData.ask);
+            default: return ("Working Orders", Colors.Black);
+         }
+      }
+
+      static GridSettings _hide_cols(GridSettings grid, IEnumerable<OrderBookGridView.ColumnKeys> columns) =>
+         grid.with(_hide_cols(grid.columns, columns));
+
+      static IEnumerable<GridColumnSettings> _hide_cols(IEnumerable<GridColumnSettings> cols, IEnumerable<OrderBookGridView.ColumnKeys> columns) {
+         // hide columns who's data is implied by the grouping
+         var col_hash = new HashSet<string>(columns.Select(k => k.ToString()));
+         foreach (var c in cols)
+            yield return col_hash.Contains(c.id) ? c.with(is_visible: false) : c;
+      }
+
+      static string _order_ticket_tooltip(Columns key) {
+         var bid_or_ask = Regex.Match(key.ToString(), "(Bid|Ask)");
+         return bid_or_ask.Success ? $"Order Ticket @ {bid_or_ask.Value}" : "Order Ticket";
+      }
+
+      OrderBookVM _mk_orderbook_vm_common(bts.shell.orderbook.FilterStates filters, IEnumerable<OrderBookGridView.ColumnKeys> hide_cols, IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source = null) {
+         var state = new bts.shell.orderbook.OrderBookStartupData(filters, bts.shell.orderbook.OrderBookStartupData.default_mini_grid, use_defaults: false);
+         state.orderbook_grid.general = _hide_cols(state.orderbook_grid.general, hide_cols);
+         var settings_man = new WindowSettingsManager<bts.shell.orderbook.OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
+         var obvm = orders_source == null ?
+            new OrderBookVM(_bus, null, _orders_model, settings_man, true) :
+            new OrderBookVM(_bus, null, _orders_model, orders_source, settings_man, true);
+         foreach (var c in OrderBookVM.OrderBookColumnCollection.editable_columns)
+            obvm.columns.Insert(0, c);
+         obvm.load_from(state);
+         return obvm;
+      }
 
       void _refresh() {
-         foreach (var r in _row_vms) r.refresh();
+         foreach (var r in _rows) {
+            r.refresh();
+            r.is_visible = _filter == null || _filter(r);
+         }
+      }
+
+      Row _row_factory(SecurityMD smd) => new Row(_bus, smd, _orders_model);
+
+      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
+         selected_rows.RemoveSorted(e.RemovedItems.OfType<Row>(), _row_key_comparer);
+         selected_rows.InsertSorted(e.AddedItems.OfType<Row>(), _row_key_comparer);
+      }
+
+      void _on_securities(TableUpdate<SecurityMD, uint> table) {
+         var sw = new Stopwatch();
+         sw.Start();
+         foreach (var smd in table.removed) {
+            int i = CollectionHelper.binary_search(_wrapped_rows, smd, _sec_md_key_comparer);
+            Log.assert(i >= 0);
+            _wrapped_rows.RemoveAt(i);
+         }
+         foreach (var smd in table.added) {
+            int i = CollectionHelper.binary_search(_wrapped_rows, smd, _sec_md_key_comparer);
+            Log.assert(i < 0);
+            _wrapped_rows.Insert(~i, smd);
+         }
+         sw.Stop();
+         Log.Ui.info($"MarketView update took {sw.ElapsedMilliseconds:0.00}ms.");
       }
    }
 }

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

@@ -3,8 +3,12 @@
   x:ClassModifier="internal"
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:bv="clr-namespace:bts.view"
+  xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
+  u:WindowStyle.UnsafeWindow="{Binding Path='(u:WindowStyle.UnsafeWindow)', RelativeSource={RelativeSource AncestorType=bv:SparkWindowView}}"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >
@@ -13,8 +17,56 @@
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
       </ResourceDictionary.MergedDictionaries>
+      <Style TargetType="c:HyperlinkCell">
+        <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_brush', RelativeSource={RelativeSource Self}}"/>
+        <Setter Property="BorderThickness" Value="0"/>
+        <Setter Property="Command" Value="{x:Static usp:MarketViewView.CellClickCommand}"/>
+        <Setter Property="CommandParameter">
+          <Setter.Value>
+            <MultiBinding Converter="{x:Static usp:MarketViewView.CellConverter}">
+              <Binding Path=""/>
+              <Binding Path="(c:DIYGrid.ColumnKey)" RelativeSource="{RelativeSource Self}"/>
+            </MultiBinding>
+          </Setter.Value>
+        </Setter>
+        <Setter Property="CommandTarget" Value="{Binding RelativeSource={RelativeSource AncestorType=usp:MarketViewView}}"/>
+        <Style.Triggers>
+          <Trigger Property="IsMouseOverClickArea" Value="True">
+            <Setter Property="Background">
+              <Setter.Value>
+                <MultiBinding>
+                  <MultiBinding.Converter>
+                    <cv:MultiValueConverterPipe>
+                      <cv:ColorBlendMultiConverter/>
+                      <cv:ColorToBrushConverter/>
+                    </cv:MultiValueConverterPipe>
+                  </MultiBinding.Converter>
+                  <Binding Path="(c:DIYGrid.Grid).SelectionHighlight" RelativeSource="{RelativeSource Self}"/>
+                  <Binding Path="(c:DIYGrid.Column).background_color" RelativeSource="{RelativeSource Self}"/>
+                </MultiBinding>
+              </Setter.Value>
+            </Setter>
+            <Setter Property="BorderBrush">
+              <Setter.Value>
+                <Binding Path="SelectionHighlight" RelativeSource="{RelativeSource  AncestorType=c:DIYGrid}">
+                  <Binding.Converter>
+                    <cv:ValueConverterPipe>
+                      <cv:ColorWithConverter A="255"/>
+                      <cv:ColorToBrushConverter/>
+                    </cv:ValueConverterPipe>
+                  </Binding.Converter>
+                </Binding>
+              </Setter.Value>
+            </Setter>
+            <Setter Property="BorderThickness" Value="1"/>
+          </Trigger>
+        </Style.Triggers>
+      </Style>
     </ResourceDictionary>
   </UserControl.Resources>
+  <UserControl.CommandBindings>
+    <CommandBinding Command="{x:Static usp:MarketViewView.CellClickCommand}" Executed="{x:Static usp:MarketViewView.CellClickExecuted}"/>
+  </UserControl.CommandBindings>
   <AdornerDecorator>
     <Grid>
       <Grid.RowDefinitions>
@@ -22,13 +74,14 @@
         <RowDefinition Height="Auto"/>
       </Grid.RowDefinitions>
       <c:DIYGrid
-      x:Name="_grid"
-      Grid.Row="0"
-      Columns="{Binding columns}"
-      CurrentRow="{Binding current_row}"
-      Rows="{Binding rows_view}"
-      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
-    >
+        x:Name="_grid"
+        Grid.Row="0"
+        Columns="{Binding columns}"
+        CurrentRow="{Binding current_row}"
+        Rows="{Binding rows_view}"
+        SelectionHighlight="{Binding selection_highlight, Mode=OneWay}"
+        SyncColumnSortDirectionWithSortDescriptions="False"
+      >
         <c:DIYGrid.InputBindings>
           <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
           <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>

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

@@ -1,14 +1,38 @@
-using mbts.spark;
+using bts.api;
+using mbts.spark;
 using mbts.ui.controls;
+using mbts.ui.converters;
+using mbts.ui.extensions;
+using System;
+using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
 
 namespace mbts.ui.spark {
    /// <summary>
    /// Interaction logic for MarketSheetsView.xaml
    /// </summary>
    partial class MarketViewView : UserControl {
+      public static readonly RoutedCommand CellClickCommand = new RoutedCommand();
+
+      MarketViewVM _vm;
+      DIYGridPopupManager _popup_man_backing;
+
+      public MarketViewView() {
+         InitializeComponent();
+         this.ConnectDataContext<MarketViewVM>(vm => _vm = vm);
+         AdornerHelper.attach_continuously_on_loaded(
+            () => new GridAnimation.DIYGridAnimationAdorner<Columns>(
+               _grid, _grid.descendants_of_type<DIYGridRowsPresenter>().First()),
+            _grid);
+      }
+
       public enum Columns {
+         None,
          Security,
          Volume,
          Last,
@@ -39,14 +63,136 @@ namespace mbts.ui.spark {
          MicCode
       }
 
-      public MarketViewView() {
-         InitializeComponent();
-         AdornerHelper.attach_continuously_on_loaded(
-            () => new GridAnimation.DIYGridAnimationAdorner<Columns>(
-               _grid, _grid.descendants_of_type<DIYGridRowsPresenter>().First()),
-            _grid);
+      public static ExecutedRoutedEventHandler
+         CellClickExecuted => CommandImpl.cell_click;
+
+      public static IMultiValueConverter CellConverter =>
+         ValueConverter.create<MarketViewVM.Row, Columns, MarketViewCell>((r, c) => new MarketViewCell(r, c));
+
+      IBus _bus => _vm.bus;
+      OrdersModel _model => _vm.orders_model;
+      DIYGridPopupManager _popup_man =>
+         _popup_man_backing ?? (_popup_man_backing = DIYGridPopupManager.create(this));
+
+      public void show_working_orders(IReadOnlyList<SecurityImmutable> securities) =>
+         _show_mini_orderbook(securities, Columns.None);
+
+      public void show_mini_fills(IReadOnlyList<SecurityImmutable> securities) =>
+         _show_mini_fills(securities, Columns.None);
+
+      public void show_order_ticket(SecurityMD security_md) =>
+         _show_order_ticket(security_md);
+
+      void _on_cell_click(MarketViewVM.Row row, Columns col) {
+         switch (col) {
+            case Columns.WorkingAsks:
+            case Columns.WorkingBids:
+               _show_mini_orderbook(row.security, col);
+               break;
+            case Columns.Bid:
+               _show_order_ticket(row.security_md, row.bid_price);
+               break;
+            case Columns.BidMergedSize: _show_order_ticket(row.security_md, row.bid_price, row.bid_merged_size); break;
+            case Columns.BidDirectSize: _show_order_ticket(row.security_md, row.bid_price, row.bid_direct_size); break;
+            case Columns.BidImpliedSize: _show_order_ticket(row.security_md, row.bid_price, row.bid_implied_size); break;
+            case Columns.Ask:
+               _show_order_ticket(row.security_md, row.ask_price);
+               break;
+            case Columns.AskMergedSize: _show_order_ticket(row.security_md, row.ask_price, row.ask_merged_size); break;
+            case Columns.AskDirectSize: _show_order_ticket(row.security_md, row.ask_price, row.ask_direct_size); break;
+            case Columns.AskImpliedSize: _show_order_ticket(row.security_md, row.ask_price, row.ask_implied_size); break;
+            case Columns.Last:
+               _show_order_ticket(row.security_md, row.last_price);
+               break;
+            case Columns.LastSize:
+               _show_order_ticket(row.security_md, row.last_price, row.last_size);
+               break;
+            case Columns.Position:
+            case Columns.RawDayPosition:
+               _show_mini_fills(row.security, col);
+               break;
+         }
+      }
+
+      void _show_mini_orderbook(SecurityImmutable security, Columns col) =>
+         _show_mini_orderbook(new[] { security }, col);
+
+      void _show_mini_orderbook(IReadOnlyList<SecurityImmutable> securities, Columns col) {
+         var (vm, context, title, fg) = _vm.orderbook_params(securities, col);
+         var header = new AuxiliaryDataHeader {
+            context = context,
+            title = title,
+            title_foreground = fg
+         };
+         _show_popup(vm, header,
+            curr => {
+               var old_vm = curr;
+               var old_state = old_vm.create();
+               (vm, context, title, fg) = _vm.orderbook_params(securities, col);
+               vm.load_from(old_state);
+               return vm;
+            });
+      }
+
+      void _show_mini_fills(SecurityImmutable security, Columns col) =>
+         _show_mini_fills(new[] { security }, col);
+
+      void _show_mini_fills(IEnumerable<SecurityImmutable> securities, Columns col) {
+         var (vm, context, title, fg) = _vm.fills_params(securities, col);
+         _show_popup(vm, new AuxiliaryDataHeader {
+            context = context,
+            title = title,
+            title_foreground = fg
+         });
+      }
+
+      void _show_order_ticket(SecurityMD security_md, double price = double.NaN, uint size = 0) {
+         var resources = new OrderTicketResources();
+         resources.MergedDictionaries.Add(new AuxiliaryDataResources());
+         var ticket_vm = new NewOrderTicketVM(
+            _model, security_md, _model.factory.order(security_md.security), price, size, Observable.Return(mbts.spark.LadderSettings.Default.calculator_buttons));
+         _show_popup(ticket_vm, new OrderTicketHeader { bbo = ticket_vm.bbo }, resources);
+      }
+
+      void _show_popup<T>(T content, object header, Func<T, T> clone_content = null) {
+         var resources = new AuxiliaryDataResources();
+         resources.MergedDictionaries.Add(new AutoHideScrollbarResources());
+         _show_popup(content, header, resources, clone_content);
+      }
+
+      /// Impl Note:
+      ///   When the main window changes (e.g., when it is tabbed, or moved via a tab-header drag) the view (i.e., the popup's child) must also be recreated.
+      ///   If the view consists of a <see cref="DIYGrid"/>, and the <see cref="DIYGrid.ColumnsProperty"/> is bound to a property in the content (viewmodel),
+      ///   those columns must also be recreated because <see cref="GridViewColumn"/>s cannot be reassigned to a new view.
+      ///   <param name="clone_content"/> provides a way to handle such nuances.
+      void _show_popup<T>(T content, object header, ResourceDictionary resources, Func<T, T> clone_content = null) {
+         bool initialized = false;
+         _popup_man.show(() => {
+            if (initialized && clone_content != null) {
+               content = clone_content(content);
+            }
+            initialized = true;
+            var view = new HeaderedContentControl {
+               DataContext = content,
+               Content = content,
+               Header = header,
+               HorizontalAlignment = HorizontalAlignment.Left,
+               VerticalAlignment = VerticalAlignment.Top,
+               Resources = resources ?? new AuxiliaryDataResources()
+            };
+            view.Style = view.Resources[AuxiliaryDataResources.PopupChildStyleKey] as Style;
+            return view;
+         });
+      }
+
+      static class CommandImpl {
+         public static void cell_click(object sender, ExecutedRoutedEventArgs e) {
+            if (sender is MarketViewView mview && e.Parameter is MarketViewCell cell)
+               mview._on_cell_click(cell.row, cell.column);
+            e.Handled = true;
+         }
       }
    }
 
    class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row> { }
-}
+}

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

@@ -1,18 +1,21 @@
 using bts;
 using bts.api;
+using bts.api.core;
+using bts.collections;
 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.controls;
 using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
@@ -21,9 +24,18 @@ using System.Windows;
 namespace mbts.spark {
    class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
       const string _window_type = "MarketView", _window_type_display_name = "Market View";
+         // make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
+      static readonly IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> _col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
+         { MarketViewView.Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
+         { MarketViewView.Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
+         { MarketViewView.Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+         { MarketViewView.Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
+      };
+
       readonly OrdersModel _orders_model;
       readonly AllowOnce _init_guard = new AllowOnce("MarketView");
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
+      List<SortingCriteria> _current_sorting_criterion;
       MarketViewVM _vm;
       MarketViewView _view;
       MarketViewWindowFactory.StartupData _state;
@@ -32,7 +44,7 @@ namespace mbts.spark {
       SecurityCriteria
          _selected_security_criteria_backing,
          _sorted_selected_security_criteria_backing;
-      SparkMenuDisplayVM _menu_display_vm;
+      SimpleGridSettingsManager<MarketViewVM.Row> _grid_settings_manager;
 
       public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -43,15 +55,17 @@ namespace mbts.spark {
          thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
       }
 
-      event Action<MarketViewWindowFactory.StartupData> _state_changed;
+      event Action<SecurityCriteria> _security_criteria_changed;
 
       public override string window_type => _window_type;
       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)) {
-            menu_display = _menu_display_vm.safe_create()
-         };
+         _state = new MarketViewWindowFactory.StartupData(
+            _state.security_criteria,
+            _vm.get_filter_states(),
+            _settings_manager.instance_settings,
+            _current_sorting_criterion);
 
       public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
@@ -71,45 +85,47 @@ namespace mbts.spark {
             return _selected_security_criteria_backing;
          }
       }
-      SecurityCriteria _sorted_selected_security_criteria {
-         get {
-            if (_sorted_selected_security_criteria_backing == null) {
-               if (_vm != null) {
-                  var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
-                  var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
-                  foreach (var sc in sorting_criteria) {
-                     if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
-                        if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
-                           var col_comp = MarketViewVM.get_column_comparer(kcol.key);
-                           if (col_comp != null) {
-                              comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
-                           } else {
-                              Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
-                           }
-                        } else {
-                           Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
-                        }
-                     }
-                  }
-                  var comp = comp_builder.to_comparer();
-                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
-               }
-            }
-            return _sorted_selected_security_criteria_backing;
-         }
-      }
+
+      SecurityCriteria _sorted_selected_security_criteria => _sorted_selected_security_criteria_backing ?? (
+         _sorted_selected_security_criteria_backing = _vm != null ?
+            new SecurityCriteria(_vm.selected_rows.Ordered(_vm.comparer).Select(r => r.security)) :
+            null);
 
       bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;
 
       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);
+         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
+         var security_md_map_src = Observable.Create<IReadOnlyDictionary<uint, SecurityMD>>(o => {
+            IDisposable sub = null;
+            _security_criteria_changed += on_security_criteria_changed;
+            on_security_criteria_changed(_state.security_criteria);
+            return Disposable.Create(dispose);
+            void on_security_criteria_changed(SecurityCriteria security_criteria) {
+               sub?.Dispose();
+               sub = _state.security_criteria.subscribe_md_map(_bus).Subscribe(o.OnNext);
+            }
+            void dispose() =>
+               Disposable.dispose(ref sub);
+         });
+         _vm = new MarketViewVM(
+            _bus,
+            _orders_model,
+            security_md_map_src
+            .BufferLatest(TimeSpan.FromSeconds(1))
+            .Table(SecurityMD.key_fn)
+            .Where(t => t.has_changes())
+            .OnDispatcher());
+         var sort_man = new ColumnSortManager(_vm.columns, MarketViewView.Columns.Security.ToString());
+         _current_sorting_criterion = _state.sorting_criterion.ToList();
+         sort_man.load(_state.sorting_criterion);
+         _vm.load_filters(_state.filters);
+         _vm.comparer = sort_man.build_comparer<MarketViewView.Columns, MarketViewVM.Row>(MarketViewVM.get_column_comparer);
          _view = new MarketViewView { DataContext = _vm };
          _view._grid.Sorting += on_grid_sorting;
+         _grid_settings_manager = new SimpleGridSettingsManager<MarketViewVM.Row>(_vm.columns, _col_settings_flags, _vm.rows);
+         _grid_settings_manager.load_from(_settings_manager.current_settings());
          /// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
          /// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
          /// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
@@ -131,6 +147,13 @@ namespace mbts.spark {
          });
          var show_fills_actual_cmd = SparkCommands.ShowFills();
          var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
+         var show_mini_fills_cmd = new DelegateCommand(() => _view.show_mini_fills(_vm.selected_securities), () => _vm.selected_securities.Count > 0);
+         var show_ticket_cmd = new DelegateCommand(() => {
+            var smd = _vm.current_security_md;
+            if (smd.HasValue)
+               _view.show_order_ticket(smd.Value);
+         }, () => _vm.current_security_md.HasValue);
+         var show_ticket_actual_cmd = SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket);
          // show synthetic create
          var show_synth_create_cmd = new DelegateCommand(() => {
             var sc = _sorted_selected_security_criteria;
@@ -139,15 +162,29 @@ namespace mbts.spark {
          }, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
          var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
          var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
+         var show_working_orders_cmd = new DelegateCommand(() => _view.show_working_orders(_vm.selected_securities), () => _vm.selected_securities.Count > 0);
 
-         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
-         // commands
+         var current_sec_md_src = Observable.Create<SecurityMD?>(o => {
+            notify(null, null);
+            _vm.current_row_changed += notify;
+            return Disposable.Create(() => _vm.current_row_changed -= notify);
+            void notify(MarketViewVM.Row oldval, MarketViewVM.Row newval) {
+               if (newval != null)
+                  o.OnNext(newval.security_md);
+               else o.OnNext(null);
+            }
+         });
          _commands = new List<SparkCommand> {
-            SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
-            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_rows.Observe().Select(_ => _vm.selected_rows.WrapSelectorRO(r => r.security_md)), smds => smds.Count > 0),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_sec_md_src, md => md.HasValue, ConvertUtils.ValueOrDefault),
             show_fills_cmd_wrapper,
             show_tas_cmd_wrapper,
             show_synth_create_cmd_wrapper,
+            // Note: the commands commented out below open the mini popup versions of their respective windows
+            // TODO: determine if/how to integrate the mini popups into the toolbar.
+            //new SparkCommandCommand("Working Orders", Icons.Orders, show_working_orders_cmd),
+            //new SparkCommandCommand("Fills", show_fills_actual_cmd.icon, show_mini_fills_cmd),
+            //new SparkCommandCommand(show_ticket_actual_cmd.title, show_ticket_actual_cmd.icon, show_ticket_cmd),
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
@@ -155,7 +192,7 @@ namespace mbts.spark {
                   _settings_manager,
                   us => us.market_view_grid,
                   UserSettings.FileExtensions.GRID,
-                  s => _vm.grid_settings_manager.create_vm(
+                  s => _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.columns.Select(c => c.create()))
@@ -165,30 +202,43 @@ 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;
-         _subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
+         _vm.selected_rows.CollectionChanged += on_selection_changed;
+         _subscriptions = new CompositeDisposable(
+            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c => {
+               _state = new MarketViewWindowFactory.StartupData(c, _state.filters, _state.grid, _state.sorting_criterion.ToList());
+               _security_criteria_changed?.Invoke(c);
+            }),
+            _settings_manager.subscribe_current().OnDispatcher().Subscribe(new CompositeObserver<GridSettings>(_grid_settings_manager) {
+               s => _vm.selection_highlight = s.selection_highlight
+            })) {
             () => {
-               _vm.selection_changed -= on_selection_changed;
+               _vm.selected_rows.CollectionChanged -= on_selection_changed;
                _view._grid.Sorting -= on_grid_sorting;
             }
          };
 
-         void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
+         void on_selection_changed(object sender, NotifyCollectionChangedEventArgs e) {
             // invalidate selected security criteria
             _selected_security_criteria_backing = null;
             _sorted_selected_security_criteria_backing = null;
             show_tas_cmd.RaiseCanExecuteChanged();
             show_fills_cmd.RaiseCanExecuteChanged();
             show_synth_create_cmd.RaiseCanExecuteChanged();
+            show_working_orders_cmd.RaiseCanExecuteChanged();
+            show_mini_fills_cmd.RaiseCanExecuteChanged();
+            show_ticket_cmd.RaiseCanExecuteChanged();
          }
 
-         void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
+         void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) {
             _sorted_selected_security_criteria_backing = null;
+            sort_man.on_column_click(e.Column, KeyboardExtensions.IsShiftDown());
+            _vm.comparer = sort_man.build_comparer<MarketViewView.Columns, MarketViewVM.Row>(MarketViewVM.get_column_comparer);
+            _current_sorting_criterion = sort_man.create().ToList();
+            e.Handled = true;
+         }
       }
 
       public override void Dispose() {
@@ -196,8 +246,5 @@ 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

@@ -1,7 +1,7 @@
 using bts.api;
 using bts.proto;
 using bts.settings;
-using bts.view;
+using bts.utils;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -54,8 +54,6 @@ namespace bts.shell {
          public readonly FilterStates filters;
          [ProtoMember(4)]
          public GridSettings grid;
-         [ProtoMember(5)]
-         public SparkMenuDisplaySettings menu_display;
 
          public StartupData() { }
 
@@ -91,7 +89,22 @@ namespace bts.shell {
          }
 
 
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
+         public static GridSettings DefaultGridSettings =>
+            GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
+
+         public static fills.FillsSettings DefaultAuxiliaryFills {
+            get {
+               var grid = fills.FillsSettings.MiniGridSettings;
+               //if (grid.columns.TryGetFirst(c => c.id == nameof(mbts.ui.spark.FillsView.Columns.Side), out var side_col, out int side_col_pos)) {
+               //   var cols = grid.columns.ToList();
+               //   cols[side_col_pos] = side_col.with(is_visible: false);
+               //   grid = grid.with(cols);
+               //}
+               var rv = fills.FillsSettings.Default();
+               rv.grid = grid;
+               return rv;
+            }
+         }
 
          public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
 
@@ -199,7 +212,7 @@ namespace bts.shell {
          [ProtoMember(11)]
          public DoubleMinMaxState session_high;
          [ProtoMember(12)]
-         public IntMinMaxState position;
+         public IntMinMaxState day_position;
          [ProtoMember(27)]
          public DoubleMinMaxState raw_day_position;
          [ProtoMember(13)]
@@ -232,6 +245,47 @@ namespace bts.shell {
          public string last_price_from_spread;
          [ProtoMember(28)]         
          public string mic_code;
+
+         public Func<MarketViewVM.Row, bool> build_predicate() {
+            var pb = new ColumnPredicateBuilder<MarketViewVM.Row>();
+            // security
+            pb.add_regex(security, r => r.security.ToString());
+            pb.add_regex(security_key, r => r.security_key.ToString());
+            // bid
+            pb.add_numeric(bid_price, r => r.bid_price);
+            pb.add_numeric(bid_merged_size, r => r.bid_merged_size);
+            pb.add_numeric(bid_direct_size, r => r.bid_direct_size);
+            pb.add_numeric(bid_implied_size, r => r.bid_implied_size);
+            pb.add_numeric(working_bid_volume, r => r.working_bid_volume);
+            // ask
+            pb.add_numeric(ask_price, r => r.ask_price);
+            pb.add_numeric(ask_implied_size, r => r.ask_implied_size);
+            pb.add_numeric(ask_direct_size, r => r.ask_direct_size);
+            pb.add_numeric(ask_merged_size, r => r.ask_merged_size);
+            pb.add_numeric(working_ask_volume, r => r.working_ask_volume);
+            // last
+            pb.add_numeric(last_price, r => r.last_price);
+            pb.add_regex(last_price_from_spread, r => r.last_price_from_spread.ToString());
+            pb.add_numeric(last_size, r => r.last_size);
+            // position
+            // TODO: convert day_position to DoubleMinMaxState
+            pb.add_numeric(day_position, r => unchecked((int)r.day_position));
+            pb.add_numeric(raw_day_position, r => r.raw_day_position);
+            // market
+            pb.add_numeric(day_change, r => r.day_change);
+            pb.add_numeric(settlement, r => r.settlement);
+            pb.add_numeric(session_low, r => r.session_low);
+            pb.add_numeric(session_high, r => r.session_high);
+            pb.add_numeric(volume, r => r.volume);
+            // ice
+            pb.add_regex(market_description, r => r.market_description);
+            pb.add_regex(cleared_alias, r => r.cleared_alias);
+            pb.add_regex(product_description, r => r.product_description);
+            pb.add_regex(hub_alias, r => r.hub_alias);
+            pb.add_regex(strip_name, r => r.strip_name);
+            pb.add_regex(mic_code, r => r.mic_code);
+            return pb.to_predicate();
+         }
       }
 
       // migration rules
@@ -274,5 +328,11 @@ namespace bts.shell {
             return false;
          }
       }
+
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class EnsureSelectionHighlightTranslucency : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            GridSettingsMigrationRules.SelectionHighlightIsTranslucent.apply(settings, out new_settings);
+      }
    }
 }

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

@@ -1,36 +0,0 @@
-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

@@ -1,74 +0,0 @@
-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

@@ -1,26 +1,27 @@
 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 bts.shell.time_and_sales {
+namespace mbts.spark {
    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, IObservable<SecurityCriteria> security_criteria) {
-         var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>();
+      public TimeAndSalesModel(IBus bus, MDConsumer consumer, SecurityCriteria security_criteria) {
+         this.security_criteria = 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.SelectManyInSeries(sc =>sc.subscribe_md_map(bus)).Subscribe(
+         _dispose = security_criteria.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);
@@ -94,4 +95,4 @@ namespace bts.shell.time_and_sales {
          }
       }
    }
-}
+}

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

@@ -1,57 +0,0 @@
-using bts.api;
-using bts.co2;
-using bts.utils;
-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 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

@@ -1,363 +1,86 @@
 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.shell;
+using mbts.ui.spark;
 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;
-using System.Windows.Controls;
+using System.Threading.Tasks;
 using System.Windows.Input;
 using System.Windows.Media;
+using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
 
-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>>();
+namespace mbts.spark {
+   class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
+      readonly IBus _bus;
+      readonly TimeAndSalesModel _model;
+      IWindowSettingsManager<GridSettings> _settings_manager;
 
-      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(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);
+      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;
          _settings_manager = settings_manager;
-         // 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
+         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) {
             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 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 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_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}.");
-         }
-      }
+      public StartupData create() =>
+         new StartupData(_model.security_criteria, _get_filter_states(), get_grid_save_state(), rows_view.get_sorting_criteria(columns));
 
-      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) {
+      private Brush _get_aggressor_brush(Row r) {
          BTSColor c;
          Brush b;
          if (r.aggressor_side == AggressorSide.Buy) c = BTSColors.MarketData.bid;
@@ -367,6 +90,14 @@ namespace bts.shell.time_and_sales {
          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(),
@@ -376,35 +107,73 @@ namespace bts.shell.time_and_sales {
             security_key = security_key_filter.get_state(),
             aggressor_sides = aggressor_filter.get_state()
          };
+      #endregion
 
-      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 IEnumerable<SortingCriteria> get_default_sorting() {
+         yield return new SortingCriteria(nameof(Row.time), false);
       }
 
-      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.");
+      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);
       }
 
-      class RowFactory {
-         // the row key must be unique to each row in the collection
-         int _row_id_counter;
+      public class Row : SecurityRow, DIYGrid.IRowVM {
+         readonly uint _trade_key;
 
-         public TimeAndSalesRowVM create(TradeInfo trade_info) =>
-            new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade);
+         readonly string
+            _security_text,
+            _time_text,
+            _price_text,
+            _size_text,
+            _aggressor_text,
+            _trade_key_text,
+            _security_key_text;
 
-         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade) =>
-            new TimeAndSalesRowVM(_row_id_counter++, security, 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();
       }
    }
-}
+}

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

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

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

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

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

@@ -1,215 +1,125 @@
-using bts.api;
+using bts;
+using bts.api;
+using bts.shell;
 using bts.shell.fills;
 using bts.spark;
-using bts.view;
-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 bts.shell.time_and_sales {
-   class TimeAndSalesWindow : SparkWindow<TimeAndSalesSettings>, ISharedWindow {
+namespace mbts.spark {
+   class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
       const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
       readonly MDConsumer _consumer;
       readonly TimeAndSalesWindowFactory _factory;
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
-      readonly bool _can_pause_updates;
-      TimeAndSalesVM _vm;
+      SingleValuePump<TimeAndSalesVM> _vm;
       TimeAndSalesModel _model;
-      SecurityCriteria _security_criteria_backing;
-      TimeAndSalesSettings _state;
+      StartupData _state;
       TimeAndSalesView _view;
       SparkCommand[] _commands;
-      SparkMenuDisplayVM _menu_display_vm;
       IDisposable _subscriptions;
 
-      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, TimeAndSalesSettings state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager, bool can_pause_updates)
+      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, StartupData state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
          Log.assert(state != null);
          _consumer = consumer;
          _factory = factory;
-         _state = state ?? TimeAndSalesSettings.Default(new SecurityCriteria());
-         if (_state.security_criteria == null)
-            _state = _state.with(new SecurityCriteria());
-         _security_criteria_backing = _state.security_criteria;
+         _state = state;
          _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 => TimeAndSalesSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+      public override double MinWidth => StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
          + LAUNCHER_BUTTON_BORDER_WIDTH
          + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
       public string thread_id { get; }
-      public 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 StartupData SaveState => _state = _vm.value.create();
 
       public override void Dispose() =>
          _dispose_resources();
 
       public void thread_init() {
          _dispose_resources();
-         _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;
-         });
+         _vm = new SingleValuePump<TimeAndSalesVM>();
+         var connectable_builder = new ConnectableSeriesBuilder<TimeAndSalesVM>(_vm.observable);
          var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
-         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
-         };
+         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();
          _commands = new SparkCommand[] {
-            // 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)),
+            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)),
             // 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.grid_settings_manager.create_vm(
+                  s => _vm.value.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.columns.Select(c => c.create()))
+                     s.with(_vm.value.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
+            }))
          };
-         _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
+         _subscriptions = Disposable.Create(
+            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(update_criteria),
+            connectable_builder.connect_all());
+         _initialize();
+
          bool always_true<T>(T _) => true;
-
-         FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
+         FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
             new FillsSettings(new FillsFilterStates {
-               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
+               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
             });
-
-         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 }));
+         void update_criteria(SecurityCriteria c) {
+            _state = _vm.value.create().with(c);
+            _initialize();
          }
       }
 
-      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 _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();
-         }
+      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;
       }
    }
-}
+}

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

@@ -1,32 +1,33 @@
 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 Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
-using mbts.config;
+using static mbts.ui.controls.DIYGrid;
+using static mbts.ui.spark.TimeAndSalesView;
 
 namespace bts.shell {
-   class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesSettings> {
+   class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesWindowFactory.StartupData> {
       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)
@@ -35,21 +36,91 @@ namespace bts.shell {
 
       public static string col_id(Columns col) => col.ToString();
 
-      public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
+      public override Task<IShellWindow> load(StartupData 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)),
-            _time_and_sales_conf.can_pause_updates));
+            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g))));
 
       public async void show(SecurityCriteria criteria) {
-         var w = await load(new TimeAndSalesSettings(criteria));
+         var w = await load(new StartupData(criteria));
          _bus.post(SparkTags.ShowWindow, w);
       }
 
-      readonly struct TimeAndSalesConfig {
-         public readonly bool can_pause_updates;
+      [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;
 
-         public TimeAndSalesConfig(bts.config.TimeAndSalesOptions options) =>
-            can_pause_updates = options.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;
       }
    }
-}
+}

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}">
@@ -333,61 +333,13 @@
       </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"
@@ -396,7 +348,7 @@
       </c:PopupControl>
     </DataGridTextColumn.Header>
   </DataGridTextColumn>
-  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}" DataType="{x:Type usp:LegSpreaderParamsTuple}">
+  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}">
     <Grid>
       <Grid.ColumnDefinitions>
         <ColumnDefinition Width="Auto"/>
@@ -404,40 +356,13 @@
       </Grid.ColumnDefinitions>
       <Button
         Command="{Binding RemoveLegCommand, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
-        CommandParameter="{Binding}"
-        Style="{StaticResource RoundCloseButton}"
-        ToolTip="Remove Leg"
+        CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"
       />
-      <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>
+      <TextBlock Grid.Column="1" Margin="4,0,0,0" Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
     </Grid>
   </DataTemplate>
-  <DataTemplate x:Key="ReadOnlyColumnHeaderTemplate" DataType="{x:Type usp:LegSpreaderParamsTuple}">
-    <TextBlock
-      HorizontalAlignment="Center"
-      VerticalAlignment="Center"
-      Text="{Binding security}"
-    />
+  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.NonRemovableColumnHeaderTemplateKey}">
+    <TextBlock Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
   </DataTemplate>
   <ControlTemplate x:Key="ExecutionStrategyEditorTemplate" TargetType="usp:ExecutionStrategyEditor">
     <Border
@@ -549,48 +474,24 @@
               </u:BindingUpdateGroupCollection>
             </u:Behavior.BindingUpdateGroups>
           </TextBox>
-          <StackPanel
+          <TextBlock
             x:Name="PART_TickFactors_Label"
             Grid.Column="2"
+            VerticalAlignment="Center"
+            Margin="{StaticResource Margin.LHeaderPanelItem}"
+            Text="Ticks"
             IsEnabled="True"
-            Orientation="Horizontal"
             Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-           >
-            <TextBlock
-              VerticalAlignment="Center"
-              Margin="{StaticResource Margin.LHeaderPanelItem}"
-              Text="Ticks ("
-            />
-            <CheckBox
-              Margin="1,0,0,0"
-              IsChecked="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}}"
-              VerticalAlignment="Center"
-              VerticalContentAlignment="Center"
-              Padding="0"
-            >
-              fractional
-            </CheckBox>
-            <TextBlock VerticalAlignment="Center" Margin="1,0,0,0">)</TextBlock>
-          </StackPanel>
-          <Grid
+          />
+          <c:TickFactorsPicker
             x:Name="PART_TickFactors_Picker"
             Grid.Column="3"
-            IsEnabled="True"
             Margin="{StaticResource Margin.LHeaderPanelItem}"
+            HorizontalAlignment="Stretch"
+            IsEnabled="True"
+            SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
             Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          >
-            <c:TickFactorsPicker
-              HorizontalAlignment="Stretch"
-              SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
-              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={x:Static cv:BooleanToVisibilityConverter.HiddenInstance}}"
-            />
-            <c:TickUpDownInt
-              HorizontalAlignment="Stretch"
-              Minimum="1"
-              Value="{Binding IntegerTickSize, RelativeSource={RelativeSource TemplatedParent}}"
-              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource FalseVisibilityConverter}}"
-            />
-          </Grid>
+          />
           <TextBlock
             x:Name="PART_Pricing_Label"
             Grid.Column="4"
@@ -659,14 +560,6 @@
               </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

@@ -52,26 +52,6 @@ namespace mbts.ui.spark {
       public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
       #endregion
 
-      #region UseFractionalTicks
-      public static readonly DependencyProperty UseFractionalTicksProperty = WPFHelper.create_dp<bool, ExecutionStrategyEditor>(
-         nameof(UseFractionalTicks), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, true);
-
-      public bool UseFractionalTicks {
-         get => (bool)GetValue(UseFractionalTicksProperty);
-         set => SetValue(UseFractionalTicksProperty, value);
-      }
-      #endregion
-
-      #region IntegerTickSize
-      public static readonly DependencyProperty IntegerTickSizeProperty = WPFHelper.create_dp<int, ExecutionStrategyEditor>(
-         nameof(IntegerTickSize), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, 1);
-
-      public int IntegerTickSize {
-         get => (int)GetValue(IntegerTickSizeProperty);
-         set => SetValue(IntegerTickSizeProperty, value);
-      }
-      #endregion
-
       #region IsNew
       public static readonly DependencyProperty IsNewProperty =
          DependencyProperty.Register(
@@ -247,8 +227,8 @@ namespace mbts.ui.spark {
       }
 
       DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
-         var col = new DataGridColumnInternal(l, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
-         col.HeaderTemplate = TryFindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey) as DataTemplate;
+         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
+         col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
          DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
          return col;
       }
@@ -257,12 +237,10 @@ namespace mbts.ui.spark {
 
       private class DataGridColumnInternal : DataGridDynamicColumn {
          readonly IValueConverter _cell_template_converter, _cell_editing_template_converter;
-         readonly LegSpreaderParamsTuple _leg_tup;
 
-         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);
+         public DataGridColumnInternal(Security security, IValueConverter cell_template_converter, IValueConverter cell_editing_template_converter) {
+            Header = security;
+            SetValue(DataGridEx.CellKeyProperty, security);
             _cell_template_converter = cell_template_converter;
             _cell_editing_template_converter = cell_editing_template_converter;
          }
@@ -270,8 +248,8 @@ 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 RowVM row_vm) {
-               if (row_vm.read_only || row_vm.get_cell(_leg_tup) is ICell cell_vm && !cell_vm.enabled)
+            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)
                   return base.GenerateElement(cell, dataItem);
             }
             return base.GenerateEditingElement(cell, dataItem);
@@ -374,4 +352,4 @@ 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

@@ -1,25 +0,0 @@
-<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

@@ -1,104 +0,0 @@
-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

@@ -1,47 +0,0 @@
-<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

@@ -1,11 +0,0 @@
-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

@@ -1,101 +0,0 @@
-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

@@ -1,199 +0,0 @@
-<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

@@ -1,20 +0,0 @@
-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

@@ -1,45 +0,0 @@
-<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

@@ -1,11 +0,0 @@
-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

@@ -1,236 +0,0 @@
-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

@@ -1,253 +0,0 @@
-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

@@ -1,270 +0,0 @@
-<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

@@ -1,50 +0,0 @@
-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

@@ -1,194 +0,0 @@
-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

@@ -1,307 +0,0 @@
-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

@@ -1,52 +1,17 @@
 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

@@ -4,8 +4,6 @@ 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;
@@ -84,61 +82,6 @@ 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;
@@ -163,32 +106,10 @@ 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/SyntheticEditorView.xaml

@@ -36,8 +36,6 @@
       ContractPickerModel="{Binding contract_picker_model}"
       HedgePricing="{Binding hedge_pricing}"
       HedgePricingItemsSource="{Binding hedge_pricing_options}"
-      UseFractionalTicks="{Binding use_fractional_ticks}"
-      IntegerTickSize="{Binding integer_tick_size}"
     />
     <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
   </Grid>

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

@@ -1,9 +1,7 @@
 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;
@@ -20,19 +18,16 @@ using static bts.shell.SyntheticManagementWindowFactory;
 
 namespace mbts.spark {
    class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
-      const string
-         _window_type = "SyntheticManagement",
-         _import_title = "Import Synthetics";
-      static readonly TimeSpan _import_op_sec_map_timeout = TimeSpan.FromSeconds(30);
+      const string _window_type = "SyntheticManagement";
       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;
@@ -45,7 +40,7 @@ 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().with(menu_display: _menu_display_vm.safe_create());
+      public override StartupData SaveState => _state = _vm.value.create();
       public override double MinWidth => 
          StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
@@ -55,8 +50,6 @@ 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);
@@ -97,12 +90,7 @@ 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(
@@ -117,16 +105,13 @@ namespace mbts.spark {
             r == null ? Observable.Return(new RowStrategy?()) :
             _orders_model.spreader.security_strategy(r.security.Id).Select(strategy => RowStrategy.create(r.security, strategy));
 
-         IImmutableSet<uint> select_security_id(RowModificationParams? rmp) => ImmutableHashSet.Create(rmp.HasValue ? rmp.Value.security.Id : 0);
+         uint select_security_id(RowModificationParams? rmp) => 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() {
@@ -134,9 +119,6 @@ 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;
@@ -163,4 +145,4 @@ namespace mbts.spark {
             new RowStrategy(security, strategy);
       }
    }
-}
+}

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

@@ -48,28 +48,14 @@ 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)
-            : this(sorting_criteria, filters, grid, SparkMenuDisplaySettings.Default) { }
-
-         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid, SparkMenuDisplaySettings menu_display) {
+         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
             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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.CrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
+         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.MarketCrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.TicksThreshold);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.MarketCrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.TimeInMsThreshold);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
+         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.PaylessTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
+         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.PayupTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, PriceType> _value_store = new Dictionary<int, PriceType>();
+         IDictionary<uint, PriceType> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, int> _value_store = new Dictionary<int, int>();
+         IDictionary<uint, int> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, bool> _value_store = new Dictionary<int, bool>();
+         IDictionary<uint, bool> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => false);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
       }
    }
 }

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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.Limit);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.TicksFromInside);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
          public QuoteQueueHolderModel() 
          {            
          }
@@ -27,7 +27,7 @@ namespace mbts.spark
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
          {
-            _value_store[leg_tup.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => 0u);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.InsideTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<int, uint> _value_store = new Dictionary<int, uint>();
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, 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.id] = value;
+            _value_store[leg_tup.SecurityKey] = 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.id, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.OutsideTicks);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 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<LegSpreaderParamsTuple, ReplaySubject<bool>> _enabled_store = new Dictionary<LegSpreaderParamsTuple, ReplaySubject<bool>>();
-         readonly Dictionary<LegSpreaderParamsTuple, Subject<T>> _override_value_store = new Dictionary<LegSpreaderParamsTuple, Subject<T>>();
+         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>>();
 
          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, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
+            _enabled_store.GetOrAdd(leg_tup.SecurityKey, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
 
          public void override_value(LegSpreaderParamsTuple leg_tup, T value) {
-            if (_override_value_store.TryGetValue(leg_tup, out Subject<T> subject))
+            if (_override_value_store.TryGetValue(leg_tup.SecurityKey, out Subject<T> subject))
                subject.OnNext(value);
          }
 
          public IObservable<bool> observe_enabled(LegSpreaderParamsTuple leg_tup) =>
-            _enabled_store.GetOrAdd(leg_tup, sec => {
+            _enabled_store.GetOrAdd(leg_tup.leg.Security.Id, 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, sec => new Subject<T>());
+            _override_value_store.GetOrAdd(leg_tup.leg.Security.Id, sec => new Subject<T>());
 
          protected virtual bool _get_enabled(LegSpreaderParamsTuple leg_tup) => true;
          #region IRowModel (explicit)

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

@@ -1,4 +1,6 @@
-using mbts.ui.controls;
+using bts.api;
+using mbts.collections;
+using mbts.ui.controls;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
@@ -16,8 +18,8 @@ namespace mbts.spark {
          ParameterSection[] section_path { get; }
       }
 
-      internal class RowVM : DataGridExRow<LegSpreaderParamsTuple>, IParameterRowVM, IDisposable {
-         readonly ObservableCollection<(LegSpreaderParamsTuple leg, ICell cell)> _cells = new ObservableCollection<(LegSpreaderParamsTuple leg, ICell cell)>();
+      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);
          readonly Property<bool> _has_errors;
          IDisposable _dispose;
 
@@ -32,16 +34,15 @@ namespace mbts.spark {
             _has_errors = backing(nameof(has_errors), false);
 
             _dispose = Disposable.Create(
-               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;
+               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;
                   return new CompositeDisposable {
-                     Disposable.Create(() => cell.value_changed -= raise_cell_value_changed),
-                     cell as IDisposable ?? Disposable.empty
+                     Disposable.Create(() => kv.Value.cell.value_changed -= raise_cell_value_changed),
+                     kv.Value.cell as IDisposable ?? Disposable.empty
                   };
                   void raise_cell_value_changed() =>
-                     cell_value_changed?.Invoke(cell, leg);
+                     cell_value_changed?.Invoke(kv.Value.cell, kv.Value.leg);
                }, true));
          }
 
@@ -55,13 +56,8 @@ namespace mbts.spark {
          public bool read_only { get; }
          public bool has_errors => _has_errors.Value;
 
-         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 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 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

@@ -2,6 +2,7 @@
 using bts.collections;
 using bts.shell;
 using bts.spark;
+using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -29,16 +30,8 @@ namespace mbts.spark {
       readonly Property<bool> _has_working_orders, _can_add_leg;
 
       Security _synthetic;
-      bool
-         _set_name_automatically,
-         _set_ticks_automatically,
-         _set_quantities_automatically,
-         _set_price_mults_automatically,
-         _is_setting_quantities,
-         _is_setting_price_mults,
-         _use_fractional_ticks = true;
+      bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
       TickFactors _tick_factors;
-      int _integer_tick_size = 1;
       ExecutionStrategyImmutable _strategy;
       HedgePricing _hedge_pricing;
 
@@ -51,10 +44,6 @@ namespace mbts.spark {
          : this(synthetic, strategy, false) {
          ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
          _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
-         if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
-            _use_fractional_ticks = false;
-            _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
-         }
          title = $"Edit '{synthetic.Synthetic.Name}'";
          icon = Icons.ModifySynthetic;
          _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
@@ -99,7 +88,7 @@ namespace mbts.spark {
                _close_new_leg_popup();
             }
          };
-         remove_leg = new DelegateCommand<LegSpreaderParamsTuple>(l => leg_tuples.Remove(l));
+         remove_leg = new DelegateCommand<Security>(s => leg_tuples.removeFirst(l => l.leg.Security.Id == s.Id));
          commit = new AsyncCommand(commit_async, () => leg_count >= 2);
 
          if (override_auto_set_behavior) {
@@ -123,14 +112,6 @@ 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();
@@ -142,14 +123,19 @@ namespace mbts.spark {
                flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
                valid = false;
             }
-            if (use_fractional_ticks ? (_tick_factors == null || !_tick_factors.is_valid()) : integer_tick_size == 0) {
-               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, use_fractional_ticks ? nameof(tick_factors) : nameof(integer_tick_size)).ignore();
+            if (_tick_factors == null || !_tick_factors.is_valid()) {
+               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
                valid = false;
             }
             if (valid) {
                _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
                _synthetic.Symbol = _deduce_symbol(_synthetic);
-               _synthetic.ContractSpec = use_fractional_ticks ? _tick_factors.to_spec() : TickUtils.create_integer_tick_spec(integer_tick_size);
+               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();
                uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
                if (id.HasValue && id != 0) {
                   if (await model.save_strategy(id.Value, get_strategy())) {
@@ -306,20 +292,6 @@ namespace mbts.spark {
       public bool has_working_orders => _has_working_orders.Value;
       public bool is_new { get; }
       public bool is_new_leg_popup_open { get; set; }
-      public bool use_fractional_ticks {
-         get => _use_fractional_ticks;
-         set {
-            if (Set(ref _use_fractional_ticks, value))
-               _set_ticks_automatically = false;
-         }
-      }
-      public int integer_tick_size {
-         get => _integer_tick_size;
-         set {
-            if (Set(ref _integer_tick_size, value))
-               _set_ticks_automatically = false;
-         }
-      }
       public bool can_add_leg => _can_add_leg.Value;
       public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
       public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
@@ -348,16 +320,6 @@ namespace mbts.spark {
          _strategy = strategy;
          hedge_pricing = strategy.HedgePricing;
          leg_tuples.SetItems(_get_legs(_synthetic, strategy));
-         if (synthetic.HasContractSpec) {
-            /// assign the fields <see cref="_use_fractional_ticks"/> and <see cref="_integer_tick_size"/>,
-            /// rather than the properties <see cref="use_fractional_ticks"/> and <see cref="integer_tick_size"/>
-            /// because the setters of the former flip <see cref="_set_ticks_automatically"/> to false if the value changes.
-            /// This behavior causes the ticks to be automatically deduced as legs are added/removed,
-            /// until the user explicitly enters a different value (as the properties are bound to tick input controls in the view).
-            Set(ref _use_fractional_ticks, !TickUtils.is_integer_tick(synthetic.ContractSpec), nameof(use_fractional_ticks));
-            if (!use_fractional_ticks)
-               Set(ref _integer_tick_size, DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0, nameof(integer_tick_size));
-         }
          RaisePropertyChanged(nameof(name), nameof(tick_factors));
       }
 
@@ -415,4 +377,4 @@ namespace mbts.spark {
          else clear_error(nameof(leg_count));
       }
    }
-}
+}