Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix2

Fix expired fill crash

.gitignore

@@ -32,5 +32,5 @@ trace_data/
 /src/lib/orderman/perf_analysis/last_pretty_log.csv
 /src/lib/orderman/perf_analysis/log.csv
 /doc/user/public/*
-.ionide/*
-src/web/ui/.ionide/symbolCache.db
+.ionide/*
+/.ignore

doc/user/CMakeDeps.cmake

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

doc/user/content/release_notes/_index.md

@@ -4,6 +4,64 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 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

src/client/spark/App.xaml.cs

@@ -70,7 +70,6 @@ namespace mbts.ui.shell
       {
          Log.Gen.info("Application.OnExit");
          if (_runtime != null) _runtime.Dispose();
-         utils.BTSNativeMethods.finit_spark_lib();
          base.OnExit(e);
          Environment.Exit(0);
       }

src/client/spark/Daemons/GlobalAlertsDaemon.cs

@@ -0,0 +1,68 @@
+using bts.api;
+using bts.shell;
+using mbts;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.spark;
+using mbts.ui.utilities;
+using System;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Disposables;
+using System.Reactive.Linq;
+using System.Windows;
+using Disposable = mbts.Disposable;
+
+namespace bts {
+   [Export(typeof(IShellDaemon))]
+   class GlobalAlertsDaemon : IShellDaemon, IDisposable {
+      const string
+         // used for logging/diagnostic purposes
+         _window_name = "Global Alerts Dialog",
+         // actual window title
+         _window_title = "Alerts";
+
+      readonly ThreadedWindowLauncher _launcher;
+      readonly UserSettingsHub _hub;
+      readonly IBus _bus;
+      readonly INotificationService _notification_service;
+      IDisposable _dispose;
+
+      [ImportingConstructor]
+      public GlobalAlertsDaemon(IBus bus, UserSettingsHub hub, INotificationService notification_service) {
+         _bus = bus;
+         _hub = hub;
+         _notification_service = notification_service;
+         _launcher = new ThreadedWindowLauncher(_window_name);
+         _dispose = Disposable.Create(
+            bus.subscribe(SparkTags.ShowGlobalAlertsTag)
+            .Subscribe(_ => _launcher.show(_view_factory)),
+            _hub.subscribe_default_settings()
+            .SubscribeEach(s => new CompositeDisposable(
+               s.alerts.trade_alerts.Where(t => t.is_enabled).Select(
+                  a => _notification_service.link_to_trades(
+                     a.predicate.security_criteria, a.predicate.create(), a.sound)))));
+      }
+
+      Window _view_factory() {
+         var vm = new GlobalAlertsVM();
+         vm.load_from(_hub.current.alerts);
+         vm.request_commit += commit;
+         var sec_sub = _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => vm.security_map = m);
+         var win = new GlobalAlertsDialog {
+            Title = "Alerts",
+            DataContext = vm
+         };
+         win.Closed += (s, e) => Disposable.dispose(ref sec_sub);
+         return win;
+         void commit() {
+            var s = _hub.current.with(alerts: vm.create());
+            _hub.save_default(s).ignore();
+         }
+      }
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
+   }
+}

src/client/spark/Images/Icons.cs

@@ -40,6 +40,7 @@ namespace mbts.ui {
          EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
          EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
          GearGeometryKey = nameof(GearGeometryKey),
+         HornGeometryKey = nameof(HornGeometryKey),
          KeyGeometryKey = nameof(KeyGeometryKey),
          LetterAKey = nameof(LetterAKey),
          LetterDKey = nameof(LetterDKey),
@@ -50,6 +51,7 @@ namespace mbts.ui {
          PlayGeometryKey = nameof(PlayGeometryKey),
          ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
          RubberStampGeometryKey = nameof(RubberStampGeometryKey),
+         SpeakerGeometryKey = nameof(SpeakerGeometryKey),
          StarGeometryKey = nameof(StarGeometryKey),
          ToolsGeometryKey = nameof(ToolsGeometryKey),
          TrashGeometryKey = nameof(TrashGeometryKey),
@@ -151,7 +153,7 @@ namespace mbts.ui {
       public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
       public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
       public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
-      public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
+      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);
       public static ImageSource Disk => create_icon(DiskGeometryKey);
@@ -170,6 +172,7 @@ 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 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"); } }
@@ -181,6 +184,7 @@ namespace mbts.ui {
       public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
       public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
       public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
+      public static ImageSource Speaker => create_icon(SpeakerGeometryKey);
       public static ImageSource Star => create_icon(StarGeometryKey);
       public static ImageSource Target { get { return load_resource_and_freeze("Target"); } }
       public static ImageSource Tetris { get { return load_resource_and_freeze("Tetris"); } }

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

@@ -1,7 +1,7 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
   xmlns:mbts="clr-namespace:mbts.ui"
   xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
@@ -18,9 +18,7 @@
     Ttile: Add free icon
     Credit: Icon made by Gregor Cresnar from www.flaticon.com-->
   <sys:String x:Key="{x:Static mbts:Icons.AddBoxesGeometryKey}">
-    M393,480.3c0-5-4.1-9.1-9.1-9.1H18.2V105.5c0-5-4.1-9.1-9.1-9.1S0,100.5,0,105.5v374.8c0,5,4.1,9.1,9.1,9.1h374.8    C388.9,489.4,393,485.3,393,480.3z
-    M373.9,187.5H302v-71.9c0-5-4.1-9.1-9.1-9.1s-9.1,4.1-9.1,9.1v71.9h-71.9c-5,0-9.1,4.1-9.1,9.1s4.1,9.1,9.1,9.1h71.9v71.9    c0,5,4.1,9.1,9.1,9.1s9.1-4.1,9.1-9.1v-71.9h71.9c5,0,9.1-4.1,9.1-9.1C382.9,191.5,378.9,187.5,373.9,187.5z
-    M105.5,393h374.8c5,0,9.1-4.1,9.1-9.1V9.1c0-5-4.1-9.1-9.1-9.1H105.5c-5,0-9.1,4.1-9.1,9.1v374.8    C96.4,388.9,100.5,393,105.5,393z M114.5,18.2h356.7v356.7H114.5V18.2z
+    M 87.5 10 C 80.313542 10 74.400391 15.913151 74.400391 23.099609 V 397.90039 C 74.400391 405.08685 80.313541 411 87.5 411 h 374.80078 c 7.18646 0 13.09961 -5.91315 13.09961 -13.09961 V 23.099609 C 475.40039 15.913151 469.48724 10 462.30078 10 Z m 13 26.199219 H 449.19922 V 384.90039 H 100.5 Z M 21.099609 76.400391 C 13.912943 76.400391 8 82.313333 8 89.5 v 374.80078 c 0 7.18667 5.912943 13.09961 13.099609 13.09961 H 395.90039 c 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 0 -7.18667 -5.91294 -13.10156 -13.09961 -13.10156 H 34.199219 V 89.5 c 0 -7.186667 -5.912943 -13.099609 -13.09961 -13.099609 z M 274.90039 116.5 c -7.18667 0 -13.09961 5.91294 -13.09961 13.09961 V 197.5 h -67.90039 c -7.18667 0 -13.09961 5.91294 -13.09961 13.09961 0 7.18667 5.91294 13.09961 13.09961 13.09961 h 67.90039 v 67.90039 c 0 7.18667 5.91294 13.09961 13.09961 13.09961 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 v -67.90039 h 67.90039 c 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 v -0.0391 -0.0391 C 368.85982 203.37217 363.03372 197.5 355.90039 197.5 H 288 V 129.59961 C 288 122.41294 282.08706 116.5 274.90039 116.5 Z
   </sys:String>
 
   <!--File (the icon is free to use if we include this information in our credit section)
@@ -116,7 +114,7 @@
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         <DrawingGroup.Children>
           <GeometryDrawing
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@@ -1157,10 +1164,10 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
   </DrawingImage>
 
 
-  <!-- Pin 
+  <!-- Pin
         <Path Data="F1M3,11L3,7 0,7 0,6 1,6 1,1 1,0 6,0 6,1 6,6 7,6 7,7 4,7 4,11 3,11z M2,1L2,6 4,6 4,1 2,1z" />
-        Unpin 
+        Unpin
         <Path Data="F1M0,3L4,3 4,0 5,0 5,1 10,1 11,1 11,6 10,6 5,6 5,7 4,7 4,4 0,4 0,3z M10,2L5,2 5,4 10,4 10,2z" />
      -->
 
-</ResourceDictionary>   
+</ResourceDictionary>

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

@@ -36,6 +36,7 @@ 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;
          string _bid_merged_size_text, _ask_merged_size_text;
          ulong _bbo_ref, _last_ref;
 
@@ -89,6 +90,10 @@ namespace mbts.spark {
             _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)))
+                     raise_invalidated();
+               }),
                _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
                _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
                _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
@@ -102,6 +107,7 @@ namespace mbts.spark {
          public bool inside_bids => _inside_bids.value;
          public bool inside_asks => _inside_asks.value;
          public int position => _position.value;
+         public double raw_day_position => _raw_day_position;
          public double last_price => _last_price.Value;
          public uint last_size => _last_size.value;
          public double bid_price => _bid_price.Value;

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

@@ -10,7 +10,6 @@ using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.MarketViewWindowFactory;
@@ -42,12 +41,13 @@ namespace mbts.spark {
          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_brush, 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_brush, 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);
@@ -77,18 +77,18 @@ namespace mbts.spark {
                horizontal_alignment = h_alignment
             });
 
-         void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Brush 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, DefaultSelectionHighlight, h_alignment);
+         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_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, null, 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_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, null, 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);
 
          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, Brush background, Brush background_overlay, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
+            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
@@ -96,8 +96,7 @@ namespace mbts.spark {
             Header = header,
             sort_member_path = prop,
             font_color_override = foreground,
-            background = background,
-            background_overlay = background_overlay,
+            background_color_override = background,
             Width = DefaultColumnWidths.Price,
             horizontal_alignment = h_alignment
          });
@@ -111,14 +110,8 @@ namespace mbts.spark {
          //
          // 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 },
-            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.BidImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.BidDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.BidMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.AskImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.AskDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.AskMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
+            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
             { Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
             { Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
          };
@@ -151,6 +144,7 @@ namespace mbts.spark {
                      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);
@@ -162,7 +156,7 @@ namespace mbts.spark {
             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_size_filter, day_change_filter, settlement_filter,
-            session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_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)
          );
@@ -230,6 +224,7 @@ namespace mbts.spark {
       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));
@@ -261,6 +256,7 @@ namespace mbts.spark {
             session_low = session_low_filter.get_state(),
             session_high = session_high_filter.get_state(),
             position = 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(),
             volume = volume_filter.get_state(),

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

@@ -8,8 +8,34 @@ namespace mbts.ui.spark {
    /// Interaction logic for MarketSheetsView.xaml
    /// </summary>
    partial class MarketViewView : UserControl {
-      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
-         MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
+      public enum Columns {
+         Security,
+         Volume,
+         Last,
+         LastSize,
+         Position,
+         RawDayPosition,
+         WorkingBids,
+         Bid,
+         BidMergedSize,
+         BidDirectSize,
+         BidImpliedSize,
+         Ask,
+         AskMergedSize,
+         AskDirectSize,
+         AskImpliedSize,
+         WorkingAsks,
+         Settlement,
+         DayChange,
+         SessionLow,
+         SessionHigh,
+         SecurityKey,
+         MarketDescription,
+         ClearedAlias,
+         ProductDescription,
+         HubAlias,
+         StripName,
+         MicCode
       }
 
       public MarketViewView() {

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

@@ -33,7 +33,7 @@ namespace mbts.spark {
          _selected_security_criteria_backing,
          _sorted_selected_security_criteria_backing;
 
-      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
+      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
          _orders_model = orders_model;
          _state = state;

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

@@ -1,4 +1,6 @@
 using bts.api;
+using bts.proto;
+using bts.settings;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -7,6 +9,7 @@ using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
@@ -35,13 +38,8 @@ namespace bts.shell {
       void _show(SecurityCriteria criteria) =>
          _bus.post(SparkTags.ShowWindow, _create(StartupData.Default(criteria)));
 
-      IShellWindow _create(StartupData state) {
-         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub, 
-            state.grid, 
-            get: us => us.market_view_grid, 
-            set: (us, gs) => us.with(provided_market_view_gridsettings: gs));
-         return new MarketViewWindow(this, _bus, _orders_model, state, settings_manager);
-      }
+      IShellWindow _create(StartupData state) =>
+         new MarketViewWindow(this, _bus, _orders_model, state, _settings_hub.create_mview_settings_manager(state.grid));
 
       [ProtoContract]
       public class StartupData {
@@ -68,7 +66,29 @@ namespace bts.shell {
             _sorting_criteria = sort;
          }
 
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+         public static GridSettings sanitize(GridSettings s) {
+            if (s == null) {
+               return null;
+            }
+
+            // column upgrade
+            var columns = s.columns.ToList();
+            var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
+            var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
+            if (bid_col_index > -1 && ask_col_index > -1) {
+               if (!columns[bid_col_index].background_color_override.HasValue) {
+                  columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
+               }
+               if (!columns[ask_col_index].background_color_override.HasValue) {
+                  columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
+               }
+            }
+            // and enable background color upgrade
+            return s.with(columns, enable_background_color: true);
+         }
+
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);
 
          public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
 
@@ -82,12 +102,13 @@ namespace bts.shell {
             public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
             public static GridColumnSettings last_size => new GridColumnSettings(col_id(Columns.LastSize), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings position => new GridColumnSettings(col_id(Columns.Position), DefaultColumnHeaders.Pos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings raw_day_position => new GridColumnSettings(col_id(Columns.RawDayPosition), DefaultColumnHeaders.RawDayPos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right, is_visible: false);
             public static GridColumnSettings working_bids => new GridColumnSettings(col_id(Columns.WorkingBids), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings bid_implied_size => new GridColumnSettings(col_id(Columns.BidImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings bid_direct_size => new GridColumnSettings(col_id(Columns.BidDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings bid_merged_size => new GridColumnSettings(col_id(Columns.BidMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.bid);
+            public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.ask);
             public static GridColumnSettings ask_merged_size => new GridColumnSettings(col_id(Columns.AskMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings ask_direct_size => new GridColumnSettings(col_id(Columns.AskDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
             public static GridColumnSettings ask_implied_size => new GridColumnSettings(col_id(Columns.AskImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -119,6 +140,7 @@ namespace bts.shell {
                   yield return last;
                   yield return last_size;
                   yield return position;
+                  yield return raw_day_position;
                   yield return working_bids;
                   yield return bid_implied_size;
                   yield return bid_direct_size;
@@ -173,6 +195,8 @@ namespace bts.shell {
          public DoubleMinMaxState session_high;
          [ProtoMember(12)]
          public IntMinMaxState position;
+         [ProtoMember(27)]
+         public DoubleMinMaxState raw_day_position;
          [ProtoMember(13)]
          public IntMinMaxState working_bid_volume;
          [ProtoMember(14)]
@@ -202,5 +226,46 @@ namespace bts.shell {
          [ProtoMember(26)]
          public string mic_code;
       }
+
+      // migration rules
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
+      }
+
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class InitBidAskBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings s, out GridSettings new_settings) {
+            var columns = s.columns.ToList();
+            var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
+            var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
+            bool applied = false;
+            if (bid_col_index > -1 && ask_col_index > -1) {
+               if (!columns[bid_col_index].background_color_override.HasValue) {
+                  columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
+                  applied = true;
+               }
+               if (!columns[ask_col_index].background_color_override.HasValue) {
+                  columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
+                  applied = true;
+               }
+            }
+            new_settings = applied ? s.with(columns) : default;
+            return applied;
+         }
+      }
+
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class InitBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) {
+            if (!settings.enable_background_color) {
+               new_settings = settings.with(enable_background_color: true);
+               return true;
+            }
+            new_settings = default;
+            return false;
+         }
+      }
    }
-}
+}

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

@@ -7,16 +7,6 @@ using System.Linq;
 using System.Reactive.Linq;
 
 namespace mbts.spark {
-   struct TradeInfo {
-      public readonly SecurityImmutable security;
-      public readonly TradeMessageImmutable trade;
-
-      public TradeInfo(SecurityImmutable security, TradeMessageImmutable trade) {
-         this.security = security;
-         this.trade = trade;
-      }
-   }
-
    class TimeAndSalesModel : IDisposable {
       internal readonly SecurityCriteria security_criteria;
 

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

@@ -137,7 +137,7 @@ namespace mbts.spark {
          public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
             _trade_key = trade.Key;
             time = ((ulong)trade.Time).lldatetime().ToLocalTime();
-            price = trade.Mantissa * Math.Pow(10, trade.Exponent);
+            price = trade.price();
             size = trade.Size;
             aggressor_side = trade.AggressorSide;
             show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());

src/client/spark/Modules/Settings/SettingsShellModule.cs

@@ -26,7 +26,10 @@ namespace bts.ui {
       public SettingsShellModule(IBus bus, UserSettingsHub settings_hub, WorkspacesModel ws) {
          // todo: settings dialog
          ws_model = ws;
-         var actions_list = new List<SparkCommand>(2) { SparkCommands.ShowWorkspaces };
+         var actions_list = new List<SparkCommand>(2) {
+            SparkCommands.ShowGlobalAlerts,
+            SparkCommands.ShowWorkspaces
+         };
          if (Configuration.get<bts.config.toggles.ToastNotifications>().enabled) {
             actions_list.Add(SparkCommands.ShowSettings);
          }

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

@@ -19,6 +19,8 @@ namespace mbts.spark {
          this.key = key;
       }
 
+      public static AlgoData empty => from_custom_def(new CustomOrderDefinitionImmutable(new CustomOrderDefinition()));
+
       /// <summary>
       /// This is the only <see cref="AlgoData"/> factory method that allows callers to explicitly specify a name.
       /// It should only be used within the context of creating, or renaming, studio algos.
@@ -65,6 +67,8 @@ namespace mbts.spark {
    }
 
    struct AlgoDataVM : IEquatable<AlgoDataVM> {
+      public static readonly Func<AlgoDataVM, AlgoID> id_fn = vm => AlgoID.from_algo_key(vm.data.key);
+
       public readonly AlgoData data;
       public readonly AlgoDefinitionMetadata? meta;
 

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

@@ -68,13 +68,51 @@ namespace mbts.spark {
                nameof(OrderBookRowVM.symbol)),
                DataGridFilterKnownTemplates.DiscreteValues,
                DefaultColumnWidths.Symbol);
+         // algo items view (common resources)
+         var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
+         var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
          // order type
-         var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
+         var order_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID, OrderType[]>(
+               ft => new AlgoDataVM(ft.algo ?? AlgoData.empty),
+               AlgoDataVM.id_fn,
+               ots => Array.ConvertAll(ots ?? Array.Empty<OrderType>(), ot => AlgoID.from_algo_key(AlgoKey.from_known_type(ot))),
+               ids => ids.empty_if_null().Select(AlgoID.to_algo_key).Where(k => k.mode == AlgoKey.Mode.Factory).Select(k => k.factory).ToArray(),
+               out var order_type_observer,
+               out var order_type_items_view);
+
+         order_type_items_view.CustomSort = algo_items_comp;
+         order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
+         order_type_observer.OnNext(TableUpdate<AlgoDataVM, AlgoID>.mk_empty(AlgoDataVM.id_fn)
+            .with_added(OrderDataHelper.all_order_types
+               .Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
+               .Select(AlgoData.from_custom_def)
+               .Select(d => new AlgoDataVM(d))));
+
          add_col_expl(Columns.OrderType,
             new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.badge_fill)), new Binding(nameof(Row.display_name)), order_type_filter) {
                id = col_id(Columns.OrderType),
                sort_member_path = nameof(Row.order_type)
             }, order_type_filter);
+         // root algo type
+         var root_algo_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID>(
+               ft => new AlgoDataVM(ft.root_algo ?? AlgoData.empty),
+               AlgoDataVM.id_fn,
+               out var root_algo_type_observer,
+               out var root_algo_type_items_view);
+
+         root_algo_type_items_view.CustomSort = algo_items_comp;
+         root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
+
+         add_col_expl(Columns.RootAlgoType,
+            new OrderTypeColumn<Columns>(
+               Columns.RootAlgoType,
+               new Binding(nameof(Row.root_algo_badge_color)) { Converter = new ui.converters.ColorToBrushConverter() },
+               new Binding(nameof(Row.root_algo_display_name)),
+               root_algo_type_filter,
+               DefaultColumnHeaders.RootAlgoType) {
+               id = col_id(Columns.RootAlgoType),
+               sort_member_path = nameof(Row.root_algo_order_type)
+            }, root_algo_type_filter);
          // side
          var side_filter = dv_filter(new[] { Side.Buy, Side.Sell }, r => r.fill.Side);
          add_col_expl(Columns.Side, new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { id = col_id(Columns.Side) }, side_filter);
@@ -128,6 +166,7 @@ namespace mbts.spark {
                };
                _rows_manager.on_settings(fs, s.sorting_criterion);
             }),
+            model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher().Subscribe(root_algo_type_observer),
             settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
          );
          // local methods
@@ -175,8 +214,8 @@ namespace mbts.spark {
       static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
          if (!state.orders.is_null_or_empty()) {
             var orders_hash = new HashSet<uint>(state.orders);
-            return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
-         } else return model.on_fill_tuples;
+            return model.on_fill_tuples_with_root.Filter(f => orders_hash.Contains(f.fill.OrderKey));
+         } else return model.on_fill_tuples_with_root;
       }
 
       static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
@@ -191,6 +230,7 @@ namespace mbts.spark {
             case Columns.FillTime: return wrap(ft => ft.fill.Timestamp.to_local_time());
             case Columns.OrderKey: return wrap(ft => ft.fill.OrderKey);
             case Columns.OrderType: return wrap_default(ft => ft.order?.order_type() ?? OrderType.None);
+            case Columns.RootAlgoType: return wrap_default(ft => ft.root_algo.HasValue ? ft.root_algo.Value.value.CustomCase : OrderType.None);
             case Columns.Price: return wrap(ft => ft.fill.LastPrice);
             case Columns.Security: return wrap(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
             case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
@@ -224,7 +264,10 @@ namespace mbts.spark {
          readonly OrdersModel _model;
          readonly FillImmutable _fill;
          readonly OrderRecordImmutable _order;
+         AlgoData? _root_algo => fill_tuple.root_algo;
+         AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
          Brush _badge_fill;
+         Color? _root_algo_badge_color;
          OrderMetadata _order_metadata;
 
          public Row(FillTuple fill_tuple, OrdersModel model) : 
@@ -239,6 +282,7 @@ namespace mbts.spark {
          public DateTime fill_time => _fill.Timestamp.to_local_time();
          public TimeInForce time_in_force => _order.time_in_force();
          public OrderType order_type => _order.order_type();
+         //public OrderType root_algo_type => _or
          public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
          public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
          public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
@@ -252,6 +296,12 @@ namespace mbts.spark {
          public string fill_key => _fill.FillKey;
          public string order_key => _order.Key.ToString();
 
+         // Root Algo
+         public OrderType root_algo_order_type => _root_algo.HasValue ? _root_algo.Value.value.CustomCase : OrderType.None;
+         public OrderMetadata root_algo_order_metadata => _model.factory.get_metadata(root_algo_order_type);
+         public Color root_algo_badge_color => _root_algo_badge_color ??  (_root_algo_badge_color = OrderUtils.badge_color(_root_algo_meta, root_algo_order_metadata)).Value;
+         public string root_algo_display_name => _root_algo?.name ?? root_algo_order_type.display_name();
+
          public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
          public override bool Equals(object obj) => Equals(obj as Row);
          public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();

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

@@ -16,6 +16,7 @@ namespace mbts.ui.spark {
          Symbol,
          TimeInForce,
          OrderType,
+         RootAlgoType,
          Side,
          Price,
          Size,

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

@@ -1,19 +1,15 @@
 using bts.api;
-using bts.api.orderman;
+using bts.settings;
 using bts.shell.fills;
 using mbts.persist;
 using mbts.spark;
-using mbts.spark.filters;
 using mbts.ui;
-using mbts.ui.controls;
 using mbts.ui.settings;
-using ProtoBuf;
 using System;
 using System.Collections.Generic;
-using System.Linq;
+using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.FillsView;
 
 namespace bts.shell {
@@ -34,6 +30,7 @@ namespace bts.shell {
             { nameof(FillsVM.Row.fill_time), Columns.FillTime },
             { nameof(FillsVM.Row.order_key), Columns.OrderKey },
             { nameof(FillsVM.Row.order_type), Columns.OrderType },
+            { nameof(FillsVM.Row.root_algo_order_type), Columns.RootAlgoType },
             { nameof(FillsVM.Row.price), Columns.Price },
             { nameof(FillsVM.Row.security), Columns.Security },
             { nameof(FillsVM.Row.security_key), Columns.SecurityKey },
@@ -67,5 +64,12 @@ namespace bts.shell {
             set: (us, gs) => us.with(provided_fills_gridsettings: gs));
          return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
       }
+
+      // migration rules
+      [Export(typeof(IFillsGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IFillsGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(FillsSettings.DefaultGridSettings.columns, out new_settings);
+      }
    }
 }

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

@@ -23,6 +23,10 @@ namespace bts.shell.fills {
       [DIYGridColumnID(nameof(Columns.OrderType))]
       public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
 
+      [ProtoMember(16)]
+      [DIYGridColumnID(nameof(Columns.RootAlgoType))]
+      public AlgoID[] root_algo_type { get; set; }
+
       [ProtoMember(4)]
       [DIYGridColumnID(nameof(Columns.Account))]
       public string[] account { get; set; }
@@ -88,6 +92,7 @@ namespace bts.shell.fills {
          pb.add_discrete_values(fs.exchange, ft => ft.exchange());
          pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
          pb.add_discrete_values(fs.order_type, ft => ft.order_type());
+         pb.add_discrete_values(fs.root_algo_type, ft => AlgoID.from_algo_key((ft.root_algo ?? AlgoData.empty).key));
          pb.add_discrete_values(fs.side, ft => ft.fill.Side);
          pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
          pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);

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

@@ -47,6 +47,7 @@ namespace bts.shell.fills {
          public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
          public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
          public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
+         public static GridColumnSettings root_algo_type => new GridColumnSettings(col_id(Columns.RootAlgoType), DefaultColumnHeaders.RootAlgoType, width: DefaultColumnWidths.OrderType);
          public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
          public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
          public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -70,6 +71,7 @@ namespace bts.shell.fills {
                yield return exchange;
                yield return time_in_force;
                yield return order_type;
+               yield return root_algo_type;
                yield return side;
                yield return quantity;
                yield return price;

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

@@ -450,6 +450,8 @@ namespace mbts.spark {
       public bool account_position_visible { get; set; }
       [ProtoMember(50), DefaultValue(true)]
       public bool day_position_visible { get; set; }
+      [ProtoMember(56)]
+      public bool raw_day_position_visible { get; set; }
       [ProtoMember(37), DefaultValue(true)]
       public bool size_presets_visible { get; set; }
       [ProtoMember(38), DefaultValue(true)]
@@ -570,6 +572,7 @@ namespace mbts.spark {
          order_type_visible == other.order_type_visible &&
          account_position_visible == other.account_position_visible &&
          day_position_visible == other.day_position_visible &&
+         raw_day_position_visible == other.raw_day_position_visible &&
          size_presets_visible == other.size_presets_visible &&
          cancel_buys_visible == other.cancel_buys_visible &&
          cancel_sells_visible == other.cancel_sells_visible &&

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

@@ -72,6 +72,7 @@ namespace mbts.spark {
          _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
          _account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
          _day_position_visibility = new OrderEntryPanelItemVisibilityVM("Day Position"),
+         _raw_day_position_visibility = new OrderEntryPanelItemVisibilityVM("Raw Day Position"),
          _size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
          _auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
          _clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
@@ -137,7 +138,7 @@ namespace mbts.spark {
                c.PropertyChanged -= on_prop_changed;
          }
          AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
-         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
       }
 
       public event Action result_changed;
@@ -239,6 +240,7 @@ namespace mbts.spark {
             yield return _order_type_visibility;
             yield return _account_position_visibility;
             yield return _day_position_visibility;
+            yield return _raw_day_position_visibility;
             yield return _size_preset_visibility;
             yield return _clear_visibility;
             yield return _auto_clear_visibility;
@@ -281,6 +283,7 @@ namespace mbts.spark {
             yield return _order_type_visibility;
             yield return _account_position_visibility;
             yield return _day_position_visibility;
+            yield return _raw_day_position_visibility;
             yield return _size_preset_visibility;
             yield return _auto_clear_visibility;
             yield return _clear_visibility;
@@ -343,6 +346,7 @@ namespace mbts.spark {
             _order_type_visibility.show = settings.order_type_visible;
             _account_position_visibility.show = settings.account_position_visible;
             _day_position_visibility.show = settings.day_position_visible;
+            _raw_day_position_visibility.show = settings.raw_day_position_visible;
             _size_preset_visibility.show = settings.size_presets_visible;
             _clear_visibility.show = settings.clear_visible;
             _auto_clear_visibility.show = settings.auto_clear_visible;
@@ -415,6 +419,7 @@ namespace mbts.spark {
          clone.order_type_visible = _order_type_visibility.show;
          clone.account_position_visible = _account_position_visibility.show;
          clone.day_position_visible = _day_position_visibility.show;
+         clone.raw_day_position_visible = _raw_day_position_visibility.show;
          clone.size_presets_visible = _size_preset_visibility.show;
          clone.auto_clear_visible = _auto_clear_visibility.show;
          clone.clear_visible = _clear_visibility.show;

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

@@ -35,8 +35,8 @@ namespace mbts.spark {
          _show_cancel_sells, _show_cancel_all, _show_zoom;
       readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
       readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
-      double _position, _day_position;
-      bool _show_account_position, _show_day_position;
+      double _position, _day_position, _raw_day_position;
+      bool _show_account_position, _show_day_position, _show_raw_day_position;
       ulong _misc_time = 0;
       ulong _last_trade_time = 0;
       IEqualityComparer<double> _equality;
@@ -109,7 +109,10 @@ namespace mbts.spark {
             (_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible)).set,
             (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
             s => {
-               if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
+               if (
+                  Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) |
+                  Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position)) |
+                  Set(ref _show_raw_day_position, s.raw_day_position_visible, nameof(show_raw_day_position))) {
                   RaisePropertyChanged(nameof(position_display_text));
                }
                size_calculator.buttons = s.calculator_buttons;
@@ -135,7 +138,7 @@ namespace mbts.spark {
          //
          //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
          //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
-         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
+         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : (_show_raw_day_position ? _raw_day_position : position))));
          send_order_command = new AsyncCommand<(double price, Side? side, MouseButton button)>(send_order_async);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
          show_book_command = new DelegateCommand(_show_book);
@@ -232,14 +235,19 @@ namespace mbts.spark {
                }),
                order_properties_vm,
                position_src.OnDispatcher().Subscribe(pos => {
-                  double total, day;
+                  double total, day, raw_day;
                   if (pos.HasValue) {
                      total = pos.Value.total_pos();
                      day = pos.Value.day_pos();
+                     raw_day = pos.Value.raw_day_pos();
                   } else {
-                     total = day = double.NaN;
+                     total = day = raw_day = double.NaN;
                   }
-                  if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
+                  if ((
+                        Set(ref _position, total, nameof(position)) |
+                        Set(ref _day_position, day, nameof(day_position)) |
+                        Set(ref _raw_day_position, raw_day, nameof(raw_day_position))
+                     ) && (show_day_position || show_account_position || show_raw_day_position))
                      RaisePropertyChanged(nameof(position_display_text));
                }));
          }
@@ -290,6 +298,7 @@ namespace mbts.spark {
       public double settlement => _settlement.Value;
       public double position => _position;
       public double day_position => _day_position;
+      public double raw_day_position => _raw_day_position;
       public ulong volume => _volume.Value;
       public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
       public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
@@ -316,6 +325,7 @@ namespace mbts.spark {
       public bool show_order_type => _show_order_type.view;
       public bool show_account_position => _show_account_position;
       public bool show_day_position => _show_day_position;
+      public bool show_raw_day_position => _show_raw_day_position;
       public bool show_size_preset => _show_size_preset.view;
       public bool show_auto_clear => _show_auto_clear.view;
       public bool show_clear => _show_clear.view;
@@ -327,12 +337,18 @@ namespace mbts.spark {
       public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
       public string position_display_text {
          get {
-            if (show_day_position) {
-               string day_pos_text = SparkUtils.fmt_position(day_position);
-               return show_account_position ? $"{day_pos_text} ({SparkUtils.fmt_position(position)})" : day_pos_text;
-            } else if (show_account_position) {
-               return SparkUtils.fmt_position(position);
-            } else return string.Empty;
+            string rv = null;
+            if (show_day_position)
+               rv = SparkUtils.fmt_position(day_position);
+            if (show_raw_day_position) {
+               var raw_day_text = SparkUtils.fmt_position(raw_day_position);
+               rv = rv == null ? raw_day_text : $"{rv} / {raw_day_text}";
+            }
+            if (show_account_position) {
+               var acc_text = SparkUtils.fmt_position(position);
+               rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
+            }
+            return rv ?? "";
          }
       }
       //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
@@ -435,7 +451,7 @@ namespace mbts.spark {
                price = temp_price;
             }
          }
-         await _model.order_gateway.send_order(order, price, size);
+         await _model.order_gateway.send_order(security, order, price, size);
          if (auto_clear)
             size_calculator.value = 0;
          var fav_algo = order_properties_vm.selected_favorite_algo_definition;

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

@@ -476,6 +476,7 @@
                     </converters:MultiValueConverterPipe>
                   </MultiBinding.Converter>
                   <Binding Path="show_day_position"/>
+                  <Binding Path="show_raw_day_position"/>
                   <Binding Path="show_account_position"/>
                 </MultiBinding>
               </Button.Visibility>
@@ -486,6 +487,7 @@
                     <MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
                       <Binding Path="order_properties_vm.selected_account"/>
                       <Binding Path="show_day_position"/>
+                      <Binding Path="show_raw_day_position"/>
                       <Binding Path="show_account_position"/>
                     </MultiBinding>
                   </TextBlock.Text>

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

@@ -18,32 +18,60 @@ namespace mbts.spark {
          MaxZoomFactor = 1.5;
 
       public static IMultiValueConverter PositionToolTipConverter =
-         ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
-            const string day_pos_text = "day", total_pos_text = "total";
+         ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
+            const string day_pos_text = "day", raw_day_pos_text = "raw day", total_pos_text = "total";
             if (!account.HasValue)
                return string.Empty;
-            var sb = new StringBuilderEx(account.Value.name);
-            string primary_pos;
-            if (show_day_pos) {
-               primary_pos = day_pos_text;
-               if (show_total_pos) {
-                  sb.Add(" '", primary_pos, " ");
-                  sb.Add("(", total_pos_text, ")' ");
-               } else {
-                  sb.Add(" ", primary_pos, " ");
-               }
-            } else if (show_total_pos) {
-               primary_pos = total_pos_text;
-               sb.Add(" ", primary_pos, " ");
+            /// Note: 'day,' and 'raw day,' are interchangeable wrt the string format, 'total' however is treated differently.
+            /// Different Formats:
+            // No parts are visible:
+            //    null
+            //
+            // 1 part 'foo' is visible:
+            //    "<account> foo position
+            //    click to copy to size"
+            //
+            // 2 parts 'day' and 'raw day' are visible:
+            //    "<account> 'day / raw day' position
+            //     click to copy day to size"
+            // 
+            // 2 parts 'day' and 'total' are visible:
+            //    "<account> 'day (total)' position
+            //     click to copy day to size"
+            //
+
+            string primary_pos = null;
+            // part count is incremented in the 'add_part' method
+            int part_count = 0;
+            var sb = new StringBuilderEx();
+
+            if (show_day_pos) add_part(day_pos_text, " / ");
+            if (show_raw_day_pos) add_part(raw_day_pos_text, " / ");
+            if (show_total_pos) add_part(total_pos_text, " (", ")");
+            //
+            if (part_count > 1) {
+               // This is a complex expression (showing more than 1 value) - wrap it in single quotes.
+               // Explicitly state which value will be copied to the size input.
+               sb.Insert(0, "'");
+               sb.Add("'");
+               sb.Add(" position\n(click to copy ", primary_pos, " to size)");
             } else {
-               // unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
-               return string.Empty;
+               // Only showing 1 value, no need for single quotes,
+               // nor an explicit statement that indicates which value will be copied to the size input.
+               sb.Add(" position\n(click to copy to size)");
             }
-            sb.Add("position\n(click to copy ");
-            if (show_day_pos && show_total_pos)
-               sb.Add(primary_pos, " position ");
-            sb.Add("to size)");
             return sb.ToString();
+
+            void add_part(string part_name, string separator = null, string separator_suffix = null) {
+               if (part_count++ > 0) {
+                  sb.Add(separator);
+                  sb.Add(part_name);
+                  sb.Add(separator_suffix);
+               } else {
+                  primary_pos = part_name;
+                  sb.Add($"{account.Value.name} {part_name}");
+               }
+            }
          });
 
       internal LadderView(LadderVM vm) {

src/client/spark/Modules/Trading/OrderBook/MiniOrderBook/MiniOrderBookView.xaml.cs

@@ -15,10 +15,11 @@ namespace mbts.spark {
          CVRowStyleKey = "CVRowStyle",
          CVRowTemplateKey = "CVRowTemplateKey";
 
-      public MiniOrderBookView(OrderBookVM vm) {
+      public MiniOrderBookView() =>
          InitializeComponent();
+
+      public MiniOrderBookView(OrderBookVM vm) : this() =>
          DataContext = vm;
-      }
    }
 
    class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {

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

@@ -750,6 +750,7 @@ namespace mbts.spark {
             };
             header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
             this.Header = header_cb;
+            is_visible = true;
          }
 
          public override FrameworkElement view_factory() {

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

@@ -288,7 +288,14 @@ namespace mbts.spark {
                double price = attach_vm.price;
                uint? size = attach_vm.size;
                uint algo_template_key = attach_vm.algo_vm.algo_root.id.is_persisted ? attach_vm.algo_vm.algo_root.id.persisted : 0u;
-               var order_tups = selected_rows.Select(r => r.order_tuple).ToList();
+               // Don't pass any order tuples that don't have a security defined.
+               // The actual security is passed to the OrdersModel - instead of just the security key -
+               // so it can prevent GlbxIceberg orders from being sent to a non-glbx exchange (such as Ice).
+               /// Impl details: <see cref="OrdersModel.send_order(SecurityImmutable, OrderDefinitionImmutable?, double, uint)"/>
+               var order_tups = selected_rows
+                  .Select(r => r.order_tuple)
+                  .Where(ot => ot.order.security.HasValue)
+                  .ToList();
                var mod_algo_vm = attach_vm.algo_vm.algo_root;
                await Task.WhenAll(order_tups.Select(t => {
                   var algo = t.order.order.Def.CustomDef.actual().CloneToMutable();
@@ -302,6 +309,7 @@ namespace mbts.spark {
                      };
                   }
                   return _model.send_order(
+                     t.order.security.Value,
                      t.order.order.Def.with(
                         attach_target_order_key: t.order.order.Key,
                         custom_def: algo

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

@@ -1,168 +1,179 @@
-using bts.api;
-using bts.api.orderman;
-using bts.spark;
-using mbts.persist;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui;
-using mbts.ui.settings;
-using mbts.ui.spark;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
-using static mbts.spark.PAndLView;
-using static mbts.ui.controls.DIYGrid;
-
-namespace bts.shell {
-   internal class PAndLWindowFactory : ShellWindowFactory<PAndLWindowFactory.PAndLStartupData> {
-      readonly IBus _bus;
-      readonly OrdersModel _orders_model;
-      readonly UserSettingsHub _settings_hub;
-
-      public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, "SparkPAndL") {
-         _bus = bus;
-         _orders_model = orders_model;
-         _settings_hub = settings_hub;
-         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
-      }
-
-      public static string col_id(Columns col) => col.ToString();
-
-      public override Task<IShellWindow> load(PAndLStartupData state) {
-         return Task.FromResult(_create(state));
-      }
-
-      async void show(PAndLStartupData startup_data) {
-         var w = await load(startup_data);
-         _bus.post(SparkTags.ShowWindow, w);
-      }
-
-      IShellWindow _create(PAndLStartupData state) {
-         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
-            state.grid,
-            get: us => us.pnl_grid,
-            set: (us, gs) => us.with(provided_pnl_gridsettings: gs));
-         return new PAndLWindow(_orders_model, this, _bus, state, SparkCommands.ShowPAndL.icon, settings_manager);
-      }
-
-      [ProtoContract]
-      public class PAndLStartupData {
-
-         /// <summary>
-         /// Parameterless constructor for protobuf
-         /// </summary>
-         public PAndLStartupData() { }
-
-         public PAndLStartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, pnl_calc_type calc_type, GridSettings grid = default) {
-            _sort_criteria = sorting_criteria;
-            this.filters = filters;
-            this.calc_type = calc_type;
-            this.grid = grid;
-         }
-
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
-
-         public IReadOnlyList<SortingCriteria> sorting_criterion => _sort_criteria ?? (_sort_criteria = DefaultColumns.default_sorting_criterion.ToList());
-         public static PAndLStartupData Default() =>
-            new PAndLStartupData(null, new FilterStates(), pnl_calc_type.midpoint);
-
-
-         [ProtoMember(5)]
-         List<SortingCriteria> _sort_criteria;
-         [ProtoMember(10)]
-         public FilterStates filters;
-         [ProtoMember(15)]
-         public pnl_calc_type calc_type;
-         //[ProtoMember(20)]
-         // ProtoMember 20 cannot be used further
-         [ProtoMember(25)]
-         public GridSettings grid;
-
-         static class DefaultColumns {
-
-            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
-            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: DefaultColumnWidths.Exchange);
-            public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
-            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
-            public static GridColumnSettings security_type => new GridColumnSettings(col_id(Columns.SecurityType), DefaultColumnHeaders.SecurityType, width: DefaultColumnWidths.SecurityType);
-            public static GridColumnSettings start_net_position => new GridColumnSettings(col_id(Columns.StartNetPos), DefaultColumnHeaders.StartNetPos, width: DefaultColumnWidths.Start_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, false, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-
-            public static IEnumerable<SortingCriteria> default_sorting_criterion {
-               get {
-                  yield return new SortingCriteria(account.id, true);
-                  yield return new SortingCriteria(exchange.id, true);
-                  yield return new SortingCriteria(symbol.id, true);
-                  yield return new SortingCriteria(security.id, true);
-               }
-            }
-
-            public static IEnumerable<GridColumnSettings> all {
-               get {
-                  yield return account;
-                  yield return exchange;
-                  yield return symbol;
-                  yield return security;
-                  yield return security_type;
-                  yield return start_net_position;
-                  yield return start_pnl;
-                  yield return day_long_pnl;
-                  yield return day_short_pnl;
-                  yield return day_pnl;
-                  yield return total_net_pos;
-                  yield return total_pnl;
-                  yield return pnl_price;
-               }
-            }
-
-         }
-      }
-
-      [ProtoContract]
-      public class FilterStates {
-         [ProtoMember(1)]
-         public string account_regex;
-         [ProtoMember(2)]
-         public string exchange_regex;
-         [ProtoMember(3)]
-         public string symbol_regex;
-         [ProtoMember(4)]
-         public string security_regex;
-         [ProtoMember(5)]
-         public IntMinMaxState start_net_pos;
-         [ProtoMember(6)]
-         public DoubleMinMaxState start_pnl;
-         [ProtoMember(7)]
-         public UIntMinMaxState day_long_pos;
-         [ProtoMember(8)]
-         public UIntMinMaxState day_short_pos;
-         [ProtoMember(9)]
-         public DoubleMinMaxState day_pnl;
-         [ProtoMember(10)]
-         public IntMinMaxState total_net_pos;
-         [ProtoMember(11)]
-         public DoubleMinMaxState total_pnl;
-         [ProtoMember(12)]
-         public DoubleMinMaxState pnl_price;
-
-         // [ProtoMember(13)]
-         // ProtoMember 13 cannot be used further
-         [ProtoMember(14)]
-         public SecurityType[] security_types;
-         [ProtoMember(15)]
-         public bool[] has_day_trades;
-      }
-
-   }
-   
-
-}
+using bts.api;
+using bts.settings;
+using bts.spark;
+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.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using static mbts.spark.PAndLView;
+using static mbts.ui.controls.DIYGrid;
+
+namespace bts.shell {
+   internal class PAndLWindowFactory : ShellWindowFactory<PAndLWindowFactory.PAndLStartupData> {
+      readonly IBus _bus;
+      readonly OrdersModel _orders_model;
+      readonly UserSettingsHub _settings_hub;
+
+      public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, "SparkPAndL") {
+         _bus = bus;
+         _orders_model = orders_model;
+         _settings_hub = settings_hub;
+         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
+      }
+
+      public static string col_id(Columns col) => col.ToString();
+
+      public override Task<IShellWindow> load(PAndLStartupData state) {
+         return Task.FromResult(_create(state));
+      }
+
+      async void show(PAndLStartupData startup_data) {
+         var w = await load(startup_data);
+         _bus.post(SparkTags.ShowWindow, w);
+      }
+
+      IShellWindow _create(PAndLStartupData state) =>
+         new PAndLWindow(
+            _orders_model,
+            this,
+            _bus,
+            state,
+            SparkCommands.ShowPAndL.icon,
+            _settings_hub.create_pandl_settings_manager(state.grid));
+
+      [ProtoContract]
+      public class PAndLStartupData {
+
+         /// <summary>
+         /// Parameterless constructor for protobuf
+         /// </summary>
+         public PAndLStartupData() { }
+
+         public PAndLStartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, pnl_calc_type calc_type, GridSettings grid = default) {
+            _sort_criteria = sorting_criteria;
+            this.filters = filters;
+            this.calc_type = calc_type;
+            this.grid = grid;
+         }
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+         public IReadOnlyList<SortingCriteria> sorting_criterion => _sort_criteria ?? (_sort_criteria = DefaultColumns.default_sorting_criterion.ToList());
+         public static PAndLStartupData Default() =>
+            new PAndLStartupData(null, new FilterStates(), pnl_calc_type.midpoint);
+
+
+         [ProtoMember(5)]
+         List<SortingCriteria> _sort_criteria;
+         [ProtoMember(10)]
+         public FilterStates filters;
+         [ProtoMember(15)]
+         public pnl_calc_type calc_type;
+         //[ProtoMember(20)]
+         // ProtoMember 20 cannot be used further
+         [ProtoMember(25)]
+         public GridSettings grid;
+
+         static class DefaultColumns {
+
+            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
+            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: DefaultColumnWidths.Exchange);
+            public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
+            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings security_type => new GridColumnSettings(col_id(Columns.SecurityType), DefaultColumnHeaders.SecurityType, width: DefaultColumnWidths.SecurityType);
+            public static GridColumnSettings start_net_position => new GridColumnSettings(col_id(Columns.StartNetPos), DefaultColumnHeaders.StartNetPos, width: DefaultColumnWidths.Start_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings raw_day_net_position => new GridColumnSettings(col_id(Columns.RawDayPos), DefaultColumnHeaders.RawDayPos, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right, is_visible: false);
+            public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, false, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings has_day_trades => new GridColumnSettings(col_id(Columns.TradedToday), "Traded Today", width: 100, horizontal_alignment: System.Windows.HorizontalAlignment.Center);
+
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(account.id, true);
+                  yield return new SortingCriteria(exchange.id, true);
+                  yield return new SortingCriteria(symbol.id, true);
+                  yield return new SortingCriteria(security.id, true);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return account;
+                  yield return exchange;
+                  yield return symbol;
+                  yield return security;
+                  yield return security_type;
+                  yield return start_net_position;
+                  yield return start_pnl;
+                  yield return day_long_pnl;
+                  yield return day_short_pnl;
+                  yield return raw_day_net_position;
+                  yield return day_pnl;
+                  yield return total_net_pos;
+                  yield return total_pnl;
+                  yield return pnl_price;
+                  yield return has_day_trades;
+               }
+            }
+
+         }
+      }
+
+      [ProtoContract]
+      public class FilterStates {
+         [ProtoMember(1)]
+         public string account_regex;
+         [ProtoMember(2)]
+         public string exchange_regex;
+         [ProtoMember(3)]
+         public string symbol_regex;
+         [ProtoMember(4)]
+         public string security_regex;
+         [ProtoMember(5)]
+         public IntMinMaxState start_net_pos;
+         [ProtoMember(6)]
+         public DoubleMinMaxState start_pnl;
+         [ProtoMember(7)]
+         public UIntMinMaxState day_long_pos;
+         [ProtoMember(8)]
+         public UIntMinMaxState day_short_pos;
+         [ProtoMember(16)]
+         public DoubleMinMaxState raw_day_net_pos;
+         [ProtoMember(9)]
+         public DoubleMinMaxState day_pnl;
+         [ProtoMember(10)]
+         public IntMinMaxState total_net_pos;
+         [ProtoMember(11)]
+         public DoubleMinMaxState total_pnl;
+         [ProtoMember(12)]
+         public DoubleMinMaxState pnl_price;
+
+         // [ProtoMember(13)]
+         // ProtoMember 13 cannot be used further
+         [ProtoMember(14)]
+         public SecurityType[] security_types;
+         [ProtoMember(15)]
+         public bool[] has_day_trades;
+      }
+
+      // migration rules
+      [Export(typeof(IPAndLGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IPAndLGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(PAndLStartupData.DefaultGridSettings.columns, out new_settings);
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/Data/PNLData.cs

@@ -10,6 +10,7 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
+using System.ComponentModel;
 using System.Linq;
 
 namespace bts.shell.pnl {
@@ -19,6 +20,7 @@ namespace bts.shell.pnl {
       Ask,
       Opposite,
       Same,
+      [Description("Cascade")]
       Waterfall,
       Last,
       Mid,
@@ -142,7 +144,7 @@ namespace bts.shell.pnl {
          orders.Aggregate(Empty, (seed, order) => seed.Add(order));
 
       public WorkingOrderData Add(OrderRecordImmutable order) {
-         if (order.working_quantity() < 0)
+         if (order.working_quantity() <= 0)
             return new WorkingOrderData(long_data, short_data);
          switch (order.side()) {
             case Side.Buy: return new WorkingOrderData(long_data.Add(order), short_data);
@@ -152,7 +154,7 @@ namespace bts.shell.pnl {
       }
 
       public WorkingOrderData Remove(OrderRecordImmutable order) {
-         if (order.working_quantity() < 0)
+         if (order.working_quantity() <= 0)
             return new WorkingOrderData(long_data, short_data);
          switch (order.side()) {
             case Side.Buy: return new WorkingOrderData(long_data.Remove(order.Key, order.price()), short_data);
@@ -248,7 +250,7 @@ namespace bts.shell.pnl {
       public readonly SecurityImmutable? security;
       public readonly string account_name;
       public readonly PNLCalculationType calc_type;
-      public readonly PositionPriceSize day, sod;
+      public readonly PositionPriceSize day, raw_day, sod;
       public readonly WorkingOrderData working;
 
       public readonly double
@@ -267,6 +269,7 @@ namespace bts.shell.pnl {
          double settlement_price = 0,
          PositionPriceSize? sod = null,
          PositionPriceSize? day = null,
+         PositionPriceSize? raw_day = null,
          WorkingOrderData? working = null,
          SecurityImmutable? security = null,
          string account_name = null,
@@ -280,6 +283,7 @@ namespace bts.shell.pnl {
          this.settlement_price = settlement_price;
          this.sod = sod ?? PositionPriceSize.empty;
          this.day = day ?? PositionPriceSize.empty;
+         this.raw_day = raw_day ?? PositionPriceSize.empty;
          this.working = working ?? WorkingOrderData.Empty;
          this.security = security;
          this.account_name = account_name;
@@ -392,6 +396,11 @@ namespace bts.shell.pnl {
             day_long_avg_price_delta_raw, day.long_pos,
             day_short_avg_price_delta_raw, day.short_pos);
 
+      /// Raw Day
+      public double raw_day_long_pos => raw_day.long_pos;
+      public double raw_day_short_pos => raw_day.short_pos;
+      public double raw_day_net_pos => raw_day.net_pos;
+
       /// Total
       public double total_pnl => DoubleUtil.nan_to_zero_sum(sod_pnl, day_pnl);
       // long
@@ -492,6 +501,7 @@ namespace bts.shell.pnl {
          account_name == other.account_name &&
          sod == other.sod &&
          day == other.day &&
+         raw_day == other.raw_day &&
          working.summary == other.working.summary;
 
       public override bool Equals(object obj) =>
@@ -516,6 +526,7 @@ namespace bts.shell.pnl {
             t.value.SettlementPrice,
             new PositionPriceSize(t.value.Pos.SodLongPos, t.value.Pos.SodLongAvgPrice, t.value.Pos.SodShortPos, t.value.Pos.SodShortAvgPrice),
             new PositionPriceSize(t.value.Pos.DayLongPos, t.value.Pos.DayLongAvgPrice, t.value.Pos.DayShortPos, t.value.Pos.DayShortAvgPrice),
+            t.value.Pos.raw_day_pps(),
             WorkingOrderData.Empty,
             t.sec,
             t.value.Pos.Account);
@@ -533,6 +544,7 @@ namespace bts.shell.pnl {
             pnl_data.settlement_price,
             pnl_data.sod,
             pnl_data.day,
+            pnl_data.raw_day,
             working ?? pnl_data.working,
             security ?? pnl_data.security,
             account_name ?? pnl_data.account_name,

src/client/spark/Modules/Trading/PNL/Data/PNLNormalizedData.cs

@@ -4,31 +4,14 @@ using System;
 namespace bts.shell.pnl {
    readonly struct PNLNormalizedData : IEquatable<PNLNormalizedData> {
       public static readonly PNLNormalizedData zero =
-         new PNLNormalizedData(0, 0, 0, 0, 0, 0);
-
-      public static PNLNormalizedData create_nanless(
-         decimal day_pnl,
-         decimal day_long_pos,
-         decimal day_short_pos,
-         decimal sod_pnl,
-         decimal sod_long_pos,
-         decimal sod_short_pos,
-         decimal working_long_pos,
-         decimal working_short_pos) =>
-         new PNLNormalizedData(
-            day_pnl,
-            day_long_pos,
-            day_short_pos,
-            sod_pnl,
-            sod_long_pos,
-            sod_short_pos,
-            working_long_pos,
-            working_short_pos);
+         new PNLNormalizedData(0, 0, 0, 0, 0, 0, 0, 0);
 
       public PNLNormalizedData(
          decimal day_pnl,
          decimal day_long_pos,
          decimal day_short_pos,
+         decimal raw_day_long_pos,
+         decimal raw_day_short_pos,
          decimal sod_pnl,
          decimal sod_long_pos,
          decimal sod_short_pos,
@@ -38,6 +21,8 @@ namespace bts.shell.pnl {
          this.day_pnl = day_pnl;
          this.day_long_pos = day_long_pos;
          this.day_short_pos = day_short_pos;
+         this.raw_day_long_pos = raw_day_long_pos;
+         this.raw_day_short_pos = raw_day_short_pos;
          this.sod_pnl = sod_pnl;
          this.sod_long_pos = sod_long_pos;
          this.sod_short_pos = sod_short_pos;
@@ -55,6 +40,10 @@ namespace bts.shell.pnl {
       public decimal day_long_pos { get; }
       public decimal day_short_pos { get; }
       public decimal day_net_pos => day_long_pos - day_short_pos;
+      // raw day
+      public decimal raw_day_long_pos { get; }
+      public decimal raw_day_short_pos { get; }
+      public decimal raw_day_net_pos => raw_day_long_pos - raw_day_short_pos;
       // total
       public decimal total_pnl => sod_pnl + day_pnl;
       public decimal total_net_pos => total_long_pos - total_short_pos;
@@ -69,6 +58,8 @@ namespace bts.shell.pnl {
          day_pnl == other.day_pnl &&
          day_long_pos == other.day_long_pos &&
          day_short_pos == other.day_short_pos &&
+         raw_day_long_pos == other.raw_day_long_pos &&
+         raw_day_short_pos == other.raw_day_short_pos &&
          sod_pnl == other.sod_pnl &&
          sod_long_pos == other.sod_long_pos &&
          sod_short_pos == other.sod_short_pos &&
@@ -86,11 +77,13 @@ namespace bts.shell.pnl {
       public override string ToString() =>
          string.Join(",", new[] {
             $"SOD PNL  : {sod_pnl}",
-            $"SOD Long : {sod_pnl}",
-            $"SOD Short: {sod_pnl}",
+            $"SOD Long : {sod_long_pos}",
+            $"SOD Short: {sod_short_pos}",
             $"Day PNL  : {day_pnl}",
-            $"Day Long : {day_pnl}",
-            $"Day Short: {day_pnl}",
+            $"Day Long : {day_long_pos}",
+            $"Day Short: {day_short_pos}",
+            $"Raw Day Long : {raw_day_long_pos}",
+            $"Raw Day Short: {raw_day_short_pos}",
             $"Work Long : {working_long_pos}",
             $"Work Short: {working_short_pos}",
          });
@@ -103,6 +96,8 @@ namespace bts.shell.pnl {
             a.day_pnl + b.day_pnl,
             a.day_long_pos + b.day_long_pos,
             a.day_short_pos + b.day_short_pos,
+            a.raw_day_long_pos + b.raw_day_long_pos,
+            a.raw_day_short_pos + b.raw_day_short_pos,
             a.sod_pnl + b.sod_pnl,
             a.sod_long_pos + b.sod_long_pos,
             a.sod_short_pos + b.sod_short_pos,
@@ -114,6 +109,8 @@ namespace bts.shell.pnl {
             a.day_pnl - b.day_pnl,
             a.day_long_pos - b.day_long_pos,
             a.day_short_pos - b.day_short_pos,
+            a.raw_day_long_pos - b.raw_day_long_pos,
+            a.raw_day_short_pos - b.raw_day_short_pos,
             a.sod_pnl - b.sod_pnl,
             a.sod_long_pos - b.sod_long_pos,
             a.sod_short_pos - b.sod_short_pos,

src/client/spark/Modules/Trading/PNL/PNLWindowFactory.cs

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.collections;
+using bts.settings;
 using bts.shell.pnl;
 using bts.spark;
 using bts.utils;
@@ -16,6 +17,8 @@ using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.Collections.Specialized;
+using System.ComponentModel;
+using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
@@ -47,47 +50,38 @@ namespace bts.shell {
          _bus.post(SparkTags.ShowWindow, _create(settings));
 
       IShellWindow _create(PNLSettings settings) {
-         if (settings != null) {
-            var def_grid = PNLSettings.DefaultGridSettings;
-            // add missing columns (i.e., if new cols were added after this workspace was saved)
-            if (settings.grid.columns.Count != def_grid.columns.Count) {
-               settings.grid.columns.difference_hard(def_grid.columns, out var added, out var removed, EqualityComparer.Create<GridColumnSettings, string>(c => c.id));
-               var new_cols = settings.grid.columns.ToList();
-               for (int i = 0; i < added.Count; i++) {
-                  var col = added[i];
-                  new_cols.Add(col);
-               }
-               settings.grid = settings.grid.with(columns: new_cols);
-            }
-         }
-         var settings_manager = new WindowSettingsManager<PNLSettings>(_settings_hub,
-            settings,
-            get: us => us.pnl,
-            set: (us, pnl) => us.with(pnl: pnl));
+         var settings_manager = _settings_hub.create_pnl_settings_manager(settings);
          // Need to keep a local copy of the columns, since they are defined in xaml (not the viewmodel), and get_save_state may be called on a non-dispatcher thread.
          // If that happens, we would be unable to access _grid.Columns, and thus unable to get the current column settings.
          // Use an ImmutableList to avoid any threading issues when responding to CollectionChanged events on the dispatcher thread.
          ImmutableList<DIYGrid.ColumnBase> cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty;
          return SparkWindow<PNLSaveState>.create(_window_type, _window_title, _bus, this, Icons.Accounting, _thread_id_provider.next_id(), () => {
-            IEnumerable<SortingCriteria> last_sorting_criterion = null;
             var vm = new PNLVM(_bus, _orders_model, settings ?? PNLSettings.Default);
             var content = new PNLView {
                DataContext = vm
             };
+            vm.sorting_changed += sh => {
+               try {
+                  DIYGridSortHelper.set_sort_directions(sh, content._grid.Columns);
+               } catch { }
+            };
+            vm.SubscribeDisposed(
+               DIYGridSortHelper.observe_active_comparers<PNLView.Columns, PNLRowVM>(content._grid, PNLVM.get_column_comparer)
+               .OnDispatcher()
+               .Subscribe(sh => vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
             cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
 
             Func<PNLSaveState> get_save_state = () => {
-               if (last_sorting_criterion == null)
-                  last_sorting_criterion = PNLSettings.Default.sorting_criterion;
                var cols = cached_columns.ToArray(c => c.create());
                var filters = vm.get_filters_states();
+               var sorting_criterion = vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == ListSortDirection.Ascending)).ToArray();
                var calc_type = vm.calculation_type;
                var state = settings_manager.instance_settings;
                if (state == null) {
                   // don't use defaults if the user manipulated the window state outside of the settings dialog (e.g., resized column(s) via drag, or changed sort/filter)
                   var defaults = settings_manager.default_settings;
                   if (calc_type == defaults.calculation_type &&
-                     defaults.sorting_criterion.SequenceEqual(last_sorting_criterion) &&
+                     defaults.sorting_criterion.SequenceEqual(sorting_criterion) &&
                      defaults.grid.columns.SequenceEqual(cols) && defaults.filters.safe_equals(filters)) {
                      // the user's current state still matches the defaults (i.e., no outside manipulation was performed); return null so this window will use the latest default settings when restored
                      return new PNLSaveState { use_defaults = true, settings = null };
@@ -96,10 +90,10 @@ namespace bts.shell {
                }
                // assign latest values, as they may have be modified outside of the settings dialog (in which case the settings manager would be out of date)
                state = state.with(
-                  last_sorting_criterion,
+                  sorting_criterion,
                   vm.anchors,
                   filters,
-                  state.grid.with(columns: cols),
+                  state.grid.with(columns: cols, background: vm.grid_background_color.rgb_color()),
                   calc_type,
                   vm.header_row_display);
                return new PNLSaveState { use_defaults = false, settings = state };
@@ -160,14 +154,10 @@ namespace bts.shell {
                            header_appearance.font_family);
                      }
                   }
-                  vm.rows_view.set_sort_descriptions(s.sorting_criterion, content._grid.Columns);
                   CollectionHelper.sync_with_never_duplicate(content._grid.Columns, s.grid.columns, cs => {
                      throw new InvalidOperationException();
                   }, c => c.id.ToLower(), cs => cs.id.ToLower());
                }),
-               vm.rows_view
-               .subscribe_sorting_criterion(sm => content._grid.Columns.TryGetFirst(dc => dc.sort_member_path == sm, out var match) ? match.id : null)
-               .Subscribe(sc => last_sorting_criterion = sc),
                content._grid.Columns.Subscribe((s, e) => {
                   switch (e.Action) {
                      case NotifyCollectionChangedAction.Add: add_new(); break;
@@ -209,5 +199,177 @@ namespace bts.shell {
             show_pause_resume = options.show_pause_resume;
          }
       }
+      
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class AddMissingAnimationsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && (
+               _apply(ref settings, settings.animations, PNLSettings.default_animations, (s, anims) => s.with(animations: anims)) |
+               _apply(ref settings, settings.group_header_animations, PNLSettings.default_group_header_animations, (s, anims) => s.with(group_header_animations: anims)) |
+               _apply(ref settings, settings.header_row_animations, PNLSettings.default_header_row_animations, (s, anims) => s.with(header_row_animations: anims)))) {
+               //
+               new_settings = settings;
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+
+         static bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, Func<PNLSettings, PNLAnimationTriggerData[], PNLSettings> set_triggers) {
+            if (_apply(actual_triggers, default_triggers, out var result)) {
+               settings = set_triggers(settings, actual_triggers.Concat(result).ToArray());
+               return true;
+            }
+            return false;
+         }
+
+         static bool _apply(IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, out IEnumerable<PNLAnimationTriggerData> result) {
+            var default_trigger_map = default_triggers.ToDictionary(t => t.expression);
+            var actual_trigger_map = actual_triggers.ToImmutableDictionary(t => t.expression);
+            var snapshot = actual_trigger_map;
+            foreach (var kv in snapshot) {
+               if (default_trigger_map.TryGetValue(kv.Key, out var default_anims)) {
+                  // assume 1 animation per column
+                  var actual_col_anims = kv.Value.animations.ToDictionaryCrushed(a => a.column);
+                  var default_col_anims = default_anims.animations.ToDictionaryCrushed(a => a.column);
+                  actual_col_anims.Difference(default_col_anims,
+                     out var exclusive_actual,
+                     out var exclusive_defaults,
+                     out var diff);
+                  var new_col_anims = exclusive_defaults.ToList();
+                  if (new_col_anims.Count > 0) {
+                     // add the original col animations to the new ones (combine them)
+                     new_col_anims.AddRange(actual_col_anims);
+                     actual_trigger_map = actual_trigger_map.SetItem(kv.Key, kv.Value.with(animations: new_col_anims.Select(col_anim => col_anim.Value).ToArray()));
+                  }
+               }
+            }
+            foreach (var kv in default_trigger_map) {
+               if (!actual_trigger_map.ContainsKey(kv.Key))
+                  actual_trigger_map = actual_trigger_map.Add(kv.Key, kv.Value);
+            }
+            if (actual_trigger_map != snapshot) {
+               result = actual_trigger_map.Values;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+      
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               var defaults = PNLSettings.Default;
+               if (_apply(ref settings, settings.grid.columns, defaults.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
+                  _apply(ref settings, settings.group_columns, defaults.group_columns, (s, cols) => s.with(group_columns: cols)) |
+                  _apply(ref settings, settings.header_columns, defaults.header_columns, (s, cols) => s.with(header_columns: cols))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         static bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> actual_columns, IEnumerable<GridColumnSettings> default_columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
+            if (GridSettingsHelper.add_missing_columns(actual_columns, default_columns, out var new_cols)) {
+               settings = set_columns(settings, new_cols);
+               return true;
+            }
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class RemoveColumnsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               if (_apply(ref settings, settings.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
+                  _apply(ref settings, settings.group_columns, (s, cols) => s.with(group_columns: cols)) |
+                  _apply(ref settings, settings.header_columns, (s, cols) => s.with(header_columns: cols))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
+            if (_apply(columns, out var new_cols)) {
+               settings = set_columns(settings, new_cols);
+               return true;
+            }
+            return false;
+         }
+
+         bool _apply(IEnumerable<GridColumnSettings> columns, out IEnumerable<GridColumnSettings> result) {
+            var col_list = columns.ToList();
+            int orig_count = col_list.Count;
+            col_list.RemoveWhere(c => !Enum.TryParse<PNLView.Columns>(c.id, true, out var _));
+            if (col_list.Count < orig_count) {
+               result = col_list;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class RemoveColumnAnimationsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               if (_apply(ref settings, settings.animations, (s, t) => s.with(animations: t)) |
+                  _apply(ref settings, settings.group_header_animations, (s, t) => s.with(group_header_animations: t)) |
+                  _apply(ref settings, settings.header_row_animations, (s, t) => s.with(header_row_animations: t))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> triggers, Func<PNLSettings, IEnumerable<PNLAnimationTriggerData>, PNLSettings> set_triggers) {
+            if (_apply(triggers, out var new_triggers)) {
+               settings = set_triggers(settings, new_triggers);
+               return true;
+            }
+            return false;
+         }
+
+         bool _apply(IEnumerable<PNLAnimationTriggerData> triggers, out IEnumerable<PNLAnimationTriggerData> result) {
+            var trigger_map = triggers.ToImmutableDictionary(t => t.expression);
+            var snapshot = trigger_map;
+            foreach (var t in trigger_map.Values) {
+               var anims = t.animations.ToList();
+               int orig_count = anims.Count;
+               anims.RemoveWhere(a => !Enum.IsDefined(typeof(PNLView.Columns), a.column));
+               if (anims.Count < orig_count)
+                  trigger_map = trigger_map.SetItem(t.expression, t.with(animations: anims.ToArray()));
+            }
+            if (trigger_map != snapshot) {
+               result = trigger_map.Values;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class EnableGridBackgroundColorMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && !settings.grid.enable_background_color) {
+               new_settings = settings.with(grid: settings.grid.with(enable_background_color: true));
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+      }
    }
-}
+}

src/client/spark/Modules/Trading/PNL/Settings/PNLAnimationTrigger.cs

@@ -41,6 +41,12 @@ namespace bts.shell.pnl {
             eval.apply : new Func<T, bool>(_ => true),
             animations.ToDictionary(a => a.column, a => a.to_appearance()));
 
+      public PNLAnimationTriggerData with(string expression = null, PNLAnimation[] animations = null) =>
+         new PNLAnimationTriggerData {
+            expression = expression ?? this.expression,
+            animations = animations ?? this.animations
+         };
+
       public bool Equals(PNLAnimationTriggerData other) =>
          other != null &&
          expression == other.expression &&

src/client/spark/Modules/Trading/PNL/Settings/PNLCellAppearance.cs

@@ -61,17 +61,16 @@ namespace bts.shell.pnl {
       [ProtoMember(1)]
       public FontParamsProto font_params { get; set; }
       [ProtoMember(2)]
-      public uint? foreground { get; set; }
-      [ProtoMember(3)]
       public uint? background { get; set; }
 
       public static PNLCellAppearanceProto from_appearance(PNLCellAppearance cell_appearance) =>
          new PNLCellAppearanceProto {
             font_params = new FontParamsProto {
-               font_family = cell_appearance.font_family?.name(),
+               typeface = new TypefaceProto(
+                  cell_appearance.font_family?.name(),
+                  (cell_appearance.font_weight ?? FontWeights.Normal).ToOpenTypeWeight()),
                font_color = cell_appearance.foreground?.rgb_color() ?? 0,
                font_size = cell_appearance.font_size,
-               font_weight = (cell_appearance.font_weight ?? FontWeights.Normal).ToOpenTypeWeight()
             },
             background = cell_appearance.background?.rgb_color()
          };
@@ -79,7 +78,7 @@ namespace bts.shell.pnl {
       public PNLCellAppearance to_appearance() {
          var font = font_params?.to_wpf_params();
          return new PNLCellAppearance(
-            foreground?.rgb_color(),
+            font?.color,
             background?.argb_color(),
             font?.weight,
             font?.family,
@@ -88,7 +87,6 @@ namespace bts.shell.pnl {
 
       public bool Equals(PNLCellAppearanceProto other) =>
          other != null &&
-         foreground == other.foreground &&
          background == other.background &&
          font_params.safe_equals(other.font_params);
 

src/client/spark/Modules/Trading/PNL/Settings/PNLColumnVM.cs

@@ -1,275 +0,0 @@
-using bts.collections;
-using bts.proto;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.settings;
-using mbts.ui.shell;
-using mbts.ui.utility.text;
-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;
-using System.Windows.Media;
-using FontFamily = System.Windows.Media.FontFamily;
-
-namespace bts.shell.pnl {
-   class PNLCellAppearanceParamsVM : ViewModelBase {
-      FontWeight _font_weight;
-      FontFamily _font_family;
-      double _font_size = double.NaN;
-
-      public ColorPickerPopupVM background { get; } = new ColorPickerPopupVM { bind_opacity_to_alpha = true, opacity = 1 };
-      public ColorPickerPopupVM font_color { get; } = new ColorPickerPopupVM();
-      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
-      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
-      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
-
-      public PNLCellAppearance to_appearance() =>
-         new PNLCellAppearance(font_color.color, background.color, font_weight, font_family, font_size);
-
-      public void load(PNLCellAppearance appearance) {
-         if (appearance.background.HasValue)
-            background.color = appearance.background.Value;
-         if (appearance.font_family != null)
-            font_family = appearance.font_family;
-         if (appearance.font_weight.HasValue)
-            font_weight = appearance.font_weight.Value;
-         if (appearance.font_size > 0)
-            font_size = appearance.font_size;
-      }
-   }
-
-   class PNLColumnParamsVM : ViewModelBase {
-      bool
-         _is_background_overridden,
-         _is_font_color_overridden,
-         _is_font_weight_overridden,
-         _is_font_family_overridden,
-         _is_font_size_overridden;
-
-      FontWeight _font_weight_override;
-      FontFamily _font_family_override;
-      double _font_size_override = double.NaN;
-
-      // background
-      public bool is_background_overridden { get => _is_background_overridden; set => Set(ref _is_background_overridden, value); }
-      public ColorPickerPopupVM background_override { get; } = new ColorPickerPopupVM {
-         bind_opacity_to_alpha = true,
-         opacity = 1
-      };
-      // font color
-      public bool is_font_color_overridden { get => _is_font_color_overridden; set => Set(ref _is_font_color_overridden, value); }
-      public ColorPickerPopupVM font_color_override { get; } = new ColorPickerPopupVM();
-      // font weight
-      public bool is_font_weight_overridden { get => _is_font_weight_overridden; set => Set(ref _is_font_weight_overridden, value); }
-      public FontWeight font_weight_override { get => _font_weight_override; set => Set(ref _font_weight_override, value); }
-      // font family
-      public bool is_font_family_overriden { get => _is_font_family_overridden; set => Set(ref _is_font_family_overridden, value); }
-      public FontFamily font_family_override { get => _font_family_override; set => Set(ref _font_family_override, value); }
-      // font size
-      public bool is_font_size_overriden { get => _is_font_size_overridden; set => Set(ref _is_font_size_overridden, value); }
-      public double font_size_override { get => _font_size_override; set => Set(ref _font_size_override, value); }
-
-      public GridColumnSettings apply_to(GridColumnSettings target) =>
-         target.with(
-            font_weight_override: new NullableFontWeightProto(is_font_weight_overridden ? font_weight_override : (FontWeight?)null),
-            font_color_override: new NullableColorProto(is_font_color_overridden ? font_color_override.color : (Color?)null),
-            background_override: new NullableColorProto(is_background_overridden ? background_override.color : (Color?)null));
-
-      public void load(GridColumnSettings settings) {
-         if (settings != null)
-            load(settings.font_weight_override, settings.font_color_override, settings.background_override);
-      }
-
-      public void load(FontParamsProto font_params) {
-         if (font_params == null)
-            return;
-         // font weight
-         is_font_weight_overridden = font_params.font_weight > 0;
-         if (is_font_weight_overridden)
-            font_weight_override = FontWeight.FromOpenTypeWeight(font_params.font_weight);
-         // font color
-         is_font_color_overridden = font_params.font_color > 0;
-         if (is_font_color_overridden)
-            font_color_override.color = font_params.font_color.rgb_color();
-         // font family
-         if (!string.IsNullOrEmpty(font_params.font_family)) {
-            font_family_override = new FontFamily(font_params.font_family);
-         }
-         if (!double.IsNaN(font_params.font_size) && font_params.font_size > 0) {
-            font_size_override = font_params.font_size;
-         } else {
-            font_size_override = double.NaN;
-         }
-      }
-
-      public void load(PNLAnimation animation) {
-         if (animation != null)
-            load(
-               animation.font_weight.HasValue ? FontWeight.FromOpenTypeWeight(animation.font_weight.Value) : (FontWeight?)null,
-               animation.foreground?.argb_color(),
-               animation.background?.argb_color());
-      }
-
-      public void load(FontWeight? font_weight, Color? font_color, Color? background) {
-         // font weight
-         is_font_weight_overridden = font_weight.HasValue;
-         if (is_font_weight_overridden)
-            font_weight_override = font_weight.Value;
-         // font color
-         is_font_color_overridden = font_color.HasValue;
-         if (is_font_color_overridden)
-            font_color_override.color = font_color.Value;
-         // background
-         is_background_overridden = background.HasValue;
-         if (background.HasValue)
-            background_override.color = background.Value;
-      }
-
-      public PNLAnimation to_animation(PNLView.Columns key) =>
-         new PNLAnimation {
-            column = key,
-            foreground = is_font_color_overridden ? font_color_override.color.rgb_color() : (uint?)null,
-            background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
-            font_weight = is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : (int?)null
-         };
-
-      public PNLCellAppearanceProto to_appearance_proto() =>
-         new PNLCellAppearanceProto {
-           background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
-           foreground = is_font_color_overridden ? font_color_override.color.rgb_color() : (uint?)null,
-           font_params = to_font_params()
-         };
-
-      public FontParamsProto to_font_params() =>
-         new FontParamsProto {
-            font_color = is_font_color_overridden ? font_color_override.color.rgb_color() : 0,
-            font_weight = is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : 0,
-            font_family = font_family_override?.name(),
-            font_size = font_size_override
-         };
-   }
-
-   class PNLColumnVM : ViewModelBase, ISimpleColumnVM {
-      readonly SimpleGridSettingsVM _owner;
-      readonly PNLView.Columns _pnl_id;
-      object _selected_item;
-      string _display_name;
-      bool _is_visible;
-      double _width;
-      HorizontalAlignment _horizontal_alignment;
-
-      public PNLColumnVM(SimpleGridSettingsVM owner, PNLView.Columns id) {
-         _owner = owner;
-         _pnl_id = id;
-         default_column_vm.PropertyChanged += echo;
-         void echo(object sender, PropertyChangedEventArgs e) {
-            switch (e.PropertyName) {
-               case nameof(is_font_weight_overridden):
-               case nameof(is_font_color_overridden):
-                  RaisePropertyChanged(e.PropertyName);
-                  break;
-            }
-         }
-      }
-
-      public PNLColumnParamsVM default_column_vm { get; } = new PNLColumnParamsVM();
-      public PNLColumnParamsVM group_column_vm { get; } = new PNLColumnParamsVM();
-      public PNLColumnParamsVM header_column_vm { get; } = new PNLColumnParamsVM();
-      //
-      public ObservableCollection<PNLRuleColumnVM> rule_columns { get; } = new ObservableCollection<PNLRuleColumnVM>();
-
-      public object selected_item {
-         get => _selected_item;
-         set {
-            if (value != null)
-               Set(ref _selected_item, value);
-         }
-      }
-
-      public string id { get => _pnl_id.ToString(); set => Log.assert(value == _pnl_id.ToString()); }
-      public string display_name { get => _display_name; set => Set(ref _display_name, value); }
-      public double width { get => _width; set => Set(ref _width, value); }
-      public bool is_visible { get => _is_visible; set => Set(ref _is_visible, value); }
-      public bool is_font_color_overridden {
-         get => default_column_vm.is_font_color_overridden;
-         set => default_column_vm.is_font_color_overridden = value;
-      }
-      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => Set(ref _horizontal_alignment, value); }
-
-      public ColorPickerPopupVM font_color_override => default_column_vm.font_color_override;
-
-      public bool is_font_weight_overridden { get => default_column_vm.is_font_weight_overridden; set => default_column_vm.is_font_weight_overridden = value; }
-      public FontWeight font_weight_override { get => default_column_vm.font_weight_override; set => default_column_vm.font_weight_override = value; }
-
-      public void apply_flags(GridColumnSettingsFeatureFlags flags) { }
-
-      public GridColumnSettings create() {
-         var result = new GridColumnSettings(id: id, display_name: display_name, is_visible: is_visible, horizontal_alignment: horizontal_alignment, width: width);
-         result = default_column_vm.apply_to(result);
-         return result;
-      }
-
-      public void load_from(GridColumnSettings value) {
-         _assert_id(value.id);
-         default_column_vm.load(value);
-         display_name = value.display_name;
-         width = value.width;
-         is_visible = value.is_visible;
-         horizontal_alignment = value.horizontal_alignment;
-      }
-
-      public void load_from(GridColumnSettings value, IReadOnlyDictionary<string, PNLAnimation> triggers, GridColumnSettings group, IReadOnlyDictionary<string, PNLAnimation> group_triggers, IReadOnlyDictionary<string, PNLAnimation> header_triggers, GridColumnSettings header) {
-         _assert_id(value.id);
-         load_from(value);
-         if (group != null)
-            group_column_vm.load(group);
-         if (header != null)
-            header_column_vm.load(header);
-         rule_columns.SetItems(triggers.Select(kv => {
-            var rule_col = new PNLRuleColumnVM(kv.Key);
-            rule_col.load_from(kv.Value, group_triggers.GetValueOrDefault(kv.Key), header_triggers.GetValueOrDefault(kv.Key));
-            return rule_col;
-         }));
-      }
-
-      public IEnumerable<(string expression, PNLAnimation row, PNLAnimation group, PNLAnimation header)> get_triggers() {
-         foreach (var col in rule_columns)
-            yield return (col.rule_text, col.row_params.to_animation(_pnl_id), col.group_params.to_animation(_pnl_id), col.header_params.to_animation(_pnl_id));
-      }
-
-      void _assert_id(string id) =>
-         Log.assert(id == _pnl_id.ToString(), $"PNLColumn id string '{id}' does not match the expected {typeof(PNLView.Columns)} key '{_pnl_id}.'");
-
-      public override string ToString() => "Default";
-   }
-
-   class PNLRuleColumnVM : ViewModelBaseWithValidation, IEquatable<PNLRuleColumnVM> {
-      public PNLRuleColumnVM(string rule_text) =>
-         this.rule_text = rule_text;
-
-      public string rule_text { get; }
-
-      public PNLColumnParamsVM row_params { get; } = new PNLColumnParamsVM();
-      public PNLColumnParamsVM group_params { get; } = new PNLColumnParamsVM();
-      public PNLColumnParamsVM header_params { get; } = new PNLColumnParamsVM();
-
-      public void load_from(PNLAnimation row, PNLAnimation group, PNLAnimation header) {
-         row_params.load(row);
-         group_params.load(group);
-         header_params.load(header);
-      }
-
-      public bool Equals(PNLRuleColumnVM other) =>
-         other != null && rule_text == other.rule_text;
-
-      public override bool Equals(object obj) => Equals(obj as PNLRuleColumnVM);
-      public override int GetHashCode() => rule_text.GetHashCode();
-      public override string ToString() => rule_text;
-   }
-}

src/client/spark/Modules/Trading/PNL/Settings/PNLFilterStates.cs

@@ -32,177 +32,164 @@ namespace bts.shell.pnl {
          get => _symbol ?? Array.Empty<string>();
          set => _symbol = value;
       }
-      // security
-      [ProtoMember(4)]
-      public string security { get; set; }
       // security type
-      [ProtoMember(5)]
+      [ProtoMember(4)]
       Security.ContractOneofCase[] _security_type;
       public Security.ContractOneofCase[] security_type {
          get => _security_type ?? Array.Empty<Security.ContractOneofCase>();
          set => _security_type = value;
       }
+      // security
+      [ProtoMember(5)]
+      public string security { get; set; }
+      [ProtoMember(6)]
+      public string security_key { get; set; }
+      // cpp
+      [ProtoMember(7)]
+      public DoubleMinMaxState cpp { get; set; }
 
       /// sod
-      [ProtoMember(6)]
+      [ProtoMember(8)]
       public DoubleMinMaxState sod_pnl { get; set; }
       // sod long
-      [ProtoMember(7)]
-      public DoubleMinMaxState sod_long_pos { get; set; }
-      [ProtoMember(8)]
-      public DoubleMinMaxState sod_long_avg_price { get; set; }
       [ProtoMember(9)]
-      public DoubleMinMaxState sod_long_avg_price_delta { get; set; }
-      // sod short
+      public DoubleMinMaxState sod_long_pos { get; set; }
       [ProtoMember(10)]
-      public DoubleMinMaxState sod_short_pos { get; set; }
+      public DoubleMinMaxState sod_long_avg_price { get; set; }
+      // sod short
       [ProtoMember(11)]
-      public DoubleMinMaxState sod_short_avg_price { get; set; }
+      public DoubleMinMaxState sod_short_pos { get; set; }
       [ProtoMember(12)]
-      public DoubleMinMaxState sod_short_avg_price_delta { get; set; }
+      public DoubleMinMaxState sod_short_avg_price { get; set; }
       // sod net
       [ProtoMember(13)]
       public DoubleMinMaxState sod_net_pos { get; set; }
-      [ProtoMember(14)]
-      public DoubleMinMaxState sod_net_avg_price_delta { get; set; }
 
       /// day
-      [ProtoMember(15)]
+      [ProtoMember(14)]
       public DoubleMinMaxState day_pnl { get; set; }
       // day long
-      [ProtoMember(16)]
+      [ProtoMember(15)]
       public DoubleMinMaxState day_long_pos { get; set; }
-      [ProtoMember(17)]
+      [ProtoMember(16)]
       public DoubleMinMaxState day_long_avg_price { get; set; }
-      [ProtoMember(18)]
-      public DoubleMinMaxState day_long_avg_price_delta { get; set; }
       // day short
-      [ProtoMember(19)]
+      [ProtoMember(17)]
       public DoubleMinMaxState day_short_pos { get; set; }
-      [ProtoMember(20)]
+      [ProtoMember(18)]
       public DoubleMinMaxState day_short_avg_price { get; set; }
-      [ProtoMember(21)]
-      public DoubleMinMaxState day_short_avg_price_delta { get; set; }
       // day net
-      [ProtoMember(22)]
+      [ProtoMember(19)]
       public DoubleMinMaxState day_net_pos { get; set; }
-      [ProtoMember(23)]
-      public DoubleMinMaxState day_net_avg_price_delta { get; set; }
-
-      /// total
-      [ProtoMember(24)]
-      public DoubleMinMaxState total_pnl { get; set; }
-      // total long
-      [ProtoMember(25)]
-      public DoubleMinMaxState total_long_pos { get; set; }
-      [ProtoMember(26)]
-      public DoubleMinMaxState total_long_avg_price { get; set; }
-      [ProtoMember(27)]
-      public DoubleMinMaxState total_long_avg_price_delta { get; set; }
-      // total short
-      [ProtoMember(28)]
-      public DoubleMinMaxState total_short_pos { get; set; }
-      [ProtoMember(29)]
-      public DoubleMinMaxState total_short_avg_price { get; set; }
-      [ProtoMember(30)]
-      public DoubleMinMaxState total_short_avg_price_delta { get; set; }
-      // total net
-      [ProtoMember(31)]
-      public DoubleMinMaxState total_net_pos { get; set; }
-      [ProtoMember(32)]
-      public DoubleMinMaxState total_net_avg_price_delta { get; set; }
-
-      /// market
-      [ProtoMember(33)]
-      public DoubleMinMaxState bid_price { get; set; }
-      [ProtoMember(34)]
-      public DoubleMinMaxState mid_price { get; set; }
-      [ProtoMember(35)]
-      public DoubleMinMaxState ask_price { get; set; }
-      [ProtoMember(36)]
-      public DoubleMinMaxState last_price { get; set; }
-      [ProtoMember(37)]
-      public DoubleMinMaxState settlement_price { get; set; }
-      [ProtoMember(38)]
-      public DoubleMinMaxState pnl_price { get; set; }
-
-      /// working (long)
-      [ProtoMember(39)]
-      public DoubleMinMaxState working_long_pos { get; set; }
-      [ProtoMember(40)]
-      public DoubleMinMaxState working_long_avg_price { get; set; }
-      [ProtoMember(41)]
-      public DoubleMinMaxState working_long_avg_price_delta { get; set; }
-      [ProtoMember(42)]
-      // working short
-      public DoubleMinMaxState working_short_pos { get; set; }
-      [ProtoMember(43)]
-      public DoubleMinMaxState working_short_avg_price { get; set; }
-      [ProtoMember(44)]
-      public DoubleMinMaxState working_short_avg_price_delta { get; set; }
-      // working net
-      [ProtoMember(45)]
-      public DoubleMinMaxState working_net_pos { get; set; }
-      [ProtoMember(46)]
-      public DoubleMinMaxState working_net_avg_price_delta { get; set; }
-
       // has day trades
-      [ProtoMember(47)]
-      bool[] _has_day_trades { get; set; }
+      [ProtoMember(20)]
+      bool[] _has_day_trades;
       public bool[] has_day_trades {
          get => _has_day_trades ?? Array.Empty<bool>();
          set => _has_day_trades = value;
       }
-      // cpp
-      [ProtoMember(48)]
-      public DoubleMinMaxState cpp { get; set; }
+
+      /// raw day
+      [ProtoMember(21)]
+      public DoubleMinMaxState raw_day_long_pos { get; set; }
+      [ProtoMember(22)]
+      public DoubleMinMaxState raw_day_short_pos { get; set; }
+      [ProtoMember(23)]
+      public DoubleMinMaxState raw_day_net_pos { get; set; }
+
+      /// working (long)
+      [ProtoMember(24)]
+      public DoubleMinMaxState working_long_pos { get; set; }
+      [ProtoMember(25)]
+      public DoubleMinMaxState working_long_avg_price { get; set; }
+      [ProtoMember(26)]
+      // working short
+      public DoubleMinMaxState working_short_pos { get; set; }
+      [ProtoMember(27)]
+      public DoubleMinMaxState working_short_avg_price { get; set; }
+      // working net
+      [ProtoMember(28)]
+      public DoubleMinMaxState working_net_pos { get; set; }
+
+      /// total
+      [ProtoMember(29)]
+      public DoubleMinMaxState total_pnl { get; set; }
+      // total long
+      [ProtoMember(30)]
+      public DoubleMinMaxState total_long_pos { get; set; }
+      [ProtoMember(31)]
+      public DoubleMinMaxState total_long_avg_price { get; set; }
+      // total short
+      [ProtoMember(32)]
+      public DoubleMinMaxState total_short_pos { get; set; }
+      [ProtoMember(33)]
+      public DoubleMinMaxState total_short_avg_price { get; set; }
+      // total net
+      [ProtoMember(34)]
+      public DoubleMinMaxState total_net_pos { get; set; }
+
+      /// market
+      [ProtoMember(35)]
+      public DoubleMinMaxState bid_price { get; set; }
+      [ProtoMember(36)]
+      public DoubleMinMaxState mid_price { get; set; }
+      [ProtoMember(37)]
+      public DoubleMinMaxState ask_price { get; set; }
+      [ProtoMember(38)]
+      public DoubleMinMaxState last_price { get; set; }
+      [ProtoMember(39)]
+      public DoubleMinMaxState settlement_price { get; set; }
+      [ProtoMember(40)]
+      public DoubleMinMaxState pnl_price { get; set; }
 
       public bool Equals(FilterStates other) =>
          other != null &&
          account.SequenceEqual(other.account) &&
-         symbol.SequenceEqual(other.symbol) &&
          exchange.SequenceEqual(other.exchange) &&
-         security == other.security &&
+         symbol.SequenceEqual(other.symbol) &&
          security_type.SequenceEqual(other.security_type) &&
+         security == other.security &&
+         security_key == other.security_key &&
+         cpp.safe_equals(other.cpp) &&
          /// sod
          sod_pnl.safe_equals(other.sod_pnl) &&
          sod_long_pos.safe_equals(other.sod_long_pos) &&
          sod_long_avg_price.safe_equals(other.sod_long_avg_price) &&
-         sod_long_avg_price_delta.safe_equals(other.sod_long_avg_price_delta) &&
          sod_short_pos.safe_equals(other.sod_short_pos) &&
          sod_short_avg_price.safe_equals(other.sod_short_avg_price) &&
-         sod_short_avg_price_delta.safe_equals(other.sod_short_avg_price_delta) &&
          sod_net_pos.safe_equals(other.sod_net_pos) &&
-         sod_net_avg_price_delta.safe_equals(other.sod_net_avg_price_delta) &&
          /// day
          day_pnl.safe_equals(other.day_pnl) &&
          day_long_pos.safe_equals(other.day_long_pos) &&
          day_long_avg_price.safe_equals(other.day_long_avg_price) &&
-         day_long_avg_price_delta.safe_equals(other.day_long_avg_price_delta) &&
          day_short_pos.safe_equals(other.day_short_pos) &&
          day_short_avg_price.safe_equals(other.day_short_avg_price) &&
-         day_short_avg_price_delta.safe_equals(other.day_short_avg_price_delta) &&
          day_net_pos.safe_equals(other.day_net_pos) &&
-         day_net_avg_price_delta.safe_equals(other.day_net_avg_price_delta) &&
+         has_day_trades.SequenceEqual(other.has_day_trades) &&
+         /// raw day
+         raw_day_long_pos.safe_equals(other.raw_day_long_pos) &&
+         raw_day_short_pos.safe_equals(other.raw_day_short_pos) &&
+         raw_day_net_pos.safe_equals(other.raw_day_net_pos) &&
+         /// working
+         working_long_pos.safe_equals(other.working_long_pos) &&
+         working_long_avg_price.safe_equals(other.working_long_avg_price) &&
+         working_short_pos.safe_equals(other.working_short_pos) &&
+         working_short_avg_price.safe_equals(other.working_short_avg_price) &&
+         working_net_pos.safe_equals(other.working_net_pos) &&
+         /// total
+         total_pnl.safe_equals(other.total_pnl) &&
+         total_long_pos.safe_equals(other.total_long_pos) &&
+         total_long_avg_price.safe_equals(other.total_long_avg_price) &&
+         total_short_pos.safe_equals(other.total_short_pos) &&
+         total_short_avg_price.safe_equals(other.total_short_avg_price) &&
+         total_net_pos.safe_equals(other.total_net_pos) &&
          /// market
          bid_price.safe_equals(other.bid_price) &&
          ask_price.safe_equals(other.ask_price) &&
          mid_price.safe_equals(other.mid_price) &&
          last_price.safe_equals(other.last_price) &&
          settlement_price.safe_equals(other.settlement_price) &&
-         pnl_price.safe_equals(other.pnl_price) &&
-         /// total
-         total_pnl.safe_equals(other.total_pnl) &&
-         total_long_pos.safe_equals(other.total_long_pos) &&
-         total_long_avg_price.safe_equals(other.total_long_avg_price) &&
-         total_long_avg_price_delta.safe_equals(other.total_long_avg_price_delta) &&
-         total_short_pos.safe_equals(other.total_short_pos) &&
-         total_short_avg_price.safe_equals(other.total_short_avg_price) &&
-         total_short_avg_price_delta.safe_equals(other.total_short_avg_price_delta) &&
-         total_net_pos.safe_equals(other.total_net_pos) &&
-         total_net_avg_price_delta.safe_equals(other.total_net_avg_price_delta) &&
-         has_day_trades.SequenceEqual(other.has_day_trades) &&
-         cpp.safe_equals(other.cpp);
+         pnl_price.safe_equals(other.pnl_price);
 
       public override bool Equals(object obj) =>
          Equals(obj as FilterStates);
@@ -214,50 +201,46 @@ namespace bts.shell.pnl {
    static class PNLFilterStatesExtensions {
       public static Func<PNLRowData, bool> build_predicate(this FilterStates fs) {
          var bd = new ColumnPredicateBuilder<PNLRowData>();
+         // impl (add all)
          bd.add_discrete_values(fs.account, d => d.key.account_id);
          bd.add_discrete_values(fs.exchange, d => d.security.exchange_or_default());
          bd.add_discrete_values(fs.symbol, d => d.security.symbol_or_default());
-         bd.add_regex(fs.security, d => d.security.ToString());
          bd.add_discrete_values(fs.security_type, d => d.security.HasValue ? d.security.Value.ContractCase : Security.ContractOneofCase.None);
+         bd.add_regex(fs.security, d => d.security.ToString());
+         bd.add_regex(fs.security_key, d => d.key.security_id.ToString());
+         bd.add_numeric(fs.cpp, d => d.cpp);
          /// sod
          bd.add_numeric(fs.sod_pnl, d => d.sod_pnl);
-         // sod long
          bd.add_numeric(fs.sod_long_pos, d => d.sod_long_pos);
          bd.add_numeric(fs.sod_long_avg_price, d => d.sod_long_avg_price_raw);
-         bd.add_numeric(fs.sod_long_avg_price_delta, d => d.sod_long_avg_price_delta_raw);
-         // sod short
          bd.add_numeric(fs.sod_short_pos, d => d.sod_short_pos);
          bd.add_numeric(fs.sod_short_avg_price, d => d.sod_short_avg_price_raw);
-         bd.add_numeric(fs.sod_short_avg_price_delta, d => d.sod_short_avg_price_delta_raw);
-         // sod net
          bd.add_numeric(fs.sod_net_pos, d => d.sod_net_pos);
-         bd.add_numeric(fs.sod_net_avg_price_delta, d => d.sod_net_avg_price_delta_raw);
          /// day
          bd.add_numeric(fs.day_pnl, d => d.day_pnl);
-         // day long
          bd.add_numeric(fs.day_long_pos, d => d.day_long_pos);
          bd.add_numeric(fs.day_long_avg_price, d => d.day_long_avg_price_raw);
-         bd.add_numeric(fs.day_long_avg_price_delta, d => d.day_long_avg_price_delta_raw);
-         // day short
          bd.add_numeric(fs.day_short_pos, d => d.day_short_pos);
          bd.add_numeric(fs.day_short_avg_price, d => d.day_short_avg_price_raw);
-         bd.add_numeric(fs.day_short_avg_price_delta, d => d.day_short_avg_price_delta_raw);
-         // day net
          bd.add_numeric(fs.day_net_pos, d => d.day_net_pos);
-         bd.add_numeric(fs.day_net_avg_price_delta, d => d.day_net_avg_price_delta_raw);
+         bd.add_discrete_values(fs.has_day_trades, d => d.has_day_trades);
+         /// raw day
+         bd.add_numeric(fs.raw_day_long_pos, d => d.raw_day_long_pos);
+         bd.add_numeric(fs.raw_day_short_pos, d => d.raw_day_short_pos);
+         bd.add_numeric(fs.raw_day_net_pos, d => d.raw_day_net_pos);
+         /// working
+         bd.add_numeric(fs.working_long_pos, d => d.working_long_pos);
+         bd.add_numeric(fs.working_long_avg_price, d => d.working_long_avg_price_raw);
+         bd.add_numeric(fs.working_short_pos, d => d.working_short_pos);
+         bd.add_numeric(fs.working_short_avg_price, d => d.working_short_avg_price_raw);
+         bd.add_numeric(fs.working_net_pos, d => d.working_net_pos);
          /// total
          bd.add_numeric(fs.total_pnl, d => d.total_pnl);
-         // total long
          bd.add_numeric(fs.total_long_pos, d => d.total_long_pos);
          bd.add_numeric(fs.total_long_avg_price, d => d.total_long_avg_price_raw);
-         bd.add_numeric(fs.total_long_avg_price_delta, d => d.total_long_avg_price_delta_raw);
-         // total short
          bd.add_numeric(fs.total_short_pos, d => d.total_short_pos);
          bd.add_numeric(fs.total_short_avg_price, d => d.total_short_avg_price_raw);
-         bd.add_numeric(fs.total_short_avg_price_delta, d => d.total_short_avg_price_delta_raw);
-         // total net
          bd.add_numeric(fs.total_net_pos, d => d.total_net_pos);
-         bd.add_numeric(fs.total_net_avg_price_delta, d => d.total_net_avg_price_delta_raw);
          /// market
          bd.add_numeric(fs.bid_price, d => d.bid_price);
          bd.add_numeric(fs.ask_price, d => d.ask_price);
@@ -265,20 +248,7 @@ namespace bts.shell.pnl {
          bd.add_numeric(fs.last_price, d => d.last_price);
          bd.add_numeric(fs.settlement_price, d => d.settlement_price);
          bd.add_numeric(fs.pnl_price, d => d.pnl_price);
-         /// working (long)
-         bd.add_numeric(fs.working_long_pos, d => d.working_long_pos);
-         bd.add_numeric(fs.working_long_avg_price, d => d.working_long_avg_price_raw);
-         bd.add_numeric(fs.working_long_avg_price_delta, d => d.working_long_avg_price_delta_raw);
-         // working short
-         bd.add_numeric(fs.working_short_pos, d => d.working_short_pos);
-         bd.add_numeric(fs.working_short_avg_price, d => d.working_short_avg_price_raw);
-         bd.add_numeric(fs.working_short_avg_price_delta, d => d.working_short_avg_price_delta_raw);
-         // working net
-         bd.add_numeric(fs.working_net_pos, d => d.working_net_pos);
-         bd.add_numeric(fs.working_net_avg_price_delta, d => d.working_net_avg_price_delta_raw);
-         // misc
-         bd.add_discrete_values(fs.has_day_trades, d => d.has_day_trades);
-         bd.add_numeric(fs.cpp, d => d.cpp);
+         //
          return bd.to_predicate();
       }
    }

src/client/spark/Modules/Trading/PNL/Settings/PNLSettings.cs

@@ -1,4 +1,5 @@
-using bts.proto;
+using bts.api;
+using bts.proto;
 using mbts;
 using mbts.ui;
 using mbts.ui.settings;
@@ -35,6 +36,7 @@ namespace bts.shell.pnl {
 
       public static readonly IReadOnlyList<PNLHeaderRowDisplay> header_row_display_options =
          new[] {
+            PNLHeaderRowDisplay.None,
             PNLHeaderRowDisplay.Total,
             PNLHeaderRowDisplay.SelectedTotal,
             PNLHeaderRowDisplay.Total | PNLHeaderRowDisplay.SelectedTotal
@@ -45,6 +47,7 @@ namespace bts.shell.pnl {
             Columns.Account,
             Columns.Exchange,
             Columns.Symbol,
+            Columns.SecurityType,
             Columns.Security
          };
 
@@ -67,7 +70,10 @@ namespace bts.shell.pnl {
       GridColumnSettings[] _header_columns;
       [ProtoMember(13)]
       PNLAnimationTriggerData[] _header_row_animations;
+      [ProtoMember(14)]
+      List<uint> _group_background_colors;
 
+      GridSettings _grid_backing;
       PNLCellAppearanceProto _grid_cell_appearance_backing;
 
       public static PNLSettings Default =>
@@ -76,31 +82,44 @@ namespace bts.shell.pnl {
                new SortingCriteria(nameof(Columns.Account), true),
                new SortingCriteria(nameof(Columns.Security), true)
             },
+            filters = new FilterStates {
+               security_type = new Security.ContractOneofCase[] {
+                  Security.ContractOneofCase.Future
+               },
+               has_day_trades = new[] { true }
+            },
             grid = DefaultGridSettings,
-            calculation_type = PNLCalculationType.Waterfall,
-            header_row_display = PNLHeaderRowDisplay.Total | PNLHeaderRowDisplay.SelectedTotal,
+            calculation_type = PNLCalculationType.Mid,
+            header_row_display = PNLHeaderRowDisplay.None,
             _anchors = new[] { Columns.Account, Columns.Symbol },
+            _group_background_colors = BTSColors.PNL.group_alternating_background_colors.Select(c => c.rgb_color()).ToList(),
             _group_cell_appearance = new PNLCellAppearanceProto {
-               foreground = Colors.Black.rgb_color(),
                font_params = new FontParamsProto {
-                  font_family = GridSettings.Default.font_family,
-                  font_weight = FontWeights.Bold.ToOpenTypeWeight(),
+                  typeface = new TypefaceProto(
+                     GridSettings.Default.font_family,
+                     FontWeights.Bold.ToOpenTypeWeight()),
+                  font_color = Colors.Black.rgb_color(),
                   font_size = 11
                },
                background = Colors.Transparent.rgb_color()
             },
             _header_cell_appearance = new PNLCellAppearanceProto {
-               foreground = Colors.Black.rgb_color(),
                font_params = new FontParamsProto {
-                  font_family = GridSettings.Default.font_family,
-                  font_weight = FontWeights.Bold.ToOpenTypeWeight(),
+                  typeface = new TypefaceProto(
+                     GridSettings.Default.font_family,
+                     FontWeights.Bold.ToOpenTypeWeight()),
+                  font_color = Colors.Black.rgb_color(),
                   font_size = 12
                },
-               background = Colors.Transparent.rgb_color()
+               background = BTSColors.PNL.header_row_background_color.rgb_color()
             }
          };
 
-      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+      public static GridSettings DefaultGridSettings =>
+         GridSettings.Default.with(
+            DefaultColumns.all,
+            DefaultColumns.default_sorting_criterion,
+            enable_background_color: true);
 
       public static fills.FillsSettings DefaultAuxiliaryFills {
          get {
@@ -127,6 +146,9 @@ namespace bts.shell.pnl {
             yield return _trigger($"{nameof(PNLRowData.day_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, font_weight: FontWeights.Bold, column: Columns.DayPNL));
             yield return _trigger($"{nameof(PNLRowData.day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.DayNetPos));
             yield return _trigger($"{nameof(PNLRowData.day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.DayNetPos));
+            // raw day
+            yield return _trigger($"{nameof(PNLRowData.raw_day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.RawDayNetPos));
+            yield return _trigger($"{nameof(PNLRowData.raw_day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.RawDayNetPos));
             // total
             yield return _trigger($"{nameof(PNLRowData.total_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, font_weight: FontWeights.Bold, column: Columns.TotalPNL));
             yield return _trigger($"{nameof(PNLRowData.total_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, font_weight: FontWeights.Bold, column: Columns.TotalPNL));
@@ -140,45 +162,51 @@ namespace bts.shell.pnl {
 
       public static IEnumerable<PNLAnimationTriggerData> default_group_header_animations {
          get {
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} > 0", _animation(background: BTSColors.PNL.profit_color.with(OpacityLevels.Light), column: Columns.SODPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} < 0", _animation(background: BTSColors.PNL.loss_color.with(OpacityLevels.Light), column: Columns.SODPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.SODNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.SODNetPos));
             // day
-            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} > 0", _animation(background: BTSColors.PNL.profit_color.with(OpacityLevels.Light), column: Columns.DayPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} < 0", _animation(background: BTSColors.PNL.loss_color.with(OpacityLevels.Light), column: Columns.DayPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.DayNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.DayNetPos));
+            // raw day
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.RawDayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.RawDayNetPos));
             // total
-            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} > 0", _animation(background: BTSColors.PNL.profit_color.with(OpacityLevels.Light), column: Columns.TotalPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} < 0", _animation(background: BTSColors.PNL.loss_color.with(OpacityLevels.Light), column: Columns.TotalPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.TotalNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.TotalNetPos));
             // working
-            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.WorkingNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.WorkingNetPos));
          }
       }
 
       public static IEnumerable<PNLAnimationTriggerData> default_header_row_animations {
          get {
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} > 0", _animation(background: BTSColors.PNL.profit_color.with(OpacityLevels.Light), column: Columns.SODPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} < 0", _animation(background: BTSColors.PNL.loss_color.with(OpacityLevels.Light), column: Columns.SODPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.SODNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.SODNetPos));
             // day
-            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} > 0", _animation(background: BTSColors.PNL.profit_color.with(OpacityLevels.Light), column: Columns.DayPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} < 0", _animation(background: BTSColors.PNL.loss_color.with(OpacityLevels.Light), column: Columns.DayPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.DayNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.DayNetPos));
+            // raw day
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.RawDayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.RawDayNetPos));
             // total
-            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} > 0", _animation(background: BTSColors.PNL.profit_color.with(OpacityLevels.Light), column: Columns.TotalPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} < 0", _animation(background: BTSColors.PNL.loss_color.with(OpacityLevels.Light), column: Columns.TotalPNL));
-            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.TotalNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.TotalNetPos));
             // working
-            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} > 0", _animation(background: BTSColors.MarketData.bid_color.with(OpacityLevels.Medium), column: Columns.WorkingNetPos));
-            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} < 0", _animation(background: BTSColors.MarketData.ask_color.with(OpacityLevels.Medium), column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.WorkingNetPos));
          }
       }
 
@@ -187,10 +215,19 @@ namespace bts.shell.pnl {
       [ProtoMember(3)]
       public PNLCalculationType calculation_type { get; set; }
       [ProtoMember(4)]
-      public GridSettings grid { get; set; }
+      public GridSettings grid {
+         get => _grid_backing;
+         set {
+            _grid_backing = value;
+            _grid_cell_appearance_backing = null;
+         }
+      }
       [ProtoMember(6)]
       public PNLHeaderRowDisplay header_row_display { get; set; }
 
+      public IReadOnlyList<Columns> anchors => _anchors ?? (_anchors = Array.Empty<Columns>());
+      public IReadOnlyList<PNLAnimationTriggerData> animations => _animations ?? (_animations = default_animations.ToArray());
+
       public PNLCellAppearance grid_defaults =>
          new PNLCellAppearance(
             font_family: new FontFamily(grid.font_family),
@@ -199,31 +236,30 @@ namespace bts.shell.pnl {
             background: grid.background,
             foreground: grid.font_color.rgb_color());
 
-      public PNLCellAppearanceProto group_cell_appearance {
-         get => _group_cell_appearance ?? _grid_cell_appearance;
-         set => _group_cell_appearance = value;
-      }
-      public PNLCellAppearanceProto header_cell_appearance {
-         get => _header_cell_appearance ?? _grid_cell_appearance;
-         set => _header_cell_appearance = value;
-      }
-
-      public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToArray());
-      public IReadOnlyList<Columns> anchors => _anchors ?? (_anchors = Array.Empty<Columns>());
-      public IReadOnlyList<PNLAnimationTriggerData> animations => _animations ?? (_animations = default_animations.ToArray());
-      public IReadOnlyList<PNLAnimationTriggerData> group_header_animations => _group_header_animations ?? (_group_header_animations = default_group_header_animations.ToArray());
-      public IReadOnlyList<PNLAnimationTriggerData> header_row_animations => _header_row_animations ?? (_header_row_animations = default_header_row_animations.ToArray());
+      // Group
+      public List<uint> group_background_colors => _group_background_colors ?? (_group_background_colors = new List<uint>(0));
+      public PNLCellAppearanceProto group_cell_appearance { get => _group_cell_appearance ?? _grid_cell_appearance; set => _group_cell_appearance = value; }
       public IReadOnlyList<GridColumnSettings> group_columns => _group_columns ?? (_group_columns = DefaultColumns.group_columns.ToArray());
+      public PNLCellAppearance group_defaults => group_cell_appearance.to_appearance().merge(grid_defaults);
+      public IReadOnlyList<PNLAnimationTriggerData> group_header_animations => _group_header_animations ?? (_group_header_animations = default_group_header_animations.ToArray());
+      // Header
+      public Color header_background_color => header_cell_appearance.background?.argb_color() ?? Colors.Transparent;
+      public PNLCellAppearanceProto header_cell_appearance { get => _header_cell_appearance ?? _grid_cell_appearance; set => _header_cell_appearance = value; }
       public IReadOnlyList<GridColumnSettings> header_columns => _header_columns ?? (_header_columns = DefaultColumns.header_columns.ToArray());
+      public PNLCellAppearance header_defaults => header_cell_appearance.to_appearance().merge(grid_defaults);
+      public IReadOnlyList<PNLAnimationTriggerData> header_row_animations => _header_row_animations ?? (_header_row_animations = default_header_row_animations.ToArray());
+      //
+      public IReadOnlyList<SortingCriteria> sorting_criterion =>
+         _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToArray());
 
       PNLCellAppearanceProto _grid_cell_appearance => _grid_cell_appearance_backing ?? (
          _grid_cell_appearance_backing = new PNLCellAppearanceProto {
             background = grid.background.rgb_color(),
-            foreground = grid.font_color,
             font_params = new FontParamsProto {
-               //font_color = grid.font_color,
-               font_family = grid.font_family,
-               font_weight = grid.font_weight.ToOpenTypeWeight(),
+               font_color = grid.font_color,
+               typeface = new TypefaceProto(
+                  grid.font_family,
+                  grid.font_weight.ToOpenTypeWeight()),
                font_size = grid.font_size
             }
          });
@@ -241,32 +277,47 @@ namespace bts.shell.pnl {
          IEnumerable<PNLAnimationTriggerData> header_row_animations = null,
          IEnumerable<GridColumnSettings> header_columns = null) =>
          new PNLSettings {
-            _sorting_criterion = (sorting_criterion ?? _sorting_criterion.empty_if_null()).ToArray(),
-            _anchors = (anchors ?? _anchors.empty_if_null()).ToArray(),
-            filters = filters ?? this.filters,
-            grid = grid ?? this.grid,
             calculation_type = calculation_type ?? this.calculation_type,
             header_row_display = header_row_display ?? this.header_row_display,
+            // row operators (anchors, sorting, filters)
+            _anchors = (anchors ?? _anchors.empty_if_null()).ToArray(),
+            _sorting_criterion = (sorting_criterion ?? _sorting_criterion.empty_if_null()).ToArray(),
+            filters = filters ?? this.filters,
+            // cell appearance (group/header)
+            _group_background_colors = _group_background_colors?.ToList(),
+            _group_cell_appearance = _group_cell_appearance,
+            _header_cell_appearance = _header_cell_appearance,
+            // columns (group/header)
             _group_columns = group_columns?.ToArray() ?? _group_columns,
             _header_columns = header_columns?.ToArray() ?? _header_columns,
+            // animations
             _animations = animations?.ToArray() ?? _animations,
             _group_header_animations = group_header_animations?.ToArray() ?? _group_header_animations,
             _header_row_animations = header_row_animations?.ToArray() ?? _header_row_animations,
-            _group_cell_appearance = _group_cell_appearance,
-            _header_cell_appearance = _header_cell_appearance
+            // grid
+            grid = grid ?? this.grid
          };
 
       public bool Equals(PNLSettings other) =>
          other != null &&
          calculation_type == other.calculation_type &&
-         filters.safe_equals(other.filters) &&
          header_row_display == other.header_row_display &&
-         header_cell_appearance.safe_equals(other.header_cell_appearance) &&
-         group_cell_appearance.safe_equals(other.group_cell_appearance) &&
+         // row operators (anchors, sorting, filters)
          anchors.SequenceEqual(other.anchors) &&
+         sorting_criterion.SequenceEqual(other.sorting_criterion) &&
+         filters.safe_equals(other.filters) &&
+         // cell appearance (group/header)
+         group_background_colors.SequenceEqual(other.group_background_colors) &&
+         group_cell_appearance.safe_equals(other.group_cell_appearance) &&
+         header_cell_appearance.safe_equals(other.header_cell_appearance) &&
+         // columns (group/header)
          group_columns.SequenceEqual(other.group_columns) &&
+         header_columns.SequenceEqual(other.header_columns) &&
+         // animations
          animations.SequenceEqual(other.animations) &&
          group_header_animations.SequenceEqual(other.group_header_animations) &&
+         header_row_animations.SequenceEqual(other.header_row_animations) &&
+         // grid
          grid.safe_equals(other.grid);
 
       static PNLAnimationTriggerData _trigger(string expression, params PNLAnimation[] animations) =>
@@ -291,47 +342,42 @@ namespace bts.shell.pnl {
          public static GridColumnSettings account => new GridColumnSettings(nameof(Columns.Account), DefaultColumnHeaders.Account, width: Widths.Account);
          public static GridColumnSettings exchange => new GridColumnSettings(nameof(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: Widths.Exchange);
          public static GridColumnSettings symbol => new GridColumnSettings(nameof(Columns.Symbol), DefaultColumnHeaders.Symbol, width: Widths.Symbol);
-         public static GridColumnSettings security => new GridColumnSettings(nameof(Columns.Security), DefaultColumnHeaders.Security, width: Widths.Security);
          public static GridColumnSettings security_type => new GridColumnSettings(nameof(Columns.SecurityType), Headers.SecurityType, width: Widths.SecurityType);
+         public static GridColumnSettings security => new GridColumnSettings(nameof(Columns.Security), DefaultColumnHeaders.Security, width: Widths.Security);
+         public static GridColumnSettings security_key => new GridColumnSettings(nameof(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, false, width: DefaultColumnWidths.SecurityKey);
+         public static GridColumnSettings cpp => new GridColumnSettings(nameof(Columns.CPP), "CPP", false, width: 50, horizontal_alignment: HorizontalAlignment.Right);
          // sod
          public static GridColumnSettings sod_pnl => new GridColumnSettings(nameof(Columns.SODPNL), Headers.SOD.PNL, false, width: Widths.PriceBig, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings sod_long_pos => new GridColumnSettings(nameof(Columns.SODLongPos), Headers.SOD.Long, false, width: Widths.Qty);
+         public static GridColumnSettings sod_long_pos => new GridColumnSettings(nameof(Columns.SODLongPos), Headers.SOD.Long, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings sod_long_avg_price => new GridColumnSettings(nameof(Columns.SODLongAvgPrice), Headers.SOD.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings sod_long_avg_price_delta => new GridColumnSettings(nameof(Columns.SODLongAvgPriceDelta), Headers.SOD.LongAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings sod_short_pos => new GridColumnSettings(nameof(Columns.SODShortPos), Headers.SOD.Short, false, width: Widths.Qty);
+         public static GridColumnSettings sod_short_pos => new GridColumnSettings(nameof(Columns.SODShortPos), Headers.SOD.Short, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings sod_short_avg_price => new GridColumnSettings(nameof(Columns.SODShortAvgPrice), Headers.SOD.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings sod_short_avg_price_delta => new GridColumnSettings(nameof(Columns.SODShortAvgPriceDelta), Headers.SOD.ShortAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings sod_net_pos => new GridColumnSettings(nameof(Columns.SODNetPos), Headers.SOD.Net, false, width: Widths.Qty);
-         public static GridColumnSettings sod_net_avg_price_delta => new GridColumnSettings(nameof(Columns.SODNetAvgPriceDelta), Headers.SOD.NetAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings sod_net_pos => new GridColumnSettings(nameof(Columns.SODNetPos), Headers.SOD.Net, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          // day
          public static GridColumnSettings day_pnl => new GridColumnSettings(nameof(Columns.DayPNL), Headers.Day.PNL, width: Widths.PriceBig, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings day_long_pos => new GridColumnSettings(nameof(Columns.DayLongPos), Headers.Day.Long, false, width: Widths.Qty);
+         public static GridColumnSettings day_long_pos => new GridColumnSettings(nameof(Columns.DayLongPos), Headers.Day.Long, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings day_long_avg_price => new GridColumnSettings(nameof(Columns.DayLongAvgPrice), Headers.Day.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings day_long_avg_price_delta => new GridColumnSettings(nameof(Columns.DayLongAvgPriceDelta), Headers.Day.LongAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings day_short_pos => new GridColumnSettings(nameof(Columns.DayShortPos), Headers.Day.Short, false, width: Widths.Qty);
+         public static GridColumnSettings day_short_pos => new GridColumnSettings(nameof(Columns.DayShortPos), Headers.Day.Short, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings day_short_avg_price => new GridColumnSettings(nameof(Columns.DayShortAvgPrice), Headers.Day.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings day_short_avg_price_delta => new GridColumnSettings(nameof(Columns.DayShortAvgPriceDelta), Headers.Day.ShortAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings day_net_pos => new GridColumnSettings(nameof(Columns.DayNetPos), Headers.Day.Net, width: Widths.Qty);
-         public static GridColumnSettings day_net_avg_price_delta => new GridColumnSettings(nameof(Columns.DayNetAvgPriceDelta), Headers.Day.NetAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings day_net_pos => new GridColumnSettings(nameof(Columns.DayNetPos), Headers.Day.Net, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings has_day_trades => new GridColumnSettings(nameof(Columns.HasDayTrades), Headers.HasDayTrades, width: Widths.HasDayTrades, horizontal_alignment: HorizontalAlignment.Right);
+         // raw day
+         public static GridColumnSettings raw_day_long_pos => new GridColumnSettings(nameof(Columns.RawDayLongPos), Headers.RawDay.Long, false, width: Widths.RawDayQty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings raw_day_short_pos => new GridColumnSettings(nameof(Columns.RawDayShortPos), Headers.RawDay.Short, false, width: Widths.RawDayQty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings raw_day_net_pos => new GridColumnSettings(nameof(Columns.RawDayNetPos), Headers.RawDay.Net, false, width: Widths.RawDayQty, horizontal_alignment: HorizontalAlignment.Right);
          // working
-         public static GridColumnSettings working_long_pos => new GridColumnSettings(nameof(Columns.WorkingLongPos), Headers.Working.Long, false, width: Widths.WorkingQty, font_color_override: BTSColors.MarketData.bid);
-         public static GridColumnSettings working_long_avg_price => new GridColumnSettings(nameof(Columns.WorkingLongAvgPrice), Headers.Working.LongAvg, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings working_long_avg_price_delta => new GridColumnSettings(nameof(Columns.WorkingLongAvgPriceDelta), Headers.Working.LongAvgDelta, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings working_short_pos => new GridColumnSettings(nameof(Columns.WorkingShortPos), Headers.Working.Short, false, width: Widths.WorkingQty, font_color_override: BTSColors.MarketData.ask);
-         public static GridColumnSettings working_short_avg_price => new GridColumnSettings(nameof(Columns.WorkingShortAvgPrice), Headers.Working.ShortAvg, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings working_short_avg_price_delta => new GridColumnSettings(nameof(Columns.WorkingShortAvgPriceDelta), Headers.Working.ShortAvgDelta, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings working_net_pos => new GridColumnSettings(nameof(Columns.WorkingNetPos), Headers.Working.Net, width: Widths.WorkingQty);
-         public static GridColumnSettings working_net_avg_price_delta => new GridColumnSettings(nameof(Columns.WorkingNetAvgPriceDelta), Headers.Working.NetAvgDelta, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_long_pos => new GridColumnSettings(nameof(Columns.WorkingLongPos), Headers.Working.Long, false, width: Widths.WorkingQty, font_color_override: BTSColors.MarketData.bid, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_long_avg_price => new GridColumnSettings(nameof(Columns.WorkingLongAvgPrice), Headers.Working.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_short_pos => new GridColumnSettings(nameof(Columns.WorkingShortPos), Headers.Working.Short, false, width: Widths.WorkingQty, font_color_override: BTSColors.MarketData.ask, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_short_avg_price => new GridColumnSettings(nameof(Columns.WorkingShortAvgPrice), Headers.Working.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_net_pos => new GridColumnSettings(nameof(Columns.WorkingNetPos), Headers.Working.Net, width: Widths.WorkingQty, horizontal_alignment: HorizontalAlignment.Right);
          // total
          public static GridColumnSettings total_pnl => new GridColumnSettings(nameof(Columns.TotalPNL), Headers.Total.PNL, false, width: Widths.PriceBig, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings total_long_pos => new GridColumnSettings(nameof(Columns.TotalLongPos), Headers.Total.Long, false, width: Widths.Qty);
+         public static GridColumnSettings total_long_pos => new GridColumnSettings(nameof(Columns.TotalLongPos), Headers.Total.Long, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings total_long_avg_price => new GridColumnSettings(nameof(Columns.TotalLongAvgPrice), Headers.Total.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings total_long_avg_price_delta => new GridColumnSettings(nameof(Columns.TotalLongAvgPriceDelta), Headers.Total.LongAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings total_short_pos => new GridColumnSettings(nameof(Columns.TotalShortPos), Headers.Total.Short, false, width: Widths.Qty);
+         public static GridColumnSettings total_short_pos => new GridColumnSettings(nameof(Columns.TotalShortPos), Headers.Total.Short, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings total_short_avg_price => new GridColumnSettings(nameof(Columns.TotalShortAvgPrice), Headers.Total.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings total_short_avg_price_delta => new GridColumnSettings(nameof(Columns.TotalShortAvgPriceDelta), Headers.Total.ShortAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings total_net_pos => new GridColumnSettings(nameof(Columns.TotalNetPos), Headers.Total.Net, false, width: Widths.Qty);
-         public static GridColumnSettings total_net_avg_price_delta => new GridColumnSettings(nameof(Columns.TotalNetAvgPriceDelta), Headers.Total.NetAvgDelta, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings total_net_pos => new GridColumnSettings(nameof(Columns.TotalNetPos), Headers.Total.Net, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
          // market
          public static GridColumnSettings bid_price => new GridColumnSettings(nameof(Columns.BidPrice), DefaultColumnHeaders.Bid, false, width: DefaultColumnWidths.Price, font_color_override: BTSColors.MarketData.bid, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings ask_price => new GridColumnSettings(nameof(Columns.AskPrice), DefaultColumnHeaders.Ask, false, width: DefaultColumnWidths.Price, font_color_override: BTSColors.MarketData.ask, horizontal_alignment: HorizontalAlignment.Right);
@@ -339,9 +385,6 @@ namespace bts.shell.pnl {
          public static GridColumnSettings last_price => new GridColumnSettings(nameof(Columns.LastPrice), DefaultColumnHeaders.Last, false, width: DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings settlement_price => new GridColumnSettings(nameof(Columns.SettlementPrice), DefaultColumnHeaders.Settlement, false, width: DefaultColumnWidths.Settlement, horizontal_alignment: HorizontalAlignment.Right);
          public static GridColumnSettings pnl_price => new GridColumnSettings(nameof(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings cpp => new GridColumnSettings(nameof(Columns.CPP), "CPP", false, width: 50, horizontal_alignment: HorizontalAlignment.Right);
-         // misc
-         public static GridColumnSettings has_day_trades => new GridColumnSettings(nameof(Columns.HasDayTrades), Headers.HasDayTrades, false, width: Widths.HasDayTrades);
 
          public static IEnumerable<SortingCriteria> default_sorting_criterion {
             get {
@@ -355,59 +398,52 @@ namespace bts.shell.pnl {
                yield return account;
                yield return exchange;
                yield return symbol;
-               yield return security;
                yield return security_type;
+               yield return security;
+               yield return security_key; // hidden
 
                yield return total_pnl; // hidden
                yield return sod_pnl;
                yield return day_pnl;
                /// total
                yield return total_net_pos;
-               yield return total_net_avg_price_delta;  // hidden
                // total long
                yield return total_long_pos;             // hidden
                yield return total_long_avg_price;       // hidden
-               yield return total_long_avg_price_delta; // hidden
                // total short
                yield return total_short_pos;             // hidden
                yield return total_short_avg_price;       // hidden
-               yield return total_short_avg_price_delta; // hidden
                /// sod
                yield return sod_net_pos;
-               yield return sod_net_avg_price_delta;  // hidden
                // sod long
                yield return sod_long_pos;             // hidden
                yield return sod_long_avg_price;       // hidden
-               yield return sod_long_avg_price_delta; // hidden
                // sod short
                yield return sod_short_pos;             // hidden
                yield return sod_short_avg_price;       // hidden
-               yield return sod_short_avg_price_delta; // hidden
                /// day
                yield return day_net_pos;
-               yield return day_net_avg_price_delta;  // hidden
                // day long
                yield return day_long_pos;             // hidden
                yield return day_long_avg_price;       // hidden
-               yield return day_long_avg_price_delta; // hidden
                // day short
                yield return day_short_pos;             // hidden
                yield return day_short_avg_price;       // hidden
-               yield return day_short_avg_price_delta; // hidden
+               /// raw day
+               yield return raw_day_long_pos;          // hidden
+               yield return raw_day_short_pos;         // hidden
+               yield return raw_day_net_pos;           // hidden
 
                yield return has_day_trades;
                /// working
                // working net
                yield return working_net_pos;
-               yield return working_net_avg_price_delta;
                // working long
                yield return working_long_pos;
                yield return working_long_avg_price;
-               yield return working_long_avg_price_delta;
                // working short
                yield return working_short_pos;
                yield return working_short_avg_price;
-               yield return working_short_avg_price_delta;
                /// market
                yield return bid_price;
                yield return ask_price;
@@ -443,10 +479,6 @@ namespace bts.shell.pnl {
          static GridColumnSettings _override_color(GridColumnSettings col_settings, uint color) =>
             col_settings.with(font_color_override: new NullableColorProto(color));
       }
-
-      static class OpacityLevels {
-         public const byte Light = 0x55, Medium = 0x6A;
-      }
    }
 
    static class PNLSettingsExtensions {
@@ -454,4 +486,4 @@ namespace bts.shell.pnl {
       public static IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> group_triggers(this PNLSettings settings) => settings.group_header_animations.Select(a => a.to_trigger<PNLNormalizedData>()).ToList();
       public static IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> header_triggers(this PNLSettings settings) => settings.header_row_animations.Select(a => a.to_trigger<PNLNormalizedData>()).ToList();
    }
-}
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLCellAppearanceOverrideVM.cs

@@ -0,0 +1,122 @@
+using bts.proto;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.ui.utility.text;
+using System.Windows;
+using System.Windows.Media;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLCellAppearanceOverrideVM : ViewModelBase {
+      bool
+         _is_background_overridden,
+         _is_font_color_overridden,
+         _is_font_weight_overridden,
+         _is_font_family_overridden,
+         _is_font_size_overridden;
+
+      FontWeight _font_weight_override;
+      FontFamily _font_family_override;
+      double _font_size_override = double.NaN;
+
+      // background
+      public bool is_background_overridden { get => _is_background_overridden; set => Set(ref _is_background_overridden, value); }
+      public ColorPickerPopupVM background_override { get; } = new ColorPickerPopupVM {
+         bind_opacity_to_alpha = true,
+         opacity = 1
+      };
+      // font color
+      public bool is_font_color_overridden { get => _is_font_color_overridden; set => Set(ref _is_font_color_overridden, value); }
+      public ColorPickerPopupVM font_color_override { get; } = new ColorPickerPopupVM();
+      // font weight
+      public bool is_font_weight_overridden { get => _is_font_weight_overridden; set => Set(ref _is_font_weight_overridden, value); }
+      public FontWeight font_weight_override { get => _font_weight_override; set => Set(ref _font_weight_override, value); }
+      // font family
+      public bool is_font_family_overriden { get => _is_font_family_overridden; set => Set(ref _is_font_family_overridden, value); }
+      public FontFamily font_family_override { get => _font_family_override; set => Set(ref _font_family_override, value); }
+      // font size
+      public bool is_font_size_overriden { get => _is_font_size_overridden; set => Set(ref _is_font_size_overridden, value); }
+      public double font_size_override { get => _font_size_override; set => Set(ref _font_size_override, value); }
+
+      public GridColumnSettings apply_to(GridColumnSettings target) =>
+         target.with(
+            font_weight_override: new NullableFontWeightProto(is_font_weight_overridden ? font_weight_override : (FontWeight?)null),
+            font_color_override: new NullableColorProto(is_font_color_overridden ? font_color_override.color : (Color?)null),
+            background_color_override: new NullableColorProto(is_background_overridden ? background_override.color : (Color?)null));
+
+      public void load(GridColumnSettings settings) {
+         if (settings != null)
+            load(settings.font_weight_override, settings.font_color_override, settings.background_color_override);
+      }
+
+      public void load(FontParamsProto font_params) {
+         if (font_params == null)
+            return;
+         // font weight
+         is_font_weight_overridden = font_params.font_weight > 0;
+         if (is_font_weight_overridden)
+            font_weight_override = FontWeight.FromOpenTypeWeight(font_params.font_weight);
+         // font color
+         is_font_color_overridden = font_params.font_color > 0;
+         if (is_font_color_overridden)
+            font_color_override.color = font_params.font_color.rgb_color();
+         // font family
+         if (!string.IsNullOrEmpty(font_params.font_family)) {
+            font_family_override = new FontFamily(font_params.font_family);
+         }
+         if (!double.IsNaN(font_params.font_size) && font_params.font_size > 0) {
+            font_size_override = font_params.font_size;
+         } else {
+            font_size_override = double.NaN;
+         }
+      }
+
+      public void load(PNLAnimation animation) {
+         if (animation != null)
+            load(
+               animation.font_weight.HasValue ? FontWeight.FromOpenTypeWeight(animation.font_weight.Value) : (FontWeight?)null,
+               animation.foreground?.argb_color(),
+               animation.background?.argb_color());
+      }
+
+      public void load(FontWeight? font_weight, Color? font_color, Color? background) {
+         // font weight
+         is_font_weight_overridden = font_weight.HasValue;
+         if (is_font_weight_overridden)
+            font_weight_override = font_weight.Value;
+         // font color
+         is_font_color_overridden = font_color.HasValue;
+         if (is_font_color_overridden)
+            font_color_override.color = font_color.Value;
+         // background
+         is_background_overridden = background.HasValue;
+         if (background.HasValue)
+            background_override.color = background.Value;
+      }
+
+      public PNLAnimation to_animation(PNLView.Columns key) =>
+         new PNLAnimation {
+            column = key,
+            foreground = is_font_color_overridden ? font_color_override.color.rgb_color() : (uint?)null,
+            background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
+            font_weight = is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : (int?)null
+         };
+
+      public PNLCellAppearanceProto to_appearance_proto() =>
+         new PNLCellAppearanceProto {
+            background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
+            font_params = to_font_params()
+         };
+
+      public FontParamsProto to_font_params() =>
+         new FontParamsProto {
+            typeface = new TypefaceProto(
+               font_family_override?.name(),
+               is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : 0),
+            font_color = is_font_color_overridden ? font_color_override.color.rgb_color() : 0,
+            font_size = font_size_override
+         };
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLCellAppearanceVM.cs

@@ -0,0 +1,34 @@
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System.Windows;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLCellAppearanceVM : ViewModelBase {
+      FontWeight _font_weight;
+      FontFamily _font_family;
+      double _font_size = double.NaN;
+
+      public ColorPickerPopupVM background { get; } = new ColorPickerPopupVM { bind_opacity_to_alpha = true, opacity = 1 };
+      public ColorPickerPopupVM font_color { get; } = new ColorPickerPopupVM();
+      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
+      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
+      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
+
+      public PNLCellAppearance to_appearance() =>
+         new PNLCellAppearance(font_color.color, background.color, font_weight, font_family, font_size);
+
+      public void load(PNLCellAppearance appearance) {
+         if (appearance.background.HasValue)
+            background.color = appearance.background.Value;
+         if (appearance.foreground.HasValue)
+            font_color.color = appearance.foreground.Value;
+         if (appearance.font_family != null)
+            font_family = appearance.font_family;
+         if (appearance.font_weight.HasValue)
+            font_weight = appearance.font_weight.Value;
+         if (appearance.font_size > 0)
+            font_size = appearance.font_size;
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLColumnVM.cs

@@ -0,0 +1,133 @@
+using bts.collections;
+using mbts.spark;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.shell;
+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;
+
+namespace bts.shell.pnl {
+   class PNLColumnVM : ViewModelBase, ISimpleColumnVM {
+      readonly SimpleGridSettingsVM _owner;
+      readonly PNLView.Columns _pnl_id;
+      object _selected_item;
+      string _display_name;
+      bool _is_visible;
+      double _width;
+      HorizontalAlignment _horizontal_alignment;
+
+      public PNLColumnVM(SimpleGridSettingsVM owner, PNLView.Columns id) {
+         _owner = owner;
+         _pnl_id = id;
+         default_column_vm.PropertyChanged += echo;
+         void echo(object sender, PropertyChangedEventArgs e) {
+            switch (e.PropertyName) {
+               case nameof(is_font_weight_overridden):
+               case nameof(is_font_color_overridden):
+                  RaisePropertyChanged(e.PropertyName);
+                  break;
+            }
+         }
+      }
+
+      public PNLCellAppearanceOverrideVM default_column_vm { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM group_column_vm { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM header_column_vm { get; } = new PNLCellAppearanceOverrideVM();
+      //
+      public ObservableCollection<PNLRuleColumnVM> rule_columns { get; } = new ObservableCollection<PNLRuleColumnVM>();
+
+      public object selected_item {
+         get => _selected_item;
+         set {
+            if (value != null)
+               Set(ref _selected_item, value);
+         }
+      }
+
+      public string id { get => _pnl_id.ToString(); set => Log.assert(value == _pnl_id.ToString()); }
+      public string display_name { get => _display_name; set => Set(ref _display_name, value); }
+      public double width { get => _width; set => Set(ref _width, value); }
+      public bool is_visible { get => _is_visible; set => Set(ref _is_visible, value); }
+      public bool is_font_color_overridden {
+         get => default_column_vm.is_font_color_overridden;
+         set => default_column_vm.is_font_color_overridden = value;
+      }
+      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => Set(ref _horizontal_alignment, value); }
+
+      public ColorPickerPopupVM font_color_override => default_column_vm.font_color_override;
+
+      public bool is_font_weight_overridden { get => default_column_vm.is_font_weight_overridden; set => default_column_vm.is_font_weight_overridden = value; }
+      public FontWeight font_weight_override { get => default_column_vm.font_weight_override; set => default_column_vm.font_weight_override = value; }
+
+      public void apply_flags(GridColumnSettingsFeatureFlags flags) { }
+
+      public GridColumnSettings create() {
+         var result = new GridColumnSettings(id: id, display_name: display_name, is_visible: is_visible, horizontal_alignment: horizontal_alignment, width: width);
+         result = default_column_vm.apply_to(result);
+         return result;
+      }
+
+      public void load_from(GridColumnSettings value) {
+         _assert_id(value.id);
+         default_column_vm.load(value);
+         display_name = value.display_name;
+         width = value.width;
+         is_visible = value.is_visible;
+         horizontal_alignment = value.horizontal_alignment;
+      }
+
+      public void load_from(GridColumnSettings value, IReadOnlyDictionary<string, PNLAnimation> triggers, GridColumnSettings group, IReadOnlyDictionary<string, PNLAnimation> group_triggers, IReadOnlyDictionary<string, PNLAnimation> header_triggers, GridColumnSettings header) {
+         _assert_id(value.id);
+         load_from(value);
+         if (group != null)
+            group_column_vm.load(group);
+         if (header != null)
+            header_column_vm.load(header);
+         rule_columns.SetItems(triggers.Select(kv => {
+            var rule_col = new PNLRuleColumnVM(kv.Key);
+            rule_col.load_from(kv.Value, group_triggers.GetValueOrDefault(kv.Key), header_triggers.GetValueOrDefault(kv.Key));
+            return rule_col;
+         }));
+      }
+
+      public IEnumerable<(string expression, PNLAnimation row, PNLAnimation group, PNLAnimation header)> get_triggers() {
+         foreach (var col in rule_columns)
+            yield return (col.rule_text, col.row_params.to_animation(_pnl_id), col.group_params.to_animation(_pnl_id), col.header_params.to_animation(_pnl_id));
+      }
+
+      void _assert_id(string id) =>
+         Log.assert(id == _pnl_id.ToString(), $"PNLColumn id string '{id}' does not match the expected {typeof(PNLView.Columns)} key '{_pnl_id}.'");
+
+      public override string ToString() => "Default";
+   }
+
+   class PNLRuleColumnVM : ViewModelBase, IEquatable<PNLRuleColumnVM> {
+      public PNLRuleColumnVM(string rule_text) =>
+         this.rule_text = rule_text;
+
+      public string rule_text { get; }
+
+      public PNLCellAppearanceOverrideVM row_params { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM group_params { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM header_params { get; } = new PNLCellAppearanceOverrideVM();
+
+      public void load_from(PNLAnimation row, PNLAnimation group, PNLAnimation header) {
+         row_params.load(row);
+         group_params.load(group);
+         header_params.load(header);
+      }
+
+      public bool Equals(PNLRuleColumnVM other) =>
+         other != null && rule_text == other.rule_text;
+
+      public override bool Equals(object obj) => Equals(obj as PNLRuleColumnVM);
+      public override int GetHashCode() => rule_text.GetHashCode();
+      public override string ToString() => rule_text;
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLGroupRowAppearanceVM.cs

@@ -0,0 +1,58 @@
+using bts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Windows;
+using System.Windows.Input;
+using System.Windows.Media;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLGroupRowAppearanceVM : ViewModelBase, IValueFactory<(PNLCellAppearance appearance, IReadOnlyList<Color> background_colors)> {
+      FontWeight _font_weight;
+      FontFamily _font_family;
+      double _font_size = double.NaN;
+
+      public PNLGroupRowAppearanceVM() {
+         add_background_cmd = new DelegateCommand(_add_background);
+         // 4 elements is enough to alternate through any reasonable number of groups,
+         // and clicking to add new backgrounds seems awkward
+         for (int i = 0; i < 4; i++)
+            _add_background();
+      }
+
+      public ObservableCollection<NamedColorPickerPopupVM> background_colors { get; } = new ObservableCollection<NamedColorPickerPopupVM>();
+      public ColorPickerPopupVM font_color { get; } = new ColorPickerPopupVM();
+      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
+      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
+      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
+      public ICommand add_background_cmd { get; }
+
+      public (PNLCellAppearance appearance, IReadOnlyList<Color> background_colors) create() =>
+         (new PNLCellAppearance(font_color.color, Colors.Transparent, font_weight, font_family, font_size),
+         background_colors.WrapSelectorRO(cp => cp.color));
+
+      public void load_from((PNLCellAppearance appearance, IReadOnlyList<Color> background_colors) value) {
+         var (app, bg_colors) = value;
+         // background colors
+         while (background_colors.Count < bg_colors.Count)
+            _add_background();
+         for (int i = 0; i < bg_colors.Count; i++)
+            background_colors[i].color = bg_colors[i];
+         //
+         if (app.foreground.HasValue) font_color.color = app.foreground.Value;
+         if (app.font_family != null) font_family = app.font_family;
+         if (app.font_weight.HasValue) font_weight = app.font_weight.Value;
+         if (app.font_size > 0) font_size = app.font_size;
+      }
+
+      void _add_background() =>
+         background_colors.Add(new NamedColorPickerPopupVM {
+            bind_opacity_to_alpha = true,
+            name = $"Background {background_colors.Count + 1}"
+         });
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLSettingsVM.cs

@@ -29,15 +29,7 @@ namespace bts.shell.pnl {
 
       public PNLSettingsVM(PNLSettings settings) {
          // init anchor cache, deferrable resync
-         IDictionary<string, object> raw_anchor_cache = new ExpandoObject();
-         raw_anchor_cache.AddRange(PNLSettings.anchorable_columns
-            .Select(k => new KeyValuePair<string, object>(k.ToString(), new AnchorItemVM(this, k))));
-         _anchor_cache =
-            MappedDictionary.create(
-               new ReadOnlyDictionary<string, object>(anchor_vm = raw_anchor_cache),
-               ConvertUtils.CastDelegate<object, AnchorItemVM>.value,
-               EnumHelper.parse<ColumnKeys>,
-               k => k.ToString());
+         _anchor_cache = PNLSettings.anchorable_columns.ToDictionary(k => k, k => new AnchorItemVM(this, k));
          _sync_anchors = new DeferrableActionWrapper(() => {
             for (int i = 0; i < anchor_items.Count; i++) {
                anchor_items[i].anchor_index = i + 1;
@@ -48,22 +40,20 @@ namespace bts.shell.pnl {
             var col_vm = new PNLColumnVM(core_settings_vm, EnumHelper.parse<ColumnKeys>(col_settings.id));
             col_vm.load_from(col_settings);
             return col_vm;
-         }) {
-            can_edit_background = true
-         };
+         });
          core_settings_vm.selection_highlight.bind_opacity_to_alpha = true;
          _dispose = Disposable.Create(
             anchor_items.Subscribe((s, e) => _sync_anchors.execute()));
          load(settings);
       }
 
-      public dynamic anchor_vm { get; }
+      public IEnumerable<AnchorItemVM> anchor_item_headers => _anchor_cache.Values;
       public ObservableCollection<AnchorItemVM> anchor_items { get; } = new ObservableCollection<AnchorItemVM>();
       public SimpleGridSettingsVM core_settings_vm { get; }
-      public PNLCellAppearanceParamsVM group_row_defaults { get; } = new PNLCellAppearanceParamsVM();
-      public PNLCellAppearanceParamsVM header_row_defaults { get; } = new PNLCellAppearanceParamsVM();
+      public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
+      public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
       public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
-      public IEnumerable<PNLCalculationType> calculation_types { get; } = EnumHelper.get_values_except(PNLCalculationType.None);
+      public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
       public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
       public IEnumerable<PNLHeaderRowDisplay> header_row_display_options => PNLSettings.header_row_display_options;
 
@@ -73,6 +63,20 @@ namespace bts.shell.pnl {
          var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
          s.calculation_type = _calculation_type;
          s.grid = core_settings_vm.create();
+         // move anchor cols to the left, order wrt grouping hierarchy
+         var new_cols = new Lazy<List<GridColumnSettings>>(() => s.grid.columns.ToList());
+         for (int i = 0; i < s.grid.columns.Count; i++) {
+            var key = s.grid.columns[i].strong_id<ColumnKeys>();
+            if (_anchor_cache.TryGetValue(key, out var a) && a.anchor_index.HasValue) {
+               // anchor index is 1 based, subtract 1 to get 0 based
+               int anchor_index = a.anchor_index.Value - 1;
+               if (anchor_index != i && anchor_index >= 0 && anchor_index < s.grid.columns.Count) {
+                  new_cols.Value.RemoveAt(i);
+                  new_cols.Value.Insert(anchor_index, s.grid.columns[i]);
+               }
+            }
+         }
+         // rule-based animations
          var trigger_anims = core_settings_vm.columns
             .OfType<PNLColumnVM>()
             .SelectMany(c => c.get_triggers())
@@ -88,6 +92,7 @@ namespace bts.shell.pnl {
             .ToList();
 
          s = s.with(anchors: anchor_items.Select(vm => vm.key),
+            grid: new_cols.IsValueCreated ? s.grid.with(columns: new_cols.Value) : null,
             group_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
                var col_settings = c.create();
                col_settings = c.group_column_vm.apply_to(col_settings);
@@ -116,14 +121,18 @@ namespace bts.shell.pnl {
                }));
          s.header_row_display = header_row_display;
          s.header_cell_appearance = PNLCellAppearanceProto.from_appearance(header_row_defaults.to_appearance());
-         s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_row_defaults.to_appearance());
+         // group
+         var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
+         s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
+         s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
+         //
          return s;
       }
 
       public void load(PNLSettings value) {
          _last_loaded = value;
          header_row_defaults.load(value.header_cell_appearance.to_appearance());
-         group_row_defaults.load(value.group_cell_appearance.to_appearance());
+         group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
          var column_map = _map_column_data(value.grid.columns, value.animations);
          var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
          var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);

src/client/spark/Modules/Trading/PNL/VM/PNLCellIndexBuilder.cs

@@ -1,4 +1,5 @@
-using mbts.spark;
+using bts.utils;
+using mbts.spark;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.spark;
@@ -15,6 +16,9 @@ namespace bts.shell.pnl {
       static readonly Func<WorkingOrderSideData, string> _fmt_working_order_data =
          d => OrderUtils.order_collection_summary(d.top_price, d.top_volume, d.working_total);
 
+      static readonly IComparer<WorkingOrderSideData> _working_total_comparer =
+         Comparer<int>.Default.wrap<int, WorkingOrderSideData>(d => d.working_total);        
+
       readonly Dictionary<PNLView.Columns, IPNLCellVM<TRow>> _cell_index = new Dictionary<PNLView.Columns, IPNLCellVM<TRow>>();
 
       public PNLCellVM<TRow, T> add<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt = null) =>
@@ -71,7 +75,7 @@ namespace bts.shell.pnl {
             var frames = top_of_book_trig.on_data(r);
             return frames.TryGetFirst(out var f) ? f.animation : null;
          });
-         var cell = add(key, get, _fmt_working_order_data);
+         var cell = add(key, get, _fmt_working_order_data, EqualityComparer<WorkingOrderSideData>.Default, _working_total_comparer);
          animation_model.add_trigger(delta_trig);
          animation_model.add_trigger(top_of_book_trig);
          return cell;
@@ -89,7 +93,7 @@ namespace bts.shell.pnl {
       }
 
       public PNLCellVM<TRow, T> add<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt, IEqualityComparer<T> eq_comparer, IComparer<T> comparer) {
-         var cell = new PNLCellVM<TRow, T>(get, fmt, eq_comparer, comparer);
+         var cell = new PNLCellVM<TRow, T>(key, get, fmt, eq_comparer, comparer);
          _cell_index[key] = cell;
          return cell;
       }

src/client/spark/Modules/Trading/PNL/VM/PNLCellVM.cs

@@ -1,6 +1,8 @@
-using mbts.ui;
+using bts.utils;
+using mbts.ui;
 using mbts.ui.shell;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Windows;
 using System.Windows.Media;
@@ -8,6 +10,7 @@ using System.Windows.Media;
 namespace bts.shell.pnl {
    interface IPNLCellVM {
       object value { get; }
+      IPNLCellData cell_data { get; }
       FontWeight font_weight { get; set; }
       Color foreground { get; set; }
       Color background { get; set; }
@@ -18,38 +21,79 @@ namespace bts.shell.pnl {
       void on_row(TRow row);
    }
 
+   /// <see cref="IPNLCellData"/> is needed for the non-generic rows/group IComparer impl.
+   /// The groups are bound to IPNLCellData, so the column property can be used to retrieve the appropriate comparer for that cell. 
+   interface IPNLCellData {
+      PNLView.Columns column { get; }
+      object value { get; }
+   }
+
+   readonly struct PNLCellValue<T> : IPNLCellData {
+      public readonly T value;
+      readonly string _text;
+
+      public PNLCellValue(PNLView.Columns column, T value, string text) {
+         this.value = value;
+         this.column = column;
+         _text = text;
+      }
+
+      public PNLView.Columns column { get; }
+      object IPNLCellData.value => value;
+
+      public bool Equals(PNLCellValue<T> other) =>
+         column == other.column &&
+         Equals(value, other.value);
+
+      public override bool Equals(object obj) =>
+         obj is PNLCellValue<T> other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase((int)column, value?.GetHashCode() ?? 0);
+
+      public override string ToString() => _text;
+   }
+
    class PNLCellVM<TRow, TValue> : ViewModelBase, IObserver<PNLAnimation>, IPNLCellVM<TRow>, IComparable<PNLCellVM<TRow, TValue>>, IComparable {
       readonly Func<TValue, string> _fmt;
       readonly Func<TRow, TValue> _get;
       readonly IEqualityComparer<TValue> _eq_comparer;
       readonly IComparer<TValue> _comparer;
+      readonly PNLView.Columns _column;
+      IComparer _value_comparer;
       Color
          _foreground = Colors.Black,
          _background = Colors.Transparent,
          _border = Colors.Transparent;
       string _text;
       TValue _value;
+      IPNLCellData _cell_value;
 
-      public PNLCellVM(Func<TRow, TValue> get)
-         : this(get, null, EqualityComparer<TValue>.Default, Comparer<TValue>.Default) { }
+      public PNLCellVM(PNLView.Columns column, Func<TRow, TValue> get)
+         : this(column, get, null, EqualityComparer<TValue>.Default, Comparer<TValue>.Default) { }
 
-      public PNLCellVM(Func<TRow, TValue> get, Func<TValue, string> fmt)
-         : this(get, fmt, EqualityComparer<TValue>.Default, Comparer<TValue>.Default) { }
+      public PNLCellVM(PNLView.Columns column, Func<TRow, TValue> get, Func<TValue, string> fmt)
+         : this(column, get, fmt, EqualityComparer<TValue>.Default, Comparer<TValue>.Default) { }
 
-      public PNLCellVM(Func<TRow, TValue> get, Func<TValue, string> fmt, IEqualityComparer<TValue> eq_comparer, IComparer<TValue> comparer) {
+      public PNLCellVM(PNLView.Columns column, Func<TRow, TValue> get, Func<TValue, string> fmt, IEqualityComparer<TValue> eq_comparer, IComparer<TValue> comparer) {
+         _column = column;
          _get = get;
          _fmt = fmt;
          _eq_comparer = eq_comparer;
          _comparer = comparer;
       }
 
+      public IComparer value_comparer => _value_comparer ?? (_value_comparer = _comparer.to_non_generic());
+
       object IPNLCellVM.value => value;
+      public IPNLCellData cell_data => _cell_value ?? (_cell_value = new PNLCellValue<TValue>(_column, _value, text));
       public TValue value {
          get => _value;
          set {
             if (Set(ref _value, value)) {
                _text = null;
-               RaisePropertyChanged(nameof(text));
+               _cell_value = null;
+               RaisePropertyChanged(nameof(cell_data), nameof(text));
             }
          }
       }
@@ -93,6 +137,9 @@ namespace bts.shell.pnl {
       public void OnError(Exception error) { }
       public void OnCompleted() { }
 
+      bool Equals(PNLCellVM<TRow, TValue> other) =>
+         Equals(value, other.value);
+
       public override string ToString() =>
          text;
 

src/client/spark/Modules/Trading/PNL/VM/PNLHeaderRowVM.cs

@@ -4,55 +4,11 @@ using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.ComponentModel;
+using System.Windows.Media;
 using ColumnKeys = bts.shell.pnl.PNLView.Columns;
 
 namespace bts.shell.pnl {
-   class PNLNormalizedDataVM : IRaiseNotifyPropertyChanged, INotifyPropertyChanged {
-      static readonly IPropertyChangedDetector<PNLNormalizedDataVM> _change_detector =
-         ObjectSnapshot.build_detector_except<PNLNormalizedDataVM>(nameof(data));
-
-      PNLNormalizedData _data;
-
-      public event PropertyChangedEventHandler PropertyChanged;
-      public event Action data_changed;
-
-      public PNLNormalizedData data {
-         get => _data;
-         set {
-            if (_data != value) {
-               using (_change_detector.detect_changes(this))
-                  _data = value;
-               data_changed?.Invoke();
-            }
-         }
-      }
-
-      // total aggregate pnl
-      public decimal day_pnl => _data.day_pnl;
-      public decimal sod_pnl => _data.sod_pnl;
-      public decimal total_pnl => _data.day_pnl + _data.sod_pnl;
-      // day pos
-      public decimal day_long_pos => _data.day_long_pos;
-      public decimal day_short_pos => _data.day_short_pos;
-      public decimal day_net_pos => _data.day_long_pos - _data.day_short_pos;
-      // sod pos
-      public decimal sod_long_pos => _data.sod_long_pos;
-      public decimal sod_short_pos => _data.sod_short_pos;
-      public decimal sod_net_pos => _data.sod_long_pos - _data.sod_short_pos;
-      // total pos
-      public decimal total_net_pos => _data.total_net_pos;
-      public decimal total_long_pos => _data.day_long_pos + _data.sod_long_pos;
-      public decimal total_short_pos => _data.day_short_pos + _data.sod_short_pos;
-      // working
-      public decimal working_long_pos => _data.working_long_pos;
-      public decimal working_short_pos => _data.working_short_pos;
-      public decimal working_net_pos => working_long_pos - working_short_pos;
-
-      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
-         PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(prop));
-   }
-
-   class PNLHeaderRowVM : IRaiseNotifyPropertyChanged, INotifyPropertyChanged {
+   class PNLHeaderRowVM : ViewModelBase, IRaiseNotifyPropertyChanged, INotifyPropertyChanged {
       static readonly IPropertyChangedDetector<PNLHeaderRowVM> _change_detector =
          ObjectSnapshot.build_detector_except<PNLHeaderRowVM>(nameof(data));
 
@@ -61,8 +17,14 @@ namespace bts.shell.pnl {
       ImmutableDictionary<ColumnKeys, PNLCellAppearance> _default_appearances;
       IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
       PNLNormalizedData _data = PNLNormalizedData.zero;
+      Color _background_color;
 
-      public PNLHeaderRowVM(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+      public PNLHeaderRowVM(
+         Color background_color,
+         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
+         IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         //
+         _background_color = background_color;
          _default_appearances = default_appearances;
          _triggers = triggers;
          _animator = new PNLCellEmbeddedAnimationModel<PNLNormalizedData>(default_appearances, triggers);
@@ -77,6 +39,10 @@ namespace bts.shell.pnl {
          day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
          day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
          day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
+         // raw day
+         raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
+         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
+         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
          // working
          working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
          working_long_pos = _cell_map.add_long_pos(ColumnKeys.WorkingLongPos, d => d.working_long_pos);
@@ -88,7 +54,6 @@ namespace bts.shell.pnl {
          total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.total_short_pos);
       }
 
-      public event PropertyChangedEventHandler PropertyChanged;
       public event Action data_changed;
 
       public PNLNormalizedData data {
@@ -103,12 +68,20 @@ namespace bts.shell.pnl {
             }
          }
       }
+      public Color background_color {
+         get => _background_color;
+         set => Set(ref _background_color, value);
+      }
 
       // day
       public PNLCellVM<PNLNormalizedData, decimal> day_pnl { get; }
       public PNLCellVM<PNLNormalizedData, decimal> day_long_pos { get; }
       public PNLCellVM<PNLNormalizedData, decimal> day_short_pos { get; }
       public PNLCellVM<PNLNormalizedData, decimal> day_net_pos { get; }
+      // raw day
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_short_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_net_pos { get; }
       // sod
       public PNLCellVM<PNLNormalizedData, decimal> sod_pnl { get; }
       public PNLCellVM<PNLNormalizedData, decimal> sod_long_pos { get; }
@@ -124,14 +97,16 @@ namespace bts.shell.pnl {
       public PNLCellVM<PNLNormalizedData, decimal> working_short_pos { get; }
       public PNLCellVM<PNLNormalizedData, decimal> working_net_pos { get; }
 
-      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+      public void on_settings(
+         Color background_color,
+         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
+         IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         //
+         this.background_color = background_color;
          _default_appearances = default_appearances;
          _triggers = triggers;
          _animator.on_settings(_default_appearances, triggers);
          _cell_map.set_appearances(_animator.cell_appearances);
       }
-
-      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
-         PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(prop));
    }
 }

src/client/spark/Modules/Trading/PNL/VM/PNLRowComparer.cs

@@ -0,0 +1,101 @@
+using bts.utils;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Windows.Data;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   interface IPNLColumnComparer {
+      IComparer value_comparer { get; }
+      IComparer<PNLRowVM> row_comparer { get; }
+   }
+
+   class PNLColumnComparer<TInner> : IPNLColumnComparer, IComparer<PNLRowVM>, IComparer {
+      public readonly IComparer<TInner> inner_comparer;
+      IComparer _value_comparer;
+      readonly Func<PNLRowVM, TInner> _get;
+
+      public PNLColumnComparer(Func<PNLRowVM, TInner> get)
+         : this(get, Comparer<TInner>.Default) { }
+
+      public PNLColumnComparer(Func<PNLRowVM, TInner> get, IComparer<TInner> inner_comparer) {
+         _get = get;
+         this.inner_comparer = inner_comparer;
+      }
+
+      public IComparer value_comparer => _value_comparer ?? (_value_comparer = inner_comparer.to_non_generic());
+      public IComparer<PNLRowVM> row_comparer => this;
+
+      public int Compare(object x, object y) =>
+         Compare(x as PNLRowVM, y as PNLRowVM);
+
+      public int Compare(PNLRowVM x, PNLRowVM y) {
+         if (x == null) return y == null ? 0 : -1;
+         if (y == null) return 1;
+         var xval = _get(x);
+         var yval = _get(y);
+         return inner_comparer.Compare(xval, yval);
+      }
+   }
+
+   class ReversePNLColumnComparer : IPNLColumnComparer, IComparer<PNLRowVM>, IComparer {
+      readonly IPNLColumnComparer _comp_tuple;
+
+      public ReversePNLColumnComparer(IPNLColumnComparer comp_tuple) =>
+         _comp_tuple = comp_tuple;
+
+      public IComparer value_comparer => this;
+      public IComparer<PNLRowVM> row_comparer => this;
+
+      int IComparer.Compare(object x, object y) =>
+         _comp_tuple.value_comparer.Compare(y, x);
+
+      int IComparer<PNLRowVM>.Compare(PNLRowVM x, PNLRowVM y) =>
+         _comp_tuple.row_comparer.Compare(y, x);
+   }
+
+   /// <summary>
+   /// An <see cref="IComparer"/> that can compare 2 objects of type <see cref="PNLRowVM"/>, and 2 objects of type <see cref="CollectionViewGroup"/>
+   /// (assuming the latter's <see cref="CollectionViewGroup.Name"/> is of type <see cref="IPNLCellData"/>).  Cross type comparisons are not supported.
+   /// </summary>
+   class PNLSuperRowComparer : IComparer, IComparer<PNLRowVM>, IComparer<CollectionViewGroup> {
+      readonly Func<ColumnKeys, IPNLColumnComparer> _get_column_comparer;
+      IComparer<PNLRowVM> _row_comp;
+
+      public PNLSuperRowComparer(IComparer<PNLRowVM> row_comp, Func<ColumnKeys, IPNLColumnComparer> get_column_comparer) {
+         _row_comp = row_comp;
+         _get_column_comparer = get_column_comparer;
+      }
+
+      public int Compare(object x, object y) {
+         var rc = _try_compare_rows(x as PNLRowVM, y as PNLRowVM);
+         if (rc.HasValue)
+            return rc.Value;
+         var gc = _try_compare_groups(x as CollectionViewGroup, y as CollectionViewGroup);
+         if (gc.HasValue)
+            return gc.Value;
+         throw new InvalidOperationException($"{nameof(PNLSuperRowComparer)} unexpected comparison '{x}' with '{y}.'");
+      }
+
+      int IComparer<PNLRowVM>.Compare(PNLRowVM x, PNLRowVM y) =>
+         _try_compare_rows(x, y) ?? throw new InvalidOperationException($"Failed to compare '{x}' with '{y}' (expected both to be of type {typeof(PNLRowVM)}).");
+
+      int IComparer<CollectionViewGroup>.Compare(CollectionViewGroup x, CollectionViewGroup y) =>
+         _try_compare_groups(x, y) ?? throw new InvalidOperationException($"Failed to compare '{x}' with '{y}' (expected both to be of type {typeof(CollectionViewGroup)}, with Names of type {typeof(IPNLCellVM)}).");
+
+      int? _try_compare_rows(PNLRowVM x, PNLRowVM y) {
+         if (x == null || y == null) return null;
+         return _row_comp.Compare(x, y);
+      }
+
+      int? _try_compare_groups(CollectionViewGroup x, CollectionViewGroup y) {
+         if (x == null || y == null)
+            return null;
+         var xcell = (IPNLCellData)x.Name;
+         var ycell = (IPNLCellData)y.Name;
+         var comp = _get_column_comparer(xcell.column);
+         return comp.value_comparer.Compare(xcell.value, ycell.value);
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLRowVM.cs

@@ -1,215 +1,209 @@
-using bts.api;
-using bts.utils;
-using mbts;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.shell;
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Linq;
-using System.Reactive.Linq;
-using ColumnKeys = bts.shell.pnl.PNLView.Columns;
-
-namespace bts.shell.pnl {
-   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
-      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
-      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
-      //
-      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
-      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
-      bool _refresh_normalized_data = true, _is_selected;
-      PNLNormalizedData _normalized_data;
-
-      public PNLRowVM(PNLRowData data, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
-         this.data = data;
-         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
-         _animator.on_row(data);
-         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
-         account_name_cell = _cell_map.add(ColumnKeys.Account, d => d.account_name);
-         security_cell = _cell_map.add(ColumnKeys.Security, d => d.security, null, EqualityComparer<SecurityImmutable?>.Default, Comparer<SecurityImmutable>.Default.to_nullable());
-         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
-         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
-         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.security?.Symbol ?? string.Empty);
-         // sod
-         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
-         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
-         sod_net_avg_price_delta = _cell_map.add_net_price(ColumnKeys.SODNetAvgPriceDelta, d => d.sod_net_avg_price_delta_raw);
-         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
-         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price_raw);
-         sod_long_avg_price_delta = _cell_map.add_long_price(ColumnKeys.SODLongAvgPriceDelta, d => d.sod_long_avg_price_delta_raw);
-         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
-         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price_raw);
-         sod_short_avg_price_delta = _cell_map.add_short_price(ColumnKeys.SODShortAvgPriceDelta, d => d.sod_short_avg_price_delta_raw);
-         // day
-         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
-         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
-         day_net_avg_price_delta = _cell_map.add_net_price(ColumnKeys.DayNetAvgPriceDelta, d => d.day_net_avg_price_delta_raw);
-         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
-         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price_raw);
-         day_long_avg_price_delta = _cell_map.add_long_price(ColumnKeys.DayLongAvgPriceDelta, d => d.day_long_avg_price_delta_raw);
-         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
-         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price_raw);
-         day_short_avg_price_delta = _cell_map.add_short_price(ColumnKeys.DayShortAvgPriceDelta, d => d.day_short_avg_price_delta_raw);
-         // working
-         working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
-         working_net_avg_price_delta = _cell_map.add_net_price(ColumnKeys.WorkingNetAvgPriceDelta, d => d.working_net_avg_price_delta_raw);
-         working_long_pos = _cell_map.add_working_long(ColumnKeys.WorkingLongPos, d => d.working.long_data, d => d.bid_price);
-         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price_raw);
-         working_long_avg_price_delta = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPriceDelta, d => d.working_long_avg_price_delta_raw);
-         working_short_pos = _cell_map.add_working_short(ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price);
-         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price_raw);
-         working_short_avg_price_delta = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPriceDelta, d => d.working_short_avg_price_delta_raw);
-         // total
-         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
-         total_net_pos = _cell_map.add_net_pos(ColumnKeys.TotalNetPos, d => d.total_net_pos);
-         total_net_avg_price_delta = _cell_map.add_net_price(ColumnKeys.TotalNetAvgPriceDelta, d => d.total_net_avg_price_delta_raw);
-         total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.total_long_pos);
-         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price_raw);
-         total_long_avg_price_delta = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPriceDelta, d => d.total_long_avg_price_delta_raw);
-         total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.total_short_pos);
-         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price_raw);
-         total_short_avg_price_delta = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPriceDelta, d => d.total_short_avg_price_delta_raw);
-         // market
-         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
-         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
-         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
-         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
-         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
-         // misc
-         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
-         cpp = _cell_map.add(ColumnKeys.CPP, d => d.cpp);
-
-         _cell_map.on_row(data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
-            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
-            RaisePropertyChanged(nameof(animations));
-         });
-      }
-
-      // events
-      public event Action<PNLNormalizedData> updated;
-      public event Action<bool> is_selected_changed;
-
-      // data
-      public PNLKey key => data.key;
-      public PNLRowData data { get; private set; }
-      public PNLNormalizedData normalized_data {
-         get {
-            if (_refresh_normalized_data) {
-               _refresh_normalized_data = false;
-               var nd = new PNLNormalizedData(
-                  (decimal)DoubleUtil.nan_to_zero(day_pnl.value),
-                  (decimal)DoubleUtil.nan_to_zero(data.day.long_pos),
-                  (decimal)DoubleUtil.nan_to_zero(data.day.short_pos),
-                  (decimal)DoubleUtil.nan_to_zero(sod_pnl.value),
-                  (decimal)DoubleUtil.nan_to_zero(data.sod.long_pos),
-                  (decimal)DoubleUtil.nan_to_zero(data.sod.short_pos),
-                  (decimal)DoubleUtil.nan_to_zero(data.working_long_pos),
-                  (decimal)DoubleUtil.nan_to_zero(data.working_short_pos));
-               if (_normalized_data != nd) {
-                  _normalized_data = nd;
-                  updated?.Invoke(nd);
-               }
-            }
-            return _normalized_data;
-         }
-      }
-      // security
-      public string account_name => data.account_name;
-      public SecurityImmutable? security => data.security;
-      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
-      public Venue exchange => security?.Exchange ?? Venue.Unset;
-      public string symbol => security.symbol_or_default();
-      // cells
-      public PNLCellVM<PNLRowData, string> account_name_cell { get; }
-      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
-      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
-      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
-      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
-      // sod
-      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
-      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_net_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_avg_price_delta { get; }
-      // (market)
-      public PNLCellVM<PNLRowData, double> bid_price { get; }
-      public PNLCellVM<PNLRowData, double> mid_price { get; }
-      public PNLCellVM<PNLRowData, double> ask_price { get; }
-      public PNLCellVM<PNLRowData, double> last_price { get; }
-      public PNLCellVM<PNLRowData, double> settlement_price { get; }
-      // pnl price
-      public PNLCellVM<PNLRowData, double> pnl_price { get; }
-      // day
-      public PNLCellVM<PNLRowData, double> day_pnl { get; }
-      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_net_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> day_long_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> day_short_avg_price_delta { get; }
-      // working
-      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_net_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> working_long_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> working_short_avg_price_delta { get; }
-      // total
-      public PNLCellVM<PNLRowData, double> total_pnl { get; }
-      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_net_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> total_long_avg_price_delta { get; }
-      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> total_short_avg_price_delta { get; }
-
-      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
-      public PNLCellVM<PNLRowData, double> cpp { get; }
-
-      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
-      public bool is_selected {
-         get => _is_selected;
-         set {
-            if (Set(ref _is_selected, value))
-               is_selected_changed?.Invoke(value);
-         }
-      }
-
-      public void update(PNLRowData data) {
-         _refresh_normalized_data = true;
-         this.data = data;
-         _cell_map.on_row(data);
-         _animator.on_row(data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-      }
-
-      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
-         _animator.on_settings(defaults, triggers);
-         _cell_map.set_appearances(_animator.cell_appearances);
-      }
-
-
-      public bool Equals(PNLRowVM other) =>
-         other != null && key == other.key;
-
-      public override int GetHashCode() =>
-         key.GetHashCode();
-
-      public override string ToString() =>
-         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
-   }
+using bts.api;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
+      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
+      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
+      //
+      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
+      bool _refresh_normalized_data = true, _is_selected;
+      PNLNormalizedData _normalized_data;
+
+      public PNLRowVM(PNLRowData data, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
+         this.data = data;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
+         _animator.on_row(data);
+         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
+         account_name_cell = _cell_map.add(ColumnKeys.Account, d => d.account_name);
+         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
+         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
+         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.security?.Symbol ?? string.Empty);
+         security_cell = _cell_map.add(ColumnKeys.Security, d => d.security, null, EqualityComparer<SecurityImmutable?>.Default, Comparer<SecurityImmutable>.Default.to_nullable());
+         security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
+         cpp = _cell_map.add(ColumnKeys.CPP, d => d.cpp);
+         // sod
+         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
+         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
+         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price_raw);
+         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
+         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price_raw);
+         // day
+         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
+         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
+         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price_raw);
+         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
+         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price_raw);
+         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
+         // raw day
+         raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
+         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
+         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
+         // working
+         working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
+         working_long_pos = _cell_map.add_working_long(ColumnKeys.WorkingLongPos, d => d.working.long_data, d => d.bid_price);
+         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price_raw);
+         working_short_pos = _cell_map.add_working_short(ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price);
+         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price_raw);
+         // total
+         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
+         total_net_pos = _cell_map.add_net_pos(ColumnKeys.TotalNetPos, d => d.total_net_pos);
+         total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.total_long_pos);
+         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price_raw);
+         total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.total_short_pos);
+         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price_raw);
+         // market
+         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
+         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
+         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
+         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
+         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
+
+         _cell_map.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
+            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
+            RaisePropertyChanged(nameof(animations));
+         });
+      }
+
+      // events
+      public event Action<PNLNormalizedData> updated;
+      public event Action<bool> is_selected_changed;
+
+      // data
+      public PNLKey key => data.key;
+      public PNLRowData data { get; private set; }
+      public PNLNormalizedData normalized_data {
+         get {
+            if (_refresh_normalized_data) {
+               _refresh_normalized_data = false;
+               // only count futures for [non-raw] positions (they already take spread legs into account)
+               decimal day_long, day_short, sod_long, sod_short;
+               if (security.HasValue && security.Value.ContractCase != Security.ContractOneofCase.Future) {
+                  day_long = day_short = sod_long = sod_short = 0;
+               } else {
+                  day_long = (decimal)DoubleUtil.nan_to_zero(data.day.long_pos);
+                  day_short = (decimal)DoubleUtil.nan_to_zero(data.day.short_pos);
+                  sod_long = (decimal)DoubleUtil.nan_to_zero(data.sod.long_pos);
+                  sod_short = (decimal)DoubleUtil.nan_to_zero(data.sod.short_pos);
+               }
+               var nd = new PNLNormalizedData(
+                  (decimal)DoubleUtil.nan_to_zero(day_pnl.value),
+                  day_long,
+                  day_short,
+                  (decimal)DoubleUtil.nan_to_zero(data.raw_day.long_pos),
+                  (decimal)DoubleUtil.nan_to_zero(data.raw_day.short_pos),
+                  (decimal)DoubleUtil.nan_to_zero(sod_pnl.value),
+                  sod_long,
+                  sod_short,
+                  (decimal)DoubleUtil.nan_to_zero(data.working_long_pos),
+                  (decimal)DoubleUtil.nan_to_zero(data.working_short_pos));
+               if (_normalized_data != nd) {
+                  _normalized_data = nd;
+                  updated?.Invoke(nd);
+               }
+            }
+            return _normalized_data;
+         }
+      }
+      // security
+      public string account_name => data.account_name;
+      public Venue exchange => security?.Exchange ?? Venue.Unset;
+      public string symbol => security.symbol_or_default();
+      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
+      public SecurityImmutable? security => data.security;
+      // cells
+      public PNLCellVM<PNLRowData, string> account_name_cell { get; }
+      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
+      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
+      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
+      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
+      public PNLCellVM<PNLRowData, uint> security_key { get; }
+      public PNLCellVM<PNLRowData, double> cpp { get; }
+      // sod
+      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
+      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
+      // day
+      public PNLCellVM<PNLRowData, double> day_pnl { get; }
+      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
+      // raw day
+      public PNLCellVM<PNLRowData, double> raw_day_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> raw_day_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> raw_day_short_pos { get; }
+      // working
+      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
+      // total
+      public PNLCellVM<PNLRowData, double> total_pnl { get; }
+      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
+      // (market)
+      public PNLCellVM<PNLRowData, double> bid_price { get; }
+      public PNLCellVM<PNLRowData, double> mid_price { get; }
+      public PNLCellVM<PNLRowData, double> ask_price { get; }
+      public PNLCellVM<PNLRowData, double> last_price { get; }
+      public PNLCellVM<PNLRowData, double> settlement_price { get; }
+      public PNLCellVM<PNLRowData, double> pnl_price { get; }
+
+      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (Set(ref _is_selected, value))
+               is_selected_changed?.Invoke(value);
+         }
+      }
+
+      public void update(PNLRowData data) {
+         _refresh_normalized_data = true;
+         this.data = data;
+         _cell_map.on_row(data);
+         _animator.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
+         _animator.on_settings(defaults, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+
+      public bool Equals(PNLRowVM other) =>
+         other != null && key == other.key;
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public override string ToString() =>
+         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
+   }
 }

src/client/spark/Modules/Trading/PNL/VM/PNLVM.cs

@@ -18,10 +18,12 @@ using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.Collections.ObjectModel;
+using System.Collections.Specialized;
 using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Controls;
+using System.Windows.Data;
 using System.Windows.Input;
 using System.Windows.Media;
 using ColumnKeys = bts.shell.pnl.PNLView.Columns;
@@ -32,6 +34,9 @@ namespace bts.shell.pnl {
       static readonly IReadOnlyList<Func<PNLVM, IDataGridColumnFilter<PNLRowData>>> _filter_getters =
          ObjectSnapshot.property_delegates_of_type<PNLVM, IDataGridColumnFilter<PNLRowData>>().ToReadOnlyList();
       static readonly TimeSpan _auxiliary_grid_update_throttle = TimeSpan.FromSeconds(0.2);
+      // delegates
+      static readonly Func<OrderSecurityRootPair, PNLKey> _order_pnl_key_fn = o => new PNLKey(o.order.order.account_id(), o.order.order.security_key());
+      static readonly Func<FillTuple, PNLKey> _fill_pnl_key_fn = f => new PNLKey(f.account_id, f.fill.SecurityKey);
 
       readonly IBus _bus;
       readonly OrdersModel _orders_model;
@@ -43,7 +48,9 @@ namespace bts.shell.pnl {
       readonly Property<PNLCalculationType> _calculation_type;
       PNLHeaderRowDisplay _header_row_display = PNLHeaderRowDisplay.Total;
       PNLRowCollectionView _rows_view;
+      IReadOnlyList<(ColumnKeys key, ListSortDirection direction)> _sorting_hierarchy;
       Brush _selection_highlight;
+      Color _grid_background_color = Colors.Transparent;
       bool _is_paused;
       // default appearances
       ImmutableDictionary<ColumnKeys, PNLCellAppearance>
@@ -58,6 +65,8 @@ namespace bts.shell.pnl {
          _header_triggers = Array.Empty<IPNLAnimationTrigger<PNLNormalizedData>>();
       // pause/resume
       (TableUpdate<PNLRowData, PNLKey> filtered, TableUpdate<PNLRowData, PNLKey> raw)? _resume;
+      TableUpdate<PNLRowData, PNLKey> _last_table = TableUpdate<PNLRowData, PNLKey>.mk_empty(PNLRowData.key_fn);
+      AlternationConverter _group_background_converter = new AlternationConverter();
 
       public PNLVM(IBus bus, OrdersModel orders_model, PNLSettings settings)
          : this(bus, orders_model, settings, orders_model.security_account_pnl) { }
@@ -67,8 +76,10 @@ namespace bts.shell.pnl {
          _orders_model = orders_model;
          _rows_data_wrapper = rows.WrapSelector(r => r.data, d => new PNLRowVM(d, _default_appearances, _triggers));
          _rows_key_wrapper = rows.WrapSelector(r => r.key, null);
+         _rows_view = new PNLRowCollectionView(rows, _default_group_appearances, _group_triggers);
          _calculation_type = backing(nameof(calculation_type), PNLCalculationType.Waterfall);
          anchors.AddRange(settings.anchors);
+         _group_background_converter.Values.AddRange(BTSColors.PNL.group_alternating_background_colors);
          // commands
          set_anchor_cmd = new DelegateCommand<ColumnKeys>(key => anchors.SetItems(new[] { key }));
          append_anchor_cmd = new DelegateCommand<ColumnKeys>(key => {
@@ -86,11 +97,10 @@ namespace bts.shell.pnl {
          foreach (var f in _all_filters)
             f.filter_changed += _refresh_filter.execute;
          // totals/selected headers
-         total_aggregate = new PNLHeaderRowVM(_default_header_appearances, _header_triggers);
-         selected_aggregate = new PNLHeaderRowVM(_default_header_appearances, _header_triggers);
+         total_aggregate = new PNLHeaderRowVM(settings.header_background_color, _default_header_appearances, _header_triggers);
+         selected_aggregate = new PNLHeaderRowVM(settings.header_background_color, _default_header_appearances, _header_triggers);
          // load/subscribe to data
          load_from(settings);
-         _rows_view = new PNLRowCollectionView(rows, _default_group_appearances, _group_triggers);
          _dispose = Disposable.Create(
             pnl_source.Operate(
                _calculation_type.observe_current(),
@@ -102,10 +112,11 @@ namespace bts.shell.pnl {
                foreach (var f in _all_filters)
                   f.filter_changed -= _refresh_filter.execute;
                rows.DisposeAll();
-               _rows_view.Groups.OfType<IDisposable>().DisposeAll();
+               _rows_view.Groups.OfTypeSafe<IDisposable>().DisposeAll();
             }));
       }
 
+      public event Action<IReadOnlyList<(ColumnKeys key, ListSortDirection direction)>> sorting_changed;
       event Action<SelectionChangedEventArgs> _selection_changed;
       event Action<TableUpdate<PNLRowData, PNLKey>> _updated;
       event Action<Func<PNLRowData, bool>> _filter_changed;
@@ -116,6 +127,27 @@ namespace bts.shell.pnl {
       public int filtered_row_count => rows.Count;
       public int total_row_count { get; private set; }
       public IReadOnlyObservableCollection<PNLRowVM> selected_rows => _selected_rows;
+      // sorting
+      public IReadOnlyList<(ColumnKeys key, ListSortDirection direction)> sorting_hierarchy {
+         get => _sorting_hierarchy ?? (_sorting_hierarchy = Array.Empty<(ColumnKeys, ListSortDirection)>());
+         set {
+            _sorting_hierarchy = value;
+            // use 'sorting_hierarchy' instead of 'value' bc the getter ensures not null
+            comparer = DIYGridSortHelper.build_comparer(sorting_hierarchy, get_column_comparer, ColumnKeys.Account, ColumnKeys.Security);
+            var column_comp_map = sorting_hierarchy.ToDictionary(c => c.key, c => _get_column_comparer(c.key, c.direction));
+            var rows_view_comparer = new PNLSuperRowComparer(comparer, col => {
+               if (column_comp_map.TryGetValue(col, out var comp_tup))
+                  return comp_tup;
+               return _get_column_comparer(col);
+            });
+            _rows_view.CustomSort = rows_view_comparer;
+            foreach (var g in _rows_view.GroupDescriptions)
+               g.CustomSort = _rows_view.CustomSort;
+            sorting_changed?.Invoke(sorting_hierarchy);
+         }
+      }
+
+      public IComparer<PNLRowVM> comparer { get; private set; }
       // display/grouping
       public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
       public ObservableCollection<ColumnKeys> anchors { get; } = new ObservableCollection<ColumnKeys>();
@@ -144,64 +176,57 @@ namespace bts.shell.pnl {
       }
 
       public Brush selection_highlight { get => _selection_highlight; set => Set(ref _selection_highlight, value); }
+      public Color grid_background_color { get => _grid_background_color; set => Set(ref _grid_background_color, value); }
+      public IValueConverter group_background_converter => _group_background_converter;
 
       // commands
       public ICommand set_anchor_cmd { get; }
       public ICommand append_anchor_cmd { get; }
       public ICommand show_working_orders_cmd { get; }
 
-      public void set_all_expanded(bool is_expanded) =>
-         _rows_view.set_all_expanded(is_expanded);
-
-      #region Filters
       /// security
       public IDataGridColumnPersistentFilter<PNLRowData, uint[]> account_filter { get; }
       public IDataGridColumnPersistentFilter<PNLRowData, Venue[]> exchange_filter { get; } = DiscreteValuesFilterVM.Common.exchange<PNLRowData>(r => r.security.exchange_or_default(), nameof(PNLRowVM.exchange));
       public IDataGridColumnPersistentFilter<PNLRowData, string[]> symbol_filter { get; } = DiscreteValuesFilterVM.Common.symbol<PNLRowData>(r => r.security.symbol_or_default(), nameof(PNLRowVM.symbol));
       public IDataGridColumnPersistentFilter<PNLRowData, string> security_filter { get; } = new RegexFilterVM<PNLRowData>(r => r.security?.ToString(), nameof(PNLRowData.security));
+      public IDataGridColumnPersistentFilter<PNLRowData, string> security_key_filter { get; } = new RegexFilterVM<PNLRowData>(r => r.key.security_id.ToString());
       public IDataGridColumnPersistentFilter<PNLRowData, SecurityType[]> security_type_filter { get; } = DiscreteValuesFilterVM.Create<PNLRowData, SecurityType>(
          EnumHelper.get_values_except(SecurityType.Option, SecurityType.Synthetic).ToArray(),
          r => r.security?.ContractCase ?? SecurityType.None,
          nameof(PNLRowData.security));
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> cpp_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.cpp);
       /// sod
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_pnl);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.long_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.long_avg);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_long_avg_price_delta);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_long_avg_price_raw);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.short_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.short_avg);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_short_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_short_avg_price_delta);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_short_avg_price_raw);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.net_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_net_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_net_avg_price_delta);
       /// day
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_pnl);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day.long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_long_pos);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_long_avg_price_raw);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_long_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_long_avg_price_delta);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day.short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_short_pos);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_short_avg_price_raw);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_short_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_short_avg_price_delta_raw);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day.net_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_net_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_net_avg_price_delta_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_net_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, bool[]> has_day_trades_filter { get; } = DiscreteValuesFilterVM.Create<PNLRowData, bool>(new[] { true, false }, r => r.has_day_trades);
+      /// raw day
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> raw_day_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.raw_day_long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> raw_day_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.raw_day_short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> raw_day_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.raw_day_net_pos);
       /// working (long)
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_long_pos);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_long_avg_price_raw);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_long_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_long_avg_price_delta_raw);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_short_pos);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_short_avg_price_raw);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_short_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_short_avg_price_delta_raw);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_net_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_net_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_net_avg_price_delta_raw);
       /// total
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_pnl);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_long_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_long_avg_price);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_long_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_long_avg_price_delta);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_long_avg_price_raw);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_short_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_short_avg_price);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_short_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_short_avg_price_delta);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_short_avg_price_raw);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_net_pos);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_net_avg_price_delta_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_net_avg_price_delta);
       /// market
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.bid_price);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> ask_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.ask_price);
@@ -209,58 +234,53 @@ namespace bts.shell.pnl {
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.last_price);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> settlement_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.settlement_price);
       public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> pnl_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.pnl_price);
-      /// misc
-      public IDataGridColumnPersistentFilter<PNLRowData, bool[]> has_day_trades_filter { get; } = DiscreteValuesFilterVM.Create<PNLRowData, bool>(new[] { true, false }, r => r.has_day_trades);
-      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> cpp_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.cpp);
 
       IEnumerable<IDataGridColumnFilter<PNLRowData>> _all_filters =>
          _filter_getters.Select(get => get(this));
 
+      public static IComparer<PNLRowVM> get_column_comparer(ColumnKeys column) =>
+         _get_column_comparer(column).row_comparer;
+
       public FilterStates get_filters_states() => new FilterStates {
          account = account_filter.get_state(),
          exchange = exchange_filter.get_state(),
          symbol = symbol_filter.get_state(),
-         security = security_filter.get_state(),
          security_type = security_type_filter.get_state(),
+         security = security_filter.get_state(),
+         security_key = security_key_filter.get_state(),
+         cpp = cpp_filter.get_state(),
          /// sod
          sod_pnl = sod_pnl_filter.get_state(),
          sod_long_pos = sod_long_pos_filter.get_state(),
          sod_long_avg_price = sod_long_avg_price_filter.get_state(),
-         sod_long_avg_price_delta = sod_long_avg_price_delta_filter.get_state(),
          sod_short_pos = sod_short_pos_filter.get_state(),
          sod_short_avg_price = sod_short_avg_price_filter.get_state(),
-         sod_short_avg_price_delta = sod_short_avg_price_delta_filter.get_state(),
          sod_net_pos = sod_net_pos_filter.get_state(),
-         sod_net_avg_price_delta = sod_net_avg_price_delta_filter.get_state(),
          /// day
          day_pnl = day_pnl_filter.get_state(),
          day_long_pos = day_long_pos_filter.get_state(),
          day_long_avg_price = day_long_avg_price_filter.get_state(),
-         day_long_avg_price_delta = day_long_avg_price_delta_filter.get_state(),
          day_short_pos = day_short_pos_filter.get_state(),
          day_short_avg_price = day_short_avg_price_filter.get_state(),
-         day_short_avg_price_delta = day_short_avg_price_delta_filter.get_state(),
          day_net_pos = day_net_pos_filter.get_state(),
-         day_net_avg_price_delta = day_net_avg_price_delta_filter.get_state(),
+         has_day_trades = has_day_trades_filter.get_state(),
+         /// raw day
+         raw_day_long_pos = raw_day_long_pos_filter.get_state(),
+         raw_day_short_pos = raw_day_short_pos_filter.get_state(),
+         raw_day_net_pos = raw_day_net_pos_filter.get_state(),
          /// total
          total_pnl = total_pnl_filter.get_state(),
          total_long_pos = total_long_pos_filter.get_state(),
          total_long_avg_price = total_long_avg_price_filter.get_state(),
-         total_long_avg_price_delta = total_long_avg_price_delta_filter.get_state(),
          total_short_pos = total_short_pos_filter.get_state(),
          total_short_avg_price = total_short_avg_price_filter.get_state(),
-         total_short_avg_price_delta = total_short_avg_price_delta_filter.get_state(),
          total_net_pos = total_net_pos_filter.get_state(),
-         total_net_avg_price_delta = total_net_avg_price_delta_filter.get_state(),
          /// working
          working_long_pos = working_long_pos_filter.get_state(),
          working_long_avg_price = working_long_avg_price_filter.get_state(),
-         working_long_avg_price_delta = working_long_avg_price_delta_filter.get_state(),
          working_short_pos = working_short_pos_filter.get_state(),
          working_short_avg_price = working_short_avg_price_filter.get_state(),
-         working_short_avg_price_delta = working_short_avg_price_delta_filter.get_state(),
          working_net_pos = working_net_pos_filter.get_state(),
-         working_net_avg_price_delta = working_net_avg_price_delta_filter.get_state(),
          /// market
          bid_price = bid_price_filter.get_state(),
          ask_price = ask_price_filter.get_state(),
@@ -268,13 +288,11 @@ namespace bts.shell.pnl {
          last_price = last_price_filter.get_state(),
          settlement_price = settlement_price_filter.get_state(),
          pnl_price = pnl_price_filter.get_state(),
-         /// misc
-         has_day_trades = has_day_trades_filter.get_state()
       };
-      #endregion
 
       public void load_from(PNLSettings settings) {
          selection_highlight = settings.grid.selection_highlight.to_brush();
+         grid_background_color = settings.grid.background;
          calculation_type = settings.calculation_type;
          if (settings.filters != null) {
             using (_refresh_filter.defer_execution()) {
@@ -283,46 +301,42 @@ namespace bts.shell.pnl {
                account_filter.load_state(f.account);
                exchange_filter.load_state(f.exchange);
                symbol_filter.load_state(f.symbol);
-               security_filter.load_state(f.security);
                security_type_filter.load_state(f.security_type);
+               security_filter.load_state(f.security);
+               security_key_filter.load_state(f.security_key);
+               cpp_filter.load_state(f.cpp);
                /// sod
                sod_pnl_filter.load_state(f.sod_pnl);
                sod_long_pos_filter.load_state(f.sod_long_pos);
                sod_long_avg_price_filter.load_state(f.sod_long_avg_price);
-               sod_long_avg_price_delta_filter.load_state(f.sod_long_avg_price_delta);
                sod_short_pos_filter.load_state(f.sod_short_pos);
                sod_short_avg_price_filter.load_state(f.sod_short_avg_price);
-               sod_short_avg_price_delta_filter.load_state(f.sod_short_avg_price_delta);
                sod_net_pos_filter.load_state(f.sod_net_pos);
-               sod_net_avg_price_delta_filter.load_state(f.sod_net_avg_price_delta);
                /// day
                day_pnl_filter.load_state(f.day_pnl);
                day_long_pos_filter.load_state(f.day_long_pos);
                day_long_avg_price_filter.load_state(f.day_long_avg_price);
-               day_long_avg_price_delta_filter.load_state(f.day_long_avg_price_delta);
                day_short_pos_filter.load_state(f.day_short_pos);
                day_short_avg_price_filter.load_state(f.day_short_avg_price);
-               day_short_avg_price_delta_filter.load_state(f.day_short_avg_price_delta);
                day_net_pos_filter.load_state(f.day_net_pos);
-               day_net_avg_price_delta_filter.load_state(f.day_net_avg_price_delta);
+               has_day_trades_filter.load_state(f.has_day_trades);
+               /// raw day
+               raw_day_long_pos_filter.load_state(f.raw_day_long_pos);
+               raw_day_short_pos_filter.load_state(f.raw_day_short_pos);
+               raw_day_net_pos_filter.load_state(f.raw_day_net_pos);
                /// total
                total_pnl_filter.load_state(f.total_pnl);
                total_long_pos_filter.load_state(f.total_long_pos);
                total_long_avg_price_filter.load_state(f.total_long_avg_price);
-               total_long_avg_price_delta_filter.load_state(f.total_long_avg_price_delta);
                total_short_pos_filter.load_state(f.total_short_pos);
                total_short_avg_price_filter.load_state(f.total_short_avg_price);
-               total_short_avg_price_delta_filter.load_state(f.total_short_avg_price_delta);
                total_net_pos_filter.load_state(f.total_net_pos);
                /// working
                working_long_pos_filter.load_state(f.working_long_pos);
                working_long_avg_price_filter.load_state(f.working_long_avg_price);
-               working_long_avg_price_delta_filter.load_state(f.working_long_avg_price_delta);
                working_short_pos_filter.load_state(f.working_short_pos);
                working_short_avg_price_filter.load_state(f.working_short_avg_price);
-               working_short_avg_price_delta_filter.load_state(f.working_short_avg_price_delta);
                working_net_pos_filter.load_state(f.working_net_pos);
-               working_net_avg_price_delta_filter.load_state(f.working_net_avg_price_delta);
                /// market
                bid_price_filter.load_state(f.bid_price);
                mid_price_filter.load_state(f.mid_price);
@@ -330,158 +344,193 @@ namespace bts.shell.pnl {
                last_price_filter.load_state(f.last_price);
                settlement_price_filter.load_state(f.settlement_price);
                pnl_price_filter.load_state(f.pnl_price);
-               /// misc
-               has_day_trades_filter.load_state(f.has_day_trades);
-               cpp_filter.load_state(f.cpp);
             }
          }
          anchors.sync_with(settings.anchors);
          header_row_display = settings.header_row_display;
+         sorting_hierarchy = DIYGridSortHelper.convert_sorting_criterion<ColumnKeys>(settings.sorting_criterion).ToList();
+         // group background colors
+         _group_background_converter = new AlternationConverter();
+         _group_background_converter.Values.AddRange(settings.group_background_colors.Select(c => c.argb_color()));
+         RaisePropertyChanged(nameof(group_background_converter));
          //
          map_appearances(ref _default_appearances, settings.grid.columns, settings.grid_defaults);
-         map_appearances(ref _default_group_appearances, settings.group_columns, settings.group_cell_appearance.to_appearance().merge(settings.grid_defaults));
-         map_appearances(ref _default_header_appearances, settings.header_columns, settings.header_cell_appearance.to_appearance().merge(settings.grid_defaults));
+         map_appearances(ref _default_group_appearances, settings.group_columns, settings.group_cell_appearance.to_appearance().merge(settings.group_defaults));
+         map_appearances(ref _default_header_appearances, settings.header_columns, settings.header_cell_appearance.to_appearance().merge(settings.header_defaults));
          _triggers = settings.triggers();
          _group_triggers = settings.group_triggers();
          _header_triggers = settings.header_triggers();
          foreach (var r in rows)
             r.on_settings(_default_appearances, _triggers);
-         total_aggregate.on_settings(_default_header_appearances, _header_triggers);
-         selected_aggregate.on_settings(_default_header_appearances, _header_triggers);
+         total_aggregate.on_settings(settings.header_background_color, _default_header_appearances, _header_triggers);
+         selected_aggregate.on_settings(settings.header_background_color,_default_header_appearances, _header_triggers);
          void map_appearances(ref ImmutableDictionary<ColumnKeys, PNLCellAppearance> from, IEnumerable<GridColumnSettings> col_settings, PNLCellAppearance fallback_appearance) {
             var dabd = from.ToBuilder();
             foreach (var k in EnumHelper.get_values<ColumnKeys>()) {
                if (GridSettingsHelper.try_find_column(col_settings, k, out var match))
-                  dabd[k] = new PNLCellAppearance(match.font_color_override, match.background_override, match.font_weight_override).merge(fallback_appearance);
+                  dabd[k] = new PNLCellAppearance(match.font_color_override, match.background_color_override, match.font_weight_override).merge(fallback_appearance);
             }
             from = dabd.ToImmutable();
          }
-         if (_rows_view == null)
-            _rows_view = new PNLRowCollectionView(rows, _default_group_appearances, _group_triggers);
-         else _rows_view.on_settings(_default_group_appearances, _group_triggers);
+         _rows_view.on_settings(_default_group_appearances, _group_triggers);
+         _rows_view.Refresh();
       }
 
-      #region FillsVM Factory
       public FillsVM mk_fills_vm(PNLRowVM row, ColumnKeys key) {
          var state = PNLSettings.DefaultAuxiliaryFills;
          _append_key_filters(state.filters, key);
          _append_row_filters(state.filters, row);
+         // hide implicit cols
          state.grid = _hide_cols(state.grid, anchors);
-         var src = _orders_model.on_fill_tuples.Filter(ft => ft.fill.SecurityKey == row.key.security_id && ft.account_id == row.key.account_id);
-         return new FillsVM(_bus, _orders_model, Observable.Return(state), src, new WindowSettingsManager<mbts.ui.settings.GridSettings>.DisconnectedImpl(state.grid));
+         return new FillsVM(
+            _bus, _orders_model, Observable.Return(state), new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
       }
 
       public FillsVM mk_fills_vm(PNLRowCollectionViewGroup group, ColumnKeys key) {
          var state = PNLSettings.DefaultAuxiliaryFills;
          _append_key_filters(state.filters, key);
          _append_group_filters(state.filters, group, anchors);
-         // hide all columns with implicit data (i.e., the anchors)
+         // hide implicit cols
          state.grid = _hide_cols(state.grid, anchors.WrapSubRange(0, group.level));
-         return new FillsVM(_bus, _orders_model, Observable.Return(state), new WindowSettingsManager<mbts.ui.settings.GridSettings>.DisconnectedImpl(state.grid));
+         return new FillsVM(
+            _bus, _orders_model, Observable.Return(state), _visible_fills_source(), new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
       }
 
       public FillsVM mk_fills_vm(PNLHeaderRowDisplay header, ColumnKeys key) {
          var state = fills.FillsSettings.Default();
          state.grid = orderbook.OrderBookStartupData.DefaultFillsGrid.general;
          state.filters = new fills.FillsFilterStates();
-         state.grid = _hide_cols(state.grid, anchors);
+         // hide implicit cols
+         state.grid = _hide_cols(orderbook.OrderBookStartupData.DefaultFillsGrid.general, anchors);
          _append_key_filters(state.filters, key);
          var src = _orders_model.on_fill_tuples;
          switch (header) {
-            case PNLHeaderRowDisplay.SelectedTotal: {
-                  var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<SelectionChangedEventArgs, Func<FillTuple, bool>>(
-                     cb => _selection_changed += cb,
-                     cb => _selection_changed -= cb,
-                     _ => predicate_factory(_selected_rows.Select(r => r.key)),
-                     _auxiliary_grid_update_throttle)
-                     .StartWith(() => predicate_factory(_selected_rows.Select(r => r.key)));
-                  src = src.Filter(filter_src, FillTuple.key_fn);
-               }
+            case PNLHeaderRowDisplay.SelectedTotal:
+               // throttle selection changes (they have a potentially high frequency)
+               var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<SelectionChangedEventArgs, Func<FillTuple, bool>>(
+                  cb => _selection_changed += cb,
+                  cb => _selection_changed -= cb,
+                  _ => _mk_selected_items_filter(_fill_pnl_key_fn),
+                  _auxiliary_grid_update_throttle);
+               src = src.Filter(filter_src, FillTuple.key_fn, _mk_selected_items_filter(_fill_pnl_key_fn));
                break;
-            case PNLHeaderRowDisplay.Total: {
-                  var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<TableUpdate<PNLRowData, PNLKey>, Func<FillTuple, bool>>(
-                     cb => _updated += cb,
-                     cb => _updated -= cb,
-                     t => predicate_factory(t.state.Keys),
-                     _auxiliary_grid_update_throttle)
-                     .StartWith(() => predicate_factory(rows.Select(r => r.key)));
-                  src = src.Filter(filter_src, FillTuple.key_fn);
-               }
+            case PNLHeaderRowDisplay.Total:
+               src = src.Filter(_visible_items_filter_source(_fill_pnl_key_fn), FillTuple.key_fn);
                break;
          }
-         return new FillsVM(_bus, _orders_model, Observable.Return(state), src, new WindowSettingsManager<mbts.ui.settings.GridSettings>.DisconnectedImpl(state.grid));
-         //
-         Func<FillTuple, bool> predicate_factory(IEnumerable<PNLKey> keys) {
-            var key_set = new HashSet<PNLKey>(keys);
-            return new Func<FillTuple, bool>(ft => key_set.Contains(new PNLKey(ft.account_id, ft.fill.SecurityKey)));
-         }
+         return new FillsVM(
+            _bus, _orders_model, Observable.Return(state), src, new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
       }
-      #endregion
 
-      #region OrderBookVM Factory
       public OrderBookVM mk_orderbook_vm(PNLHeaderRowDisplay header, ColumnKeys key) {
-         var state = new orderbook.OrderBookStartupData(
-            new orderbook.FilterStates(),
-            orderbook.OrderBookStartupData.default_mini_grid,
-            use_defaults: false);
-         _append_key_filters(state.filters, key);
-         state.orderbook_grid.general = _hide_cols(state.orderbook_grid.general, anchors);
+         var filters = new orderbook.FilterStates();
+         _append_key_filters(filters, key);
          var src = _orders_model.on_order_tuples_with_root_and_piq;
          switch (header) {
-            case PNLHeaderRowDisplay.SelectedTotal: {
-                  var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<SelectionChangedEventArgs, Func<OrderSecurityRootPair, bool>>(
-                     cb => _selection_changed += cb,
-                     cb => _selection_changed -= cb,
-                     _ => predicate_factory(_selected_rows.Select(r => r.key)),
-                     _auxiliary_grid_update_throttle);
-                  src = src.Filter(filter_src, OrderSecurityHelper.root_pair_key_fn);
-               }
+            case PNLHeaderRowDisplay.SelectedTotal:
+               // throttle selection changes (they have a potentially high frequency)
+               var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<SelectionChangedEventArgs, Func<OrderSecurityRootPair, bool>>(
+                  cb => _selection_changed += cb,
+                  cb => _selection_changed -= cb,
+                  _ => _mk_selected_items_filter(_order_pnl_key_fn),
+                  _auxiliary_grid_update_throttle);
+               src = src.Filter(filter_src, OrderSecurityHelper.root_pair_key_fn, _mk_selected_items_filter(_order_pnl_key_fn));
                break;
-            case PNLHeaderRowDisplay.Total: {
-                  var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<TableUpdate<PNLRowData, PNLKey>, Func<OrderSecurityRootPair, bool>>(
-                     cb => _updated += cb,
-                     cb => _updated -= cb,
-                     t => predicate_factory(t.state.Keys),
-                     _auxiliary_grid_update_throttle)
-                     .StartWith(() => predicate_factory(rows.Select(r => r.key)));
-                  src = src.Filter(filter_src, OrderSecurityHelper.root_pair_key_fn);
-               }
+            case PNLHeaderRowDisplay.Total:
+               src = src.Filter(_visible_items_filter_source(_order_pnl_key_fn), OrderSecurityHelper.root_pair_key_fn);
                break;
          }
-         var settings_man = new WindowSettingsManager<orderbook.OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
-         var obvm = new OrderBookVM(_bus, null, _orders_model, src, settings_man, true);
-         obvm.columns.InsertRange(0, OrderBookVM.OrderBookColumnCollection.editable_columns);
-         return obvm;
-         Func<OrderSecurityRootPair, bool> predicate_factory(IEnumerable<PNLKey> keys) {
-            var key_set = new HashSet<PNLKey>(keys);
-            return new Func<OrderSecurityRootPair, bool>(o => key_set.Contains(new PNLKey(o.order.order.account_id(), o.order.order.security_key())));
-         }
+         return _mk_orderbook_vm_common(
+            filters, Enumerable.Empty<ColumnKeys>(), src);
       }
 
       public OrderBookVM mk_orderbook_vm(PNLRowCollectionViewGroup group, ColumnKeys key) {
          var filters = new orderbook.FilterStates();
+         _append_key_filters(filters, key);
          _append_group_filters(filters, group, anchors);
-         return _mk_orderbook_vm_common(filters, anchors.WrapSubRange(0, group.level));
+         return _mk_orderbook_vm_common(
+            filters, anchors.WrapSubRange(0, group.level), _visible_orders_source());
       }
 
       public OrderBookVM mk_orderbook_vm(PNLRowVM row, ColumnKeys key) {
          var filters = new orderbook.FilterStates();
          _append_key_filters(filters, key);
          _append_row_filters(filters, row);
-         return _mk_orderbook_vm_common(filters, anchors.Concat(new[] { ColumnKeys.Account, ColumnKeys.Symbol, ColumnKeys.Security }).Distinct());
+         return _mk_orderbook_vm_common(
+            filters, anchors.Concat(new[] { ColumnKeys.Account, ColumnKeys.Symbol, ColumnKeys.Security }).Distinct());
       }
 
-      OrderBookVM _mk_orderbook_vm_common(orderbook.FilterStates filters, IEnumerable<ColumnKeys> hide_counterparts) {
-         var state = new orderbook.OrderBookStartupData(filters, orderbook.OrderBookStartupData.default_mini_grid, use_defaults: false);
-         state.orderbook_grid.general = _hide_cols(state.orderbook_grid.general, hide_counterparts);
-         var settings_man = new WindowSettingsManager<orderbook.OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
-         var obvm = new OrderBookVM(_bus, null, _orders_model, settings_man, true);
-         foreach (var c in OrderBookVM.OrderBookColumnCollection.editable_columns)
-            obvm.columns.Insert(0, c);
-         obvm.load_from(state);
-         return obvm;
+      public void set_all_expanded(bool is_expanded) =>
+         _rows_view.set_all_expanded(is_expanded);
+
+      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
+         RowSelectionHelper.apply_changes(_selected_rows, e);
+         // adding/subtracting pnl incrementally can lose precision over time, due to rounding errors.
+         // do the full calculation on each selection change, as long as it doesn't hurt perf (which seems unlikely).
+         selected_aggregate.data = _selected_rows.Aggregate(PNLNormalizedData.zero, (d, r) => d + r.normalized_data);
+         _selection_changed?.Invoke(e);
+      }
+
+      static IPNLColumnComparer _get_column_comparer(ColumnKeys column, ListSortDirection direction) {
+         var comp = _get_column_comparer(column);
+         if (direction == ListSortDirection.Descending)
+            comp = new ReversePNLColumnComparer(comp);
+         return comp;
+      }
+
+      static IPNLColumnComparer _get_column_comparer(ColumnKeys column) {
+         switch (column) {
+            case ColumnKeys.Account: return wrap(r => r.account_name);
+            case ColumnKeys.Exchange: return wrap(r => r.exchange);
+            case ColumnKeys.SecurityType: return wrap(r => r.security?.ContractCase ?? SecurityType.None);
+            case ColumnKeys.Symbol: return wrap(r => r.symbol);
+            case ColumnKeys.Security: return wrap(r => r.security);
+            case ColumnKeys.SecurityKey: return wrap(r => r.security_key);
+            case ColumnKeys.CPP: return wrap(r => r.cpp);
+            /// SOD
+            case ColumnKeys.SODPNL: return wrap(r => r.sod_pnl);
+            case ColumnKeys.SODLongPos: return wrap(r => r.sod_long_pos);
+            case ColumnKeys.SODLongAvgPrice: return wrap(r => r.sod_long_avg_price);
+            case ColumnKeys.SODShortPos: return wrap(r => r.sod_short_pos);
+            case ColumnKeys.SODShortAvgPrice: return wrap(r => r.sod_short_avg_price);
+            case ColumnKeys.SODNetPos: return wrap(r => r.sod_net_pos);
+            /// Day
+            case ColumnKeys.DayPNL: return wrap(r => r.day_pnl);
+            case ColumnKeys.DayLongPos: return wrap(r => r.day_long_pos);
+            case ColumnKeys.DayLongAvgPrice: return wrap(r => r.day_long_avg_price);
+            case ColumnKeys.DayShortPos: return wrap(r => r.day_short_pos);
+            case ColumnKeys.DayShortAvgPrice: return wrap(r => r.day_short_avg_price);
+            case ColumnKeys.DayNetPos: return wrap(r => r.day_net_pos);
+            case ColumnKeys.HasDayTrades: return wrap(r => r.has_day_trades);
+            /// RawDay
+            case ColumnKeys.RawDayLongPos: return wrap(r => r.raw_day_long_pos);
+            case ColumnKeys.RawDayShortPos: return wrap(r => r.raw_day_short_pos);
+            case ColumnKeys.RawDayNetPos: return wrap(r => r.raw_day_net_pos);
+            /// Total
+            case ColumnKeys.TotalPNL: return wrap(r => r.total_pnl);
+            case ColumnKeys.TotalLongPos: return wrap(r => r.total_long_pos);
+            case ColumnKeys.TotalLongAvgPrice: return wrap(r => r.total_long_avg_price);
+            case ColumnKeys.TotalShortPos: return wrap(r => r.total_short_pos);
+            case ColumnKeys.TotalShortAvgPrice: return wrap(r => r.total_short_avg_price);
+            case ColumnKeys.TotalNetPos: return wrap(r => r.total_net_pos);
+            /// Working
+            case ColumnKeys.WorkingLongPos: return wrap(r => r.working_long_pos);
+            case ColumnKeys.WorkingLongAvgPrice: return wrap(r => r.working_long_avg_price);
+            case ColumnKeys.WorkingShortPos: return wrap(r => r.working_short_pos);
+            case ColumnKeys.WorkingShortAvgPrice: return wrap(r => r.working_short_avg_price);
+            case ColumnKeys.WorkingNetPos: return wrap(r => r.working_net_pos);
+            /// Market
+            case ColumnKeys.BidPrice: return wrap(r => r.bid_price);
+            case ColumnKeys.MidPrice: return wrap(r => r.mid_price);
+            case ColumnKeys.AskPrice: return wrap(r => r.ask_price);
+            case ColumnKeys.LastPrice: return wrap(r => r.last_price);
+            case ColumnKeys.SettlementPrice: return wrap(r => r.settlement_price);
+            case ColumnKeys.PNLPrice: return wrap(r => r.pnl_price);
+            default: throw ExceptionBuilder.Argument.unexpected_case(column, nameof(column));
+         }
+         PNLColumnComparer<T> wrap<T>(Func<PNLRowVM, T> selector) =>
+            new PNLColumnComparer<T>(selector);
       }
-      #endregion
 
       static GridSettings _hide_cols(GridSettings grid, IEnumerable<ColumnKeys> columns) =>
          grid.with(_hide_cols(grid.columns, columns));
@@ -506,15 +555,22 @@ namespace bts.shell.pnl {
             case ColumnKeys.DayShortPos:
                f.fill_kind = new[] { Fill.Types.FillKind.Standard, Fill.Types.FillKind.Leg };
                break;
+            case ColumnKeys.RawDayNetPos:
+            case ColumnKeys.RawDayLongPos:
+            case ColumnKeys.RawDayShortPos:
+               f.fill_kind = new[] { Fill.Types.FillKind.Standard };
+               break;
          }
          switch (key) {
             case ColumnKeys.SODLongPos:
             case ColumnKeys.DayLongPos:
+            case ColumnKeys.RawDayLongPos:
             case ColumnKeys.TotalLongPos:
                f.side = new[] { Side.Buy };
                break;
             case ColumnKeys.SODShortPos:
             case ColumnKeys.DayShortPos:
+            case ColumnKeys.RawDayShortPos:
             case ColumnKeys.TotalShortPos:
                f.side = new[] { Side.Sell };
                break;
@@ -559,11 +615,13 @@ namespace bts.shell.pnl {
          switch (key) {
             case ColumnKeys.WorkingLongPos:
             case ColumnKeys.DayLongPos:
+            case ColumnKeys.RawDayLongPos:
             case ColumnKeys.TotalLongPos:
                f.sides = new[] { Side.Buy };
                break;
             case ColumnKeys.WorkingShortPos:
             case ColumnKeys.DayShortPos:
+            case ColumnKeys.RawDayShortPos:
             case ColumnKeys.TotalShortPos:
                f.sides = new[] { Side.Sell };
                break;
@@ -612,12 +670,57 @@ namespace bts.shell.pnl {
       }
       #endregion
 
+      static Func<T, bool> _mk_items_filter<T>(IEnumerable<PNLKey> keys, Func<T, PNLKey> key_selector) {
+         var key_set = new HashSet<PNLKey>(keys);
+         return v => key_set.Contains(key_selector(v));
+      }
+
+      Func<T, bool> _mk_selected_items_filter<T>(Func<T, PNLKey> key_selector) =>
+         _mk_items_filter(_selected_rows.Select(r => r.key), key_selector);
+
+      OrderBookVM _mk_orderbook_vm_common(orderbook.FilterStates filters, IEnumerable<ColumnKeys> hide_counterparts, IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source = null) {
+         var state = new orderbook.OrderBookStartupData(filters, orderbook.OrderBookStartupData.default_mini_grid, use_defaults: false);
+         state.orderbook_grid.general = _hide_cols(state.orderbook_grid.general, hide_counterparts);
+         var settings_man = new WindowSettingsManager<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;
+      }
+
+      IObservable<TableUpdate<FillTuple, string>> _visible_fills_source() =>
+         _orders_model.on_fill_tuples.Filter(_visible_items_filter_source(_fill_pnl_key_fn), FillTuple.key_fn);
+
+      IObservable<TableUpdate<OrderSecurityRootPair, uint>> _visible_orders_source() =>
+         _orders_model.on_order_tuples_with_root_and_piq.Filter(_visible_items_filter_source(_order_pnl_key_fn), OrderSecurityHelper.root_pair_key_fn);
+
+      IObservable<Func<T, bool>> _visible_items_filter_source<T>(Func<T, PNLKey> key_selector) =>
+         Observable.Create<Func<T, bool>>(o => {
+            o.OnNext(_visible_items_filter_snapshot(key_selector));
+            _updated += on_updated;
+            return Disposable.Create(() => _updated -= on_updated);
+            void on_updated(TableUpdate<PNLRowData, PNLKey> _) =>
+               o.OnNext(_visible_items_filter_snapshot(key_selector));
+         });
+
+      // returns a predicate that takes a snapshot of the current state, and returns true if the item's account/security pair is visible in the snapshot state.
+      // subsequent updates are not reflected in this predicate.
+      // Note: this is a necessary behavior if the predicate is used in a TableUpdate filter stream (it must always return the same value for the same item).
+      Func<T, bool> _visible_items_filter_snapshot<T>(Func<T, PNLKey> key_selector) {
+         var t = _last_table;
+         return o => t.state.ContainsKey(key_selector(o));
+      }
+
       void _update((TableUpdate<PNLRowData, PNLKey> filtered, TableUpdate<PNLRowData, PNLKey> raw) tup) {
          if (_is_paused) {
             _resume = tup;
             return;
          }
          var (filtered, raw) = tup;
+         _last_table = filtered;
          int old_total_row_count = total_row_count;
          int old_filtered_row_count = filtered_row_count;
          var total_pnl = total_aggregate.data;
@@ -626,31 +729,26 @@ namespace bts.shell.pnl {
             int i = CollectionHelper.binary_search(_rows_data_wrapper, v, PNLRowData.key_comparer);
             Log.assert(i >= 0, $"{typeof(PNLVM)} received an update with a removed item that was not found via binary search.");
             if (i >= 0) {
-               if (rows[i].security_type == SecurityType.Future)
-                  total_pnl -= rows[i].normalized_data;
+               total_pnl -= rows[i].normalized_data;
                rows.RemoveAt(i);
             }
          }
          foreach (var v in filtered.added) {
             var r = new PNLRowVM(v.with(calc_type: calculation_type), _default_appearances, _triggers);
             rows.InsertSorted(r, PNLRowVM.key_comparer);
-            if (r.security_type == SecurityType.Future)
                total_pnl += r.normalized_data;
          }
          foreach (var d in filtered.changed) {
             int i = CollectionHelper.binary_search(_rows_data_wrapper, d, PNLRowData.key_comparer);
             if (i >= 0) {
                var r = rows[i];
-               if (r.security_type == SecurityType.Future)
-                  total_pnl -= r.normalized_data;
+               total_pnl -= r.normalized_data;
                r.update(d);
-               if (r.security_type == SecurityType.Future)
-                  total_pnl += r.normalized_data;
+               total_pnl += r.normalized_data;
             }
          }
          if (_selected_rows.Count > 0) {
             selected_aggregate.data = _selected_rows
-               .Where(r => r.security_type == SecurityType.Future)
                .Aggregate(PNLNormalizedData.zero, (d, r) => d + r.normalized_data);
          }
          //
@@ -662,13 +760,5 @@ namespace bts.shell.pnl {
             RaisePropertyChanged(nameof(filtered_row_count));
          _updated?.Invoke(filtered);
       }
-
-      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
-         RowSelectionHelper.apply_changes(_selected_rows, e);
-         // adding/subtracting pnl incrementally can lose precision over time, due to rounding errors.
-         // do the full calculation on each selection change, as long as it doesn't hurt perf (which seems unlikely).
-         selected_aggregate.data = _selected_rows.Aggregate(PNLNormalizedData.zero, (d, r) => d + r.normalized_data);
-         _selection_changed?.Invoke(e);
-      }
    }
-}
+}

src/client/spark/Modules/Trading/PNL/View/PNLAuxiliaryPopupView.xaml

@@ -0,0 +1,69 @@
+<HeaderedContentControl
+  x:Class="bts.shell.pnl.PNLAuxiliaryPopupView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:pnl="clr-namespace:bts.shell.pnl"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sp="clr-namespace:mbts.spark"
+  Background="{StaticResource CommonBackground}"
+  BorderBrush="Black"
+  BorderThickness="1"
+  MaxHeight="300"
+>
+  <HeaderedContentControl.Resources>
+    <!--Fills-->
+    <DataTemplate DataType="{x:Type sp:FillsVM}">
+      <usp:FillsView u:Behavior.FocusOnLoaded="True"/>
+    </DataTemplate>
+    <!--OrderBook-->
+    <DataTemplate DataType="{x:Type sp:OrderBookVM}">
+      <sp:MiniOrderBookView u:Behavior.FocusOnLoaded="True"/>
+    </DataTemplate>
+  </HeaderedContentControl.Resources>
+  <!--Header (Title Bar)-->
+  <HeaderedContentControl.HeaderTemplate>
+    <DataTemplate>
+      <Grid>
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="*"/>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="Auto"/>
+        </Grid.ColumnDefinitions>
+        <TextBlock VerticalAlignment="Center" Margin="4,0,0,0" FontWeight="Bold" Text="{Binding context}"/>
+        <TextBlock Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" Margin="4,0,0,0" FontWeight="Bold" Text="{Binding title}">
+          <TextBlock.Foreground>
+            <SolidColorBrush Color="{Binding title_foreground}"/>
+          </TextBlock.Foreground>
+        </TextBlock>
+        <CheckBox Grid.Column="2" VerticalAlignment="Center" Margin="4,0,0,0" Focusable="False" IsChecked="{Binding keep_open}">Keep Open</CheckBox>
+        <Button Grid.Column="3" HorizontalAlignment="Right" Margin="4" Command="{x:Static ApplicationCommands.Close}" CommandTarget="{Binding RelativeSource={RelativeSource AncestorType=pnl:PNLAuxiliaryPopupView}}" Style="{StaticResource RoundCloseButton}"/>
+      </Grid>
+    </DataTemplate>
+  </HeaderedContentControl.HeaderTemplate>
+  <!--Input Bindings-->
+  <HeaderedContentControl.InputBindings>
+    <KeyBinding Key="Esc" Command="{x:Static ApplicationCommands.Close}"/>
+  </HeaderedContentControl.InputBindings>
+  <!--Template-->
+  <HeaderedContentControl.Template>
+    <ControlTemplate TargetType="HeaderedContentControl">
+      <Border
+        Background="{TemplateBinding Background}"
+        BorderBrush="{TemplateBinding BorderBrush}"
+        BorderThickness="{TemplateBinding BorderThickness}"
+      >
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="*"/>
+          </Grid.RowDefinitions>
+          <ContentPresenter ContentSource="Header"/>
+          <ContentPresenter Grid.Row="1" Grid.ColumnSpan="4"/>
+        </Grid>
+      </Border>
+    </ControlTemplate>
+  </HeaderedContentControl.Template>
+</HeaderedContentControl> 

src/client/spark/Modules/Trading/PNL/View/PNLAuxiliaryPopupView.xaml.cs

@@ -0,0 +1,8 @@
+using System.Windows.Controls;
+
+namespace bts.shell.pnl {
+   partial class PNLAuxiliaryPopupView : HeaderedContentControl {
+      public PNLAuxiliaryPopupView() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Trading/PNL/View/PNLRowCollectionView.cs

@@ -1,458 +1,467 @@
-using bts.collections;
-using bts.utils;
-using mbts;
-using mbts.ui;
-using mbts.ui.shell;
-using mbts.ui.utility;
-using mbts.utils;
-using System;
-using System.Collections;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Collections.ObjectModel;
-using System.Collections.Specialized;
-using System.ComponentModel;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Runtime.CompilerServices;
-using System.Windows.Data;
-using CellAnimation = mbts.ui.spark.CellAnimation;
-using ColumnKeys = bts.shell.pnl.PNLView.Columns;
-
-namespace bts.shell.pnl {
-   class PNLRowCollectionView : ListCollectionView {
-      ReadOnlyObservableCollection<object> _base_groups, _groups_wrapper;
-      ObservableAutoWrapper<object, object> _groups;
-      // appearance/triggers
-      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults_appearances;
-      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
-
-      public PNLRowCollectionView(IList list, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) : base(list) {
-         _defaults_appearances = default_appearances;
-         _triggers = triggers;
-      }
-
-      public override bool CanFilter => true;
-      public override bool CanGroup => true;
-
-      public override ReadOnlyObservableCollection<object> Groups {
-         get {
-            if (_groups_wrapper == null) {
-               _base_groups = base.Groups;
-               if (_base_groups == null)
-                  return null;
-               _groups = new ObservableAutoWrapper<object, object>(_base_groups, obj => new PNLRowCollectionViewGroup((CollectionViewGroup)obj, this, _defaults_appearances, _triggers));
-               _groups_wrapper = new ReadOnlyObservableCollection<object>(_groups);
-            }
-            return _groups_wrapper;
-         }
-      }
-
-      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
-         _defaults_appearances = default_appearances;
-         _triggers = triggers;
-         foreach (var g in _groups_wrapper.OfTypeSafe<PNLRowCollectionViewGroup>())
-            g.on_settings(default_appearances, triggers);
-      }
-
-      public void set_all_expanded(bool is_expanded) {
-         foreach (var g in Groups.OfTypeSafe<PNLRowCollectionViewGroup>())
-            g.set_all_expanded(is_expanded);
-      }
-   }
-
-   class PNLRowCollectionViewGroup : CollectionViewGroup, IRaiseNotifyPropertyChanged, IEquatable<PNLRowCollectionViewGroup> {
-      readonly PNLRowCollectionView _root;
-      readonly CollectionViewGroup _from;
-      readonly Dictionary<object, InnerGroupSubscription> _inner_groups = new Dictionary<object, InnerGroupSubscription>();
-      readonly Dictionary<PNLKey, IDisposable> _rows = new Dictionary<PNLKey, IDisposable>();
-      readonly VersionContainer<bool?> _is_all_selected;
-      readonly DeferrableActionWrapper _refresh_is_all_selected;
-      readonly HashSet<PNLRowVM> _selected_rows = new HashSet<PNLRowVM>();
-      readonly PNLCellIndexBuilder<PNLNormalizedData> _cell_map = new PNLCellIndexBuilder<PNLNormalizedData>();
-      readonly PNLCellEmbeddedAnimationModel<PNLNormalizedData> _animator;
-      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults_appearances;
-      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
-      IDisposable _dispose;
-
-      bool _is_expanded = true;
-      int _selected_item_count_backing;
-
-      public PNLRowCollectionViewGroup(CollectionViewGroup from, PNLRowCollectionView root, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) : base(from.Name) {
-         _root = root;
-         _from = from;
-         _defaults_appearances = default_appearances;
-         _triggers = triggers;
-         _animator = new PNLCellEmbeddedAnimationModel<PNLNormalizedData>(default_appearances, triggers);
-         _animator.on_row(normalized_data.data);
-         normalized_data.data_changed += () => {
-            _cell_map.on_row(normalized_data.data);
-            _animator.on_row(normalized_data.data);
-            _cell_map.set_appearances(_animator.cell_appearances);
-         };
-         //sod_net_pos
-         _is_all_selected = new VersionContainer<bool?>(() => {
-            if (_selected_item_count == 0)
-               return false;
-            if (_selected_item_count == ProtectedItemCount)
-               return true;
-            return null;
-         });
-         bool? last_published_all_selected = _is_all_selected.value;
-         _refresh_is_all_selected = new DeferrableActionWrapper(() => {
-            if (_is_all_selected.value != last_published_all_selected) {
-               last_published_all_selected = is_all_selected;
-               OnPropertyChanged(new PropertyChangedEventArgs(nameof(is_all_selected)));
-            }
-         });
-         // sod
-         sod_pnl = _cell_map.add_pnl(ColumnKeys.SODPNL, d => d.sod_pnl);
-         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
-         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
-         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
-         // day
-         day_pnl = _cell_map.add_pnl(ColumnKeys.DayPNL, d => d.day_pnl);
-         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
-         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
-         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
-         // total
-         total_pnl = _cell_map.add(ColumnKeys.TotalPNL, d => d.total_pnl, FormattingDelegates.Price<decimal>.Value);
-         total_net_pos = _cell_map.add(ColumnKeys.TotalNetPos, d => d.total_net_pos);
-         total_long_pos = _cell_map.add(ColumnKeys.TotalLongPos, d => d.total_long_pos);
-         total_short_pos = _cell_map.add(ColumnKeys.TotalShortPos, d => d.total_short_pos);
-         // working
-         working_net_pos = _cell_map.add(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
-         working_long_pos = _cell_map.add(ColumnKeys.WorkingLongPos, d => d.working_long_pos);
-         working_short_pos = _cell_map.add(ColumnKeys.WorkingShortPos, d => d.working_short_pos);
-
-         _cell_map.on_row(normalized_data.data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         ((INotifyCollectionChanged)_from.Items).CollectionChanged += _from_items_CollectionChanged;
-         _from_items_CollectionChanged(_from.Items, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _from.Items, 0));
-
-         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
-            //stopwatch.Start();
-            animations = new_animations.Select(kv => new CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
-            OnPropertyChanged(new PropertyChangedEventArgs(nameof(animations)));
-         });
-      }
-
-      public IList<CellAnimation> animations { get; private set; }
-
-      public event Action ProtectedItemCountChanged, selected_item_count_changed;
-
-      public PNLNormalizedDataVM normalized_data { get; } = new PNLNormalizedDataVM();
-
-      // sod
-      public PNLCellVM<PNLNormalizedData, decimal> sod_pnl { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> sod_net_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> sod_long_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> sod_short_pos { get; }
-      // day
-      public PNLCellVM<PNLNormalizedData, decimal> day_pnl { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> day_net_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> day_long_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> day_short_pos { get; }
-      // total
-      public PNLCellVM<PNLNormalizedData, decimal> total_pnl { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> total_net_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> total_long_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> total_short_pos { get; }
-      // working
-      public PNLCellVM<PNLNormalizedData, decimal> working_net_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> working_long_pos { get; }
-      public PNLCellVM<PNLNormalizedData, decimal> working_short_pos { get; }
-      //
-      public PNLRowCollectionViewGroup parent { get; private set; }
-      public int level => parent == null ? 1 : parent.level + 1;
-      public override bool IsBottomLevel => _from.IsBottomLevel;
-
-      public IEnumerable<PNLRowCollectionViewGroup> ancestors {
-         get {
-            if (parent != null) {
-               var p = parent;
-               do {
-                  yield return p;
-                  p = p.parent;
-               } while (p != null);
-            }
-         }
-      }
-
-      public IReadOnlyList<object> GroupNamePath {
-         get {
-            var path = new List<object> { Name };
-            foreach (var a in ancestors)
-               path.Add(a.Name);
-            return path.WrapReverseRO();
-         }
-      }
-
-      public bool is_expanded { get => _is_expanded; set => _set(ref _is_expanded, value); }
-      public bool? is_all_selected {
-         get => _is_all_selected.value;
-         set {
-            // The setter should not be called while is_all_selected deferred.
-            // However, it is good to be defensive, so let's add a conditional check anyways:
-            //    if 'is_all_selected' is deferred, the value must be blindly propagated,
-            //    bc the equality comparison is erroneous, as the current state is unknown.
-            if (value.HasValue && value != is_all_selected) {
-               using (_refresh_is_all_selected.defer_execution()) {
-                  foreach (var i in Items) {
-                     if (i is PNLRowCollectionViewGroup g)
-                        g.is_all_selected = value;
-                     else if (i is PNLRowVM r)
-                        r.is_selected = value.Value;
-                  }
-               }
-            }
-         }
-      }
-
-      new int ProtectedItemCount {
-         get => base.ProtectedItemCount;
-         set {
-            if (base.ProtectedItemCount != value) {
-               base.ProtectedItemCount = value;
-               _is_all_selected.increment_version();
-               ProtectedItemCountChanged?.Invoke();
-               _refresh_is_all_selected.execute();
-            }
-         }
-      }
-
-      int _selected_item_count {
-         get => _selected_item_count_backing;
-         set {
-            Log.assert(value >= 0, $"{nameof(_selected_item_count)} cannot be negative.");
-            _selected_item_count_backing = value;
-            _is_all_selected.increment_version();
-            _refresh_is_all_selected.execute();
-            selected_item_count_changed?.Invoke();
-         }
-      }
-
-      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
-         _defaults_appearances = default_appearances;
-         _triggers = triggers;
-         if (Name.Equals("GC")) {
-
-         }
-         _animator.on_settings(default_appearances, triggers);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         foreach (var g in ProtectedItems.OfTypeSafe<PNLRowCollectionViewGroup>())
-            g.on_settings(default_appearances, triggers);
-      }
-
-      public void set_all_expanded(bool is_expanded) {
-         this.is_expanded = is_expanded;
-         foreach (var g in Items.OfTypeSafe<PNLRowCollectionViewGroup>())
-            g.set_all_expanded(is_expanded);
-      }
-
-      public bool Equals(PNLRowCollectionViewGroup other) =>
-         other != null &&
-         level == other.level &&
-         Equals(Name, other.Name);
-
-      void _select_all() {
-         foreach (var i in Items) {
-            if (i is PNLRowCollectionViewGroup cvg) {
-               cvg._select_all();
-            } else if (i is PNLRowVM row) {
-            }
-         }
-      }
-
-      IDisposable _detect_is_all_selected_changed() {
-         bool? was_all_selected = is_all_selected;
-         return Disposable.Create(() => {
-            if (is_all_selected != was_all_selected)
-               OnPropertyChanged(new PropertyChangedEventArgs(nameof(is_all_selected)));
-         });
-      }
-
-      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 PNLRowCollectionViewGroup(group, _root, _defaults_appearances, _triggers);
-            _inner_groups.Add(group.Name, new InnerGroupSubscription(this, inner_group));
-            ProtectedItems.Insert(index, inner_group);
-         } else {
-            var row = (PNLRowVM)item;
-            ProtectedItems.Insert(index, item);
-            _rows.Add(row.key, _connect_row(row));
-         }
-      }
-
-      void _remove_item(int index, object item) {
-         if (item is PNLRowCollectionViewGroup 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);
-         } else {
-            var row = (PNLRowVM)item;
-            if (!_rows.TryPopValue(row.key, out var row_sub))
-               throw new InvalidOperationException($"Inner rows cache does not have an entry for the specified irowstem key '{row.key}' (entire tree structure may be compromised).");
-            row_sub.Dispose();
-         }
-         ProtectedItems.RemoveAt(index);
-      }
-
-      void _from_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
-         using (_refresh_is_all_selected.defer_execution()) {
-            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;
-            }
-            _is_all_selected.increment_version();
-            _refresh_is_all_selected.execute();
-         }
-      }
-
-      IDisposable _connect_row(PNLRowVM row) {
-         using (_detect_is_all_selected_changed()) {
-            if (Name.Equals("GC")) {
-
-            }
-            var last_data = PNLNormalizedData.zero;
-            on_updated(row.normalized_data);
-            row.updated += on_updated;
-            row.is_selected_changed += on_is_selected_changed;
-            if (row.is_selected) {
-               Log.assert(_selected_rows.Add(row), $"Selected Rows out of sync ({Name}): hash set already contained selected row that was just added to group ({row}).");
-               _selected_item_count++;
-            }
-            ProtectedItemCount++;
-            return Disposable.Create(() => {
-               row.updated -= on_updated;
-               row.is_selected_changed -= on_is_selected_changed;
-               using (_refresh_is_all_selected.defer_execution()) {
-                  if (row.is_selected) {
-                     Log.assert(_selected_rows.Remove(row), $"Selected Rows out of sync ({Name}): hash set did not contain selected row that was just removed from group ({row}).");
-                     _selected_item_count--;
-                  }
-                  var newval = normalized_data.data - row.normalized_data;
-                  normalized_data.data = newval;
-                  ProtectedItemCount--;
-               }
-            });
-            void on_updated(PNLNormalizedData new_data) {
-            if (Name.Equals("GC")) {
-
-            }
-               var less_last = normalized_data.data - last_data;
-               var plus_new = less_last + new_data;
-               normalized_data.data += new_data - last_data;
-               if (plus_new != normalized_data.data) {
-
-               }
-               Log.assert(plus_new == normalized_data.data);
-               last_data = new_data;
-            }
-            void on_is_selected_changed(bool is_selected) {
-               if (is_selected) {
-                  Log.assert(_selected_rows.Add(row), $"Selected Rows out of sync ({Name}): hash set already contained row that was just selected ({row}).");
-                  _selected_item_count++;
-               } else {
-                  Log.assert(_selected_rows.Remove(row), $"Selected Rows out of sync ({Name}): hash set did not contain row that was just unselected ({row}).");
-                  _selected_item_count--;
-               }
-            }
-         }
-      }
-
-      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));
-         }
-      }
-
-      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
-         OnPropertyChanged(new PropertyChangedEventArgs(prop));
-
-      class InnerGroupSubscription : IDisposable {
-         public readonly PNLRowCollectionViewGroup _inner_group;
-         readonly PNLRowCollectionViewGroup _parent;
-         PNLNormalizedData _last_data = PNLNormalizedData.zero;
-         int _last_count, _last_selected_item_count;
-
-         public InnerGroupSubscription(PNLRowCollectionViewGroup parent, PNLRowCollectionViewGroup 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;
-            // init selected item count
-            _on_selected_item_count_changed();
-            // listen to selected item count changes
-            _inner_group.selected_item_count_changed += _on_selected_item_count_changed;
-            // init data
-            _on_normalized_data_changed();
-            // listen to data changes
-            _inner_group.normalized_data.data_changed += _on_normalized_data_changed;
-            _parent._selected_item_count += _inner_group._selected_item_count;
-         }
-
-         public void Dispose() {
-            _inner_group.ProtectedItemCountChanged -= _on_item_count_changed;
-            _inner_group.selected_item_count_changed -= _on_selected_item_count_changed;
-            _inner_group.normalized_data.data_changed -= _on_normalized_data_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).");
-            }
-            if (_last_data != _inner_group.normalized_data.data) {
-               Log.Ui.warn($"Cached normalized data is not equal to the inner group's normalized data (aggregated pnl data may be compromised).");
-            }
-            _parent.ProtectedItemCount -= _last_count;
-            _parent.normalized_data.data -= _last_data;
-            _parent._selected_item_count -= _last_selected_item_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;
-         }
-
-         void _on_selected_item_count_changed() {
-            _parent._selected_item_count += (_inner_group._selected_item_count - _last_selected_item_count);
-            _last_selected_item_count = _inner_group._selected_item_count;
-         }
-
-         void _on_normalized_data_changed() {
-            var new_data = _inner_group.normalized_data.data;
-            _parent.normalized_data.data += new_data - _last_data;
-            _last_data = new_data;
-         }
-      }
-   }
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Runtime.CompilerServices;
+using System.Windows.Data;
+using CellAnimation = mbts.ui.spark.CellAnimation;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLRowCollectionView : ListCollectionView {
+      ReadOnlyObservableCollection<object> _base_groups, _groups_wrapper;
+      ObservableAutoWrapper<object, object> _groups;
+      // appearance/triggers
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults_appearances;
+      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
+
+      public PNLRowCollectionView(IList list, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) : base(list) {
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+      }
+
+      public override bool CanFilter => true;
+      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 PNLRowCollectionViewGroup((CollectionViewGroup)obj, this, _defaults_appearances, _triggers));
+               _groups_wrapper = new ReadOnlyObservableCollection<object>(_groups);
+            }
+            return _groups_wrapper;
+         }
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+         foreach (var g in _groups_wrapper.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.on_settings(default_appearances, triggers);
+      }
+
+      public void set_all_expanded(bool is_expanded) {
+         foreach (var g in Groups.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+   }
+
+   class PNLRowCollectionViewGroup : CollectionViewGroup, IRaiseNotifyPropertyChanged, IEquatable<PNLRowCollectionViewGroup> {
+      readonly PNLRowCollectionView _root;
+      readonly CollectionViewGroup _from;
+      readonly Dictionary<object, InnerGroupSubscription> _inner_groups = new Dictionary<object, InnerGroupSubscription>();
+      readonly Dictionary<PNLKey, IDisposable> _rows = new Dictionary<PNLKey, IDisposable>();
+      readonly VersionContainer<bool?> _is_all_selected;
+      readonly DeferrableActionWrapper _refresh_is_all_selected;
+      readonly HashSet<PNLRowVM> _selected_rows = new HashSet<PNLRowVM>();
+      readonly PNLCellIndexBuilder<PNLNormalizedData> _cell_map = new PNLCellIndexBuilder<PNLNormalizedData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLNormalizedData> _animator;
+
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults_appearances;
+      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
+      IDisposable _dispose;
+      bool _is_expanded = true;
+      int _selected_item_count_backing;
+      PNLNormalizedData _data;
+
+      public PNLRowCollectionViewGroup(CollectionViewGroup from, PNLRowCollectionView root, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) : base(from.Name) {
+         _root = root;
+         _from = from;
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLNormalizedData>(default_appearances, triggers);
+         _animator.on_row(data);
+         data_changed += () => {
+            _cell_map.on_row(data);
+            _animator.on_row(data);
+            _cell_map.set_appearances(_animator.cell_appearances);
+         };
+         //sod_net_pos
+         _is_all_selected = new VersionContainer<bool?>(() => {
+            if (_selected_item_count == 0)
+               return false;
+            if (_selected_item_count == ProtectedItemCount)
+               return true;
+            return null;
+         });
+         bool? last_published_all_selected = _is_all_selected.value;
+         _refresh_is_all_selected = new DeferrableActionWrapper(() => {
+            if (_is_all_selected.value != last_published_all_selected) {
+               last_published_all_selected = is_all_selected;
+               OnPropertyChanged(new PropertyChangedEventArgs(nameof(is_all_selected)));
+            }
+         });
+         // sod
+         sod_pnl = _cell_map.add_pnl(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
+         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
+         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
+         // day
+         day_pnl = _cell_map.add_pnl(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
+         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
+         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
+         // raw day
+         raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
+         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
+         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
+         // total
+         total_pnl = _cell_map.add(ColumnKeys.TotalPNL, d => d.total_pnl, FormattingDelegates.Price<decimal>.Value);
+         total_net_pos = _cell_map.add(ColumnKeys.TotalNetPos, d => d.total_net_pos);
+         total_long_pos = _cell_map.add(ColumnKeys.TotalLongPos, d => d.total_long_pos);
+         total_short_pos = _cell_map.add(ColumnKeys.TotalShortPos, d => d.total_short_pos);
+         // working
+         working_net_pos = _cell_map.add(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
+         working_long_pos = _cell_map.add(ColumnKeys.WorkingLongPos, d => d.working_long_pos);
+         working_short_pos = _cell_map.add(ColumnKeys.WorkingShortPos, d => d.working_short_pos);
+
+         _cell_map.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         ((INotifyCollectionChanged)_from.Items).CollectionChanged += _from_items_CollectionChanged;
+         _from_items_CollectionChanged(_from.Items, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _from.Items, 0));
+
+         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
+            animations = new_animations.Select(kv => new CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
+            OnPropertyChanged(new PropertyChangedEventArgs(nameof(animations)));
+         });
+      }
+
+      public IList<CellAnimation> animations { get; private set; }
+
+      public event Action
+         data_changed,
+         ProtectedItemCountChanged,
+         selected_item_count_changed;
+
+      public PNLNormalizedData data {
+         get => _data;
+         set {
+            if (_data != value) {
+               _data = value;
+               data_changed?.Invoke();
+            }
+         }
+      }
+
+      // sod
+      public PNLCellVM<PNLNormalizedData, decimal> sod_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_short_pos { get; }
+      // day
+      public PNLCellVM<PNLNormalizedData, decimal> day_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_short_pos { get; }
+      // raw day
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_short_pos { get; }
+      // total
+      public PNLCellVM<PNLNormalizedData, decimal> total_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_short_pos { get; }
+      // working
+      public PNLCellVM<PNLNormalizedData, decimal> working_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> working_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> working_short_pos { get; }
+      //
+      public PNLRowCollectionViewGroup parent { get; private set; }
+      public int level => parent == null ? 1 : parent.level + 1;
+      public override bool IsBottomLevel => _from.IsBottomLevel;
+
+      public IEnumerable<PNLRowCollectionViewGroup> ancestors {
+         get {
+            if (parent != null) {
+               var p = parent;
+               do {
+                  yield return p;
+                  p = p.parent;
+               } while (p != null);
+            }
+         }
+      }
+
+      public IReadOnlyList<object> GroupNamePath {
+         get {
+            var path = new List<object> { Name };
+            foreach (var a in ancestors)
+               path.Add(a.Name);
+            return path.WrapReverseRO();
+         }
+      }
+
+      public bool is_expanded { get => _is_expanded; set => _set(ref _is_expanded, value); }
+      public bool? is_all_selected {
+         get => _is_all_selected.value;
+         set {
+            // The setter should not be called while is_all_selected deferred.
+            // However, it is good to be defensive, so let's add a conditional check anyways:
+            //    if 'is_all_selected' is deferred, the value must be blindly propagated,
+            //    bc the equality comparison is erroneous, as the current state is unknown.
+            if (value.HasValue && value != is_all_selected) {
+               using (_refresh_is_all_selected.defer_execution()) {
+                  foreach (var i in Items) {
+                     if (i is PNLRowCollectionViewGroup g)
+                        g.is_all_selected = value;
+                     else if (i is PNLRowVM r)
+                        r.is_selected = value.Value;
+                  }
+               }
+            }
+         }
+      }
+
+      new int ProtectedItemCount {
+         get => base.ProtectedItemCount;
+         set {
+            if (base.ProtectedItemCount != value) {
+               base.ProtectedItemCount = value;
+               _is_all_selected.increment_version();
+               ProtectedItemCountChanged?.Invoke();
+               _refresh_is_all_selected.execute();
+            }
+         }
+      }
+
+      int _selected_item_count {
+         get => _selected_item_count_backing;
+         set {
+            Log.assert(value >= 0, $"{nameof(_selected_item_count)} cannot be negative.");
+            _selected_item_count_backing = value;
+            _is_all_selected.increment_version();
+            _refresh_is_all_selected.execute();
+            selected_item_count_changed?.Invoke();
+         }
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+         _animator.on_settings(default_appearances, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         foreach (var g in ProtectedItems.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.on_settings(default_appearances, triggers);
+      }
+
+      public void set_all_expanded(bool is_expanded) {
+         this.is_expanded = is_expanded;
+         foreach (var g in Items.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+
+      public bool Equals(PNLRowCollectionViewGroup other) =>
+         other != null &&
+         level == other.level &&
+         Equals(Name, other.Name);
+
+      void _select_all() {
+         foreach (var cvg in Items.OfType<PNLRowCollectionViewGroup>())
+            cvg._select_all();
+      }
+
+      IDisposable _detect_is_all_selected_changed() {
+         bool? was_all_selected = is_all_selected;
+         return Disposable.Create(() => {
+            if (is_all_selected != was_all_selected)
+               OnPropertyChanged(new PropertyChangedEventArgs(nameof(is_all_selected)));
+         });
+      }
+
+      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 PNLRowCollectionViewGroup(group, _root, _defaults_appearances, _triggers);
+            _inner_groups.Add(group.Name, new InnerGroupSubscription(this, inner_group));
+            ProtectedItems.Insert(index, inner_group);
+         } else {
+            var row = (PNLRowVM)item;
+            ProtectedItems.Insert(index, item);
+            _rows.Add(row.key, _connect_row(row));
+         }
+      }
+
+      void _remove_item(int index, object item) {
+         if (item is PNLRowCollectionViewGroup 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);
+         } else {
+            var row = (PNLRowVM)item;
+            if (!_rows.TryPopValue(row.key, out var row_sub))
+               throw new InvalidOperationException($"Inner rows cache does not have an entry for the specified irowstem key '{row.key}' (entire tree structure may be compromised).");
+            row_sub.Dispose();
+         }
+         ProtectedItems.RemoveAt(index);
+      }
+
+      void _from_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
+         using (_refresh_is_all_selected.defer_execution()) {
+            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;
+            }
+            _is_all_selected.increment_version();
+            _refresh_is_all_selected.execute();
+         }
+      }
+
+      IDisposable _connect_row(PNLRowVM row) {
+         using (_detect_is_all_selected_changed()) {
+            var last_data = PNLNormalizedData.zero;
+            on_updated(row.normalized_data);
+            row.updated += on_updated;
+            row.is_selected_changed += on_is_selected_changed;
+            if (row.is_selected) {
+               Log.assert(_selected_rows.Add(row), $"Selected Rows out of sync ({Name}): hash set already contained selected row that was just added to group ({row}).");
+               _selected_item_count++;
+            }
+            ProtectedItemCount++;
+            return Disposable.Create(() => {
+               row.updated -= on_updated;
+               row.is_selected_changed -= on_is_selected_changed;
+               using (_refresh_is_all_selected.defer_execution()) {
+                  if (row.is_selected) {
+                     Log.assert(_selected_rows.Remove(row), $"Selected Rows out of sync ({Name}): hash set did not contain selected row that was just removed from group ({row}).");
+                     _selected_item_count--;
+                  }
+                  var newval = data - row.normalized_data;
+                  data = newval;
+                  ProtectedItemCount--;
+               }
+            });
+            void on_updated(PNLNormalizedData new_data) {
+               var less_last = data - last_data;
+               var plus_new = less_last + new_data;
+               data += new_data - last_data;
+               if (plus_new != data) {
+                  Log.Ui.warn($"Detected PNL arithmetic rounding error in the group sum for '{string.Join(" ", GroupNamePath)}' (this bug is under investigation).");
+               }
+               last_data = new_data;
+            }
+            void on_is_selected_changed(bool is_selected) {
+               if (is_selected) {
+                  Log.assert(_selected_rows.Add(row), $"Selected Rows out of sync ({Name}): hash set already contained row that was just selected ({row}).");
+                  _selected_item_count++;
+               } else {
+                  Log.assert(_selected_rows.Remove(row), $"Selected Rows out of sync ({Name}): hash set did not contain row that was just unselected ({row}).");
+                  _selected_item_count--;
+               }
+            }
+         }
+      }
+
+      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));
+         }
+      }
+
+      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
+         OnPropertyChanged(new PropertyChangedEventArgs(prop));
+
+      class InnerGroupSubscription : IDisposable {
+         public readonly PNLRowCollectionViewGroup _inner_group;
+         readonly PNLRowCollectionViewGroup _parent;
+         PNLNormalizedData _last_data = PNLNormalizedData.zero;
+         int _last_count, _last_selected_item_count;
+
+         public InnerGroupSubscription(PNLRowCollectionViewGroup parent, PNLRowCollectionViewGroup 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;
+            // init selected item count
+            _on_selected_item_count_changed();
+            // listen to selected item count changes
+            _inner_group.selected_item_count_changed += _on_selected_item_count_changed;
+            // init data
+            _on_normalized_data_changed();
+            // listen to data changes
+            _inner_group.data_changed += _on_normalized_data_changed;
+            _parent._selected_item_count += _inner_group._selected_item_count;
+         }
+
+         public void Dispose() {
+            _inner_group.ProtectedItemCountChanged -= _on_item_count_changed;
+            _inner_group.selected_item_count_changed -= _on_selected_item_count_changed;
+            _inner_group.data_changed -= _on_normalized_data_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).");
+            }
+            if (_last_data != _inner_group.data) {
+               Log.Ui.warn($"Cached normalized data is not equal to the inner group's normalized data (aggregated pnl data may be compromised).");
+            }
+            _parent.ProtectedItemCount -= _last_count;
+            _parent.data -= _last_data;
+            _parent._selected_item_count -= _last_selected_item_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;
+         }
+
+         void _on_selected_item_count_changed() {
+            _parent._selected_item_count += (_inner_group._selected_item_count - _last_selected_item_count);
+            _last_selected_item_count = _inner_group._selected_item_count;
+         }
+
+         void _on_normalized_data_changed() {
+            var new_data = _inner_group.data;
+            _parent.data += new_data - _last_data;
+            _last_data = new_data;
+         }
+      }
+   }
 }

src/client/spark/Modules/Trading/PNL/View/PNLView.xaml

@@ -29,11 +29,14 @@
       <Color x:Key="GroupRowForegroundColor">#FF000000</Color>
       <!--Converters-->
       <cv:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel"/>
-      <AlternationConverter x:Key="GroupRowBackgroundConverter">
-        <SolidColorBrush>#FFE9E9E9</SolidColorBrush>
-        <SolidColorBrush>#FFCACACA</SolidColorBrush>
-        <SolidColorBrush>#FFBBAA55</SolidColorBrush>
-      </AlternationConverter>
+      <cv:MultiValueConverterPipe x:Key="GroupRowBackgroundConverter">
+        <cv:PartialConverter/>
+        <cv:ColorToBrushConverter/>
+      </cv:MultiValueConverterPipe>
+      <cv:ValueMap x:Key="SelectionModeToSelectAllVisibilityConverter" Default="{x:Static Visibility.Collapsed}">
+        <cv:KeyValue Key="{x:Static SelectionMode.Extended}" Value="{x:Static Visibility.Visible}"/>
+        <cv:KeyValue Key="{x:Static SelectionMode.Multiple}" Value="{x:Static Visibility.Visible}"/>
+      </cv:ValueMap>
 
       <!--Column Header Templates-->
       <DataTemplate x:Key="AnchorableColumnHeaderTemplate">
@@ -317,6 +320,7 @@
             <SolidColorBrush Color="{Binding foreground}"/>
           </Setter.Value>
         </Setter>
+        <Setter Property="Margin" Value="0,0,0,1"/>
         <Setter Property="HorizontalAlignment" Value="Stretch"/>
         <Setter Property="FontWeight" Value="{Binding font_weight}"/>
         <Setter Property="Text" Value="{Binding text}"/>
@@ -410,6 +414,7 @@
             <SolidColorBrush Color="{Binding foreground}"/>
           </Setter.Value>
         </Setter>
+        <Setter Property="Margin" Value="0,0,0,1"/>
         <Setter Property="HorizontalAlignment" Value="Stretch"/>
         <Setter Property="FontWeight" Value="{Binding font_weight}"/>
         <Setter Property="FontSize" Value="{Binding font_size}"/>
@@ -498,9 +503,6 @@
       <!--DIYGrid-->
       <!--Totals Row (use Margin Hack to position it just below the column headers)-->
       <StackPanel Grid.Row="1" Panel.ZIndex="1" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="0,30,0,0">
-        <StackPanel.Background>
-          <SolidColorBrush Color="{StaticResource HeaderRowBackgroundColor}"/>
-        </StackPanel.Background>
         <Grid
           c:DIYGrid.SyncWithColumnGeometrySource="{Binding ElementName=_grid}"
           c:DIYGrid.SyncWithColumnGeometry="True"
@@ -518,7 +520,10 @@
               </Binding.Converter>
             </Binding>
           </Grid.Visibility>
-          <Rectangle Grid.ColumnSpan="99" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Stroke="Gray" StrokeThickness="1"/>
+          <Grid.Background>
+            <SolidColorBrush Color="{Binding total_aggregate.background_color}"/>
+          </Grid.Background>
+          <Rectangle Grid.ColumnSpan="99" HorizontalAlignment="Stretch" VerticalAlignment="Bottom" Height="1" Fill="Gray"/>
           <TextBlock Style="{StaticResource HeaderRowHeaderText}">
             <TextBlock.Text>
               <MultiBinding Converter="{x:Static pnl:PNLView.TotalHeaderRowDisplayTextConverter}">
@@ -537,6 +542,10 @@
           <c:HyperlinkCell c:DIYGrid.ColumnKey="DayNetPos" DataContext="{Binding total_aggregate.day_net_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
           <c:HyperlinkCell c:DIYGrid.ColumnKey="DayLongPos" DataContext="{Binding total_aggregate.day_long_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
           <c:HyperlinkCell c:DIYGrid.ColumnKey="DayShortPos" DataContext="{Binding total_aggregate.day_short_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
+          <!--Raw Day-->
+          <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayNetPos" DataContext="{Binding total_aggregate.raw_day_net_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
+          <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayLongPos" DataContext="{Binding total_aggregate.raw_day_long_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
+          <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayShortPos" DataContext="{Binding total_aggregate.raw_day_short_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
           <!--Working-->
           <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingNetPos" DataContext="{Binding total_aggregate.working_net_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
           <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingLongPos" DataContext="{Binding total_aggregate.working_long_pos}" Style="{StaticResource TotalRowHyperlinkCell}"/>
@@ -564,7 +573,10 @@
               </Binding.Converter>
             </Binding>
           </Grid.Visibility>
-          <Rectangle Grid.ColumnSpan="99" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Stroke="Gray" StrokeThickness="1"/>
+          <Grid.Background>
+            <SolidColorBrush Color="{Binding selected_aggregate.background_color}"/>
+          </Grid.Background>
+          <Rectangle Grid.ColumnSpan="99" HorizontalAlignment="Stretch" VerticalAlignment="Bottom" Height="1" Fill="Gray"/>
           <TextBlock Text="{Binding selected_rows.Count, StringFormat='Selected ({0})'}" Style="{StaticResource HeaderRowHeaderText}"/>
           <!--SOD-->
           <c:TextCell c:DIYGrid.ColumnKey="SODPNL" DataContext="{Binding selected_aggregate.sod_pnl}" Style="{StaticResource HeaderRowTextCell}"/>
@@ -576,6 +588,10 @@
           <c:HyperlinkCell c:DIYGrid.ColumnKey="DayNetPos" DataContext="{Binding selected_aggregate.day_net_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
           <c:HyperlinkCell c:DIYGrid.ColumnKey="DayLongPos" DataContext="{Binding selected_aggregate.day_long_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
           <c:HyperlinkCell c:DIYGrid.ColumnKey="DayShortPos" DataContext="{Binding selected_aggregate.day_short_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
+          <!--Raw Day-->
+          <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayNetPos" DataContext="{Binding selected_aggregate.raw_day_net_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
+          <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayLongPos" DataContext="{Binding selected_aggregate.raw_day_long_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
+          <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayShortPos" DataContext="{Binding selected_aggregate.raw_day_short_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
           <!--Working-->
           <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingNetPos" DataContext="{Binding selected_aggregate.working_net_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
           <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingLongPos" DataContext="{Binding selected_aggregate.working_long_pos}" Style="{StaticResource SelectedTotalRowHyperlinkCell}"/>
@@ -599,6 +615,18 @@
         SupportGroupItems="True"
         Loaded="_grid_loaded"
       >
+        <c:DIYGrid.SelectionMode>
+          <Binding Path="header_row_display">
+            <Binding.Converter>
+              <cv:ValueConverterPipe>
+                <cv:EnumHasFlagsConverter>
+                  <pnl:PNLHeaderRowDisplay>SelectedTotal</pnl:PNLHeaderRowDisplay>
+                </cv:EnumHasFlagsConverter>
+                <cv:BooleanToObjectConverter ValueForFalse="{x:Static SelectionMode.Single}" ValueForTrue="{x:Static SelectionMode.Extended}"/>
+              </cv:ValueConverterPipe>
+            </Binding.Converter>
+          </Binding>
+        </c:DIYGrid.SelectionMode>
         <c:DIYGrid.CachedColumnParams>
           <x:Array Type="{x:Type sys:String}">
             <sys:String>font_weight</sys:String>
@@ -624,8 +652,9 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.account_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DiscreteValues}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.account_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.account_filter.open, Source={u:DirectReference _grid}}"
               key="Account"
-              data_member_path="account_name"
+              data_member_path="account_name_cell.cell_data"
               sort_member_path="account_name"
               HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
             />
@@ -634,8 +663,9 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.exchange_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.EnumValues}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.exchange_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.exchange_filter.open, Source={u:DirectReference _grid}}"
               key="Exchange"
-              data_member_path="exchange"
+              data_member_path="exchange_cell.cell_data"
               sort_member_path="exchange"
               HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
             />
@@ -644,37 +674,61 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.symbol_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DiscreteValues}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.symbol_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.symbol_filter.open, Source={u:DirectReference _grid}}"
               key="Symbol"
-              data_member_path="symbol"
+              data_member_path="symbol_cell.cell_data"
               sort_member_path="symbol"
               HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
             />
-            <!--Security-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.security_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.Regex}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_filter.active, Source={u:DirectReference _grid}}"
-              key="Security"
-              sort_member_path="security"
-              data_member_path="security"
-              HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
-            />
             <!--Security Type-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.security_type_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DiscreteValues}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_type_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_type_filter.open, Source={u:DirectReference _grid}}"
               key="SecurityType"
-              data_member_path="security_type"
+              data_member_path="security_type_cell.cell_data"
               sort_member_path="security_type"
               HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
             />
+            <!--Security-->
+            <pnl:PNLColumn
+              c:DataGridFilterProperties.Filter="{Binding DataContext.security_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.Regex}}"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_filter.open, Source={u:DirectReference _grid}}"
+              key="Security"
+              sort_member_path="security_cell.cell_data"
+              data_member_path="security"
+              HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
+            />
+            <!--Security Key-->
+            <pnl:PNLColumn
+              c:DataGridFilterProperties.Filter="{Binding DataContext.security_key_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.Regex}}"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_key_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_key_filter.open, Source={u:DirectReference _grid}}"
+              key="SecurityKey"
+              sort_member_path="security_key.cell_data"
+              data_member_path="security_key"
+            />
+            <!--CPP-->
+            <pnl:PNLColumn
+              c:DataGridFilterProperties.Filter="{Binding DataContext.cpp_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.cpp_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.cpp_filter.open, Source={u:DirectReference _grid}}"
+              key="CPP"
+              data_member_path="cpp"
+              sort_member_path="cpp"
+            />
             <!--SOD-->
             <!--SOD PNL-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.sod_pnl_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_pnl_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.sod_pnl_filter.open, Source={u:DirectReference _grid}}"
               key="SODPNL"
               data_member_path="sod_pnl"
               Header="SOD PnL"
@@ -684,23 +738,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.sod_net_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_net_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.sod_net_pos_filter.open, Source={u:DirectReference _grid}}"
               key="SODNetPos"
               data_member_path="sod_net_pos"
               sort_member_path="sod_net_pos"
             />
-            <!--SOD Net Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.sod_net_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_net_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="SODNetAvgPriceDelta"
-              data_member_path="sod_net_avg_price_delta"
-            />
             <!--SOD Long Pos-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.sod_long_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_long_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.sod_long_pos_filter.open, Source={u:DirectReference _grid}}"
               key="SODLongPos"
               data_member_path="sod_long_pos"
             />
@@ -709,22 +757,16 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.sod_long_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_long_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.sod_long_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="SODLongAvgPrice"
               data_member_path="sod_long_avg_price"
             />
-            <!--SOD Long Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.sod_long_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_long_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="SODLongAvgPriceDelta"
-              data_member_path="sod_long_avg_price_delta"
-            />
             <!--SOD Short Pos-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.sod_short_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_short_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.sod_short_pos_filter.open, Source={u:DirectReference _grid}}"
               key="SODShortPos"
               data_member_path="sod_short_pos"
             />
@@ -733,23 +775,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.sod_short_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_short_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.sod_short_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="SODShortAvgPrice"
               data_member_path="sod_short_avg_price"
             />
-            <!--SOD Short Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.sod_short_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.sod_short_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="SODShortAvgPriceDelta"
-              data_member_path="sod_short_avg_price_delta"
-            />
             <!--Day-->
             <!--Day PNL-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.day_pnl_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_pnl_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.day_pnl_filter.open, Source={u:DirectReference _grid}}"
               key="DayPNL"
               data_member_path="day_pnl"
               sort_member_path="day_pnl"
@@ -759,24 +795,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.day_net_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_net_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.day_net_pos_filter.open, Source={u:DirectReference _grid}}"
               key="DayNetPos"
               data_member_path="day_net_pos"
               sort_member_path="day_net_pos"
             />
-            <!--Day Net Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.day_net_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_net_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="DayNetAvgPriceDelta"
-              data_member_path="day_net_avg_price_delta"
-              sort_member_path="day_net_avg_price_delta"
-            />
             <!--Day Long Pos-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.day_long_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_long_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.day_long_pos_filter.open, Source={u:DirectReference _grid}}"
               key="DayLongPos"
               data_member_path="day_long_pos"
               sort_member_path="day_long_pos"
@@ -786,24 +815,47 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.day_long_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_long_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.day_long_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="DayLongAvgPrice"
               data_member_path="day_long_avg_price"
               sort_member_path="day_long_avg_price"
             />
-            <!--Day Long Avg Price Delta-->
+            <!--Raw Day Net Pos-->
             <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.day_long_avg_price_delta_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.Filter="{Binding DataContext.raw_day_net_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_long_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="DayLongAvgPriceDelta"
-              data_member_path="day_long_avg_price_delta"
-              sort_member_path="day_long_avg_price_delta"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.raw_day_net_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.raw_day_net_pos_filter.open, Source={u:DirectReference _grid}}"
+              key="RawDayNetPos"
+              data_member_path="raw_day_net_pos"
+              sort_member_path="raw_day_net_pos"
+            />
+            <!--Raw Day Long Pos-->
+            <pnl:PNLColumn
+              c:DataGridFilterProperties.Filter="{Binding DataContext.raw_day_long_pos_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.raw_day_long_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.raw_day_long_pos_filter.open, Source={u:DirectReference _grid}}"
+              key="RawDayLongPos"
+              data_member_path="raw_day_long_pos"
+              sort_member_path="raw_day_long_pos"
+            />
+            <!--Raw Day Short Pos-->
+            <pnl:PNLColumn
+              c:DataGridFilterProperties.Filter="{Binding DataContext.raw_day_short_pos_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.raw_day_short_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.raw_day_short_pos_filter.open, Source={u:DirectReference _grid}}"
+              key="RawDayShortPos"
+              data_member_path="raw_day_short_pos"
+              sort_member_path="raw_day_short_pos"
             />
             <!--Day PNL Bid Price-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.bid_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.bid_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.bid_price_filter.open, Source={u:DirectReference _grid}}"
               key="BidPrice"
               data_member_path="bid_price"
               sort_member_path="bid_price"
@@ -813,6 +865,7 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.ask_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.ask_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.ask_price_filter.open, Source={u:DirectReference _grid}}"
               key="AskPrice"
               data_member_path="day_pnl_ask_price"
               sort_member_path="day_pnl_ask_price"
@@ -822,6 +875,7 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.mid_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.mid_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.mid_price_filter.open, Source={u:DirectReference _grid}}"
               key="MidPrice"
               data_member_path="mid_price"
               sort_member_path="mid_price"
@@ -831,6 +885,7 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.last_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.last_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.last_price_filter.open, Source={u:DirectReference _grid}}"
               key="LastPrice"
               data_member_path="last_price"
               sort_member_path="last_price"
@@ -840,6 +895,7 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.settlement_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.settlement_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.settlement_price_filter.open, Source={u:DirectReference _grid}}"
               key="SettlementPrice"
               data_member_path="settlement_price"
               sort_member_path="settlement_price"
@@ -849,24 +905,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.pnl_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.pnl_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.pnl_price_filter.open, Source={u:DirectReference _grid}}"
               key="PNLPrice"
               data_member_path="pnl_price"
               sort_member_path="pnl_price"
             />
-            <!--Day Short Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.day_short_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_short_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="DayShortAvgPriceDelta"
-              data_member_path="day_short_avg_price_delta"
-              sort_member_path="day_short_avg_price_delta"
-            />
             <!--Day Avg Short Price-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.day_short_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_short_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.day_short_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="DayShortAvgPrice"
               data_member_path="day_short_avg_price"
               sort_member_path="day_short_avg_price"
@@ -876,15 +925,27 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.day_short_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.day_short_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.day_short_pos_filter.open, Source={u:DirectReference _grid}}"
               key="DayShortPos"
               data_member_path="day_short_pos"
               sort_member_path="day_short_pos"
             />
+            <!--Has Day Trades-->
+            <pnl:PNLColumn
+              c:DataGridFilterProperties.Filter="{Binding DataContext.has_day_trades_filter, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.YesNo}}"
+              c:DataGridFilterProperties.FilterActive="{Binding DataContext.has_day_trades_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.has_day_trades_filter.open, Source={u:DirectReference _grid}}"
+              key="HasDayTrades"
+              data_member_path="has_day_trades"
+              sort_member_path="has_day_trades"
+            />
             <!--Working Long-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.working_long_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.IntMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_long_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.working_long_pos_filter.open, Source={u:DirectReference _grid}}"
               key="WorkingLongPos"
               data_member_path="working_long_pos"
               sort_member_path="working_long_pos"
@@ -894,25 +955,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.working_long_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_long_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.working_long_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="WorkingLongAvgPrice"
               data_member_path="working_long_avg_price"
               sort_member_path="working_long_avg_price"
             />
-            <!--Working Long Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.working_long_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_long_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="WorkingLongAvgPriceDelta"
-              data_member_path="working_long_avg_price_delta"
-              sort_member_path="working_long_avg_price"
-              Header="D/Price"
-            />
             <!--Working Short-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.working_short_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.IntMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_short_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.working_short_pos_filter.open, Source={u:DirectReference _grid}}"
               key="WorkingShortPos"
               data_member_path="working_short_pos"
               sort_member_path="working_short_pos"
@@ -922,52 +975,26 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.working_short_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_short_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.working_short_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="WorkingShortAvgPrice"
               data_member_path="working_short_avg_price"
             />
-            <!--Working Short Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.working_short_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_short_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="WorkingShortAvgPriceDelta"
-              data_member_path="working_short_avg_price_delta"
-              sort_member_path="working_short_avg_price"
-              Header="D/Price"
-            />
             <!--Working Net-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.working_net_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.IntMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_net_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.working_net_pos_filter.open, Source={u:DirectReference _grid}}"
               key="WorkingNetPos"
               data_member_path="working_net_pos"
               sort_member_path="working_net_pos"
             />
-            <!--Working Net Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.working_net_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.working_net_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="WorkingNetAvgPriceDelta"
-              data_member_path="working_net_avg_price_delta"
-              sort_member_path="working_net_avg_price"
-              Header="D/Price"
-            />
-            <!--Has Day Trades-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.has_day_trades_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.YesNo}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.has_day_trades_filter.active, Source={u:DirectReference _grid}}"
-              key="HasDayTrades"
-              data_member_path="has_day_trades"
-              sort_member_path="has_day_trades"
-            />
             <!--Total PNL-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.total_pnl_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_pnl_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.total_pnl_filter.open, Source={u:DirectReference _grid}}"
               key="TotalPNL"
               data_member_path="total_pnl"
             />
@@ -976,24 +1003,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.total_net_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_net_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.total_net_pos_filter.open, Source={u:DirectReference _grid}}"
               key="TotalNetPos"
               data_member_path="total_net_pos"
               sort_member_path="total_net_pos"
             />
-            <!--Total Net Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.total_net_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_net_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="TotalNetAvgPriceDelta"
-              data_member_path="total_net_avg_price_delta"
-              sort_member_path="total_net_avg_price_delta"
-            />
             <!--Total Long Pos-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.total_long_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_long_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.total_long_pos_filter.open, Source={u:DirectReference _grid}}"
               key="TotalLongPos"
               data_member_path="total_long_pos"
               sort_member_path="total_long_pos"
@@ -1003,24 +1023,17 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.total_long_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_long_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.total_long_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="TotalLongAvgPrice"
               data_member_path="total_long_avg_price"
               sort_member_path="total_long_avg_price"
             />
-            <!--Total Long Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.total_long_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_long_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="TotalLongAvgPriceDelta"
-              data_member_path="total_long_avg_price_delta"
-              sort_member_path="total_long_avg_price_delta"
-            />
             <!--Total Short Pos-->
             <pnl:PNLColumn
               c:DataGridFilterProperties.Filter="{Binding DataContext.total_short_pos_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_short_pos_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.total_short_pos_filter.open, Source={u:DirectReference _grid}}"
               key="TotalShortPos"
               data_member_path="total_short_pos"
               sort_member_path="total_short_pos"
@@ -1030,57 +1043,46 @@
               c:DataGridFilterProperties.Filter="{Binding DataContext.total_short_avg_price_filter, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_short_avg_price_filter.active, Source={u:DirectReference _grid}}"
+              c:DataGridFilterProperties.FilterOpen="{Binding DataContext.total_short_avg_price_filter.open, Source={u:DirectReference _grid}}"
               key="TotalShortAvgPrice"
               data_member_path="total_short_avg_price"
               sort_member_path="total_short_avg_price"
             />
-            <!--Total Short Avg Price Delta-->
-            <pnl:PNLColumn
-              c:DataGridFilterProperties.Filter="{Binding DataContext.total_short_avg_price_delta_filter, Source={u:DirectReference _grid}}"
-              c:DataGridFilterProperties.FilterTemplate="{StaticResource {x:Static ft:DataGridFilterKnownTemplates.DoubleMinMax}}"
-              c:DataGridFilterProperties.FilterActive="{Binding DataContext.total_short_avg_price_delta_filter.active, Source={u:DirectReference _grid}}"
-              key="TotalShortAvgPriceDelta"
-              data_member_path="total_short_avg_price_delta"
-              sort_member_path="total_short_avg_price_delta"
-            />
-            <!--CPP-->
-            <pnl:PNLColumn
-              key="CPP"
-              data_member_path="cpp"
-              sort_member_path="cpp"
-            />
           </c:DIYGridColumnCollection>
         </c:DIYGrid.Columns>
         <!--Row Template-->
         <c:DIYGrid.RowTemplate>
           <DataTemplate>
             <Grid c:DIYGrid.SyncWithColumnGeometry="True" usp:GridAnimation.RowAnimation="{Binding animations}">
+              <Grid.Background>
+                <SolidColorBrush Color="{Binding DataContext.grid_background_color, RelativeSource={RelativeSource AncestorType=pnl:PNLView}}"/>
+              </Grid.Background>
               <c:TextCell c:DIYGrid.ColumnKey="Account" DataContext="{Binding account_name_cell}" Style="{StaticResource RowTextCell}" Visibility="{Binding AnchorIndex.anchors.Account, RelativeSource={RelativeSource AncestorType=pnl:PNLView}, Converter={StaticResource FalseVisibilityConverter}}"/>
               <c:TextCell c:DIYGrid.ColumnKey="Exchange" DataContext="{Binding exchange_cell}" Style="{StaticResource RowTextCell}" Visibility="{Binding AnchorIndex.anchors.Exchange, RelativeSource={RelativeSource AncestorType=pnl:PNLView}, Converter={StaticResource FalseVisibilityConverter}}"/>
               <c:TextCell c:DIYGrid.ColumnKey="Symbol" DataContext="{Binding symbol_cell}" Style="{StaticResource RowTextCell}" Visibility="{Binding AnchorIndex.anchors.Symbol, RelativeSource={RelativeSource AncestorType=pnl:PNLView}, Converter={StaticResource FalseVisibilityConverter}}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="Security" DataContext="{Binding security_cell}" Style="{StaticResource RowTextCell}" Visibility="{Binding AnchorIndex.anchors.Security, RelativeSource={RelativeSource AncestorType=pnl:PNLView}, Converter={StaticResource FalseVisibilityConverter}}"/>
               <c:TextCell c:DIYGrid.ColumnKey="SecurityType" DataContext="{Binding security_type_cell}" Style="{StaticResource RowTextCell}" Visibility="{Binding AnchorIndex.anchors.SecurityType, RelativeSource={RelativeSource AncestorType=pnl:PNLView}, Converter={StaticResource FalseVisibilityConverter}}"/>
+              <c:TextCell c:DIYGrid.ColumnKey="Security" DataContext="{Binding security_cell}" Style="{StaticResource RowTextCell}" Visibility="{Binding AnchorIndex.anchors.Security, RelativeSource={RelativeSource AncestorType=pnl:PNLView}, Converter={StaticResource FalseVisibilityConverter}}"/>
+              <c:TextCell c:DIYGrid.ColumnKey="SecurityKey" DataContext="{Binding security_key}" Style="{StaticResource RowTextCell}"/>
+              <c:TextCell c:DIYGrid.ColumnKey="CPP" DataContext="{Binding cpp}" Style="{StaticResource RowTextCell}"/>
               <!--SOD-->
               <c:TextCell c:DIYGrid.ColumnKey="SODPNL" DataContext="{Binding sod_pnl}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="SODNetPos" DataContext="{Binding sod_net_pos}" Style="{StaticResource RowHyperlinkCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="SODNetAvgPriceDelta" DataContext="{Binding sod_net_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="SODLongPos" DataContext="{Binding sod_long_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="SODLongAvgPrice" DataContext="{Binding sod_long_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="SODLongAvgPriceDelta" DataContext="{Binding sod_long_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="SODShortPos" DataContext="{Binding sod_short_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="SODShortAvgPrice" DataContext="{Binding sod_short_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="SODShortAvgPriceDelta" DataContext="{Binding sod_short_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <!--Day-->
               <c:TextCell c:DIYGrid.ColumnKey="DayPNL" DataContext="{Binding day_pnl}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="DayNetPos" DataContext="{Binding day_net_pos}" Style="{StaticResource RowHyperlinkCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="DayNetAvgPriceDelta" DataContext="{Binding day_net_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="DayLongPos" DataContext="{Binding day_long_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="DayLongAvgPrice" DataContext="{Binding day_long_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="DayLongAvgPriceDelta" DataContext="{Binding day_long_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="DayShortPos" DataContext="{Binding day_short_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="DayShortAvgPrice" DataContext="{Binding day_short_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="DayShortAvgPriceDelta" DataContext="{Binding day_short_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="HasDayTrades" DataContext="{Binding has_day_trades}" Style="{StaticResource RowTextCell}"/>
+              <!--Raw Day-->
+              <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayNetPos" DataContext="{Binding raw_day_net_pos}" Style="{StaticResource RowHyperlinkCell}"/>
+              <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayLongPos" DataContext="{Binding raw_day_long_pos}" Style="{StaticResource RowHyperlinkCell}"/>
+              <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayShortPos" DataContext="{Binding raw_day_short_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <!--Market (Day)-->
               <c:TextCell c:DIYGrid.ColumnKey="BidPrice" DataContext="{Binding bid_price}" Style="{StaticResource RowTextCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="MidPrice" DataContext="{Binding mid_price}" Style="{StaticResource RowTextCell}"/>
@@ -1090,24 +1092,17 @@
               <c:TextCell c:DIYGrid.ColumnKey="PNLPrice" DataContext="{Binding pnl_price}" Style="{StaticResource RowTextCell}"/>
               <!--Working-->
               <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingNetPos" DataContext="{Binding working_net_pos}" Style="{StaticResource RowHyperlinkCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="WorkingNetAvgPriceDelta" DataContext="{Binding working_net_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingLongPos" DataContext="{Binding working_long_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="WorkingLongAvgPrice" DataContext="{Binding working_long_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="WorkingLongAvgPriceDelta" DataContext="{Binding working_long_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingShortPos" DataContext="{Binding working_short_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="WorkingShortAvgPrice" DataContext="{Binding working_short_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="WorkingShortAvgPriceDelta" DataContext="{Binding working_short_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
-              <TextBlock c:DIYGrid.ColumnKey="CPP" Text="{Binding cpp}"/>
               <!--Total-->
               <c:TextCell c:DIYGrid.ColumnKey="TotalPNL" DataContext="{Binding total_pnl}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="TotalNetPos" DataContext="{Binding total_net_pos}" Style="{StaticResource RowHyperlinkCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="TotalNetAvgPriceDelta" DataContext="{Binding total_net_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="TotalLongPos" DataContext="{Binding total_long_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="TotalLongAvgPrice" DataContext="{Binding total_long_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="TotalLongAvgPriceDelta" DataContext="{Binding total_long_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
               <c:HyperlinkCell c:DIYGrid.ColumnKey="TotalShortPos" DataContext="{Binding total_short_pos}" Style="{StaticResource RowHyperlinkCell}"/>
               <c:TextCell c:DIYGrid.ColumnKey="TotalShortAvgPrice" DataContext="{Binding total_short_avg_price}" Style="{StaticResource RowTextCell}"/>
-              <c:TextCell c:DIYGrid.ColumnKey="TotalShortAvgPriceDelta" DataContext="{Binding total_short_avg_price_delta}" Style="{StaticResource RowTextCell}"/>
             </Grid>
           </DataTemplate>
         </c:DIYGrid.RowTemplate>
@@ -1120,7 +1115,14 @@
                 <Setter Property="VirtualizingPanel.VirtualizationMode" Value="Recycling"/>
                 <Setter Property="VirtualizingPanel.IsVirtualizingWhenGrouping" Value="True"/>
                 <Setter Property="ScrollViewer.CanContentScroll" Value="True"/>
-                <Setter Property="Background" Value="{Binding Path='(pnl:PNLView.GroupLevel)', RelativeSource={RelativeSource Self}, Converter={StaticResource GroupRowBackgroundConverter}}"/>
+                <Setter Property="Background">
+                  <Setter.Value>
+                    <MultiBinding Converter="{StaticResource GroupRowBackgroundConverter}">
+                      <Binding Path="DataContext.group_background_converter" RelativeSource="{RelativeSource AncestorType=pnl:PNLView}"/>
+                      <Binding Path="(pnl:PNLView.GroupLevel)" RelativeSource="{RelativeSource Self}"/>
+                    </MultiBinding>
+                  </Setter.Value>
+                </Setter>
                 <Setter Property="HorizontalAlignment" Value="Left"/>
                 <EventSetter Event="MouseDown" Handler="_on_group_item_mouse_down"/>
                 <Setter Property="Template">
@@ -1155,7 +1157,12 @@
                             <ColumnDefinition Width="Auto"/>
                             <ColumnDefinition Width="*"/>
                           </Grid.ColumnDefinitions>
-                          <CheckBox VerticalAlignment="Center" Margin="2,0,4,0" IsChecked="{Binding is_all_selected}"/>
+                          <CheckBox
+                            VerticalAlignment="Center"
+                            Margin="2,0,4,0"
+                            IsChecked="{Binding is_all_selected}"
+                            Visibility="{Binding SelectionMode, RelativeSource={RelativeSource AncestorType=c:DIYGrid}, Converter={StaticResource SelectionModeToSelectAllVisibilityConverter}}"
+                          />
                           <c:ExpanderToggleButton
                             x:Name="expander"
                             Grid.Column="1"
@@ -1178,6 +1185,10 @@
                         <c:HyperlinkCell c:DIYGrid.ColumnKey="DayNetPos" DataContext="{Binding day_net_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
                         <c:HyperlinkCell c:DIYGrid.ColumnKey="DayLongPos" DataContext="{Binding day_long_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
                         <c:HyperlinkCell c:DIYGrid.ColumnKey="DayShortPos" DataContext="{Binding day_short_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
+                        <!--Raw Day-->
+                        <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayNetPos" DataContext="{Binding raw_day_net_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
+                        <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayLongPos" DataContext="{Binding raw_day_long_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
+                        <c:HyperlinkCell c:DIYGrid.ColumnKey="RawDayShortPos" DataContext="{Binding raw_day_short_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
                         <!--Working-->
                         <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingNetPos" DataContext="{Binding working_net_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>
                         <c:HyperlinkCell c:DIYGrid.ColumnKey="WorkingLongPos" DataContext="{Binding working_long_pos}" Style="{StaticResource GroupRowHyperlinkCell}"/>

src/client/spark/Modules/Trading/PNL/View/PNLView.xaml.cs

@@ -1,130 +1,123 @@
-using bts.collections;
-using mbts;
-using mbts.collections;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.controls.adorners;
-using mbts.ui.converters;
-using mbts.ui.extensions;
-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.Threading.Tasks;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-using System.Windows.Input;
-using System.Windows.Media;
-
-namespace bts.shell.pnl {
-   enum PNLHeaderRowDisplay {
-      None,
-      Total,
-      SelectedTotal
-   }
-
-   partial class PNLView : UserControl {
-      public enum Columns {
-         Account = 1,
-         Exchange,
-         Symbol,
-         Security,
-         SecurityType,
-         // SOD
-         SODPNL,
-         SODLongPos,
-         SODLongAvgPrice,
-         SODLongAvgPriceDelta,
-         SODShortPos,
-         SODShortAvgPrice,
-         SODShortAvgPriceDelta,
-         SODNetPos,
-         SODNetAvgPriceDelta,
-         // Day
-         DayPNL,
-         DayLongPos,
-         DayLongAvgPrice,
-         DayLongAvgPriceDelta,
-         DayShortAvgPriceDelta,
-         DayShortAvgPrice,
-         DayShortPos,
-         DayCalcType,
-         DayNetPos,
-         DayNetAvgPriceDelta,
-         // Working
-         WorkingLongPos,
-         WorkingLongAvgPrice,
-         WorkingLongAvgPriceDelta,
-         WorkingShortPos,
-         WorkingShortAvgPrice,
-         WorkingShortAvgPriceDelta,
-         WorkingNetPos,
-         WorkingNetAvgPriceDelta,
-         // Total
-         TotalPNL,
-         TotalLongPos,
-         TotalLongAvgPrice,
-         TotalLongAvgPriceDelta,
-         TotalShortPos,
-         TotalShortAvgPrice,
-         TotalShortAvgPriceDelta,
-         TotalNetPos,
-         TotalNetAvgPriceDelta,
-         // Market
-         BidPrice,
-         MidPrice,
-         AskPrice,
-         LastPrice,
-         SettlementPrice,
-         PNLPrice,
-         // Misc
-         HasDayTrades,
-         CPP
-      }
-
-      public static readonly IValueConverter
-         IncrementalGroupLevelConverter = ValueConverter.create<int, int>(level => level + 1),
-         GroupLevelMarginConverter = ValueConverter.create<int, Thickness>(level => new Thickness(24 * level, 0, 0, 0)),
-         ExpandedVisualStateConverter = ValueConverter.create<bool, string>(is_expanded => is_expanded ? "Expanded" : "Collapsed");
-
-      public static readonly IMultiValueConverter
-         TotalHeaderRowDisplayTextConverter = ValueConverter.create<int, int, string>((filtered, total) => $"Total ({(filtered == total ? total.ToString() : $"{filtered}/{total}")})"),
-         CellParamsConverter = ValueConverter.create<object, Columns, PNLCell>((item, col) => new PNLCell(item, col));
-
-      public static readonly RoutedCommand CellClickCommand = new RoutedCommand();
-
-      const double _auxiliary_popup_height = 300;
-      static readonly string _node_path_separator = $" {SpecialCharacters.Dot} ";
-
-      IDisposable _anchors_hook, _animations_hook;
-      int _anchor_version;
-
-      public PNLView() {
-         SetCurrentValue(AnchorIndexProperty, new AnchorIndex());
-         InitializeComponent();
-         SetBinding(AnchorsProperty, new Binding(nameof(PNLVM.anchors)));
-         _grid.ConnectOnLoaded(() => {
-            if (_grid.try_find_descendent_of_type(out DIYGridRowsPresenter presenter)) {
-               presenter.GroupItemSelectionPivot += on_group_item_selection_pivot;
-               return Disposable.Create(() => presenter.GroupItemSelectionPivot -= on_group_item_selection_pivot);
-            }
-            return null;
-         });
-         void on_group_item_selection_pivot(object sender, GroupItemSelectionPivotEventArgs e) =>
-            e.Handled = e.group_item is PNLRowCollectionViewGroup pnl_group && pnl_group.is_expanded;
-      }
-
-      public new PNLVM DataContext {
-         get => base.DataContext as PNLVM;
-         set => base.DataContext = value;
-      }
-
+using bts.collections;
+using mbts;
+using mbts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.controls.adorners;
+using mbts.ui.converters;
+using mbts.ui.extensions;
+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.Dynamic;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace bts.shell.pnl {
+   enum PNLHeaderRowDisplay {
+      None,
+      Total,
+      SelectedTotal
+   }
+
+   partial class PNLView : UserControl {
+      public enum Columns {
+         Account = 1,
+         // Security
+         Exchange,
+         Symbol,
+         SecurityType,
+         Security,
+         SecurityKey,
+         CPP,
+         // SOD
+         SODPNL,
+         SODLongPos,
+         SODLongAvgPrice,
+         SODShortPos,
+         SODShortAvgPrice,
+         SODNetPos,
+         // Day
+         DayPNL,
+         DayLongPos,
+         DayLongAvgPrice,
+         DayShortAvgPrice,
+         DayShortPos,
+         DayCalcType,
+         DayNetPos,
+         HasDayTrades,
+         // Raw Day
+         RawDayLongPos,
+         RawDayShortPos,
+         RawDayNetPos,
+         // Working
+         WorkingLongPos,
+         WorkingLongAvgPrice,
+         WorkingShortPos,
+         WorkingShortAvgPrice,
+         WorkingNetPos,
+         // Total
+         TotalPNL,
+         TotalLongPos,
+         TotalLongAvgPrice,
+         TotalShortPos,
+         TotalShortAvgPrice,
+         TotalNetPos,
+         // Market
+         BidPrice,
+         MidPrice,
+         AskPrice,
+         LastPrice,
+         SettlementPrice,
+         PNLPrice
+      }
+
+      public static readonly IValueConverter
+         IncrementalGroupLevelConverter = ValueConverter.create<int, int>(level => level + 1),
+         GroupLevelMarginConverter = ValueConverter.create<int, Thickness>(level => new Thickness(24 * level, 0, 0, 0)),
+         ExpandedVisualStateConverter = ValueConverter.create<bool, string>(is_expanded => is_expanded ? "Expanded" : "Collapsed");
+
+      public static readonly IMultiValueConverter
+         TotalHeaderRowDisplayTextConverter = ValueConverter.create<int, int, string>((filtered, total) => $"Total ({(filtered == total ? total.ToString() : $"{filtered}/{total}")})"),
+         CellParamsConverter = ValueConverter.create<object, Columns, PNLCell>((item, col) => new PNLCell(item, col));
+
+      public static readonly RoutedCommand CellClickCommand = new RoutedCommand();
+
+      static readonly string _node_path_separator = $" {SpecialCharacters.Dot} ";
+
+      IDisposable _anchors_hook, _animations_hook;
+      int _anchor_version;
+
+      public PNLView() {
+         SetCurrentValue(AnchorIndexProperty, new AnchorIndex());
+         InitializeComponent();
+         SetBinding(AnchorsProperty, new Binding(nameof(PNLVM.anchors)));
+         _grid.ConnectOnLoaded(() => {
+            if (_grid.try_find_descendent_of_type(out DIYGridRowsPresenter presenter)) {
+               presenter.GroupItemSelectionPivot += on_group_item_selection_pivot;
+               return Disposable.Create(() => presenter.GroupItemSelectionPivot -= on_group_item_selection_pivot);
+            }
+            return null;
+         });
+         void on_group_item_selection_pivot(object sender, GroupItemSelectionPivotEventArgs e) =>
+            e.Handled = e.group_item is PNLRowCollectionViewGroup pnl_group && pnl_group.is_expanded;
+      }
+
+      public new PNLVM DataContext {
+         get => base.DataContext as PNLVM;
+         set => base.DataContext = value;
+      }
+
       public bool EnableAnimations {
          get => _animations_hook != null;
          set {
@@ -139,387 +132,282 @@ namespace bts.shell.pnl {
                }
             }
          }
-      }
-
-      #region AnchorIndex
-      public static readonly DependencyProperty AnchorIndexProperty =
-         WPFHelper.create_dp<AnchorIndex, PNLView>(
-            nameof(AnchorIndex),
-            (o, v) => v?.reset(o?.Anchors));
-
-      public AnchorIndex AnchorIndex {
-         get => GetValue(AnchorIndexProperty) as AnchorIndex;
-         set => SetValue(AnchorIndexProperty, value);
-      }
-      #endregion
-
-      #region GroupLevel
-      public static readonly DependencyProperty GroupLevelProperty =
-         DependencyProperty.RegisterAttached(
-            "GroupLevel",
-            typeof(int),
-            typeof(PNLView),
-            new PropertyMetadata(0, (d, e) => {
-               if (d is GroupItem group && e.NewValue is int level)
-                  group.SetBinding(DIYGrid.ColumnKeyProperty, new Binding($"{nameof(Anchors)}[{level}]") { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(PNLView), 1) });
-            }));
-
-      public static int GetGroupLevel(DependencyObject d) => (int)d.GetValue(GroupLevelProperty);
-      public static void SetGroupLevel(DependencyObject d, int value) => d.SetValue(GroupLevelProperty, value);
-
-      void _grid_loaded(object sender, RoutedEventArgs e) {
-         // this is a hack to make room for the 'totals row' between the column headers and the regular rows. 
-         if (_grid.try_find_descendent_of_type(out DIYGridRowsPresenter rp)) {
-            rp.SetBinding(MarginProperty, new Binding(nameof(PNLVM.header_row_display)) {
-               Converter = ValueConverter.create<PNLHeaderRowDisplay, Thickness>(hrd => {
-                  double top = 0;
-                  if ((hrd & PNLHeaderRowDisplay.Total) != 0)
-                     top += 24;
-                  if ((hrd & PNLHeaderRowDisplay.SelectedTotal) != 0)
-                     top += 24;
-                  return new Thickness(0, top, 0, 0);
-               }),
-               Source = DataContext
-            });
-         }
-      }
-      #endregion
-
-      #region Anchors
-      public static readonly DependencyProperty AnchorsProperty =
-         WPFHelper.create_dp<IEnumerable<Columns>, PNLView>(
-            nameof(Anchors),
-            (o, v) => {
-               var cols = o?._grid?.Columns;
-               if (cols == null)
-                  return;
-               if (!(o._grid.Rows is ICollectionView rows_view))
-                  return;
-               if (!(v is INotifyCollectionChanged anchor_notifier && v is IReadOnlyList<Columns> anchor_keys))
-                  return;
-               int version = ++o._anchor_version;
-               bool busy = false;
-               var pnl_cols = cols.CastObservable<DIYGrid.ColumnBase, PNLColumn>();
-               Disposable.replace(ref o._anchors_hook, Disposable.Create(
-                  anchor_notifier.Subscribe((_, __) => {
-                     if (busy)
-                        return;
-                     // invoke async to avoid noisy consecutive resets due to batch changes
-                     busy = true;
-                     o.Dispatcher.InvokeAsync(() => {
-                        sync_anchor_cols();
-                        busy = false;
-                     });
-                  })));
-               o.AnchorIndex?.reset(anchor_keys);
-               sync_anchor_cols();
-               void sync_anchor_cols() {
-                  // since reset is invoked asynchronously, need to check we are still the latest version.
-                  if (o._anchor_version != version)
-                     return;
-                  o.AnchorIndex?.reset(anchor_keys);
-                  // move all the anchor columns to the left, ordered by anchor position (grouping hierarchy).
-                  for (int i = 0; i < anchor_keys.Count; i++) {
-                     if (pnl_cols.TryGetFirst(c => c.key == anchor_keys[i], out var match, out int curr_pos)) {
-                        match.is_visible = true;
-                        if (curr_pos != i) {
-                           cols.Move(curr_pos, i);
-                        }
-                        match.anchor_index = i + 1;
-                     }
-                  }
-                  for (int i = anchor_keys.Count; i < pnl_cols.Count; i++) {
-                     pnl_cols[i].anchor_index = null;
-                  }
-                  using (rows_view.DeferRefresh()) {
-                     rows_view.GroupDescriptions.Clear();
-                     var anchor_cols = from key in anchor_keys
-                                       join col in pnl_cols on key equals col.key
-                                       select new PNLGroupDescription(col);
-                     rows_view.GroupDescriptions.AddRange(anchor_cols);
-                  }
-               }
-            });
-
-      public IEnumerable<Columns> Anchors {
-         get => GetValue(AnchorsProperty) as IEnumerable<Columns>;
-         set => SetValue(AnchorsProperty, value);
-      }
-      #endregion
-
-      void _cell_click(PNLCell cell) {
-         Log.Ui.info($"PNLCell Click: {cell}.");
-         try {
-            switch (cell.column) {
-               case Columns.SODNetPos:
-               case Columns.SODLongPos:
-               case Columns.SODShortPos:
-               case Columns.DayNetPos:
-               case Columns.DayLongPos:
-               case Columns.DayShortPos:
-               case Columns.TotalNetPos:
-               case Columns.TotalLongPos:
-               case Columns.TotalShortPos: {
-                     var oneof = cell.oneof();
-                     if (oneof == null)
-                        return;
-                     var (vm, context, title, fg) = cell.oneof().Match(_row_fills, _group_fills, _header_fills);
-                     _show_fills_grid(vm, context, title, fg);
-                  }
-                  break;
-               case Columns.WorkingNetPos:
-               case Columns.WorkingLongPos:
-               case Columns.WorkingShortPos: {
-                     var (vm, context, title, fg) = cell.oneof().Match(_orderbook_params, _orderbook_params, _orderbook_params);
-                     _show_orderbook(vm, context, title, fg);
-                  }
-                  break;
-            }
-         } catch (Exception ex) {
-            Log.Ui.warn($"{nameof(PNLView)} error on cell click: {ex}.");
-         }
-      }
-
-      #region Fills
-      (FillsVM vm, string context, string title, Color fg) _row_fills(PNLRowCell cell) {
-         var (title_desc, fg) = _fills_title(cell.column);
-         return (DataContext.mk_fills_vm(cell.row, cell.column), $"{cell.row.account_name} {cell.row.security}", title_desc, fg);
-      }
-
-      (FillsVM vm, string context, string title, Color fg) _group_fills(PNLGroupCell cell) {
-         var (title_desc, fg) = _fills_title(cell.column);
-         return (DataContext.mk_fills_vm(cell.group, cell.column), string.Join(_node_path_separator, cell.group.GroupNamePath), title_desc, fg);
-      }
-
-      (FillsVM vm, string context, string title, Color fg) _header_fills(PNLHeaderRowCell cell) {
-         var (title_desc, fg) = _fills_title(cell.column);
-         return (DataContext.mk_fills_vm(cell.header_row, cell.column), EnumHelper.get_display_name(cell.header_row), title_desc, fg);
-      }
-
-
-      static (string desc, Color fg) _fills_title(Columns key) {
-         const uint net_fg = 0x333333u;
-         switch (key) {
-            case Columns.SODLongPos: return ("Open Buy Fills", BTSColors.MarketData.bid);
-            case Columns.SODShortPos: return ("Open Sell Fills", BTSColors.MarketData.ask);
-            case Columns.SODNetPos: return ("Open Fills", net_fg.rgb_color());
-            case Columns.DayLongPos: return ("Day Buy Fills", BTSColors.MarketData.bid);
-            case Columns.DayShortPos: return ("Day Sell Fills", BTSColors.MarketData.ask);
-            case Columns.DayNetPos: return ("Day Fills", net_fg.rgb_color());
-            case Columns.TotalLongPos: return ("All Buy Fills", BTSColors.MarketData.bid);
-            case Columns.TotalShortPos: return ("All Sell Fills", BTSColors.MarketData.ask);
-            case Columns.TotalNetPos: return ("All Fills", net_fg.rgb_color());
-            default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
-         }
-      }
-
-      async void _show_fills_grid(FillsVM fills_vm, string context_desc, string title_desc, Color fg) {
-         var fills_view = new FillsView { DataContext = fills_vm, MaxHeight = _auxiliary_popup_height };
-         await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
-         fills_view.Measure(new Size(double.PositiveInfinity, double.PositiveInfinity));
-         // banner
-         var group_header = new TextBlock {
-            Margin = new Thickness(4, 0, 0, 0),
-            VerticalAlignment = VerticalAlignment.Center,
-            FontWeight = FontWeights.Bold,
-            Text = context_desc
-         };
-         var title = new TextBlock {
-            HorizontalAlignment = HorizontalAlignment.Center,
-            VerticalAlignment = VerticalAlignment.Center,
-            FontWeight = FontWeights.Bold,
-            Foreground = fg.to_brush(),
-            Text = title_desc
-         };
-         var keep_open_checkbox = new CheckBox {
-            VerticalAlignment = VerticalAlignment.Center,
-            Content = "Keep Open",
-            Focusable = false
-         };
-         var close_bn = new Button {
-            HorizontalAlignment = HorizontalAlignment.Right,
-            Margin = new Thickness(8, 4, 4, 4),
-            Command = ApplicationCommands.Close,
-            Style = TryFindResource("RoundCloseButton") as Style
-         };
-         var banner_panel_rt = new StackPanel { Orientation = Orientation.Horizontal, HorizontalAlignment = HorizontalAlignment.Right };
-         banner_panel_rt.Children.Add(keep_open_checkbox);
-         banner_panel_rt.Children.Add(close_bn);
-         // grid panel
-         var panel = new Grid();
-         panel.Children.Add(group_header);
-         panel.Children.Add(title);
-         panel.Children.Add(banner_panel_rt);
-         panel.Children.Add(fills_view);
-         panel.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
-         panel.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
-         Grid.SetRow(fills_view, 1);
-         // popup adorner
-         var popup_adorner = new PopupAdorner(
-           _grid, _grid,
-           new Border {
-              Child = panel,
-              Background = BTSColors.common_background_brush,
-              BorderBrush = Brushes.Black,
-              BorderThickness = new Thickness(1),
-              HorizontalAlignment = HorizontalAlignment.Left,
-              VerticalAlignment = VerticalAlignment.Top
-           },
-           HorizontalPosition.Middle,
-           VerticalPosition.Bottom,
-           0,
-           0) {
-            OpenRelativeToMouse = true,
-            EnableDragMove = true,
-            ClipToBounds = true
-         };
-         close_bn.CommandTarget = popup_adorner.PopupElement;
-         popup_adorner.SetBinding(PopupAdorner.StaysOpenProperty, new Binding(nameof(CheckBox.IsChecked)) { Source = keep_open_checkbox });
-         popup_adorner.PopupElement.InputBindings.Add(new KeyBinding(ApplicationCommands.Close, Key.Escape, ModifierKeys.None));
-         popup_adorner.PopupElement.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (s, e) => {
-            Log.assert(popup_adorner != null);
-            popup_adorner.detach();
-            popup_adorner = null;
-         }));
-         //
-         popup_adorner.attach();
-         popup_adorner.IsOpen = true;
-         FocusManager.SetIsFocusScope(popup_adorner.PopupElement, true);
-         fills_view.Focus();
-         popup_adorner.AdornedElement.Focus();
-      }
-      #endregion
-
-      #region OrderBook
-      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLRowCell cell) {
-         var (title_desc, fg) = _orderbook_title(cell.column);
-         return (DataContext.mk_orderbook_vm(cell.row, cell.column), $"{cell.row.account_name} {cell.row.security}", title_desc, fg);
-      }
-
-      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLGroupCell cell) {
-         var (title_desc, fg) = _orderbook_title(cell.column);
-         return (DataContext.mk_orderbook_vm(cell.group, cell.column), string.Join(_node_path_separator, cell.group.GroupNamePath), title_desc, fg);
-      }
-
-      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLHeaderRowCell cell) {
-         var (title_desc, fg) = _orderbook_title(cell.column);
-         return (DataContext.mk_orderbook_vm(cell.header_row, cell.column), EnumHelper.get_display_name(cell.header_row), title_desc, fg);
-      }
-
-      static (string desc, Color fg) _orderbook_title(Columns key) {
-         switch (key) {
-            case Columns.WorkingLongPos: return ("Working Buy Orders", BTSColors.MarketData.bid);
-            case Columns.WorkingShortPos: return ("Working Sell Orders", BTSColors.MarketData.ask);
-            case Columns.WorkingNetPos: return ("Working Orders", 0x333333u.rgb_color());
-            default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
-         }
-      }
-
-      async void _show_orderbook(OrderBookVM obvm, string context_desc, string title_desc, Color fg) {
-         var mini_ob = new MiniOrderBookView(obvm) { MaxHeight = _auxiliary_popup_height };
-         await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
-         mini_ob.Measure(new Size(double.PositiveInfinity, double.PositiveInfinity));
-         // banner
-         var group_header = new TextBlock {
-            Margin = new Thickness(4, 0, 0, 0),
-            VerticalAlignment = VerticalAlignment.Center,
-            FontWeight = FontWeights.Bold,
-            Text = context_desc
-         };
-         var title = new TextBlock {
-            HorizontalAlignment = HorizontalAlignment.Center,
-            VerticalAlignment = VerticalAlignment.Center,
-            FontWeight = FontWeights.Bold,
-            Foreground = fg.to_brush(),
-            Text = title_desc
-         };
-         var keep_open_checkbox = new CheckBox {
-            VerticalAlignment = VerticalAlignment.Center,
-            Content = "Keep Open",
-            Focusable = false
-         };
-         var close_bn = new Button {
-            HorizontalAlignment = HorizontalAlignment.Right,
-            Margin = new Thickness(8, 4, 4, 4),
-            Command = ApplicationCommands.Close,
-            //CommandTarget = mini_ob,
-            Style = TryFindResource("RoundCloseButton") as Style
-         };
-         var banner_panel_rt = new StackPanel { Orientation = Orientation.Horizontal, HorizontalAlignment = HorizontalAlignment.Right };
-         banner_panel_rt.Children.Add(keep_open_checkbox);
-         banner_panel_rt.Children.Add(close_bn);
-         // grid panel
-         var panel = new Grid();
-         panel.Children.Add(group_header);
-         panel.Children.Add(title);
-         panel.Children.Add(banner_panel_rt);
-         panel.Children.Add(mini_ob);
-         panel.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
-         panel.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
-         Grid.SetRow(mini_ob, 1);
-         // popup adorner
-         var popup_adorner = new PopupAdorner(
-           _grid, _grid,
-           new Border {
-              Child = panel,
-              Background = BTSColors.common_background_brush,
-              BorderBrush = Brushes.Black,
-              BorderThickness = new Thickness(1),
-              HorizontalAlignment = HorizontalAlignment.Left,
-              VerticalAlignment = VerticalAlignment.Top
-           },
-           HorizontalPosition.Middle,
-           VerticalPosition.Bottom,
-           0,
-           0) {
-            OpenRelativeToMouse = true,
-            EnableDragMove = true,
-            ClipToBounds = true
-         };
-         close_bn.CommandTarget = popup_adorner.PopupElement;
-         popup_adorner.SetBinding(PopupAdorner.StaysOpenProperty, new Binding(nameof(CheckBox.IsChecked)) { Source = keep_open_checkbox });
-         popup_adorner.PopupElement.InputBindings.Add(new KeyBinding(ApplicationCommands.Close, Key.Escape, ModifierKeys.None));
-         popup_adorner.PopupElement.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (s, e) => {
-            Log.assert(popup_adorner != null);
-            popup_adorner.detach();
-            popup_adorner = null;
-         }));
-         //
-         popup_adorner.attach();
-         popup_adorner.IsOpen = true;
-         FocusManager.SetIsFocusScope(popup_adorner.PopupElement, true);
-         mini_ob.Focus();
-         popup_adorner.AdornedElement.Focus();
-      }
-      #endregion
-
-      void _cell_click_executed(object sender, ExecutedRoutedEventArgs e) {
-         if (e.Parameter is PNLCell cell) {
-            _cell_click(cell);
-         } else Log.Ui.warn($"{nameof(PNLView)} '{nameof(_cell_click_executed)}' parameter should be a {typeof(PNLCell)} (actually '{e.Parameter}').");
-      }
-
-      void _on_group_item_mouse_down(object sender, MouseButtonEventArgs e) {
-         if (!e.Handled && sender is FrameworkElement el && el.DataContext is PNLRowCollectionViewGroup group) {
-            group.is_all_selected = !group.is_all_selected.GetValueOrDefault();
-            e.Handled = true;
-         }
-      }
-
-      class PNLGroupDescription : PropertyGroupDescription, IEquatable<PNLGroupDescription> {
-         public PNLGroupDescription(PNLColumn column) : base(column.data_member_path.Path) =>
-            key = column.key;
-
-         public Columns key { get; }
-
-         public bool Equals(PNLGroupDescription other) =>
-            other != null && key == other.key;
-
-         public override int GetHashCode() =>
-            key.GetHashCode();
-
-         public override bool Equals(object obj) =>
-            Equals(obj as PNLGroupDescription);
-      }
-   }
-}
+      }
+
+      #region AnchorIndex
+      public static readonly DependencyProperty AnchorIndexProperty =
+         WPFHelper.create_dp<AnchorIndex, PNLView>(
+            nameof(AnchorIndex),
+            (o, v) => v?.reset(o?.Anchors));
+
+      public AnchorIndex AnchorIndex {
+         get => GetValue(AnchorIndexProperty) as AnchorIndex;
+         set => SetValue(AnchorIndexProperty, value);
+      }
+      #endregion
+
+      #region GroupLevel
+      public static readonly DependencyProperty GroupLevelProperty =
+         DependencyProperty.RegisterAttached(
+            "GroupLevel",
+            typeof(int),
+            typeof(PNLView),
+            new PropertyMetadata(0, (d, e) => {
+               if (d is GroupItem group && e.NewValue is int level)
+                  group.SetBinding(DIYGrid.ColumnKeyProperty, new Binding($"{nameof(Anchors)}[{level}]") { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(PNLView), 1) });
+            }));
+
+      public static int GetGroupLevel(DependencyObject d) => (int)d.GetValue(GroupLevelProperty);
+      public static void SetGroupLevel(DependencyObject d, int value) => d.SetValue(GroupLevelProperty, value);
+
+      void _grid_loaded(object sender, RoutedEventArgs e) {
+         // this is a hack to make room for the 'totals row' between the column headers and the regular rows. 
+         if (_grid.try_find_descendent_of_type(out DIYGridRowsPresenter rp)) {
+            rp.SetBinding(MarginProperty, new Binding(nameof(PNLVM.header_row_display)) {
+               Converter = ValueConverter.create<PNLHeaderRowDisplay, Thickness>(hrd => {
+                  double top = 0;
+                  if ((hrd & PNLHeaderRowDisplay.Total) != 0)
+                     top += 24;
+                  if ((hrd & PNLHeaderRowDisplay.SelectedTotal) != 0)
+                     top += 24;
+                  return new Thickness(0, top, 0, 0);
+               }),
+               Source = DataContext
+            });
+         }
+      }
+      #endregion
+
+      #region Anchors
+      public static readonly DependencyProperty AnchorsProperty =
+         WPFHelper.create_dp<IEnumerable<Columns>, PNLView>(
+            nameof(Anchors),
+            (o, v) => {
+               var cols = o?._grid?.Columns;
+               if (cols == null)
+                  return;
+               if (!(o._grid.Rows is ICollectionView rows_view))
+                  return;
+               if (!(v is INotifyCollectionChanged anchor_notifier && v is IReadOnlyList<Columns> anchor_keys))
+                  return;
+               int version = ++o._anchor_version;
+               bool busy = false;
+               var pnl_cols = cols.CastObservable<DIYGrid.ColumnBase, PNLColumn>();
+               Disposable.replace(ref o._anchors_hook, Disposable.Create(
+                  anchor_notifier.Subscribe((_, __) => {
+                     if (busy)
+                        return;
+                     // invoke async to avoid noisy consecutive resets due to batch changes
+                     busy = true;
+                     o.Dispatcher.InvokeAsync(() => {
+                        sync_anchor_cols();
+                        busy = false;
+                     });
+                  })));
+               o.AnchorIndex?.reset(anchor_keys);
+               sync_anchor_cols();
+               void sync_anchor_cols() {
+                  // since reset is invoked asynchronously, need to check we are still the latest version.
+                  if (o._anchor_version != version)
+                     return;
+                  o.AnchorIndex?.reset(anchor_keys);
+                  // move all the anchor columns to the left, ordered by anchor position (grouping hierarchy).
+                  for (int i = 0; i < anchor_keys.Count; i++) {
+                     if (pnl_cols.TryGetFirst(c => c.key == anchor_keys[i], out var match, out int curr_pos)) {
+                        match.is_visible = true;
+                        if (curr_pos != i) {
+                           cols.Move(curr_pos, i);
+                        }
+                        match.anchor_index = i + 1;
+                     }
+                  }
+                  for (int i = anchor_keys.Count; i < pnl_cols.Count; i++) {
+                     pnl_cols[i].anchor_index = null;
+                  }
+                  using (rows_view.DeferRefresh()) {
+                     rows_view.GroupDescriptions.Clear();
+                     var anchor_cols = from key in anchor_keys
+                                       join col in pnl_cols on key equals col.key
+                                       select new PNLGroupDescription(col);
+                     rows_view.GroupDescriptions.AddRange(anchor_cols);
+                  }
+               }
+            });
+
+      public IEnumerable<Columns> Anchors {
+         get => GetValue(AnchorsProperty) as IEnumerable<Columns>;
+         set => SetValue(AnchorsProperty, value);
+      }
+      #endregion
+
+      void _cell_click(PNLCell cell) {
+         Log.Ui.info($"PNLCell Click: {cell}.");
+         try {
+            switch (cell.column) {
+               case Columns.SODNetPos:
+               case Columns.SODLongPos:
+               case Columns.SODShortPos:
+               case Columns.DayNetPos:
+               case Columns.DayLongPos:
+               case Columns.DayShortPos:
+               case Columns.RawDayNetPos:
+               case Columns.RawDayLongPos:
+               case Columns.RawDayShortPos:
+               case Columns.TotalNetPos:
+               case Columns.TotalLongPos:
+               case Columns.TotalShortPos: {
+                     var oneof = cell.oneof();
+                     if (oneof == null)
+                        return;
+                     var (vm, context, title, fg) = cell.oneof().Match(_row_fills, _group_fills, _header_fills);
+                     _show_auxiliary_popup(vm, context, title, fg);
+                  }
+                  break;
+               case Columns.WorkingNetPos:
+               case Columns.WorkingLongPos:
+               case Columns.WorkingShortPos: {
+                     var (vm, context, title, fg) = cell.oneof().Match(_orderbook_params, _orderbook_params, _orderbook_params);
+                     _show_auxiliary_popup(vm, context, title, fg);
+                  }
+                  break;
+            }
+         } catch (Exception ex) {
+            Log.Ui.warn($"{nameof(PNLView)} error on cell click: {ex}.");
+         }
+      }
+
+      #region Fills
+      (FillsVM vm, string context, string title, Color fg) _row_fills(PNLRowCell cell) {
+         var (title_desc, fg) = _fills_title(cell.column);
+         return (DataContext.mk_fills_vm(cell.row, cell.column), $"{cell.row.account_name} {cell.row.security}", title_desc, fg);
+      }
+
+      (FillsVM vm, string context, string title, Color fg) _group_fills(PNLGroupCell cell) {
+         var (title_desc, fg) = _fills_title(cell.column);
+         return (DataContext.mk_fills_vm(cell.group, cell.column), string.Join(_node_path_separator, cell.group.GroupNamePath), title_desc, fg);
+      }
+
+      (FillsVM vm, string context, string title, Color fg) _header_fills(PNLHeaderRowCell cell) {
+         var (title_desc, fg) = _fills_title(cell.column);
+         return (DataContext.mk_fills_vm(cell.header_row, cell.column), EnumHelper.get_display_name(cell.header_row), title_desc, fg);
+      }
+
+      static (string desc, Color fg) _fills_title(Columns key) {
+         const uint net_fg = 0x333333u;
+         switch (key) {
+            case Columns.SODLongPos: return ("Open Buy Fills", BTSColors.MarketData.bid);
+            case Columns.SODShortPos: return ("Open Sell Fills", BTSColors.MarketData.ask);
+            case Columns.SODNetPos: return ("Open Fills", net_fg.rgb_color());
+            case Columns.DayLongPos: return ("Day Buy Fills", BTSColors.MarketData.bid);
+            case Columns.DayShortPos: return ("Day Sell Fills", BTSColors.MarketData.ask);
+            case Columns.DayNetPos: return ("Day Fills", net_fg.rgb_color());
+            case Columns.RawDayLongPos: return ("Raw Day Buy Fills", BTSColors.MarketData.bid);
+            case Columns.RawDayShortPos: return ("Raw Day Sell Fills", BTSColors.MarketData.ask);
+            case Columns.RawDayNetPos: return ("Raw Day Fills", net_fg.rgb_color());
+            case Columns.TotalLongPos: return ("All Buy Fills", BTSColors.MarketData.bid);
+            case Columns.TotalShortPos: return ("All Sell Fills", BTSColors.MarketData.ask);
+            case Columns.TotalNetPos: return ("All Fills", net_fg.rgb_color());
+            default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
+         }
+      }
+      #endregion
+
+      #region OrderBook
+      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLRowCell cell) {
+         var (title_desc, fg) = _orderbook_title(cell.column);
+         return (DataContext.mk_orderbook_vm(cell.row, cell.column), $"{cell.row.account_name} {cell.row.security}", title_desc, fg);
+      }
+
+      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLGroupCell cell) {
+         var (title_desc, fg) = _orderbook_title(cell.column);
+         return (DataContext.mk_orderbook_vm(cell.group, cell.column), string.Join(_node_path_separator, cell.group.GroupNamePath), title_desc, fg);
+      }
+
+      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLHeaderRowCell cell) {
+         var (title_desc, fg) = _orderbook_title(cell.column);
+         return (DataContext.mk_orderbook_vm(cell.header_row, cell.column), EnumHelper.get_display_name(cell.header_row), title_desc, fg);
+      }
+
+      static (string desc, Color fg) _orderbook_title(Columns key) {
+         switch (key) {
+            case Columns.WorkingLongPos: return ("Working Buy Orders", BTSColors.MarketData.bid);
+            case Columns.WorkingShortPos: return ("Working Sell Orders", BTSColors.MarketData.ask);
+            case Columns.WorkingNetPos: return ("Working Orders", 0x333333u.rgb_color());
+            default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
+         }
+      }
+      #endregion
+
+      void _cell_click_executed(object sender, ExecutedRoutedEventArgs e) {
+         if (e.Parameter is PNLCell cell) {
+            _cell_click(cell);
+         } else Log.Ui.warn($"{nameof(PNLView)} '{nameof(_cell_click_executed)}' parameter should be a {typeof(PNLCell)} (actually '{e.Parameter}').");
+      }
+
+      void _on_group_item_mouse_down(object sender, MouseButtonEventArgs e) {
+         if (!e.Handled && sender is FrameworkElement el && el.DataContext is PNLRowCollectionViewGroup group) {
+            if (e.ClickCount == 2) {
+               group.is_expanded = !group.is_expanded;
+            } else if (el.try_find_ancestor_of_type(out DIYGrid grid) && grid.SelectionMode != SelectionMode.Single) {
+               group.is_all_selected = !group.is_all_selected.GetValueOrDefault();
+            } else {
+               return;
+            }
+            e.Handled = true;
+         }
+      }
+
+      async void _show_auxiliary_popup<T>(T content, string context_desc, string title_desc, Color fg) {
+         // vm
+         dynamic header = new ExpandoObject();
+         header.context = context_desc;
+         header.title = title_desc;
+         header.title_foreground = fg;
+         header.keep_open = false;
+         // view
+         var view = new PNLAuxiliaryPopupView {
+            Content = content,
+            Header = header,
+            HorizontalAlignment = HorizontalAlignment.Left,
+            VerticalAlignment = VerticalAlignment.Top
+         };
+         await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
+         view.Measure(new Size(double.PositiveInfinity, double.PositiveInfinity));
+         // popup adorner
+         // tho unlikely, better not assume target cell is non-null
+         var target_cell = _grid.ChildAtPoint<HyperlinkCell>(Mouse.GetPosition(_grid));
+         var popup_adorner = new PopupAdorner(_grid, target_cell ?? (FrameworkElement)_grid, view, HorizontalPosition.Middle, VerticalPosition.Bottom, 0, 0) {
+            OpenRelativeToMouse = target_cell == null,
+            EnableDragMove = true,
+            ClipToBounds = true
+         };
+         popup_adorner.SetBinding(PopupAdorner.StaysOpenProperty, new Binding("keep_open") { Source = header });
+         popup_adorner.PopupElement.InputBindings.Add(new KeyBinding(ApplicationCommands.Close, Key.Escape, ModifierKeys.None));
+         popup_adorner.PopupElement.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (s, e) => {
+            Log.assert(popup_adorner != null);
+            popup_adorner.detach();
+            popup_adorner = null;
+         }));
+         popup_adorner.attach();
+         popup_adorner.IsOpen = true;
+         FocusManager.SetIsFocusScope(popup_adorner.PopupElement, true);
+         popup_adorner.AdornedElement.Focus();
+      }
+
+      class PNLGroupDescription : PropertyGroupDescription, IEquatable<PNLGroupDescription> {
+         public PNLGroupDescription(PNLColumn column) : base(column.data_member_path.Path) =>
+            key = column.key;
+
+         public Columns key { get; }
+
+         public bool Equals(PNLGroupDescription other) =>
+            other != null && key == other.key;
+
+         public override int GetHashCode() =>
+            key.GetHashCode();
+
+         public override bool Equals(object obj) =>
+            Equals(obj as PNLGroupDescription);
+      }
+   }
+}

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

@@ -5,6 +5,7 @@ using bts.spark;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
+using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
@@ -16,13 +17,17 @@ using static mbts.ui.shell.ProtoBufSerializationHelper;
 namespace bts.shell {
    [Export(typeof(IShellModule))]
    class TradingShellModule : IShellModule {
-      LadderWindowFactory _lwf;
-      OrderBookWindowFactory _obwf;
-      FillsWindowFactory _fwf;
-      PAndLWindowFactory _old_plwf;
-      PNLWindowFactory _plwf;
-      AlgoStudioWindowFactory _aswf;
-      ManualFillsWindowFactory _mfwf;
+      readonly PNLConfig _pnl_conf;
+      // window factories
+      readonly LadderWindowFactory _lwf;
+      readonly OrderBookWindowFactory _obwf;
+      readonly FillsWindowFactory _fwf;
+      readonly PAndLWindowFactory _old_plwf;
+      readonly PNLWindowFactory _plwf;
+      readonly AlgoStudioWindowFactory _aswf;
+      readonly ManualFillsWindowFactory _mfwf;
+      //
+      List<SparkCommand> _actions;
 
       [ImportingConstructor]
       public TradingShellModule(
@@ -34,13 +39,16 @@ namespace bts.shell {
             OrdersModel orders_model,
             md.MBOService mbo,
             ErrorReporter error_reporter) {
+         /// Unlike our <see cref="SparkCommand"/> members, <see cref="IShellWindowFactory"/> members must be instantiated immediately,
+         /// as they are responsible for launching windows in response to a SparkTag being published to the bus.
+         /// The tags may be published by anything (i.e., not just the spark commands in <see cref="actions"/>).
          _lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model, mbo);
          _obwf = new OrderBookWindowFactory(this, bus, notification_service, notification_service_data_cache, orders_model, settings_hub);
          _fwf = new FillsWindowFactory(this, bus, settings_hub, orders_model);
-         var pnl_conf = mbts.config.Configuration.get<bts.config.PNLOptions>();
-         if (pnl_conf.show_new_pnl)
+         _pnl_conf = new PNLConfig(mbts.config.Configuration.get<bts.config.PNLOptions>());
+         if (_pnl_conf.show_new_pnl)
             _plwf = new PNLWindowFactory(this, bus, settings_hub, orders_model);
-         if (pnl_conf.show_old_pnl)
+         if (_pnl_conf.show_old_pnl)
             _old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
          _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
          _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
@@ -52,35 +60,62 @@ namespace bts.shell {
 
       public int priority => 20;
 
-      public IEnumerable<SparkCommand> actions => new [] {
-         SparkCommands.ShowOrders.complete(() => bts.shell.orderbook.OrderBookStartupData.Default),
-         SparkCommands.ShowFills(null).complete(() => new FillsSettings()),
-         SparkCommands.ShowPNL.complete(() => null),
-         SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()),
-         SparkCommands.PickLadder,
-         SparkCommands.PickOrderTicket,
-         SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
-         SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
-      };
+      public IEnumerable<SparkCommand> actions {
+         get {
+            if (_actions == null) {
+               _actions = new List<SparkCommand> {
+                  SparkCommands.ShowOrders.complete(() => bts.shell.orderbook.OrderBookStartupData.Default),
+                  SparkCommands.ShowFills(null).complete(() => new FillsSettings()),
+               };
+               if (_pnl_conf.show_new_pnl)
+                  _actions.Add(SparkCommands.ShowPNL.complete(() => null));
+               if (_pnl_conf.show_old_pnl)
+                  _actions.Add(SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()));
+               _actions.AddRange(new[] {
+                  SparkCommands.PickLadder,
+                  SparkCommands.PickOrderTicket,
+                  SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
+                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
+               });
+            }
+            return _actions;
+         }
+      }
 
-      IEnumerable<IShellWindowFactory> window_factories() {
-         yield return _lwf;
-         yield return _obwf;
-         yield return _fwf;
-         if (_plwf != null)
-            yield return _plwf;
-         if (_old_plwf != null)
-            yield return _old_plwf;
-         yield return _aswf;
-         yield return _mfwf;
+      IEnumerable<IShellWindowFactory> _window_factories {
+         get {
+            yield return _lwf;
+            yield return _obwf;
+            yield return _fwf;
+            if (_plwf != null)
+               yield return _plwf;
+            if (_old_plwf != null)
+               yield return _old_plwf;
+            yield return _aswf;
+            yield return _mfwf;
+         }
       }
 
       public Task<IShellWindow> create(Stream load_stream) =>
-         dispatch_to_factory(load_stream, window_factories().ToArray());
+         dispatch_to_factory(load_stream, _window_factories.ToArray());
 
       public void Dispose() {
-         foreach (var i in window_factories())
-            if (i != null) i.Dispose();
+         if (_actions != null) {
+            _actions.OfType<IDisposable>().DisposeAll();
+            _actions = null;
+         }
+         _window_factories.DisposeAll();
+      }
+
+      readonly struct PNLConfig {
+         public readonly bool
+            show_new_pnl,
+            show_old_pnl;
+
+         public PNLConfig(bts.config.PNLOptions options) {
+            show_new_pnl = options.show_new_pnl;
+            show_old_pnl = options.show_old_pnl;
+         }
       }
    }
 }

src/client/spark/Notifications/INotificationService.cs

@@ -4,6 +4,7 @@ using bts.api.orderman;
 using bts.collections;
 using bts.spark;
 using mbts;
+using mbts.co2;
 using mbts.collections;
 using mbts.spark;
 using mbts.ui;
@@ -13,6 +14,7 @@ using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Reactive.Subjects;
 
 namespace bts.shell {
    interface INotificationService {
@@ -22,25 +24,48 @@ namespace bts.shell {
       IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate);
       IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound);
       IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate);
+      // Note: security criteria should not be incorporated in the predicate's 'trigger' impl.
+      // It is easier/cleaner if the INotificationService incorporates the criteria internally.
+      IDisposable link_to_trades(SecurityCriteria security_criteria, IPredicate<TradeInfo> predicate, SoundNotification sound);
    }
 
    [Export(typeof(INotificationService))]
    partial class NotificationService : INotificationService, IDisposable {
+      // activity notifications
       readonly NotificationProcessor<Activity> _activity_notifications;
+      // order notifications
       readonly NotificationProcessor<OrderSecurity> _order_notifications;
+      // trade notifications
+      readonly NotificationProcessor<TradeInfo> _trade_notifications;
+      readonly MDConsumer _consumer;
+      readonly Subject<IEnumerable<SecurityCriteria>> _trade_criteria_subject = new Subject<IEnumerable<SecurityCriteria>>();
+      readonly RefCountMap<SecurityCriteria> _trade_criteria_refs = new RefCountMap<SecurityCriteria>();
+      readonly object _trade_lock = new object();
+      //
       readonly DataCache _data_cache = new DataCache();
+      readonly LoggerContext _log = new LoggerContext(Log.Ui, "Notification Service ", null);
 
       IDisposable _dispose;
 
       [ImportingConstructor]
-      public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model) {
+      public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model, MDConsumer consumer) {
          this.notifier = notifier;
          _activity_notifications = new NotificationProcessor<Activity>(notifier);
          _order_notifications = new NotificationProcessor<OrderSecurity>(notifier);
+         _trade_notifications = new NotificationProcessor<TradeInfo>(notifier);
+         _consumer = consumer;
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.LogActivity).Subscribe(_on_activity),
-            orders_model.on_orders.Subscribe(_on_orders)
-         );
+            orders_model.on_orders.Subscribe(_on_orders),
+            TradesSource.create(
+               consumer,
+               bus.subscribe(SparkTags.SecuritiesTag).BufferLatest(TimeSpan.FromSeconds(2))
+               .Table(s => s.security.Id)
+               .Where(t => t.has_changes())
+               .Select(m => MappedDictionary.create(m.state, smd => smd.security)),
+               _trade_criteria_subject,
+               TimeSpan.FromSeconds(0.2))
+            .Subscribe(_trade_notifications.process_items));
       }
 
       [Export(typeof(INotificationServiceDataCache))]
@@ -51,8 +76,42 @@ namespace bts.shell {
       public IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate) => _activity_notifications.link(toast_notification_predicate);
       public IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
       public IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
+
+      public IDisposable link_to_trades(SecurityCriteria security_criteria, IPredicate<TradeInfo> predicate, SoundNotification sound) {
+         if (predicate == null) {
+            _log.warn("cannot create trade alert sound because the specified predicate is null.");
+            return Disposable.empty;
+         }
+         if (!security_criteria.is_defined()) {
+            // there are simply too many trades to support universal-product predicates, therefor a product filter must be specified (aka SecrityCriteria).
+            _log.warn("cannot create trade alert sound because the specified security criteria is not defined.");
+            return Disposable.empty;
+         }
+         // This criteria predicate may be redundant, but it safe guards against a case
+         // where the criteria has not been incorporated into the predicate,
+         // as there doesn't seem to be a great way to require this in the interface.
+         // Note: verifying the criteria twice (instead of once) should not hurt on perf at all.
+         predicate = predicate.and<TradeInfo>(PredicateBuilder.create<TradeInfo>(t => ContractPickerModel.security_in_criteria(security_criteria, t.security)));
+         var link = _trade_notifications.link(predicate, sound);
+         lock (_trade_lock) {
+            if (_trade_criteria_refs.increment_adds_key(security_criteria))
+               _reset_trade_readers();
+         }
+         return Disposable.Create(() => {
+            Disposable.dispose(ref link);
+            lock (_trade_lock) {
+               if (_trade_criteria_refs.decrement_removes_key(security_criteria))
+                  _reset_trade_readers();
+            }
+         });
+      }
+
       public void Dispose() => Disposable.dispose(ref _dispose);
 
+      /// should only call this within a locked scope (<see cref="_trade_lock"/>)
+      void _reset_trade_readers() =>
+         _trade_criteria_subject.OnNext(_trade_criteria_refs.Keys);
+
       void _on_activity(Activity activity) =>
          _activity_notifications.process_item(activity);
 
@@ -128,6 +187,31 @@ namespace bts.shell {
             if (sounds.Count > 0 || toast.Count > 0)
                _notifier.notify(toast, sounds);
          }
+
+         public void process_items(IEnumerable<T> source) {
+            var sounds = new HashSet<SoundNotification>();
+            var toast = new HashSet<IToastNotification>();
+            var temp_sound_triggers = _sound_trigger_refs;
+            if (temp_sound_triggers.Count > 0) {
+               foreach (var v in source) {
+                  foreach (var trigger_kv in temp_sound_triggers) {
+                     if (trigger_kv.Key.trigger(v))
+                        sounds.AddRange(trigger_kv.Value.Keys);
+                  }
+               }
+            }
+            var temp_toast_triggers = _toast_trigger_refs;
+            if (temp_toast_triggers.Count > 0) {
+               foreach (var v in source) {
+                  foreach (var trigger_kv in temp_toast_triggers) {
+                     if (trigger_kv.Key.trigger(v) is IToastNotification tn && tn.pass)
+                        toast.Add(tn);
+                  }
+               }
+            }
+            if (sounds.Count > 0 || toast.Count > 0)
+               _notifier.notify(toast, sounds);
+         }
       }
    }
 }

src/client/spark/Notifications/SoundNotification.cs

@@ -1,9 +1,7 @@
-using mbts;
-using mbts.ui.utility;
+using bts.utils;
 using ProtoBuf;
 using System;
 using System.ComponentModel;
-using System.Text;
 
 namespace bts.shell {
    enum LicenseType {
@@ -33,7 +31,7 @@ namespace bts.shell {
    }
 
    [ProtoContract]
-   class SoundNotification {
+   class SoundNotification : IEquatable<SoundNotification> {
       SystemSound? _system_sound;
       string _uri_sound;
 
@@ -81,6 +79,19 @@ namespace bts.shell {
       [ProtoMember(2)]
       public string uri_sound { get => _uri_sound; set => _set_ref_type(ref _uri_sound, value); }
 
+      public bool Equals(SoundNotification other) =>
+         other != null &&
+         _system_sound == other._system_sound &&
+         _uri_sound == other._uri_sound;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as SoundNotification);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            _system_sound.GetHashCode(),
+            _uri_sound?.GetHashCode() ?? 0);
+
       void _set<T>(ref T? field, T? value) where T : struct {
          if (value != null) {
             _clear_values();

src/client/spark/Orders/FillTuple.cs

@@ -2,28 +2,40 @@
 using bts.api.orderman;
 using bts.utils;
 using System;
-
 using static bts.api.orderman.Fill.Types;
 
 namespace mbts.spark {
    class FillTuple : IEquatable<FillTuple> {
       public static readonly Func<FillTuple, string> key_fn = ft => ft.fill.FillKey;
       public readonly FillImmutable fill;
-      public readonly OrderRecordImmutable? order;
       public readonly SecurityImmutable? security;
-      public readonly AlgoData? algo;
-      public readonly AlgoDefinitionMetadata? algo_meta;
 
-      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurity? order_tuple) {
-         this.fill = fill.val;
-         this.security = fill.sec;
-         if (order_tuple is OrderSecurity osam) {
-            order = osam.order;
-            algo = osam.algo;
-            algo_meta = osam.meta;
-         }
+      OrderSecurityRootPair? _order_tuple;
+
+      public FillTuple(FillImmutable fill, SecurityImmutable? security, OrderSecurityRootPair? order_tuple) {
+         this.fill = fill;
+         this.security = security;
+         _order_tuple = order_tuple;
       }
 
+      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurity? order_tuple)
+         : this(fill.val, fill.sec, order_tuple.HasValue ? OrderSecurityRootPair.from_order_security(order_tuple.Value) : (OrderSecurityRootPair?)null) { }
+
+      public AlgoData? algo =>
+         _order_tuple.HasValue ? _order_tuple.Value.order.algo : (AlgoData?)null;
+
+      public AlgoDefinitionMetadata? algo_meta =>
+         _order_tuple.HasValue ? _order_tuple.Value.order.meta : null;
+
+      public OrderRecordImmutable? order =>
+         _order_tuple.HasValue ? _order_tuple.Value.order.order : (OrderRecordImmutable?)null;
+
+      public AlgoData? root_algo =>
+         _order_tuple.HasValue ? _order_tuple.Value.root.algo : (AlgoData?)null;
+
+      public AlgoDefinitionMetadata? root_algo_meta =>
+         _order_tuple.HasValue ? _order_tuple.Value.root.meta : null;
+
       public string account {
          get {
             var account_string = string.Empty;
@@ -38,12 +50,14 @@ namespace mbts.spark {
          order.Value.account_id() :
          fill.InternalAccountId;
 
-      public bool Equals(FillTuple other) => other != null
-         && other.order.HasValue == order.HasValue
-         && other.security.HasValue == security.HasValue
-         && other.fill.Equals(fill);
+      public bool Equals(FillTuple other) =>
+         other != null &&
+         _order_tuple.Equals(other._order_tuple) &&
+         security.HasValue == other.security.HasValue && 
+         fill.Equals(other.fill);
 
-      public override bool Equals(object obj) => Equals(obj as FillTuple);
+      public override bool Equals(object obj) =>
+         Equals(obj as FillTuple);
 
       public override int GetHashCode() =>
          EqualityComparer.aggregate_hash(
@@ -71,4 +85,4 @@ namespace mbts.spark {
       public static string user(this FillTuple fill_tuple) =>
          fill_tuple.order.HasValue ? fill_tuple.order.Value.user() : string.Empty;
    }
-}
+}

src/client/spark/Orders/NewOrderTicketVM.cs

@@ -53,7 +53,7 @@ namespace mbts.spark {
          send_order = new DelegateCommand<Side>(side => {
             bool price_valid = _validate_price(), size_valid = size_calculator.validate();
             if (price_valid && size_valid && !HasErrors && !properties_vm.HasErrors) {
-               model.send_order(properties_vm.create(side), price, size_calculator.value.Value).ignore();
+               model.send_order(security, properties_vm.create(side), price, size_calculator.value.Value).ignore();
                RequestClose?.Invoke(this, new EventArgs());
             }
          });

src/client/spark/Orders/OrderUtils.cs

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.orderman;
+using bts.co2;
 using bts.spark;
 using bts.utils;
 using mbts.spark.utilities;
@@ -199,6 +200,13 @@ namespace mbts.spark {
       public static string short_description(this OrderRecordImmutable order, ContractSpecificationImmutable? spec) =>
          $"{(order.HasDef ? order.Def.Side.ToString() : "(unknown-side)")} {(order.HasState ? ($@"{spec.format(order.State.Price)} @ {order.State.Quantity}") : "(unknown-price) @ (unknown-quantity)")}";
 
+      public static string short_description(SecurityImmutable security, Side side, double price, uint quantity) =>
+         new StringBuilderEx(
+            security.ToString(), " ",
+            side.ToString(), " ",
+            price_quantity_description(price, quantity, security.spec_or_default())
+         ).ToString();
+
       public static string short_description(this OrderRecordImmutable order, SecurityImmutable? security) {
          var spec = security.spec_or_default();
          return new StringBuilderEx(
@@ -339,5 +347,13 @@ namespace mbts.spark {
                return string.Empty;
          }
       }
+
+      public static AggressorSide to_aggressor(this Side side) {
+         switch (side) {
+            case Side.Buy: return AggressorSide.Buy;
+            case Side.Sell: return AggressorSide.Sell;
+            default: return AggressorSide.None;
+         }
+      }
    }
 }

src/client/spark/Orders/OrdersModel.cs

@@ -173,8 +173,8 @@ namespace mbts.spark {
                PNLRowData.key_fn)
                .Where(t => t.has_changes())
                .Cache();
-         // fills
-         var on_fills = 
+         // fill tuples
+         var on_fills =
             _service.subscribei_fills()
             .Naggle(interval, scheduler)
             .PermissionFilter(admin_model.on_admin_data)
@@ -189,6 +189,16 @@ namespace mbts.spark {
             (f, fk, ok) => new FillTuple(f, null),
             f => f.fill.FillKey);
          on_fill_tuples = fill_order_tuples_join.Cache();
+         // fill tuples with root (algo)
+         var fill_order_tuples_with_root_join = on_fills.LeftJoin(
+            on_order_tuples_with_root,
+            f => f.val.FillKey,
+            OrderSecurityHelper.root_pair_key_fn,
+            f => f.val.OrderKey,
+            (f, fk, o, ok) => new FillTuple(f.val, f.sec, o),
+            (f, fk, ok) => new FillTuple(f.val, f.sec, null),
+            FillTuple.key_fn);
+         on_fill_tuples_with_root = fill_order_tuples_with_root_join.Cache();
          // manual fills
          on_manual_fills_securities = _position_service.subscribei_manual_fills()
             .Naggle(interval, scheduler)
@@ -231,7 +241,6 @@ namespace mbts.spark {
                .Filter(os => os.order.is_active() && os.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible, key => key.order.Key)
                .Subscribe(_security_working_orders_with_piq_demuxer),
             on_positions.Subscribe(_security_positions_demuxer),
-            _bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
             _bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach(x => send_order(x.definition, x.price, x.size).ignore())),
             _bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
             _bus.subscribe(SparkTags.DetachOrders).Subscribe(x => detach_orders(x).ignore()),
@@ -239,7 +248,7 @@ namespace mbts.spark {
          );
       }
 
-#region Output      
+      #region Output      
       public OrderFactory factory => _factory;
       public SpreaderModel spreader => _spreader;
       public DynamicOrderHelper dynamic_helper => _dynamic_helper;
@@ -252,7 +261,8 @@ namespace mbts.spark {
       public IObservable<TableUpdate<KeyValuePair<uint, bool>, uint>> on_orders_can_attach { get; }
       public IObservable<IIncrementalUpdate<SecurityImmutable, uint>> on_order_securities { get; }
       public IObservable<TableUpdate<FillTuple, string>> on_fill_tuples { get; }
-      public IObservable<IReadOnlyDictionary<uint,OrderSecurity>> working_orders { get; }
+      public IObservable<TableUpdate<FillTuple, string>> on_fill_tuples_with_root { get; }
+      public IObservable<IReadOnlyDictionary<uint, OrderSecurity>> working_orders { get; }
       public IObservable<TableUpdate<(SecurityImmutable?, PNLUnitImmutable), int>> on_pnl { get; }
       public IObservable<TableUpdate<PNLRowData, PNLKey>> security_account_pnl { get; }
       public IObservable<TableUpdate<AccountPNLImmutable, uint>> on_account_pnl { get; }
@@ -273,16 +283,36 @@ namespace mbts.spark {
 
       public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_security_positions(uint security) =>
          _security_positions_demuxer.subscribe(security);
-#endregion
+      #endregion
 
-#region Input
-      public async Task<uint?> send_order(OrderDefinitionImmutable? order, double price, uint size) {
+      #region Input
+      // the security arg is needed for a temporary hack to prevent GlbxIceberg orders from going out in non-glbx exchanges (like Ice)
+      // eventually, we'll need an algo type model to handle this stuff.
+      // This hack leverages the fact that every place that calls 'send_order' already has the security handy (not just the sec id).
+      public Task<uint?> send_order(SecurityImmutable security, OrderDefinitionImmutable? order, double price, uint size) {
          if (order.HasValue) {
-            var result = (await send_order_get_error(order.Value, price, size));
-            _activity.on_send_order(order.Value, price, size, result.key, result.error);
-            return result.key;
+#if DEBUG
+            if (security.Exchange != Venue.Glbx && security.Exchange != Venue.Sim) {
+#else
+            if (security.Exchange != Venue.Glbx) {
+#endif
+               var algo_structure = OrderDataHelper.enumerate_algo_structure(order.Value.CustomDef);
+               if (algo_structure.Any(t => t.type == CustomOrderDefinition.CustomOneofCase.GlbxIceberg)) {
+                  Log.Ui.info($"OrdersModel prevented a GlbxIceberg order from going out to a non-glbx exchange ({OrderUtils.short_description(security, order.Value.Side, price, size)}).");
+                  return Task.FromResult<uint?>(null);
+               }
+            }
+            return send_order(order.Value, price, size);
          }
-         return 0;
+         return Task.FromResult<uint?>(null);
+      }
+
+      /// Note: this method is private to force outside callers to use this overload <see cref="send_order(SecurityImmutable, OrderDefinitionImmutable?, double, uint)"/>.
+      /// This allows us to control which orders can be sent to which security/exchange (e.g., GlbxIceberg orders are only permitted for securities on the Glbx exchange).
+      async Task<uint?> send_order(OrderDefinitionImmutable order, double price, uint size) {
+         var result = (await send_order_get_error(order, price, size));
+         _activity.on_send_order(order, price, size, result.key, result.error);
+         return result.key;
       }
 
       async Task<(uint? key, string error)> send_order_get_error(OrderDefinitionImmutable order, double price, uint size) {
@@ -294,7 +324,7 @@ namespace mbts.spark {
          return _handle_error(result, "Error sending order: {0}");
       }
 
-      Task<(OrderRecordImmutable,bool)[]> cancel_orders(IEnumerable<uint> orders) =>
+      Task<(OrderRecordImmutable, bool)[]> cancel_orders(IEnumerable<uint> orders) =>
          this.cancel_orders_where(o => orders.Contains(o.Key));
 
       public async Task<bool> cancel_order(OrderRecordImmutable order) {
@@ -342,7 +372,7 @@ namespace mbts.spark {
       (uint? key, string error) _handle_error(Result<Response> result, string template) =>
          _error.handle_error(result, template, r => r.ErrorCode, e => e == OrderError.Ok, r => new uint?(r.OrderKey));
 
-#region Manual Fillls
+      #region Manual Fillls
       public async Task<bool> create_manual_fills(IEnumerable<ManualFill> fills) {
          return await create_manual_fills(_create_fill_batch(fills));
       }
@@ -378,9 +408,9 @@ namespace mbts.spark {
             _error.report_error(result.error_message);
          return result.value.Response.All(r => r.Ok);
       }
-#endregion // Manual Fills
+      #endregion
 
-#endregion
+      #endregion
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
@@ -432,13 +462,10 @@ namespace mbts.spark {
       }
    }
 
-
    // usinig new OrdersModel extensions to reduce the amount of code change needed to switch uis over to the new OrdersModel,
    // without changing any code in the actual new OrdersModel class.
    static class OrdersModelExtensions {
-
-#region Cancel Orders
-
+      #region Cancel Orders
       public static async Task<bool> cancel_order(this OrdersModel orders_model, uint order_id) {
          var tu = await orders_model.on_orders.FirstAsync();
          if (tu.state.TryGetValue(order_id, out var o)) {
@@ -452,7 +479,7 @@ namespace mbts.spark {
          var orders =
             tu.state.Values
             .Where(o => o.order.is_non_terminal() && pred(o.order))
-            .Select(async o => { return (o.order, await model.cancel_order(o.order)); } );
+            .Select(async o => { return (o.order, await model.cancel_order(o.order)); });
          return await Task.WhenAll(orders);
       }
 
@@ -464,8 +491,7 @@ namespace mbts.spark {
 
       public static Task<(OrderRecordImmutable, bool)[]> cancel_security_sell_orders(this OrdersModel model, uint security) =>
          model.cancel_orders_where(o => o.Def.SecurityKey == security && o.Def.Side == Side.Sell);
-
-#endregion
+      #endregion
 
       public static IObservable<bool> security_has_working_orders(this OrdersModel orders_model, uint security_key) =>
          orders_model
@@ -475,26 +501,15 @@ namespace mbts.spark {
 
       public static IObservable<double> security_total_position(this OrdersModel orders_model, uint security_key, string account) =>
          orders_model.on_security_positions(security_key)
-         .Select((t,k) => {
+         .Select((t, k) => {
             foreach (var kv in t.state) {
                if (kv.Value.Item2.Account == account)
-                  return kv.Value.Item2.total_pos(); 
+                  return kv.Value.Item2.total_pos();
             }
             return double.NaN;
          }).DistinctUntilChanged()
          .StartWith(double.NaN);
 
-      // DO NOT REMOVE (BEGIN)
-      //public static IObservable<double> security_total_position(this OrdersModel orders_model, uint security_key, string account) =>
-      //   // PositionUnit.Account is actually the clearing account; this code assumes that clearing account and account are equivalent.
-      //   // However, it still must match account to PositionUnit.Account.Trimmed() because the exchange likes to slap spaces on the end.
-      //   orders_model.on_security_positions(security_key)
-      //   .filter(p => p.Account == account)
-      //    // the state should always have 1 element, since the PositionUnit-identity is security + account
-      //   .Scan(0.0, (pos, table) => pos + (table.added.Sum(p => p.total_pos()) - table.removed.Sum(p => p.total_pos())))
-      //   .StartWith(double.NaN);
-      // DO NOT REMOVE (END)
-
       public static IObservable<ITableUpdateTransform<OrderRecordImmutable, uint>> on_security_root_orders(this OrdersModel orders_model, uint security_key) =>
          orders_model.on_security_orders(security_key).AddRemoveOnly().Scan(new RootOrderData(), (rod, table) => {
             // ** using HashSet/List pairs, rather than a Dictionary, because TableUpdateTransform calls for IReadOnlyLists, while Dictionary.Values only implements IReadOnlyCollection.
@@ -562,14 +577,12 @@ namespace mbts.spark {
          orders_model.studio_algos_with_meta.MergeTable(Observable.Return(
             new TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>(
                ImmutableDictionary<AlgoKey, (AlgoData algo, AlgoDefinitionMetadata? meta)>.Empty.AddRange(orders_model.factory.default_algos(OrderDataHelper.all_order_types).Select(kv => new KeyValuePair<AlgoKey, (AlgoData algo, AlgoDefinitionMetadata? meta)>(kv.Key, (kv.Value, null)))),
-               Array.Empty<(AlgoData,AlgoDefinitionMetadata?)>(),
-               Array.Empty<Change<(AlgoData,AlgoDefinitionMetadata?)>>(),
-               Array.Empty<(AlgoData,AlgoDefinitionMetadata?)>(),
+               Array.Empty<(AlgoData, AlgoDefinitionMetadata?)>(),
+               Array.Empty<Change<(AlgoData, AlgoDefinitionMetadata?)>>(),
+               Array.Empty<(AlgoData, AlgoDefinitionMetadata?)>(),
                d => d.algo.key
             ).as_snapshot()));
 
-      //public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_all_algos_with_meta(this OrdersModel orders_model) =>
-
       public static async Task<OrderRecordImmutable?> order_from_key(this OrdersModel orders_model, uint order_key) {
          (var tu, var success) = await orders_model.on_orders.FirstAsyncTask(t => t.state.ContainsKey(order_key), TimeSpan.FromSeconds(3));
          if (success && tu.state.TryGetValue(order_key, out var rec)) {

src/client/spark/Predicates/Data/Primitive/DoublePredicate.cs

@@ -61,6 +61,17 @@ namespace mbts {
          }
       }
 
+      public static DoublePredicate create(PredicateTypeOneofCase type, double min, double max) {
+         var rv = new DoublePredicate();
+         switch (type) {
+            case PredicateTypeOneofCase.GreaterThan: rv.greater_than = min; break;
+            case PredicateTypeOneofCase.LessThan: rv.less_than = max; break;
+            case PredicateTypeOneofCase.InsideRange: rv.inside_range = new DoubleRange(min, max); break;
+            case PredicateTypeOneofCase.OutsideRange: rv.outside_range = new DoubleRange(min, max); break;
+         }
+         return rv;
+      }
+
       public IPredicate<double> create() {
          switch (predicate_type_case) {
             case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);

src/client/spark/Predicates/IPredicate.cs

@@ -2,6 +2,7 @@
 using System;
 using System.Collections.Generic;
 using System.ComponentModel;
+using System.Linq;
 
 namespace mbts {
    interface IPredicate {
@@ -34,9 +35,15 @@ namespace mbts {
       public static IPredicate<T> greater_than<T>(T value) =>
          new GreaterThanTrigger<T>(value, Comparer<T>.Default);
 
+      public static IPredicate<T> greater_than_or_equal_to<T>(T value) =>
+         new GreaterThanOrEqualToTrigger<T>(value, Comparer<T>.Default);
+
       public static IPredicate<T> less_than<T>(T value) =>
          greater_than(value).negate();
 
+      public static IPredicate<T> less_than_or_equal_to<T>(T value) =>
+         greater_than_or_equal_to(value).negate();
+
       public static IPredicate<T> inside_range<T>(T minimum, T maximum) =>
          greater_than(minimum).and<T>(less_than(maximum));
 
@@ -67,6 +74,14 @@ namespace mbts {
       public static IPredicate<T> not_in_set<T>(ISet<T> set) =>
          in_set(set).negate();
  
+      public static IPredicate<T> and_safe<T>(this IPredicate<T> first, IPredicate<T> second) {
+         if (first == null)
+            return second;
+         if (second == null)
+            return first;
+         return and<T>(first, second);
+      }
+
       public static IPredicate<T> and<T>(this IPredicate<T> first, IPredicate<T> second) =>
          new AndTrigger<T>(first, second);
 
@@ -88,7 +103,7 @@ namespace mbts {
       public static IPredicate<T> state_transition<T>(Func<T, bool> predicate) {
          // avoid false-positive in the first callback
          bool last_result = true;
-         return new AnonymousMutableTrigger<T>(v => {
+         return new AnonymousTrigger<T>(v => {
             bool curr_result = predicate(v);
             if (last_result == curr_result) {
                return false;
@@ -97,7 +112,7 @@ namespace mbts {
       }
 
       #region Implementation
-      class EqualsTrigger<T> : IPredicate<T> {
+      class EqualsTrigger<T> : IPredicate<T>, IEquatable<EqualsTrigger<T>> {
          readonly T _value;
          readonly IEqualityComparer<T> _eq_comparer;
 
@@ -106,12 +121,26 @@ namespace mbts {
             _eq_comparer = eq_comparer;
          }
 
-         public bool trigger(T value) => _eq_comparer.Equals(value, _value);
+         public bool trigger(T value) =>
+            _eq_comparer.Equals(value, _value);
 
-         public override string ToString() => $"EqualsTrigger ({typeof(T)})";
+         public override string ToString() =>
+            $"EqualsTrigger ({typeof(T)})";
+
+         public bool Equals(EqualsTrigger<T> other) =>
+            other != null &&
+            // check equality with both IEqualityComparers
+            _eq_comparer.Equals(_value, other._value) &&
+            other._eq_comparer.Equals(_value, other._value);
+
+         public override bool Equals(object obj) =>
+            Equals(obj as EqualsTrigger<T>);
+
+         public override int GetHashCode() =>
+            _eq_comparer.GetHashCode(_value);
       }
   
-      class AndTrigger<T> : IPredicate<T> {
+      class AndTrigger<T> : IPredicate<T>, IEquatable<AndTrigger<T>> {
          readonly IPredicate<T> _first, _second;
 
          public AndTrigger(IPredicate<T> first, IPredicate<T> second) {
@@ -119,18 +148,28 @@ namespace mbts {
             _second = second;
          }
 
-         public bool trigger(T value) => _first.trigger(value) && _second.trigger(value);
+         public bool trigger(T value) =>
+            _first.trigger(value) &&
+            _second.trigger(value);
 
-         public override string ToString() => $"AndTrigger ({_first}, {_second})";
+         public bool Equals(AndTrigger<T> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
+
+         public override string ToString() =>
+            $"AndTrigger ({_first}, {_second})";
 
          public override bool Equals(object obj) =>
-            obj is AndTrigger<T> t && _first.Equals(t._first) && _second.Equals(t._second);
+            Equals(obj as AndTrigger<T>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
       }
 
-      class AndTrigger<T1, T2> : IPredicate<(T1, T2)> {
+      class AndTrigger<T1, T2> : IPredicate<(T1, T2)>, IEquatable<AndTrigger<T1, T2>> {
          readonly IPredicate<T1> _first;
          readonly IPredicate<T2> _second;
 
@@ -139,18 +178,28 @@ namespace mbts {
             _second = second;
          }
 
-         public bool trigger((T1, T2) value) => _first.trigger(value.Item1) && _second.trigger(value.Item2);
+         public bool trigger((T1, T2) value) =>
+            _first.trigger(value.Item1) &&
+            _second.trigger(value.Item2);
+
+         public bool Equals(AndTrigger<T1, T2> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
 
          public override bool Equals(object obj) =>
-            obj is AndTrigger<T1, T2> t && _first.Equals(t._first) && _second.Equals(t._second);
+            Equals(obj as AndTrigger<T1, T2>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
 
-         public override string ToString() => $"AndTrigger ({_first}, {_second})";
+         public override string ToString() =>
+            $"AndTrigger ({_first}, {_second})";
       }
 
-      class OrTrigger<T> : IPredicate<T> {
+      class OrTrigger<T> : IPredicate<T>, IEquatable<OrTrigger<T>> {
          readonly IPredicate<T> _first, _second;
 
          public OrTrigger(IPredicate<T> first, IPredicate<T> second) {
@@ -160,16 +209,24 @@ namespace mbts {
 
          public bool trigger(T value) => _first.trigger(value) || _second.trigger(value);
 
+         public bool Equals(OrTrigger<T> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
+
          public override bool Equals(object obj) =>
-           obj is OrTrigger<T> t && _first.Equals(t._first) && _second.Equals(t._second);
+           Equals(obj as OrTrigger<T>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
 
-         public override string ToString() => $"OrTrigger ({_first}, {_second})";
+         public override string ToString() =>
+            $"OrTrigger ({_first}, {_second})";
       }
  
-      class OrTrigger<T1, T2> : IPredicate<(T1, T2)> {
+      class OrTrigger<T1, T2> : IPredicate<(T1, T2)>, IEquatable<OrTrigger<T1, T2>> {
          readonly IPredicate<T1> _first;
          readonly IPredicate<T2> _second;
 
@@ -178,18 +235,28 @@ namespace mbts {
             _second = second;
          }
 
-         public bool trigger((T1, T2) value) => _first.trigger(value.Item1) || _second.trigger(value.Item2);
+         public bool trigger((T1, T2) value) =>
+            _first.trigger(value.Item1) ||
+            _second.trigger(value.Item2);
+
+         public bool Equals(OrTrigger<T1, T2> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
 
          public override bool Equals(object obj) =>
-            obj is OrTrigger<T1, T2> t && _first.Equals(t._first) && _second.Equals(t._second);
+            Equals(obj as OrTrigger<T1, T2>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
 
-         public override string ToString() => $"OrTrigger ({_first}, {_second})";
+         public override string ToString() =>
+            $"OrTrigger ({_first}, {_second})";
       }
 
-      class GreaterThanTrigger<T> : IPredicate<T> {
+      class GreaterThanTrigger<T> : IPredicate<T>, IEquatable<GreaterThanTrigger<T>> {
          readonly T _value;
          readonly IComparer<T> _comparer;
 
@@ -198,57 +265,120 @@ namespace mbts {
             _comparer = comparer;
          }
 
-         public bool trigger(T value) => _comparer.Compare(value, _value) > 0;
+         public bool trigger(T value) =>
+            _comparer.Compare(value, _value) > 0;
 
-         public override string ToString() => $"GreaterThanTrigger ({_value})";
+         public bool Equals(GreaterThanTrigger<T> other) =>
+            other != null &&
+            _comparer.Equals(other._comparer) &&
+            _comparer.Compare(_value, other._value) == 0;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as GreaterThanTrigger<T>);
+
+         public override int GetHashCode() =>
+            _value.GetHashCode();
+
+         public override string ToString() =>
+            $"GreaterThanTrigger ({_value})";
       }
 
-      class InSetTrigger<T>: IPredicate<T> {
+      class GreaterThanOrEqualToTrigger<T> : IPredicate<T>, IEquatable<GreaterThanOrEqualToTrigger<T>> {
+         readonly T _value;
+         readonly IComparer<T> _comparer;
+
+         public GreaterThanOrEqualToTrigger(T value, IComparer<T> comparer) {
+            _value = value;
+            _comparer = comparer;
+         }
+
+         public bool trigger(T value) =>
+            _comparer.Compare(value, _value) >= 0;
+
+         public bool Equals(GreaterThanOrEqualToTrigger<T> other) =>
+            other != null &&
+            _comparer.Equals(other._comparer) &&
+            _comparer.Compare(_value, other._value) == 0;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as GreaterThanOrEqualToTrigger<T>);
+
+         public override int GetHashCode() =>
+            _value.GetHashCode();
+
+         public override string ToString() =>
+            $"GreaterThanTrigger ({_value})";
+      }
+
+      class InSetTrigger<T> : IPredicate<T>, IEquatable<InSetTrigger<T>> {
          readonly ISet<T> _set;
 
          public InSetTrigger(ISet<T> set) =>
             _set = set;
 
-         public bool trigger(T value) => _set.Contains(value);
+         public bool trigger(T value) =>
+            _set.Contains(value);
+
+         public bool Equals(InSetTrigger<T> other) =>
+            other != null &&
+            // check SetEquals with both sets (IEqualityComparers may differ)
+            _set.SetEquals(other._set) &&
+            other._set.SetEquals(_set);
 
          public override bool Equals(object obj) =>
             obj is InSetTrigger<T> t && _set.SetEquals(t._set);
 
          public override int GetHashCode() =>
-            _set.GetHashCode();
+            EqualityComparer.auto_phase(_set.Take(8));
 
-         public override string ToString() => $"InSetTrigger (Count: {_set.Count}, type: {typeof(T)})";
+         public override string ToString() =>
+            $"InSetTrigger (Count: {_set.Count}, type: {typeof(T)})";
       }
 
-      class WrapperTrigger<TOutter, TInner> : IPredicate<TOutter> {
+      class WrapperTrigger<TOuter, TInner> : IPredicate<TOuter>, IEquatable<WrapperTrigger<TOuter, TInner>> {
          readonly IPredicate<TInner> _inner_trigger;
-         readonly Func<TOutter, TInner> _selector;
+         readonly Func<TOuter, TInner> _selector;
 
-         public WrapperTrigger(IPredicate<TInner> inner_trigger, Func<TOutter, TInner> selector) {
+         public WrapperTrigger(IPredicate<TInner> inner_trigger, Func<TOuter, TInner> selector) {
             _inner_trigger = inner_trigger;
             _selector = selector;
          }
 
-         public bool trigger(TOutter value) => _inner_trigger.trigger(_selector(value));
+         public bool trigger(TOuter value) =>
+            _inner_trigger.trigger(_selector(value));
+
+         public bool Equals(WrapperTrigger<TOuter, TInner> other) =>
+            other != null &&
+            _selector.Equals(other._selector) &&
+            _inner_trigger.Equals(other._inner_trigger);
 
          public override bool Equals(object obj) =>
-            obj is WrapperTrigger<TOutter, TInner> t && _inner_trigger.Equals(t._inner_trigger) && _selector.Equals(t._selector);
+            Equals(obj as WrapperTrigger<TOuter, TInner>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_inner_trigger.GetHashCode(), _selector.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _inner_trigger.GetHashCode(),
+               _selector.GetHashCode());
 
-         public override string ToString() => $"WrapperTrigger (outter-type {typeof(TOutter)}, inner-trigger: {_inner_trigger})";
+         public override string ToString() =>
+            $"WrapperTrigger (outer-type {typeof(TOuter)}, inner-trigger: {_inner_trigger})";
       }
 
-      class NegateTrigger<T> : IPredicate<T> {
+      class NegateTrigger<T> : IPredicate<T>, IEquatable<NegateTrigger<T>> {
          readonly IPredicate<T> _trigger;
+
          public NegateTrigger(IPredicate<T> trigger) =>
             _trigger = trigger;
 
-         public bool trigger(T value) => !_trigger.trigger(value);
+         public bool trigger(T value) =>
+            !_trigger.trigger(value);
+
+         public bool Equals(NegateTrigger<T> other) =>
+            other != null &&
+            _trigger.Equals(other._trigger);
 
          public override bool Equals(object obj) =>
-            obj is NegateTrigger<T> t && _trigger.Equals(t._trigger);
+            Equals(obj as NegateTrigger<T>);
 
          public override int GetHashCode() =>
             -_trigger.GetHashCode();
@@ -256,22 +386,22 @@ namespace mbts {
          public override string ToString() => $"NegateTrigger ({_trigger})";
       }
 
-      class AnonymousTrigger<T> : IPredicate<T> {
+      class AnonymousTrigger<T> : IPredicate<T>, IEquatable<AnonymousTrigger<T>> {
          readonly Func<T, bool> _trigger;
 
          public AnonymousTrigger(Func<T, bool> trigger) =>
             _trigger = trigger;
 
-         public bool trigger(T value) => _trigger(value);
+         public bool Equals(AnonymousTrigger<T> other) =>
+            other != null &&
+            _trigger.Equals(other._trigger);
 
-         public override string ToString() => $"AnonymousTrigger ({typeof(T)})";
-      }
+         public bool trigger(T value) =>
+            _trigger(value);
 
-      class AnonymousMutableTrigger<T> : IPredicate<T> {
-         public AnonymousMutableTrigger(Func<T, bool> predicate) => this.predicate = predicate;
-         public Func<T, bool> predicate { get; set; }
-         public bool trigger(T value) => predicate(value);
+         public override string ToString() =>
+            $"AnonymousTrigger ({typeof(T)})";
       }
       #endregion
    }
-}
+}

src/client/spark/Predicates/VM/DoublePredicateVM.cs

@@ -0,0 +1,33 @@
+using bts.proto;
+using mbts.ui.shell;
+
+namespace mbts.spark {
+   class DoublePredicateVM : ViewModelBase, IValueFactory<DoublePredicate> {
+      double _minimum, _maximum;
+      DoublePredicate.PredicateTypeOneofCase _type;
+
+      public DoublePredicate.PredicateTypeOneofCase type { get => _type; set => Set(ref _type, value); }
+      public double minimum { get => _minimum; set => Set(ref _minimum, value); }
+      public double maximum { get => _maximum; set => Set(ref _maximum, value); }
+
+      public DoublePredicate create() =>
+         DoublePredicate.create(type, minimum, maximum);
+
+      public void load_from(DoublePredicate value) {
+         if (value == null)
+            return;
+         type = value.predicate_type_case;
+         switch (type) {
+            case DoublePredicate.PredicateTypeOneofCase.GreaterThan: minimum = value.greater_than.Value; break;
+            case DoublePredicate.PredicateTypeOneofCase.LessThan: maximum = value.less_than.Value; break;
+            case DoublePredicate.PredicateTypeOneofCase.InsideRange: _load_range(value.inside_range.Value); break;
+            case DoublePredicate.PredicateTypeOneofCase.OutsideRange: _load_range(value.outside_range.Value); break;
+         }
+      }
+
+      void _load_range(DoubleRange range) {
+         minimum = range.minimum;
+         maximum = range.maximum;
+      }
+   }
+}

src/client/spark/Themes/generic.xaml

@@ -339,7 +339,7 @@
     <Setter Property="BorderThickness" Value="1"/>
     <Setter Property="ScrollViewer.HorizontalScrollBarVisibility" Value="Auto"/>
     <Setter Property="ScrollViewer.VerticalScrollBarVisibility" Value="Auto"/>
-    <Setter Property="Padding" Value="6,3,5,3"/>
+    <Setter Property="Padding" Value="6,3,1,3"/>
     <Setter Property="ScrollViewer.CanContentScroll" Value="true"/>
     <Setter Property="ScrollViewer.PanningMode" Value="Both"/>
     <Setter Property="Stylus.IsFlicksEnabled" Value="False"/>

src/client/spark/Trades/TradeInfo.cs

@@ -0,0 +1,14 @@
+using bts.api;
+using bts.co2;
+
+namespace mbts.spark {
+   struct TradeInfo {
+      public readonly SecurityImmutable security;
+      public readonly TradeMessageImmutable trade;
+
+      public TradeInfo(SecurityImmutable security, TradeMessageImmutable trade) {
+         this.security = security;
+         this.trade = trade;
+      }
+   }
+}

src/client/spark/Trades/TradeMessageExtensions.cs

@@ -0,0 +1,9 @@
+using bts.co2;
+using System;
+
+namespace mbts.spark {
+   static class TradeMessageExtensions {
+      public static double price(this TradeMessageImmutable trade) =>
+         trade.Mantissa * Math.Pow(10, trade.Exponent);
+   }
+}

src/client/spark/Trades/TradesSource.cs

@@ -0,0 +1,94 @@
+using bts.api;
+using bts.api.core;
+using bts.co2;
+using bts.utils;
+using mbts.co2;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   readonly struct Product : IEquatable<Product> {
+      public readonly string symbol;
+      public readonly SecurityType type;
+      public readonly Venue exchange;
+
+      public Product(string symbol, SecurityType type, Venue exchange) {
+         this.symbol = symbol;
+         this.type = type;
+         this.exchange = exchange;
+      }
+
+      public static Product from_security(SecurityImmutable security) =>
+         new Product(security.Symbol, security.security_type(), security.Exchange);
+
+      public bool Equals(Product other) =>
+         symbol == other.symbol &&
+         type == other.type &&
+         exchange == other.exchange;
+
+      public override bool Equals(object obj) =>
+         obj is Product other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            symbol?.GetHashCode() ?? 0,
+            type.GetHashCode(),
+            exchange.GetHashCode());
+
+      public static bool operator ==(Product a, Product b) => a.Equals(b);
+      public static bool operator !=(Product a, Product b) => !a.Equals(b);
+   }
+
+   static class TradesSource {
+      public static IEnumerable<Product> aggregate_security_criteria(IEnumerable<SecurityImmutable> securities, IEnumerable<SecurityCriteria> security_criterion) =>
+         securities.Where(s => security_criterion.Any(sc => ContractPickerModel.security_in_criteria(sc, s)))
+         .Select(Product.from_security)
+         .Distinct();
+
+      public static IObservable<IReadOnlyList<TradeInfo>> create(MDConsumer consumer, IObservable<IReadOnlyDictionary<uint, SecurityImmutable>> security_map, IObservable<IEnumerable<SecurityCriteria>> security_criterion, TimeSpan poll_interval) =>
+         security_criterion.CombineLatest(security_map, (criterion, map) => (criterion, map))
+            .Scan((channels: ImmutableDictionary<Product, ChannelConsumer>.Empty, active: new List<ChannelConsumer>(0)), (channel_data, data) => {
+               var (criterion, map) = data;
+               var (channels, active) = channel_data;
+               var products = aggregate_security_criteria(map.Values, criterion);
+               active = new List<ChannelConsumer>();
+               foreach (var p in products) {
+                  if (!channels.TryGetValue(p, out var c)) {
+                     c = new ChannelConsumer(consumer.get_channel(p.symbol, p.type, p.exchange), map.Values.Where(s => Product.from_security(s).Equals(p)));
+                     channels = channels.Add(p, c);
+                  }
+                  active.Add(c);
+               }
+               return (channels, active);
+            }).SelectManyInSeries(channel_data => {
+               var (channels, active) = channel_data;
+               return Observable.Interval(poll_interval)
+                  .Select(_ => active.SelectMany(c => c.read_trades()).ToList());
+            });
+
+      class ChannelConsumer {
+         readonly MDConsumerChannel _channel;
+         readonly Dictionary<uint, SecurityImmutable> _securities;
+         long _cursor = 0;
+
+         public ChannelConsumer(MDConsumerChannel channel) =>
+            _channel = channel;
+
+         public ChannelConsumer(MDConsumerChannel channel, IEnumerable<SecurityImmutable> securities) {
+            _channel = channel;
+            _securities = securities.ToDictionaryCrushed(s => s.Id);
+         }
+
+         public IEnumerable<TradeInfo> read_trades() {
+            foreach (var tm in _channel.read_trades(ref _cursor)) {
+               if (tm != null && _securities.TryGetValue(tm.Key, out SecurityImmutable sec))
+                     yield return new TradeInfo(sec, new TradeMessageImmutable(tm));
+            }
+         }
+      }
+   }
+}

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

@@ -110,6 +110,9 @@ namespace bts.spark {
       public static SparkCommand ShowActivityLog =>
         SparkCommand.create("Activity Log", Icons.Wrench, SparkTags.ShowActivityLog);
 
+      public static SparkCommand ShowGlobalAlerts =>
+         SparkCommand.create("Alerts", Icons.Speaker, SparkTags.ShowGlobalAlertsTag);
+
       public static PartialCommand<string> ShowReportIssue =>
          SparkCommand.create("Report a Problem", Icons.Support, SparkTags.Support);
 

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

@@ -17,7 +17,6 @@ namespace mbts.spark {
       #endregion
 
       #region Order
-      public static ITag<(OrderDefinitionImmutable definition, double price, uint size)> CreateOrder { get; } = new SparkTag<(OrderDefinitionImmutable, double, uint)>();
       public static ITag<IEnumerable<(OrderDefinitionImmutable definition, double price, uint size)>> RecreateOrder { get; } = new SparkTag<IEnumerable<(OrderDefinitionImmutable, double, uint)>>();
 
       public static ITag<IEnumerable<uint>> CancelOrders { get; } = new SparkTag<IEnumerable<uint>>();
@@ -79,6 +78,8 @@ namespace mbts.spark {
 
       public static ITag<uint> SyntheticDeleteTag { get; } = new SparkTag<uint>(nameof(SyntheticDeleteTag));
 
+      public static ITag<Nothing> ShowGlobalAlertsTag { get; } = new SparkTag<Nothing>(nameof(ShowGlobalAlertsTag));
+
       public class Nothing { Nothing() { } }
 
       internal class SparkTag<T> : ITag<T> {

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

@@ -200,17 +200,20 @@ namespace mbts.collections {
       public ObservableCollectionEx<T> selected_items { get; } = new ObservableCollectionEx<T>();
       public IEnumerable<TKey> selected_keys => selected_items.Select(_key_selector);
 
-      public bool try_select(TKey key) {
+      public bool try_select(TKey key) =>
+         try_select(key, true);
+
+      public bool try_select(TKey key, bool reattempt_on_collection_change) {
          if (items.TryGetFirst(i => _key_selector(i).Equals(key), out T result)) {
             selected_items.Add(result);
             return true;
-         } else {
+         } else if (reattempt_on_collection_change) {
             if (_desired_keys.Count == 0) {
                items.CollectionChanged += _on_items_CollectionChanged;
             }
             _desired_keys.Add(key);
-            return false;
          }
+         return false;
       }
 
       void _on_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {

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

@@ -1,4 +1,5 @@
-using System.Windows.Media;
+using System.Collections.Generic;
+using System.Windows.Media;
 
 namespace mbts.ui {
    // Usage
@@ -148,6 +149,21 @@ namespace mbts.ui {
          public static Color anchor_color => Colors.Gold;
          public static Color profit_color => Colors.Green;
          public static Color loss_color => BTSColors.red;
+         public static Color header_row_background_color => 0xFFAAAAAA.argb_color();
+         // group background colors
+         public static Color group_row_background_color1 => 0xFFE9E9E9.argb_color();
+         public static Color group_row_background_color2 => 0xFFCACACA.argb_color();
+         public static Color group_row_background_color3 => 0xFF9DB0C1.argb_color();
+         public static Color group_row_background_color4 => group_row_background_color1;
+
+         public static IEnumerable<Color> group_alternating_background_colors {
+            get {
+               yield return group_row_background_color1;
+               yield return group_row_background_color2;
+               yield return group_row_background_color3;
+               yield return group_row_background_color4;
+            }
+         }
       }
 
       public static class Orders {

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

@@ -0,0 +1,29 @@
+using bts.utils;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.spark {
+   [ProtoContract]
+   class GlobalAlertSettings : IEquatable<GlobalAlertSettings> {
+      [ProtoMember(1)]
+      TradeAlert[] _trade_alerts;
+
+      public GlobalAlertSettings() { }
+      public GlobalAlertSettings(IEnumerable<TradeAlert> trade_alerts) =>
+         _trade_alerts = trade_alerts.ToArray();
+
+      public IReadOnlyList<TradeAlert> trade_alerts => _trade_alerts ?? Array.Empty<TradeAlert>();
+
+      public bool Equals(GlobalAlertSettings other) =>
+         other != null &&
+         trade_alerts.SequenceEqual(other.trade_alerts);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as GlobalAlertSettings);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(trade_alerts);
+   }
+}

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

@@ -0,0 +1,121 @@
+using bts.api;
+using bts.shell;
+using bts.utils;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   [ProtoContract]
+   readonly struct TradeAlert : IEquatable<TradeAlert> {
+      [ProtoMember(1)]
+      public readonly TradeAlertPredicate predicate;
+      [ProtoMember(2)]
+      public readonly SoundNotification sound;
+      [ProtoMember(3)]
+      public readonly bool is_enabled;
+
+      public TradeAlert(
+         TradeAlertPredicate predicate,
+         SoundNotification sound = null,
+         bool is_enabled = false) {
+         this.predicate = predicate;
+         this.sound = sound;
+         this.is_enabled = is_enabled;
+      }
+
+      public TradeAlert with(
+         TradeAlertPredicate? predicate = null,
+         SoundNotification sound = null,
+         bool? is_enabled = null) =>
+         //
+         new TradeAlert(
+            predicate ?? this.predicate,
+            sound ?? this.sound,
+            is_enabled ?? this.is_enabled);
+
+      public bool Equals(TradeAlert other) =>
+         predicate.Equals(other.predicate) &&
+         sound.safe_equals(other.sound) &&
+         is_enabled == other.is_enabled;
+
+      public override bool Equals(object obj) =>
+         obj is TradeAlert other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            predicate.GetHashCode(),
+            sound?.GetHashCode() ?? 0,
+            is_enabled.GetHashCode());
+
+      public static bool operator ==(TradeAlert a, TradeAlert b) => a.Equals(b);
+      public static bool operator !=(TradeAlert a, TradeAlert b) => !a.Equals(b);
+   }
+
+   [ProtoContract]
+   readonly struct TradeAlertPredicate : IEquatable<TradeAlertPredicate> {
+      [ProtoMember(1)]
+      public readonly SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      public readonly DoublePredicate quantity;
+      [ProtoMember(3)]
+      public readonly DoublePredicate price;
+      [ProtoMember(4)]
+      readonly Side[] _side;
+
+      public TradeAlertPredicate(
+         SecurityCriteria security_criteria = null,
+         DoublePredicate quantity = null,
+         DoublePredicate price = null,
+         Side[] side = null) {
+         this.security_criteria = security_criteria;
+         this.quantity = quantity;
+         this.price = price;
+         this._side = side;
+      }
+
+      public IReadOnlyList<Side> side => _side ?? Array.Empty<Side>();
+
+      public IPredicate<TradeInfo> create() {
+         IPredicate<TradeInfo> p = null;
+         // security criteria
+         var criteria = security_criteria;
+         if (criteria.is_defined()) {
+            p = p.and_safe(PredicateBuilder.create<TradeInfo>(t => ContractPickerModel.security_in_criteria(criteria, t.security)));
+         }
+         // quantity
+         var qpred = quantity?.create();
+         if (qpred != null)
+            p = p.and_safe(PredicateBuilder.wrap<TradeInfo, double>(qpred, t => t.trade.Size));
+         // price
+         var ppred = price?.create();
+         if (ppred != null)
+            p = p.and_safe(PredicateBuilder.wrap<TradeInfo, double>(ppred, t => t.trade.price()));
+         // side
+         if (_side != null && _side.Length == 1) {
+            var agg_side = _side[0].to_aggressor();
+            p = p.and_safe(PredicateBuilder.create<TradeInfo>(t => agg_side == t.trade.AggressorSide));
+         }
+         return p;
+      }
+
+      public bool Equals(TradeAlertPredicate other) =>
+         security_criteria.safe_equals(other.security_criteria) &&
+         quantity == other.quantity &&
+         price == other.price &&
+         EqualityComparer.safe_sequence_equals(_side, other._side);
+
+      public override bool Equals(object obj) =>
+         obj is TradeAlertPredicate other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            security_criteria?.GetHashCode() ?? 0,
+            quantity.GetHashCode(),
+            price.GetHashCode(),
+            _side != null && _side.Length == 1 ? (int)_side[0] : 0);
+
+      public static bool operator ==(TradeAlertPredicate a, TradeAlertPredicate b) => a.Equals(b);
+      public static bool operator !=(TradeAlertPredicate a, TradeAlertPredicate b) => !a.Equals(b);
+   }
+}

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

@@ -0,0 +1,91 @@
+using bts.shell.pnl;
+using bts.utils;
+using mbts.ui.settings;
+using System;
+using System.Collections.Generic;
+
+namespace bts.settings {
+   interface ISettingsMigrationRule<T> {
+      bool apply(T settings, out T new_settings);
+   }
+
+   // Migration rules of type ISettingsMigrationRule<T>, where 'T' is a common type, such as GridSettings,
+   // should be exposed through explicitly named interfaces that inherit ISettingsMigrationRule<T>.
+   // This avoids magic const names in the MEF import/export contracts, which would otherwise be needed to
+   // determine the various windows to which such rules apply.
+   interface IFillsGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
+
+   static class SettingsMigrationHelper {
+      public static bool apply<T>(T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, out T new_settings) {
+         bool applied = false;
+         foreach (var r in migration_rules) {
+            if (r.apply(settings, out var migrated)) {
+               settings = migrated;
+               applied = true;
+            }
+         }
+         new_settings = applied ? settings : default;
+         return applied;
+      }
+
+      public static void apply_quiet<T>(ref T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules) {
+         if (apply(settings, migration_rules, out var new_settings))
+            settings = new_settings;
+      }
+
+      public static ISettingsMigrationRule<T> merge<T>(this IEnumerable<ISettingsMigrationRule<T>> rules) =>
+         new MergeWrapper<T>(rules);
+
+      public static ISettingsMigrationRule<TOuter> wrap<TInner, TOuter>(this ISettingsMigrationRule<TInner> rule, IImmutableProperty<TOuter, TInner> propi) =>
+         new SelectorWrapper<TInner, TOuter>(rule, propi.get, propi.set);
+
+      public static ISettingsMigrationRule<TOuter> wrap<TInner, TOuter>(this ISettingsMigrationRule<TInner> rule, Func<TOuter, TInner> get, Func<TOuter, TInner, TOuter> set) =>
+         new SelectorWrapper<TInner, TOuter>(rule, get, set);
+
+      class MergeWrapper<T> : ISettingsMigrationRule<T> {
+         readonly IEnumerable<ISettingsMigrationRule<T>> _rules;
+
+         public MergeWrapper(IEnumerable<ISettingsMigrationRule<T>> rules) =>
+            _rules = rules;
+
+         public bool apply(T settings, out T new_settings) {
+            bool applied = false;
+            foreach (var r in _rules) {
+               if (r.apply(settings, out var migrated)) {
+                  settings = migrated;
+                  applied = true;
+               }
+            }
+            new_settings = applied ? settings : default;
+            return applied;
+         }
+      }
+
+      class SelectorWrapper<TInner, TOuter> : ISettingsMigrationRule<TOuter> {
+         readonly ISettingsMigrationRule<TInner> _rule;
+         readonly Func<TOuter, TInner> _get;
+         readonly Func<TOuter, TInner, TOuter> _set;
+
+         public SelectorWrapper(ISettingsMigrationRule<TInner> rule, Func<TOuter, TInner> get, Func<TOuter, TInner, TOuter> set) {
+            _rule = rule;
+            _get = get;
+            _set = set;
+         }
+
+         public bool apply(TOuter settings, out TOuter new_settings) {
+            if (settings != null) {
+               var ival = _get(settings);
+               if (_rule.apply(ival, out var new_ival)) {
+                  new_settings = _set(settings, new_ival);
+                  return true;
+               }
+            }
+            new_settings = default;
+            return false;
+         }
+      }
+   }
+}

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

@@ -59,6 +59,8 @@ namespace mbts.spark {
       bts.shell.orderbook.OrderBookGridSettings _order_book_grid;
       [ProtoMember(13)]
       PNLSettings _pnl;
+      [ProtoMember(14)]
+      GlobalAlertSettings _alerts;
 
       public UserSettings() { }
 
@@ -77,6 +79,8 @@ namespace mbts.spark {
       public PNLSettings pnl => _pnl ?? (_pnl = PNLSettings.Default);
       public bts.shell.orderbook.OrderBookGridSettings order_book_grid => _order_book_grid ?? (_order_book_grid = bts.shell.orderbook.OrderBookStartupData.Default.grid_settings_wrapper());
 
+      public GlobalAlertSettings alerts => _alerts ?? (_alerts = new GlobalAlertSettings());
+
       public UserSettings with(LadderSettings ladder = null,
          LadderSettingsProfile[] ladder_profiles = null,
          NotificationSettings notification = null,
@@ -86,7 +90,8 @@ namespace mbts.spark {
          GridSettings provided_synthetic_management_gridsettings = null,
          GridSettings provided_pnl_gridsettings = null,
          PNLSettings pnl = null,
-         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null) {
+         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null,
+         GlobalAlertSettings alerts = null) {
          var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
             _ladder = ladder ?? _ladder,
             _notification = notification ?? _notification,
@@ -97,6 +102,7 @@ namespace mbts.spark {
             _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid, 
             _pnl = pnl ?? _pnl,
             _order_book_grid = order_book_grid ?? _order_book_grid,
+            _alerts = alerts ?? _alerts
          };
          us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
          return us;
@@ -181,4 +187,4 @@ namespace mbts.spark {
       public TimeSpan? duration => _mode == Mode.Flash ? _duration?.ToTimeSpan() ?? TimeSpan.FromSeconds(5) : new TimeSpan?();
       public double max_height => _max_height;
    }
-}
+}

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

@@ -1,6 +1,9 @@
 using bts;
+using bts.settings;
+using bts.shell.pnl;
 using bts.utils;
 using mbts.spark;
+using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -18,20 +21,51 @@ namespace mbts.persist {
    class UserSettingsHub {
       // do NOT CHANGE these consts, they represent a file path on the server
       const string NAME_SPACE = "settings", DEFAULT_KEY = "default";
-      IUserPersist _persist;
-      UserSettings _default_settings;
-      readonly BehaviorSubject<UserSettings> _default_settings_subject = new BehaviorSubject<UserSettings>(UserSettings.factory_defaults);
+
+      static readonly IImmutableProperty<UserSettings, GridSettings>
+         _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
+         _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
+         _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs));
+
+      static readonly IImmutableProperty<UserSettings, PNLSettings>
+         _pnl_propi = ImmutableProperty.create<UserSettings, PNLSettings>(us => us.pnl, (us, pnl) => us.with(pnl: pnl));
+
       readonly object _default_settings_lock = new object();
+      readonly BehaviorSubject<UserSettings> _default_settings_subject = new BehaviorSubject<UserSettings>(UserSettings.factory_defaults);
+      readonly IEnumerable<IFillsGridSettingsMigrationRule> _fills_migration_rules;
+      readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
+      readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
+      readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
+      readonly IUserPersist _persist;
+
+      UserSettings _default_settings;
 
       [ImportingConstructor]
-      public UserSettingsHub(IUserPersist persist) {
+      public UserSettingsHub(
+         IUserPersist persist,
+         [ImportMany]IEnumerable<IFillsGridSettingsMigrationRule> fills_migration_rules,
+         [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
+         [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
+         [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules) {
+         //
          _persist = persist;
+         _fills_migration_rules = fills_migration_rules ?? Enumerable.Empty<IFillsGridSettingsMigrationRule>();
+         _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
+         _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
+         _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
          init();
          async void init() {
             UserSettings s;
             try {
                s = await _persist.get<UserSettings>(NAME_SPACE, DEFAULT_KEY);
                if (s != null) {
+                  var wrapped_rules = new[] {
+                     _fills_migration_rules.merge().wrap(_fills_propi),
+                     _mview_migration_rules.merge().wrap(_mview_propi),
+                     _pandl_migration_rules.merge().wrap(_pandl_propi)
+                  };
+                  SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
+                  // TODO: move ladder sanitization logic into ISettingsMigrationRule
                   s.ladder.sanitize();
                   // ensure valid named ladder set (w/ distinct, non-zero ids)
                   var ladder_profile_map = new Dictionary<uint, LadderSettingsProfile>();
@@ -52,7 +86,7 @@ namespace mbts.persist {
                   if (!sorted_lps.SequenceEqual(s.ladder_profiles))
                      await _persist.set(NAME_SPACE, DEFAULT_KEY, s = s.with(ladder_profiles: sorted_lps));
                }
-            } catch(Exception ex) {
+            } catch (Exception ex) {
                Log.Persist.warn($"Error loading {typeof(UserSettings)} from namespace '{NAME_SPACE}', will restore factory defaults and continue as usual: {ex}");
                await save_default(s = UserSettings.factory_defaults);
             }
@@ -67,10 +101,6 @@ namespace mbts.persist {
       // indicates whether or not the settings have been loaded from the server (this happens once, on startup - see the constructor for details)
       public bool initialized { get; private set; }
 
-      /// Subscribing via _persist.subscribe may be cleaner in theory, however using a local event allows observers to be notified immediately.
-      /// Assuming there aren't any rogue agents saving UserSettings by themselves, there should never be any discrepancies.
-      public IObservable<UserSettings> subscribe_default_settings() => _default_settings_subject.AsObservable();
-
       internal UserSettings current {
          get {
             lock (_default_settings_lock)
@@ -78,6 +108,34 @@ namespace mbts.persist {
          }
       }
 
+      /// Subscribing via _persist.subscribe may be cleaner in theory, however using a local event allows observers to be notified immediately.
+      /// Assuming there aren't any rogue agents saving UserSettings by themselves, there should never be any discrepancies.
+      public IObservable<UserSettings> subscribe_default_settings() => _default_settings_subject.AsObservable();
+
+      public IWindowSettingsManager<GridSettings> create_fills_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _fills_migration_rules,
+            _fills_propi);
+
+      public IWindowSettingsManager<GridSettings> create_mview_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _mview_migration_rules,
+            _mview_propi);
+
+      public IWindowSettingsManager<GridSettings> create_pandl_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _pandl_migration_rules,
+            _pandl_propi);
+
+      public IWindowSettingsManager<PNLSettings> create_pnl_settings_manager(PNLSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _pnl_migration_rules,
+            _pnl_propi);
+
       public async Task save_default(UserSettings value) {
          // notify observers before persisting so the changes are reflected immediately in the ui
          lock (_default_settings_lock) {
@@ -86,11 +144,17 @@ namespace mbts.persist {
          await _persist_async();
       }
 
+      IWindowSettingsManager<T> _create_settings_manager<T>(T instance_settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, IImmutableProperty<UserSettings, T> propi) where T : class {
+         if (instance_settings != null && migration_rules.merge().apply(instance_settings, out var new_settings))
+            instance_settings = new_settings;
+         return new WindowSettingsManager<T>(this, instance_settings, propi.get, propi.set);
+      }
+
       async Task _persist_async() {
          try {
             await _persist.set(NAME_SPACE, DEFAULT_KEY, _default_settings);
-         } catch(Exception ex) {
-             Log.Persist.warn($"Error persisting {typeof(UserSettings)} in namespace '{NAME_SPACE}': {ex}");
+         } catch (Exception ex) {
+            Log.Persist.warn($"Error persisting {typeof(UserSettings)} in namespace '{NAME_SPACE}': {ex}");
          }
       }
    }

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

@@ -0,0 +1,31 @@
+using System;
+
+namespace bts.utils {
+   /// <summary>
+   /// A property-like interface (with get/set accessors) in the immutable pattern.  The 'set' method returns a new instance of <typeparamref name="TSource"/>, rather than mutating the original.
+   /// </summary>
+   /// <typeparam name="TSource">The type of source, from which the value is read, and to which it is written.</typeparam>
+   /// <typeparam name="T">The type of value read from, and written to, the source.</typeparam>
+   interface IImmutableProperty<TSource, T> {
+      T get(TSource source);
+      TSource set(TSource source, T value);
+   }
+
+   static class ImmutableProperty {
+      public static IImmutableProperty<TSource, T> create<TSource, T>(Func<TSource, T> get, Func<TSource, T, TSource> set) =>
+         new Impl<TSource, T>(get, set);
+
+      class Impl<TSource, T> : IImmutableProperty<TSource, T> {
+         readonly Func<TSource, T> _get;
+         readonly Func<TSource, T, TSource> _set;
+
+         public Impl(Func<TSource, T> get, Func<TSource, T, TSource> set) {
+            _get = get;
+            _set = set;
+         }
+
+         public T get(TSource source) => _get(source);
+         public TSource set(TSource source, T value) => _set(source, value);
+      }
+   }
+}

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

@@ -59,6 +59,22 @@ namespace mbts.spark {
 
    interface ITemplatedPropertyWrapperVM<T> : IPropertyWrapperVM<T>, ITemplateSelectorKey { }
 
+   static class ValueFactoryUtils {
+      public static void sync_with_models<TValueFactory, TModel>(this IList<TValueFactory> target, IEnumerable<TModel> models) where TValueFactory : IValueFactory<TModel>, new() {
+         target.sync_with_models(
+            models,
+            m => {
+               var vf = new TValueFactory();
+               vf.load_from(m);
+               return vf;
+            },
+            (vf, m) => {
+               vf.load_from(m);
+               return vf;
+            });
+      }
+   }
+
    static class PropertyWrapperVMUtils {
       public static T create_assigned<T>(this IPropertyWrapperVM<T> vm) where T : new() =>
          vm.create_assigned(() => new T());

src/client/spark/core/data/Proto/ColorOpacityProto.cs

@@ -22,6 +22,7 @@ namespace bts.proto {
       }
 
       public Color color => _color.rgb_color();
+      public Color argb_color => Color.FromArgb((byte)(MathUtils.within_range(0, 1, _opacity) * 255.0), color.R, color.G, color.B);
       public double opacity => _opacity;
 
       public ColorOpacityProto with(uint? color = null, double? opacity = null) =>

src/client/spark/core/data/Proto/FontParamsProto.cs

@@ -1,4 +1,5 @@
-using mbts.ui;
+using bts.utils;
+using mbts.ui;
 using mbts.ui.utility.text;
 using ProtoBuf;
 using System;
@@ -9,49 +10,56 @@ using FontFamily = System.Windows.Media.FontFamily;
 namespace bts.proto {
    [ProtoContract]
    class FontParamsProto : IEquatable<FontParamsProto> {
-      static readonly int _type_hash = typeof(FontParamsProto).GetHashCode();
-
       [ProtoMember(1)]
-      public string font_family { get; set; }
+      public TypefaceProto typeface { get; set; }
       [ProtoMember(2)]
-      public int font_weight { get; set; }
+      public double font_size { get; set; }
       [ProtoMember(3)]
       public uint font_color { get; set; }
-      [ProtoMember(4)]
-      public double font_size { get; set; }
 
-      public (FontFamily family, FontWeight? weight, Color? color, double size) to_wpf_params() =>
-         (string.IsNullOrEmpty(font_family) ? null : new FontFamily(font_family),
-         font_weight == 0 ? (FontWeight?)null : FontWeight.FromOpenTypeWeight(font_weight),
-         font_color == 0 ? (Color?)null : font_color.argb_color(),
-         // zero is an invalid font size, convert to nan to follow convention
-         font_size == 0 ? double.NaN : font_size);
-
-      public (FontFamily family, FontWeight weight, Color color, double size) to_wpf_params_safe(
-         FontFamily fallback_family = null,
-         FontWeight? fallback_weight = null,
-         Color? fallback_color = null,
-         double fallback_size = double.NaN) {
-         //
-         var (family, weight, color, size) = to_wpf_params();
-         return (
-            family ?? fallback_family ?? TextUtils.StandardFontFamily,
-            weight ?? fallback_weight ?? FontWeights.Normal,
-            color ?? fallback_color ?? Colors.Black,
-            double.IsNaN(font_size) ? double.IsNaN(fallback_size) ? FontSizes.Small : fallback_size : font_size);
-      }
+      public string font_family => typeface.font_family;
+      public int font_weight => typeface.font_weight;
 
       public bool Equals(FontParamsProto other) =>
          other != null &&
-         font_family == other.font_family &&
-         font_weight == other.font_weight &&
-         font_color == other.font_color &&
-         font_size.Equals(other.font_size);
+         typeface == other.typeface &&
+         font_size == other.font_size &&
+         font_color == other.font_color;
 
       public override bool Equals(object obj) =>
          Equals(obj as FontParamsProto);
 
       public override int GetHashCode() =>
-         _type_hash;
+         typeface.GetHashCode();
+   }
+
+   static class FontParamsProtoExtensions {
+      public static (FontFamily family, FontWeight? weight, Color? color, double size) to_wpf_params(this FontParamsProto proto) =>
+         proto.typeface.to_typeface_parts().with(
+            _to_nullable_color(proto.font_color),
+            // zero/negative are invalid font sizes, convert to nan to follow convention
+            proto.font_size <= 0 ? double.NaN : proto.font_size);
+
+      public static (FontFamily family, FontWeight? weight, Color? color, double size) to_wpf_params_safe(this FontParamsProto proto,
+         FontFamily fallback_family = null,
+         FontWeight? fallback_weight = null,
+         Color? fallback_color = null,
+         double fallback_size = double.NaN) =>
+         //
+         proto.typeface.to_typeface_parts_safe(fallback_family, fallback_weight).with(
+            _to_color_safe(proto.font_color, fallback_color ?? Colors.Black),
+            _to_size_safe(proto.font_size));
+
+      static Color? _to_nullable_color(uint proto) =>
+         proto == 0 ? (Color?)null : proto.argb_color();
+
+      static Color _to_color_safe(uint proto, Color fallback_color) =>
+         _to_nullable_color(proto) ?? fallback_color;
+
+      static double _to_size_safe(double size, double fallback_size = double.NaN) =>
+         double.IsNaN(size) ?
+            (double.IsNaN(fallback_size) ? FontSizes.Small : fallback_size) :
+            size;
+
    }
 }

src/client/spark/core/data/Proto/NullableColorProto.cs

@@ -31,4 +31,4 @@ namespace bts.proto {
       public static bool operator ==(NullableColorProto a, NullableColorProto b) => a.Equals(b);
       public static bool operator !=(NullableColorProto a, NullableColorProto b) => !a.Equals(b);
    }
-}
+}

src/client/spark/core/data/Proto/TypefaceProto.cs

@@ -0,0 +1,61 @@
+using bts.utils;
+using mbts.ui.utility.text;
+using ProtoBuf;
+using System;
+using System.Windows;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.proto {
+   [ProtoContract]
+   readonly struct TypefaceProto : IEquatable<TypefaceProto> {
+      static readonly int _type_hash = typeof(TypefaceProto).GetHashCode();
+
+      [ProtoMember(1)]
+      public readonly string font_family;
+      [ProtoMember(2)]
+      public readonly int font_weight;
+      // TODO (maybe): add property for FontStyle (italic, underline, etc.)
+
+      public TypefaceProto(string font_family, int font_weight) {
+         this.font_family = font_family;
+         this.font_weight = font_weight;
+      }
+
+      public TypefaceProto with(string font_family = null, int? font_weight = null, double font_size = double.NaN) =>
+         new TypefaceProto(
+            font_family ?? this.font_family,
+            font_weight ?? this.font_weight);
+
+      public bool Equals(TypefaceProto other) =>
+         font_family == other.font_family &&
+         font_weight == other.font_weight;
+
+      public override bool Equals(object obj) =>
+         obj is TypefaceProto tfp && Equals(tfp);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            font_family?.GetHashCode() ?? 0,
+            font_weight);
+
+      public static bool operator ==(TypefaceProto x, TypefaceProto y) => x.Equals(y);
+      public static bool operator !=(TypefaceProto x, TypefaceProto y) => !x.Equals(y);
+   }
+
+   static class TypefaceProtoExtensions {
+      public static (FontFamily family, FontWeight? weight) to_typeface_parts(this TypefaceProto proto) =>
+         (string.IsNullOrEmpty(proto.font_family) ? null : new FontFamily(proto.font_family),
+         proto.font_weight == 0 ? (FontWeight?)null : FontWeight.FromOpenTypeWeight(proto.font_weight));
+
+      public static (FontFamily family, FontWeight weight) to_typeface_parts_safe(
+         this TypefaceProto proto,
+         FontFamily fallback_family = null,
+         FontWeight? fallback_weight = null) {
+         //
+         var (family, weight) = proto.to_typeface_parts();
+         return (
+            family ?? fallback_family ?? TextUtils.StandardFontFamily,
+            weight ?? fallback_weight ?? FontWeights.Normal);
+      }
+   }
+}

src/client/spark/view/Colors.xaml

@@ -113,6 +113,9 @@
   <SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Border" Color="Transparent"/>
   <SolidColorBrush x:Key="ComboBox.Static.Glyph" Color="#FF606060"/>
 
+  <!--Toggle Switch-->
+  <Color x:Key="ToggleSwitchOnColor">#FF4182F6</Color>
+
   <!--ListBox-->
   <Color x:Key="ListBoxItem.Selected.Active.Background.Color">#3D25A0DA</Color>
   <Color x:Key="ListBoxItem.Selected.Active.Border.Color">#FF26A0DA</Color>

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

@@ -173,14 +173,14 @@ namespace mbts.ui.controls.adorners {
             double rltv_x, rltv_y;
             switch (_horizontalPosition) {
                case HorizontalPosition.Left: rltv_x = -el_width; break;
-               case HorizontalPosition.Middle: rltv_x = 0.5 * (_popupTarget.ActualWidth - el_width); break;
-               case HorizontalPosition.Right: rltv_x = _popupTarget.ActualWidth + el_width; break;
+               case HorizontalPosition.Middle: rltv_x = 0.5 * _popupTarget.ActualWidth; break;
+               case HorizontalPosition.Right: rltv_x = _popupTarget.ActualWidth; break;
                default: throw new NotImplementedException();
             }
             switch (_verticalPosition) {
                case VerticalPosition.Top: rltv_y = -el_height; break;
-               case VerticalPosition.Middle: rltv_y = 0.5 * (_popupTarget.ActualHeight - el_height); break;
-               case VerticalPosition.Bottom: rltv_y = _popupTarget.ActualHeight + el_height; break;
+               case VerticalPosition.Middle: rltv_y = 0.5 * _popupTarget.ActualHeight; break;
+               case VerticalPosition.Bottom: rltv_y = _popupTarget.ActualHeight; break;
                default: throw new NotImplementedException();
             }
             tl = new Point(tl.X + rltv_x + _horizontalOffset, tl.Y + rltv_y + _verticalOffset);

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

@@ -0,0 +1,98 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using bts.utils;
+using mbts.ui.extensions;
+
+namespace mbts.ui.controls.adorners {
+   public class RowSelectionAdorner : Adorner, DIYGrid.ISelectionHighlightListener, IDisposable {
+      Brush _fill = DIYGrid.DefaultSelectionHighlight;
+      Pen _stroke = DIYGrid.DefaultSelectionStroke;
+
+      DIYGridRowsPresenter _diy_rp;
+      ScrollViewer _diy_scroll;
+      ScrollContentPresenter _diy_scp;
+      List<IDisposable> _disposables = new List<IDisposable>();
+
+      #region Fill
+      public static readonly DependencyProperty FillProperty =
+         WPFHelper.create_dp<Brush, RowSelectionAdorner>(
+            nameof(Fill),
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => o._fill = v,
+            DIYGrid.DefaultSelectionHighlight);
+
+      public SolidColorBrush Fill {
+         get => GetValue(FillProperty) as SolidColorBrush;
+         set => SetValue(FillProperty, value);
+      }
+      #endregion
+      #region Stroke
+      public static readonly DependencyProperty StrokeProperty =
+         WPFHelper.create_dp<Pen, RowSelectionAdorner>(
+            nameof(Stroke),
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => o._stroke = v,
+            DIYGrid.DefaultSelectionStroke);
+
+      public Pen Stroke {
+         get => GetValue(StrokeProperty) as Pen;
+         set => SetValue(StrokeProperty, value);
+      }
+      #endregion
+
+      internal RowSelectionAdorner(DIYGridRowsPresenter adorned_element, ScrollViewer scroll_viewer) : base(adorned_element) {
+         // we want our clicks to go through to the underlying grid
+         IsHitTestVisible = false;
+
+         _diy_rp = adorned_element;
+         _diy_scroll = scroll_viewer;
+         _diy_scp = _diy_rp.descendants_of_type<ScrollContentPresenter>().empty_if_null().FirstOrDefault();
+
+         // We actually don't need mouse up/down or key up/down when we can just respond to selection changes
+         _disposables.Add(((System.Windows.Controls.Primitives.Selector)_diy_rp).SubscribeSelectionChanged((s, e) => InvalidateVisual()));
+         // so that we update the highlight as the grid scrolls
+         _disposables.Add(_diy_scroll.SubscribeScrollChanged((s, e) => InvalidateVisual()));
+      }
+
+
+      protected override void OnRender(DrawingContext drawingContext) {
+         base.OnRender(drawingContext);
+         if (AdornedElement is ListBox lb && lb.SelectedItems != null && lb.SelectedItems.Count > 0) {
+            foreach(var lbi in lb.SelectedItems) {
+               if (_diy_rp.ItemContainerGenerator.ContainerFromItem(lbi) is FrameworkElement row && row.IsVisible) {
+                  var top_left = lb.GetChildTopLeft(row);
+                  var top_is_within_bounds = top_left.Y >= 0;
+
+                  // Note that the top of the row can still technically be visible but we wont show
+                  // the adorner rectangle b/c the bottom of the row will be obscured by the scrollbar
+                  var bottom_is_within_bounds = lb.GetChildBounds(row).BottomRight.Y <= _diy_scroll.ActualHeight;
+                  if (top_is_within_bounds && bottom_is_within_bounds)  {
+                     // we use the scroll content presenter in the X point calculation instead of the row
+                     // because of the OB which has a right side panel that takes up some space over
+                     // row width
+                     drawingContext.DrawRectangle(_fill,
+                        _stroke,
+                        new Rect(top_left, new Point(top_left.X + _diy_scp.ActualWidth, top_left.Y + row.ActualHeight)));
+                  }
+               }
+            }
+         }
+      }
+
+      public void on_selection_fill(SolidColorBrush selection_fill) {
+         Fill = selection_fill;
+         Stroke = new Pen(selection_fill.Color.to_solid_brush(), 1);
+         InvalidateVisual();
+      }
+
+      public void Dispose() {
+         _disposables.DisposeAll();
+      }
+   }
+}

src/client/spark/view/Controls/ColorPicker/ColorPickerControl.xaml

@@ -146,7 +146,7 @@
                       <cp:NamedColorCellEditingTemplateSelector>
                         <cp:NamedColorCellEditingTemplateSelector.EditableTemplate>
                           <DataTemplate>
-                            <TextBox Text="{Binding name}" u:TextBoxBehavior.CommitOnEnter="True" u:TextBoxBehavior.SelectAllOnFocus="True" u:TextBoxBehavior.FocusOnLoaded="True"/>
+                            <TextBox Text="{Binding name}" u:TextBoxBehavior.CommitOnEnter="True" u:TextBoxBehavior.SelectAllOnFocus="True" u:Behavior.FocusOnLoaded="True"/>
                           </DataTemplate>
                         </cp:NamedColorCellEditingTemplateSelector.EditableTemplate>
                         <cp:NamedColorCellEditingTemplateSelector.ReadOnlyTemplate>

src/client/spark/view/Controls/ColorPicker/ColorPickerPopup.xaml.cs

@@ -84,4 +84,16 @@ namespace mbts.ui.controls {
       }
       public ColorOpacityProto to_proto() => new ColorOpacityProto(color.rgb_color(), opacity);
    }
+
+   class NamedColorPickerPopupVM : ColorPickerPopupVM {
+      object _name;
+
+      public object name {
+         get => _name;
+         set => Set(ref _name, value);
+      }
+
+      public override string ToString() =>
+         _name == null ? color.ToHexString() : $"{_name}:{color.ToHexString()}";
+   }
 }

src/client/spark/view/Controls/ColorPicker/ColorPickerPopupWithOpacitySlider.xaml.cs

@@ -80,7 +80,7 @@ namespace mbts.ui.controls {
                      new[] {
                         new ColumnDefinition { Width = new GridLength(visual_split.HorizontalSplit.Left, GridUnitType.Star) },
                         new ColumnDefinition { Width = new GridLength(visual_split.HorizontalSplit.Right, GridUnitType.Star) },
-                        new ColumnDefinition { MinWidth = 30, Width = GridLength.Auto }
+                        new ColumnDefinition { MinWidth = 34, Width = GridLength.Auto }
                      });
                   break;
                default:

src/client/spark/view/Controls/DIYGrid/CellRender/HyperlinkCell.cs

@@ -361,11 +361,6 @@ namespace mbts.ui.controls {
             }
             drawingContext.Pop();
          }
-         if (bg != null) {
-            var bgo = DIYGrid.GetBackgroundOverlay(this);
-            if (bgo != null)
-               drawingContext.DrawRectangle(bgo, null, rect);
-         }
       }
 
       static Thickness _underline_padding(Thickness padding) =>
@@ -393,4 +388,4 @@ namespace mbts.ui.controls {
          InvalidateVisual();
       }
    }
-}
+}

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

@@ -70,6 +70,8 @@ namespace mbts.ui.controls {
                Symbol = 72,
                Security = 87,
                Qty = 42,
+               // deafult RawDayQty headers are too big for [normal]Qty width
+               RawDayQty = 51,
                Price = 64,
                PriceBig = 92,
                SecurityType = 64,
@@ -130,6 +132,7 @@ namespace mbts.ui.controls {
             StartPnL = "Open PnL",
             DayLong = "Day Long",
             DayShort = "Day Short",
+            RawDayPos = "Raw Day Pos",
             DayPnL = "Day PnL",
             TotalNetPos = "Total Net Pos",
             TotalPnL = "Total PnL",
@@ -154,13 +157,13 @@ namespace mbts.ui.controls {
                Short = "Short",
                Net = "Pos",
                AvgPrice = "Avg",
-               AvgPriceDelta = "Avg Delta",
                HasDayTrades = "Traded Today",
                SecurityType = "Type";
 
             public static readonly Part
                SOD = new Part("Open"),
                Day = new Part("Day"),
+               RawDay = new Part("Raw Day"),
                Total = new Part("Total"),
                Working = new Part("Working");
 
@@ -172,13 +175,10 @@ namespace mbts.ui.controls {
 
                public string PNL => $"{prefix} PNL";
                public string Net => $"{prefix} {PNLHeaders.Net}";
-               public string NetAvgDelta => $"{prefix} Net {AvgPriceDelta}";
                public string Long => $"{prefix} {PNLHeaders.Long}";
                public string LongAvg => $"{Long} {AvgPrice}";
-               public string LongAvgDelta => $"{Long} {AvgPriceDelta}";
                public string Short => $"{prefix} {PNLHeaders.Short}";
                public string ShortAvg => $"{Short} {AvgPrice}";
-               public string ShortAvgDelta => $"{Short} {AvgPriceDelta}";
             }
          }
       }
@@ -217,7 +217,7 @@ namespace mbts.ui.controls {
       }
 
       public interface ISelectionHighlightListener {
-         void on_selection_fill(Brush selection_fill);
+         void on_selection_fill(SolidColorBrush selection_fill);
       }
 
       // To include extra data with your column type you are encouraged to derive from DIYGridColumn
@@ -226,10 +226,12 @@ namespace mbts.ui.controls {
          GridColumnSettings _settings;
          FontWeight _fallback_font_weight;
          Color _fallback_font_color;
+         Color _fallback_background_color;
          double _fallback_font_size;
          FontFamily _fallback_font_family;
          FontWeight? _font_weight_override;
          Color? _font_color_override;
+         Color? _background_color_override;
          object _header_copy;
          bool _is_visible;
 
@@ -237,6 +239,7 @@ namespace mbts.ui.controls {
             var gs = GridSettings.Default;
             _fallback_font_weight = gs.font_weight;
             _fallback_font_color = gs.font_color.rgb_color();
+            _fallback_background_color = gs.background_color.argb_color();
             _fallback_font_size = gs.font_size;
             _fallback_font_family = new FontFamily(gs.font_family);
             original_width = double.NaN;
@@ -279,6 +282,9 @@ namespace mbts.ui.controls {
          public FontWeight font_weight => font_weight_override ?? _fallback_font_weight;
          public Color font_color => font_color_override ?? _fallback_font_color;
          public Brush font_brush => new SolidColorBrush(font_color);
+         public Color? background_color_override { get => _background_color_override; set => _set_font_param(ref _background_color_override, value); }
+         public Color? background_color => background_color_override ?? _fallback_background_color;
+         public Brush background_brush => background_color?.to_brush();
          public GridColumnSettings settings => _settings ?? (_settings = create());
          // TODO: find a better way to store the header-property in a thread-safe manner - a value for GridSettings.display_name, more specifically. 
          // Since save_state is called from a different thread in IShared/SlowWindows, it is not safe to access the DependencyProperty store from that method.
@@ -291,7 +297,7 @@ namespace mbts.ui.controls {
          /// important: don't access any dependency props in here.
          /// this may be called from a thread other than that of this dispatcher (i.e., when <see cref="IShellWindow.GetState(System.IO.Stream)"/> is called).
          public GridColumnSettings create() =>
-            new GridColumnSettings(id, _header_copy?.ToString(), is_visible, is_collapsed, font_weight_override, font_color_override, ActualWidth, horizontal_alignment, horizontal_offset);
+            new GridColumnSettings(id, _header_copy?.ToString(), is_visible, is_collapsed, font_weight_override, font_color_override, ActualWidth, horizontal_alignment, horizontal_offset, background_color_override);
 
          void _set_font_param<T>(ref T field, T value) {
             field = value;
@@ -303,7 +309,7 @@ namespace mbts.ui.controls {
                return;
             _settings = settings;
             using (ReflectionHelper.detect_property_changes(this, raise_prop_changed, nameof(is_visible), nameof(is_collapsed), nameof(font_weight_override), nameof(font_weight),
-               nameof(font_color_override), nameof(font_color), nameof(font_brush), nameof(font_family), nameof(font_size), nameof(horizontal_alignment), nameof(horizontal_offset))) {
+               nameof(font_color_override), nameof(font_color), nameof(font_brush), nameof(font_family), nameof(font_size), nameof(horizontal_alignment), nameof(horizontal_offset), nameof(background_color_override), nameof(background_color), nameof(background_brush))) {
                //
                id = settings.id;
                if (!string.IsNullOrEmpty(settings.display_name))
@@ -314,21 +320,22 @@ namespace mbts.ui.controls {
                font_color_override = settings.font_color_override;
                horizontal_alignment = settings.horizontal_alignment;
                horizontal_offset = settings.horizontal_offset;
+               background_color_override = settings.background_color_override;
             }
             if (original_width != settings.width) {
                original_width = settings.width;
                Width = original_width;
             }
             //
-            raise_prop_changed(nameof(ColumnBase.settings));
          }
 
          // 'fallback' font-params (aka 'grid-level' font-params)
-         public void set_fallback_font_params(FontFamily font_family, double font_size, Color font_color, FontWeight font_weight) {
-            using (ReflectionHelper.detect_property_changes(this, raise_prop_changed, nameof(font_family), nameof(font_size), nameof(font_color), nameof(font_weight))) {
+         public void set_fallback_font_params(FontFamily font_family, double font_size, Color font_color, FontWeight font_weight, Color background_color) {
+            using (ReflectionHelper.detect_property_changes(this, raise_prop_changed, nameof(font_family), nameof(font_size), nameof(font_color), nameof(font_weight), nameof(background_color), nameof(background_brush))) {
                _fallback_font_family = font_family;
                _fallback_font_size = font_size;
                _fallback_font_color = font_color;
+               _fallback_background_color = background_color;
                _fallback_font_weight = font_weight;
             }
             font_params_changed?.Invoke();
@@ -375,4 +382,4 @@ namespace mbts.ui.controls {
          protected virtual void on_key_initialized(TColKey key) { }
       }
    }
-}
+}

src/client/spark/view/Controls/DIYGrid/Columns/FrameworkElementColumns/HyperlinkColumn.cs

@@ -7,7 +7,7 @@ using System.Windows.Media;
 
 namespace mbts.ui.controls {
    partial class DIYGrid {
-      internal class HyperlinkElementColumn<TRowVM, TKey> : FrameworkElementColumnBase<TKey>, IFrameworkElementColumn, IFilterableColumn, IKeyedColumn<TKey>, ISelectionHighlightListener {
+      internal class HyperlinkElementColumn<TRowVM, TKey> : FrameworkElementColumnBase<TKey>, IFrameworkElementColumn, IFilterableColumn, IKeyedColumn<TKey> {
          static readonly Thickness _default_padding = new Thickness(6, 0, 6, 0);
          readonly BindingBase _binding, _command_binding;
 
@@ -22,27 +22,17 @@ namespace mbts.ui.controls {
          public IDataGridColumnFilter filter { get; }
          public string filter_template { get; }
          public Thickness padding { get; set; } = _default_padding;
-         public Brush background { get; set; }
-         public Brush background_overlay { get; set; } = DefaultSelectionHighlight;
-
-         public void on_selection_fill(Brush selection_fill) =>
-            background_overlay = selection_fill;
-
+         
          public override FrameworkElement view_factory() {
-            var hl = new HyperlinkCell { Foreground = font_brush, Background = background, Padding = padding };
+            var hl = new HyperlinkCell { Padding = padding };
+            hl.SetBinding(HyperlinkCell.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
             hl.SetBinding(HyperlinkCell.TextProperty, _binding);
             hl.SetBinding(HyperlinkCell.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
             hl.SetBinding(HyperlinkCell.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
             hl.SetBinding(HyperlinkCell.HorizontalAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
             hl.SetBinding(HyperlinkCell.CommandProperty, _command_binding);
             hl.SetBinding(HyperlinkCell.WidthProperty, new Binding(nameof(ActualWidth)) { Source = this });
-            if (background_overlay != null) {
-               hl.SetBinding(BackgroundOverlayProperty, new Binding(nameof(ListBoxItem.IsSelected)) {
-                  Converter = new AnonymousValueConverter<bool, Brush>(val => val ? background_overlay : null),
-                  Mode = BindingMode.OneWay,
-                  RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1)
-               });
-            }
+            hl.SetBinding(HyperlinkCell.BackgroundProperty, new Binding(nameof(background_brush)) { Source = this });
             return hl;
          }
       }

src/client/spark/view/Controls/DIYGrid/Columns/FrameworkElementColumns/OrderTypeColumn.cs

@@ -16,7 +16,7 @@ namespace mbts.ui.controls {
          }
 
          public IDataGridColumnFilter filter { get; }
-         public virtual string filter_template => DataGridFilterKnownTemplates.DiscreteValues;
+         public virtual string filter_template => DataGridFilterKnownTemplates.AlgoType;
          public BindingBase font_weight_binding { get; set; }
 
          public override FrameworkElement view_factory() {

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

@@ -30,7 +30,7 @@ namespace mbts.ui.controls {
             Func<TRowVM, Brush> get_brush = null)
             : base() {
             _get_text = get_text;
-            Func<TRowVM, Brush> get_default_background_brush = (TRowVM _) => this.background;
+            Func<TRowVM, Brush> get_default_background_brush = (TRowVM _) => this.background_brush;
             _get_background_brush = get_brush ?? get_default_background_brush;
             this.filter = filter;
             this.filter_template = filter_template;
@@ -42,7 +42,6 @@ namespace mbts.ui.controls {
 
          public IDataGridColumnFilter filter { get; }
          public string filter_template { get; }
-         public Brush background { get; set; }
          public VerticalAlignment vertical_alignment { get; set; } = VerticalAlignment.Center;
          public Thickness padding { get; set; } = DefaultCellPadding;
          public GlyphContext glyph_context { get; private set; }

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

@@ -9,6 +9,7 @@ using mbts.utils;
 using System;
 using System.Collections;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.ComponentModel;
@@ -50,6 +51,61 @@ namespace mbts.ui.controls {
    delegate void GroupItemSelectionPivotEventHandler(object sender, GroupItemSelectionPivotEventArgs e);
 
    static class DIYGridSortHelper {
+      public static IComparer<TRow> build_comparer<TColumnKey, TRow>(IEnumerable<(TColumnKey key, ListSortDirection direction)> sorting_hierarchy, Func<TColumnKey, IComparer<TRow>> get_column_comparer, params TColumnKey[] primary_key) {
+         // ensure primary key is included for deterministic sort (combination of account/security)
+         for (int i = 0; i < primary_key.Length; i++) {
+            var key = primary_key[i];
+            if (!sorting_hierarchy.Any(tup => tup.key.Equals(key)))
+               sorting_hierarchy = sorting_hierarchy.Append((key, ListSortDirection.Ascending));
+         }
+         return new ComparerBuilder<TRow>(
+            sorting_hierarchy
+            .Select(tup => {
+               var col_comp = get_column_comparer(tup.key);
+               return tup.direction == ListSortDirection.Ascending ? col_comp : col_comp.reverse();
+            }))
+         .to_comparer();
+      }
+
+      public static IEnumerable<(TKey key, ListSortDirection direction)> convert_sorting_criterion<TKey>(IEnumerable<SortingCriteria> sorting_criterion) where TKey : struct {
+         foreach (var sc in sorting_criterion) {
+            if (Enum.TryParse(sc.col_name, false, out TKey key))
+               yield return (key, sc.direction());
+         }
+      }
+
+      public static IObservable<ImmutableList<(TKey key, IComparer<TRow> comparer, ListSortDirection direction)>> observe_active_comparers<TKey, TRow>(
+         DIYGrid grid, Func<TKey, IComparer<TRow>> get_comparer, bool mark_handled = true) =>
+         //
+         Observable.Create<ImmutableList<(TKey key, IComparer<TRow> comparer, ListSortDirection direction)>>(o => {
+            var active_comparers = ImmutableList<(TKey key, IComparer<TRow> comp, ListSortDirection dir)>.Empty;
+            grid.Sorting += on_sorting;
+            return Disposable.Create(() => grid.Sorting -= on_sorting);
+            void on_sorting(object sender, DIYGridSortingEventArgs e) {
+               if (mark_handled)
+                  e.Handled = true;
+               if (e.Column is DIYGrid.IKeyedColumn<TKey> kc) {
+                  var comp = get_comparer(kc.key);
+                  if (comp == null)
+                     return;
+                  var dir = e.Column.SortDirection;
+                  var next = dir.HasValue && dir.Value == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending;
+                  if (!KeyboardExtensions.IsShiftDown()) {
+                     e.Column.SortDirection = next;
+                     active_comparers = active_comparers.Clear();
+                     active_comparers = active_comparers.Add((kc.key, comp, next));
+                  } else {
+                     if (active_comparers.TryGetFirst(tup => tup.key.Equals(kc.key), out var match, out int i)) {
+                        active_comparers = active_comparers.SetItem(i, (kc.key, comp, next));
+                     } else {
+                        active_comparers = active_comparers.Add((kc.key, comp, next));
+                     }
+                  }
+               }
+               o.OnNext(active_comparers);
+            }
+         });
+
       /// Important: All columns MUST IMPLEMENT <see cref="DIYGrid.IKeyedColumn{TColKey}"/>.
       public static IReadOnlyList<(TColKey col, ListSortDirection direction)> get_sorting_data<TColKey>(List<(DIYGrid.ColumnBase col, TColKey key, ListSortDirection direction)> active_comparers, TColKey primary_key) {
          var rv = new List<(TColKey col, ListSortDirection direction)>();
@@ -76,6 +132,14 @@ namespace mbts.ui.controls {
       public static IComparer<T> reverse_if_descending<T>(IComparer<T> comp, ListSortDirection direction) =>
          direction == ListSortDirection.Descending ? comp.reverse() : comp;
 
+      public static void set_sort_directions<TColumnKey>(IEnumerable<(TColumnKey key, ListSortDirection direction)> sorting_hierarchy, IEnumerable<DIYGrid.ColumnBase> columns) {
+         foreach (var col in columns) {
+            col.SortDirection = col is DIYGrid.IKeyedColumn<TColumnKey> kc && sorting_hierarchy.TryGetFirst(tup => tup.key.Equals(kc.key), out var match) ?
+               match.direction :
+               (ListSortDirection?)null;
+         }
+      }
+
       /// Important: All columns MUST IMPLEMENT <see cref="DIYGrid.IKeyedColumn{TColKey}"/>.
       static IReadOnlyList<(TColKey col, ListSortDirection direction)> _on_sorting<TColKey>(DIYGridSortingEventArgs e, ref List<(DIYGrid.ColumnBase col, TColKey key, ListSortDirection direction)> active_comparers, TColKey primary_key, bool clear_current) {
          if (e.Column is DIYGrid.IKeyedColumn<TColKey> col) {
@@ -143,6 +207,7 @@ namespace mbts.ui.controls {
       ScrollContentPresenter _content_presenter_backing;
       DIYGrid _grid;
       DragRectAdorner _drag_rect_adorner;
+      RowSelectionAdorner _rsa;
       ScrollViewer _scroll_viewer;
       Point? _drag_start;
       double _drag_start_vertical_drift;
@@ -169,12 +234,18 @@ namespace mbts.ui.controls {
                _drag_rect_adorner.SetResourceReference(DragRectAdorner.StrokeProperty, DIYGrid.SelectionStrokeKey);
                _drag_rect_adorner.attach();
             }
+            _rsa = new RowSelectionAdorner(this, _scroll_viewer);
+            _rsa.attach();
          };
          Unloaded += (s, e) => {
             if (_drag_rect_adorner != null) {
                _drag_rect_adorner.detach();
                Disposable.dispose(ref _drag_rect_adorner);
             }
+            if (_rsa != null) {
+               _rsa.detach();
+               Disposable.dispose(ref _rsa);
+            }
          };
          void on_row_height_changed(double v) => _row_height = v;
          void on_support_group_items_changed(bool v) => _support_group_items = v;
@@ -355,6 +426,12 @@ namespace mbts.ui.controls {
                o.Resources[SelectionStrokeKey] = new Pen(o.SelectionHighlight.Color.to_solid_brush().frozen(), 1).frozen();
                foreach (var col in o.Columns.empty_if_null().OfType<ISelectionHighlightListener>())
                   col.on_selection_fill(v);
+               var ad_layer = System.Windows.Documents.AdornerLayer.GetAdornerLayer(o);
+               if (ad_layer != null) {
+                  foreach (var ad in ad_layer.descendants_of_type<ISelectionHighlightListener>()) {
+                     ad.on_selection_fill(v);
+                  }
+               }
             }, (o, v) => v as SolidColorBrush ?? DefaultSelectionHighlight,
             DefaultSelectionHighlight);
 
@@ -392,33 +469,37 @@ namespace mbts.ui.controls {
          CommandBindings.Add(new CommandBinding(ApplicationCommands.Copy, OnCopy, OnCopyCanExecute));
          CommandBindings.Add(new CommandBinding(SortCommand, (s, e) => {
             if (e.Parameter is GridViewColumnHeader col_header && col_header.Column is ColumnBase cb) {
-               Sorting?.Invoke(this, new DIYGridSortingEventArgs(cb));
-               if (!e.Handled) {
-                  if (Rows is ICollectionView cv_rows) {
-                     using (((INotifyCollectionChanged)cv_rows.SortDescriptions).SuspendHandler(_sort_descriptions_collection_changed_cb))
-                     using (cv_rows.DeferRefresh()) {
-                        if (cb.sort_member_path is string path) {
-                           ListSortDirection? curr = cb.SortDirection;
-                           var next = curr.HasValue && curr.Value == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending;
-                           if (!KeyboardExtensions.IsShiftDown()) {
-                              foreach (var sd in cv_rows.SortDescriptions)
-                                 if (sort_map.TryGetValue(sd.PropertyName, out ColumnBase match)) {
-                                    match.SortDirection = null;
-                                    sort_map.Remove(sd.PropertyName);
-                                 }
-                              cv_rows.SortDescriptions.Clear();
-                              cb.SortDirection = next;
-                              cv_rows.SortDescriptions.Add(new SortDescription(path, next));
-                           } else {
-                              var sort_desc = new SortDescription(path, next);
-                              int i = cv_rows.SortDescriptions.IndexOf(sort_desc, EqualityComparer.Create<SortDescription, string>(x => x.PropertyName));
-                              cb.SortDirection = next;
-                              if (i >= 0) {
-                                 cv_rows.SortDescriptions[i] = sort_desc;
-                              } else cv_rows.SortDescriptions.Add(new SortDescription(path, next));
-                           }
-                           sort_map[path] = cb;
+               var sorting_event = Sorting;
+               if (sorting_event != null) {
+                  var sorting_args = new DIYGridSortingEventArgs(cb);
+                  sorting_event(this, sorting_args);
+                  if (sorting_args.Handled)
+                     return;
+               }
+               if (Rows is ICollectionView cv_rows) {
+                  using (((INotifyCollectionChanged)cv_rows.SortDescriptions).SuspendHandler(_sort_descriptions_collection_changed_cb))
+                  using (cv_rows.DeferRefresh()) {
+                     if (cb.sort_member_path is string path) {
+                        ListSortDirection? curr = cb.SortDirection;
+                        var next = curr.HasValue && curr.Value == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending;
+                        if (!KeyboardExtensions.IsShiftDown()) {
+                           foreach (var sd in cv_rows.SortDescriptions)
+                              if (sort_map.TryGetValue(sd.PropertyName, out ColumnBase match)) {
+                                 match.SortDirection = null;
+                                 sort_map.Remove(sd.PropertyName);
+                              }
+                           cv_rows.SortDescriptions.Clear();
+                           cb.SortDirection = next;
+                           cv_rows.SortDescriptions.Add(new SortDescription(path, next));
+                        } else {
+                           var sort_desc = new SortDescription(path, next);
+                           int i = cv_rows.SortDescriptions.IndexOf(sort_desc, EqualityComparer.Create<SortDescription, string>(x => x.PropertyName));
+                           cb.SortDirection = next;
+                           if (i >= 0) {
+                              cv_rows.SortDescriptions[i] = sort_desc;
+                           } else cv_rows.SortDescriptions.Add(new SortDescription(path, next));
                         }
+                        sort_map[path] = cb;
                      }
                   }
                }

src/client/spark/view/Controls/DIYGrid/DIYGridResources.xaml

@@ -29,22 +29,6 @@
               VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
            />
           </Border>
-          <ControlTemplate.Triggers>
-            <MultiTrigger>
-              <MultiTrigger.Conditions>
-                <Condition Property="Selector.IsSelectionActive" Value="False"/>
-                <Condition Property="IsSelected" Value="True"/>
-              </MultiTrigger.Conditions>
-              <Setter Property="Background" TargetName="Bd" Value="{DynamicResource {x:Static c:DIYGrid.InactiveSelectionHighlightKey}}"/>
-            </MultiTrigger>
-            <MultiTrigger>
-              <MultiTrigger.Conditions>
-                <Condition Property="Selector.IsSelectionActive" Value="True"/>
-                <Condition Property="IsSelected" Value="True"/>
-              </MultiTrigger.Conditions>
-              <Setter Property="Background" TargetName="Bd" Value="{Binding SelectionHighlight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"/>
-            </MultiTrigger>
-          </ControlTemplate.Triggers>
         </ControlTemplate>
       </Setter.Value>
     </Setter>
@@ -66,6 +50,9 @@
     </Grid>
   </DataTemplate>
   <Style TargetType="c:DIYGrid">
+    <Setter Property="Background" Value="Transparent"/>
+    <Setter Property="BorderBrush" Value="Transparent"/>
+    <Setter Property="BorderThickness" Value="0"/>
     <Setter Property="Focusable" Value="False"/>
     <Setter Property="SelectionMode" Value="Extended"/>
     <Setter Property="ColumnHeaderStyle">
@@ -82,6 +69,7 @@
           <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
           <Setter Property="VerticalContentAlignment" Value="Stretch"/>
           <Setter Property="Height" Value="{x:Static c:DIYGrid.DefaultColumnHeaderHeight}"/>
+          <Setter Property="UseLayoutRounding" Value="False"/>
           <Setter Property="Template">
             <Setter.Value>
               <ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
@@ -310,95 +298,101 @@
     <Setter Property="Template">
       <Setter.Value>
         <ControlTemplate TargetType="{x:Type c:DIYGrid}">
-          <Grid>
-            <u:StateManager.VisualState>
-              <Binding Path="FrozenColumnCount" RelativeSource="{RelativeSource TemplatedParent}">
-                <Binding.Converter>
-                  <cv:ValueMap Default="Active">
-                    <cv:KeyValue Key="{u:Int 0}" Value="Inactive"/>
-                  </cv:ValueMap>
-                </Binding.Converter>
-              </Binding>
-            </u:StateManager.VisualState>
-            <VisualStateManager.VisualStateGroups>
-              <VisualStateGroup Name="FrozenColumnHeaderStates">
-                <VisualState Name="Active"/>
-                <VisualState Name="Inactive">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Visibility" Storyboard.TargetName="_header_frozen">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Visibility" Storyboard.TargetName="_super_header_frozen">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-            </VisualStateManager.VisualStateGroups>
-            <Grid.ColumnDefinitions>
-              <!-- Frozen -->
-              <ColumnDefinition Width="Auto"/>
-              <ColumnDefinition Width="*"/>
-            </Grid.ColumnDefinitions>
-            <Grid.RowDefinitions>
-              <RowDefinition Height="Auto"/>
-              <RowDefinition Height="Auto"/>
-              <RowDefinition Height="*"/>
-              <RowDefinition Height="Auto"/>
-            </Grid.RowDefinitions>
-            <!-- fill the space above the frozen columns -->
-            <Rectangle x:Name="_super_header_frozen" Fill="{u:BTSColor Name=header}" Height="{Binding Path=ActualHeight, ElementName=_super_headers}" HorizontalAlignment="Stretch" Margin="0,0,-1,-1"/>
-            <!-- colums set in code behind -->
-            <GridViewHeaderRowPresenter x:Name="_header_frozen" Grid.Row="1" Grid.Column="0" AllowsColumnReorder="False" VerticalAlignment="Bottom" ColumnHeaderContainerStyle="{TemplateBinding ColumnHeaderStyle}"/>
-            <ScrollViewer
-              x:Name="_header_scroll_viewer"
-              Grid.Column="1"
-              Grid.ColumnSpan="2"
-              Grid.Row="0"
-              Grid.RowSpan="2" 
-              HorizontalScrollBarVisibility="Hidden" 
-              VerticalScrollBarVisibility="Hidden" 
-            >
-              <!-- setting the bg color for this stackpanel is a work-around for the vertical white lines that appear on high-dpi displays between some columns -->
-              <!-- in reality, there is some high dpi rounding thing going on, but that's a battle for another day -->
-              <StackPanel Background="{u:BTSColor Name=header}">
-                <!-- We don't need super headers over the fixed columns -->
-                <StackPanel Orientation="Horizontal" x:Name="_super_headers"/>
-                <GridViewHeaderRowPresenter x:Name="_header_scroll" AllowsColumnReorder="False" ColumnHeaderContainerStyle="{TemplateBinding ColumnHeaderStyle}" UseLayoutRounding="True"/>
-              </StackPanel>
-            </ScrollViewer>
-            <c:DIYGridRowsPresenter
-              x:Name="_row_presenter"
-              Grid.Row="2"
-              Grid.ColumnSpan="2"
-              ScrollViewer.HorizontalScrollBarVisibility="Hidden"
-              VirtualizingPanel.IsVirtualizingWhenGrouping="True"
-              VirtualizingPanel.VirtualizationMode="Recycling"
-              ScrollViewer.CanContentScroll="True"
-              VirtualizingPanel.ScrollUnit="{TemplateBinding VirtualizingPanel.ScrollUnit}"
-              AlternationCount="2" 
-              Background="{TemplateBinding Background}"
-              BorderThickness="0"
-              ItemsSource="{TemplateBinding Rows}"
-              ItemTemplate="{TemplateBinding RowTemplate}"
-              SelectedItem="{Binding CurrentRow, RelativeSource={RelativeSource TemplatedParent}}"
-              SelectionMode="{TemplateBinding SelectionMode}"
-            >
-              <c:DIYGridRowsPresenter.Resources>
-                <Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}"/>
-              </c:DIYGridRowsPresenter.Resources>
-              <c:DIYGridRowsPresenter.Template>
-                <ControlTemplate TargetType="{x:Type c:DIYGridRowsPresenter}">
-                  <ScrollViewer Focusable="False">
-                    <ItemsPresenter SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"/>
-                  </ScrollViewer>
-                </ControlTemplate>
-              </c:DIYGridRowsPresenter.Template>
-            </c:DIYGridRowsPresenter>
-            <ScrollBar Grid.Row="3" Grid.Column="1" Orientation="Horizontal" LargeChange="10" x:Name="_scroll_horiz" Visibility="{TemplateBinding RowsHorizontalScrollBarVisibility}"/>
-          </Grid>
+          <Border
+            Background="{TemplateBinding Background}"
+            BorderBrush="{TemplateBinding BorderBrush}"
+            BorderThickness="{TemplateBinding BorderThickness}"
+          >
+            <Grid>
+              <u:StateManager.VisualState>
+                <Binding Path="FrozenColumnCount" RelativeSource="{RelativeSource TemplatedParent}">
+                  <Binding.Converter>
+                    <cv:ValueMap Default="Active">
+                      <cv:KeyValue Key="{u:Int 0}" Value="Inactive"/>
+                    </cv:ValueMap>
+                  </Binding.Converter>
+                </Binding>
+              </u:StateManager.VisualState>
+              <VisualStateManager.VisualStateGroups>
+                <VisualStateGroup Name="FrozenColumnHeaderStates">
+                  <VisualState Name="Active"/>
+                  <VisualState Name="Inactive">
+                    <Storyboard>
+                      <ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Visibility" Storyboard.TargetName="_header_frozen">
+                        <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+                      </ObjectAnimationUsingKeyFrames>
+                      <ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Visibility" Storyboard.TargetName="_super_header_frozen">
+                        <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+                      </ObjectAnimationUsingKeyFrames>
+                    </Storyboard>
+                  </VisualState>
+                </VisualStateGroup>
+              </VisualStateManager.VisualStateGroups>
+              <Grid.ColumnDefinitions>
+                <!-- Frozen -->
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="*"/>
+              </Grid.ColumnDefinitions>
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="*"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
+              <!-- fill the space above the frozen columns -->
+              <Rectangle x:Name="_super_header_frozen" Fill="{u:BTSColor Name=header}" Height="{Binding Path=ActualHeight, ElementName=_super_headers}" HorizontalAlignment="Stretch" Margin="0,0,-1,-1"/>
+              <!-- colums set in code behind -->
+              <GridViewHeaderRowPresenter x:Name="_header_frozen" Grid.Row="1" Grid.Column="0" AllowsColumnReorder="False" VerticalAlignment="Bottom" ColumnHeaderContainerStyle="{TemplateBinding ColumnHeaderStyle}"/>
+              <ScrollViewer
+                x:Name="_header_scroll_viewer"
+                Grid.Column="1"
+                Grid.ColumnSpan="2"
+                Grid.Row="0"
+                Grid.RowSpan="2" 
+                HorizontalScrollBarVisibility="Hidden" 
+                VerticalScrollBarVisibility="Hidden" 
+              >
+                <!-- setting the bg color for this stackpanel is a work-around for the vertical white lines that appear on high-dpi displays between some columns -->
+                <!-- in reality, there is some high dpi rounding thing going on, but that's a battle for another day -->
+                <StackPanel Background="{u:BTSColor Name=header}">
+                  <!-- We don't need super headers over the fixed columns -->
+                  <StackPanel Orientation="Horizontal" x:Name="_super_headers"/>
+                  <GridViewHeaderRowPresenter x:Name="_header_scroll" AllowsColumnReorder="False" ColumnHeaderContainerStyle="{TemplateBinding ColumnHeaderStyle}" UseLayoutRounding="True"/>
+                </StackPanel>
+              </ScrollViewer>
+              <c:DIYGridRowsPresenter
+                x:Name="_row_presenter"
+                Grid.Row="2"
+                Grid.ColumnSpan="2"
+                ScrollViewer.HorizontalScrollBarVisibility="Hidden"
+                VirtualizingPanel.IsVirtualizingWhenGrouping="True"
+                VirtualizingPanel.VirtualizationMode="Recycling"
+                ScrollViewer.CanContentScroll="True"
+                VirtualizingPanel.ScrollUnit="{TemplateBinding VirtualizingPanel.ScrollUnit}"
+                AlternationCount="2" 
+                Background="{TemplateBinding Background}"
+                BorderThickness="0"
+                ItemsSource="{TemplateBinding Rows}"
+                ItemTemplate="{TemplateBinding RowTemplate}"
+                SelectedItem="{Binding CurrentRow, RelativeSource={RelativeSource TemplatedParent}}"
+                SelectionMode="{TemplateBinding SelectionMode}"
+              >
+                <c:DIYGridRowsPresenter.Resources>
+                  <Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}"/>
+                </c:DIYGridRowsPresenter.Resources>
+                <c:DIYGridRowsPresenter.Template>
+                  <ControlTemplate TargetType="{x:Type c:DIYGridRowsPresenter}">
+                    <ScrollViewer Focusable="False">
+                      <ItemsPresenter SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"/>
+                    </ScrollViewer>
+                  </ControlTemplate>
+                </c:DIYGridRowsPresenter.Template>
+              </c:DIYGridRowsPresenter>
+              <ScrollBar Grid.Row="3" Grid.Column="1" Orientation="Horizontal" LargeChange="10" x:Name="_scroll_horiz" Visibility="{TemplateBinding RowsHorizontalScrollBarVisibility}"/>
+            </Grid>
+          </Border>
         </ControlTemplate>
       </Setter.Value>
     </Setter>
   </Style>
-</ResourceDictionary>
+</ResourceDictionary>

src/client/spark/view/Controls/DIYGrid/Settings/GridColumnSettings.cs

@@ -61,7 +61,7 @@ namespace mbts.ui.settings {
       readonly double _horizontal_offset;
 
       [ProtoMember(10)]
-      readonly NullableColorProto _background_override;
+      readonly NullableColorProto _background_color_override;
 
       public GridColumnSettings() {
          _is_visible = _default_is_visible;
@@ -72,7 +72,7 @@ namespace mbts.ui.settings {
       }
 
       public GridColumnSettings(string id, string display_name = null, bool is_visible = _default_is_visible, bool is_collapsed = _default_is_collapsed, FontWeight? font_weight_override = null, Color? font_color_override = null,
-         double width = _default_width, HorizontalAlignment horizontal_alignment = _default_horizontal_alignment, double horizontal_offset = _default_horizontal_offset, Color? background_override = null) {
+         double width = _default_width, HorizontalAlignment horizontal_alignment = _default_horizontal_alignment, double horizontal_offset = _default_horizontal_offset, Color? background_color_override = null) {
          _id = id;
          _display_name = display_name;
          _is_visible = is_visible;
@@ -82,7 +82,7 @@ namespace mbts.ui.settings {
          _width = width;
          _horizontal_alignment = horizontal_alignment;
          _horizontal_offset = horizontal_offset;
-         _background_override = new NullableColorProto(background_override);
+         _background_color_override = new NullableColorProto(background_color_override);
       }
 
       public string id => _id;
@@ -90,7 +90,7 @@ namespace mbts.ui.settings {
       public bool is_collapsed => _is_collapsed;
       public FontWeight? font_weight_override => _font_weight_override.value;
       public Color? font_color_override => _font_color_override.value;
-      public Color? background_override => _background_override.argb;
+      public Color? background_color_override => _background_color_override.argb;
       public double width => _width;
       public HorizontalAlignment horizontal_alignment => _horizontal_alignment;
       public double horizontal_offset => _horizontal_offset;
@@ -98,7 +98,7 @@ namespace mbts.ui.settings {
 
       public GridColumnSettings with(
          string display_name = null, bool? is_visible = null, bool? is_collapsed = null, NullableFontWeightProto? font_weight_override = null, NullableColorProto? font_color_override = null,
-         double? width = null, HorizontalAlignment? horizontal_alignment = null, double? horizontal_offset = null, NullableColorProto? background_override = null) =>
+         double? width = null, HorizontalAlignment? horizontal_alignment = null, double? horizontal_offset = null, NullableColorProto? background_color_override = null) =>
          //
          new GridColumnSettings(_id,
             display_name ?? this.display_name,
@@ -109,7 +109,7 @@ namespace mbts.ui.settings {
             width ?? this.width,
             horizontal_alignment ?? this.horizontal_alignment,
             horizontal_offset ?? this.horizontal_offset,
-            (background_override ?? _background_override).argb);
+            (background_color_override ?? _background_color_override).argb);
 
       public bool Equals(GridColumnSettings other) =>
          other != null &&
@@ -119,6 +119,7 @@ namespace mbts.ui.settings {
          is_collapsed == other.is_collapsed &&
          font_weight_override.Equals(other.font_weight_override) &&
          font_color_override.Equals(other.font_color_override) &&
+         background_color_override.Equals(other.background_color_override) &&
          width == other.width &&
          horizontal_alignment == other.horizontal_alignment &&
          horizontal_offset == other.horizontal_offset &&
@@ -135,6 +136,7 @@ namespace mbts.ui.settings {
             is_collapsed.GetHashCode(),
             font_weight_override.GetHashCode(),
             font_color_override.GetHashCode(),
+            background_color_override.GetHashCode(),
             width.GetHashCode(),
             horizontal_alignment.GetHashCode(),
             horizontal_offset.GetHashCode(),
@@ -145,4 +147,4 @@ namespace mbts.ui.settings {
          return $"id: {id} display_name: {display_name}";
       }
    }
-}
+}

src/client/spark/view/Controls/DIYGrid/Settings/GridColumnSettingsVM.cs

@@ -22,11 +22,13 @@ namespace mbts.spark {
    /// </para>
    /// For flag behavior implementation, see <see cref="GridSettingsVM{TRowData, TPredicateBuilder}.ColumnVM.apply_flags(GridColumnSettingsFeatureFlags)"/>
    /// </summary>
+   [Flags]
    enum GridColumnSettingsFeatureFlags {
       None = 0,
       ImmutableFontColor = 1,
       ImmutableFontWeight = 1 << 1,
-      ImmutableHeader = 1 << 2
+      ImmutableHeader = 1 << 2,
+      ImmutableBackgroundColor = 1 << 3
    }
 
    partial class GridSettingsVM<TRowData, TPredicateData, TSettingsData> {
@@ -50,7 +52,9 @@ namespace mbts.spark {
             _can_override_font_color = true,
             _is_font_color_overridden,
             _can_override_font_weight = true,
-            _is_font_weight_overridden;
+            _is_font_weight_overridden,
+            _can_override_background_color = true,
+            _is_background_color_overridden;
          FontWeight _font_weight_override;
          GridColumnSettings _settings;
 
@@ -78,6 +82,10 @@ namespace mbts.spark {
          public bool can_override_font_weight { get => _can_override_font_weight; private set => Set(ref _can_override_font_weight, value); }
          public bool is_font_weight_overridden { get => _is_font_weight_overridden; set => Set(ref _is_font_weight_overridden, value); }
          public FontWeight font_weight_override { get => _font_weight_override; set => Set(ref _font_weight_override, value); }
+         // background color override
+         public bool can_override_background_color { get => _can_override_background_color; private set => Set(ref _can_override_background_color, value); }
+         public bool is_background_color_overridden { get => _is_background_color_overridden; set => Set(ref _is_background_color_overridden, value); }
+         public ColorPickerPopupVM background_color_override { get; } = new ColorPickerPopupVM() { bind_opacity_to_alpha = true };
          // animations
          public ObservableEditableCollection<PredicateCellAnimationVM> predicate_animations { get; }
 
@@ -89,7 +97,9 @@ namespace mbts.spark {
                is_font_weight_overridden ? new NullableFontWeightProto(font_weight_override) : new NullableFontWeightProto(null),
                is_font_color_overridden ? new NullableColorProto(font_color_override.color) : new NullableColorProto(null),
                width,
-               horizontal_alignment);
+               horizontal_alignment,
+               background_color_override: is_background_color_overridden ? 
+                  new NullableColorProto(background_color_override.color) : default);
             var animations_lookup = predicate_animations.ToFlatLookup(pa => pa.predicate.create_assigned(owner._predicate_data_factory), pa => pa.animations.Select(a => a.create()));
             return (settings, animations_lookup);
          }
@@ -111,6 +121,11 @@ namespace mbts.spark {
             if (is_font_weight_overridden) {
                _font_weight_override = _settings.font_weight_override.Value;
             }
+            // background color
+            is_background_color_overridden = _settings.background_color_override.HasValue;
+            if (is_background_color_overridden) {
+               background_color_override.color = _settings.background_color_override.Value;
+            }
             predicate_animations.SetItems(value.animations.empty_if_null().Select(g => {
                var vm = new PredicateCellAnimationVM(id, owner._create_column_predicate_vm(id), owner._predicate_data_factory);
                vm.load_from((g.Key, g));
@@ -129,6 +144,9 @@ namespace mbts.spark {
             // font weight
             can_override_font_weight = (flags & GridColumnSettingsFeatureFlags.ImmutableFontWeight) == 0;
             is_font_weight_overridden &= can_override_font_weight;
+            // background color
+            can_override_background_color = (flags & GridColumnSettingsFeatureFlags.ImmutableBackgroundColor) == 0;
+            is_background_color_overridden &= can_override_background_color;
          }
 
          public override string ToString() => $"{display_name} ({id})";

src/client/spark/view/Controls/DIYGrid/Settings/GridSettings.cs

@@ -17,11 +17,16 @@ namespace mbts.ui.settings {
       const double _default_font_size = 11;
       const uint
          _default_font_color = 0,
-         _default_background = 0;
+         _default_background = 0x00FFFFFF;
       const ushort _default_font_weight = 400;
+      const uint _default_background_color = 0x00FFFFFF; // Colors.Transparent
+      const bool _default_enable_background_color = false;
 
       public static GridSettings Default =>
-         new GridSettings(selection_highlight: new ColorOpacityProto(FallbackValues.selection_highlight.Color, FallbackValues.selection_highlight.Opacity));
+         new GridSettings(
+            selection_highlight: new ColorOpacityProto(FallbackValues.selection_highlight.Color, FallbackValues.selection_highlight.Opacity),
+            background: _default_background_color, //new ColorOpacityProto(FallbackValues.background_color.Color, FallbackValues.background_color.Opacity));
+            enable_background_color: _default_enable_background_color);
 
       // corrects any inappropriate values that would render the grid unusable (usually nulls)
       // NOTE: if you add a property to GridSettings that could have such a value, please add a conditional-correction for it below)
@@ -41,6 +46,7 @@ namespace mbts.ui.settings {
          public static Color font_color => _default_font_color.rgb_color();
          public static FontWeight font_weight => FontWeight.FromOpenTypeWeight(_default_font_weight);
          public static SolidColorBrush selection_highlight => DIYGrid.DefaultSelectionHighlight;
+         public static uint background_color => _default_background;
       }
 
       public static IValueConverter selection_highlight_converter => ValueConverter.create<GridSettings, SolidColorBrush>(gs => gs.selection_highlight.to_brush().frozen());
@@ -77,6 +83,9 @@ namespace mbts.ui.settings {
       [ProtoMember(8)]
       [DefaultValue(_default_background)]
       uint _background;
+      [ProtoMember(9)]
+      [DefaultValue(_default_enable_background_color)]
+      readonly bool _enable_background_color;
 
       public GridSettings() {
          _font_family = _default_font_family;
@@ -84,6 +93,7 @@ namespace mbts.ui.settings {
          _font_weight = _default_font_weight;
          _font_color = _default_font_color;
          _background = _default_background;
+         _enable_background_color = _default_enable_background_color;
       }
 
       public GridSettings(
@@ -94,7 +104,8 @@ namespace mbts.ui.settings {
          ColorOpacityProto? selection_highlight = null,
          IEnumerable<GridColumnSettings> columns = null,
          IEnumerable<SortingCriteria> sorting_criterion = null,
-         uint background = _default_background) {
+         uint background = _default_background,
+         bool enable_background_color = _default_enable_background_color) {
          //
          _font_family = font_family;
          _font_size = font_size;
@@ -104,6 +115,7 @@ namespace mbts.ui.settings {
          _columns = new List<GridColumnSettings>(columns.empty_if_null());
          _sorting_criterion = new List<SortingCriteria>(sorting_criterion.empty_if_null());
          _background = background;
+         _enable_background_color = enable_background_color;
       }
 
       public string font_family => _font_family;
@@ -112,6 +124,8 @@ namespace mbts.ui.settings {
       public FontWeight font_weight => FontWeight.FromOpenTypeWeight(_font_weight);
       public Color background => _background.argb_color();
       public ColorOpacityProto selection_highlight => _selection_highlight;
+      public uint background_color => _background;
+      public bool enable_background_color => _enable_background_color;
       public IReadOnlyList<GridColumnSettings> columns => _columns ?? (_columns = new List<GridColumnSettings>(0));
       [Obsolete] // TODO: remove sorting_criterion from GridSettings entirely. This should be part of IShellWindow's StartupData, since it is an instance-specific setting, and prob not part of the shared defaults
       public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = new List<SortingCriteria>(0));
@@ -124,8 +138,8 @@ namespace mbts.ui.settings {
          IEnumerable<SortingCriteria> sorting_criterion = null,
          string font_family = null,
          double font_size = double.NaN,
-         uint? background = null) =>
-         //
+         uint? background = null,
+         bool? enable_background_color = null) =>
          new GridSettings(
             font_family ?? _font_family,
             DoubleHelper.IsNaNOrInfinityOr(font_size, 0) ? _font_size : font_size,
@@ -134,7 +148,8 @@ namespace mbts.ui.settings {
             _selection_highlight,
             columns ?? _columns,
             sorting_criterion ?? _sorting_criterion,
-            background ?? _background);
+            background ?? _background,
+            enable_background_color ?? _enable_background_color);
 
       public GridSettings clone() => with();
 
@@ -146,6 +161,7 @@ namespace mbts.ui.settings {
          font_color == other.font_color &&
          selection_highlight == other.selection_highlight &&
          _background == other._background &&
+         _enable_background_color == other._enable_background_color &&
          EqualityComparer.safe_sequence_equals(columns, other.columns) &&
 #pragma warning disable CS0612 // Type or member is obsolete
          EqualityComparer.safe_sequence_equals(sorting_criterion, other.sorting_criterion);
@@ -162,6 +178,7 @@ namespace mbts.ui.settings {
             font_color.GetHashCode(),
             selection_highlight.GetHashCode(),
             _background.GetHashCode(),
+            _enable_background_color.GetHashCode(),
             EqualityComparer.safe_aggregate_hash(columns),
 #pragma warning disable CS0612 // Type or member is obsolete
             EqualityComparer.safe_aggregate_hash(sorting_criterion));