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

remove /m for clientbuild
move up docker
2020-04-17 13:12:59 -04:00 · 2020-03-31 16:39:30 -04:00 · 2020-03-31 15:22:12 -04:00 · 2020-03-31 15:18:05 -04:00 · 2020-03-31 11:37:06 -04:00 · 2020-03-13 17:58:17 -04:00
551 changed files with 121734 additions and 8207 deletions
@@ -34,5 +34,7 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+CMakeDeps.cmake
 /build
-.clangd/
+.fake
+.ionide
@@ -1,30 +1,6 @@
 {
    "version": "0.2.0",
    "configurations": [
-        {
-            "name": "Spark Local",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
-            "args": [
-                "run",
-                // "test",
-                // "-a",
-                // "[ilink3]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": false,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
        {
            "name": "SparkVM Launch",
            "type": "cppdbg",
@@ -68,9 +44,10 @@
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark/": "${workspaceRoot}",
+                "/home/bts/spark_host/": "${workspaceRoot}",
            }
-        },
+        },     
        {
            "name": "(gdb) Launch",
            "type": "cppdbg",
@@ -122,19 +99,87 @@
            "externalConsole": true,
            "requireExactSource": false
        },
+            {
+         "name": "sparkcmd Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+         "args": [
+            "vol", 
+            "--server",
+             //"--rstart", "11/22/2019",
+             //"--rend", "11/25/2019",
+             //"--rsymbol", "ES",
+             //"--rsecuritytype", "Synthetic",
+             //"--post_process_file_type", "Trade",
+             //"--upload_to_aws", 
+         ],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },  
+      {
+         "name": "sparkcmd simulation",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+         "args": [
+            "historical",
+            "--rstart", "11/26/2019",
+            "--rend", "11/26/2019",
+            "--rsymbol", "ZN",
+            "--rsecuritytype", "Synthetic",
+            "--algo_security", "ZNH0;ZNZ9-ZNH0;ZNZ9",
+            "--algo_type", "RoundTrip",
+            "--algo_params", "size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,1,-1",
+            "--skip_preanalysis", "true",         
+         ],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },       
        {
            "name": "Excel Launch",
            "type": "clr",
            "request": "launch",
-            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "program": "C:/Program Files/Microsoft Office/Office16/EXCEL.EXE",
            "args": [
                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
            ],
-            "cwd": "${workspaceRoot}",
+            "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
            "stopAtEntry": false,
            "externalConsole": true,
            "requireExactSource": false
        },
+      {
+         "name": "Win C++ Launch",
+         "type": "cppvsdbg",
+         "request": "launch",
+         "program": "C:/Program Files/Microsoft Office/Office16/EXCEL.EXE",
+         "args": [
+            "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+         ],
+         "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
+         "stopAtEntry": false,
+         "environment": [],
+         "externalConsole": false
+      },        
+        {
+           "name": "Fix Launch",
+           "type": "clr",
+           "request": "launch",
+           "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+           "args": [
+              "fix",
+              "-order_session",
+           ],
+           "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
+           "stopAtEntry": false,
+           "externalConsole": true,
+           "requireExactSource": false
+        },        
        {
            "name": "Client Tests",
            "type": "clr",
@@ -150,11 +195,18 @@
            "requireExactSource": false
        },
        {
-            "name": "Client Attach",
+            "name": ".NET Framework Attach",
            "type": "clr",
            "request": "attach",
            "processId": "${command:pickProcess}"
        },
+         {
+            "name": ".NET Core Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickProcess}",
+            "requireExactSource": false
+         },        
        {
            "name": "Spreader Tests",
            "type": "cppdbg",
@@ -361,20 +413,24 @@
                "quoteArgs": true
            },
            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark_host/": "${workspaceRoot}"
            },
            "justMyCode": true
        },
        {
-            "name": ".NET Core Remote Launch",
+            "name": "sparkcmd vsdbg (c#)",
            "type": "coreclr",
            "request": "launch",
-            "program": "/usr/bin/dotnet",
+            "program": "sparkcmd",
            "args": [
-                "sparkcmd.dll",
-                "test",
-                "test_join_create_and_takeout_market"
+            "historical",
+            "--rstart", "11/20/2019",
+            "--rend", "11/20/2019",
+            "--rsymbol", "CL",
+            "--rsecuritytype", "Spread",
+            "--post_process_db", "mbo_history",
            ],
+            "env": {"LD_LIBRARY_PATH" : "."},
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server",
            "pipeTransport": {
@@ -385,11 +441,77 @@
                "debuggerPath": "/home/bts/vsdbg/vsdbg",
                "pipeCwd": "${workspaceRoot}",
                "quoteArgs": true
-            },
+            },           
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            },
            "justMyCode": false
-        },
+        },                  
+         {
+            "name": "sparkcmd gdb (c++)",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkcmd",
+            "args": [
+            "historical",
+            "--rstart", "10/21/2019",
+            "--rend", "10/21/2019",
+            "--rsymbol", "CL",
+            "--rsecuritytype", "Future",
+            "--algo_security", "CLX9",
+            "--algo_type", "TWAP",
+            "--algo_params", "'size=100;profit_ticks=1;tick_size=1,1,1;;hedge_factors=1,1,-1'",
+            "--skip_preanalysis", "true",
+            ],   
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+               "engineLogging": false
+            },
+            "setupCommands": [
+               {
+                  "description": "Enable pretty-printing for gdb",
+                  "text": "enable pretty-printer",
+                  "ignoreFailures": true
+               },
+               {
+                  "description": "Skip STL",
+                  "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                  "ignoreFailures": true
+               },
+               {
+                  "description": "LD LIBRARY",
+                  "text": "set env LD_LIBRARY_PATH=.",
+                  "ignoreFailures": false
+               }
+            ],
+            "pipeTransport": {
+               "pipeCwd": "${workspaceRoot}",
+               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+               "pipeArgs": [
+                  "bts@sparkvm"
+               ],
+               "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+               "/home/bts/spark/": "${workspaceRoot}"
+            }
+         },
+         {
+            "name": "Jupyter notebook",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "jupyter",
+            "args": ["notebook", "--notebook-dir=c:\\code\\bts\\spark\\src\\client\\spark_historical\\Notebooks"],
+            "cwd": "${workspaceFolder}",
+            "stopAtEntry": false,
+            "console": "internalConsole",
+            
+         },
+         
    ]
 }
@@ -48,6 +48,7 @@ else ()
  add_subdirectory(doc/user)
  add_subdirectory(src/sdk)
  add_subdirectory(src/data_files)
+  add_subdirectory(src/client)

  add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -55,11 +56,21 @@ else ()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
    COMMENT "Creating server runtime layout"
+    DEPENDS sparkd data_files_dir spark_client_dir
    DEPENDS sparkd data_files_dir)  

  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+  
+if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.1/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+else()
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.1/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+endif()
+      
 endif()
@@ -0,0 +1 @@
+[0108/231015.447:ERROR:file_io.cc(89)] ReadExactly: expected 36, observed 0
@@ -68,21 +68,12 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://

 To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.

-### Re-build the Dev Container
-
-If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
-
-#### Inside VSCode
-To re-build from inside Visual Studio Code.  Click the 'Remote Explorer' icon on the left hand side. 
-You should see your spark_sdk project listed under the Containers section.  Right click on it and select **rebuild-container**.
-
-#### Command Line
-To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image. 
+<!--
+Then stop, remove and restart spark_sdk.
 ```
-CONTAINER ID        IMAGE                          COMMAND                  CREATED              STATUS                      PORTS                                NAMES
-54d96cfa3888        spark_sdk                      "/bin/sh -c 'echo Co…"   About a minute ago   Up About a minute           127.0.0.1:9000-9001->9000-9001/tcp   quizzical_lichterman
-```
-Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888)  or `docker rm quizzical_lichterman` (use your container name).
-
+c:\bts> docker stop spark_sdk
+c:\bts> docker rm spark_sdk
+c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk

+``` -->

@@ -1 +1 @@
-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)
+set(sources /home/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)
@@ -1,29 +1,9 @@
-+++
+++
 title = "Release notes"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
-## 2.16.2
-### User Visible Change
-  - Synthetic creation dialog has a "fractional" checkbox next to the tick settings.  Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
-## 2.16.1
-### Bug Fixes
-  - OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
-## 2.16.0
-### Bug Fixes
-  - Solved an issue that could result in incorrect ladder levels
-  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
-### API Changes
-  - Add C# client side API samples for order entry, position monitoring and market data observation
-
-## 2.15.10
-### Bug Fixes
-  - Solved an issue that could cause the user interface to fail when playing some alert sounds
-### API Changes
-  - Added settlement and position information to the API
-  - Added the ability for user algos to report custom state to the user interface
-  - Added the ability for algos to discover all active securities
 ## 2.15.3
 ### Bug Fixes
  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
@@ -728,4 +708,3 @@ insert_anchor_links = "right"
 - Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
 - Corrected cash per point values, used in pnl calculations, for a number of products
 - PnL report will now remember any customizations you make to filtering and/or sorting criteria
-
@@ -1,6 +0,0 @@
-{
-  "sdk": {
-    "version": "2.1.508",
-    "rollForward": "latestMajor"
-  }
-}
@@ -23,6 +23,12 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\sp
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_historical", "src\client\spark_historical\spark_historical.csproj", "{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_analytics", "src\client\spark_analytics\spark_analytics.csproj", "{22DBF34A-961F-4620-91B8-21B0C257A8C6}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -219,6 +225,74 @@ Global
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.Build.0 = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x86.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x64.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x86.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|Any CPU.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x64.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x64.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x86.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x86.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x64.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x86.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|Any CPU.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x64.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x64.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x86.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x86.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -229,4 +303,7 @@ Global
 	GlobalSection(Performance) = preSolution
 		HasPerformanceSessions = true
 	EndGlobalSection
+	GlobalSection(Performance) = preSolution
+		HasPerformanceSessions = true
+	EndGlobalSection
 EndGlobal
@@ -0,0 +1,19 @@
+
+cmake_minimum_required(VERSION 3.5)
+project(spark_client)
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+
+file(GLOB_RECURSE spark_client_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.cs)
+file(GLOB_RECURSE spark_client_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.csproj)
+file(GLOB_RECURSE spark_ui_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.cs)
+file(GLOB_RECURSE spark_ui_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.csproj)
+list(REMOVE_ITEM spark_ui_sources ${spark_client_sources} )
+list(REMOVE_ITEM spark_ui_csproj ${spark_client_csproj} )
+
+add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/../
+   COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh
+   ARGS ${CMAKE_BUILD_TYPE} ${CMAKE_BINARY_DIR}
+   COMMENT "Building sparkcmd in netcore3"
+   DEPENDS libspark ${spark_client_sources} ${spark_client_csproj} ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh)
+
+   add_custom_target(spark_client_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/../)   
@@ -5,6 +5,7 @@
    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <Externals Condition=" '$(OS)' != 'Windows_NT' ">$(SparkRoot)/externals/linux</Externals>
    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
    <ErrorReport>None</ErrorReport>
    <Prefer32Bit>False</Prefer32Bit>
@@ -19,24 +20,25 @@
    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <BaseIntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</IntermediateOutputPath>
    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>

-<PropertyGroup Condition="'$(VCTargetsPath)'==''">
-    <VCTargetsPath>C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\IDE\VC\VCTargets</VCTargetsPath>
-</PropertyGroup>

 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />

 <ItemGroup>
    <AvailableItemName Include="Proto2">
-        <Targets>CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto2</Targets>
+        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto2Linux</Targets>
    </AvailableItemName>
    <AvailableItemName Include="Proto3">
-        <Targets>CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto3Linux</Targets>
    </AvailableItemName>
    <AvailableItemName Include="Proto3Excel">
-        <Targets>CompileProto3Excel</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' ">CompileProto3Excel</Targets>
    </AvailableItemName>    
 </ItemGroup>

@@ -47,6 +49,14 @@
    <protogen>$(Externals)\bin\protogen.exe</protogen>
 </PropertyGroup>

+<PropertyGroup Label="ProtoBuf" Condition=" '$(OS)' != 'Windows_NT' ">
+    <ProtocPluginBase>$(SparkRoot)/src/lib/api/service_compiler</ProtocPluginBase>
+    <ProtoInclude>$(Externals)/include</ProtoInclude>
+    <protoc>$(Externals)/bin/protoc</protoc>
+    <protoc_rename>$(Externals)/bin/lowercase_files.sh</protoc_rename>
+    <protogen>$(Externals)/bin/protogen</protogen>
+</PropertyGroup>
+
 <ItemDefinitionGroup>
    <Proto2>
    </Proto2>
@@ -3,7 +3,7 @@


 <Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!=''"
+    Condition="'@(Proto2)'!='' AND '$(OS)' == 'Windows_NT' "
    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
    Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
    AfterTargets="PreBuildEvent">
@@ -28,7 +28,7 @@
    passes wipes out the additional compile includes that we add.
 -->
 <Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''"
+    Condition="'@(Proto3)'!=''  AND '$(OS)' == 'Windows_NT' "
    Inputs="$(protoc);
    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
    $(ProtocPluginBase)\templates\c#\client.pb.cs;
@@ -58,7 +58,7 @@
 </Target>

 <Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!=''"
+    Condition="'@(Proto3Excel)'!='' AND '$(OS)' == 'Windows_NT' "
    Inputs="$(protoc);
    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
@@ -82,12 +82,74 @@
    </ItemGroup>
 </Target>

+
+<Target Name="CompileProto2Linux" 
+    Condition="'@(Proto2)'!='' AND '$(OS)' != 'Windows_NT' "
+    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
+    Outputs="$(GenDir)/proto2/%(Proto2.filename).cs"
+    AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+        <WorkingDirectory>$(GenDir)/proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
+    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
+    <Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
+    <Exec Command="PYTHONPATH=$(Externals)/python $(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
+          WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+        <Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />
+    </ItemGroup>
+</Target>
+
+<Target Name="CompileProto3Linux" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' "
+    Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
+    $(ProtocPluginBase)/templates/c#/client.pb.cs;
+    $(ProtocPluginBase)/templates/c#/server.pb.cs;
+    $(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
+    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+    <MakeDir Directories="$(IntermediateOutputPath)/gen" />
+   
+    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="
+       PYTHONPATH=$(Externals)/python $(protoc) \
+       %(Proto3.FullPath) \
+       --error_format=gcc \
+       --proto_path=$(protoinc):$(SourceRoot) \
+       --plugin=&apos;protoc-gen-service=$(ProtocPluginBase)/plugin.py&apos; \
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) \
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+      WorkingDirectory="%(relativedir)" />    
+      
+    <!-- <Exec Command="$(protoc_rename) %(Proto3.OutBase)"  />    -->
+            
+    <ItemGroup>
+       <Compile Include="%(Proto3.OutCS)" />
+       <Compile Include="%(Proto3.OutCSClient)" />
+       <Compile Include="%(Proto3.OutCSServer)" />
+       <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+</Target>
+
+<!-- <Target Name="RenameProto3Linux" AfterTargets="CompileProto3Linux"
+   Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' ">
+   <Move SourceFiles="$(OutBase)\Apicore.cs" DestinationFiles="$(OutBase)\apicore.cs" />  
+   <Move SourceFiles="$(OutBase)\Apioptions.cs" DestinationFiles="$(OutBase)\apioptions.cs" />  
+   <Move SourceFiles="$(OutBase)\Co2.cs" DestinationFiles="$(OutBase)\co2.cs" />  
+</Target> -->
+
+
 <Target Name="AfterClean" AfterTargets="Clean">
    <Delete Files="%(Proto3.OutCS)" />
    <Delete Files="%(Proto3.OutCSClient)" />
    <Delete Files="%(Proto3.OutCSServer)" />
    <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)\proto2\*" />
+    <Delete Files="$(GenDir)/proto2/*" />
    <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+#$1 = Debug / Release (CMAKE_BUILD_TYPE), $2 = CMAKE_BINARY_DIR
+cd "$(dirname "$0")"
+echo $PWD dotnet build -c $1 ./sparkcmd/
+dotnet build -c $1 -o $2/../$1/bin/netcoreapp3.1/linux-x64 ./sparkcmd/ 
+
+if [ "$1" == "Release" ]
+then
+   dotnet publish -c $1 -o $2/../$1/bin/netcoreapp3.1/linux-x64 ./sparkcmd/ 
+   ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.1/linux-x64/publish
+fi
+
+ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.1/linux-x64
@@ -17,7 +17,7 @@ namespace bts.shell {
   class MarketShellModule : IShellModule {
      [ImportingConstructor]
      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
-         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub, orders_model.security_auxiliary_model);
+         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }

@@ -1,12 +1,10 @@
 using bts.api;
 using bts.api.orderman;
 using bts.collections;
-using bts.utils;
 using mbts.co2;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
-using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -26,6 +24,7 @@ namespace mbts.spark {
         readonly AnimationManager _animation = new AnimationManager();
         readonly ObservableCollection<OrderRecordImmutable> _orders = new ObservableCollection<OrderRecordImmutable>();
         readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
+         readonly string _security_text, _security_key_text;
         readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
         readonly Property<bool> _last_price_from_spread;
         readonly CellProperty<int> _position;
@@ -34,51 +33,48 @@ namespace mbts.spark {
         readonly CellProperty<bool> _inside_bids, _inside_asks;
         readonly CellProperty<int> _working_bid_volume, _working_ask_volume;
         readonly CellProperty<double> _working_best_bid, _working_best_ask;
+         readonly CellProperty<string> _working_bids_text, _working_asks_text;
         readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
         readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
-         PropertyAutoWrapper<uint, uint>
-            _bid_direct_size,
-            _bid_implied_size,
-            _bid_merged_size,
-            _ask_direct_size,
-            _ask_implied_size,
-            _ask_merged_size;
+         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;
-         uint? _display_qty_divisor_backing;

         public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
            _bus = bus;
            _orders_model = orders_model;
+            _security_text = smd.security.ToString();
+            _security_key_text = security_key.ToString();
            string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(this, nameof(position), fmt_display_qty_int);
+            _position = new CellProperty<int>(this, nameof(position), 0);
            _bid_price = backing(nameof(bid_price), double.NaN);
            _ask_price = backing(nameof(ask_price), double.NaN);
            _last_price = backing(nameof(last_price), double.NaN);
-            _last_size = new CellProperty<uint>(this, nameof(last_size), fmt_display_qty_uint);
+            _last_size = new CellProperty<uint>(this, nameof(last_size), 0);
            _day_change = backing(nameof(day_change), double.NaN);
            _session_low = backing(nameof(session_low), double.NaN);
            _session_high = backing(nameof(session_high), double.NaN);
            _last_price_from_spread = backing(nameof(last_price_from_spread), false);
            _settlement = backing(nameof(settlement), double.NaN);
-            _volume = new CellProperty<ulong>(this, nameof(volume), fmt_display_qty_ulong, 0);
+            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
            _inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
            _working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
            _working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
            //
-            _bid_direct_size = backing(nameof(bid_direct_size), 0u, convert_display_qty_uint);
-            _bid_implied_size = backing(nameof(bid_implied_size), 0u, convert_display_qty_uint);
-            _bid_merged_size = backing(nameof(bid_merged_size), 0u, convert_display_qty_uint);
-            _ask_direct_size = backing(nameof(ask_direct_size), 0u, convert_display_qty_uint);
-            _ask_implied_size = backing(nameof(ask_implied_size), 0u, convert_display_qty_uint);
-            _ask_merged_size = backing(nameof(ask_merged_size), 0u, convert_display_qty_uint);
+            _bid_direct_size = backing(nameof(bid_direct_size), default(uint));
+            _bid_merged_size = backing(nameof(bid_merged_size), default(uint));
+            _ask_direct_size = backing(nameof(ask_direct_size), default(uint));
+            _ask_merged_size = backing(nameof(ask_merged_size), default(uint));
            //
            _working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
            _working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
            _working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
            _working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
            _working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
+            _working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
+            _working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
            //
            default_command = new DelegateCommand(_show_ladder);
            bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
@@ -94,45 +90,17 @@ namespace mbts.spark {
            _animation.AnimationsChanged += on_animations_changed;
            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
            _dispose = Disposable.Create(
-               attach_prop_changed_cb(_bid_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_direct_size_text))),
-               attach_prop_changed_cb(_bid_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_implied_size_text))),
-               attach_prop_changed_cb(_bid_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_merged_size_text))),
-               attach_prop_changed_cb(_ask_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_direct_size_text))),
-               attach_prop_changed_cb(_ask_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_implied_size_text))),
-               attach_prop_changed_cb(_ask_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_merged_size_text))),
               _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))) {
-                     RaisePropertyChanged(nameof(raw_day_position_text));
+                  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)),
               Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
            );
-
-            uint convert_display_qty_uint(uint value) =>
-               value.safe_divide(_display_qty_divisor);
-
-            string fmt_display_qty_int(int value) =>
-               value.safe_divide(_display_qty_divisor).ToString();
-
-            string fmt_display_qty_uint(uint value) =>
-               value.safe_divide(_display_qty_divisor).ToString();
-
-            string fmt_display_qty_ulong(ulong value) =>
-               value.safe_divide(_display_qty_divisor).ToString();
-
-            PropertyChange<T> mk_echo_prop_changed_cb<T>(params string[] props) =>
-               (oldval, newval) => RaisePropertyChanged(props);
-
-            IDisposable attach_prop_changed_cb<TView, TModel>(PropertyAutoWrapper<TModel, TView> prop, PropertyChange<(TModel, TView)> callback) {
-               prop.changed += callback;
-               return Disposable.Create(() => prop.changed -= callback);
-            }
         }

         public event Action invalidated;
@@ -141,63 +109,32 @@ namespace mbts.spark {
         public bool inside_bids => _inside_bids.value;
         public bool inside_asks => _inside_asks.value;
         public int position => _position.value;
-         public string position_text => _position.text;
         public double raw_day_position => _raw_day_position;
-         public string raw_day_position_text => SparkUtils.fmt_position(_raw_day_position.safe_divide(_display_qty_divisor));
         public double last_price => _last_price.Value;
         public bool last_price_from_spread => _last_price_from_spread.Value;
         public uint last_size => _last_size.value;
-         public string last_size_text => _last_size.text;
-         // bid price/size
         public double bid_price => _bid_price.Value;
-         public uint bid_direct_size => _bid_direct_size.model;
-         public uint bid_implied_size => _bid_merged_size.model - _bid_direct_size.model;
-         public uint bid_merged_size => _bid_merged_size.model;
-         // bid size text
-         public string bid_direct_size_text => _bid_direct_size.view.ToString();
-         public string bid_implied_size_text => _bid_implied_size.view.ToString();
-         public string bid_merged_size_text => _bid_merged_size.view.ToString();
-         // ask price/size
+         public uint bid_direct_size => _bid_direct_size.Value;
+         public uint bid_implied_size => _bid_merged_size.Value - _bid_direct_size.Value;
+         public uint bid_merged_size => _bid_merged_size.Value;
+         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size.Value, bid_implied_size));
         public double ask_price => _ask_price.Value;
-         public uint ask_direct_size => _ask_direct_size.model;
-         public uint ask_implied_size => _ask_implied_size.model;
-         public uint ask_merged_size => _ask_merged_size.model;
-         // ask size text
-         public string ask_direct_size_text => _ask_direct_size.view.ToString();
-         public string ask_implied_size_text => _ask_implied_size.view.ToString();
-         public string ask_merged_size_text => _ask_merged_size.view.ToString();
-         //
+         public uint ask_direct_size => _ask_direct_size.Value;
+         public uint ask_implied_size => _ask_merged_size.Value - _ask_direct_size.Value;
+         public uint ask_merged_size => _ask_merged_size.Value;
+         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size.Value, ask_implied_size));
         public ulong volume => _volume.value;
-         public string volume_text => _volume.text;
         public double settlement => _settlement.Value;
         public double day_change => _day_change.Value;
         public double session_low => _session_low.Value;
         public double session_high => _session_high.Value;
         public int working_bid_volume => _working_bid_volume.value;
         public int working_ask_volume => _working_ask_volume.value;
-         public string working_bids_text => OrderUtils.order_collection_summary(
-            _order_summarizer.best_working_bid,
-            _order_summarizer.best_working_bid_qty.safe_divide(_display_qty_divisor),
-            _order_summarizer.working_bid_qty.safe_divide(_display_qty_divisor),
-            security.ContractSpec);
-         public string working_asks_text => OrderUtils.order_collection_summary(
-            _order_summarizer.best_working_ask,
-            _order_summarizer.best_working_ask_qty.safe_divide(_display_qty_divisor),
-            _order_summarizer.working_ask_qty.safe_divide(_display_qty_divisor),
-            security.ContractSpec);
+         public string working_bids_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_bid, _order_summarizer.best_working_bid_qty, _order_summarizer.working_bid_qty, security.ContractSpec);
+         public string working_asks_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_ask, _order_summarizer.best_working_ask_qty, _order_summarizer.working_ask_qty, security.ContractSpec);
         public double working_best_bid => _working_best_bid.value;
         public double working_best_ask => _working_best_ask.value;
-         // ice props
-         public string market_description => security.market_description();
-         public string cleared_alias => security.cleared_alias();
-         public string product_description => security.product_name();
-         public string hub_alias => security.hub_alias();
-         public string strip_name => security.strip_name();
-         public string mic_code => security.mic_code();
-         // animations
         public IList<ui.spark.CellAnimation> animations => _animation.get_animations().ToList();
-         public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
-         // commands
         public ICommand bid_price_click { get; }
         public ICommand bid_merged_size_click { get; }
         public ICommand bid_direct_size_click { get; }
@@ -209,30 +146,27 @@ namespace mbts.spark {
         public ICommand ask_implied_size_click { get; }
         public ICommand working_asks_click { get; }
         public ICommand default_command { get; }
+         public string market_description {get;}
+         public string cleared_alias { get; }
+         public string product_description { get; }
+         public string hub_alias { get; }
+         public string strip_name{ get; }
+         public string mic_code { get; }
+
+         public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();

         public IReadOnlyList<DIYGrid.IGridCellStore> cell_stores => new DIYGrid.IGridCellStore[0];
         #endregion

-         uint _display_qty_divisor => _display_qty_divisor_backing ??
-            (_display_qty_divisor_backing = _orders_model.security_auxiliary_model.get_display_quantity_divisor(security)).Value;
-
         public void raise_invalidated() => invalidated?.Invoke();

         public void refresh() {
            bool dirty = false;
            if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
               _bid_price.set(b.price);
-               // don't use the '||' operator - every 'set_new' call must be made
-               // (the operation mustn't terminate the first time a set_new call returns true).
-               dirty |= (
-                  _bid_direct_size.set_new(b.direct_size) |
-                  _bid_implied_size.set_new(b.implied_size) |
-                  _bid_merged_size.set_new(b.size) |
-                  _ask_direct_size.set_new(a.direct_size) |
-                  _ask_implied_size.set_new(a.implied_size) |
-                  _ask_merged_size.set_new(a.size));
-
+               refresh_size(ref b, _bid_direct_size, _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
               _ask_price.set(a.price);
+               refresh_size(ref a, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
            }
@@ -249,6 +183,16 @@ namespace mbts.spark {
            _volume.on_next_distinct(md.md.total_volume, ref dirty);
            if (dirty)
               invalidated?.Invoke();
+
+            void refresh_size(ref NativePriceSize nps, Property<uint> direct, Property<uint> merged, ref string text, string text_prop) {
+               if (nps.size != merged.Value || nps.direct_size != direct.Value) {
+                  merged.set(nps.size);
+                  direct.set(nps.direct_size);
+                  text = null;
+                  dirty = true;
+                  RaisePropertyChanged(text_prop);
+               }
+            }
         }

         public bool Equals(Row other) =>
@@ -9,7 +9,6 @@ using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Data;
 using System.Windows.Media;
@@ -19,9 +18,6 @@ using static mbts.ui.spark.MarketViewView;

 namespace mbts.spark {
   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
-      static IReadOnlyList<Func<MarketViewVM, IDataGridColumnFilter<Row>>> _filter_getters =
-         ObjectSnapshot.property_delegates_of_type<MarketViewVM, IDataGridColumnFilter<Row>>();
-
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
      IWindowSettingsManager<GridSettings> _settings_manager;
@@ -41,21 +37,21 @@ namespace mbts.spark {
         const double working_orders_col_width = 105;
         IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.Volume, "Volume", r => r.volume_text, nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
+         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
         add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);         
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size_text, 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_text, nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.RawDayPosition, "Raw Day Pos", r => r.raw_day_position_text, nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
+         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_text, 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_text, 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_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size_text, 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_text, nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask, System.Windows.HorizontalAlignment.Right);
         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -155,16 +151,14 @@ namespace mbts.spark {
                     working_ask_volume_filter.load_state(filters.working_ask_volume);
                     volume_filter.load_state(filters.volume);
                     security_key_filter.load_state(filters.security_key);
-                     market_description_filter.load_state(filters.market_description);
-                     cleared_alias_filter.load_state(filters.cleared_alias);
-                     product_description_filter.load_state(filters.product_description);
-                     hub_alias_filter.load_state(filters.hub_alias);
-                     strip_name_filter.load_state(filters.strip_name);
-                     mic_code_filter.load_state(filters.mic_code);
                  }
                  rows_view.set_sort_descriptions(s.sorting_criterion, columns);
               }
-            }), DataGridFilterHelper.hook_filters(rows_view, _filters),
+            }), DataGridFilterHelper.hook_filters(rows_view, security_filter,
+            bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
+            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
+            last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
+            session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            WorkLoop.Start("MarketView", _refresh)
         );
@@ -239,15 +233,13 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
      
-      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.market_description, nameof(Row.market_description));
-      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.cleared_alias, nameof(Row.cleared_alias));
-      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.product_description, nameof(Row.product_description));
-      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.hub_alias, nameof(Row.hub_alias));
-      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.strip_name, nameof(Row.strip_name));
-      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.mic_code, nameof(Row.mic_code));
-
-      IEnumerable<IDataGridColumnFilter<Row>> _filters =>
-         _filter_getters.Select(fn => fn(this));
+      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
+      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
+      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
+      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
+      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
+      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
+      

      public FilterStates get_filter_states() {
         return new FilterStates {
@@ -22,15 +22,12 @@ namespace bts.shell.time_and_sales {
         .to_safe();

      readonly TradeMessageImmutable _trade;
-      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
-      uint? _display_size;

-      public TimeAndSalesRowVM(int row_key, SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
+      public TimeAndSalesRowVM(int row_key, SecurityImmutable security, TradeMessageImmutable trade) {
         this.row_key = row_key;
         this.security = security;
         _trade = trade;
         trade_key = trade.Key;
-         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
      }

      public event Action invalidated;
@@ -42,8 +39,6 @@ namespace bts.shell.time_and_sales {
      public DateTime time => ((ulong)_trade.Time).lldatetime().ToLocalTime();
      public double price => _trade.price();
      public uint size => _trade.Size;
-      public uint display_size => _display_size ??
-         (_display_size = size.safe_divide(_get_display_qty_divisor(security))).Value;
      public AggressorSide aggressor_side => _trade.AggressorSide;

      public void raise_invalidated() =>
@@ -40,7 +40,6 @@ namespace bts.shell.time_and_sales {
         _refresh_filter,
         _refresh_sort,
         _refresh_selected_rows;
-      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
      IComparer<TimeAndSalesRowVM> _comparer_backing;
      Func<TimeAndSalesRowVM, bool> _filter_backing;
      ImmutableHashSet<TimeAndSalesRowVM> _selected_rows = ImmutableHashSet<TimeAndSalesRowVM>.Empty;
@@ -59,9 +58,8 @@ namespace bts.shell.time_and_sales {
         _filter_change_count,
         _sort_change_count;

-      public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
+      public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager) {
         _sort_manager = new ColumnSortManager(columns.WrapSelector(c => c as ISortableDIYGridColumn, null), TimeAndSalesView.Columns.RowKey.ToString());
-         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
         _comparer_backing = _sort_manager.BuildComparer(_get_column_comparer);
         _log = new LoggerContext(Log.Ui, $"Time And Sales VM ({Interlocked.Increment(ref _id_counter)})", null);
         _settings_manager = settings_manager;
@@ -97,7 +95,7 @@ namespace bts.shell.time_and_sales {
            System.Windows.HorizontalAlignment.Right);
         add_column(
            TimeAndSalesView.Columns.Size,
-            r => r.display_size.ToString(),
+            r => r.size.ToString(),
            DefaultColumnHeaders.Size,
            DefaultColumnWidths.Size,
            size_filter,
@@ -306,7 +304,7 @@ namespace bts.shell.time_and_sales {
         }
         var all_rows_bd = _all_rows.ToBuilder();
         foreach (var t in trades) {
-            var r = _row_factory.create(t.security, t.trade, _get_display_qty_divisor);
+            var r = _row_factory.create(t.security, t.trade);
            all_rows_bd.Add(r);
            if (_filter_backing == null || _filter_backing(r))
               rows.InsertSorted(r, _comparer);
@@ -402,11 +400,11 @@ namespace bts.shell.time_and_sales {
         // the row key must be unique to each row in the collection
         int _row_id_counter;

-         public TimeAndSalesRowVM create(TradeInfo trade_info, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
-            new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade, get_display_qty_divisor);
+         public TimeAndSalesRowVM create(TradeInfo trade_info) =>
+            new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade);

-         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
-            new TimeAndSalesRowVM(_row_id_counter++, security, trade, get_display_qty_divisor);
+         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade) =>
+            new TimeAndSalesRowVM(_row_id_counter++, security, trade);
      }
   }
 }
@@ -26,7 +26,6 @@ namespace bts.shell.time_and_sales {
      readonly TimeAndSalesWindowFactory _factory;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      readonly bool _can_pause_updates;
-      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
      TimeAndSalesVM _vm;
      TimeAndSalesModel _model;
      SecurityCriteria _security_criteria_backing;
@@ -36,21 +35,12 @@ namespace bts.shell.time_and_sales {
      SparkMenuDisplayVM _menu_display_vm;
      IDisposable _subscriptions;

-      public TimeAndSalesWindow(
-         TimeAndSalesWindowFactory factory,
-         IBus bus,
-         MDConsumer consumer,
-         TimeAndSalesSettings state,
-         ImageSource icon,
-         IWindowSettingsManager<GridSettings> settings_manager,
-         bool can_pause_updates,
-         Func<SecurityImmutable?, uint> get_display_qty_divisor)
+      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, TimeAndSalesSettings state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager, bool can_pause_updates)
         : base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
         Log.assert(state != null);
         _consumer = consumer;
         _factory = factory;
         _state = state ?? TimeAndSalesSettings.Default(new SecurityCriteria());
-         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
         if (_state.security_criteria == null)
            _state = _state.with(new SecurityCriteria());
         _security_criteria_backing = _state.security_criteria;
@@ -96,7 +86,7 @@ namespace bts.shell.time_and_sales {
            _settings_manager.instance_settings = _state.grid;
         _menu_display_vm = new SparkMenuDisplayVM();
         _menu_display_vm.load_from(_state.menu_display);
-         _vm = new TimeAndSalesVM(_settings_manager, _get_display_qty_divisor);
+         _vm = new TimeAndSalesVM(_settings_manager);
         var selected_rows_src = Observable.Create<ImmutableHashSet<TimeAndSalesRowVM>>(o => {
            _vm.selected_rows_changed += o.OnNext;
            return Disposable.Create(() => _vm.selected_rows_changed -= o.OnNext);
@@ -20,15 +20,12 @@ namespace bts.shell {
      readonly MDConsumer _consumer;
      readonly UserSettingsHub _settings_hub;
      readonly TimeAndSalesConfig _time_and_sales_conf;
-      readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();

-      public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, ISecurityAuxiliaryDataModel security_auxiliary_model)
-         : base(module, "TimeAndSales") {
+      public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub) : base(module, "TimeAndSales") {
         _bus = bus;
         _consumer = consumer;
         _settings_hub = settings_hub;
-         _security_auxiliary_model = security_auxiliary_model;
         _time_and_sales_conf = new TimeAndSalesConfig(Configuration.get<bts.config.TimeAndSalesOptions>());
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
@@ -41,8 +38,7 @@ namespace bts.shell {
      public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
         Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon,
            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g)),
-            _time_and_sales_conf.can_pause_updates,
-            _security_auxiliary_model.get_display_quantity_divisor));
+            _time_and_sales_conf.can_pause_updates));

      public async void show(SecurityCriteria criteria) {
         var w = await load(new TimeAndSalesSettings(criteria));
@@ -549,48 +549,24 @@
              </u:BindingUpdateGroupCollection>
            </u:Behavior.BindingUpdateGroups>
          </TextBox>
-          <StackPanel
+          <TextBlock
            x:Name="PART_TickFactors_Label"
            Grid.Column="2"
+            VerticalAlignment="Center"
+            Margin="{StaticResource Margin.LHeaderPanelItem}"
+            Text="Ticks"
            IsEnabled="True"
-            Orientation="Horizontal"
            Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-           >
-            <TextBlock
-              VerticalAlignment="Center"
-              Margin="{StaticResource Margin.LHeaderPanelItem}"
-              Text="Ticks ("
-            />
-            <CheckBox
-              Margin="1,0,0,0"
-              IsChecked="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}}"
-              VerticalAlignment="Center"
-              VerticalContentAlignment="Center"
-              Padding="0"
-            >
-              fractional
-            </CheckBox>
-            <TextBlock VerticalAlignment="Center" Margin="1,0,0,0">)</TextBlock>
-          </StackPanel>
-          <Grid
+          />
+          <c:TickFactorsPicker
            x:Name="PART_TickFactors_Picker"
            Grid.Column="3"
-            IsEnabled="True"
            Margin="{StaticResource Margin.LHeaderPanelItem}"
+            HorizontalAlignment="Stretch"
+            IsEnabled="True"
+            SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
            Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          >
-            <c:TickFactorsPicker
-              HorizontalAlignment="Stretch"
-              SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
-              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={x:Static cv:BooleanToVisibilityConverter.HiddenInstance}}"
-            />
-            <c:TickUpDownInt
-              HorizontalAlignment="Stretch"
-              Minimum="1"
-              Value="{Binding IntegerTickSize, RelativeSource={RelativeSource TemplatedParent}}"
-              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource FalseVisibilityConverter}}"
-            />
-          </Grid>
+          />
          <TextBlock
            x:Name="PART_Pricing_Label"
            Grid.Column="4"
@@ -52,26 +52,6 @@ namespace mbts.ui.spark {
      public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
      #endregion

-      #region UseFractionalTicks
-      public static readonly DependencyProperty UseFractionalTicksProperty = WPFHelper.create_dp<bool, ExecutionStrategyEditor>(
-         nameof(UseFractionalTicks), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, true);
-
-      public bool UseFractionalTicks {
-         get => (bool)GetValue(UseFractionalTicksProperty);
-         set => SetValue(UseFractionalTicksProperty, value);
-      }
-      #endregion
-
-      #region IntegerTickSize
-      public static readonly DependencyProperty IntegerTickSizeProperty = WPFHelper.create_dp<int, ExecutionStrategyEditor>(
-         nameof(IntegerTickSize), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, 1);
-
-      public int IntegerTickSize {
-         get => (int)GetValue(IntegerTickSizeProperty);
-         set => SetValue(IntegerTickSizeProperty, value);
-      }
-      #endregion
-
      #region IsNew
      public static readonly DependencyProperty IsNewProperty =
         DependencyProperty.Register(
@@ -36,8 +36,6 @@
      ContractPickerModel="{Binding contract_picker_model}"
      HedgePricing="{Binding hedge_pricing}"
      HedgePricingItemsSource="{Binding hedge_pricing_options}"
-      UseFractionalTicks="{Binding use_fractional_ticks}"
-      IntegerTickSize="{Binding integer_tick_size}"
    />
    <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
  </Grid>
@@ -2,6 +2,7 @@
 using bts.collections;
 using bts.shell;
 using bts.spark;
+using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -29,16 +30,8 @@ namespace mbts.spark {
      readonly Property<bool> _has_working_orders, _can_add_leg;

      Security _synthetic;
-      bool
-         _set_name_automatically,
-         _set_ticks_automatically,
-         _set_quantities_automatically,
-         _set_price_mults_automatically,
-         _is_setting_quantities,
-         _is_setting_price_mults,
-         _use_fractional_ticks = true;
+      bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
      TickFactors _tick_factors;
-      int _integer_tick_size = 1;
      ExecutionStrategyImmutable _strategy;
      HedgePricing _hedge_pricing;

@@ -51,10 +44,6 @@ namespace mbts.spark {
         : this(synthetic, strategy, false) {
         ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
         _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
-         if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
-            _use_fractional_ticks = false;
-            _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
-         }
         title = $"Edit '{synthetic.Synthetic.Name}'";
         icon = Icons.ModifySynthetic;
         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
@@ -142,14 +131,14 @@ namespace mbts.spark {
               flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
               valid = false;
            }
-            if (use_fractional_ticks ? (_tick_factors == null || !_tick_factors.is_valid()) : integer_tick_size == 0) {
-               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, use_fractional_ticks ? nameof(tick_factors) : nameof(integer_tick_size)).ignore();
+            if (_tick_factors == null || !_tick_factors.is_valid()) {
+               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
               valid = false;
            }
            if (valid) {
               _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
               _synthetic.Symbol = _deduce_symbol(_synthetic);
-               _synthetic.ContractSpec = use_fractional_ticks ? _tick_factors.to_spec() : TickUtils.create_integer_tick_spec(integer_tick_size);
+               _synthetic.ContractSpec = _tick_factors.to_spec();
               uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
               if (id.HasValue && id != 0) {
                  if (await model.save_strategy(id.Value, get_strategy())) {
@@ -306,20 +295,6 @@ namespace mbts.spark {
      public bool has_working_orders => _has_working_orders.Value;
      public bool is_new { get; }
      public bool is_new_leg_popup_open { get; set; }
-      public bool use_fractional_ticks {
-         get => _use_fractional_ticks;
-         set {
-            if (Set(ref _use_fractional_ticks, value))
-               _set_ticks_automatically = false;
-         }
-      }
-      public int integer_tick_size {
-         get => _integer_tick_size;
-         set {
-            if (Set(ref _integer_tick_size, value))
-               _set_ticks_automatically = false;
-         }
-      }
      public bool can_add_leg => _can_add_leg.Value;
      public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
      public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
@@ -348,16 +323,6 @@ namespace mbts.spark {
         _strategy = strategy;
         hedge_pricing = strategy.HedgePricing;
         leg_tuples.SetItems(_get_legs(_synthetic, strategy));
-         if (synthetic.HasContractSpec) {
-            /// assign the fields <see cref="_use_fractional_ticks"/> and <see cref="_integer_tick_size"/>,
-            /// rather than the properties <see cref="use_fractional_ticks"/> and <see cref="integer_tick_size"/>
-            /// because the setters of the former flip <see cref="_set_ticks_automatically"/> to false if the value changes.
-            /// This behavior causes the ticks to be automatically deduced as legs are added/removed,
-            /// until the user explicitly enters a different value (as the properties are bound to tick input controls in the view).
-            Set(ref _use_fractional_ticks, !TickUtils.is_integer_tick(synthetic.ContractSpec), nameof(use_fractional_ticks));
-            if (!use_fractional_ticks)
-               Set(ref _integer_tick_size, DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0, nameof(integer_tick_size));
-         }
         RaisePropertyChanged(nameof(name), nameof(tick_factors));
      }

@@ -236,20 +236,12 @@ namespace mbts.spark {
         get => algo_root;
         set => algo_root = value;
      }
-      IAlgoVM IAlgoParamVM<IAlgoVM>.display_value {
-         get => algo_root;
-         set => algo_root = value;
-      }
      bool IAlgoParamVM.has_value => _algo_root != null;
      bool IAlgoParamVM.is_enabled { get; set; } = true;
      object IAlgoParamVM.value {
         get => algo_root;
         set => algo_root = (IAlgoVM)value;
      }
-      object IAlgoParamVM.display_value {
-         get => algo_root;
-         set => algo_root = (IAlgoVM)value;
-      }
      AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
      AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }

@@ -199,30 +199,18 @@
                Grid.Column="1"
                HorizontalAlignment="Center"
                Foreground="{u:BTSColor MarketData.bid}"
+                Text="{Binding DataContext.bbo.bid_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
                ToolTip="Best Bid Size"
-              >
-                <TextBlock.Text>
-                  <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
-                    <Binding Path="DataContext.bbo.bid_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
-                    <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
-                  </MultiBinding> 
-                </TextBlock.Text>
-              </TextBlock>
+              />
              <TextBlock
                x:Name="ask_text"
                Grid.Column="2"
                HorizontalAlignment="Center"
                Margin="4,0"
                Foreground="{u:BTSColor MarketData.ask}"
+                Text="{Binding DataContext.bbo.ask_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
                ToolTip="Best Ask Size"
-              >
-                <TextBlock.Text>
-                  <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
-                    <Binding Path="DataContext.bbo.ask_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
-                    <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
-                  </MultiBinding> 
-                </TextBlock.Text>
-              </TextBlock>
+              />
            </Grid>
            <DataTemplate.Triggers>
              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
@@ -284,14 +272,6 @@
              </Grid>
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
-          <!--TODO: replace all the param.value bindings with param.display_value.
-              The reason this has not already been done is that the display_value property is new,
-              and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
-          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
-            <DataTemplate>
-              <TextBlock Text="{Binding param.display_value}"/>
-            </DataTemplate>
-          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -380,22 +360,6 @@
              />
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
-          <!--TODO: replace all the param.value bindings with param.display_value.
-              The reason this has not already been done is that the display_value property is new,
-              and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
-          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
-            <DataTemplate>
-              <c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
-                <c:TickUpDownNullableInt.CommandBindings>
-                  <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
-                </c:TickUpDownNullableInt.CommandBindings>
-                <c:TickUpDownNullableInt.InputBindings>
-                  <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
-                  <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
-                </c:TickUpDownNullableInt.InputBindings>
-              </c:TickUpDownNullableInt>
-            </DataTemplate>
-          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -5,6 +5,7 @@ using bts.collections;
 using bts.shell.fills;
 using bts.spark;
 using bts.utils;
+using bts.utils.csv;
 using mbts.collections;
 using mbts.persist;
 using mbts.spark.filters;
@@ -23,6 +24,7 @@ using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows.Data;
+using System.Windows.Input;
 using System.Windows.Media;
 using static bts.api.orderman.Fill.Types;
 using static bts.shell.FillsWindowFactory;
@@ -122,7 +124,7 @@ namespace mbts.spark {
         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
         add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
         add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
-         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.display_size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
+         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
         add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
         add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
         add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
@@ -286,7 +288,6 @@ namespace mbts.spark {
         Color? _root_algo_badge_color;
         OrderMetadata _order_metadata;
         bool _is_selected;
-         double? _display_size;

         public Row(FillTuple fill_tuple, OrdersModel model) : 
            base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
@@ -307,12 +308,11 @@ namespace mbts.spark {
         public Side side => _fill.Side;
         public double price => _fill.LastPrice;
         public double size => _fill.LastShares;
-         public double display_size => _display_size ??
-            (_display_size = size.safe_divide(_model.security_auxiliary_model.get_display_quantity_divisor(security))).Value;
         public FillKind fill_kind => _fill.FillKind;
         public FillStatus fill_status => _fill.FillStatus;
         public string fill_key => _fill.FillKey;
         public string order_key => _order.Key.ToString();
+         public string symbol => fill_tuple.security?.Symbol;
         public bool is_selected {
            get => _is_selected;
            set => Set(ref _is_selected, value);
@@ -333,6 +333,28 @@ namespace mbts.spark {
         public override bool Equals(object obj) => Equals(obj as Row);
         public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();

+         public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(typeof(Row),
+               new string[] {
+                  nameof(security),
+                  nameof(symbol),
+                  nameof(order_type),
+                  nameof(root_algo_display_name),
+                  nameof(side),
+                  nameof(fill_time),
+                  nameof(user),
+                  nameof(account),
+                  nameof(exchange),
+                  nameof(time_in_force),
+                  nameof(size),
+                  nameof(price),
+                  nameof(fill_kind),
+                  nameof(fill_status),
+                  nameof(fill_key),
+                  nameof(order_key),
+                  nameof(security_key)
+               });
+
         public event Action invalidated;
         void IRowVM.raise_invalidated() => invalidated?.Invoke();
      }
@@ -87,15 +87,6 @@ namespace mbts.spark {
      public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
   }

-   [ProtoContract]
-   class LadderOrderLimits : IEquatable<LadderOrderLimits> {
-      [ProtoMember(1)]
-      public ToggleInt32Proto max_settlement_cross_ticks { get; set; }
-
-      public bool Equals(LadderOrderLimits other) =>
-         other != null && max_settlement_cross_ticks == other.max_settlement_cross_ticks;
-   }
-
   [ProtoContract]
   class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
      // this class is 100% mutable (there are literally 0 readonly members),
@@ -323,8 +314,6 @@ namespace mbts.spark {
   // Settings are liable to change in the near future, so an internal IEqualityComparer simply won't do as it risks becoming out of date.
   [ProtoContract]
   class LadderSettings : IEquatable<LadderSettings> {
-      // RESERVED ProtoMember indices
-      //    900-999: dj settings
      const double _default_order_entry_panel_width = 110.0;
      const double _default_zoom_factor = 1.0;
      const bool _default_show_warn_on_cross = true;
@@ -603,9 +592,6 @@ namespace mbts.spark {
      [ProtoMember(61), DefaultValue(true)]
      public bool status_message_visible { get; set; }

-      [ProtoMember(900)]
-      public LadderOrderLimits ladder_order_limits { get; set; }
-
      public void sanitize() =>
         sanitize(this);

@@ -711,8 +697,7 @@ namespace mbts.spark {
         a.enforce_max_clip == b.enforce_max_clip &&
         a.max_clip == b.max_clip &&
         a.price_display_format == b.price_display_format &&
-         a.status_message_visible == b.status_message_visible &&
-         a.ladder_order_limits.safe_equals(b.ladder_order_limits);
+         a.status_message_visible == b.status_message_visible;

      public bool Equals(LadderSettings other) =>
         profile_equals(this, other) &&
@@ -4,7 +4,6 @@ using bts.shell.orderbook;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.ui.spark;
 using System;
 using System.Collections;
 using System.Collections.Generic;
@@ -170,8 +169,7 @@ namespace mbts.spark {
      }

      private void _set_badge_text() {
-         var fmt = MDDisplayHelper.get_value_formatter(_owner.display_quantity_divisor);
-         text_lines = BadgeRender.format(side, quantity, filled, _current_badge_style, fmt);
+         text_lines = BadgeRender.format(side, quantity, filled, _current_badge_style);
         RaisePropertyChanged(nameof(text_lines));
      }

@@ -3,7 +3,6 @@ using bts.api;
 using bts.api.orderman;
 using bts.collections;
 using bts.persist.algo;
-using bts.proto;
 using bts.shell.orderbook;
 using bts.utils;
 using mbts.collections;
@@ -45,8 +44,7 @@ namespace mbts.spark {
      LadderSettings.NetChangeTerms _price_format;
      LadderSettings.PriceDisplayFormat _price_display_format;
      double _order_entry_panel_width, _zoom_factor;
-      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip, _enforce_max_settlement_cross_ticks;
-      int _max_settlement_cross_ticks;
+      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip;
      LadderSettings _current;
      LadderColumnSettingsVM
         _orders = new OrdersColumnSettingsVM(),
@@ -192,8 +190,6 @@ namespace mbts.spark {
      public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
      public bool enforce_max_clip { get => _enforce_max_clip; set => Set(ref _enforce_max_clip, value); }
      public uint max_clip { get => _max_clip.Value; set => _max_clip.Value = value; }
-      public bool enforce_max_settlement_cross_ticks { get => _enforce_max_settlement_cross_ticks; set => Set(ref _enforce_max_settlement_cross_ticks, value); }
-      public int max_settlement_cross_ticks { get => _max_settlement_cross_ticks; set => Set(ref _max_settlement_cross_ticks, value); }

      // favorites
      public FavoriteAlgosVM favorite_algos_vm { get; }
@@ -374,10 +370,6 @@ namespace mbts.spark {
            show_warn_on_cross = settings.show_warn_on_cross;
            enforce_max_clip = settings.enforce_max_clip;
            max_clip = settings.max_clip;
-            if (settings.ladder_order_limits != null) {
-               enforce_max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.is_enabled;
-               max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.value;
-            }
         }
      }

@@ -456,10 +448,6 @@ namespace mbts.spark {
         clone.show_warn_on_cross = show_warn_on_cross;
         clone.enforce_max_clip = enforce_max_clip;
         clone.max_clip = max_clip;
-         if (clone.ladder_order_limits == null)
-            clone.ladder_order_limits = new LadderOrderLimits();
-         clone.ladder_order_limits.max_settlement_cross_ticks =
-            new ToggleInt32Proto(max_settlement_cross_ticks, enforce_max_settlement_cross_ticks);
         return clone;
      }

@@ -1,6 +1,6 @@
 using bts.api;
 using bts.api.orderman;
-using bts.proto;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
@@ -8,7 +8,6 @@ using mbts.co2;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.ui.spark;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -67,8 +66,6 @@ namespace mbts.spark {
         current_settings = init;
         this.settings = settings;
         _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
-         display_quantity_divisor = model.order_gateway.security_auxiliary_model.get_display_quantity_divisor(model.security);
-         size_calculator.display_divisor = display_quantity_divisor;
         _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
         this.order_properties_vm = order_properties_vm;
         _high = backing(nameof(high), double.NaN);
@@ -295,7 +292,6 @@ namespace mbts.spark {
         remove => _on_disposed_impl -= value;
      }
      public SecurityImmutable security => _model.security;
-      public uint display_quantity_divisor { get; }
      public LadderSettings current_settings { get; private set; }
      public double high => _high.Value;
      public double low => _low.Value;
@@ -373,14 +369,14 @@ namespace mbts.spark {
         get {
            string rv = null;
            if (show_day_position)
-               rv = SparkUtils.fmt_position(day_position / display_quantity_divisor);
+               rv = SparkUtils.fmt_position(day_position);
            if (show_raw_day_position) {
-               var raw_day_text = SparkUtils.fmt_position(raw_day_position / display_quantity_divisor);
+               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 / display_quantity_divisor);
-               rv = rv == null ? acc_text : $"{rv} ({acc_text})";
+               var acc_text = SparkUtils.fmt_position(position);
+               rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
            }
            return rv ?? "";
         }
@@ -490,10 +486,6 @@ namespace mbts.spark {
      }

      public async Task send_order_async(Side side, uint size, double price) {
-         if (!_validate_price(side, price, out var invalid_price_msg)) {
-            status_update(new Activity { security = security, message = invalid_price_msg, category = ActivityLogCategory.order });
-            return;
-         }
         var order = order_properties_vm.create(side);
         if (order.CustomDef != null) {
            if (order.CustomDef.Stop != null) {
@@ -525,23 +517,6 @@ namespace mbts.spark {
         }
      }

-      bool _validate_price(Side side, double price, out string msg) {
-         msg = null;
-         if (!price.is_real()) {
-            msg = "not a real number";
-         } else if (settlement.is_real()) {
-            var ticks_from_settle = security.ContractSpec.tickdiff(price, settlement);
-            if (ticks_from_settle.HasValue) {
-               var max_cross = (current_settings?.ladder_order_limits?.max_settlement_cross_ticks)?.as_nullable();
-               if (max_cross.HasValue) {
-                  if (side == Side.Sell ? ticks_from_settle < (-1 * max_cross.Value) : ticks_from_settle > max_cross.Value)
-                     msg = $"exceeds settle cross ticks limit ({ticks_from_settle.Value})";
-               }
-            }
-         }
-         return msg == null;
-      }
-
      void _update_header() {
         bool last_updated = md.get_last_trade(ref _last_trade_time, out NativePriceSize last, out DateTime time, out ulong volume);
         if (_misc_time != _model.md.misc_timestamp || last_updated) {
@@ -46,12 +46,12 @@ namespace mbts.spark {
      void _reset_ladder_vm() {
         if (_value == null && !_security_md.HasValue)
            return;
-         _value?.Dispose();
-         _value = _security_md.HasValue ?
-            LadderVM.create_readonly(_bus,
-               new LadderModel(security_md.Value, _model, _model.mbo_service,
-               new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
-               Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null;
+         Disposable.replace(ref _value,
+            _security_md.HasValue ?
+               LadderVM.create_readonly(_bus,
+                  new LadderModel(security_md.Value, _model, _model.mbo_service,
+                  new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
+                  Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
         RaisePropertyChanged(nameof(value));
      }
   }
@@ -66,8 +66,7 @@ namespace mbts.spark {
      double _last_origin_price;
      MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
-      Func<NativePriceSize, string> _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
-      Func<uint, string> _fmt_mkt_quantity_impl = v => v.ToString();
+      Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
      int _old_tooltip_row = int.MaxValue;
      NativePriceSize? _old_last_trade;
      string _direction_arrow = string.Empty;
@@ -469,7 +468,7 @@ namespace mbts.spark {
            security_id: _vm.model.security.Id,
            price_level: price_for_point(point)
         );
-         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query, fmt_mbo_qty);
+         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
         // Load the first set of orders so we know if there are any before showing the popup
         var result = await model.load_orders();
         if (result.success && result.value.orders.Count > 0) {
@@ -490,8 +489,6 @@ namespace mbts.spark {
            };
            view.RequestClose += (o, _) => popup.IsOpen = false;
         }
-         string fmt_mbo_qty(int value) =>
-            value < 0 ? $"-{_fmt_mkt_quantity((uint)value)}" : _fmt_mkt_quantity((uint)value);
      }

      protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
@@ -537,44 +534,13 @@ namespace mbts.spark {
         _size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);

      uint _volume_from_row(int row) {
-         const int max_tries = 3;
-         var errors = new List<string>(0);
-         int num_tries = 0;
-         for (; num_tries < max_tries; num_tries++) {
-            try {
-               var rv = impl();
-               if (num_tries > 0) {
-                  log_errors(true);
-               }
-               return rv;
-            } catch (Exception ex) {
-               errors.Add(ex.ToString());
-            }
-         }
-         log_errors(false);
-         return 0;
-
-         void log_errors(bool succeeded) {
-            // Only log distinct errors to avoid useless noise.
-            // It's likely that the exception will always be the same (IndexOutOfRange),
-            // however, this bug is not fully understood, so assume nothing.
-            var error_msg = string.Join("; ", errors.Distinct());
-            if (succeeded) {
-               Log.Ui.error($"Ladder '{security}' got volume for row at index '{row}' after {num_tries + 1} attempts (price_list array length is {_price_list.Length}).  The following exceptions were observed: {error_msg}");
-            } else {
-               Log.Ui.error($"Ladder '{security}' failed to get volume for row at index '{row}' after {max_tries} attempts (price_list array length is {_price_list.Length}): {error_msg}");
-            }
-         }
-
-         uint impl() {
-            if (_price_list.SafeTryGetAt(row, out var price)) {
-               var vapls = _volume_container.read_new_value();
-               if (vapls != null) {
-                  return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
-               }
-            }
-            return 0u;
+         if (_price_list.SafeTryGetAt(row, out var price)) {
+            var vapls = _volume_container.read_new_value();
+            if (vapls != null) {
+               return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
+            } 
         }
+         return 0u;
      }


@@ -659,7 +625,7 @@ namespace mbts.spark {
            }
            void render_market_col(NativePriceSize[] depth) {
               var mid = LadderRender.index_of(_price_list, _last_origin_price, _price_comparer);
-               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_mkt_depth_item);
+               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_size);
            }
         }
         _apply_column_visual_offset();
@@ -737,7 +703,7 @@ namespace mbts.spark {
                  _hide_tool_tip();
               }

-               tooltip_view.Content = _fmt_mkt_quantity(volume);
+               tooltip_view.Content = $"{volume}";
               tooltip_view.IsOpen = true;
               this.ToolTip = tooltip_view;
            } else {
@@ -853,7 +819,7 @@ namespace mbts.spark {
               if (last_trade_changed) {
                  var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
                  if (last_index > 0)
-                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
+                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
               }
               if (depth_changed)
                  _refresh_sizes();
@@ -895,21 +861,21 @@ namespace mbts.spark {
      void _refresh_last_trade() {
         var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
         if (last_index > 0)
-            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
+            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
      }

      void _refresh_piq() {
         if (!_settings.piq_column.show)
            return;
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column, _fmt_mkt_quantity);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column);
      }

      void _refresh_sizes() {
         Log.assert_d(_price_list != null);
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _bids, _settings.row_height, security.ContractSpec, _settings.bid_column, _fmt_mkt_depth_item);
-         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, security.ContractSpec, _settings.ask_column, _fmt_mkt_depth_item);
+         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _bids, _settings.row_height, security.ContractSpec, _settings.bid_column, _fmt_size);
+         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, security.ContractSpec, _settings.ask_column, _fmt_size);
      }

      /// <summary>
@@ -931,17 +897,7 @@ namespace mbts.spark {
         if (vapls != null) {
            Log.assert_d(_price_list != null);
            var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
-            LadderRender.render_volumes(
-               _volume_vis_tup.visual,
-               _volume_vis_tup.glyph_context,
-               _price_list,
-               vapls,
-               _settings.row_height,
-               security.ContractSpec,
-               _settings.volume_column,
-               last_index,
-               _get_last_arrow_string(),
-               _fmt_mkt_quantity);
+            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
            _old_last_trade = _last_trade;
         }

@@ -964,7 +920,7 @@ namespace mbts.spark {
            } 
            // regardless of if we've arrived here via a new Last (and new direction arrow)
            // or we're reusing the old one, this format bit is the same
-            return $"{_direction_arrow} {_fmt_mkt_quantity(_last_trade.size)} ";
+            return $"{_direction_arrow} {_last_trade.size} ";
         }
      }

@@ -1069,7 +1025,7 @@ namespace mbts.spark {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
+            double.IsNaN(best_ask) ? _vm.low : security.ContractSpec.tickdown(best_ask) :
            best_bid;
      }

@@ -1077,7 +1033,7 @@ namespace mbts.spark {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
         return double.IsNaN(best_ask) ?
-            double.IsNaN(best_bid) ? _vm.settlement : best_bid :
+            double.IsNaN(best_bid) ? security.ContractSpec.tickdown(_vm.high) : best_bid :
            security.ContractSpec.tickdown(best_ask);
      }

@@ -1085,7 +1041,7 @@ namespace mbts.spark {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
+            double.IsNaN(best_ask) ? 0.5 * (_vm.low + _vm.high) : security.ContractSpec.tickdown(best_ask) :
            double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(security.ContractSpec, best_bid, best_ask);
      }

@@ -1122,9 +1078,7 @@ namespace mbts.spark {
         GlyphContext glyph_context(LadderColumnSettings cs) =>
            GlyphContext.create(cs.font_family, cs.font_weight);

-         var mkt_qty_display_divisor = _vm?.display_quantity_divisor ?? 1;
-         _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(_settings.size_display, mkt_qty_display_divisor);
-         _fmt_mkt_quantity_impl = MDDisplayHelper.get_value_formatter(mkt_qty_display_divisor);
+         _fmt_size = MDDisplayHelper.get_formatter_nps(_settings.size_display);
         _set_columns();
         _apply_column_visual_offset();
         if (prev_row_height != _settings.row_height)
@@ -1173,22 +1127,6 @@ namespace mbts.spark {
         }
         visible_columns_changed?.Invoke();
      }
-
-      // This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
-      string _fmt_mkt_depth_item(NativePriceSize value) {
-         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
-         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
-         var impl = _fmt_mkt_depth_item_impl;
-         return impl is null ? MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default())?.ToString() ?? "Error" : impl(value);
-      }
-
-      // This is designed to be a redundant null check for _fmt_mkt_quantity_impl.
-      string _fmt_mkt_quantity(uint value) {
-         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
-         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
-         var impl = _fmt_mkt_quantity_impl;
-         return impl is null ? value.ToString() : impl(value);
-      }
 
      void _init_tactile_adorner() {
         Disposable.dispose(ref _tactile_adorner);
@@ -12,24 +12,20 @@ using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Media;
-using bts.utils;

 namespace mbts.spark {
   static class BadgeRender {
      // IMPORTANT: the return values for this method MUST BE IN SYNC with the "format" method, else "measure_height" and "LadderRender.measure_row_height" will be broken.
      static int _line_count_for_style(LadderSettings.BadgeStyle badge_style) => badge_style == LadderSettings.BadgeStyle.Alternate ? 2 : 1;
      // IMPORTANT: at the risk of being redundant, see above comment.
-      public static IReadOnlyList<string> format(Side side, uint quantity, uint filled, LadderSettings.BadgeStyle style, Func<uint, string> fmt_value = null) {
-         if (fmt_value is null)
-            fmt_value = FormattingDelegates.default_string<uint>();
+      public static IReadOnlyList<string> format(Side side, uint quantity, uint filled, LadderSettings.BadgeStyle style) {
         switch (style) {
            case LadderSettings.BadgeStyle.Alternate:
-               var working_qty = quantity > filled ? quantity - filled : 0;
               return new[] {
-                  $"{side.abbreviate()}:{fmt_value(filled)}",
-                  $"W:{fmt_value(working_qty)}"
+                  $"{side.abbreviate()}:{filled}",
+                  $"W:{quantity - filled}"
               };
-            default: return new[] { $"{fmt_value(filled)}/{fmt_value(quantity)}" };
+            default: return new[] { $"{filled}/{quantity}" };
         }
      }

@@ -197,17 +193,16 @@ namespace mbts.spark {
      }

      public static void render_volumes(
-         DrawingVisual dv,
-         GlyphContext glyph_context,
-         double[] prices,
-         IEnumerable<VolumeAtPriceLevelImmutable> data,
-         double row_height,
-         ContractSpecificationImmutable spec,
-         VolumeColumnSettings settings,
-         int last_index,
-         string last_size_and_direction,
-         Func<uint, string> fmt_value) {
-         //
+        DrawingVisual dv,
+        GlyphContext glyph_context,
+        double[] prices,
+        IEnumerable<VolumeAtPriceLevelImmutable> data,
+        double row_height,
+        ContractSpecificationImmutable spec,
+        VolumeColumnSettings settings,
+        int last_index,
+        string last_size_and_direction
+        ) {
         if (!data.Any()) {
            _clear_visual(dv);
            return;
@@ -229,8 +224,6 @@ namespace mbts.spark {
            _clear_visual(dv);
            return;
         }
-         if (fmt_value is null)
-            fmt_value = FormattingDelegates.default_string<uint>();
         // inflate the max so that the graph never fills the available space
         double max = data.Max(v => v.Volume) * 1.1;
         _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
@@ -262,11 +255,11 @@ namespace mbts.spark {
               }
               x_bar += width;
               if (show_numbers)
-                  numbers_text.Add(fmt_value(v));
+                  numbers_text.Add(v.ToString());
            }

            if (settings.total.show_numbers) {
-               numbers_text.Add(fmt_value(vap.Volume));
+               numbers_text.Add(vap.Volume.ToString());
            }
            if (settings.show_ltq && last_trade_here) {
               numbers_text.Clear();
@@ -316,33 +309,19 @@ namespace mbts.spark {
         }
      }

-      internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings, Func<uint, string> fmt_value) {
-         if (fmt_value is null)
-            fmt_value = FormattingDelegates.default_string<uint>();
+      internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings) {
         using (var dc = dv.RenderOpen()) {
-            var gr = format_text(fmt_value(last.size), index, row_height, settings, glyph_context);
+            var gr = format_text(last.size.ToString(), index, row_height, settings, glyph_context);
            dc.DrawGlyphRun(settings.foreground.rgb_brush(), gr);
         }
      }

      // this is basically a copy of redner_sizes up above
-      internal static void render_piqs(
-         DrawingVisual dv,
-         GlyphContext glyph_context,
-         int origin_index,
-         double[] prices,
-         IEnumerable<(double price, uint piq)> pvp,
-         double row_height,
-         ContractSpecificationImmutable spec,
-         LadderColumnSettings settings,
-         Func<uint, string> fmt_value) {
-         //
+      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
         using (var dc = dv.RenderOpen()) {
            using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
                  return;
-               if (fmt_value is null)
-                  fmt_value = FormattingDelegates.default_string<uint>();
               var foreground = settings.foreground.rgb_brush();
               int curr_index = origin_index;
               double curr_price = prices[curr_index];
@@ -353,7 +332,7 @@ namespace mbts.spark {
                  curr_index += tick_diff;
                  curr_price = price;
                  if (curr_index >= 0 && curr_index < prices.Length) {
-                     var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);
+                     var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
                     dc.DrawGlyphRun(foreground, gr);
                  } else break;
               }
@@ -392,4 +371,4 @@ namespace mbts.spark {
         using (dv.RenderOpen()) { }
      }
   }
-}
+}
@@ -1019,47 +1019,45 @@
      <Grid HorizontalAlignment="Left" Margin="6">
        <Grid.RowDefinitions>
          <RowDefinition Height="Auto"/>
-          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
          <RowDefinition Height="Auto" />
          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
-          <RowDefinition Height="*"/>
+          <RowDefinition Height="Auto"/>
        </Grid.RowDefinitions>
        <Grid.ColumnDefinitions>
          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="50"/>
          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
          <ColumnDefinition Width="*"/>
        </Grid.ColumnDefinitions>
        <!-- market cross -->
-        <CheckBox Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding show_warn_on_cross}">
-          <TextBlock
-            Style="{StaticResource EnableDisableFeatureText}"
-            IsEnabled="{Binding show_warn_on_cross}"
-            Text="Warn on Market Cross"
-          />
+        <CheckBox Name="warn" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding show_warn_on_cross}">
+          <CheckBox.Resources>
+            <Style TargetType="{x:Type Path}">
+              <Setter Property="FlowDirection" Value="LeftToRight"/>
+            </Style>
+          </CheckBox.Resources>
        </CheckBox>
+        <TextBlock Grid.Column="1"
+                   Style="{StaticResource EnableDisableFeatureText}"
+                   IsEnabled="{Binding ElementName=warn, Path=IsChecked}"
+                   Text="Warn on Market Cross" />
        <!-- max order qty -->
-        <CheckBox Grid.Row="2" Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_clip}">
-          <TextBlock
-            Style="{StaticResource EnableDisableFeatureText}"
-            IsEnabled="{Binding enforce_max_clip}"
-            Text="Max Order Quantity"
-          />
+        <CheckBox Name="enforce_max_clip" Grid.Row="1" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding enforce_max_clip}">
+          <CheckBox.Resources>
+            <Style TargetType="{x:Type Path}">
+              <Setter Property="FlowDirection" Value="LeftToRight"/>
+            </Style>
+          </CheckBox.Resources>
        </CheckBox>
-        <c:TickUpDownUInt
-          Grid.Row="2"
-          Grid.Column="2"
-          IsEnabled="{Binding enforce_max_clip}"
-          Value="{Binding max_clip}"
-          Width="60"
-        />
-        <CheckBox Grid.Row="4" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_settlement_cross_ticks}">
-          <TextBlock
-            Style="{StaticResource EnableDisableFeatureText}"
-            IsEnabled="{Binding enforce_max_settlement_cross_ticks}"
-            Text="Max Ticks from Settlement"
-          />
-        </CheckBox>
-        <c:TickUpDownInt Grid.Row="4" Grid.Column="2" IsEnabled="{Binding enforce_max_settlement_cross_ticks}" Value="{Binding max_settlement_cross_ticks}"/>
+        <TextBlock Grid.Row="1" Grid.Column="1"
+                   Style="{StaticResource EnableDisableFeatureText}"
+                   IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
+                   MinWidth="{Binding ElementName=warn, Path=ActualWidth}"
+                   Text="Max Order Quantity"/>
+        <c:TickUpDownUInt Grid.Row="1" Grid.Column="2"
+                          IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
+                          Value="{Binding max_clip}" />
      </Grid>
    </TabItem>
    <TabItem Header="Mini Order Book">
@@ -426,26 +426,9 @@
                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
                     Margin="0,0,0,4"
                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock
-                Grid.Column="2"
-                Grid.Row="5"
-                FontWeight="Bold"
-                Margin="0,0,0,4"
-                Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"
-              >
-                <TextBlock.Text>
-                  <MultiBinding>
-                    <MultiBinding.Converter>
-                      <converters:MultiValueConverterPipe>
-                        <x:Static MemberType="{x:Type converters:DynamicDoubleDivisorConverter}" Member="Instance"/>
-                        <x:Static MemberType="{x:Type converters:ValueConverters}" Member="SimpleString"/>
-                      </converters:MultiValueConverterPipe>
-                    </MultiBinding.Converter>
-                    <Binding Path="volume" Mode="OneWay"/>
-                    <Binding Path="display_quantity_divisor" Mode="OneTime"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
+              <TextBlock Grid.Column="2" Grid.Row="5" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
            </Grid>
            <!-- Account combobox -->
            <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
@@ -524,7 +507,7 @@
              mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
              HorizontalContentAlignment="Right"
              Margin="2"
-              Text="{Binding size_calculator.display_value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+              Text="{Binding size_calculator.value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
              ContextMenu="{x:Null}"
            />
            <!-- Qty quick buttons -->
@@ -539,14 +522,7 @@
              </ItemsControl.ItemsPanel>
              <ItemsControl.ItemTemplate>
                <DataTemplate>
-                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" Content="{Binding}" Focusable="False">
-                    <Button.CommandParameter>
-                      <MultiBinding Converter="{x:Static converters:DynamicDoubleMultiplierConverter.Instance}">
-                        <Binding/>
-                        <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=spark:LadderView}"/>
-                      </MultiBinding>
-                    </Button.CommandParameter>
-                  </Button>
+                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
                </DataTemplate>
              </ItemsControl.ItemTemplate>
            </ItemsControl>
@@ -3,7 +3,6 @@ using bts.api.position;
 using bts.utils;
 using mbts;
 using mbts.spark;
-using mbts.ui;
 using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
@@ -26,27 +25,24 @@ namespace bts.shell.manual_fills {
      readonly Property<bool> _is_dirty;
      readonly Property<EditableItemState> _editable_item_state;
      readonly DelegateProperty<bool> _is_valid;
-      readonly DisplayQuantityMultiplier _size = new DisplayQuantityMultiplier();
-      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
      SecurityImmutable? _security;
      AccountTuple? _account;
      UserTuple? _user;
      Side _side;
+      uint _size;
      double _price;
      bool _is_selected;
      ManualFillData? _data;
      IDisposable _committed_snapshot;

-      public ManualFillRow(ManualFillData data, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
+      public ManualFillRow(ManualFillData data) {
         _data = data;
-         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
         key = data.key;
         _security = data.value.security;
         _account = data.value.account;
         _user = data.value.user;
         _side = data.value.manual_fill.Side;
-         _size.actual_value = data.value.manual_fill.Quantity;
-         _size.conversion_data = new QuantityConversionData(_get_display_qty_divisor(data.value.security), QuantityConversionData.OpType.DivideActual);
+         _size = data.value.manual_fill.Quantity;
         _price = data.value.manual_fill.Price;
         if (placeholder_key.HasValue) {
            _is_dirty = backing(nameof(is_dirty), false);
@@ -57,7 +53,6 @@ namespace bts.shell.manual_fills {
            _editable_item_state = backing(nameof(editable_item_state), _is_dirty, ch => ch.newval ? EditableItemState.Modified : EditableItemState.None);
         }
         _is_valid = backing(nameof(is_valid), () => _validate(this));
-         _dispose = _size.connect_owner(this, nameof(size), nameof(display_size));
      }

      public event Action<bool> is_selected_changed;
@@ -70,10 +65,8 @@ namespace bts.shell.manual_fills {
      public SecurityImmutable? security {
         get => _security;
         set {
-            if (_set(ref _security, value)) {
-               _size.conversion_data = new QuantityConversionData(_get_display_qty_divisor(value), QuantityConversionData.OpType.DivideActual);
+            if (_set(ref _security, value))
               RaisePropertyChanged(nameof(spec));
-            }
         }
      }
      public ContractSpecificationImmutable? spec => security.spec_or_default();
@@ -82,8 +75,7 @@ namespace bts.shell.manual_fills {
      public UserTuple? user { get => _user; set => _set(ref _user, value); }
      // side/size/price
      public Side side { get => _side; set => _set(ref _side, value); }
-      public uint size { get => _size.actual_value; set => _size.actual_value = value; }
-      public uint display_size { get => _size.display_value; set => _size.display_value = value; }
+      public uint size { get => _size; set => _set(ref _size, value); }
      public double price { get => _price; set => _set(ref _price, value); }
      // is selected
      public bool is_selected {
@@ -71,7 +71,7 @@
      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Accounts}}" SelectedItem="{Binding account}"/>
      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Users}}" SelectedItem="{Binding user}"/>
      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Sides}}" SelectedItem="{Binding side}" Width="48"/>
-      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding display_size}"/>
+      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
      <usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
    </Grid>
    <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
@@ -1,5 +1,4 @@
-using bts.api;
-using bts.api.core;
+using bts.api.core;
 using bts.api.position;
 using bts.collections;
 using mbts.spark;
@@ -104,8 +103,5 @@ namespace bts.shell.manual_fills {

      public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
         await _model.update_manual_fills(fills);
-
-      public uint get_display_qty_divisor(SecurityImmutable? security) =>
-         _model.security_auxiliary_model.get_display_quantity_divisor(security);
   }
 }
@@ -68,7 +68,7 @@ namespace bts.shell.manual_fills {
            RXCollection.connect(_persisted_rows,
               _model.manual_fills.OnDispatcher(),
               Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
-               mfd => new ManualFillRow(mfd, model.get_display_qty_divisor),
+               mfd => new ManualFillRow(mfd),
               mfr => mfr.data),
            _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
               security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
@@ -126,8 +126,7 @@ namespace bts.shell.manual_fills {
               new ManualFillKey(_placeholder_id_counter++),
               new ManualFillTuple(new ManualFillImmutable(new ManualFill {
                  Side = Side.Buy
-               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())),
-            _model.get_display_qty_divisor);
+               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())));

      void _add_fill(ManualFillRow new_row) =>
         _placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
@@ -211,20 +210,11 @@ namespace bts.shell.manual_fills {
            } else {
               add_imported_fills();
            }
-            void add_imported_fills() {
-               _placeholder_rows.InsertSorted(parsed_fills.Select(mk_row), _row_key_comparer);
-
-               ManualFillRow mk_row(ParsedManualFill pmf) {
-                  var data = new ManualFillData(
-                     new ManualFillKey(_placeholder_id_counter++),
-                     new ManualFillTuple(
-                        new ManualFillImmutable(pmf.result),
-                        pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
-                        accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
-                        users.FirstOrDefault(a => a?.id == pmf.result.UserId)));
-                  return new ManualFillRow(data, _model.get_display_qty_divisor);
-               }
-            }
+            void add_imported_fills() =>
+               _placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
+                  pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
+                  accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
+                  users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
         } catch (Exception ex) {
            BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
         }
@@ -212,12 +212,12 @@
          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
            <DataGridTemplateColumn.CellTemplate>
              <DataTemplate>
-                <TextBlock Text="{Binding display_size}" VerticalAlignment="Center"/>
+                <TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
              </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
            <DataGridTemplateColumn.CellEditingTemplate>
              <DataTemplate>
-                <c:TickUpDownUInt MinWidth="40" Value="{Binding display_size, UpdateSourceTrigger=PropertyChanged}"/>
+                <c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
              </DataTemplate>
            </DataGridTemplateColumn.CellEditingTemplate>
          </DataGridTemplateColumn>
@@ -597,19 +597,19 @@ namespace mbts.spark {

      public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
         public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, UIntMinMaxState> filter)
-            : base(Columns.Size, "Qty", r => r.display_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }
+            : base(Columns.Size, "Qty", r => r.quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.display_quantity.ToString(), position, row_height,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, row_height,
               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
         public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, UIntMinMaxState> filter)
-            : base(Columns.Filled, "Filled Qty", r => r.display_filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }
+            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.display_filled_quantity.ToString(), position, row_height,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, row_height,
               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

@@ -1163,7 +1163,7 @@ namespace mbts.spark {

         public override FrameworkElement view_factory() {
            var tick_up_down = new TickUpDownNullableUIntCommit();
-            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_display_quantity));
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_quantity));
            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
            tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Enter, nameof(OrderBookRowVM.modify_order_quantity_andor_price)));
            tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Escape, nameof(OrderBookRowVM.revert_prospective_order_quantity_andor_price)));
@@ -4,6 +4,7 @@ using bts.api.orderman;
 using bts.collections;
 using bts.spark;
 using bts.utils;
+using bts.utils.csv;
 using mbts.ui;
 using mbts.ui.controls;
 using System;
@@ -11,6 +12,7 @@ using System.Collections.Generic;
 using System.ComponentModel;
 using System.Reactive.Linq;
 using System.Runtime.CompilerServices;
+using System.Linq;
 using System.Windows.Input;
 using System.Windows.Media;
 using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
@@ -29,16 +31,16 @@ namespace mbts.spark {
      int _depth_level;
      SecurityImmutable? _security => order_tuple.order.security;
      // for mini-ob 
-      DisplayQuantityMultiplier _prospective_qty_translator_backing;
-      uint _display_qty_divisor_backing;
-      bool _display_qty_divisor_dirty = true;
+      uint _prospective_quantity;
      double _prospective_price;
      Action<bool> _on_selection_changed;

      public OrderBookRowVM(OrderBookVM owner, OrderSecurityRootPair order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
         _owner = owner;
         this.order_tuple = order_tuple;
+         is_visible = !is_child;
         _is_expanded = is_expanded;
+         prospective_quantity = this.quantity;
         prospective_price = this.price;
         _on_selection_changed = on_selection_changed;
      }
@@ -60,6 +62,35 @@ namespace mbts.spark {
      public event Action<(OrderSecurityRootPair oldval, OrderSecurityRootPair newval)> updated;
      public event PropertyChangedEventHandler PropertyChanged;

+      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(
+               typeof(OrderBookRowVM), 
+               new string[] {
+                  nameof(security_text),
+                  nameof(symbol),
+                  nameof(time_created),
+                  nameof(last_change),
+                  nameof(user),
+                  nameof(account),
+                  nameof(exchange),
+                  nameof(time_in_force),
+                  nameof(order_type),
+                  nameof(root_algo_display_name),
+                  nameof(order_sub_type),
+                  nameof(side),
+                  nameof(quantity),
+                  nameof(filled_quantity),
+                  nameof(price),
+                  nameof(avg_price),
+                  nameof(last_price),
+                  nameof(piq),
+                  nameof(status),
+                  // last message (could contains commas, so skipping)
+                  nameof(security_key),
+                  nameof(order_key),
+                  nameof(parent_order_key),
+               });
+
      // Core
      public OrderSecurityRootPair order_tuple { get; private set; }
      public OrderRecordImmutable order => order_tuple.order.order;
@@ -95,18 +126,14 @@ namespace mbts.spark {
      public string last_price_text => _fmt_price(last_price);
      public string avg_price_text => _fmt_price(avg_price);
      public uint quantity => order.quantity();
-      public uint display_quantity => quantity.safe_divide(_display_qty_divisor);
      public uint filled_quantity => order.filled();
-      public uint display_filled_quantity => filled_quantity.safe_divide(_display_qty_divisor);
      public string last_msg => order.last_msg();
-      // piq
      public uint piq => order_tuple.order.piq ?? uint.MaxValue;
-      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.safe_divide(_display_qty_divisor).ToString();
-
+      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.ToString();
      public bool is_non_terminal => order.is_non_terminal();
      public bool is_attachable { get => _is_attachable; set => SetVisual(ref _is_attachable, value); }
      public bool is_detachable { get => _is_detachable; set => SetVisual(ref _is_detachable, value); }
-      public string filled_status_desc => order.filled_status_description(security.spec_or_default(), _display_qty_divisor);
+      public string filled_status_desc => order.filled_status_description(security.spec_or_default());

      // Root Algo
      public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
@@ -117,6 +144,7 @@ namespace mbts.spark {
      // Tree
      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
      public bool is_child => order.has_parent();
+      public bool is_visible { get; set; }
      public bool is_expanded {
         get => _is_expanded;
         set {
@@ -134,12 +162,12 @@ namespace mbts.spark {
         }
      }
      public uint prospective_quantity {
-         get => _prospective_qty_translator.actual_value;
-         set => _prospective_qty_translator.actual_value = value;
-      }
-      public uint prospective_display_quantity {
-         get => _prospective_qty_translator.display_value;
-         set => _prospective_qty_translator.display_value = value;
+         get => _prospective_quantity;
+         set {
+            if (Set(ref _prospective_quantity, value)) {
+               RaisePropertyChanged(nameof(is_qty_dirty));
+            }
+         }
      }
      public double prospective_price {
         get => _prospective_price;
@@ -229,29 +257,6 @@ namespace mbts.spark {
         }
      }

-      uint _display_qty_divisor {
-         get {
-            _sync_display_qty_if_dirty();
-            return _display_qty_divisor_backing;
-         }
-      }
-
-      IDisplayTranslator<uint> _prospective_qty_translator {
-         get {
-            if (_prospective_qty_translator_backing == null) {
-               _prospective_qty_translator_backing = new DisplayQuantityMultiplier {
-                  conversion_data = new QuantityConversionData(_display_qty_divisor, QuantityConversionData.OpType.DivideActual),
-                  actual_value = quantity
-               };
-               _prospective_qty_translator.value_changed += () =>
-                  RaisePropertyChanged(nameof(is_qty_dirty));
-            } else {
-               _sync_display_qty_if_dirty();
-            }
-            return _prospective_qty_translator_backing;
-         }
-      }
-
      #region IHierarchicalRow
      bool IHierarchicalRow.is_parent => is_parent;
      bool IHierarchicalRow.is_expanded => is_expanded;
@@ -295,35 +300,22 @@ namespace mbts.spark {
         if ((Columns.OrderType & dirty) != 0)
            RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
         // quantity
+         if ((Columns.Size & dirty) != 0) {
+            RaisePropertyChanged(nameof(quantity), nameof(is_qty_dirty));
+            // we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
+            // via the Mini OB update column mechanism (vs the EditableQty column)
+            // prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
+            // row will no longer match the filter
+            prospective_quantity = quantity;
+         }
         // price
         if ((Columns.Price & dirty) != 0) {
            RaisePropertyChanged(nameof(price));
            RaisePropertyChanged(nameof(is_price_dirty));
         }
         // security
-         if ((Columns.Security & dirty) != 0) {
-            _display_qty_divisor_dirty = true;
-            RaisePropertyChanged(
-               // security props
-               nameof(security),
-               nameof(security_text),
-               // qty props
-               nameof(display_quantity),
-               nameof(prospective_quantity),
-               nameof(prospective_display_quantity),
-               nameof(is_qty_dirty),
-               //
-               nameof(piq_text),
-               nameof(display_filled_quantity));
-         }
-         if ((Columns.Size & dirty) != 0) {
-            RaisePropertyChanged(nameof(quantity), nameof(display_quantity));
-            if (_prospective_qty_translator_backing != null)
-               _prospective_qty_translator_backing.actual_value = quantity;
-         }
-         if ((Columns.Filled & dirty) != 0) {
-            RaisePropertyChanged(nameof(filled_quantity), nameof(display_filled_quantity));
-         }
+         if ((Columns.Security & dirty) != 0)
+            RaisePropertyChanged(nameof(security), nameof(security_text));
         // badge fill
         if (old_order_tuple.order.meta?.badge_color != order_tuple.order.meta?.badge_color) {
            // invalidate by setting to null (will be re-instantiated in the public getter)
@@ -400,15 +392,6 @@ namespace mbts.spark {
         security.Value.ContractSpec.format(v) :
         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);

-      void _sync_display_qty_if_dirty() {
-         if (_display_qty_divisor_dirty) {
-            _display_qty_divisor_dirty = false;
-            _display_qty_divisor_backing = _owner.get_display_qty_divisor(security);
-            if (_prospective_qty_translator_backing != null)
-               _prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor_backing, QuantityConversionData.OpType.DivideActual);
-         }
-      }
-
      void RaisePropertyChanged(params string[] props) {
         var pc = PropertyChanged;
         if (pc == null)
@@ -447,7 +430,6 @@ namespace mbts.spark {
               Columns.LastMessage |
               Columns.Piq,
            filled_status_desc_mask =
-               Columns.Security |
               Columns.Filled |
               Columns.AvgFilled |
               Columns.Status;
@@ -51,7 +51,6 @@ namespace mbts.spark {
      readonly OrderParamsAggregator _selected_params_mon;
      readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
      readonly RightPanelModel _right_panel = new RightPanelModel();
-      readonly CustomStateSynchronizer _custom_state_sync;
      OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
      double
         _raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
@@ -125,8 +124,6 @@ namespace mbts.spark {
         _row_collection.CollectionChanged += _row_collection_CollectionChanged;
         _current_row = backing<OrderBookRowVM>(nameof(current_row));
         _columns.filter_changed += _on_filter_changed;
-         _custom_state_sync = new CustomStateSynchronizer(this);
-         // commands
         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
         var modify_selected_orders_async_cmd = new AsyncCommand(_modify_selected_orders_async, () => _selected_params_mon.all_active && order_mod_vm.is_dirty);
@@ -191,7 +188,6 @@ namespace mbts.spark {
               security_plurality = p;
               RaisePropertyChanged(nameof(security_plurality));
            }),
-            _current_row.Subscribe(_ => _custom_state_sync.sync()),
            orders_source.OnDispatcher().Subscribe(t => {
               if (_selected_rows.Count == 0) {
                  _cached_orders = t.state;
@@ -211,8 +207,6 @@ namespace mbts.spark {
                     }
                  }
               }
-               _custom_state_sync.sync(true);
-               orders_changed?.Invoke();
            }),
            model.on_orders_can_attach.OnDispatcher().Subscribe(table => {
               _cached_attachable = new MappedDictionary<uint, KeyValuePair<uint, bool>, bool>(table.state, kv => kv.Value);
@@ -381,7 +375,7 @@ namespace mbts.spark {
      }

      public event Action<OrderRecordImmutable?> selected_order_changed;
-      public event Action begin_attaching, end_attaching, orders_changed;
+      public event Action begin_attaching, end_attaching;
      public event Action<(IEnumerable, bool)> request_selection;

      public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
@@ -401,7 +395,6 @@ namespace mbts.spark {
         }
      }
      public OrderRecordImmutable? current_order => current_row?.order;
-      public ObservableCollection<NamedValueVM> current_algo_custom_state { get; } = new ObservableCollection<NamedValueVM>();
      public AlgoDefinitionVM algo_vm => order_mod_vm.algo_vm;
      public OrderParamsVM order_mod_vm { get; }
      public FillsVMContainer fills_vm { get; } = new FillsVMContainer();
@@ -481,28 +474,6 @@ namespace mbts.spark {
      public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
      public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
      public IObservable<bool> subscribe_show_order_params() => _show_order_params.observe_current(true);
-      public IObservable<OrderSecurityAlgo?> subscribe_single_selected_order() =>
-         Observable.Create<OrderSecurityAlgo?>(o => {
-            OrderSecurityAlgo? last_fired = null;
-            orders_changed += notify;
-            _current_row.Changed += on_current_row_changed;
-            notify();
-            return Disposable.Create(dispose);
-            // local methods
-            void notify() {
-               var next = current_row == null ? (OrderSecurityAlgo?)null : current_row.order_tuple.order;
-               if (next != last_fired)
-                  o.OnNext(last_fired = next);
-            }
-
-            void on_current_row_changed(OrderBookRowVM oldval, OrderBookRowVM newval) =>
-               notify();
-
-            void dispose() {
-               orders_changed -= notify;
-               _current_row.Changed -= on_current_row_changed;
-            }
-         });

      public void row_selection_changed(SelectionChangedEventArgs e) {
         try {
@@ -532,7 +503,6 @@ namespace mbts.spark {
            _can_attach_selected_orders.refresh();
            _can_detach_selected_orders.refresh();
            selected_order_changed?.Invoke(current_order);
-            _custom_state_sync.sync();
         } catch (Exception ex) {
            // [John]I observed a strange null-reference exception in this callback when the launcher was shutting down (see https://bluetradesys.atlassian.net/browse/SPARK-2089)
            Log.Ui.error($"[{nameof(OrderBookVM)}] Error handling selection change: {ex}");
@@ -639,9 +609,6 @@ namespace mbts.spark {

      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order.actual_order_type());

-      internal uint get_display_qty_divisor(SecurityImmutable? security) =>
-         _model.security_auxiliary_model.get_display_quantity_divisor(security);
-
      internal void show_order_modify(OrderBookRowVM row) =>
         _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);

@@ -756,52 +723,13 @@ namespace mbts.spark {
         }
      }

-      class CustomStateSynchronizer {
-         readonly OrderBookVM _vm;
-         OrderBookRowVM _synced_row;
-
-         public CustomStateSynchronizer(OrderBookVM vm) =>
-            _vm = vm;
-
-         public void sync(bool force_refresh = false) {
-            var row = _vm.current_row != null &&
-               _vm.selected_rows.Select(r => r.order_tuple.root.order.Key).Distinct().TryGetSingle(out uint droot) &&
-               _vm.current_row.order_tuple.root.order.Key == droot ?
-                  _vm.current_row : null;
-            if (force_refresh || row != _synced_row) {
-               _synced_row = row;
-               _refresh();
-            }
-         }
-
-         void _refresh() {
-            _vm.current_algo_custom_state.Clear();
-            if (_synced_row == null)
-               return;
-            var dcs = _synced_row.order.dynamic_custom_state();
-            // while dcs is not expected to be null, best to play it safe and double check.
-            if (dcs.is_null_or_empty()) {
-               var descendent_rows = _vm._row_collection.get_descendent_rows(_synced_row.order_key);
-               if (_vm._row_collection.filter != null)
-                  descendent_rows = descendent_rows.Where(child => _vm._row_collection.filter(child.order_tuple));
-               foreach (var dr in descendent_rows) {
-                  dcs = dr.order.dynamic_custom_state();
-                  if (!dcs.is_null_or_empty())
-                     break;
-               }
-            }
-            foreach (var p in dcs.empty_if_null().OrderBy(kv => kv.Key))
-               _vm.current_algo_custom_state.Add(new NamedValueVM(p.Key, DynamicOrderHelper.fmt_param(p.Value)));
-         }
-      }
-
      public class OrderParamsVM : DisposableViewModelBase {
         readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
         readonly OrderBookVM _owner;
         readonly Property<bool> _is_dirty;
         IRaiseCanExecuteChangedCommand _payup_bid_cmd, _payup_ask_cmd;
         IAlgoParamVM<double> _price_param;
-         AlgoParamVM<uint?> _size_param;
+         IAlgoParamVM<uint?> _size_param;
         AlgoParamPermissions
            _price_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write,
            _size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
@@ -838,9 +766,7 @@ namespace mbts.spark {
                     _price_param = null;
                     _size_param = null;
                  } else {
-                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size, EqualityComparer<uint?>.Default,
-                        to_display_value: v => v.HasValue ? v.Value / display_quantity_divisor : v,
-                        from_display_value: v => v.HasValue ? v.Value * display_quantity_divisor : v) {
+                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size) {
                        permissions = _size_permissions & _param_permissions
                     };
                     var price_param = new AlgoParamVM<double>("price", "Price", owner._selected_params_mon.price, spec?.tick_equality_comparer() ?? MathUtils.epsilon_eq_comparer) {
@@ -883,11 +809,10 @@ namespace mbts.spark {
            get => _security_md;
            set {
               if (Set(ref _security_md, value)) {
-                  RaisePropertyChanged(nameof(security), nameof(spec), nameof(display_quantity_divisor));
+                  RaisePropertyChanged(nameof(security), nameof(spec));
                  bbo.security_md = value;
                  _payup_bid_cmd.RaiseCanExecuteChanged();
                  _payup_ask_cmd.RaiseCanExecuteChanged();
-                  _size_param?.refresh_display_value();
               }
            }
         }
@@ -909,7 +834,6 @@ namespace mbts.spark {
         public AlgoDefinitionVM algo_vm { get; }
         public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
         public BBOVM bbo { get; }
-         public uint display_quantity_divisor => _owner.get_display_qty_divisor(security);
         public ICommand send_order { get; }
         public ICommand payup_bid_cmd => _payup_bid_cmd;
         public ICommand payup_ask_cmd => _payup_ask_cmd;
@@ -1,17 +1,15 @@
-using bts;
-using bts.api;
+using bts.api;
 using bts.api.orderman;
 using bts.shell;
 using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
+using bts.utils.csv;
 using bts.view;
 using mbts.persist;
-using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.extensions;
 using mbts.ui.spark;
-using mbts.ui.utilities;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
@@ -27,10 +25,7 @@ namespace mbts.spark {
      const string _window_type = "OrderBook", _default_title = "Order Book";
      readonly INotificationService _notification_service;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
-      readonly bool _can_edit_specific_algo_params;
      IDisposable _attachment_exit_sub;
-      // initialized in thread_init
-      List<IDisposable> _thread_init_resources;
      OrderBookStartupData _state;
      OrdersModel _model;
      OrderBookVM _vm;
@@ -40,14 +35,13 @@ namespace mbts.spark {
      SparkCommand[] _commands;

      public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
-         OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool can_edit_specific_algo_params)
+         OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
         : base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
         _model = model;
         _factory = factory;
         _notification_service = notification_service;
         _state = state;
         _settings_manager = settings_manager;
-         _can_edit_specific_algo_params = can_edit_specific_algo_params;
         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
      }

@@ -71,14 +65,12 @@ namespace mbts.spark {
      public string thread_id { get; }

      public override void Dispose() {
-         Disposable.dispose(_thread_init_resources);
+         _commands.OfType<IDisposable>().DisposeAll();
         Disposable.dispose(ref _attachment_exit_sub);
         Disposable.dispose(ref _vm);
      }

      public void thread_init() {
-         Log.assert(_thread_init_resources == null, $"{nameof(_thread_init_resources)} must be initialized in thread_init.");
-         _thread_init_resources = new List<IDisposable>();
         _menu_display_vm = new SparkMenuDisplayVM();
         if (_state != null)
            _menu_display_vm.load_from(_state.menu_display);
@@ -156,15 +148,6 @@ namespace mbts.spark {
            can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
         );
         recreate_selected_orders_command.group = CommandGroups.Modify;
-         ICommand edit_algo_params_cmd;
-         if (_can_edit_specific_algo_params) {
-            _thread_init_resources.Add(CommandHelper.bind_param_source(
-               new DialogCommand<OrderSecurityAlgo?, Window>(mk_algo_params_dialog, has_algo_params),
-               _vm.subscribe_single_selected_order(),
-               out edit_algo_params_cmd, true));
-         } else {
-            edit_algo_params_cmd = DelegateCommand.empty;
-         }

         var attach_selected_orders_command = new SparkCommandCommand(
            "Attach To Selected",
@@ -212,22 +195,15 @@ namespace mbts.spark {
         show_grid_settings_command.group = CommandGroups.Auxiliary;

         _commands = new SparkCommand[] {
-            // modify commands
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
            toggle_show_right_panel_command,
            attach_selected_orders_command,
            detach_selected_orders_command,
            recreate_selected_orders_command,
-            new SparkCommandCommand("Algo Params...", Icons.Algo, edit_algo_params_cmd) {
-               group = CommandGroups.Modify,
-               show_in_toolbar = false,
-               show_in_context_menu = _can_edit_specific_algo_params
-            },
-            // cancel commands
            cancel_selected_orders_command,
            cancel_buy_orders_command,
            cancel_sell_orders_command,
            cancel_all_orders_command,
-
            toggle_collapse_all_command,
            toggle_expand_all_command,
            show_grid_settings_command,
@@ -236,12 +212,9 @@ namespace mbts.spark {
            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),
            _menu_display_vm.spark_cmd
         };
-         _thread_init_resources.AddRange(_commands.OfType<IDisposable>());
-         _thread_init_resources.Add(_vm.as_demuxer()
-            .subscribe<bool>(nameof(OrderBookVM.show_right_panel))
-            .Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title()));
+         _vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.show_right_panel))
+            .Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title());
         _vm.selected_order_changed += vm_selected_order_changed;
-         _thread_init_resources.Add(Disposable.Create(() => _vm.selected_order_changed -= vm_selected_order_changed));
         // local methods
         string get_toggle_show_right_panel_cmd_title() =>
            _vm.show_right_panel ? OrderBookView.CommandDescriptions.HideRightPanel : OrderBookView.CommandDescriptions.ShowRightPanel;
@@ -263,36 +236,6 @@ namespace mbts.spark {
            attach_selected_orders_command.raiseCanExecuteChanged();
            detach_selected_orders_command.raiseCanExecuteChanged();
         }
-
-         bool has_algo_params(OrderSecurityAlgo? order) =>
-            order.HasValue && !OrderDataHelper.get_metadata(order.Value.algo.value.CustomCase).NoProps;
-
-         Window mk_algo_params_dialog(OrderSecurityAlgo? order) {
-            if (!has_algo_params(order))
-               return null;
-            var algo_def = AlgoDefinitionVM.create(_model, order.Value.algo, editing_permissions: AlgoEditingPermissions.AllowEditValues);
-            var algo_params_vm = new OrderBookAlgoParamsVM(algo_def, order.Value.order.is_non_terminal());
-            var dialog = new OrderBookAlgoParamsDialog {
-               Content = algo_params_vm
-            };
-            ui.WindowStyle.SetTitleContent(dialog, algo_def);
-            dialog.Closed += (s, e) => {
-               Disposable.dispose(ref algo_params_vm);
-               dialog = null;
-            };
-            algo_params_vm.RequestCommit += commit;
-            algo_params_vm.RequestClose += (s, e) => close_dialog();
-            return dialog;
-
-            void close_dialog() {
-               dialog?.Close();
-               dialog = null;
-            }
-            void commit(CustomOrderDefinitionImmutable value) {
-               _model.update_order(order.Value.order, new_algo: value).ignore();
-               close_dialog();
-            }
-         }
      }

      protected override void OnParentViewCreated(SparkWindowView parent_view) {
@@ -1,7 +1,6 @@
 using bts.api;
 using bts.shell.orderbook;
 using bts.spark;
-using mbts.config;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
@@ -16,11 +15,8 @@ namespace bts.shell {
      readonly INotificationServiceDataCache _notification_service_data_cache;
      readonly OrdersModel _model;
      readonly UserSettingsHub _settings_hub;
-      readonly OrderBookConfig _config;

      public OrderBookWindowFactory(IShellModule owner, IBus bus, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache, OrdersModel model, UserSettingsHub settings_hub) : base(owner, "SparkOrderBookWindow") {
-         var raw_config = Configuration.get<bts.config.OrderBookOptions>();
-         _config = new OrderBookConfig(raw_config.can_edit_specific_algo_params);
         _bus = bus;
         _notification_service = notification_service;
         _notification_service_data_cache = notification_service_data_cache;
@@ -33,8 +29,7 @@ namespace bts.shell {
         var settings_manager = new WindowSettingsManager<OrderBookGridSettings>(_settings_hub, state.grid_settings_wrapper(),
            us => us.order_book_grid ?? OrderBookStartupData.DefaultGrid,
            (us, s) => us.with(order_book_grid: s));
-         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state,
-            SparkCommands.ShowOrders.icon, settings_manager.as_non_shared(), _config.can_edit_specific_algo_params);
+         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state, SparkCommands.ShowOrders.icon, settings_manager.as_non_shared());
         return Task.FromResult<IShellWindow>(w);
      }

@@ -42,12 +37,5 @@ namespace bts.shell {
         var w = await load(startup_data);
         _bus.post(SparkTags.ShowWindow, w);
      }
-
-      readonly struct OrderBookConfig {
-         public readonly bool can_edit_specific_algo_params;
-
-         public OrderBookConfig(bool can_edit_specific_algo_params) =>
-            this.can_edit_specific_algo_params = can_edit_specific_algo_params;
-      }
   }
 }
@@ -1,40 +0,0 @@
-<Window
-  x:Class="bts.shell.orderbook.OrderBookAlgoParamsDialog"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:sp="clr-namespace:mbts.spark"
-  xmlns:ob="clr-namespace:bts.shell.orderbook"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  u:WindowStyle.SizeToContent="WidthAndHeight"
-  Margin="0"
-  Padding="0"
-  Style="{StaticResource BTSWindowTitleTemplate}"
->
-  <u:WindowStyle.TitleContentTemplate>
-    <DataTemplate DataType="{x:Type sp:AlgoDefinitionVM}">
-      <StackPanel HorizontalAlignment="Left" Orientation="Horizontal">
-        <usp:OrderTypeItem Margin="4,0" DisplayName="{Binding name, StringFormat='{}{0} Params'}" BadgeFill="{Binding badge_fill}"/>
-      </StackPanel>
-    </DataTemplate>
-  </u:WindowStyle.TitleContentTemplate>
-  <Window.ContentTemplate>
-    <DataTemplate DataType="{x:Type ob:OrderBookAlgoParamsVM}">
-      <Grid>
-        <Grid.RowDefinitions>
-          <RowDefinition Height="*"/>
-          <RowDefinition Height="Auto"/>
-        </Grid.RowDefinitions>
-        <usp:AlgoEditorGridView
-          Width="390"
-          Margin="5"
-          AlgoParamRows="{Binding param_rows}"
-          CanUserChangeAlgoRoot="False"
-        />
-        <c:DialogSkirt Grid.Row="1" RightItems="{Binding dialog_skirt}"/>
-      </Grid>
-    </DataTemplate>
-  </Window.ContentTemplate>
-</Window>
@@ -1,49 +0,0 @@
-using bts.api.orderman;
-using bts.collections;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.shell;
-using System;
-using System.Collections.Generic;
-using System.Windows;
-
-namespace bts.shell.orderbook {
-   /// <summary>
-   /// Interaction logic for OrderBookAlgoParamsDialog.xaml
-   /// </summary>
-   partial class OrderBookAlgoParamsDialog : Window {
-      public OrderBookAlgoParamsDialog() =>
-         InitializeComponent();
-   }
-
-   class OrderBookAlgoParamsVM : DisposableViewModelBase, IRequestViewClose {
-      readonly ObservableAggregateCollection<AlgoParamRowVM> _param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
-      readonly DialogSkirtItem _commit, _cancel;
-
-      public OrderBookAlgoParamsVM(AlgoDefinitionVM algo_definition, bool can_user_edit) {
-         this.algo_definition = algo_definition;
-         _dispose = AlgoParamRowsHelper.connect(algo_definition, _param_rows, false);
-         _commit = new DialogSkirtItem("OK", new DelegateCommand(commit, () => can_user_edit)) { is_default = true };
-         _cancel = new DialogSkirtItem("Cancel", new DelegateCommand(close)) { is_cancel = true };
-         // local methods
-         void commit() {
-            RequestCommit?.Invoke(new CustomOrderDefinitionImmutable(algo_definition.algo_root.created_assigned()));
-            close();
-         }
-         void close() => RequestClose?.Invoke(this, EventArgs.Empty);
-      }
-
-      public event EventHandler RequestClose;
-      public event Action<CustomOrderDefinitionImmutable> RequestCommit;
-
-      public AlgoDefinitionVM algo_definition { get; }
-      public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows => _param_rows;
-      public IEnumerable<DialogSkirtItem> dialog_skirt {
-         get {
-            yield return _commit;
-            yield return _cancel;
-         }
-      }
-   }
-}
@@ -62,7 +62,7 @@
        </Setter>
      </Style>
      <Style x:Key="{x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_actual_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="CommandParameter" Value="{Binding BestBidSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="ToolTip">
          <Setter.Value>
@@ -82,7 +82,7 @@
        </Setter>
      </Style>
      <Style x:Key="{x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_actual_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="CommandParameter" Value="{Binding BestAskSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="ToolTip">
          <Setter.Value>
@@ -101,7 +101,7 @@
          <TextBlock.Inlines>
            <Run Text="{Binding security, Mode=OneWay}" FontWeight="Bold"/>
            <Run Text="{Binding side, Mode=OneWay}" Foreground="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
-            <Run Text="{Binding display_quantity, Mode=OneWay}"/>
+            <Run Text="{Binding quantity, Mode=OneWay}"/>
            <Run>@</Run>
            <Run>
              <Run.Text>
@@ -484,7 +484,6 @@
          <Border Padding="12,12,12,6">
            <Grid>
              <Grid.RowDefinitions>
-                <RowDefinition Height="Auto"/>
                <RowDefinition Height="Auto"/>
                <RowDefinition Height="*"/>
              </Grid.RowDefinitions>
@@ -496,45 +495,7 @@
                AlgoParamRows="{Binding param_rows}"
                IsReadOnly="{Binding DataContext.can_user_modify_selected_orders, ElementName=Root, Converter={StaticResource NotConverter}}"
              />
-              <c:ExpanderToggleButton
-                x:Name="algo_state_toggle"
-                Grid.Row="1"
-                BorderThickness="0"
-                Content="Algo State"
-                HorizontalContentAlignment="Left"
-                Margin="0,4,0,0"
-                VerticalAlignment="Top"
-                Visibility="{Binding current_algo_custom_state.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-              />
-              <c:DIYGrid Grid.Row="1" Rows="{Binding current_algo_custom_state}" Margin="0,28,0,4">
-                <c:DIYGrid.Visibility>
-                  <MultiBinding>
-                    <MultiBinding.Converter>
-                      <cv:MultiValueConverterPipe>
-                        <cv:BooleanAndConverter/>
-                        <cv:BooleanToVisibilityConverter/>
-                      </cv:MultiValueConverterPipe>
-                    </MultiBinding.Converter>
-                    <Binding Path="current_algo_custom_state.Count" Mode="OneWay" Converter="{StaticResource IntNotZeroConverter}"/>
-                    <Binding Path="IsChecked" ElementName="algo_state_toggle"/>
-                  </MultiBinding>
-                </c:DIYGrid.Visibility>
-                <c:DIYGrid.Columns>
-                  <c:DIYGridColumnCollection>
-                    <c:DIYGridColumn id="Name" Header="Param" Width="176"/>
-                    <c:DIYGridColumn id="Value" Header="Value" Width="176"/>
-                  </c:DIYGridColumnCollection>
-                </c:DIYGrid.Columns>
-                <c:DIYGrid.RowTemplate>
-                  <DataTemplate>
-                    <Grid c:DIYGrid.SyncWithColumnGeometry="True">
-                      <c:TextCell c:DIYGrid.ColumnKey="Name" Text="{Binding name}"/>
-                      <c:TextCell c:DIYGrid.ColumnKey="Value" Text="{Binding value}"/>
-                    </Grid>
-                  </DataTemplate>
-                </c:DIYGrid.RowTemplate>
-              </c:DIYGrid>
-              <StackPanel Grid.Row="2" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="0,8,0,0" Orientation="Horizontal">
+              <StackPanel Grid.Row="1" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="0,8,0,0" Orientation="Horizontal">
                <Button x:Name="modify_orders_button" Command="{Binding modify_selected_orders_cmd}">
                  <Button.Margin>
                    <Thickness Right="{StaticResource DialogSkirtButtonPadding.Right}"/>
@@ -5,7 +5,6 @@ using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.spark.utilities;
-using mbts.ui;
 using mbts.ui.controls;
 using mbts.utils;
 using System;
@@ -141,18 +140,15 @@ namespace bts.shell.pnl {
      public PositionPriceSize summary =>
         new PositionPriceSize(long_data.working_total, long_data.avg_price, short_data.working_total, short_data.avg_price);

-      public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders, QuantityConversionData qty_conversion) =>
-         Create(orders.Select(o => (o, qty_conversion)));
+      public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders) =>
+         orders.Aggregate(Empty, (seed, order) => seed.Add(order));

-      public static WorkingOrderData Create(IEnumerable<(OrderRecordImmutable order, QuantityConversionData qty_conversion)> orders) =>
-         orders.Aggregate(Empty, (seed, tup) => seed.Add(tup.order, tup.qty_conversion));
-
-      public WorkingOrderData Add(OrderRecordImmutable order, QuantityConversionData qty_conversion) {
+      public WorkingOrderData Add(OrderRecordImmutable order) {
         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, qty_conversion), short_data);
-            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order, qty_conversion));
+            case Side.Buy: return new WorkingOrderData(long_data.Add(order), short_data);
+            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order));
            default: throw ExceptionBuilder.Argument.unexpected_case(order.side(), "order.side");
         }
      }
@@ -169,21 +165,18 @@ namespace bts.shell.pnl {
   }

   readonly struct WorkingOrderSideData {
-      public readonly double avg_price, display_avg_price;
-      public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, (OrderRecordImmutable order, QuantityConversionData qty_conversion)>> data;
+      public readonly double avg_price;
+      public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data;
      public readonly int working_total;
-      public readonly int display_working_total;

-      WorkingOrderSideData(double avg_price, int working_total, double display_avg_price, int display_working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>> data) {
+      WorkingOrderSideData(double avg_price, int working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data) {
         this.avg_price = avg_price;
         this.working_total = working_total;
-         this.display_avg_price = display_avg_price;
         this.data = data;
-         this.display_working_total = display_working_total;
      }

-      public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
-      public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(OrderDataHelper.PriceComparer));
+      public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
+      public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(OrderDataHelper.PriceComparer));

      public double top_price =>
         data.Count > 0 ?
@@ -192,35 +185,23 @@ namespace bts.shell.pnl {

      public int top_volume =>
         data.Count > 0 ?
-            data.Values.First().Values.Sum(o => o.order.working_quantity()) :
+            data.Values.First().Values.Sum(o => o.working_quantity()) :
            0;

-      public int display_top_volume =>
-         data.Count > 0 ?
-            data.Values.First().Values.Sum(o => o.qty_conversion.to_display(o.order.working_quantity())) :
-            0;
-
-      public WorkingOrderSideData Add(OrderRecordImmutable order_record) =>
-         Add(order_record, new QuantityConversionData());
-
-      public WorkingOrderSideData Add(OrderRecordImmutable order_record, QuantityConversionData qty_conversion) {
+      public WorkingOrderSideData Add(OrderRecordImmutable order_record) {
+         uint order = order_record.Key;
         int working_qty = order_record.working_quantity();
+         double price = order_record.price();
         if (working_qty <= 0)
            throw new ArgumentException(nameof(working_qty));
-         uint order = order_record.Key;
-         int dworking_qty = qty_conversion.to_display(working_qty);
-         double price = order_record.price();
         if (working_total == 0) {
-            Log.assert(display_working_total == 0);
-            return new WorkingOrderSideData(price, working_qty, display_avg_price, dworking_qty, data.Add(price, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>.Empty.Add(order, (order_record, qty_conversion))));
+            return new WorkingOrderSideData(price, working_qty, data.Add(price, ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
         } else return new WorkingOrderSideData(
              avg_price + ((price - avg_price) * ((double)working_qty / (working_total + working_qty))),
              working_total + working_qty,
-              display_avg_price + ((price - display_avg_price) * ((double)dworking_qty / (display_working_total + dworking_qty))),
-              display_working_total + dworking_qty,
              data.SetItem(price, data.TryGetValue(price, out var curr) ?
-                 curr.Add(order, (order_record, qty_conversion)) :
-                 ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>.Empty.Add(order, (order_record, qty_conversion))));
+                 curr.Add(order, order_record) :
+                 ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
      }

      public WorkingOrderSideData Remove(uint order, double price) {
@@ -229,30 +210,22 @@ namespace bts.shell.pnl {
            throw new KeyNotFoundException(nameof(price));
         if (!wdata.TryGetValue(order, out var worder))
            throw new KeyNotFoundException(nameof(order));
-         var wqty = worder.order.working_quantity();
-         var dwqty = worder.qty_conversion.to_display(wqty);
+         var wqty = worder.working_quantity();
         wdata = wdata.Remove(order);
         if (wdata.Count == 0)
            tmp_data = tmp_data.Remove(price);
         if (tmp_data.Count == 0)
-            return new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(data.KeyComparer));
+            return new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(data.KeyComparer));
         return new WorkingOrderSideData(
            avg_price - ((price - avg_price) * (wqty / (working_total - wqty))),
            working_total - wqty,
-            display_avg_price - ((price - display_avg_price) * (dwqty / (display_working_total - dwqty))),
-            display_working_total - dwqty,
            tmp_data);
      }

      public override string ToString() {
         if (data.Count > 0) {
            var best_order = data.Values.First().Values.First();
-            return OrderUtils.order_collection_summary(
-               best_order.order.price(),
-               display_avg_price,
-               best_order.qty_conversion.to_display(best_order.order.working_quantity()),
-               display_working_total,
-               SecurityDataHelper.Defaults.ContractSpecificationImmutable);
+            return OrderUtils.order_collection_summary(best_order.price(), avg_price, best_order.working_quantity(), working_total, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
         }
         return string.Empty;
      }
@@ -275,7 +248,6 @@ namespace bts.shell.pnl {

      public readonly PNLKey key;
      public readonly SecurityImmutable? security;
-      public readonly QuantityConversionData qty_conversion;
      public readonly string account_name;
      public readonly PNLCalculationType calc_type;
      public readonly PositionPriceSize day, raw_day, sod;
@@ -301,8 +273,7 @@ namespace bts.shell.pnl {
         WorkingOrderData? working = null,
         SecurityImmutable? security = null,
         string account_name = null,
-         PNLCalculationType calc_type = PNLCalculationType.Mid,
-         QuantityConversionData? qty_conversion = null) {
+         PNLCalculationType calc_type = PNLCalculationType.Mid) {
         //
         this.key = key;
         this.cpp = cpp;
@@ -317,7 +288,6 @@ namespace bts.shell.pnl {
         this.security = security;
         this.account_name = account_name;
         this.calc_type = calc_type;
-         this.qty_conversion = qty_conversion ?? new QuantityConversionData();
      }

      [Flags]
@@ -398,10 +368,6 @@ namespace bts.shell.pnl {
         MathUtils.weighted_average(
            sod_long_avg_price_delta_raw, sod.long_pos,
            sod_short_avg_price_delta_raw, sod.short_pos);
-      // display
-      public double display_sod_net_pos => qty_conversion.to_display(sod_net_pos);
-      public double display_sod_long_pos => qty_conversion.to_display(sod_long_pos);
-      public double display_sod_short_pos => qty_conversion.to_display(sod_short_pos);

      /// Day
      public double day_pnl => cpp *
@@ -429,19 +395,11 @@ namespace bts.shell.pnl {
         MathUtils.weighted_average(
            day_long_avg_price_delta_raw, day.long_pos,
            day_short_avg_price_delta_raw, day.short_pos);
-      // display
-      public double display_day_net_pos => qty_conversion.to_display(day_net_pos);
-      public double display_day_long_pos => qty_conversion.to_display(day_long_pos);
-      public double display_day_short_pos => qty_conversion.to_display(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;
-      // display
-      public double display_raw_day_net_pos => qty_conversion.to_display(raw_day_net_pos);
-      public double display_raw_day_long_pos => qty_conversion.to_display(raw_day_long_pos);
-      public double display_raw_day_short_pos => qty_conversion.to_display(raw_day_short_pos);

      /// Total
      public double total_pnl => DoubleUtil.nan_to_zero_sum(sod_pnl, day_pnl);
@@ -470,10 +428,6 @@ namespace bts.shell.pnl {
         MathUtils.weighted_average(
            total_long_avg_price_delta_raw, total_long_pos,
            total_short_avg_price_delta_raw, total_short_pos);
-      // display
-      public double display_total_net_pos => qty_conversion.to_display(total_net_pos);
-      public double display_total_long_pos => qty_conversion.to_display(total_long_pos);
-      public double display_total_short_pos => qty_conversion.to_display(total_short_pos);

      #region Working
      // long
@@ -499,10 +453,6 @@ namespace bts.shell.pnl {
         MathUtils.weighted_average(
            working_long_avg_price_delta_raw, working_long_pos,
            working_short_avg_price_delta_raw, working_short_pos);
-      // display
-      public double display_working_net_pos => qty_conversion.to_display(working_net_pos);
-      public double display_working_long_pos => qty_conversion.to_display(working_long_pos);
-      public double display_working_short_pos => qty_conversion.to_display(working_short_pos);
      #endregion

      WaterfallPriceFlags _waterfall_flags() {
@@ -558,8 +508,7 @@ namespace bts.shell.pnl {
         settlement_price.Equals(other.settlement_price) &&
         calc_type.Equals(other.calc_type) &&
         raw_day == other.raw_day &&
-         working.summary == other.working.summary &&
-         qty_conversion == other.qty_conversion;
+         working.summary == other.working.summary;

      public override bool Equals(object obj) =>
         obj is PNLRowData other && Equals(other);
@@ -574,7 +523,7 @@ namespace bts.shell.pnl {
   }

   static class PNLRowDataFactory {
-      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value, QuantityConversionData qty_conversion) t) =>
+      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value) t) =>
         new PNLRowData(new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
            t.value.CashValue,
            t.value.BidPrice,
@@ -586,8 +535,7 @@ namespace bts.shell.pnl {
            t.value.Pos.raw_day_pps(),
            WorkingOrderData.Empty,
            t.sec,
-            t.value.Pos.Account,
-            qty_conversion: t.qty_conversion);
+            t.value.Pos.Account);
   }

   static class PNLDataExtensions {
@@ -606,7 +554,6 @@ namespace bts.shell.pnl {
            working ?? pnl_data.working,
            security ?? pnl_data.security,
            account_name ?? pnl_data.account_name,
-            calc_type ?? pnl_data.calc_type,
-            qty_conversion: pnl_data.qty_conversion);
+            calc_type ?? pnl_data.calc_type);
   }
-}
+}
@@ -16,15 +16,7 @@ namespace bts.shell.pnl {
         decimal sod_long_pos,
         decimal sod_short_pos,
         decimal working_long_pos = 0,
-         decimal working_short_pos = 0,
-         decimal? display_day_long_pos = null,
-         decimal? display_day_short_pos = null,
-         decimal? display_raw_day_long_pos = null,
-         decimal? display_raw_day_short_pos = null,
-         decimal? display_sod_long_pos = null,
-         decimal? display_sod_short_pos = null,
-         decimal? display_working_long_pos = null,
-         decimal? display_working_short_pos = null) {
+         decimal working_short_pos = 0) {
         //
         this.day_pnl = day_pnl;
         this.day_long_pos = day_long_pos;
@@ -36,15 +28,6 @@ namespace bts.shell.pnl {
         this.sod_short_pos = sod_short_pos;
         this.working_long_pos = working_long_pos;
         this.working_short_pos = working_short_pos;
-         // display
-         this.display_day_long_pos = display_day_long_pos ?? day_long_pos;
-         this.display_day_short_pos = display_day_short_pos ?? day_short_pos;
-         this.display_raw_day_long_pos = display_raw_day_long_pos ?? raw_day_long_pos;
-         this.display_raw_day_short_pos = display_raw_day_short_pos ?? raw_day_short_pos;
-         this.display_sod_long_pos = display_sod_long_pos ?? sod_long_pos;
-         this.display_sod_short_pos = display_sod_short_pos ?? sod_short_pos;
-         this.display_working_long_pos = display_working_long_pos ?? working_long_pos;
-         this.display_working_short_pos = display_working_short_pos ?? working_short_pos;
      }

      // sod
@@ -52,48 +35,24 @@ namespace bts.shell.pnl {
      public decimal sod_long_pos { get; }
      public decimal sod_short_pos { get; }
      public decimal sod_net_pos => sod_long_pos - sod_short_pos;
-      // sod display
-      public decimal display_sod_long_pos { get; }
-      public decimal display_sod_short_pos { get; }
-      public decimal display_sod_net_pos => display_sod_long_pos - display_sod_short_pos;
-
      // day
      public decimal day_pnl { get; }
      public decimal day_long_pos { get; }
      public decimal day_short_pos { get; }
      public decimal day_net_pos => day_long_pos - day_short_pos;
-      // display
-      public decimal display_day_long_pos { get; }
-      public decimal display_day_short_pos { get; }
-      public decimal display_day_net_pos => display_day_long_pos - display_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;
-      // display
-      public decimal display_raw_day_long_pos { get; }
-      public decimal display_raw_day_short_pos { get; }
-      public decimal display_raw_day_net_pos => display_raw_day_long_pos - display_raw_day_short_pos;
-
      // total
      public decimal total_pnl => sod_pnl + day_pnl;
      public decimal total_net_pos => total_long_pos - total_short_pos;
      public decimal total_long_pos => sod_long_pos + day_long_pos;
      public decimal total_short_pos => sod_short_pos + day_short_pos;
-      // display
-      public decimal display_total_long_pos => display_sod_long_pos + display_day_long_pos;
-      public decimal display_total_short_pos => display_sod_short_pos + display_day_short_pos;
-      public decimal display_total_net_pos => display_total_long_pos - display_total_short_pos;
-
      // working
      public decimal working_long_pos { get; }
-      public decimal working_short_pos { get; }
      public decimal working_net_pos => working_long_pos - working_short_pos;
-      // display
-      public decimal display_working_long_pos { get; }
-      public decimal display_working_short_pos { get; }
-      public decimal display_working_net_pos => display_working_long_pos - display_working_short_pos;
+      public decimal working_short_pos { get; }

      public bool Equals(PNLNormalizedData other) =>
         day_pnl == other.day_pnl &&
@@ -105,17 +64,6 @@ namespace bts.shell.pnl {
         sod_long_pos == other.sod_long_pos &&
         sod_short_pos == other.sod_short_pos &&
         working_long_pos == other.working_long_pos &&
-         working_short_pos == other.working_short_pos &&
-         // display
-         sod_long_pos == other.sod_long_pos &&
-         sod_short_pos == other.sod_short_pos &&
-         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 &&
-         total_long_pos == other.total_long_pos &&
-         total_short_pos == other.total_short_pos &&
-         working_long_pos == other.working_long_pos &&
         working_short_pos == other.working_short_pos;

      public override bool Equals(object obj) =>
@@ -154,16 +102,7 @@ namespace bts.shell.pnl {
            a.sod_long_pos + b.sod_long_pos,
            a.sod_short_pos + b.sod_short_pos,
            a.working_long_pos + b.working_long_pos,
-            a.working_short_pos + b.working_short_pos,
-            // display
-            a.display_day_long_pos + b.display_day_long_pos,
-            a.display_day_short_pos + b.display_day_short_pos,
-            a.display_raw_day_long_pos + b.display_raw_day_long_pos,
-            a.display_raw_day_short_pos + b.display_raw_day_short_pos,
-            a.display_sod_long_pos + b.display_sod_long_pos,
-            a.display_sod_short_pos + b.display_sod_short_pos,
-            a.display_working_long_pos + b.display_working_long_pos,
-            a.display_working_short_pos + b.display_working_short_pos);
+            a.working_short_pos + b.working_short_pos);

      public static PNLNormalizedData operator -(PNLNormalizedData a, PNLNormalizedData b) =>
         new PNLNormalizedData(
@@ -176,15 +115,6 @@ namespace bts.shell.pnl {
            a.sod_long_pos - b.sod_long_pos,
            a.sod_short_pos - b.sod_short_pos,
            a.working_long_pos - b.working_long_pos,
-            a.working_short_pos - b.working_short_pos,
-            // display
-            a.display_day_long_pos - b.display_day_long_pos,
-            a.display_day_short_pos - b.display_day_short_pos,
-            a.display_raw_day_long_pos - b.display_raw_day_long_pos,
-            a.display_raw_day_short_pos - b.display_raw_day_short_pos,
-            a.display_sod_long_pos - b.display_sod_long_pos,
-            a.display_sod_short_pos - b.display_sod_short_pos,
-            a.display_working_long_pos - b.display_working_long_pos,
-            a.display_working_short_pos - b.display_working_short_pos);
+            a.working_short_pos - b.working_short_pos);
   }
 }
@@ -14,7 +14,7 @@ namespace bts.shell.pnl {
      public readonly DIYGridAnimationModel<PNLView.Columns, TRow> animation_model = new DIYGridAnimationModel<PNLView.Columns, TRow>(TimeSpan.FromSeconds(0.3));

      static readonly Func<WorkingOrderSideData, string> _fmt_working_order_data =
-         d => OrderUtils.order_collection_summary(d.top_price, d.display_top_volume, d.display_working_total);
+         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);        
@@ -31,40 +31,40 @@ namespace bts.shell.pnl {
         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_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.display_sod_net_pos);
-         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.display_sod_long_pos);
+         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.display_sod_short_pos);
+         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.display_day_net_pos);
-         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.display_day_long_pos);
+         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.display_day_short_pos);
+         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.display_raw_day_net_pos);
-         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.display_raw_day_long_pos);
-         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.display_raw_day_short_pos);
+         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.display_working_net_pos);
+         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.display_total_net_pos);
-         total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.display_total_long_pos);
+         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.display_total_short_pos);
+         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);
@@ -112,16 +112,7 @@ namespace bts.shell.pnl {
                  sod_long,
                  sod_short,
                  DoubleUtil.round_to_decimal(data.working_long_pos),
-                  DoubleUtil.round_to_decimal(data.working_short_pos),
-                  // display
-                  DoubleUtil.round_to_decimal(data.display_day_long_pos),
-                  DoubleUtil.round_to_decimal(data.display_day_short_pos),
-                  DoubleUtil.round_to_decimal(data.display_raw_day_long_pos),
-                  DoubleUtil.round_to_decimal(data.display_raw_day_short_pos),
-                  DoubleUtil.round_to_decimal(data.display_sod_long_pos),
-                  DoubleUtil.round_to_decimal(data.display_sod_short_pos),
-                  DoubleUtil.round_to_decimal(data.display_working_long_pos),
-                  DoubleUtil.round_to_decimal(data.display_working_short_pos));
+                  DoubleUtil.round_to_decimal(data.working_short_pos));
               if (_normalized_data != nd) {
                  _normalized_data = nd;
                  updated?.Invoke(nd);
@@ -215,4 +206,4 @@ namespace bts.shell.pnl {
      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}";
   }
-}
+}
@@ -112,27 +112,27 @@ namespace bts.shell.pnl {
         });
         // 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.display_sod_net_pos);
-         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.display_sod_long_pos);
-         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.display_sod_short_pos);
+         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.display_day_net_pos);
-         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.display_day_long_pos);
-         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.display_day_short_pos);
+         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.display_raw_day_net_pos);
-         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.display_raw_day_long_pos);
-         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.display_raw_day_short_pos);
+         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.display_total_net_pos);
-         total_long_pos = _cell_map.add(ColumnKeys.TotalLongPos, d => d.display_total_long_pos);
-         total_short_pos = _cell_map.add(ColumnKeys.TotalShortPos, d => d.display_total_short_pos);
+         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.display_working_net_pos);
-         working_long_pos = _cell_map.add(ColumnKeys.WorkingLongPos, d => d.display_working_long_pos);
-         working_short_pos = _cell_map.add(ColumnKeys.WorkingShortPos, d => d.display_working_short_pos);
+         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);
@@ -10,7 +10,6 @@ namespace mbts.spark {
   class AlgoParamVM<T> : IAlgoParamVM<T>, INotifyPropertyChanged, ITemplateSelectorKey {
      readonly IEqualityComparer<T> _comparer;
      readonly string _template_key;
-      readonly Func<T, T> _to_display_value, _from_display_value;
      AlgoParamPermissions _permissions;
      bool _is_enabled, _has_value;
      T _committed_value, _value;
@@ -21,15 +20,13 @@ namespace mbts.spark {
      public AlgoParamVM(string id, string display_name, T value, string template_key = null)
         : this(id, display_name, value, EqualityComparer<T>.Default, template_key) { }

-      public AlgoParamVM(string id, string display_name, T value, IEqualityComparer<T> comparer, string template_key = null, Func<T, T> to_display_value = null, Func<T, T> from_display_value = null) {
+      public AlgoParamVM(string id, string display_name, T value, IEqualityComparer<T> comparer, string template_key = null) {
         this.id = id;
         this.display_name = display_name;
         _value = value;
         _committed_value = value;
         _comparer = comparer;
         _template_key = template_key;
-         _to_display_value = to_display_value;
-         _from_display_value = from_display_value;
      }

      public event PropertyChangedEventHandler PropertyChanged;
@@ -46,10 +43,6 @@ namespace mbts.spark {
               _toggle_is_dirty();
         }
      }
-      public T display_value {
-         get => _to_display_value == null ? value : _to_display_value(value);
-         set => this.value = _from_display_value == null ? value : _from_display_value(value);
-      }
      public AlgoParamPermissions permissions {
         get => _permissions;
         set {
@@ -61,7 +54,6 @@ namespace mbts.spark {
      public bool has_value { get => _has_value; set => _set(ref _has_value, value); }
      public bool is_dirty { get; private set; }
      object IAlgoParamVM.value { get => value; set => this.value = (T)value; }
-      object IAlgoParamVM.display_value { get => display_value; set => display_value = (T)value; }

      string ITemplateSelectorKey.key => _template_key;

@@ -72,9 +64,6 @@ namespace mbts.spark {
         }
      }

-      public void refresh_display_value() =>
-         PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(display_value)));
-
      public IObservable<T> subscribe_value() {
         return Observable.Create<T>(o => {
            o.OnNext(_value);
@@ -124,7 +113,6 @@ namespace mbts.spark {
            value_changed(_value, _value = new_value);
         }
         PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(value)));
-         PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(nameof(display_value)));
      }

      void _toggle_is_dirty() {
@@ -18,7 +18,6 @@ namespace mbts.spark {
      readonly Property<TimeInForce> _current_time_in_force;
      readonly Property<CustomOrderDefinition.CustomOneofCase> _current_order_type;
      readonly Property<bool> _price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty;
-      uint _display_quantity_divisor = 1;

      public ExistingOrderTicketVM(OrdersModel model, IObservable<(SecurityMD? security_md, OrderRecordImmutable order)> order_source, IObservable<int[]> calculator_buttons) {
         uint? key = null;
@@ -41,7 +40,7 @@ namespace mbts.spark {
            (val, curr) => !double.IsNaN(val) && val != curr));
         _size_dirty = backing(
            nameof(size_dirty),
-            size_calculator.observe_actual_value()
+            size_calculator.observe_current(true)
            .CombineLatest(_current_size.observe_current(true),
            (val, curr) => val.HasValue && val.Value != curr));
         _account_dirty = backing(
@@ -84,17 +83,14 @@ namespace mbts.spark {
         _dispose = Disposable.Create(
            size_calculator,
            properties_vm,
-            security_md_source.OnDispatcher().Subscribe(smd => {
-               bbo.security_md = smd;
-               display_quantity_divisor = model.security_auxiliary_model.get_display_quantity_divisor(smd.security);
-            }),
+            security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
            bbo,
            order_source.OnDispatcher().Subscribe(ort => {
               key = ort.order.Key;
               if (DoubleHelper.IsNaNOrInfinity(price))
                  price = ort.order.State.Price;
               if (!size_calculator.value.HasValue || !size_calculator.value_setter_called)
-                  size_calculator.bypass_value_setter(ort.order.State.Quantity, true);
+                  size_calculator.bypass_value_setter(ort.order.State.Quantity);
            }),
            Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).OnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
            _price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().OnDispatcher().Subscribe(modify_order));
@@ -108,13 +104,6 @@ namespace mbts.spark {
      public OrderPropertiesEditorVM properties_vm { get; }
      public double price { get => _price.Value; set => _price.Value = value; }
      public CalculatorLogic size_calculator { get; }
-      public uint display_quantity_divisor {
-         get => _display_quantity_divisor;
-         private set {
-            Set(ref _display_quantity_divisor, value);
-            size_calculator.display_divisor = value;
-         }
-      }
      public double current_price => _current_price.Value;
      public uint current_size => _current_size.Value;
      public AccountTuple current_account => _current_account.Value;
@@ -148,4 +137,4 @@ namespace mbts.spark {
         if (_order_type_dirty.Value) yield return "type";
      }
   }
-}
+}
@@ -31,7 +31,6 @@ namespace mbts.spark {

   class NewOrderTicketVM : DisposableViewModelBase, IRequestViewClose {
      readonly Property<SecurityImmutable> _security;
-      uint _display_quantity_divisor = 1;

      public NewOrderTicketVM(OrdersModel model, SecurityMD security_md, OrderDefinitionImmutable def, double price, uint size, IObservable<int[]> calculator_buttons)
         : this(model, Observable.Return(security_md), Observable.Return(new InlineOrderTicketProperties(model, def, price, size)), calculator_buttons) { }
@@ -62,10 +61,7 @@ namespace mbts.spark {
         set_price_command = new DelegateCommand<double>(set_price);
         _dispose = Disposable.Create(
            bbo,
-            security_md_source.OnDispatcher().Subscribe(smd => {
-               bbo.security_md = smd;
-               display_quantity_divisor = model.security_auxiliary_model.get_display_quantity_divisor(smd.security);
-            }),
+            security_md_source.OnDispatcher().Subscribe(smd => bbo.security_md = smd),
            size_calculator = new CalculatorLogic(0, calculator_buttons),
            props_source.OnDispatcher().Subscribe(p => on_props(p.price, p.size))
         );
@@ -87,13 +83,6 @@ namespace mbts.spark {
      public SecurityImmutable security => _security.Value;
      public double price { get; set; }
      public CalculatorLogic size_calculator { get; }
-      public uint display_quantity_divisor {
-         get => _display_quantity_divisor;
-         private set {
-            Set(ref _display_quantity_divisor, value);
-            size_calculator.display_divisor = value;
-         }
-      }
      public OrderPropertiesEditorVM properties_vm { get; }
      public BBOVM bbo { get; }
      public bool close_on_send { get; set; }
@@ -653,54 +653,25 @@ namespace mbts.spark.utilities {
            return def;
         }
      }
+      
+      static CustomOrderDefinition.CustomOneofCase[] algo_config(
+         Func<bts.config.AlgoPermissions, List<string>> selector)
+      {
+         var conf = mbts.config.Configuration.get<bts.config.AlgoPermissions>();
+         return selector(conf).Select(x => 
+         {
+            return (CustomOrderDefinition.CustomOneofCase)System.Enum.Parse(typeof(CustomOrderDefinition.CustomOneofCase), x, true);
+         }).ToArray();
+      }

      public static readonly CustomOrderDefinition.CustomOneofCase[]

         // exchange_order_types are the types which can be submitted on an exchange security
-         exchange_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Market,
-            CustomOrderDefinition.CustomOneofCase.Limit,
-            CustomOrderDefinition.CustomOneofCase.Stop,
-            CustomOrderDefinition.CustomOneofCase.StopLimit,
-            CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
-            CustomOrderDefinition.CustomOneofCase.Iceberg,
-            CustomOrderDefinition.CustomOneofCase.Lean,
-            CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover,
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Offset,
-            CustomOrderDefinition.CustomOneofCase.Splitter,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
-         },
-         spreader_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Spreader,
-            CustomOrderDefinition.CustomOneofCase.Iceberg,
-            CustomOrderDefinition.CustomOneofCase.Lean,
-            CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover, 
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Splitter,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
-         },
-         attachable_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Iceberg,
-            CustomOrderDefinition.CustomOneofCase.Lean,
-            CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover,
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Offset,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
-         },
-         outright_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Market,
-            CustomOrderDefinition.CustomOneofCase.Limit,
-            CustomOrderDefinition.CustomOneofCase.Stop,
-            CustomOrderDefinition.CustomOneofCase.StopLimit,
-            CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
-         };
+         exchange_order_types = algo_config(x => x.exchange_order_types),
+         spreader_order_types = algo_config(x => x.spreader_order_types),
+         attachable_order_types = algo_config(x => x.attachable_order_types),
+         outright_order_types = algo_config(x => x.outright_order_types);
+         
      public static readonly CustomOrderDefinition.CustomOneofCase[] all_order_types = exchange_order_types.Union(spreader_order_types).ToArray();

      public static void copy_values(CustomOrderDefinitionImmutable source, ref CustomOrderDefinition target) =>
@@ -85,7 +85,7 @@
        usp:OrderModificationControl.IsDirty="{Binding size_dirty, FallbackValue={x:Null}}"
        CommitOnEnter="True"
        Focusable="False"
-        Value="{Binding size_calculator.display_value}"
+        Value="{Binding size_calculator.value}"
      />
    </Grid>
    <Grid Grid.Column="2">
@@ -114,26 +114,15 @@
        <ColumnDefinition/>
      </Grid.ColumnDefinitions>
      <Button
-        Command="{Binding size_calculator.set_actual_value_command}"
-        CommandParameter="{Binding bbo.bid_size}"
-        Foreground="{u:BTSColor MarketData.bid}"
-      >
-        <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
-          <Binding Path="bbo.bid_size"/>
-          <Binding Path="display_quantity_divisor"/>
-        </MultiBinding>
-      </Button>
+        Content="{Binding bbo.bid_size}" Command="{Binding size_calculator.set_value_command}"
+        CommandParameter="{Binding bbo.bid_size}" Foreground="{u:BTSColor MarketData.bid}"
+      />
      <Button
        Grid.Column="2"
-        Command="{Binding size_calculator.set_actual_value_command}"
+        Content="{Binding bbo.ask_size}" Command="{Binding size_calculator.set_value_command}"
        CommandParameter="{Binding bbo.ask_size}"
        Foreground="{u:BTSColor MarketData.ask}"
-      >
-        <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
-          <Binding Path="bbo.ask_size"/>
-          <Binding Path="display_quantity_divisor"/>
-        </MultiBinding>
-      </Button>
+      />
    </Grid>
    <Grid Grid.Row="4" Grid.RowSpan="3">
      <Grid.RowDefinitions>
@@ -150,18 +139,9 @@
        <ItemsControl.ItemTemplate>
          <DataTemplate>
            <Button
-              Margin="2,4,2,0"
-              Content="{Binding}"
-              Focusable="False"
+              Margin="2,4,2,0" Content="{Binding}" Focusable="False" CommandParameter="{Binding}"
              Command="{Binding Path=DataContext.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}"
-            >
-              <Button.CommandParameter>
-                <MultiBinding Converter="{x:Static cv:DynamicDoubleMultiplierConverter.Instance}">
-                  <Binding/>
-                  <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:OrderModificationControl}"/>
-                </MultiBinding>
-              </Button.CommandParameter>
-            </Button>
+            />
          </DataTemplate>
        </ItemsControl.ItemTemplate>
      </ItemsControl>
@@ -1,16 +1,13 @@
-<Window
-  x:Class="mbts.ui.spark.OrderTicket"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  u:WindowStyle.SizeToContent="WidthAndHeight"
-  u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
-  Style="{StaticResource BTSWindowTitleTemplate}"
->
+<Window x:Class="mbts.ui.spark.OrderTicket"
+        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+        xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
+        xmlns:u="clr-namespace:mbts.ui"
+        xmlns:usp="clr-namespace:mbts.ui.spark"
+        xmlns:sys="clr-namespace:System;assembly=mscorlib"
+        u:WindowStyle.SizeToContent="WidthAndHeight"
+        u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
+        Style="{StaticResource BTSWindowTitleTemplate}">
  <Window.Resources>
    <ResourceDictionary>
      <ResourceDictionary.MergedDictionaries>
@@ -126,12 +123,7 @@
      <TextBlock>
        <TextBlock.Inlines>
          <Run Text="{Binding security, Mode=OneWay}" FontWeight="Bold"/>
-          <Run Foreground="{u:BTSColor MarketData.bid}" FontSize="10">
-            <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}" Mode="OneWay" StringFormat="({0})">
-              <Binding Path="bid_size" Mode="OneWay"/>
-              <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:OrderTicket}"/>
-            </MultiBinding>
-          </Run>
+          <Run Foreground="{u:BTSColor MarketData.bid}" FontSize="10" Text="{Binding bid_size, Mode=OneWay, StringFormat='{}({0})'}"/>
          <Run Foreground="{u:BTSColor MarketData.bid}" FontWeight="Bold">
            <Run.Text>
              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
@@ -148,12 +140,7 @@
              </MultiBinding>
            </Run.Text>
          </Run>
-          <Run Foreground="{u:BTSColor MarketData.ask}" FontSize="10">
-            <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}" Mode="OneWay" StringFormat="({0})">
-              <Binding Path="ask_size" Mode="OneWay"/>
-              <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:OrderTicket}"/>
-            </MultiBinding>
-          </Run>
+          <Run Foreground="{u:BTSColor MarketData.ask}" FontSize="10" Text="{Binding ask_size, Mode=OneWay, StringFormat='{}({0})'}"/>
        </TextBlock.Inlines>
      </TextBlock>
    </DataTemplate>
@@ -23,32 +23,6 @@ namespace mbts.spark {

      public IEnumerable<string> dynamic_types => _dynamic_types.DynamicOrderDesc.Select(d => d.DynamicOrderType);

-      public static string fmt_param(DynamicOrderParam dyn_param) {
-         if (dyn_param == null)
-            return null;
-         switch (dyn_param.ValueCase) {
-            case DynamicOrderParam.ValueOneofCase.AsArray:
-               return string.Join(", ", dyn_param.AsArray.Element.Select(fmt_param));
-            case DynamicOrderParam.ValueOneofCase.AsBool:
-               return dyn_param.AsBool.ToString();
-            case DynamicOrderParam.ValueOneofCase.AsDouble:
-               return dyn_param.AsDouble.ToString();
-            case DynamicOrderParam.ValueOneofCase.AsEnumerated:
-               return dyn_param.AsEnumerated.EnumValue;
-            case DynamicOrderParam.ValueOneofCase.AsInt32:
-               return dyn_param.AsInt32.ToString();
-            case DynamicOrderParam.ValueOneofCase.AsQuantity:
-               return dyn_param.AsQuantity.ToString();
-            case DynamicOrderParam.ValueOneofCase.AsString:
-               return dyn_param.AsString;
-            default:
-               // implement additional cases as needed
-               // (as of 4/17/20, this method is only used to format
-               // dynamic orders' CustomState params in the orderbook)
-               return $"({dyn_param.ValueCase})";
-         }
-      }
-
      public void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs, Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory) {
         foreach (var d in _dynamic_types.DynamicOrderDesc) {
            var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
@@ -33,7 +33,7 @@ namespace mbts.spark
         {
            return;
         } 
-         var ev = fd.EnumType.Values.FirstOrDefault(x => x.Name == value)?.Number;
+         var ev = fd.EnumType.Values.First(x => x.Name == value)?.Number;
         if(ev.HasValue)
            fd.Accessor.SetValue(message, ev.Value);
      }
@@ -28,15 +28,17 @@ namespace mbts.spark
      where TMutable : class, IMessage, new() 
   {
      TMutable _message;
+      readonly protected Func<IMessage, IMessage> _message_override;

-      protected GenericOrderParamVM(FieldDescriptor descriptor)
+      protected GenericOrderParamVM(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null)
      {
         _message = new TMutable();
+         _message_override = message_override;
         this.descriptor = descriptor;
      }

      public FieldDescriptor descriptor { get; set; }
-      public Google.Protobuf.IMessage message 
+      public virtual Google.Protobuf.IMessage message 
      {
         get => _message;
         set 
@@ -53,11 +55,12 @@ namespace mbts.spark
      where TMutable : class, IMessage, new()
   {
      readonly Func<TModel, TView> _convert;
-      readonly Func<TView, TModel> _convert_back;
+      readonly Func<TView, TModel> _convert_back;      
      TView _value;

-      public GenericOrderParamVM(FieldDescriptor field_descriptor, Func<TModel, TView> convert, Func<TView, TModel> convert_back) : 
-         base(field_descriptor) 
+      public GenericOrderParamVM(FieldDescriptor field_descriptor, Func<TModel, TView> convert, 
+                                 Func<TView, TModel> convert_back, Func<IMessage, IMessage> message_override = null) : 
+         base(field_descriptor, message_override) 
      {
         _convert = convert;
         _convert_back = convert_back;
@@ -68,7 +71,8 @@ namespace mbts.spark
         get => _value;
         set 
         {
-            this.descriptor.Accessor.SetValue(this.message, _convert_back(_value = value));
+            this.descriptor.Accessor.SetValue( _message_override == null ? this.message : _message_override(this.message), 
+                                              _convert_back(_value = value));
            RaisePropertyChanged();
         }
      }
@@ -84,7 +88,7 @@ namespace mbts.spark

      protected override void on_param_changed() 
      {
-         _value = _convert(ConvertUtils.try_convert<TModel>(this.descriptor.Accessor.GetValue(this.message)));
+         _value = _convert(ConvertUtils.try_convert<TModel>(this.descriptor.Accessor.GetValue(_message_override == null ? this.message : _message_override(this.message))));
         RaisePropertyChanged(nameof(value));
      }
   }
@@ -92,8 +96,8 @@ namespace mbts.spark
   class GenericOrderEnumeratedVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<string>
      where TMutable : class, IMessage, new()   
   {
-      public GenericOrderEnumeratedVM(FieldDescriptor descriptor)
-         : base(descriptor)
+      public GenericOrderEnumeratedVM(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null)
+         : base(descriptor, message_override)
      {
         elements = new ObservableCollection<string>(_get_elements(descriptor));
      }
@@ -102,11 +106,13 @@ namespace mbts.spark

      public string selected_element 
      {
-         get => GenericOrderHelper.get_enumerated_value(message, descriptor);
+         get => GenericOrderHelper.get_enumerated_value(_message_override == null ? this.message : _message_override(this.message),
+                                                        descriptor);
         set 
         {
            var orig = selected_element;
-            GenericOrderHelper.set_enumerated_value(message, descriptor, value);
+            GenericOrderHelper.set_enumerated_value(_message_override == null ? this.message : _message_override(this.message), 
+                                                    descriptor, value);
            if (selected_element != orig)
               RaisePropertyChanged();
         }
@@ -148,22 +154,23 @@ namespace mbts.spark
   class GenericOrderQuantityVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<QuantityMeasureImmutable?>
      where TMutable : class, IMessage, new()
   {
-      public GenericOrderQuantityVM(FieldDescriptor descriptor)
-         : base(descriptor) { }
+      public GenericOrderQuantityVM(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null)
+         : base(descriptor, message_override) { }

      QuantityMeasureImmutable? IGenericOrderParamVM<QuantityMeasureImmutable?>.value { get => quantity; set => quantity= value; }
      public QuantityMeasureImmutable? quantity 
      {
-         get => GenericOrderHelper.get_quantity_value(message, descriptor);
+         get => GenericOrderHelper.get_quantity_value(_message_override == null ? this.message : _message_override(this.message), 
+                                                      descriptor);
         set 
         {
            var orig = quantity;
-            GenericOrderHelper.set_quantity_value(message, descriptor, value);
+            GenericOrderHelper.set_quantity_value(_message_override == null ? this.message : _message_override(this.message), 
+                                                  descriptor, value);
            if (quantity != orig)
               RaisePropertyChanged();
         }
      }      
-
      public IObservable<QuantityMeasureImmutable?> subscribe_value() 
      {
         return Observable.Create<QuantityMeasureImmutable?>(o =>
@@ -174,10 +181,9 @@ namespace mbts.spark
               o.OnNext(quantity);
         });
      }
-
      protected override void on_param_changed()
      {
         RaisePropertyChanged(nameof(quantity));
      }
-   }   
+   }
 }
@@ -2,6 +2,7 @@
 using bts.api;
 using bts.api.orderman;
 using bts.collections;
+using bts.spark;
 using Google.Protobuf;
 using Google.Protobuf.Reflection;
 using mbts.collections;
@@ -14,19 +15,21 @@ using System.Collections.ObjectModel;
 using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Reflection;
 using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;

 namespace mbts.spark {
-   static partial class OrderTypeVMFactory {
-      internal class GenericOrderFactory {
-         static public IAlgoVM create_vm(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions) {
+   static partial class OrderTypeVMFactory 
+   {
+      internal class GenericOrderFactory
+      {
+         static public IAlgoVM create_vm(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions)
+         {
            var prop = typeof(CustomOrderDefinition).GetProperty(algo_type.ToString(),
-               BindingFlags.Instance | BindingFlags.Public);
+               System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
            var rt = prop.PropertyType;

            var propi = typeof(CustomOrderDefinitionImmutable).GetProperty(algo_type.ToString(),
-               BindingFlags.Instance | BindingFlags.Public);
+               System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
            var rti = propi.PropertyType;

            var vmt = typeof(GenericOrderVM<,>);
@@ -35,33 +38,38 @@ namespace mbts.spark {
            object vm = Activator.CreateInstance(makevm, key, algo_type, display_name, editing_permissions);
            return (IAlgoVM)vm;
         }
-         static public void setup_generic_custom_order(CustomOrderDefinition custom, CustomOrderDefinition.CustomOneofCase type) {
+         static public void setup_generic_custom_order(CustomOrderDefinition custom, CustomOrderDefinition.CustomOneofCase type)
+         {
            var prop = typeof(CustomOrderDefinition).GetProperty(type.ToString(),
-               BindingFlags.Instance | BindingFlags.Public);
+               System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
            var rt = prop.PropertyType;
            var rtt = Activator.CreateInstance(rt);
-
+            
            var ci = rt.GetProperties().Where(x => x.PropertyType == typeof(CustomOrderDefinition));
-            foreach (var cid in ci)
+            foreach(var cid in ci)
               cid.SetValue(rtt, new CustomOrderDefinition { Limit = new LimitOrderDefinition() });
            prop.SetValue(custom, rtt);
         }
-      }
-
+      }      
+      
      class GenericOrderVM<TMutable, TImmutable> : OrderTypeVMBase<TMutable, TImmutable>
-         where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage {
+         where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage
+      {         
         readonly ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string> _parameters =
            new ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string>(vm => vm.descriptor.Name);
         readonly AlgoType _algo_type;

         public GenericOrderVM(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions)
-            : base(key, display_name, editing_permissions) {
+            : base(key, display_name, editing_permissions) 
+         {
            _algo_type = algo_type;
            _parameters = new ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string>(vm => vm.descriptor.Name);
            _resources.AddRange(
-               ObservableAutoWrapper.connect_item_hooks(_parameters, p => {
+               ObservableAutoWrapper.connect_item_hooks(_parameters, p =>
+               {
                  p.PropertyChanged += on_param_prop_changed;
-                  return Disposable.Create(() => {
+                  return Disposable.Create(() => 
+                  {
                     p.PropertyChanged -= on_param_prop_changed;
                     remove_property(p.descriptor.Name);
                     p.Dispose();
@@ -72,113 +80,128 @@ namespace mbts.spark {
         }

         public string algo_type => _algo_type.ToString();
-         public override string abbreviation =>
+         public override string abbreviation => 
            model == null ? display_name : model.factory.abbreviate_algo(new OneOf<CustomOrderDefinition.CustomOneofCase, string>(_algo_type));
         public override AlgoDisplayGroup group => AlgoDisplayGroup.API;
         public ObservableCollection<GenericOrderParamVM<TMutable>> parameters => _parameters;

-         protected override void on_model_internal() =>
+         protected override void on_model_internal() 
+         {
            _sync_generic_params();
+         }

-         void _sync_generic_params() {
-            if (model != null) {
-               MessageDescriptor desc = new TMutable().Descriptor;
+         void _sync_generic_params()
+         {
+            if (model != null)
+            {               
+               Google.Protobuf.Reflection.MessageDescriptor desc = new TMutable().Descriptor;               
               _parameters.SyncWithDictionary(
-                  desc.Fields.InDeclarationOrder().Where(_is_value_param_desc).ToDictionary(p => p.Name), _mk_param_vm);
+                  desc.Fields.InDeclarationOrder().Where(_is_value_param_desc).ToDictionary(p => p.Name), x => _mk_param_vm(x));
+               add_message_params(desc);
            }
         }
-
-         static bool _is_value_param_desc(FieldDescriptor desc) =>
-            (desc.FieldType != FieldType.Message ||
+         void add_message_params(Google.Protobuf.Reflection.MessageDescriptor desc)
+         {
+            var msgs = desc.Fields.InDeclarationOrder().Where(x => !_is_value_param_desc(x) && 
+                                                              x.MessageType.ClrType != typeof(CustomOrderDefinition) );
+            foreach(var message_field in msgs)
+            {
+               foreach (var fd in message_field.MessageType.Fields.InDeclarationOrder())
+               {
+                  if(_is_value_param_desc(fd)) //one level deep
+                  {
+                     var mk = _mk_param_vm(fd, 
+                     outside_object => 
+                     {                        
+                        var msgfield = message_field.Accessor.GetValue(outside_object);
+                        if(msgfield == null)
+                        {
+                           message_field.Accessor.SetValue(outside_object, Activator.CreateInstance(message_field.MessageType.ClrType));
+                           msgfield = message_field.Accessor.GetValue(outside_object);
+                        }
+                        return (IMessage)msgfield;
+                     });
+                     if(mk == null) 
+                        continue;
+                        
+                     if(!_parameters.Add(mk))
+                        _parameters.Add(message_field.Name + "_" + mk.descriptor.Name, mk);                     
+                  }
+               }
+            }            
+         }
+         
+         static bool _is_value_param_desc(FieldDescriptor desc)
+         {
+            return (desc.FieldType != Google.Protobuf.Reflection.FieldType.Message || 
               _is_quantity_measure_desc(desc));
-
-         static bool _is_quantity_measure_desc(FieldDescriptor desc) =>
-            desc.FieldType == FieldType.Message &&
-               desc.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName;
-
-         protected override IEnumerable<ChildAlgoData> get_selector_data() =>
-            OrderDataHelper.get_child_algo_data(_algo_type);
-
-         GenericOrderParamVM<TMutable> _mk_param_vm(FieldDescriptor descriptor) {
-            ExceptionAssert.Argument.NotNull(descriptor, nameof(descriptor));
-            if (descriptor.FieldType == FieldType.Message &&
-                descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName) {
-               var qm = new GenericOrderQuantityVM<TMutable>(descriptor);
-               return attached(qm, GenericOrderHelper.get_quantity_value, GenericOrderHelper.set_quantity_value);
-            } else if (descriptor.FieldType == FieldType.Enum) {
-               return EnumParamFactory.create(this, descriptor);
-            } else if (descriptor.FieldType == FieldType.Bool) {
-               return mk<bool?, bool>(descriptor, v => v, v => v.GetValueOrDefault());
-            } else if (descriptor.FieldType == FieldType.Double || descriptor.FieldType == FieldType.Float) {
-               return mk<double, double>(descriptor, v => v, v => v, double.NaN);
-            } else if (descriptor.FieldType == FieldType.Int32) {
-               return mk<int?, int>(descriptor, v => v, v => v.GetValueOrDefault());
-            } else if (descriptor.FieldType == FieldType.UInt32) {
-               return mk<uint?, uint>(descriptor, v => v, v => v.GetValueOrDefault());
-            } else if (descriptor.FieldType == FieldType.String) {
-               return mk<string, string>(descriptor, v => v, v => v);
-            } else return null;
         }

-         GenericOrderParamVM<TMutable, TView, TModel> mk<TView, TModel>(
-            FieldDescriptor fdesc,
-            Func<TModel, TView> convert,
-            Func<TView, TModel> convert_back,
-            TView default_value = default) {
-            //
-            var pvm = new GenericOrderParamVM<TMutable, TView, TModel>(fdesc, convert, convert_back);
-            return attached(pvm, get_from_param, assign_to_param, default_value);
+         static bool _is_quantity_measure_desc(FieldDescriptor desc)
+         {
+            return desc.FieldType == Google.Protobuf.Reflection.FieldType.Message &&
+               desc.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName;
+         }
+
+         protected override IEnumerable<ChildAlgoData> get_selector_data() 
+         {
+            var v = OrderDataHelper.get_child_algo_data(_algo_type);
+            return v;
+         }
+
+         GenericOrderParamVM<TMutable> _mk_param_vm(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null) 
+         {
+            ExceptionAssert.Argument.NotNull(descriptor, nameof(descriptor));
+
+            if (descriptor.FieldType == FieldType.Message && 
+                descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName)
+            {
+               var qm = new GenericOrderQuantityVM<TMutable>(descriptor, message_override);
+               return attached(qm, GenericOrderHelper.get_quantity_value, GenericOrderHelper.set_quantity_value, message_override);
+            }
+            else if(descriptor.FieldType == FieldType.Enum)
+            {
+               var pvm = new GenericOrderEnumeratedVM<TMutable>(descriptor, message_override);
+               attached(pvm, GenericOrderHelper.get_enumerated_value, GenericOrderHelper.set_enumerated_value, message_override);
+               return pvm;
+            }
+            else if (descriptor.FieldType == FieldType.Bool)
+               return mk<bool?, bool>(descriptor, v => v, v => v.GetValueOrDefault(), message_override);
+            else if (descriptor.FieldType == FieldType.Double || descriptor.FieldType == FieldType.Float)
+               return mk<double, double>(descriptor, v => v, v => v, message_override, double.NaN);
+            else if (descriptor.FieldType == FieldType.Int32)
+               return mk<int?, int>(descriptor, v => v, v => v.GetValueOrDefault(), message_override);
+            else if (descriptor.FieldType == FieldType.UInt32)
+               return mk<uint?, uint>(descriptor, v => v, v => v.GetValueOrDefault(), message_override);
+            else if (descriptor.FieldType == FieldType.String)
+               return mk<string, string>(descriptor, v => v, v => v, message_override);
+            else
+               return null;
+         }
+         GenericOrderParamVM<TMutable, TView, TModel> mk<TView, TModel>(FieldDescriptor fdesc, Func<TModel, TView> convert, Func<TView, TModel> convert_back, 
+                                                                        Func<IMessage, IMessage> message_override = null, TView default_value = default)
+         {
+            var pvm = new GenericOrderParamVM<TMutable, TView, TModel>(fdesc, convert, convert_back, message_override);
+            return attached<TView, GenericOrderParamVM<TMutable, TView, TModel>>(pvm, get_from_param, assign_to_param,
+                                                                                 message_override, default_value);
+
            TView get_from_param(IMessage param, FieldDescriptor fd) => convert(ConvertUtils.try_convert<TModel>(fdesc.Accessor.GetValue(param)));
            void assign_to_param(IMessage param, FieldDescriptor fd, TView value) => fdesc.Accessor.SetValue(param, convert_back(value));
         }

-         TParam attached<T, TParam>(
-            TParam pvm,
-            Func<IMessage, FieldDescriptor, T>
-            selector, Action<IMessage, FieldDescriptor, T> assign_to_param,
-            T default_value = default)
-            where TParam : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<T> {
-            //
-            add_property(
+         TParam attached<T, TParam>(TParam pvm, Func<IMessage, FieldDescriptor, T> selector, Action<IMessage, FieldDescriptor, T> assign_to_param, 
+                                    Func<IMessage, IMessage> message_override = null, T default_value = default) where TParam : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<T>
+         {
+            add_property<T>(
               pvm.descriptor.Name,
-               mdef => mdef != null ? selector(mdef, pvm.descriptor) : default_value,
-               (mdef, v) => assign_to_param(mdef, pvm.descriptor, v),
+               mdef => mdef != null ? selector( message_override == null ?  mdef : message_override(mdef), pvm.descriptor) : default_value,
+               (mdef, v) => assign_to_param(message_override == null ? mdef : message_override(mdef), pvm.descriptor, v),
               () => pvm.value,
               v => pvm.value = v,
               pvm.subscribe_value(),
               default_value);
            return pvm;
-         }
-
-         static class EnumParamFactory {
-            [ThreadStatic]
-            static Dictionary<Type, IFactory> _factories_backing;
-            static Dictionary<Type, IFactory> _factories =>
-               _factories_backing ?? (_factories_backing = new Dictionary<Type, IFactory>());
-
-            public static GenericOrderParamVM<TMutable> create(GenericOrderVM<TMutable, TImmutable> owner, FieldDescriptor descriptor) {
-               if (descriptor.FieldType != FieldType.Enum)
-                  throw ExceptionBuilder.Argument.unexpected_case(descriptor.FieldType, $"{nameof(descriptor)}.{nameof(FieldDescriptor.FieldType)}");
-               if (!_factories.TryGetValue(descriptor.EnumType.ClrType, out var f)) {
-                  // Impl<T> is a nested type, so parent class's generic type args must be included.
-                  _factories[descriptor.EnumType.ClrType] = f = (IFactory)Activator.CreateInstance(typeof(Impl<>)
-                     .MakeGenericType(typeof(TMutable), typeof(TImmutable), descriptor.EnumType.ClrType));
-               }
-               return f.create(owner, descriptor);
-            }
-
-            interface IFactory {
-               GenericOrderParamVM<TMutable> create(GenericOrderVM<TMutable, TImmutable> owner, FieldDescriptor descriptor);
-            }
-
-            class Impl<T> : IFactory where T : struct {
-               static readonly Func<T, T?> _convert = v => v;
-               static readonly Func<T?, T> _convert_back = v => v ?? default;
-
-               public GenericOrderParamVM<TMutable> create(GenericOrderVM<TMutable, TImmutable> owner, FieldDescriptor descriptor) =>
-                  owner.mk(descriptor, _convert, _convert_back, default);
-            }
-         }
+         }         
      }
   }
-}
+}
@@ -70,7 +70,6 @@ namespace mbts.spark {
      string id { get; }
      string display_name { get; }
      object value { get; set; }
-      object display_value { get; set; }
      bool is_enabled { get; set; }
      bool is_dirty { get; }
      bool has_value { get; }
@@ -82,7 +81,6 @@ namespace mbts.spark {
   interface IAlgoParamVM<T> : IAlgoParamVM {
      event PropertyChange<T> value_changed;
      new T value { get; set; }
-      new T display_value { get; set; }
   }

   interface IAlgoSelector : IAlgoParamVM<IAlgoVM>, IObserver<(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo)> {
@@ -4,14 +4,14 @@ using OffsetDefi = bts.api.orderman.OffsetOrderDefinitionImmutable;
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      class OffsetOrderVM : OrderTypeVMBase<OffsetDef, OffsetDefi> {
-         readonly Property<uint?> _tick_offset_on_deploy;
+         readonly Property<int?> _tick_offset_on_deploy;

         public OffsetOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
            : base(key, display_name, editing_permissions) {
-            _tick_offset_on_deploy = add_nullable_property(nameof(tick_offset_on_deploy), OffsetDef.TickOffsetOnDeployFieldNumber, 0u);
+            _tick_offset_on_deploy = add_nullable_property(nameof(tick_offset_on_deploy), OffsetDef.TickOffsetOnDeployFieldNumber, 0);
         }

-         public uint? tick_offset_on_deploy { get => _tick_offset_on_deploy.Value; set => _tick_offset_on_deploy.set(value); }
+         public int? tick_offset_on_deploy { get => _tick_offset_on_deploy.Value; set => _tick_offset_on_deploy.set(value); }
      }
   }
 }
@@ -985,10 +985,8 @@ namespace mbts.spark {

         #region IAlgoParamVM
         IAlgoVM IAlgoParamVM<IAlgoVM>.value { get => selected_algo; set => selected_algo = value; }
-         IAlgoVM IAlgoParamVM<IAlgoVM>.display_value { get => selected_algo; set => selected_algo = value; }
         event PropertyChange<IAlgoVM> IAlgoParamVM<IAlgoVM>.value_changed { add => selected_algo_changed += value; remove => selected_algo_changed -= value; }
         object IAlgoParamVM.value { get => selected_algo; set => selected_algo = (IAlgoVM)value; }
-         object IAlgoParamVM.display_value { get => selected_algo; set => selected_algo = (IAlgoVM)value; }
         bool IAlgoParamVM.has_value => _algo != null;
         // changing child algos is not allowed, so an algo selector is never dirty
         bool IAlgoParamVM.is_dirty => false;
@@ -63,11 +63,6 @@ namespace mbts.spark {
      public static string last_msg(this OrderRecordImmutable order) =>
         order.HasState ? order.State.LastMsg : string.Empty;

-      public static IReadOnlyDictionary<string, DynamicOrderParam> dynamic_custom_state(this OrderRecordImmutable order) =>
-         order.HasState && order.State.HasDynamic ?
-            (order.State.Dynamic.CustomState ?? DictionaryHelper.empty<string, DynamicOrderParam>()) :
-            DictionaryHelper.empty<string, DynamicOrderParam>();
-
      public static DateTime created(this OrderRecordImmutable order) =>
         order.HasState && order.State.HasCreated ? order.State.Created.ToDateTime().ToLocalTime() : DateTime.MinValue;

@@ -240,8 +235,8 @@ namespace mbts.spark {
      public static string price_quantity_description(double price, uint quantity, ContractSpecificationImmutable spec) =>
         new StringBuilderEx(quantity.ToString(), " @ ", spec.format(price) ?? price.ToString("#0.00##")).ToString();

-      public static string filled_status_description(this OrderRecordImmutable order, ContractSpecificationImmutable spec, uint display_qty_divisor = 1) {
-         var sb = new StringBuilderEx("filled ", order.filled().safe_divide(display_qty_divisor).ToString());
+      public static string filled_status_description(this OrderRecordImmutable order, ContractSpecificationImmutable spec) {
+         var sb = new StringBuilderEx("filled ", order.filled().ToString());
         if (order.filled() > 0)
            sb.Add(" @ ", spec.format(order.avg_price()));
         sb.Add(", ", camel_to_title_case(order.status().ToString(), TextCapitalizationFormat.NoCaps));
@@ -10,7 +10,6 @@ using bts.spark;
 using bts.utils;
 using mbts.config;
 using mbts.spark.utilities;
-using mbts.ui;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -27,9 +26,8 @@ using OrderUpdatePiq = bts.api.core.TableUpdate<bts.api.orderman.OrderSecurity,
 namespace mbts.spark {
   [Export]
   class OrdersModel : IDisposable {
-      public static readonly bool piq_enabled = Configuration.get<bts.config.toggles.PlacementInQueue>().enabled;
      public readonly MarketDataAuxiliaryModel md_auxiliary_model;
-      public readonly ISecurityAuxiliaryDataModel security_auxiliary_model;
+      public static readonly bool piq_enabled = Configuration.get<bts.config.toggles.PlacementInQueue>().enabled;

      readonly IBus _bus;
      readonly OrderFactory _factory;
@@ -46,20 +44,8 @@ namespace mbts.spark {
      IDisposable _dispose;

      [ImportingConstructor]
-      OrdersModel(IBus bus,
-         OrderFactory factory,
-         OrderService service,
-         PositionService position_service,
-         MBOService mbo_service,
-         SpreaderModel spreader,
-         DynamicOrderHelper dynamic_helper,
-         AdminModel admin_model,
-         IAlgoStudioModel algo_model,
-         ISecurityAuxiliaryDataModel security_auxiliary_model,
-         MarketDataAuxiliaryModel md_auxiliary_model,
-         SecurityStore sstore,
-         ErrorReporter error) {
-         //
+      OrdersModel(IBus bus, OrderFactory factory, OrderService service, PositionService position_service, MBOService mbo_service,
+         SpreaderModel spreader, DynamicOrderHelper dynamic_helper, AdminModel admin_model, IAlgoStudioModel algo_model, MarketDataAuxiliaryModel md_auxiliary_model, SecurityStore sstore, ErrorReporter error) {
         _bus = bus;
         _factory = factory;
         _service = service;
@@ -71,7 +57,6 @@ namespace mbts.spark {
         this.admin_model = admin_model;
         this.algo_model = algo_model;
         this.md_auxiliary_model = md_auxiliary_model;
-         this.security_auxiliary_model = security_auxiliary_model;
         var scheduler = ThreadPoolScheduler.Instance;
         var interval = TimeSpan.FromMilliseconds(100);
         on_orders = admin_model
@@ -95,10 +80,7 @@ namespace mbts.spark {
               _position_service.subscribei_pnl_data().Naggle(interval, scheduler),
               p => p.Pos.AccountId)
            .join(sstore, p => p.Pos.SecurityId)
-            .Select(
-               tup => (tup.sec, tup.val, new QuantityConversionData(security_auxiliary_model.get_display_quantity_divisor(tup.sec), QuantityConversionData.OpType.DivideActual)),
-               tup => tup.val.RecordId)
-            .TableCheckedAutoCorrect(EqualityComparer<(SecurityImmutable?, PNLUnitImmutable, QuantityConversionData)>.Default)
+            .TableCheckedAutoCorrect(EqualityComparer<(SecurityImmutable? sec, PNLUnitImmutable data)>.Default)
            .Where(t => t.has_changes())
            .Cache();
         var working_orders = on_orders.Filter(tup => tup.order.is_active());
@@ -185,8 +167,8 @@ namespace mbts.spark {
               working_account_order_groups,
               PNLRowData.key_fn,
               acc_orders => acc_orders.group_key,
-               (row, acc_orders, pnl_key) => row.with(working: WorkingOrderData.Create(acc_orders.table.state.Values.Select(t => t.order), row.qty_conversion)),
-               (row, pnl_id) => row,
+               (pnl_row_data, acc_orders, pnl_key) => pnl_row_data.with(working: WorkingOrderData.Create(acc_orders.table.state.Values.Select(t => t.order))),
+               (pnl_row_data, pnl_id) => pnl_row_data,
               (acc_orders, pnl_id) => {
                  string account;
                  SecurityImmutable? security;
@@ -200,9 +182,7 @@ namespace mbts.spark {
                  return new PNLRowData(pnl_id,
                     security: security,
                     account_name: account,
-                     working: WorkingOrderData.Create(
-                        acc_orders.table.state.Values.Select(t => t.order),
-                        new QuantityConversionData(security_auxiliary_model.get_display_quantity_divisor(security), QuantityConversionData.OpType.DivideActual)));
+                     working: WorkingOrderData.Create(acc_orders.table.state.Values.Select(t => t.order)));
               },
               PNLRowData.key_fn)
               .Where(t => t.has_changes())
@@ -302,7 +282,7 @@ namespace mbts.spark {
      public IObservable<TableUpdate<FillTuple, string>> on_fill_tuples { 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, QuantityConversionData), int>> on_pnl { get; }
+      public IObservable<TableUpdate<(SecurityImmutable?, PNLUnitImmutable), int>> on_pnl { get; }
      public IObservable<TableUpdate<PNLRowData, PNLKey>> security_account_pnl { get; }
      public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_positions { get; }
      public IObservable<TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>> studio_algos_with_meta { get; }
@@ -1,45 +0,0 @@
-using bts.api;
-using bts.utils;
-using mbts.config;
-using System.Collections.Generic;
-using System.ComponentModel.Composition;
-
-namespace mbts.spark {
-   interface ISecurityAuxiliaryDataModel {
-      SecurityAuxiliaryData? get_auxiliary_data(SecurityImmutable security);
-   }
-
-   readonly struct SecurityAuxiliaryData {
-      public SecurityAuxiliaryData(uint quantity_divisor) =>
-         this.quantity_divisor = quantity_divisor;
-
-      public static SecurityAuxiliaryData Default => new SecurityAuxiliaryData(1);
-
-      public uint quantity_divisor { get; }
-   }
-
-   [Export(typeof(ISecurityAuxiliaryDataModel))]
-   class SecurityAuxiliaryDataModel : ISecurityAuxiliaryDataModel {
-      readonly Dictionary<string, SecurityAuxiliaryData> _auxiliary_data = new Dictionary<string, SecurityAuxiliaryData>();
-
-      public SecurityAuxiliaryDataModel() {
-         var sym_config = Configuration.get<bts.config.SymbolUIConfiguration>();
-         var sym_config_items = Configuration.get<bts.config.SymbolUIConfiguration>().items;
-         foreach (var item in sym_config_items)
-            _auxiliary_data[item.symbol] = new SecurityAuxiliaryData(item.display_quantity_divisor);
-      }
-
-      public SecurityAuxiliaryData? get_auxiliary_data(SecurityImmutable security) =>
-         security.ToString().SafeContains("ICE Lots") ?
-            new SecurityAuxiliaryData(1) :
-            _auxiliary_data.TryGetValue(security.Symbol, out var d) ? d : (SecurityAuxiliaryData?)null;
-   }
-
-   static class SecurityAuxiliaryDataModelExtensions {
-      public static uint get_display_quantity(this ISecurityAuxiliaryDataModel model, SecurityImmutable? security, uint actual_qty) =>
-         actual_qty.safe_divide(model.get_display_quantity_divisor(security));
-
-      public static uint get_display_quantity_divisor(this ISecurityAuxiliaryDataModel model, SecurityImmutable? security) =>
-         security.HasValue ? model.get_auxiliary_data(security.Value)?.quantity_divisor ?? 1 : 1;
-   }
-}
@@ -9,10 +9,8 @@
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <Configurations>Debug;Release</Configurations>
    <Platforms>x64</Platforms>
-    <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <LanguageTargets>$(MSBuildExtensionsPath)\$(VisualStudioVersion)\Bin\Microsoft.CSharp.targets</LanguageTargets>
-    <LanguageTargets Condition="'$(VisualStudioVersion)'=='16.0'">$(MSBuildToolsPath)\Microsoft.CSharp.targets</LanguageTargets>
    <ApplicationIcon>logo.ico</ApplicationIcon>
    <OutputType>WinExe</OutputType>
    <StartupObject>mbts.ui.shell.App</StartupObject>
@@ -37,7 +35,7 @@
    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
    <PackageReference Include="IronPython" Version="2.7.7" />
    <PackageReference Include="NAudio" Version="1.8.4" />
-    <PackageReference Include="Newtonsoft.Json" Version="10.0.3" />
+    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="15.0.0" />
    <PackageReference Include="NUnit" Version="3.10.1" />
    <PackageReference Include="NUnit3TestAdapter" Version="3.8.0" />
@@ -38,6 +38,9 @@ namespace mbts {
      public static bool IsNonZero(this double value) =>
         value != 0 && !double.IsNaN(value) && !double.IsInfinity(value);

+      public static bool IsRealNonZero(this double value) =>
+         value > 0 && value != double.PositiveInfinity;
+
      public static double CoerceNaN(double value) => CoerceNaN(value, 0.0);
      public static double CoerceNaN(double value, double if_nan) => double.IsNaN(value) ? if_nan : value;
      public static double CoerceNaNOrInfinity(double value) => CoerceNaNOrInfinity(value, 0.0);
@@ -60,20 +63,5 @@ namespace mbts {

      public static double? nan_nullable(double value) =>
         double.IsNaN(value) ? (double?)null : value;
-
-      public static int? to_optional_int32(double value) {
-         if (double.IsNaN(value) || double.IsInfinity(value))
-            return null;
-         if (value > 0) {
-            value = Math.Floor(value);
-            if (value <= int.MaxValue)
-               return (int)value;
-         } else if (value < 0) {
-            value = Math.Ceiling(value);
-            if (value >= int.MinValue)
-               return (int)value;
-         }
-         return null;
-      }
   }
 }
@@ -1,34 +0,0 @@
-using ProtoBuf;
-using System;
-
-namespace bts.proto {
-   [ProtoContract]
-   readonly struct ToggleInt32Proto : IEquatable<ToggleInt32Proto> {
-      public ToggleInt32Proto(int value, bool is_enabled) {
-         this.value = value;
-         this.is_enabled = is_enabled;
-      }
-
-      [ProtoMember(1)]
-      public int value { get; }
-      [ProtoMember(2)]
-      public bool is_enabled { get; }
-
-      public bool Equals(ToggleInt32Proto other) =>
-         value == other.value && is_enabled == other.is_enabled;
-
-      public override bool Equals(object obj) =>
-         obj is ToggleInt32Proto other && Equals(other);
-
-      public override int GetHashCode() =>
-         (value % (1 << 31)) | (is_enabled ? 1 << 31 : 0);
-
-      public static bool operator ==(ToggleInt32Proto a, ToggleInt32Proto b) => a.Equals(b);
-      public static bool operator !=(ToggleInt32Proto a, ToggleInt32Proto b) => !a.Equals(b);
-   }
-
-   static class ToggleInt32ProtoExtensions {
-      public static int? as_nullable(this ToggleInt32Proto toggle) =>
-         toggle.is_enabled ? toggle.value : (int?)null;
-   }
-}
@@ -1,9 +0,0 @@
-namespace mbts.ui.controls {
-   class DIYGridColumn : DIYGrid.ColumnBase<string> {
-      public DIYGridColumn()
-         : base() {
-         is_visible = true;
-         Width = 60;
-      }
-   }
-}
@@ -1,43 +1,39 @@
-using System;
-using System.Text.RegularExpressions;
-
-namespace mbts.spark.filters {
-   static class RegexFilterUtils {
-      public static Regex build_regex(string str) {
-         if (str == null)
-            return null;
-         str = str.Trim();
-         if (str == string.Empty)
-            return null;
-         return new Regex(str, RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
-      }
-   }
-   class RegexFilterVM<TRow> : FilterVMBase<TRow, string, string> {
-      string _text = string.Empty;
-      Regex _regex;
-
-      public RegexFilterVM(Func<TRow, string> get_row_val, string prop_name = null) : base(get_row_val, prop_name) { }
-
-      public string text {
-         get => _text;
-         set => _regex = RegexFilterUtils.build_regex(_text = (value ?? string.Empty));
-      }
-
-      public override string get_state() => _text ?? string.Empty;
-
-      protected override bool _get_active() => _regex != null;
-      protected override bool _filter(string value) =>
-         _regex != null && (
-            _regex.IsMatch(value) ||
-            (!string.IsNullOrEmpty(value) && _regex.IsMatch(value.Replace(" ", ""))));
+using System;
+using System.Text.RegularExpressions;

-      protected override void _load_state_internal(string state) => text = state;
-      protected override void _clear() {
-         _close();
-         _text = string.Empty;
-         _regex = null;
-         RaisePropertyChanged(nameof(text));
-         _raise_filter_changed();
-      }
-   }
+namespace mbts.spark.filters {
+   static class RegexFilterUtils {
+      public static Regex build_regex(string str) {
+         if (str == null)
+            return null;
+         str = str.Trim();
+         if (str == string.Empty)
+            return null;
+         return new Regex(str, RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
+      }
+   }
+   class RegexFilterVM<TRow> : FilterVMBase<TRow, string, string> {
+      string _text = string.Empty;
+      Regex _regex;
+
+      public RegexFilterVM(Func<TRow, string> get_row_val, string prop_name = null) : base(get_row_val, prop_name) { }
+
+      public string text {
+         get => _text;
+         set => _regex = RegexFilterUtils.build_regex(_text = (value ?? string.Empty));
+      }
+
+      public override string get_state() => _text ?? string.Empty;
+
+      protected override bool _get_active() => _regex != null;
+      protected override bool _filter(string value) => _regex != null && _regex.IsMatch(value);
+      protected override void _load_state_internal(string state) => text = state;
+      protected override void _clear() {
+         _close();
+         _text = string.Empty;
+         _regex = null;
+         RaisePropertyChanged(nameof(text));
+         _raise_filter_changed();
+      }
+   }
 }
@@ -687,7 +687,7 @@
            <TextBlock VerticalAlignment="Center">Tick Offset</TextBlock>
            <c:HelpButton Margin="{StaticResource Margin.LP1}" ToolTip="How many ticks off the inside market to deploy the order, this guards against crossing the market inadventently"/>
          </StackPanel>
-          <c:TickUpDownUInt x:Name="PART_TickOffsetOnDeploy_TickUpDownUInt" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
+          <c:TickUpDownInt x:Name="PART_TickOffsetOnDeploy_TickUpDownUInt" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
          <uag:AlgoPickerNodeView
            x:Name="PART_Child_AlgoPickerNodeView"
            Grid.Row="2"
@@ -1005,8 +1005,6 @@
            ContractPickerModel="{Binding contract_picker_model}"
            HedgePricing="{Binding hedge_pricing}"
            HedgePricingItemsSource="{Binding hedge_pricing_options}"
-            UseFractionalTicks="{Binding use_fractional_ticks}"
-            IntegerTickSize="{Binding integer_tick_size}"
          />
          <c:DialogSkirt Grid.Row="1" Margin="-4" VerticalAlignment="Top" RightItems="{Binding skirt_items}"/>
        </Grid>
@@ -12,9 +12,6 @@ namespace mbts.ui.converters
      public Visibility VisibilityForFalse { get { return _visfalse; } set { _visfalse = value; } }

      public static BooleanToVisibilityConverter Instance => new BooleanToVisibilityConverter();
-      public static BooleanToVisibilityConverter HiddenInstance => new BooleanToVisibilityConverter {
-         VisibilityForFalse = Visibility.Hidden
-      };

      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
         bool flag = false;
@@ -1,38 +0,0 @@
-using bts.utils;
-using System;
-using System.Globalization;
-using System.Windows.Controls;
-using System.Windows.Data;
-
-namespace mbts.ui.converters {
-   [ValueConversion(typeof(double), typeof(string))]
-   class DoubleDivisorConverter : IValueConverter {
-      public double Divisor { get; set; }
-
-      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) =>
-         value is double d ? d.safe_divide(Divisor) :
-         value is int i ? i.safe_divide(Divisor) :
-         value is uint u ? u.safe_divide(Divisor) :
-         double.NaN;
-
-      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
-         value is double d ? d * Divisor :
-         value is int i ? (double)i * Divisor :
-         value is uint u ? (double)u * Divisor :
-         double.NaN;
-   }
-
-   class DynamicDoubleDivisorConverter : IMultiValueConverter {
-      public static DynamicDoubleDivisorConverter Instance { get; } = new DynamicDoubleDivisorConverter();
-
-      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
-         if (ConvertUtils.try_convert_args(values, out double value, out double div)) {
-            return value.safe_divide(div);
-         }
-         return new ValidationResult(false, "unable to convert values to doubles.");
-      }
-
-      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) =>
-         throw new NotSupportedException();
-   }
-}
@@ -1,6 +1,5 @@
 using System;
 using System.Globalization;
-using System.Windows.Controls;
 using System.Windows.Data;

 namespace mbts.ui.converters {
@@ -20,18 +19,4 @@ namespace mbts.ui.converters {
         value is uint u ? (double)u / Multiplier :
         double.NaN;
   }
-
-   class DynamicDoubleMultiplierConverter : IMultiValueConverter {
-      public static DynamicDoubleMultiplierConverter Instance { get; } = new DynamicDoubleMultiplierConverter();
-
-      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
-         if (ConvertUtils.try_convert_args(values, out double value, out double mult)) {
-            return value * mult;
-         }
-         return new ValidationResult(false, "unable to convert values to doubles.");
-      }
-
-      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) =>
-         throw new NotSupportedException();
-   }
-}
+}
@@ -64,6 +64,25 @@ namespace mbts.ui {
            }
         }, can_execute == null ? null : new Func<object, bool>(_ => can_execute()));

+      public static IDialogCommand export_csv(
+         Func<string> get_file_content,
+         string source_window_name) =>
+         new AnonymousFileDialogCommand<object>(_ =>
+            _create_save_file_dialog(
+               Environment.GetFolderPath(Environment.SpecialFolder.Desktop),
+               $"BTS_Spark_{source_window_name}_{DateTime.Now.ToString("yyyyMMdd_HHmm")}.csv",
+               new[] { ("CSV (comma delimited)", new string[] { "csv" }) }
+            ),
+            (_, file) => {
+               try {
+                  File.WriteAllText(file, get_file_content.Invoke());
+               } catch (Exception ex) {
+                  BTSMessageBox.Show($"Error exporting data to csv: {ex}.", "CSV Export Error", BTSMessageBoxButtons.OK, System.Windows.MessageBoxImage.Error, true, false, true);
+               }
+            },
+            // we are always able to perform an export, even when no rows (it will just be a header)
+            (_) => true);
+
      static TDialog _create_file_dialog<TDialog>(string initial_dir = null, IReadOnlyList<(string name, string[] extensions)> filter_items = null) where TDialog : FileDialog, new() {
         var rv = new TDialog();
         if (!string.IsNullOrEmpty(initial_dir))
@@ -183,7 +183,7 @@ namespace mbts.ui.dpi {
      }

      public static void DrawHorizontalLine(this DrawingContext drawing_context, System.Windows.Media.Pen pen, Point start, double length, bool snap_to_device_pixels) {
-         if (pen == null || !length.is_real_positive()) {
+         if (pen == null || !length.IsRealNonZero()) {
            // no need to flip out and throw an exception
            return;
         }
@@ -1,5 +1,4 @@
-using bts.utils;
-using System;
+using System;
 using System.ComponentModel;
 using System.Windows.Markup;

@@ -20,7 +19,7 @@ namespace mbts.ui {
      public double RoundingUnit { get; set; }

      public override object ProvideValue(IServiceProvider serviceProvider) =>
-         RoundingUnit.is_real_non_zero() ? Math.Round(Value * RoundingUnit) / RoundingUnit : Value;
+         RoundingUnit.IsRealNonZero() ? Math.Round(Value * RoundingUnit) / RoundingUnit : Value;
   }

   internal class DoubleStringTypeConverter : TypeConverter
@@ -49,28 +49,6 @@ namespace mbts.spark {
      public static double parse(this ContractSpecificationImmutable? spec, string text, double display_multiplier, string nan_text) =>
         spec.spec_or_default().parse(text, display_multiplier, nan_text);

-      public static bool is_integer_tick(ContractSpecificationImmutable spec) =>
-         spec.MainFraction == 0 &&
-         spec.PriceDisplayFormat == 0 &&
-         spec.LowTick > 0 &&
-         MathUtils.is_int(spec.LowTick) &&
-         spec.HighTick > 0 &&
-         MathUtils.is_int(spec.HighTick);
-
-      public static ContractSpecification create_integer_tick_spec(int low_tick) =>
-         create_integer_tick_spec(low_tick, low_tick);
-
-      public static ContractSpecification create_integer_tick_spec(int low_tick, int high_tick) {
-         var rv = SecurityDataHelper.Defaults.ContractSpecification;
-         rv.MainFraction = 0;
-         rv.SubFraction = 0;
-         rv.PriceDisplayFormat = 0;
-         rv.PriceBreak = 0;
-         rv.LowTick = low_tick;
-         rv.HighTick = high_tick;
-         return rv;
-      }
-
      public static double low_tick(NativePriceSize[] bids, NativePriceSize[] asks) {
         double low = bids[bids.Length - 1].price;
         if (double.IsNaN(low))
@@ -348,7 +326,7 @@ namespace mbts.spark {
         }

         static bool _check_tick_size(double tick_size) =>
-            tick_size > 0 && (tick_size <= 0.5 || MathUtils.is_int(tick_size));
+            (tick_size > 0 && tick_size <= 0.5) || tick_size == 1;

         struct SpecKey : IEquatable<SpecKey> {
            public readonly uint denominator, display_digits;
@@ -45,16 +45,15 @@ namespace mbts.spark {
      readonly SecurityImmutable _security;
      readonly MBOSecurityQueryImmutable _query;
      readonly Dictionary<(string,bool), FormattedText> _cache;
-      readonly Func<int, string> _fmt_mbo_qty;
      int _max_order_size = 1;
      double _height = 0;
      double _number_width = 0;

-      public MBOPopupModel(MBOService mbo, SecurityImmutable security, MBOSecurityQueryImmutable query, Func<int, string> fmt_mbo_qty) {
+
+      public MBOPopupModel(MBOService mbo, SecurityImmutable security, MBOSecurityQueryImmutable query) {
         _mbo = mbo;
         _security = security;
         _query = query;
-         _fmt_mbo_qty = fmt_mbo_qty ?? new Func<int, string>(v => v.ToString());

         // prime the cache with numbers on the left hand side
         _cache =
@@ -111,7 +110,7 @@ namespace mbts.spark {

         pdp.row_numbers = p.orders.Select((o, i) => format_text((i+1).ToString(), ismine(o))).ToList();
         pdp.numbers_width = _number_width = Math.Max(_number_width, (int)pdp.row_numbers.Max(r => r.Width) + text_margin);
-         pdp.row_labels = p.orders.Select(o => format_text(_fmt_mbo_qty(o.Size) + (ismine(o) ? "*" : ""), ismine(o))).ToList();
+         pdp.row_labels = p.orders.Select(o => format_text(o.Size.ToString() + (ismine(o) ? "*" : ""), ismine(o))).ToList();
         var max_label_width = pdp.row_labels.Max(l => l.Width) + text_margin;

         var available_width = pdp.width - pdp.numbers_width - max_label_width;
@@ -7,53 +7,26 @@ using System.Windows.Input;
 namespace mbts.spark {
   public class CalculatorLogic : DisposableViewModelBase {
      readonly UserProperty<uint?> _value;
-      readonly OptionalDisplayQuantityMultiplier _display_translator = new OptionalDisplayQuantityMultiplier();
-      IDisposable _prop_changes_echo;
      int[] _buttons;

-      public CalculatorLogic(uint? initial_size) {
+      public CalculatorLogic(uint? initial_size) =>
         _value = new UserProperty<uint?>(backing(nameof(value), initial_size));
-         _echo_props_changed();
-      }

      public CalculatorLogic(uint? initial_size, IObservable<int[]> buttons_source) : this(initial_size) =>
         _dispose = buttons_source.Subscribe(newval => buttons = newval);

-      public uint display_divisor {
-         get => _display_translator.conversion_data.value;
-         set => _display_translator.conversion_data = new QuantityConversionData(value, QuantityConversionData.OpType.DivideActual);
-      }
-      public uint? value {
-         get => _display_translator.actual_value;
-         set => _display_translator.actual_value = value;
-      }
-      public uint? display_value {
-         get => _display_translator.display_value;
-         set => _display_translator.display_value = value;
-      }
+      public uint? value { get => _value.Value; set => _value.Value = value; }
      public bool value_setter_called => _value.setter_called;
+      public IObservable<uint?> value_observable => _value.Select(vals => vals.newval);
      public int[] buttons { get => _buttons; set => Set(ref _buttons, value); }
      public ICommand click => new DelegateCommand<uint>(handle_calculator_click);
-      public ICommand set_display_value_command => new DelegateCommand<uint>(v => _display_translator.display_value = v);
-      public ICommand set_actual_value_command => new DelegateCommand<uint>(v => _display_translator.actual_value = v);
-      public ICommand clear => new DelegateCommand(() => _display_translator.actual_value = null);
+      public ICommand set_value_command => new DelegateCommand<uint>(v => _value.Value = v);
+      public ICommand clear => new DelegateCommand(() => _value.Value = null);

-      public IObservable<uint?> observe_actual_value() =>
-         _display_translator.subscribe_actual_value();
+      public IObservable<uint?> observe_current(bool start_immediately = false) =>
+         _value.observe_current(start_immediately);

-      // Don't use a default value for 'is_actual_value.'
-      // Quietly multiplying (or not multiplying) the size input is dangerous -
-      // force the caller to be specific.
-      public void bypass_value_setter(uint value, bool is_actual_value) {
-         Disposable.dispose(ref _prop_changes_echo);
-         if (is_actual_value) {
-            this.value = value;
-         } else {
-            display_value = value;
-         }
-         if (_prop_changes_echo != null)
-            _echo_props_changed();
-      }
+      public void bypass_value_setter(uint value) => _value.bypass_setter(value);

      public bool validate() {
         if (!value.HasValue || value.Value == 0) {
@@ -65,34 +38,25 @@ namespace mbts.spark {
      public void flash_error() =>
         flash_error(nameof(value)).ignore();

-      protected override void Dispose(bool disposing) {
-         Disposable.dispose(ref _prop_changes_echo);
-         base.Dispose(disposing);
-      }
-
-      void _echo_props_changed() {
-         // dispose the echo to avoid raising prop changed events more than once
-         _prop_changes_echo?.Dispose();
-         _prop_changes_echo = _display_translator.connect_owner(this, nameof(display_value), nameof(value));
-      }
-
      void handle_calculator_click(uint value) {
         if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown(Key.RightShift) || value == 0) {
-            _display_translator.actual_value = value;
+            _value.Value = value;
         } else if (KeyboardExtensions.IsCtrlDown()) {
-            if (!_display_translator.actual_value.HasValue) {
-               _display_translator.actual_value = 0;
-            } else if (value > _display_translator.actual_value) {
-               _display_translator.actual_value = 0;
-            } else {
-               _display_translator.actual_value -= value;
+            if (!_value.Value.HasValue)
+               _value.Value = 0;
+            else {
+               if (value > _value.Value)
+                  _value.Value = 0;
+               else
+                  _value.Value -= value;
            }
-         } else {
-            if (!_display_translator.actual_value.HasValue)
-               _display_translator.actual_value = value;
+         }
+         else {
+            if (!_value.Value.HasValue)
+               _value.Value = value;
            else
-               _display_translator.actual_value += value;
+               _value.Value += value;
         }
      }
   }
-}
+}
@@ -1,7 +1,5 @@
 using mbts.ui.converters;
-using System;
 using System.Globalization;
-using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Data;
 using System.Windows.Input;
@@ -14,31 +12,6 @@ namespace mbts.ui.utilities {
      public static string fmt(string title, KeyGesture key_gesture) =>
         key_gesture == null ? title : $"{title} ({key_gesture.GetDisplayStringForCulture(CultureInfo.CurrentCulture)})";

-      public static IDisposable bind_param_source<T>(ICommand command, IObservable<T> param_source, out ICommand bound_cmd, bool dispose_command_on_dispose = false) {
-         bool initialized = false;
-         bool can_execute = false;
-         T param = default;
-         var bcmd = new DelegateCommand(() => command.Execute(param), () => can_execute);
-         bound_cmd = bcmd;
-         var sub = param_source.Subscribe(p => {
-            param = p;
-            if (!initialized) {
-               initialized = true;
-               can_execute = command.CanExecute(p);
-               bcmd.RaiseCanExecuteChanged();
-            } else if (can_execute != command.CanExecute(p)) {
-               can_execute = !can_execute;
-               bcmd.RaiseCanExecuteChanged();
-            }
-         });
-         return dispose_command_on_dispose ?
-            Disposable.Create(() => {
-               Disposable.dispose(ref sub);
-               (command as IDisposable)?.Dispose();
-               command = null;
-            }) : sub;
-      }
-
      #region Paraphrased from https://referencesource.microsoft.com/#PresentationFramework/src/Framework/MS/Internal/Commands/CommandHelpers.cs

      public static bool CanExecuteCommandSource(ICommandSource commandSource) {
@@ -30,21 +30,6 @@ namespace mbts.ui {
      public string name { get; }
   }

-   class NamedValueVM : ViewModelBase {
-      string _name;
-      object _value;
-
-      public NamedValueVM() { }
-
-      public NamedValueVM(string name, object value) {
-         _name = name;
-         _value = value;
-      }
-
-      public string name { get => _name; set => Set(ref _name, value); }
-      public object value { get => _value; set => Set(ref _value, value); }
-   }
-
   static class EnabledValueVMExtensions {
      public static T? get_nullable<T>(this EnabledValueVM<T> vm) where T : struct =>
         vm.enabled ? vm.value : (T?)null;
@@ -1,172 +0,0 @@
-using bts.utils;
-using mbts.ui.shell;
-using System;
-using System.Collections.Generic;
-using System.Reactive.Linq;
-
-namespace mbts.ui {
-   interface IDisplayTranslator<T> {
-      T display_value { get; set; }
-      T actual_value { get; set; }
-      event Action value_changed;
-   }
-
-   readonly struct QuantityConversionData : IEquatable<QuantityConversionData> {
-      public QuantityConversionData(uint value, OpType op) {
-         this.value = value;
-         this.op = op;
-      }
-
-      public enum OpType {
-         None,
-         MultiplyActual,
-         DivideActual
-      }
-
-      public uint value { get; }
-      public OpType op { get; }
-
-      public bool Equals(QuantityConversionData other) =>
-         value == other.value &&
-         op == other.op;
-
-      public override bool Equals(object obj) =>
-         obj is QuantityConversionData other && Equals(other);
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(value.GetHashCode(), op.GetHashCode());
-
-      public static bool operator ==(QuantityConversionData x, QuantityConversionData y) => x.Equals(y);
-      public static bool operator !=(QuantityConversionData x, QuantityConversionData y) => !x.Equals(y);
-   }
-
-   class DisplayQuantityMultiplier : IDisplayTranslator<uint> {
-      uint _actual_value;
-      QuantityConversionData _conversion_data;
-
-      public event Action value_changed;
-
-      public uint actual_value {
-         get => _actual_value;
-         set {
-            if (_actual_value != value) {
-               _actual_value = value;
-               value_changed?.Invoke();
-            }
-         }
-      }
-
-      public uint display_value {
-         get => _conversion_data.to_display(_actual_value);
-         set => actual_value = _conversion_data.from_display(value);
-      }
-
-      public QuantityConversionData conversion_data {
-         get => _conversion_data;
-         set {
-            if (_conversion_data != value) {
-               _conversion_data = value;
-               value_changed?.Invoke();
-            }
-         }
-      }
-   }
-
-   class OptionalDisplayQuantityMultiplier : IDisplayTranslator<uint?> {
-      uint? _actual_value;
-      QuantityConversionData _conversion_data;
-
-      public event Action value_changed;
-
-      public uint? actual_value {
-         get => _actual_value;
-         set {
-            if (_actual_value != value) {
-               _actual_value = value;
-               value_changed?.Invoke();
-            }
-         }
-      }
-
-      public uint? display_value {
-         get => _actual_value.HasValue ? _conversion_data.to_display(_actual_value.Value) : _actual_value;
-         set => actual_value = value.HasValue ? _conversion_data.from_display(value.Value) : value;
-      }
-
-      public QuantityConversionData conversion_data {
-         get => _conversion_data;
-         set {
-            if (_conversion_data != value) {
-               _conversion_data = value;
-               value_changed?.Invoke();
-            }
-         }
-      }
-   }
-
-   static class DisplayTranslatorExtensions {
-      public static IDisposable connect_owner<T>(this IDisplayTranslator<T> display_translator, IRaiseNotifyPropertyChanged owner, params string[] properties) {
-         if (display_translator is null)
-            throw new ArgumentNullException(nameof(display_translator));
-         if (owner is null)
-            throw new ArgumentNullException(nameof(owner));
-         display_translator.value_changed += on_value_changed;
-         return Disposable.Create(() => display_translator.value_changed -= on_value_changed);
-         void on_value_changed() {
-            for (int i = 0; i < properties.Length; i++)
-               owner.raise_notify_property_changed(properties[i]);
-         }
-      }
-
-      public static IObservable<T> subscribe_actual_value<T>(this IDisplayTranslator<T> display_translator) =>
-         subscribe_actual_value(display_translator, EqualityComparer<T>.Default);
-
-      public static IObservable<T> subscribe_actual_value<T>(this IDisplayTranslator<T> display_translator, IEqualityComparer<T> comparer) {
-         if (comparer is null)
-            throw new ArgumentNullException(nameof(comparer));
-         return Observable.Create<T>(o => {
-            var curr = display_translator.actual_value;
-            o.OnNext(curr);
-            display_translator.value_changed += on_value_changed;
-            return Disposable.Create(() => display_translator.value_changed -= on_value_changed);
-            void on_value_changed() {
-               var next = display_translator.actual_value;
-               if (!comparer.Equals(curr, next))
-                  o.OnNext(curr = next);
-            }
-         });
-      }
-
-      public static uint to_display(this QuantityConversionData quantity_conversion_data, uint actual_value) {
-         switch (quantity_conversion_data.op) {
-            case QuantityConversionData.OpType.DivideActual: return actual_value.safe_divide(quantity_conversion_data.value);
-            case QuantityConversionData.OpType.MultiplyActual: return actual_value * quantity_conversion_data.value;
-            default: return actual_value;
-         }
-      }
-
-      public static int to_display(this QuantityConversionData quantity_conversion_data, int actual_value) {
-         switch (quantity_conversion_data.op) {
-            case QuantityConversionData.OpType.DivideActual: return (int)(actual_value.safe_divide(quantity_conversion_data.value));
-            case QuantityConversionData.OpType.MultiplyActual: return (int)(actual_value * quantity_conversion_data.value);
-            default: return actual_value;
-         }
-      }
-
-      public static double to_display(this QuantityConversionData quantity_conversion_data, double actual_value) {
-         switch (quantity_conversion_data.op) {
-            case QuantityConversionData.OpType.DivideActual: return actual_value.safe_divide(quantity_conversion_data.value);
-            case QuantityConversionData.OpType.MultiplyActual: return actual_value * quantity_conversion_data.value;
-            default: return actual_value;
-         }
-      }
-
-      public static uint from_display(this QuantityConversionData quantity_conversion_data, uint display_value) {
-         switch (quantity_conversion_data.op) {
-            case QuantityConversionData.OpType.DivideActual: return display_value * quantity_conversion_data.value;
-            case QuantityConversionData.OpType.MultiplyActual: return display_value.safe_divide(quantity_conversion_data.value);
-            default: return display_value;
-         }
-      }
-   }
-}
@@ -109,9 +109,6 @@ namespace mbts.ui.spark {
      /// These are private members, so any code-readability cost is confined to a limited scope.
      delegate void _SizeFormatter(ref uint merged, ref uint implied, ref StringBuilder sb);
      delegate void _SizeFormatterNPS(ref NativePriceSize nps, ref StringBuilder sb);
-
-      public static Func<uint, string> get_value_formatter(uint divisor) =>
-         value => (value / divisor).ToString();
     
      public static Func<NativePriceSize, string> get_formatter_nps(MarketSizeDisplay size_display) {
         _SizeFormatterNPS implied_absent = _get_formatter_nps(size_display.normal);
@@ -123,11 +120,6 @@ namespace mbts.ui.spark {
         };
      }

-      public static Func<NativePriceSize, string> get_formatter_nps(MarketSizeDisplay size_display, uint display_divisor) {
-         var raw_fmt_size = get_formatter(size_display);
-         return nps => raw_fmt_size((nps.implied_size + nps.direct_size) / display_divisor, nps.implied_size / display_divisor);
-      }
-
      public static SizeFormatter get_formatter(MarketSizeDisplay size_display) {
         _SizeFormatter implied_absent = _get_formatter(size_display.normal);
         _SizeFormatter implied_present = _get_formatter(size_display.implied_present ?? size_display.normal);
@@ -289,4 +281,4 @@ namespace mbts.ui.spark {
         public void refresh() => _display.refresh();
      }
   }
-}
+}
@@ -0,0 +1,243 @@
+using System;
+
+namespace bts.analytics
+{
+   public static class BlackScholes
+   {
+      static public double NormCDF(double z)
+      {
+         //return MathNet.Numerics.Distributions.Normal.CDF(0.0, 1.0, z);
+         return Probability.normal_cdf(z);
+      }
+      static public double NormPDF(double z)
+      {
+         //return MathNet.Numerics.Distributions.Normal.PDF(0.0, 1.0, z);
+         return Probability.normal_pdf(z);
+      }
+
+      // expected size of change in underlying
+      // E(|x(t)-x(0)|), x(0)=Spot, E(x(t))=Spot*exp(GrowthRate*t), Spot return normally distributed
+      // This is the undiscounted straddle value
+      static public double expected_move(double spot, double growth, double vol, double t)
+      {
+         double sqrt_t = Math.Sqrt(t);
+         double d1 = (growth / vol + 0.5 * vol) * sqrt_t;
+         double d2 = d1 - vol * sqrt_t;
+         return spot * (Math.Exp(growth* t) * (2.0 * NormCDF(d1) - 1.0) + 1.0 - 2.0 * NormCDF(d2));
+      }      
+      
+      static public double atm_straddle(double spot, double riskless, double growth, double vol, double bizt, double calt)
+      {
+         return 2.0*Math.Exp((growth-riskless)*calt)*spot*(2.0*NormCDF(0.5*vol*Math.Sqrt(bizt))-1.0);
+      }
+
+      static public void calls(double spot, double[] rawk, double growth, double riskless,
+                               double[] vol, double bizt, double calt, out double[] result)
+      {
+         calls(spot * Math.Exp(growth * calt), rawk, riskless, vol, bizt, calt, out result);
+      }
+      static public void calls(double fwd, double[] rawk, double riskless, double[] vol, double bizt, double calt, out double[] result)
+      {
+         result = new double[rawk.Length];
+         double disc = Math.Exp(-riskless * calt);
+         double sqrt_t = Math.Sqrt(bizt);
+         for (int i = 0; i < rawk.Length; i++)
+         {
+            double vol_root_t = sqrt_t * vol[i];
+            double d1 = Math.Log(fwd / rawk[i]) / vol_root_t + 0.5 * vol_root_t;
+            double d2 = d1 - vol_root_t;
+            result[i] = disc * (fwd * NormCDF(d1) - rawk[i] * NormCDF(d2));
+         }
+      }
+
+      static public void put(double spot, double[] rawk, double growth, double riskless,
+                             double[] vol, double bizt, double calt, out double[] result)
+      {
+         puts(spot * Math.Exp(growth * calt), rawk, riskless, vol, bizt, calt, out result);
+      }
+      static public void puts(double fwd, double[] rawk, double riskless, double[] vol, double bizt, double calt, out double[] result)
+      {
+         result = new double[rawk.Length];
+         double disc = Math.Exp(-riskless * calt);
+         double sqrt_t = Math.Sqrt(bizt);
+         for (int i = 0; i < rawk.Length; i++)
+         {
+            double vol_root_t = sqrt_t * vol[i];
+            double d1 = Math.Log(fwd / rawk[i]) / vol_root_t + 0.5 * vol_root_t;
+            double d2 = d1 - vol_root_t;
+            result[i] = disc * (fwd * (NormCDF(d1) - 1.0) + rawk[i] * (1.0 - NormCDF(d2)));
+         }
+      }
+
+      static public void vega(double fwd, double[] rawk, double riskless, double[] vol, double bizt, double calt, out double[] result)
+      {
+         result = new double[rawk.Length];
+         double disc = Math.Exp(-riskless * calt);
+         double sqrt_t = Math.Sqrt(bizt);
+         for (int i = 0; i < rawk.Length; ++i)
+         {
+            double vol_root_t = sqrt_t * vol[i];
+            double d1 = Math.Log(fwd / rawk[i]) / vol_root_t + 0.5 * vol_root_t;
+            result[i] = disc * fwd * NormPDF(d1) * sqrt_t;
+         }
+      }
+
+      static public double atm_straddle(double fwd, double riskless, double vol, double bizt, double calt)
+      {
+         return 2.0 * Math.Exp((/*growth*/-riskless) * calt) * fwd * (2.0 * NormCDF(0.5 * vol * Math.Sqrt(bizt)) - 1.0);
+      }
+
+      public class PriceDeltaGammaVegaThetaRho
+      {
+         public double strike;
+         public double call, put;
+         public double cdelta, pdelta;
+         public double cvega, pvega;
+         public double cgamma, pgamma;
+         public double cdiscrho, pdiscrho;
+         public double cvoltheta, pvoltheta;
+      }
+
+      static public void analytic_theos(double fwd, double[] rawk, double riskless, double[] vol,
+                                        double bizt, double calt, out PriceDeltaGammaVegaThetaRho[] result)
+      {
+         result = new PriceDeltaGammaVegaThetaRho[rawk.Length];
+         double disc = Math.Exp(-riskless * calt);
+         double sqrt_t = Math.Sqrt(bizt);
+         for (int i = 0; i < rawk.Length; ++i)
+         {
+            double vol_root_t = sqrt_t * vol[i];
+            double d1 = Math.Log(fwd / rawk[i]) / vol_root_t + 0.5 * vol_root_t;
+            double d2 = d1 - vol_root_t;
+            double nd1 = NormCDF(d1);
+            double nd2 = NormCDF(d2);
+            result[i].strike = rawk[i];
+            result[i].call = disc * (fwd * nd1 - rawk[i] * nd2);
+            result[i].put = disc * (fwd * (nd1 - 1.0) + rawk[i] * (1.0 - nd2));
+            result[i].cdelta = disc * nd1;
+            result[i].pdelta = disc * (nd1 - 1.0);
+            double dnd1 = NormPDF(d1);
+            result[i].cgamma = result[i].pgamma = disc * dnd1 / (fwd * vol_root_t);
+            result[i].cvega = result[i].pvega = disc * dnd1 * fwd * sqrt_t;
+            result[i].cdiscrho = rawk[i] * calt * disc * nd2;
+            result[i].pdiscrho = -rawk[i] * calt * disc * (1.0 - nd2);
+
+            double theta_base = -disc * fwd * dnd1 * vol[i] / (2 * sqrt_t);
+            result[i].cvoltheta = theta_base - riskless * rawk[i] * disc * nd2;
+            result[i].pvoltheta = theta_base + riskless * rawk[i] * disc * (1.0 - nd2);
+         }
+      }
+
+      /// <summary>
+      /// Estimate Vega/Fwd Via 'moneyness' and vol assuming zero interest rate and using t_estimate
+      /// </summary>
+      /// <param name="x"></param>
+      /// <param name="vol"></param>
+      static public double moneyness_vega(double x, double sigma, double vol, double t_estimate, double fwd_estimate, double riskless_estimate = 0.0, double calt_estimate = 0.0)
+      {
+         double disc = Math.Exp(-riskless_estimate * calt_estimate);
+         double sqrt_t = Math.Sqrt(t_estimate);
+         double vol_root_t = sqrt_t * vol;
+         double ln_k_over_f = x * sigma * sqrt_t;
+         double d1 = -ln_k_over_f / vol_root_t + 0.5 * vol_root_t;
+         double vegaish = disc * fwd_estimate * NormPDF(d1) * sqrt_t;
+         return vegaish / 100.0;
+      }
+
+      public static double implied_vol(double fwd, double rawk, double riskless, double initVol, double bizt, double calt,
+                                       bool is_call, double target_price, int max_iterations = 10)
+      {
+         if (max_iterations <= 0)
+            max_iterations = 10;
+         const double ImpVolTol = 1.0e-8;
+         double retinv = Math.Log(fwd / rawk);
+         double temp_factor = retinv * retinv;
+         double sqrthalftpi = Math.Sqrt(0.5 * bizt / Math.PI);
+         double sqrt_t = Math.Sqrt(bizt);
+
+         double disc = Math.Exp(-riskless * calt);
+         double CurrPrice = 0.0, Vol = initVol;
+         for (int i = 0; i < max_iterations; i++)
+         {
+            double VolRootT = Vol * sqrt_t;
+            double d1 = retinv / VolRootT + 0.5 * VolRootT;
+            double d2 = d1 - VolRootT;
+            if (is_call)
+               CurrPrice = disc * (fwd * NormCDF(d1) - rawk * NormCDF(d2));
+            else
+               CurrPrice = disc * (fwd * (NormCDF(d1) - 1.0) + rawk * (1.0 - NormCDF(d2)));
+            if (Math.Abs(CurrPrice - target_price) < ImpVolTol)
+               break;
+            else
+            {
+               double ratio = temp_factor / (Vol * Vol * Vol * bizt) - 0.25 * Vol * bizt;
+               double Vega = disc * fwd * sqrthalftpi * Math.Exp(-0.5 * d1 * d1);
+               if (Vega < 1e-5)
+                  Vega = 1e-5;
+               double dvol, temp_arg;
+               if (Math.Abs(ratio) > 0.0001 && (temp_arg = 1.0 + 2.0 * (target_price - CurrPrice) * ratio / Vega) > 0.0001)
+                  dvol = (Math.Sqrt(temp_arg) - 1.0) / ratio;
+               else
+                  dvol = (target_price - CurrPrice) / Vega;
+               if (dvol < -0.5 * Vol)
+                  dvol = -0.5 * Vol;
+               else if (dvol > 0.2)
+                  dvol = 0.2;
+               Vol += dvol;
+            }
+         }
+         if (Math.Abs(CurrPrice - target_price) < ImpVolTol && Math.Abs(Vol - initVol) > 0.0000001)
+            return Vol;
+         else
+            return -1.0;
+      }
+
+      public static double implied_bizt(double fwd, double rawk, double riskless, double Vol, double tguess_days,
+                                        bool is_call, double target_price, int max_iterations = 10)
+      {
+         if (max_iterations <= 0)
+            max_iterations = 10;
+         const double ImpVolTol = 1.0e-8;
+         double retinv = Math.Log(fwd / rawk);
+         double temp_factor = retinv * retinv;
+
+         double disc = 1.0; double year = 252.0;
+         double CurrPrice = 0.0, bizt = tguess_days / year;
+         for (int i = 0; i < max_iterations; i++)
+         {
+            double sqrthalftpi = Math.Sqrt(0.5 * bizt / Math.PI);
+            double sqrt_t = Math.Sqrt(bizt);
+            double VolRootT = Vol * sqrt_t;
+            double d1 = retinv / VolRootT + 0.5 * VolRootT;
+            double d2 = d1 - VolRootT;
+            if (is_call)
+               CurrPrice = disc * (fwd * NormCDF(d1) - rawk * NormCDF(d2));
+            else
+               CurrPrice = disc * (fwd * (NormCDF(d1) - 1.0) + rawk * (1.0 - NormCDF(d2)));
+            if (Math.Abs(CurrPrice - target_price) < ImpVolTol)
+               break;
+            else
+            {
+               double ratio = temp_factor / (Vol * Vol * Vol * bizt) - 0.25 * Vol * bizt;
+               double theta = -0.5 * fwd * NormPDF(d1) * Vol / Math.Sqrt(bizt) / year; //-r* blah blah, no rates here
+               if (theta > -1e-5)
+                  theta = -1e-5;
+               // double dt, temp_arg;
+               // if (Math.Abs(ratio) > 0.0001 && (temp_arg = 1.0 + 2.0 * (target_price - CurrPrice) * ratio / Vega) > 0.0001)
+               //    dvol = (Math.Sqrt(temp_arg) - 1.0) / ratio;
+               // else
+               double dt = (CurrPrice - target_price) / theta;
+               if (dt/year < -0.5*bizt)
+                  dt= -0.5*bizt*year;
+               else if (dt/year > 0.5*bizt)
+                  dt = 0.5*bizt*year;
+               bizt += dt/year;
+            }
+         }
+         if (Math.Abs(CurrPrice - target_price) < ImpVolTol && Math.Abs(bizt - tguess_days/year) > 0.0000001)
+            return bizt;
+         else
+            return -1.0;
+      }
+   }
+}
@@ -0,0 +1,99 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+using System.Linq;
+
+namespace bts.analytics
+{
+   public class DistributionEstimator
+   {
+      List<double> _vals = new List<double>();
+      NormalEstimator _norm = new NormalEstimator();
+      public DistributionEstimator() 
+      {
+         
+      }
+      public void add(double x)
+      {
+         _vals.Add(x);
+         _norm.add(x);
+      }
+      public void delete(double x)
+      {
+         _vals.Remove(x);
+         _norm.delete(x);
+      }
+      public long num_samples => _vals.Count;
+      public double mean() => _norm.mean();
+      // {
+      //    if (num_samples == 0)
+      //       return 0.0;
+      //    double sum = _vals.Sum();
+      //    return sum / num_samples;
+      // }
+      public double sum_sq()
+      {
+         double m = mean();
+         double sq = 0.0;
+         for (int i = 0; i < num_samples; i++)
+            sq += (_vals[i] - m) * (_vals[i] - m);
+         return sq;
+      }
+      public double variance() => _norm.variance();
+      // {
+      //    if (num_samples <= 1)
+      //       return 0.0;
+      //    return sum_sq() / num_samples;
+      // }
+      public double unbiased_variance() => _norm.unbiased_variance();
+      // {
+      //    if (num_samples <= 1)
+      //       return 0.0;
+      //    return sum_sq() / (num_samples - 1);
+      // }
+      public double std_deviation() => _norm.std_deviation();
+      // {
+      //    return Math.Sqrt(variance());
+      // }
+      public double unbiased_std_deviation() => _norm.unbiased_std_deviation();
+      // {
+      //    return Math.Sqrt(unbiased_variance());
+      // }
+      public double percentile(int p)
+      {
+         _vals.Sort();
+         double percentile = p / 100.0;
+         double n = (_vals.Count - 1) * percentile + 1;
+         if (n <= 1.0)
+            return _vals[0];
+         else if (n >= _vals.Count)
+            return _vals[_vals.Count - 1];
+         else
+         {
+            int k = (int)n;
+            double d = n - k;
+            return _vals[k - 1] + d * (_vals[k] - _vals[k - 1]);
+         }
+      }
+      public override string ToString()
+      {
+         var f = percentile(5);
+         var t = percentile(10);
+         var tw = percentile(25);
+         var h = percentile(50);
+         var s = percentile(75);
+         var nn = percentile(99);
+         var sum50 = f + t + tw + h;
+         return $@"
+   Normal( mean {mean()}, std_dev {std_deviation()} ) 
+   5th { f }, 
+   10th { t } 
+   25th { tw } 
+   50th { h } 
+   75th { s } 
+   99th { nn } 
+   [numSamples={ num_samples } ]
+";
+      }
+   }
+}
@@ -0,0 +1,7 @@
+
+using System;
+
+namespace bts.analytics
+{
+}
+
@@ -0,0 +1,35 @@
+using System;
+using System.Runtime.InteropServices;
+
+namespace bts.analytics
+{
+   public static class AlmgrenChriss
+   {
+      [DllImport("libspark")]
+      //[return: MarshalAs(UnmanagedType.R8)]
+      extern static public double liquidity_cost(double qty, double tick_size, double[] bookprices, 
+                                                 int price_len, int[] booksizes, int size_len, bool is_buy, 
+                                                 bool reverse, ref double residual);
+
+      [DllImport("libspark")]
+      extern static public double ac_alpha(double s_0, double s_t, bool is_buy, double time_factor);
+
+      [DllImport("libspark")]
+      extern static public double ac_sigma(double vol, double dt, double s_t, double time_factor);
+      [DllImport("libspark")]
+      extern static public double ac_sigma_opt(double vol, double dt, double s_t, double time_factor);
+
+      [DllImport("libspark")] 
+      extern static public double ac_xt(double aggressivity, double vol, double dt, double T, double s_0, double s_t, double x0,
+                                        double cost, double adaptivity, int generation, int ngenerations, bool is_buy, double time_factor);
+
+      [DllImport("libspark")]
+      extern static public double ac_xt_sigma_alpha(double lambda, double expmove_sigma, double dt, double T, double alpha, double x0,
+                                                    double cost, double adaptivity, int generation, int ngenerations);
+
+      [DllImport("libspark")]
+      extern static public double ac_optimal_duration(double vol, double dt_seconds, double s_t, double cost_per_share, double time_factor);
+
+   }
+}
+
@@ -0,0 +1,107 @@
+using System;
+using System.Linq;
+using MathNet.Numerics;
+
+namespace bts.analytics
+{
+   public static class Interpolation
+   {
+      static public double interp_spline(double t, double[] x, double[] y)
+      {
+         var cs = MathNet.Numerics.Interpolation.CubicSpline.InterpolateBoundariesSorted(x, y,
+            MathNet.Numerics.Interpolation.SplineBoundaryCondition.Natural, 0.0,
+            MathNet.Numerics.Interpolation.SplineBoundaryCondition.Natural, 0.0);
+         return cs.Interpolate(t);
+      }
+
+      static public double interp_spline_derivs(double t, double[] x, double[] y, double dleft, double dright)
+      {
+         var cs = MathNet.Numerics.Interpolation.CubicSpline.InterpolateBoundariesSorted(x, y,
+            MathNet.Numerics.Interpolation.SplineBoundaryCondition.FirstDerivative, dleft,
+            MathNet.Numerics.Interpolation.SplineBoundaryCondition.FirstDerivative, dright);
+         return cs.Interpolate(t);
+      }
+
+      static public double interp_poly(double xval, double[] poly)
+      {
+         //double v = Evaluate.Polynomial(xval, poly);
+         double v = Polynomial.Evaluate(xval, poly);         
+         return v;
+      }
+
+      static public double interp_linear(double t, double[] x, double[] y)
+      {
+         var ls = MathNet.Numerics.Interpolation.LinearSpline.InterpolateSorted(x, y);
+         return ls.Interpolate(t);
+      }
+
+      static public double interp_quadratic(double t, double[] x, double[] y)
+      {
+         return quad_interp(x, y, t);
+      }
+
+      //utilities.cpp
+      static private double quad_interp(double[] x, double[] y, double x_val)
+      {
+         if (y == null || x == null || x.Length == 0 || y.Length == 0 || x.Length != y.Length) return double.NaN;
+         int npts = x.Length;
+         if (npts < 3) return interp_linear(x_val, x, y);
+         // k is the 'interior' index of the point to which x_val is closest
+         int k;
+         if (x_val < x[0]) k = 1;
+         else if (x_val > x[npts - 1]) k = npts - 2;
+         else
+         {
+            int klo = 1, khi = npts - 2;
+            while (khi - klo > 1)
+            {
+               k = (khi + klo) >> 1;
+               if (x[k] > x_val) khi = k;
+               else klo = k;
+            }
+            if ((x[khi] - x_val) > (x_val - x[klo]) && klo > 0) k = klo;
+            else k = khi;
+            const double SMALLER = 1.0e-7;
+            if ((x[k + 1] - x[k]) * (x[k] - x[k - 1]) < SMALLER) return interp_linear(x_val, x, y);
+         }
+         return y[k - 1] * (x_val - x[k]) * (x_val - x[k + 1]) / ((x[k - 1] - x[k]) * (x[k - 1] - x[k + 1])) + y[k] * (x_val - x[k - 1]) * (x_val - x[k + 1]) / ((x[k] - x[k - 1]) * (x[k] - x[k + 1])) + y[k + 1] * (x_val - x[k - 1]) * (x_val - x[k]) / ((x[k + 1] - x[k - 1]) * (x[k + 1] - x[k]));
+         // this might be faster, should be same answer:
+         //   return -(y[k-1]*(x[k]-x[k+1])*(x_val-x[k])*(x_val-x[k+1])+y[k]*(x[k+1]-x[k-1])*(x_val-x[k-1])*(x_val-x[k+1])+y[k+1]*(x[k-1]-x[k])*(x_val-x[k-1])*(x_val-x[k]))/((x[k+1]-x[k-1])*(x[k-1]-x[k])*(x[k]-x[k+1]));
+      }
+
+      //copied from Theopoint.cs
+
+      public static double weighted_mean_taylor_interp(double x1, double f1, double df1, double d2f1,
+                                                       double x2, double f2, double df2, double d2f2, double x)
+      {
+         double t_f_x1 = taylor_interp(x1, f1, df1, d2f1, x),
+               t_f_x2 = taylor_interp(x2, f2, df2, d2f2, x);
+         return (t_f_x1 * Math.Abs(x2 - x) + t_f_x2 * Math.Abs(x1 - x)) / (Math.Abs(x2 - x1));
+      }
+
+      public static double taylor_interp(double x1, double f1, double df1, double d2f1, double x)
+      {
+         return f1 + df1 * (x - x1) + d2f1 * Math.Pow(x - x1, 2) * 0.5;
+      }
+
+      static public double interp_taylor(double t, double[] x, double[] y, double[] dy, double[] dy2)
+      {
+         int idx = Array.BinarySearch<double>(x, t);
+         if (idx >= 0 && idx < x.Length)
+            return y[idx];
+         else
+         {
+            idx = ~idx;
+            if (idx == x.Length)
+               return double.NaN;
+            else if (idx == 0)
+               return double.NaN;
+            else
+            {
+               return weighted_mean_taylor_interp(x[idx - 1], y[idx - 1], dy[idx - 1], dy2[idx - 1],
+                                                  x[idx], y[idx], dy[idx], dy2[idx], t);
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,119 @@
+using System;
+
+namespace bts.analytics
+{
+   public class Moments
+   {
+      long _n;
+      double _m1, _m2, _m3, _m4;
+      double _min = double.MaxValue;
+      double _max = double.MinValue;
+      double _total = 0.0;
+
+      public Moments() { }
+      public void clear()
+      {
+         _n = 0;
+         _m1 = _m2 = _m3 = _m4 = 0.0;
+         _min = _max = _total = 0.0;
+      }
+      double _last = double.NaN;
+      public void add_return(double x)
+      {
+         if(!double.IsNaN(_last))
+         {
+            var ret = Math.Log(x / _last);
+            this.add(ret);
+         }
+         _last = x;
+      }
+      public void add(double x)
+      {
+         _total += x;
+         long n1 = _n;
+         _n++;
+         double d = x - _m1;
+         double dn = d / _n;
+         double dn2 = dn * dn;
+         double t = d * dn * n1;
+         _m1 += dn;
+         _m4 += t * dn2 * (_n*_n - 3.0*_n + 3) + 6.0 * dn2 * _m2 - 4.0 * dn * _m3;
+         _m3 += t * dn * (_n - 2.0) - 3.0 * dn * _m2;
+         _m2 += t;
+
+         if (x < _min)
+            _min = x;
+         if (x > _max)
+            _max = x;
+      }
+
+      public double total() => _total;
+      public long num_samples => _n;
+      public double min() => _min;
+      public double max() => _max;
+      public double mean() => _m1;
+      public double variance()
+      {
+         if (_n > 1)
+            return _m2/_n;
+         else
+            return 0.0;
+      }
+      public double unbiased_variance()
+      {
+         if (_n > 2)
+            return _m2 / (_n - 1.0);
+         else
+            return 0.0;
+      }
+      public double std_deviation()
+      {
+         return Math.Sqrt(variance());
+      }
+      public double unbiased_std_deviation()
+      {
+         return Math.Sqrt(unbiased_variance());
+      }
+      public double skewness()
+      {
+         return Math.Sqrt((double)_n) * _m3 / Math.Pow(_m2, 1.5);
+      }
+      public double kurtosis() 
+      {
+         return ((double)_n) * _m4 / (_m2* _m2) - 3.0;
+      }   
+      
+      public static Moments operator +(Moments a, Moments b)
+      {
+         Moments combined = new Moments();
+         combined._n = a._n + b._n;
+
+         double delta = b._m1 - a._m1;
+         double delta2 = delta * delta;
+         double delta3 = delta * delta2;
+         double delta4 = delta2 * delta2;
+
+         combined._m1 = (a._n * a._m1 + b._n * b._m1) / combined._n;
+
+         combined._m2 = a._m2 + b._m2 +
+                       delta2 * a._n * b._n / combined._n;
+
+         combined._m3 = a._m3 + b._m3 +
+                       delta3 * a._n * b._n * (a._n - b._n) / (combined._n * combined._n);
+         combined._m3 += 3.0 * delta * (a._n * b._m2 - b._n * a._m2) / combined._n;
+
+         combined._m4 = a._m4 + b._m4 + delta4 * a._n * b._n * (a._n * a._n - a._n * b._n + b._n * b._n) /
+                       (combined._n * combined._n * combined._n);
+         combined._m4 += 6.0 * delta2 * (a._n * a._n * b._m2 + b._n * b._n * a._m2) / (combined._n * combined._n) +
+                       4.0 * delta * (a._n * b._m3 - b._n * a._m3) / combined._n;
+
+         return combined;
+      }
+         
+      public override string ToString()
+      {
+         return $"Normal( mean {mean()}, std_dev {std_deviation()} ) [min {_min}, max { _max} ] [numSamples={num_samples}]";
+      }
+   }
+
+}
@@ -0,0 +1,33 @@
+using System;
+
+namespace bts.analytics
+{
+   public static class Moneyness
+   {
+      const double default_svr = 1.0;
+      public static double rawk_from_moneyness(double x, double fwd, double sigma, double bizt, double svr = default_svr, double reffwd = 0.0)
+      {
+         if (svr != default_svr)
+         {
+            double rawundk = rawk_from_moneyness(x, fwd, sigma, bizt);
+            double refstd = moneyness(rawundk, reffwd, sigma, bizt);
+            double z = x + svr * (refstd - x);
+            return rawk_from_moneyness(z, reffwd, sigma, bizt);
+         }
+         else
+            return fwd * Math.Exp(x * sigma * Math.Sqrt(bizt));
+      }
+
+      public static double moneyness(double rawk, double fwd, double sigma, double bizt, double svr = default_svr, double reffwd = 0.0)
+      {
+         if (svr != default_svr)
+         {
+            double reff = moneyness(rawk, reffwd, sigma, bizt);
+            double fwdf = moneyness(rawk, fwd, sigma, bizt);
+            return reff + svr * (fwdf - reff);
+         }
+         else
+            return Math.Log(rawk / fwd) / (sigma * Math.Sqrt(bizt));
+      }
+   }
+}
@@ -0,0 +1,74 @@
+using System;
+
+namespace bts.analytics
+{
+   public class NormalEstimator
+   {
+      private long _n;
+      private double _mu;
+      private double _sq;
+      private double _min = double.MaxValue;
+      private double _max = double.MinValue;
+
+      public NormalEstimator() { }
+      public void add(double x)
+      {
+         _n++;
+         double next_mu = _mu + (x - _mu) / _n;
+         _sq += (x - _mu) * (x - next_mu);
+         _mu = next_mu;
+
+         if (x < _min)
+            _min = x;
+         if (x > _max)
+            _max = x;
+      }
+      public void delete(double x)
+      {
+         if (_n == 0)
+            throw new ArgumentOutOfRangeException("No elements to delete");
+         else if (_n == 1)
+         {
+            _n = 0;
+            _mu = 0.0;
+            _sq = 0.0;
+         }
+         else
+         {
+            double mu = (_n * _mu - x) / (_n - 1);
+            _sq -= (x - _mu) * (x - mu);
+            _mu = mu;
+            --_n;
+         }
+      }
+      public long num_samples => _n;
+      public double mean() => _mu;
+      public double variance()
+      {
+         if (_n > 1)
+            return _sq / _n;
+         else
+            return 0.0;
+      }
+      public double unbiased_variance()
+      {
+         if (_n > 1)
+            return _sq / (_n - 1);
+         else
+            return 0.0;
+      }
+      public double std_deviation()
+      {
+         return Math.Sqrt(variance());
+      }
+      public double unbiased_std_deviation()
+      {
+         return Math.Sqrt(unbiased_variance());
+      }
+      public override string ToString()
+      {
+         return $"Normal( mean {mean()}, std_dev {std_deviation()} ) [min {_min}, max { _max} ] [numSamples={num_samples}]";
+      }
+   }
+
+}
				`@@ -0,0 +1 @@`
				`[0108/231015.447:ERROR:file_io.cc(89)] ReadExactly: expected 36, observed 0`