Fixed batching of orders under iLink3.

This was crashing the spreader.

.vscode/launch.json

@@ -8,13 +8,15 @@
             "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
             "args": [
                 "run",
-                // "test",
-                // "-a",
-                // "[ilink3]"
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
             ],
             "stopAtEntry": false,
             "cwd": "${workspaceRoot}/build/ninja_debug/server/",
-            "environment": [],
+            "environment": [
+                { "name": "TZ", "value": "America/Chicago" }
+            ],
             "externalConsole": false,
             "MIMode": "gdb",
             "setupCommands": [
@@ -31,7 +33,9 @@
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": [
-                "run"
+                "test",
+                "-a",
+                "[ilink3]"
             ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server/",

.vscode/tasks.json

@@ -48,9 +48,9 @@
          }
       },
       {
-         "label": "linux_build",
+         "label": "linux build (Debug)",
          "type": "shell",
-         "command": "docker exec -i ${USER}s_docker bash -c \"cd build/ninja_${input:build_configuration} && ninja\"",
+         "command": "cd build/ninja_debug; time ninja",
          "group": {
             "kind": "build",
             "isDefault": true
@@ -59,17 +59,5 @@
             "$gcc"
          ]
       }
-   ],
-   "inputs": [
-      {
-         "id": "build_configuration",
-         "type": "pickString",
-         "default": "debug",
-         "description": "Configuration:",
-         "options": [
-            "debug",
-            "release"
-         ]
-      }
    ]
 } 

CMakeLists.txt

@@ -1,8 +1,6 @@
 cmake_minimum_required(VERSION 3.5)
 project(spark)
 
-set (USE_ONIX "TRUE")
-
 if (WIN32)
   set (platform "windows")
 else ()
@@ -42,12 +40,8 @@ else ()
                                -fPIC -Wall -pedantic -Wextra -Werror \
                                -Wno-missing-braces -Wno-ignored-qualifiers \
                                --std=c++17 -fdiagnostics-color")
-
-  if (${USE_ONIX})
-    set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DUSE_ONIX")
-  endif()
-
   set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
   set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)

src/client/RiskUI/AssemblyInfo.cs

@@ -1,10 +0,0 @@
-using System.Windows;
-
-[assembly: ThemeInfo(
-    ResourceDictionaryLocation.None, //where theme specific resource dictionaries are located
-                                     //(used if a resource is not found in the page,
-                                     // or application resource dictionaries)
-    ResourceDictionaryLocation.SourceAssembly //where the generic resource dictionary is located
-                                              //(used if a resource is not found in the page,
-                                              // app, or any theme specific resource dictionaries)
-)]

src/client/RiskUI/CustomControl1.cs

@@ -1,51 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-using System.Windows.Documents;
-using System.Windows.Input;
-using System.Windows.Media;
-using System.Windows.Media.Imaging;
-using System.Windows.Navigation;
-using System.Windows.Shapes;
-
-namespace RiskUI {
-   /// <summary>
-   /// Follow steps 1a or 1b and then 2 to use this custom control in a XAML file.
-   ///
-   /// Step 1a) Using this custom control in a XAML file that exists in the current project.
-   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
-   /// to be used:
-   ///
-   ///     xmlns:MyNamespace="clr-namespace:RiskUI"
-   ///
-   ///
-   /// Step 1b) Using this custom control in a XAML file that exists in a different project.
-   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
-   /// to be used:
-   ///
-   ///     xmlns:MyNamespace="clr-namespace:RiskUI;assembly=RiskUI"
-   ///
-   /// You will also need to add a project reference from the project where the XAML file lives
-   /// to this project and Rebuild to avoid compilation errors:
-   ///
-   ///     Right click on the target project in the Solution Explorer and
-   ///     "Add Reference"->"Projects"->[Select this project]
-   ///
-   ///
-   /// Step 2)
-   /// Go ahead and use your control in the XAML file.
-   ///
-   ///     <MyNamespace:CustomControl1/>
-   ///
-   /// </summary>
-   public class CustomControl1 : Control {
-      static CustomControl1() {
-         DefaultStyleKeyProperty.OverrideMetadata(typeof(CustomControl1), new FrameworkPropertyMetadata(typeof(CustomControl1)));
-      }
-   }
-}

src/client/RiskUI/RiskUI.csproj

@@ -1,24 +0,0 @@
-<Project Sdk="Microsoft.NET.Sdk">
-
-  <PropertyGroup>
-    <TargetFramework>net471</TargetFramework>
-    <RootNamespace>bts</RootNamespace>
-    <LangVersion>7.2</LangVersion>
-    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
-    <WarningsAsErrors />
-    <Version>$(major).$(minor).$(patch)</Version>
-    <Version Condition="'$(version)'=='..'">1.0.0</Version>
-  </PropertyGroup>
-
-  <ItemGroup>
-    <Reference Include="PresentationCore" />
-    <Reference Include="PresentationFramework" />
-    <Reference Include="System.Xaml" />
-    <Reference Include="WindowsBase" />
-  </ItemGroup>
-  <ItemGroup>
-    <ProjectReference Include="../spark_api/spark_api.csproj" />
-    <ProjectReference Include="../Spark/Spark.csproj" />
-  </ItemGroup>
-
-</Project>

src/client/RiskUI/Themes/Generic.xaml

@@ -1,17 +0,0 @@
-<ResourceDictionary
-    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-    xmlns:local="clr-namespace:RiskUI">
-    <Style TargetType="{x:Type local:CustomControl1}">
-        <Setter Property="Template">
-            <Setter.Value>
-                <ControlTemplate TargetType="{x:Type local:CustomControl1}">
-                    <Border Background="{TemplateBinding Background}"
-                            BorderBrush="{TemplateBinding BorderBrush}"
-                            BorderThickness="{TemplateBinding BorderThickness}">
-                    </Border>
-                </ControlTemplate>
-            </Setter.Value>
-        </Setter>
-    </Style>
-</ResourceDictionary>

src/client/spark/Admin/AdminModel.cs

@@ -1,33 +1,24 @@
 using bts;
-using bts.admin.risk;
-using bts.api;
 using bts.api.admin;
 using bts.api.core;
-using bts.spark;
 using bts.utils;
 using System;
 using System.Collections.Generic;
-using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Threading.Tasks;
 
 namespace mbts.spark {
    [Export]
    class AdminModel : IDisposable {
       public readonly UserTuple user;
 
-      readonly AdminService _service;
-      readonly ErrorReporter _error_reporter;
       IDisposable _dispose;
       IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();
 
       [ImportingConstructor]
-      AdminModel(AdminService service, UserTuple user, SecurityStore security_store, ErrorReporter error_reporter) {
+      AdminModel(AdminService service, UserTuple user) {
          this.user = user;
-         _service = service;
-         _error_reporter = error_reporter;
          // accounts
          on_accounts = service.subscribei_admin_data()
             .Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
@@ -40,34 +31,6 @@ namespace mbts.spark {
                new Dictionary<uint, string>(0))
             .Replay(1)
             .RefCount();
-         // account risk limits
-         account_security_risk_limits = service.subscribei_admin_data().Where(ad => ad.all.Any())
-            .Select(upd => {
-               AdminDataImmutable admin_data = upd.all.First();
-               return admin_data.Accounts.SelectMany(acc =>
-                  (acc.HasProprietaryRiskLimits ? acc.ProprietaryRiskLimits.SecurityLimits : Enumerable.Empty<SecurityRiskLimitUnitImmutable>())
-                  .Select(api_limit => AccountSecurityRiskLimitsDataHelper.to_client_data(acc.Id, api_limit)))
-               .ToDictionary(AccountSecurityRiskLimitsDataHelper.key_fn);
-            })
-            .Table(AccountSecurityRiskLimitsDataHelper.key_fn);
-         // this isn't the most efficient join, but the SecurityStore join is more complex than a simple
-         // left join operation, because missing securities are retrieved asynchronously, then merged back into the output sequence.
-         // Until it is known that this inefficiency is problematic, best to leave the battle-tested SecurityStore code alone.
-         account_security_risk_limits = security_store.join<
-            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>,
-            AccountSecurityRiskLimits,
-            AccountSecurityKey,
-            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>>(account_security_risk_limits,
-            cli_lim => cli_lim.security_key,
-            table => (table.state.Values, table.added, table.changes, table.removed, AccountSecurityRiskLimitsDataHelper.key_fn),
-            (all, added, changes, removed, key_fn) =>
-            new TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>(
-               ImmutableDictionary.CreateRange<AccountSecurityKey, AccountSecurityRiskLimits>(
-                  all.Select(tup => new KeyValuePair<AccountSecurityKey, AccountSecurityRiskLimits>(tup.val.key, risk_lim_with_sec(tup)))),
-                  added.Select(risk_lim_with_sec),
-                  changes.Select(ch => new Change<AccountSecurityRiskLimits>(risk_lim_with_sec(ch.Old), risk_lim_with_sec(ch.New))),
-                  removed.Select(risk_lim_with_sec),
-                  AccountSecurityRiskLimitsDataHelper.key_fn));
          // users
          on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
          all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
@@ -82,16 +45,12 @@ namespace mbts.spark {
                .Cache() :
                Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
          _dispose = on_accounts.Subscribe(map => _account_map = map);
-         // local methods
-         AccountSecurityRiskLimits risk_lim_with_sec((SecurityImmutable? sec, AccountSecurityRiskLimits val) tup) =>
-            tup.val.with(security: tup.sec);
       }
 
       public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
       public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
       public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
       public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
-      public IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> account_security_risk_limits { get; }
 
       public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
          user.permissions == UserTuple.Permissions.Admin ?
@@ -109,86 +68,7 @@ namespace mbts.spark {
       public AccountTuple? get_default_account() =>
          _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
 
-      public async Task<Result<AdminServiceOperationResult>[]> set_risk_limits(IReadOnlyDictionary<uint, IEnumerable<(uint, RiskLimits)>> state) {
-         var results = await Task.WhenAll(state.Select(impl));
-         return results;
-         async Task<Result<AdminServiceOperationResult>> impl(KeyValuePair<uint, IEnumerable<(uint, RiskLimits)>> kv) {
-            var prlimits = new ProprietaryRiskLimits();
-            foreach (var (sec, lim) in kv.Value) {
-               var api_lim = AccountSecurityRiskLimitsDataHelper.from_client_data(sec, lim);
-               prlimits.SecurityLimits.Add(api_lim);
-            }
-            return await _service.update_proprietary_risk_limits_async(new ProprietaryRiskLimitsAPIArgument {
-               AccountId = kv.Key,
-               ProprietaryRiskLimits = prlimits
-            });
-         }
-      }
-
-      public Task<(bool success, string error_msg)> add_or_update_risk_limits(uint account_key, IEnumerable<(uint security_key, RiskLimits limits)> new_limits) {
-         return _modify_risk_limits("Updating Risk Limits", account_key, add_limits);
-         //
-         ProprietaryRiskLimits add_limits(ProprietaryRiskLimits prlimits) {
-            foreach (var (security_key, limits) in new_limits) {
-               var api_limits = AccountSecurityRiskLimitsDataHelper.from_client_data(security_key, limits);
-               if (prlimits.SecurityLimits.TryGetFirstIndex(l => l.SecurityKey == security_key, out int index)) {
-                  prlimits.SecurityLimits[index] = api_limits;
-               } else {
-                  prlimits.SecurityLimits.Add(api_limits);
-               }
-            }
-            return prlimits;
-         }
-      }
-
-      public Task<(bool success, string error_msg)> delete_risk_limits(uint account_key, IEnumerable<uint> security_keys) {
-         return _modify_risk_limits("Deleting Risk Limits", account_key, remove_secs);
-         //
-         ProprietaryRiskLimits remove_secs(ProprietaryRiskLimits prlimits) {
-            var sec_key_set = new HashSet<uint>(security_keys);
-            for (int i = 0; i < prlimits.SecurityLimits.Count;) {
-               if (sec_key_set.Contains(prlimits.SecurityLimits[i].SecurityKey)) {
-                  prlimits.SecurityLimits.RemoveAt(i);
-               } else i++;
-            }
-            return prlimits;
-         }
-      }
-
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
-
-      async Task<(bool success, string error_msg)> _modify_risk_limits(string op_desc, uint account_key, Func<ProprietaryRiskLimits, ProprietaryRiskLimits> modify) {
-         var api_limits = new ProprietaryRiskLimits();
-         var snapshot = await _get_current_admin_data_async();
-         if (!snapshot.HasValue)
-            return (false, "Timed out waiting for data from server.");
-         var mutable_snap = snapshot.Value.CloneToMutable();
-         if (!snapshot.Value.Accounts.TryGetFirst(acc => acc.Id == account_key, out var target_acci)) {
-            return (false, $"Account id '{account_key}' not found.");
-         }
-         var prlimits = target_acci.HasProprietaryRiskLimits ? target_acci.ProprietaryRiskLimits.CloneToMutable() : new ProprietaryRiskLimits();
-         prlimits = modify(prlimits);
-         if (prlimits is null) {
-            return (false, "Client-side modification function returned null.");
-         }
-         var req = new ProprietaryRiskLimitsAPIArgument {
-            AccountId = account_key,
-            ProprietaryRiskLimits = prlimits
-         };
-         var reply = await _error_reporter.safe_execute<AdminServiceOperationResult>(
-            () => _service.update_proprietary_risk_limits_async(req),
-            r => r.IsSuccess,
-            r => r.ErrorText,
-            op_desc);
-         return (reply.success, reply.value.ErrorText);
-      }
-
-      async Task<AdminDataImmutable?> _get_current_admin_data_async() =>
-         await _service.subscribei_admin_data()
-            .Where(upd => upd.all.Any())
-            .Select(upd => (AdminDataImmutable?)upd.all.First())
-            .FirstOrDefaultAsync(TimeSpan.FromSeconds(5));
-      //async Task<AdminDataImmutable?>
    }
-}
+}

src/client/spark/Admin/RiskLimits.cs

@@ -1,183 +0,0 @@
-using bts.api;
-using bts.api.admin;
-using bts.utils;
-using System;
-
-namespace bts.admin.risk {
-   readonly struct AccountSecurityKey : IEquatable<AccountSecurityKey> {
-      public AccountSecurityKey(uint account, uint security) {
-         this.account = account;
-         this.security = security;
-      }
-
-      public uint account { get; }
-      public uint security { get; }
-
-      public bool Equals(AccountSecurityKey other) =>
-         security == other.security &&
-         account == other.account;
-
-      public override bool Equals(object obj) =>
-         obj is AccountSecurityKey other && Equals(other);
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(security.GetHashCode(), account.GetHashCode());
-
-      public static bool operator ==(AccountSecurityKey a, AccountSecurityKey b) => a.Equals(b);
-      public static bool operator !=(AccountSecurityKey a, AccountSecurityKey b) => !a.Equals(b);
-   }
-
-   readonly struct AccountSecurityRiskLimits : IEquatable<AccountSecurityRiskLimits> {
-      readonly AccountTuple? _account;
-
-      public AccountSecurityRiskLimits(AccountSecurityKey key, RiskLimits limits, SecurityImmutable? security = null, AccountTuple? account = null) {
-         this.key = key;
-         this.limits = limits;
-         this.security = security;
-         _account = account;
-      }
-
-      public AccountSecurityKey key { get; }
-      public uint account_key => key.account;
-      public uint security_key => key.security;
-      public string account_name => _account?.name;
-      public SecurityImmutable? security { get; }
-      public RiskLimits limits { get; }
-
-      public bool Equals(AccountSecurityRiskLimits other) =>
-         key.Equals(other.key) &&
-         limits.Equals(other.limits);
-
-      public override bool Equals(object obj) =>
-         obj is AccountSecurityRiskLimits other && Equals(other);
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(key.GetHashCode(), limits.GetHashCode());
-   }
-
-   readonly struct RiskLimits : IEquatable<RiskLimits> {
-      public RiskLimits(
-         bool is_position_limit_enabled,
-         uint max_long_position,
-         uint max_short_position,
-         bool is_clip_limit_enabled,
-         uint clip_limit,
-         bool is_price_limit_enabled,
-         double min_price,
-         double max_price) {
-         //
-         this.is_position_limit_enabled = is_position_limit_enabled;
-         this.max_long_position = max_long_position;
-         this.max_short_position = max_short_position;
-         this.is_clip_limit_enabled = is_clip_limit_enabled;
-         this.clip_limit = clip_limit;
-         this.is_price_limit_enabled = is_price_limit_enabled;
-         this.min_price = min_price;
-         this.max_price = max_price;
-      }
-
-      // position
-      public bool is_position_limit_enabled { get; }
-      public uint max_long_position { get; }
-      public uint max_short_position { get; }
-      // clip
-      public bool is_clip_limit_enabled { get; }
-      public uint clip_limit { get; }
-      // price
-      public bool is_price_limit_enabled { get; }
-      public double min_price { get; }
-      public double max_price { get; }
-
-      public bool Equals(RiskLimits other) =>
-         is_position_limit_enabled == other.is_position_limit_enabled &&
-         max_long_position == other.max_long_position &&
-         max_short_position == other.max_short_position &&
-         is_clip_limit_enabled == other.is_clip_limit_enabled &&
-         clip_limit == other.clip_limit &&
-         is_price_limit_enabled == other.is_price_limit_enabled &&
-         min_price == other.min_price &&
-         max_price == other.max_price;
-
-      public override bool Equals(object obj) =>
-         obj is RiskLimits other && Equals(other);
-
-      public override int GetHashCode() {
-         const int non_bin_bits = 28;
-         // Evenly split the non-binary props across the first 28 bits.
-         // The last 3 bits are used to represent each of the 'is_enabled' (binary) props.
-         var hash = EqualityComparer.auto_phase(new[] {
-               max_long_position.GetHashCode(),
-               max_short_position.GetHashCode(),
-               clip_limit.GetHashCode(),
-               min_price.GetHashCode(),
-               max_price.GetHashCode()
-            }, non_bin_bits);
-         if (is_position_limit_enabled)
-            hash |= 1 << (non_bin_bits + 1);
-         if (is_clip_limit_enabled)
-            hash |= 1 << (non_bin_bits + 2);
-         if (is_price_limit_enabled)
-            hash |= 1 << (non_bin_bits + 3);
-         return hash;
-      }
-   }
-
-   static class AccountSecurityRiskLimitsDataHelper {
-      public static readonly Func<AccountSecurityRiskLimits, AccountSecurityKey> key_fn =
-         a => a.key;
-
-      // Don't make this a constructor.  Subscribers to this data are discouraged
-      // from using the server side data (client/server coupling should be minimal).
-      public static AccountSecurityRiskLimits to_client_data(uint account_key, SecurityRiskLimitUnitImmutable api_data) =>
-         new AccountSecurityRiskLimits(
-            new AccountSecurityKey(account_key, api_data.SecurityKey),
-            new RiskLimits(
-               api_data.EnforceNetPosLimits,
-               api_data.NetLongPositionLimit,
-               api_data.NetShortPositionLimit,
-               api_data.EnforceClipLimits,
-               api_data.ClipSize,
-               api_data.EnforcePriceBands,
-               api_data.MinSellPrice,
-               api_data.MaxBuyPrice));
-
-      public static AccountSecurityRiskLimits with(this AccountSecurityRiskLimits cli_data, RiskLimits? limits = null, AccountTuple? account = null, SecurityImmutable? security = null, AccountSecurityKey? key = null) =>
-         new AccountSecurityRiskLimits(
-            key ?? cli_data.key,
-            limits ?? cli_data.limits,
-            account: account ?? new AccountTuple(cli_data.account_key, cli_data.account_name),
-            security: security ?? cli_data.security);
-
-      public static RiskLimits with(this RiskLimits limits,
-         bool? is_position_limit_enabled = null,
-         uint? max_long_position = null,
-         uint? max_short_position = null,
-         bool? is_clip_limit_enabled = null,
-         uint? clip_limit = null,
-         bool? is_price_limit_enabled = null,
-         double? min_price = null,
-         double? max_price = null) =>
-         new RiskLimits(
-            is_position_limit_enabled ?? limits.is_position_limit_enabled,
-            max_long_position ?? limits.max_long_position,
-            max_short_position ?? limits.max_short_position,
-            is_clip_limit_enabled ?? limits.is_clip_limit_enabled,
-            clip_limit ?? limits.clip_limit,
-            is_price_limit_enabled ?? limits.is_price_limit_enabled,
-            min_price ?? limits.min_price,
-            max_price ?? limits.max_price);
-
-      public static SecurityRiskLimitUnit from_client_data(uint security_key, RiskLimits limits) =>
-         new SecurityRiskLimitUnit {
-            SecurityKey = security_key,
-            NetLongPositionLimit = limits.max_long_position,
-            NetShortPositionLimit = limits.max_short_position,
-            MaxBuyPrice = limits.max_price,
-            MinSellPrice = limits.min_price,
-            ClipSize = limits.clip_limit,
-            EnforceNetPosLimits = limits.is_position_limit_enabled,
-            EnforceClipLimits = limits.is_clip_limit_enabled,
-            EnforcePriceBands = limits.is_price_limit_enabled
-         };
-   }
-}

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

@@ -276,7 +276,7 @@ namespace mbts.spark {
             ob_settings.filters = new bts.shell.orderbook.FilterStates {
                statuses = new[] { OrderStatus.Working },
                sides = new[] { side },
-               security_criteria = SecurityCriteria.from_securities(security)
+               security_criteria = new SecurityCriteria(security)
             };
             _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
          }

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

@@ -66,7 +66,7 @@ namespace mbts.spark {
                if (_sorted_selected_security_criteria_backing != null) {
                   _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
                } else if (_vm != null)
-                  _selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Select(r => r.security));
+                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
             }
             return _selected_security_criteria_backing;
          }
@@ -92,7 +92,7 @@ namespace mbts.spark {
                      }
                   }
                   var comp = comp_builder.to_comparer();
-                  _sorted_selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
                }
             }
             return _sorted_selected_security_criteria_backing;

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

@@ -135,7 +135,7 @@ namespace bts.shell.time_and_sales {
                .complete(selected_rows_src, always_true, get_fills_startup_data),
             // mview
             SparkCommands.ShowMarketView
-               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria),
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
             // pause
             toggle_is_paused_cmd,
             // change securities
@@ -180,7 +180,7 @@ namespace bts.shell.time_and_sales {
 
          FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
             new FillsSettings(new FillsFilterStates {
-               security = rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria
+               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
             });
 
          string get_is_paused_cmd_title() =>

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

@@ -114,8 +114,6 @@ namespace bts.shell {
          public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
          public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
          public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
-
-         public static QuoteTimeBasedThrottle QuoteTimeBasedThrottle => new QuoteTimeBasedThrottle { DelayToImprove = 0, DelayToRun = 0 };
          #endregion
 
          #region PreHedge

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

@@ -79,7 +79,7 @@ namespace mbts.spark {
             ), SparkCommands.ShowOrders.complete(() => {
                var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
                ob_settings.filters = new bts.shell.orderbook.FilterStates {
-                  security_criteria = SecurityCriteria.from_securities(_vm.value.row_vms.Select(r => r.security))
+                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
                };
                return ob_settings;
             }), SparkCommands.window_settings_command(new DialogCommand(() => {

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/EnableHedgeModel.cs

@@ -10,13 +10,13 @@ namespace mbts.spark {
          public override string man_page { get; } = string.Empty;
 
          public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.SendHedge is null || leg_tup.leg_params.SendHedge.Val;
+            leg_tup.leg_params.EnableHedging;
 
-         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
-            if (leg_tup.leg_params.SendHedge is null)
-               leg_tup.leg_params.SendHedge = new bts.spark.NullableBoolean();
-            leg_tup.leg_params.SendHedge.Val = value;
-         }
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) =>
+            leg_tup.leg_params.EnableHedging = value;
+
+         public override bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups) =>
+            !leg_tups.Any(lt => lt.leg_params.EnableHedging);
       }
    }
-}
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/LeanOffsetTicksModel.cs

@@ -1,21 +0,0 @@
-using mbts.ui.spark;
-using System;
-
-namespace mbts.spark {
-   partial class SyntheticEditorVM {
-      class LeanOffsetTicksModel : RowModelBase<int> {
-         public override string display_name { get; } = "Lean Offset Ticks";
-         public override string help_text { get; } = "Improvement (in ticks) to the lean market";
-         public override string man_page { get; } = string.Empty;
-
-         public override int get_value(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.QuoteParams?.LeanOffsetTicks ?? 0;
-
-         public override void set_value(LegSpreaderParamsTuple leg_tup, int value) {
-            if (leg_tup.leg_params.QuoteParams is null)
-               leg_tup.leg_params.QuoteParams = new bts.spark.QuoteParams();
-            leg_tup.leg_params.QuoteParams.LeanOffsetTicks = value;
-         }
-      }
-   }
-}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/TimeThrottle/QuoteTimeThrottleDelayToImproveModel.cs

@@ -1,40 +0,0 @@
-using bts.shell;
-using bts.spark;
-using mbts.ui.spark;
-using System.Collections.Generic;
-
-namespace mbts.spark {
-   partial class SyntheticEditorVM {
-      class QuoteTimeThrottleDelayToImproveModel : RowModelBase<uint> {
-         readonly IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
-
-         public override string display_name { get; } = "Delay to Improve (ms)";
-         public override string help_text { get; } = string.Empty;
-         public override string man_page { get; } = string.Empty;
-         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.TimeThrottle };
-
-         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
-            _get_throttle(leg_tup).DelayToImprove = _value_from_store(leg_tup);
-
-         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
-            _get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle ?
-               throttle.DelayToImprove :
-               _value_from_store(leg_tup);
-
-         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.id] = value;
-            if (_get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle)
-               throttle.DelayToImprove = value;
-         }
-
-         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
-            _get_throttle(leg_tup) != null;
-
-         QuoteTimeBasedThrottle _get_throttle(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.QuoteParams.TimeBasedThrottle;
-
-         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteTimeBasedThrottle.DelayToImprove);
-      }
-   }
-}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/TimeThrottle/QuoteTimeThrottleDelayToRunModel.cs

@@ -1,40 +0,0 @@
-using bts.shell;
-using bts.spark;
-using mbts.ui.spark;
-using System.Collections.Generic;
-
-namespace mbts.spark {
-   partial class SyntheticEditorVM {
-      class QuoteTimeThrottleDelayToRunModel : RowModelBase<uint> {
-         readonly IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
-
-         public override string display_name { get; } = "Delay To Run (ms)";
-         public override string help_text { get; } = string.Empty;
-         public override string man_page { get; } = string.Empty;
-         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.TimeThrottle };
-
-         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
-            _get_throttle(leg_tup).DelayToRun = _value_from_store(leg_tup);
-
-         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
-            _get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle ?
-               throttle.DelayToRun :
-               _value_from_store(leg_tup);
-
-         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.id] = value;
-            if (_get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle)
-               throttle.DelayToRun = value;
-         }
-
-         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
-            _get_throttle(leg_tup) != null;
-
-         QuoteTimeBasedThrottle _get_throttle(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.QuoteParams.TimeBasedThrottle;
-
-         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteTimeBasedThrottle.DelayToRun);
-      }
-   }
-}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/TimeThrottle/QuoteTimeThrottleEnabledModel.cs

@@ -1,38 +0,0 @@
-using bts.shell;
-using mbts.ui.spark;
-
-namespace mbts.spark {
-   partial class SyntheticEditorVM {
-      class QuoteTimeThrottleEnabledModel : RowModelBase<bool> {
-         readonly QuoteTimeThrottleDelayToRunModel _delay_to_run;
-         readonly QuoteTimeThrottleDelayToImproveModel _delay_to_improve;
-
-         public QuoteTimeThrottleEnabledModel(QuoteTimeThrottleDelayToRunModel delay_to_run, QuoteTimeThrottleDelayToImproveModel delay_to_improve) {
-            _delay_to_run = delay_to_run;
-            _delay_to_improve = delay_to_improve;
-         }
-
-         public override string display_name { get; } = string.Empty;
-         public override string help_text { get; } = string.Empty;
-         public override string man_page { get; } = string.Empty;
-         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.TimeThrottle };
-
-         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.QuoteParams.TimeBasedThrottle != null;
-
-         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
-            if (value) {
-               if (leg_tup.leg_params.QuoteParams.TimeBasedThrottle == null) {
-                  leg_tup.leg_params.QuoteParams.TimeBasedThrottle = SyntheticDataHelper.Defaults.QuoteTimeBasedThrottle;
-                  _delay_to_run.apply_value(leg_tup);
-                  _delay_to_improve.apply_value(leg_tup);
-               }
-            } else {
-               leg_tup.leg_params.QuoteParams.TimeBasedThrottle = null;
-            }
-            _delay_to_run.set_enabled(leg_tup, value);
-            _delay_to_improve.set_enabled(leg_tup, value);
-         }
-      }
-   }
-}

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

@@ -108,10 +108,6 @@ namespace mbts.spark {
                "Reduces re-quoting updates by defining a region on either side " +
                "of the working quoting order, inside which quote updates will not be sent.");
 
-         public static ParameterSection TimeThrottle =>
-            new ParameterSection("Time Throttle", true,
-               "Reduces re-quoting updates by requiring a minimum amount of time to elapse between quotes.");
-
          public static ParameterSection Conditional =>
             new ParameterSection("Conditional", true,
                "Reduces re-quoting updates by only quoting if N ticks away from the opposite " + 

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

@@ -196,9 +196,6 @@ namespace mbts.spark {
          var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
          var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();
 
-         var quote_time_throttle_delay_to_run = new QuoteTimeThrottleDelayToRunModel();
-         var quote_time_throttle_delay_to_improve = new QuoteTimeThrottleDelayToImproveModel();
-
          var conditional_quoting_ticks = new ConditionalQuotingTicksModel();
          var conditional_quoting_price_type = new ConditionalQuotingPriceTypeModel();
 
@@ -226,24 +223,17 @@ namespace mbts.spark {
             _quantity_model,
             _price_mult_model,
             is_quote_model,
-            new EnableHedgeModel(), //TAHA_SPREADER
+            //new EnableHedgeModel(), //TAHA_SPREADER
             new HedgeRatioModel(),
             //new MinLeanQtyModel(), //TAHA_SPREADER
-            new LeanOffsetTicksModel(),
             //new QuoteHiddenModel(),
             new QuoteQueueHolderModel(),
             new MarketDataTypeModel(),
             new ShowQuantityEnabledModel(show_quantity_quantity),
             show_quantity_quantity,
-            // Throttle
             new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
             quote_throttle_inside_ticks,
             quote_throttle_outside_ticks,
-            // Time Throttle
-            new QuoteTimeThrottleEnabledModel(quote_time_throttle_delay_to_run, quote_time_throttle_delay_to_improve),
-            quote_time_throttle_delay_to_run,
-            quote_time_throttle_delay_to_improve,
-
             new ConditionalQuoteEnabledModel(conditional_quoting_ticks, conditional_quoting_price_type),
             conditional_quoting_ticks,
             //conditional_quoting_price_type,

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

@@ -169,7 +169,7 @@ namespace mbts.spark {
          void _show_order_book() {
             var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
             ob_settings.filters = new bts.shell.orderbook.FilterStates {
-               security_criteria = SecurityCriteria.from_securities(security)
+               security_criteria = new SecurityCriteria(security)
             };
             _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
          }

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

@@ -6,7 +6,6 @@ using bts.utils;
 using mbts.ui;
 using mbts.ui.settings;
 using mbts.ui.spark;
-using mbts.ui.utility.text;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -14,7 +13,6 @@ using System.Collections.Immutable;
 using System.ComponentModel;
 using System.Linq;
 using System.Windows;
-using System.Windows.Media;
 
 namespace mbts.spark {
    // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -168,10 +166,6 @@ namespace mbts.spark {
 
    [ProtoContract]
    class LadderMarketBreakLine : IEquatable<LadderMarketBreakLine> {
-      public enum RefreshMode {
-         Auto,
-         Manual
-      }
       // this class is 100% mutable (there are literally 0 readonly members),
       // so GetHashCode must return the same hash for every instance.
       static readonly int _type_hash = typeof(LadderMarketBreakLine).GetHashCode();
@@ -179,8 +173,6 @@ namespace mbts.spark {
       public bool show { get; set; }
       [ProtoMember(2)]
       public uint color { get; set; }
-      [ProtoMember(3)]
-      public RefreshMode refresh_mode { get; set; }
 
       public uint? color_nullable {
          get {
@@ -193,8 +185,7 @@ namespace mbts.spark {
       public bool Equals(LadderMarketBreakLine other) =>
          other != null &&
          other.show == show &&
-         other.color == color &&
-         other.refresh_mode == refresh_mode;
+         other.color == color;
 
       public override bool Equals(object obj) =>
          Equals(obj as LadderMarketBreakLine);
@@ -326,139 +317,6 @@ namespace mbts.spark {
       public static bool operator !=(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => !a.Equals(b);
    }
 
-   [ProtoContract]
-   class LadderPanelPricePointSettings : IEquatable<LadderPanelPricePointSettings> {
-      public static LadderPanelPricePointSettings historic_default =>
-         new LadderPanelPricePointSettings {
-            day_change = new DaySettings {
-               // (neutral)
-               font = _default_font,
-               background_color = Colors.Transparent.rgb_color(),
-               // negative
-               negative_font_color = Colors.White.rgb_color(),
-               negative_background_color = Colors.Red.rgb_color(),
-               // positive
-               positive_font_color = Colors.White.rgb_color(),
-               positive_background_color = Colors.Green.rgb_color()
-            },
-            session_low = _default_item,
-            session_high = _default_item,
-            open = _default_item,
-            settlement = _default_item,
-            volume = _default_item
-         };
-
-      public static LadderPanelPricePointSettings tt_default {
-         get {
-            var rv = historic_default;
-            rv.day_change.background_color = Color.FromRgb(113, 201, 69).rgb_color();
-            rv.day_change.font.font_color = Colors.Black.rgb_color();
-            return rv;
-         }
-      }
-
-      public static LadderPanelPricePointSettings Default => LadderSettings.mimic_tt ?
-         tt_default : historic_default;
-         
-      [ProtoMember(1)]
-      public DaySettings day_change { get; set; }
-      [ProtoMember(2)]
-      public ItemSettings session_low { get; set; }
-      [ProtoMember(3)]
-      public ItemSettings session_high { get; set; }
-      [ProtoMember(4)]
-      public ItemSettings open { get; set; }
-      [ProtoMember(5)]
-      public ItemSettings settlement { get; set; }
-      [ProtoMember(6)]
-      public ItemSettings volume { get; set; }
-
-      public bool Equals(LadderPanelPricePointSettings other) =>
-         other != null &&
-         day_change.safe_equals(other.day_change) &&
-         session_high.safe_equals(other.session_high) &&
-         session_high.safe_equals(other.session_high) &&
-         open.safe_equals(other.open) &&
-         settlement.safe_equals(other.settlement) &&
-         volume.safe_equals(other.volume);
-
-      static FontParamsProto _default_font =>
-         new FontParamsProto {
-            font_color = Colors.Black.rgb_color(),
-            font_size = FontSizes.Regular,
-            typeface = new TypefaceProto(TextUtils.StandardFontFamilyName, FontWeights.Bold.ToOpenTypeWeight())
-         };
-
-      static ItemSettings _default_item =>
-         new ItemSettings {
-            font = _default_font,
-            background_color = Colors.Transparent.rgb_color()
-         };
-
-      [ProtoContract]
-      readonly struct SignedColorPair : IEquatable<SignedColorPair> {
-         [ProtoMember(1)]
-         public uint positive_color { get; }
-         [ProtoMember(2)]
-         public uint negative_color { get; }
-
-         public bool Equals(SignedColorPair other) =>
-            positive_color == other.positive_color &&
-            negative_color == other.negative_color;
-      }
-
-      [ProtoContract]
-      public class ItemSettings : IEquatable<ItemSettings> {
-         [ProtoMember(1)]
-         public FontParamsProto font { get; set; }
-         [ProtoMember(2)]
-         public uint background_color { get; set; }
-         [ProtoMember(3)]
-         public bool show_label { get; set; }
-
-         public bool Equals(ItemSettings other) =>
-            other != null &&
-            font.safe_equals(other.font) &&
-            background_color == other.background_color &&
-            show_label == other.show_label;
-      }
-
-      [ProtoContract]
-      public class DaySettings : IEquatable<DaySettings> {
-         [ProtoMember(1)]
-         public FontParamsProto font { get; set; }
-         // [neutral] background
-         [ProtoMember(2)]
-         public uint background_color { get; set; }
-         [ProtoMember(3)]
-         public bool show_label { get; set; }
-
-         // negative
-         [ProtoMember(4)]
-         public uint negative_font_color { get; set; }
-         [ProtoMember(5)]
-         public uint negative_background_color { get; set; }
-
-         // positive
-         [ProtoMember(6)]
-         public uint positive_font_color { get; set; }
-         [ProtoMember(7)]
-         public uint positive_background_color { get; set; }
-
-         public uint neutral_foreground => font?.font_color ?? 0;
-
-         public bool Equals(DaySettings other) =>
-            other != null &&
-            font.safe_equals(other.font) &&
-            background_color == other.background_color &&
-            show_label == other.show_label &&
-            negative_font_color == other.negative_font_color &&
-            negative_background_color == other.negative_background_color &&
-            positive_font_color == other.positive_font_color &&
-            positive_background_color == other.positive_background_color;
-      }
-   }
-
    // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
    // 1 important reason at this time:
    // From the settings dialog, default settings will only be persisted when they are NOT EQUAL to the current default settings.
@@ -476,12 +334,6 @@ namespace mbts.spark {
       // this class is 100% mutable (there are literally 0 readonly members),
       // so GetHashCode must return the same hash for every instance.
       static readonly int _type_hash = typeof(LadderSettings).GetHashCode();
-      uint _ticks_per_row;
-
-      static LadderSettings() {
-         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         mimic_tt = knobs.mimic_tt;
-      }
 
       // Default proto constructor
       // Added this so that when clients upgrade to a version with new settings,
@@ -513,10 +365,8 @@ namespace mbts.spark {
          enforce_max_clip = _default_enforce_max_clip;
          status_message_visible = true;
       }
-      
-      public static bool mimic_tt { get; }
 
-      public static LadderSettings historic_default {
+      public static LadderSettings Default {
          get {
             LadderColumnSettings
                orders_column = LadderColumnSettings.DefaultOrderColumnSettings,
@@ -575,7 +425,6 @@ namespace mbts.spark {
                auto_clear_visible = true,
                clear_visible = true,
                order_entry_panel_initial_width = _default_order_entry_panel_width,
-               panel_price_point_settings = LadderPanelPricePointSettings.Default,
                zoom_slider_visible = false,
                zoom_factor = _default_zoom_factor,
                net_change = NetChangeTerms.None,
@@ -588,22 +437,6 @@ namespace mbts.spark {
             return rv;
          }
       }
-      
-      public static LadderSettings tt_default {
-         get {
-            var rv = historic_default;
-            rv.orders_column.background = Color.FromRgb(223, 223, 223).rgb_color();
-            rv.price_column.background = Color.FromRgb(166, 166, 166).rgb_color();
-            rv.price_column.foreground = Colors.White.rgb_color();
-            rv.bid_column.background = Color.FromRgb(0, 30, 160).rgb_color();
-            rv.ask_column.background = Color.FromRgb(160, 0, 0).rgb_color();
-            rv.ask_column.foreground = Colors.Black.rgb_color();
-            return rv;
-         }
-      }
-   
-      public static LadderSettings Default => mimic_tt ?
-         tt_default : historic_default;
 
       public enum BadgeStyle { Normal, Alternate }
 
@@ -770,16 +603,8 @@ namespace mbts.spark {
       [ProtoMember(61), DefaultValue(true)]
       public bool status_message_visible { get; set; }
 
-      [ProtoMember(62)]
-      public uint ticks_per_row {
-         get => Math.Max(_ticks_per_row, 1);
-         set => _ticks_per_row = value;
-      }
-
       [ProtoMember(900)]
       public LadderOrderLimits ladder_order_limits { get; set; }
-      [ProtoMember(901)]
-      public LadderPanelPricePointSettings panel_price_point_settings { get; set; }
 
       public void sanitize() =>
          sanitize(this);
@@ -814,8 +639,6 @@ namespace mbts.spark {
             s.mini_ob = new LadderMiniOrderBookSettings(s.mini_ob.value.with(sorting_criterion: bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general.sorting_criterion));
 #pragma warning restore CS0612 // Type or member is obsolete
          s.row_height = LadderRender.measure_row_height(s);
-         if (s.panel_price_point_settings is null)
-            s.panel_price_point_settings = LadderPanelPricePointSettings.Default; 
          return s;
       }
 
@@ -889,9 +712,7 @@ namespace mbts.spark {
          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.panel_price_point_settings.safe_equals(b.panel_price_point_settings) &&
-         a._ticks_per_row == b._ticks_per_row;
+         a.ladder_order_limits.safe_equals(b.ladder_order_limits);
 
       public bool Equals(LadderSettings other) =>
          profile_equals(this, other) &&

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

@@ -1,16 +1,13 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell.orderbook;
-using bts.utils;
 using mbts.persist;
-using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
 using System;
 using System.Collections;
 using System.Collections.Generic;
-using System.Collections.Immutable;
 using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
@@ -55,9 +52,9 @@ namespace mbts.spark {
       public event Action piq_changed;
 
       LadderModel model => _owner.model;
-      ImmutableDictionary<uint, OrderSecurity> _orders = ImmutableDictionary<uint, OrderSecurity>.Empty;
+      Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)>();
 
-      public LadderOrderVM(ImmutableDictionary<uint, OrderSecurity> orders, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
+      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
          _owner = owner;
          _bus = bus;
          _bs = bs;
@@ -81,7 +78,8 @@ namespace mbts.spark {
          double get_font_size(LadderSettings s) => s.orders_column.font_size;
          Brush get_foreground(LadderSettings s) => s.orders_column.foreground.rgb_brush();
          double get_row_height(LadderSettings s) => s.row_height;
-         _orders = orders;
+         //
+         add_order(op);
 
          _dispose = Disposable.Create(
             _bs.Subscribe(badge => {
@@ -177,6 +175,41 @@ namespace mbts.spark {
          RaisePropertyChanged(nameof(text_lines));
       }
 
+      /// <summary>
+      /// Add Order performs an add the first time it's called via the constructor. When it's called, directly
+      /// it really serves as an update/replace. Also note that since the min_piq is a separate piece of state representing
+      /// the lowest piq of the orders the badge represents, we must reevaluate if that has changed on said update.
+      /// </summary>
+      public void add_order((OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta) new_op) {
+         _orders[new_op.order.Key] = new_op;
+         // reevaluate min piq if this order's piq is less
+         if (new_op.p.HasValue) {
+            // if this lovm only represents 1 order and the piq is now different, regardless of what it is that's our piq
+            if (_orders.Count == 1 && new_op.p.Value != min_piq) {
+               min_piq = new_op.p.Value;
+            } else if (new_op.p.Value < min_piq) {
+               min_piq = new_op.p.Value;
+            }
+         }
+      }
+
+      public void remove_order(uint order_key) {
+         _orders.Remove(order_key);
+         // on a remove, potentially the order w/ the lowest piq has been removed, so
+         // if the min() is now > than the current min_piq, update the min_piq
+         var prospective_piq = _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
+         if (prospective_piq > min_piq) {
+            min_piq = prospective_piq;
+         }
+      }
+
+      //public void update(OrderRecordImmutable neworder) {
+      //   Log.assert(neworder.Key == id, $"OrderVM.update was called with an order with a different Key({neworder.Key}) from original({id})");
+      //   using (detect_property_changes()) {
+      //      _init(neworder);
+      //   }
+      //}
+
       public uint security_key => _owner.security.Id;
       public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
       public uint? min_piq {
@@ -228,13 +261,9 @@ namespace mbts.spark {
       public CustomOrderDefinition.CustomOneofCase algo_type { get => _algo_type.Value; private set => _algo_type.Value = value; }
       public string algo_studio_abbreviation { get => _algo_studio_abbreviation.Value; private set => _algo_studio_abbreviation.Value = value; }
 
+      public IReadOnlyList<uint> order_keys => _orders.Keys.ToReadOnlyList();
       public IEnumerable<OrderRecordImmutable> root_orders => _root_nodes();
 
-      public void sync_orders(ImmutableDictionary<uint, OrderSecurity> new_orders) {
-         _orders = new_orders;
-         min_piq = new_orders.Count == 0 ? null : new_orders.Values.Select(o => o.piq).Min();
-      }
-
       void _cancel_order() {
          foreach (var order in _root_nodes()) {
             model.order_gateway.cancel_order(order).ignore();
@@ -267,16 +296,14 @@ namespace mbts.spark {
          // I checked with Eric and he guesses that what is happening is that the Popup is throwing away the grid, but the binding doesn't remove the columns from that grid
          // 
          // I think returning a new OrderbookVM is okay at the moment since this Popup window will not be saving any state at this time
-         var ticks = _owner.spec.full_ticks_from_zero(real_price);
-         if (!ticks.HasValue) {
-            // this is an unexpected code path, but not necessarily a reason to crash, so log a warning and return null
-            return null;
-         }
-         var min_price = _owner.spec.tickup(0, ticks.Value);
-         var max_price = _owner.spec.tickup(min_price, 1);
+         var price_filter = new filters.DoubleMinMaxState();
+         price_filter.minimum.value = real_price;
+         price_filter.maximum.value = real_price;
+
          var state = new bts.shell.orderbook.OrderBookStartupData(
             new bts.shell.orderbook.FilterStates {
-               security_criteria = SecurityCriteria.from_securities(_owner.security),
+               security_criteria = new SecurityCriteria(_owner.security),
+               price = price_filter,
                statuses = new[] { OrderStatus.Working },
                order_types = AlgoID.exchange_algo_keys
             },
@@ -284,8 +311,7 @@ namespace mbts.spark {
             use_defaults: false
          );
          var settings_man = new WindowSettingsManager<OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
-         var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true,
-            global_filter: o => o.order.order.ui_price() >= min_price - MathUtils.epsilon && o.order.order.ui_price() <= max_price - MathUtils.epsilon);
+         var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true);
          _owner.settings.Subscribe(s => settings_man.instance_settings = settings_man.instance_settings.with(s.mini_ob.value));
          obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
          obvm.columns.Insert(0, new OrderBookVM.CommitColumn());

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

@@ -1,116 +0,0 @@
-using bts.proto;
-using mbts.ui;
-using mbts.ui.shell;
-using System.Windows;
-using System.Windows.Media;
-using mbts.ui.utility.text;
-using FontFamily = System.Windows.Media.FontFamily;
-
-namespace mbts.spark {
-   class LadderPanelPricePointVM : ViewModelBase, IValueFactoryVM<LadderPanelPricePointSettings.ItemSettings> {
-      Color _background_color = Colors.Transparent, _font_color = Colors.Black;
-      FontFamily _font_family = TextUtils.StandardFontFamily;
-      double _font_size = FontSizes.Small;
-      FontWeight _font_weight = FontWeights.Bold;
-      bool _show = true, _show_label = true;
-
-      public Color background_color { get => _background_color; set => Set(ref _background_color, value); }
-      public Color font_color { get => _font_color; set => Set(ref _font_color, value); }
-      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
-      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
-      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
-      public bool show {
-         get => _show;
-         set {
-            if (Set(ref _show, value))
-               RaisePropertyChanged(nameof(actual_show_label));
-         }
-      }
-      public bool show_label {
-         get => _show_label;
-         set {
-            if (Set(ref _show_label, value))
-               RaisePropertyChanged(nameof(actual_show_label));
-         }
-      }
-      public bool actual_show_label => _show && _show_label;
-
-      public LadderPanelPricePointSettings.ItemSettings create() =>
-         new LadderPanelPricePointSettings.ItemSettings {
-            font = new FontParamsProto {
-               font_color = font_color.rgb_color(),
-               font_size = font_size,
-               typeface = new TypefaceProto(font_family.name_or_default(), font_weight.ToOpenTypeWeight())
-            },
-            background_color = background_color.rgb_color(),
-            show_label = show_label
-         };
-
-      public void load_from(LadderPanelPricePointSettings.ItemSettings value) {
-         if (value is null)
-            return;
-         load_from(value.font);
-         show_label = value.show_label;
-         background_color = value.background_color.argb_color();
-      }
-
-      protected void load_from(FontParamsProto font) {
-         if (font is null) {
-            font_weight = FontWeights.Bold;
-            font_size = FontSizes.Small;
-            show_label = true;
-         } else {
-            font_family = string.IsNullOrEmpty(font.font_family) ?
-               TextUtils.StandardFontFamily :
-               new FontFamily(font.font_family);
-            font_weight = FontWeight.FromOpenTypeWeight(font.font_weight);
-            font_size = font.font_size;
-            font_color = font.font_color.argb_color();
-         }
-      }
-   }
-
-   class LadderPanelRelativePricePointVM : LadderPanelPricePointVM, IValueFactoryVM<LadderPanelPricePointSettings.DaySettings> {
-      Color
-         _negative_font_color = Colors.Red,
-         _negative_background_color = Colors.Transparent,
-         _positive_font_color = Colors.Green,
-         _positive_background_color = Colors.Transparent;
-
-      // negative
-      public Color negative_font_color { get => _negative_font_color; set => Set(ref _negative_font_color, value); }
-      public Color negative_background_color { get => _negative_background_color; set => Set(ref _negative_background_color, value); }
-      // positive
-      public Color positive_font_color { get => _positive_font_color; set => Set(ref _positive_font_color, value); }
-      public Color positive_background_color { get => _positive_background_color; set => Set(ref _positive_background_color, value); }
-
-      public void load_from(LadderPanelPricePointSettings.DaySettings value) {
-         if (value is null)
-            return;
-         load_from(value.font);
-         show_label = value.show_label;
-         background_color = value.background_color.argb_color();
-         // negative
-         negative_font_color = value.negative_font_color.argb_color();
-         negative_background_color = value.negative_background_color.argb_color();
-         // positive
-         positive_font_color = value.positive_font_color.argb_color();
-         positive_background_color = value.positive_background_color.argb_color();
-      }
-
-      public new LadderPanelPricePointSettings.DaySettings create() {
-         var base_settings = base.create();
-         return new LadderPanelPricePointSettings.DaySettings {
-            font = base_settings.font,
-            show_label = base_settings.show_label,
-            background_color = base_settings.background_color,
-            // negative
-            negative_font_color = negative_font_color.rgb_color(),
-            negative_background_color = negative_background_color.rgb_color(),
-            // positive
-            positive_font_color = positive_font_color.rgb_color(),
-            positive_background_color = positive_background_color.rgb_color()
-         };
-      }
-   }
-}

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

@@ -16,7 +16,6 @@ using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.Collections.ObjectModel;
@@ -32,10 +31,6 @@ using TextUtils = mbts.ui.utility.text.TextUtils;
 
 namespace mbts.spark {
    class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
-      public static Type PanelPricePointType  => typeof(PanelPricePointVM);
-      public static Type PanelRelativePricePointType => typeof(PanelRelativePricePointVM);
-      public static Type PanelVisibilityType  => typeof(OrderEntryPanelItemVisibilityVM);
-
       readonly Property<LadderSettings.BadgeStyle> _badge_style;
       readonly Property<uint> _alternate_order_size, _max_clip;
       readonly DelegateProperty<double> _row_height;
@@ -45,7 +40,6 @@ namespace mbts.spark {
       readonly ObservableKeyedCollection<AccountTuple?, uint> _accounts = new ObservableKeyedCollection<AccountTuple?, uint>(AccountTuple.nullable_key_fn);
       readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
       readonly OrdersModel _model;
-      readonly SecurityImmutable _security;
       uint? _desired_account;
       AlgoID? _desired_algo;
       TimeInForce _default_time_in_force;
@@ -54,7 +48,6 @@ namespace mbts.spark {
       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;
-      uint _ticks_per_row;
       LadderSettings _current;
       LadderColumnSettingsVM
          _orders = new OrdersColumnSettingsVM(),
@@ -68,11 +61,17 @@ namespace mbts.spark {
          _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
          _ask_mkt_line = new LadderMarketBreakLineVM("Ask"),
          _mid_mkt_line = new LadderMarketBreakLineVM("Mid"),
-         _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1, can_edit_refresh_mode: false),
-         _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false, can_edit_refresh_mode: false),
-         _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false, can_edit_refresh_mode: false);
+         _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1),
+         _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false),
+         _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false);
       OrderEntryPanelItemVisibilityVM
          _zoom_slider_visbility = new OrderEntryPanelItemVisibilityVM("Zoom Slider"),
+         _day_visibility = new OrderEntryPanelItemVisibilityVM("Day Change"),
+         _high_visibility = new OrderEntryPanelItemVisibilityVM("High"),
+         _low_visibility = new OrderEntryPanelItemVisibilityVM("Low"),
+         _open_visibility = new OrderEntryPanelItemVisibilityVM("Open"),
+         _settle_visibility = new OrderEntryPanelItemVisibilityVM("Settle"),
+         _volume_visibility = new OrderEntryPanelItemVisibilityVM("Volume"),
          _account_visibility = new OrderEntryPanelItemVisibilityVM("Account"),
          _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
          _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
@@ -86,18 +85,10 @@ namespace mbts.spark {
          _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
          _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All"),
          _status_message_visibility = new OrderEntryPanelItemVisibilityVM("Status Message");
-      PanelRelativePricePointVM
-         _day_change = new PanelRelativePricePointVM("Day Change");
-      PanelPricePointVM
-         _session_high = new PanelPricePointVM("High"),
-         _session_low = new PanelPricePointVM("Low"),
-         _open = new PanelPricePointVM("Open"),
-         _settlement = new PanelPricePointVM("Settle"),
-         _volume_panel_item = new PanelPricePointVM("Volume");
 
       public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
          _model = model;
-         _security = security;
+         is_synthetic = security.ContractCase == Security.ContractOneofCase.Synthetic;
          favorite_algos_vm = new FavoriteAlgosVM(_algo_definitions);
          size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
          size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
@@ -119,9 +110,6 @@ namespace mbts.spark {
          accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
             CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
          };
-         // cmds
-         tick_up_ticks_per_row_cmd = new DelegateCommand(increment_ticks_per_row);
-         tick_down_ticks_per_row_cmd = new DelegateCommand(decrement_ticks_per_row);
          // update
          _update = new DeferrableActionWrapper(() => result_changed?.Invoke());
          mini_ob.result_changed += _update.execute;
@@ -167,26 +155,6 @@ namespace mbts.spark {
          }
          AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
          AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
-         void increment_ticks_per_row() {
-            var tpr = ticks_per_row;
-            for (uint i = 1; i < 100; i++) {
-               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, ticks_per_row + i);
-               if (new_tpr != tpr) {
-                  ticks_per_row = new_tpr;
-                  break;
-               }
-            }
-         }
-         void decrement_ticks_per_row() {
-            var tpr = ticks_per_row;
-            for (uint i = 1; i < tpr; i++) {
-               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, tpr - i);
-               if (new_tpr != tpr) {
-                  ticks_per_row = new_tpr;
-                  break;
-               }
-            }
-         }
       }
 
       public event Action result_changed;
@@ -209,16 +177,6 @@ namespace mbts.spark {
          get => _alternate_order_size.Value;
          set => _alternate_order_size.Value = value;
       }
-      public uint ticks_per_row {
-         get => _ticks_per_row;
-         set => Set(ref _ticks_per_row, value, dependent_props: nameof(rounded_ticks_per_row));
-      }
-      public ICommand tick_up_ticks_per_row_cmd { get; }
-      public ICommand tick_down_ticks_per_row_cmd { get; }
-      // since settings profiles may be shared among ladders
-      // of different securities/tick sizes, the ticks per row setting
-      // may need to be rounded to a number that is a factor of $1.00
-      public uint? rounded_ticks_per_row => TickUtils.fit_ticks_per_row_to_dollars(_security.ContractSpec, ticks_per_row);
 
       public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
       public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
@@ -251,7 +209,7 @@ namespace mbts.spark {
       public FavoriteAlgosVM favorite_algos_vm { get; }
 
       public double row_height => _row_height.Value;
-      public bool is_synthetic => _security.ContractCase == Security.ContractOneofCase.Synthetic;
+      public bool is_synthetic { get; }
 
       public IEnumerable<LadderColumnSettingsVM> column_items {
          get {
@@ -290,15 +248,15 @@ namespace mbts.spark {
          }
       }
 
-      public IEnumerable order_entry_panel_items {
+      public IEnumerable<OrderEntryPanelItemVisibilityVM> order_entry_panel_items {
          get {
             yield return _zoom_slider_visbility;
-            yield return _day_change;
-            yield return _session_high;
-            yield return _session_low;
-            yield return _open;
-            yield return _settlement;
-            yield return _volume_panel_item;
+            yield return _day_visibility;
+            yield return _high_visibility;
+            yield return _low_visibility;
+            yield return _open_visibility;
+            yield return _settle_visibility;
+            yield return _volume_visibility;
             yield return _account_visibility;
             yield return _tif_visibility;
             yield return _order_type_visibility;
@@ -337,12 +295,12 @@ namespace mbts.spark {
             yield return _session_range_fill;
             // left panel
             yield return _zoom_slider_visbility;
-            yield return _day_change;
-            yield return _session_high;
-            yield return _session_low;
-            yield return _open;
-            yield return _settlement;
-            yield return _volume_panel_item;
+            yield return _day_visibility;
+            yield return _high_visibility;
+            yield return _low_visibility;
+            yield return _open_visibility;
+            yield return _settle_visibility;
+            yield return _volume_visibility;
             yield return _account_visibility;
             yield return _tif_visibility;
             yield return _order_type_visibility;
@@ -368,7 +326,6 @@ namespace mbts.spark {
             _current = settings;
             badge_style = settings.badge_style;
             alternate_order_size = settings.alternate_order_size;
-            ticks_per_row = settings.ticks_per_row;
             favorite_algos_vm.load_from(settings.favorite_algos);
             size_display.load_from(settings.size_display);
             size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
@@ -402,18 +359,12 @@ namespace mbts.spark {
             zoom_factor = settings.zoom_factor;
             // left-panel (show/hide)
             _zoom_slider_visbility.show = settings.zoom_slider_visible;
-            _day_change.show = settings.day_visible;
-            _day_change.load_from(settings.panel_price_point_settings.day_change);
-            _session_high.show = settings.high_visible;
-            _session_high.load_from(settings.panel_price_point_settings.session_high);
-            _session_low.show = settings.low_visible;
-            _session_low.load_from(settings.panel_price_point_settings.session_low);
-            _open.show = settings.open_visible;
-            _open.load_from(settings.panel_price_point_settings.open);
-            _settlement.show = settings.settle_visible;
-            _settlement.load_from(settings.panel_price_point_settings.settlement);
-            _volume_panel_item.show = settings.volume_visible;
-            _volume_panel_item.load_from(settings.panel_price_point_settings.volume);
+            _day_visibility.show = settings.day_visible;
+            _high_visibility.show = settings.high_visible;
+            _low_visibility.show = settings.low_visible;
+            _open_visibility.show = settings.open_visible;
+            _settle_visibility.show = settings.settle_visible;
+            _volume_visibility.show = settings.volume_visible;
             _account_visibility.show = settings.account_visible;
             _tif_visibility.show = settings.tif_visible;
             _order_type_visibility.show = settings.order_type_visible;
@@ -456,7 +407,6 @@ namespace mbts.spark {
          }
          clone.badge_style = badge_style;
          clone.alternate_order_size = alternate_order_size;
-         clone.ticks_per_row = ticks_per_row;
          clone.favorite_algos = favorite_algos_vm.create();
          clone.size_display = size_display.create();
          clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
@@ -476,15 +426,6 @@ namespace mbts.spark {
          clone.session_low_line = _session_low_mkt_line.get_settings();
          clone.session_high_line = _session_high_mkt_line.get_settings();
          clone.session_range_fill = _session_range_fill.get_settings();
-         // left-panel price items
-         clone.panel_price_point_settings = new LadderPanelPricePointSettings {
-            day_change = _day_change.create(),
-            open = _open.create(),
-            session_low = _session_low.create(),
-            session_high = _session_high.create(),
-            volume = _volume_panel_item.create(),
-            settlement = _settlement.create(),
-         };
          // left-panel (defaults)
          clone.default_time_in_force = default_time_in_force;
          // - account
@@ -499,12 +440,12 @@ namespace mbts.spark {
          clone.order_entry_panel_initial_width = _order_entry_panel_width;
          clone.zoom_factor = zoom_factor;
          // left-panel (components)
-         clone.day_visible = _day_change.show;
-         clone.high_visible = _session_high.show;
-         clone.low_visible = _session_low.show;
-         clone.open_visible = _open.show;
-         clone.settle_visible = _settlement.show;
-         clone.volume_visible = _volume_panel_item.show;
+         clone.day_visible = _day_visibility.show;
+         clone.high_visible = _high_visibility.show;
+         clone.low_visible = _low_visibility.show;
+         clone.open_visible = _open_visibility.show;
+         clone.settle_visible = _settle_visibility.show;
+         clone.volume_visible = _volume_visibility.show;
          clone.account_visible = _account_visibility.show;
          clone.tif_visible = _tif_visibility.show;
          clone.order_type_visible = _order_type_visibility.show;
@@ -660,14 +601,12 @@ namespace mbts.spark {
       public class LadderMarketBreakLineVM : ViewModelBase {
          readonly Property<Color> _color;
          readonly Property<bool> _show;
-         LadderMarketBreakLine.RefreshMode _refresh_mode;
 
-         public LadderMarketBreakLineVM(string name, int column_index = 0, int column_span = 5, bool show_session_range = true, bool can_edit_refresh_mode = true) {
+         public LadderMarketBreakLineVM(string name, int column_index = 0, int column_span = 5, bool show_session_range = true) {
             this.name = name;
             this.column_index = column_index;
             this.column_span = column_span;
             this.show_session_range = show_session_range;
-            this.can_edit_refresh_mode = can_edit_refresh_mode;
             palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
             _color = backing(nameof(color), Colors.Black);
             _show = backing(nameof(show), false);
@@ -679,25 +618,21 @@ namespace mbts.spark {
          public Color color { get => _color.Value; set => _color.Value = value; }
          public bool show { get => _show.Value; set => _show.Value = value; }
          public bool show_session_range { get; }
-         public bool can_edit_refresh_mode { get; }
-         public LadderMarketBreakLine.RefreshMode refresh_mode { get => _refresh_mode; set => Set(ref _refresh_mode, value); }
          public ObservableCollection<ColorPaletteVM> palettes { get; }
 
          public void assign_from(LadderMarketBreakLine settings) {
             color = settings.color.rgb_color();
             show = settings.show;
-            refresh_mode = settings.refresh_mode;
          }
 
          public LadderMarketBreakLine get_settings() =>
             new LadderMarketBreakLine {
                color = new BTSColor(color).ToUint(),
-               show = show,
-               refresh_mode = refresh_mode
+               show = show
             };
       }
 
-      public class OrderEntryPanelItemVisibilityVM : ViewModelBase, ITemplateSelectorKey {
+      public class OrderEntryPanelItemVisibilityVM : ViewModelBase {
          readonly Property<bool> _show;
 
          public OrderEntryPanelItemVisibilityVM(string name) {
@@ -708,63 +643,6 @@ namespace mbts.spark {
          public string name { get; }
          public bool show { get => _show.Value; set => _show.Value = value; }
 
-         string ITemplateSelectorKey.key => LadderSettingsPanelTemplateKeys.VisibilityItem;
-      }
-
-      public class PanelPricePointVM : LadderPanelPricePointVM, ITemplateSelectorKey {
-         ObservableCollection<ColorPaletteVM>
-            _font_color_palettes,
-            _background_color_palettes;
-
-         public PanelPricePointVM(string name) =>
-            this.name = name;
-
-         public string name { get; }
-
-         public ObservableCollection<ColorPaletteVM> font_color_palettes => _font_color_palettes ??
-            (_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         public ObservableCollection<ColorPaletteVM> background_color_palettes => _background_color_palettes ??
-            (_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         string ITemplateSelectorKey.key => LadderSettingsPanelTemplateKeys.PricePoint;
-      }
-
-      public class PanelRelativePricePointVM : LadderPanelRelativePricePointVM, ITemplateSelectorKey {
-         ObservableCollection<ColorPaletteVM>
-            _negative_font_color_palettes,
-            _negative_background_color_palettes,
-            _neutral_font_color_palettes,
-            _neutral_background_color_palettes,
-            _positive_font_color_palettes,
-            _positive_background_color_palettes;
-
-         public PanelRelativePricePointVM(string name) =>
-            this.name = name;
-
-         public string name { get; }
-         //negative
-         public ObservableCollection<ColorPaletteVM> negative_font_color_palettes => _negative_font_color_palettes ??
-            (_negative_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         public ObservableCollection<ColorPaletteVM> negative_background_color_palettes => _negative_background_color_palettes ??
-            (_negative_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         // neutral
-         public ObservableCollection<ColorPaletteVM> neutral_font_color_palettes => _neutral_font_color_palettes ??
-            (_neutral_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         public ObservableCollection<ColorPaletteVM> neutral_background_color_palettes => _neutral_background_color_palettes ??
-            (_neutral_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         // positive
-         public ObservableCollection<ColorPaletteVM> positive_font_color_palettes => _positive_font_color_palettes ??
-            (_positive_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         public ObservableCollection<ColorPaletteVM> positive_background_color_palettes => _positive_background_color_palettes ??
-            (_positive_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
-
-         string ITemplateSelectorKey.key => LadderSettingsPanelTemplateKeys.RelativePricePoint;
       }
 
       public class VolumeColumnVM : ViewModelBase {

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

@@ -1,5 +1,4 @@
 using bts.api;
-using bts.api.core;
 using bts.api.orderman;
 using bts.proto;
 using bts.shell;
@@ -10,8 +9,6 @@ using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
-using mbts.ui.utility;
-using mbts.user.settings;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -30,22 +27,14 @@ namespace mbts.spark {
 
       readonly IBus _bus;
       readonly LadderModel _model;
-      readonly Property<double> _session_high, _session_low, _day_change, _open, _settlement, _left_panel_width, _zoom_factor;
+      readonly Property<double> _high, _low, _change, _open, _settlement, _left_panel_width, _zoom_factor;
+      //readonly Property<double> _window_width, _window_height;
       readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
       readonly Property<ulong> _volume;
       readonly Property<bool> _auto_clear;
-      readonly PropertyAutoWrapper<LadderSettings, bool>
-         _show_account,
-         _show_tif,
-         _show_order_type,
-         _show_size_preset,
-         _show_auto_clear,
-         _show_clear,
-         _show_cancel_buys,
-         _show_cancel_sells,
-         _show_cancel_all,
-         _show_zoom,
-         _show_status_message;
+      readonly PropertyAutoWrapper<LadderSettings, bool> _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
+         _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
+         _show_cancel_sells, _show_cancel_all, _show_zoom, _show_status_message;
       readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
       double
          _position,
@@ -60,10 +49,8 @@ namespace mbts.spark {
       ulong _last_trade_time = 0;
       IEqualityComparer<double> _equality;
       Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
-      ImmutableSortedDictionary<double, LadderOrderVM> _order_price_index;
       IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
       ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> _favorite_algo_map = ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem>.Empty;
-      ContractSpecificationImmutable? _spec;
 
       public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
          new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
@@ -78,16 +65,15 @@ namespace mbts.spark {
          _bus = bus;
          _model = model;
          current_settings = init;
-         _order_price_index = ImmutableSortedDictionary.Create<double, LadderOrderVM>(spec.price_comparer());
          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;
-         _session_high = backing(nameof(session_high), double.NaN);
-         _session_low = backing(nameof(session_low), double.NaN);
-         _day_change = backing(nameof(day_change), double.NaN);
+         _high = backing(nameof(high), double.NaN);
+         _low = backing(nameof(low), double.NaN);
+         _change = backing(nameof(change), double.NaN);
          _open = backing(nameof(open), double.NaN);
          _settlement = backing(nameof(settlement), double.NaN);
          // init window-specific settings: these properties should not observe settings updates; they are independent from the settings dialog, so it doesn't make sense that the settings dialog should cause them to change.
@@ -118,6 +104,12 @@ namespace mbts.spark {
             (_ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background)).set,
             (_ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground)).set,
             // bool visibility props
+            (_show_day = bool_prop(nameof(show_day), s => s.day_visible)).set,
+            (_show_high = bool_prop(nameof(show_high), s => s.high_visible)).set,
+            (_show_low = bool_prop(nameof(show_low), s => s.low_visible)).set,
+            (_show_open = bool_prop(nameof(show_open), s => s.open_visible)).set,
+            (_show_settle = bool_prop(nameof(show_settle), s => s.settle_visible)).set,
+            (_show_volume = bool_prop(nameof(show_volume), s => s.volume_visible)).set,
             (_show_account = bool_prop(nameof(show_account), s => s.account_visible)).set,
             (_show_tif = bool_prop(nameof(show_tif), s => s.tif_visible)).set,
             (_show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible)).set,
@@ -130,8 +122,6 @@ namespace mbts.spark {
             (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
             (_show_status_message = bool_prop(nameof(show_status_message), s => s.status_message_visible)).set,
             s => {
-               // invalidate spec in case 'ticks per row' changed
-               _spec = null;
                if (
                   Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) |
                   Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position)) |
@@ -149,27 +139,8 @@ namespace mbts.spark {
                _piq_column_width.set(s.piq_column.width);
                _volume_column_width.set(s.volume_column.general.width);
                // left panel/zoom
-               day_change_style.load_from(s.panel_price_point_settings.day_change);
-               day_change_style.show = s.day_visible;
-               // open
-               open_style.load_from(s.panel_price_point_settings.open);
-               open_style.show = s.open_visible;
-               // session low
-               session_low_style.load_from(s.panel_price_point_settings.session_low);
-               session_low_style.show = s.low_visible;
-               // session high
-               session_high_style.load_from(s.panel_price_point_settings.session_high);
-               session_high_style.show = s.high_visible;
-               // settlement
-               settlement_style.load_from(s.panel_price_point_settings.settlement);
-               settlement_style.show = s.settle_visible;
-               // volume
-               volume_style.load_from(s.panel_price_point_settings.volume);
-               volume_style.show = s.volume_visible;
-               // left panel gen display
                _left_panel_width.set(s.order_entry_panel_initial_width);
                _zoom_factor.set(s.zoom_factor);
-               RaisePropertyChanged(nameof(day_change_font_color), nameof(day_change_background_color));
             }
          };
          PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
@@ -188,41 +159,71 @@ namespace mbts.spark {
          settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());
 
          orders = new ObservableCollection<LadderOrderVM>();
-         _day_change.Changed += (o, n) => RaisePropertyChanged(nameof(day_change_font_color), nameof(day_change_background_color));
-         var orders_source = settings.Select(s => s.ticks_per_row).DistinctUntilChanged()
-            .SelectManyInSeries(tpr => {
-               var spec = TickUtils.multiply_tick_size(security.ContractSpec, tpr);
-               var price_comp = Comparer<double>.Create((a, b) =>
-                  CompareUtils.nullable_compare(spec.full_ticks_from_zero(a), spec.full_ticks_from_zero(b)));
-               return _order_price_source(model.orders, price_comp, p => TickUtils.normalize_price(spec, p));
-            });
 
          _dispose = Disposable.Create(
             settings.OnDispatcher().Subscribe(settings_observer),
             get_order_properties_editor_hooks(),
             bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
-            orders_source.OnDispatcher().Subscribe(tup => {
+            // we need to hook this up to model.orders which is filtered for just the security
+            model.orders.OnDispatcher().Subscribe(working => {
                // Here we manage N orders to 1 price slot in the ladder
                Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
-               _cache = tup.map;
-               /// remove empty price slots (the vm will be disposed automatically when it is removed from <see cref="orders"/>)
-               var removed_prices = _slot_price_vs_orders.Keys.Except(tup.price_index.Keys).ToList();
-               foreach (var p in removed_prices)
-                  _slot_price_vs_orders.Remove(p);
-               // add or update current price slots
-               foreach (var kv in tup.price_index) {
-                  _slot_price_vs_orders.AddOrUpdate(kv.Key,
-                     order_vm => order_vm.sync_orders(kv.Value),
-                     () => new LadderOrderVM(kv.Value, kv.Key, this, _bus, settings.Select(s => s.badge_style).OnDispatcher()));
+               _cache = working.state;
+
+               foreach (var os in _cache.Values) {
+                  var wo = os.order;
+                  var slot_price_target = wo.ui_price();
+                  var order_type = wo.order_type();
+                  var filled = wo.filled();
+
+                  if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
+                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
+                  } else {
+                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
+                     _slot_price_vs_orders[slot_price_target] = slot_vm;
+                  }
+
+                  // keep track of slot prices vs orders; we use this below to remove orders from the LadderOrderVMs
+                  // that are not found in this callback run
+                  if (!orders_used_in_this_update.TryGetValue(slot_price_target, out HashSet<uint> orders_at_level)) {
+                     orders_at_level = new HashSet<uint>();
+                  }
+                  orders_at_level.Add(wo.Key);
+                  orders_used_in_this_update[slot_price_target] = orders_at_level;
+
                }
-               // sync the collection
-               orders.sync_with(_slot_price_vs_orders.Values);
-               // update badge colors, text, etc.
-               foreach (var lovm in orders)
+
+               // remove any orders from the lovm that aren't in here
+               foreach(var kvp in orders_used_in_this_update) {
+                  var slot_vm = _slot_price_vs_orders[kvp.Key];
+                  foreach(var existing_order_key in slot_vm.order_keys) {
+                     if (!kvp.Value.Contains(existing_order_key)) {
+                        slot_vm.remove_order(existing_order_key);
+                     }
+                  }
+               }
+
+
+               // update dirty brushes and text
+               foreach (var lovm in _slot_price_vs_orders.Values) {
                   lovm.update();
+               }
+
+               // complete removal of slots that were not updated
+               // orders_used_in_this_update.Keys are the price levels in the update
+               foreach (var slot_price in _slot_price_vs_orders.Keys.ToList()) {
+                  if (!orders_used_in_this_update.Keys.Contains(slot_price)) {
+                     _slot_price_vs_orders.TryGetValue(slot_price, out LadderOrderVM removal_candidate);
+                     if (removal_candidate != null) {
+                        removal_candidate.Dispose();
+                     }
+                     _slot_price_vs_orders.Remove(slot_price);
+                  }
+               }
+
+               orders.sync_with(_slot_price_vs_orders.Values);
             }),
             WorkLoop.Start($"Ladder '{security}'", _tick),
-            ObservableAutoWrapper.dispose_on_removed(orders, true),
             Disposable.Create(() => _on_disposed_impl?.Invoke(true))
          );
          IDisposable get_order_properties_editor_hooks() {
@@ -298,34 +299,17 @@ namespace mbts.spark {
          remove => _on_disposed_impl -= value;
       }
       public SecurityImmutable security => _model.security;
-      public ContractSpecificationImmutable spec => _spec ?? (
-         _spec = TickUtils.multiply_tick_size(security.ContractSpec, current_settings?.ticks_per_row ?? 1)).Value;
       public uint display_quantity_divisor { get; }
       public LadderSettings current_settings { get; private set; }
-      // left panel values
-      public double session_high => _session_high.Value;
-      public double session_low => _session_low.Value;
-      public double day_change => _day_change.Value;
+      public double high => _high.Value;
+      public double low => _low.Value;
+      public double change => _change.Value;
       public double open => _open.Value;
       public double settlement => _settlement.Value;
       public double position => _position;
       public double day_position => _day_position;
       public double raw_day_position => _raw_day_position;
       public ulong volume => _volume.Value;
-      // left panel styles
-      public LadderPanelRelativePricePointVM day_change_style { get; } = new LadderPanelRelativePricePointVM();
-      public Color day_change_font_color => day_change > 0 ?
-         day_change_style.positive_font_color :
-         (day_change < 0 ? day_change_style.negative_font_color : day_change_style.font_color);
-      public Color day_change_background_color => day_change > 0 ?
-         day_change_style.positive_background_color :
-         (day_change < 0 ? day_change_style.negative_background_color : day_change_style.background_color);
-      public LadderPanelPricePointVM open_style { get; } = new LadderPanelPricePointVM();
-      public LadderPanelPricePointVM settlement_style { get; } = new LadderPanelPricePointVM();
-      public LadderPanelPricePointVM session_high_style { get; } = new LadderPanelPricePointVM();
-      public LadderPanelPricePointVM session_low_style { get; } = new LadderPanelPricePointVM();
-      public LadderPanelPricePointVM volume_style { get; } = new LadderPanelPricePointVM();
-      //
       public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
       public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
       /// Important: <see cref="order_properties_vm"/> can be null.
@@ -340,6 +324,12 @@ namespace mbts.spark {
       public Brush bid_foreground => _bid_foreground.view;
       public Brush ask_background => _ask_background.view;
       public Brush ask_foreground => _ask_foreground.view;
+      public bool show_day => _show_day.view;
+      public bool show_high => _show_high.view;
+      public bool show_low => _show_low.view;
+      public bool show_open => _show_open.view;
+      public bool show_settle => _show_settle.view;
+      public bool show_volume => _show_volume.view;
       public bool show_account => _show_account.view;
       public bool show_tif => _show_tif.view;
       public bool show_order_type => _show_order_type.view;
@@ -354,11 +344,6 @@ namespace mbts.spark {
       public bool show_cancel_all => _show_cancel_all.view;
       public bool show_zoom => _show_zoom.view;
       public bool show_status_message => _show_status_message.view;
-      
-      public TickDisplaySettings day_change_display_settings =>
-         TickDisplaySettings.Default.with(
-            pad_with_leading_zeros: false,
-            show_zero_integer: false);
       // left panel scroll props
       public double left_panel_view_port_height {
          get => _left_panel_view_port_height;
@@ -424,11 +409,11 @@ namespace mbts.spark {
       double _max_left_panel_scroll_position =>
          Math.Max(0, _left_panel_extent_height - _left_panel_view_port_height);
 
-      internal OrderRecordImmutable get_root_at_price(OrderSecurity op) {
+      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
          var order = op.order;
-         double p = _normalize_price(order.ui_price());
+         double p = order.ui_price();
          foreach (var o in lineage(order.ParentKey)) {
-            if (_equality.Equals(p, _normalize_price(o.ui_price())))
+            if (_equality.Equals(p, o.ui_price()))
                order = o;
          }
          return order;
@@ -462,14 +447,6 @@ namespace mbts.spark {
             if (order_properties_vm.selected_algo_definition != null)
                rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key);
          }
-         rv.panel_price_point_settings = new LadderPanelPricePointSettings {
-            day_change = day_change_style.create(),
-            open = open_style.create(),
-            settlement = settlement_style.create(),
-            session_low = session_low_style.create(),
-            session_high = session_high_style.create(),
-            volume = volume_style.create()
-         };
          return rv;
       }
 
@@ -565,64 +542,6 @@ namespace mbts.spark {
          }
       }
 
-      static IObservable<(ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderSecurity>> price_index, IReadOnlyDictionary<uint, OrderSecurity> map)> _order_price_source(
-         IObservable<TableUpdate<OrderSecurity, uint>> source,
-         IComparer<double> price_comp,
-         Func<double, double> normalize_price) {
-         //
-         return Observable.Create<(ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderSecurity>>, IReadOnlyDictionary<uint, OrderSecurity>)>(o => {
-            var state = ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderSecurity>>(price_comp);
-            var sub = source.Subscribe(table => {
-               var bd = state.ToBuilder();
-               // removes
-               var removes = table.removed.Concat(table.changes.Where(price_changed).Old());
-               foreach (var old_order in removes) {
-                  var price = get_price(old_order);
-                  if (bd.TryGetValue(price, out var index)) {
-                     var new_index = index.Remove(old_order.order.Key);
-                     if (new_index.Count == 0) {
-                        bd.Remove(price);
-                     } else {
-                        bd[price] = new_index;
-                     }
-                  }
-               }
-               // changes
-               var changes = table.changes.Where(ch => !price_changed(ch)).New();
-               foreach (var changed_order in changes) {
-                  var price = get_price(changed_order);
-                  bd[price] = bd[price].SetItem(changed_order.order.Key, changed_order);
-               }
-               // adds
-               var adds = table.added.Concat(table.changes.Where(price_changed).New());
-               foreach (var new_order in adds) {
-                  var price = get_price(new_order);
-                  if (bd.TryGetValue(price, out var index)) {
-                     bd[price] = index.Add(new_order.order.Key, new_order);
-                  } else {
-                     bd[price] = ImmutableDictionary.CreateRange(
-                        new[] { new  KeyValuePair<uint, OrderSecurity>(new_order.order.Key, new_order) });
-                  }
-               }
-               o.OnNext((state = bd.ToImmutable(), table.state));
-            });
-            return sub;
-         });
-
-         bool price_changed(Change<OrderSecurity> ch) =>
-            price_comp.Compare(ch.New.order.ui_price(), ch.Old.order.ui_price()) != 0;
-
-         double get_price(OrderSecurity order) {
-            var p = order.order.ui_price();
-            if (!(normalize_price is null))
-               p = normalize_price(p);
-            return p;
-         }
-      }
-
-      double _normalize_price(double price) =>
-         TickUtils.normalize_price(spec, price);
-
       bool _validate_price(Side side, double price, out string msg) {
          msg = null;
          if (!price.is_real()) {
@@ -643,17 +562,17 @@ namespace mbts.spark {
       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) {
-            _session_high.set(md.session_high);
-            _session_low.set(md.session_low);
+            _high.set(md.session_high);
+            _low.set(md.session_low);
             _open.set(md.open_price);
             _settlement.set(md.settlement_price);
             if (!double.IsNaN(last.price)) {
-               _day_change.set(last.price - md.settlement_price);
+               _change.set(last.price - md.settlement_price);
             } else {
                ulong unused = 0;
                _model.md.get_bbo(ref unused, out NativePriceSize bid, out NativePriceSize ask);
                double mid = TickUtils.mid_tick(security.ContractSpec, bid.price, ask.price);
-               _day_change.set(mid - md.settlement_price);
+               _change.set(mid - md.settlement_price);
             }
             _volume.set(volume);
             _misc_time = _model.md.misc_timestamp;
@@ -664,7 +583,7 @@ namespace mbts.spark {
       void _show_book() {
          var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
          ob_settings.filters = new bts.shell.orderbook.FilterStates {
-            security_criteria = SecurityCriteria.from_securities(security)
+            security_criteria = new SecurityCriteria(security)
          };
          _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
       }

src/client/spark/Modules/Trading/Ladder/View/LadderGridHost.cs

@@ -29,10 +29,6 @@ using System.Windows.Media.Animation;
 namespace mbts.spark {
    partial class LadderGridHost : Control {
       const int _min_row_count = 501, _max_row_count = 2001;
-      static readonly bool _show_scrollbar;
-      static readonly bool _lighten_market_cells;
-      static readonly Color? _bid_market_cell_background;
-      static readonly Color? _ask_market_cell_background;
 
       int _row_count = _min_row_count;
 
@@ -79,19 +75,6 @@ namespace mbts.spark {
       ToolTip tooltip_view = new ToolTip();
       IDisposable _parameterized_order_popup;
 
-      static LadderGridHost() {
-         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         _show_scrollbar = knobs.show_scrollbar;
-         _lighten_market_cells = knobs.lighten_market_cells;
-         // For market cell backgrounds, 0 means null.  Note that the full
-         // range of colors can still be expressed, as zero is merely one of
-         // 2^24 possible representations of 'transparent.'
-         if (knobs.bid_market_cell_background != 0)
-            _bid_market_cell_background = knobs.bid_market_cell_background.argb_color();
-         if (knobs.ask_market_cell_background != 0)
-            _ask_market_cell_background = knobs.ask_market_cell_background.argb_color();
-      }
-
       public LadderGridHost() {
          AllowDrop = true;
          UseLayoutRounding = true;
@@ -99,8 +82,6 @@ namespace mbts.spark {
          _ordershost = new LadderOrdersHost(this) { HorizontalAlignment = HorizontalAlignment.Left, VerticalAlignment = VerticalAlignment.Stretch };
          var scrollViewerFactory = new FrameworkElementFactory(typeof(ScrollViewer));
          scrollViewerFactory.SetValue(FocusableProperty, false);
-         if (!_show_scrollbar)
-            scrollViewerFactory.SetValue(ScrollViewer.VerticalScrollBarVisibilityProperty, ScrollBarVisibility.Hidden);
          Template = new ControlTemplate() {
             VisualTree = scrollViewerFactory
          };
@@ -315,18 +296,6 @@ namespace mbts.spark {
 
       Column[] columns { get; set; } = new Column[0];
       IEnumerable<Column> _visible_columns => columns.Where(c => c.settings.show);
-      ContractSpecificationImmutable? _spec_backing;
-      ContractSpecificationImmutable _spec {
-         get {
-            if (_spec_backing.HasValue) {
-               return _spec_backing.Value;
-            } else if (_vm != null) {
-               _spec_backing = TickUtils.multiply_tick_size(security.ContractSpec, _settings?.ticks_per_row ?? 1);
-               return _spec_backing.Value;
-            }
-            return SecurityDataHelper.Defaults.ContractSpecificationImmutable;
-         }
-      }
 
       public void drag_out_of_bounds() =>
          _tactile_adorner?.drag_out_of_bounds();
@@ -334,7 +303,7 @@ namespace mbts.spark {
       public void scroll_to_price(double price) {
          if (_scrollViewer == null || _price_list.is_null_or_empty())
             return;
-         if (_spec.tickdiff(_price_list[0], price) is int target_row) {
+         if (security.ContractSpec.tickdiff(_price_list[0], price) is int target_row) {
             int visible_row_count = (int)(_scrollViewer.ActualHeight / _settings.row_height);
             int curr_row = visible_row_count + (int)(_scrollViewer.VerticalOffset / _settings.row_height);
             if ((target_row > curr_row && target_row < _row_count) || (target_row < (curr_row - visible_row_count) && target_row >= 0))
@@ -564,10 +533,10 @@ namespace mbts.spark {
          _price_list == null ? double.NaN : _price_list[row];
 
       uint? _bid_size_from_row(int row) =>
-         _size_from_row(row, _price_list, _bids, _spec);
+         _size_from_row(row, _price_list, _bids, _vm.security.ContractSpec);
 
       uint? _ask_size_from_row(int row) =>
-         _size_from_row(row, _price_list, _asks, _spec);
+         _size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);
 
       uint _volume_from_row(int row) {
          const int max_tries = 3;
@@ -653,9 +622,7 @@ namespace mbts.spark {
          if (_price_list != null) {
             switch (column.column_type) {
                case ColumnType.Order: _ordershost.set_col_width(column.settings.width); break;
-               case ColumnType.Bid:
-                  render_market_col(_bids, _bid_market_cell_background);
-                  break;
+               case ColumnType.Bid: render_market_col(_bids); break;
                case ColumnType.Price:
                   if (_settings.net_change != LadderSettings.NetChangeTerms.None) {
                      LadderRender.render_prices(
@@ -667,7 +634,7 @@ namespace mbts.spark {
                         _vm.md.settlement_price,
                         _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
                         column.settings,
-                        _spec);
+                        security.ContractSpec);
                   } else {
                      LadderRender.render_prices(
                         column.visual_tup.visual,
@@ -676,13 +643,11 @@ namespace mbts.spark {
                         _settings.row_height,
                         _price_list,
                         column.settings,
-                        _spec,
+                        security.ContractSpec,
                         _settings.price_display_format);
                   }
                   break;
-               case ColumnType.Ask:
-                  render_market_col(_asks, _ask_market_cell_background);
-                  break;
+               case ColumnType.Ask: render_market_col(_asks); break;
                case ColumnType.Volume:
                   _volume_container.mark_dirty();
                   _refresh_volume_at_price();
@@ -694,9 +659,9 @@ namespace mbts.spark {
                if (_mkt_break_lines.high_render_index.HasValue)
                   _render_session_line(_session_high_vis, _mkt_break_lines.high_render_index.Value, _settings.session_high_line.color);
             }
-            void render_market_col(NativePriceSize[] depth, Color? market_cell_background) {
+            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, _spec, column.settings, _fmt_mkt_depth_item, _lighten_market_cells, market_cell_background);
+               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);
             }
          }
          _apply_column_visual_offset();
@@ -731,12 +696,7 @@ namespace mbts.spark {
          } else {
             _vm.OnDisposed += _on_vm_disposed;
             _prices_updated = 0;
-            // invalidate the contract spec here, as well as in the 'settings update' callback.
-            // While it is assumed that the settings IObservable will always fire at least once (on subscribe),
-            // this serves as a redundancy/fail-safe; it ensures that the vm's security's
-            // contract spec will be used, even if the settings sequence is empty.
-            _invalidate_spec();
-            _price_comparer = Comparer<double>.Create((x, y) => _spec.tick_equals(_normalize_price(x), _normalize_price(y)) ? 0 : y.CompareTo(x));
+            _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
             _price_dirty = true;
             _piq_dirty = true;
             // **use local vm to protect against re-assignment,
@@ -753,10 +713,8 @@ namespace mbts.spark {
             // with meticulous attention to detail.
             _tick_sub = Disposable.Create(() => local_vm.on_tick -= _tick);
             _vm_sub = Disposable.Create(() => local_vm.request_recenter -= on_request_recenter);
-            void on_request_recenter() {
+            void on_request_recenter() =>
                RecenterCommand?.ExecuteIfCan(null);
-               _refresh_frozen_mkt_lines();
-            }
          }
       }
 
@@ -825,14 +783,6 @@ namespace mbts.spark {
 
       #endregion
 
-      void _refresh_frozen_mkt_lines() {
-         if (_price_list is null)
-            return;
-         _mkt_break_lines.refresh_frozen();
-         _refresh_bid_mkt_break();
-         _refresh_ask_mkt_break();
-         _refresh_mid_mkt_break();
-      }
 
       void _on_vm_disposed(bool obj) =>
          _dispose_resources();
@@ -864,7 +814,6 @@ namespace mbts.spark {
             } else {
                _scroll_to_row(_row_count / 2);
             }
-            _refresh_frozen_mkt_lines();
          }
       }
 
@@ -939,28 +888,13 @@ namespace mbts.spark {
       }
 
       void _refresh_bid_mkt_break() =>
-         _render_mkt_break(
-            _bid_mkt_break_vis,
-            _settings.bid_break_line.refresh_mode == LadderMarketBreakLine.RefreshMode.Manual ?
-               _mkt_break_lines.frozen_bid :
-               _mkt_break_lines.bid,
-            _settings.bid_break_line.color);
+         _render_mkt_break(_bid_mkt_break_vis, _mkt_break_lines.bid, _settings.bid_break_line.color);
 
       void _refresh_ask_mkt_break() =>
-         _render_mkt_break(
-            _ask_mkt_break_vis,
-            _settings.ask_break_line.refresh_mode == LadderMarketBreakLine.RefreshMode.Manual ?
-               _mkt_break_lines.frozen_ask :
-               _mkt_break_lines.ask,
-            _settings.ask_break_line.color);
+         _render_mkt_break(_ask_mkt_break_vis, _mkt_break_lines.ask, _settings.ask_break_line.color);
 
       void _refresh_mid_mkt_break() =>
-         _render_mkt_break(
-            _mid_mkt_break_vis,
-            _settings.mid_break_line.refresh_mode == LadderMarketBreakLine.RefreshMode.Manual ?
-               _mkt_break_lines.frozen_mid :
-               _mkt_break_lines.mid,
-            _settings.mid_break_line.color);
+         _render_mkt_break(_mid_mkt_break_vis, _mkt_break_lines.mid, _settings.mid_break_line.color);
 
       void _refresh_session_low_line() {
          if (_settings.session_low_line.show && _mkt_break_lines.low_render_index.HasValue)
@@ -982,14 +916,14 @@ namespace mbts.spark {
          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, _spec, _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, _fmt_mkt_quantity);
       }
 
       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, _spec, _settings.bid_column, _fmt_mkt_depth_item, _lighten_market_cells, _bid_market_cell_background);
-         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, _spec, _settings.ask_column, _fmt_mkt_depth_item, _lighten_market_cells, _ask_market_cell_background);
+         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);
       }
 
       /// <summary>
@@ -1017,7 +951,7 @@ namespace mbts.spark {
                _price_list,
                vapls,
                _settings.row_height,
-               _spec,
+               security.ContractSpec,
                _settings.volume_column,
                last_index,
                _get_last_arrow_string(),
@@ -1054,8 +988,8 @@ namespace mbts.spark {
       void _refresh_prices() {
          var prev_price_list = _price_list;
          _price_list = (!(_settings.net_change == LadderSettings.NetChangeTerms.None)) ?
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, _spec) :
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, _spec, _settings.price_display_format);
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec) :
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec, _settings.price_display_format);
          _ordershost.update_settings(_price_list, _price_comparer, _settings.row_height, _settings.orders_column);
          if (prev_price_list != null) {
             // maintain previous visible price range if possible
@@ -1083,8 +1017,8 @@ namespace mbts.spark {
             SparkUtils.lazy_warn(!double.IsNaN(_mkt_break_lines.origin) && _mkt_break_lines.origin >= low && _mkt_break_lines.origin <= high,
                () => fmt_log_msg($"market break ({_mkt_break_lines.origin}) is unacceptable for the market range ({low} - {high})"));
             int prev_row_count = _row_count;
-            int n_ticks_to_low = _spec.tickdiff(_mkt_break_lines.origin, low) ?? 0;
-            int n_ticks_to_high = _spec.tickdiff(high, _mkt_break_lines.origin) ?? 0;
+            int n_ticks_to_low = security.ContractSpec.tickdiff(_mkt_break_lines.origin, low) ?? 0;
+            int n_ticks_to_high = security.ContractSpec.tickdiff(high, _mkt_break_lines.origin) ?? 0;
             int desired_row_count = Math.Max(n_ticks_to_low, n_ticks_to_high) * 2 + 1;
             _row_count = Math.Min(_max_row_count, desired_row_count);
             if (_row_count != prev_row_count) {
@@ -1100,7 +1034,7 @@ namespace mbts.spark {
             _last_price_range_calc_time = now;
             //
             string fmt_log_msg(string msg) =>
-               $"Ladder {security} (id:{security.Id}, low/high tick:{_spec.LowTick}/{_spec.HighTick}): {msg}.";
+               $"Ladder {security} (id:{security.Id}, low/high tick:{security.ContractSpec.LowTick}/{security.ContractSpec.HighTick}): {msg}.";
          }
          return prices_changed;
       }
@@ -1146,46 +1080,31 @@ namespace mbts.spark {
          prices != null && prices.Length > 0 ? prices[0].price : double.NaN;
 
       double _get_bid_market_break() {
-         var raw_bid_break = _get_bid_market_break_raw();
-         return _normalize_price(raw_bid_break);
-      }
-
-      double _normalize_price(double price) =>
-         TickUtils.normalize_price(_spec, price);
-
-      double _get_bid_market_break_raw() {
          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 : _spec.tickdown(best_ask) :
+            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
             best_bid;
       }
 
       double _get_ask_market_break() {
-         var raw_ask_break = _get_ask_market_break_raw();
-         return _normalize_price(raw_ask_break);
-      }
-      double _get_ask_market_break_raw() {
          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 :
-            _spec.tickdown(best_ask);
+            security.ContractSpec.tickdown(best_ask);
       }
 
       double _get_mid_market_break() {
          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 : _spec.tickdown(best_ask) :
-            double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(_spec, best_bid, best_ask);
+            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
+            double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(security.ContractSpec, best_bid, best_ask);
       }
 
-      double _get_session_low() => _normalize_price(_get_session_low_raw());
-      double _get_session_high() => _normalize_price(_get_session_high_raw());
-
-      double _get_session_low_raw() => _vm.md.session_low;
-      double _get_session_high_raw() => _vm.md.session_high;
+      double _get_session_low() => _vm.md.session_low;
+      double _get_session_high() => _vm.md.session_high;
 
       void _render_mkt_break(DrawingVisual vis, double price, uint color) =>
          LadderRender.render_mkt_break(vis, _row_for_price(price), _settings.row_height, color);
@@ -1194,9 +1113,6 @@ namespace mbts.spark {
          LadderRender.render_single_grid_line(vis, row, _settings.row_height, color, _price_column.x_left, _settings.price_column.width);
       #endregion
 
-      void _invalidate_spec() =>
-         _spec_backing = null;
-
       void _settings_updated(LadderSettings s) {
          bool init;
          double prev_row_height;
@@ -1210,7 +1126,6 @@ namespace mbts.spark {
          /// The viewmodel will always have the most up-to-date settings, so ignore <see cref="s"/> and just get it from <see cref="_vm"/>.
          /// This is a workaround for the global settings-defaults issue: when defaults are updated, some properties are inadvertantly overwritten, such as column-widths, etc.
          _settings = _vm.get_save_state();
-         _invalidate_spec();
          _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
          _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
          _price_vis_tup.glyph_context = glyph_context(s.price_column);
@@ -1255,7 +1170,6 @@ namespace mbts.spark {
                }
             }
          }
-         _refresh_frozen_mkt_lines();
          _visualHost.AddVisualChild(_mid_mkt_break_vis);
          _visualHost.AddVisualChild(_ask_mkt_break_vis);
          _visualHost.AddVisualChild(_bid_mkt_break_vis);
@@ -1351,8 +1265,7 @@ namespace mbts.spark {
       // Note: The values contained here do NOT necessarily represent true data, as they will be NaN/null if their respective visual is hidden in LadderSettings
       class MarketBreakLines {
          readonly LadderGridHost _owner;
-         double _bid = double.NaN, _ask = double.NaN, _mid = double.NaN, _origin, _session_low, _session_high;
-         double _frozen_bid = double.NaN, _frozen_ask = double.NaN, _frozen_mid = double.NaN, _frozen_origin = double.NaN;
+         double _bid, _ask, _mid, _origin, _session_low, _session_high;
          int? _low_index, _high_index;
 
          public MarketBreakLines(LadderGridHost owner) =>
@@ -1366,11 +1279,6 @@ namespace mbts.spark {
          public bool session_range_dirty => session_low_dirty || session_high_dirty;
          public bool origin_dirty { get; private set; }
 
-         public double frozen_bid => double.IsNaN(_frozen_bid) ? (_frozen_bid = _bid) : _frozen_bid;
-         public double frozen_ask => double.IsNaN(_frozen_ask) ? (_frozen_ask = _ask) : _frozen_ask;
-         public double frozen_mid => double.IsNaN(_frozen_mid) ? (_frozen_mid = _mid) : _frozen_mid;
-         public double frozen_origin => double.IsNaN(_frozen_origin) ? (_frozen_origin = _origin) : _frozen_origin;
-
          public double bid => _bid;
          public double ask => _ask;
          public double mid => _mid;
@@ -1410,18 +1318,11 @@ namespace mbts.spark {
          }
 
          int _get_session_range_size() =>
-            _owner._spec.tickdiff(_session_high, _session_low) ?? 0;
+            _owner.security.spec_or_default().tickdiff(_session_high, _session_low) ?? 0;
 
          LadderSettings _settings => _owner._settings;
 
-         public void refresh_frozen() {
-            _refresh(true);
-         }
-
          public void refresh() {
-            _refresh(false);
-         }
-         void _refresh(bool update_frozen) {
             bid_dirty = ConvertUtils.update_value_type(ref _bid, _settings.bid_break_line.show ? _owner._get_bid_market_break() : double.NaN);
             ask_dirty = ConvertUtils.update_value_type(ref _ask, _settings.ask_break_line.show ? _owner._get_ask_market_break() : double.NaN);
             mid_dirty = ConvertUtils.update_value_type(ref _mid, _settings.mid_break_line.show ? _owner._get_mid_market_break() : double.NaN);
@@ -1441,11 +1342,6 @@ namespace mbts.spark {
             if (double.IsNaN(new_origin))
                new_origin = _owner._get_bid_market_break();
             origin_dirty = ConvertUtils.update_value_type(ref _origin, new_origin);
-            if (update_frozen) {
-               _frozen_bid = _bid;
-               _frozen_ask = _ask;
-               _frozen_mid = _mid;
-            }
          }
       }
    }

src/client/spark/Modules/Trading/Ladder/View/LadderOrdersHost.cs

@@ -130,8 +130,6 @@ namespace mbts.spark {
             if (e.ChangedButton == MouseButton.Middle) {
                // create the new popup window in here
                var obvm = order.create_orderbook_vm();
-               if (obvm is null)
-                  return;
                await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
                var view = new MiniOrderBookView(obvm);
                var popup = new System.Windows.Controls.Primitives.Popup {

src/client/spark/Modules/Trading/Ladder/View/LadderRender.cs

@@ -43,12 +43,9 @@ namespace mbts.spark {
    static class LadderRender {
       // Note: the orders-column has a separate "row_padding" value: Badge.DefaultMargin
       // (see how it is incorporated in measure_row_height() below)
-      public static Thickness row_padding => LadderSettings.mimic_tt ?
-         new Thickness(4, 2, 4, 2) : new Thickness(6);
-
+      public static readonly Thickness row_padding = new Thickness(6);
       const string tick_separator_period = ".";
       const string tick_separator_dash = "-";
-      const int GRID_LINE_HEIGHT = 1;
 
       // IMPORTANT: this method ONLY WORKS if Badges use the BadgeRender.margin/border_thickness/padding values.
       // TODO: elminate the dependency on BadgeRender.margin/border_thickness/padding by integrating them into settings.
@@ -61,20 +58,11 @@ namespace mbts.spark {
       public static int index_of(double[] prices, double price, IComparer<double> comparer) =>
          Array.BinarySearch(prices, price, comparer);
 
-      public static GlyphRun format_text(
-         string text,
-         int row,
-         double row_height,
-         LadderColumnSettings settings,
-         GlyphContext glyph_context,
-         LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default) =>
+      public static GlyphRun format_text(string text, int row, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default) =>
          glyph_context.get_glyph_run(
             // long term there is probably a better way to get rid of the separator, such as in the TickExtensions._format_tick
-            price_display_format == LadderSettings.PriceDisplayFormat.Integer ?
-               text.Replace(tick_separator_period, string.Empty).Replace(tick_separator_dash, string.Empty) :
-               text, 
-            settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
-            -4, VerticalAlignment.Center, row * row_height, true);
+            price_display_format == LadderSettings.PriceDisplayFormat.Integer ? text.Replace(tick_separator_period, string.Empty).Replace(tick_separator_dash, string.Empty) : text, 
+            settings.font_size, settings.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, row * row_height, true);
 
       public static double[] gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
          // require odd number
@@ -97,7 +85,7 @@ namespace mbts.spark {
       public static GlyphRun[] format_prices(double[] prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
          var result = new GlyphRun[prices.Length];
          Parallel.For(0, prices.Length, i =>
-            result[i] = format_text(spec.format(prices[i] - reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
+            result[i] = format_text(spec.format(prices[i], reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
          return result;
       }
       public static GlyphRun[] format_prices(double[] prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
@@ -168,7 +156,7 @@ namespace mbts.spark {
             // draw grid lines
             for (int row = 1; row < rowcount; ++row) {
                double y = row * row_height;
-               dc.DrawRectangle(brush, null, new Rect(0, y, 500, GRID_LINE_HEIGHT));
+               dc.DrawRectangle(brush, null, new Rect(0, y, 500, 1));
             }
          }
       }
@@ -182,18 +170,9 @@ namespace mbts.spark {
          double row_height,
          ContractSpecificationImmutable spec,
          LadderColumnSettings settings,
-         Func<NativePriceSize, string> fmt,
-         bool lighten_market_cells,
-         Color? market_cell_background) {
+         Func<NativePriceSize, string> fmt
+         ) {
          //var background = new SolidColorBrush(settings.background.rgb_color());
-         Brush market_cell_background_brush;
-         if (market_cell_background.HasValue) {
-            market_cell_background_brush = new SolidColorBrush(market_cell_background.Value);
-         } else if (lighten_market_cells) {
-            market_cell_background_brush = settings.background.rgb_color().blend_with(Colors.White).to_brush();
-         } else {
-            market_cell_background_brush = null;
-         }
          using (var dc = dv.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
             //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, prices.Length * row_height));
@@ -202,32 +181,15 @@ namespace mbts.spark {
             var foreground = settings.foreground.rgb_brush();
             int curr_index = origin_index;
             double curr_price = prices[curr_index];
-            NativePriceSize curr_size = NativePriceSize.NO_MARKET;
-            var row_tick_groups = rungs
-               .TakeWhile(nps => !nps.is_nan)
-               .AggregateConsecutiveGroups(() => NativePriceSize.NO_MARKET,
-                  (aggr, rung) => rung.with(
-                     direct_size: aggr.direct_size + rung.direct_size,
-                     implied_size: aggr.implied_size + rung.implied_size),
-                  rung => {
-                     //spec.round_to_tick(rung.price);
-                     var ticks = spec.full_ticks_from_zero(rung.price);
-                     return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
-                  });
-            foreach (var rung in row_tick_groups) {
-               //double price = spec.round_to_tick(rung.price);
-               var ticks = spec.full_ticks_from_zero(rung.price);
-               var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
+            for (int i = 0; i < rungs.Length; i++) {
+               if (rungs[i].is_nan) break;
+               double price = rungs[i].price;
                // prices are in descending order, so get diff from curr_price - price
                int tick_diff = spec.tickdiff_unchecked(curr_price, price);
                curr_index += tick_diff;
                curr_price = price;
                if (curr_index >= 0 && curr_index < prices.Length) {
-                  if (market_cell_background_brush != null)
-                     dc.DrawRectangle(market_cell_background_brush, null,
-                        new Rect(0, curr_index * row_height + GRID_LINE_HEIGHT,
-                           settings.width, row_height - GRID_LINE_HEIGHT));
-                  var gr = format_text(fmt(rung), curr_index, row_height, settings, glyph_context);
+                  var gr = format_text(fmt(rungs[i]), curr_index, row_height, settings, glyph_context);
                   dc.DrawGlyphRun(foreground, gr);
                } else break;
             }
@@ -412,7 +374,7 @@ namespace mbts.spark {
       public static void render_session_range(DrawingVisual dv, uint color, LadderColumnSettings settings, int low_index, int high_index, double[] prices, double row_height) {
          using (var dc = dv.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, prices.Length))
-            dc.DrawRectangle(new SolidColorBrush(color.rgb_color()) { Opacity = 0.1 }, null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
+            dc.DrawRectangle(new SolidColorBrush(color.rgb_color()) { Opacity = 0.2 }, null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
       }
 
       static GlyphRun[] _format_empty_prices(int row_count, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) {

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

@@ -50,18 +50,6 @@
       <cv:KeyValue Key="{u:Int 0}" Value="{u:Visibility Collapsed}"/>
     </cv:ValueMap>
     <c:BadgeTextLinesConverter x:Key="BadgeTextLinesConverter"/>
-    <cv:ValueMap x:Key="RefreshModeToBooleanConverter">
-      <cv:KeyValue Key="{x:Static Manual, MemberType={u:Nested sp:LadderMarketBreakLine.RefreshMode}}">
-        <cv:KeyValue.Value>
-          <sys:Boolean>false</sys:Boolean>
-        </cv:KeyValue.Value>
-      </cv:KeyValue>
-      <cv:KeyValue Key="{x:Static Auto, MemberType={u:Nested sp:LadderMarketBreakLine.RefreshMode}}">
-        <cv:KeyValue.Value>
-          <sys:Boolean>true</sys:Boolean>
-        </cv:KeyValue.Value>
-      </cv:KeyValue>
-    </cv:ValueMap>
 
     <Style x:Key="ColumnBackground" TargetType="Rectangle">
       <Setter Property="Grid.RowSpan" Value="3"/>
@@ -173,191 +161,6 @@
       </Setter>
     </Style>
 
-    <Style x:Key="LeftPanelPriceFontColorPopup" TargetType="c:PopupControl">
-      <Setter Property="Width" Value="60"/>
-      <Setter Property="Margin" Value="4,2"/>
-      <Setter Property="HorizontalAlignment" Value="Left"/>
-    </Style>
-    
-    <Style x:Key="LeftPanelPricePopupLabel" TargetType="TextBlock">
-      <Setter Property="HorizontalAlignment" Value="Left"/>
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="Margin" Value="2,0"/>
-    </Style>
-
-    <Style x:Key="LeftPanelPricePopup" TargetType="c:PopupControl">
-      <Setter Property="Background" Value="{StaticResource ComboBox.Static.Background}"/>
-      <Setter Property="HorizontalAlignment" Value="Stretch"/>
-      <Setter Property="Padding" Value="6,2"/>
-      <Setter Property="PopupContainerStyle">
-        <Setter.Value>
-          <Style TargetType="Border" BasedOn="{StaticResource PopupContainerStyleBase}">
-            <Setter Property="Padding" Value="4"/>
-          </Style>
-        </Setter.Value>
-      </Setter>
-      <Setter Property="MinHeight" Value="24"/>
-      <Setter Property="Header" Value="..."/>
-      <Setter Property="Content" Value="{Binding}"/>
-      <Setter Property="ShowExpanderArrow" Value="False"/>
-      <Setter Property="ContentTemplate">
-        <Setter.Value>
-          <DataTemplate>
-            <Grid>
-              <Grid.RowDefinitions>
-                <RowDefinition Height="*"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-              </Grid.RowDefinitions>
-              <Grid.ColumnDefinitions>
-                <ColumnDefinition Width="Auto"/>
-                <ColumnDefinition Width="*"/>
-              </Grid.ColumnDefinitions>
-              <c:FontPicker
-                Grid.ColumnSpan="2"
-                SelectedFontFamily="{Binding font_family}"
-                SelectedFontSize="{Binding font_size}"
-                SelectedFontWeight="{Binding font_weight}"
-              />
-              <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}" Margin="4,0">Font Color</TextBlock>
-              <c:ColorPickerPopup
-                Grid.Row="2"
-                Grid.Column="1"
-                Palettes="{Binding font_color_palettes}"
-                SelectedColor="{Binding font_color}"
-                Style="{StaticResource LeftPanelPriceFontColorPopup}"
-              />
-              <TextBlock Grid.Row="4" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
-              <c:ColorPickerPopup
-                Grid.Row="4"
-                Grid.Column="1"
-                Palettes="{Binding background_color_palettes}"
-                SelectedColor="{Binding background_color}"
-                Style="{StaticResource LeftPanelPriceFontColorPopup}"
-              />
-              <CheckBox Grid.Row="6" IsChecked="{Binding show_label}">Show Label</CheckBox>
-            </Grid>
-          </DataTemplate>
-        </Setter.Value>
-      </Setter>
-    </Style>
-
-    <Style x:Key="LeftPanelRelativePricePopup" TargetType="c:PopupControl" BasedOn="{StaticResource LeftPanelPricePopup}">
-      <Setter Property="ContentTemplate">
-        <Setter.Value>
-          <DataTemplate>
-            <Grid Grid.IsSharedSizeScope="True">
-              <Grid.RowDefinitions>
-                <RowDefinition Height="*"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                <RowDefinition Height="Auto"/>
-              </Grid.RowDefinitions>
-              <c:FontPicker
-                SelectedFontFamily="{Binding font_family}"
-                SelectedFontSize="{Binding font_size}"
-                SelectedFontWeight="{Binding font_weight}"
-              />
-              <GroupBox Grid.Row="2" Header="Negative">
-                <Grid>
-                  <Grid.ColumnDefinitions>
-                    <ColumnDefinition Width="Auto" SharedSizeGroup="Label"/>
-                    <ColumnDefinition Width="*"/>
-                  </Grid.ColumnDefinitions>
-                  <Grid.RowDefinitions>
-                    <RowDefinition Height="Auto"/>
-                    <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                    <RowDefinition Height="Auto"/>
-                  </Grid.RowDefinitions>
-                  <TextBlock Style="{StaticResource LeftPanelPricePopupLabel}">Font Color</TextBlock>
-                  <c:ColorPickerPopup
-                    Grid.Column="1"
-                    Palettes="{Binding negative_font_color_palettes}"
-                    SelectedColor="{Binding negative_font_color}"
-                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
-                  />
-                  <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
-                  <c:ColorPickerPopup
-                    Grid.Row="2"
-                    Grid.Column="1"
-                    Palettes="{Binding negative_background_color_palettes}"
-                    SelectedColor="{Binding negative_background_color}"
-                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
-                  />
-                </Grid>
-              </GroupBox>
-              <GroupBox Grid.Row="4" Header="Zero">
-                <Grid>
-                  <Grid.ColumnDefinitions>
-                    <ColumnDefinition Width="Auto" SharedSizeGroup="Label"/>
-                    <ColumnDefinition Width="*"/>
-                  </Grid.ColumnDefinitions>
-                  <Grid.RowDefinitions>
-                    <RowDefinition Height="Auto"/>
-                    <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                    <RowDefinition Height="Auto"/>
-                  </Grid.RowDefinitions>
-                  <TextBlock Style="{StaticResource LeftPanelPricePopupLabel}">Font Color</TextBlock>
-                  <c:ColorPickerPopup
-                    Grid.Column="1"
-                    Palettes="{Binding font_color_palettes}"
-                    SelectedColor="{Binding font_color}"
-                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
-                  />
-                  <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
-                  <c:ColorPickerPopup
-                    Grid.Row="2"
-                    Grid.Column="1"
-                    Palettes="{Binding background_color_palettes}"
-                    SelectedColor="{Binding background_color}"
-                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
-                  />
-                </Grid>
-              </GroupBox>
-              <GroupBox Grid.Row="6" Header="Positive">
-                <Grid>
-                  <Grid.ColumnDefinitions>
-                    <ColumnDefinition Width="Auto" SharedSizeGroup="Label"/>
-                    <ColumnDefinition Width="*"/>
-                  </Grid.ColumnDefinitions>
-                  <Grid.RowDefinitions>
-                    <RowDefinition Height="Auto"/>
-                    <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
-                    <RowDefinition Height="Auto"/>
-                  </Grid.RowDefinitions>
-                  <TextBlock Style="{StaticResource LeftPanelPricePopupLabel}">Font Color</TextBlock>
-                  <c:ColorPickerPopup
-                    Grid.Column="1"
-                    Palettes="{Binding positive_font_color_palettes}"
-                    SelectedColor="{Binding positive_font_color}"
-                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
-                  />
-                  <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
-                  <c:ColorPickerPopup
-                    Grid.Row="2"
-                    Grid.Column="1"
-                    Palettes="{Binding positive_background_color_palettes}"
-                    SelectedColor="{Binding positive_background_color}"
-                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
-                  />
-                </Grid>
-              </GroupBox>
-              <CheckBox Grid.Row="8" IsChecked="{Binding show_label}">Show Label</CheckBox>
-            </Grid>
-          </DataTemplate>
-        </Setter.Value>
-      </Setter>
-    </Style>
-
     <Style x:Key="LadderColumnSample" TargetType="Border">
       <Setter Property="Grid.Column" Value="6"/>
       <Setter Property="Background" Value="{Binding background, Converter={StaticResource ColorToBrushConverter}}"/>
@@ -652,68 +455,6 @@
         </DataTemplate>
       </u:TemplateSelectorKeyValue>
     </u:KeyedTemplateSelector>
-
-    <u:KeyedTemplateSelector x:Key="OrderEntryPanelItemTemplateSelector">
-      <u:TemplateSelectorKeyValue Key="{x:Static usp:LadderSettingsPanelTemplateKeys.VisibilityItem}">
-        <DataTemplate>
-          <Grid>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="A"/>
-              <ColumnDefinition Width="*" SharedSizeGroup="B"/>
-            </Grid.ColumnDefinitions>
-              <Border Margin="0,5,5,0">
-                <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
-                  <CheckBox.Resources>
-                    <Style TargetType="{x:Type Path}">
-                      <Setter Property="FlowDirection" Value="LeftToRight" />
-                    </Style>
-                  </CheckBox.Resources>
-                </CheckBox>
-              </Border>
-          </Grid>
-        </DataTemplate>
-      </u:TemplateSelectorKeyValue>
-      <u:TemplateSelectorKeyValue Key="{x:Static usp:LadderSettingsPanelTemplateKeys.PricePoint}">
-        <DataTemplate>
-          <Grid>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="A"/>
-              <ColumnDefinition Width="*" SharedSizeGroup="B"/>
-            </Grid.ColumnDefinitions>
-            <Border Margin="0,5,5,0">
-              <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
-                <CheckBox.Resources>
-                  <Style TargetType="{x:Type Path}">
-                    <Setter Property="FlowDirection" Value="LeftToRight" />
-                  </Style>
-                </CheckBox.Resources>
-              </CheckBox>
-            </Border>
-            <c:PopupControl Grid.Column="1" Margin="4,2" Style="{StaticResource LeftPanelPricePopup}"/>
-          </Grid>
-        </DataTemplate>
-      </u:TemplateSelectorKeyValue>
-      <u:TemplateSelectorKeyValue Key="{x:Static usp:LadderSettingsPanelTemplateKeys.RelativePricePoint}">
-        <DataTemplate>
-          <Grid>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="A"/>
-              <ColumnDefinition Width="*" SharedSizeGroup="B"/>
-            </Grid.ColumnDefinitions>
-            <Border Margin="0,5,5,0">
-              <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
-                <CheckBox.Resources>
-                  <Style TargetType="{x:Type Path}">
-                    <Setter Property="FlowDirection" Value="LeftToRight" />
-                  </Style>
-                </CheckBox.Resources>
-              </CheckBox>
-            </Border>
-            <c:PopupControl Grid.Column="1" Margin="4,2" Style="{StaticResource LeftPanelRelativePricePopup}"/>
-          </Grid>
-        </DataTemplate>
-      </u:TemplateSelectorKeyValue>
-    </u:KeyedTemplateSelector>
   </UserControl.Resources>
   <TabControl>
     <TabControl.ItemContainerStyle>
@@ -784,12 +525,10 @@
             <ColumnDefinition SharedSizeGroup="c2"/>
             <ColumnDefinition SharedSizeGroup="c3"/>
             <ColumnDefinition SharedSizeGroup="c4"/>
-            <ColumnDefinition SharedSizeGroup="c5"/>
           </Grid.ColumnDefinitions>
           <TextBlock Grid.Column="1" HorizontalAlignment="Center" Margin="6,0" Text="Show" VerticalAlignment="Center"/>
-          <TextBlock Grid.Column="2" HorizontalAlignment="Center" Margin="6,0" Text="Auto Refresh" VerticalAlignment="Center"/>
-          <TextBlock Grid.Column="3" HorizontalAlignment="Center" Margin="6,0" Text="Color" VerticalAlignment="Center"/>
-          <TextBlock Grid.Column="4" Grid.ColumnSpan="2" HorizontalAlignment="Center" Margin="6,0" Text="Sample" VerticalAlignment="Center"/>
+          <TextBlock Grid.Column="2" HorizontalAlignment="Center" Margin="6,0" Text="Color" VerticalAlignment="Center"/>
+          <TextBlock Grid.Column="3" Grid.ColumnSpan="2" HorizontalAlignment="Center" Margin="6,0" Text="Sample" VerticalAlignment="Center"/>
         </Grid>
         <ItemsControl Grid.Row="1" ItemsSource="{Binding mkt_break_items}" Margin="8,0">
           <ItemsControl.ItemTemplate>
@@ -801,28 +540,20 @@
                   <ColumnDefinition SharedSizeGroup="c2"/>
                   <ColumnDefinition SharedSizeGroup="c3"/>
                   <ColumnDefinition SharedSizeGroup="c4"/>
-                  <ColumnDefinition SharedSizeGroup="c5"/>
                 </Grid.ColumnDefinitions>
                 <Border Grid.Column="0" Background="{u:BTSColor header}" Padding="6,3">
                   <TextBlock VerticalAlignment="Center" Text="{Binding name}" Foreground="{u:BTSColor header_text}"/>
                 </Border>
                 <CheckBox Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" IsChecked="{Binding show}"/>
-                <CheckBox
-                  Grid.Column="2"
-                  HorizontalAlignment="Center"
-                  VerticalAlignment="Center"
-                  IsChecked="{Binding refresh_mode, Converter={StaticResource RefreshModeToBooleanConverter}, Mode=TwoWay}"
-                  IsEnabled="{Binding can_edit_refresh_mode}"
-                />
                 <c:ColorPickerPopup
-                  Grid.Column="3"
+                  Grid.Column="2"
                   BorderBrush="Transparent"
                   BorderThickness="0"
                   PopupPlacement="Left"
                   Palettes="{Binding palettes}"
                   SelectedColor="{Binding color}"
                 />
-                <Grid Grid.Column="4" Grid.ColumnSpan="2" Height="27">
+                <Grid Grid.Column="3" Grid.ColumnSpan="2" Height="27">
                   <Grid.ColumnDefinitions>
                     <ColumnDefinition/>
                     <ColumnDefinition/>
@@ -892,7 +623,7 @@
                     </Rectangle.Fill>
                   </Rectangle>
                 </Grid>
-                <Rectangle Grid.Column="1" Grid.ColumnSpan="6" Fill="DimGray" Height="1" HorizontalAlignment="Stretch" VerticalAlignment="Bottom"/>
+                <Rectangle Grid.Column="1" Grid.ColumnSpan="5" Fill="DimGray" Height="1" HorizontalAlignment="Stretch" VerticalAlignment="Bottom"/>
               </Grid>
             </DataTemplate>
           </ItemsControl.ItemTemplate>
@@ -925,7 +656,7 @@
               ItemsSource="{Binding format_options}"
               SelectedItem="{Binding selected_format}"
             />
-            <StackPanel Grid.Row="1" Grid.ColumnSpan="2" Orientation="Horizontal" VerticalAlignment="Top">
+            <StackPanel Grid.Row="1" Grid.ColumnSpan="2" Orientation="Horizontal">
               <TextBlock
                 Margin="{StaticResource MarginIndentChild}"
                 Text="when implied is > 0"
@@ -939,7 +670,6 @@
                 IsEnabled="{Binding can_choose_alternate_implied_format}"
                 ItemsSource="{Binding alternate_implied_format_options}"
                 SelectedItem="{Binding selected_alternate_implied_format}"
-                VerticalAlignment="Top"
               />
             </StackPanel>
             <Border Grid.Column="2" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="12,4,0,0" Background="Transparent" BorderBrush="DimGray" BorderThickness="1" ToolTip="Sample Output">
@@ -998,38 +728,7 @@
           Visibility="{Binding is_synthetic, Converter={StaticResource NetChangeGroupBoxIsVisibleVisibilityConverter}}"
           Padding="4"
         >
-          <Grid>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto"/>
-              <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush2}}"/>
-              <ColumnDefinition Width="*"/>
-            </Grid.ColumnDefinitions>
-            <Grid.RowDefinitions>
-              <RowDefinition Height="Auto"/>
-              <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
-              <RowDefinition Height="*"/>
-            </Grid.RowDefinitions>
-            <TextBlock>Ticks Per Row</TextBlock>
-            <Grid Grid.Column="2">
-              <Grid.ColumnDefinitions>
-                <ColumnDefinition Width="*"/>
-                <ColumnDefinition Width="Auto"/>
-              </Grid.ColumnDefinitions>
-              <c:TickUpDownUInt
-                Maximum="100"
-                TickUpCommand="{Binding DataContext.tick_up_ticks_per_row_cmd, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}}"
-                TickDownCommand="{Binding DataContext.tick_down_ticks_per_row_cmd, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}}"
-                Value="{Binding DataContext.ticks_per_row, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}}"
-              />
-              <TextBlock
-                Grid.Column="1"
-                Margin="2,0,0,0"
-                Text="{Binding DataContext.rounded_ticks_per_row, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}, StringFormat='({0})'}"
-                ToolTip="The ticks per row parameter may need to be adjusted to fit evenly into dollars."
-              />
-            </Grid>
-            <c:RadioButtonsControl Grid.Row="2" Grid.ColumnSpan="3" ItemsSource="{Binding price_format_options}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding price_format}"/>
-          </Grid>
+          <c:RadioButtonsControl ItemsSource="{Binding price_format_options}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding price_format}"/>
         </GroupBox>
         <GroupBox
           Grid.Row="1"
@@ -1210,23 +909,27 @@
             <TextBlock VerticalAlignment="Center">Left Panel Width</TextBlock>
             <Grid Grid.Column="2">
               <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
                 <ColumnDefinition Width="*"/>
                 <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="{Binding Source={StaticResource SliderValueTextWidth}}"/>
               </Grid.ColumnDefinitions>
-              <Slider Grid.Column="0" Minimum="{x:Static sp:LadderView.MinLeftPanelWidth}" Maximum="{x:Static sp:LadderView.MaxLeftPanelWidth}" Value="{Binding order_entry_panel_width}"/>
-              <TextBlock Grid.Column="2" VerticalAlignment="Center" Text="{Binding order_entry_panel_width, StringFormat='0.00'}"/>
+              <Slider Grid.Column="2" Minimum="{x:Static sp:LadderView.MinLeftPanelWidth}" Maximum="{x:Static sp:LadderView.MaxLeftPanelWidth}" Value="{Binding order_entry_panel_width}"/>
+              <TextBlock Grid.Column="4" VerticalAlignment="Center" Text="{Binding order_entry_panel_width, StringFormat='0.00'}"/>
             </Grid>
             <!--Zoom Factor-->
             <TextBlock Grid.Row="2" VerticalAlignment="Center">Zoom Factor</TextBlock>
             <Grid Grid.Row="2" Grid.Column="2">
               <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
                 <ColumnDefinition Width="*"/>
                 <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="{Binding Source={StaticResource SliderValueTextWidth}}"/>
               </Grid.ColumnDefinitions>
-              <Slider Grid.Column="0" Minimum="{x:Static sp:LadderView.MinZoomFactor}" Maximum="{x:Static sp:LadderView.MaxZoomFactor}" Value="{Binding zoom_factor}"/>
-              <TextBlock Grid.Column="2" VerticalAlignment="Center" Text="{Binding zoom_factor, StringFormat='0.00'}"/>
+              <Slider Grid.Column="2" Minimum="{x:Static sp:LadderView.MinZoomFactor}" Maximum="{x:Static sp:LadderView.MaxZoomFactor}" Value="{Binding zoom_factor}"/>
+              <TextBlock Grid.Column="4" VerticalAlignment="Center" Text="{Binding zoom_factor, StringFormat='0.00'}"/>
             </Grid>
             <!--
             - Note the 'Delays' in the 'SelectedItem' bindings; this is a workaround for a wpf quirk when the DataContext switches (i.e., when the selected Profile changes in the ShellSettingsDialog).
@@ -1241,7 +944,7 @@
             <ComboBox Grid.Row="6" Grid.Column="2" ItemsSource="{Binding time_in_force_options}" SelectedItem="{Binding default_time_in_force, Delay=1}"/>
             <!--Algo-->
             <TextBlock Grid.Row="8" Grid.Column="0" VerticalAlignment="Center">Algo</TextBlock>
-            <ComboBox Grid.Row="8" Grid.Column="2" ItemsSource="{Binding Source={StaticResource AlgoDefinitionsViewSource}}" SelectedItem="{Binding default_algo, Delay=1}">
+            <ComboBox Grid.Row="8" Grid.Column="6" ItemsSource="{Binding Source={StaticResource AlgoDefinitionsViewSource}}" SelectedItem="{Binding default_algo, Delay=1}">
               <ComboBox.GroupStyle>
                 <GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
               </ComboBox.GroupStyle>
@@ -1263,16 +966,30 @@
           </Grid>
         </GroupBox>
         <GroupBox Grid.Column="2" Header="Show/Hide" Padding="8,4">
-          <ItemsControl
-            Grid.IsSharedSizeScope="True"
-            ItemsSource="{Binding order_entry_panel_items}"
-            ItemTemplateSelector="{StaticResource OrderEntryPanelItemTemplateSelector}"
-          >
+          <ItemsControl Grid.IsSharedSizeScope="True" ItemsSource="{Binding order_entry_panel_items}">
             <ItemsControl.ItemsPanel>
               <ItemsPanelTemplate>
                 <UniformGrid Columns="2" Focusable="False"/>
               </ItemsPanelTemplate>
             </ItemsControl.ItemsPanel>
+            <ItemsControl.ItemTemplate>
+              <DataTemplate>
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto" SharedSizeGroup="A" />
+                  </Grid.ColumnDefinitions>
+                  <Border Margin="0,5,5,0">
+                    <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
+                      <CheckBox.Resources>
+                        <Style TargetType="{x:Type Path}">
+                          <Setter Property="FlowDirection" Value="LeftToRight" />
+                        </Style>
+                      </CheckBox.Resources>
+                    </CheckBox>
+                  </Border>
+                </Grid>
+              </DataTemplate>
+            </ItemsControl.ItemTemplate>
           </ItemsControl>
         </GroupBox>
         <!--

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

@@ -37,10 +37,4 @@ namespace mbts.ui.spark {
       public static uint GetVolumeComponentValue(DependencyObject d) => (uint)d.GetValue(VolumeComponentValueProperty);
       public static void SetVolumeComponentValue(DependencyObject d, uint value) => d.SetValue(VolumeComponentValueProperty, value);
    }
-
-   class LadderSettingsPanelTemplateKeys {
-      public static string VisibilityItem = nameof(VisibilityItem);
-      public static string PricePoint = nameof(PricePoint);
-      public static string RelativePricePoint = nameof(RelativePricePoint);
-   }
 }

src/client/spark/Modules/Trading/Ladder/View/LadderTactileAdorner.cs

@@ -126,12 +126,9 @@ namespace mbts.spark {
                return Cursors.Arrow;
             switch (column.column_type) {
                case ColumnType.Bid:
-               case ColumnType.Ask:
-                  if (!_can_send_orders)
-                     return Cursors.No;
-                  break;
+               case ColumnType.Ask: return _can_send_orders ? Cursors.Hand : Cursors.No;
+               default: return Cursors.Arrow;
             }
-            return Cursors.Arrow;
          }
 
          #region UI Event Handlers

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

@@ -37,7 +37,7 @@
       <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
       <converters:ResponsiveTextConverter x:Key="LowTextConverter" LongText="Low:" ShortText="L:" Threshold="99" />
       <converters:ResponsiveTextConverter x:Key="OpenTextConverter" LongText="Open:" ShortText="O:" Threshold="99" />
-      <converters:ResponsiveTextConverter x:Key="SettlementTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="SettleTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
       <converters:ResponsiveTextConverter x:Key="VolumeTextConverter" LongText="Volume:" ShortText="V:" Threshold="99" />
       <converters:DoubleSubtractionConverter x:Key="DoubleSubtractionConverter" Value="4" />
       <converters:DoubleSubtractionConverter x:Key="HeightDoubleSubtractionConverter" Value="6" />
@@ -141,61 +141,7 @@
         <Setter Property="Margin" Value="2,0,2,5"/>
         <Setter Property="Padding" Value="2"/>
       </Style>
-      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
-        <Setter Property="Grid.Row" Value="2" />
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border 
-                x:Name="Border"
-                BorderThickness="{TemplateBinding BorderThickness}"
-                BorderBrush="{mbts:BTSColor UI.Button.normal_border}"
-                Background="{mbts:BTSColor UI.Button.normal_background}"
-                Padding="{TemplateBinding Padding}"
-                SnapsToDevicePixels="True">
-                <ContentPresenter 
-                  HorizontalAlignment="Center"
-                  VerticalAlignment="Center"
-                  RecognizesAccessKey="True"
-                  Name="button_content" 
-                  />
-              </Border>
-              <ControlTemplate.Triggers>
-                <Trigger Property="IsMouseOver" Value="True">
-                  <Setter TargetName="Border" Property="Background" Value="{mbts:BTSColor UI.Button.mouseover_background}" />
-                  <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}" />
-                </Trigger>
-              </ControlTemplate.Triggers>
-            </ControlTemplate>
-          </Setter.Value>
-        </Setter>
-      </Style>
-      <Style x:Key="TT_CancelAll" TargetType="Button" BasedOn="{StaticResource CancelAll}">
-        <Setter Property="Grid.Row" Value="0"/>
-      </Style>
-      <Style x:Key="TT_CancelBuys" TargetType="Button" BasedOn="{StaticResource CancelAll}">
-        <Setter Property="Grid.Row" Value="1" />
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center">Cancel Buys</TextBlock>
-          </Setter.Value>
-        </Setter>
-      </Style>
-      <Style x:Key="TT_CancelSells" TargetType="Button" BasedOn="{StaticResource CancelAll}">
-        <Setter Property="Grid.Row" Value="2" />
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center">Cancel Sells</TextBlock>
-          </Setter.Value>
-        </Setter>
-      </Style>
       <Style x:Key="CancelBuys" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
-        <Setter Property="Grid.Row" Value="0" />
         <Setter Property="Content">
           <Setter.Value>
             <TextBlock VerticalAlignment="Center" Foreground="{Binding bid_foreground}">Cancel Buys</TextBlock>
@@ -231,7 +177,6 @@
       </Style>
       <Style x:Key="CancelSells" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
         <Setter Property="Background" Value="{mbts:BTSColor MarketData.ask}" />
-        <Setter Property="Grid.Row" Value="1" />
         <Setter Property="Content">
           <Setter.Value>
             <TextBlock VerticalAlignment="Center" Foreground="{Binding ask_foreground}">Cancel Sells</TextBlock>
@@ -265,6 +210,39 @@
           </Setter.Value>
         </Setter>
       </Style>
+      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
+          </Setter.Value>
+        </Setter>
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="Button">
+              <Border 
+                x:Name="Border"
+                BorderThickness="{TemplateBinding BorderThickness}"
+                BorderBrush="{mbts:BTSColor UI.Button.normal_border}"
+                Background="{mbts:BTSColor UI.Button.normal_background}"
+                Padding="{TemplateBinding Padding}"
+                SnapsToDevicePixels="True">
+                <ContentPresenter 
+                  HorizontalAlignment="Center"
+                  VerticalAlignment="Center"
+                  RecognizesAccessKey="True"
+                  Name="button_content" 
+                  />
+              </Border>
+              <ControlTemplate.Triggers>
+                <Trigger Property="IsMouseOver" Value="True">
+                  <Setter TargetName="Border" Property="Background" Value="{mbts:BTSColor UI.Button.mouseover_background}" />
+                  <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}" />
+                </Trigger>
+              </ControlTemplate.Triggers>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
       <Style x:Key="SettingsButton" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
         <Setter Property="Content">
           <Setter.Value>
@@ -299,23 +277,6 @@
           </Setter.Value>
         </Setter>
       </Style>
-
-      <!-- Left Panel Price Points -->
-      <Style x:Key="LeftPanelPricePointLabel" TargetType="TextBlock">
-        <Setter Property="Margin" Value="0,1,0,4"/>
-        <Setter Property="VerticalAlignment" Value="Top"/>
-      </Style>
-      <Style x:Key="LeftPanelPricePointBorder" TargetType="Border">
-        <Setter Property="Grid.Column" Value="2"/>
-        <Setter Property="HorizontalAlignment" Value="Stretch"/>
-        <Setter Property="Margin" Value="0,0,0,2"/>
-        <Setter Property="Padding" Value="1"/>
-      </Style>
-      <Style x:Key="LeftPanelPricePointText" TargetType="TextBlock">
-        <Setter Property="FontWeight" Value="Bold"/>
-        <Setter Property="Foreground" Value="{mbts:BTSColor UI.default_text}"/>
-      </Style>
-
       <sys:Double x:Key="MaxZoomFactor">1.5</sys:Double>
       <sys:Double x:Key="MinZoomFactor">0.5</sys:Double>
     </ResourceDictionary>
@@ -384,188 +345,107 @@
                 <ColumnDefinition Width="6"/>
                 <ColumnDefinition Width="Auto"/>
               </Grid.ColumnDefinitions>
-              <!-- Day Change -->
-              <TextBlock
-                Grid.Row="0"
-                Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
-                Visibility="{Binding day_change_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
-                Style="{StaticResource LeftPanelPricePointLabel}"
-              />
-              <Border
-                Grid.Row="0"
-                Background="{Binding day_change_background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                Visibility="{Binding day_change_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
-                ToolTip="Day Change"
-                Style="{StaticResource LeftPanelPricePointBorder}"
-              >
-                <TextBlock
-                  FontFamily="{Binding day_change_style.font_family}"
-                  FontSize="{Binding day_change_style.font_size}"
-                  FontWeight="{Binding day_change_style.font_weight}"
-                  Foreground="{Binding day_change_font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                  Style="{StaticResource LeftPanelPricePointText}"
-                >
-                  <TextBlock.Text>
-                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                      <Binding Path="day_change"/>
-                      <Binding Path="security.ContractSpec"/>
-                      <Binding Path="day_change_display_settings"/>
-                    </MultiBinding>
-                  </TextBlock.Text>
-                </TextBlock>
-              </Border>
-              <!-- Volume -->
-              <TextBlock
-                Grid.Column="0"
-                Grid.Row="1"
-                Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
-                Visibility="{Binding volume_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
-                Style="{StaticResource LeftPanelPricePointLabel}"
-              />
-              <Border
-                Grid.Row="1"
-                Background="{Binding volume_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                Visibility="{Binding volume_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
-                ToolTip="Volume"
-                Style="{StaticResource LeftPanelPricePointBorder}"
-              >
-                <TextBlock
-                  FontFamily="{Binding volume_style.font_family}"
-                  FontSize="{Binding volume_style.font_size}"
-                  FontWeight="{Binding volume_style.font_weight}"
-                  Foreground="{Binding volume_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                  Style="{StaticResource LeftPanelPricePointText}"
-                >
-                  <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>
-              </Border>
+              <!-- Day -->
+              <TextBlock Grid.Column="0" Grid.Row="0"
+                     Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="0" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" 
+                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="change"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
               <!-- High -->
-              <TextBlock
-                Grid.Row="2"
-                Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
-                Visibility="{Binding session_high_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
-                Style="{StaticResource LeftPanelPricePointLabel}"
-              />
-              <Border
-                Grid.Row="2"
-                Background="{Binding session_high_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                Visibility="{Binding session_high_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
-                ToolTip="Session High"
-                Style="{StaticResource LeftPanelPricePointBorder}"
-              >
-                <TextBlock
-                  FontFamily="{Binding session_high_style.font_family}"
-                  FontSize="{Binding session_high_style.font_size}"
-                  FontWeight="{Binding session_high_style.font_weight}"
-                  Foreground="{Binding session_high_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                  Style="{StaticResource LeftPanelPricePointText}"
-                >
-                  <TextBlock.Text>
-                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                      <Binding Path="session_high"/>
-                      <Binding Path="security.ContractSpec"/>
-                    </MultiBinding>
-                  </TextBlock.Text>
-                </TextBlock>
-              </Border>
+              <TextBlock Grid.Column="0" Grid.Row="1"
+                     Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="1" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="high"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
               <!-- Low -->
-              <TextBlock
-                Grid.Row="3"
-                Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
-                Visibility="{Binding session_low_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
-                Style="{StaticResource LeftPanelPricePointLabel}"
-              />
-              <Border
-                Grid.Row="3"
-                Background="{Binding session_low_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                Visibility="{Binding session_low_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
-                ToolTip="Session Low"
-                Style="{StaticResource LeftPanelPricePointBorder}"
-              >
-                <TextBlock
-                  FontFamily="{Binding session_low_style.font_family}"
-                  FontSize="{Binding session_low_style.font_size}"
-                  FontWeight="{Binding session_low_style.font_weight}"
-                  Foreground="{Binding session_low_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                  Style="{StaticResource LeftPanelPricePointText}"
-                >
-                  <TextBlock.Text>
-                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                      <Binding Path="session_low"/>
-                      <Binding Path="security.ContractSpec"/>
-                    </MultiBinding>
-                  </TextBlock.Text>
-                </TextBlock>
-              </Border>
+              <TextBlock Grid.Column="0" Grid.Row="2"
+                     Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="low"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
               <!-- Open -->
+              <TextBlock Grid.Column="0" Grid.Row="3"
+                     Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="3" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="open"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Settle -->
+              <TextBlock Grid.Column="0" Grid.Row="4"
+                     Text="{Binding left_panel_width, Converter={StaticResource SettleTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="4" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="settlement"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Volume -->
+              <TextBlock Grid.Column="0" Grid.Row="5"
+                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
               <TextBlock
-                Grid.Row="4"
-                Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
-                Visibility="{Binding open_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
-                Style="{StaticResource LeftPanelPricePointLabel}"
-              />
-              <Border
-                Grid.Row="4"
-                Background="{Binding open_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                Visibility="{Binding open_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
-                ToolTip="Open"
-                Style="{StaticResource LeftPanelPricePointBorder}"
-              >
-                <TextBlock
-                  FontFamily="{Binding open_style.font_family}"
-                  FontSize="{Binding open_style.font_size}"
-                  FontWeight="{Binding open_style.font_weight}"
-                  Foreground="{Binding open_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                  Style="{StaticResource LeftPanelPricePointText}"
-                >
-                  <TextBlock.Text>
-                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                      <Binding Path="open"/>
-                      <Binding Path="security.ContractSpec"/>
-                    </MultiBinding>
-                  </TextBlock.Text>
-                </TextBlock>
-              </Border>
-              <!-- Settlement -->
-              <TextBlock
+                Grid.Column="2"
                 Grid.Row="5"
-                Text="{Binding left_panel_width, Converter={StaticResource SettlementTextConverter}}"
-                Visibility="{Binding settlement_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
-                Style="{StaticResource LeftPanelPricePointLabel}"
-              />
-              <Border
-                Grid.Row="5"
-                Background="{Binding settlement_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                Visibility="{Binding settlement_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
-                ToolTip="Settlement"
-                Style="{StaticResource LeftPanelPricePointBorder}"
+                FontWeight="Bold"
+                Margin="0,0,0,4"
+                Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"
               >
-                <TextBlock
-                  FontFamily="{Binding settlement_style.font_family}"
-                  FontSize="{Binding settlement_style.font_size}"
-                  FontWeight="{Binding settlement_style.font_weight}"
-                  Foreground="{Binding settlement_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
-                  Style="{StaticResource LeftPanelPricePointText}"
-                >
-                  <TextBlock.Text>
-                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                      <Binding Path="settlement"/>
-                      <Binding Path="security.ContractSpec"/>
-                    </MultiBinding>
-                  </TextBlock.Text>
-                </TextBlock>
-              </Border>
+                <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>
             </Grid>
             <!-- Account combobox -->
             <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
@@ -691,20 +571,15 @@
                 </ItemsPanelTemplate>
               </uag:AlgoTemplateFavoriteButtonsView.ItemsPanel>
             </uag:AlgoTemplateFavoriteButtonsView>
-            <Grid Margin="0,17,0,0" VerticalAlignment="Top">
-              <Grid.RowDefinitions>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="Auto"/>
-                <RowDefinition Height="Auto"/>
-              </Grid.RowDefinitions>
+            <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
               <!-- Cancel Buttons -->
-              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource {x:Static spark:LadderView.CancelBuysButtonStyleKey}}"
+              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
                   Visibility="{Binding show_cancel_buys, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource {x:Static spark:LadderView.CancelSellsButtonStyleKey}}"
+              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"
                   Visibility="{Binding show_cancel_sells, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource {x:Static spark:LadderView.CancelAllButtonStyleKey}}"
+              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"
                   Visibility="{Binding show_cancel_all, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-            </Grid>
+            </StackPanel>
             <StackPanel Grid.Row="1" Margin="0,17,0,0" VerticalAlignment="Bottom">
               <!-- Settings Button -->
               <Button Command="{Binding settings_command}" Style="{StaticResource SettingsButton}"/>

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

@@ -22,22 +22,6 @@ namespace mbts.spark {
          MaxLeftPanelWidth = 150,
          MinZoomFactor = 0.5,
          MaxZoomFactor = 1.5;
-      
-      static LadderView() {
-         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         MimicTT = knobs.mimic_tt;
-      }
-
-      public static bool MimicTT { get; }
-
-      public static string CancelBuysButtonStyleKey =>
-         MimicTT ? "TT_CancelBuys" : "CancelBuys";
-
-      public static string CancelSellsButtonStyleKey =>
-         MimicTT ? "TT_CancelSells" : "CancelSells";
-
-      public static string CancelAllButtonStyleKey =>
-         MimicTT ? "TT_CancelAll" : "CancelAll";
 
       public static IMultiValueConverter PositionToolTipConverter =
          ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
@@ -269,4 +253,4 @@ namespace mbts.spark {
       }
 
    }
-}
+}

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

@@ -52,7 +52,6 @@ namespace mbts.spark {
       readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
       readonly RightPanelModel _right_panel = new RightPanelModel();
       readonly CustomStateSynchronizer _custom_state_sync;
-      readonly Func<OrderSecurityRootPair, bool> _global_filter;
       OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
       double
          _raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
@@ -72,8 +71,8 @@ namespace mbts.spark {
       FilterData _cached_filter_data;
 
       public OrderBookVM(
-         IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false, Func<OrderSecurityRootPair, bool> global_filter = null)
-         : this(bus, notification_service, model, OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root, settings_manager, rows_are_initially_expanded, global_filter) { }
+         IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false)
+         : this(bus, notification_service, model, OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root, settings_manager, rows_are_initially_expanded) { }
 
       public OrderBookVM(
          IBus bus, 
@@ -81,12 +80,10 @@ namespace mbts.spark {
          OrdersModel model, 
          IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source,
          IWindowSettingsManager<OrderBookGridSettings> settings_manager, 
-         bool rows_are_initially_expanded = false,
-         Func<OrderSecurityRootPair, bool> global_filter = null) {
+         bool rows_are_initially_expanded = false) {
 
          _bus = bus;
          _model = model;
-         _global_filter = global_filter;
          _selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle, k => _cached_orders.TryGetValue(k, out var o) ? o.order : (OrderSecurityAlgo?)null);
          ladder_vm = new LadderVMContainer(bus, model);
          order_mod_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditValues);
@@ -614,7 +611,7 @@ namespace mbts.spark {
          // resume column filter updates
          _columns.filter_changed += _on_filter_changed;
          grid_settings_manager.algo_tree_display_mode_changed += _on_filter_changed;
-         var new_filter = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states(), _global_filter);
+         var new_filter = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
          var new_sort = _columns.get_sorting_data();
          if (!new_filter.Equals(_cached_filter_data)) {
             _cached_filter_data = new_filter;
@@ -689,7 +686,7 @@ namespace mbts.spark {
       }
 
       void _on_filter_changed() {
-         var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states(), _global_filter);
+         var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
          if (!fd.Equals(_cached_filter_data)) {
             _cached_filter_data = fd;
             _row_collection.filter = fd.build_predicate();
@@ -973,25 +970,13 @@ namespace mbts.spark {
       struct FilterData : IEquatable<FilterData> {
          public readonly AlgoTreeDisplayMode algo_tree_display_mode;
          public readonly FilterStates column_filters;
-         public readonly Func<OrderSecurityRootPair, bool> global_filter;
 
-         public FilterData(AlgoTreeDisplayMode algo_tree_display_mode, FilterStates column_filters, Func<OrderSecurityRootPair, bool> global_filter) {
+         public FilterData(AlgoTreeDisplayMode algo_tree_display_mode, FilterStates column_filters) {
             this.algo_tree_display_mode = algo_tree_display_mode;
             this.column_filters = column_filters;
-            this.global_filter = global_filter;
          }
 
          public Func<OrderSecurityRootPair, bool> build_predicate() {
-            if (global_filter == null)
-               return _build_predicate_core();
-            var core_pred = _build_predicate_core();
-            if (core_pred == null)
-               return global_filter;
-            var glbf = global_filter;
-            return new Func<OrderSecurityRootPair, bool>(o => glbf(o) && core_pred(o));
-         }
-
-         Func<OrderSecurityRootPair, bool> _build_predicate_core() {
             var pred = column_filters.build_predicate();
             if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
                if (pred == null) {

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

@@ -633,7 +633,7 @@ namespace bts.shell.pnl {
             case ColumnKeys.Exchange: filter.exchange = new[] { (Venue)group.Name }; break;
             case ColumnKeys.Security:
                if (group.Name is SecurityImmutable sec)
-                  filter.security = SecurityCriteria.from_securities(sec);
+                  filter.security = new SecurityCriteria(sec);
                break;
             default: throw new NotImplementedException();
          }
@@ -696,7 +696,7 @@ namespace bts.shell.pnl {
             case ColumnKeys.Exchange: filter.exchanges = new[] { (Venue)g.Name }; break;
             case ColumnKeys.Security:
                if (g.Name is SecurityImmutable sec)
-                  filter.security_criteria = SecurityCriteria.from_securities(sec);
+                  filter.security_criteria = new SecurityCriteria(sec);
                break;
             default: throw new NotImplementedException();
          }

src/client/spark/Modules/Trading/RiskManagement/Model/RiskLimitsImporter.cs

@@ -1,105 +0,0 @@
-using bts.admin.risk;
-using bts.api.core;
-using bts.collections;
-using mbts;
-using mbts.ui;
-using mbts.ui.utility;
-using System;
-using System.Collections.Generic;
-using System.IO;
-using System.Linq;
-using System.Reactive.Linq;
-using Component = bts.shell.risk_management.RiskLimitsImportConflictsView.RiskLimitsComponent;
-
-namespace bts.shell.risk_management {
-   static class RiskLimitsImporter {
-      /// <summary>
-      /// Parses the specified file and passes the results to the <paramref name="on_parsed"/> delegate.
-      /// If the parser encounters improperly formatted values, a dialog is automatically opened 
-      /// </summary>
-      /// <returns>An IDisposable that will close the import-conflicts-dialog (if it was launched).</returns>
-      public static IDisposable import_limits(string file_name, IReadOnlyDictionary<uint, SecurityMD> security_map, IReadOnlyDictionary<uint, string> account_map, Action<IEnumerable<ParsedRiskLimits>> on_parsed) {
-         if (string.IsNullOrEmpty(file_name))
-            throw new ArgumentException("File name is null or empty.", nameof(file_name));
-         if (security_map is null)
-            throw new ArgumentNullException(nameof(security_map));
-         if (account_map is null)
-            throw new ArgumentNullException(nameof(account_map));
-         if (on_parsed is null)
-            throw new ArgumentNullException(nameof(on_parsed));
-         IReadOnlyList<ParsedRiskLimits> parsed_limit_items;
-         try {
-            parsed_limit_items = RiskLimitsParser.parse_rows(
-               File.ReadAllLines(file_name),
-               MappedDictionary.create(security_map, sec_md => sec_md.security),
-               account_map)
-               .ToList();
-         } catch (Exception ex) {
-            BTSMessageBox.Error($"Error importing limits: {ex}.", RiskManagementWindow.window_type_display_name);
-            return null;
-         }
-         var conflicts = RiskLimitsParser.get_conflicts(parsed_limit_items);
-         if (conflicts.Count > 0) {
-            // init vm
-            var vm = new RiskLimitsImportVM(parsed_limit_items.Count) {
-               security_map = security_map
-            };
-            // add rows
-            foreach (var kv in conflicts) {
-               var resolve_del = RiskLimitsParser.assign_component(kv.Key);
-               foreach (var text_groups in kv.Value) {
-                  var eval = get_error_value(kv.Key);
-                  var row = new RiskLimitsImportVM.Row(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
-                  vm.rows.Add(row);
-                  vm.import_request += () => {
-                     foreach (var pmf in text_groups.Value) {
-                        if (resolve_del(pmf.result, row.value) is AccountSecurityRiskLimits resolved)
-                           pmf.result = resolved;
-                     }
-                  };
-               }
-            }
-            var win = new RiskLimitsImportConflictsDialog {
-               DataContext = vm,
-               Title = RiskManagementWindow.window_type_display_name,
-               Topmost = true
-            };
-            IDisposable dispose = null;
-            vm.RequestClose += (s, e) => Disposable.dispose(ref dispose);
-            vm.import_request += () => {
-               on_parsed(parsed_limit_items);
-               Disposable.dispose(ref dispose);
-            };
-            Disposable.dispose(ref dispose);
-            vm.accounts.SetItems(account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).Cast<AccountTuple?>());
-            dispose = Disposable.Create(
-               vm,
-               Disposable.Create(close));
-            win.move_to_mouse(-200, -75);
-            win.Show();
-            return dispose;
-
-            void close() => WindowUtilities.force_close(win);
-            object get_error_value(Component component) {
-               switch (component) {
-                  case Component.MaxNetLongPosition:
-                  case Component.MaxNetShortPosition:
-                  case Component.ClipLimit:
-                     return 0;
-                  case Component.MinPrice:
-                  case Component.MaxPrice:
-                     return double.NaN;
-                  case Component.IsPositionLimitEnabled:
-                  case Component.IsClipLimitEnabled:
-                  case Component.IsPriceLimitEnabled:
-                     return false;
-                  default: return null;
-               }
-            }
-         } else {
-            on_parsed(parsed_limit_items);
-         }
-         return null;
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/Model/RiskLimitsParser.cs

@@ -1,250 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.collections;
-using bts.utils;
-using mbts.ui.utility;
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Linq;
-using RiskLimitsComponent = bts.shell.risk_management.RiskLimitsImportConflictsView.RiskLimitsComponent;
-
-namespace bts.shell.risk_management {
-   class ParsedRiskLimits {
-      public readonly Guid unpersisted_id = Guid.NewGuid();
-      public AccountSecurityRiskLimits result { get; set; }
-
-      public (string text, bool success) security { get; set; }
-      public (string text, bool success) account { get; set; }
-      public (string text, bool success) max_long_position { get; set; }
-      public (string text, bool success) max_short_position { get; set; }
-      public (string text, bool success) is_position_limit_enabled { get; set; }
-      public (string text, bool success) clip_limit { get; set; }
-      public (string text, bool success) is_clip_limit_enabled { get; set; }
-      public (string text, bool success) min_price { get; set; }
-      public (string text, bool success) max_price { get; set; }
-      public (string text, bool success) is_price_limit_enabled { get; set; }
-
-      public bool Equals(ParsedRiskLimits other) => other != null && unpersisted_id == other.unpersisted_id;
-      public override bool Equals(object obj) => Equals(obj as ParsedRiskLimits);
-      public override int GetHashCode() => unpersisted_id.GetHashCode();
-   }
-
-   static class RiskLimitsParser {
-      public const string file_extension = "csv";
-
-      public static Func<AccountSecurityRiskLimits, object, object> assign_component(RiskLimitsComponent component) {
-         switch (component) {
-            case RiskLimitsComponent.Security: return (mf, val) => mf.with(key: new AccountSecurityKey(mf.account_key, ConvertUtils.try_convert<SecurityImmutable?>(val)?.Id ?? 0));
-            case RiskLimitsComponent.Account: return (mf, val) => mf.with(key: new AccountSecurityKey(ConvertUtils.try_convert<AccountTuple?>(val)?.id ?? 0, mf.key.security));
-            case RiskLimitsComponent.MaxNetLongPosition: return (mf, val) => mf.with(mf.limits.with(max_long_position: ConvertUtils.try_convert<uint>(val)));
-            case RiskLimitsComponent.MaxNetShortPosition: return (mf, val) => mf.with(mf.limits.with(max_short_position: ConvertUtils.try_convert<uint>(val)));
-            case RiskLimitsComponent.IsPositionLimitEnabled: return (mf, val) => mf.with(mf.limits.with(is_price_limit_enabled: ConvertUtils.try_convert<bool>(val)));
-            case RiskLimitsComponent.ClipLimit: return (mf, val) => mf.with(mf.limits.with(clip_limit: ConvertUtils.try_convert<uint>(val)));
-            case RiskLimitsComponent.IsClipLimitEnabled: return (mf, val) => mf.with(mf.limits.with(is_price_limit_enabled: ConvertUtils.try_convert<bool>(val)));
-            case RiskLimitsComponent.MinPrice: return (mf, val) => mf.with(mf.limits.with(min_price: ConvertUtils.try_convert(val, double.NaN)));
-            case RiskLimitsComponent.MaxPrice: return (mf, val) => mf.with(mf.limits.with(max_price: ConvertUtils.try_convert(val, double.NaN)));
-            case RiskLimitsComponent.IsPriceLimitEnabled: return (mf, val) => mf.with(mf.limits.with(is_price_limit_enabled: ConvertUtils.try_convert<bool>(val)));
-            default: throw new NotImplementedException(); 
-         }
-      }
-
-      public static ImmutableDictionary<RiskLimitsComponent, ImmutableDictionary<string, ImmutableList<ParsedRiskLimits>>> get_conflicts(IEnumerable<ParsedRiskLimits> parsed_limits) {
-         // Add all the components up front (a simple optimizatino since there aren't many),
-         // so there is no need to check for there existence as various conflicts are added.
-         // After all conflicts have been added, remove the empty entries.
-         var missing_components = EnumHelper.get_values<RiskLimitsComponent>()
-            .ToImmutableDictionary(c => c, c => ImmutableDictionary<string, ImmutableList<ParsedRiskLimits>>.Empty)
-            .ToBuilder();
-         foreach (var pmf in parsed_limits) {
-            if (!pmf.security.success) {
-               add_missing(RiskLimitsComponent.Security, pmf.security.text, pmf);
-            }
-            if (!pmf.account.success) {
-               add_missing(RiskLimitsComponent.Account, pmf.account.text, pmf);
-            }
-            if (!pmf.max_long_position.success) {
-               add_missing(RiskLimitsComponent.MaxNetLongPosition, pmf.max_long_position.text, pmf);
-            }
-            if (!pmf.max_short_position.success) {
-               add_missing(RiskLimitsComponent.MaxNetShortPosition, pmf.max_short_position.text, pmf);
-            }
-            if (!pmf.is_position_limit_enabled.success) {
-               add_missing(RiskLimitsComponent.IsPositionLimitEnabled, pmf.is_position_limit_enabled.text, pmf);
-            }
-            if (!pmf.clip_limit.success) {
-               add_missing(RiskLimitsComponent.ClipLimit, pmf.clip_limit.text, pmf);
-            }
-            if (!pmf.is_clip_limit_enabled.success) {
-               add_missing(RiskLimitsComponent.IsClipLimitEnabled, pmf.is_clip_limit_enabled.text, pmf);
-            }
-            if (!pmf.min_price.success) {
-               add_missing(RiskLimitsComponent.MinPrice, pmf.min_price.text, pmf);
-            }
-            if (!pmf.max_price.success) {
-               add_missing(RiskLimitsComponent.MaxPrice, pmf.max_price.text, pmf);
-            }
-            if (!pmf.is_price_limit_enabled.success) {
-               add_missing(RiskLimitsComponent.IsPriceLimitEnabled, pmf.is_price_limit_enabled.text, pmf);
-            }
-         }
-         // remove empty component conflicts
-         var empty_keys = missing_components.Where(kv => kv.Value.Count == 0).Select(kv => kv.Key).ToList();
-         missing_components.RemoveRange(empty_keys);
-         return missing_components.ToImmutable();
-         // local methods
-         void add_missing(RiskLimitsComponent component, string text, ParsedRiskLimits prl) {
-            if (!missing_components.TryGetValue(component, out var conflicts)) {
-               conflicts = ImmutableDictionary<string, ImmutableList<ParsedRiskLimits>>.Empty;
-            }
-            if (!conflicts.TryGetValue(text, out var affected)) {
-               affected = ImmutableList<ParsedRiskLimits>.Empty;
-            }
-            missing_components[component] = conflicts.SetItem(text, affected.Add(prl));
-         }
-      }
-
-      // This implementation prioritizes simplicity over speed.
-      // The security desc lookup could be better optimized, but the speed at which limits are imported is probably not a paramount concern.
-      public static IEnumerable<ParsedRiskLimits> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map) =>
-         parse_rows(rows,
-            reverse_lookup(MappedDictionary.create(security_map, s => s.ToString())),
-            reverse_lookup(account_map));
-
-      public static IEnumerable<ParsedRiskLimits> parse_rows(IEnumerable<string> rows, Func<string, uint> security_id_lookup, Func<string, uint> account_id_lookup) {
-         var columns = new[] {
-            (Headers.Security, Cells.security(security_id_lookup)),
-            (Headers.Account, Cells.account(account_id_lookup)),
-            (Headers.MaxNetLongPosition, Cells.max_long_position),
-            (Headers.MaxNetShortPosition, Cells.max_short_position),
-            (Headers.IsPositionLimitEnabled, Cells.is_position_limit_enabled),
-            (Headers.ClipLimit, Cells.clip_limit),
-            (Headers.IsClipLimitEnabled, Cells.is_clip_limit_enabled),
-            (Headers.MinPrice, Cells.min_price),
-            (Headers.MaxPrice, Cells.max_price),
-            (Headers.IsPriceLimitEnabled, Cells.is_price_limit_enabled)
-         }.ToDictionary(col => col.Item1, col => col.Item2.with_null_check());
-         return RowParser.parse_rows(rows, columns, Cells.delimiter);
-      }
-
-      public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
-         var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
-         return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
-      }
-
-      static class Headers {
-         public const string
-            Security = "Security",
-            Account = "Account",
-            MaxNetLongPosition = "Max Long",
-            MaxNetShortPosition = "Max Short",
-            IsPositionLimitEnabled = "Enforce Position",
-            ClipLimit = "Clip",
-            IsClipLimitEnabled = "Enforce Clip",
-            MinPrice = "Min Price",
-            MaxPrice = "Max Price",
-            IsPriceLimitEnabled = "Enforce Price";
-      }
-
-      static class Cells {
-         public const char delimiter = ',';
-
-         public static RowParser.AssignColumnValue<ParsedRiskLimits> security(Func<string, uint> reverse_id_lookup) {
-            return impl;
-            void impl(ref ParsedRiskLimits pmf, string text) {
-               pmf.result = pmf.result.with(key: new AccountSecurityKey(pmf.result.key.account, reverse_id_lookup(text)));
-               pmf.security = (text, pmf.result.key.security != 0);
-            }
-         }
-
-         public static RowParser.AssignColumnValue<ParsedRiskLimits> account(Func<string, uint> reverse_id_lookup) {
-            return impl;
-            void impl(ref ParsedRiskLimits pmf, string text) {
-               pmf.result = pmf.result.with(key: new AccountSecurityKey(reverse_id_lookup(text), pmf.result.key.security));
-               pmf.account = (text, pmf.result.key.account != 0);
-            }
-         }
-
-         public static void max_long_position(ref ParsedRiskLimits pmf, string cell_text) {
-            if (uint.TryParse(cell_text, out uint v)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(max_long_position: v));
-               pmf.max_long_position = (cell_text, true);
-            } else {
-               pmf.max_long_position = (cell_text, false);
-            }
-         }
-
-         public static void max_short_position(ref ParsedRiskLimits pmf, string cell_text) {
-            if (uint.TryParse(cell_text, out uint v)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(max_short_position: v));
-               pmf.max_short_position = (cell_text, true);
-            } else {
-               pmf.max_short_position = (cell_text, false);
-            }
-         }
-
-         public static void is_position_limit_enabled(ref ParsedRiskLimits pmf, string cell_text) {
-            if (_try_parse_yes_no(cell_text, out var result)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(is_position_limit_enabled: result));
-               pmf.is_position_limit_enabled = (cell_text, true);
-            } else {
-               pmf.is_position_limit_enabled = (cell_text, false);
-            }
-         }
-
-         public static void clip_limit(ref ParsedRiskLimits pmf, string cell_text) {
-            if (uint.TryParse(cell_text, out uint v)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(clip_limit: v));
-               pmf.clip_limit = (cell_text, true);
-            } else {
-               pmf.clip_limit = (cell_text, false);
-            }
-         }
-
-         public static void is_clip_limit_enabled(ref ParsedRiskLimits pmf, string cell_text) {
-            if (_try_parse_yes_no(cell_text, out var result)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(is_clip_limit_enabled: result));
-               pmf.is_clip_limit_enabled = (cell_text, true);
-            } else {
-               pmf.is_clip_limit_enabled = (cell_text, false);
-            }
-         }
-
-         static bool _try_parse_yes_no(string text, out bool result) {
-            switch (text?.Trim()?.ToLower()) {
-               case "y": result = true; break;
-               case "n": result = false; break;
-               default: result = default; return false;
-            }
-            return true;
-         }
-
-         public static void min_price(ref ParsedRiskLimits pmf, string cell_text) {
-            if (double.TryParse(cell_text, out var v)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(min_price: v));
-               pmf.min_price = (cell_text, true);
-            } else {
-               pmf.min_price = (cell_text, false);
-            }
-         }
-
-         public static void max_price(ref ParsedRiskLimits pmf, string cell_text) {
-            if (double.TryParse(cell_text, out var v)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(max_price: v));
-               pmf.max_price = (cell_text, true);
-            } else {
-               pmf.max_price = (cell_text, false);
-            }
-         }
-
-         public static void is_price_limit_enabled(ref ParsedRiskLimits pmf, string cell_text) {
-            if (_try_parse_yes_no(cell_text, out var result)) {
-               pmf.result = pmf.result.with(pmf.result.limits.with(is_price_limit_enabled: result));
-               pmf.is_price_limit_enabled = (cell_text, true);
-            } else {
-               pmf.is_price_limit_enabled = (cell_text, false);
-            }
-         }
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/RiskManagementWindow.cs

@@ -1,230 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.collections;
-using bts.spark;
-using bts.view;
-using mbts;
-using mbts.persist;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.settings;
-using mbts.ui.spark;
-using mbts.ui.utility;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-
-namespace bts.shell.risk_management {
-   class RiskManagementWindow : SparkWindow<RiskManagementSettings>, ISharedWindow {
-      public const string
-         window_type_id = "RiskManagement",
-         window_type_display_name = "Risk Management";
-
-      readonly IWindowSettingsManager<GridSettings> _settings_manager;
-      readonly AdminModel _model;
-      FrameworkElement _view;
-      IReadOnlyList<SparkCommand> _commands;
-      IDisposable _settings_sub, _securities_sub, _cmd_subscriptions;
-      RiskManagementSettings _settings;
-      RiskManagementVM _vm;
-      SimpleGridSettingsManagerVM<RiskManagementControl.Columns> _grid_settings_manager => _vm.grid_settings_manager;
-      SparkMenuDisplayVM _menu_display_vm;
-      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
-
-      public RiskManagementWindow(
-         IBus bus,
-         AdminModel model,
-         IWindowSettingsManager<GridSettings> settings_manager,
-         ISaveWindow<RiskManagementSettings> isw,
-         RiskManagementSettings settings)
-         : base(window_type_display_name, bus, isw, Icons.Risk) {
-         //
-         _settings_manager = settings_manager;
-         _settings = settings;
-         _model = model;
-         thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().risk_management ? window_type_id : null;
-         _securities_sub = bus.subscribe(SparkTags.SecuritiesTag).Subscribe(sec_map => _security_map = sec_map);
-      }
-
-      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override string window_type => window_type_id;
-
-      public override RiskManagementSettings SaveState =>
-         (_vm?.create() ?? RiskManagementSettings.Default).with(menu_display: _menu_display_vm.safe_create());
-
-      public override UIElement Content => _view;
-
-      public override double MinWidth =>
-         RiskManagementSettings.DefaultGrid.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
-            + SPARK_MENU_COLLAPSED_WIDTH
-            + LAUNCHER_BUTTON_BORDER_WIDTH
-            + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-
-      public string thread_id { get; }
-
-      public override void Dispose() {
-         Disposable.dispose(ref _cmd_subscriptions);
-         _commands.empty_if_null().OfType<IDisposable>().DisposeAll();
-         Disposable.dispose(ref _securities_sub);
-         Disposable.dispose(ref _settings_sub);
-         Disposable.dispose(ref _vm);
-      }
-
-      public void thread_init() {
-         // assert nothing has been initialized yet
-         Log.assert(_menu_display_vm == null, "MenuDisplay viewmodel has already been initialized.");
-         Log.assert(_vm == null, "Viewmodel has already been initialized.");
-         Log.assert(_settings != null, "Settings is null.");
-         Log.assert(_settings_sub == null, "Grid settings subscription has already been initialized.");
-         // initialize everything: menu_display_vm, vm, settings subscription, and view
-         _menu_display_vm = _init_menu_display_vm(_settings.menu_display);
-         _vm = _init_vm(_bus.subscribe(SparkTags.SecuritiesTag), _model, _settings);
-         _settings_sub = _settings_manager.subscribe_current()
-            .OnDispatcher()
-            .Subscribe(gs => _vm.load_from(gs));
-         (_commands, _cmd_subscriptions) = _mk_commands();
-         _view = new RiskManagementControl { DataContext = _vm };
-      }
-
-      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
-         _menu_display_vm.safe_bind_to_view(parent_view);
-
-      static SparkMenuDisplayVM _init_menu_display_vm(SparkMenuDisplaySettings settings) {
-         var vm = new SparkMenuDisplayVM();
-         vm.load_from(settings);
-         return vm;
-      }
-
-      static RiskManagementVM _init_vm(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities_source, AdminModel model, RiskManagementSettings settings) {
-         var vm = new RiskManagementVM(model.account_security_risk_limits, model.on_account_tuples);
-         vm.request_update_limit += update_limit;
-         vm.load_from(settings);
-         var vm_sec_sub = securities_source.OnDispatcher().Subscribe(sec_map => vm.security_map = sec_map);
-         vm.OnDisposed += _ => Disposable.dispose(ref vm_sec_sub);
-         return vm;
-         void update_limit(AccountSecurityRiskLimits lim) {
-            model.set_risk_limits(
-               MappedDictionary.create(
-               vm.build_account_limits_map(), acc_sec_lims => acc_sec_lims.Select(asl => (asl.security_key, asl.limits))))
-               .ignore();
-         }
-      }
-
-      (List<SparkCommand> cmds, IDisposable subscriptions) _mk_commands() {
-         var subs = new List<IDisposable>();
-         var cmds = new List<SparkCommand>();
-         cmds.Add(new SparkCommandCommand("Add New Limits", Icons.AddBoxes, new DialogCommand(() => {
-            if (_vm is null)
-               return null;
-            var account_id = _vm.selected_account?.id ?? 0;
-            var init_state = new RiskLimitsModification(
-               is_position_limit_enabled: true,
-               is_clip_limit_enabled: true,
-               is_price_limit_enabled: true);
-            return mk_row_editor_dialog(init_state, commit, true);
-            void commit(RiskLimitsModification result) {
-               impl();
-               async void impl() {
-                  var target_secs = await result.security_criteria.securities(_bus, TimeSpan.FromSeconds(5));
-                  if (target_secs.Count > 0) {
-                     var new_limits = result.apply(new RiskLimits());
-                     await _model.add_or_update_risk_limits(account_id, target_secs.Keys.Select(k => (k, new_limits)));
-                  }
-               }
-            }
-         })));
-         var edit_cmd = new DialogCommand(() => {
-            if (!(_vm?.selected_account).HasValue)
-               return null;
-            var account_id = _vm.selected_account.Value.id;
-            var targets = _vm.selected_rows.Select(r => r.data).ToList();
-            var init_state = RiskLimitsModification.aggregate_common_props(targets);
-            return mk_row_editor_dialog(init_state, commit, false);
-            void commit(RiskLimitsModification mod) =>
-               _vm.modify_rows(targets.WrapSelector(t => t.key, null), mod);
-         }, () => _vm.selected_rows.Count > 0, true, off_x: -300, off_y: -60);
-         _vm.selected_rows_changed += edit_cmd.RaiseCanExecuteChanged;
-         cmds.Add(new SparkCommandCommand("Edit Selected Rows", Icons.ModifyOrder, edit_cmd));
-         var revert_selected_rows_cmd = ObservantCommand.create(() => _vm?.revert(_vm.selected_rows), out var revert_selected_rows_observer);
-         subs.Add(_vm.subscribe_selected_rows()
-            .Select(srs => srs.Count > 0)
-            .And(_vm.subscribe_has_dirty_rows())
-            .OnDispatcher()
-            .Subscribe(revert_selected_rows_observer));
-         cmds.Add(new SparkCommandCommand("Revert Selected Rows", Icons.UndoCircular, revert_selected_rows_cmd));
-
-         cmds.Add(new SparkCommandCommand("Import Limits", Icons.Import,
-            FileDialogCommand.open_file(file => _vm?.import_limits(file), extensions: RiskLimitsParser.file_extension)));
-
-         var save_cmd = new SparkCommandCommand("Save", Icons.Disk, ObservantCommand.create(() => {
-            //_vm.selected_account.Value.id, _vm.rows.Where(r => r.)
-            var lims = _vm.build_account_limits_map();
-            var mlims = MappedDictionary.create(lims, l => l.Select(lim => (lim.security_key, lim.limits)));
-            _model.set_risk_limits(mlims).ignore();
-         }, out var save_observer));
-         cmds.Add(save_cmd);
-         subs.Add(_vm.subscribe_has_dirty_rows().OnDispatcher().Subscribe(save_observer));
-
-         var delete_cmd = new DelegateCommand(() => {
-            if (!(_vm?.selected_account).HasValue)
-               return;
-            var to_remove = _vm.selected_rows;
-            var account_id = _vm.selected_account.Value.id;
-            if (BTSMessageBox.Confirm($"Are you sure you want to delete the selected limits ({to_remove.Count})?", "Delete Limits")) {
-               // remove unpersisted limits first (i.e., imports), then delete the persisted ones.
-               foreach (var r in to_remove) {
-                  if (!r.is_persisted) {
-                     _vm.rows.RemoveSorted(r, _vm.row_comparer);
-                     to_remove = to_remove.Remove(r);
-                  }
-               }
-               _model.delete_risk_limits(account_id, to_remove.Select(r => r.security_key)).ignore();
-            }
-         }, () => _vm.selected_rows.Count > 0);
-         _vm.selected_rows_changed += delete_cmd.RaiseCanExecuteChanged;
-
-         cmds.Add(new SparkCommandCommand("Delete", Icons.Trash, delete_cmd));
-         // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
-         cmds.Add(SparkCommands.window_settings_command(new DialogCommand(() => {
-            if (_vm is null)
-               return null;
-            _settings_manager.instance_settings = _vm.create().grid;
-            var settings_vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
-               _settings_manager,
-               us => us.risk_management_grid,
-               UserSettings.FileExtensions.GRID,
-               _grid_settings_manager.create_vm
-            );
-            settings_vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => settings_vm.title = t));
-            var dialog = new ShellSettingsDialog { DataContext = settings_vm };
-            settings_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
-            return dialog;
-         })));
-         cmds.Add(_menu_display_vm.spark_cmd);
-         return (cmds, Disposable.wrap_collection(subs));
-
-         // although only the api only requires security keys,
-         // the actual securities are used in this method so the user can see them in the view
-         Window mk_row_editor_dialog(RiskLimitsModification init_state, Action<RiskLimitsModification> commit, bool is_add) {
-            var limits_vm = new RiskLimitsModificationVM(is_add) {
-               security_map = _security_map
-            };
-            limits_vm.load_from(init_state);
-            limits_vm.request_commit += () => commit(limits_vm.create());
-            var (title, icon) = is_add ? ("New Limits", Icons.AddBoxes) : ("Edit Limits", Icons.ModifyOrder);
-            var dialog = new RiskLimitParametersDialog {
-               DataContext = limits_vm,
-               Icon = icon,
-               Title = title
-            };
-            dialog.SetBinding(ContentControl.ContentProperty, new Binding());
-            WindowUtilities.listen_for_close_requests(dialog);
-            return dialog;
-         }
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/RiskManagementWindowFactory.cs

@@ -1,34 +0,0 @@
-using bts.api;
-using mbts.persist;
-using mbts.spark;
-using mbts.ui;
-using System;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
-
-namespace bts.shell.risk_management {
-   class RiskManagementWindowFactory : ShellWindowFactory<RiskManagementSettings> {
-      readonly IBus _bus;
-      readonly AdminModel _model;
-      readonly UserSettingsHub _settings_hub;
-
-      public RiskManagementWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, AdminModel model) : base(owner, "RiskManagement") {
-         _bus = bus;
-         _model = model;
-         _settings_hub = settings_hub;
-         _dispose = bus.subscribe(SparkTags.ShowRiskManagement)
-            .OnDispatcher()
-            .Subscribe(show);
-
-         async void show(RiskManagementSettings settings) {
-            var win = await load(settings);
-            bus.post(SparkTags.ShowWindow, win);
-         }
-      }
-
-      public override Task<IShellWindow> load(RiskManagementSettings state) =>
-         state is null ?
-            throw new ArgumentNullException(nameof(state)) :
-            Task.FromResult<IShellWindow>(new RiskManagementWindow(_bus, _model, _settings_hub.create_risk_management_settings_manager(state.grid), this, state));
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/Settings/RiskManagementFilterSettings.cs

@@ -1,138 +0,0 @@
-using bts.admin.risk;
-using bts.utils;
-using mbts.spark.filters;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.shell.risk_management {
-   [ProtoContract]
-   class RiskManagementFilterSettings : IEquatable<RiskManagementFilterSettings> {
-      static readonly IEqualityComparer<RiskManagementFilterSettings> _comparer =
-         ObjectSnapshot.property_equality_comparer<RiskManagementFilterSettings>();
-
-      public RiskManagementFilterSettings() { }
-
-      public RiskManagementFilterSettings(
-         string security_regex,
-         string security_key_regex,
-         UIntMinMaxState max_long_position,
-         UIntMinMaxState max_short_position,
-         bool? is_position_limit_enabled,
-         UIntMinMaxState clip_limit,
-         bool? is_clip_limit_enabled,
-         DoubleMinMaxState min_price,
-         DoubleMinMaxState max_price,
-         bool? is_price_limit_enabled) {
-         // security
-         this.security_regex = security_regex;
-         this.security_key_regex = security_key_regex;
-         // position
-         this.max_long_position = max_long_position;
-         this.max_short_position = max_short_position;
-         this.is_position_limit_enabled = is_position_limit_enabled;
-         // clip
-         this.clip_limit = clip_limit;
-         this.is_clip_limit_enabled = is_clip_limit_enabled;
-         // price
-         this.min_price = min_price;
-         this.max_price = max_price;
-         this.is_price_limit_enabled = is_price_limit_enabled;
-      }
-
-      // security
-      [ProtoMember(1)]
-      public string security_regex { get; }
-      [ProtoMember(2)]
-      public string security_key_regex { get; }
-      // position
-      [ProtoMember(3)]
-      public UIntMinMaxState max_long_position { get; }
-      [ProtoMember(4)]
-      public UIntMinMaxState max_short_position { get; }
-      [ProtoMember(5)]
-      public bool? is_position_limit_enabled { get; }
-      // clip
-      [ProtoMember(6)]
-      public UIntMinMaxState clip_limit { get; }
-      [ProtoMember(7)]
-      public bool? is_clip_limit_enabled { get; }
-      // price
-      [ProtoMember(8)]
-      public DoubleMinMaxState min_price { get; }
-      [ProtoMember(9)]
-      public DoubleMinMaxState max_price { get; }
-      [ProtoMember(10)]
-      public bool? is_price_limit_enabled { get; }
-
-      // 'is limit enabled' items (for filter dropdown)
-      public bool[] is_position_limit_enabled_items => yes_no_filter_items(is_position_limit_enabled);
-      public bool[] is_clip_limit_enabled_items => yes_no_filter_items(is_clip_limit_enabled);
-      public bool[] is_price_limit_enabled_items => yes_no_filter_items(is_price_limit_enabled);
-
-      public static bool[] yes_no_filter_items(bool? state) =>
-          state.HasValue ? new[] { state.Value } : Array.Empty<bool>();
-
-      public static bool? yes_no_filter_state(IEnumerable<bool> selected_items) {
-         var set = new HashSet<bool>(selected_items);
-         return set.Count == 1 ? set.First() : (bool?)null;
-      }
-
-      public Func<AccountSecurityRiskLimits, bool> build_predicate() {
-         var pb = new ColumnPredicateBuilder<AccountSecurityRiskLimits>();
-         // security
-         pb.add_regex(security_regex, l => l.security.ToString());
-         pb.add_regex(security_key_regex, l => l.security_key.ToString());
-         // position
-         pb.add_numeric(max_long_position, l => l.limits.max_long_position);
-         pb.add_numeric(max_short_position, l => l.limits.max_short_position);
-         pb.add_discrete_values(is_position_limit_enabled_items, l => l.limits.is_position_limit_enabled);
-         // clip
-         pb.add_numeric(clip_limit, l => l.limits.clip_limit);
-         pb.add_discrete_values(is_clip_limit_enabled_items, l => l.limits.is_clip_limit_enabled);
-         // price
-         pb.add_numeric(min_price, l => l.limits.min_price);
-         pb.add_numeric(max_price, l => l.limits.max_price);
-         pb.add_discrete_values(is_price_limit_enabled_items, l => l.limits.is_price_limit_enabled);
-         return pb.to_predicate();
-      }
-
-      public RiskManagementFilterSettings with(
-         string security_regex = null,
-         string security_key_regex = null,
-         UIntMinMaxState max_long_position = null,
-         UIntMinMaxState max_short_position = null,
-         OptionalNullable<bool>? is_position_limit_enabled = null,
-         UIntMinMaxState clip_limit = null,
-         OptionalNullable<bool>? is_clip_limit_enabled = null,
-         DoubleMinMaxState min_price = null,
-         DoubleMinMaxState max_price = null,
-         OptionalNullable<bool>? is_price_limit_enabled = null) =>
-         //
-         new RiskManagementFilterSettings(
-            // security
-            security_regex ?? this.security_regex,
-            security_key_regex ?? this.security_key_regex,
-            // position
-            max_long_position ?? this.max_long_position,
-            max_short_position ?? this.max_short_position,
-            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
-            // clip
-            clip_limit ?? this.clip_limit,
-            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
-            // price
-            min_price ?? this.min_price,
-            max_price ?? this.max_price,
-            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
-
-      public bool Equals(RiskManagementFilterSettings other) =>
-         _comparer.Equals(this, other);
-
-      public override bool Equals(object obj) =>
-         obj is RiskManagementFilterSettings other && Equals(other);
-
-      public override int GetHashCode() =>
-         _comparer.GetHashCode(this);
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/Settings/RiskManagementSettings.cs

@@ -1,93 +0,0 @@
-using mbts.ui;
-using mbts.ui.settings;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Windows;
-using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
-using ColumnWidths = mbts.ui.controls.DIYGrid.DefaultColumnWidths;
-using ColumnHeaders = mbts.ui.controls.DIYGrid.DefaultColumnHeaders;
-
-namespace bts.shell.risk_management {
-   [ProtoContract]
-   class RiskManagementSettings {
-      [ProtoMember(3)]
-      SortingCriteria[] _sorting_criteria;
-
-      public RiskManagementSettings() { }
-      public RiskManagementSettings(
-         GridSettings grid = null,
-         RiskManagementFilterSettings filters = default,
-         IEnumerable<SortingCriteria> sorting_criteria = null,
-         uint account_id = 0,
-         SparkMenuDisplaySettings? menu_display = null) {
-         //
-         this.grid = grid;
-         this.filters = filters ?? new RiskManagementFilterSettings();
-         _sorting_criteria = sorting_criteria?.ToArray();
-         this.account_id = account_id;
-         this.menu_display = menu_display ?? SparkMenuDisplaySettings.Default;
-      }
-
-      public static RiskManagementSettings Default => new RiskManagementSettings(grid: DefaultGrid);
-      public static GridSettings DefaultGrid => new GridSettings(columns: DefaultColumns.all);
-
-      [ProtoMember(1)]
-      public GridSettings grid { get; }
-      [ProtoMember(2)]
-      public RiskManagementFilterSettings filters { get; }
-      [ProtoMember(4)]
-      public uint account_id { get; }
-      [ProtoMember(5)]
-      public SparkMenuDisplaySettings menu_display { get; }
-
-      public IReadOnlyList<SortingCriteria> sorting_criteria =>
-         _sorting_criteria ?? Array.Empty<SortingCriteria>();
-
-      public RiskManagementSettings with(
-         GridSettings grid = null,
-         RiskManagementFilterSettings filters = default,
-         IEnumerable<SortingCriteria> sorting_criteria = null,
-         uint? account_id = null,
-         SparkMenuDisplaySettings? menu_display = null) =>
-         //
-         new RiskManagementSettings(
-            grid ?? this.grid,
-            filters ?? this.filters,
-            sorting_criteria ?? this.sorting_criteria,
-            account_id ?? this.account_id,
-            menu_display ?? this.menu_display);
-
-      public static class DefaultColumns {
-         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), ColumnHeaders.Security, width: ColumnWidths.SecurityKey);
-         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), ColumnHeaders.SecurityKey, width: ColumnWidths.SecurityKey, is_visible: false);
-         // position
-         public static GridColumnSettings max_long => new GridColumnSettings(Columns.MaxNetLongPosition.ToString(), "Max Long", width: 60, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings max_short => new GridColumnSettings(Columns.MaxNetShortPosition.ToString(), "Max Short", width: 60, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings is_position_limit_enabled => new GridColumnSettings(Columns.IsPositionLimitEnabled.ToString(), "Enforce Pos", width: 70, horizontal_alignment: HorizontalAlignment.Center);
-         // clip
-         public static GridColumnSettings clip_limit => new GridColumnSettings(Columns.ClipLimit.ToString(), "Clip Limit", horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings is_clip_limit_enabled => new GridColumnSettings(Columns.IsClipLimitEnabled.ToString(), "Enforce Clip", width: 70, horizontal_alignment: HorizontalAlignment.Center);
-         // price
-         public static GridColumnSettings min_price => new GridColumnSettings(Columns.MinPrice.ToString(), "Min Price", horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings max_price => new GridColumnSettings(Columns.MaxPrice.ToString(), "Max Price", horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings is_price_limit_enabled => new GridColumnSettings(Columns.IsPriceLimitEnabled.ToString(), "Enforce Price", width: 75, horizontal_alignment: HorizontalAlignment.Center);
-
-         public static IEnumerable<GridColumnSettings> all {
-            get {
-               yield return security;
-               yield return max_long;
-               yield return max_short;
-               yield return is_position_limit_enabled;
-               yield return clip_limit;
-               yield return is_clip_limit_enabled;
-               yield return min_price;
-               yield return max_price;
-               yield return is_price_limit_enabled;
-               yield return security_key;
-            }
-         }
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskLimitsImportConflictsVM.cs

@@ -1,105 +0,0 @@
-using bts.api;
-using bts.collections;
-using mbts;
-using mbts.collections;
-using mbts.ui;
-using mbts.ui.shell;
-using mbts.ui.utility;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows.Data;
-using System.Windows.Input;
-using Component = bts.shell.risk_management.RiskLimitsImportConflictsView.RiskLimitsComponent;
-
-namespace bts.shell.risk_management {
-   class RiskLimitsImportVM : DisposableViewModelBase, IRequestViewClose {
-      readonly RefCountMap<ParsedRiskLimits> _conflicts = new RefCountMap<ParsedRiskLimits>();
-      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
-
-      public RiskLimitsImportVM(int num_limits) {
-         rows_view = CollectionViewSource.GetDefaultView(rows);
-         ok_cmd = new DelegateCommand(() => import_request?.Invoke());
-         cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
-         this.num_limits = num_limits;
-         _dispose = ObservableAutoWrapper.connect_item_hooks(rows, r =>
-            r.subscribe_has_error().Subscribe(has_error => {
-               if (has_error) {
-                  if (r.affected_limits.Count(_conflicts.increment_adds_key) == 0)
-                     return;
-               } else if (r.affected_limits.Count(_conflicts.decrement_removes_key) == 0)
-                  return;
-               RaisePropertyChanged(nameof(num_successfully_parsed_limits));
-            }));
-      }
-
-      public event Action import_request;
-      public event EventHandler RequestClose;
-
-      public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
-      public ICollectionView rows_view { get; }
-      public int num_limits { get; }
-      public int num_successfully_parsed_limits => num_limits - _conflicts.Count;
-      // misc items sources
-      public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
-      public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
-      public IReadOnlyDictionary<uint, SecurityMD> security_map {
-         get => _security_map;
-         set {
-            if (!ReferenceEquals(_security_map, value)) {
-               _security_map = value;
-               _resolve_securities();
-               RaisePropertyChanged();
-            }
-         }
-      }
-      // commands
-      public ICommand ok_cmd { get; }
-      public ICommand cancel_cmd { get; }
-
-      void _resolve_securities() {
-         if (_security_map == null)
-            return;
-         var reverse_lookup = RiskLimitsParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
-         foreach (var r in rows) {
-            if (r.component == Component.Security && r.has_error) {
-               var id = reverse_lookup(r.text);
-               if (id != 0 && _security_map.TryGetValue(id, out var smd))
-                  r.value = smd.security;
-            }
-         }
-      }
-
-      public class Row : ViewModelBase, ITemplateSelectorKey {
-         readonly DelegateProperty<bool> _has_error;
-         object _value;
-         string _text;
-
-         public Row(Component component, string text, IReadOnlyCollection<ParsedRiskLimits> affected_limits, object error_value, object value) {
-            this.component = component;
-            this.text = text;
-            this.affected_limits = affected_limits;
-            _value = value;
-            _has_error = backing(nameof(has_error), () => Equals(this.value, error_value));
-         }
-
-         public Component component { get; }
-         public string text { get => _text; set => Set(ref _text, value); }
-         public IReadOnlyCollection<ParsedRiskLimits> affected_limits { get; }
-         public object value {
-            get => _value;
-            set {
-               if (Set(ref _value, value))
-                  _has_error.refresh();
-            }
-         }
-         public bool has_error => _has_error.Value;
-         string ITemplateSelectorKey.key => component.ToString();
-
-         public IObservable<bool> subscribe_has_error() => _has_error.observe_current(true);
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskLimitsModificationVM.cs

@@ -1,201 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.utils;
-using mbts;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.shell;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Runtime.CompilerServices;
-using System.Windows.Input;
-
-namespace bts.shell.risk_management {
-   class RiskLimitsModificationVM : ViewModelBase, IValueFactory<RiskLimitsModification>, IRequestViewClose {
-      readonly DeferrableActionWrapper _result_changed;
-      RiskLimitsModification _modifications;
-      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
-
-      public RiskLimitsModificationVM(bool can_edit_security) {
-         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
-         this.can_edit_security = can_edit_security;
-         commit_cmd = new DelegateCommand(commit);
-         cancel_cmd = new DelegateCommand(close);
-         //
-         void commit() {
-            request_commit?.Invoke();
-            close();
-         }
-         void close() =>
-            RequestClose?.Invoke(this, EventArgs.Empty);
-      }
-
-      public event Action result_changed, request_commit;
-      public event EventHandler RequestClose;
-
-      public SecurityImmutable? security { get => _modifications.security; set => _set_limits(_modifications.with(security: value)); }
-      public SecurityCriteria security_criteria {
-         get => _modifications.security_criteria ?? (security.HasValue ? SecurityCriteria.from_securities(security.Value) : null);
-         set => _set_limits(_modifications.with(security_criteria: value));
-      }
-      public IReadOnlyDictionary<uint, SecurityMD> security_map {
-         get => _security_map;
-         set {
-            _security_map = value;
-            RaisePropertyChanged();
-         }
-      }
-      public bool can_edit_security { get; }
-      // position
-      public uint? max_long_position { get => _modifications.max_long_position; set => _set_limits(_modifications.with(max_long_position: value)); }
-      public uint? max_short_position { get => _modifications.max_short_position; set => _set_limits(_modifications.with(max_short_position: value)); }
-      public bool? is_position_limit_enabled { get => _modifications.is_position_limit_enabled; set => _set_limits(_modifications.with(is_position_limit_enabled: value)); }
-      // clip
-      public bool? is_clip_limit_enabled { get => _modifications.is_clip_limit_enabled; set => _set_limits(_modifications.with(is_clip_limit_enabled: value)); }
-      public uint? clip_limit { get => _modifications.clip_limit; set => _set_limits(_modifications.with(clip_limit: value)); }
-      // price
-      public double? max_price { get => _modifications.max_price; set => _set_limits(_modifications.with(max_price: value)); }
-      public double? min_price { get => _modifications.min_price; set => _set_limits(_modifications.with(min_price: value)); }
-      public bool? is_price_limit_enabled { get => _modifications.is_price_limit_enabled; set => _set_limits(_modifications.with(is_price_limit_enabled: value)); }
-
-      public ICommand commit_cmd { get; }
-      public ICommand cancel_cmd { get; }
-
-      public RiskLimitsModification create() =>
-         _modifications;
-
-      public void load_from(RiskLimitsModification value) {
-         using (_result_changed.defer_execution())
-         using (detect_property_changes())
-            _modifications = value;
-      }
-
-      void _set_limits(RiskLimitsModification new_modifications, [CallerMemberName] string prop = "") =>
-         _set_limits(new_modifications, new[] { prop });
-
-      void _set_limits(RiskLimitsModification new_modifications, params string[] invalidate_props) {
-         if (!_modifications.Equals(new_modifications)) {
-            _modifications = new_modifications;
-            RaisePropertyChanged(invalidate_props);
-            _result_changed.execute();
-         }
-      }
-   }
-
-   readonly struct RiskLimitsModification {
-      public RiskLimitsModification(
-         SecurityImmutable? security = null,
-         SecurityCriteria security_criteria = null,
-         AccountTuple? account = null,
-         uint? max_long_position = null,
-         uint? max_short_position = null,
-         bool? is_position_limit_enabled = null,
-         uint? clip_limit = null,
-         bool? is_clip_limit_enabled = null,
-         double? min_price = null,
-         double? max_price = null,
-         bool? is_price_limit_enabled = null) {
-         //
-         this.security = security;
-         this.security_criteria = security_criteria;
-         this.account = account;
-         this.max_long_position = max_long_position;
-         this.max_short_position = max_short_position;
-         this.is_position_limit_enabled = is_position_limit_enabled;
-         this.clip_limit = clip_limit;
-         this.is_clip_limit_enabled = is_clip_limit_enabled;
-         this.min_price = min_price;
-         this.max_price = max_price;
-         this.is_price_limit_enabled = is_price_limit_enabled;
-      }
-
-      public SecurityImmutable? security { get; }
-      public SecurityCriteria security_criteria { get; }
-      public AccountTuple? account { get; }
-      // position
-      public uint? max_long_position { get; }
-      public uint? max_short_position { get; }
-      public bool? is_position_limit_enabled { get; }
-      // clip
-      public uint? clip_limit { get; }
-      public bool? is_clip_limit_enabled { get; }
-      // price
-      public double? min_price { get; }
-      public double? max_price { get; }
-      public bool? is_price_limit_enabled { get; }
-
-      public static RiskLimitsModification aggregate_common_props(IEnumerable<AccountSecurityRiskLimits> limit_items) =>
-         new RiskLimitsModification(
-            _common_value(limit_items, l => l.security, s => s),
-            null,
-            _common_value(limit_items, l => new AccountTuple(l.account_key, l.account_name)),
-            _common_value(limit_items, l => l.limits.max_long_position),
-            _common_value(limit_items, l => l.limits.max_short_position),
-            _common_value(limit_items, l => l.limits.is_position_limit_enabled),
-            _common_value(limit_items, l => l.limits.clip_limit),
-            _common_value(limit_items, l => l.limits.is_clip_limit_enabled),
-            _common_value(limit_items, l => l.limits.min_price),
-            _common_value(limit_items, l => l.limits.max_price),
-            _common_value(limit_items, l => l.limits.is_price_limit_enabled));
-
-      public RiskLimits apply(RiskLimits target) =>
-         new RiskLimits(
-            is_position_limit_enabled: is_position_limit_enabled ?? target.is_position_limit_enabled,
-            max_long_position: max_long_position ?? target.max_long_position,
-            max_short_position: max_short_position ?? target.max_short_position,
-            is_clip_limit_enabled: is_clip_limit_enabled ?? target.is_clip_limit_enabled,
-            clip_limit: clip_limit ?? target.clip_limit,
-            is_price_limit_enabled: is_price_limit_enabled ?? target.is_price_limit_enabled,
-            min_price: min_price ?? target.min_price,
-            max_price: max_price ?? target.max_price);
-
-      public RiskLimitsModification with(RiskLimitsModification other_mod) =>
-         with(
-            other_mod.security.HasValue ? other_mod.security.Value : security,
-            other_mod.account.HasValue ? other_mod.account.Value : account,
-            security_criteria: other_mod.security_criteria ?? security_criteria,
-            max_long_position: other_mod.max_long_position ?? max_long_position,
-            max_short_position: other_mod.max_short_position ?? max_short_position,
-            is_position_limit_enabled: other_mod.is_position_limit_enabled ?? is_position_limit_enabled,
-            clip_limit: other_mod.clip_limit ?? clip_limit,
-            is_clip_limit_enabled: other_mod.is_clip_limit_enabled ?? is_clip_limit_enabled,
-            min_price: other_mod.min_price ?? min_price,
-            max_price: other_mod.max_price ?? max_price,
-            is_price_limit_enabled: other_mod.is_price_limit_enabled ?? is_price_limit_enabled);
-         //new RiskLimitsModification(security: other_mod.security ?? security,
-         //   security_criteria: other_mod.security ?? security);
-
-      public RiskLimitsModification with(
-         OptionalNullable<SecurityImmutable>? security = null,
-         OptionalNullable<AccountTuple>? account = null,
-         SecurityCriteria security_criteria = null,
-         OptionalNullable<uint>? max_long_position = null,
-         OptionalNullable<uint>? max_short_position = null,
-         OptionalNullable<bool>? is_position_limit_enabled = null,
-         OptionalNullable<uint>? clip_limit = null,
-         OptionalNullable<bool>? is_clip_limit_enabled = null,
-         OptionalNullable<double>? min_price = null,
-         OptionalNullable<double>? max_price = null,
-         OptionalNullable<bool>? is_price_limit_enabled = null) =>
-         //
-         new RiskLimitsModification(
-            security.HasValue ? security.Value.value : this.security,
-            security_criteria ?? this.security_criteria,
-            account.HasValue ? account.Value.value : this.account,
-            max_long_position.HasValue ? max_long_position.Value.value : this.max_long_position,
-            max_short_position.HasValue ? max_short_position.Value.value : this.max_short_position,
-            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
-            clip_limit.HasValue ? clip_limit.Value.value : this.clip_limit,
-            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
-            min_price.HasValue ? min_price.Value.value : this.min_price,
-            max_price.HasValue ? max_price.Value.value : this.max_price,
-            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
-
-      static T? _common_value<T>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get) where T : struct =>
-         _common_value(source, get, common => new T?(common));
-
-      static TResult _common_value<T, TResult>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get, Func<T, TResult> convert_common, TResult default_value = default) =>
-         source.Select(get).Distinct().TryGetSingle(out var common) ? convert_common(common) : default_value;
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskLimitsVM.cs

@@ -1,115 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.utils;
-using mbts.ui;
-using mbts.ui.shell;
-using System;
-
-namespace bts.shell.risk_management {
-   class RiskLimitsVM : ViewModelBase, IEquatable<RiskLimitsVM> {
-      RiskLimitsVM(AccountSecurityKey id) =>
-         this.id = id;
-
-      public event Action request_commit;
-
-      /// The user can modify some props directly in the grid,
-      /// which may or may not give the row a new sort-position.
-      /// For this reason, the owner-viewmodel (<see cref="RiskManagementVM"/>)
-      /// is notified both immediately before, and after the changes are reflected in <see cref="data"/>.
-      /// By responding to those events, the owner-viewmodel can safely process any
-      /// sorting-changes without breaking binary search functionality.
-      /// <see cref="value_changing"/>, <see cref="value_changed"/>
-
-      /// <summary>
-      /// This event is raised just before a new value is assigned to <see cref="data"/>.
-      /// </summary>
-      public event Action<(AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value)> value_changing;
-      /// <summary>
-      /// This event is raised immediately after a new value is assigned to <see cref="data"/>.
-      /// </summary>
-      public event Action<(AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value)> value_changed;
-      public event Action is_dirty_changed;
-
-      public AccountSecurityKey id { get; }
-      public SecurityImmutable? security => data.security;
-      public string security_text => is_persisted ? security.ToString() : $"*{security}";
-      public uint security_key => data.security_key;
-      public string account_name => data.account_name;
-      public uint account_key => data.key.account;
-      // position limit
-      public bool is_position_limit_enabled { get => _limits.is_position_limit_enabled; set => _modify(new RiskLimitsModification(is_position_limit_enabled: value)); }
-      public uint max_long_position { get => _limits.max_long_position; set => _modify(new RiskLimitsModification(max_long_position: value)); }
-      public uint max_short_position { get => _limits.max_short_position; set => _modify(new RiskLimitsModification(max_short_position: value)); }
-      // clip limit
-      public bool is_clip_limit_enabled { get => _limits.is_clip_limit_enabled; set => _modify(new RiskLimitsModification(is_clip_limit_enabled: value)); }
-      public uint clip_limit { get => _limits.clip_limit; set => _modify(new RiskLimitsModification(clip_limit: value)); }
-      // price limit
-      public bool is_price_limit_enabled { get => _limits.is_price_limit_enabled; set => _modify(new RiskLimitsModification(is_price_limit_enabled: value)); }
-      public double min_price { get => _limits.min_price; set => _modify(new RiskLimitsModification(min_price: value)); }
-      public double max_price { get => _limits.max_price; set => _modify(new RiskLimitsModification(max_price: value)); }
-
-      public bool is_persisted => committed_data.HasValue;
-      public bool is_dirty => !committed_data.HasValue || !committed_data.Value.Equals(data);
-
-      public AccountSecurityRiskLimits data { get; private set; }
-      public AccountSecurityRiskLimits? committed_data { get; private set; }
-      RiskLimits _limits => data.limits;
-
-      public static RiskLimitsVM create_placeholder(AccountSecurityRiskLimits state) {
-         var vm = new RiskLimitsVM(state.key);
-         vm.load(state, false);
-         return vm;
-      }
-
-      public static RiskLimitsVM create_persisted(AccountSecurityRiskLimits state) {
-         var vm = new RiskLimitsVM(state.key);
-         vm.load(state, true);
-         return vm;
-      }
-
-      public void load(AccountSecurityRiskLimits new_state, bool is_committed) {
-         using (detect_property_changes()) {
-            bool was_dirty = is_dirty;
-            if (is_committed)
-               committed_data = new_state;
-            if (!data.Equals(new_state)) {
-               value_changing?.Invoke((data, new_state));
-               var orig_state = data;
-               data = new_state;
-               value_changed?.Invoke((orig_state, new_state));
-            }
-            if (is_dirty != was_dirty)
-               is_dirty_changed?.Invoke();
-         }
-      }
-
-      public bool Equals(RiskLimitsVM other) =>
-         other != null && id == other.id;
-
-      public override bool Equals(object obj) =>
-         Equals(obj as RiskLimitsVM);
-
-      public override int GetHashCode() =>
-         id.GetHashCode();
-
-      void _modify(RiskLimitsModification mod) {
-         var new_value = data.with(limits: mod.apply(data.limits));
-         if (committed_data.HasValue) {
-            // if the user just toggled one of the limits on/off, request an immediate update to persist the change
-            // (the on/off toggles are the only props that can be edited directly in the grid,
-            // the user might find it annoying if they have to click 'Save' just to turn the limits on/off.
-            var clims = committed_data.Value.limits;
-            load(new_value, false);
-            var revert_mod = new RiskLimitsModification(is_position_limit_enabled: clims.is_position_limit_enabled, is_clip_limit_enabled: clims.is_clip_limit_enabled, is_price_limit_enabled: clims.is_price_limit_enabled);
-            var reverted_lims = new_value = new_value.with(limits: revert_mod.apply(new_value.limits));
-            if (reverted_lims.limits.Equals(clims)) {
-               // since only the limit toggle props were reverted,
-               // the above equality indicates that only the limit toggle props were modified.
-               request_commit?.Invoke();
-            }
-         } else {
-            load(new_value, false);
-         }
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskManagementVM.cs

@@ -1,478 +0,0 @@
-using bts.admin.risk;
-using bts.api.core;
-using bts.collections;
-using bts.utils;
-using mbts;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.settings;
-using mbts.ui.shell;
-using mbts.ui.utility;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Collections.ObjectModel;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows.Controls;
-using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
-
-namespace bts.shell.risk_management {
-   class RiskManagementColumnModel : DIYGridColumnModel<Columns, AccountSecurityRiskLimits, RiskManagementFilterSettings> {
-      public RiskManagementColumnModel(Columns id, IComparer<AccountSecurityRiskLimits> data_comparer, IDataGridColumnFilter<AccountSecurityRiskLimits> filter, string filter_template, Func<RiskManagementFilterSettings, object> get_column_filter_settings, Func<RiskManagementFilterSettings, object, RiskManagementFilterSettings> set_column_filter_settings)
-         : base(id, data_comparer, filter, filter_template, get_column_filter_settings, set_column_filter_settings) {
-      }
-   }
-
-   class RiskManagementVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection, IValueFactory<RiskManagementSettings> {
-      static readonly IComparer<AccountSecurityRiskLimits> _data_row_id_comparer =
-         new ComparerBuilder<AccountSecurityKey>(new[] {
-            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.account),
-            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.security)
-         }).to_comparer()
-         .wrap<AccountSecurityKey, AccountSecurityRiskLimits>(r => r.key);
-
-      static IComparer<RiskLimitsVM> _row_id_comparer =>
-         _data_row_id_comparer.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.data);
-
-      readonly DeferrableActionWrapper _refresh_filter_changed, _selected_rows_changed, _dirty_rows_changed;
-      readonly ColumnSortManager _sort_manager;
-      readonly ObservableCollection<RiskManagementColumnModel> _columns = new ObservableCollection<RiskManagementColumnModel>();
-      readonly Dictionary<Columns, RiskManagementColumnModel> _column_map = new Dictionary<Columns, RiskManagementColumnModel>();
-      readonly SelectorVM<AccountTuple?, uint> _accounts_vm = new SelectorVM<AccountTuple?, uint>(acc => acc?.id ?? 0) { comparer = Comparer<AccountTuple>.Default.to_nullable() };
-      IList<AccountSecurityRiskLimits> _data_rows;
-      ImmutableSortedSet<RiskLimitsVM> _selected_rows = ImmutableSortedSet.Create(_row_id_comparer);
-      IComparer<AccountSecurityRiskLimits> _data_comparer = _data_row_id_comparer;
-      IComparer<RiskLimitsVM> _row_comparer;
-      IDisposable _import_limits_op;
-      ImmutableDictionary<AccountSecurityKey, RiskLimitsVM> _dirty_rows = ImmutableDictionary<AccountSecurityKey, RiskLimitsVM>.Empty;
-      Dictionary<AccountSecurityKey, RiskLimitsVM> _imported_row_map = new Dictionary<AccountSecurityKey, RiskLimitsVM>();
-      Dictionary<AccountSecurityKey, RiskLimitsVM> _row_cache = new Dictionary<AccountSecurityKey, RiskLimitsVM>();
-
-      public RiskManagementVM(IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> data_source, IObservable<IReadOnlyList<AccountTuple>> accounts_source) {
-         _selected_rows_changed = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke());
-         _refresh_filter_changed = new DeferrableActionWrapper(() => _filter_changed?.Invoke(_mk_filter()));
-         _dirty_rows_changed = new DeferrableActionWrapper(() => dirty_rows_changed?.Invoke(dirty_rows));
-         _sort_manager = new ColumnSortManager(_columns.OfType<ISortableDIYGridColumn>(), null);
-         _sort_manager.active_sorting_changed += () =>
-            data_comparer = _sort_manager.BuildComparer(id => _find_column(id)?.row_comparer, _data_comparer);
-         _data_rows = rows.WrapSelector(r => r.data, null);
-         _accounts_vm.selected_item_changed += () => {
-            RaisePropertyChanged(nameof(selected_account));
-            _refresh_filter_changed.execute();
-         };
-         column_map = FunctionalIndex.create<string, RiskManagementColumnModel>(_find_column);
-         grid_settings_manager = new SimpleGridSettingsManagerVM<Columns>(
-            _columns, null, ordered_cols => {
-               CollectionHelper.sync_with_never_duplicate(_columns, ordered_cols, cs => {
-                  throw new InvalidOperationException();
-               }, c => c.id.ToString(), cs => cs.id);
-            }, null);
-         /////////////////
-         // Columns
-         /////////////////
-         // security
-         mk_column_model(
-            Columns.Security,
-            wrap_comp(r => r.security),
-            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security.ToString(), null),
-            DataGridFilterKnownTemplates.Regex,
-            fs => fs.security_regex,
-            (fs, v) => fs.with(security_regex: v));
-         // security key
-         mk_column_model(
-            Columns.SecurityKey,
-            wrap_comp(r => r.security_key),
-            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security_key.ToString(), null),
-            DataGridFilterKnownTemplates.Regex,
-            fs => fs.security_key_regex,
-            (fs, v) => fs.with(security_key_regex: v));
-         // max long
-         mk_column_model(
-            Columns.MaxNetLongPosition,
-            wrap_comp(r => r.limits.max_long_position),
-            new UIntMinMax<AccountSecurityRiskLimits>(
-               r => r.limits.max_long_position,
-               null),
-            DataGridFilterKnownTemplates.UIntMinMax,
-            fs => fs.max_long_position,
-            (fs, v) => fs.with(max_long_position: v));
-         // max short
-         mk_column_model(
-            Columns.MaxNetShortPosition,
-            wrap_comp(r => r.limits.max_short_position),
-            new UIntMinMax<AccountSecurityRiskLimits>(
-               r => r.limits.max_short_position,
-               null),
-            DataGridFilterKnownTemplates.UIntMinMax,
-            fs => fs.max_short_position,
-            (fs, v) => fs.with(max_short_position: v));
-         // is position limit enabled
-         mk_is_enabled_column(
-            Columns.IsPositionLimitEnabled,
-            r => r.limits.is_position_limit_enabled,
-            (fs, yes_no_items) => fs.with(is_position_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
-            nameof(RiskLimitsVM.is_position_limit_enabled));
-         // clip size
-         mk_column_model(
-            Columns.ClipLimit,
-            wrap_comp(r => r.limits.clip_limit),
-            new UIntMinMax<AccountSecurityRiskLimits>(r => r.limits.clip_limit, null),
-            DataGridFilterKnownTemplates.UIntMinMax,
-            fs => fs.clip_limit,
-            (fs, v) => fs.with(clip_limit: v));
-         // is clip limit enabled
-         mk_is_enabled_column(
-            Columns.IsClipLimitEnabled,
-            r => r.limits.is_clip_limit_enabled,
-            (fs, yes_no_items) => fs.with(is_clip_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
-            nameof(RiskLimitsVM.is_clip_limit_enabled));
-         // min price
-         mk_column_model(
-            Columns.MinPrice,
-            wrap_comp(r => r.limits.min_price),
-            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.min_price, nameof(RiskLimitsVM.min_price)),
-            DataGridFilterKnownTemplates.DoubleMinMax,
-            fs => fs.min_price,
-            (fs, v) => fs.with(min_price: v));
-         // max price
-         mk_column_model(
-            Columns.MaxPrice,
-            wrap_comp(r => r.limits.max_price),
-            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.max_price, nameof(RiskLimitsVM.max_price)),
-            DataGridFilterKnownTemplates.DoubleMinMax,
-            fs => fs.max_price,
-            (fs, v) => fs.with(max_price: v));
-         // is price limit enabled
-         mk_is_enabled_column(
-            Columns.IsPriceLimitEnabled,
-            r => r.limits.is_price_limit_enabled,
-            (fs, yes_no_items) => fs.with(is_price_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
-            nameof(RiskLimitsVM.is_price_limit_enabled));
-
-         data_comparer = new ComparerBuilder<AccountSecurityRiskLimits>(new[] {
-            wrap_comp(r => r.security),
-            _data_row_id_comparer
-         }).to_comparer();
-         _column_map = _columns.ToDictionary(c => c.id);
-         columns = ObservableAutoWrapper.SelectObservable(_columns, c => c);
-
-         var filter_source =
-            Observable.FromEvent<Func<AccountSecurityRiskLimits, bool>>(cb => _filter_changed += cb, cb => _filter_changed -= cb)
-            .StartWith(_mk_filter);
-         var filtered_data_source =
-            data_source.Filter(filter_source, AccountSecurityRiskLimitsDataHelper.key_fn);
-
-         var filter_hooks = _columns.Select(c => {
-            var f = c.filter;
-            f.filter_changed += _refresh_filter_changed.execute;
-            return Disposable.Create(() => f.filter_changed -= _refresh_filter_changed.execute);
-         }).ToList();
-         _accounts_vm.selected_item_changed += on_selected_account_changed;
-         _dispose = Disposable.Create(
-            ObservableAutoWrapper.connect_item_hooks(rows, subscribe_row_changes),
-            accounts_source.OnDispatcher().Subscribe(on_accounts),
-            Disposable.wrap_collection(filter_hooks),
-            filtered_data_source.OnDispatcher().Subscribe(on_data));
-         //////////////////
-         // local methods
-         //////////////////
-         IComparer<AccountSecurityRiskLimits> wrap_comp<T>(Func<AccountSecurityRiskLimits, T> get_value) =>
-            Comparer<T>.Default.wrap<T, AccountSecurityRiskLimits>(get_value);
-
-         RiskManagementColumnModel mk_column_model<T>(
-            Columns id,
-            IComparer<AccountSecurityRiskLimits> row_comp,
-            IDataGridColumnPersistentFilter<AccountSecurityRiskLimits, T> filter,
-            string filter_template,
-            Func<RiskManagementFilterSettings, T> get_filter_settings,
-            Func<RiskManagementFilterSettings, T, RiskManagementFilterSettings> set_filter_settings) {
-            //
-            var col = new RiskManagementColumnModel(id, row_comp,
-               filter,
-               filter_template,
-               fs => get_filter_settings(fs),
-               (fs, val) => val is T cfs ? set_filter_settings(fs, cfs) : fs);
-            _columns.Add(col);
-            return col;
-         }
-
-         // the 'is enabled' columns are special cases, bc their filters produces an array of bools
-         // (cheap way to reuse the discrete values filter template for true/false items),
-         // but the filter protobuf has a nullable<bool>, so an extra conversion must be done explicitly (hence the get_row_val param).
-         RiskManagementColumnModel mk_is_enabled_column(Columns id, Func<AccountSecurityRiskLimits, bool> get_row_val, Func<RiskManagementFilterSettings, IEnumerable<bool>, RiskManagementFilterSettings> set_filter_prop, string prop) {
-            var col = new RiskManagementColumnModel(
-               id,
-               wrap_comp(get_row_val),
-               DiscreteValuesFilterVM.Create(new[] { true, false }, get_row_val, prop),
-               DataGridFilterKnownTemplates.YesNo,
-               fs => RiskManagementFilterSettings.yes_no_filter_items(fs.is_position_limit_enabled),
-               (fs, fstate) => set_filter_prop(fs, fstate as IEnumerable<bool>));
-            _columns.Add(col);
-            return col;
-         }
-
-         IDisposable subscribe_row_changes(RiskLimitsVM row) {
-            row.value_changing += on_value_changing;
-            row.value_changed += on_value_changed;
-            row.request_commit += on_request_commit;
-            check_dirty();
-            return Disposable.Create(() => {
-               row.value_changing -= on_value_changing;
-               row.value_changed -= on_value_changed;
-               row.request_commit -= on_request_commit;
-            });
-
-            void on_value_changing((AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value) change) =>
-               on_row_data_changed(new Change<AccountSecurityRiskLimits>(change.old_value, change.new_value), false);
-
-            void on_value_changed((AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value) change) =>
-               check_dirty();
-
-            void on_request_commit() =>
-               request_update_limit?.Invoke(row.data);
-
-            void check_dirty() {
-               int dr_count = _dirty_rows.Count;
-               _dirty_rows = row.is_dirty ? _dirty_rows.Add(row.id, row) : _dirty_rows.Remove(row.id);
-               if (dr_count != _dirty_rows.Count)
-                  _dirty_rows_changed.execute();
-            }
-         }
-
-         void on_accounts(IReadOnlyList<AccountTuple> new_accounts) =>
-            _accounts_vm.update_items(new_accounts.Cast<AccountTuple?>());
-
-         void on_data(TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey> table) {
-            using (_dirty_rows_changed.defer_execution())
-            using (_selected_rows_changed.defer_execution())  {
-               foreach (var lim in table.removed) {
-                  if (_row_cache.TryGetValue(lim.key, out var row)) {
-                     _data_rows.RemoveSorted(row.data, data_comparer);
-                     if (row.committed_data.HasValue)
-                        _row_cache.Remove(lim.key);
-                  }
-               }
-               foreach (var ch in table.changes) {
-                  on_row_data_changed(ch, true);
-               }
-               foreach (var lim in table.added) {
-                  if (_row_cache.TryGetValue(lim.key, out var row)) {
-                     // if row is already here, it must be an import
-                     // overwrite the import with the persisted row (this probably won't happen in practice)
-                     rows.RemoveSorted(row, row_comparer);
-                     _imported_row_map.Remove(lim.key);
-                  }
-                  var new_row = RiskLimitsVM.create_persisted(lim);
-                  _row_cache[lim.key] = new_row;
-                  rows.InsertSorted(new_row, row_comparer);
-               }
-            }
-         }
-
-         void on_row_data_changed(Change<AccountSecurityRiskLimits> change, bool is_persisted) {
-            Log.assert(_row_cache.TryGetValue(change.Old.key, out var row));
-            int old_index = CollectionHelper.binary_search(rows, row, row_comparer);
-            Log.assert(old_index >= 0);
-            int new_index = CollectionHelper.binary_search(_data_rows, change.New, _data_comparer);
-            // if the change came from the server (i.e., a persisted change that the row-vm doesn't already know about),
-            // load the new data (current modifications will be overwritten).
-            // Otherwise, the change is presumably the result of an uncommitted user-edit, which the row must already know about.
-            if (is_persisted) {
-               row.load(change.New, true);
-               if (_dirty_rows.Remove(row.id, out _dirty_rows))
-                  _dirty_rows_changed.execute();
-            }
-            if (new_index < 0)
-               new_index = ~new_index;
-            if (Math.Abs(new_index - old_index) > 1) {
-               if (new_index > old_index)
-                  new_index--;
-               rows.Move(old_index, new_index);
-            }
-         }
-
-         void on_selected_account_changed() {
-            foreach (var ir in _imported_row_map.Values) {
-               if (ir.account_key == selected_account?.id) {
-                  rows.InsertOrReplaceSorted(ir, row_comparer);
-               } else {
-                  rows.RemoveSorted(ir, row_comparer);
-               }
-            }
-         }
-      }
-
-      public event Action selected_rows_changed;
-      public event Action<AccountSecurityRiskLimits> request_update_limit;
-      public event Action<ImmutableDictionary<AccountSecurityKey, RiskLimitsVM>> dirty_rows_changed;
-      event Action<Func<AccountSecurityRiskLimits, bool>> _filter_changed;
-
-      public IReadOnlyIndex<string, RiskManagementColumnModel> column_map { get; }
-      public bool has_unpersisted_limits => false;
-      // this collection is needed to control the column order
-      public IReadOnlyObservableCollection<IDIYGridColumn> columns { get; }
-      public ObservableCollection<RiskLimitsVM> rows { get; } = new ObservableCollection<RiskLimitsVM>();
-      /// <summary>
-      /// The selected rows are provided as an <see cref="ImmutableSortedSet{T}"/> so they can be observed/accessed on different threads.
-      /// <see cref="RiskManagementVMExtensions.subscribe_selected_rows(RiskManagementVM)"/>.
-      /// </summary>
-      public ImmutableSortedSet<RiskLimitsVM> selected_rows => _selected_rows;
-      /// <summary>
-      /// The dirty rows are provided as an <see cref="ImmutableDictionary{TKey, TValue}"/> so they can be observed/accessed on different threads.
-      /// <see cref="RiskManagementVMExtensions.subscribe_has_dirty_rows(RiskManagementVM)(RiskManagementVM)"/>.
-      /// </summary>
-      public ImmutableDictionary<AccountSecurityKey, RiskLimitsVM> dirty_rows => _dirty_rows;
-      public IReadOnlyObservableCollection<AccountTuple?> accounts => _accounts_vm.items;
-      public AccountTuple? selected_account {
-         get => _accounts_vm.selected_item ?? default;
-         set => _accounts_vm.selected_item = value;
-      }
-      public SimpleGridSettingsManagerVM<Columns> grid_settings_manager { get; }
-      public IComparer<AccountSecurityRiskLimits> data_comparer {
-         get => _data_comparer;
-         private set {
-            if (value != null) {
-               _data_comparer = value;
-               _row_comparer = null;
-               rows.sync_with(rows.Ordered(row_comparer));
-               _selected_rows = _selected_rows.WithComparer(row_comparer);
-            }
-         }
-      }
-
-      public IComparer<RiskLimitsVM> row_comparer =>
-         _row_comparer ?? (_row_comparer = data_comparer?.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.data));
-
-      public IReadOnlyDictionary<uint, SecurityMD> security_map { get; set; } = DictionaryHelper.empty<uint, SecurityMD>();
-
-      public IReadOnlyDictionary<uint, IEnumerable<AccountSecurityRiskLimits>> build_account_limits_map() =>
-         _data_rows.GroupBy(dr => dr.account_key)
-            .ToDictionary(g => g.Key, g => g.AsEnumerable());
-
-      public RiskManagementSettings create() {
-         var grid = grid_settings_manager.create();
-         var filters = _columns.Aggregate(new RiskManagementFilterSettings(), (fs, c) => c.assign_filter_settings(fs)); 
-         return new RiskManagementSettings(grid, filters, _sort_manager.SortingCriteria, selected_account?.id ?? 0);
-      }
-
-      public void load_from(RiskManagementSettings settings) {
-         if (settings is null)
-            throw new ArgumentNullException(nameof(settings));
-         if (settings.grid != null)
-            grid_settings_manager.load_from(settings.grid);
-         _sort_manager.SortingCriteria = settings.sorting_criteria;
-         using (_refresh_filter_changed.defer_execution()) {
-            foreach (var col in _columns)
-               col.load_from(null, settings.filters);
-            _accounts_vm.try_select(settings.account_id, true);
-         }
-      }
-
-      public void load_from(GridSettings grid) {
-         if (grid is null)
-            throw new ArgumentNullException(nameof(grid));
-         grid_settings_manager.load_from(grid);
-      }
-
-      public void modify_rows(IEnumerable<AccountSecurityKey> targets, RiskLimitsModification mod) {
-         foreach (var key in targets) {
-            if (_row_cache.TryGetValue(key, out var row)) {
-               var new_data = row.data.with(limits: mod.apply(row.data.limits));
-               row.load(new_data, false);
-            }
-         }
-      }
-
-      public void revert(IEnumerable<RiskLimitsVM> targets) {
-         foreach (var row in targets) {
-            if (row.committed_data.HasValue)
-               row.load(row.committed_data.Value, true);
-         }
-      }
-
-      public void import_limits(string file_name) {
-         Disposable.dispose(ref _import_limits_op);
-         _import_limits_op = RiskLimitsImporter.import_limits(file_name,
-            security_map,
-            accounts.Where(a => a.HasValue)
-            .ToDictionary(a => a.Value.id, a => a.Value.name),
-            add_imported_rows);
-
-         void add_imported_rows(IEnumerable<ParsedRiskLimits> imported_rows) {
-            foreach (var ir in imported_rows) {
-               var res = ir.result;
-               if (!res.security.HasValue && security_map.TryGetValue(res.security_key, out var sec_md))
-                  res = res.with(security: sec_md.security);
-               if (string.IsNullOrEmpty(res.account_name) && accounts.TryGetFirst(a => a?.id == res.account_key, out var acc))
-                  res = res.with(account: acc);
-               if (_row_cache.TryGetValue(res.key, out var old_row))
-                  rows.RemoveSorted(old_row, row_comparer);
-               var new_row = RiskLimitsVM.create_placeholder(res);
-               _row_cache[res.key] = new_row;
-               _imported_row_map[res.key] = new_row;
-               if (new_row.account_key == selected_account?.id)
-                  rows.InsertSorted(new_row, row_comparer);
-            }
-         }
-      }
-
-      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
-         var bd = _selected_rows.ToBuilder();
-         RowSelectionHelper.apply_changes(bd, e);
-         _selected_rows = bd.ToImmutable();
-         _selected_rows_changed.execute();
-      }
-
-      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) {
-         _sort_manager.OnColumnClick(e.Column, KeyboardExtensions.IsShiftDown());
-         e.Handled = true;
-      }
-
-      RiskManagementColumnModel _find_column(string key_str) =>
-         Enum.TryParse(key_str, true, out Columns key) ? _find_column(key) : null;
-
-      RiskManagementColumnModel _find_column(Columns key) =>
-         _column_map.GetValueOrDefault(key);
-
-      Func<AccountSecurityRiskLimits, bool> _mk_filter() {
-         var col_filter_pred = create().filters.build_predicate();
-         if (!selected_account.HasValue)
-            return lim => false;
-         var acc_id = selected_account.Value.id;
-         return lim => lim.account_key == acc_id && (col_filter_pred is null || col_filter_pred(lim));
-      }
-   }
-
-   static class RiskManagementVMExtensions {
-      public static IObservable<ImmutableSortedSet<RiskLimitsVM>> subscribe_selected_rows(this RiskManagementVM vm) =>
-         vm is null ?
-            throw new ArgumentNullException(nameof(vm)) :
-            Observable.Create<ImmutableSortedSet<RiskLimitsVM>>(o => {
-               o.OnNext(vm.selected_rows);
-               vm.selected_rows_changed += on_selected_rows_changed;
-               return Disposable.Create(() => vm.selected_rows_changed -= on_selected_rows_changed);
-               void on_selected_rows_changed() =>
-                  o.OnNext(vm.selected_rows);
-            })
-            .SubscribeOnDispatcher();
-
-      public static IObservable<bool> subscribe_has_dirty_rows(this RiskManagementVM vm) =>
-         vm is null ?
-            throw new ArgumentNullException(nameof(vm)) :
-            Observable.Create<bool>(o => {
-               bool last_fired = vm.dirty_rows.Count > 0;
-               o.OnNext(last_fired);
-               vm.dirty_rows_changed += on_dirty_rows_changed;
-               return Disposable.Create(() => vm.dirty_rows_changed -= on_dirty_rows_changed);
-               void on_dirty_rows_changed(ImmutableDictionary<AccountSecurityKey, RiskLimitsVM> drs) {
-                  if (last_fired != drs.Count > 0)
-                     o.OnNext(last_fired = !last_fired);
-               }
-            })
-            .SubscribeOnDispatcher();
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitParametersDialog.xaml

@@ -1,111 +0,0 @@
-<Window
-  x:Class="bts.shell.risk_management.RiskLimitParametersDialog"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:risk="clr-namespace:bts.shell.risk_management"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  u:WindowStyle.AllowResize="False"
-  u:WindowStyle.SizeToContent="WidthAndHeight"
-  FocusVisualStyle="{x:Null}"
-  Style="{StaticResource BTSDialog}"
->
-  <Window.Resources>
-    <sys:Double x:Key="HorizontalPush">4</sys:Double>
-    <sys:Double x:Key="VerticalPush3">8</sys:Double>
-    <Thickness x:Key="ParamMargin" Left="{StaticResource HorizontalPush}"/>
-    <Style x:Key="HeaderText" TargetType="TextBlock">
-      <Setter Property="HorizontalAlignment" Value="Center"/>
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
-      <Setter Property="Margin" Value="4"/>
-    </Style>
-    <Style x:Key="LimitToggle" TargetType="CheckBox">
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="HorizontalAlignment" Value="Center"/>
-    </Style>
-  </Window.Resources>
-  <Window.ContentTemplate>
-    <DataTemplate DataType="{x:Type risk:RiskLimitsModificationVM}">
-      <Grid>
-        <Grid.RowDefinitions>
-          <RowDefinition Height="*"/>
-          <RowDefinition Height="Auto"/>
-        </Grid.RowDefinitions>
-        <Grid Margin="6">
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-          </Grid.ColumnDefinitions>
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
-            <RowDefinition Height="*"/>
-          </Grid.RowDefinitions>
-          <Rectangle Grid.ColumnSpan="17" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
-          <TextBlock Grid.Column="0" Text="Security" Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="2" Text="Max Long" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="4" Text="Max Short" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="6" Text="Clip Limit" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="8" Text="Min Price" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="10" Text="Max Price" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="12" Text="Position Limit Enabled" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="14" Text="Clip Limit Enabled" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="16" Text="Price Limit Enabled" Style="{StaticResource HeaderText}"/>
-
-          <c:ContractPickerPopup
-            Grid.Row="2"
-            HorizontalAlignment="Stretch"
-            VerticalAlignment="Stretch"
-            CloseOnCancel="True"
-            CloseOnOK="True"
-            Header="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
-            Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}"
-            IsEditMode="True"
-            IsLazy="True"
-            SecurityMap="{Binding security_map}"
-            SelectedCriteria="{Binding security_criteria}"
-            ShowDialogSkirt="True"
-            ToolTip="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
-            OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
-          />
-          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="2" Value="{Binding max_long_position}"/>
-          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="4" Value="{Binding max_short_position}"/>
-          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="6" Value="{Binding clip_limit}"/>
-          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="8" Value="{Binding min_price}"/>
-          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="10" Value="{Binding max_price}"/>
-          <CheckBox Grid.Row="2" Grid.Column="12" IsChecked="{Binding is_position_limit_enabled}" Style="{StaticResource LimitToggle}"/>
-          <CheckBox Grid.Row="2" Grid.Column="14" IsChecked="{Binding is_clip_limit_enabled}" Style="{StaticResource LimitToggle}"/>
-          <CheckBox Grid.Row="2" Grid.Column="16" IsChecked="{Binding is_price_limit_enabled}" Style="{StaticResource LimitToggle}"/>
-        </Grid>
-        <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
-          <c:DialogSkirt.RightItems>
-            <x:Array Type="{x:Type Button}">
-              <Button Content="OK" Command="{Binding commit_cmd}" IsDefault="True"/>
-              <Button Content="Cancel" Command="{Binding cancel_cmd}" IsCancel="True"/>
-            </x:Array>
-          </c:DialogSkirt.RightItems>
-        </c:DialogSkirt>
-      </Grid>
-    </DataTemplate>
-  </Window.ContentTemplate>
-</Window>

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitParametersDialog.xaml.cs

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

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitsImportConflictsDialog.xaml

@@ -1,39 +0,0 @@
-<Window
-  x:Class="bts.shell.risk_management.RiskLimitsImportConflictsDialog"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:risk="clr-namespace:bts.shell.risk_management"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  u:WindowStyle.AllowResize="True"
-  u:WindowStyle.SizeToContent="WidthAndHeight"
-  u:WindowStyle.TitleContent="Import Limits Conflicts"
-  Style="{StaticResource BTSDialogTitleTemplate}"
->
-  <u:WindowStyle.TitleContentTemplate>
-    <DataTemplate>
-      <StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
-        <Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
-        <TextBlock Margin="4,0,0,0" Text="{Binding}"/>
-      </StackPanel>
-    </DataTemplate>
-  </u:WindowStyle.TitleContentTemplate>
-  <Window.Content>
-    <Grid>
-      <Grid.RowDefinitions>
-        <RowDefinition Height="*"/>
-        <RowDefinition Height="Auto"/>
-      </Grid.RowDefinitions>
-      <risk:RiskLimitsImportConflictsView Margin="12,10,12,8"/>
-      <c:DialogSkirt Grid.Row="1">
-        <c:DialogSkirt.RightItems>
-          <x:Array Type="{x:Type Button}">
-            <Button Command="{Binding ok_cmd}">Continue</Button>
-            <Button Command="{Binding cancel_cmd}" IsCancel="True">Cancel</Button>
-          </x:Array>
-        </c:DialogSkirt.RightItems>
-      </c:DialogSkirt>
-    </Grid>
-  </Window.Content>
-</Window>

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitsImportConflictsDialog.xaml.cs

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

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitsImportConflictsView.xaml

@@ -1,141 +0,0 @@
-<UserControl
-  x:Class="bts.shell.risk_management.RiskLimitsImportConflictsView"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:risk="clr-namespace:bts.shell.risk_management"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  MinWidth="400"
->
-  <UserControl.Resources>
-    <Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
-      <Setter Property="VerticalAlignment" Value="Center"/>
-    </Style>
-    <DataTemplate x:Key="UIntTemplate">
-      <c:TickUpDownUInt Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
-    </DataTemplate>
-    <DataTemplate x:Key="DoubleTemplate">
-      <c:TickUpDownDouble Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
-    </DataTemplate>
-    <DataTemplate x:Key="BooleanTemplate">
-      <CheckBox IsChecked="{Binding value}"/>
-    </DataTemplate>
-    <DataTemplate x:Key="PriceReadTemplate">
-      <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
-    </DataTemplate>
-    <!--Value Cell Template Selector-->
-    <u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
-      <u:KeyedTemplateSelector.Default>
-        <DataTemplate>
-          <TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
-        </DataTemplate>
-      </u:KeyedTemplateSelector.Default>
-      <u:TemplateSelectorKeyValue Key="{x:Static MinPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource PriceReadTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static MaxPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource PriceReadTemplate}"/>
-    </u:KeyedTemplateSelector>
-    <!--Value Cell Editing Template Selector-->
-    <u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
-      <u:TemplateSelectorKeyValue Key="{x:Static Security, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}">
-        <DataTemplate>
-          <c:ContractPickerPopup
-            HorizontalAlignment="Stretch"
-            VerticalAlignment="Stretch"
-            CloseOnCancel="True"
-            CloseOnOK="True"
-            Header="{Binding value}"
-            IsEditMode="False"
-            IsLazy="True"
-            SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
-            SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
-            ShowDialogSkirt="True"
-          />
-        </DataTemplate>
-      </u:TemplateSelectorKeyValue>
-      <u:TemplateSelectorKeyValue Key="{x:Static Account, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}">
-        <DataTemplate>
-          <ComboBox ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
-        </DataTemplate>
-      </u:TemplateSelectorKeyValue>
-      <u:TemplateSelectorKeyValue Key="{x:Static MaxNetLongPosition, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource UIntTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static MaxNetShortPosition, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource UIntTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static IsPositionLimitEnabled, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource BooleanTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static ClipLimit, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource UIntTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static IsClipLimitEnabled, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource BooleanTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static MinPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource DoubleTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static MaxPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource DoubleTemplate}"/>
-      <u:TemplateSelectorKeyValue Key="{x:Static IsPriceLimitEnabled, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource BooleanTemplate}"/>
-    </u:KeyedTemplateSelector>
-  </UserControl.Resources>
-  <!--Content-->
-  <Grid x:Name="content_root">
-    <Grid.RowDefinitions>
-      <RowDefinition Height="Auto"/>
-      <RowDefinition Height="*"/>
-    </Grid.RowDefinitions>
-    <Grid.ColumnDefinitions>
-      <ColumnDefinition Width="Auto"/>
-      <ColumnDefinition Width="*"/>
-    </Grid.ColumnDefinitions>
-    <Image VerticalAlignment="Center" Margin="0,0,8,0">
-      <Image.Source>
-        <Binding Source="{x:Static MessageBoxImage.Exclamation}">
-          <Binding.Converter>
-            <cv:SystemIconConverter/>
-          </Binding.Converter>
-        </Binding>
-      </Image.Source>
-    </Image>
-    <Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
-    <TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
-      <Run Text="{Binding num_successfully_parsed_limits, Mode=OneWay}"/>
-      <Run Text="/"/>
-      <Run Text="{Binding num_limits, Mode=OneWay}"/>
-      <Run Text=" limit items have been successfully converted."/>
-      <Run Text="Resolve conflicts below by selecting a value to assign each affected limit item,"/>
-      <Run Text="or modify individual limit items in the main window."/>
-      <LineBreak/>
-      <LineBreak/>
-      <Run Text="Click 'Continue' to proceed to the main window."/>
-    </TextBlock>
-    <DataGrid
-      x:Name="data_grid"
-      u:DataGridBehavior.SingleClickEdit="True"
-      Grid.Row="1"
-      Grid.ColumnSpan="2"
-      AutoGenerateColumns="False"
-      CanUserAddRows="False"
-      CanUserDeleteRows="False"
-      CanUserReorderColumns="False"
-      CanUserSortColumns="True"
-      HeadersVisibility="All"
-      ItemsSource="{Binding rows_view}"
-      Margin="0,8,0,0"
-      MinRowHeight="17"
-      RowHeaderWidth="22"
-    >
-      <DataGrid.CellStyle>
-        <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
-          <Setter Property="VerticalContentAlignment" Value="Stretch"/>
-        </Style>
-      </DataGrid.CellStyle>
-      <DataGrid.RowStyle>
-        <Style TargetType="DataGridRow">
-          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
-          <Style.Triggers>
-            <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
-              <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
-            </DataTrigger>
-          </Style.Triggers>
-        </Style>
-      </DataGrid.RowStyle>
-      <DataGrid.Columns>
-        <DataGridTextColumn Header="Component" Binding="{Binding component}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
-        <DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
-        <DataGridTextColumn Header="Affected Limit Items" Binding="{Binding affected_limits.Count}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
-        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
-      </DataGrid.Columns>
-    </DataGrid>
-  </Grid>
-</UserControl>

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitsImportConflictsView.xaml.cs

@@ -1,38 +0,0 @@
-using System.Windows.Controls;
-
-namespace bts.shell.risk_management {
-   /// <summary>
-   /// Interaction logic for RiskLimitsImportConflictsView.xaml
-   /// </summary>
-   partial class RiskLimitsImportConflictsView : UserControl {
-      public RiskLimitsImportConflictsView() =>
-         InitializeComponent();
-
-      public enum RiskLimitsComponent {
-         Security,
-         Account,
-         MaxNetLongPosition,
-         MaxNetShortPosition,
-         IsPositionLimitEnabled,
-         ClipLimit,
-         IsClipLimitEnabled,
-         MinPrice,
-         MaxPrice,
-         IsPriceLimitEnabled
-      }
-
-      public static class RiskLimitsComponentNames {
-         public static readonly string
-            Security = RiskLimitsComponent.Security.ToString(),
-            Account = RiskLimitsComponent.Account.ToString(),
-            MaxNetLongPosition = RiskLimitsComponent.MaxNetLongPosition.ToString(),
-            MaxNetShortPosition = RiskLimitsComponent.MaxNetShortPosition.ToString(),
-            IsPositionLimitEnabled = RiskLimitsComponent.IsPositionLimitEnabled.ToString(),
-            ClipLimit = RiskLimitsComponent.ClipLimit.ToString(),
-            IsClipLimitEnabled = RiskLimitsComponent.IsClipLimitEnabled.ToString(),
-            MinPrice = RiskLimitsComponent.MinPrice.ToString(),
-            MaxPrice = RiskLimitsComponent.MaxPrice.ToString(),
-            IsPriceLimitEnabled = RiskLimitsComponent.IsPriceLimitEnabled.ToString();
-      }
-   }
-}

src/client/spark/Modules/Trading/RiskManagement/View/RiskManagementControl.xaml

@@ -1,181 +0,0 @@
-<UserControl
-  x:Class="bts.shell.risk_management.RiskManagementControl"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
-  xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:risk="clr-namespace:bts.shell.risk_management"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  mc:Ignorable="d" 
-  d:DataContext="{d:DesignInstance risk:RiskManagementVM, IsDesignTimeCreatable=True}"
-  Background="{StaticResource CommonBackground}"
->
-  <UserControl.Resources>
-    <cv:BooleanToObjectConverter x:Key="IsDirtyOpacityConverter">
-      <cv:BooleanToObjectConverter.ValueForFalse>
-        <sys:Double>1.0</sys:Double>
-      </cv:BooleanToObjectConverter.ValueForFalse>
-      <cv:BooleanToObjectConverter.ValueForTrue>
-        <sys:Double>0.6</sys:Double>
-      </cv:BooleanToObjectConverter.ValueForTrue>
-    </cv:BooleanToObjectConverter>
-    <Style x:Key="TextCell" TargetType="c:TextCell">
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="Padding" Value="2,0"/>
-      <Setter Property="HorizontalAlignment" Value="Stretch"/>
-      <Setter Property="HorizontalContentAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="VerticalContentAlignment" Value="Center"/>
-      <Setter Property="VerticalAlignment" Value="Stretch"/>
-      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="FontFamily" Value="{Binding Path='(c:DIYGrid.Column).font_family', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="FontWeight" Value="{Binding Path='(c:DIYGrid.Column).font_weight', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="FontSize" Value="{Binding Path='(c:DIYGrid.Column).font_size', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="Opacity" Value="{Binding is_dirty, Converter={StaticResource IsDirtyOpacityConverter}}"/>
-    </Style>
-    <Style x:Key="CellBorder" TargetType="Border">
-      <Setter Property="HorizontalAlignment" Value="Stretch"/>
-      <Setter Property="VerticalAlignment" Value="Stretch"/>
-      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="Padding" Value="2,0"/>
-    </Style>
-    <Style x:Key="LimitToggleSwitch" TargetType="CheckBox" BasedOn="{StaticResource {x:Type CheckBox}}">
-      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource AncestorType=Border}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="HorizontalAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource AncestorType=Border}}"/>
-      <Setter Property="VerticalAlignment" Value="Center"/>
-    </Style>
-  </UserControl.Resources>
-  <AdornerDecorator>
-    <Grid>
-      <Grid.RowDefinitions>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition Height="*" />
-      </Grid.RowDefinitions>
-      <Grid Margin="4,6">
-        <Grid.ColumnDefinitions>
-          <ColumnDefinition Width="Auto"/>
-          <ColumnDefinition Width="*"/>
-        </Grid.ColumnDefinitions>
-        <TextBlock VerticalAlignment="Center">Account:</TextBlock>
-        <ComboBox Grid.Column="1" Margin="8,0" ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"/>
-      </Grid>
-      <c:DIYGrid
-        Grid.Row="1"
-        c:DIYGrid.ColumnModels="{Binding columns}"
-        c:DIYGrid.SyncWithColumnGeometry="True"
-        Rows="{Binding rows}"
-        RowHeight="{u:DPIDouble 21.6}"
-      >
-        <c:DIYGrid.Resources>
-          <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
-        </c:DIYGrid.Resources>
-        <c:DIYGrid.Columns>
-          <c:DIYGridColumnCollection/>
-        </c:DIYGrid.Columns>
-        <c:DIYGrid.CachedColumnParams>
-          <x:Array Type="{x:Type sys:String}">
-            <sys:String>font_weight</sys:String>
-            <sys:String>font_size</sys:String>
-            <sys:String>font_brush</sys:String>
-            <sys:String>font_family</sys:String>
-            <sys:String>horizontal_alignment</sys:String>
-          </x:Array>
-        </c:DIYGrid.CachedColumnParams>
-
-        <c:DIYGrid.RowTemplate>
-          <DataTemplate DataType="{x:Type risk:RiskLimitsVM}">
-            <Grid c:DIYGrid.SyncWithColumnGeometry="True" Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}">
-              <!--Security-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="Security"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[Security]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding security_text}"
-                Style="{StaticResource TextCell}"
-              />
-              <c:TextCell
-                c:DIYGrid.ColumnKey="SecurityKey"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[SecurityKey]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding security_key}"
-                Style="{StaticResource TextCell}"
-              />
-              <!--Position-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MaxNetLongPosition"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetLongPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding max_long_position}"
-                Style="{StaticResource TextCell}"
-              />
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MaxNetShortPosition"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetShortPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding max_short_position}"
-                Style="{StaticResource TextCell}"
-              />
-              <Border
-                c:DIYGrid.ColumnKey="IsPositionLimitEnabled"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPositionLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <CheckBox
-                  IsChecked="{Binding is_position_limit_enabled}"
-                  Style="{StaticResource LimitToggleSwitch}"
-                />
-              </Border>
-              <!--Clip-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="ClipLimit"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[ClipLimit]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding clip_limit}"
-                Style="{StaticResource TextCell}"
-              />
-              <Border
-                c:DIYGrid.ColumnKey="IsClipLimitEnabled"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsClipLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <CheckBox
-                  IsChecked="{Binding is_clip_limit_enabled}"
-                  Style="{StaticResource LimitToggleSwitch}"
-                />
-              </Border>
-              <!--Price-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MinPrice"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MinPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding min_price, StringFormat='#,0.0000'}"
-                Style="{StaticResource TextCell}"
-              />
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MaxPrice"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding max_price, StringFormat='#,0.0000'}"
-                Style="{StaticResource TextCell}"
-              />
-              <Border
-                c:DIYGrid.ColumnKey="IsPriceLimitEnabled"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPriceLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <CheckBox
-                  IsChecked="{Binding is_price_limit_enabled}"
-                  Style="{StaticResource LimitToggleSwitch}"
-                />
-              </Border>
-              <!--<Border
-                c:DIYGrid.ColumnKey="IsDirty"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsDirty]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <Image Source="{x:Static u:Icons.CheckMark}" Visibility="{Binding is_persisted, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              </Border>-->
-            </Grid>
-          </DataTemplate>
-        </c:DIYGrid.RowTemplate>
-      </c:DIYGrid>
-    </Grid>
-  </AdornerDecorator>
-</UserControl>

src/client/spark/Modules/Trading/RiskManagement/View/RiskManagementControl.xaml.cs

@@ -1,33 +0,0 @@
-using mbts.ui.controls;
-using System.Windows.Controls;
-
-namespace bts.shell.risk_management {
-   /// <summary>
-   /// Interaction logic for RiskManagementControl.xaml
-   /// </summary>
-   partial class RiskManagementControl : UserControl {
-      public RiskManagementControl() {
-         InitializeComponent();
-      }
-
-      public enum Columns {
-         None,
-         Security,
-         MaxNetLongPosition,
-         MaxNetShortPosition,
-         ClipLimit,
-         MinPrice,
-         MaxPrice,
-         IsPositionLimitEnabled,
-         IsClipLimitEnabled,
-         IsPriceLimitEnabled,
-         SecurityKey
-      }
-   }
-
-   class RiskManagementColumn : DIYGrid.ColumnBase<RiskManagementControl.Columns> {
-      protected override void on_key_initialized(RiskManagementControl.Columns key) {
-         id = key.ToString();
-      }
-   }
-}

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

@@ -2,7 +2,6 @@
 using bts.api.position;
 using bts.shell.fills;
 using bts.shell.manual_fills;
-using bts.shell.risk_management;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
@@ -28,7 +27,6 @@ namespace bts.shell {
       readonly PNLWindowFactory _plwf;
       readonly AlgoStudioWindowFactory _aswf;
       readonly ManualFillsWindowFactory _mfwf;
-      readonly RiskManagementWindowFactory _rmwf;
       //
       List<SparkCommand> _actions;
 
@@ -56,7 +54,6 @@ namespace bts.shell {
             _old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
          _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
          _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
-         _rmwf = new RiskManagementWindowFactory(this, bus, settings_hub, orders_model.admin_model);
       }
 
       public ImageSource icon => Icons.Trades;
@@ -80,8 +77,7 @@ namespace bts.shell {
                   SparkCommands.PickLadder,
                   SparkCommands.PickOrderTicket,
                   SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
-                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default),
-                  SparkCommands.ShowRiskManagement.complete(() => RiskManagementSettings.Default)
+                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
                });
             }
             return _actions;
@@ -99,7 +95,6 @@ namespace bts.shell {
                yield return _old_plwf;
             yield return _aswf;
             yield return _mfwf;
-            yield return _rmwf;
          }
       }
 

src/client/spark/Security/SecurityStore.cs

@@ -155,32 +155,9 @@ namespace bts {
          Disposable.dispose(ref _dispose);
       }
 
-      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T, TKey>(
-             IObservable<Update<T, TKey>> source, Func<T, security_key> skeyfn) where TKey : IEquatable<TKey> {
-         return join(source, skeyfn, get_incremental_props, mk_update);
-
-         (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor) get_incremental_props(Update<T, TKey> upd_in) =>
-            (upd_in.all, upd_in.added, upd_in.changes, upd_in.removed, upd_in.key_extractor);
-
-         Update<(SecurityImmutable? sec, T val), TKey> mk_update(
-            IEnumerable<(SecurityImmutable? sec, T val)> all,
-            IEnumerable<(SecurityImmutable? sec, T val)> added,
-            IEnumerable<Change<(SecurityImmutable? sec, T val)>> changes,
-            IEnumerable<(SecurityImmutable? sec, T val)> removed,
-            Func<(SecurityImmutable?, T), TKey> key_extractor) =>
-            //
-            new Update<(SecurityImmutable? sec, T val), TKey>(
-               all, added, changes, removed, key_extractor);
-      }
-
-      public IObservable<TOut> join<TIn, T, TKey, TOut>(
-         IObservable<TIn> source,
-         Func<T,security_key> skeyfn,
-         Func<TIn, (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor)> get_incremental_props,
-         Func<IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<Change<(SecurityImmutable? sec, T val)>>, IEnumerable<(SecurityImmutable? sec, T val)>, Func<(SecurityImmutable?, T), TKey>, TOut> create_result_update)
-         where TKey : IEquatable<TKey> {
-         //
-         return Observable.Create<TOut>(observer => {
+      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T,TKey>(
+             IObservable<Update<T, TKey>> source, Func<T,security_key> skeyfn) where TKey : IEquatable<TKey> {
+         return Observable.Create<Update<(SecurityImmutable?, T), TKey>>(observer => {
             var state = ImmutableDictionary<TKey, (SecurityImmutable? s, T t)>.Empty;
             var gate = new object();
             // We get thie function from the first source update
@@ -209,11 +186,11 @@ namespace bts {
                      state = builder.ToImmutable();
                      // fire update
                      observer.OnNext(
-                        create_result_update(
-                           state.Values,
-                           Enumerable.Empty<(SecurityImmutable?, T)>(),
-                           changed,
-                           Enumerable.Empty<(SecurityImmutable?, T)>(),
+                        new Update<(SecurityImmutable?, T), TKey>(
+                           state.Values, 
+                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
+                           changed, 
+                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
                            rowkeyfn));
                   }
                }
@@ -221,11 +198,10 @@ namespace bts {
 
             return Disposable.Create(
                // Fire update when source changes
-               source.Subscribe((update_in) => {
-                  var update = get_incremental_props(update_in);
+               source.Subscribe((update) => {
                   lock (gate) {
                      rowkeyfn = rowkeyfn ?? (i => update.key_extractor(i.Item2));
-                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changes.New()).Select(skeyfn));
+                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changed).Select(skeyfn));
 
                      var added = new List<(SecurityImmutable?, T)>();
                      var changed = new List<Change<(SecurityImmutable? s, T t)>>();
@@ -262,7 +238,8 @@ namespace bts {
                      }
                      state = builder.ToImmutable();
 
-                     observer.OnNext(create_result_update(state.Values, added, changed, removed, rowkeyfn));
+                     observer.OnNext(new Update<(SecurityImmutable?, T t), TKey>(
+                        state.Values, added, changed, removed, rowkeyfn));
                   }
                }),
                // Also fire update when securities change

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

@@ -28,9 +28,6 @@ namespace bts.spark {
       public static PartialCommand<bts.shell.orderbook.OrderBookStartupData> ShowOrders =>
          SparkCommand.create("Order Book", Icons.Book, SparkTags.ShowOrderBookTag);
 
-      public static PartialCommand<shell.risk_management.RiskManagementSettings> ShowRiskManagement =>
-         SparkCommand.create("Risk Management", Icons.Risk, SparkTags.ShowRiskManagement);
-
       // Fills
       public static PartialCommand<FillsSettings> ShowFills(KeyGesture key_gesture = null) =>
          SparkCommand.create("Fills", Icons.Payment, SparkTags.ShowFillsTag, key_gesture);

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

@@ -63,7 +63,6 @@ namespace mbts.spark {
       public static ITag<IObservable<SecurityMD>> ShowLinkedLadder { get; } = new SparkTag<IObservable<SecurityMD>>("Linked Ladder");
       public static ITag<SecurityCriteria> ShowMarketViewTag { get; } = new SparkTag<SecurityCriteria>("Show MarketView");
       public static ITag<bts.shell.orderbook.OrderBookStartupData> ShowOrderBookTag { get; } = new SparkTag<bts.shell.orderbook.OrderBookStartupData>(nameof(ShowOrderBookTag));
-      public static ITag<bts.shell.risk_management.RiskManagementSettings> ShowRiskManagement { get; } = new SparkTag<bts.shell.risk_management.RiskManagementSettings>(nameof(ShowRiskManagement));
       public static ITag<PAndLWindowFactory.PAndLStartupData> ShowPAndLTag { get; } = new SparkTag<PAndLWindowFactory.PAndLStartupData>(nameof(ShowPAndLTag));
       public static ITag<bts.shell.pnl.PNLSettings> ShowPNLTag { get; } = new SparkTag<bts.shell.pnl.PNLSettings>(nameof(ShowPNLTag));
       public static ITag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> ShowSyntheticCloneTag { get; } = new SparkTag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)>(nameof(ShowSyntheticCloneTag));

src/client/spark/core/GlobalExtensions/TickExtensions.cs

@@ -1,15 +1,14 @@
-using bts;
-using bts.api;
-using bts.utils;
-using mbts.spark;
-using mbts.user.settings;
+using mbts.user.settings;
 using System;
 using System.Globalization;
+using bts;
 using static bts.utils.MathUtils;
+using bts.api;
+using bts.utils;
 
 namespace mbts {
-   public static class TickExtensions {
-      public static string _nan_text => TickDisplaySettings.Default.nan_text;
+   static class TickExtensions {
+      const string _nan_text = "-";
 
       #region Public Extensions (is_valid, format, parse, tick_up, tick_down)
       public static bool is_valid(this TickFactors tick) =>
@@ -19,9 +18,6 @@ namespace mbts {
       public static bool is_valid(this RegionalTickFactors regional_tick) =>
          regional_tick.low_tick.is_valid() && regional_tick.high_tick.is_valid();
 
-      public static bool is_integer(this TickFactors tick) =>
-         tick.tick_unit == tick.tick_base;
-
       public static double tick_unit_frac(this TickFactors tick) =>
          tick.tick_unit / tick.tick_base;
 
@@ -42,27 +38,18 @@ namespace mbts {
       public static string format(this TickFactors tick, double value, double display_multiplier, bool show_commas) =>
          format(tick, value, display_multiplier, show_commas, _nan_text);
 
-      public static string format(this TickFactors tick, double value, TickDisplaySettings settings) {
-         if (settings is null)
-            settings = TickDisplaySettings.Default;
-         if (double.IsNaN(value)) return settings.nan_text;
+      public static string format(this TickFactors tick, double value, double display_multiplier, bool show_commas, string nan_text, bool hide_decimal_part = false) {
+         if (double.IsNaN(value)) return nan_text;
          if (double.IsInfinity(value)) return value.ToString();
-         if (!tick.is_valid()) return _format_no_tick(value, settings.display_multiplier, settings.show_commas);
-         return _format_tick(tick, value, settings);
+         if (!tick.is_valid()) return _format_no_tick(value, display_multiplier, show_commas);
+         return _format_tick(tick, double.IsNaN(display_multiplier) ? value : value * display_multiplier, show_commas, hide_decimal_part);
       }
 
-      public static string format(this TickFactors tick, double value, double display_multiplier, bool show_commas, string nan_text, bool show_decimal_part = false) =>
-         tick.format(value, TickDisplaySettings.Default.with(
-            display_multiplier: display_multiplier,
-            show_commas: show_commas,
-            nan_text: nan_text,
-            show_decimal_part: show_decimal_part));
-
       public static string format_without_decimal_part(this RegionalTickFactors regional_tick, double value) =>
          format_without_decimal_part(value <= regional_tick.low_tick_inclusive_end ? regional_tick.low_tick : regional_tick.high_tick, value);
 
-      public static string format(this RegionalTickFactors regional_tick, double value, TickDisplaySettings settings = null) =>
-         format(value <= regional_tick.low_tick_inclusive_end ? regional_tick.low_tick : regional_tick.high_tick, value, settings);
+      public static string format(this RegionalTickFactors regional_tick, double value) =>
+         format(value <= regional_tick.low_tick_inclusive_end ? regional_tick.low_tick : regional_tick.high_tick, value);
 
       public static string format(this RegionalTickFactors regional_tick, double value, double display_multiplier) =>
          format(value <= regional_tick.low_tick_inclusive_end ? regional_tick.low_tick : regional_tick.high_tick, value, display_multiplier);
@@ -101,33 +88,25 @@ namespace mbts {
          return _round_tick(tuf, val);
       }
 
-      public static double tickup(this RegionalTickFactors regional_tick, double input) =>
-         regional_tick.tickup(input, 1);
-
-      public static double tickup(this RegionalTickFactors regional_tick, double input, uint count) =>
-         regional_tick.tickup(input, count, TickUtils.precision_const);
-
-      public static double tickup(this RegionalTickFactors regional_tick, double input, uint count, double precision, bool bling = true) {
-         if (!precision.is_real_positive())
-            throw new ArgumentException(nameof(precision), "Must be a real positive number.");
+      public static double tickup(this RegionalTickFactors regional_tick, double input) { return regional_tick.tickup(input, 1); }
+      public static double tickup(this RegionalTickFactors regional_tick, double input, uint count) {
          if (DoubleHelper.IsNaNOrInfinity(input) || count == 0) return input;
          double val, tuf;
          if (input < regional_tick.low_tick_inclusive_end) {
             tuf = regional_tick.low_tick.tick_unit_frac();
             double ieeer = Math.IEEERemainder(input, tuf);
             input -= ieeer;
-            if (ieeer < -precision) count--;
+            if (ieeer < -_precision_const) count--;
             val = input + tuf * count;
             if (val > regional_tick.low_tick_inclusive_end) {
-               count -= (uint)MathUtils.round_up((regional_tick.low_tick_inclusive_end - input) / tuf, precision);
+               count -= (uint)Math.Ceiling((regional_tick.low_tick_inclusive_end - input) / tuf);
                tuf = regional_tick.high_tick.tick_unit_frac();
                val = regional_tick.low_tick_inclusive_end + tuf * count;
             }
          } else {
             tuf = regional_tick.high_tick.tick_unit_frac();
             double ieeer = Math.IEEERemainder(input, tuf);
-            input -= ieeer;
-            if (ieeer < -precision) count--;
+            if (Math.Abs(ieeer) <= _precision_const) input -= ieeer;
             val = input + tuf * count;
          }
          return _round_tick(tuf, val);
@@ -197,6 +176,8 @@ namespace mbts {
       static int _count_ticks(double tick_unit_frac, double value) =>
          (int)Math.Round(value / tick_unit_frac);
 
+      private const double _precision_const = 0.000000001;
+
       public static double tickdown(this TickFactors tick, double input) { return tick.tickdown(input, 1); }
       public static double tickdown(this TickFactors tick, double input, uint count) {
          if (DoubleHelper.IsNaNOrInfinity(input)) return input;
@@ -207,33 +188,25 @@ namespace mbts {
          return _round_tick(tuf, val);
       } 
 
-      public static double tickdown(this RegionalTickFactors regional_tick, double input) =>
-         regional_tick.tickdown(input, 1);
-
-      public static double tickdown(this RegionalTickFactors regional_tick, double input, uint count) =>
-         tickdown(regional_tick, input, count, TickUtils.precision_const);
-
-      public static double tickdown(this RegionalTickFactors regional_tick, double input, uint count, double precision) {
-         if (!precision.is_real_positive())
-            throw new ArgumentException(nameof(precision), "Must be a real positive number.");
+      public static double tickdown(this RegionalTickFactors regional_tick, double input) { return regional_tick.tickdown(input, 1); }
+      public static double tickdown(this RegionalTickFactors regional_tick, double input, uint count) {
          if (DoubleHelper.IsNaNOrInfinity(input) || count == 0) return input;
          double val, tuf;
          if (input > regional_tick.low_tick_inclusive_end) {
             tuf = regional_tick.high_tick.tick_unit_frac();
             double ieeer = Math.IEEERemainder(input, tuf);
             input -= ieeer;
-            if (ieeer > precision) count--;
+            if (ieeer > _precision_const) count--;
             val = input - count * tuf;
             if (val < regional_tick.low_tick_inclusive_end) {
-               count -= (uint)MathUtils.round_up((input - regional_tick.low_tick_inclusive_end) / tuf, precision);
+               count -= (uint)Math.Ceiling((input - regional_tick.low_tick_inclusive_end) / tuf);
                tuf = regional_tick.low_tick.tick_unit_frac();
                val = regional_tick.low_tick_inclusive_end - tuf * count;
             }
          } else {
             tuf = regional_tick.low_tick.tick_unit_frac();
             double ieeer = Math.IEEERemainder(input, tuf);
-            input -= ieeer;
-            if (ieeer > precision) count--;
+            if (Math.Abs(ieeer) <= _precision_const) input -= ieeer;
             val = input - tuf * count;
          }
          return _round_tick(tuf, val);
@@ -321,64 +294,41 @@ namespace mbts {
          return integer_part + numerator_part / tick.tick_base;
       }
 
-      private static string _format_tick(TickFactors tick, double value, TickDisplaySettings settings) {
-         if (!settings.display_multiplier.is_nan())
-            value *= settings.display_multiplier;
-         // Hide the sign from the 'core_impl.'  If the value is negative,
-         // flip it before calling core_impl, then prepend a '-' to the resultant string.
-         bool negate = value < 0;
-         if (negate)
-            value = -value;
-         var text = core_impl();
-         if (!settings.show_zero_integer) {
-            // Hide the integer if its zero.  This could be better optimized,
-            // but speed shouldn't be an issue, so it doesn't seem worth the time/effort.
-            var parts = text.Split(tick.separator());
-            if (parts.Length > 1 && parts[0] == "0")
-               text = parts[1];
-         }
-         if (negate)
-            text = "-" + text;
-         return text;
-         // Formats a 'normalized' value.  This method expects 'value' to be positive,
-         // and [already] multiplied by the display multiplier (if non-nan).
-         string core_impl() {
-            try {
-               checked {
-                  int integer_part = (int)Math.Floor(value);
-                  double numerator_dec = value - integer_part;
-                  double unit_frac = tick.tick_unit / tick.tick_base;
-                  int n_units = (int)Math.Round(numerator_dec / unit_frac);
-                  if (n_units == tick.tick_base) {
-                     if (settings.show_decimal_part) {
-                        return (integer_part + 1).ToString() + tick.separator() + new string('0',
-                           settings.pad_with_leading_zeros ? display_digits(tick.tick_base) : 1);
-                     } else {
-                        return integer_part.ToString();
-                     }
-                  }
-                  double decimal_part = n_units * tick.tick_unit;
-                  if (decimal_part == tick.tick_base) {
-                     ++integer_part;
-                     decimal_part = 0;
+      private static string _format_tick(TickFactors tick, double value, bool show_commas, bool hide_decimal_part) {
+         if (value < 0) return "-" + _format_tick(tick, Math.Abs(value), show_commas, hide_decimal_part);
+         try {
+            checked {
+               int integer_part = (int)Math.Floor(value);
+               double numerator_dec = value - integer_part;
+               double unit_frac = tick.tick_unit / tick.tick_base;
+               int n_units = (int)Math.Round(numerator_dec / unit_frac);
+               if (n_units == tick.tick_base) {
+                  if (hide_decimal_part) {
+                     return integer_part.ToString();
                   } else {
-                     // some ticks are not formatted with 100% precision, using less than the required display_digits
-                     // for such cases, we need to truncate the decimal part rather than round it.
-                     decimal_part = Math.Floor(decimal_part);
-                  }
-                  string integer_part_text = settings.show_commas ? integer_part.ToString("#,0") : integer_part.ToString();
-                  if (settings.show_decimal_part) {
-                     return integer_part_text + tick.separator() + decimal_part.ToString(
-                        settings.pad_with_leading_zeros ? new string('0', display_digits(tick.tick_base)) : "0");
-                  } else {
-                     return integer_part_text;
+                     return (integer_part + 1).ToString() + tick.separator() + new string('0', display_digits(tick.tick_base));
                   }
                }
+               double decimal_part = n_units * tick.tick_unit;
+               if (decimal_part == tick.tick_base) {
+                  ++integer_part;
+                  decimal_part = 0;
+               } else {
+                  // some ticks are not formatted with 100% precision, using less than the required display_digits
+                  // for such cases, we need to truncate the decimal part rather than round it.
+                  decimal_part = Math.Floor(decimal_part);
+               }
+               string integer_part_text = show_commas ? integer_part.ToString("#,0") : integer_part.ToString();
+               if (hide_decimal_part) {
+                  return integer_part_text;
+               } else {
+                  return integer_part_text + tick.separator() + decimal_part.ToString(new string('0', display_digits(tick.tick_base)));
+               }
             }
-            catch (OverflowException ex) {
-               Log.Ui.warn($"Arithmetic overflow exception in format_tick (tick:{tick}, value:{value}):{ex}");
-               return "Overflow";
-            }
+         }
+         catch (OverflowException ex) {
+            Log.Ui.warn($"Arithmetic overflow exception in format_tick (tick:{tick}, value:{value}):{ex}");
+            return "Overflow";
          }
       }
 
@@ -387,4 +337,4 @@ namespace mbts {
       }
       #endregion
    }
-}
+}

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

@@ -17,7 +17,6 @@ namespace bts.settings {
    interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
-   interface IRiskManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
 
    static class SettingsMigrationHelper {

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

@@ -61,8 +61,6 @@ namespace mbts.spark {
       PNLSettings _pnl;
       [ProtoMember(14)]
       GlobalAlertSettings _alerts;
-      [ProtoMember(15)]
-      GridSettings _risk_management_grid;
 
       public UserSettings() { }
 
@@ -76,7 +74,6 @@ namespace mbts.spark {
       public GridSettings market_view_grid => _market_view_grid ?? (_market_view_grid = bts.shell.MarketViewWindowFactory.StartupData.DefaultGridSettings);
       public GridSettings time_and_sales_grid => _time_and_sales_grid ?? (_time_and_sales_grid = GridSettings.Default.with(bts.shell.time_and_sales.TimeAndSalesSettings.DefaultColumns.all));
       public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings);
-      public GridSettings risk_management_grid => _risk_management_grid ?? (_risk_management_grid = bts.shell.risk_management.RiskManagementSettings.DefaultGrid);
       public GridSettings synthetic_management_grid => _synthetic_management_grid ?? (_synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings);
       public GridSettings pnl_grid => _pnl_grid ?? (_pnl_grid = bts.shell.PAndLWindowFactory.PAndLStartupData.DefaultGridSettings);
       public PNLSettings pnl => _pnl ?? (_pnl = PNLSettings.Default);
@@ -94,8 +91,7 @@ namespace mbts.spark {
          GridSettings provided_pnl_gridsettings = null,
          PNLSettings pnl = null,
          bts.shell.orderbook.OrderBookGridSettings order_book_grid = null,
-         GlobalAlertSettings alerts = null,
-         GridSettings risk_management_grid = null) {
+         GlobalAlertSettings alerts = null) {
          var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
             _ladder = ladder ?? _ladder,
             _notification = notification ?? _notification,
@@ -106,8 +102,7 @@ namespace mbts.spark {
             _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid, 
             _pnl = pnl ?? _pnl,
             _order_book_grid = order_book_grid ?? _order_book_grid,
-            _alerts = alerts ?? _alerts,
-            _risk_management_grid = risk_management_grid ?? _risk_management_grid
+            _alerts = alerts ?? _alerts
          };
          us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
          return us;

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

@@ -26,7 +26,6 @@ namespace mbts.persist {
          _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
          _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
          _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs)),
-         _risk_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.risk_management_grid, (us, gs) => us.with(risk_management_grid: gs)),
          _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
 
       static readonly IImmutableProperty<UserSettings, PNLSettings>
@@ -38,7 +37,6 @@ namespace mbts.persist {
       readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
       readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
       readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
-      readonly IEnumerable<IRiskManagementMigrationRule> _risk_migration_rules;
       readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
       readonly IUserPersist _persist;
 
@@ -51,7 +49,6 @@ namespace mbts.persist {
          [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
          [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
          [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
-         [ImportMany]IEnumerable<IRiskManagementMigrationRule> risk_migration_rules,
          [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules) {
          //
          _persist = persist;
@@ -59,7 +56,6 @@ namespace mbts.persist {
          _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
          _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
          _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
-         _risk_migration_rules = risk_migration_rules ?? Enumerable.Empty<IRiskManagementMigrationRule>();
          _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
          init();
          async void init() {
@@ -72,7 +68,6 @@ namespace mbts.persist {
                      _mview_migration_rules.merge().wrap(_mview_propi),
                      _pandl_migration_rules.merge().wrap(_pandl_propi),
                      _pnl_migration_rules.merge().wrap(_pnl_propi),
-                     _risk_migration_rules.merge().wrap(_risk_propi),
                      _synth_migration_rules.merge().wrap(_synth_propi)
                   };
                   SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
@@ -147,12 +142,6 @@ namespace mbts.persist {
             _pnl_migration_rules,
             _pnl_propi);
 
-      public IWindowSettingsManager<GridSettings> create_risk_management_settings_manager(GridSettings instance_settings) =>
-         _create_settings_manager(
-            instance_settings,
-            _risk_migration_rules,
-            _risk_propi);
-
       public IWindowSettingsManager<GridSettings> create_synth_settings_manager(GridSettings instance_settings) =>
          _create_settings_manager(
             instance_settings,
@@ -181,4 +170,4 @@ namespace mbts.persist {
          }
       }
    }
-}
+}

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

@@ -3,7 +3,6 @@ using mbts;
 using mbts.ui.shell;
 using mbts.utils;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
@@ -11,13 +10,6 @@ using System.Reactive.Linq;
 using System.Reflection;
 
 namespace bts.utils {
-   class PropertyEqualityComparerAttribute : Attribute {
-      public PropertyEqualityComparerAttribute(Type comparer_type) =>
-         this.comparer_type = comparer_type ?? throw new ArgumentNullException(nameof(comparer_type));
-
-      public Type comparer_type { get; }
-   }
-
    interface IPropertyChangedDetector<T> where T : IRaiseNotifyPropertyChanged {
       IDisposable detect_changes(T target);
    }
@@ -76,42 +68,6 @@ namespace bts.utils {
       public static IObservable<bool> dirty_monitor<T>(T instance, PropertyInfo[] props) where T : INotifyPropertyChanged =>
          _dirty_monitor(instance, props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance))));
 
-      public static Func<T, int> property_hash_code_delegate<T>(string prop) =>
-         DelegateStore<T>.property_hash_code(prop);
-
-      public static Func<T, int> property_hash_code_delegate<T>(IEnumerable<string> props) {
-         var prop_hash_code_dels = props.Select(DelegateStore<T>.property_hash_code).ExceptNull().ToArray();
-         return impl;
-         int impl(T a) =>
-            EqualityComparer.auto_phase(prop_hash_code_dels.Select(peq => peq(a)));
-      }
-
-      public static Func<T, T, bool> property_equals_delegate<T>(string prop) =>
-         DelegateStore<T>.property_equals(prop);
-
-      public static Func<T, T, bool> property_equals_delegate<T>(IEnumerable<string> props) {
-         var prop_equals_dels = props.Select(DelegateStore<T>.property_equals).ExceptNull().ToArray();
-         return impl;
-         bool impl(T a, T b) =>
-            prop_equals_dels.All(peq => peq(a, b));
-      }
-
-      public static IEqualityComparer<T> property_equality_comparer<T>() {
-         var prop_infos = PropertyInfoStore<T>.all_props;
-         return property_equality_comparer<T>(
-            prop_infos.Select(p => p.Name),
-            // hash code should NEVER include mutable props
-            prop_infos.Where(pi => !pi.CanWrite).Select(p => p.Name));
-      }
-
-      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> props) =>
-         property_equality_comparer<T>(props, props);
-
-      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> equals_props, IEnumerable<string> hash_code_props) =>
-         EqualityComparer.Create(
-            property_equals_delegate<T>(equals_props),
-            property_hash_code_delegate<T>(hash_code_props));
-
       static IObservable<bool> _dirty_monitor<T>(T instance, Dictionary<string, PropNode> prop_map) where T : INotifyPropertyChanged =>
          Observable.Create<bool>(o => {
             var dirty_props = new HashSet<string>();
@@ -150,8 +106,6 @@ namespace bts.utils {
          PropertyInfo prop_info { get; }
          Func<T, object> getter { get; }
          Action<T, object> setter { get; }
-         Func<T, T, bool> property_equals { get; }
-         Func<T, int> property_hash_code { get; }
          (Action<T> initialize, Func<T, bool> refresh) create_snapshot();
          (Action initialize, Func<bool> refresh) create_snapshot(T source);
       }
@@ -185,15 +139,6 @@ namespace bts.utils {
          public static Action<T, object> setter(string prop_name) =>
             accessor_data.TryGetValue(prop_name, out var dels) ? dels.setter : null;
 
-         public static Func<T, T, bool> property_equals(string prop_name) =>
-            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_equals : null;
-
-         public static Func<T, int> property_hash_code(string prop_name) =>
-            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_hash_code : null;
-
-         public static IPropertyAccessorData<T> get_accessor(string prop_name) =>
-            accessor_data.GetValueOrDefault(prop_name);
-
          static DelegateStore() {
             var prop_dels = new Dictionary<string, IPropertyAccessorData<T>>();
             var accessor_type_cache = new Dictionary<Type, Type>();
@@ -240,7 +185,6 @@ namespace bts.utils {
       class PropertyAccessorData<T, TValue> : IPropertyAccessorData<T, TValue> {
          readonly Func<T, object> _ng_get;
          readonly Action<T, object> _ng_set;
-         IEqualityComparer<TValue> _property_equals_comp;
 
          public PropertyAccessorData(PropertyInfo prop_info) {
             this.prop_info = prop_info;
@@ -256,27 +200,11 @@ namespace bts.utils {
                setter = set_method.CreateDelegate(typeof(Action<T, TValue>)) as Action<T, TValue>;
                _ng_set = (src, val) => setter(src, (TValue)val);
             }
-            if (prop_info.GetCustomAttribute<PropertyEqualityComparerAttribute>()?.comparer_type is Type comp_type) {
-               _property_equals_comp = Activator.CreateInstance(comp_type) as IEqualityComparer<TValue>;
-            }
-            if (_property_equals_comp is null) {
-               _property_equals_comp = EqualityComparer<TValue>.Default;
-            }
          }
 
          public Func<T, TValue> getter { get; }
          public Action<T, TValue> setter { get; }
          public PropertyInfo prop_info { get; }
-         public Func<T, T, bool> property_equals {
-            get {
-               return impl;
-               bool impl(T a, T b) =>
-                  _property_equals_comp.Equals(getter(a), getter(b));
-            }
-         }
-         public Func<T, int> property_hash_code =>
-            a => _property_equals_comp.GetHashCode(getter(a));
-
          Func<T, object> IPropertyAccessorData<T>.getter => _ng_get;
          Action<T, object> IPropertyAccessorData<T>.setter => _ng_set;
 

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

@@ -1,11 +1,6 @@
-using bts.collections;
-using bts.utils;
-using mbts.ui.shell;
-using System;
+using System;
 using System.Collections.Generic;
-using System.Collections.ObjectModel;
 using System.Collections.Specialized;
-using System.Linq;
 using System.Reactive.Linq;
 
 namespace mbts.ui.utility {
@@ -158,95 +153,6 @@ namespace mbts.ui.utility {
          _try_match_item(_item_to_value(item), out match);
    }
 
-   class SelectorVM<T, TKey> {
-      readonly IEqualityComparer<T> _eq_comparer;
-      readonly IEqualityComparer<TKey> _key_comparer;
-      readonly Func<T, TKey> _key_fn;
-      readonly ObservableCollection<T> _items = new ObservableCollection<T>();
-      readonly Dictionary<TKey, T> _map;
-      /// not as noisy as <see cref="ObservableCollection{T}.CollectionChanged"/>,
-      /// this event is only raised after a batch collection change has been completed.
-      /// <see cref="update_items(IEnumerable{T})"/>.
-      IComparer<T> _comparer;
-      T _selected_item;
-      TKey _pending_selected_item_key;
-      bool _is_pending_selection;
-
-      public SelectorVM(Func<T, TKey> key_fn)
-         : this(key_fn, EqualityComparer<TKey>.Default) { }
-
-      public SelectorVM(Func<T, TKey> key_fn, IEqualityComparer<TKey> key_comparer) {
-         _key_fn = key_fn ?? throw new ArgumentNullException(nameof(key_fn));
-         _key_comparer = key_comparer ?? throw new ArgumentNullException(nameof(key_comparer));
-         _eq_comparer = EqualityComparer.Create(_key_fn, _key_comparer);
-         _map = new Dictionary<TKey, T>(key_comparer);
-         items = ObservableAutoWrapper.create_read_only_wrapper(_items);
-      }
-
-      public event Action selected_item_changed;
-
-      public IReadOnlyObservableCollection<T> items { get; }
-      public T selected_item {
-         get => _selected_item;
-         set {
-            if (!_eq_comparer.Equals(_selected_item, value)) {
-               _selected_item = value;
-               selected_item_changed?.Invoke();
-            }
-         }
-      }
-      public IComparer<T> comparer {
-         get => _comparer;
-         set {
-            _comparer = value;
-            if (value != null)
-               _update_items(items, false);
-         }
-      }
-
-      public bool try_select(T item, bool wait_for_item_to_arrive = false) =>
-         try_select(_key_fn(item), wait_for_item_to_arrive);
-
-      public bool try_select(TKey item_key, bool wait_for_item_to_arrive = false) {
-         if (_map.TryGetValue(item_key, out var item)) {
-            selected_item = item;
-            return true;
-         } else if (wait_for_item_to_arrive) {
-            _pending_selected_item_key = item_key;
-            _is_pending_selection = true;
-         }
-         return false;
-      }
-
-      public void update_items(IEnumerable<T> items) =>
-         _update_items(items, true);
-
-      void _update_items(IEnumerable<T> items, bool map_changed) {
-         // The currently selected item may be removed during this collection change.
-         // After the items have been changed, attempt to re-select the last selected item;
-         // if there is already a particular 'pending selection,' attempt to select that instead.
-         var target_key = _is_pending_selection ? _pending_selected_item_key : _key_fn(_selected_item);
-         if (map_changed)
-            _map.Clear();
-         if (items is null) {
-            _items.Clear();
-         } else {
-            if (_comparer != null) {
-               items = items.Ordered(_comparer);
-            }
-            _items.sync_with(items);
-         }
-         if (map_changed) {
-            foreach (var i in this.items)
-               _map[_key_fn(i)] = i;
-         }
-         if (_map.Count != this.items.Count)
-            throw new InvalidOperationException("Map and items are out of sync (different item counts).");
-         if (try_select(target_key, _is_pending_selection || _items.Count == 0) && _is_pending_selection)
-            _is_pending_selection = false;
-      }
-   }
-
    static class SelectionModelExtensions {
       public static IObservable<TValue> observe_selected_item<TItem, TValue>(this SelectionModel<TItem, TValue> selection_model, bool notify_on_subscribe = false) =>
          Observable.Create<TValue>(o => {
@@ -260,4 +166,4 @@ namespace mbts.ui.utility {
          return Disposable.Create(() => selection_model.Changed -= callback);
       }
    }
-} 
+} 

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

@@ -112,14 +112,6 @@ namespace mbts.ui.shell {
       protected bool Set<T>(ref T backing, T value, [CallerMemberName]string name = "") =>
          Set(ref backing, value, EqualityComparer<T>.Default, name);
 
-      protected bool Set<T>(ref T backing, T value, [CallerMemberName] string name = "", params string[] dependent_props) {
-         if (Set(ref backing, value, EqualityComparer<T>.Default, name)) {
-            RaisePropertyChanged(dependent_props);
-            return true;
-         }
-         return false;
-      }
-
       protected bool Set<T>(ref T backing, T value, IEqualityComparer<T> comparer, [CallerMemberName]string name = "") {
          if (!comparer.Equals(backing, value)) {
             backing = value;

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

@@ -11,7 +11,7 @@ namespace mbts
    /// Wraps up a security type, security name and exchange
 	[ProtoContract]
    [Serializable]
-   public class SecurityTuple : IComparable<SecurityTuple>, IEquatable<SecurityTuple>
+   class SecurityTuple : IComparable<SecurityTuple>, IEquatable<SecurityTuple>
    {
 		[ProtoMember(1)]
       public readonly SecurityType security_type;
@@ -30,7 +30,7 @@ namespace mbts
          security_name = the_security_name;
          security_exchange = the_security_exchange;
       }
-      internal SecurityTuple(co2.UserSymbol u) : this(u.type, u.symbol, u.exchange) { }
+      public SecurityTuple(co2.UserSymbol u) : this(u.type, u.symbol, u.exchange) { }
 
       public bool is_empty() { return Equals(empty); }
 

src/client/spark/core/user/settings/ISecurityBasedSettings.cs

@@ -0,0 +1,28 @@
+using bts.api;
+using System.ComponentModel.Composition;
+
+namespace mbts.user.settings
+{
+   [InheritedExport]
+   internal interface ISecurityBasedSettingsFactory
+   {
+      SecurityBasedSettings get(Venue exchange, SecurityType type, string symbol);
+   }
+
+   internal interface ISecurityBasedSettingsFactory<T> : ISecurityBasedSettingsFactory where T : class
+   {
+   }
+
+   [ProtoBuf.ProtoContract]
+   [ProtoBuf.ProtoInclude(100, typeof(SecurityTickSettings))]
+   internal abstract class SecurityBasedSettings
+   {
+      protected SecurityBasedSettings() { }
+      protected SecurityBasedSettings(SecurityTuple security) {
+         this.security = security;
+      }
+
+      [ProtoBuf.ProtoMember(1)]
+      public SecurityTuple security;
+   }
+}

src/client/spark/core/user/settings/ticks/RegionalTickFactors.cs

@@ -1,11 +1,13 @@
 using bts.utils;
+using mbts.spark.utilities;
+using mbts.ui;
 using ProtoBuf;
 using System;
 using System.ComponentModel;
 
 namespace mbts.user.settings {
 	[ProtoContract]
-	public class RegionalTickFactors : IEquatable<RegionalTickFactors> {
+	class RegionalTickFactors : IEquatable<RegionalTickFactors> {
 		[ProtoMember(1)]
       readonly TickFactors _low_tick;
       [ProtoMember(2)]
@@ -22,8 +24,11 @@ namespace mbts.user.settings {
          _low_tick_inclusive_end = low_tick_inclusive_end;
       }
 
+      [DisplayInfo("Low")]
       public TickFactors low_tick => _low_tick;
+      [DisplayInfo("High")]
       public TickFactors high_tick => _high_tick;
+      [DisplayInfo("Inclusive Low Range End Pt")]
       public double low_tick_inclusive_end => _low_tick_inclusive_end;
 
       public bool Equals(RegionalTickFactors other) =>
@@ -55,4 +60,4 @@ namespace mbts.user.settings {
 
       public static bool operator !=(RegionalTickFactors x, RegionalTickFactors y) => !(x == y);
    }
-}
+}

src/client/spark/core/user/settings/ticks/SecurityTickSettings.cs

@@ -1,17 +1,21 @@
-using ProtoBuf;
+using mbts.ui;
+using ProtoBuf;
 
 namespace mbts.user.settings
 {
+	[DisplayInfo("Tick Settings")]
 	[ProtoContract]
-	public class SecurityTickSettings : SecurityBasedSettings
+	class SecurityTickSettings : SecurityBasedSettings
 	{
       public SecurityTickSettings() {
          price_tick = new RegionalTickFactors();
          theo_tick = new TickFactors();
       }
 
+		[DisplayInfo("Price", style = DisplayInfo.DisplayStyle.GroupBox)]
 		[ProtoMember(1)]
 		public RegionalTickFactors price_tick { get; set; }
+		[DisplayInfo("Theo")]
 		[ProtoMember(2)]
 		public TickFactors theo_tick { get; set; }
 	}	

src/client/spark/core/user/settings/ticks/TickFactors.cs

@@ -1,10 +1,11 @@
-using ProtoBuf;
+using mbts.ui;
+using ProtoBuf;
 using System;
 using System.ComponentModel;
 
 namespace mbts.user.settings {
 	[ProtoContract]
-	public class TickFactors : IEquatable<TickFactors> {
+	class TickFactors : IEquatable<TickFactors> {
 		[ProtoMember(1), DefaultValue(100.0)]
       readonly double _tick_base;
       [ProtoMember(2), DefaultValue(1.0)]
@@ -18,7 +19,9 @@ namespace mbts.user.settings {
          _tick_unit = tick_unit;
       }
 
+      [DisplayInfo("Base")]
       public double tick_base => _tick_base;
+      [DisplayInfo("Unit")]
       public double tick_unit => _tick_unit;
 
       public bool Equals(TickFactors other) =>
@@ -45,4 +48,4 @@ namespace mbts.user.settings {
 
       public static bool operator !=(TickFactors x, TickFactors y) => !(x == y);
 	}
-}
+}

src/client/spark/view/Controls/ColorPicker/Code/ColorPalette.cs

@@ -2,7 +2,6 @@
 using mbts.spark.utilities;
 using ProtoBuf;
 using System.Collections.Generic;
-using System.Collections.ObjectModel;
 using System.Linq;
 using System.Windows.Media;
 
@@ -120,9 +119,4 @@ namespace mbts.ui.controls.color_picker {
          };
       #endregion
    }
-
-   static class ColorPaletteExtensions {
-      public static ObservableCollection<ColorPaletteVM> to_viewmodels(this IEnumerable<ColorPalette> source) =>
-         new ObservableCollection<ColorPaletteVM>(source.empty_if_null().Select(cp => new ColorPaletteVM(cp)));
-   }
 }

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

@@ -229,10 +229,7 @@ namespace mbts.ui.controls {
       public string Text { get => GetValue(TextProperty) as string; set => SetValue(TextProperty, value); }
       #endregion
 
-      protected override Size ArrangeOverride(Size finalSize) {
-         _gcr.available_size = finalSize;
-         return finalSize;
-      }
+      protected override Size ArrangeOverride(Size finalSize) => finalSize;
 
       protected override Size MeasureOverride(Size availableSize) {
          _gcr.available_size = availableSize;

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

@@ -237,15 +237,6 @@ namespace mbts.ui.controls {
          Color? _background_color_override;
          object _header_copy;
          bool _is_visible;
-         IDisposable _model_hooks;
-
-         static ColumnBase() {
-            WidthProperty.OverrideMetadata(typeof(ColumnBase),
-               new PropertyMetadata((d, e) => {
-                  if (d is ColumnBase cb)
-                     cb.width_changed?.Invoke((double)e.NewValue);
-               }));
-         }
 
          protected ColumnBase() {
             var gs = GridSettings.Default;
@@ -265,25 +256,10 @@ namespace mbts.ui.controls {
             get => GetValue(SortDirectionProperty) as ListSortDirection?;
             set => SetValue(SortDirectionProperty, value);
          }
-         ListSortDirection? ISortableDIYGridColumn.SortDirection {
-            get => SortDirection;
-            set => SetCurrentValue(SortDirectionProperty, value);
-         }
-
-         #region IsVisible
-         public static readonly DependencyProperty IsVisibleProperty =
-            WPFHelper.create_dp<bool, ColumnBase>(nameof(IsVisible), (o, v) => o.is_visible = v);
-
-         public bool IsVisible {
-            get => (bool)GetValue(IsVisibleProperty);
-            set => SetValue(IsVisibleProperty, value);
-         }
-         #endregion
 
          public event Action<ColumnBase, ListSortDirection?> sort_direction_changed;
          public event Action font_params_changed;
          public event Action<bool> is_visible_changed;
-         public event Action<double> width_changed;
 
          public string id { get; set; }
          public string sort_member_path { get; set; }
@@ -297,7 +273,6 @@ namespace mbts.ui.controls {
                   _is_visible = value;
                   is_visible_changed?.Invoke(value);
                   raise_prop_changed();
-                  SetCurrentValue(IsVisibleProperty, value);
                }
             }
          }
@@ -322,29 +297,6 @@ namespace mbts.ui.controls {
             set => base.Header = (_header_copy = value);
          }
 
-         public void set_model(IDIYGridColumnModel model) {
-            Disposable.dispose(ref _model_hooks);
-            model.width = Width;
-            width_changed += on_width_changed;
-            model.width_changed += on_model_width_changed;
-            model.result_changed += on_result_changed;
-            _model_hooks = Disposable.Create(() => {
-               width_changed -= on_width_changed;
-               model.width_changed -= on_model_width_changed;
-            });
-            void on_model_width_changed(double value) {
-               if (!DoubleUtil.AreClose(value, Width))
-                  SetCurrentValue(WidthProperty, value);
-            }
-            void on_width_changed(double value) {
-               model.width_changed -= on_model_width_changed;
-               model.width = value;
-               model.width_changed += on_model_width_changed;
-            }
-            void on_result_changed() =>
-               load_from(model.create());
-         }
-
          /// important: don't access any dependency props in here.
          /// this may be called from a thread other than that of this dispatcher (i.e., when <see cref="IShellWindow.GetState(System.IO.Stream)"/> is called).
          public GridColumnSettings create() =>
@@ -375,8 +327,9 @@ namespace mbts.ui.controls {
             }
             if (original_width != settings.width) {
                original_width = settings.width;
-               SetCurrentValue(WidthProperty, original_width);
+               Width = original_width;
             }
+            //
          }
 
          // 'fallback' font-params (aka 'grid-level' font-params)

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

@@ -9,10 +9,10 @@ using System.Reactive.Linq;
 namespace mbts.ui {
    class ColumnSortManager {
       readonly List<ISortableDIYGridColumn> _visible_sorting = new List<ISortableDIYGridColumn>();
-      readonly IEnumerable<ISortableDIYGridColumn> _columns;
+      readonly IList<ISortableDIYGridColumn> _columns;
       readonly string _primary_key;
 
-      public ColumnSortManager(IEnumerable<ISortableDIYGridColumn> columns, string primary_key) {
+      public ColumnSortManager(IList<ISortableDIYGridColumn> columns, string primary_key) {
          _columns = columns;
          _primary_key = primary_key;
       }

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

@@ -1,18 +1,4 @@
-using bts.utils;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui.settings;
-using mbts.ui.shell;
-using System;
-using System.Collections;
-using System.Collections.Generic;
-using System.ComponentModel;
-using System.Reflection;
-using System.Runtime.CompilerServices;
-using System.Windows;
-using System.Windows.Media;
-
-namespace mbts.ui.controls {
+namespace mbts.ui.controls {
    class DIYGridColumn : DIYGrid.ColumnBase<string> {
       public DIYGridColumn()
          : base() {
@@ -20,194 +6,4 @@ namespace mbts.ui.controls {
          Width = 60;
       }
    }
-
-   interface IDIYGridColumnModel : DIYGrid.IFilterableColumn, IValueFactoryVM<GridColumnSettings> {
-      string id { get; }
-      string column_template { get; }
-      IComparer row_comparer { get; }
-      double width { get; set; }
-      event Action<double> width_changed;
-      event Action result_changed;
-   }
-
-   interface IDIYGridColumnFactory {
-      DIYGrid.ColumnBase create_view();
-   }
-
-   class DIYGridColumnModel<TKey> : ViewModelBase, IDIYGridColumnModel, ISortableDIYGridColumn<TKey>, ISortableDIYGridColumn, IValueFactoryVM<GridColumnSettings> where TKey : struct {
-      readonly DeferrableActionWrapper _result_changed;
-
-         FontWeight _fallback_font_weight;
-         Color _fallback_font_color;
-         Color _fallback_background_color;
-         double _fallback_font_size;
-         FontFamily _fallback_font_family;
-
-      double _width = 60;
-      bool _is_visible = true;
-      ListSortDirection? _sort_direction;
-      object _custom_header;
-      string _display_name;
-      HorizontalAlignment _horizontal_alignment = HorizontalAlignment.Left;
-      Color? _background_color_override, _font_color_override;
-      FontWeight? _font_weight_override;
-
-      public DIYGridColumnModel(TKey id, IComparer row_comparer, IDataGridColumnFilter filter, string filter_template = null, string column_template = null) {
-         this.id = id;
-         this.row_comparer = row_comparer;
-         this.filter = filter;
-         this.filter_template = filter_template;
-         this.column_template = column_template;
-         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
-      }
-
-      public event Action result_changed;
-      public event Action<double> width_changed;
-
-      public TKey id { get; }
-      string IDIYGridColumnModel.id => id.ToString();
-      public IComparer row_comparer { get; }
-      public string display_name {
-         get => _display_name;
-         set {
-            if (value != _display_name) {
-               _display_name = value;
-               _result_changed.execute();
-               RaisePropertyChanged();
-               if (_custom_header is null) {
-                  RaisePropertyChanged(nameof(header));
-               }
-            }
-         }
-      }
-      public object header => _custom_header ?? display_name;
-      public object custom_header { get => _custom_header;
-         set {
-            if (value != _custom_header) {
-               _custom_header = value;
-               RaisePropertyChanged(nameof(custom_header), nameof(header));
-            }
-         }
-      }
-      public double width {
-         get => _width;
-         set {
-            if (_set(ref _width, value, DoubleUtil.AreClose))
-               width_changed?.Invoke(value);
-         }
-      }
-      public bool is_visible { get => _is_visible; set => _set(ref _is_visible, value); }
-      public ListSortDirection? sort_direction { get => _sort_direction; set => Set(ref _sort_direction, value); }
-      public Color? background_color_override { get => _background_color_override; set => _set(ref _background_color_override, value); }
-      public Color? font_color_override { get => _font_color_override; set => _set(ref _font_color_override, value); }
-      public FontWeight? font_weight_override { get => _font_weight_override; set => _set(ref _font_weight_override, value); }
-      public FontFamily font_family => _fallback_font_family;
-      public FontWeight font_weight => _font_weight_override ?? _fallback_font_weight;
-      public Color font_color => font_color_override ?? _fallback_font_color;
-      public Color background_color => background_color_override ?? _fallback_background_color;
-      public double font_size => _fallback_font_size;
-      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => _set(ref _horizontal_alignment, value); }
-      public IDataGridColumnFilter filter { get; }
-      public string column_template { get; }
-      public string filter_template { get; }
-
-      string IDIYGridColumn.id => id.ToString();
-      ListSortDirection? ISortableDIYGridColumn.SortDirection { get => sort_direction; set => sort_direction = value; }
-
-      public GridColumnSettings create() =>
-         new GridColumnSettings(
-            id: id.ToString(),
-            display_name: display_name,
-            is_visible: is_visible,
-            font_color_override: font_color_override,
-            font_weight_override: font_weight_override,
-            width: width,
-            background_color_override: background_color_override,
-            horizontal_alignment: horizontal_alignment);
-
-      public void set_fallback_font_params(FontFamily font_family, double font_size, Color font_color, FontWeight font_weight, Color background_color) {
-         using (ReflectionHelper.detect_property_changes(this, RaisePropertyChanged, nameof(font_family), nameof(font_size), nameof(font_color), nameof(font_weight), nameof(background_color))) {
-            _fallback_font_family = font_family;
-            _fallback_font_size = font_size;
-            _fallback_font_color = font_color;
-            _fallback_background_color = background_color;
-            _fallback_font_weight = font_weight;
-         }
-      }
-
-      public void load_from(GridColumnSettings value) {
-         if (!value.strong_id<TKey>().Equals(id))
-            throw new ArgumentException("Column id in settings object does not match the column model's id.", nameof(value));
-         using (_result_changed.defer_execution())
-         using (_detect_result_changed())
-         using (detect_property_changes(nameof(font_color), nameof(font_weight), nameof(background_color))) {
-            display_name = value.display_name;
-            is_visible = value.is_visible;
-            font_color_override = value.font_color_override;
-            font_weight_override = value.font_weight_override;
-            background_color_override = value.background_color_override;
-            width = value.width;
-            horizontal_alignment = value.horizontal_alignment;
-         }
-      }
-
-      IDisposable _detect_result_changed() {
-         var orig_state = create();
-         return Disposable.Create(() => {
-            var curr_state = create();
-            if (!orig_state.Equals(curr_state))
-               result_changed?.Invoke();
-         });
-      }
-
-      bool _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = null) =>
-         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
-
-      bool _set<T>(ref T backing, T new_value, Func<T, T, bool> equals, [CallerMemberName] string prop = null) =>
-         // Technically, the GetHashCode impl could disagree with the equals delegate.
-         // However, this doesn't matter because the _set method only uses IEqualityComparer.Equals (not GetHashCode).
-         // It didn't seem worth the trouble of changing the method signature, as there is no conceivable reason why that method
-         // would ever be changed to use GetHashCode.
-         _set(ref backing, new_value, EqualityComparer.Create(equals, a => a.GetHashCode()), prop);
-
-      bool _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = null) {
-         if (Set(ref backing, new_value, comparer, prop)) {
-            _result_changed.execute();
-            return true;
-         }
-         return false;
-      }
-   }
-
-   class DIYGridColumnModel<TKey, TRow, TGridFilter> : DIYGridColumnModel<TKey> where TKey : struct {
-      readonly Func<TGridFilter, object> _get_column_filter_settings;
-      readonly Func<TGridFilter, object, TGridFilter> _set_column_filter_settings;
-
-      public DIYGridColumnModel(TKey id, IComparer<TRow> row_comparer, IDataGridColumnFilter<TRow> filter, string filter_template, Func<TGridFilter, object> get_column_filter_settings, Func<TGridFilter, object, TGridFilter> set_column_filter_settings)
-         : base(id, row_comparer.to_non_generic(), filter, filter_template) {
-         _get_column_filter_settings = get_column_filter_settings;
-         _set_column_filter_settings = set_column_filter_settings;
-         this.row_comparer = row_comparer;
-         this.filter = filter;
-      }
-
-      public new IComparer<TRow> row_comparer { get; }
-
-      public new IDataGridColumnFilter<TRow> filter { get; }
-
-      public void load_from(GridColumnSettings column_settings, TGridFilter grid_filter_settings) {
-         if (column_settings != null)
-            load_from(column_settings);
-         if (_get_column_filter_settings != null && grid_filter_settings != null)
-            filter?.load_state(_get_column_filter_settings(grid_filter_settings));
-      }
-
-      public TGridFilter assign_filter_settings(TGridFilter target) {
-         if (_set_column_filter_settings != null) {
-            var filter_settings = filter.get_state();
-            target = _set_column_filter_settings(target, filter_settings);
-         }
-         return target;
-      }
-   }
 }

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

@@ -1,5 +1,4 @@
 using bts;
-using bts.collections;
 using bts.utils;
 using mbts.spark.filters;
 using mbts.ui.controls.adorners;
@@ -868,83 +867,6 @@ namespace mbts.ui.controls {
       public static void SetColumnKey(DependencyObject d, object value) => d.SetValue(ColumnKeyProperty, value);
       #endregion
 
-      #region Column
-      public static readonly DependencyProperty ColumnProperty =
-         DependencyProperty.RegisterAttached("Column", typeof(object), typeof(DIYGrid), new PropertyMetadata());
-
-      public static object GetColumn(DependencyObject d) => d.GetValue(ColumnProperty);
-      public static void SetColumn(DependencyObject d, object value) => d.SetValue(ColumnProperty, value);
-      #endregion
-
-      #region ColumnModels
-      public static readonly DependencyProperty ColumnModelsProperty =
-         DependencyProperty.RegisterAttached("ColumnModels", typeof(IReadOnlyObservableCollection<IDIYGridColumn>),
-            typeof(DIYGrid),
-            new PropertyMetadata(null, OnColumnModelsChanged));
-
-      static void OnColumnModelsChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         IDisposable hook = null;
-         if (e.NewValue is IEnumerable<IDIYGridColumnModel> col_models) {
-            resort();
-            if (e.NewValue is INotifyCollectionChanged col_models_notifier) {
-               hook = CollectionHelper.buffer_collection_changed_callback(col_models_notifier, resort, TimeSpan.FromSeconds(0.3), TimeSpan.Zero);
-            }
-            void resort() {
-               if (d is DIYGrid grid) {
-                  var cols = grid.Columns;
-                  if (cols != null) {
-                     var col_map = cols.ToDictionary(c => c.id);
-                     var sorted_cols = col_models.Select(cm => {
-                        if (col_map.TryGetValue(cm.id, out var cb))
-                           return cb;
-                        if (cm is IDIYGridColumnFactory col_factory) {
-                           cb = col_factory.create_view();
-                        } else if (!string.IsNullOrEmpty(cm.column_template)) {
-                           cb = grid.TryFindResource(cm.column_template) as ColumnBase;
-                        }
-                        if (cb is null) {
-                           cb = new DIYGridColumn { id = cm.id };
-                           BindingOperations.SetBinding(cb, ColumnBase.HeaderProperty, new Binding(nameof(DIYGridColumnModel<int>.header)) { Source = cm });
-                           BindingOperations.SetBinding(cb, ColumnBase.SortDirectionProperty, new Binding(nameof(DIYGridColumnModel<int>.sort_direction)) { Source = cm, Mode = BindingMode.TwoWay });
-                           cb.set_model(cm);
-                           BindingOperations.SetBinding(cb, ColumnBase.IsVisibleProperty, new Binding(nameof(DIYGridColumnModel<int>.is_visible)) { Source = cm });
-                           if (cm is IFilterableColumn fc) {
-                              DataGridFilterProperties.SetFilter(cb, fc.filter);
-                              DataGridFilterProperties.SetFilterTemplate(cb, grid.FindResource(fc.filter_template) as DataTemplate);
-                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterActiveProperty, new Binding(nameof(IDataGridColumnFilter.active)) { Source = fc.filter });
-                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterOpenProperty, new Binding(nameof(IDataGridColumnFilter.open)) { Source = fc.filter });
-                           }
-                        }
-                        return cb;
-                     }).ToList();
-                     CollectionHelper.sync_with_never_duplicate(cols, sorted_cols);
-                  }
-               }
-            }
-         }
-         SetColumnModelsHooks(d, hook);
-      }
-
-      public static IReadOnlyObservableCollection<IDIYGridColumn> GetColumnModels(DependencyObject d) =>
-         d.GetValue(ColumnModelsProperty) as IReadOnlyObservableCollection<IDIYGridColumn>;
-
-      public static void SetColumnModels(DependencyObject d, IReadOnlyObservableCollection<IDIYGridColumn> value) =>
-         d.SetValue(ColumnModelsProperty, value);
-
-      static readonly DependencyPropertyKey ColumnModelsHooksPropertyKey =
-         DependencyProperty.RegisterAttachedReadOnly("ColumnModelsHooks", typeof(IDisposable),
-            typeof(DIYGrid),
-            new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
-
-      internal static DependencyProperty ColumnModelsHooksProperty => ColumnModelsHooksPropertyKey.DependencyProperty;
-
-      internal static IDisposable GetColumnModelsHooks(DependencyObject d) =>
-         d.GetValue(ColumnModelsHooksProperty) as IDisposable;
-
-      static void SetColumnModelsHooks(DependencyObject d, IDisposable value) =>
-         d.SetValue(ColumnModelsHooksPropertyKey, value);
-      #endregion
-
       #region SyncWithColumnGeometrySource
       public static readonly DependencyProperty SyncWithColumnGeometrySourceProperty =
          DependencyProperty.RegisterAttached(

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

@@ -1,6 +1,5 @@
 using bts.utils;
 using mbts.spark;
-using mbts.ui.controls;
 using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.utils;
@@ -122,111 +121,4 @@ namespace mbts.ui {
          }
       }
    }
-
-   class SimpleGridSettingsManagerVM<TColumnKey> : ViewModelBase, IObserver<GridSettings> where TColumnKey : struct {
-      readonly IReadOnlyList<DIYGridColumnModel<TColumnKey>> _columns;
-      readonly Property<GridSettings> _grid_settings;
-      readonly DelegateProperty<FontFamily> _font_family;
-      readonly DelegateProperty<FontWeight> _font_weight;
-      readonly DelegateProperty<double> _font_size;
-      readonly DelegateProperty<SolidColorBrush> _font_color, _selection_highlight, _background_color;
-      readonly IReadOnlyDictionary<string, ImmutableColumnSettingStore> _column_flags;
-      readonly Action<IEnumerable<GridColumnSettings>> _sync_column_order;
-      readonly Action _invalidate_rows;
-
-      public SimpleGridSettingsManagerVM(
-         IReadOnlyList<DIYGridColumnModel<TColumnKey>> columns,
-         IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags,
-         Action<IEnumerable<GridColumnSettings>> sync_column_order,
-         Action invalidate_rows) {
-         //
-         _columns = columns;
-         _sync_column_order = sync_column_order;
-         _invalidate_rows = invalidate_rows;
-         _column_flags = (column_flags ?? DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>())
-            .ToDictionary(kv => kv.Key, kv => ImmutableColumnSettingStore.create(kv.Value));
-         _grid_settings = backing(nameof(grid_settings), GridSettings.Default);
-         _font_family = backing(nameof(font_family), () => new FontFamily(grid_settings.font_family), nameof(grid_settings));
-         _font_weight = backing(nameof(font_weight), () => grid_settings.font_weight, nameof(grid_settings));
-         _font_size = backing(nameof(font_size), () => grid_settings.font_size, nameof(font_size));
-         _font_color = backing(nameof(font_color), () => grid_settings.font_color.rgb_solid_brush().frozen(), nameof(grid_settings));
-         _selection_highlight = backing(nameof(selection_highlight), () => grid_settings.selection_highlight.to_brush().frozen(), nameof(grid_settings));
-         _background_color = backing(nameof(background_color), () => grid_settings.background_color.argb_color().to_solid_brush().frozen(), nameof(grid_settings));
-      }
-
-      public GridSettings grid_settings => _grid_settings.Value;
-      public FontFamily font_family => _font_family.Value;
-      public FontWeight font_weight => _font_weight.Value;
-      public double font_size => _font_size.Value;
-      public SolidColorBrush font_color => _font_color.Value;
-      public SolidColorBrush selection_highlight => _selection_highlight.Value;
-      public SolidColorBrush background_color => _background_color.Value;
-
-      public SimpleGridSettingsVM create_vm(GridSettings settings) {
-         var vm = new SimpleGridSettingsVM(_column_flags.ToDictionary(kv => kv.Key, kv => kv.Value.flags));
-         vm.load_from(settings);
-         return vm;
-      }
-
-      public GridSettings create() {
-         // IMPORTANT: don't overwrite current sorting
-         _grid_settings.set(grid_settings.with(_columns.Select(c => {
-            var col_settings = c.create();
-            if (_column_flags.TryGetValue(c.id.ToString(), out ImmutableColumnSettingStore store))
-               col_settings = store.apply(col_settings);
-            return col_settings;
-         })));
-         return grid_settings;
-      }
-
-      /// <summary>
-      /// This will overwrite the columns' immutable-value store (unlike the IObserver&lt;<see cref="GridSettings"/>&gt; 'OnNext' implementation)
-      /// </summary>
-      public void load_from(GridSettings grid) => _load_from_core(grid, true);
-
-      void IObserver<GridSettings>.OnCompleted() { }
-      void IObserver<GridSettings>.OnError(Exception error) { }
-      void IObserver<GridSettings>.OnNext(GridSettings grid) {
-         if (grid.columns != null) {
-            var cols_with_applied_flags = grid.columns.ToList();
-            for (int i = 0; i < cols_with_applied_flags.Count; i++) {
-               if (_column_flags.TryGetValue(cols_with_applied_flags[i].id, out ImmutableColumnSettingStore store)) {
-                  cols_with_applied_flags[i] = store.apply(cols_with_applied_flags[i]);
-               }
-            }
-            grid = grid.with(cols_with_applied_flags);
-         }
-         _load_from_core(grid, false);
-      }
-
-      void _load_from_core(GridSettings grid, bool reset_immutable_flag_stores) {
-         grid = grid ?? GridSettings.Default;
-         _grid_settings.set(grid);
-         foreach (var col in _columns) {
-            col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight, grid.background_color.argb_color());
-         }
-         // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings
-         // don't add insult to injury by crashing **
-         if (grid_settings.columns != null) {
-            if (reset_immutable_flag_stores) {
-               foreach (var kv in _column_flags) {
-                  if (grid.columns.TryGetFirst(c => c.id == kv.Key, out GridColumnSettings cs))
-                     kv.Value.store(cs);
-               }
-            }
-            if (_columns != null) {
-               var col_settings_id_map = grid_settings.columns.ToDictionary(cs => cs.id);
-               var columns_id_map = _columns.ToDictionary(c => c.id.ToString());
-               if (col_settings_id_map.Count == columns_id_map.Count && col_settings_id_map.Count == grid_settings.columns.Count)
-                  _sync_column_order?.Invoke(grid_settings.columns);
-               // ** don't assume that columns:column_settings have a perfect 1:1 relationship (they should, but it is possible we accidentally break the settings as grids/uis change) **
-               foreach (var col in _columns) {
-                  if (col_settings_id_map.TryGetValue(col.id.ToString(), out GridColumnSettings cs))
-                     col.load_from(cs);
-               }
-            }
-            _invalidate_rows?.Invoke();
-         }
-      }
-   }
 }

src/client/spark/view/Controls/DataGridEx/Filters/DataGridFilterHelper.cs

@@ -60,7 +60,6 @@ namespace mbts.spark.filters {
          TimeFilter = "TimeFilterTemplate",
          DiscreteValues = "DiscreteValuesTemplate",
          DiscreteValuesCollectionView = "DiscreteValuesCollectionViewTemplate",
-         SecurityCriteriaCriteria = "SecurityCriteriaCriteria",
          EnumValues = "EnumValuesTemplate",
          Regex = "RegexTemplate",
          YesNo = "YesNoTemplate";

src/client/spark/view/Controls/DataGridEx/Filters/IDataGridColumnFilter.cs

@@ -12,8 +12,6 @@ namespace mbts.spark.filters {
       ICommand cancel { get; }
       bool filter(object row);
       event Action filter_changed;
-      void load_state(object state);
-      object get_state();
    }
 
    interface IDataGridColumnFilter<in TRow> : IDataGridColumnFilter {
@@ -22,6 +20,6 @@ namespace mbts.spark.filters {
 
    interface IDataGridColumnPersistentFilter<in TRow, TState> : IDataGridColumnFilter<TRow> {
       void load_state(TState state);
-      new TState get_state();
+      TState get_state();
    }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/VM/FilterVMBase.cs

@@ -1,6 +1,5 @@
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.utils;
 using System;
 using System.Windows.Input;
 
@@ -54,15 +53,6 @@ namespace mbts.spark.filters {
          _raise_filter_changed();
       }
 
-      object IDataGridColumnFilter.get_state() =>
-         get_state();
-
-      void IDataGridColumnFilter.load_state(object state) {
-         if (state is TState fstate)
-            load_state(fstate);
-         else if (state != null) throw ExceptionBuilder.Argument.not_of_type<TState>(nameof(state), state?.GetType());
-      }
-
       protected abstract bool _get_active();
       protected abstract bool _filter(TValue value);
       protected abstract void _load_state_internal(TState state);
@@ -121,4 +111,4 @@ namespace mbts.spark.filters {
       bool IDataGridColumnFilter.filter(object row) =>
          filter(ConvertUtils.try_convert<TRow>(row));
    }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/VM/SecurityCriteriaFilterVM.cs

@@ -1,7 +1,5 @@
 using bts.api;
 using System;
-using System.Collections.Generic;
-using System.Linq;
 
 namespace mbts.spark.filters {
    class SecurityCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityImmutable, SecurityCriteria>, IDisposable {
@@ -45,50 +43,4 @@ namespace mbts.spark.filters {
       void _set_default_values() =>
          _security_criteria = model.result_criteria;
    }
-
-   class SecurityCriteriaCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityCriteria, SecurityCriteria>, IDisposable {
-      SecurityCriteria _security_criteria;
-
-      public SecurityCriteriaCriteriaFilter(Func<TRow, SecurityCriteria> get_row_val, string prop_name)
-         : base(get_row_val, prop_name) { }
-
-      public ContractPickerModel model { get; }
-
-      public void Dispose() =>
-         model.security_criteria_clause_changed -= _on_security_criteria_clause_changed;
-
-      public override SecurityCriteria get_state() =>
-         _security_criteria;
-
-      protected override bool _filter(SecurityCriteria value) {
-         if ((_security_criteria?.clauses).is_null_or_empty())
-            return true;
-         if (!_security_criteria.is_defined())
-            return true;
-         if ((value?.clauses).is_null_or_empty())
-            return false;
-         var result = value.clauses.Any(c => c.is_defined && _security_criteria.clauses.Any(fclause => c.is_subset_of(fclause)));
-         return result;
-      }
-
-      protected override void _load_state_internal(SecurityCriteria state) =>
-         _security_criteria = state;
-
-      protected override void _clear() {
-         _close();
-         using (_clear_properties())
-            _set_default_values();
-      }
-
-      protected override bool _get_active() =>
-         _security_criteria != null && _security_criteria.clauses.Length > 0;
-
-      void _on_security_criteria_clause_changed(object sender, SecurityCriteriaClauseChangedEventsArgs e) {
-         _security_criteria = model.result_criteria;
-         _raise_filter_changed();
-      }
-
-      void _set_default_values() =>
-         _security_criteria = model.result_criteria;
-   }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/VM/TupleFilterVM.cs

@@ -1,7 +1,6 @@
 using bts;
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.utils;
 using System;
 using System.Windows.Input;
 
@@ -61,24 +60,16 @@ namespace mbts.spark.filters {
       public TCompoundState get_state() =>
          _get_state(_filter1.get_state(), _filter2.get_state());
 
-      object IDataGridColumnFilter.get_state() =>
-         get_state();
-
       public void load_state(TCompoundState state) {
          _filter1.load_state(_get_filter1_state(state));
          _filter2.load_state(_get_filter2_state(state));
       }
 
-      void IDataGridColumnFilter.load_state(object state) {
-         if (state is TCompoundState cstate)
-            load_state(cstate);
-         else throw ExceptionBuilder.Argument.not_of_type<TCompoundState>(nameof(state), state?.GetType());
-      }
-
       protected void _raise_request_update() =>
          RequestUpdate?.Invoke();
 
+
       bool IDataGridColumnFilter.filter(object row) =>
          filter(ConvertUtils.try_convert<TRow>(row));
    }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml

@@ -165,18 +165,6 @@
       />
     </usp:FilterContentControl>
   </DataTemplate>
-  <DataTemplate x:Key="{x:Static filters:DataGridFilterKnownTemplates.SecurityCriteriaCriteria}">
-    <usp:FilterContentControl
-      ApplyCommandParameter="{Binding}"
-      ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
-      ClearCommandParameter="{Binding}"
-      ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
-    >
-      <msp:ContractPickerView DataContext="{Binding model}">
-        
-      </msp:ContractPickerView>
-    </usp:FilterContentControl>
-  </DataTemplate>
   <DataTemplate x:Key="AlgoTypeTemplate">
     <usp:FilterContentControl
       ApplyCommandParameter="{Binding}"

src/client/spark/view/Controls/TickUpDown/TickUpDownUInt.cs

@@ -93,25 +93,6 @@ namespace mbts.ui.controls {
 
       public uint Increment { get { return (uint)GetValue(IncrementProperty); } set { SetValue(IncrementProperty, value); } }
 
-      #region TickUpCommand
-      public static readonly DependencyProperty TickUpCommandProperty =
-         TickUpDown.TickUpCommandProperty.AddOwner(typeof(TickUpDownUInt));
-
-      public ICommand TickUpCommand {
-         get => GetValue(TickUpCommandProperty) as ICommand;
-         set => SetValue(TickUpCommandProperty, value);
-      }
-      #endregion
-
-      #region TickDownCommand
-      public static readonly DependencyProperty TickDownCommandProperty =
-         TickUpDown.TickDownCommandProperty.AddOwner(typeof(TickUpDownUInt));
-
-      public ICommand TickDownCommand {
-         get => GetValue(TickDownCommandProperty) as ICommand;
-         set => SetValue(TickDownCommandProperty, value);
-      }
-      #endregion
       // explicit props
       public bool EnableArrowKeyTick { get => _enable_arrow_key_tick.value; set => _enable_arrow_key_tick.value = value; }
       public ModifierKeys ArrowKeyTickModifiers { get => _arrow_key_tick_modifiers.value; set => _arrow_key_tick_modifiers.value = value; }
@@ -139,19 +120,13 @@ namespace mbts.ui.controls {
       }
 
       void _tick_up() {
-         if (TickUpCommand is ICommand cmd) {
-            cmd.ExecuteIfCan(null);
-         } else if (TickUpDownHelper.tick_up(Value, Increment, out uint result)) {
+         if (TickUpDownHelper.tick_up(Value, Increment, out uint result))
             SetCurrentValue(ValueProperty, result);
-         }
       }
 
       void _tick_down() {
-         if (TickDownCommand is ICommand cmd) {
-            cmd.ExecuteIfCan(null);
-         } else if (TickUpDownHelper.tick_down(Value, Increment, out uint result)) {
+         if (TickUpDownHelper.tick_down(Value, Increment, out uint result))
             SetCurrentValue(ValueProperty, result);
-         }
       }
    }
 }

src/client/spark/view/Converters/ColorToBrushConverter.cs

@@ -5,8 +5,6 @@ using System.Windows.Media;
 
 namespace mbts.ui.converters {
    class ColorToBrushConverter : IValueConverter {
-      public static ColorToBrushConverter Instance => new ColorToBrushConverter();
-
       public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
          if (value is Color color) return new SolidColorBrush(color);
          if (value is BTSColor bts_color) return new SolidColorBrush(bts_color);

src/client/spark/view/Converters/TickDisplayConverter.cs

@@ -1,5 +1,4 @@
 using bts.api;
-using mbts;
 using mbts.spark;
 using System;
 using System.Globalization;
@@ -18,8 +17,7 @@ namespace mbts.ui.spark.converters {
       public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
          var price = get_val<double>(values, 0);
          var spec = get_val<ContractSpecificationImmutable?>(values, 1) ?? SecurityDataHelper.Defaults.ContractSpecificationImmutable;
-         var settings = get_val<mbts.user.settings.TickDisplaySettings>(values, 2);
-         return spec.format(price, settings);
+         return spec.format(price);
       }
 
       public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) =>

src/client/spark/view/Extensions/WPFExtensions.cs

@@ -77,16 +77,6 @@ namespace mbts.ui {
          var bytes = BitConverter.GetBytes(color);
          return Color.FromArgb(bytes[3], bytes[2], bytes[1], bytes[0]);
       }
-      
-      /// <summary>
-      /// Creates a blended color, whose a, r, g, b channels are the average of two colors.
-      /// </summary>
-      public static Color blend_with(this Color color, Color other) =>
-         Color.FromArgb(
-            (byte)(((ushort)color.A + (ushort)other.A) / 2),
-            (byte)(((ushort)color.R + (ushort)other.R) / 2),
-            (byte)(((ushort)color.G + (ushort)other.G) / 2),
-            (byte)(((ushort)color.B + (ushort)other.B) / 2));
 
       public static SolidColorBrush to_brush(this BTSColor color) =>
          new SolidColorBrush(color);

src/client/spark/view/Spark/ContractPicker/SecurityCriteria.cs

@@ -9,13 +9,19 @@ using System.Reactive.Linq;
 namespace mbts.spark {
    [ProtoContract]
    class SecurityCriteria : IEquatable<SecurityCriteria> {
-      public SecurityCriteria() {
+      public SecurityCriteria()
+      {
          clauses = new SecurityCriteriaClause[] { };
       }
 
-      public SecurityCriteria(IEnumerable<SecurityCriteriaClause> c) {
+      public SecurityCriteria(IEnumerable<SecurityCriteriaClause> c)
+      {
          clauses = c.ToArray();
       }
+      internal SecurityCriteria(IEnumerable<SecurityImmutable> securities) {
+         clauses = new[] { new SecurityCriteriaClause(securities) };
+      }
+      internal SecurityCriteria(params SecurityImmutable[] securities) : this(securities.AsEnumerable()) { }
 
       [ProtoMember(1)]
       public SecurityCriteriaClause[] clauses;
@@ -25,11 +31,8 @@ namespace mbts.spark {
             new SecurityCriteriaClause (security_keys: keys.ToArray())
          });
 
-      internal static SecurityCriteria from_securities(params SecurityImmutable[] securities) =>
-         from_securities(securities.AsEnumerable());
-
-      internal static SecurityCriteria from_securities(IEnumerable<SecurityImmutable> securities) =>
-         new SecurityCriteria(new[] { SecurityCriteriaClause.from_securities(securities) });
+      internal static SecurityCriteria from_securities(ISet<SecurityImmutable> securities) =>
+         new SecurityCriteria(securities ?? Enumerable.Empty<SecurityImmutable>());
 
       internal static Func<SecurityCriteria, IObservable<IEnumerable<SecurityImmutable>>> get_to_securities(IBus bus) =>
          new Func<SecurityCriteria, IObservable<IEnumerable<SecurityImmutable>>>(sc => to_securities(sc, bus));
@@ -58,27 +61,8 @@ namespace mbts.spark {
          this.pretty_name = pretty_name;
       }
 
-      public static SecurityCriteriaClause from_securities(IEnumerable<SecurityImmutable> securities) {
-         var num_secs = securities.SoftCount();
-         uint[] keys;
-         string pretty_name = null;
-         if (num_secs.HasValue) {
-            keys = new uint[num_secs.Value];
-            int i = 0;
-            if (keys.Length == 1) {
-               foreach (var s in securities) {
-                  keys[i++] = s.Id;
-                  pretty_name = s.ToString();
-               }
-            } else {
-               foreach (var s in securities)
-                  keys[i++] = s.Id;
-            }
-         } else {
-            keys = securities.Select(s => s.Id).ToArray();
-         }
-         return new SecurityCriteriaClause(security_keys: keys, pretty_name: pretty_name);
-      }
+      public SecurityCriteriaClause(IEnumerable<SecurityImmutable> securities)
+         : this(security_keys: securities.Select(s => s.Id).ToArray()) { }
 
       [ProtoMember(1)]
       public readonly string pretty_name;

src/client/spark/view/Spark/ContractPicker/SecurityCriteriaExtensions.cs

@@ -24,12 +24,6 @@ namespace mbts.spark {
          return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
       }
 
-      public static async Task<IReadOnlyDictionary<uint,SecurityImmutable>> securities(this SecurityCriteria self, IBus bus, TimeSpan timeout) {
-         var md_map = await bus.subscribe(SparkTags.SecuritiesTag).FirstOrDefaultAsync(timeout, DictionaryHelper.empty<uint, SecurityMD>());
-         var all_secs = md_map.Values.Select(md => md.security).ToDictionary(key => key.Id);
-         return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
-      }
-
       public static IObservable<IEnumerable<SecurityImmutable>> subscribe(this SecurityCriteria self, IBus bus) {
          var md_source = bus.subscribe(SparkTags.SecuritiesTag);
          return self == null ? md_source.Select(kv => kv.Values.Select(smd => smd.security)) :

src/client/spark/view/Spark/Core/TickUtils.cs

@@ -0,0 +1,388 @@
+using bts.api;
+using bts.utils;
+using mbts.co2;
+using mbts.user.settings;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.spark {
+   static class TickUtils {
+      internal static ContractSpecificationImmutable spec_or_default(this ContractSpecificationImmutable? spec) =>
+         spec.HasValue ? spec.Value : SecurityDataHelper.Defaults.ContractSpecificationImmutable;
+
+      internal static ContractSpecificationImmutable spec_or_default(this SecurityImmutable security) =>
+         security.HasContractSpec ? security.ContractSpec : SecurityDataHelper.Defaults.ContractSpecificationImmutable;
+
+      internal static ContractSpecificationImmutable spec_or_default(this SecurityImmutable? security) =>
+         security.HasValue && security.Value.HasContractSpec ? security.Value.ContractSpec : SecurityDataHelper.Defaults.ContractSpecificationImmutable;
+
+      public static ContractSpecificationImmutable spec_or_default(this SecurityMD? security_md) =>
+         (security_md?.security).spec_or_default();
+
+      public static double ticksize(this ContractSpecificationImmutable spec, double price) =>
+         Math.Abs(price) > spec.PriceBreak ? spec.HighTick : spec.LowTick;
+
+      public static string format(this ContractSpecificationImmutable spec, double price, double with_regard_to_price, bool in_tick_terms) {
+         double net_change = price - with_regard_to_price;
+         return (in_tick_terms) ? 
+            TickStore.get(spec).format_without_decimal_part((net_change) / spec.ticksize(net_change)) :
+            TickStore.get(spec).format(net_change);
+      }
+
+      public static string format(this ContractSpecificationImmutable spec, double price) =>
+         TickStore.get(spec).format(price);
+
+      public static string format(this ContractSpecificationImmutable? spec, double price) =>
+         spec.spec_or_default().format(price);
+
+      public static string format(this ContractSpecificationImmutable spec, double price, double display_multiplier, bool show_commas, string nan_text) =>
+         TickStore.get(spec).format(price, display_multiplier, show_commas, nan_text);
+
+      public static string format(this ContractSpecificationImmutable? spec, double price, double display_multiplier, bool show_commas, string nan_text) =>
+         spec.spec_or_default().format(price, display_multiplier, show_commas, nan_text);
+
+      public static double parse(this ContractSpecificationImmutable spec, string text, double display_multiplier, string nan_text) =>
+         TickStore.get(spec).parse(text, display_multiplier, nan_text);
+
+      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))
+            low = bids.LastOrDefault(nps => nps.price, p => !double.IsNaN(p), double.NaN);
+         if (double.IsNaN(low))
+            low = asks[0].price;
+         return low;
+      }
+
+      public static double high_tick(NativePriceSize[] bids, NativePriceSize[] asks) {
+         double high = asks[asks.Length - 1].price;
+         if (double.IsNaN(high))
+            high = asks.LastOrDefault(nps => nps.price, p => !double.IsNaN(p), double.NaN);
+         if (double.IsNaN(high))
+            high = bids[0].price;
+         return high;
+      }
+
+      public static int? tickdiff(this ContractSpecificationImmutable spec, double x, double y) {
+         if (get_regional_ticks(spec).try_get_tickdiff(x, y, out int n_low, out int n_high))
+            return n_low + n_high;
+         return null;
+      }
+
+      public static int tickdiff_unchecked(this ContractSpecificationImmutable spec, double x, double y) {
+         (int n_low, int n_high) = get_regional_ticks(spec).tickdiff_unchecked(x, y);
+         return n_low + n_high;
+      }
+
+      public static double mid_tick(ContractSpecificationImmutable spec, double bid, double ask) {
+         double raw_mid;
+         if (double.IsNaN(bid)) {
+            if (double.IsNaN(ask)) return double.NaN;
+            raw_mid = ask;
+         } else if (double.IsNaN(ask)) {
+            raw_mid = bid;
+         } else {
+            raw_mid = (bid + ask) / 2.0;
+         }
+         double tick_size = spec.ticksize(raw_mid);
+         return raw_mid < 0 ?
+            raw_mid + (raw_mid % tick_size) :
+            raw_mid - (raw_mid % tick_size);
+      }
+
+      public static TickFactors deduce_ticks(IEnumerable<ContractSpecification> contract_specs) {
+         var ticks = new HashSet<TickFactors>(contract_specs.Select(TickStore.get).SelectMany(rtf => new[] { rtf.low_tick, rtf.high_tick }));
+         switch (ticks.Count) {
+            case 0: return TickStore.default_rtf.low_tick;
+            case 1: return ticks.First();
+            default:
+               double tick_base_lcm = MathUtils.LCM(ticks.Select(t => (int)t.tick_base));
+               double tick_unit_gcd = MathUtils.GCD(ticks.Select(t => t.tick_unit * (tick_base_lcm / t.tick_base)));
+               return new TickFactors(tick_base_lcm, tick_unit_gcd);
+         }
+      }
+
+      public static RegionalTickFactors get_tick_factors(ContractSpecificationImmutable spec) =>
+         TickStore.get(spec);
+
+      public static double tickup(this ContractSpecificationImmutable spec, double value) =>
+         TickStore.get(spec).tickup(value);
+
+      public static double tickup(this ContractSpecificationImmutable spec, double value, int count) {
+         if (count == 0) return value;
+         if (count < 0) return TickStore.get(spec).tickdown(value, (uint)(-count));
+         else return TickStore.get(spec).tickup(value, (uint)count);
+      }
+
+      public static double tickdown(this ContractSpecificationImmutable spec, double value) =>
+         TickStore.get(spec).tickdown(value);
+
+      public static double tickdown(this ContractSpecificationImmutable spec, double value, int count) {
+         if (count == 0) return value;
+         if (count < 0) return TickStore.get(spec).tickup(value, (uint)(-count));
+         else return TickStore.get(spec).tickdown(value, (uint)count);
+      }
+
+      public static bool tick_equals(this ContractSpecificationImmutable contract, double x, double y) =>
+         MathUtils.RoundFractionalUnits(x, contract.LowTick) == MathUtils.RoundFractionalUnits(y, contract.LowTick);
+
+      public static IEqualityComparer<double> tick_equality_comparer(this ContractSpecificationImmutable contract) =>
+         EqualityComparer.Create((double a, double b) => tick_equals(contract, a, b), x => MathUtils.RoundFractionalUnits(x, contract.LowTick));
+
+      public static int compare_tick_fallback_to_double(this ContractSpecificationImmutable contract, double x, double y) =>
+         tick_equals(contract, x, y) ? 0 : x.CompareTo(y);
+
+      public static double round_to_tick(this ContractSpecificationImmutable spec, double value) {
+         double intpart = (long)value;
+         double floatpart = value % 1;
+         double tick = spec.ticksize(value);
+         floatpart = ((int)(floatpart / tick)) * tick;
+         return intpart + floatpart;
+      }
+
+      public static decimal round_to_tick(this ContractSpecificationImmutable spec, decimal value) {
+         decimal intpart = (long)value;
+         decimal floatpart = value % 1;
+         decimal tick = (decimal)spec.ticksize((double)value);
+         floatpart = ((int)(floatpart / tick)) * tick;
+         return intpart + floatpart;
+      }
+
+      public static RegionalTickFactors get_regional_ticks(ContractSpecificationImmutable? spec) =>
+         spec.HasValue ? TickStore.get(spec.Value) : TickStore.default_rtf;
+
+      public static RegionalTickFactors get_regional_ticks(SecurityImmutable security) =>
+         get_regional_ticks(security.spec_or_default());
+
+      static TickFactors _inflate_to_base(TickFactors tick_factors, double new_base) =>
+         new TickFactors(new_base, tick_factors.tick_unit * new_base / tick_factors.tick_base);
+
+      public static class CompareUtils {
+         public static IComparer<double> base_comparer =>
+            Comparer<double>.Create(_compare_base);
+
+         public static IComparer<double> unit_comparer =>
+            Comparer<double>.Create(_compare_unit);
+
+         public static IComparer<TickFactors> base_unit_comparer =>
+            Comparer<TickFactors>.Create(bts.utils.CompareUtils.safe_comparison<TickFactors>(compare_base_unit));
+
+         public static int compare_base_unit(TickFactors a, TickFactors b) {
+            int comp = _compare_base(a.tick_base, b.tick_base);
+            return comp == 0 ? a.tick_unit.CompareTo(b.tick_unit) : comp;
+         }
+
+         static int _compare_base(double a, double b) {
+            double reduced_a = MathUtils.factor_out(a, 10);
+            double reduced_b = MathUtils.factor_out(b, 10);
+            int comp = reduced_a.CompareTo(reduced_b);
+            return comp == 0 ? a.CompareTo(b) : comp;
+         }
+
+         static int _compare_unit(double a, double b) =>
+            _compare_unit(a, b, 0, 0);
+
+         static int _compare_unit(double a, double b, int a_mult10, int b_mult10) {
+            // fractional-coins are a special case, as they may not be an integer to begin with
+            if (!MathUtils.is_int(a))
+               return _compare_unit(a * 10, b, ++a_mult10, b_mult10);
+            if (!MathUtils.is_int(b))
+               return _compare_unit(a, b * 10, a_mult10, ++b_mult10);
+            double reduced_a = a_mult10 > 0 ? a : MathUtils.factor_out(a, 10, 5);
+            double reduced_b = b_mult10 > 0 ? b : MathUtils.factor_out(b, 10, 5);
+            int comp = reduced_a.CompareTo(reduced_b);
+            return comp == 0 ? (a * Math.Pow(10, -a_mult10)).CompareTo(b * Math.Pow(10, -b_mult10)) : comp;
+         }
+      }
+
+      static class TickStore {
+         public static readonly RegionalTickFactors default_rtf = new RegionalTickFactors(new TickFactors(1000, 1), new TickFactors(1000, 1), double.MaxValue);
+         static readonly ConcurrentDictionary<SpecKey, RegionalTickFactors> _exchange_ticks = new ConcurrentDictionary<SpecKey, RegionalTickFactors>();
+         static readonly bool _som_ticks_fix_enabled = config.Configuration.get<bts.config.toggles.SOMTicksFix>().enabled;
+
+         public static RegionalTickFactors get(ContractSpecification spec) =>
+            _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
+
+         public static RegionalTickFactors get(ContractSpecificationImmutable spec) =>
+            _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
+
+         public static RegionalTickFactors get(SecurityImmutable security) =>
+            security.HasContractSpec ? get(security.ContractSpec) : default_rtf;
+
+         public static RegionalTickFactors get(SecurityImmutable? security) =>
+            security.HasValue ? get(security.Value) : default_rtf;
+
+         static RegionalTickFactors _create_rtf(SpecKey key) {
+            double tick_base = key.denominator;
+            if (tick_base == 0) {
+               // indicates tick is a decimal
+               tick_base = 100;
+            }
+            return _create_rtf(key.low_tick, key.high_tick, key.price_break, tick_base, key.display_digits);
+         }
+
+         static RegionalTickFactors _create_rtf(double low_tick, double high_tick, double price_break, double reduced_target_base, uint display_digits_override) {
+            var low_tf = _try_create_tf(low_tick, reduced_target_base, display_digits_override);
+            var high_tf = _try_create_tf(high_tick, reduced_target_base, display_digits_override);
+            if (low_tf == null) {
+               low_tf = high_tf ?? (high_tf = default_rtf.low_tick);
+            } else if (high_tf == null)
+               high_tf = low_tf;
+            else {
+               // if low/high tick-bases do not match, inflate the smaller base so they do
+               // Note: this assumes the tick-bases are related by factors of 10 (i.e. they have all the same prime factors except for a different number of pairs of 5 and 2, e.g. 64 and 640)
+               if (low_tf.tick_base > high_tf.tick_base) {
+                  high_tf = _inflate_to_base(high_tf, low_tf.tick_base);
+               } else if (low_tf.tick_base < high_tf.tick_base) {
+                  low_tf = _inflate_to_base(low_tf, high_tf.tick_base);
+               }
+            }
+            return new RegionalTickFactors(low_tf, high_tf, price_break);
+         }
+
+         /// <summary>
+         /// Creates TickFactors with a base equal to &quot;<paramref name="tick_base"/> * 10^n,&quot; where 'n' is a natural number (including 0).
+         /// <para>Note: If <paramref name="display_digits_override"/> is non-zero, 'n' will be &quot;<paramref name="display_digits_override"/> - Math.Ceiling(Log10(<paramref name="tick_base"/>))&quot;</para>
+         /// </summary>
+         /// <param name="tick_size">The raw tick-size.</param>
+         /// <param name="tick_base">The raw tick-base.</param>
+         /// <returns>Well-defined TickFactors</returns>
+         static TickFactors _try_create_tf(double tick_size, double tick_base, uint display_digits_override) {
+            var tf = _try_create_tf(tick_size, tick_base);
+            if (tf != null && display_digits_override > 0) {
+               int display_digit_diff = (int)display_digits_override - tf.display_digits();
+               if (_som_ticks_fix_enabled) {
+                  // we can always add display_digits (i.e. dislpay_digit_diff > 0), of course the ticks can be expressed precisely with extra 0s.
+                  // but if we are going to remove display_digits (i.e display_digit_diff < 0), we must make sure the tick_unit is large enough to be expressed precisely with that many fewer digits
+                  //    - "-display_digit_diff <= Math.Ceiling(Math.Log10(tf.tick_unit))" will tell us if the digits can be removed without compromising precision
+                  //    - unfortunately, we cannot rely on the exchange's ContractSpec for this, there is 1 known case where the data they give us is incorrect
+                  //       SOM spreads ContractSpec (from the exchange):
+                  //          LowTick:            0.0025 (aka 1/400, or 2/800)
+                  //          MainFraction:       8
+                  //          SubFraction:        0
+                  //          PriceDisplayFormat: 1
+                  //       - as you can see, this cannot possibly be formatted with 1 display digit, it ticks in increments of 1/400
+                  //       - in practice, to maintain the '8' base, we format this in increments of 2/800 (e.g. 1-000, 1-002, 1-004, and so on up to 1-778, 2-000)
+                  if (display_digit_diff > 0 || (display_digit_diff < 0 && -display_digit_diff <= Math.Ceiling(Math.Log10(tf.tick_unit))))
+                     tf = _inflate_to_base(tf, tf.tick_base * Math.Pow(10, display_digit_diff));
+               } else if (display_digit_diff != 0) {
+                  tf = _inflate_to_base(tf, tf.tick_base * Math.Pow(10, display_digit_diff));
+               }
+            }
+            return tf;
+         }
+
+         /// <summary>
+         /// Creates TickFactors with a base equal to &quot;reduced_target_base * 10^n,&quot; where 'n' is a natural number (including 0).
+         /// </summary>
+         /// <param name="tick_size">The raw tick-size.</param>
+         /// <param name="reduced_target_base">The smallest acceptable tick-base.</param>
+         /// <returns>Well-defined TickFactors</returns>
+         static TickFactors _try_create_tf(double tick_size, double reduced_target_base) {
+            if (!_check_tick_size(tick_size))
+               return null;
+            double raw_base = 1 / tick_size;
+            double raw_base_log10 = Math.Log10(raw_base);
+            double reduced_target_base_log10 = Math.Log10(reduced_target_base);
+            double log10_diff = raw_base_log10 - reduced_target_base_log10;
+            if (MathUtils.is_int(log10_diff))
+               return raw_base > reduced_target_base ? new TickFactors(raw_base, 1) : new TickFactors(reduced_target_base, Math.Pow(10, -log10_diff));
+            int count = 0;
+            double factored_base = log10_diff > 0 ? reduced_target_base * Math.Pow(10, Math.Ceiling(log10_diff)) : reduced_target_base;
+            do {
+               // Note that the modulus operator is not used here due to rounding errors.
+               // Such a rounding errror was the cause of the bug https://bluetradesys.atlassian.net/browse/SP-283.
+               if (MathUtils.is_int(factored_base / raw_base))
+                  return new TickFactors(factored_base, factored_base / raw_base);
+               factored_base *= 10;
+            } while (++count < 10);
+            return null;
+         }
+
+         static TickFactors _create_tf(double tick_size) {
+            if (!_check_tick_size(tick_size))
+               return default_rtf.low_tick;
+            double matched_unit = double.MinValue;
+            TickFactors matched_tf = null;
+            foreach (var kv in _exchange_ticks) {
+               if (kv.Key.high_tick == tick_size) {
+                  return kv.Value.high_tick;
+               } else if (kv.Key.low_tick == tick_size) {
+                  return kv.Value.low_tick;
+               } else if (is_better_match(kv.Key.high_tick)) {
+                  matched_unit = kv.Key.high_tick;
+                  matched_tf = kv.Value.high_tick;
+               } else if (is_better_match(kv.Key.low_tick)) {
+                  matched_unit = kv.Key.low_tick;
+                  matched_tf = kv.Value.low_tick;
+               }
+            }
+            return matched_tf ?? new TickFactors(1.0 / tick_size, 1);
+
+            bool is_better_match(double known_unit) =>
+               known_unit < tick_size && known_unit > matched_unit && tick_size % known_unit == 0;
+         }
+
+         static bool _check_tick_size(double tick_size) =>
+            tick_size > 0 && (tick_size <= 0.5 || MathUtils.is_int(tick_size));
+
+         struct SpecKey : IEquatable<SpecKey> {
+            public readonly uint denominator, display_digits;
+            public readonly double low_tick, high_tick, price_break;
+
+            public SpecKey(ContractSpecification spec)
+               : this(spec.MainFraction, spec.PriceDisplayFormat, spec.LowTick, spec.HighTick, spec.PriceBreak) { }
+
+            public SpecKey(ContractSpecificationImmutable spec)
+               : this(spec.MainFraction, spec.PriceDisplayFormat, spec.LowTick, spec.HighTick, spec.PriceBreak) { }
+
+            public SpecKey(uint denominator, uint display_digits, double low_tick, double high_tick, double price_break) {
+               this.denominator = denominator;
+               this.display_digits = display_digits;
+               this.low_tick = low_tick;
+               this.high_tick = high_tick;
+               this.price_break = price_break;
+            }
+
+            public bool Equals(SpecKey other) =>
+               denominator == other.denominator &&
+               display_digits == other.display_digits &&
+               low_tick == other.low_tick &&
+               high_tick == other.high_tick &&
+               price_break == other.price_break;
+
+            public override bool Equals(object obj) =>
+               obj is SpecKey sk && Equals(sk);
+
+            public override int GetHashCode() =>
+               EqualityComparer.aggregate_hash((int)denominator, (int)display_digits, low_tick.GetHashCode(), high_tick.GetHashCode(), price_break.GetHashCode());
+         }
+      }
+   }
+}

src/client/spark/view/Utility/IValueChangedEventArgs.cs

@@ -1,20 +0,0 @@
-using System;
-
-namespace mbts.ui {
-   interface IValueChangedEventArgs<out T> {
-      T value { get; }
-   }
-
-   static class ValueChangedEventArgs {
-      public static IValueChangedEventArgs<T> create<T>(Func<T> get_value) =>
-         new LazyImpl<T>(new Lazy<T>(get_value));
-
-      class LazyImpl<T> : IValueChangedEventArgs<T> {
-         readonly Lazy<T> _value;
-         public LazyImpl(Lazy<T> value) =>
-            _value = value;
-
-         public T value => _value.Value;
-      }
-   }
-}

src/client/spark/view/Utility/TextUtils.cs

@@ -122,9 +122,6 @@ namespace mbts.ui.utility.text {
       public static string name(this System.Windows.Media.FontFamily font_family) =>
          font_family.FamilyNames.Values.FirstOrDefault() ?? string.Empty;
 
-      public static string name_or_default(this System.Windows.Media.FontFamily font_family) =>
-         font_family?.FamilyNames?.Values?.FirstOrDefault() ?? StandardFontFamilyName;
-
       public static string display_name(this System.Windows.Media.FontFamily family, double size) =>
          $"{family}, {size} pt";
 

src/client/spark_api/Co2/MDConsumerHandle.cs

@@ -12,7 +12,7 @@ using System.Threading.Tasks;
 using security_key = System.UInt32;
 
 namespace mbts.co2 {
-   public unsafe class MDConsumerHandle {
+   unsafe class MDConsumerHandle {
 
       // Once is_initialized goes true it never goes false
       public bool is_heart_beating { get { return Co2NativeMethods.md_consumer_is_heart_beating(_header); } }
@@ -260,13 +260,13 @@ namespace mbts.co2 {
       }
 
       // If Size is wrong remember to update from 
-      [StructLayout(LayoutKind.Sequential, Size = 712)]
+      [StructLayout(LayoutKind.Sequential, Size = 704)]
       internal struct ColdEntry {
          public int exchange_status;
          // Last trade
          public AtomicPriceSize last_trade;
          public ulong total_volume;
-         public utils.LLDateTime last_trade_time;
+         public utils.LLDateTime last_trade_time;         
 
          //// Settlement
          public UInt64 misc_timestamp;

src/client/spark_api/Co2/PriceSize.cs

@@ -112,9 +112,5 @@ namespace mbts.co2 {
          return !a.Equals(b);
       }
    }
-
-   static class NativePriceSizeExtensions {
-      public static NativePriceSize with(this NativePriceSize nps, uint? direct_size = null, uint? implied_size = null) =>
-         new NativePriceSize(nps.int_price, direct_size ?? nps.direct_size, implied_size ?? nps.implied_size);
-   }
+   
 }

src/client/spark_api/md/SecurityMD.cs

@@ -3,7 +3,7 @@ using mbts.co2;
 using System;
 
 namespace mbts {
-   public readonly struct SecurityMD : IEquatable<SecurityMD> {
+   readonly struct SecurityMD : IEquatable<SecurityMD> {
       public static readonly Func<SecurityMD, uint> key_fn = smd => smd.security.Id;
 
       public SecurityImmutable security { get; }

src/client/spark_api/security/ExchangeSpecificUitlities.cs

@@ -24,7 +24,7 @@ static class ExchangeSpecificUitlities{
       }
 
       public static bool is_ice_lots(SecurityImmutable sec){
-         return sec.Ice.IsIceLots;
+         return sec.Ice.MarketDescription.Contains("ICE Lots");
       }
 
       public static bool is_tas(SecurityImmutable sec){
@@ -33,36 +33,25 @@ static class ExchangeSpecificUitlities{
 
       #endregion
 
-      #region CPP      
+      #region CPP
       public static double get_future_cpp (SecurityImmutable sec){
-         // TODO, this should be part of the security
-         if(sec.Symbol == "HHD")            
-            return 2500;
+         if(sec.Symbol == "HHD")
+            // only futures in HHD are the dailies, everything
+            // else is a strip or spread
+            return 1;
          if(is_ice_lots(sec))
             return 2500;
          else{
-            // other futures - HNG, HHD, HEN - are like daily
-            // strips
-            UInt32 days_in_month = 31;
-            var mm = sec.Future.ExpirationMonth;
-            if(mm <=11)
-                days_in_month = Convert.ToUInt32(
-                   DateTime.DaysInMonth(
-                                 Convert.ToInt32(sec.Future.ExpirationYear),
-                                 // expects 1-12
-                                 Convert.ToInt32(sec.Future.ExpirationMonth+1)));
-            else
-               // TODO : sometimes Jan is 12 !
-               days_in_month = 31;
-            return days_in_month * 2500;
+            var days_in_month = DateTime.DaysInMonth(Convert.ToInt32(sec.Future.ExpirationYear),
+                                                   Convert.ToInt32(sec.Future.ExpirationMonth));
+            return days_in_month; // because the size is multiplied by 2500 already
          }
       }
-      
+
       public static double get_spread_cpp(SecurityImmutable sec){
-         // for purpose of pnl we are 0'ing out the spread pnl
          return 0;
       }
-   
+
       public static double get_strip_cpp(PNLUnitImmutable pnl,
                                        SecurityImmutable sec){
          // add up all the legs

src/client/spark_api/utils/EqualityComparer.cs

@@ -77,17 +77,16 @@ namespace bts.utils {
 
       public static int auto_phase(params int[] hash_codes) =>
          auto_phase(Array.AsReadOnly(hash_codes));
-
+       
       public static int auto_phase<T>(IEnumerable<T> items) =>
          auto_phase(items.Take(_max_auto_phase_buckets).ToList());
 
-      public static int auto_phase<T>(IReadOnlyList<T> hash_codes, int bit_span = 32) {
-         Log.assert(bit_span > 0 && bit_span <= 32);
+      public static int auto_phase<T>(IReadOnlyList<T> hash_codes) {
          // don't divide by zero
          if (hash_codes.Count == 0)
             return 0;
          int size = Math.Min(hash_codes.Count, _max_auto_phase_buckets);
-         int bits_per_hash = bit_span / size;
+         int bits_per_hash = 32 / size;
          int phase = 1 << (bits_per_hash - 1);
          int rv = hash_codes[0].GetHashCode() % phase;
          /// The idea is to split the 32 to bits into evenly sized buckets for each hash code item.