fix crash where account name > 12 chars, tested with long account name

Merge branch 'master' of bitbucket.org:bluetradesys/spark into excel_algos
range to vector mapping
2019-07-11 17:51:45 -04:00 · 2019-07-11 14:59:19 -04:00 · 2019-07-11 14:15:06 -04:00 · 2019-07-11 10:45:10 -04:00 · 2019-07-11 14:23:13 +00:00 · 2019-07-11 14:18:45 +00:00
929 changed files with 50717 additions and 13920 deletions
@@ -32,3 +32,4 @@ trace_data/
 /src/lib/orderman/perf_analysis/last_pretty_log.csv
 /src/lib/orderman/perf_analysis/log.csv
 /doc/user/public/*
+.ionide/*
@@ -1,83 +1,14 @@
 {
    "version": "0.2.0",
    "configurations": [
-
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-         "name": "Client Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-         "args": [],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-        },
-      {
-         "name": "SDK Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
-         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },        
-      {
-         "name": "Excel Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },          
-      {
-         "name": "Client Tests",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": ["test","test_filter"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },           
-      {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId":"${command:pickProcess}"
-        },
        {
            "name": "SparkVM Launch",
            "type": "cppdbg",
            "request": "launch",
-            
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["run"],
+            "args": [
+                "run"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
@@ -102,24 +33,113 @@
                    "description": "LD LIBRARY",
                    "text": "set env LD_LIBRARY_PATH=.",
                    "ignoreFailures": false
-                }                
+                }
            ],
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
        },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "test_filter"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
        {
            "name": "Spreader Tests",
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[spreader]"],
+            "args": [
+                "test",
+                "[spreader]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -139,7 +159,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -151,7 +173,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[admin_service]"],
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -171,7 +196,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -183,7 +210,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[limiter]"],
+            "args": [
+                "test",
+                "[limiter]"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -203,7 +233,9 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
@@ -215,7 +247,10 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["test", "[mbo]"],
+            "args": [
+                "test",
+                "SingleWriterConcurrentVector"
+            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
            "environment": [],
@@ -240,14 +275,16 @@
            "pipeTransport": {
                "pipeCwd": "${workspaceRoot}",
                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
        },
-         {
+        {
            "name": "SparkVM attach",
            "type": "cppdbg",
            "request": "attach",
@@ -255,16 +292,18 @@
            "processId": "${command:pickRemoteProcess}",
            "MIMode": "gdb",
            "pipeTransport": {
-               "pipeCwd": "${workspaceRoot}",
-               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-               "pipeArgs": ["bts@sparkvm"],
-               "debuggerPath": "/usr/bin/gdb"
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
            },
            "sourceFileMap": {
-               "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark/": "${workspaceRoot}"
            }
-         },
-         {
+        },
+        {
            "name": "Python",
            "type": "python",
            "request": "launch",
@@ -274,12 +313,59 @@
            "cwd": "${workspaceRoot}",
            "env": {},
            "envFile": "${workspaceRoot}/.env",
-            "args": [ "DEBUG" ],
+            "args": [
+                "DEBUG"
+            ],
            "debugOptions": [
                "WaitOnAbnormalExit",
                "WaitOnNormalExit",
                "RedirectOutput"
            ]
        },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        },
    ]
 }
@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/bts_spark_sdk/Client/Overview.md;content/bts_spark_sdk/Client/Threading.md;content/bts_spark_sdk/Client/_index.md;content/bts_spark_sdk/Server/_index.md;content/bts_spark_sdk/_index.md;content/release_notes/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -7,7 +7,6 @@ zola_path=$(readlink -f "../../externals/linux/bin/zola/zola")

 mkdir -p $temp_path
 cp -r ./* $temp_path
-cp -r ../../src/sdk/doc/* $temp_path/content/bts_spark_sdk/Server/

 cd $temp_path
 $zola_path build -u '/docs/' -o $1 >$tmpfile 2>&1
@@ -4,6 +4,171 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+
+## 2.6.1
+### User Visible Changes
+  - Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
+  
+## 2.6.0
+### User Visible Changes
+  - In the ladder made last trade more distinctive when overlayed on the volumn column
+  - In the ladder, corrected display of volume tool tip 
+  - In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
+  - Added an option for the Top Algo to delete itself if within N ticks from top of book
+  - Address a rare issue that could lead to an error report on UI exit
+  - Added margin risk limits
+  - Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
+  - Avoided switching the current account and order type on open ladders when limits are changed 
+### Internal Changes
+  - Ensure that admin logins are always allowed to login, regardless of keycode status.
+  
+## 2.5.0
+### User Visible Changes
+  - Added loss limit risk check
+  - Made algos, synthetics and user names private so that multiple users can share a single system privately.
+  - Allowed the mini order book defaults for column widths to be changed from the mini order book
+  - Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
+  - Improved accuracy of the directional arrow when displaying last trades in the volumn column
+## 2.4.0
+### User Visible Settings
+  - In the ladder, changed the last trade column to accumulate successive trades at the same price
+  - Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
+  - Added OK, Cancel buttons to the security picker for ladder profiles or sounds
+  - Added ladder settings for the mini order book
+  - Added a safety check to guard against unintentional market crosses
+  - Improved the Queue Holder mode in the spreader:
+     - Added a Show Quantity, allowing the spreader to keep queue position of the trailing orders as Fills (of size Show Qty) happen
+     - Improved spreader performance when in Queue Holder mode
+### Internal changes
+  - Suppressed order callbacks for completed/canceled orders. This should eliminate some bogus error logs by spreader orders.
+  - Addressed a potential concurrency issues with service initialization.
+
+
+## 2.3.0
+### User Visible Changes
+  - Introduced multiple settings profiles for the ladder
+     - This allows multiple standard configuration for the ladder, optionally with security specific variations
+  - Made Cover order more independent from its hedging chidren:
+     - Cover continues to operate even if an hedging child is canceled
+	 - When a cover is canceled it will detach from any running hedging children, instead of canceling them
+  - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work 
+  - Changed manual fills to appear in day PnL rather than in the SOD records
+  - Add buy/sell coloring to fill rows in fills window
+  - Streamlined the mini order book:
+    - Display of the mini order book popup is quicker
+    - Only exchange orders are displayed
+	- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order 
+    - We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
+    - A checkbox column has been added to make clearer which rows are selected
+### API Changes
+  - Enhanced the API to allow algos to implement custom cancel handling
+  - Allowed algos to control their visibility in the ladder through the API
+### Internal Changes
+  - Added system requirements to Spark documentation
+  - Implemented keycodes
+  - Temporarily rejected stop and stop limit orders, pending bug fixes
+  
+## 2.2.0
+### User Visible Changes
+  - Made our orders easier to spot in MBO display
+  - Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
+  - Fixed Net/Absolute radio button in risk admin UI
+  - Fixed double counting of spread legs in limits
+  - Removed expired fills from the system
+  - Improved handling of orders with undiscovered securities
+  - Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
+  - Fixed display of algo studio algo types in order book
+  - Hid net change setting in synthetic ladders 
+  - Fixed a number of problems with filtering on the Fills form
+  - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
+  - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
+  - Added security symbol column to fills window
+  - Re-organized ladder settings dialog to make it clearer and easier to use
+  
+## 2.1.4
+### User Visible Changes
+  - Fixed handling of cancel button in security picker
+  
+## 2.1.3
+### User Visible Changes
+  - Fixed a simulator bug in the handling of 0 sized orders 
+
+## 2.2.1
+### User Visible Changes
+  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
+  
+## 2.1.1
+### User Visible Changes
+  - Added PIQ to GLBX Iceberg orders
+  - Corrected handling of stop limit orders
+  
+## 2.1.0
+### User Visible Changes
+  - Added support for the GLBX Iceberg order type
+  - Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
+  - Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
+  - Allowed the LTQ and VAP values to be overlayed on the same ladder column
+  - Added day position information to the ladder
+  - Added PIQ to the mini order book
+  - Fixed a rare bug that could lead to server failure when requesting market data
+  - Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
+ 
+## 2.0.5
+### User Visible Changes
+  - Fixed a bug in the handling of rejected QHO orders
+  - Implemented stricter position limit enforcement
+  - Fixed a bug that could cause server failure when trying to attach to already attached orders
+
+## 2.0.4
+### User Visible Changes
+  - Fixed performance regression in order manager
+  
+### Internal changes
+  - Improved market data diagnostics for bad configurations
+  - Changed market data default buffer size
+  
+## 2.0.3
+### Internal changes
+  - Improved backwards compatibility in UI settings
+
+  
+## 2.0.2
+### User Visible Changes
+  - Middle click the ladder price column to show the orders for that price level 
+  - Middle click the bid or ask column in the ladder no longer sends an order
+
+### Internal changes
+  - Improved market by order performance under heavy load
+  - Fixed a concurrency bug in SIM
+
+## 2.0.0
+### User Visible Changes
+  - Support for attaching and detaching algos to existing orders
+  - Support for display and update of all parameters in running algos
+  - Streamlining of order badge decorations in ladder
+  - New order search/filtering algorithm for order book
+  - Simpler representation of complex algo chains in order book and mini order book
+  - Visual and usability improvements to mini order book
+  - Streamlining of algo parameter dialog in ladder
+  - New spreader queue holder behavior
+  - Visual improvements to the order book
+  - New server side API
+  - Improved admin UI performance
+  - Optimized PIQ rendering
+### Internal changes
+  - Exchange simulator no longer requires daily sequence number reset
+  - Improved MD resilience to corrupted shared memory
+  - Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
+  - Improved settings manager tool output
+  - Added diagnostics in the event MD memory corruption is detected
+  - Added systems tests for join,lean, iceberg and spreader orders
+  - Made exchange order recovery more resilient in the presence of database loss 
+  
+## 1.6.2
+### User Visible Changes
+### Exchange simulator
+  - Exchange simulator now now produce position in queue data
+
 ## 1.6.0
 ### User Visible Changes
 #### New Features
@@ -253,6 +418,7 @@ insert_anchor_links = "right"
 - All windows now contain a settings page where grid settings (font color, size, etc) are applied
 - These settings can be saved on a per-window basis or as a Default for newly-launched windows

+
 ## 1.3.1 Through 1.3.4

 ### Speed Enhancements
@@ -0,0 +1,55 @@
+++
+title = "System Requirements"
+weight = 4
+sort_by = "weight"
+insert_anchor_links = "right"
+++
+
+
+### Minimum Workstation
+* New XPS Tower
+* 8th Generation Intel® Core™ i7-8700 6-Core Processor (12M Cache, up to 4.6 GHz)
+* 16GB, 2666MHz, DDR4 up to 64GB
+* Windows 10 Professional 64-bit
+* NVIDIA® GeForce® GTX 1070 with 8GB GDDR5 Graphics Memory
+* 1 x 2.5" 256GB SATA Solid State Drive
+
+### Recommended Workstation
+* Similar or better than:
+* Dell Precision Tower 5820
+* Intel Xeon W-2145 3.7GHz, 4.5GHz Turbo, 8C, 11M Cache, HT, (140W) DDR4-2666
+* Windows 10 Professional 64-bit
+* NVIDIA® Quadro® P1000, 4GB, 4 mDP
+* 16GB (4x4GB) 2133MHz DDR4 RDIMM ECC
+* 2 x 2.5" 256GB SATA Solid State Drive running RAID1
+
+
+### BTS Recommended Server Specifications
+* Dell R640
+* 2x Intel Xeon Gold 6148 2.40GHz 20-Core Processors. For better performance BTS recommends Intel® Xeon® Platinum 8268 2.9G, 24 Core CPU
+* 192GB RAM 2666MHz DDR4
+* 3x 480GB SSD RAID 5 HBA Minicard
+* iDRAC 9 Enterprise
+* Embedded Broadcom NIC
+* Solarflare SFN8522-R2
+* Redundant Power Supply
+
+### BTS Minimum Server Specifications
+* Dell R620
+* Chassis with up to 8, 2.5” Hard Drives, up to 2 PCIe Slots (With Optional Riser)
+* 2 x Intel® E5-2670 (16 total cores/ 32 total threads)
+* 64GB total memory
+* RAID 1 for H330/H730/H730P
+* PERC H730 RAID Controller, 1GB NV Cache
+* 3 x 300GB 10K RPM SATA 6Gbps 2.5in Hot-plug Hard Drive (RAID 5)
+* iDRAC8 Enterprise, integrated Dell Remote Access Controller, Enterprise (varies by hosting company)
+* Solarflare Ultra SFN7122F Dual-Port 10GbE (10 GB connectivity requirements, copper vs optical, varies by hosting company).
+* Dual, Hot-plug, Redundant Power Supply (1+1), 750W
+* Performance BIOS Setting
+* ReadyRails Sliding Rails Without Cable Management Arm (varies by hosting company)
+
+### Edge Tablet Requirements
+* Similar or better than:
+* Microsoft Surface Pro 4 Or Motion R12
+* Intel i7
+* 8 GB DDR4 RAM
@@ -1,7 +1,6 @@
 #/bin/bash
 #python -m mkdocs build -d site

-cp -r ../../src/sdk/doc/* ./content/bts_spark_sdk/Server/
 ./run_zola.sh build

 scp -r ./public bts@bluetradesys.com:/home/bts/doc/
@@ -14,7 +13,3 @@ sudo mv ./public/* /var/www/documentation/
 EOF

 rm -r public
-cd ./content/bts_spark_sdk/server/
-find  . -not -name '_index.md' -delete
-cd ../..
-
@@ -7,12 +7,12 @@ using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using bts.api.core;
+using mbts.ui.shell;

 namespace mbts.spark {
   [Export]
   class AdminModel : IDisposable {
-      readonly string _user_name;
-      public string user_name => _user_name;
+      public readonly UserTuple user;
      
      readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
         _accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
@@ -24,14 +24,14 @@ namespace mbts.spark {
      IDisposable _dispose;      

      [ImportingConstructor]
-      AdminModel(AdminService service, [Import("username")]string user_name) {
-         _user_name = user_name;
+      AdminModel(AdminService service, [Import]UserTuple user) {
+         this.user = user;
         _dispose = service.subscribei_admin_data().Select(update => {
-            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), _user_name));
+            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
            IEnumerable<BTSUserImmutable> active_users =
               from admin_data in update.all
               from bts_user in admin_data.Users
-               where bts_user.Name == user_name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
+               where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
               select bts_user;

            IEnumerable<BTSAccountImmutable> active_accounts =
@@ -62,14 +62,6 @@ namespace mbts.spark {
      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
      public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();

-      public UserTuple? get_current_user() {
-         foreach (var kv in _user_map) {
-            // just for good measure, there should never be > 1 element in _user_map, and it should always match _user_name
-            if (kv.Value == _user_name)
-               return new UserTuple(kv.Key, kv.Value);
-         }
-         return null;
-      }
      public AccountTuple? get_default_account() {
         foreach (var kv in _account_map) {
            return new AccountTuple(kv.Key, kv.Value);
@@ -3,6 +3,7 @@ using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -22,7 +23,7 @@ namespace bts.ui {
      IDisposable _dispose;

      [ImportingConstructor]
-      public AboutDaemon(IBus bus, [Import("username")]string username) {
+      public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
         _user = username;
         _bus = bus;
         _dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
@@ -10,6 +10,7 @@ using System.Reactive.Linq;
 using System.Windows.Threading;
 using System.Windows;
 using System.Threading.Tasks;
+using mbts.ui.shell;

 namespace bts.spark
 {
@@ -20,7 +21,7 @@ namespace bts.spark
      IDisposable _dispose;

      [ImportingConstructor]
-      public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
+      public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
         _svc = svc;
         _username = username;
         _dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
@@ -82,7 +83,6 @@ namespace bts.spark
         }
      }

-      //public static async Task<Result<T>>
      public static async Task<(T value, bool success)> safe_execute<T>(this ErrorReporter error_reporter, Func<Task<Result<T>>> execute, Func<T, bool> get_success, Func<T, string> get_error_msg, string desc) {
         try {
            var result = await execute();
@@ -101,5 +101,31 @@ namespace bts.spark
         void _report_error(string msg) =>
            error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
      }
+
+      public static async Task<TResult> safe_execute<T, TResult>(
+         this ErrorReporter error_reporter,
+         Func<Task<Result<T>>> execute,
+         Func<T, bool> get_success,
+         Func<T, string> get_error_msg,
+         Func<T, bool, TResult> result_selector,
+         string desc) {
+         //
+         try {
+            var result = await execute();
+            if (!result.success) {
+               _report_error(result.error_message);
+            } else if (!get_success(result.value)) {
+               _report_error(get_error_msg(result.value));
+            } else {
+               return result_selector(result.value, true);
+            }
+         } catch (Exception ex) {
+            _report_error(ex.ToString());
+         }
+         return result_selector(default, false);
+         //
+         void _report_error(string msg) =>
+            error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
+      }
   }
 }
@@ -15,6 +15,7 @@ using System.Collections.Concurrent;
 using System.Threading;
 using bts.api.user;
 using bts.md;
+using mbts.ui.shell;

 namespace bts {
   [Export(typeof(IInitializable))]
@@ -27,8 +28,8 @@ namespace bts {
      static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;

      [ImportingConstructor]
-      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) : 
-         base(get_naggle(), MDSourceOptions.DeferInit) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) : 
+         base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
         _bus = bus;
         _token = token;
         _ss = ss;         
@@ -11,6 +11,7 @@ using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Windows;
+using LadderSettings = mbts.spark.LadderSettings;

 namespace bts.shell {
   [Export(typeof(IShellDaemon))]
@@ -48,14 +49,14 @@ namespace bts.shell {
      void _show_order_ticket(SecurityMD smd) =>
         _show_order_window(new OrderTicket {
            DataContext = new NewOrderTicketVM(_model, smd,
-               Observable.Return(_model.factory.default_ladder_settings(smd.security)))
+               Observable.Return(LadderSettings.Default))
         });

      void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
         if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
            _show_order_window(new OrderTicket {
               DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
-                  Observable.Return(_model.factory.default_ladder_settings(smd.security).calculator_buttons))
+                  Observable.Return(LadderSettings.Default.calculator_buttons))
            });
      }

@@ -66,7 +67,7 @@ namespace bts.shell {
            _show_order_window(new OrderModificationDialog {
               DataContext = new ExistingOrderTicketVM(_model,
                  Observable.Return((md,ori.order)),
-                  Observable.Return(_model.factory.default_ladder_settings(ori.sec.Value).calculator_buttons)
+                  Observable.Return(LadderSettings.Default.calculator_buttons)
               )
            });
         }
@@ -69,10 +69,11 @@ namespace bts {
         cpv.Width = double.NaN;
         cpv.Height = double.NaN;

-         vm.ok_action = () => {
+         vm.ok_action += () => {
            window.Close();
            message.complete(select_result(vm)).execute(_bus);
         };
+         vm.cancel_action += () => window.Close();
         window.move_to_mouse();
         window.Show();
      }
@@ -3,6 +3,7 @@ using bts.metrics;
 using mbts;
 using mbts.config;
 using mbts.ui;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -23,7 +24,7 @@ namespace bts.perf {
      Ping _pinger = new Ping();

      [ImportingConstructor]
-      public ShellLatencyDaemon(ShellLatencyService service, [Import("username")] string user) {
+      public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
         _service = service;
         _version = Configuration.get<bts.config.System>().version;
         _username = user;
@@ -22,10 +22,15 @@ namespace mbts.ui {
         AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
         AddFileGeometryKey = nameof(AddFileGeometryKey),
         AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
+         AttachAlgosKey = nameof(AttachAlgosKey),
         CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         CopyWFGeometryKey = nameof(CopyWFGeometryKey),
+         DataEditGeometryKey = nameof(DataEditGeometryKey),
+         DetachAlgosKey = nameof(DetachAlgosKey),
         DiskGeometryKey = nameof(DiskGeometryKey),
         DiskFileGeometryKey = nameof(DiskFileGeometryKey),
         DocumentGeometryKey = nameof(DocumentGeometryKey),
+         DocumentAddGeometryKey = nameof(DocumentAddGeometryKey),
         DocumentBrokenGeometryKey = nameof(DocumentBrokenGeometryKey),
         DocumentCopyGeometryKey = nameof(DocumentCopyGeometryKey),
         DocumentEmptyGeometryKey = nameof(DocumentEmptyGeometryKey),
@@ -35,10 +40,14 @@ namespace mbts.ui {
         EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
         EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
         GearGeometryKey = nameof(GearGeometryKey),
+         LetterAKey = nameof(LetterAKey),
+         LetterDKey = nameof(LetterDKey),
         OrdersGeometryKey = nameof(OrdersGeometryKey),
         PaymentGeometryKey = nameof(PaymentGeometryKey),
         PencilGeometryKey = nameof(PencilGeometryKey),
         PlayGeometryKey = nameof(PlayGeometryKey),
+         ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
+         RubberStampGeometryKey = nameof(RubberStampGeometryKey),
         StarGeometryKey = nameof(StarGeometryKey),
         ToolsGeometryKey = nameof(ToolsGeometryKey),
         TrashGeometryKey = nameof(TrashGeometryKey),
@@ -115,6 +124,7 @@ namespace mbts.ui {
      public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
      public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
      public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
+      public static ImageSource AttachAlgos => create_icon(AttachAlgosKey);
      public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
      public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }

@@ -138,10 +148,14 @@ namespace mbts.ui {
      public static ImageSource ModifyOrder { get { return load_resource_and_freeze("ModifyOrder"); } }
      public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
+      public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
+      public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
+      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
      public static ImageSource Disk => create_icon(DiskGeometryKey);
      public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
      public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
+      public static ImageSource DocumentAdd => create_icon(DocumentAddGeometryKey);
      public static ImageSource DocumentBroken => create_icon(DocumentBrokenGeometryKey);
      public static ImageSource DocumentCopy => create_icon(DocumentCopyGeometryKey);
      public static ImageSource DocumentEmpty => create_icon(DocumentEmptyGeometryKey);
@@ -158,6 +172,8 @@ namespace mbts.ui {
      public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
+      public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
+      public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
      public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
      public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
      public static ImageSource Star => create_icon(StarGeometryKey);
@@ -186,6 +202,19 @@ namespace mbts.ui {
         return rv;
      }

+      public static ImageSource create_icon_and_rotate(string geometric_path_key, Brush brush = null, Pen pen = null, Transform transform = null, double degrees = 90) {
+         if (brush == null) {
+            brush = Brushes.Black;
+         }
+         var drawing = create_drawing(geometric_path_key, brush, pen, transform);
+         var dg = new DrawingGroup();
+         dg.Children.Add(drawing);
+         dg.Transform = new RotateTransform(degrees);
+         var rv = new DrawingImage(dg);
+         rv.Freeze();
+         return rv;
+      }
+
      public static Drawing create_drawing(string geometric_path_key) =>
         create_drawing(geometric_path_key, Brushes.Black);

@@ -5,6 +5,14 @@
  xmlns:mbts="clr-namespace:mbts.ui"
  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
+
+  <sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">
+    M10.519881,14.945064C11.300896,14.955074,12.079896,15.102078,12.819896,15.386075L10.878893,17.326085C9.6458764,17.201085,8.3688531,17.591071,7.4258485,18.533091L3.5977991,22.360102C1.9327704,24.026093 1.9317786,26.736124 3.5977991,28.402117 5.2638197,30.068108 7.9748359,30.068108 9.6398644,28.402117L13.467914,24.575106C14.410919,23.632109,14.800938,22.355097,14.675937,21.121083L16.615963,19.180096C17.523962,21.546103,17.034943,24.325104,15.126931,26.234108L11.298882,30.061119C8.7138591,32.64612 4.5238051,32.64612 1.9387672,30.062127 -0.64625573,27.477126 -0.64625573,23.287106 1.9387672,20.701098L5.7668166,16.875065C7.077837,15.564055,8.8018727,14.923061,10.519881,14.945064z M19.825993,10.418039L21.580012,12.17305 12.089907,21.665091 10.333873,19.911087z M25.383069,0C27.077088,3.0538786E-08 28.771109,0.64599859 30.063117,1.9390028 32.647133,4.5230274 32.647133,8.7120385 30.062109,11.298047L26.235068,15.125058C24.327055,17.033085,21.547022,17.52207,19.181973,16.614077L21.121998,14.674067C22.356022,14.799068,23.633046,14.409051,24.57605,13.466054L28.403094,9.6400513C30.068121,7.9740295 30.069129,5.2630205 28.403094,3.5980362 26.738064,1.9320143 24.027033,1.9320143 22.362034,3.5980362L18.533986,7.4240398C17.591958,8.3670363,17.201968,9.643042,17.32697,10.877056L15.385937,12.817066C14.478913,10.452035,14.968939,7.6730337,16.875945,5.7660436L20.703019,1.9390028C21.995026,0.64599859,23.689047,3.0538786E-08,25.383069,0z
+  </sys:String>
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    Ttile: Add free icon
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+  <!--File (the icon is free to use if we include this information in our credit section)
+    Source: https://www.flaticon.com/authors/chanut
+    Ttile: Cancel free icon
+    Credit: Icon made by Chanut from www.flaticon.com-->
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+  <sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
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@@ -271,6 +301,10 @@
    M0,0L25.194,16 0,32z
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+  <sys:String x:Key="{x:Static mbts:Icons.RubberStampGeometryKey}">
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+
  <!--File (the icon is free to use if we include this information in our credit section)
    Source: https://www.flaticon.com/authors/smashicons
    Ttile: File free icon
@@ -5,6 +5,7 @@ using mbts.co2;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
+using mbts.ui.shell;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
@@ -18,7 +19,7 @@ namespace bts.shell
   class MarketShellModule : IShellModule
   {
      [ImportingConstructor]
-      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import("username")]string user_name) {
+      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }
@@ -1,7 +1,7 @@
 using bts.api;
 using bts.api.orderman;
+using bts.collections;
 using mbts.co2;
-using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
@@ -204,13 +204,15 @@ namespace mbts.spark {
            }
         }

-         void _show_order_book(Side side) =>
-            _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
-               new bts.shell.OrderBookWindowFactory.FilterStates {
-                  statuses = new[] { OrderStatus.Working },
-                  sides = new[] { side },
-                  security_criteria = new SecurityCriteria(security)
-               }));
+         void _show_order_book(Side side) {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               statuses = new[] { OrderStatus.Working },
+               sides = new[] { side },
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }

         void _show_order_ticket(MarketViewView.Columns col) {
            var order = _orders_model.factory.order(security);
@@ -1,4 +1,6 @@
 using bts.api;
+using bts.collections;
+using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
@@ -7,7 +9,6 @@ using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Windows.Data;
@@ -22,13 +23,12 @@ namespace mbts.spark {
      readonly OrdersModel _orders_model;
      IWindowSettingsManager<GridSettings> _settings_manager;

-
      public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
         : this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }

      // securities_connectable should NOT be connected already.
-      MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IConnectableObservable<IEnumerable<SecurityMD>> securities_connectable, IWindowSettingsManager<GridSettings> settings_manager)
-         : base(RXCollection.Create(securities_connectable, SecurityDataHelper.EqualityComparer.MDComparer), null) {
+      MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IObservable<IEnumerable<SecurityMD>> securities_source, IWindowSettingsManager<GridSettings> settings_manager)
+         : base(RXCollection.Create(securities_source, SecurityDataHelper.EqualityComparer.MDComparer), null) {
         _bus = bus;
         _orders_model = orders_model;
         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
@@ -40,7 +40,7 @@ namespace mbts.spark {
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -58,12 +58,12 @@ namespace mbts.spark {
         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);

-         add_col(Columns.MarketDescription, "Market Description", r => r.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.security.cleared_alias(), nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ProductDescription, "Product Description", r => r.security.product_name(), nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
         //
         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -81,7 +81,7 @@ namespace mbts.spark {
            add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, DefaultSelectionHighlight, h_alignment);

         void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UShortMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
+            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);

         void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null, h_alignment);
@@ -163,7 +163,6 @@ namespace mbts.spark {
            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
            last_price_filter, last_size_filter, day_change_filter, settlement_filter,
            session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
-            securities_connectable.Connect(),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            WorkLoop.Start("MarketView", _refresh)
         );
@@ -180,6 +179,40 @@ namespace mbts.spark {
            return grid_settings_manager.create();
      }

+      public static IComparer<Row> get_column_comparer(Columns column) {
+         switch (column) {
+            case Columns.Security: return wrap(r => r.security);
+            case Columns.SecurityKey: return wrap(r => r.security.Id);
+            case Columns.Volume: return wrap(r => r.volume);
+            case Columns.Last: return wrap(r => r.last_price);
+            case Columns.LastSize: return wrap(r => r.last_size);
+            case Columns.Position: return wrap(r => r.position);
+            case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
+            case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
+            case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
+            case Columns.BidMergedSize: return wrap(r => r.bid_merged_size);
+            case Columns.Bid: return wrap(r => r.bid_price);
+            case Columns.Ask: return wrap(r => r.ask_price);
+            case Columns.AskMergedSize: return wrap(r => r.ask_merged_size);
+            case Columns.AskDirectSize: return wrap(r => r.ask_direct_size);
+            case Columns.AskImpliedSize: return wrap(r => r.ask_implied_size);
+            case Columns.WorkingAsks: return wrap(r => r.working_ask_volume);
+            case Columns.Settlement: return wrap(r => r.settlement);
+            case Columns.DayChange: return wrap(r => r.day_change);
+            case Columns.SessionLow: return wrap(r => r.session_low);
+            case Columns.SessionHigh: return wrap(r => r.session_high);
+            case Columns.MarketDescription: return wrap(r => r.market_description);
+            case Columns.ClearedAlias: return wrap(r => r.security.cleared_alias());
+            case Columns.ProductDescription: return wrap(r => r.security.product_name());
+            case Columns.HubAlias: return wrap(r => r.security.hub_alias());
+            case Columns.StripName: return wrap(r => r.security.strip_name());
+            case Columns.MicCode: return wrap(r => r.security.mic_code());
+            default: return null;
+         }
+         IComparer<Row> wrap<T>(Func<Row, T> selector) =>
+            Comparer<T>.Default.wrap(selector);
+      }
+
      #region Filters
      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
@@ -1,22 +1,26 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
+using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;

 namespace mbts.spark {
-   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
-      const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
+   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
+      const string _window_type = "MarketView", _window_type_display_name = "Market View";
      readonly OrdersModel _orders_model;
      readonly AllowOnce _init_guard = new AllowOnce("MarketView");
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -25,6 +29,9 @@ namespace mbts.spark {
      MarketViewWindowFactory.StartupData _state;
      IReadOnlyList<SparkCommand> _commands;
      IDisposable _subscriptions;
+      SecurityCriteria
+         _selected_security_criteria_backing,
+         _sorted_selected_security_criteria_backing;

      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -32,6 +39,7 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
      }

      event Action<MarketViewWindowFactory.StartupData> _state_changed;
@@ -42,12 +50,53 @@ namespace mbts.spark {
      public override MarketViewWindowFactory.StartupData SaveState =>
         _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns));

-      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.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 => _thread_id;
+      public string thread_id { get; }
+
+      SecurityCriteria _selected_security_criteria {
+         get {
+            if (_selected_security_criteria_backing == null) {
+               if (_sorted_selected_security_criteria_backing != null) {
+                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
+               } else if (_vm != null)
+                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+            }
+            return _selected_security_criteria_backing;
+         }
+      }
+      SecurityCriteria _sorted_selected_security_criteria {
+         get {
+            if (_sorted_selected_security_criteria_backing == null) {
+               if (_vm != null) {
+                  var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
+                  var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
+                  foreach (var sc in sorting_criteria) {
+                     if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
+                        if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
+                           var col_comp = MarketViewVM.get_column_comparer(kcol.key);
+                           if (col_comp != null) {
+                              comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
+                           } else {
+                              Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
+                           }
+                        } else {
+                           Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
+                        }
+                     }
+                  }
+                  var comp = comp_builder.to_comparer();
+                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+               }
+            }
+            return _sorted_selected_security_criteria_backing;
+         }
+      }
+
+      bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;

      public void thread_init() {
         _init_guard.check_access();
@@ -55,39 +104,85 @@ namespace mbts.spark {
         var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
         _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new MarketViewView { DataContext = _vm };
+         _view._grid.Sorting += on_grid_sorting;
+         /// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
+         /// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
+         /// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
+         // show time and sales
+         var show_tas_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowTimeAndSalesTag, sc);
+         }, _has_selected_rows);
+         var show_tas_actual_cmd = SparkCommands.ShowTimeAndSales;
+         var show_tas_cmd_wrapper = new SparkCommandCommand(show_tas_actual_cmd.title, show_tas_actual_cmd.icon, show_tas_cmd);
+         // show fills
+         var show_fills_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            _bus.post(SparkTags.ShowFillsTag, new FillsSettings(
+               new FillsFilterStates {
+                  security = sc.is_defined() ? sc : _state.security_criteria
+               }));
+         });
+         var show_fills_actual_cmd = SparkCommands.ShowFills();
+         var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
+         // show synthetic create
+         var show_synth_create_cmd = new DelegateCommand(() => {
+            var sc = _sorted_selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowSyntheticCreateTag, sc);
+         }, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
+         var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
+         var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
+
         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
+         // commands
         _commands = new List<SparkCommand> {
-            SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
-               secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
-                  security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
-               })
-            ),
-            SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.ShowSyntheticCreate.complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
+            SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            show_fills_cmd_wrapper,
+            show_tas_cmd_wrapper,
+            show_synth_create_cmd_wrapper,
            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
            SparkCommands.window_settings_command(new DialogCommand(() => {
-               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager,
                  us => us.market_view_grid,
                  UserSettings.FileExtensions.GRID,
                  s => _vm.grid_settings_manager.create_vm(
                     // we need to get the most up to date GridSettings when launching b/c users may
                     // have changed some settings on the grid directly, like column widths.
-                     s.with(_vm.columns.Select( c => c.create())), 
-                     this.observe_title()
+                     s.with(_vm.columns.Select(c => c.create()))
                  )
               );
-               // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = "Market View Grid Settings", DataContext = vm };
+               vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
+               var dialog = new ShellSettingsDialog { DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
            }))
         };
-         _subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
+         //
+         _vm.selection_changed += on_selection_changed;
+         _subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
+            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
+            () => {
+               _vm.selection_changed -= on_selection_changed;
+               _view._grid.Sorting -= on_grid_sorting;
+            }
+         };
+
+         void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
+            // invalidate selected security criteria
+            _selected_security_criteria_backing = null;
+            _sorted_selected_security_criteria_backing = null;
+            show_tas_cmd.RaiseCanExecuteChanged();
+            show_fills_cmd.RaiseCanExecuteChanged();
+            show_synth_create_cmd.RaiseCanExecuteChanged();
+         }
+
+         void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
+            _sorted_selected_security_criteria_backing = null;
      }

      public override void Dispose() {
@@ -1,7 +1,6 @@
 using bts.api;
 using bts.co2;
 using mbts.co2;
-using mbts.collections.extensions;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -1,22 +1,23 @@
 using bts.api;
 using bts.co2;
+using bts.collections;
+using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
-using System.Linq;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
 using System.Threading.Tasks;
 using System.Windows.Input;
 using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
-using mbts.persist;
-using mbts.ui.settings;
-using System.Reactive.Linq;

 namespace mbts.spark {
   class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
@@ -48,13 +49,8 @@ namespace mbts.spark {
         add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
         add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
         void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-            columns.Add(new TimeAndSalesColumn(
-               col_key
-               , (r) => _get_aggressor_brush(r)
-               , filter
-               , filter_template
-            ) 
-            { Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
+            columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
+            { id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
         );
         
         // be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
@@ -1,11 +1,13 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.co2;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
+using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -16,10 +18,9 @@ using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
-using static mbts.ui.controls.DIYGrid;

 namespace mbts.spark {
-   class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
+   class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
      const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
      readonly MDConsumer _consumer;
      readonly TimeAndSalesWindowFactory _factory;
@@ -48,7 +49,7 @@ namespace mbts.spark {
         + SPARK_MENU_COLLAPSED_WIDTH
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-      
+      public string thread_id { get; }
      public override StartupData SaveState => _state = _vm.value.create();

      public override void Dispose() =>
@@ -62,26 +63,25 @@ namespace mbts.spark {
         var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
         var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
         _commands = new SparkCommand[] {
-            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
+            SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),
            SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
            SparkCommands.window_settings_command(new DialogCommand(() => {
-                   var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+                   var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager,
                  s => s.time_and_sales_grid,
                  UserSettings.FileExtensions.GRID,
                  s => _vm.value.grid_settings_manager.create_vm(
                     // we need to get the most up to date GridSettings when launching b/c users may
                     // have changed some settings on the grid directly, like column widths.
-                     s.with(_vm.value.columns.Select( c => c.create())),
-                     this.observe_title()
+                     s.with(_vm.value.columns.Select(c => c.create()))
                  )
               );
-               // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = "Time and Sales Grid Settings", DataContext = vm };
+               vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
+               var dialog = new ShellSettingsDialog { DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
            }))
@@ -92,8 +92,8 @@ namespace mbts.spark {
         _initialize();

         bool always_true<T>(T _) => true;
-         FillsWindowFactory.StartupData get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
-            new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
+         FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
+            new FillsSettings(new FillsFilterStates {
               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
            });
         void update_criteria(SecurityCriteria c) {
@@ -59,6 +59,7 @@
    MarketDataTypeTemplate="{StaticResource SimpleValueTextTemplate}"
    MarketDataCalculationTemplate="{StaticResource SimpleValueTextTemplate}"
    ConditionalPriceTypeTemplate="{StaticResource SimpleValueTextTemplate}"
+    ShowQuantityTemplate="{StaticResource SimpleValueTextTemplate}"
  >
    <usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
      <DataTemplate>
@@ -115,6 +116,16 @@
        <c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}"/>
      </DataTemplate>
    </usp:DataGridParameterCellTemplateConverter.UIntTemplate>
+    <usp:DataGridParameterCellTemplateConverter.ShowQuantityTemplate>
+      <DataTemplate>
+        <!-- Note: the motivation for this Template was to enforce a Minimum via the TickUpDownUInt -->
+        <!-- As of 2019/06/17, we believe such a Minimum/Maximum is not actually getting enforced and -->
+        <!-- furthermore is not the appropriate way to go about enforcing said value. It is near the end -->
+        <!-- of the cycle though so that is why we are leaving this Template in here for now until we -->
+        <!-- can come up with a better solution. -->
+        <c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}" />
+      </DataTemplate>
+    </usp:DataGridParameterCellTemplateConverter.ShowQuantityTemplate>
    <usp:DataGridParameterCellTemplateConverter.MarketDataTypeTemplate>
      <DataTemplate>
        <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:LegSpreaderParams.Types.MarketDataType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
@@ -420,7 +431,6 @@
              </DataTemplate>
            </ComboBox.ItemTemplate>
          </ComboBox>
-          <c:HelpButton Grid.Column="8" Margin="3,0,0,0" ManPage="bts_spark/spreader/#creating-a-synthetic" />
        </Grid>
        <c:DataGridEx
          x:Name="PART_DataGrid"
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.spark;
 using mbts.spark;
 using mbts.ui.adorners;
@@ -7,7 +8,6 @@ using mbts.ui.utility;
 using mbts.user.settings;
 using mbts.utils;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
@@ -240,7 +240,7 @@ namespace mbts.ui.spark {
         FrameworkElement _generate_element(IValueConverter cell_template_converter) {
            var rv = new ContentControl();
            rv.SetBinding(ContentControl.ContentProperty, new Binding());
-            rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding(nameof(ICell.data_type)) { Converter = cell_template_converter });
+            rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding() { Converter = cell_template_converter });
            return rv;
         }
      }
@@ -306,17 +306,23 @@ namespace mbts.ui.spark {
      public DataTemplate MarketDataTypeTemplate { get; set; }
      public DataTemplate MarketDataCalculationTemplate { get; set; }
      public DataTemplate ConditionalPriceTypeTemplate { get; set; }
+      public DataTemplate ShowQuantityTemplate { get; set; }

      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
-         Type t = (Type)value;
-         if (t == typeof(double)) return DoubleTemplate;
-         else if (t == typeof(bool)) return BooleanTemplate;
-         else if (t == typeof(int)) return IntTemplate;
-         else if (t == typeof(uint)) return UIntTemplate;
-         else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
-         else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
-         else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
-         else return null;
+         if (value is ICell cell) {
+            if (cell.row is ShowQuantityQuantityModel) {
+               return ShowQuantityTemplate;
+            }
+            Type t = cell.data_type;
+            if (t == typeof(double)) return DoubleTemplate;
+            else if (t == typeof(bool)) return BooleanTemplate;
+            else if (t == typeof(int)) return IntTemplate;
+            else if (t == typeof(uint)) return UIntTemplate;
+            else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
+            else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
+            else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
+         }
+         return null;
      }

      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.api.synthetic;
 using bts.spark;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -14,12 +15,14 @@ namespace mbts.spark {
      readonly IBus _bus;
      readonly SyntheticSecurityService _service;
      readonly ErrorReporter _error;
+      readonly uint _user_id;

      [ImportingConstructor]
-      public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error) {
+      public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
         _bus = bus;
         _service = service;
         _error = error;
+         _user_id = user_id;
      }

      public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
@@ -39,29 +42,40 @@ namespace mbts.spark {
            return (result, success);
         });

-      public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
-         await lookup_strategy_async(security.Id);
+      public Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
+         lookup_strategy_async(security.Id);

-      public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) {
-         var result = await _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } });
-         if (result.success) {
-            var metadata = result.value.Data.FirstOrDefault(i => i.SecurityKey == id);
-            if (metadata != null) {
-               return metadata.Strategy;
-            }
+      public Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) =>
+         _error.safe_execute(
+            () => _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } }),
+            mdc => mdc.Data.Count == 1 && mdc.Data[0].SecurityKey == id,
+            mdc => $"did not find strategy for security id '{id}.'",
+            (mdc, success) => success ? mdc.Data[0].Strategy : (ExecutionStrategyImmutable?)null,
+            "lookup strategy");
+
+      public Task<uint?> create_synthetic(SecurityImmutable synthetic) {
+         if (synthetic.ContractCase != Security.ContractOneofCase.Synthetic)
+            return null;
+         if (synthetic.Synthetic.UserId != _user_id) {
+            var msynth = synthetic.CloneToMutable();
+            msynth.Synthetic.UserId = _user_id;
+            synthetic = new SecurityImmutable(msynth);
         }
-         return null;
+         return _error.safe_execute(
+            () => _service.create_synthetic_async(synthetic),
+            r => r.Error == CreateResult.Types.Error.Ok,
+            r => r.Error.ToString(),
+            (r, success) => success ? r.Key : (uint?)null,
+            "creating synthetic");
      }

-      public async Task<uint?> create_synthetic(SecurityImmutable? synthetic) {
-         var result = await _service.create_synthetic_async(synthetic.Value);
-         return _error.handle_error(result, "Error creating synthetic: {0}", r => r.Error, e => e == CreateResult.Types.Error.Ok, r => new uint?(r.Key), () => null).result;
-      }
-
-      public async Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) {
-         var result = await _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() });
-         return _error.handle_error(result, "Error saving execution strategy: {0}", r => r.Error, e => e == UpdateResult.Types.Error.Ok);
-      }
+      public Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) =>
+         _error.safe_execute(
+            () => _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() }),
+            r => r.Error == UpdateResult.Types.Error.Ok,
+            r => r.Error.ToString(),
+            (r, success) => success,
+            "saving strategy");

      public async Task<bool> verify_name_is_unique(string name) {
         var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
@@ -108,6 +108,9 @@ namespace bts.shell {
            NTicks = 2, 
            PriceType = ConditionalQuoting.Types.PriceType.Leg
         };
+         public static NullableQuantity ShowQuantity => new NullableQuantity {
+            Quantity = 1
+         };
         public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
         public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
         #endregion
@@ -12,6 +12,9 @@
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
      </ResourceDictionary.MergedDictionaries>
+      <Style TargetType="ScrollViewer">
+        <Setter Property="u:ScrollViewerCorrector.FixNestedScrolling" Value="False"/>
+      </Style>
    </ResourceDictionary>
  </Window.Resources>
  <Grid>
@@ -16,7 +16,7 @@ using System.Windows;
 using static bts.shell.SyntheticManagementWindowFactory;

 namespace mbts.spark {
-   class SyntheticManagementWindow : SparkWindow<StartupData>, ISlowWindow {
+   class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
      const string _window_type = "SyntheticManagement";
      SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
      StartupData _state;
@@ -33,8 +33,20 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().synthetic_management ? "SyntheticManagement" : null;
      }

+      public override string window_type => _window_type;
+      public override UIElement Content => _view;
+      public override IEnumerable<SparkCommand> Commands => _commands;
+      public override StartupData SaveState => _state = _vm.value.create();
+      public override double MinWidth => 
+         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+      public string thread_id { get; }
+
      public void thread_init() {
         Log.notnull(_state);

@@ -54,27 +66,27 @@ namespace mbts.spark {
            ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
               current_row_connectable_builder.create(observe_row_strategy),
               rs => rs.HasValue, select_row_strategy_tuple
-            ), SparkCommands.ShowLadder.complete(
+            ), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
-            ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
-                  filters = new OrderBookWindowFactory.FilterStates {
-                     security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
-                  }
-               }
-            ), SparkCommands.window_settings_command(new DialogCommand(() => {
-               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+            ), SparkCommands.ShowOrders.complete(() => {
+               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+               ob_settings.filters = new bts.shell.orderbook.FilterStates {
+                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+               };
+               return ob_settings;
+            }), SparkCommands.window_settings_command(new DialogCommand(() => {
+               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager,
                  us => us.synthetic_management_grid,
                  UserSettings.FileExtensions.GRID,
                  s => _vm.value.grid_settings_manager.create_vm(
                     // we need to get the most up to date GridSettings when launching b/c users may
                     // have changed some settings on the grid directly, like column widths.
-                     s.with(_vm.value.columns.Select( c => c.create())),
-                     this.observe_title()
+                     s.with(_vm.value.columns.Select(c => c.create()))
                  )
               );
-               // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
+               vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
+               var dialog = new ShellSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
            }))
@@ -101,16 +113,6 @@ namespace mbts.spark {
         else _view.DataContext = _vm.value;
      }

-      public override string window_type => _window_type;
-      public override UIElement Content => _view;
-      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override StartupData SaveState => _state = _vm.value.create();
-      public override double MinWidth => 
-         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
-         + SPARK_MENU_COLLAPSED_WIDTH
-         + LAUNCHER_BUTTON_BORDER_WIDTH
-         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-
      public override void Dispose() {
         Disposable.dispose(ref _vm);
         Commands.OfType<IDisposable>().DisposeAll();
@@ -34,6 +34,8 @@ namespace mbts.spark {

         public virtual Type data_type { get; } = typeof(T);

+         public virtual IRowModel row { get => _model; }
+
         public T value {
            get => _model.get_value(_leg_tup);
            set {
@@ -64,6 +66,8 @@ namespace mbts.spark {

         public Type data_type { get; } = typeof(QuantityMeasure);

+         public virtual IRowModel row { get => _model; }
+
         public double ratio {
            get => _get_qm().Ratio;
            set {
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,12 +1,10 @@
-using mbts.ui.spark;
+using bts.shell;
 using bts.spark;
-using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
-using mbts.collections.extensions;
+using mbts.ui.spark;
 using System.Collections.Generic;
-using bts.shell;
+using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;

-namespace mbts.spark
-{
+namespace mbts.spark {
   partial class SyntheticEditorVM
   {
      class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,5 +1,4 @@
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 using System.Windows;
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -0,0 +1,44 @@
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+using System.Windows;
+
+namespace mbts.spark
+{
+   partial class SyntheticEditorVM
+   {
+      class QuoteQueueHolderModel : RowModelBase<uint>, IHaveFontParams
+      {
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         public QuoteQueueHolderModel() 
+         {            
+         }
+         public override string display_name { get; } = "Queue Holder Length";
+         public override string help_text { get; } = "How many levels of queue to hold";
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote };
+         public FontWeight font_weight => FontWeights.SemiBold;
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.NQueueHolderOrders = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).NQueueHolderOrders;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
+         {
+            _value_store[leg_tup.SecurityKey] = value;
+            leg_tup.leg_params.QuoteParams.NQueueHolderOrders = value ;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) != null;
+
+         QuoteParams _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 0u);
+      }
+   }
+}
@@ -0,0 +1,36 @@
+using bts.shell;
+using mbts.ui.spark;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class ShowQuantityEnabledModel : RowModelBase<bool> {
+         readonly ShowQuantityQuantityModel _quantity;
+
+         public ShowQuantityEnabledModel(ShowQuantityQuantityModel quantity) {
+            _quantity = quantity;
+         }
+
+         public override string display_name => string.Empty;
+         public override string help_text => string.Empty;
+         public override string man_page => string.Empty;
+
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.ShowQuantity };
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ShowQuantity != null;
+         
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (value) {
+               if (leg_tup.leg_params.QuoteParams.ShowQuantity == null) {
+                  leg_tup.leg_params.QuoteParams.ShowQuantity = SyntheticDataHelper.Defaults.ShowQuantity;
+                  _quantity.apply_value(leg_tup);
+               }
+            } else {
+               leg_tup.leg_params.QuoteParams.ShowQuantity = null;
+            }
+            _quantity.set_enabled(leg_tup, value);
+         }
+      }
+   }
+}
@@ -0,0 +1,43 @@
+using bts.shell;
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      internal class ShowQuantityQuantityModel : RowModelBase<uint> {
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+
+         public override string display_name => "Quantity";
+
+         public override string help_text => string.Empty;
+
+         public override string man_page => string.Empty;
+
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.ShowQuantity };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).Quantity = _value_from_store(leg_tup);
+
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) is NullableQuantity show_quantity ? show_quantity.Quantity : _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_value(leg_tup) is NullableQuantity show_quantity) {
+               show_quantity.Quantity = value;
+            }
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) != null;
+
+         NullableQuantity _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ShowQuantity;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
+      }
+   }
+}
@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;

@@ -32,6 +32,7 @@ namespace mbts.spark {

      internal interface ICell {
         event Action value_changed;
+         IRowModel row { get; }
         Type data_type { get; }
         bool enabled { get; }
      }
@@ -40,7 +41,7 @@ namespace mbts.spark {
         FontWeight font_weight { get; }
      }

-      abstract class RowModelBase<T> : ViewModelBase, IRowModel {
+      internal abstract class RowModelBase<T> : ViewModelBase, IRowModel {
         readonly Dictionary<uint, ReplaySubject<bool>> _enabled_store = new Dictionary<uint, ReplaySubject<bool>>();
         readonly Dictionary<uint, Subject<T>> _override_value_store = new Dictionary<uint, Subject<T>>();

@@ -98,6 +99,10 @@ namespace mbts.spark {
      }

      private static class Subsections {
+         public static ParameterSection ShowQuantity =>
+            new ParameterSection("Show Quantity", true,
+               "The quantity shown when the order is placed.");
+
         public static ParameterSection Throttle =>
            new ParameterSection("Throttle", true,
               "Reduces re-quoting updates by defining a region on either side " +
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
@@ -72,11 +73,11 @@ namespace mbts.spark {
         _has_working_orders = backing(nameof(has_working_orders), false);
         contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
            new SecurityCriteriaClause() {
-               exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
+               exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
            }
         }));
-         contract_picker_model.cancel_action = _close_new_leg_popup;
-         contract_picker_model.ok_action = () => {
+         contract_picker_model.cancel_action += _close_new_leg_popup;
+         contract_picker_model.ok_action += () => {
            if (!leg_tuples.Any(l => l.leg.Security.Id == contract_picker_model.result.security.Id)) {
               leg_tuples.Add(new LegSpreaderParamsTuple(
                  SyntheticDataHelper.Defaults.ContractLeg(contract_picker_model.result.security),
@@ -133,7 +134,7 @@ namespace mbts.spark {
               _synthetic.ContractSpec.PriceBreak = double.MaxValue;
               _synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
               _synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
-               uint? id = await model.create_synthetic(_synthetic);
+               uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
               if (id.HasValue && id != 0) {
                  if (await model.save_strategy(id.Value, get_strategy())) {
                     var (smd, success) = await SparkUtils.get_security_md_async(bus, id.Value);
@@ -176,6 +177,8 @@ namespace mbts.spark {
         } else {
            _can_add_leg = backing(nameof(can_add_leg), false);
         }
+         var show_quantity_quantity = new ShowQuantityQuantityModel();
+
         var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
         var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();

@@ -199,15 +202,19 @@ namespace mbts.spark {

         var post_hedge_opposite_market_based_cross_threshold = new PostHedgeOppositeMarketVolumeBasedCrossThresholdModel();
         var post_hedge_opposite_market_based_cross_cross_ticks = new PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel();
+         var is_quote_model = new IsQuoteModel();
         rows = new IRowModel[] {
            _quantity_model,
            _price_mult_model,
-            new IsQuoteModel(),
+            is_quote_model,
            //new EnableHedgeModel(), //TAHA_SPREADER
            new HedgeRatioModel(),
            //new MinLeanQtyModel(), //TAHA_SPREADER
            //new QuoteHiddenModel(),
+            new QuoteQueueHolderModel(),
            new MarketDataTypeModel(),
+            new ShowQuantityEnabledModel(show_quantity_quantity),
+            show_quantity_quantity,
            new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
            quote_throttle_inside_ticks,
            quote_throttle_outside_ticks,
@@ -318,9 +325,12 @@ namespace mbts.spark {
         return string.Empty;
      }

-      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
-         synthetic.Synthetic.Legs
-         .Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));
+      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) {
+         foreach (var l in synthetic.Synthetic.Legs) {
+            if (strategy.LegParamsMap.TryGetValue(l.Security.Id, out var p))
+               yield return new LegSpreaderParamsTuple(l, p);
+         }
+      }

      void _close_new_leg_popup() {
         is_new_leg_popup_open = false;
@@ -1,10 +1,9 @@
 using bts.api;
-using bts.shell;
+using bts.collections;
 using bts.spark;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
-using mbts.ui.controls;
 using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
@@ -169,12 +168,13 @@ namespace mbts.spark {
         void _show_ladder() =>
            _bus.post(SparkTags.ShowLadderTag, md);

-         void _show_order_book() =>
-            _bus.post(SparkTags.ShowOrderBookTag, new OrderBookWindowFactory.OrderBookStartupData {
-               filters = new OrderBookWindowFactory.FilterStates {
-                  security_criteria = new SecurityCriteria(security)
-               }
-            });
+         void _show_order_book() {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }
      }
   }
 }
@@ -1,14 +1,9 @@
-using bts.api;
+using mbts;
 using mbts.config;
-using mbts.spark;
 using mbts.ui;
-using ProtoBuf;
+using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
-using System.ComponentModel.Composition;
-using System.Threading.Tasks;
 using System.Windows.Controls;
-using mbts;

 namespace bts.shell {
   public class BrowserWindow : IShellWindow {
@@ -75,12 +70,15 @@ namespace bts.shell {
      public string window_type => _window_type;

      public IShellModule Owner {get; set; }
+
      public ShellWindowUI GetContent() { return new ShellWindowUI(_browser); }

      public void GetState(System.IO.Stream save_here) {
         _isw.save(new BrowserWindowState() { uri = uri.ToString() }, save_here);
      }

+      public void on_shell_window_vm(ShellWindowVM shell_window_vm) { }
+
      public void Dispose() {
         if (_browser != null) {
            _browser.Dispose();
@@ -102,5 +100,4 @@ namespace bts.shell {
      }
      #endregion
   }
-   
-}
+}
@@ -19,8 +19,6 @@
    <ResourceDictionary>
      <ResourceDictionary.MergedDictionaries>
        <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
      </ResourceDictionary.MergedDictionaries>
      <!--Primitive Constants-->
      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
@@ -559,85 +557,27 @@
              </Grid>
            </RadioButton>
          </Grid>
-          <GroupBox
-            x:Name="content_host"
+          <usp:AlgoEditorView
            Grid.Row="2"
+            DataContext="{Binding content_source}"
            Background="Transparent"
-            BorderBrush="{Binding content_source.algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+            BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
            Margin="0,6,0,0"
            Padding="12,8"
-          >
-            <GroupBox.Style>
-              <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
-                <Setter Property="BorderThickness" Value="1"/>
-                <Setter Property="BorderBrush" Value="Transparent"/>
-                <Style.Triggers>
-                  <Trigger Property="BorderBrush" Value="Transparent">
-                    <Setter Property="BorderThickness" Value="0"/>
-                  </Trigger>
-                  <Trigger Property="usp:AlgoStudioView.IsMouseOverNodeContent" Value="True">
-                    <Setter Property="BorderThickness" Value="2"/>
-                  </Trigger>
-                </Style.Triggers>
-              </Style>
-            </GroupBox.Style>
-            <GroupBox.Header>
-              <ComboBox
-                Grid.Column="3"
-                ToolTipService.ShowOnDisabled="True"
-                SelectedItem="{Binding selected_definition.algo_root}"
-                ItemsSource="{Binding selected_definition.algos_view}"
-                Margin="{StaticResource Margin.LP1}"
-                Width="140"
-              >
-                <ComboBox.Style>
-                  <Style TargetType="ComboBox">
-                    <Style.Triggers>
-                      <DataTrigger Binding="{Binding content_source}" Value="{x:Null}">
-                        <Setter Property="Visibility" Value="Collapsed"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
-                        <Setter Property="IsEnabled" Value="True"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
-                        <Setter Property="IsEnabled" Value="False"/>
-                        <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
-                      </DataTrigger>
-                    </Style.Triggers>
-                  </Style>
-                </ComboBox.Style>
-                <ComboBox.ItemTemplate>
-                  <DataTemplate>
-                    <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
-                  </DataTemplate>
-                </ComboBox.ItemTemplate>
-              </ComboBox>
-            </GroupBox.Header>
-            <ContentControl
-              Grid.IsSharedSizeScope="True"
-              Content="{Binding selected_definition.algo_root}"
-              ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
-              Margin="{StaticResource Margin.TP1}"
-            >
-              <ContentControl.Resources>
-                <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
-              </ContentControl.Resources>
-            </ContentControl>
-          </GroupBox>
-          <c:DialogSkirt Grid.Row="3" Margin="{StaticResource Margin.TP2}" Background="Transparent">
-            <c:DialogSkirt.RightItems>
-              <x:ArrayExtension Type="{x:Type Button}">
-                <Button ToolTipService.ShowOnDisabled="True" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
-                  <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
-                </Button>
-                <Button ToolTipService.ShowOnDisabled="True" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding revert_cmd_tooltip}">
-                  <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
-                </Button>
-              </x:ArrayExtension>
-            </c:DialogSkirt.RightItems>
-          </c:DialogSkirt>
+          />
+          <StackPanel Grid.Row="3" HorizontalAlignment="Right" Orientation="Horizontal">
+            <StackPanel.Margin>
+              <Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="{StaticResource VerticalPush2}" Right="{StaticResource DialogSkirtButtonPadding.Right}" Bottom="{StaticResource DialogSkirtPadding.Bottom}"/>
+            </StackPanel.Margin>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
+              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
+            </Button>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
+              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
+            </Button>
+          </StackPanel>
        </Grid>
      </ScrollViewer>
    </Grid>
  </AdornerDecorator>
-</UserControl>
+</UserControl>
@@ -1,8 +1,6 @@
 using mbts.spark;
 using mbts.ui.converters;
-using mbts.ui.extensions;
 using System;
-using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
 using System.Windows.Input;
@@ -18,26 +16,11 @@ namespace mbts.ui.spark {
      public AlgoStudioView() {
         InitializeComponent();
         DataContextChanged += (s, e) => set_controller();
-         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
-         content_host.MouseEnter += content_host_MouseEnter;
-         content_host.MouseLeave += content_host_MouseLeave;
         set_controller();
         // local methods
         void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
-         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
      }

-      #region IsMouseOverNodeContent 
-      public static readonly DependencyProperty IsMouseOverNodeContentProperty =
-         DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoStudioView), new PropertyMetadata(false));
-
-      public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
-      public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
-      #endregion
-
      public new AlgoStudioVM DataContext {
         get => base.DataContext as AlgoStudioVM;
         set => base.DataContext = value;
@@ -13,7 +13,7 @@ using System.Windows;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;

 namespace mbts.spark {
-   internal class AlgoStudioWindow : SparkWindow<StartupData>, IShellWindow {
+   internal class AlgoStudioWindow : SparkWindow<StartupData>, ISharedWindow {
      public const string
         NAME = "Algo Studio",
         TemplatesEnabledKey = nameof(TemplatesEnabledKey),
@@ -37,7 +37,7 @@ namespace mbts.spark {
         : base(NAME, bus, factory, SparkCommands.ShowAlgoStudio.icon) {
         _model = model;
         _state = state;
-         thread_init();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().algo_studio ? "AlgoStudio" : null;
      }

      public override StartupData SaveState => _state = _vm.create();
@@ -45,12 +45,12 @@ namespace mbts.spark {
      public override string window_type => NAME;
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;
-      public string thread_id => NAME;
      public override double MinWidth =>
         SPARK_MENU_COLLAPSED_WIDTH +
         LAUNCHER_BUTTON_BORDER_WIDTH +
         DEFAULT_CONTENT_WIDTH;
      public override double MinHeight => DEFAULT_CONTENT_HEIGHT;
+      public string thread_id { get; }

      bts.config.AlgoStudioOptions _ui_configuration => _model.algo_model.ui_configuration;

@@ -86,7 +86,7 @@ namespace mbts.spark {
               } else if (t.definition != null) {
                  return t.definition.subscribe_is_definition_dirty();
               } else return Observable.Return(false);
-            }).RefCount();
+            });
            _commands.Add(new ReactiveSparkCommand(content_src.OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
               if (_vm.selected_template is AlgoDefinitionTemplateVM t)
                  _vm.save_template(t).ignore();
@@ -116,7 +116,6 @@ namespace mbts.spark {
            });
            _commands.Add(undo_spark_cmd);
            _resources.Add(can_undo_source.Subscribe(undo_cmd));
-            _resources.Add(can_undo_source.Connect());
            // redo
            var redo_cmd = new ObservantCommand(() => _vm.content_source?.try_redo());
            var redo_spark_cmd = new SparkCommandCommand("Redo", Icons.RedoCircular, redo_cmd);
@@ -133,7 +132,6 @@ namespace mbts.spark {
            });
            _commands.Add(redo_spark_cmd);
            _resources.Add(can_redo_source.Subscribe(redo_cmd));
-            _resources.Add(can_redo_source.Connect());
         }
         // remove
         var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
@@ -2,6 +2,7 @@
 using bts.utils;
 using mbts.spark.utilities;
 using System;
+using System.Windows.Media;

 namespace mbts.spark {
   struct AlgoData : IEquatable<AlgoData> {
@@ -36,4 +37,31 @@ namespace mbts.spark {
      public static bool operator ==(AlgoData a, AlgoData b) => a.Equals(b);
      public static bool operator !=(AlgoData a, AlgoData b) => !a.Equals(b);
   }
+
+   struct AlgoDataVM : IEquatable<AlgoDataVM> {
+      public readonly AlgoData data;
+      public readonly AlgoDefinitionMetadata? meta;
+
+      public AlgoDataVM(AlgoData data, AlgoDefinitionMetadata? meta = null) {
+         this.data = data;
+         this.meta = meta;
+      }
+
+      public string name => data.name;
+      public Brush badge_fill => OrderUtils.badge_fill(meta, OrderDataHelper.get_metadata(data.value.CustomCase));
+      public AlgoDisplayGroup group => data.key.display_group();
+
+      public override string ToString() =>
+         data.name;
+
+      public static AlgoDataVM from_data(AlgoData data, AlgoDefinitionMetadata? meta) =>
+         new AlgoDataVM(data, meta);
+
+      public static AlgoDataVM from_data((AlgoData algo, AlgoDefinitionMetadata? meta) tup) =>
+         new AlgoDataVM(tup.algo, tup.meta);
+
+      public bool Equals(AlgoDataVM other) => data == other.data && meta == other.meta;
+      public override bool Equals(object obj) => obj is AlgoDataVM other && Equals(other);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(data.GetHashCode(), meta.GetHashCode());
+   }
 }
@@ -1,9 +1,91 @@
 using bts.api.orderman;
 using bts.persist.algo;
 using bts.utils;
+using mbts.ui.utility;
+using ProtoBuf;
 using System;
+using System.Linq;

 namespace mbts.spark {
+   [ProtoContract]
+   struct AlgoID : IEquatable<AlgoID> {
+      [ProtoMember(1)]
+      readonly CustomOrderDefinition.CustomOneofCase? _factory_key;
+      [ProtoMember(2)]
+      readonly string _dynamic_key;
+      [ProtoMember(3)]
+      readonly uint? _persisted_key;
+
+      public static readonly AlgoID[] exchange_algo_keys = utilities.OrderDataHelper.outright_order_types
+         .Concat(new CustomOrderDefinition.CustomOneofCase[] { CustomOrderDefinition.CustomOneofCase.Spreader })
+         .Select(cooc => new AlgoID(cooc))
+         .ToArray();
+
+      public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
+         _factory_key = factory_key;
+         _dynamic_key = null;
+         _persisted_key = null;
+      }
+
+      public AlgoID(string dynamic_key) {
+         _factory_key = null;
+         _dynamic_key = dynamic_key;
+         _persisted_key = null;
+      }
+
+      public AlgoID(uint persisted_key) {
+         _factory_key = null;
+         _dynamic_key = null;
+         _persisted_key = persisted_key;
+      }
+
+      public static AlgoID from_custom_def(CustomOrderDefinitionImmutable custom_def) {
+         switch (custom_def.CustomCase) {
+            case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(custom_def.Composite.AlgoTemplateKey);
+            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(custom_def.Dynamic.DynamicOrderType);
+            default: return new AlgoID(custom_def.CustomCase);
+         }
+      }
+
+      public static AlgoID from_algo_key(AlgoKey key, IMaskIndexInt32<string> dynamic_type_index) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory:
+               return AlgoStructureSerializer.to_algo_id(key.factory.structure, dynamic_type_index);
+            case AlgoKey.Mode.Persisted:
+               return new AlgoID(key.persisted.id_uint);
+         }
+         return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
+      }
+
+      public static AlgoKey to_algo_key(AlgoID id, IMaskIndexInt32<string> dynamic_type_index) {
+         if (id._factory_key.HasValue)
+            return new AlgoKey(id._factory_key.Value);
+         if (id._persisted_key.HasValue)
+            return new AlgoKey(new AlgoPersistedKey(id._persisted_key.Value));
+         if (id._dynamic_key != null)
+            return new AlgoKey(new AlgoNameStructureKey(id._dynamic_key, AlgoStructureSerializer.structure_key(dynamic_type_index.to_int(id._dynamic_key))));
+         return default;
+      }
+
+      public bool Equals(AlgoID other) =>
+         _factory_key == other._factory_key &&
+         _dynamic_key == other._dynamic_key &&
+         _persisted_key == other._persisted_key;
+
+      public override bool Equals(object obj) =>
+         obj is AlgoID other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            _factory_key?.GetHashCode() ?? 0,
+            _dynamic_key?.GetHashCode() ?? 0,
+            _persisted_key?.GetHashCode() ?? 0);
+
+      public static bool operator ==(AlgoID a, AlgoID b) => a.Equals(b);
+      public static bool operator !=(AlgoID a, AlgoID b) => !a.Equals(b);
+   }
+
+   /// TODO: Remove <see cref="AlgoKey"/>, and redirect references to <see cref="AlgoID"/>.
   struct AlgoKey : IEquatable<AlgoKey> {
      readonly AlgoPersistedKey? _persisted_key;
      readonly AlgoNameStructureKey? _factory_key;
@@ -83,4 +165,4 @@ namespace mbts.spark {

      InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
   }
-}
+}
@@ -1,8 +1,9 @@
 using bts.api.orderman;
 using bts.utils;
 using mbts.spark.utilities;
-using ProtoBuf;
+using mbts.ui.utility;
 using System;
+using System.Collections.Generic;
 using System.Linq;

 namespace mbts.spark {
@@ -10,12 +11,6 @@ namespace mbts.spark {
      public readonly string name;
      public readonly AlgoStructureKey structure;

-      public AlgoNameStructureKey(CustomOrderDefinitionImmutable definition)
-         : this(definition.CustomCase.type_id(), definition) { }
-
-      public AlgoNameStructureKey(string name, CustomOrderDefinitionImmutable definition)
-         : this(name, new AlgoStructureKey(definition)) { }
-
      public AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
         : this(base_type.type_id(), new AlgoStructureKey(base_type)) { }

@@ -31,71 +26,149 @@ namespace mbts.spark {
      public static bool operator !=(AlgoNameStructureKey a, AlgoNameStructureKey b) => !a.Equals(b);
   }

-   [ProtoContract]
   struct AlgoStructureKey : IEquatable<AlgoStructureKey> {
-      [ProtoMember(1)]
      readonly int[] _structure;

      public AlgoStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
         : this(new[] { (int)base_type }) { }

-      public AlgoStructureKey(CustomOrderDefinitionImmutable definition) {
-         int[] s = new[] { (int)definition.CustomCase };
-         _build_structure(definition, ref s, 1);
-         _structure = s;
-      }
+      public AlgoStructureKey(CustomOrderDefinitionImmutable definition, IMaskIndexInt32<string> dynamic_type_index) =>
+         _structure = AlgoStructureSerializer.to_array(definition, dynamic_type_index);

      public AlgoStructureKey(int[] structure) =>
         _structure = structure;

-      public CustomOrderDefinitionImmutable build_def() {
-         int pos = 0;
-         var mdef = new CustomOrderDefinition();
-         _build_def(_structure, ref pos, ref mdef);
-         return new CustomOrderDefinitionImmutable(mdef);
-      }
+      public IReadOnlyList<int> structure => _structure ?? Array.Empty<int>();

-      public bool Equals(AlgoStructureKey other) =>
-         _structure.Length == other._structure.Length &&
-         _structure.SequenceEqual(other._structure);
+      public bool Equals(AlgoStructureKey other) {
+         if (_structure == null) {
+            return other._structure == null;
+         } else {
+            /// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
+            return other._structure != null && _structure.Length == other._structure.Length && _structure.SequenceEqual(other._structure);
+         }
+      }

      public override bool Equals(object obj) =>
         obj is AlgoStructureKey other && Equals(other);

      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(_structure);
+         _structure == null ? 0 : EqualityComparer.aggregate_hash(_structure);

      public static bool operator ==(AlgoStructureKey a, AlgoStructureKey b) => a.Equals(b);
      public static bool operator !=(AlgoStructureKey a, AlgoStructureKey b) => !a.Equals(b);
+   }

-      static void _build_structure(CustomOrderDefinitionImmutable definition, ref int[] structure, int pos) =>
-         _build_structure(definition.CloneToMutable(), ref structure, pos);
+   static class AlgoStructureSerializer {
+      const int
+         _dynamic_mask = 1 << 31,
+         _child_mask_offset = 30;

-      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, int pos) {
-         var cad = OrderDataHelper.get_child_algo_data(algo);
-         for (int di = 0; di < cad.Count; di++) {
-            if (cad[di].get_child(algo) is CustomOrderDefinition child_algo) { 
-               ArrayHelper.ensure_capacity(ref structure, pos + 1);
-               int del_mask = 1 << (31 - di);
-               structure[pos++] = (int)child_algo.CustomCase | del_mask;
-               _build_structure(child_algo, ref structure, pos);
-               break;
-            }
-         }
-         ArrayHelper.trim(ref structure, pos);
+      public static CustomOrderDefinitionImmutable build_algoi(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure_key.structure, dynamic_helper);
+
+      public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure_key.structure, dynamic_helper);
+
+      public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
+         structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
+
+      public static AlgoStructureKey structure_key(int dynamic_type) =>
+         new AlgoStructureKey(new[] { dynamic_type | _dynamic_mask });
+
+      public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         new AlgoStructureKey(to_array(algo, dynamic_type_index));
+
+      public static AlgoStructureKey structure_key(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         new AlgoStructureKey(to_array(algo, dynamic_type_index));
+
+      public static int[] to_array(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         to_array(algo.CloneToMutable(), dynamic_type_index);
+
+      public static int[] to_array(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) {
+         int[] s = new[] { (int)algo.CustomCase };
+         _build_structure(algo, ref s, dynamic_type_index);
+         return s;
      }

-      static void _build_def(int[] structure, ref int pos, ref CustomOrderDefinition algo) {
-         for (int i = pos; i < structure.Length; i++) {
+      public static CustomOrderDefinitionImmutable from_array(int[] structure, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure, dynamic_helper);
+
+      public static CustomOrderDefinitionImmutable parsei(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) =>
+         new CustomOrderDefinitionImmutable(parse(structure, dynamic_helper));
+
+      public static CustomOrderDefinition parse(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) {
+         if (structure == null || structure.Count == 0)
+            return new CustomOrderDefinition();
+         int pos = 1;
+         var mdef = OrderDataHelper.create_algo((CustomOrderDefinition.CustomOneofCase)structure[0]);
+         _build_def(structure, ref pos, ref mdef, dynamic_helper);
+         return mdef;
+      }
+
+      public static AlgoID to_algo_id(AlgoStructureKey key, IMaskIndexInt32<string> dynamic_type_index) {
+         if (key.structure.Count == 0)
+            return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
+         int i = key.structure[0];
+         return BitHelper.remove_flags(ref i, _dynamic_mask) ? new AlgoID(dynamic_type_index.from_int(i)) : new AlgoID((CustomOrderDefinition.CustomOneofCase)i);
+      }
+
+      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
+         if (structure == null || structure.Length == 0)
+            structure = new int[1];
+         structure[0] = (int)algo.CustomCase;
+         int p = 1;
+         _build_structure(algo, ref structure, ref p, dynamic_type_index);
+         ArrayHelper.trim(ref structure, p);
+      }
+
+      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, ref int pos, IMaskIndexInt32<string> dynamic_type_index) {
+         IEnumerable<(CustomOrderDefinition child_algo, int field_pos)> children;
+         if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            ArrayHelper.ensure_capacity(ref structure, pos + 1);
+            structure[pos++] = dynamic_type_index.to_int(algo.Dynamic.DynamicOrderType) | _dynamic_mask;
+            children = algo.Dynamic.OrderParams.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef).Select((kv, i) => (kv.Value.AsOrderDef, i));
+         } else {
            var cad = OrderDataHelper.get_child_algo_data(algo);
-            for (int di = 0; di < cad.Count; di++) {
-               int mask = 1 << (31 - di);
-               if ((structure[i] & mask) == mask) {
-                  var type = (CustomOrderDefinition.CustomOneofCase)(structure[i] ^ mask);
-                  var child_algo = OrderDataHelper.Defaults.CustomOrderDefinition(type);
-                  pos++;
-                  _build_def(structure, ref pos, ref child_algo);
-                  cad[di].assign_child(algo, child_algo);
+            children = cad.Select((c, i) => (c.get_child(algo), i));
+            children = children.Where(c => c.child_algo != null);
+         }
+         foreach ((var child, int field_pos) in children) {
+            ArrayHelper.ensure_capacity(ref structure, pos + 1);
+            structure[pos++] = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.to_int(child.CustomCase) | _child_algo_mask(field_pos);
+            _build_structure(child, ref structure, ref pos, dynamic_type_index);
+         }
+      }
+
+      /// <summary>
+      /// Gets a mask for a particular child-algo field of a particular algo definition.
+      /// </summary>
+      /// <param name="field_pos">The index wrt the deterministic enumeration of child algos for a particular definition (e.g., Hedge = 0, Child = 1).</param>
+      static int _child_algo_mask(int field_pos) => 1 << (_child_mask_offset - field_pos);
+
+      static void _build_def(IReadOnlyList<int> structure, ref int pos, ref CustomOrderDefinition algo, DynamicOrderHelper dynamic_helper) {
+         var local_algo = algo;
+         IEnumerable<(Action<CustomOrderDefinition> assign_child, int field_pos)> children;
+         if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            var dyn_def = algo.Dynamic;
+            dyn_def.DynamicOrderType = dynamic_helper.dynamic_type_index.from_int(structure[pos++] ^ _dynamic_mask);
+            dynamic_helper.add_dynamic_params(ref dyn_def);
+            children = dyn_def.OrderParams
+               .Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
+               .Select((kv, i) => (new Action<CustomOrderDefinition>(child_algo => kv.Value.AsOrderDef = child_algo), i));
+         } else {
+            children = OrderDataHelper.get_child_algo_data(algo)
+               .Select((c, i) => (new Action<CustomOrderDefinition>(child_algo => c.assign_child(local_algo, child_algo)), i));
+         }
+         using (var children_en = children.GetEnumerator()) {
+            while (pos < structure.Count && children_en.MoveNext()) {
+               (var assign_child, int field_pos) = children_en.Current;
+               int mask = _child_algo_mask(field_pos);
+               if ((structure[pos] & mask) == mask) {
+                  var type = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.from_int(structure[pos++] ^ mask);
+                  var child_algo = OrderDataHelper.create_algo(type);
+                  _build_def(structure, ref pos, ref child_algo, dynamic_helper);
+                  assign_child(child_algo);
               }
            }
         }
@@ -1,5 +1,4 @@
 using bts;
-using bts.api;
 using bts.api.core;
 using bts.api.orderman;
 using bts.persist.algo;
@@ -110,38 +109,24 @@ namespace mbts.spark {
      public void Dispose() =>
         Disposable.dispose(ref _dispose);

-      async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) {
-         if (_try_get_user(out uint user_id)) {
-            return await _create_definition(definition, user_id);
-         } else {
-            _report_no_user_id(ActionMetadata.CreateDefinition);
-         }
-         return null;
-      }
+      async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) =>
+         await _create_definition(definition, _admin_model.user.id);

      async Task<AlgoTemplateData?> _create_template(AlgoTemplateImmutable template) {
-         if (_try_get_user(out uint user_id)) {
-            var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
-               new TemplateCreateRequest { UserId = user_id, NewTemplate = template.CloneToMutable() }),
-               r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
-            if (success)
-               return _Utils.template_data(value.Record);
-         } else {
-            _report_no_user_id(ActionMetadata.CreateTemplate);
-         }
+         var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
+            new TemplateCreateRequest { UserId = _admin_model.user.id, NewTemplate = template.CloneToMutable() }),
+            r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
+         if (success)
+            return _Utils.template_data(value.Record);
         return null;
      }

      async Task<AlgoTemplateData?> _update_template(AlgoTemplateRecordImmutable template) {
-         if (_try_get_user(out uint user_id)) {
-            var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
-               new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
-               r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
-            if (success)
-               return _Utils.template_data(template);
-         } else {
-            _report_no_user_id(ActionMetadata.UpdateTemplate);
-         }
+         var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
+            new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
+            r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
+         if (success)
+            return _Utils.template_data(template);
         return null;
      }

@@ -175,17 +160,6 @@ namespace mbts.spark {
      void _report_no_user_id(string desc) =>
         _error_reporter.report_error($"{desc} failed: did not find current user id");

-      bool _try_get_user(out uint id) {
-         var user = _admin_model.get_current_user();
-         if (user.HasValue) {
-            id = user.Value.id;
-            return true;
-         } else {
-            id = 0;
-            return false;
-         }
-      }
-
      // used for error handling/reporting
      interface IActionMetadata {
         string desc { get; }
@@ -1,14 +1,11 @@
 using bts;
-using bts.api;
 using bts.api.core;
 using bts.api.orderman.algo;
 using bts.persist.algo;
 using bts.spark;
-using mbts.spark.utilities;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;

@@ -27,7 +24,12 @@ namespace mbts.spark {
         _admin_model = admin_model;
         _error_reporter = error_reporter;
         this.ui_configuration = ui_configuration;
-         definitions = service.subscribei_algo_definitions().Filter(r => r.Metadata.IsActive).SelectKeyValue(_definition_data, d => d.key).Table().Cache();
+         definitions =
+            service.subscribei_algo_definitions()
+            .Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
+            .SelectKeyValue(_definition_data, d => d.key)
+            .Table()
+            .Cache();
      }

      public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
@@ -39,15 +41,11 @@ namespace mbts.spark {
         Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));

      public async Task<AlgoData?> save_definition(AlgoData definition_data) {
-         if (_try_get_user(out uint user_id)) {
-            var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
-               _with_key(new AlgoDefinitionUpdateRequest { UserId = user_id, Algo = _template(definition_data) }, definition_data.key)),
-               r => r.Success, r => r.ErrorMessage, "saving template");
-            if (success)
-               return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
-         } else {
-            _report_no_user_id("save template");
-         }
+         var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
+            _with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
+            r => r.Success, r => r.ErrorMessage, "saving template");
+         if (success)
+            return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
         return null;
      }

@@ -105,16 +103,5 @@ namespace mbts.spark {

      void _report_no_user_id(string desc) =>
         _error_reporter.report_error($"{desc} failed: did not find current user id");
-
-      bool _try_get_user(out uint id) {
-         var user = _admin_model.get_current_user();
-         if (user.HasValue) {
-            id = user.Value.id;
-            return true;
-         } else {
-            id = 0;
-            return false;
-         }
-      }
   }
 }
@@ -70,7 +70,7 @@ namespace mbts.spark {
            is_hidden.GetHashCode(),
            abbreviation == null ? 0 : abbreviation.GetHashCode(),
            badge_color?.GetHashCode() ?? 0,
-            EqualityComparer.aggregate_hash_limited(_favorite_templates));
+            _favorite_templates == null ? 0 : EqualityComparer.aggregate_hash_limited(_favorite_templates));

      public static bool operator ==(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => a.Equals(b);
      public static bool operator !=(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => !a.Equals(b);
@@ -1,24 +1,37 @@
 using bts.api.core;
+using bts.api.orderman;
 using bts.utils;
 using mbts.collections;
 using mbts.ui.utilities;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Linq;

 namespace mbts.spark {
   static class AlgoCollectionHelper {
      public static readonly IComparer<AlgoDefinitionVM> algo_definition_vm_comparer =
         new ComparerBuilder<AlgoDefinitionVM>(
-            new [] {
-               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_modes),
+            new[] {
+               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_groups),
               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_names)
            }).to_comparer().to_safe();

+      public static readonly IComparer<AlgoData> algo_data_comparer =
+         new ComparerBuilder<AlgoData>(
+            new[] {
+               Comparer<AlgoData>.Create(_CompareUtils.compare_groups),
+               Comparer<AlgoData>.Create(_CompareUtils.compare_names)
+            }
+         ).to_comparer();
+
+      public static readonly IComparer<AlgoDataVM> algo_data_vm_comparer =
+         algo_data_comparer.wrap<AlgoData, AlgoDataVM>(vm => vm.data);
+
      public static readonly IComparer<IAlgoVM> algo_vm_comparer =
         new ComparerBuilder<IAlgoVM>(
-            new [] {
-               Comparer<IAlgoVM>.Create(_CompareUtils.compare_modes),
+            new[] {
+               Comparer<IAlgoVM>.Create(_CompareUtils.compare_groups),
               Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
            }).to_comparer().to_safe();

@@ -34,29 +47,75 @@ namespace mbts.spark {
         }
      }

-      static class _CompareUtils {
-         public static int compare_modes(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
-            _compare_modes(a.key.mode, b.key.mode);
+      public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
+         foreach (var d in update.removed)
+            target.Remove(d.key);
+         foreach (var d in update.changed) {
+            var vm = target[d.key];
+            if (vm is AlgoVMWrapper wrapper) {
+               wrapper.value.load(d);
+            } else vm.load_from(d.value);
+         }
+         foreach (var d in update.added) {
+            if (target.TryGetValue(d.key, out IAlgoVM def)) {
+               def.load_from(d.value);
+            } else target.Add(d.key, new AlgoVMWrapper(factory(d)));
+         }
+      }

-         public static int compare_modes(IAlgoVM a, IAlgoVM b) =>
-            _compare_modes(a.id.mode, b.id.mode);
+      public static void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
+         algo_param_rows.Select(r => r.param).commit_all();
+
+      public static void commit_all(this IEnumerable<IAlgoParamVM> algo_params) {
+         foreach (var p in algo_params)
+            p.mark_committed();
+      }
+
+      public static void revert_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
+         algo_param_rows.Select(r => r.param).revert_all();
+
+      public static void revert_all(this IEnumerable<IAlgoParamVM> algo_params) {
+         foreach (var p in algo_params)
+            p.revert();
+      }
+
+      public static AlgoDisplayGroup display_group(CustomOrderDefinition.CustomOneofCase order_type) => order_type.is_bts_algo_type() ? AlgoDisplayGroup.BTS : AlgoDisplayGroup.Exchange;
+
+      public static AlgoDisplayGroup display_group(this AlgoKey key) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory: return display_group(key.factory.structure.order_type());
+            case AlgoKey.Mode.Unpersisted:
+            case AlgoKey.Mode.Persisted:
+               return AlgoDisplayGroup.Studio;
+         }
+         return AlgoDisplayGroup.BTS;
+      }
+
+      static class _CompareUtils {
+         static AlgoDisplayGroup[] _sorted_groups = new[] {
+            AlgoDisplayGroup.Exchange,
+            AlgoDisplayGroup.BTS,
+            AlgoDisplayGroup.Studio,
+            AlgoDisplayGroup.API
+         };
+
+         public static int compare_groups(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
+            Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
+
+         public static int compare_groups(AlgoData a, AlgoData b) =>
+            Array.IndexOf(_sorted_groups, a.key.display_group()).CompareTo(Array.IndexOf(_sorted_groups, b.key.display_group()));
+
+         public static int compare_groups(IAlgoVM a, IAlgoVM b) =>
+            Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));

         public static int compare_names(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
            DisplayNameHelper.compare_alpha_numeric(a.name, b.name);

+         public static int compare_names(AlgoData a, AlgoData b) =>
+            DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
+
         public static int compare_names(IAlgoVM a, IAlgoVM b) =>
            DisplayNameHelper.compare_alpha_numeric(a.display_name, b.display_name);
-
-         static int _compare_modes(AlgoKey.Mode a, AlgoKey.Mode b) {
-            // Factory mode is 'lowest', consider all other modes equivalent.
-            if (a == AlgoKey.Mode.Factory) {
-               if (b != AlgoKey.Mode.Factory)
-                  return -1;
-            } else if (b == AlgoKey.Mode.Factory) {
-               return 1;
-            }
-            return 0;
-         }
      }
   }
-}
+}
@@ -78,7 +78,7 @@ namespace mbts.spark {
         _dispose = new System.Reactive.Disposables.CompositeDisposable(
            as_demuxer().subscribe_many(_refresh_on_local_change.execute, nameof(name), nameof(abbreviation), nameof(is_default), nameof(is_favorite)),
            owner.observe_algo_root().Subscribe(r => _algo_root.set(get_algo_root(r))),
-            _algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).RefCount().Subscribe(_ => _refresh_on_local_change.execute()),
+            _algo_root.observe_current(true).SelectManyInSeries(r => r?.subscribe_definition()).Subscribe(_ => _refresh_on_local_change.execute()),
            Disposable.wrap_collection(algo_map.Values)) {
            () => {
               _can_redo.Changed -= on_can_redo_changed;
@@ -1,10 +1,12 @@
 using bts.api.core;
 using bts.api.orderman;
+using bts.collections;
 using bts.proto;
 using bts.utils;
 using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
+using mbts.ui.controls;
 using mbts.ui.controls.color_picker;
 using mbts.ui.shell;
 using mbts.ui.utility;
@@ -25,7 +27,8 @@ namespace mbts.spark {
      None = 0,
      Exchange = 1,
      Spreader = 1 << 1,
-      DefaultPlaceholder = 1 << 2
+      Attachable = 1 << 2,
+      DefaultPlaceholder = 1 << 3
   }

   class AlgoDefinitionVM : DisposableViewModelBase, IAlgoStudioContentVM, IAlgoSelector, IEquatable<AlgoDefinitionVM> {
@@ -46,7 +49,8 @@ namespace mbts.spark {
      readonly DeferrableActionWrapper _refresh_on_local_changes;
      readonly ReactiveThresholdMonitor<AlgoDefinitionTemplateVM> _any_templates_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionTemplateVM>(t => t.observe_is_dirty());
      readonly Property<AlgoFormats> _selected_format;
-      AlgoEditingPermissions _editing_permissions;
+      readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
+
      int? _favorite_index;
      Brush _badge_fill;
      Snapshot? _committed;
@@ -54,29 +58,43 @@ namespace mbts.spark {
      TableUpdateBuffer<AlgoTemplateData, AlgoKey> _template_update_buffer;
      bool _connected;

-      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange) {
-         var rv = new AlgoDefinitionVM(model, data, init_format);
+      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) {
+         var rv = new AlgoDefinitionVM(model, data, init_format, editing_permissions);
         if (connect)
            rv.connect();
         return rv;
      }

      public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
-         new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format);
+         new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format, (AlgoEditingPermissions)int.MaxValue);

-      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format = AlgoFormats.Exchange) {
+      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
         // init core data
         _model = model;
+         _permissions_mask.mask = init_permissions;
+         _permissions_mask.raw = init_permissions;
+         var resources = new CompositeDisposable();
+         if (!model.algo_model.ui_configuration.can_modify_definition_values)
+            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
+         if (!model.algo_model.ui_configuration.can_modify_definition_structure)
+            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
+         else if (model.algo_model.templates_enabled()) {
+            resources.Add(_templates.Subscribe((s, e) => {
+               if (_templates.Count == 0) {
+                  editing_permissions_mask |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
+               } else {
+                  editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
+               }
+            }));
+         }
         key = def_data.key;
         algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
         _template_update_buffer = new TableUpdateBuffer<AlgoTemplateData, AlgoKey>(t => t.key);
         _templates_with_custom = new ObservableAppendCollection<AlgoDefinitionTemplateVM>(templates);
         templates_view = (ListCollectionView)CollectionViewSource.GetDefaultView(_templates_with_custom);
         custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
-         _editing_permissions = _get_permissions();
         _version = new VersionContainer<Snapshot>(_snapshot);
         var conf = _model.algo_model.ui_configuration;
-         var resources = new CompositeDisposable();
         // init backing props
         _name = backing(nameof(name), def_data.name);
         _abbreviation = backing(nameof(abbreviation), string.Empty);
@@ -87,7 +105,7 @@ namespace mbts.spark {
         _is_selected = backing(nameof(is_selected), true);
         _is_dirty = backing(nameof(is_dirty), () => key.mode == AlgoKey.Mode.Unpersisted || !_committed.HasValue || !_committed.Value.Equals(_version.value));
         var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : new AlgoData(def_data.value);
-         _algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data, _editing_permissions)));
+         _algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data)));
         _visible_algo_root = backing<IAlgoVM>(nameof(visible_algo_root));
         _can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
         _can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
@@ -113,28 +131,16 @@ namespace mbts.spark {
                  as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
                  _edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
                  _edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
-                  templates.ObserveSelf().Select(_ => _get_permissions()).DistinctUntilChanged().OnDispatcher().Subscribe(on_editing_permissions),
-                  _algo_root.observe_current(true).SubscribeHookLatest(vm => {
-                     if (vm == null)
-                        return Disposable.empty;
-                     if (vm is ILazyAlgo la) {
-                        bool synced_with_loaded = false;
-                        return vm.subscribe_definition().Subscribe(_ => {
-                           if (la.is_loaded) {
-                              if (!synced_with_loaded) {
-                                 synced_with_loaded = true;
+                  _algo_root.observe_current(true).SubscribeEach(vm =>
+                     vm == null ? null :
+                        Disposable.Create(
+                           vm.subscribe_is_dirty().Subscribe(v => {
+                              if (!v) {
                                 _version.increment_version();
                                 _on_committed_changed();
-                              } else {
-                                 _refresh_on_local_changes.execute();
                              }
-                           } else {
-                              synced_with_loaded = false;
-                           }
-                        });
-                     }
-                     return vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute());
-                  }),
+                           }),
+                           vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
                  ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
                  ObservableAutoWrapper.connect_item_hooks(templates, t => new CompositeDisposable(_any_templates_dirty_monitor.join(t), t), true),
                  Disposable.Create(() => {
@@ -152,16 +158,23 @@ namespace mbts.spark {
                     _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
                     break;
               }
-               resources.Add(_selected_format.observe_current(true).SubscribeHookLatest(f => {
-                  using (_refresh_on_local_changes.defer_execution()) {
-                     var algo_data = model.factory.default_algos(f);
-                     var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(f));
-                     return this.load_algo_data_recursive(algo_data, default_algo);
-                  }
-               }));
+               var permission_src = _permissions_mask.observe_result();
+               resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
+                  .SubscribeEach(t => {
+                     if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
+                        using (_refresh_on_local_changes.defer_execution()) {
+                           var algo_data = model.factory.default_algos(t.fmt);
+                           var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(t.fmt));
+                           return this.load_algo_data_recursive(algo_data, default_algo);
+                        }
+                     }
+                     return Disposable.empty;
+                  }));
+               resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
+               resources.Add(this.connect_data(permission_src));
               resources.Add(this.connect_data(Observable.Return(model)));
+               resources.Add(_algo_root.Subscribe(_ => RaisePropertyChanged(nameof(IAlgoSelector.selected_algo), nameof(IAlgoParamVM.value), nameof(group))));
               _dispose = resources;
-               on_editing_permissions(_get_permissions());
               await algo_root.load_from_async(def_data.value);
               _version.increment_version();
               _edit_stack.reset(_version.value);
@@ -169,11 +182,6 @@ namespace mbts.spark {
            }
         }
         // local methods
-         void on_editing_permissions(AlgoEditingPermissions eps) {
-            _editing_permissions = eps;
-            foreach (var vm in algo_roots)
-               vm.set_permissions(eps);
-         }
         void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
         void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
         void on_local_changed() {
@@ -194,6 +202,7 @@ namespace mbts.spark {
      public string name { get => _name.Value; set => _name.set(value); }
      public string abbreviation { get => _abbreviation.Value; set => _abbreviation.set(value); }
      public ObservableCollection<IAlgoVM> algo_roots => _algo_roots;
+      public IDictionary<AlgoKey, IAlgoVM> algo_roots_index => _algo_roots;
      public IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
      public IAlgoVM algo_root { get => _algo_root.Value; set => _algo_root.set(value); }
      public IAlgoVM visible_algo_root => _visible_algo_root.Value;
@@ -210,6 +219,20 @@ namespace mbts.spark {
      public bool is_selected { get => _is_selected.Value; set => _is_selected.set(value); }
      public bool is_dirty => _is_dirty.Value;
      public bool is_factory_definition => key.mode == AlgoKey.Mode.Factory;
+      public AlgoDisplayGroup group {
+         get {
+            switch (key.mode) {
+               case AlgoKey.Mode.Factory:
+                  if (algo_root != null)
+                     return algo_root.group;
+                  break;
+               case AlgoKey.Mode.Unpersisted:
+               case AlgoKey.Mode.Persisted:
+                  return AlgoDisplayGroup.Studio;
+            }
+            return AlgoDisplayGroup.BTS;
+         }
+      }
      public bool can_redo => _can_redo.Value;
      public bool can_undo => _can_undo.Value;
      public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
@@ -230,13 +253,51 @@ namespace mbts.spark {
      // visual states
      public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
      public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
+      // editing permissions
+      public AlgoEditingPermissions editing_permissions_mask { get => _permissions_mask.mask; set => _permissions_mask.mask = value; }
+      public AlgoEditingPermissions editing_permissions => _permissions_mask.result;

      #region IAlgoSelector
-      event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed { add => algo_root_changed += value; remove => algo_root_changed -= value; }
+      event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed {
+         add => algo_root_changed += value;
+         remove => algo_root_changed -= value;
+      }
+      event PropertyChange<IAlgoVM> IAlgoParamVM<IAlgoVM>.value_changed {
+         add => algo_root_changed += value;
+         remove => algo_root_changed -= value;
+      }
+      event PropertyChange<AlgoParamPermissions> IAlgoParamVM.permissions_changed { add { } remove { } }
+      event Action<bool> IAlgoParamVM.is_dirty_changed { add { } remove { } }
+
+      string IAlgoParamVM.id => key.ToString();
+      string IAlgoParamVM.display_name => "Algo";
+
      ObservableKeyedCollection<IAlgoVM, AlgoKey> IAlgoSelector.algos => _algo_roots;
-      IAlgoVM IAlgoSelector.selected_algo { get => algo_root; set => algo_root = value; }
+      IAlgoVM IAlgoSelector.selected_algo {
+         get => algo_root;
+         set => algo_root = value;
+      }
+      IAlgoVM IAlgoParamVM<IAlgoVM>.value {
+         get => algo_root;
+         set => algo_root = value;
+      }
+      bool IAlgoParamVM.has_value => _algo_root != null;
+      bool IAlgoParamVM.is_enabled { get; set; } = true;
+      object IAlgoParamVM.value {
+         get => algo_root;
+         set => algo_root = (IAlgoVM)value;
+      }
+      AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
+      AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }
+
      void IAlgoSelector.load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) =>
-      _load_algo_data(algo_data, default_algo);
+         _load_algo_data(algo_data, default_algo);
+
+      void IAlgoParamVM.revert() { }
+      void IAlgoParamVM.mark_committed() { }
+
+      IObservable<IAlgoVM> IAlgoSelector.subscribe_selected_algo() =>
+         this.observe_algo_root();
      #endregion

      #region IObserver (algo data...)
@@ -248,7 +309,7 @@ namespace mbts.spark {

      void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
         var orig_algo = algo_root?.id;
-         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, _editing_permissions, true));
+         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, is_expanded: true));
         if (!try_select(orig_algo) && !try_select(default_algo))
            algo_root = algo_roots.FirstOrDefault();
         //
@@ -298,6 +359,47 @@ namespace mbts.spark {

      public IDisposable buffer_updates() => _template_update_buffer.buffer_updates();

+      public void load_def(CustomOrderDefinitionImmutable def) {
+         var key = OrderDataHelper.get_shallow_factory_key(def);
+         if (algo_root?.id == key) {
+            algo_root.load_from(def);
+         } else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
+            vm.load_from(def);
+            algo_root = vm;
+         } else {
+            algo_roots.Add(vm = _mk_algo_root(def));
+            algo_root = vm;
+         }
+      }
+
+      public void load_many(IEnumerable<CustomOrderDefinitionImmutable> defs) {
+         /// don't load composite algos; we don't support recursive composites (<see cref="OrderUtils.actual(CustomOrderDefinitionImmutable)"/>)
+         if (defs is IList<CustomOrderDefinitionImmutable> def_list) {
+            def_list = def_list.WrapSelector(d => d.actual(), null);
+         } else {
+            def_list = defs.Select(d => d.actual()).ToList();
+         }
+         switch (def_list.Count) {
+            case 0: algo_root = null; break;
+            case 1: load_def(def_list[0]); break;
+            default:
+               var def = def_list[0];
+               var key = OrderDataHelper.get_shallow_factory_key(def);
+               if (algo_root?.id == key) {
+                  algo_root.load_many(def_list);
+               } else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
+                  vm.load_many(def_list);
+                  algo_root = vm;
+               } else {
+                  OrderTypeVMFactory.create(key, def.display_name(), def.CustomCase, is_expanded: true);
+                  algo_roots.Add(vm = _mk_algo_root(def));
+                  vm.load_many(def_list);
+                  algo_root = vm;
+               }
+               break;
+         }
+      }
+
      public void load(AlgoData data) {
         _assert_can_load(data.key);
         if (algo_root != null)
@@ -309,7 +411,7 @@ namespace mbts.spark {

      // pass a copy of the persisted state - rather than use local values - because if something goes wrong, it is better to be in sync with data fresh from the server/api.
      public AlgoDefinitionVM to_persisted(AlgoData def) =>
-         new AlgoDefinitionVM(_model, def);
+         new AlgoDefinitionVM(_model, def, selected_format, editing_permissions_mask);

      public AlgoData create_algo_def() =>
         new AlgoData(algo_root.definition, name, key);
@@ -322,16 +424,6 @@ namespace mbts.spark {
      public override int GetHashCode() => key.GetHashCode();
      public override string ToString() => algo_root == null ? $"!:{name}" : $"{algo_root.order_type}:{name}";

-      AlgoEditingPermissions _get_permissions() {
-         var permissions = AlgoEditingPermissions.None;
-         if (_model.algo_model.ui_configuration.can_modify_definition_values) {
-            permissions |= AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues;
-         }
-         if (_model.algo_model.ui_configuration.can_modify_definition_structure || (_model.algo_model.templates_enabled() && _templates.Count == 0))
-            permissions |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
-         return permissions;
-      }
-
      void _assert_can_load(AlgoKey data_key) {
         if (key.mode != data_key.mode)
            throw new InvalidOperationException($"{typeof(AlgoDefinitionVM)} '{nameof(key)}.{nameof(AlgoKey.mode)}' must be {data_key.mode} (actually {key.mode}), to load specified data.");
@@ -359,10 +451,14 @@ namespace mbts.spark {
         _committed = _version.value;
         _is_dirty.refresh();
         _refresh_undo_redo();
+         RaisePropertyChanged(nameof(committed_value), nameof(current_value));
      }

+      public Snapshot? committed_value => _committed;
+      public Snapshot current_value => _version.value;
+
      IAlgoVM _mk_algo_root(CustomOrderDefinitionImmutable definition) =>
-         OrderTypeVMFactory.create(new AlgoData(definition), editing_permissions: _editing_permissions, true);
+         OrderTypeVMFactory.create(new AlgoData(definition), is_expanded: true);

      void _on_metadata(AlgoDefinitionMetadata metadata) {
         using (_refresh_on_local_changes.supress_execution()) {
@@ -463,5 +559,17 @@ namespace mbts.spark {
         public static bool operator ==(Snapshot a, Snapshot b) => a.Equals(b);
         public static bool operator !=(Snapshot a, Snapshot b) => !a.Equals(b);
      }
+
+      struct SnapshotTemplateEqualityComparer : IEqualityComparer<Snapshot> {
+         public bool Equals(Snapshot x, Snapshot y) =>
+            x.abbreviation == y.abbreviation &&
+            x.custom_badge_color == y.custom_badge_color &&
+            x.format == y.format &&
+            x.data.key == y.data.key &&
+            x.data.name == y.data.name &&
+            x.data.value.Equals(y.data.value);
+
+         public int GetHashCode(Snapshot obj) => throw new NotImplementedException();
+      }
   }
 }
@@ -0,0 +1,99 @@
+using bts.utils;
+using mbts.collections;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System;
+using System.ComponentModel;
+using System.Windows.Input;
+
+namespace mbts.spark {
+   class AlgoParamRowVM : DisposableViewModelBase, DIYGrid.IRowVM, IEditableObject, ITemplateSelectorKey, IEquatable<AlgoParamRowVM> {
+      bool _is_enabled;
+      string _template_key;
+      ICommand _set_value_cmd;
+
+      public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
+         this.param = param;
+         this.algo = algo;
+         this.parent = parent;
+         _template_key = template_key;
+         param.permissions_changed += on_permissions_changed;
+         _dispose = Disposable.Create(() => param.permissions_changed -= on_permissions_changed);
+         void on_permissions_changed(AlgoParamPermissions oldval, AlgoParamPermissions newval) => RaisePropertyChanged(nameof(permissions));
+      }
+
+      public event Action invalidated;
+
+      public IAlgoVM algo { get; set; }
+      public IAlgoParamVM param { get; }
+      public AlgoParamPermissions permissions => param.permissions;
+      public AlgoParamRowVM parent { get; }
+      public int level => parent == null ? 0 : parent.level + 1;
+      public string path_disambiguation {
+         get {
+            if (parent == null)
+               return string.Empty;
+            string pd = parent.path_disambiguation;
+            if (parent.algo.order_type == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Cover) {
+               if (pd.Length > 0)
+                  pd += ".";
+               pd += parent.param.display_name;
+            }
+            return pd;
+         }
+      }
+      public bool is_enabled { get => _is_enabled; set => Set(ref _is_enabled, value); }
+      public ICommand set_value_cmd {
+         get {
+            if (_set_value_cmd == null) {
+               var cmd = new DelegateCommand(v => {
+                  var orig_val = param.value;
+                  try {
+                     param.value = v;
+                  } catch (InvalidCastException) {
+                     param.value = orig_val;
+                  }
+               }, _ => param.permissions == AlgoParamPermissions.ReadWrite);
+               concated_disposable(param.subscribe_permissions().Subscribe(_ => cmd.RaiseCanExecuteChanged()));
+               _set_value_cmd = cmd;
+            }
+            return _set_value_cmd;
+         }
+      }
+      string ITemplateSelectorKey.key => _template_key;
+
+      public void raise_invalidated() => invalidated?.Invoke();
+
+      public bool Equals(AlgoParamRowVM other) =>
+         other != null &&
+         param.id == other.param.id &&
+         parent.safe_equals(other.parent);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as AlgoParamRowVM);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(param.id.GetHashCode(), parent?.GetHashCode() ?? 0);
+
+      #region IEditableObject
+      object _committed_value;
+      void IEditableObject.BeginEdit() => _committed_value = param.value;
+      void IEditableObject.EndEdit() => _committed_value = null;
+      void IEditableObject.CancelEdit() {
+         if (_committed_value != null)
+            param.value = _committed_value;
+         _committed_value = null;
+      }
+      #endregion
+   }
+
+   class AlgoSelectorParamRowVM : AlgoParamRowVM {
+      readonly IAlgoSelector _selector;
+
+      public AlgoSelectorParamRowVM(IAlgoVM algo_vm, IAlgoSelector selector, AlgoParamRowVM parent) : base(algo_vm, selector, parent) =>
+         _selector = selector;
+
+      public ObservableKeyedCollection<IAlgoVM, AlgoKey> algos => _selector.algos;
+   }
+}
@@ -54,7 +54,7 @@ namespace mbts.spark {
         _model = model;
         _selected_definition = backing<AlgoDefinitionVM>(nameof(selected_definition));
         _selected_template = backing<AlgoDefinitionTemplateVM>(nameof(selected_template));
-         _editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).RefCount().OnDispatcher());
+         _editable_content = backing(nameof(editable_content), observe_selected().SelectManyInSeries(tup => tup.template?.observe_algo_root() ?? tup.definition?.observe_algo_root()).OnDispatcher());
         _definitions_update_buffer = new TableUpdateBuffer<AlgoData, AlgoKey>(def => def.key);
         _definitions_view = new ListCollectionView<AlgoDefinitionVM>(definitions) {
            CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
@@ -77,7 +77,7 @@ namespace mbts.spark {
               definitions_view.Refresh();
            }),
            ObservableAutoWrapper.connect(observe_selected().Select(t => t.template?.edit_pane_visual_states ?? t.definition?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
-            observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).RefCount().OnDispatcher()
+            observe_selected().SelectManyInSeries(t => t.template?.observe_is_dirty() ?? t.definition?.subscribe_is_definition_or_any_templates_dirty() ?? Observable.Return(false)).OnDispatcher()
            .Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
               _save_cmd_tooltip.refresh();
               _revert_cmd_tooltip.refresh();
@@ -0,0 +1,215 @@
+using bts.api;
+using bts.api.orderman;
+using bts.collections;
+using bts.spark;
+using mbts.spark.utilities;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Reactive.Disposables;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows.Input;
+
+namespace mbts.spark {
+   class AlgoVMWrapper : DisposableViewModelBase, IAlgoVM,
+      IObserver<SecurityMD?>,
+      IObserver<SecurityImmutable?>,
+      IObserver<OrdersModel>,
+      IObserver<AlgoEditingPermissions> {
+      static readonly HashSet<string>
+         _algo_root_echo_props = new HashSet<string> {
+            nameof(is_expanded),
+            nameof(editing_permissions),
+            nameof(definition),
+            nameof(display_name)
+         };
+      static readonly IReadOnlyDictionary<string, string>
+         _value_echo_props = new Dictionary<string, string> {
+            { nameof(AlgoDefinitionVM.name), nameof(display_name) },
+            { nameof(AlgoDefinitionVM.abbreviation), nameof(abbreviation) },
+            { nameof(AlgoDefinitionVM.badge_fill), nameof(meta) }
+         };
+      readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
+      readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
+      readonly DisposableContainer _value_hooks = new DisposableContainer();
+      Action _definition_changed = () => { };
+      _ObservedData? _data_cache;
+      AlgoDefinitionVM _value;
+
+      public AlgoVMWrapper(AlgoDefinitionVM algo_definition_vm) {
+         value = algo_definition_vm;
+         _dispose = new CompositeDisposable(_value_hooks) {
+            _child_algo_selectors.clear_collections,
+            _algo_params.clear_collections,
+            () => _value?.Dispose()
+         };
+      }
+
+      public event Action definition_changed { add => _definition_changed += value; remove => _definition_changed -= value; }
+
+      public AlgoDefinitionVM value {
+         get => _value;
+         set {
+            if (_value != value) {
+               _value?.Dispose();
+               _value = value;
+               _value_hooks.replace(_set_hooks(value));
+               RaisePropertyChanged(nameof(value));
+            }
+         }
+      }
+      public AlgoKey id => _value.key;
+      public CustomOrderDefinition.CustomOneofCase order_type => _algo_root?.order_type ?? CustomOrderDefinition.CustomOneofCase.None;
+      public OrderMetadata meta {
+         get {
+            if (_value != null) {
+               if (_value.custom_badge_color.enabled)
+                  return new OrderMetadata { Color = value.custom_badge_color.value.rgb_color(), KeyBinding = value.abbreviation.if_null_or_empty(value.name) };
+               else if (_value.algo_root != null)
+                  return _value.algo_root.meta;
+            }
+            return OrderDataHelper.get_metadata(order_type);
+         }
+      }
+      public AlgoEditingPermissions editing_permissions => _value?.editing_permissions ?? AlgoEditingPermissions.None;
+      public bool can_expand => _algo_root?.can_expand ?? false;
+      public bool is_expanded {
+         get => _value.algo_root?.is_expanded ?? false;
+         set {
+            if (_value != null)
+               _value.is_expanded = value;
+         }
+      }
+      public string display_name => _value?.name ?? string.Empty;
+      public string abbreviation => _value?.abbreviation;
+      public AlgoDisplayGroup group => _value?.group ?? AlgoDisplayGroup.BTS;
+      public CustomOrderDefinitionImmutable definition => _algo_root?.definition ?? new CustomOrderDefinitionImmutable(new CustomOrderDefinition());
+      public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
+      [EditorBrowsable(EditorBrowsableState.Never)]
+      public ObservableCollection<IAlgoSelector> child_algo_selectors_view {
+         get {
+            _value?.algo_root?.ensure_init();
+            return _child_algo_selectors;
+         }
+      }
+      public IReadOnlyObservableCollection<IAlgoParamVM> algo_params => _algo_params;
+      [EditorBrowsable(EditorBrowsableState.Never)]
+      public dynamic children_vm => _algo_root?.children_vm;
+
+      IAlgoVM _algo_root => _value?.algo_root;
+
+      public void assign_to(CustomOrderDefinition value) => _algo_root?.assign_to(value);
+      public bool key_match(KeyEventArgs e) => _algo_root?.key_match(e) ?? false;
+      public void load_from(CustomOrderDefinitionImmutable value) => _algo_root?.load_from(value);
+      public void load_many(IEnumerable<CustomOrderDefinitionImmutable> values) => _algo_root?.load_many(values);
+      public Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition) => _algo_root is IAlgoVM vm ? vm.load_from_async(definition) : Task.FromResult<CustomOrderDefinitionImmutable?>(null);
+      void IAlgoVM.ensure_init() => _value?.algo_root?.ensure_init();
+
+      IDisposable _set_hooks(AlgoDefinitionVM vm) {
+         var algo_root_subs = new DisposableContainer();
+         vm.PropertyChanged += on_value_prop_changed;
+         return new CompositeDisposable(
+            vm.observe_algo_root().Subscribe(r => {
+               algo_root_subs.replace(null);
+               _child_algo_selectors.clear_collections();
+               _algo_params.clear_collections();
+               if (r != null) {
+                  if (_data_cache.HasValue) {
+                     _data_cache.Value.forward_to(r);
+                  }
+                  _child_algo_selectors.add_collection(r.child_algo_selectors);
+                  _algo_params.add_collection(r.algo_params);
+                  ((INotifyPropertyChanged)r).PropertyChanged += on_algo_root_prop_changed;
+                  algo_root_subs.replace(new CompositeDisposable(
+                     r.subscribe_definition().Subscribe(_ => _definition_changed?.Invoke())) {
+                     () => ((INotifyPropertyChanged)r).PropertyChanged -= on_algo_root_prop_changed
+                  });
+               }
+               RaisePropertyChanged(nameof(group));
+            }),
+            algo_root_subs) {
+            () => vm.PropertyChanged -= on_value_prop_changed
+         };
+         void on_algo_root_prop_changed(object sender, PropertyChangedEventArgs e) {
+            if (_algo_root_echo_props.Contains(e.PropertyName))
+               RaisePropertyChanged(e.PropertyName);
+         }
+         void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
+            if (_value_echo_props.TryGetValue(e.PropertyName, out string wrapper_prop))
+               RaisePropertyChanged(wrapper_prop);
+         }
+      }
+
+      // permissions
+      void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(value, default, default, default);
+         (_algo_root as IObserver<AlgoEditingPermissions>)?.OnNext(value);
+      }
+      void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
+      void IObserver<AlgoEditingPermissions>.OnCompleted() { }
+      // model
+      void IObserver<OrdersModel>.OnNext(OrdersModel value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, value, default, default);
+         (_algo_root as IObserver<OrdersModel>)?.OnNext(value);
+      }
+      void IObserver<OrdersModel>.OnError(Exception error) { }
+      void IObserver<OrdersModel>.OnCompleted() { }
+      // security
+      void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, value, default);
+         (_algo_root as IObserver<SecurityImmutable?>)?.OnNext(value);
+      }
+      void IObserver<SecurityImmutable?>.OnError(Exception error) { }
+      void IObserver<SecurityImmutable?>.OnCompleted() { }
+      // security md
+      void IObserver<SecurityMD?>.OnNext(SecurityMD? value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, default, value);
+         (_algo_root as IObserver<SecurityMD?>)?.OnNext(value);
+      }
+      void IObserver<SecurityMD?>.OnError(Exception error) { }
+      void IObserver<SecurityMD?>.OnCompleted() { }
+
+      struct _ObservedData {
+         public readonly AlgoEditingPermissions permissions;
+         public readonly OrdersModel model;
+         public readonly SecurityImmutable? security;
+         public readonly SecurityMD? security_md;
+
+         public _ObservedData(AlgoEditingPermissions permissions, OrdersModel model, SecurityImmutable? security, SecurityMD? security_md) {
+            this.permissions = permissions;
+            this.model = model;
+            this.security = security;
+            this.security_md = security_md;
+         }
+
+         public void forward_to(IAlgoVM recipient) {
+            (recipient as IObserver<AlgoEditingPermissions>)?.OnNext(permissions);
+            if (model != null)
+               (recipient as IObserver<OrdersModel>)?.OnNext(model);
+            if (security_md.HasValue)
+               (recipient as IObserver<SecurityMD?>)?.OnNext(security_md);
+            if (security.HasValue)
+               (recipient as IObserver<SecurityImmutable?>)?.OnNext(security);
+         }
+
+         public _ObservedData with(AlgoEditingPermissions? permissions) =>
+            new _ObservedData(permissions ?? this.permissions, model, security, security_md);
+
+         public _ObservedData with(OrdersModel model) =>
+            new _ObservedData(permissions, model, security, security_md);
+
+         public _ObservedData with(SecurityImmutable? security) =>
+            new _ObservedData(permissions, model, security, security_md);
+
+         public _ObservedData with(SecurityMD? security_md) =>
+            new _ObservedData(permissions, model, security, security_md);
+      }
+   }
+}
@@ -0,0 +1,622 @@
+<UserControl
+  x:Name="me"
+  x:Class="mbts.ui.spark.AlgoEditorGridView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Resources/DataGrid.xaml"/>
+        <ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <!--Primitive Constants-->
+      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
+      <sys:Double x:Key="HorizontalPush2">8</sys:Double>
+      <sys:Double x:Key="HorizontalPush3">12</sys:Double>
+      <sys:Double x:Key="VerticalPush1">4</sys:Double>
+      <sys:Double x:Key="VerticalPush2">8</sys:Double>
+      <sys:Double x:Key="VerticalPush3">12</sys:Double>
+      <sys:String x:Key="NonUniformValueText">-</sys:String>
+      <Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
+      <Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
+      <Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
+      <Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
+      <Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
+      <Thickness x:Key="ComboBox.CellPadding" Top="2" Bottom="2"/>
+      <!--Converters-->
+      <uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
+      <cv:TimeConverter x:Key="TimeConverter"/>
+      <cv:GridLengthConverter x:Key="GridLengthPixelConverter" Multiplier="18" UnitType="Pixel"/>
+      <cv:EnumItemsSourceConverter x:Key="EnumItemsSourceConverter"/>
+      <cv:NullSubstitutionConverterWrapper x:Key="SimpleValueTextConverter" ValueForNull="{StaticResource NonUniformValueText}"/>
+      <cv:NullSubstitutionConverterWrapper x:Key="NullableEnumDescriptionConverter" Converter="{StaticResource EnumDescriptionConverter}" ValueForNull="{StaticResource NonUniformValueText}"/>
+      <cv:NullSubstitutionConverterWrapper x:Key="QuantityMeasureTextConverter" Converter="{x:Static cv:ValueConverters.QuantityMeasureTextConverter}" ValueForNull="{StaticResource NonUniformValueText}"/>
+      <cv:DoubleTextConverter x:Key="DoubleTextConverter" NaNText="{StaticResource NonUniformValueText}"/>
+      <cv:ValueSubstitutionConverterWrapper x:Key="StringTextConverter">
+        <cv:KeyValue Key="{x:Null}" Value="{StaticResource NonUniformValueText}"/>
+        <cv:KeyValue Key="{x:Static sys:String.Empty}" Value="{StaticResource NonUniformValueText}"/>
+      </cv:ValueSubstitutionConverterWrapper>
+      <cv:EnumHasFlagsConverter x:Key="ParamPermissionsToIsReadOnlyConverter">
+        <sp:AlgoParamPermissions>None</sp:AlgoParamPermissions>
+        <sp:AlgoParamPermissions>ReadOnly</sp:AlgoParamPermissions>
+      </cv:EnumHasFlagsConverter>
+      <!--Default Styles-->
+      <Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
+        <Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
+      </Style>
+      <!--Common Templates-->
+      <DataTemplate x:Key="AlgoVMItemTemplate">
+        <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
+      </DataTemplate>
+
+      <DataTemplate x:Key="ExecutionStrategyTemplate">
+        <TextBlock>
+          <Hyperlink Click="_on_execution_strategy_toggle_click">
+            Show Strategy Params
+          </Hyperlink>
+        </TextBlock>
+      </DataTemplate>
+
+      <DataTemplate x:Key="IndentedParamNameAndBadgeCellTemplate">
+        <Grid>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="{Binding level, Converter={StaticResource GridLengthPixelConverter}}"/>
+            <ColumnDefinition Width="*"/>
+          </Grid.ColumnDefinitions>
+          <usp:OrderTypeItem Grid.Column="1" Focusable="False" IsTabStop="False" BadgeFill="{Binding Path='(sp:AlgoParamRowVM.algo).(sp:IAlgoVM.meta).Color', Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding Path='param.(sp:IAlgoParamVM.display_name)'}"/>
+        </Grid>
+      </DataTemplate>
+
+      <DataTemplate x:Key="NullableEnumDescriptionTemplate">
+        <TextBlock Text="{Binding Converter={StaticResource NullableEnumDescriptionConverter}}"/>
+      </DataTemplate>
+
+      <DataTemplate x:Key="ParamNameAndDisambiguationCellTemplate">
+        <StackPanel Orientation="Horizontal">
+          <TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
+          <TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
+          <TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+        </StackPanel>
+        <DataTemplate.Triggers>
+          <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
+            <Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
+          </DataTrigger>
+        </DataTemplate.Triggers>
+      </DataTemplate>
+
+      <DataTemplate x:Key="SimpleValueTextTemplate">
+        <TextBlock x:Name="value_text" Text="{Binding param.value, Converter={StaticResource SimpleValueTextConverter}}"/>
+      </DataTemplate>
+
+      <!--Param Name Templates-->
+      <u:KeyedTemplateSelector x:Key="ParamNameTemplateSelector" Default="{StaticResource ParamNameAndDisambiguationCellTemplate}">
+        <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
+          <DataTemplate>
+            <Grid>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="*"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col0"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col1"/>
+              </Grid.ColumnDefinitions>
+              <StackPanel Orientation="Horizontal">
+                <TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
+                <TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
+                <TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              </StackPanel>
+              <TextBlock x:Name="bid_text" Grid.Column="1" HorizontalAlignment="Center">
+                <TextBlock.ToolTip>
+                  <TextBlock>
+                    Best Bid Price (click to assign)
+                    <LineBreak/>
+                    <Italic>
+                      Hold a number key to cross the market by 'n' ticks.
+                    </Italic>
+                  </TextBlock>
+                </TextBlock.ToolTip>
+                <Hyperlink
+                  Focusable="False"
+                  Foreground="{u:BTSColor MarketData.bid}"
+                  Command="{Binding DataContext.payup_bid_cmd, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                  PreviewMouseLeftButtonDown="{x:Static usp:AlgoEditorGridView.PayupTicksMouseButtonHandler}"
+                >
+                  <Run>
+                    <Run.Text>
+                      <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                        <Binding Path="DataContext.bbo.bid" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                        <Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                      </MultiBinding>
+                    </Run.Text>
+                  </Run>
+                </Hyperlink>
+              </TextBlock>
+              <TextBlock x:Name="ask_text" Grid.Column="2" HorizontalAlignment="Center" Margin="4,0">
+                <TextBlock.ToolTip>
+                  <TextBlock>
+                    Best Ask Price (click to assign)
+                    <LineBreak/>
+                    <Italic>
+                      Hold a number key to cross the market by 'n' ticks.
+                    </Italic>
+                  </TextBlock>
+                </TextBlock.ToolTip>
+                <Hyperlink
+                  Focusable="False"
+                  Foreground="{u:BTSColor MarketData.ask}"
+                  Command="{Binding DataContext.payup_ask_cmd, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                  PreviewMouseLeftButtonDown="{x:Static usp:AlgoEditorGridView.PayupTicksMouseButtonHandler}"
+                >
+                  <Run>
+                    <Run.Text>
+                      <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                        <Binding Path="DataContext.bbo.ask" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                        <Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                      </MultiBinding>
+                    </Run.Text>
+                  </Run>
+                </Hyperlink>
+              </TextBlock>
+            </Grid>
+            <DataTemplate.Triggers>
+              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
+                <Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding DataContext.security, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{x:Null}">
+                <Setter TargetName="bid_text" Property="Visibility" Value="Collapsed"/>
+                <Setter TargetName="ask_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding param.permissions, Converter={StaticResource ParamPermissionsToIsReadOnlyConverter}}" Value="{u:True}">
+                <Setter TargetName="bid_text" Property="ToolTip" Value="Best Bid Price"/>
+                <Setter TargetName="ask_text" Property="ToolTip" Value="Best Ask Price"/>
+              </DataTrigger>
+            </DataTemplate.Triggers>
+          </DataTemplate>
+        </u:TemplateSelectorKeyValue>
+        <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
+          <DataTemplate>
+            <Grid>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="*"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col0"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col1"/>
+              </Grid.ColumnDefinitions>
+              <StackPanel Orientation="Horizontal">
+                <TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
+                <TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
+                <TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              </StackPanel>
+              <TextBlock
+                x:Name="bid_text"
+                Grid.Column="1"
+                HorizontalAlignment="Center"
+                Foreground="{u:BTSColor MarketData.bid}"
+                Text="{Binding DataContext.bbo.bid_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                ToolTip="Best Bid Size"
+              />
+              <TextBlock
+                x:Name="ask_text"
+                Grid.Column="2"
+                HorizontalAlignment="Center"
+                Margin="4,0"
+                Foreground="{u:BTSColor MarketData.ask}"
+                Text="{Binding DataContext.bbo.ask_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                ToolTip="Best Ask Size"
+              />
+            </Grid>
+            <DataTemplate.Triggers>
+              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
+                <Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding DataContext.security, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{x:Null}">
+                <Setter TargetName="bid_text" Property="Visibility" Value="Collapsed"/>
+                <Setter TargetName="ask_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+            </DataTemplate.Triggers>
+          </DataTemplate>
+        </u:TemplateSelectorKeyValue>
+      </u:KeyedTemplateSelector>
+
+      <!--Read Templates-->
+      <usp:AlgoParamTemplateSelector
+        x:Key="ParamTemplateSelector"
+        IntTemplate="{StaticResource SimpleValueTextTemplate}"
+        NullableIntTemplate="{StaticResource SimpleValueTextTemplate}"
+        UIntTemplate="{StaticResource SimpleValueTextTemplate}"
+        NullableUIntTemplate="{StaticResource SimpleValueTextTemplate}"
+        ExecutionStrategyTemplate="{StaticResource ExecutionStrategyTemplate}"
+      >
+        <usp:AlgoParamTemplateSelector.KeyedTemplates>
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
+            <DataTemplate>
+              <TextBlock>
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="param.value"/>
+                    <Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
+        </usp:AlgoParamTemplateSelector.KeyedTemplates>
+        <!--Bool-->
+        <usp:AlgoParamTemplateSelector.BoolTemplate>
+          <DataTemplate>
+            <CheckBox Focusable="False" VerticalAlignment="Center" IsChecked="{Binding param.value, Mode=TwoWay}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.BoolTemplate>
+        <!--Double-->
+        <usp:AlgoParamTemplateSelector.DoubleTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource DoubleTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Enum-->
+        <usp:AlgoParamTemplateSelector.EnumTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource EnumDescriptionConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.EnumTemplate>
+        <!--Nullable Enum-->
+        <usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource NullableEnumDescriptionConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+        <!--Order Def-->
+        <usp:AlgoParamTemplateSelector.OrderDefTemplate>
+          <DataTemplate>
+            <usp:OrderTypeItem BadgeFill="{Binding Path='(sp:AlgoParamRowVM.param).(sp:IAlgoSelector.selected_algo).meta.Color', Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding Path='(sp:AlgoParamRowVM.param).(sp:IAlgoSelector.selected_algo).(sp:IAlgoVM.display_name)'}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.OrderDefTemplate>
+        <!--Quantity Measure-->
+        <usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource QuantityMeasureTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+        <!--String-->
+        <usp:AlgoParamTemplateSelector.StringTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource StringTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.StringTemplate>
+        <!--Timestamp-->
+        <usp:AlgoParamTemplateSelector.TimestampTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource TimeConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.TimestampTemplate>
+      </usp:AlgoParamTemplateSelector>
+
+      <!--Write Templates-->
+      <usp:AlgoParamTemplateSelector x:Key="ParamEditingTemplateSelector" ExecutionStrategyTemplate="{StaticResource ExecutionStrategyTemplate}">
+        <usp:AlgoParamTemplateSelector.KeyedTemplates>
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
+            <DataTemplate>
+              <usp:PriceEntryControl
+                Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
+                ContractSpec="{Binding DataContext.spec, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                Focusable="False"
+                IsTabStop="False"
+                ArrowKeyTickModifiers="Ctrl"
+              >
+                <usp:PriceEntryControl.CommandBindings>
+                  <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+                </usp:PriceEntryControl.CommandBindings>
+                <usp:PriceEntryControl.InputBindings>
+                  <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                  <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+                </usp:PriceEntryControl.InputBindings>
+              </usp:PriceEntryControl>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
+        </usp:AlgoParamTemplateSelector.KeyedTemplates>
+        <!--Bool-->
+        <usp:AlgoParamTemplateSelector.BoolTemplate>
+          <DataTemplate>
+            <CheckBox Focusable="False" VerticalAlignment="Center" IsChecked="{Binding param.value, Mode=TwoWay}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.BoolTemplate>
+        <!--Double-->
+        <usp:AlgoParamTemplateSelector.DoubleTemplate>
+          <DataTemplate>
+            <c:TickUpDownDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownDouble.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownDouble.CommandBindings>
+              <c:TickUpDownDouble.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownDouble.InputBindings>
+            </c:TickUpDownDouble>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Enum-->
+        <usp:AlgoParamTemplateSelector.EnumTemplate>
+          <DataTemplate>
+            <ComboBox
+              HorizontalAlignment="Stretch"
+              ItemsSource="{Binding param.value, Converter={StaticResource EnumItemsSourceConverter}, Mode=OneTime}"
+              ItemTemplate="{StaticResource EnumDescriptionTemplate}"
+              SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
+            />
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.EnumTemplate>
+        <!--Int-->
+        <usp:AlgoParamTemplateSelector.IntTemplate>
+          <DataTemplate>
+            <c:TickUpDownInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownInt.CommandBindings>
+              <c:TickUpDownInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownInt.InputBindings>
+            </c:TickUpDownInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.IntTemplate>
+        <!--Nullable Bool-->
+        <usp:AlgoParamTemplateSelector.NullableBoolTemplate>
+          <DataTemplate>
+            <CheckBox Focusable="False" VerticalAlignment="Center" IsThreeState="True" IsChecked="{Binding param.value, Mode=TwoWay}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableBoolTemplate>
+        <!--Nullable Enum-->
+        <usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+          <DataTemplate>
+            <ComboBox 
+              HorizontalAlignment="Stretch"
+              ItemsSource="{Binding Converter={x:Static usp:AlgoEditorGridView.NullableEnumParamRowItemsSourceConverter}}"
+              ItemTemplate="{StaticResource NullableEnumDescriptionTemplate}"
+              SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
+            />
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+        <!--Nullable Int-->
+        <usp:AlgoParamTemplateSelector.NullableIntTemplate>
+          <DataTemplate>
+            <c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownNullableInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownNullableInt.CommandBindings>
+              <c:TickUpDownNullableInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownNullableInt.InputBindings>
+            </c:TickUpDownNullableInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableIntTemplate>
+        <!--Nullable UInt-->
+        <usp:AlgoParamTemplateSelector.NullableUIntTemplate>
+          <DataTemplate>
+            <c:TickUpDownNullableUInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownNullableUInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownNullableUInt.CommandBindings>
+              <c:TickUpDownNullableUInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownNullableUInt.InputBindings>
+            </c:TickUpDownNullableUInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableUIntTemplate>
+        <!--Order Def-->
+        <usp:AlgoParamTemplateSelector.OrderDefTemplate>
+          <DataTemplate>
+            <ComboBox HorizontalAlignment="Stretch" DataContext="{Binding param}" ItemsSource="{Binding Path='(sp:IAlgoSelector.algos)'}" ItemTemplate="{StaticResource AlgoVMItemTemplate}" SelectedItem="{Binding Path='(sp:IAlgoSelector.selected_algo)', UpdateSourceTrigger=PropertyChanged}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.OrderDefTemplate>
+        <!--QuantityMeasure-->
+        <usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+          <DataTemplate>
+            <uag:QuantityMeasureControl Focusable="False" HorizontalAlignment="Stretch" QuantityMeasure="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <uag:QuantityMeasureControl.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </uag:QuantityMeasureControl.CommandBindings>
+              <uag:QuantityMeasureControl.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </uag:QuantityMeasureControl.InputBindings>
+            </uag:QuantityMeasureControl>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+        <!--Timestamp-->
+        <usp:AlgoParamTemplateSelector.TimestampTemplate>
+          <DataTemplate>
+            <Grid DataContext="{Binding algo}">
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
+                <ColumnDefinition Width="*"/>
+              </Grid.ColumnDefinitions>
+              <ComboBox
+                x:Name="PART_StartMode_ComboBox"
+                HorizontalAlignment="Stretch"
+                ItemsSource="{Binding start_modes}"
+                ItemTemplate="{StaticResource EnumDescriptionTemplate}"
+                SelectedItem="{Binding start_mode}"
+              />
+              <c:DateTimePicker
+                x:Name="PART_AbsoluteStart_DateTimePicker"
+                Grid.Column="2"
+                TimeTuple="{Binding absolute_start}"
+                Visibility="{Binding show_absolute_start, Converter={StaticResource BooleanToVisibilityConverter}}"
+              />
+              <c:TimeSpanControl
+                x:Name="PART_RelativeStart_TimeSpanControl"
+                Grid.Column="2"
+                TimeSpan="{Binding relative_start, Mode=TwoWay}"
+                Visibility="{Binding show_relative_start, Converter={StaticResource BooleanToVisibilityConverter}}"
+              />
+            </Grid>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.TimestampTemplate>
+        <!--UInt-->
+        <usp:AlgoParamTemplateSelector.UIntTemplate>
+          <DataTemplate>
+            <c:TickUpDownUInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}">
+              <c:TickUpDownUInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownUInt.CommandBindings>
+              <c:TickUpDownUInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownUInt.InputBindings>
+            </c:TickUpDownUInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.UIntTemplate>
+      </usp:AlgoParamTemplateSelector>
+      <usp:AlgoEditorGridRowStyleSelector x:Key="RowStyleSelector">
+        <usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
+          <Style TargetType="DataGridRow">
+            <Style.Triggers>
+              <MultiDataTrigger>
+                <MultiDataTrigger.Conditions>
+                  <Condition Binding="{Binding param.is_dirty}" Value="{u:True}"/>
+                  <Condition Binding="{Binding AnimateDirty, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{u:True}"/>
+                </MultiDataTrigger.Conditions>
+                <Setter Property="Background" Value="#8098FB98"/>
+                <Setter Property="ToolTip" Value="Value has been modified."/>
+              </MultiDataTrigger>
+            </Style.Triggers>
+          </Style>
+        </usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
+        <usp:AlgoEditorGridRowStyleSelector.SpreaderStyle>
+          <Style TargetType="DataGridRow">
+            <Setter Property="DetailsVisibility" Value="Collapsed"/>
+            <Setter Property="DetailsTemplate">
+              <Setter.Value>
+                <DataTemplate>
+                  <AdornerDecorator>
+                    <usp:ExecutionStrategyEditor
+                      DataContext="{Binding algo.strategy_editor}"
+                      HorizontalAlignment="Stretch"
+                      Margin="6"
+                      SyntheticName="{Binding name}"
+                      TickFactors="{Binding tick_factors}"
+                      IsNew="{Binding is_new}"
+                      CanUserAddNewLeg="{Binding can_add_leg}"
+                      IsNewLegPopupOpen="{Binding is_new_leg_popup_open}"
+                      PriceCalc="{Binding price_calc}"
+                      ParameterRows="{Binding rows}"
+                      LegTuples="{Binding leg_tuples}"
+                      RemoveLegCommand="{Binding remove_leg}"
+                      ContractPickerModel="{Binding contract_picker_model}"
+                    />
+                  </AdornerDecorator>
+                </DataTemplate>
+              </Setter.Value>
+            </Setter>
+          </Style>
+        </usp:AlgoEditorGridRowStyleSelector.SpreaderStyle>
+      </usp:AlgoEditorGridRowStyleSelector>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <u:StateManager.Groups>
+    <u:StateGroupsManager>
+      <u:StateDefinitionCollection>
+        <u:StateDefinition State="{Binding IsReadOnly, Source={u:DirectReference me}, Converter={x:Static usp:AlgoEditorGridView.GeneralVisualStateConverter}}"/>
+        <u:StateDefinition State="{Binding CanUserChangeAlgoRoot, Source={u:DirectReference me}, Converter={x:Static usp:AlgoEditorGridView.AlgoRootVisualStateConverter}}"/>
+      </u:StateDefinitionCollection>
+    </u:StateGroupsManager>
+  </u:StateManager.Groups>
+  <VisualStateManager.VisualStateGroups>
+    <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}">
+      <VisualState Name="{x:Static Normal, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}"/>
+      <VisualState Name="{x:Static ReadOnly, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}">
+        <Storyboard>
+          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(DataGrid.IsReadOnly)">
+            <DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
+          </BooleanAnimationUsingKeyFrames>
+          <ColorAnimation Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="Gray"/>
+          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="root_algo_combo_box" Storyboard.TargetProperty="(Control.IsEnabled)">
+            <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+          </BooleanAnimationUsingKeyFrames>
+        </Storyboard>
+      </VisualState>
+    </VisualStateGroup>
+    <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}">
+      <VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}"/>
+      <VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}">
+        <Storyboard>
+          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="root_algo_label" Storyboard.TargetProperty="(UIElement.Visibility)">
+            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+          </ObjectAnimationUsingKeyFrames>
+          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="root_algo_combo_box" Storyboard.TargetProperty="(UIElement.Visibility)">
+            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+          </ObjectAnimationUsingKeyFrames>
+          <ThicknessAnimation Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(Control.Margin)" BeginTime="0" Duration="0" To="0,4,0,0"/>
+        </Storyboard>
+      </VisualState>
+    </VisualStateGroup>
+  </VisualStateManager.VisualStateGroups>
+  <Grid>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto"/>
+      <RowDefinition Height="*"/>
+    </Grid.RowDefinitions>
+    <TextBlock x:Name="root_algo_label" VerticalAlignment="Center" Margin="{StaticResource Margin.LP2}" Visibility="Collapsed">Algo</TextBlock>
+    <ComboBox
+      x:Name="root_algo_combo_box"
+      Margin="40,0,0,0"
+      ItemsSource="{Binding AlgoRootsViewSource.View, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+      SelectedItem="{Binding SelectedAlgoRoot, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+      Visibility="Collapsed"
+    >
+      <ComboBox.GroupStyle>
+        <GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
+      </ComboBox.GroupStyle>
+      <ComboBox.ItemTemplate>
+        <DataTemplate>
+          <usp:OrderTypeItem BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding display_name}"/>
+        </DataTemplate>
+      </ComboBox.ItemTemplate>
+    </ComboBox>
+    <DataGrid
+      x:Name="_param_grid"
+      Grid.Row="1"
+      Grid.IsSharedSizeScope="True"
+      VirtualizingPanel.ScrollUnit="Pixel"
+      AlternatingRowBackground="{x:Null}"
+      IsReadOnly="False"
+      Margin="0,2,0,0"
+      MinRowHeight="18"
+      ColumnHeaderHeight="0"
+      ItemsSource="{Binding AlgoParamRowsViewSource.View, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+      SelectionMode="Single"
+      RowStyleSelector="{StaticResource RowStyleSelector}"
+    >
+      <DataGrid.Columns>
+        <DataGridTemplateColumn IsReadOnly="True" Header="Param" CellTemplateSelector="{StaticResource ParamNameTemplateSelector}" MinWidth="120" Width="*">
+          <DataGridTemplateColumn.CellStyle>
+            <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+              <Setter Property="IsTabStop" Value="False"/>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ParamTemplateSelector}" CellEditingTemplateSelector="{StaticResource ParamEditingTemplateSelector}" MinWidth="120" Width="*">
+          <DataGridTemplateColumn.CellStyle>
+            <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+              <Style.Triggers>
+                <DataTrigger Binding="{Binding IsReadOnly, RelativeSource={RelativeSource AncestorType=DataGrid}}" Value="{u:False}">
+                  <Setter Property="ToolTip" Value="Click to edit"/>
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+        </DataGridTemplateColumn>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>
@@ -0,0 +1,207 @@
+using bts.collections;
+using bts.utils;
+using mbts.spark;
+using mbts.ui.controls;
+using mbts.ui.converters;
+using mbts.ui.utility;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorGridView : UserControl {
+      public static readonly IValueConverter
+         GeneralVisualStateConverter = ValueConverter.create<bool, string>(is_read_only => is_read_only ? VisualStateNames.General.ReadOnly : VisualStateNames.General.Normal),
+         AlgoRootVisualStateConverter = ValueConverter.create<bool, string>(show_bbo => show_bbo ? VisualStateNames.AlgoRoot.Active : VisualStateNames.AlgoRoot.Inactive),
+         AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0)),
+         NullableEnumParamRowItemsSourceConverter = ValueConverter.create<AlgoParamRowVM, IEnumerable>(param_row => {
+            if (param_row?.param != null) {
+               var tenum = param_row.param.GetType().GetInterfaceGenericArgument(AlgoParamTemplateSelector.generic_algo_param_itype);
+               if (tenum.IsNullable()) {
+                  // .First() should be safe, since we know this is a Nullable<T>.
+                  tenum = tenum.GetGenericArguments().First();
+               }
+               if (tenum.IsEnum)
+                  return Enum.GetValues(tenum);
+            }
+            return null;
+         });
+
+      public static readonly MouseButtonEventHandler PayupTicksMouseButtonHandler = (s, e) => {
+         if ((s as Hyperlink)?.Command is ICommand cmd) {
+            cmd.ExecuteIfCan(KeyboardExtensions.GetPressedNumber() ?? 0);
+            e.Handled = true;
+         }
+      };
+
+      readonly ObservableAggregateCollection<AlgoParamRowVM> _param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+
+      public AlgoEditorGridView() {
+         InitializeComponent();
+         _set_value_column_width();
+         // AlgoRoots
+         AlgoRootsViewSource = new CollectionViewSource<_AlgoRootsCollectionView>();
+         BindingOperations.SetBinding(AlgoRootsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoRoots)) { Source = this });
+         AlgoRootsViewSource.GroupDescriptions.Add(new PropertyGroupDescription(nameof(IAlgoVM.group)));
+         // AlgoParamRows
+         AlgoParamRowsViewSource = new CollectionViewSource<ListCollectionView<AlgoParamRowVM>>();
+         BindingOperations.SetBinding(AlgoParamRowsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoParamRows)) { Source = this });
+         AlgoParamRowsViewSource.IsLiveFilteringRequested = true;
+         AlgoParamRowsViewSource.LiveFilteringProperties.Add(nameof(AlgoParamRowVM.permissions));
+         AlgoParamRowsViewSource.Filter += param_rows_filter;
+         DataGridEditHelper.set_hooks(this);
+         void param_rows_filter(object sender, FilterEventArgs e) =>
+            e.Accepted = e.Item is AlgoParamRowVM row && row.param.permissions != AlgoParamPermissions.None;
+      }
+
+      public enum Columns { ParamName, Value }
+
+      event Action CommitEditRequested, CancelEditRequested;
+
+      public CollectionViewSource AlgoRootsViewSource { get; }
+      public CollectionViewSource<ListCollectionView<AlgoParamRowVM>> AlgoParamRowsViewSource { get; }
+
+      bool _stretch_value_column = true;
+      public bool StretchValueColumn {
+         get => _stretch_value_column;
+         set {
+            if (_stretch_value_column != value) {
+               _stretch_value_column = value;
+               _set_value_column_width();
+            }
+         }
+      }
+
+      #region AnimateDirtyParams
+      public static readonly DependencyProperty AnimateDirtyProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(AnimateDirty), true);
+
+      public bool AnimateDirty {
+         get => (bool)GetValue(AnimateDirtyProperty);
+         set => SetValue(AnimateDirtyProperty, value);
+      }
+      #endregion
+
+      #region IsReadOnly
+      public static readonly DependencyProperty IsReadOnlyProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(IsReadOnly));
+
+      public bool IsReadOnly {
+         get => (bool)GetValue(IsReadOnlyProperty);
+         set => SetValue(IsReadOnlyProperty, value);
+      }
+      #endregion
+
+      #region CanUserChangeAlgoRoot
+      public static readonly DependencyProperty CanUserChangeAlgoRootProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(CanUserChangeAlgoRoot));
+
+      public bool CanUserChangeAlgoRoot {
+         get => (bool)GetValue(CanUserChangeAlgoRootProperty);
+         set => SetValue(CanUserChangeAlgoRootProperty, value);
+      }
+      #endregion
+
+      #region AlgoRoots
+      public static readonly DependencyProperty AlgoRootsProperty =
+         WPFHelper.create_dp<IReadOnlyObservableCollection<IAlgoVM>, AlgoEditorGridView>(nameof(AlgoRoots));
+
+      public IReadOnlyObservableCollection<IAlgoVM> AlgoRoots {
+         get => GetValue(AlgoRootsProperty) as IReadOnlyObservableCollection<IAlgoVM>;
+         set => SetValue(AlgoRootsProperty, value);
+      }
+      #endregion
+
+      #region SelectedAlgoRoot
+      public static readonly DependencyProperty SelectedAlgoRootProperty =
+         WPFHelper.create_dp<IAlgoVM, AlgoEditorGridView>(nameof(SelectedAlgoRoot), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault);
+
+      public IAlgoVM SelectedAlgoRoot {
+         get => GetValue(SelectedAlgoRootProperty) as IAlgoVM;
+         set => SetValue(SelectedAlgoRootProperty, value);
+      }
+      #endregion
+
+      #region AlgoParamRows
+      public static readonly DependencyProperty AlgoParamRowsProperty =
+         WPFHelper.create_dp<IReadOnlyObservableCollection<AlgoParamRowVM>, AlgoEditorGridView>(nameof(AlgoParamRows));
+
+      public IReadOnlyObservableCollection<AlgoParamRowVM> AlgoParamRows {
+         get => GetValue(AlgoParamRowsProperty) as IReadOnlyObservableCollection<AlgoParamRowVM>;
+         set => SetValue(AlgoParamRowsProperty, value);
+      }
+      #endregion
+
+      public static AlgoEditorGridView create_attach_view() =>
+         new AlgoEditorGridView {
+            Margin = new Thickness(6),
+            CanUserChangeAlgoRoot = true,
+         };
+
+      public void commit_edit() => CommitEditRequested?.Invoke();
+      public void cancel_edit() => CancelEditRequested?.Invoke();
+
+      void _set_value_column_width() {
+         foreach (var c in _param_grid?.Columns.empty_if_null())
+            c.Width = _stretch_value_column ? new DataGridLength(1, DataGridLengthUnitType.Star) : DataGridLength.Auto;
+      }
+
+      void _on_execution_strategy_toggle_click(object sender, RoutedEventArgs e) {
+         if (sender is Hyperlink hl && hl.try_find_ancestor_of_type(out DataGridRow row_view)) {
+            Visibility vis; string text;
+            if (row_view.DetailsVisibility == Visibility.Visible) {
+               vis = Visibility.Collapsed;
+               text = "Show Strategy Params";
+            } else {
+               vis = Visibility.Visible;
+               text = "Hide Strategy Params";
+            }
+            hl.Inlines.Clear();
+            hl.Inlines.Add(text);
+            row_view.SetCurrentValue(DataGridRow.DetailsVisibilityProperty, vis);
+         }
+      }
+
+      public static class VisualStateNames {
+         public static class General {
+            public const string GroupName = nameof(General);
+
+            public static readonly string
+               Normal = $"{GroupName}{nameof(Normal)}",
+               ReadOnly = $"{GroupName}{nameof(ReadOnly)}";
+         }
+
+         public static class AlgoRoot {
+            public const string GroupName = nameof(AlgoRoot);
+
+            public static readonly string
+               Active = $"{GroupName}{VisualStates.Active}",
+               Inactive = $"{GroupName}{VisualStates.Inactive}";
+         }
+      }
+
+      class _AlgoRootsCollectionView : ListCollectionView<IAlgoVM> {
+         public _AlgoRootsCollectionView(IList<IAlgoVM> list) : base(list) =>
+            CustomSort = AlgoCollectionHelper.algo_vm_comparer.to_non_generic();
+      }
+   }
+
+   class AlgoEditorGridRowStyleSelector : StyleSelector {
+      public Style DefaultStyle { get; set; }
+      public Style SpreaderStyle { get; set; }
+
+      public override Style SelectStyle(object item, DependencyObject container) {
+         if (item is AlgoParamRowVM row) {
+            if (row.param.id == nameof(bts.api.orderman.SpreaderOrderDefinition.ExecutionStrategy))
+               return SpreaderStyle;
+         }
+         return DefaultStyle;
+      }
+   }
+}
@@ -0,0 +1,88 @@
+using bts.collections;
+using mbts.ui.controls;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.ObjectModel;
+using System.Reactive.Linq;
+using System.Reactive.Disposables;
+
+namespace mbts.spark {
+   static class AlgoParamRowsHelper {
+      public static IDisposable connect(AlgoDefinitionVM algo, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) =>
+         algo == null ? null : new CompositeDisposable(algo.observe_algo_root().SubscribeEach(a => {
+            rows.clear_collections();
+            if (a == null)
+               return Disposable.empty;
+            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+               /// Note: the order of operations here matters
+               ///   <see cref="_wrap_rows(IAlgoVM, AlgoParamRowVM, ObservableAggregateCollection{AlgoParamRowVM}, bool)" /> has the potential to trigger a lot of CollectionChanged events (depending on how deep the algo-tree is).
+               ///   There is no need to burden the aggregate 'rows' with echoing all of these events, if the child-row collection is finished changing when it is added to the aggregate.
+               var hook = _wrap_rows(a, null, child_rows, include_algo_type_rows);
+            rows.add_collection(child_rows.AsReadOnly());
+            return hook;
+         })) {
+               rows.clear_collections
+         };
+
+      public static IDisposable negate_is_dirty(IReadOnlyObservableCollection<AlgoParamRowVM> rows) {
+         return ObservableAutoWrapper.connect_item_hooks(rows, hook);
+         IDisposable hook(AlgoParamRowVM r) {
+            r.param.is_dirty_changed += negate;
+            return Disposable.Create(unhook);
+            void negate(bool is_dirty) {
+               if (is_dirty)
+                  r.param.mark_committed();
+            }
+            void unhook() =>
+               r.param.is_dirty_changed -= negate;
+         }
+      }
+
+      static IDisposable _wrap_rows(AlgoDefinitionVM algo_def, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) {
+         AlgoParamRowVM root = null;
+         ObservableAggregateCollection<AlgoParamRowVM> algo_params;
+         if (include_algo_type_rows) {
+            // while normal params live and die with the selected algo-type (when the algo-type changes, they are removed, and replaced with params for the new algo type),
+            // the algo-type row is constant (it is the row with the algo-type dropdown, which the user may use to select different algos).
+            algo_params = new ObservableAggregateCollection<AlgoParamRowVM>();
+            rows.add_collection(new ObservableAppendCollection<AlgoParamRowVM>(algo_params, root = new AlgoSelectorParamRowVM(new AlgoVMWrapper(algo_def), algo_def, null)).AsReadOnly());
+         } else {
+            algo_params = rows;
+         }
+         return algo_def.observe_algo_root().SubscribeEach(a => {
+            algo_params.clear_collections();
+            if (a == null)
+               return Disposable.empty;
+            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+            /// Note: the order of operations here matters
+            ///   <see cref="_wrap_rows(IAlgoVM, AlgoParamRowVM, ObservableAggregateCollection{AlgoParamRowVM}, bool)" /> has the potential to trigger a lot of CollectionChanged events (depending on how deep the algo-tree is).
+            ///   There is no need to burden the aggregate 'rows' with echoing all of these events, if the child-row collection is finished changing when it is added to the aggregate.
+            var hook = _wrap_rows(a, root, child_rows, include_algo_type_rows);
+            algo_params.add_collection(child_rows.AsReadOnly());
+            return hook;
+         });
+      }
+
+      static IDisposable _wrap_rows(IAlgoVM algo_root, AlgoParamRowVM parent, ObservableAggregateCollection<AlgoParamRowVM> all_rows, bool include_algo_type_rows) {
+         var wrapped_params = new ObservableAutoWrapper<AlgoParamRowVM, IAlgoParamVM>(algo_root.algo_params, pvm => new AlgoParamRowVM(algo_root, pvm, parent));
+         var selector_params = new ObservableCollection<AlgoParamRowVM>();
+         all_rows.add_collection(wrapped_params);
+         all_rows.add_collection(selector_params);
+         return ObservableAggregateCollection.connect(selector_params, algo_root.child_algo_selectors, new Func<IAlgoSelector, (ObservableCollection<AlgoParamRowVM>, IDisposable)>(hook_children));
+         (ObservableCollection<AlgoParamRowVM>, IDisposable) hook_children(IAlgoSelector s) {
+            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+            var selector_wrapper = new AlgoSelectorParamRowVM(algo_root, s, parent);
+            return (
+               include_algo_type_rows ?
+                  (ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
+                  child_rows,
+               s.subscribe_selected_algo().SubscribeEach(a => {
+                  s.value = a;
+                  child_rows.clear_collections();
+                  return _wrap_rows(a, selector_wrapper, child_rows, include_algo_type_rows);
+               }));
+         }
+      }
+   }
+}
@@ -0,0 +1,78 @@
+using bts.collections;
+using bts.spark;
+using mbts.spark;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Reflection;
+using System.Windows;
+using System.Windows.Controls;
+
+namespace mbts.ui.spark {
+   static class AlgoParamTemplateKeys {
+      public const string 
+         Price = nameof(Price),
+         Size = nameof(Size);
+   }
+
+   /// TODO: remove this class and just use a <see cref="KeyedTemplateSelector"/>.
+   class AlgoParamTemplateSelector : DataTemplateSelector {
+      public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);
+
+      KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);
+
+      public DataTemplate BoolTemplate { get; set; }
+      public DataTemplate NullableBoolTemplate { get; set; }
+      public DataTemplate IntTemplate { get; set; }
+      public DataTemplate NullableIntTemplate { get; set; }
+      public DataTemplate UIntTemplate { get; set; }
+      public DataTemplate NullableUIntTemplate { get; set; }
+      public DataTemplate DoubleTemplate { get; set; }
+      public DataTemplate EnumTemplate { get; set; }
+      public DataTemplate NullableEnumTemplate { get; set; }
+      public DataTemplate StringTemplate { get; set; }
+      public DataTemplate QuantityMeasureTemplate { get; set; }
+      public DataTemplate OrderDefTemplate { get; set; }
+      public DataTemplate ExecutionStrategyTemplate { get; set; }
+      public DataTemplate TimestampTemplate { get; set; }
+
+      /// <see cref="_keyed_templates"/> is needed for the 'price' param.  Price was formerly edited in a separate control, however now it is just another param row.
+      /// Before this, the generic type argument in the <see cref="IAlgoParamVM{T}"/> implementation was enough to determine the template.
+      /// Since 'price' is just a double, further specification was needed to associate it with a 'PriceEntryControl' template.
+      public IList KeyedTemplates => _keyed_templates;
+
+      public override DataTemplate SelectTemplate(object item, DependencyObject container) {
+         if (item is ITemplateSelectorKey tsk && tsk.key is string template_key && _keyed_templates.TryGetValue(template_key, out var tkv))
+            return tkv.Value;
+         IAlgoParamVM pvm = item as IAlgoParamVM ?? (item as AlgoParamRowVM)?.param;
+         if (pvm != null) {
+            if (pvm is IAlgoParamVM<double>) return DoubleTemplate;
+            if (pvm is IAlgoParamVM<int>) return IntTemplate;
+            if (pvm is IAlgoParamVM<int?>) return NullableIntTemplate;
+            if (pvm is IAlgoParamVM<uint>) return UIntTemplate;
+            if (pvm is IAlgoParamVM<uint?>) return NullableUIntTemplate;
+            if (pvm is IAlgoParamVM<bool>) return NullableBoolTemplate;
+            if (pvm is IAlgoParamVM<bool?>) return BoolTemplate;
+            if (pvm is IAlgoParamVM<string>) return StringTemplate;
+            if (pvm is IAlgoParamVM<IAlgoVM>) return OrderDefTemplate;
+            if (pvm is IAlgoParamVM<QuantityMeasureImmutable?>) return QuantityMeasureTemplate;
+            if (pvm is IAlgoParamVM<ExecutionStrategy>) return ExecutionStrategyTemplate;
+            if (pvm is IAlgoParamVM<Google.Protobuf.WellKnownTypes.Timestamp>) return TimestampTemplate;
+            var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), generic_algo_param_itype).FirstOrDefault();
+            if (targ != null) {
+               if (targ.IsEnum)
+                  return EnumTemplate;
+               else if (targ.IsNullable()) {
+                  targ = targ.GetGenericArguments()[0];
+                  if (targ.IsEnum)
+                     return NullableEnumTemplate;
+               }
+
+            }
+         }
+         return null;
+      }
+   }
+}
@@ -0,0 +1,181 @@
+#define ENTER_BEHAVES_LIKE_TAB
+using bts;
+using mbts.ui.controls;
+using mbts.ui.extensions;
+using mbts.ui.spark.algo;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorGridView {
+      static class DataGridEditHelper {
+         public static IDisposable set_hooks(AlgoEditorGridView algo_editor) {
+            var grid = algo_editor._param_grid;
+            grid.PreviewKeyDown += on_preview_key_down;
+            grid.KeyDown += on_key_down;
+            grid.SelectionChanged += on_selection_changed;
+            grid.PreparingCellForEdit += on_preparing_cell_for_edit;
+            grid.CellEditEnding += on_cell_edit_ending;
+            grid.GotFocus += on_got_focus;
+            algo_editor.CommitEditRequested += on_commit_edit_requested;
+            algo_editor.CancelEditRequested += on_cancel_edit_requested;
+            return Disposable.Create(() => {
+               grid.PreviewKeyDown += on_preview_key_down;
+               grid.KeyDown -= on_key_down;
+               grid.SelectionChanged -= on_selection_changed;
+               grid.PreparingCellForEdit -= on_preparing_cell_for_edit;
+               grid.CellEditEnding -= on_cell_edit_ending;
+               grid.GotFocus -= on_got_focus;
+               algo_editor.CommitEditRequested -= on_commit_edit_requested;
+               algo_editor.CancelEditRequested -= on_cancel_edit_requested;
+            });
+            /// Handlers
+            // hooked up to PreviewKeyDown, instead of KeyDown, so the cells can't override this behavior
+            void on_preview_key_down(object sender, KeyEventArgs e) {
+               switch (e.Key) {
+                  case Key.Escape: e.Handled = cancel_edit(); break;
+                  case Key.Enter:
+                     if (grid.TryGetCurrentRowView(out var row_view)) {
+                        if (row_view.IsEditing) {
+                           commit_edit();
+#if ENTER_BEHAVES_LIKE_TAB
+                           NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Down);
+#endif
+                        } else grid.BeginEdit();
+                     }
+                     e.Handled = true;
+                     break;
+               }
+            }
+
+            // hooked up to KeyDown, instead of PreviewKeyDown, so cells can implement custom Key/CommandBindings, or other key-based behavior without the DataGrid handling it in the PreviewKeyDown event.
+            // for ex: TickUpDown cells can do things like TickUp/Down when Ctrl+Up/Down arrow-key is pressed.
+            void on_key_down(object sender, KeyEventArgs e) {
+               switch (e.Key) {
+                  case Key.Up: NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Up); break;
+                  case Key.Down: NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Down); break;
+                  default: return;
+               }
+               e.Handled = true;
+            }
+
+            void on_selection_changed(object sender, SelectionChangedEventArgs e) {
+               _commit(e.RemovedItems?.Cast<object>()?.SafeSingleOrDefault());
+               _commit(e.AddedItems?.Cast<object>()?.SafeSingleOrDefault());
+               void _commit(object row_item) {
+                  if (grid.TryGetRowView(row_item, out var row_view) && row_view.IsEditing)
+                     grid.CommitEdit();
+               }
+            }
+
+            void on_preparing_cell_for_edit(object sender, DataGridPreparingCellForEditEventArgs e) {
+               if (e.EditingElement is ContentPresenter presenter) {
+                  OneOf.Match(get<TextBox>, get<ComboBox>, get<QuantityMeasureControl>, get<ToggleButton>, text_box, combo_box, quantity_measure_control, toggle_button);
+                  T get<T>() => presenter.descendants_of_type<T>().FirstOrDefault();
+                  // TextBox
+                  void text_box(TextBox tb) => Keyboard.Focus(tb);
+                  // ComboBox
+                  void combo_box(ComboBox cb) { }
+                  // QuantityMeasureControl
+                  async void quantity_measure_control(QuantityMeasureControl qmc) {
+                     if (!focus_text()) {
+                        await qmc.LoadedAsync();
+                        focus_text();
+                     }
+                     bool focus_text() =>
+                        qmc.try_find_descendent_of_type(out TextBox tb) && Keyboard.Focus(tb) == tb;
+                  }
+                  // ToggleButton
+                  void toggle_button(ToggleButton tb) {
+                     if (Mouse.LeftButton == MouseButtonState.Pressed && !tb.IsLoaded) {
+                        // this is a hack to toggle IsChecked when the user clicks a checkbox cell that is not already in edit mode.
+                        IDisposable dispose = null;
+                        dispose = Disposable.Create(
+                           tb.SubscribePreviewMouseUp(on_mouse_up),
+                           tb.SubscribeMouseLeave(on_mouse_leave));
+                        void on_mouse_up(object s, MouseButtonEventArgs mbe) {
+                           if (tb.IsMouseOver)
+                              tb.SetCurrentValue(ToggleButton.IsCheckedProperty, !tb.IsChecked);
+                           Disposable.dispose(ref dispose);
+                        }
+                        void on_mouse_leave(object s, MouseEventArgs me) =>
+                           Disposable.dispose(ref dispose);
+                     }
+                  }
+               }
+               e.EditingElement.Focus();
+            }
+
+            void on_cell_edit_ending(object sender, DataGridCellEditEndingEventArgs e) {
+               if (e.EditingElement is ContentPresenter presenter) {
+                  switch (e.EditAction) {
+                     case DataGridEditAction.Cancel: OneOf.Match(get<TextBox>, get<ComboBox>, get<ToggleButton>, cancel_text_box, cancel_combo_box, cancel_toggle_button); break;
+                     case DataGridEditAction.Commit: OneOf.Match(get<TextBox>, get<ComboBox>, get<ToggleButton>, commit_text_box, commit_combo_box, commit_toggle_button); break;
+                  }
+                  T get<T>() => presenter.descendants_of_type<T>().FirstOrDefault();
+                  // TextBox
+                  void commit_text_box(TextBox tb) => tb.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+                  void cancel_text_box(TextBox tb) => tb.GetBindingExpression(TextBox.TextProperty)?.UpdateTarget();
+                  // ComboBox
+                  void commit_combo_box(ComboBox cb) { }
+                  void cancel_combo_box(ComboBox cb) { }
+                  // ToggleButton
+                  void commit_toggle_button(ToggleButton tb) { }
+                  void cancel_toggle_button(ToggleButton tb) { }
+               }
+            }
+
+            void on_got_focus(object sender, RoutedEventArgs e) {
+               if (e.OriginalSource is DataGridCell cell && cell.try_find_ancestor_of_type(out DataGridRow row)) {
+                  if (row.IsEditing) {
+                     if (!cell.IsEditing) {
+                        grid.CancelEdit(DataGridEditingUnit.Row);
+                        if (try_set_current())
+                           grid.BeginEdit(e);
+                     }
+                  } else {
+                     try_set_current();
+                     if (!row.IsEditing)
+                        grid.BeginEdit(e);
+                  }
+                  bool try_set_current() {
+                     grid.SetCurrentValue(DataGrid.CurrentItemProperty, row.Item);
+                     if (grid.TryGetCurrentRowView(out var row_view)) {
+                        row_view.SetCurrentValue(DataGridRow.IsSelectedProperty, true);
+                        grid.SetCurrentValue(DataGrid.CurrentCellProperty, new DataGridCellInfo(row.Item, grid.Columns[1]));
+                        return true;
+                     } else return false;
+                  }
+               }
+            }
+
+            void on_commit_edit_requested() {
+               if (grid.TryGetCurrentRowView(out var row_view) && row_view.IsEditing)
+                  commit_edit();
+            }
+
+            void commit_edit() {
+               using (grid.SuspendGotFocus(on_got_focus))
+                  grid.CommitEdit(DataGridEditingUnit.Row, true);
+            }
+
+            void on_cancel_edit_requested() =>
+               cancel_edit();
+
+            bool cancel_edit() {
+               if (grid.CurrentCell != null && grid.TryGetCurrentRowView(out var row_view) && row_view.IsEditing) {
+                  using (grid.SuspendGotFocus(on_got_focus))
+                     grid.CancelEdit(DataGridEditingUnit.Row);
+                  return true;
+               } else return false;
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,120 @@
+<UserControl
+  x:Class="mbts.ui.spark.AlgoEditorView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <!--Primitive Constants-->
+      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
+      <sys:Double x:Key="HorizontalPush2">8</sys:Double>
+      <sys:Double x:Key="HorizontalPush3">12</sys:Double>
+      <sys:Double x:Key="VerticalPush1">4</sys:Double>
+      <sys:Double x:Key="VerticalPush2">8</sys:Double>
+      <sys:Double x:Key="VerticalPush3">12</sys:Double>
+      <Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
+      <Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
+      <Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
+      <Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
+      <Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
+      <!--Converters-->
+      <uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
+      <!--Default Styles-->
+      <Style x:Key="ContentHostGroupBoxStyle" TargetType="GroupBox">
+        <Setter Property="Padding" Value="8"/>
+      </Style>
+      <Style TargetType="TextBox">
+        <Setter Property="u:TextBoxBehavior.EnterKeyBehavior" Value="CommitAndRelease"/>
+        <Setter Property="u:TextBoxBehavior.ReleaseOnEscape" Value="True"/>
+      </Style>
+
+      <Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
+        <Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
+      </Style>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <GroupBox
+    x:Name="content_host"
+    Grid.Row="2"
+    Background="Transparent"
+    BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+    Margin="0,6,0,0"
+    Padding="12,8"
+  >
+    <GroupBox.Style>
+      <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
+        <Setter Property="BorderThickness" Value="1"/>
+        <Setter Property="BorderBrush" Value="Transparent"/>
+        <Style.Triggers>
+          <Trigger Property="BorderBrush" Value="Transparent">
+            <Setter Property="BorderThickness" Value="0"/>
+          </Trigger>
+          <Trigger Property="usp:AlgoEditorView.IsMouseOverNodeContent" Value="True">
+            <Setter Property="BorderThickness" Value="2"/>
+          </Trigger>
+        </Style.Triggers>
+      </Style>
+    </GroupBox.Style>
+    <GroupBox.Header>
+      <ComboBox
+        ToolTipService.ShowOnDisabled="True"
+        Width="140"
+        Margin="{StaticResource Margin.LP1}"
+        ItemsSource="{Binding algos_view}"
+        SelectedItem="{Binding algo_root}"
+      >
+        <ComboBox.Style>
+          <Style TargetType="ComboBox">
+            <Style.Triggers>
+              <DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
+                <Setter Property="IsEnabled" Value="True"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
+                <Setter Property="IsEnabled" Value="False"/>
+                <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
+              </DataTrigger>
+            </Style.Triggers>
+          </Style>
+        </ComboBox.Style>
+        <ComboBox.IsEnabled>
+          <Binding Path="editing_permissions">
+            <Binding.Converter>
+              <cv:EnumHasFlagsConverter>
+                <sp:AlgoEditingPermissions>AllowEditStructure</sp:AlgoEditingPermissions>
+              </cv:EnumHasFlagsConverter>
+            </Binding.Converter>
+          </Binding>
+        </ComboBox.IsEnabled>
+        <ComboBox.ItemTemplate>
+          <DataTemplate>
+            <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
+          </DataTemplate>
+        </ComboBox.ItemTemplate>
+      </ComboBox>
+    </GroupBox.Header>
+    <ContentControl
+      Grid.IsSharedSizeScope="True"
+      Content="{Binding algo_root, Converter={x:Static usp:AlgoContentTemplateSelector.DataContextConverter}}"
+      ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
+      Margin="{StaticResource Margin.TP1}"
+      Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
+      IsTabStop="False"
+    >
+      <ContentControl.Resources>
+        <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
+      </ContentControl.Resources>
+    </ContentControl>
+  </GroupBox>
+</UserControl>
@@ -0,0 +1,28 @@
+using mbts.ui.extensions;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorView : UserControl {
+      public AlgoEditorView() {
+         InitializeComponent();
+         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
+         content_host.MouseEnter += content_host_MouseEnter;
+         content_host.MouseLeave += content_host_MouseLeave;
+         // local methods
+         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
+      }
+
+      #region IsMouseOverNodeContent 
+      public static readonly DependencyProperty IsMouseOverNodeContentProperty =
+         DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoEditorView), new PropertyMetadata(false));
+
+      public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
+      public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
+      #endregion
+   }
+}
@@ -1,6 +1,8 @@
 using bts.api;
 using bts.api.core;
 using bts.api.orderman;
+using bts.collections;
+using bts.shell.fills;
 using bts.spark;
 using bts.utils;
 using mbts.collections;
@@ -16,10 +18,10 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.ComponentModel;
+using System.Collections.Specialized;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.api.orderman.Fill.Types;
@@ -31,22 +33,19 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 namespace mbts.spark {
   class FillsVM : DisposableViewModelBase, IHandleGridSorting {
      readonly OrdersModel _model;
-      readonly RXOperableCollection<Row, FillTuple, string> _rows;
-      readonly DIYGridSortManager<Columns> _sort_manager;
-      readonly IDIYGridFiltersManager<FillTuple, Columns, FilterStates> _filters_manager;
+      readonly DIYGridRowsManager<FillTuple, Columns, FillsFilterStates> _rows_manager;
      readonly ObservableKeyedCollection<ColumnBase, Columns> _columns = new ObservableKeyedCollection<ColumnBase, Columns>(_col_key);
-      List<(ColumnBase col, Columns key, ListSortDirection direction)> _active_comparers = new List<(ColumnBase col, Columns key, ListSortDirection direction)>();
      IWindowSettingsManager<GridSettings> _settings_manager;
      int _total_row_count;

-      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
+      public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
         : this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }

-      FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IConnectableObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
+      public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
         _model = model;
         _settings_manager = settings_manager;
         /// Columns
-         var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FilterStates>, Columns>(c => c.key);
+         var col_tups = new ObservableKeyedCollection<DIYGridColumnData<FillTuple, Columns, FillsFilterStates>, Columns>(c => c.key);
         // security
         add_col(Columns.Security, DefaultColumnHeaders.Security, r => r.security.ToString(),
            DiscreteValuesFilterVM.Create<FillTuple, SecurityImmutable, SecurityCriteria>(
@@ -61,6 +60,14 @@ namespace mbts.spark {
            equality_comparer: SecurityDataHelper.EqualityComparer.IDComparer,
            comparer: Comparer<SecurityImmutable>.Default
         ), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
+         // symbol
+         add_col(Columns.Symbol, DefaultColumnHeaders.Symbol, r => r.security.Symbol,
+            DiscreteValuesFilterVM.Create<FillTuple, string>(
+               co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
+               ft => ft.security?.Symbol ?? string.Empty,
+               nameof(OrderBookRowVM.symbol)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               DefaultColumnWidths.Symbol);
         // order type
         var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
         add_col_expl(Columns.OrderType,
@@ -83,45 +90,45 @@ namespace mbts.spark {
         add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
         add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
-         /// Rows
-         _rows = new RXOperableCollection<Row, FillTuple, string>(
-            (ft, fk) => new Row(ft, model),
-            ft => ft.fill.FillKey,
-            new ComparerBuilder<FillTuple>(new[] {
-               _get_column_comparer(Columns.FillTime),
-               _get_column_comparer(Columns.FillKey)
-            }).to_comparer());
-         // row sort/filter managers
-         _sort_manager = new DIYGridSortManager<Columns>(col_tups.WrapSelector(t => (t.col, t.key)), Columns.FillKey);
-         _filters_manager = DIYGridFiltersManager.create(col_tups);
-         var rows_manager = new DIYGridRowsManager<FillTuple, Columns, FilterStates>(_filters_manager, _sort_manager, _get_column_comparer, f => _rows.filter = f, c => _rows.comparer = c, _rows.reset, FillsWindow.window_type_name);
+         // rows
+         _rows_manager = DIYGridRowsManager.create(FillsWindow.window_type_name, Columns.FillKey, col_tups, col_tups.WrapSelector(t => (t.col, t.key)), _get_column_comparer, fs => fs.build_predicate());
         // grid settings
         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
-         grid_settings_manager.load_from(settings_manager.current_settings());
-         //
-         _dispose = Disposable.Create(
+         if (_settings_manager != null)
+            grid_settings_manager.load_from(_settings_manager.current_settings());
+         var filter_src = Observable.FromEvent<Action<Func<FillTuple, bool>>, Func<FillTuple, bool>>(cb => _rows_manager.filter_changed += cb, cb => _rows_manager.filter_changed -= cb);
+         var comp_src = Observable.FromEvent<Action<IComparer<FillTuple>>, IComparer<FillTuple>>(cb => _rows_manager.comparer_changed += cb, cb => _rows_manager.comparer_changed -= cb);
+         TableUpdate<FillTuple, string> last_unfiltered_fills = TableUpdate<FillTuple, string>.mk_empty(FillTuple.key_fn);
+         var fills_buffer = Observable.Create<TableUpdate<FillTuple, string>>(o => {
+            // this is what .Cache() does, but is a little cheaper, since we know subscriptions and callbacks occur on the same thread (i.e., on this Dispatcher).
+            o.OnNext(last_unfiltered_fills.as_snapshot());
+            _unfiltered_fills_changed += o.OnNext;
+            return Disposable.Create(() => _unfiltered_fills_changed -= o.OnNext);
+         });
+         _dispose = new CompositeDisposable(
            ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
+            RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
            fills_source.OnDispatcher().Subscribe(t => {
-               _rows.update(t);
+               last_unfiltered_fills = t;
               Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
+               _unfiltered_fills_changed?.Invoke(t);
            }),
            state_obs.OnDispatcher().Subscribe(s => {
-               if (s.grid != null) {
+               if (s.grid != null && _settings_manager != null) {
                  // this means we are not using defaults,
                  // Note: settings_manager in turn notifies grid_settings_manager of this update
                  _settings_manager.instance_settings = s.grid;
               }
-               var fs = s.filters ?? new FilterStates {
+               var fs = s.filters ?? new FillsFilterStates {
                  fill_time = new TimeFilterTuple(
                     TimeFilterMode.CMEOpen,
                     TimeTextTuple.FromDateTime(DateTime.Today),
                     TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1)))
               };
-               rows_manager.on_settings(fs, s.sorting_criterion);
+               _rows_manager.on_settings(fs, s.sorting_criterion);
            }),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
-            fills_source.Connect()
+            settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
         );
         // local methods
         void add_col<TFilter>(Columns col_key, string header, Func<Row, string> get_text, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter, string filter_template, double width) =>
@@ -131,14 +138,17 @@ namespace mbts.spark {
               Width = width
            }, filter);
         void add_col_expl<TFilter>(Columns col_key, ColumnBase col, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter) =>
-            col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
+            col_tups.Add(col_key, DIYGridColumnData.create<FillTuple, Columns, FillsFilterStates, TFilter>(col, filter, _get_column_comparer(col_key)));
         // discrete-values-filter factories
         IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter<T>(IReadOnlyCollection<T> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
         IDataGridColumnPersistentFilter<FillTuple, T[]> dv_filter_rx<T>(IObservable<IEnumerable<T>> items, Func<FillTuple, T> get_row_val) => DiscreteValuesFilterVM.Create<FillTuple, T>(items, get_row_val);
      }

+      // this event is used to forward updates from the main data to the filtered data that drives the rows, after resetting the total row count.
+      event Action<TableUpdate<FillTuple, string>> _unfiltered_fills_changed;
+
      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
-      public ObservableCollection<Row> rows => _rows;
+      public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
      public int total_row_count => _total_row_count;

      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
@@ -150,26 +160,26 @@ namespace mbts.spark {
            return grid_settings_manager.create();
      }

+      public FillsFilterStates get_filters() =>
+         _rows_manager.get_filters();
+
      public IEnumerable<SortingCriteria> get_sorting_criterion() =>
-         _sort_manager.create();
+         _rows_manager.get_sorting_criterion();
+
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
+         _rows_manager.on_sorting(e);

      static Columns _col_key(ColumnBase column) =>
         ((IKeyedColumn<Columns>)column).key;

-      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) =>
-         _sort_manager.on_sorting(e);
-
-      public FilterStates get_filters() =>
-         _filters_manager.create();
-
-      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
+      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
         if (!state.orders.is_null_or_empty()) {
            var orders_hash = new HashSet<uint>(state.orders);
            return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
         } else return model.on_fill_tuples;
      }

-      static IConnectableObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
+      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
         state.SelectManyInSeries(s => _get_observable(bus, model, s));

      static IComparer<FillTuple> _get_column_comparer(Columns col) {
@@ -186,6 +196,7 @@ namespace mbts.spark {
            case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
            case Columns.Side: return wrap_default(ft => ft.fill.Side);
            case Columns.Size: return wrap(ft => ft.fill.LastShares);
+            case Columns.Symbol: return wrap(ft => ft.security?.Symbol ?? string.Empty);
            case Columns.TimeInForce: return wrap_default(ft => ft.order?.time_in_force() ?? TimeInForce.Undefined);
            case Columns.User: return wrap(ft => ft.order?.user() ?? string.Empty);
            default: goto case Columns.FillTime;
@@ -208,8 +219,9 @@ namespace mbts.spark {
      }

      public class Row : SecurityRow, IEquatable<Row>, IRowVM {
+         public readonly FillTuple fill_tuple;
+
         readonly OrdersModel _model;
-         readonly FillTuple _fill_tuple;
         readonly FillImmutable _fill;
         readonly OrderRecordImmutable _order;
         Brush _badge_fill;
@@ -217,7 +229,7 @@ namespace mbts.spark {

         public Row(FillTuple fill_tuple, OrdersModel model) : 
            base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
-            _fill_tuple = fill_tuple;
+            this.fill_tuple = fill_tuple;
            _fill = fill_tuple.fill;
            _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
            _model = model;
@@ -227,9 +239,9 @@ namespace mbts.spark {
         public DateTime fill_time => _fill.Timestamp.to_local_time();
         public TimeInForce time_in_force => _order.time_in_force();
         public OrderType order_type => _order.order_type();
-         public string display_name => OrderUtils.display_name(_order, _fill_tuple.algo);
+         public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
         public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
-         public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(_order, _fill_tuple.algo_meta, order_metadata));
+         public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
         public string account { get; private set; }
         public string user => _order.user();
         public Venue exchange => security.Exchange;
@@ -0,0 +1,55 @@
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.utility;
+using System;
+using System.Collections.ObjectModel;
+
+namespace mbts.spark {
+   /// <summary>
+   /// This class provides a stable DataContext for a fills view, with an internal <see cref="FillsVM"/> that may be disposed and recreated as needed.
+   /// </summary>
+   class FillsVMContainer : IHandleGridSorting, IDisposable, IWillLetYouKnowWhenIDispose {
+      bool _disposed;
+      FillsVM _value;
+      IDisposable _columns_duplex;
+
+      public event Action<bool> OnDisposed;
+
+      public FillsVM value {
+         get => _value;
+         set {
+            if (value != _value) {
+               if (_disposed)
+                  throw new ObjectDisposedException(nameof(FillsVMContainer));
+               Disposable.dispose(ref _columns_duplex);
+               if (_value != null) {
+                  columns.Clear();
+                  rows.clear_collections();
+               }
+               Disposable.dispose(ref _value);
+               _value = value;
+               if (_value != null) {
+                  _columns_duplex = ObservableAutoWrapper.connect_two_way(_value.columns, columns);
+                  rows.add_collection(_value.rows);
+               }
+            }
+         }
+      }
+
+      public ObservableAggregateCollection<FillsVM.Row> rows { get; } = new ObservableAggregateCollection<FillsVM.Row>();
+      public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
+
+      public void Dispose() {
+         if (_disposed)
+            throw new ObjectDisposedException(nameof(FillsVMContainer));
+         value = null;
+         OnDisposed?.Invoke(true);
+         _disposed = true;
+      }
+
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         if (!_disposed)
+            _value?.on_sorting(sender, e);
+      }
+   }
+}
@@ -6,6 +6,10 @@
  xmlns:c="clr-namespace:mbts.ui.controls"
  xmlns:usp="clr-namespace:mbts.ui.spark"
  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:api="clr-namespace:bts.api;assembly=spark_api"
+  xmlns:bts="clr-namespace:mbts.ui.controls"
  FocusManager.IsFocusScope="True"
  Background="{StaticResource CommonBackground}"
 >
@@ -15,6 +19,10 @@
        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
      </ResourceDictionary.MergedDictionaries>
      <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
+      <cv:ValueMap x:Key="SideToBrushConverter" Default="{u:Brush Transparent}">
+        <cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{x:Static semi_transparent_bid_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
+        <cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{x:Static semi_transparent_ask_brush, MemberType={u:Nested u:BTSColors.MarketData}}"/>
+      </cv:ValueMap>
    </ResourceDictionary>
  </UserControl.Resources>
  <AdornerDecorator>
@@ -41,10 +49,10 @@
            CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
          />
        </c:DIYGrid.CommandBindings>
-        <c:DIYGrid.RowTemplate>
-          <DataTemplate>
-            <usp:FillsRowView/>
-          </DataTemplate>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate>
+            <usp:FillsRowView Background="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
+          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
@@ -7,7 +7,23 @@ namespace mbts.ui.spark {
   /// Interaction logic for FillsView.xaml
   /// </summary>
   partial class FillsView : UserControl {
-      public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKind, FillKey, OrderKey, SecurityKey }
+      public enum Columns {
+         FillTime,
+         User,
+         Account,
+         Exchange,
+         Security,
+         Symbol,
+         TimeInForce,
+         OrderType,
+         Side,
+         Price,
+         Size,
+         FillKind,
+         FillKey,
+         OrderKey,
+         SecurityKey
+      }

      public FillsView() =>
         InitializeComponent();
@@ -1,10 +1,12 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
+using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -13,73 +15,71 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
-using StartupData = bts.shell.FillsWindowFactory.StartupData;

 namespace mbts.spark {
-   class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
+   class FillsWindow : SparkWindow<FillsSettings>, ISharedWindow {
      public const string window_type_name = "Fills";
-      const string _thread_id = "Fills";
      readonly AllowOnce _init_guard = new AllowOnce("Fills");
      readonly OrdersModel _orders_model;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      FillsVM _vm;
      FillsView _view;
-      StartupData _state;
+      FillsSettings _state;
      IReadOnlyList<SparkCommand> _commands;
      IDisposable _subscriptions;

-      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
-         : base("Fills", bus, factory, SparkCommands.ShowFills.icon) {
+      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, FillsSettings state, WindowSettingsManager<GridSettings> settings_manager)
+         : base("Fills", bus, factory, SparkCommands.ShowFills().icon) {
         _orders_model = orders_model;
         _state = state;
         _settings_manager = settings_manager;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
      }

-      event Action<FillsWindowFactory.StartupData> _state_changed;
+      event Action<FillsSettings> _state_changed;

      public override string window_type => window_type_name;
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;

-      public override StartupData SaveState => _state = new StartupData(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
+      public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
      public override double MinWidth =>
-         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         FillsSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
         + LAUNCHER_BUTTON_BORDER_WIDTH
         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;

-      public string thread_id => _thread_id;
+      public string thread_id { get; }

      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
-         var state_src = Observable.FromEvent<Action<FillsWindowFactory.StartupData>, FillsWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
+         var state_src = Observable.FromEvent<Action<FillsSettings>, FillsSettings>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
         _vm = new FillsVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new FillsView { DataContext = _vm };

         _commands = new List<SparkCommand> {
            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
            SparkCommands.window_settings_command(new DialogCommand(() => {
-               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager, 
                  us => us.fills_grid, 
                  UserSettings.FileExtensions.GRID,
                  s => _vm.grid_settings_manager.create_vm(
                     // we need to get the most up to date GridSettings when launching b/c users may
                     // have changed some settings on the grid directly, like column widths.
-                     s.with(_vm.columns.Select( c => c.create())),
-                     this.observe_title()
+                     s.with(_vm.columns.Select(c => c.create()))
                  )
               );
-               // TODO: bind to main window's Title
-               var dialog = new SimpleGridSettingsDialog { Title = $"{window_type_name} Grid Settings", DataContext = vm };
+               vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
+               var dialog = new ShellSettingsDialog { DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
            }))
         };
         _subscriptions = Disposable.Create(() =>
           _state_changed?.Invoke(
-                 _state = new StartupData(_state.orders,
+                 _state = new FillsSettings(_state.orders,
                    _vm.get_sorting_criterion().ToList(),
                    _vm.get_filters(),
                    _vm.grid_settings_manager.create()
@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.orderman;
+using bts.shell.fills;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -16,10 +17,31 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.FillsView;

 namespace bts.shell {
-   class FillsWindowFactory : ShellWindowFactory<FillsWindowFactory.StartupData> {
+   class FillsWindowFactory : ShellWindowFactory<FillsSettings> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
      readonly UserSettingsHub _settings_hub;
+      /// Fills 'sorting-criterion' settings were compromised a while back (mid-late 2018).
+      /// The issue was that, when a column was sorted, its 'sort member path' was assigned to the SortingCriteria.col_name,
+      /// rather than the <see cref="Columns"/> enum/id string.
+      /// This dictionary serves as a reverse-lookup so the sort member path can be converted to the enum/id string.
+      static readonly IReadOnlyDictionary<string, Columns> _sort_member_to_id =
+         new Dictionary<string, Columns> {
+            { nameof(FillsVM.Row.account), Columns.Account },
+            { nameof(FillsVM.Row.exchange), Columns.Exchange },
+            { nameof(FillsVM.Row.fill_key), Columns.FillKey },
+            { nameof(FillsVM.Row.fill_kind), Columns.FillKind },
+            { nameof(FillsVM.Row.fill_time), Columns.FillTime },
+            { nameof(FillsVM.Row.order_key), Columns.OrderKey },
+            { nameof(FillsVM.Row.order_type), Columns.OrderType },
+            { nameof(FillsVM.Row.price), Columns.Price },
+            { nameof(FillsVM.Row.security), Columns.Security },
+            { nameof(FillsVM.Row.security_key), Columns.SecurityKey },
+            { nameof(FillsVM.Row.side), Columns.Side },
+            { nameof(FillsVM.Row.size), Columns.Size },
+            { nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
+            { nameof(FillsVM.Row.user), Columns.User }
+         };

      public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
         : base(module, "Fills") {
@@ -31,148 +53,19 @@ namespace bts.shell {

      public static string col_id(Columns col) => col.ToString();

-      public override Task<IShellWindow> load(StartupData state) =>
+      public override Task<IShellWindow> load(FillsSettings state) =>
        Task.FromResult(_create(state));

-      public async void show(StartupData state) =>
+      public async void show(FillsSettings state) =>
         _bus.post(SparkTags.ShowWindow, await load(state));

-      IShellWindow _create(StartupData state) {
+      IShellWindow _create(FillsSettings state) {
+         GridSettingsHelper.normalize_sorting_criterion(state.sorting_criterion, _sort_member_to_id);
         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
            state.grid,
            get: us => us.fills_grid,
            set: (us, gs) => us.with(provided_fills_gridsettings: gs));
         return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
      }
-
-      [ProtoContract]
-      public class StartupData {
-         public const int Version = 1;
-
-         [ProtoMember(1)]
-         public uint[] orders;
-         [ProtoMember(2)]
-         List<SortingCriteria> _sorting_criteria;
-         [ProtoMember(3)]
-         public FilterStates filters;
-         [ProtoMember(4)]
-         public GridSettings grid;
-
-         public StartupData() { }
-         public StartupData(uint[] orders) : this(orders, null, null) { }
-         public StartupData(FilterStates filters) : this(null, null, filters) { }
-         public StartupData(uint[] orders, List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
-            this.orders = orders;
-            this._sorting_criteria = sorting_criteria;
-            this.filters = filters;
-            this.grid = grid;
-         }
-
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
-         public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
-         public static StartupData Default() =>
-            new StartupData(null, null, new FilterStates(), null);
-
-         static class DefaultColumns {
-            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
-            public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
-            public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
-            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
-            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
-            public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
-            public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
-            public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
-            public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
-            public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
-            public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
-            public static IEnumerable<SortingCriteria> default_sorting_criterion {
-               get {
-                  yield return new SortingCriteria(fill_time.id, false);
-               }
-            }
-
-            public static IEnumerable<GridColumnSettings> all {
-               get {
-                  yield return security;
-                  yield return fill_time;
-                  yield return user;
-                  yield return account;
-                  yield return exchange;
-                  yield return time_in_force;
-                  yield return order_type;
-                  yield return side;
-                  yield return quantity;
-                  yield return price;
-                  yield return fill_kind;
-                  yield return fill_key;
-                  yield return order_key;
-                  yield return security_key;
-               }
-            }
-         }
-
-      }
-
-      [ProtoContract]
-      public class FilterStates {
-         [ProtoMember(1)]
-         [DIYGridColumnID(nameof(Columns.FillTime))]
-         public TimeFilterTuple fill_time { get; set; }
-
-         [ProtoMember(2)]
-         [DIYGridColumnID(nameof(Columns.TimeInForce))]
-         public TimeInForce[] time_in_force { get; set; }
-
-         [ProtoMember(3)]
-         [DIYGridColumnID(nameof(Columns.OrderType))]
-         public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
-
-         [ProtoMember(4)]
-         [DIYGridColumnID(nameof(Columns.Account))]
-         public string[] account { get; set; }
-
-         [ProtoMember(5)]
-         [DIYGridColumnID(nameof(Columns.User))]
-         public string[] user { get; set; }
-
-         [ProtoMember(6)]
-         [DIYGridColumnID(nameof(Columns.Exchange))]
-         public Venue[] exchange { get; set; }
-
-         [ProtoMember(7)]
-         [DIYGridColumnID(nameof(Columns.Security))]
-         public SecurityCriteria security { get; set; }
-
-         [ProtoMember(8)]
-         [DIYGridColumnID(nameof(Columns.Side))]
-         public Side[] side { get; set; }
-
-         [ProtoMember(9)]
-         [DIYGridColumnID(nameof(Columns.Price))]
-         public DoubleMinMaxState price { get; set; }
-
-         [ProtoMember(10)]
-         [DIYGridColumnID(nameof(Columns.Size))]
-         public DoubleMinMaxState size { get; set; }
-
-         [ProtoMember(11)]
-         [DIYGridColumnID(nameof(Columns.FillKey))]
-         public string fill_key { get; set; }
-
-         [ProtoMember(12)]
-         [DIYGridColumnID(nameof(Columns.OrderKey))]
-         public string order_key { get; set; }
-
-         [ProtoMember(13)]
-         [DIYGridColumnID(nameof(Columns.SecurityKey))]
-         public string security_key { get; set; }
-
-         [ProtoMember(14)]
-         [DIYGridColumnID(nameof(Columns.FillKind))]
-         public Fill.Types.FillKind[] fill_kind { get; set; }
-      }
   }
 }
@@ -0,0 +1,100 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.controls;
+using ProtoBuf;
+using System;
+using Columns = mbts.ui.spark.FillsView.Columns;
+
+namespace bts.shell.fills {
+   [ProtoContract]
+   class FillsFilterStates {
+      [ProtoMember(1)]
+      [DIYGridColumnID(nameof(Columns.FillTime))]
+      public TimeFilterTuple fill_time { get; set; }
+
+      [ProtoMember(2)]
+      [DIYGridColumnID(nameof(Columns.TimeInForce))]
+      public TimeInForce[] time_in_force { get; set; }
+
+      [ProtoMember(3)]
+      [DIYGridColumnID(nameof(Columns.OrderType))]
+      public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }
+
+      [ProtoMember(4)]
+      [DIYGridColumnID(nameof(Columns.Account))]
+      public string[] account { get; set; }
+
+      [ProtoMember(5)]
+      [DIYGridColumnID(nameof(Columns.User))]
+      public string[] user { get; set; }
+
+      [ProtoMember(6)]
+      [DIYGridColumnID(nameof(Columns.Exchange))]
+      public Venue[] exchange { get; set; }
+
+      [ProtoMember(7)]
+      [DIYGridColumnID(nameof(Columns.Security))]
+      public SecurityCriteria security { get; set; }
+
+      [ProtoMember(8)]
+      [DIYGridColumnID(nameof(Columns.Side))]
+      public Side[] side { get; set; }
+
+      [ProtoMember(9)]
+      [DIYGridColumnID(nameof(Columns.Price))]
+      public DoubleMinMaxState price { get; set; }
+
+      [ProtoMember(10)]
+      [DIYGridColumnID(nameof(Columns.Size))]
+      public DoubleMinMaxState size { get; set; }
+
+      [ProtoMember(11)]
+      [DIYGridColumnID(nameof(Columns.FillKey))]
+      public string fill_key { get; set; }
+
+      [ProtoMember(12)]
+      [DIYGridColumnID(nameof(Columns.OrderKey))]
+      public string order_key { get; set; }
+
+      [ProtoMember(13)]
+      [DIYGridColumnID(nameof(Columns.SecurityKey))]
+      public string security_key { get; set; }
+
+      [ProtoMember(14)]
+      [DIYGridColumnID(nameof(Columns.FillKind))]
+      public Fill.Types.FillKind[] fill_kind { get; set; }
+
+      [ProtoMember(15)]
+      [DIYGridColumnID(nameof(Columns.Symbol))]
+      public string[] symbol { get; set; }
+   }
+
+   static class FillsFilterStatesExtensions {
+      public static Func<FillTuple, bool> build_predicate(this FillsFilterStates fs) {
+         var pb = new ColumnPredicateBuilder<FillTuple>();
+         // fill time
+         pb.add_time_filter(fs.fill_time, ft => ft.fill_time());
+         // security
+         pb.add_security_criteria(fs.security, ft => ft.security);
+         // regex
+         pb.add_regex(fs.fill_key, ft => ft.fill.FillKey);
+         pb.add_regex(fs.order_key, ft => ft.order_key().ToString());
+         // discrete values
+         pb.add_discrete_values(fs.user, ft => ft.user());
+         pb.add_discrete_values(fs.account, ft => ft.account);
+         pb.add_discrete_values(fs.exchange, ft => ft.exchange());
+         pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
+         pb.add_discrete_values(fs.order_type, ft => ft.order_type());
+         pb.add_discrete_values(fs.side, ft => ft.fill.Side);
+         pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
+         pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
+         // numeric
+         pb.add_numeric(fs.size, ft => ft.fill.LastShares);
+         pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
+         return pb.to_predicate();
+      }
+   }
+}
@@ -0,0 +1,111 @@
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using static bts.shell.FillsWindowFactory;
+using static mbts.ui.controls.DIYGrid;
+using Columns = mbts.ui.spark.FillsView.Columns;
+
+namespace bts.shell.fills {
+   [ProtoContract]
+   class FillsSettings {
+      public const int Version = 1;
+
+      [ProtoMember(1)]
+      public uint[] orders;
+      [ProtoMember(2)]
+      List<SortingCriteria> _sorting_criteria;
+      [ProtoMember(3)]
+      public FillsFilterStates filters;
+      [ProtoMember(4)]
+      public GridSettings grid;
+
+      public FillsSettings() { }
+      public FillsSettings(uint[] orders) : this(orders, null, null) { }
+      public FillsSettings(FillsFilterStates filters) : this(null, null, filters) { }
+      public FillsSettings(uint[] orders, List<SortingCriteria> sorting_criteria, FillsFilterStates filters, GridSettings grid = default) {
+         this.orders = orders;
+         this._sorting_criteria = sorting_criteria;
+         this.filters = filters;
+         this.grid = grid;
+      }
+
+      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+      public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
+      public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
+      public static FillsSettings Default() =>
+         new FillsSettings(null, null, new FillsFilterStates(), null);
+
+      static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+         public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
+         public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
+         public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
+         public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
+         public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
+         public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
+         public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
+         public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
+         public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
+         public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
+         public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
+         public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+         public static IEnumerable<SortingCriteria> default_sorting_criterion {
+            get {
+               yield return new SortingCriteria(fill_time.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return symbol;
+               yield return fill_time;
+               yield return user;
+               yield return account;
+               yield return exchange;
+               yield return time_in_force;
+               yield return order_type;
+               yield return side;
+               yield return quantity;
+               yield return price;
+               yield return fill_kind;
+               yield return fill_key;
+               yield return order_key;
+               yield return security_key;
+            }
+         }
+
+         public static class Mini {
+            static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
+               new Dictionary<Columns, (bool is_visible, double? width_override)> {
+                     { Columns.Security, (true, null) },
+                     { Columns.FillTime, (true, ShortColumnWidths.Time) },
+                     { Columns.OrderType, (true, ShortColumnWidths.OrderType) },
+                     { Columns.Side, (true, ShortColumnWidths.Side) },
+                     { Columns.Size, (true, ShortColumnWidths.Size) },
+                     { Columns.Price, (true, ShortColumnWidths.Price) },
+               };
+
+            public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
+            public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
+
+            static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
+               if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
+                  return true;
+               data = default;
+               return false;
+            }
+
+            static GridColumnSettings _convert(GridColumnSettings default_col) =>
+               _try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
+                  default_col.with(is_visible: d.is_visible, width: d.width_override) :
+                  default_col.with(is_visible: false);
+         }
+      }
+   }
+}
@@ -1,17 +1,24 @@
 using bts;
 using bts.api;
+using bts.api.core;
+using bts.api.orderman;
+using bts.md;
 using mbts.co2;
+using System;
 using System.Threading.Tasks;

 namespace mbts.spark {
   class LadderModel {
      readonly OrdersModel _order_gateway;
-      readonly MarketDataAuxiliaryModel _md_auxiliary_model;

-      public LadderModel(SecurityMD source, OrdersModel ordergw, MarketDataAuxiliaryModel md_auxiliary_model) {
+      public LadderModel(SecurityMD source, OrdersModel ordergw, MBOService mbo, Func<OrderSecurity, bool> order_filter = null) {
         security_md = source;
         _order_gateway = ordergw;
-         _md_auxiliary_model = md_auxiliary_model;
+         orders = ordergw.on_security_working_orders_with_piq(source.security.Id);
+         this.mbo_service = mbo;
+         if (order_filter != null) {
+            orders = orders.Filter(order_filter, o => o.order.Key);
+		 }
      }

      public enum CancelType { All, Bids, Asks }
@@ -20,7 +27,9 @@ namespace mbts.spark {
      public SecurityImmutable security => security_md.security;
      public MDConsumerHandle md => security_md.md;
      public OrdersModel order_gateway => _order_gateway;
-      public MarketDataAuxiliaryModel md_auxiliary_model => _md_auxiliary_model;
+      public IObservable<TableUpdate<OrderSecurity, uint>> orders { get; }
+
+      public MBOService mbo_service { get; }

      public Task cancel_orders(CancelType ct) {
         switch (ct) {
@@ -9,6 +9,7 @@ using bts.proto;
 using mbts.ui.spark;
 using System.Collections.Generic;
 using System.ComponentModel;
+using mbts.ui.settings;

 namespace mbts.spark {
   // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -38,6 +39,14 @@ namespace mbts.spark {
         font_weight = FontWeights.SemiBold.ToOpenTypeWeight()
      };

+      public static LadderColumnSettings DefaultPiqColumnSettings => new LadderColumnSettings {
+         show = false,
+         width = 50,
+         font_family = "Segoe UI",
+         font_size = 10,
+         font_weight = FontWeights.SemiBold.ToOpenTypeWeight()
+      };
+
      [ProtoMember(1)]
      public bool show { get; set; }
      [ProtoMember(2)]
@@ -111,7 +120,8 @@ namespace mbts.spark {
               buy = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.MarketData.bid, false) },
               sell = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.MarketData.ask, false) },
               passive = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.passive_volume_bar, false) },
-               total = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.total_volume_bar), show_numbers = true }
+               total = new HistogramBarAnimation { bars = new ColorShowProto((uint)BTSColors.LadderSpecial.total_volume_bar), show_numbers = true },
+               show_ltq = false
            };
         }
      }
@@ -126,6 +136,8 @@ namespace mbts.spark {
      public HistogramBarAnimation passive { get; set; }
      [ProtoMember(5)]
      public HistogramBarAnimation total{ get; set; }
+      [ProtoMember(6)]
+      public bool show_ltq { get; set; }

      public bool Equals(VolumeColumnSettings other) =>
         other != null &&
@@ -133,7 +145,8 @@ namespace mbts.spark {
         buy.safe_equals(other.buy) &&
         sell.safe_equals(other.sell) &&
         passive.safe_equals(other.passive) &&
-         total.safe_equals(other.total);
+         total.safe_equals(other.total) &&
+         show_ltq.Equals(other.show_ltq);

      public override bool Equals(object obj) => Equals(obj as VolumeColumnSettings);

@@ -143,7 +156,8 @@ namespace mbts.spark {
            buy.GetHashCode(),
            sell.GetHashCode(),
            passive.GetHashCode(),
-            total.GetHashCode());
+            total.GetHashCode(),
+            show_ltq.GetHashCode());
   }

   [ProtoContract]
@@ -207,6 +221,23 @@ namespace mbts.spark {
      public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
   }

+   [ProtoContract]
+   readonly struct LadderMiniOrderBookSettings : IEquatable<LadderMiniOrderBookSettings> {
+      // this is the only member now, but more may be added later (that is why a GridSettings member wasn't added directly to LadderSettings).
+      [ProtoMember(1)]
+      public readonly GridSettings value;
+
+      public LadderMiniOrderBookSettings(GridSettings value) =>
+         this.value = value;
+
+      public bool Equals(LadderMiniOrderBookSettings other) => value == null ? other.value == null : value.Equals(other.value);
+      public override bool Equals(object obj) => obj is LadderMiniOrderBookSettings other && Equals(other);
+      public override int GetHashCode() => value.GetHashCode();
+
+      public static bool operator ==(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => a.Equals(b);
+      public static bool operator !=(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => !a.Equals(b);
+   }
+
   // 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.
@@ -215,10 +246,12 @@ namespace mbts.spark {
   class LadderSettings : IEquatable<LadderSettings> {
      const double _default_order_entry_panel_width = 110.0;
      const double _default_zoom_factor = 1.0;
+      const bool _default_show_warn_on_cross = true;

      // Default proto constructor
      // Added this so that when clients upgrade to a version with new settings,
      // the default values are applied correctly; thx to John for this tip
+      /// TODO: all default values should be consts, because they must be referenced in two places (in the default constructor, and the <see cref="DefaultValueAttribute"/>)
      public LadderSettings() {
         day_visible = true;
         high_visible = true;
@@ -230,6 +263,7 @@ namespace mbts.spark {
         tif_visible = true;
         order_type_visible = true;
         account_position_visible = true;
+         day_position_visible = true;
         size_presets_visible = true;
         cancel_buys_visible = true;
         cancel_sells_visible = true;
@@ -240,6 +274,7 @@ namespace mbts.spark {
         zoom_factor = _default_zoom_factor;
         use_defaults = true;
         favorite_algos = new LadderFavoriteAlgosSettings(null, 2);
+         show_warn_on_cross = _default_show_warn_on_cross;
      }

      public static LadderSettings Default {
@@ -250,7 +285,7 @@ namespace mbts.spark {
               ask_column = LadderColumnSettings.Default,
               price_column = LadderColumnSettings.Default,
               last_column = LadderColumnSettings.Default,
-               piq_column = LadderColumnSettings.Default;
+               piq_column = LadderColumnSettings.DefaultPiqColumnSettings;
            orders_column.background = BTSColors.LadderSpecial.default_column_background;
            bid_column.foreground = 0xFFFFFF;
            bid_column.background = BTSColors.MarketData.bid;
@@ -259,8 +294,8 @@ namespace mbts.spark {
            price_column.background = BTSColors.LadderSpecial.default_column_background;
            last_column.background = 0xFFFFFF;
            piq_column.background = BTSColors.LadderSpecial.default_column_background;
-            return new LadderSettings {
-               row_height = 20,
+            var rv = new LadderSettings {
+               row_height = 22,
               grid_line_color = 0x535353,
               orders_column = orders_column,
               bid_column = bid_column,
@@ -271,8 +306,8 @@ namespace mbts.spark {
               volume_column = VolumeColumnSettings.Default,
               calculator_buttons = new[] { 1, 5, 10, 25, 50, 100 },
               scroll_bar_visible = false,
-               default_order_type = CustomOrderDefinition.CustomOneofCase.Limit,
               default_time_in_force = TimeInForce.Day,
+               default_algo = new AlgoID(CustomOrderDefinition.CustomOneofCase.Limit),
               animate_recenter = true,
               badge_style = BadgeStyle.Normal,
               bid_break_line = new LadderMarketBreakLine { color = 0, show = true },
@@ -293,6 +328,7 @@ namespace mbts.spark {
               tif_visible = true,
               order_type_visible = true,
               account_position_visible = true,
+               day_position_visible = true,
               size_presets_visible = true,
               cancel_buys_visible = true,
               cancel_sells_visible = true,
@@ -303,13 +339,24 @@ namespace mbts.spark {
               zoom_slider_visible = false,
               zoom_factor = _default_zoom_factor,
               net_change = NetChangeTerms.None,
+               mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general),
            };
+            rv.row_height = LadderRender.measure_row_height(rv);
+            return rv;
         }
      }

      public enum BadgeStyle { Normal, Alternate }

-      public enum NetChangeTerms { None, Dollars, Ticks }
+      // TODO: rename to PriceDisplayFormat (today is merge monday, since this isn't a functional change, it is not worth the potential merge headaches right now)
+      public enum NetChangeTerms {
+         [Description("Standard Ticks")]
+         None,
+         [Description("Net Change Dollars")]
+         Dollars,
+         [Description("Net Change Ticks")]
+         Ticks
+      }

      [ProtoMember(1)]
      public double row_height { get; set; }
@@ -336,6 +383,10 @@ namespace mbts.spark {
      public bool scroll_bar_visible { get; set; }
      // USED [ProtoMember(11)]
      // USED [ProtoMember(12)]
+      [ProtoMember(51)]
+      public uint default_account { get; set; }
+      [ProtoMember(52)]
+      public AlgoID default_algo { get; set; }
      [ProtoMember(13)]
      public CustomOrderDefinition.CustomOneofCase default_order_type { get; set; }
      [ProtoMember(14)]
@@ -346,6 +397,8 @@ namespace mbts.spark {
      public bool animate_recenter { get; set; } = true;
      [ProtoMember(17)]
      public BadgeStyle badge_style { get; set; }
+      [ProtoMember(53)]
+      public bool auto_clear { get; set; }

      [ProtoMember(18)]
      public LadderMarketBreakLine bid_break_line { get; set; }
@@ -387,6 +440,8 @@ namespace mbts.spark {
      public bool order_type_visible { get; set; }
      [ProtoMember(36), DefaultValue(true)]
      public bool account_position_visible { get; set; }
+      [ProtoMember(50), DefaultValue(true)]
+      public bool day_position_visible { get; set; }
      [ProtoMember(37), DefaultValue(true)]
      public bool size_presets_visible { get; set; }
      [ProtoMember(38), DefaultValue(true)]
@@ -426,6 +481,47 @@ namespace mbts.spark {
         get => _piq_column ?? (_piq_column = LadderSettings.Default.piq_column);
         set => _piq_column = value;
      }
+      [ProtoMember(54), DefaultValue(_default_show_warn_on_cross)]
+      public bool show_warn_on_cross { get; set; }
+
+      [ProtoMember(55)]
+      public LadderMiniOrderBookSettings mini_ob { get; set; }
+
+      public void sanitize() =>
+         sanitize(this);
+
+      // if there are new props, make sure they are not null, invalid, etc.
+      public static LadderSettings sanitize(LadderSettings s) {
+         if (s == null)
+            return null;
+         // these MarketBreakLines are new settings props, ensure they are not null
+         if (s.bid_break_line == null)
+            s.bid_break_line = Default.bid_break_line;
+         if (s.ask_break_line == null)
+            s.ask_break_line = Default.ask_break_line;
+         if (s.mid_break_line == null)
+            s.mid_break_line = Default.mid_break_line;
+         if (s.session_low_line == null)
+            s.session_low_line = Default.session_low_line;
+         if (s.session_high_line == null)
+            s.session_high_line = Default.session_high_line;
+         if (s.session_range_fill == null)
+            s.session_range_fill = Default.session_range_fill;
+         if (s.volume_column == null)
+            s.volume_column = Default.volume_column;
+         if (s.size_display == null)
+            s.size_display = MarketSizeDisplay.get_default();
+         if (s.size_display.normal == null)
+            s.size_display = s.size_display.with(MarketSizeDisplay.get_default().normal);
+         if (s.mini_ob.value == null)
+            s.mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general);
+#pragma warning disable CS0612 // Type or member is obsolete
+         if (s.mini_ob.value.sorting_criterion.Count == 0)
+            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);
+         return s;
+      }

      public bool Equals(LadderSettings other) =>
         other != null &&
@@ -439,11 +535,13 @@ namespace mbts.spark {
         piq_column.safe_equals(other.piq_column) &&
         calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
         scroll_bar_visible == other.scroll_bar_visible &&
-         default_order_type == other.default_order_type &&
+         default_account == other.default_account &&
+         default_algo == other.default_algo &&
         default_time_in_force == other.default_time_in_force &&
         size == other.size &&
         animate_recenter == other.animate_recenter &&
         badge_style == other.badge_style &&
+         auto_clear == other.auto_clear &&
         bid_break_line.safe_equals(other.bid_break_line) &&
         ask_break_line.safe_equals(other.ask_break_line) &&
         mid_break_line.safe_equals(other.mid_break_line) &&
@@ -463,6 +561,7 @@ namespace mbts.spark {
         tif_visible == other.tif_visible &&
         order_type_visible == other.order_type_visible &&
         account_position_visible == other.account_position_visible &&
+         day_position_visible == other.day_position_visible &&
         size_presets_visible == other.size_presets_visible &&
         cancel_buys_visible == other.cancel_buys_visible &&
         cancel_sells_visible == other.cancel_sells_visible &&
@@ -474,10 +573,13 @@ namespace mbts.spark {
         zoom_factor == other.zoom_factor &&
         use_defaults == other.use_defaults &&
         favorite_algos == other.favorite_algos &&
-         net_change == other.net_change;
+         net_change == other.net_change &&
+         show_warn_on_cross == other.show_warn_on_cross &&
+         mini_ob == other.mini_ob;

      public override bool Equals(object obj) => Equals(obj as LadderSettings);

+      // TODO: remove mutable props from hash logic (or conversely, make them immutable).
      public override int GetHashCode() =>
         EqualityComparer.aggregate_hash(
            row_height.GetHashCode(),
@@ -490,7 +592,6 @@ namespace mbts.spark {
            EqualityComparer.safe_get_hash_code(piq_column),
            EqualityComparer.safe_get_hash_code(calculator_buttons),
            scroll_bar_visible.GetHashCode(),
-            default_order_type.GetHashCode(),
            default_time_in_force.GetHashCode(),
            size.GetHashCode(),
            animate_recenter.GetHashCode(),
@@ -525,7 +626,8 @@ namespace mbts.spark {
            zoom_factor.GetHashCode(),
            use_defaults.GetHashCode(),
            favorite_algos.GetHashCode(),
-            net_change.GetHashCode());
+            net_change.GetHashCode(),
+            show_warn_on_cross.GetHashCode());

      public struct WindowSpecifics {
         public readonly double order_entry_panel_width, zoom_factor;
@@ -0,0 +1,324 @@
+using bts.api;
+using bts.md;
+using mbts;
+using mbts.config;
+using mbts.persist;
+using mbts.spark;
+using mbts.spark.utilities;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.spark;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Reactive.Subjects;
+using System.Threading;
+using System.Threading.Tasks;
+using System.Windows;
+using LadderSettings = mbts.spark.LadderSettings;
+
+namespace bts.shell {
+   class LadderWindowFactory : ShellWindowFactory<LadderSaveState> {
+      const string _window_type = "ladder";
+      readonly LadderConfig _ladder_conf;
+      readonly IBus _bus;
+      readonly IWindowManager _wm;
+      readonly MBOService _mbo;
+      readonly UserSettingsHub _settings_hub;
+      readonly OrdersModel _orders_model;
+      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
+
+      public LadderWindowFactory(
+         IShellModule owner, 
+         IBus bus, 
+         IWindowManager wm, 
+         UserSettingsHub settings_hub, 
+         OrdersModel orders_model,
+         MBOService mbo)
+
+         : base(owner, "SparkLadder") {
+         _bus = bus;
+         _wm = wm;
+         _settings_hub = settings_hub;
+         _orders_model = orders_model;
+         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
+         _mbo = mbo;
+         _dispose = Disposable.Create(
+            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
+            bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
+            bus.subscribe(SparkTags.ShowLaddersTag).OnDispatcher().Subscribe(show_windows)
+         );
+      }
+
+      public async override Task<IShellWindow> load(LadderSaveState state) {
+         await Wait.until_true(() => _securities.ContainsKey(state.security_key), _ladder_conf.security_timeout);
+         if (_securities.TryGetValue(state.security_key, out SecurityMD security)) {
+            return create_ladder_window(security, state.settings, state.settings_id);
+         }
+         return null;
+      }
+
+      LadderSaveState _get_state(LadderVM vm, uint id) {
+         LadderSettings s = vm.get_save_state();
+         if (id != 0) {
+            if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
+               // profile was deleted
+               id = 0;
+            } else {
+               var curr_profile = _fit_to_sec(result.value, vm.security.ContractCase);
+               if (!s.Equals(curr_profile)) {
+                  // ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
+                  id = 0;
+               }
+            }
+         }
+         return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
+      }
+
+      int _ladder_count = 0;
+      IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings, uint settings_id = 0) {
+         IDisposable active_settings_dialog = null;
+         var thread_id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
+         // on_shell_window_vm should behave like an event (do not set to null)
+         Action<ShellWindowVM> on_shell_window_vm = _ => { };
+         ShellWindowVM shell_window_vm = null;
+         IShellWindow shell_window = null;
+         var title_source = new LazyObservable<string>(() => ShellWindowExtensions.literal_title_source(shell_window, shell_window_vm));
+         var view = new Lazy<UIElement>(() => {
+            // resources
+            var model = new LadderModel(md, _orders_model, _mbo);
+            var profile_service = new SettingsProfileService<LadderSettings>(_settings_hub,
+               us => ImmutableDictionary<uint, SettingsProfile<LadderSettings>>.Empty.AddRange(us.ladder_profiles.ToDictionary(
+                  lp => lp.id,
+                  lp => new SettingsProfile<LadderSettings>(lp.id, lp.name, LadderSettings.sanitize(lp.value), lp.security_criteria))),
+               (us, lps) => us.with(ladder_profiles: lps.Values.Select(lp => new LadderSettingsProfile(lp.id, lp.name, lp.value, lp.security_criteria)).ToArray()));
+            state_settings?.sanitize();
+            /// When settings are adjusted outside of the settings dialog, the vm should raise the <see cref="LadderVM.settings_invalidated"/> event.
+            /// In response to that event, 'needs_resync' is set to true. This causes 'last_value' to be refreshed when the next caller requests the latest settings
+            /// (i.e., an IObserver subscribing to the settings_source, or the settings-dialog viewmodel).
+            bool initialized = false, needs_resync = false;
+            LadderSettings last_value = fit_to_sec(state_settings);
+            LadderVM vm = null;
+            var settings_subject = new Subject<LadderSettings>();
+            var settings_source = Observable.Create<LadderSettings>(o => {
+               ensure_synced();
+               if (last_value != null)
+                  o.OnNext(last_value);
+               return settings_subject.Subscribe(s => {
+                  if (s != null)
+                     o.OnNext(s);
+               });
+            });
+            // vm
+            vm = LadderVM.create(_bus, model, LadderSettings.sanitize(last_value ?? _settings_hub.current.ladder), settings_source);
+            vm.settings_invalidated += on_settings_invalidated;
+            vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
+            vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
+            vm.request_settings_dialog += open_settings_dialog;
+            var settings_subscription = _settings_hub.subscribe_default_settings().Subscribe(on_user_settings);
+            vm.OnDisposed += disposing => {
+               Disposable.dispose(ref settings_subscription);
+               Disposable.dispose(ref active_settings_dialog);
+               Disposable.dispose(ref settings_subject);
+            };
+            // view
+            var lv = new LadderView(vm);
+            foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(vm.model.order_gateway.algo_model.ui_configuration))
+               lv.Resources[kv.Key] = kv.Value;
+            return lv;
+            // local methods
+            LadderSettings fit_to_sec(LadderSettings s) =>
+               _fit_to_sec(s, md.security.ContractCase);
+
+            void on_settings_invalidated() =>
+               needs_resync = true;
+
+            void ensure_synced() {
+               if (!needs_resync)
+                  return;
+               var curr = vm.get_save_state();
+               if (settings_id == 0) {
+                  last_value = curr;
+               } else if (!curr.Equals(last_value)) {
+                  settings_id = 0;
+                  last_value = curr;
+               }
+               needs_resync = false;
+            }
+
+            void on_user_settings(UserSettings us) {
+               if (initialized) {
+                  ensure_synced();
+                  if (settings_id == 0) {
+                     // not on a profile, don't respond to default settings changes
+                     return;
+                  } else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
+                     if (!last_value.Equals(vm.get_save_state())) {
+                        settings_id = 0;
+                     } else {
+                        settings_subject.OnNext(last_value = fit_to_sec(profile.value));
+                     }
+                  } else {
+                     // profile was deleted; keep the current settings and switch to the 'Local' profile.
+                     settings_id = 0;
+                  }
+               } else if (_settings_hub.initialized) {
+                  initialized = true;
+                  if (settings_id != 0) {
+                     if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
+                        last_value = fit_to_sec(profile.value);
+                     } else {
+                        settings_id = 0;
+                     }
+                  }
+                  if (settings_id == 0 && last_value == null) {
+                     foreach (var lp in _settings_hub.current.ladder_profiles) {
+                        // TODO: Use a kind of 'match priority' to resolve conflicts when the security is included in more than 1 profile's security criteria.
+                        // In the meantime, simply use the first match.
+                        if (lp.security_criteria.includes(md.security)) {
+                           last_value = fit_to_sec(lp.value);
+                           settings_id = lp.id;
+                           break;
+                        }
+                     }
+                     if (last_value == null)
+                        last_value = fit_to_sec(_settings_hub.current.ladder);
+                  }
+                  settings_subject.OnNext(last_value);
+               }
+            }
+
+            void open_settings_dialog() {
+               // dialog vm
+               var dialog_vm = new ProfiledShellSettingsDialogVM<LadderSettings, LadderSettingsVM, LadderSettingsProfile>(
+                  profile_service,
+                  us => us.ladder ?? LadderSettings.Default,
+                  s => {
+                     var svm = new LadderSettingsVM(model.order_gateway, vm.security);
+                     svm.load(s);
+                     return svm;
+                  },
+                  fit_to_sec,
+                  vm.get_save_state(),
+                  UserSettings.FileExtensions.LADDER,
+                  settings_id);
+               dialog_vm.applied += apply;
+               // dialog
+               var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
+               dialog_vm.SubscribeDisposed(title_source.OnDispatcher().Subscribe(t => dialog_vm.title = t));
+               dialog.Resources[ShellSettingsDialog.SecurityMapKey] = _securities;
+               dialog_vm.RequestClose += on_request_close;
+               dialog.Closed += on_closed;
+               Disposable.replace(ref active_settings_dialog, Disposable.Create(destroy_all));
+               dialog.move_to_mouse(-500, -500);
+               dialog.Show();
+               // local methods
+               void apply(SettingsProfile<LadderSettings> profile) {
+                  settings_id = profile.id;
+                  last_value = profile.value;
+                  settings_subject.OnNext(profile.value);
+               }
+               // idempotent
+               void destroy_all() {
+                  destroy_window();
+                  destroy_vm();
+               }
+               // idempotent
+               void destroy_window() {
+                  if (dialog == null) return;
+                  try {
+                     var temp = dialog;
+                     dialog = null;
+                     temp.Closed -= on_closed;
+                     temp.Close();
+                  } catch (Exception ex) {
+                     on_error("closing window", ex);
+                  }
+               }
+               // idempotent
+               void destroy_vm() {
+                  if (dialog_vm == null) return;
+                  try {
+                     var temp = dialog_vm;
+                     dialog_vm = null;
+                     temp.applied -= apply;
+                     temp.RequestClose -= on_request_close;
+                     temp.Dispose();
+                  } catch (Exception ex) {
+                     on_error("disposing vm", ex);
+                  }
+               }
+               void on_closed(object sender, EventArgs e) => destroy_all();
+               void on_request_close(object sender, EventArgs e) => destroy_all();
+               void on_error(string action_desc, Exception error) =>
+                  Log.Ui.warn($"LadderSettingsDialog error {action_desc}: {error}.");
+            }
+         });
+         string thread = _ladder_conf.ladders_on_threads ? $"Ladder{thread_id:00}" : "";
+         return shell_window = ShellWindow.create(
+            module, md.security.ToString(), _window_type, view,
+            (v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
+            icon: Icons.Ladder,
+            thread_id: thread,
+            vm => {
+               shell_window_vm = vm;
+               title_source.connect();
+            });
+      }
+
+      void show_windows(IReadOnlyCollection<SecurityMD> securities) {
+         int n_allowed = (int)_ladder_conf.max_open_ladders - _wm.list_windows().Where(w => w.window_type == _window_type).Count();
+         int n_opened = 0;
+         foreach (var s in securities) {
+            if (++n_opened > n_allowed) {
+               BTSMessageBox.Show($"The maximum number of ladders are already opened ({_ladder_conf.max_open_ladders}).", "Ladders",
+                  BTSMessageBoxButtons.OK, MessageBoxImage.Exclamation, true, false, true);
+               break;
+            } else {
+               _bus.post(SparkTags.ShowWindow, create_ladder_window(s, null));
+            }
+         }
+      }
+
+      LadderSettings _fit_to_sec(LadderSettings s, Security.ContractOneofCase sec_type) {
+         if (s == null) return null;
+         var algo_key = AlgoID.to_algo_key(s.default_algo, _orders_model.dynamic_helper.dynamic_type_index);
+         if (algo_key.mode == AlgoKey.Mode.Factory) {
+            var fitted_algo = OrderDataHelper.fit_to_type(algo_key.factory.structure.build_algo(_orders_model.dynamic_helper), sec_type, true);
+            if (fitted_algo.HasValue) {
+               // be sure to clone ('s' may be shared)
+               s = SparkUtils.clone_proto(s);
+               s.default_algo = AlgoID.from_custom_def(fitted_algo.Value);
+            }
+         }
+         return s;
+      }
+
+      readonly struct LadderConfig {
+         public readonly uint max_open_ladders;
+         public readonly bool ladders_on_threads, open_algo_popup_on_select, use_algo_param_grid;
+         public readonly TimeSpan security_timeout;
+
+         public LadderConfig(bts.config.LadderKnobs knobs, bool ladders_on_threads) {
+            max_open_ladders = knobs.max_open_ladders;
+            open_algo_popup_on_select = knobs.open_algo_popup_on_select;
+            use_algo_param_grid = knobs.use_algo_param_grid;
+            security_timeout = TimeSpan.FromSeconds(Math.Max(15, knobs.security_timeout_secs));
+            this.ladders_on_threads = ladders_on_threads;
+         }
+      }
+   }
+
+   [ProtoContract]
+   class LadderSaveState {
+      [ProtoMember(1)]
+      public UInt32 security_key;
+      [ProtoMember(2)]
+      public mbts.spark.LadderSettings settings;
+      [ProtoMember(3)]
+      public uint settings_id;
+   }
+}
@@ -1,5 +1,7 @@
 using bts.api;
 using bts.api.orderman;
+using bts.shell.orderbook;
+using mbts.persist;
 using mbts.ui;
 using mbts.ui.shell;
 using System;
@@ -29,45 +31,46 @@ namespace mbts.spark {
      }
      #endregion

-      readonly LadderVM _parent;
+      readonly LadderVM _owner;
      readonly IBus _bus;
      readonly Property<FontFamily> _font_family;
      readonly Property<FontWeight> _font_weight;
      readonly Property<double> _font_size;
-      readonly Property<Brush> _foreground, _background, _hoverbackground, _border, _parent_algo_type_brush;
-      readonly Property<bool> _is_exchange_order, _has_multiple_orders_at_same_level, _is_hedge_order;
-      readonly Property<CustomOrderDefinition.CustomOneofCase> _parent_algo_type;
-      readonly Property<string> _summary;
+      readonly Property<Brush> _foreground, _background, _hoverbackground, _border;
+      readonly Property<bool> _has_multiple_orders_at_same_level, _is_hedge_order;
+      readonly Property<CustomOrderDefinition.CustomOneofCase> _algo_type;
+      readonly Property<string> _algo_studio_abbreviation;
      IObservable<LadderSettings.BadgeStyle> _bs;
      LadderSettings.BadgeStyle _current_badge_style;
      int _n_active_price_change_ops = 0;
      double _real_price = double.NaN, _phantom_price = double.NaN;
-      uint filled, quantity;
+      uint filled, quantity, num_root_orders;
      int working_quantity;
+      uint? _min_piq = UInt32.MaxValue;

-      LadderModel model => _parent.model;
-      Dictionary<uint, (OrderRecordImmutable order, uint? p)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p)>();
+      public event Action piq_changed;

-      public LadderOrderVM((OrderRecordImmutable order, uint? p) op, double real_price, LadderVM parent, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
-         _parent = parent;
+      LadderModel model => _owner.model;
+      Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)>();
+
+      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
+         _owner = owner;
         _bus = bus;
         _bs = bs;
         _real_price = real_price;
         // settings
         var fs = UserSettings.factory_defaults.ladder;
-         _font_family = backing(nameof(font_family), parent.settings, get_font_family, get_font_family(fs));
-         _font_weight = backing(nameof(font_weight), parent.settings, get_font_weight, get_font_weight(fs));
-         _font_size = backing(nameof(font_size), parent.settings, get_font_size, get_font_size(fs));
-         _foreground = backing(nameof(foreground), parent.settings, get_foreground, get_foreground(fs));
+         _font_family = backing(nameof(font_family), owner.settings, get_font_family, get_font_family(fs));
+         _font_weight = backing(nameof(font_weight), owner.settings, get_font_weight, get_font_weight(fs));
+         _font_size = backing(nameof(font_size), owner.settings, get_font_size, get_font_size(fs));
+         _foreground = backing(nameof(foreground), owner.settings, get_foreground, get_foreground(fs));
         _background = backing(nameof(background), _color_bg_brush);
         _hoverbackground = backing(nameof(hoverbackground), _color_bg_brush);
         _border = backing(nameof(border), _color_bg_brush);
-         _summary = backing(nameof(summary), string.Empty);
-         _is_exchange_order = backing(nameof(is_exchange_order), false);
         _has_multiple_orders_at_same_level = backing(nameof(has_multiple_orders_at_same_level), false);
         _is_hedge_order = backing(nameof(is_hedge_order), false);
-         _parent_algo_type = backing(nameof(parent_algo_type), CustomOrderDefinition.CustomOneofCase.None);
-         _parent_algo_type_brush = backing(nameof(parent_algo_type_brush), _color_bg_brush);
+         _algo_type = backing(nameof(algo_type), CustomOrderDefinition.CustomOneofCase.None);
+         _algo_studio_abbreviation = backing(nameof(algo_studio_abbreviation), string.Empty);
         FontFamily get_font_family(LadderSettings s) => new FontFamily(s.orders_column.font_family);
         FontWeight get_font_weight(LadderSettings s) => ui.utility.text.TextUtils.from_open_type_weight_safe(s.orders_column.font_weight);
         double get_font_size(LadderSettings s) => s.orders_column.font_size;
@@ -95,36 +98,72 @@ namespace mbts.spark {
         }
         var darker = BTSColor.darken2(color.R, color.G, color.B, 0.75);
         Color dark = new Color() { A = 255, R = darker.r, G = darker.g, B = darker.b };
-         //var completion = _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.filled(order)) / _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.quantity(order));
-         bts.spark.OrderMetadata parent_algo_metadata = _parent.model.order_gateway.factory.get_metadata(parent_algo_type);
-         parent_algo_type_brush = parent_algo_metadata.Color.rgb_brush();
         var buy_sell_background_fill_color = new SolidColorBrush(color);
         buy_sell_background_fill_color.Freeze();
         background = buy_sell_background_fill_color;
         hoverbackground = mkbrush(dark, _darkbg, 0);
-         filled = _parent_and_child_not_sharing_slot().Select(order => OrderUtils.filled(order)).Sum();
-         working_quantity = _parent_and_child_not_sharing_slot().Select(order => order.working_quantity()).Sum();
-         quantity = _parent_and_child_not_sharing_slot().Select(order => order.State.Quantity).Sum();
+
+         filled = quantity = num_root_orders = 0;
+         working_quantity = 0;
+         foreach(var n in _root_nodes()) {
+            num_root_orders++;
+            filled += n.filled();
+            working_quantity += n.working_quantity();
+            quantity += n.quantity();
+         }

         // if this badge only represents a single order, then is_exchange_order and the border (= algo color)
         // should be set appropriately
-         if (_orders.Count == 1) {
-            var single_order = _orders.Values.First().order;
-            var single_order_metadata = _parent.model.order_gateway.factory.get_metadata(single_order);
+         if (num_root_orders == 1) {
+            var single_order = _root_nodes().First();
+            var single_order_metadata = _owner.model.order_gateway.factory.get_metadata(single_order);
            border = single_order_metadata.Color.rgb_brush();
-            is_exchange_order = OrderUtils.is_exchange_order(single_order);
+            if (_orders.TryGetValue(single_order.Key, out var opm)) {
+               algo_studio_abbreviation = _sanitize_abbreviation(string.IsNullOrEmpty(opm.meta?.abbreviation) ? _generate_abbreviation_for_algo_studio_algo(opm.algo) : opm.meta?.abbreviation);
+               border = opm.meta?.badge_color?.rgb_color().rgb_brush() ?? border;
+            } 
+            if (single_order.order_type().is_bts_algo_type()) {
+               algo_type = single_order.order_type();
+            } else {
+               algo_type = CustomOrderDefinition.CustomOneofCase.None;
+            }
+            
         } else {
            border = new SolidColorBrush(color);
-            is_exchange_order = false;
         }
-         has_multiple_orders_at_same_level = _orders.Count > 1;
-         is_hedge_order = _orders.Any(op => op.Value.order.sub_type() == OrderSubType.HedgingLeg);
+         has_multiple_orders_at_same_level = num_root_orders > 1;
+         is_hedge_order = _root_nodes().Any(o => o.sub_type() == OrderSubType.HedgingLeg);

-         if (_orders.Any()) {
-            summary = _orders.Values.Select(op => op.order.short_description(_parent.security.ContractSpec)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
-         }
         _set_badge_text();

+         string _generate_abbreviation_for_algo_studio_algo(AlgoData? a) {
+            char[] delim = { ' ' };
+            string candidate = string.Empty;
+            if (a.HasValue) {
+               var algo_name = a.Value.name;
+               var words = algo_name.Split(delim);
+               if (words.Length == 1) {
+                  var single_word = words[0];
+                  if (single_word.Length > 1) {
+                     candidate = words[0];
+                  } else {
+                     candidate = single_word;
+                  }
+               } else {
+                  candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
+               }
+            }
+            return candidate.ToUpper();
+         }
+
+         string _sanitize_abbreviation(string ab) {
+            string candidate = ab;
+            if (ab.Length > 2) {
+               candidate = candidate.Substring(0, 2);
+            }
+            return candidate.ToUpper();
+         }
+
      }

      private void _set_badge_text() {
@@ -132,12 +171,32 @@ namespace mbts.spark {
         RaisePropertyChanged(nameof(text_lines));
      }

-      public void add_order((OrderRecordImmutable order, uint? p) new_op) {
+      /// <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) {
@@ -147,13 +206,22 @@ namespace mbts.spark {
      //   }
      //}

-      public uint security_key => _parent.security.Id;
+      public uint security_key => _owner.security.Id;
      public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
-      public uint? min_piq => _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
+      public uint? min_piq {
+         get {
+            return _min_piq;
+         }
+         set {
+            if (Set(ref _min_piq, value)) {
+               piq_changed?.Invoke();
+            }
+         }
+      }
      public double real_price => _real_price;
      public Side side {
         get {
-            var distinct_sides = _orders.Values.Select(op => op.order.side()).Distinct();
+            var distinct_sides = _root_nodes().Select(o => o.side()).Distinct();
            if (distinct_sides.Count() > 1) {
               return Side.Undefined;
            }
@@ -161,16 +229,14 @@ namespace mbts.spark {
         }
      }

-      IEnumerable<OrderRecordImmutable> _parent_and_child_not_sharing_slot() => _orders.Values.Select(op => op.order).Where(o => !_orders.ContainsKey(o.ParentKey));
+      IEnumerable<OrderRecordImmutable> _root_nodes() => _orders.Values.Select(_owner.get_root_at_price).DistinctOn(OrderUtils.RecordKeySelector);

      public IReadOnlyList<string> text_lines { get; private set; }

-      public bool has_parent => _orders.Values.Any( op => op.order.has_parent());
      public bool has_phantom_price => !double.IsNaN(_phantom_price);

-      public ICommand detach_command => new DelegateCommand(() => _execute_command(_crack_order), () => !has_parent);
      public ICommand cancel_command => new DelegateCommand(() => _execute_command(_cancel_order));
-      //public ICommand modify_command => new DelegateCommand(() => _execute_command(() => _bus.post(SparkTags.ShowModifyOrderTag, _order.Key)), () => !has_parent);
+
      public event Action command_executed;
      void _execute_command(Action action) {
         action();
@@ -184,27 +250,21 @@ namespace mbts.spark {
      public Brush background { get => _background.Value; private set => _background.Value = value; }
      public Brush hoverbackground { get => _hoverbackground.Value; private set => _hoverbackground.Value = value; }
      public Brush border { get => _border.Value; private set => _border.Value = value; }
-      public string summary { get => _summary.Value; private set => _summary.Value = value; }
-      public bool is_exchange_order { get => _is_exchange_order.Value; private set => _is_exchange_order.Value = value; }
+      public string summary => _root_nodes().Any() ? $"Badge containing root orders: {string.Join(",", _root_nodes().Select(o => o.Key))}" : string.Empty;
      public bool has_multiple_orders_at_same_level { get => _has_multiple_orders_at_same_level.Value; private set => _has_multiple_orders_at_same_level.Value = value; }
      public bool is_hedge_order { get => _is_hedge_order.Value; private set => _is_hedge_order.Value = value; }
-      public Brush parent_algo_type_brush { get => _parent_algo_type_brush.Value; private set => _parent_algo_type_brush.Value = value; }      
-      // the setter is public so that the LadderVM can set this field
-      public CustomOrderDefinition.CustomOneofCase parent_algo_type { get => _parent_algo_type.Value; set => _parent_algo_type.Value = value; }
+      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 IEnumerable<OrderRecordImmutable> orders => _orders.Values.Select(o => o.order);
+      public IReadOnlyList<uint> order_keys => _orders.Keys.ToReadOnlyList();
+      public IEnumerable<OrderRecordImmutable> root_orders => _root_nodes();

      void _cancel_order() {
-         foreach (var op in _orders.Values) {
-            model.order_gateway.cancel_order(op.order).ignore();
+         foreach (var order in _root_nodes()) {
+            model.order_gateway.cancel_order(order).ignore();
         }
      }

-      void _crack_order() {
-         var distinct_parent_keys = _orders.Values.Where(op => op.order.has_parent()).Select(x => x.order.ParentKey).Distinct();
-         model.order_gateway.crack_orders(distinct_parent_keys).ignore();
-      }
-
      public async void try_set_price(OrderRecordImmutable order, double new_price) {
         // don't change stop or stop_limits => server crash
         if (order.order_type() == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Stop || order.order_type() == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.StopLimit) return;
@@ -212,7 +272,7 @@ namespace mbts.spark {
         _phantom_price = new_price;
         RaisePropertyChanged(nameof(price));
         ++_n_active_price_change_ops;
-         if (await _parent.model.order_gateway.update_order(order, new_price, order.State.Quantity)) {
+         if (await _owner.model.order_gateway.update_order(order, new_price, order.State.Quantity)) {
            // wait 3 secs, then give up if price change still hasn't taken effect
            await Task.Delay(3000);
         }
@@ -234,53 +294,35 @@ namespace mbts.spark {
         price_filter.minimum.value = real_price;
         price_filter.maximum.value = real_price;

-         var obvm = new OrderBookVM(null, _parent.bus, null, _parent.model.order_gateway, null, true);
-         var state = new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
-            new bts.shell.OrderBookWindowFactory.FilterStates {
-               security_criteria = new SecurityCriteria(_parent.security),
+         var state = new bts.shell.orderbook.OrderBookStartupData(
+            new bts.shell.orderbook.FilterStates {
+               security_criteria = new SecurityCriteria(_owner.security),
               price = price_filter,
-               statuses = new[] { OrderStatus.Working }
+               statuses = new[] { OrderStatus.Working },
+               order_types = AlgoID.exchange_algo_keys
            },
-            bts.shell.OrderBookWindowFactory.OrderBookStartupData.default_mini_grid,
+            bts.shell.orderbook.OrderBookStartupData.default_mini_grid.with(_owner.current_settings.mini_ob.value),
            use_defaults: false
         );
-         // NOTE:
-         // we might need the ObservableAppend to InsertAt
-         // if these EditXXX ever support settings.
-
-         // The end result after this group of lines will be
-         //  ------------------------
-         //  | Cancel | Qty | Price | ...
-         //  ------------------------
-         //
-         var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Price.ToString());
-         var price_index = obvm.columns.indexOf(price_col);
-         if (price_index > -1) {
-            var existing_editprice_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.EditablePrice.ToString());
-            var existing_editprice_index = obvm.columns.indexOf(existing_editprice_col);
-            if (existing_editprice_index == -1) {
-               // insert the edit price column at the beginning
-               obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
-            }
-         }
-         var qty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Size.ToString());
-         var qty_index = obvm.columns.indexOf(qty_col);
-         if (qty_index > -1) {
-            var existing_editqty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.EditableQty.ToString());
-            var existing_editqty_index = obvm.columns.indexOf(existing_editqty_col);
-            if (existing_editqty_index == -1) {
-               // insert the edit quantity column at the beginning
-               obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
-            }
-         }
+         var settings_man = new WindowSettingsManager<OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
+         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());
+         obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
+         obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
+         obvm.columns.Insert(0, new OrderBookVM.UpdateColumn(typeof(MiniOrderBookView)));
         obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
-
+         // the CheckColumn must be inserted at the front of the ObservableAppendCollection,
+         // and not mixed with the other columns in said ObservableAppendCollection's underlying ObservableCollection (the settings dialog uses the underlying collection).
+         // The user cannot adjust this column in the settings dialog, and it should always be the left-most column.
+         obvm.columns.insert_front(new OrderBookVM.CheckColumn(nameof(OrderBookRowVM.is_selected)));
         obvm.load_from(state);
         return obvm;
      }

      public override string ToString() {
-         return $"Price: {this.price} Order Count: {this.orders.Count()} PIQ: {(this.min_piq.HasValue ? this.min_piq.Value.ToString() : "")}";
+         return $"Price: {price} Order Count: {_orders.Values.Count()} Root Order Count: {_root_nodes().Count()} PIQ: {(this.min_piq.HasValue ? this.min_piq.Value.ToString() : "")}";
      }
   }
 }
@@ -1,4 +1,8 @@
-using bts.api;
+using bts;
+using bts.api;
+using bts.api.orderman;
+using bts.collections;
+using bts.shell.orderbook;
 using bts.utils;
 using mbts.collections;
 using mbts.ui;
@@ -7,10 +11,14 @@ using mbts.ui.controls.color_picker;
 using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Input;
@@ -18,19 +26,30 @@ using System.Windows.Media;
 using TextUtils = mbts.ui.utility.text.TextUtils;

 namespace mbts.spark {
-   class LadderSettingsVM : ViewModelBase, IWindowSettingsVM<LadderSettings>, ITemplateSelectorKey, IDisposable {
+   class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
      readonly Property<LadderSettings.BadgeStyle> _badge_style;
      readonly Property<uint> _alternate_order_size;
      readonly DelegateProperty<double> _row_height;
-      Func<double> _get_order_entry_panel_width, _get_zoom_factor;
+      readonly UserProperty<AccountTuple?> _default_account;
+      readonly UserProperty<AlgoDefinitionVM> _default_algo;
+      readonly DeferrableActionWrapper _update;
+      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;
+      uint? _desired_account;
+      AlgoID? _desired_algo;
+      TimeInForce _default_time_in_force;
+      LadderSettings.NetChangeTerms _price_format;
+      double _order_entry_panel_width, _zoom_factor;
+      bool _auto_clear, _show_warn_on_cross;
      LadderSettings _current;
      LadderColumnSettingsVM
         _orders = new OrdersColumnSettingsVM(),
         _bid = new LadderColumnSettingsVM("Bid"),
         _price = new LadderColumnSettingsVM("Price"),
         _ask = new LadderColumnSettingsVM("Ask"),
-         _last = new LadderColumnSettingsVM("Last", true),
-         _piq = new LadderColumnSettingsVM("PIQ", true);
+         _last = new LadderColumnSettingsVM("Last", LadderSettingsView.LastColumnTemplateKey, true),
+         _piq = new LadderColumnSettingsVM("PIQ", can_toggle_show: true);
      VolumeColumnVM _volume = new VolumeColumnVM();
      LadderMarketBreakLineVM
         _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
@@ -51,31 +70,25 @@ namespace mbts.spark {
         _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
         _account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
+         _day_position_visibility = new OrderEntryPanelItemVisibilityVM("Day Position"),
         _size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
         _auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
         _clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
         _cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
         _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
         _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
-      readonly Property<bool> 
-         _show_in_net_change,
-         _show_in_net_change_dollars,
-         _show_in_net_change_ticks;

-      public LadderSettingsVM(OrdersModel model, bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
-         this.is_synthetic = is_synthetic;
-         favorite_algos_vm = new FavoriteAlgosVM(model);
+      public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
+         _model = model;
+         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));
         _badge_style = backing<LadderSettings.BadgeStyle>(nameof(badge_style));
         _badge_style.Changed += _badge_style_Changed;
         _alternate_order_size = backing<uint>(nameof(alternate_order_size));
-         _get_order_entry_panel_width = get_left_panel_width;
-         _get_zoom_factor = get_zoom_factor;
-         _show_in_net_change = backing<bool>(nameof(show_in_net_change));
-         _show_in_net_change_dollars = backing<bool>(nameof(show_in_net_change_dollars));
-         _show_in_net_change_ticks = backing<bool>(nameof(show_in_net_change_ticks));
-         
+         _default_account = user_backing<AccountTuple?>(nameof(default_account));
+         _default_algo = user_backing<AlgoDefinitionVM>(nameof(default_algo));
         // be sure to initialize backings before this measure_row_height call
         _row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
         _orders.font_size_changed += on_font_size_changed;
@@ -84,10 +97,50 @@ namespace mbts.spark {
         _ask.font_size_changed += on_font_size_changed;
         _last.font_size_changed += on_font_size_changed;
         _piq.font_size_changed += on_font_size_changed;
-
+         // accounts
+         accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
+            CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
+         };
+         // update
+         _update = new DeferrableActionWrapper(() => result_changed?.Invoke());
+         mini_ob.result_changed += _update.execute;
+         foreach (var c in _observable_components)
+            c.PropertyChanged += on_prop_changed;
+         favorite_algos_vm.items.CollectionChanged += on_favorite_algo_items_CollectionChanged;
+         _algo_definitions.AddRange(_model.factory.default_algos(security).Values.Select(algo_factory));
+         _dispose = new CompositeDisposable(
+            _model.factory.subscribe_accounts().OnDispatcher().Subscribe(acc_map => {
+               _accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
+               _try_select_desired_account();
+            }),
+            ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, connect_favorite_algo),
+            _model.algo_model.definitions.OnDispatcher().Subscribe(update => {
+               AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, algo_factory);
+               _try_select_desired_algo();
+            })
+         ) { dispose_resources };
+         // local methods
         void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
+         void on_prop_changed(object sender, PropertyChangedEventArgs e) => _update.execute();
+         void on_favorite_algo_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) => _update.execute();
+         IDisposable connect_favorite_algo(FavoriteAlgoItem item) {
+            item.PropertyChanged += on_prop_changed;
+            return Disposable.Create(() => item.PropertyChanged -= on_prop_changed);
+         }
+         void dispose_resources() {
+            mini_ob.result_changed -= _update.execute;
+            mini_ob.Dispose();
+            favorite_algos_vm.items.CollectionChanged -= on_favorite_algo_items_CollectionChanged;
+            favorite_algos_vm.Dispose();
+            foreach (var c in _observable_components)
+               c.PropertyChanged -= on_prop_changed;
+         }
+         AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, false);
      }

+      public event Action result_changed;
+
      private void _badge_style_Changed(LadderSettings.BadgeStyle oldval, LadderSettings.BadgeStyle newval) {
         if (newval == LadderSettings.BadgeStyle.Alternate && _orders.font_size == 10) {
            _orders.font_size = 7;
@@ -108,6 +161,27 @@ namespace mbts.spark {
      }

      public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
+      public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
+      // price format
+      public LadderSettings.NetChangeTerms price_format { get => _price_format; set => Set(ref _price_format, value); }
+      public IEnumerable<LadderSettings.NetChangeTerms> price_format_options => EnumHelper.get_values<LadderSettings.NetChangeTerms>();
+      // time in force
+      public TimeInForce default_time_in_force { get => _default_time_in_force; set => Set(ref _default_time_in_force, value); }
+      public IEnumerable<TimeInForce> time_in_force_options => EnumHelper.get_values_except(TimeInForce.Undefined);
+      // account
+      public AccountTuple? default_account { get => _default_account.Value; set => _default_account.Value = value; }
+      public ICollectionView<AccountTuple?> accounts_view { get; }
+      // algo
+      public AlgoDefinitionVM default_algo { get => _default_algo.Value; set => _default_algo.Value = value; }
+      public IReadOnlyObservableCollection<AlgoDefinitionVM> algo_definitions => _algo_definitions;
+      // left-panel (components)
+      public bool auto_clear { get => _auto_clear; set => Set(ref _auto_clear, value); }
+      public double order_entry_panel_width { get => _order_entry_panel_width; set => Set(ref _order_entry_panel_width, value); }
+      public double zoom_factor { get => _zoom_factor; set => Set(ref _zoom_factor, value); }
+      // safety checks
+      public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
+
+      // favorites
      public FavoriteAlgosVM favorite_algos_vm { get; }

      public double row_height => _row_height.Value;
@@ -163,6 +237,7 @@ namespace mbts.spark {
            yield return _tif_visibility;
            yield return _order_type_visibility;
            yield return _account_position_visibility;
+            yield return _day_position_visibility;
            yield return _size_preset_visibility;
            yield return _clear_visibility;
            yield return _auto_clear_visibility;
@@ -172,87 +247,133 @@ namespace mbts.spark {
         }
      }

-      public bool show_in_net_change {
-         get => _show_in_net_change.Value;
-         set {
-            // when unchecking, clear out dollars and ticks
-            if (!value) {
-               show_in_net_change_dollars = false;
-               show_in_net_change_ticks = false;
-            }
-            // when checking, by defalt check dollars
-            if (value) {
-               show_in_net_change_dollars = true;
-            }
-            _show_in_net_change.Value = value;
+      public string key => GridSettingsTemplateKeys.Ladder;
+
+      IEnumerable<INotifyPropertyChanged> _observable_components {
+         get {
+            // columns
+            yield return _orders;
+            yield return _bid;
+            yield return _price;
+            yield return _ask;
+            yield return _last;
+            yield return _piq;
+            yield return _volume;
+            yield return _volume.general;
+            // market break lines
+            yield return _bid_mkt_line;
+            yield return _ask_mkt_line;
+            yield return _mid_mkt_line;
+            yield return _session_low_mkt_line;
+            yield return _session_high_mkt_line;
+            yield return _session_range_fill;
+            // left panel
+            yield return _zoom_slider_visbility;
+            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;
+            yield return _account_position_visibility;
+            yield return _day_position_visibility;
+            yield return _size_preset_visibility;
+            yield return _auto_clear_visibility;
+            yield return _clear_visibility;
+            yield return _cancel_buys_visibility;
+            yield return _cancel_sells_visibility;
+            yield return _cancel_all_visibility;
+            // other
+            yield return size_display;
+            yield return favorite_algos_vm;
+            yield return this;
         }
      }
-      public bool show_in_net_change_dollars {
-         get => _show_in_net_change_dollars.Value;
-         set => _show_in_net_change_dollars.Value = value;
-      }
-
-      public bool show_in_net_change_ticks {
-         get => _show_in_net_change_ticks.Value;
-         set => _show_in_net_change_ticks.Value = value;
-      }
-
-
-      public string key => GridOrLadderSettingsSelectorKeys.Ladder;

      public void load(LadderSettings settings) {
-         _current = settings;
-         badge_style = settings.badge_style;
-         alternate_order_size = settings.alternate_order_size;
-         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)));
-         _orders.assign_from(_current.orders_column);
-         _bid.assign_from(_current.bid_column);
-         _ask.assign_from(_current.ask_column);
-         _price.assign_from(_current.price_column);
-         _volume.assign_from(_current.volume_column);
-         _last.assign_from(_current.last_column);
-         _piq.assign_from(_current.piq_column);
-         _bid_mkt_line.assign_from(_current.bid_break_line);
-         _ask_mkt_line.assign_from(_current.ask_break_line);
-         _mid_mkt_line.assign_from(_current.mid_break_line);
-         _session_low_mkt_line.assign_from(_current.session_low_line);
-         _session_high_mkt_line.assign_from(_current.session_high_line);
-         _session_range_fill.assign_from(_current.session_range_fill);
-         _zoom_slider_visbility.show = settings.zoom_slider_visible;
-         _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;
-         _account_position_visibility.show = settings.account_position_visible;
-         _size_preset_visibility.show = settings.size_presets_visible;
-         _clear_visibility.show = settings.clear_visible;
-         _auto_clear_visibility.show = settings.auto_clear_visible;
-         _cancel_buys_visibility.show = settings.cancel_buys_visible;
-         _cancel_sells_visibility.show = settings.cancel_sells_visible;
-         _cancel_all_visibility.show = settings.cancel_all_visible;
-         // do not read the order entry panel width here from settings
-         // because it could have changed from the UI
-         // there might be a better way of doing this, like how
-         // does the widths of the ladder grid column pull this off?
-         show_in_net_change = settings.net_change != LadderSettings.NetChangeTerms.None;
-         show_in_net_change_dollars = settings.net_change == LadderSettings.NetChangeTerms.Dollars;
-         show_in_net_change_ticks = settings.net_change == LadderSettings.NetChangeTerms.Ticks;
+         using (_update.defer_execution()) {
+            _current = settings;
+            badge_style = settings.badge_style;
+            alternate_order_size = settings.alternate_order_size;
+            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)));
+            mini_ob.load_from(settings.mini_ob.value);
+            // columns
+            _orders.assign_from(_current.orders_column);
+            _bid.assign_from(_current.bid_column);
+            _ask.assign_from(_current.ask_column);
+            _price.assign_from(_current.price_column);
+            _volume.assign_from(_current.volume_column);
+            _last.assign_from(_current.last_column);
+            _piq.assign_from(_current.piq_column);
+            // market break lines
+            _bid_mkt_line.assign_from(_current.bid_break_line);
+            _ask_mkt_line.assign_from(_current.ask_break_line);
+            _mid_mkt_line.assign_from(_current.mid_break_line);
+            _session_low_mkt_line.assign_from(_current.session_low_line);
+            _session_high_mkt_line.assign_from(_current.session_high_line);
+            _session_range_fill.assign_from(_current.session_range_fill);
+            // left-panel (defaults)
+            default_time_in_force = settings.default_time_in_force;
+            // - account
+            _desired_account = settings.default_account;
+            _try_select_desired_account(true);
+            // - algo
+            _desired_algo = settings.default_algo;
+            _try_select_desired_algo(true);
+            // - components
+            auto_clear = settings.auto_clear;
+            order_entry_panel_width = settings.order_entry_panel_initial_width;
+            zoom_factor = settings.zoom_factor;
+            // left-panel (show/hide)
+            _zoom_slider_visbility.show = settings.zoom_slider_visible;
+            _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;
+            _account_position_visibility.show = settings.account_position_visible;
+            _day_position_visibility.show = settings.day_position_visible;
+            _size_preset_visibility.show = settings.size_presets_visible;
+            _clear_visibility.show = settings.clear_visible;
+            _auto_clear_visibility.show = settings.auto_clear_visible;
+            _cancel_buys_visibility.show = settings.cancel_buys_visible;
+            _cancel_sells_visibility.show = settings.cancel_sells_visible;
+            _cancel_all_visibility.show = settings.cancel_all_visible;
+            price_format = settings.net_change;
+            // safety checks
+            show_warn_on_cross = settings.show_warn_on_cross;
+         }
      }

      public LadderSettings get_result() {
-         var clone = SparkUtils.clone_proto(_current);
+         LadderSettings clone;
+         if (_current == null) {
+            clone = new LadderSettings {
+               mini_ob = new LadderMiniOrderBookSettings(mini_ob.create())
+            };
+         } else {
+            clone = SparkUtils.clone_proto(_current);
+#pragma warning disable CS0612 // Type or member is obsolete
+            clone.mini_ob = new LadderMiniOrderBookSettings(_current.mini_ob.value != null ? 
+               mini_ob.create().with(sorting_criterion: _current.mini_ob.value.sorting_criterion) :
+               mini_ob.create());
+#pragma warning restore CS0612 // Type or member is obsolete
+         }
         clone.badge_style = badge_style;
         clone.alternate_order_size = alternate_order_size;
         clone.favorite_algos = favorite_algos_vm.create();
         clone.size_display = size_display.create();
         clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
+         // columns, row height (the latter determined by columns font size)
         clone.orders_column = _orders.get_settings();
         clone.bid_column = _bid.get_settings();
         clone.price_column = _price.get_settings();
@@ -260,13 +381,28 @@ namespace mbts.spark {
         clone.volume_column = _volume.get_settings();
         clone.last_column = _last.get_settings();
         clone.piq_column = _piq.get_settings();
+         clone.row_height = LadderRender.measure_row_height(clone);
+         // market break lines
         clone.bid_break_line = _bid_mkt_line.get_settings();
         clone.ask_break_line = _ask_mkt_line.get_settings();
         clone.mid_break_line = _mid_mkt_line.get_settings();
         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();
-         clone.row_height = LadderRender.measure_row_height(clone);
+         // left-panel (defaults)
+         clone.default_time_in_force = default_time_in_force;
+         // - account
+         if (default_account.HasValue)
+            clone.default_account = default_account.Value.id;
+         // - algo
+         clone.default_algo = default_algo != null ?
+            AlgoID.from_algo_key(default_algo.key, _model.dynamic_helper.dynamic_type_index) :
+            (_desired_algo ?? LadderSettings.Default.default_algo);
+         // - components
+         clone.auto_clear = auto_clear;
+         clone.order_entry_panel_initial_width = _order_entry_panel_width;
+         clone.zoom_factor = zoom_factor;
+         // left-panel (components)
         clone.day_visible = _day_visibility.show;
         clone.high_visible = _high_visibility.show;
         clone.low_visible = _low_visibility.show;
@@ -277,31 +413,30 @@ namespace mbts.spark {
         clone.tif_visible = _tif_visibility.show;
         clone.order_type_visible = _order_type_visibility.show;
         clone.account_position_visible = _account_position_visibility.show;
+         clone.day_position_visible = _day_position_visibility.show;
         clone.size_presets_visible = _size_preset_visibility.show;
         clone.auto_clear_visible = _auto_clear_visibility.show;
         clone.clear_visible = _clear_visibility.show;
         clone.cancel_buys_visible = _cancel_buys_visibility.show;
         clone.cancel_sells_visible = _cancel_sells_visibility.show;
         clone.cancel_all_visible = _cancel_all_visibility.show;
-         clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
         clone.zoom_slider_visible = _zoom_slider_visbility.show;
-         clone.zoom_factor = _get_zoom_factor();
-         clone.net_change = _create_net_change_terms(show_in_net_change_dollars, show_in_net_change_ticks);
+         clone.net_change = price_format;
+         // safety checks
+         clone.show_warn_on_cross = show_warn_on_cross;
         return clone;
-
-         LadderSettings.NetChangeTerms _create_net_change_terms(bool dollars, bool ticks) {
-            if (dollars) {
-               return LadderSettings.NetChangeTerms.Dollars;
-            }
-            if (ticks) {
-               return LadderSettings.NetChangeTerms.Ticks;
-            }
-            return LadderSettings.NetChangeTerms.None;
-         }
-
      }

-      public void Dispose() => favorite_algos_vm.Dispose();
+      public IDisposable defer_updates() => _update.defer_execution();
+
+      IDisposable IObservable<LadderSettings>.Subscribe(IObserver<LadderSettings> observer) {
+         result_changed += notify;
+         return Disposable.Create(() => result_changed -= notify);
+         void notify() => observer.OnNext(get_result());
+      }
+
+      LadderSettings IValueFactory<LadderSettings>.create() => get_result();
+      void IValueFactory<LadderSettings>.load_from(LadderSettings value) => load(value);

      IMutableValueWrapperVM<uint> _create_size_preset_vm() => _create_size_preset_vm(0);
      IMutableValueWrapperVM<uint> _create_size_preset_vm(uint init) {
@@ -309,6 +444,20 @@ namespace mbts.spark {
         vm.PropertyChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
         return vm;
      }
+
+      void _try_select_desired_account(bool bypass_setter = false) {
+         if (_desired_account.HasValue && (!_default_account.setter_called || bypass_setter) && _accounts.TryGetValue(_desired_account.Value, out var acc_tup)) {
+            _desired_account = null;
+            _default_account.bypass_setter(acc_tup);
+         }
+      }
+
+      void _try_select_desired_algo(bool bypass_setter = false) {
+         if (_desired_algo.HasValue && (!_default_algo.setter_called || bypass_setter) && _algo_definitions.TryGetValue(AlgoID.to_algo_key(_desired_algo.Value, _model.dynamic_helper.dynamic_type_index), out var vm)) {
+            _desired_algo = null;
+            _default_algo.bypass_setter(vm);
+         }
+      }
 
      public class LadderColumnSettingsVM : ViewModelBase, ITemplateSelectorKey {
         readonly Property<double> _font_size;
@@ -318,11 +467,13 @@ namespace mbts.spark {
         readonly DelegateProperty<FontWeight> _font_weight;
         readonly DelegateProperty<string> _font_display_name;
         readonly Property<bool> _show;
-         readonly bool _can_toggle_visibility;
+         readonly string _template_key;
+         uint _width;

-         public LadderColumnSettingsVM(string name, bool can_toggle_visibility = false) {
+         public LadderColumnSettingsVM(string name, string template_key = null, bool can_toggle_show = false) {
            this.name = name;
-            _can_toggle_visibility = can_toggle_visibility;
+            _template_key = template_key;
+            this.can_toggle_show = can_toggle_show;
            foreground_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
            background_palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
            _show = backing(nameof(show), true);
@@ -333,26 +484,35 @@ namespace mbts.spark {
            _foreground = backing(nameof(foreground), Colors.Black);
            _background = backing(nameof(background), Colors.White);
            _font_display_name = backing(nameof(font_display_name),
-               () => TextUtils.display_name(font_family, font_weight, font_size), nameof(font_family), nameof(font_weight), nameof(font_size));
+               () => TextUtils.display_name(font_family, font_weight, font_size), new[] { nameof(font_family), nameof(font_weight), nameof(font_size) });
            _font_size.Changed += (oldval, newval) => font_size_changed?.Invoke(oldval, newval);
+            toggle_show_details_cmd = new DelegateCommand(() => {
+               show_details = !show_details;
+               RaisePropertyChanged(nameof(show_details));
+            });
         }

+         public event Action<double, double> font_size_changed;
+
         public string name { get; }
         public Typeface typeface { get => _typeface.Value; set => _typeface.Value = value; }
         public FontFamily font_family => _font_family.Value;
         public FontWeight font_weight => _font_weight.Value;
         public string font_display_name => _font_display_name.Value;
         public double font_size { get => _font_size.Value; set => _font_size.Value = value; }
-         public uint width { get; set; }
+         public uint width { get => _width; set => Set(ref _width, value); }
         public bool show { get => _show.Value; set => _show.Value = value; }
+         public bool can_toggle_show { get; }
+         public bool show_details { get; private set; }
         public Color foreground { get => _foreground.Value; set => _foreground.Value = value; }
         public Color background { get => _background.Value; set => _background.Value = value; }
         public ObservableCollection<ColorPaletteVM> foreground_palettes { get; }
         public ObservableCollection<ColorPaletteVM> background_palettes { get; }
-         public event Action<double, double> font_size_changed;
-
         public virtual string sample_text => "999-56789.01234";
-         string ITemplateSelectorKey.key => _can_toggle_visibility ? ui.spark.LadderSettingsView.ColumnVisibilityToggleTemplateKey : null;
+
+         public ICommand toggle_show_details_cmd { get; }
+
+         string ITemplateSelectorKey.key => _template_key;

         public void assign_from(LadderColumnSettings settings) {
            typeface = new Typeface(
@@ -365,7 +525,6 @@ namespace mbts.spark {
            show = settings.show;
            foreground = settings.foreground.rgb_color();
            background = settings.background.rgb_color();
-            RaisePropertyChanged(nameof(width), nameof(show));
         }

         public LadderColumnSettings get_settings() {
@@ -390,7 +549,7 @@ namespace mbts.spark {
         public Brush badge_border { get; } = new SolidColorBrush(BTSColors.MarketData.ask);
         public Brush badge_background { get; } = Brushes.White;

-         string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnSampleTemplateKey;
+         string ITemplateSelectorKey.key => ui.spark.LadderSettingsView.OrdersColumnTemplateKey;
      }

      public class LadderMarketBreakLineVM : ViewModelBase {
@@ -448,6 +607,7 @@ namespace mbts.spark {
            passive = new VolumeAtPriceAnimationVM("Passive", new VolumeAtPriceSampleData(this, 72, 127, 198));
            total = new VolumeAtPriceAnimationVM("Total", new VolumeAtPriceSampleData(this, 81, 100, 144));
            _any_visible = backing(nameof(any_visible), () => volume_components.Any(vc => vc.show_numbers || vc.bars.enabled));
+            _show_last_trade = backing(nameof(show_last_trade), false);
            foreach (var vc in volume_components) {
               vc.show_numbers_changed += _any_visible.refresh;
               vc.bars.enabled_changed += _any_visible.refresh;
@@ -457,11 +617,14 @@ namespace mbts.spark {
            }
         }

-         public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", true);
+         public LadderColumnSettingsVM general { get; } = new LadderColumnSettingsVM("Volume", LadderSettingsView.VolumeColumnTemplateKey, true);
         public VolumeAtPriceAnimationVM buy { get; }
         public VolumeAtPriceAnimationVM sell { get; }
         public VolumeAtPriceAnimationVM passive { get; }
         public VolumeAtPriceAnimationVM total { get; }
+
+         readonly Property<bool> _show_last_trade;
+         public bool show_last_trade { get => _show_last_trade.Value; set => _show_last_trade.Value = value; }
         public bool any_visible => volume_components.Any(vc => vc.show_numbers || vc.bars.enabled);

         public IEnumerable<VolumeAtPriceAnimationVM> volume_components {
@@ -480,6 +643,7 @@ namespace mbts.spark {
            sell.assign_from(settings.sell);
            passive.assign_from(settings.passive);
            total.assign_from(settings.total);
+            show_last_trade = settings.show_ltq;
         }

         public VolumeColumnSettings get_settings() =>
@@ -489,6 +653,7 @@ namespace mbts.spark {
               sell = sell.get_settings(),
               passive = passive.get_settings(),
               total = total.get_settings(),
+               show_ltq = show_last_trade
            };
      }

@@ -555,17 +720,15 @@ namespace mbts.spark {
      }

      public class FavoriteAlgosVM : DisposableViewModelBase, IValueFactoryVM<LadderFavoriteAlgosSettings> {
-         readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
+         readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
         readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
         int _column_count = 2;

-         public FavoriteAlgosVM(OrdersModel model) {
+         public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
+            _algo_definitions = algo_definitions;
            items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
            add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
            remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
-            _dispose = model.algo_model.definitions.OnDispatcher().Subscribe(update => {
-               AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, d => AlgoDefinitionVM.create(model, d, false));
-            });
         }

         public ObservableCollection<FavoriteAlgoItem> items { get; }
@@ -585,11 +748,17 @@ namespace mbts.spark {
         }

         public LadderFavoriteAlgosSettings create() =>
-            new LadderFavoriteAlgosSettings(_raw_items.Where(fai => fai.algo_definition != null).Select(fai => fai.algo_definition.key).ToArray(), column_count);
+            new LadderFavoriteAlgosSettings(_raw_items
+               .Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
+               .Where(k => k.HasValue && k.Value.is_persisted)
+               .Select(k => k.Value)
+               .ToArray(),
+               column_count);

         FavoriteAlgoItem _item_factory() =>
            new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
-               CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic()
+               CustomSort = AlgoCollectionHelper.algo_definition_vm_comparer.to_non_generic(),
+               Filter = obj => obj is AlgoDefinitionVM vm && vm.key.is_persisted
            });
      }

@@ -600,7 +769,7 @@ namespace mbts.spark {

         protected FavoriteAlgoItem() { }

-         public FavoriteAlgoItem(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
+         public FavoriteAlgoItem(IObservableCollection<AlgoDefinitionVM> algo_definitions, ICollectionView<AlgoDefinitionVM> algo_definitions_view) {
            selector = new KeyedItemSelector<AlgoDefinitionVM, AlgoKey>(this, nameof(algo_definition), algo_definitions, d => d.key);
            this.algo_definitions_view = algo_definitions_view;
         }
@@ -613,4 +782,4 @@ namespace mbts.spark {
         }
      }
   }
-} 
+} 
@@ -0,0 +1,477 @@
+using bts.api;
+using bts.api.orderman;
+using bts.shell;
+using bts.spark;
+using bts.utils;
+using mbts.co2;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   class LadderVM : DisposableViewModelBase, IWillLetYouKnowWhenIDispose, IKeyListener {
+      static readonly Brush _transparent_status_brush = BTSColors.UI.transparent;
+
+      readonly IBus _bus;
+      readonly LadderModel _model;
+      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_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;
+      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      double _position, _day_position;
+      bool _show_account_position, _show_day_position;
+      ulong _misc_time = 0;
+      ulong _last_trade_time = 0;
+      IEqualityComparer<double> _equality;
+      Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
+      IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
+
+      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))));
+
+      public static LadderVM create_readonly(IBus bus, LadderModel model, IObservable<LadderSettings> settings) =>
+         create_readonly(bus, model, LadderSettings.Default, settings);
+
+      public static LadderVM create_readonly(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
+         new LadderVM(bus, model, init, settings);
+
+      LadderVM(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings, OrderPropertiesEditorVM order_properties_vm = null) {
+         _bus = bus;
+         _model = model;
+         current_settings = init;
+         this.settings = settings;
+         _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
+         _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
+         this.order_properties_vm = order_properties_vm;
+         _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.
+         var ws = init.get_window_specifics();
+         _orders_column_width = backing(nameof(orders_column_width), ws.orders_column_width);
+         _bid_column_width = backing(nameof(bid_column_width), ws.bid_column_width);
+         _price_column_width = backing(nameof(price_column_width), ws.price_column_width);
+         _ask_column_width = backing(nameof(ask_column_width), ws.ask_column_width);
+         _last_column_width = backing(nameof(last_column_width), ws.last_column_width);
+         _piq_column_width = backing(nameof(piq_column_width), ws.piq_column_width);
+         _volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
+         _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
+         _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
+         // remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
+         _volume = backing(nameof(volume), 0ul);
+         _auto_clear = backing(nameof(auto_clear), init.auto_clear);
+         _status = backing(nameof(status_message), "");
+         _status_brush = backing(nameof(status_background), _transparent_status_brush);
+         // All settings observers should be aggregated together, so they can all share the same subscription to the settings
+         // (these subscriptions are not horribly expensive, but they're not free either - even more so with the .OnDispatcher() extension).
+         var settings_observer = new CompositeObserver<LadderSettings> {
+            /// first things first: assign our <see cref="current_settings"/>
+            (s => current_settings = s),
+            // brush props
+            (_bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background)).set,
+            (_bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground)).set,
+            (_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,
+            (_show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible)).set,
+            (_show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible)).set,
+            (_show_clear = bool_prop(nameof(show_clear), s => s.clear_visible)).set,
+            (_show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible)).set,
+            (_show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible)).set,
+            (_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible)).set,
+            (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
+            s => {
+               if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
+                  RaisePropertyChanged(nameof(position_display_text));
+               }
+               size_calculator.buttons = s.calculator_buttons;
+               _auto_clear.set(s.auto_clear);
+               // column widths
+               _orders_column_width.set(s.orders_column.width);
+               _bid_column_width.set(s.bid_column.width);
+               _price_column_width.set(s.price_column.width);
+               _ask_column_width.set(s.ask_column.width);
+               _last_column_width.set(s.last_column.width);
+               _piq_column_width.set(s.piq_column.width);
+               _volume_column_width.set(s.volume_column.general.width);
+               // left panel/zoom
+               _left_panel_width.set(s.order_entry_panel_initial_width);
+               _zoom_factor.set(s.zoom_factor);
+            }
+         };
+         PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
+            backing(name, init, get_bool, EqualityComparer.Create(get_bool));
+
+         PropertyAutoWrapper<LadderSettings, Brush> brush_prop(string name, Func<LadderSettings, uint> get_color_uint) =>
+            backing(name, init, s => get_color_uint(s).rgb_brush(), EqualityComparer.Create(get_color_uint));
+         //
+         //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
+         //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
+         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
+         send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
+         cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
+         show_book_command = new DelegateCommand(_show_book);
+         show_ticket_command = new DelegateCommand(_show_ticket);
+         settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());
+
+         orders = new ObservableCollection<LadderOrderVM>();
+
+         _dispose = Disposable.Create(
+            settings.OnDispatcher().Subscribe(settings_observer),
+            get_order_properties_editor_hooks(),
+            bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
+            // 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 = working.state;
+
+               foreach (var os in _cache.Values) {
+                  var wo = os.order;
+                  var slot_price_target = wo.price();
+                  var order_type = wo.order_type();
+                  var filled = wo.filled();
+                  if (order_type == CustomOrderDefinition.CustomOneofCase.Stop) {
+                     // if the stop order has been submitted but hasn't been triggered
+                     // we draw the badge at the stop/trigger price, else the price price
+                     if (filled == 0) { slot_price_target = wo.stop_price(); }
+                  } else if (order_type == CustomOrderDefinition.CustomOneofCase.StopLimit) {
+                     // consistent behavior as Stop order above.
+                     if (filled == 0) { slot_price_target = wo.stop_limit_price(); }
+                  }
+
+                  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;
+
+               }
+
+               // 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),
+            Disposable.Create(() => _on_disposed_impl?.Invoke(true))
+         );
+         IDisposable get_order_properties_editor_hooks() {
+            if (order_properties_vm == null)
+               return Disposable.empty;
+            var position_src = order_properties_vm.observe_account(true)
+               .Select(a => a?.name ?? string.Empty)
+               .SelectManyInSeries(a => _model.order_gateway.on_security_positions(security.Id)
+                  .Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
+            return Disposable.Create(
+               settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
+               order_properties_vm,
+               position_src.OnDispatcher().Subscribe(pos => {
+                  double total, day;
+                  if (pos.HasValue) {
+                     total = pos.Value.total_pos();
+                     day = pos.Value.day_pos();
+                  } else {
+                     total = day = double.NaN;
+                  }
+                  if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
+                     RaisePropertyChanged(nameof(position_display_text));
+               }));
+         }
+      }
+
+      public IBus bus => _bus;
+
+      public event Action on_tick, request_settings_dialog, settings_invalidated;
+
+      public MDConsumerHandle md => _model.md;
+      // we return only entries who have piqs and whose piqs are not uint.Max
+      // uint.Max happens when the server is restarted but the client is still up
+      // maybe long term we don't show this data while the exchange connection is down
+      public IEnumerable<(double, uint)> price_vs_piq => _slot_price_vs_orders.Values.Where(result => result.min_piq.HasValue && result.min_piq.Value != uint.MaxValue).Select(o => (o.price, o.min_piq.Value));
+      public bool is_synthetic => _model.security.ContractCase == Security.ContractOneofCase.Synthetic;
+
+      Property<string> _status;
+      public string status_message => _status.Value;
+      Property<Brush> _status_brush;
+      public Brush status_background => _status_brush.Value;
+
+      public ICommand position_click_command { get; }
+      public ICommand status_click_command => SparkCommands.ShowActivityLog.ICommand(_bus);
+
+      public async void status_update(Activity a) {
+         if (a.security == _model.security && a.category != ActivityLogCategory.modify) {
+            _status.set(a.message);
+            _status_brush.set(a.category.fill);
+            await Task.Delay(TimeSpan.FromSeconds(5));
+            if (_status.Value == a.message) {
+               _status.set("");
+               _status_brush.set(_transparent_status_brush);
+            }
+         }
+      }
+
+      event Action<bool> _on_disposed_impl;
+      event Action<bool> IWillLetYouKnowWhenIDispose.OnDisposed {
+         add => _on_disposed_impl += value;
+         remove => _on_disposed_impl -= value;
+      }
+      public SecurityImmutable security => _model.security;
+      public LadderSettings current_settings { get; private set; }
+      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 ulong volume => _volume.Value;
+      public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
+      public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
+      /// Important: <see cref="order_properties_vm"/> can be null.
+      public OrderPropertiesEditorVM order_properties_vm { get; }
+      public ObservableCollection<LadderOrderVM> orders { get; }
+      public IAsyncCommand cancel_command { get; }
+      public ICommand send_order_command { get; }
+      public ICommand show_book_command { get; }
+      public ICommand show_ticket_command { get; }
+      public ICommand settings_command { get; }
+      public Brush bid_background => _bid_background.view;
+      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;
+      public bool show_account_position => _show_account_position;
+      public bool show_day_position => _show_day_position;
+      public bool show_size_preset => _show_size_preset.view;
+      public bool show_auto_clear => _show_auto_clear.view;
+      public bool show_clear => _show_clear.view;
+      public bool show_cancel_buys => _show_cancel_buys.view;
+      public bool show_cancel_sells => _show_cancel_sells.view;
+      public bool show_cancel_all => _show_cancel_all.view;
+      public bool show_zoom => _show_zoom.view;
+      public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
+      public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
+      public string position_display_text {
+         get {
+            if (show_day_position) {
+               string day_pos_text = SparkUtils.fmt_position(day_position);
+               return show_account_position ? $"{day_pos_text} ({SparkUtils.fmt_position(position)})" : day_pos_text;
+            } else if (show_account_position) {
+               return SparkUtils.fmt_position(position);
+            } else return string.Empty;
+         }
+      }
+      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
+      //public double window_width { get => _window_width.Value; set => _window_width.set(value); }
+      public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
+      public uint bid_column_width { get => _bid_column_width.Value; set => _bid_column_width.set(value); }
+      public uint price_column_width { get => _price_column_width.Value; set => _price_column_width.set(value); }
+      public uint ask_column_width { get => _ask_column_width.Value; set => _ask_column_width.set(value); }
+      public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
+      public uint piq_column_width { get => _piq_column_width.Value; set => _piq_column_width.set(value); }
+      public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
+      public uint alternate_order_size_from_settings => current_settings.alternate_order_size;
+      public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
+      internal LadderModel model => _model;
+      internal IObservable<LadderSettings> settings { get; }
+      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
+         var order = op.order;
+         double p = order.price();
+         foreach (var o in lineage(order.ParentKey)) {
+            if (_equality.Equals(p, o.price()))
+               order = o;
+         }
+         return order;
+      }
+
+      internal IEnumerable<OrderRecordImmutable> lineage(uint key) {
+         while (key != 0 && _cache.TryGetValue(key, out var op)) {
+            yield return op.order;
+            key = op.order.ParentKey;
+         }
+      }
+
+      public LadderSettings get_save_state() {
+         var rv = current_settings.with_window_specifics(
+            new LadderSettings.WindowSpecifics(
+               left_panel_width,
+               orders_column_width,
+               bid_column_width,
+               price_column_width,
+               ask_column_width,
+               last_column_width,
+               volume_column_width,
+               zoom_factor,
+               piq_column_width));
+         rv.auto_clear = auto_clear;
+         if (order_properties_vm != null) {
+            rv.default_time_in_force = order_properties_vm.selected_time_in_force;
+            if (order_properties_vm.selected_account.HasValue)
+               rv.default_account = order_properties_vm.selected_account.Value.id;
+            if (order_properties_vm.selected_algo_definition != null)
+               rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key, _model.order_gateway.dynamic_helper.dynamic_type_index);
+         }
+         return rv;
+      }
+
+      public void key_down(KeyEventArgs e) {
+         if (order_properties_vm == null)
+            return;
+         // the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
+         if (!KeyboardExtensions.IsCtrlDown()) return;
+         var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
+         if (new_algo != null) {
+            order_properties_vm.selected_algo_definition = new_algo;
+            e.Handled = true;
+         }
+      }
+
+      public void on_mini_orderbook_closed(bts.shell.orderbook.OrderBookStartupData ob_state) {
+         current_settings = SparkUtils.clone_proto(current_settings);
+         current_settings.mini_ob = new LadderMiniOrderBookSettings(ob_state.orderbook_grid.general);
+         settings_invalidated?.Invoke();
+      }
+
+      public void send_order((double price, Side? side, MouseButton button) args) {
+         if (order_properties_vm == null || args.button == MouseButton.Middle)
+            return;
+         var size_from_alternate = args.button == MouseButton.Right;
+         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && current_settings.alternate_order_size == 0)) {
+            return;
+         }
+         if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
+            size_calculator.flash_error();
+         }
+         else {
+            uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+            send_order_async(args.side.Value, size, args.price).ignore();
+         }
+      }
+
+      public async Task send_order_async(Side side, uint size, double price) {
+         var order = order_properties_vm.create(side);
+         if (order.CustomDef != null) {
+            if (order.CustomDef.Stop != null) {
+               order.CustomDef.Stop.StopPrice = price;
+            } else if (order.CustomDef.StopLimit != null) {
+               // swap the prices here so that the level clicked
+               // in the ladder is the StopPrice (trigger) and the Price
+               // is what was specificed in the extra parameter box
+               double temp_price = order.CustomDef.StopLimit.StopPrice;
+               order.CustomDef.StopLimit.StopPrice = price;
+               price = temp_price;
+            }
+         }
+         await _model.order_gateway.send_order(order, price, size);
+         if (auto_clear)
+            size_calculator.value = 0;
+      }
+
+      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) {
+            _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)) {
+               _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);
+               _change.set(mid - md.settlement_price);
+            }
+            _volume.set(volume);
+            _misc_time = _model.md.misc_timestamp;
+         }
+
+      }
+
+      void _show_book() {
+         var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+         ob_settings.filters = new bts.shell.orderbook.FilterStates {
+            security_criteria = new SecurityCriteria(security)
+         };
+         _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+      }
+
+      void _show_ticket() {
+         if (order_properties_vm != null)
+            _bus.post(SparkTags.ShowOrderTicketTag, (new OrderDefinitionImmutable(order_properties_vm.create(Side.Buy)), 0d, 0u));
+      }
+
+      void _tick() {
+         _update_header();
+         on_tick?.Invoke();
+      }
+   }
+}
@@ -0,0 +1,58 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   class LadderVMContainer : ViewModelBase, IDisposable {
+      readonly IBus _bus;
+      readonly OrdersModel _model;
+      LadderVM _value;
+      SecurityMD? _security_md;
+      HashSet<uint> _selected_order_tree = new HashSet<uint>();
+
+      public LadderVMContainer(IBus bus, OrdersModel model) {
+         _bus = bus;
+         _model = model;
+      }
+
+      public SecurityMD? security_md {
+         get => _security_md;
+         set {
+            if (_security_md != value) {
+               _security_md = value;
+               _reset_ladder_vm();
+               RaisePropertyChanged(nameof(security_md), nameof(LadderVMContainer.value));
+            }
+         }
+      }
+      public LadderVM value => _value;
+
+      public void Dispose() {
+         if (_value != null) {
+            _value.Dispose();
+            _value = null;
+            RaisePropertyChanged(nameof(value));
+         }
+      }
+
+      public void set_orders(IEnumerable<uint> orders) {
+         _selected_order_tree = new HashSet<uint>(orders);
+         _reset_ladder_vm();
+      }
+
+      void _reset_ladder_vm() {
+         if (_value == null && !_security_md.HasValue)
+            return;
+         Disposable.replace(ref _value,
+            _security_md.HasValue ?
+               LadderVM.create_readonly(_bus,
+                  new LadderModel(security_md.Value, _model, _model.mbo_service,
+                  new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
+                  Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
+         RaisePropertyChanged(nameof(value));
+      }
+   }
+}
@@ -1,12 +1,14 @@
 using bts;
 using bts.api;
 using bts.api.md.auxiliary;
+using bts.collections;
 using bts.utils;
 using mbts.co2;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.extensions;
 using mbts.ui.spark;
-using mbts.ui.utility;
+using mbts.ui.spark.algo;
 using mbts.ui.utility.text;
 using mbts.utils;
 using System;
@@ -16,8 +18,10 @@ using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Input;
 using System.Windows.Media;
 using System.Windows.Media.Animation;
@@ -54,14 +58,20 @@ namespace mbts.spark {
      LadderVM _vm;
      LadderTactileAdorner _tactile_adorner;
      ulong _prices_updated;
-      NativePriceSize[] _bids, _asks;
-      bool _price_dirty = false;
+      NativePriceSize[] _bids = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH], _asks = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH];
+      bool _price_dirty = false, _piq_dirty = false;
      double[] _price_list = null;
      IComparer<double> _price_comparer;
      double _last_origin_price;
      MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
      Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
+      int _old_tooltip_row = int.MaxValue;
+      NativePriceSize? _old_last_trade;
+      string _direction_arrow = string.Empty;
+      bool _tooltips_are_hooked_up = false;
+      ToolTip tooltip_view = new ToolTip();
+      IDisposable _parameterized_order_popup;

      public LadderGridHost() {
         AllowDrop = true;
@@ -82,6 +92,7 @@ namespace mbts.spark {
         };
         RecenterCommand = new DelegateCommand(_scroll_to_center);
         DataContextChanged += (s, e) => _connect_vm();
+         IsVisibleChanged += (s, e) => _connect_vm();
         Unloaded += (s, e) => {
            Disposable.dispose(ref _settings_sub);
            Disposable.dispose(ref _tick_sub);
@@ -97,7 +108,7 @@ namespace mbts.spark {

      public event Action visible_columns_changed;

-      public IEnumerable<ColumnType> visible_columns =>
+      public IEnumerable<ColumnType> visible_column_types =>
         columns.Where(c => c.settings.show)
         .Select(c => c.column_type);

@@ -205,6 +216,26 @@ namespace mbts.spark {
         set => SetValue(PIQColumnWidthProperty, value);
      }

+
+      #region CanUserSendOrders
+      public static readonly DependencyProperty CanUserSendOrdersProperty =
+         DependencyProperty.Register(
+            nameof(CanUserSendOrders),
+            typeof(bool),
+            typeof(LadderGridHost),
+            new PropertyMetadata(true, (d, e) => ((LadderGridHost)d).OnCanUserSendOrdersChanged(e)));
+
+      public bool CanUserSendOrders {
+         get => (bool)GetValue(CanUserSendOrdersProperty);
+         set => SetValue(CanUserSendOrdersProperty, value);
+      }
+
+      event Action<bool> CanUserSendOrdersChanged;
+
+      void OnCanUserSendOrdersChanged(DependencyPropertyChangedEventArgs e) =>
+         CanUserSendOrdersChanged?.Invoke((bool)e.NewValue);
+      #endregion
+
      #region Command
      public ICommand Command {
         get => (ICommand)GetValue(CommandProperty);
@@ -235,11 +266,15 @@ namespace mbts.spark {
            case NotifyCollectionChangedAction.Add:
               foreach (LadderOrderVM item in e.NewItems) {
                  _ordershost.add_order(item);
+                  item.piq_changed += _set_piq_dirty;
+                  _set_piq_dirty();
               }
               break;
            case NotifyCollectionChangedAction.Remove:
               foreach (LadderOrderVM item in e.OldItems) {
                  _ordershost.remove_order(item);
+                  item.piq_changed -= _set_piq_dirty;
+                  _set_piq_dirty();
               }
               break;
            case NotifyCollectionChangedAction.Reset:
@@ -250,13 +285,37 @@ namespace mbts.spark {
               throw new NotImplementedException();
         }
      }
+
+      void _set_piq_dirty() { _piq_dirty = true; }
+
      #endregion

      Column[] columns { get; set; } = new Column[0];
+      IEnumerable<Column> _visible_columns => columns.Where(c => c.settings.show);

      public void drag_out_of_bounds() =>
         _tactile_adorner?.drag_out_of_bounds();

+      public void scroll_to_price(double price) {
+         if (_scrollViewer == null || _price_list.is_null_or_empty())
+            return;
+         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))
+               _scroll_to_row(target_row);
+         }
+      }
+
+      public IObservable<ColumnType> subscribe_hover_column() =>
+         Observable.Create<ColumnType>(o => {
+            notify(Mouse.GetPosition(this));
+            return this.SubscribePreviewMouseMove((s, e) => notify(e.GetPosition(this)));
+            void notify(Point pt) =>
+               o.OnNext(_column_for_point(pt)?.column_type ?? ColumnType.None);
+         });
+
+
      public override void OnApplyTemplate() {
         base.OnApplyTemplate();
         _scrollViewer = this.descendants_of_type<ScrollViewer>().First();
@@ -266,27 +325,156 @@ namespace mbts.spark {
      }

      protected override async void OnMouseDown(MouseButtonEventArgs e) {
+         if (_settings == null || e.Handled)
+            return;
         Keyboard.ClearFocus();
         Focus();
         var point = e.GetPosition(this);
         var column = _column_for_point(point);
-         if (column.column_type == ColumnType.Price && e.ChangedButton == MouseButton.Middle)
-            _scroll_to_center();
-         else if (_settings != null) {
-            var price = price_for_point(point);
-            Side? bs = null;
-            if (column.column_type == ColumnType.Bid) bs = Side.Buy;
-            if (column.column_type == ColumnType.Ask) bs = Side.Sell;
-            var pbs = (price, bs, e.ChangedButton == MouseButton.Right);
-            if (Command != null && Command.CanExecute(pbs)) {
-               if (bs.HasValue) {
-                  using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
-                     await Command.ExecuteAsync(pbs);
-               } else
-                  Command.Execute(pbs);
+         var price = price_for_point(point);
+         Side? bs = null;
+         if (column.column_type == ColumnType.Bid) bs = Side.Buy;
+         if (column.column_type == ColumnType.Ask) bs = Side.Sell;
+         if (e.ChangedButton == MouseButton.Middle) {
+            if (bs.HasValue) {
+               _send_parameterized_order(point, bs.Value);
+               return;
+            } else if (column.column_type == ColumnType.Price) {
+               if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown(Key.RightShift) ||
+                   Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
+                  show_mbo_popup(point).ignore();
+               } else {
+                  _scroll_to_center();
+               }
+               return;
+            }
+         } else if (_vm != null) {
+            uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
+            // if warning enabled && (buy above opposite inside market || ask below opposite inside market)
+            // when 1-sided market, _get_top_price will return NaN, and so the price comparison is false
+            // meaning show no warning == correct
+            if (_vm.show_warn_on_cross_from_settings &&
+               (size > 0) &&
+               ((bs == Side.Buy && price >= _get_top_price(_asks)) || (bs == Side.Sell && price <= _get_top_price(_bids)))) {
+               string prompt = $"Are you sure you want to CROSS the market to {bs.ToString().ToUpper()} {size} @ {security.spec_or_default().format(price)} ?";
+               if (!BTSMessageBox.Confirm(prompt, "Cross Market Alert", MessageBoxImage.Warning)) {
+                  return;
+               }
            }
         }
-         base.OnMouseDown(e);
+         var pbs = (price, bs, e.ChangedButton);
+         if (Command is ICommand cmd && cmd.CanExecute(pbs)) {
+            if (bs.HasValue) {
+               using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
+                  await cmd.ExecuteAsync(pbs);
+            } else {
+               cmd.Execute(pbs);
+            }
+         }
+      }
+
+      void _send_parameterized_order(Point point, Side side) {
+         Disposable.dispose(ref _parameterized_order_popup);
+         if (side == Side.Undefined)
+            throw new ArgumentException("Side is undefined.", nameof(side));
+         if (!(_vm.size_calculator.value is uint size) || size == 0 || !(_vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? false))
+            return;
+         double price = _price_for_row(_row_for_point(point));
+         var grid = new Grid { DataContext = _vm };
+         grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
+         grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
+         var close_cmd = new DelegateCommand(() => Disposable.dispose(ref _parameterized_order_popup));
+         var send_order_cmd = new DelegateCommand(send_order);
+         LadderColumnSettings lcs = side == Side.Buy ? _settings.bid_column : _settings.ask_column;
+         grid.Children.Add(new AlgoParamsView { DataContext = _vm });
+         // dialog skirt
+         var dialog_skirt = new DialogSkirt {
+            RightItems = new[] {
+               new Button {
+                  Background = lcs.background.rgb_brush(),
+                  Command = send_order_cmd,
+                  Content = $"{side} @ {security.spec_or_default().format(price)}",
+                  Foreground = lcs.foreground.rgb_brush(),
+                  Margin = new Thickness(4, 0, 4, 0),
+                  Height = 22
+               },
+               new Button {
+                  Content = "Cancel",
+                  Command = close_cmd,
+                  Margin = new Thickness(4, 0, 4, 0),
+                  Height = 22
+               }
+            }
+         };
+         Grid.SetRow(dialog_skirt, 1);
+         grid.Children.Add(dialog_skirt);
+         // root
+         var root = new Border {
+            Background = BTSColors.common_background_brush,
+            BorderBrush = Brushes.DarkGray,
+            BorderThickness = new Thickness(1),
+            Child = grid
+         };
+         // popup
+         var popup = new Popup {
+            Child = root,
+            PlacementTarget = this,
+            PlacementRectangle = new Rect(point, point),
+            StaysOpen = false
+         };
+         popup.Closed += on_closed;
+         root.Loaded += (s, e) => {
+            if (_parameterized_order_popup == null)
+               _parameterized_order_popup = Disposable.Create(() => popup.IsOpen = false);
+         };
+         popup.PreviewMouseDown += (s, e) => {
+            if (e.ChangedButton == MouseButton.Middle) {
+               e.Handled = true;
+               Disposable.dispose(ref _parameterized_order_popup);
+            }
+         };
+         popup.IsOpen = true;
+         // local methods
+         void send_order() {
+            // Double check that size hasn't changed (if it has, do NOT send anything).
+            // While this should be impossible, sending an order with an unexpected size is dangerous enough to warrant redunant checks.
+            if (_vm.size_calculator.value == size) {
+               _vm.send_order_async(side, size, price).ignore();
+            } else {
+               Log.Ui.warn($"Parameterized algo popup '{side}' order was deliberately ignored by the ui: the 'quantity' box value changed during the lifetime of the popup (was {size} when the popup was first opened; currently is {_vm.size_calculator.value}).");
+            }
+            Disposable.dispose(ref _parameterized_order_popup);
+         }
+         void on_closed(object sender, EventArgs e) =>
+            _vm.order_properties_vm.algo_param_rows.revert_all();
+      }
+
+      private async Task show_mbo_popup(Point point) {
+         var query = MBOPopupModel.default_query.with(
+            security_id: _vm.model.security.Id,
+            price_level: price_for_point(point)
+         );
+         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
+         // Load the first set of orders so we know if there are any before showing the popup
+         var result = await model.load_orders();
+         if (result.success && result.value.orders.Count > 0) {
+            var view = new MBOPopupView(model, result.value);
+            var popup = new AutoClosePopup {
+               PlacementTarget = this,
+               PlacementRectangle = new Rect(point, point),
+               IsOpen = true,
+               Child = new Border {
+                  BorderBrush = Brushes.Black,
+                  BorderThickness = new Thickness(0.5),
+                  Child = new ScrollViewer {
+                     VerticalScrollBarVisibility = ScrollBarVisibility.Hidden,
+                     HorizontalScrollBarVisibility = ScrollBarVisibility.Disabled,
+                     Content = view,
+                  }
+               }
+            };
+            view.RequestClose += (o, _) => popup.IsOpen = false;
+         }
      }

      protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
@@ -325,12 +513,24 @@ namespace mbts.spark {
      uint? _ask_size_from_row(int row) =>
         _size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);

+      uint _volume_from_row(int row) {
+         if (_price_list != null) {
+            var price = _price_list[row];
+            var vapls = _volume_container.read_new_value();
+            if (vapls != null) {
+               return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
+            } 
+         }
+         return 0u;
+      }
+
+
      int _row_for_price(double price) => LadderRender.index_of(_price_list, price, _price_comparer);
      #endregion

      #region Column Utility Methods
      Column _column_for_point(Point point) =>
-         columns.FirstOrDefault(c => c.x_right > point.X, columns.Length > 0 ? columns[columns.Length - 1] : Column.Empty);
+         _visible_columns.FirstOrDefault(c => c.x_right > point.X, columns.Length > 0 ? columns[columns.Length - 1] : Column.Empty);

      double _column_start(ColumnType col_type) =>
         columns.TakeWhile(c => c.column_type != col_type).Sum(c => c.settings.width);
@@ -433,18 +633,89 @@ namespace mbts.spark {
      void _connect_vm() {
         _dispose_resources();
         _vm = DataContext as LadderVM;
-         if (_vm != null) {
+         if (!IsVisible)
+            return;
+         else if (_vm == null) {
+            _clear_visuals();
+         } else {
            _vm.OnDisposed += _on_vm_disposed;
            _prices_updated = 0;
            _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
            _price_dirty = true;
+            _piq_dirty = true;
            _vm.on_tick += _tick;
            _settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
-            _volume_sub = _vm.model.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
+            _volume_sub = _vm.model.order_gateway.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
            _tick_sub = Disposable.Create(() => _vm.on_tick -= _tick);
         }
      }

+      #region tooltip handling
+      void _toggle_tooltips() {
+         if (_tooltips_are_hooked_up && !_settings.volume_column.show_ltq) {
+            this.MouseMove -= _mouse_move_handler;
+            _tooltips_are_hooked_up = false;
+            _hide_tool_tip();
+            // somehow even after hiding an unhooking the event handler, after toggling the setting off and 
+            // then hovering over the Volume column, the tooltip will still display, so we explicitly set it
+            // to null here.
+            this.ToolTip = null;
+         }
+
+         if (_settings.volume_column.show_ltq && !_tooltips_are_hooked_up) {
+            this.MouseMove += _mouse_move_handler;
+            _tooltips_are_hooked_up = true;
+         }
+      }
+
+      void _mouse_move_handler(object sender, MouseEventArgs e) {
+         var pt = e.GetPosition(this);
+         if (_column_for_point(pt)?.column_type == ColumnType.Volume) {
+            var row = _row_for_point(pt);
+            // mark dirty so that we'll always get a value on our read
+            _volume_container.mark_dirty();
+            var volume = _volume_from_row(row);
+            if (volume > uint.MinValue && row != _old_tooltip_row) {
+               if (tooltip_view.IsOpen) {
+                  _old_tooltip_row = row;
+                  // we've changed rows, so hide the old tooltip
+                  //System.Diagnostics.Debug.WriteLine("   Tooltip - Previous tooltip is visible, but we've changed rows");
+                  _hide_tool_tip();
+               }
+
+               tooltip_view.Content = $"{volume}";
+               tooltip_view.IsOpen = true;
+               this.ToolTip = tooltip_view;
+            } else {
+               // got 0 volume or we're over the same row
+               if (volume == uint.MinValue) {
+                  // The latest volume query resulted in a 0 volume
+                  // Perhaps we read it too quickly, or perhaps we are on a row where there is no volume
+                  // At any rate, we need this part hiding the tooltip so that we don't leave random tooltips around
+                  // and we have to reset to old row so that when we go back to what could be our preivous row, the tooltip gets drawn again
+                  //System.Diagnostics.Debug.WriteLine("   Tooltip - Volume is 0");
+                  _old_tooltip_row = int.MaxValue;
+                  _hide_tool_tip();
+                  //_old_tooltip_row = Int32.MaxValue;
+               }
+            }
+         } else {
+            //System.Diagnostics.Debug.WriteLine("   Tooltip - not over Volume column");
+            _old_tooltip_row = int.MaxValue;
+            _hide_tool_tip();
+         }
+      }
+      void _hide_tool_tip() {
+         // I am leaving this here for posterity
+         // Apparently even when setting IsOpen to false first and then setting Content to null afterward,
+         // the tooltip will *still* display as empty for a brief moment, which looks odd. So, we just hide it now.
+         tooltip_view.IsOpen = false;
+         //tooltip_view.Content = null;
+      }
+
+      #endregion
+
+
      void _on_vm_disposed(bool obj) =>
         _dispose_resources();

@@ -473,11 +744,21 @@ namespace mbts.spark {
               Storyboard.SetTargetProperty(anim, new PropertyPath(Behavior.AnimatedScrollViewerVerticalOffsetProperty));
               sb.Begin();
            } else {
-               _scrollViewer.ScrollToVerticalOffset(_row_count * (_settings.row_height / 2) - (ActualHeight / 2));
+               _scroll_to_row(_row_count / 2);
            }
         }
      }

+      void _scroll_to_row(int row) =>
+         _scrollViewer.ScrollToVerticalOffset((row * _settings.row_height) - (ActualHeight / 2));
+
+      IObservable<bool> _subscribe_can_send_orders() =>
+         Observable.Create<bool>(o => {
+            o.OnNext(CanUserSendOrders);
+            CanUserSendOrdersChanged += o.OnNext;
+            return Disposable.Create(() => CanUserSendOrdersChanged -= o.OnNext);
+         });
+
      #region Timer.Tick, Refresh Methods
      void _tick() {
         if (_settings != null) {
@@ -523,8 +804,10 @@ namespace mbts.spark {
               if (depth_changed)
                  _refresh_sizes();
            }
-            // TODO - detect changes in PIQ to selectively redraw
-            _refresh_piq();
+            if (_piq_dirty) {
+               _refresh_piq();
+               _piq_dirty = false;
+            }
            _refresh_volume_at_price();
            _last_origin_price = _mkt_break_lines.origin;
            _price_dirty = false;
@@ -565,8 +848,7 @@ namespace mbts.spark {
         if (!_settings.piq_column.show)
            return;
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         var piq_list = _vm.price_vs_piq;
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, piq_list.ToArray(), _settings.row_height, security.ContractSpec, _settings.piq_column);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column);
      }

      void _refresh_sizes() {
@@ -582,10 +864,43 @@ namespace mbts.spark {
      void _refresh_volume_at_price() {
         if (!_settings.volume_column.general.show)
            return;
+
+         // if the last trade has a new size then we need to explicitly
+         // mark the volume container as dirty because there is a chance
+         // we have arrived here off a size change and not a volume change
+         // or a random change, like applying new settings
+         bool last_trade_size_changed = _old_last_trade.HasValue ? _last_trade.size != _old_last_trade.Value.size : true;
+         if (last_trade_size_changed && _settings.volume_column.show_ltq) {
+            _volume_container.mark_dirty();
+         }
         var vapls = _volume_container.read_new_value();
         if (vapls != null) {
            Log.assert_d(_price_list != null);
-            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column);
+            var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
+            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
+            _old_last_trade = _last_trade;
+         }
+
+         string _get_last_arrow_string() {
+            // if _old_last_trade doesn't have a value, this is the first time the ladder has been launched
+            // and so the direction should be drawn without an arrow since there is no basis for comparison
+            if (!_old_last_trade.HasValue) {
+               _direction_arrow = string.Empty;
+               // if the Lasts are different then we need to reformat the direction arrow in some fashion
+            } else if (_old_last_trade != _last_trade) {
+               var ltp = _last_trade.price;
+               if (MathUtils.epsilon_equals(ltp, _old_last_trade.Value.price)) {
+                  // update on the same price, so size must be different
+                  _direction_arrow = string.Empty;
+               } else if (ltp > _old_last_trade.Value.price) {
+                  _direction_arrow = "▲";
+               } else {
+                  _direction_arrow = "▼";
+               }
+            } 
+            // regardless of if we've arrived here via a new Last (and new direction arrow)
+            // or we're reusing the old one, this format bit is the same
+            return $"{_direction_arrow} {_last_trade.size} ";
         }
      }

@@ -660,6 +975,26 @@ namespace mbts.spark {
         _ordershost.Height = height;
         _render_grid_background();
      }
+
+      void _clear_visuals() {
+         if (_settings == null)
+            return;
+         _price_list = new double[_row_count];
+         for (int i = 0; i < _price_list.Length; i++)
+            _price_list[i] = double.NaN;
+         Array.Clear(_bids, 0, _bids.Length);
+         Array.Clear(_asks, 0, _asks.Length);
+         _price_dirty = true;
+         LadderRender.clear_prices(_price_vis_tup.visual, _row_count, _settings.row_height, _settings.price_column, _price_vis_tup.glyph_context);
+         _refresh_bid_mkt_break();
+         _refresh_ask_mkt_break();
+         _refresh_mid_mkt_break();
+         _refresh_session_low_line();
+         _refresh_session_high_line();
+         _refresh_session_range();
+         _refresh_last_trade();
+         _refresh_sizes();
+      }
      #endregion

      #region Market Break, Session Low/High Utils
@@ -748,6 +1083,7 @@ namespace mbts.spark {
                     case ColumnType.PIQ: SetCurrentValue(PIQColumnWidthProperty, col.settings.width); break;
                     case ColumnType.Volume:
                        SetCurrentValue(VolumeColumnWidthProperty, col.settings.width);
+                        _toggle_tooltips();
                        _volume_container.mark_dirty();
                        break;
                  }
@@ -913,4 +1249,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -9,9 +9,7 @@ using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Controls;
-using System.Windows.Data;
 using System.Windows.Input;
-using System.Windows.Interactivity;
 using System.Windows.Media;

 namespace mbts.spark {
@@ -72,8 +70,7 @@ namespace mbts.spark {
                  panel.Children.Remove(item);
               }
            }
-         } //else
-            //Log.Ui.warn($"Failed to remove order ({order.id}): order not in {nameof(LadderOrdersHost)}'s {nameof(_orders)}.");
+         }
      }

      public void clear_orders() {
@@ -140,6 +137,7 @@ namespace mbts.spark {
                  // properly Dispose of it later when the popup is closed.
                  DataContext = obvm,
                  Child = view,
+                  // StaysOpen true for debugging
                  StaysOpen = false,
                  PlacementTarget = popup_placement_target,
                  Placement = System.Windows.Controls.Primitives.PlacementMode.Bottom,
@@ -156,7 +154,15 @@ namespace mbts.spark {
               popup.SetBinding(System.Windows.Controls.Primitives.Popup.IsOpenProperty,
                  nameof(OrderBookVM.is_row_collection_populated)
               );
-               popup.Closed += (sender, event_args) => (popup.DataContext as IDisposable)?.Dispose();
+               popup.Closed += (sender, event_args) => {
+                  (_parent.DataContext as LadderVM)?.on_mini_orderbook_closed(obvm.create());
+                  (popup.DataContext as IDisposable)?.Dispose();
+               };
+               popup.MouseUp += (sender, event_args) => {
+                  if (event_args.ChangedButton == MouseButton.Middle) {
+                     popup.IsOpen = false;
+                  }
+               };
               // This is useful for troubleshooting focus issues
               //popup.LostKeyboardFocus += (ss, ee) => { 
               //   System.Diagnostics.Debug.WriteLine($"Lost Focus Event - Current Focus: {mbts.utils.MiscUtils.who_has_keyboard_focus()}");
@@ -187,11 +193,8 @@ namespace mbts.spark {
               Margin = Badge.DefaultMargin,
               Orientation = Orientation.Horizontal,
               MaxWidth = _col_width
-               //MaxHeight = _row_height,
-               //ClipToBounds = true
            };

-            //var view_box = new Viewbox { Child = panel, Width = _col_width, Height = _row_height };
            _position_panel(panel, price);
            _stacks[price] = new PriceCellComponents(panel);
            Children.Add(panel);
@@ -214,7 +217,7 @@ namespace mbts.spark {
               Log.Ui.info("Drop - " + vm.summary);
               double price = _parent.price_for_point(e.GetPosition(_parent));
               if (price != vm.price) {
-                  foreach (var order in vm.orders) {
+                  foreach (var order in vm.root_orders) {
                     vm.try_set_price(order, price);
                  }
               }
@@ -1,10 +1,10 @@
 using bts;
 using bts.api;
+using bts.collections;
 using bts.api.md.auxiliary;
 using mbts.co2;
 using mbts.ui;
 using mbts.ui.controls;
-using mbts.ui.spark;
 using mbts.ui.utility.text;
 using System;
 using System.Collections.Generic;
@@ -86,6 +86,16 @@ namespace mbts.spark {
         return result;
      }

+      public static void clear_prices(DrawingVisual price, int row_count, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) {
+         var foreground = settings.foreground.rgb_brush();
+         var fprices = _format_empty_prices(row_count, row_height, settings, glyph_context);
+         using (var dc = price.RenderOpen())
+         using (_draw_with_clip(dc, settings, row_height, row_count)) {
+            for (int x = 0; x < row_count; ++x)
+               dc.DrawGlyphRun(foreground, fprices[x]);
+         }
+      }
+
      public static double[] render_prices(DrawingVisual price, GlyphContext glyph_context, double mid, double wrt_price, bool format_in_tick_terms, int row_count, double row_height,
         LadderColumnSettings settings, ContractSpecificationImmutable spec) {
         var dprices = gen_prices(mid, row_count, spec);
@@ -184,7 +194,9 @@ namespace mbts.spark {
        IEnumerable<VolumeAtPriceLevelImmutable> data,
        double row_height,
        ContractSpecificationImmutable spec,
-        VolumeColumnSettings settings
+        VolumeColumnSettings settings,
+        int last_index,
+        string last_size_and_direction
        ) {
         if (!data.Any()) {
            _clear_visual(dv);
@@ -203,32 +215,52 @@ namespace mbts.spark {
         Brush total_brush = null;
         if (settings.total.bars.result.HasValue) {
            total_brush = new SolidColorBrush(settings.total.bars.result.Value);
-         } else if (components.Count == 0) {
+         } else if (components.Count == 0 && !settings.show_ltq) {
            _clear_visual(dv);
            return;
         }
-         double max = data.Max(v => v.Volume);
-         Brush text_brush = settings.general.foreground.rgb_brush();
+         // inflate the max so that the graph never fills the available space
+         double max = data.Max(v => v.Volume) * 1.1;
         _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
         /// local methods
         void render_cell(DrawingContext dc, int r, VolumeAtPriceLevelImmutable vap) {
+            Brush text_brush = settings.general.foreground.rgb_brush();
            double y = row_height * r;
+            var last_trade_here = r == last_index;
+
            // render the total first; each component (buy/sell/passive) will be rendered on top of the total
            if (total_brush != null) {
+               // if we have to change the brush to indicate this is the last, save brush, draw, then restore brush
+               var temp = total_brush;
+               if (settings.show_ltq && last_trade_here) {
+                  total_brush = BTSColors.yellow_brush;
+               }
               render_bar(dc, 0, y, vap.Volume, total_brush, out double _);
+               total_brush = temp;
            }
            List<string> numbers_text = new List<string>();
            double x_bar = 0;
            foreach ((var get_volume, Brush bars, bool show_numbers) in components) {
               uint v = get_volume(vap);
-               render_bar(dc, x_bar, y, v, bars, out double width);
+               double width;
+               if (settings.show_ltq && last_trade_here) {
+                  render_bar(dc, x_bar, y, v, BTSColors.yellow_brush, out width);
+               } else {
+                  render_bar(dc, x_bar, y, v, bars, out width);
+               }
               x_bar += width;
               if (show_numbers)
                  numbers_text.Add(v.ToString());
            }
+
            if (settings.total.show_numbers) {
               numbers_text.Add(vap.Volume.ToString());
            }
+            if (settings.show_ltq && last_trade_here) {
+               numbers_text.Clear();
+               numbers_text.Add(last_size_and_direction);
+               text_brush = BTSCoreColors.white;
+            }
            if (numbers_text.Count > 0) {
               string str = string.Join("/", numbers_text);
               GlyphRun gr = glyph_context.get_glyph_run(str, settings.general.font_size, settings.general.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, y, true);
@@ -243,7 +275,9 @@ namespace mbts.spark {
            }
            double pct = v / max;
            width = pct * settings.general.width;
-            dc.DrawRectangle(brush, null, new Rect(x, y, width, row_height - 1));
+            // 4 seems like a good number to move the y pos down by and similarly
+            // to shorten the total y coponent by (-4 for the shift of +4, and another -4 to give it some space);
+            dc.DrawRectangle(brush, null, new Rect(x, y + 4, width, row_height - 2 * 4));
         }
      }

@@ -278,22 +312,22 @@ namespace mbts.spark {
      }

      // this is basically a copy of redner_sizes up above
-      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, (double price, uint piq)[] piqs, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
+      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
         using (var dc = dv.RenderOpen()) {
            using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
-               if (!prices.within_range(origin_index) || piqs.is_null_or_empty())
+               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
                  return;
               var foreground = settings.foreground.rgb_brush();
               int curr_index = origin_index;
               double curr_price = prices[curr_index];
-               for (int i = 0; i < piqs.Length; i++) {
-                  double price = piqs[i].price;
+               foreach (var entry in pvp) {
+                  double price = entry.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) {
-                     var gr = format_text(piqs[i].piq.ToString(), curr_index, row_height, settings, glyph_context);
+                     var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
                     dc.DrawGlyphRun(foreground, gr);
                  } else break;
               }
@@ -317,6 +351,12 @@ namespace mbts.spark {
            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) {
+         var result = new GlyphRun[row_count];
+         Parallel.For(0, row_count, i => result[i] = format_text("-", i, row_height, settings, glyph_context));
+         return result;
+      }
+
      static IDisposable _draw_with_clip(DrawingContext dc, LadderColumnSettings settings, double row_height, int row_count) {
         dc.PushClip(new RectangleGeometry(new Rect(0, 0, settings.width, row_height * row_count)));
         return Disposable.Create(dc.Pop);
@@ -10,10 +10,15 @@ namespace mbts.ui.spark {
   /// </summary>
   partial class LadderSettingsView : UserControl {
      public const string
-         OrdersColumnSampleTemplateKey = nameof(OrdersColumnSampleTemplateKey),
-         ColumnVisibilityToggleTemplateKey = nameof(ColumnVisibilityToggleTemplateKey),
+         OrdersColumnTemplateKey = nameof(OrdersColumnTemplateKey),
+         VolumeColumnTemplateKey = nameof(VolumeColumnTemplateKey),
+         LastColumnTemplateKey = nameof(LastColumnTemplateKey),
         FavoriteAlgoAddButtonTemplateKey = nameof(FavoriteAlgoAddButtonTemplateKey);

+      public static readonly IMultiValueConverter LadderColumnToggleShowToolTipConverter =
+         ValueConverter.create<bool, bool, string, string>((can_toggle_show, show, col_name) =>
+            can_toggle_show ? $"{(show ? "Hide" : "Show")} {col_name}" : $"{col_name} cannot be {(show ? "hidden" : "shown")}.");
+
      public LadderSettingsView() =>
         InitializeComponent();

@@ -1,9 +1,9 @@
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.extensions;
-using mbts.ui.utility.text;
 using System;
 using System.Collections.Generic;
+using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Documents;
@@ -30,7 +30,7 @@ namespace mbts.spark {
         readonly LadderGridHost _host;
         readonly IList<IDisposable> _hooks;

-         bool _is_mouse_over, _is_mouse_down, _is_mouse_dragging;
+         bool _is_mouse_over, _is_mouse_down, _is_mouse_dragging, _can_send_orders;
         int _curr_row;
         Column _curr_column = Column.Empty;

@@ -41,6 +41,10 @@ namespace mbts.spark {
            _bid_mouse_down_pen = new Pen(new SolidColorBrush(Color.FromRgb(102, 178, 255)), 1).frozen();
            _ask_mouse_down_pen = new Pen(new SolidColorBrush(Color.FromRgb(255, 178, 102)), 1).frozen();
            _hooks = new List<IDisposable> {
+               _host._subscribe_can_send_orders().Subscribe(v => {
+                  _can_send_orders = v;
+                  _host.Cursor = _evaluate_position();
+               }),
               _host.SubscribeMouseEnter(_host_MouseEnter),
               _host.SubscribeMouseMove(_host_MouseMove),
               _host.SubscribeMouseLeave(_host_MouseLeave),
@@ -88,7 +92,7 @@ namespace mbts.spark {
                  _draw_cell(drawingContext, _navy_pen, x, y, _curr_column.settings.width);
               }
            }
-            else if (_is_mouse_over && (_curr_column.column_type == ColumnType.Bid || _curr_column.column_type == ColumnType.Ask)) {
+            else if (_is_mouse_over && _can_send_orders && (_curr_column.column_type == ColumnType.Bid || _curr_column.column_type == ColumnType.Ask)) {
               double y = _curr_row * _host._settings.row_height;
               double x = _curr_column.x_left;
               Pen style = default; 
@@ -112,12 +116,17 @@ namespace mbts.spark {
            }
         }

+         Cursor _evaluate_position() {
+            var pos = Mouse.GetPosition(_host);
+            return _evaluate_position(_host._column_for_point(pos), pos, _host.columns);
+         }
+
         Cursor _evaluate_position(Column column, Point point, Column[] columns) {
            if (columns.Length == 0)
               return Cursors.Arrow;
            switch (column.column_type) {
               case ColumnType.Bid:
-               case ColumnType.Ask: return Cursors.Hand;
+               case ColumnType.Ask: return _can_send_orders ? Cursors.Hand : Cursors.No;
               default: return Cursors.Arrow;
            }
         }
@@ -140,11 +149,34 @@ namespace mbts.spark {
         }

         void _host_PreviewMouseDown(object sender, MouseButtonEventArgs e) {
+            // When middle click over bid or ask columns:
+            //   Non-parameterizalbe order: change cursor to No indicating sending an order is not possible
+            //   Parameterizable order:  if qty is null/0, flash and No cursor
+            if (_host._vm != null) {
+               var pos = e.GetPosition(_host);
+               var column_type = _host._column_for_point(pos).column_type;
+               var selected_algo_can_expand = _host._vm.order_properties_vm?.selected_algo_definition?.algo_root?.can_expand ?? true;
+               if (e.MiddleButton == MouseButtonState.Pressed &&
+                  (column_type == LadderGridHost.ColumnType.Bid || column_type == LadderGridHost.ColumnType.Ask)) {
+                  if (!selected_algo_can_expand) {
+                     _host.Cursor = Cursors.No;
+                  }
+                  if (selected_algo_can_expand && (_host._vm.size_calculator.value ?? 0) == 0) {
+                     _host._vm.size_calculator.flash_error();
+                     _host.Cursor = Cursors.No;
+                  }
+               }
+            }
            _is_mouse_down = true;
            InvalidateVisual();
         }

          void _host_MouseUp(object sender, MouseButtonEventArgs e) {
+            // This will reset the cursor appropriately if the middle mouse button
+            // has been pressed while over the bid or ask columns
+            var point = e.GetPosition(_host);
+            _set_current_row_and_column(point);
+
            _is_mouse_down = false;
            _is_mouse_dragging = false;
            InvalidateVisual();