initialize_for_test changes (thanks eric)

RTM

.vscode/launch.json

@@ -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-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": "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
+        },
     ]
 }

doc/user/CMakeDeps.cmake

@@ -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;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

doc/user/build.sh

@@ -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

doc/user/content/release_notes/_index.md

@@ -4,6 +4,104 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 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
+## 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

src/client/spark/Daemons/SecurityPickerDaemon.cs

@@ -73,6 +73,7 @@ namespace bts {
             window.Close();
             message.complete(select_result(vm)).execute(_bus);
          };
+         vm.cancel_action = () => window.Close();
          window.move_to_mouse();
          window.Show();
       }

src/client/spark/Images/Icons.cs

@@ -22,10 +22,14 @@ namespace mbts.ui {
          AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
          AddFileGeometryKey = nameof(AddFileGeometryKey),
          AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
+         AttachAlgosKey = nameof(AttachAlgosKey),
          CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         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 +39,14 @@ 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 +123,7 @@ 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 +147,13 @@ 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 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 +170,8 @@ 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 +200,19 @@ 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);
 

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

@@ -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>
+  <sys:String x:Key="{x:Static mbts:Icons.DetachAlgosKey}">
+    M19.522852,25.255011L20.920847,25.256994 20.920847,29.729012 19.522852,29.729012z M22.826874,21.952002L25.989905,25.113989 25.001887,26.101996 21.838856,22.941015z M25.269894,19.506992L29.742937,19.509007 29.742937,20.906012 25.269894,20.907995z M10.519729,14.945011C11.300744,14.954991,12.079745,15.103001,12.818766,15.386997L10.878742,17.327C9.6457264,17.200016,8.368704,17.592014,7.4257004,18.532993L3.597655,22.359015C1.9326275,24.025 1.9316508,26.734991 3.597655,28.40299 5.2636887,30.068001 7.9747178,30.066017 9.6397144,28.40299L13.468767,24.575018C14.410794,23.633001,14.800783,22.355993,14.674774,21.122015L16.615807,19.181004C17.523806,21.547003,17.034817,24.325995,15.126776,26.233008L11.298761,30.061012C8.713709,32.644997 4.5236599,32.644997 1.9396465,30.061012 -0.64638097,27.475012 -0.64638097,23.286017 1.9386395,20.702002L5.7666852,16.875004C7.0777046,15.562992,8.8017227,14.922001,10.519729,14.945011z M2.1536381,10.959994L6.6257035,10.959994 6.6266801,12.359988 2.1536381,12.359988z M6.7686803,5.894014L9.9307338,9.0549947 8.9427158,10.044008 5.7806932,6.8819901z M10.976735,2.1390082L12.374761,2.1390082 12.375768,6.6130081 10.975728,6.6130081z M25.382902,0C27.076922,-1.8170738E-08 28.770941,0.6470033 30.063955,1.9389956 32.646992,4.5220043 32.646992,8.7130147 30.061941,11.297L26.234902,15.126011C24.326891,17.032993,21.546862,17.521,19.181845,16.614994L21.121868,14.674015C22.35586,14.798008,23.63389,14.407992,24.575886,13.467013L28.403933,9.6390096C30.067953,7.972994 30.069967,5.2619945 28.403933,3.5960094 26.738905,1.9310002 24.0269,1.9320073 22.361872,3.5960094L18.533827,7.4249893C17.591829,8.3659993,17.201811,9.6440145,17.32782,10.87601L15.385781,12.817996C14.477781,10.453005,14.968784,7.6730062,16.875818,5.7659928L20.702858,1.9379885C21.994864,0.64599622,23.688883,-1.8170738E-08,25.382902,0z
+  </sys:String>
+
   <!--AddBoxes (the icon is free to use if we include this information in our credit section)
     Source: https://www.flaticon.com/authors/gregor-cresnar
     Ttile: Add free icon
@@ -40,6 +48,21 @@
     </sys:String>
   </x:Array>
 
+  <sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
+    M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
+  </sys:String>
+
+  <!--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-->
+  <sys:String x:Key="{x:Static mbts:Icons.ProhibitedGeometryKey}">
+    M32.759,0C14.696,0,0,14.695,0,32.759s14.695,32.759,32.759,32.759s32.759-14.695,32.759-32.759S50.822,0,32.759,0z
+    M6,32.759C6,18.004,18.004,6,32.759,6c6.648,0,12.734,2.443,17.419,6.472L12.472,50.178C8.443,45.493,6,39.407,6,32.759z
+    M32.759,59.518c-5.948,0-11.447-1.953-15.895-5.248l37.405-37.405c3.295,4.448,5.248,9.947,5.248,15.895
+    C59.518,47.514,47.514,59.518,32.759,59.518z
+  </sys:String>
+
   <!--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
@@ -88,6 +111,9 @@
 		s1-0.448,1-1v-5h5c0.552,0,1-0.448,1-1S52.052,46,51.5,46z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.DataEditGeometryKey}">
+    M17.997977,17.396268C18.197928,17.396268,18.297904,17.496276,18.497975,17.596284L19.497972,18.295283C19.99797,18.595292,20.697919,19.195308,21.197917,19.495299L22.196937,20.195323C22.696935,20.495315,22.596959,20.995322,22.096961,21.195338L20.997966,21.695346C20.497968,21.89434,19.597947,22.294355,19.097949,22.494355L17.997977,22.994363C17.497979,23.194362,17.097957,22.894355,17.197932,22.394347L17.297908,21.195338C17.398005,20.595323,17.497979,19.695315,17.497979,19.195308L17.597955,17.995277C17.497979,17.695283,17.69793,17.396268,17.997977,17.396268z M1.799981,13.597213L19.697923,13.597213 17.997977,15.896244C17.797906,16.096259 17.69793,16.396253 17.69793,16.69626 17.197932,16.796268 16.79791,17.296275 16.697934,17.895284L16.597959,19.195308 1.799981,19.195308C0.79998477,19.195308,0,18.395291,0,17.396268L0,15.396237C0,14.396221,0.79998477,13.597213,1.799981,13.597213z M1.799981,6.7981106L21.796914,6.7981106C22.696935,6.7981106,23.49698,7.498118,23.596955,8.3981257L20.697919,12.397197 1.799981,12.397197C0.79998477,12.397197,0,11.597181,0,10.597165L0,8.5981418C0,7.598126,0.79998477,6.7981106,1.799981,6.7981106z M27.796891,4.3990708C27.996963,4.3990708,28.096938,4.3990708,28.296889,4.5990711L31.695924,7.0981179C31.995851,7.3981105,32.095948,7.7981258,31.895875,8.0981341L23.296908,19.795308C23.096957,20.095315,22.596959,20.195323,22.196937,19.895314L18.797902,17.396268C18.497975,17.096274,18.398002,16.69626,18.597951,16.396253L27.196918,4.6990786C27.396869,4.4990784,27.59694,4.3990708,27.796891,4.3990708z M1.799981,0L21.796914,0C22.79691,4.9549271E-08,23.596955,0.8000156,23.596955,1.800031L23.596955,3.7990554C23.596955,4.7990709,22.79691,5.5990864,21.796914,5.5990864L1.799981,5.5990864C0.79998477,5.4990941,0,4.6990786,0,3.6990629L0,1.7000236C0,0.8000156,0.79998477,4.9549271E-08,1.799981,0z
+  </sys:String>
   <sys:String x:Key="{x:Static mbts:Icons.DiskGeometryKey}">
     M403.213,20H0v472h512V128.787L403.213,20z M131,50h180v100h10h20h10V50h30v130H131V50z M381,462H131V315
 			c0-8.271,6.729-15,15-15h220c8.271,0,15,6.729,15,15V462z M482,462h-71V315c0-24.813-20.187-45-45-45H146
@@ -271,6 +297,10 @@
     M0,0L25.194,16 0,32z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.RubberStampGeometryKey}">
+    M1.8950181,29.607025L24.423994,29.607025 24.423994,31.103027C24.423994,31.601013,24.025009,32,23.526993,32L2.7920208,32C2.2929976,32,1.8950181,31.601013,1.8950181,31.103027z M0,19.838013L26.218001,19.838013 26.218001,27.813019 0,27.813019z M12.960014,0C16.549,0 19.538988,2.9909973 19.538988,6.57901 19.538988,8.0750122 19.041002,9.3710022 18.243,10.46701L18.043995,10.766022C17.345997,11.863007 16.647999,12.76001 16.647999,12.76001 15.052999,15.651001 15.253011,17.745026 15.253011,17.745026L10.667015,17.745026C10.667015,17.745026 10.866997,15.651001 9.2719967,12.76001 9.2719967,12.76001 8.5739996,11.863007 7.8760016,10.766022L7.6759898,10.46701 7.5769908,10.368011C6.7790176,9.3710022 6.3810074,7.9750061 6.3810074,6.57901 6.3810074,2.9909973 9.2719967,0 12.960014,0z
+  </sys:String>
+
   <!--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

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

@@ -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);

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

@@ -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;
@@ -22,7 +23,6 @@ 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) { }
 
@@ -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);
@@ -180,6 +180,40 @@ 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));

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

@@ -1,7 +1,9 @@
 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;
@@ -11,12 +13,13 @@ 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 +28,9 @@ 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 +38,7 @@ 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 +49,53 @@ 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();
@@ -55,17 +103,44 @@ 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 = 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(() => {
@@ -86,8 +161,27 @@ namespace mbts.spark {
                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() {

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

@@ -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;

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

@@ -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> {

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

@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.co2;
 using mbts.persist;
@@ -19,7 +20,7 @@ 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() =>
@@ -62,9 +63,9 @@ 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
@@ -92,8 +93,8 @@ 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) {

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml

@@ -420,7 +420,6 @@
               </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"

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml.cs

@@ -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;

src/client/spark/Modules/Spreader/SyntheticEditorView.xaml

@@ -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>

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

@@ -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);
 
@@ -54,14 +66,15 @@ 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(() => {
+            ), 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 WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager,
                   us => us.synthetic_management_grid,
@@ -101,16 +114,6 @@ 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();

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossThresholdModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossMarketTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossMarketTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossTimeModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessThresholdModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupThresholdModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingPriceTypeModel.cs

@@ -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>

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Hidden/QuoteHiddenModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleMinMove.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/QuoteQueueHolderModel.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleInsideTicksModel.cs

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

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleOutsideTicksModel.cs

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

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

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
@@ -72,7 +73,7 @@ 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;
@@ -199,14 +200,16 @@ 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 QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
             quote_throttle_inside_ticks,
@@ -318,9 +321,12 @@ 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;

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

@@ -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);
+         }
       }
    }
 }

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml

@@ -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>

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml.cs

@@ -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;

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioWindow.cs

@@ -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;
 

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

@@ -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());
+   }
 }

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

@@ -1,9 +1,76 @@
 using bts.api.orderman;
 using bts.persist.algo;
 using bts.utils;
+using ProtoBuf;
 using System;
 
 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 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_order_def(OrderDefinitionImmutable order_def) {
+         switch (order_def.CustomDef.CustomCase) {
+            case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
+            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
+            default: return new AlgoID(order_def.CustomDef.CustomCase);
+         }
+      }
+
+      public static AlgoID from_algo_key(AlgoKey key) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory:
+               if (key.factory.structure.structure.Count > 0)
+                  return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
+               break;
+            case AlgoKey.Mode.Persisted:
+               return new AlgoID(key.persisted.id_uint);
+         }
+         return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
+      }
+
+      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 && Equals(obj);
+
+      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 +150,4 @@ namespace mbts.spark {
 
       InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
    }
-}
+}

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

@@ -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 +26,139 @@ 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(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;
+      }
+
+      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);
                }
             }
          }

src/client/spark/Modules/Trading/AlgoStudio/Model/Metadata/AlgoDefinitionMetadata.cs

@@ -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);

src/client/spark/Modules/Trading/AlgoStudio/Utils/AlgoCollectionHelper.cs

@@ -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;
-         }
       }
    }
-}
+}

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoDefinitionVM.cs

@@ -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();
+      }
    }
 }

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoParamRowVM.cs

@@ -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;
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoVMWrapper.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoEditorGridView.xaml

@@ -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>

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoEditorGridView.xaml.cs

@@ -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;
+      }
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoParamRowsHelper.cs

@@ -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);
+               }));
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoParamTemplateSelector.cs

@@ -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;
+      }
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/DataGridEditHelper.cs

@@ -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;
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorView.xaml

@@ -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>

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorView.xaml.cs

@@ -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
+   }
+}

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

@@ -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;
@@ -16,8 +18,9 @@ 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;
@@ -31,22 +34,19 @@ 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>(
@@ -83,45 +83,46 @@ 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),
+            (fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
          );
          // 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 +132,17 @@ 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 +154,26 @@ 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 IConnectableObservable<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) {
@@ -208,8 +212,9 @@ 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 +222,7 @@ 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 +232,9 @@ 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;

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

@@ -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);
+      }
+   }
+}

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

@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.fills;
 using bts.spark;
 using mbts.persist;
 using mbts.ui;
@@ -13,47 +14,46 @@ 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 };
 
@@ -79,7 +79,7 @@ namespace mbts.spark {
          };
          _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()

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

@@ -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; }
-      }
    }
 }

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

@@ -0,0 +1,95 @@
+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; }
+   }
+
+   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);
+         // numeric
+         pb.add_numeric(fs.size, ft => ft.fill.LastShares);
+         pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
+         return pb.to_predicate();
+      }
+   }
+}

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

@@ -0,0 +1,109 @@
+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 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 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);
+         }
+      }
+   }
+}

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

@@ -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) {

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

@@ -38,6 +38,14 @@ 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 +119,8 @@ 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 +135,8 @@ 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 +144,8 @@ 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 +155,8 @@ namespace mbts.spark {
             buy.GetHashCode(),
             sell.GetHashCode(),
             passive.GetHashCode(),
-            total.GetHashCode());
+            total.GetHashCode(),
+            show_ltq.GetHashCode());
    }
 
    [ProtoContract]
@@ -219,6 +232,7 @@ namespace mbts.spark {
       // 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 +244,7 @@ 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;
@@ -250,7 +265,7 @@ 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 +274,8 @@ 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,
@@ -293,6 +308,7 @@ 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,
@@ -304,6 +320,8 @@ namespace mbts.spark {
                zoom_factor = _default_zoom_factor,
                net_change = NetChangeTerms.None,
             };
+            rv.row_height = LadderRender.measure_row_height(rv);
+            return rv;
          }
       }
 
@@ -387,6 +405,8 @@ 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)]
@@ -463,6 +483,7 @@ 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 &&
@@ -478,6 +499,7 @@ namespace mbts.spark {
 
       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(),

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

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.md;
 using mbts;
 using mbts.config;
 using mbts.persist;
@@ -21,19 +22,26 @@ namespace bts.shell {
       readonly LadderConfig _ladder_conf;
       readonly IBus _bus;
       readonly IWindowManager _wm;
+      readonly MBOService _mbo;
       readonly UserSettingsHub _settings_hub;
       readonly OrdersModel _orders_model;
-      readonly MarketDataAuxiliaryModel _md_auxiliary_model;
       IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
 
-      public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model, MarketDataAuxiliaryModel md_auxiliary_model)
+      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;
-         _md_auxiliary_model = md_auxiliary_model;
-         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled);
+         _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 })),
@@ -56,15 +64,16 @@ namespace bts.shell {
       IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
          var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
          var view = new Lazy<UIElement>(() => {
-            var model = new LadderModel(md, _orders_model, _md_auxiliary_model);
+            var model = new LadderModel(md, _orders_model, _mbo);
             var settings_manager = new WindowSettingsManager<LadderSettings>(
                _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
                us => sanitize_ladder_settings(us.ladder),
                (us, v) => us.with(sanitize_ladder_settings(v)));
             var init = state_settings ?? settings_manager.default_settings;
             init.use_defaults |= state_settings == null;
-            var vm = new LadderVM(_bus, model, settings_manager, init);
+            var vm = LadderVM.create(_bus, model, settings_manager, init);
             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;
             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;
@@ -139,12 +148,13 @@ namespace bts.shell {
 
       readonly struct LadderConfig {
          public readonly uint max_open_ladders;
-         public readonly bool ladders_on_threads, open_algo_popup_on_select;
+         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;
          }

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

@@ -29,45 +29,46 @@ 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 +96,72 @@ 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 +169,32 @@ 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 +204,22 @@ 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 +227,14 @@ 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 +248,21 @@ 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 +270,7 @@ 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);
          }
@@ -234,14 +292,14 @@ 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 obvm = new OrderBookVM(null, _owner.bus, null, _owner.model.order_gateway, null, true);
+         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 }
             },
-            bts.shell.OrderBookWindowFactory.OrderBookStartupData.default_mini_grid,
+            bts.shell.orderbook.OrderBookStartupData.default_mini_grid,
             use_defaults: false
          );
          // NOTE:
@@ -249,30 +307,33 @@ namespace mbts.spark {
          // if these EditXXX ever support settings.
 
          // The end result after this group of lines will be
-         //  ------------------------
-         //  | Cancel | Qty | Price | ...
-         //  ------------------------
+         //  ----------------------------------------------
+         //  | Cancel | Update | Qty | Price | Commit | Attach | Detach | ...
+         //  ----------------------------------------------
          //
-         var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Price.ToString());
+         obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
+         obvm.columns.Insert(0, new OrderBookVM.CommitColumn());
+         var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.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_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.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_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.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_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.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());
             }
          }
+         obvm.columns.Insert(0, new OrderBookVM.UpdateColumn(typeof(MiniOrderBookView)));
          obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
 
          obvm.load_from(state);
@@ -280,7 +341,7 @@ namespace mbts.spark {
       }
 
       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() : "")}";
       }
    }
 }

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

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.utils;
 using mbts.collections;
 using mbts.ui;
@@ -51,6 +52,7 @@ 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"),
@@ -163,6 +165,7 @@ 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;
@@ -198,7 +201,7 @@ namespace mbts.spark {
       }
 
 
-      public string key => GridOrLadderSettingsSelectorKeys.Ladder;
+      public string key => GridSettingsTemplateKeys.Ladder;
 
       public void load(LadderSettings settings) {
          _current = settings;
@@ -231,6 +234,7 @@ namespace mbts.spark {
          _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;
@@ -277,6 +281,7 @@ 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;
@@ -448,6 +453,7 @@ 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;
@@ -462,6 +468,9 @@ namespace mbts.spark {
          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 +489,7 @@ 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 +499,7 @@ namespace mbts.spark {
                sell = sell.get_settings(),
                passive = passive.get_settings(),
                total = total.get_settings(),
+               show_ltq = show_last_trade
             };
       }
 

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

@@ -2,6 +2,7 @@
 using bts.api.orderman;
 using bts.shell;
 using bts.spark;
+using bts.utils;
 using mbts.co2;
 using mbts.persist;
 using mbts.ui;
@@ -24,28 +25,44 @@ namespace mbts.spark {
 
       readonly IBus _bus;
       readonly LadderModel _model;
-      readonly Property<double> _high, _low, _change, _open, _settlement, _position, _left_panel_width, _zoom_factor;
+      readonly Property<double> _high, _low, _change, _open, _settlement, _left_panel_width, _zoom_factor;
       //readonly Property<double> _window_width, _window_height;
       readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
       readonly Property<ulong> _volume;
-      readonly Property<bool> _auto_clear, _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
-         _show_tif, _show_order_type, _show_account_position, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
+      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 Property<Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      double _position, _day_position;
+      bool _show_account_position, _show_day_position;
       IWindowSettingsManager<LadderSettings> _settings_manager;
       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 LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
+      public static LadderVM create(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
+         var non_shared_wsm = settings_manager.as_non_shared();
+         return new LadderVM(bus, model, settings_manager, non_shared_wsm, init, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings_manager.subscribe_current().Select(s => new InlineOrderProperties(model.order_gateway, s))));
+      }
+
+      public static LadderVM create_readonly(IBus bus, LadderModel model) {
+         var default_settings = LadderSettings.Default;
+         return create_readonly(bus, model, new WindowSettingsManager<LadderSettings>.DisconnectedImpl(default_settings), default_settings);
+      }
+
+      public static LadderVM create_readonly(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) =>
+         new LadderVM(bus, model, settings_manager, settings_manager.as_non_shared(), init);
+
+      LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, IWindowSettingsManagerNonShared<LadderSettings> non_shared_wsm, LadderSettings init, OrderPropertiesEditorVM order_properties_vm = null) {
          _bus = bus;
          _model = model;
          _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
          _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
-         var non_shared_wsm = settings_manager.as_non_shared();
          _settings_manager = non_shared_wsm;
-         order_properties_vm = new OrderPropertiesEditorVM(_model.order_gateway, Observable.Return(_model.security_md), _settings_manager.subscribe_current().Select(s => new InlineOrderProperties(_model.order_gateway, s)));
+         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);
@@ -63,46 +80,51 @@ namespace mbts.spark {
          _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
-         var account_positions = new KeyDrivenObservableSeries<string, double>(a => _model.order_gateway.security_total_position(security.Id, a));
-         _position = backing(nameof(position), account_positions.OnDispatcher());
          _volume = backing(nameof(volume), 0ul);
          _auto_clear = backing(nameof(auto_clear), false);
          _status = backing(nameof(status_message), "");
          _status_brush = backing(nameof(status_background), _transparent_status_brush);
-         // brush props
-         _bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background.rgb_brush());
-         _bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground.rgb_brush());
-         _ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background.rgb_brush());
-         _ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground.rgb_brush());
-         Property<Brush> brush_prop(string name, Func<LadderSettings, Brush> get_brush) =>
-            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_brush);
-         // bool visibility props
-         _show_day = bool_prop(nameof(show_day), s => s.day_visible);
-         _show_high = bool_prop(nameof(show_high), s => s.high_visible);
-         _show_low = bool_prop(nameof(show_low), s => s.low_visible);
-         _show_open = bool_prop(nameof(show_open), s => s.open_visible);
-         _show_settle = bool_prop(nameof(show_settle), s => s.settle_visible);
-         _show_volume = bool_prop(nameof(show_volume), s => s.volume_visible);
-         _show_account = bool_prop(nameof(show_account), s => s.account_visible);
-         _show_tif = bool_prop(nameof(show_tif), s => s.tif_visible);
-         _show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible);
-         _show_account_position = bool_prop(nameof(show_account_position), s => s.account_position_visible);
-         _show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible);
-         _show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible);
-         _show_clear = bool_prop(nameof(show_clear), s => s.clear_visible);
-         _show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible);
-         _show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible);
-         _show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible);
-         _show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible);
-
-         Property<bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
-            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_bool);
+         // 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> {
+            // 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));
+               }
+            }
+         };
+         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(position)));
-         send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
+         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);
@@ -125,26 +147,20 @@ namespace mbts.spark {
          orders = new ObservableCollection<LadderOrderVM>();
 
          _dispose = Disposable.Create(
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(settings_observer),
             settings_command,
             non_shared_wsm,
-            settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
-            order_properties_vm,
-            order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions),
-            account_positions,
+            get_order_properties_editor_hooks(),
             size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
             bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
-            model.order_gateway.working_orders_with_piq.OnDispatcher().Subscribe(working => {
+            // 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);
-               var ladders_orders = 
-                  working.Values
-                  .Where(o => 
-                     o.order.Def.SecurityKey == security.Id && 
-                     (o.order.HasState && o.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible));
+               _cache = working.state;
 
-               foreach (var osec in ladders_orders) {
-                  var wo = osec.order;
+               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();
@@ -158,9 +174,9 @@ namespace mbts.spark {
                   }
 
                   if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
-                     slot_vm.add_order((wo, osec.piq));
+                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
                   } else {
-                     slot_vm = new LadderOrderVM((wo, osec.piq), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
+                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
                      _slot_price_vs_orders[slot_price_target] = slot_vm;
                   }
 
@@ -177,7 +193,7 @@ namespace mbts.spark {
                // 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.orders.Select(o => o.Key).ToList()) {
+                  foreach(var existing_order_key in slot_vm.order_keys) {
                      if (!kvp.Value.Contains(existing_order_key)) {
                         slot_vm.remove_order(existing_order_key);
                      }
@@ -187,25 +203,6 @@ namespace mbts.spark {
 
                // update dirty brushes and text
                foreach (var lovm in _slot_price_vs_orders.Values) {
-                  // the parent algo is only valid when there is only a single order at a level
-                  if (lovm.orders.Count() == 1) {
-                     var only_order = lovm.orders.First();
-
-                     if (only_order.has_parent()) {
-                        var traversal_candidate = only_order;
-                        bool exit_early = false;
-                        while (!exit_early && traversal_candidate.ParentKey != 0) {
-                           if (working.TryGetFirst(o => o.Key == traversal_candidate.ParentKey, out var first))
-                              traversal_candidate = first.Value.order;
-                           else
-                              exit_early = true;
-                        }
-                        if (!exit_early) 
-                           // we have successfully reached the root
-                           lovm.parent_algo_type = traversal_candidate.Def.CustomDef.CustomCase;
-                     } 
-                     // else this a single order, so do nothing 
-                  }
                   lovm.update();
                }
 
@@ -226,6 +223,29 @@ namespace mbts.spark {
             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));
+               }),
+               position_src.Connect());
+         }
       }
 
       public IBus bus => _bus;
@@ -236,7 +256,7 @@ namespace mbts.spark {
       // 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 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;
@@ -270,40 +290,53 @@ namespace mbts.spark {
       public double change => _change.Value;
       public double open => _open.Value;
       public double settlement => _settlement.Value;
-      public double position => _position.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; }
+      /// 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 Brush bid_background => _bid_background.Value;
-      public Brush bid_foreground => _bid_foreground.Value;
-      public Brush ask_background => _ask_background.Value;
-      public Brush ask_foreground => _ask_foreground.Value;
+      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 DialogCommand settings_command { get; }
-      public bool show_day { get => _show_day.Value; set => _show_day.set(value); }
-      public bool show_high { get => _show_high.Value; set => _show_high.set(value); }
-      public bool show_low { get => _show_low.Value; set => _show_low.set(value); }
-      public bool show_open { get => _show_open.Value; set => _show_open.set(value); }
-      public bool show_settle { get => _show_settle.Value; set => _show_settle.set(value); }
-      public bool show_volume { get => _show_volume.Value; set => _show_volume.set(value); }
-      public bool show_account { get => _show_account.Value; set => _show_account.set(value); }
-      public bool show_tif { get => _show_tif.Value; set => _show_tif.set(value); }
-      public bool show_order_type { get => _show_order_type.Value; set => _show_order_type.set(value); }
-      public bool show_account_position { get => _show_account_position.Value; set => _show_account_position.set(value); }
-      public bool show_size_preset { get => _show_size_preset.Value; set => _show_size_preset.set(value); }
-      public bool show_auto_clear { get => _show_auto_clear.Value; set => _show_auto_clear.set(value); }
-      public bool show_clear { get => _show_clear.Value; set => _show_clear.set(value); }
-      public bool show_cancel_buys { get => _show_cancel_buys.Value; set => _show_cancel_buys.set(value); }
-      public bool show_cancel_sells { get => _show_cancel_sells.Value; set => _show_cancel_sells.set(value); }
-      public bool show_cancel_all { get => _show_cancel_all.Value; set => _show_cancel_all.set(value); }
-      public bool show_zoom { get => _show_zoom.Value; set => _show_zoom.set(value); }
+      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); }
@@ -315,6 +348,22 @@ namespace mbts.spark {
       public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
       internal LadderModel model => _model;
       internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
+      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 state = _settings_manager.current_settings();
@@ -324,6 +373,8 @@ namespace mbts.spark {
       }
 
       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));
@@ -333,32 +384,41 @@ namespace mbts.spark {
          }
       }
 
-      public async void send_order((double price, Side? side, bool size_from_alternate) args) {
+      public void send_order((double price, Side? side, MouseButton buton) args) {
+         if (args.buton == MouseButton.Middle) return;
+         var size_from_alternate = args.buton == MouseButton.Right;
+         if (order_properties_vm == null)
+            return;
          var s = _settings_manager.current_settings();
-         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (args.size_from_alternate && s.alternate_order_size == 0))
+         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && s.alternate_order_size == 0)) {
             return;
-         else if (!args.size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
-            size_calculator.flash_error();
-         } else {
-            var order = order_properties_vm.create(args.side.Value);
-            if (order.CustomDef != null) {
-               if (order.CustomDef.Stop != null) {
-                  order.CustomDef.Stop.StopPrice = args.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 = args.price;
-                  args.price = temp_price;
-               }
-            }
-               
-            uint size = args.size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value.Value);
-            await _model.order_gateway.send_order(order, args.price, size);
-            if (auto_clear)
-               size_calculator.value = 0;
          }
+         if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
+            size_calculator.flash_error();
+         }
+         else {
+            uint size = size_from_alternate ? s.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() {
@@ -382,15 +442,18 @@ namespace mbts.spark {
 
       }
 
-      void _show_book() =>
-        _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData {
-           filters = new bts.shell.OrderBookWindowFactory.FilterStates {
-              security_criteria = new SecurityCriteria(security)
-           }
-        });
+      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() =>
-         _bus.post(SparkTags.ShowOrderTicketTag, (new OrderDefinitionImmutable(order_properties_vm.create(Side.Buy)), 0d, 0u));
+      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();

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

@@ -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 +58,19 @@ 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;
+      double _old_last_trade_price = 0.0;
+      bool _tooltips_are_hooked_up = false;
+      ToolTip tooltip_view = new ToolTip();
+      IDisposable _parameterized_order_popup;
 
       public LadderGridHost() {
          AllowDrop = true;
@@ -82,6 +91,7 @@ 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 +107,7 @@ 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 +215,26 @@ 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 +265,15 @@ 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 +284,37 @@ 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 +324,141 @@ 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);
+            } 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();
+               }
             }
          }
-         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 +497,24 @@ 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 +617,87 @@ 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");
+                  _hide_tool_tip();
+                  //_old_tooltip_row = Int32.MaxValue;
+               }
+            }
+         } else {
+            //System.Diagnostics.Debug.WriteLine("   Tooltip - not over Volume column");
+            _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 +726,21 @@ 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 +786,10 @@ 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 +830,7 @@ 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() {
@@ -585,7 +849,18 @@ namespace mbts.spark {
          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 ltp = _last_trade.price;
+            var last_index = LadderRender.index_of(_price_list, ltp, _price_comparer);
+            string direction_arrow = string.Empty;
+            if (MathUtils.epsilon_equals(ltp, _old_last_trade_price)) {
+               // do nothing if in here b/c direction_arrow already string.empty
+            } else if (ltp > _old_last_trade_price) {
+               direction_arrow = "▲";
+            } else {
+               direction_arrow = "▼";
+            }
+            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, _last_trade, direction_arrow);
+            _old_last_trade_price = ltp;
          }
       }
 
@@ -660,6 +935,26 @@ 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 +1043,7 @@ 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 +1209,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

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

@@ -72,8 +72,7 @@ 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() {
@@ -157,6 +156,11 @@ namespace mbts.spark {
                   nameof(OrderBookVM.is_row_collection_populated)
                );
                popup.Closed += (sender, event_args) => (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 +191,8 @@ 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 +215,7 @@ 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);
                   }
                }

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

@@ -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 +194,10 @@ namespace mbts.spark {
         IEnumerable<VolumeAtPriceLevelImmutable> data,
         double row_height,
         ContractSpecificationImmutable spec,
-        VolumeColumnSettings settings
+        VolumeColumnSettings settings,
+        int last_index,
+        NativePriceSize last_trade, 
+        string direction_arrow
         ) {
          if (!data.Any()) {
             _clear_visual(dv);
@@ -207,28 +220,47 @@ namespace mbts.spark {
             _clear_visual(dv);
             return;
          }
-         double max = data.Max(v => v.Volume);
+         // inflate the max so that the graph never fills the available space
+         double max = data.Max(v => v.Volume) * 1.1;
          Brush text_brush = settings.general.foreground.rgb_brush();
          _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) {
             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($"{direction_arrow} {last_trade.size} ");
+            }
             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);

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

@@ -13,11 +13,12 @@
   TextElement.FontSize="{x:Static u:FontSizes.Small}"
 >
   <UserControl.Resources>
+    <cv:BooleanToVisibilityConverter x:Key="NetChangeGroupBoxIsVisibleVisibilityConverter" VisibilityForTrue="Hidden" VisibilityForFalse="Visible"/>
     <sys:Double x:Key="HorizontalPush">4</sys:Double>
     <sys:Double x:Key="HorizontalSplit">8</sys:Double>
     <sys:Double x:Key="IndentChild">24</sys:Double>
     <sys:Double x:Key="GroupBoxOffsetLeft">8</sys:Double>
-    <sys:Double x:Key="GroupBoxOffsetRight">24</sys:Double>
+    <sys:Double x:Key="GroupBoxOffsetRight">2</sys:Double>
     <sys:Double x:Key="VerticalPush">4</sys:Double>
     <sys:Double x:Key="VerticalSectionBreak">6</sys:Double>
     <sys:Double x:Key="VerticalSplit">8</sys:Double>
@@ -132,7 +133,7 @@
     <ComboBox Grid.Column="3" ItemsSource="{u:EnumBindingSource {u:Nested sp:LadderSettings.BadgeStyle}}" SelectedItem="{Binding badge_style}"/>
 
     <TextBlock Grid.Row="2" Grid.Column="1" VerticalAlignment="Center">Alternate Order Qty</TextBlock>
-    <TextBox Grid.Row="2" Grid.Column="3" Text="{Binding alternate_order_size}" u:TextBoxBehavior.InputFilter="{u:RegexInputFilter Regex={x:Static Member=Integer, MemberType={u:Nested txt:TextUtils.RegexFilters}}}"/>
+    <TextBox Grid.Row="2" Grid.Column="3" Text="{Binding alternate_order_size}" u:TextBoxBehavior.InputFilter="{u:RegexInputFilter Regex={x:Static Member=UnsignedInteger, MemberType={u:Nested txt:TextUtils.RegexFilters}}}"/>
 
     <TabControl Grid.Row="4" Grid.ColumnSpan="5" Width="543" Height="275">
       <TabControl.ItemContainerStyle>
@@ -141,8 +142,8 @@
           <Setter Property="VerticalContentAlignment" Value="Top"/>
         </Style>
       </TabControl.ItemContainerStyle>
-      <!-- Fonts and Colors Tab -->
-      <TabItem Header="Fonts and Colors" VerticalAlignment="Stretch">
+      <!-- Column Settings Tab -->
+      <TabItem Header="Column Settings" VerticalAlignment="Stretch">
         <Grid>
           <Grid.RowDefinitions>
             <RowDefinition Height="27"/>
@@ -172,7 +173,7 @@
                     <ColumnDefinition SharedSizeGroup="c1"/>
                     <ColumnDefinition SharedSizeGroup="c2"/>
                     <ColumnDefinition Width="160" SharedSizeGroup="c3"/>
-                    <ColumnDefinition Width="140" SharedSizeGroup="c4"/>
+                    <ColumnDefinition Width="153" SharedSizeGroup="c4"/>
                   </Grid.ColumnDefinitions>
                   <Border Grid.Column="0" Background="{u:BTSColor header}" Padding="6,3">
                     <ContentControl Content="{Binding}" ContentTemplateSelector="{StaticResource ColumnNameTemplateSelector}"/>
@@ -382,7 +383,8 @@
             FontStyle="Italic"
             Foreground="{Binding can_choose_alternate_implied_format, Converter={StaticResource IsEnabledForegroundConverter}}"
           />
-          <GroupBox Grid.Row="3" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="0,10,0,0" Grid.ColumnSpan="3">
+          <GroupBox Grid.Row="3" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="0,10,0,0" Grid.ColumnSpan="3"
+              Visibility="{Binding DataContext.is_synthetic, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}, Converter={StaticResource NetChangeGroupBoxIsVisibleVisibilityConverter}}">
             <GroupBox.Header>
               <CheckBox 
                 x:Name="show_name_change_chk" 
@@ -478,6 +480,7 @@
             <RowDefinition Height="Auto"/>
             <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
             <RowDefinition Height="*"/>
+            <RowDefinition Height="*"/>
           </Grid.RowDefinitions>
           <Grid x:Name="volume_headers" TextElement.Foreground="{u:BTSColor header_text}" Background="{u:BTSColor header}" Margin="8,0">
             <Grid.ColumnDefinitions>
@@ -586,6 +589,22 @@
               </TextBlock.Style>
             </TextBlock>
           </WrapPanel>
+          <StackPanel Grid.Row="4" Margin="8,0" VerticalAlignment="Top">
+            <Grid>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto" />
+              </Grid.ColumnDefinitions>
+              <Border Margin="0,5,5,0">
+                <CheckBox Content="Show Last on Volume Column" FlowDirection="RightToLeft" DataContext="{Binding volume}" IsChecked="{Binding show_last_trade}">
+                  <CheckBox.Resources>
+                    <Style TargetType="{x:Type Path}">
+                      <Setter Property="FlowDirection" Value="LeftToRight" />
+                    </Style>
+                  </CheckBox.Resources>
+                </CheckBox>
+              </Border>
+            </Grid>
+          </StackPanel>
         </Grid>
       </TabItem>
       <!-- Size Presets Tab-->

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

@@ -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 +149,33 @@ 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
+            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();

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

@@ -19,6 +19,7 @@
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/view/Controls/Order/OrderDetailsPopupControl.xaml"/>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoParamsView.xaml"/>
         <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateFavoriteButtonsView.xaml"/>
       </ResourceDictionary.MergedDictionaries>
       <converters:BooleanToVisibilityConverter x:Key="BoolToInVisibility" VisibilityForTrue="Collapsed" VisibilityForFalse="Visible" />
@@ -31,7 +32,6 @@
         </converters:BooleanToObjectConverter.ValueForFalse>
       </converters:BooleanToObjectConverter>
       <converters:EnumCharacterCasingConverter x:Key="casing_converter"/>
-      <converters:DoubleTextConverter x:Key="PositionTextConverter" Format="0" NaNText="-"/>
       <converters:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel" />
       <converters:ResponsiveTextConverter x:Key="DayTextConverter" LongText="Day:" ShortText="D:" Threshold="99" />
       <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
@@ -455,18 +455,38 @@
             <Button
               Margin="2"
               Command="{Binding position_click_command}"
-              Content="{Binding position, Converter={StaticResource PositionTextConverter}}"
+              Content="{Binding position_display_text}"
               FontWeight="Bold"
               Foreground="{Binding position, Converter={StaticResource NumericSignBrushConverter}}"
-              Visibility="{Binding show_account_position, Converter={StaticResource BooleanToVisibilityConverter}}"
             >
+              <Button.Visibility>
+                <MultiBinding>
+                  <MultiBinding.Converter>
+                    <converters:MultiValueConverterPipe>
+                      <converters:BooleanOrConverter/>
+                      <converters:BooleanToVisibilityConverter/>
+                    </converters:MultiValueConverterPipe>
+                  </MultiBinding.Converter>
+                  <Binding Path="show_day_position"/>
+                  <Binding Path="show_account_position"/>
+                </MultiBinding>
+              </Button.Visibility>
               <Button.ToolTip>
-                <TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
+                <!--<TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>-->
+                <TextBlock TextAlignment="Center">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
+                      <Binding Path="order_properties_vm.selected_account"/>
+                      <Binding Path="show_day_position"/>
+                      <Binding Path="show_account_position"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
               </Button.ToolTip>
             </Button>
             <!-- Qty textbox -->
             <TextBox
-              mbts:TextBoxBehavior.InputFilter="{mbts:RegexInputFilter Regex={x:Static Member=Integer, MemberType={mbts:Nested txt:TextUtils.RegexFilters}}}"
+              mbts:TextBoxBehavior.InputFilter="{mbts:RegexInputFilter Regex={x:Static Member=UnsignedInteger, MemberType={mbts:Nested txt:TextUtils.RegexFilters}}}"
               mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
               HorizontalContentAlignment="Right"
               Margin="2"
@@ -489,6 +509,15 @@
                 </DataTemplate>
               </ItemsControl.ItemTemplate>
             </ItemsControl>
+            <!-- Clear button -->
+            <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}"
+                    Visibility="{Binding show_clear, Converter={StaticResource BooleanToVisibilityConverter}}">Clear</Button>
+            <!-- Auto Clear button - reset to defaults after order -->
+            <CheckBox Margin="2" IsChecked="{Binding auto_clear}"
+                  Visibility="{Binding show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
+              Auto Clear
+            </CheckBox>
+            <!--Algo Favorite Buttons-->
             <uag:AlgoTemplateFavoriteButtonsView
               ScrollViewer.VerticalScrollBarVisibility="Disabled"
               ScrollViewer.HorizontalScrollBarVisibility="Disabled"
@@ -501,14 +530,6 @@
                 </ItemsPanelTemplate>
               </uag:AlgoTemplateFavoriteButtonsView.ItemsPanel>
             </uag:AlgoTemplateFavoriteButtonsView>
-            <!-- Clear button -->
-            <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}"
-                    Visibility="{Binding show_clear, Converter={StaticResource BooleanToVisibilityConverter}}">Clear</Button>
-            <!-- Auto Clear button - reset to defaults after order -->
-            <CheckBox Margin="2" IsChecked="{Binding auto_clear}"
-                  Visibility="{Binding show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
-              Auto Clear
-            </CheckBox>
             <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
               <!-- Cancel Buttons -->
               <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
@@ -553,11 +574,10 @@
           <Setter Property="Foreground" Value="{Binding foreground}"/>
           <Setter Property="TextLines" Value="{Binding text_lines}" />
           <Setter Property="Width" Value="{x:Static controls:Badge.DefaultWidth}"/>
-          <Setter Property="IsExchangeOrder" Value="{Binding is_exchange_order}" />
           <Setter Property="HasMultipleOrdersAtLevel" Value="{Binding has_multiple_orders_at_same_level}" />
           <Setter Property="IsHedgeOrder" Value="{Binding is_hedge_order}" />
-          <Setter Property="ParentAlgoType" Value="{Binding parent_algo_type}" />
-          <Setter Property="ParentAlgoTypeBrush" Value="{Binding parent_algo_type_brush}" />
+          <Setter Property="AlgoType" Value="{Binding algo_type}" />
+          <Setter Property="Abbreviation" Value="{Binding algo_studio_abbreviation}" />
           <Setter Property="Cursor" Value="Hand"/>
           <Style.Triggers>
             <Trigger Property="IsMouseOver" Value="True">

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

@@ -1,21 +1,52 @@
-using mbts.utils;
-using System.Collections.Generic;
+using bts;
+using bts.collections;
+using bts.utils;
+using mbts.ui.converters;
+using mbts.utils;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
-using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Input;
 
 namespace mbts.spark {
    partial class LadderView : UserControl {
+      public static IMultiValueConverter PositionToolTipConverter =
+         ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
+            const string day_pos_text = "day", total_pos_text = "total";
+            if (!account.HasValue)
+               return string.Empty;
+            var sb = new StringBuilderEx(account.Value.name);
+            string primary_pos;
+            if (show_day_pos) {
+               primary_pos = day_pos_text;
+               if (show_total_pos) {
+                  sb.Add(" '", primary_pos, " ");
+                  sb.Add("(", total_pos_text, ")' ");
+               } else {
+                  sb.Add(" ", primary_pos, " ");
+               }
+            } else if (show_total_pos) {
+               primary_pos = total_pos_text;
+               sb.Add(" ", primary_pos, " ");
+            } else {
+               // unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
+               return string.Empty;
+            }
+            sb.Add("position\n(click to copy ");
+            if (show_day_pos && show_total_pos)
+               sb.Add(primary_pos, " position ");
+            sb.Add("to size)");
+            return sb.ToString();
+         });
+
       readonly double _max_zoom, _min_zoom;
 
       internal LadderView(LadderVM vm) {
          InitializeComponent();
          _column_headers_presenter.Columns = new GridViewColumnCollection();
          _ladder.visible_columns_changed += () => _column_headers_presenter.Columns.SetItems(
-            _ladder.visible_columns.Select(t => ColumnFactory.create(_ladder, t)));
+            _ladder.visible_column_types.Select(t => ColumnFactory.create(_ladder, t)));
          this.vm = vm;
          DataContext = vm;
          DataContextChanged += datacontext_changed;

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

@@ -0,0 +1,14 @@
+using mbts.ui;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+
+namespace mbts.ui.spark {
+   static class LadderViewHelper {
+      public static readonly DragDeltaEventHandler ColumnHeaderThumb_DragDeltaHandler =
+         (s, e) =>
+            e.Handled =
+               s is Thumb thumb &&
+               thumb.try_find_ancestor_of_type(out Canvas canvas) &&
+               canvas.ActualWidth + e.HorizontalChange < canvas.MinWidth;
+   }
+}

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

@@ -0,0 +1,117 @@
+<UserControl
+  x:Class="mbts.ui.spark.MiniLadderView"
+  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:usp="clr-namespace:mbts.ui.spark"
+  Background="{x:Static u:BTSColors.common_background_brush}"
+  TextElement.FontSize="{x:Static u:FontSizes.Small}"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <Style TargetType="GridViewColumnHeader">
+        <Setter Property="Background" Value="{u:BTSColor header}"/>
+        <Setter Property="Foreground" Value="{u:BTSColor header_text}"/>
+        <Setter Property="BorderBrush" Value="{u:BTSColor header_border}"/>
+        <Setter Property="BorderThickness" Value="0,0,1,0"/>
+        <Setter Property="HorizontalContentAlignment" Value="Center" />
+        <Setter Property="Height" Value="23" />
+        <Setter Property="MinWidth" Value="30" />
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
+              <Grid SnapsToDevicePixels="True">
+                <Border x:Name="HeaderBorder" BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" Background="{TemplateBinding Background}">
+                  <Grid>
+                    <Grid.RowDefinitions>
+                      <RowDefinition MaxHeight="7"/>
+                      <RowDefinition/>
+                    </Grid.RowDefinitions>
+                    <Border Padding="{TemplateBinding Padding}" Grid.RowSpan="2">
+                      <ContentPresenter x:Name="HeaderContent" 
+                        ContentTemplate="{TemplateBinding ContentTemplate}" 
+                        Content="{TemplateBinding Content}" 
+                        ContentStringFormat="{TemplateBinding ContentStringFormat}" 
+                        HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}" 
+                        Margin="0,0,0,1" 
+                        RecognizesAccessKey="True" 
+                        SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}" 
+                        VerticalAlignment="{TemplateBinding VerticalContentAlignment}"/>
+                    </Border>
+                  </Grid>
+                </Border>
+                <Canvas MinWidth="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=MinWidth, Mode=OneTime}">
+                  <Thumb x:Name="PART_HeaderGripper" DragDelta="{x:Static usp:LadderViewHelper.ColumnHeaderThumb_DragDeltaHandler}">
+                    <Thumb.Style>
+                      <Style TargetType="{x:Type Thumb}">
+                        <Setter Property="Canvas.Right" Value="-9"/>
+                        <Setter Property="Width" Value="18"/>
+                        <Setter Property="Height" Value="{Binding ActualHeight, RelativeSource={RelativeSource TemplatedParent}}"/>
+                        <Setter Property="Padding" Value="0"/>
+                        <Setter Property="Background" Value="Transparent" />
+                        <Setter Property="Template">
+                          <Setter.Value>
+                            <ControlTemplate TargetType="{x:Type Thumb}">
+                              <Border Background="Transparent" Padding="{TemplateBinding Padding}">
+                                <Rectangle Fill="{TemplateBinding Background}" HorizontalAlignment="Center" Width="2"/>
+                              </Border>
+                              <ControlTemplate.Triggers>
+                                <Trigger Property="IsMouseOver" Value="True">
+                                  <Setter Property="Background" Value="{u:BTSColor header_text}"/>
+                                </Trigger>
+                              </ControlTemplate.Triggers>
+                            </ControlTemplate>
+                          </Setter.Value>
+                        </Setter>
+                      </Style>
+                    </Thumb.Style>
+                  </Thumb>
+                </Canvas>
+              </Grid>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <sp:LadderGridHost
+      x:Name="ladder_grid_host"
+      Command="{Binding send_order_command}" 
+      Orders="{Binding orders}"
+      orders_column_width="{Binding Settings.orders_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      bid_column_width="{Binding Settings.orders_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      price_column_width="{Binding Settings.price_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      ask_column_width="{Binding Settings.ask_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      LastColumnWidth="{Binding Settings.last_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      VolumeColumnWidth="{Binding Settings.volume_column.general.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      CanUserSendOrders="{Binding CanUserSendOrders, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      IsTabStop="False"
+    >
+      <sp:LadderGridHost.Resources>
+        <Style TargetType="c:Badge">
+          <Setter Property="Background" Value="{Binding background}"/>
+          <Setter Property="BorderBrush" Value="{Binding border}"/>
+          <Setter Property="FontFamily" Value="{Binding font_family}"/>
+          <Setter Property="FontSize" Value="{Binding font_size}"/>
+          <Setter Property="Foreground" Value="{Binding foreground}"/>
+          <Setter Property="TextLines" Value="{Binding text_lines}"/>
+          <Setter Property="Width" Value="{x:Static c:Badge.DefaultWidth}"/>
+          <Setter Property="HasMultipleOrdersAtLevel" Value="{Binding has_multiple_orders_at_same_level}"/>
+          <Setter Property="IsHedgeOrder" Value="{Binding is_hedge_order}"/>
+          <Setter Property="AlgoType" Value="{Binding algo_type}"/>
+          <Setter Property="Abbreviation" Value="{Binding algo_studio_abbreviation}" />
+          <Setter Property="Cursor" Value="Hand"/>
+          <Style.Triggers>
+            <Trigger Property="IsMouseOver" Value="True">
+              <Setter Property="Background" Value="{Binding hoverbackground}"/>
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </sp:LadderGridHost.Resources>
+    </sp:LadderGridHost>
+  </AdornerDecorator>
+</UserControl>

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

@@ -0,0 +1,29 @@
+using System.Windows;
+using System.Windows.Controls;
+
+namespace mbts.ui.spark {
+   partial class MiniLadderView : UserControl {
+      public MiniLadderView() =>
+         InitializeComponent();
+
+      #region Settings
+      public static readonly DependencyProperty SettingsProperty =
+         WPFHelper.create_dp<mbts.spark.LadderSettings, MiniLadderView>(nameof(Settings));
+
+      public mbts.spark.LadderSettings Settings {
+         get => GetValue(SettingsProperty) as mbts.spark.LadderSettings;
+         set => SetValue(SettingsProperty, value);
+      }
+      #endregion
+
+      #region CanUserSendOrders
+      public static readonly DependencyProperty CanUserSendOrdersProperty =
+         WPFHelper.create_dp<bool, MiniLadderView>(nameof(CanUserSendOrders));
+
+      public bool CanUserSendOrders {
+         get => (bool)GetValue(CanUserSendOrdersProperty);
+         set => SetValue(CanUserSendOrdersProperty, value);
+      }
+      #endregion
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillRow.cs

@@ -0,0 +1,149 @@
+using bts.api;
+using bts.api.position;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Reactive.Linq;
+using System.Reflection;
+using System.Runtime.CompilerServices;
+
+namespace bts.shell.manual_fills {
+   class ManualFillRow : DisposableViewModelBase, IEquatable<ManualFillRow> {
+      public const int _uncommitted_record_id = -1;
+      static readonly PropertyInfo[] _snapshot_props =
+         Array.ConvertAll(new[] {
+               nameof(security),
+               nameof(account),
+               nameof(user),
+               nameof(side),
+               nameof(size),
+               nameof(price)
+         }, typeof(ManualFillRow).GetProperty);
+      readonly Property<bool> _is_dirty;
+      readonly Property<EditableItemState> _editable_item_state;
+      readonly DelegateProperty<bool> _is_valid;
+      SecurityImmutable? _security;
+      AccountTuple? _account;
+      UserTuple? _user;
+      Side _side;
+      uint _size;
+      double _price;
+      bool _is_selected;
+      ManualFillData? _data;
+      IDisposable _committed_snapshot;
+
+      public ManualFillRow(ManualFillData data) {
+         _data = data;
+         key = data.key;
+         _security = data.value.security;
+         _account = data.value.account;
+         _user = data.value.user;
+         _side = data.value.manual_fill.Side;
+         _size = data.value.manual_fill.Quantity;
+         _price = data.value.manual_fill.Price;
+         if (placeholder_key.HasValue) {
+            _is_dirty = backing(nameof(is_dirty), false);
+            _editable_item_state = backing(nameof(editable_item_state), EditableItemState.Uncommitted);
+            _committed_snapshot = ObjectSnapshot.create(this, _snapshot_props);
+         } else {
+            _is_dirty = backing(nameof(is_dirty), ObjectSnapshot.dirty_monitor(this, out _committed_snapshot, _snapshot_props));
+            _editable_item_state = backing(nameof(editable_item_state), _is_dirty, ch => ch.newval ? EditableItemState.Modified : EditableItemState.None);
+         }
+         _is_valid = backing(nameof(is_valid), () => _validate(this));
+      }
+
+      public event Action<bool> is_selected_changed;
+      // key/id
+      public ManualFillKey key { get; }
+      public long? placeholder_key => key.unpersisted;
+      public int record_id => key.persisted ?? _uncommitted_record_id;
+      public string record_id_display_text => key.persisted?.ToString();
+      // security/spec
+      public SecurityImmutable? security {
+         get => _security;
+         set {
+            if (_set(ref _security, value))
+               RaisePropertyChanged(nameof(spec));
+         }
+      }
+      public ContractSpecificationImmutable? spec => security.spec_or_default();
+      // account/user
+      public AccountTuple? account { get => _account; set => _set(ref _account, value); }
+      public UserTuple? user { get => _user; set => _set(ref _user, value); }
+      // side/size/price
+      public Side side { get => _side; set => _set(ref _side, value); }
+      public uint size { get => _size; set => _set(ref _size, value); }
+      public double price { get => _price; set => _set(ref _price, value); }
+      // is selected
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (_set(ref _is_selected, value))
+               is_selected_changed?.Invoke(value);
+         }
+      }
+      // dirty/valid/editable-state
+      public bool is_dirty => _is_dirty.Value;
+      public bool is_valid => _is_valid.Value;
+      public EditableItemState editable_item_state => _editable_item_state.Value;
+
+      public ManualFillData data => _data ??
+         (_data = new ManualFillData(key, new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user))).Value;
+
+      public void revert() =>
+         _committed_snapshot.Dispose();
+
+      public IObservable<bool> subscribe_is_dirty() =>
+         _is_dirty.observe_current(true);
+
+      public IObservable<bool> subscribe_is_selected() =>
+         Observable.Create<bool>(o => {
+            o.OnNext(is_selected);
+            is_selected_changed += o.OnNext;
+            return Disposable.Create(() => is_selected_changed -= o.OnNext);
+         });
+
+      public ManualFill to_man_fill() =>
+         new ManualFill {
+            RecordId = record_id,
+            AccountId = account?.id ?? 0,
+            AccountName = account?.name ?? string.Empty,
+            UserId = user?.id ?? 0,
+            Price = price,
+            Side = side,
+            Quantity = size,
+            SecurityKey = security?.Id ?? 0
+         };
+
+      public ManualFillTuple to_tuple() =>
+         new ManualFillTuple(new ManualFillImmutable(to_man_fill()), security, account, user);
+
+      public bool Equals(ManualFillRow other) =>
+         data == other?.data;
+
+      public override bool Equals(object obj) => Equals(obj as ManualFillRow);
+      public override int GetHashCode() => record_id;
+
+      static bool _validate(ManualFillRow row) =>
+         row.security.HasValue &&
+         row.account.HasValue &&
+         row.user.HasValue &&
+         row.side != Side.Undefined &&
+         !double.IsNaN(row._price);
+
+      bool _set<T>(ref T backing, T value, [CallerMemberName] string prop_name = "") =>
+         _set(ref backing, value, EqualityComparer<T>.Default, prop_name);
+
+      bool _set<T>(ref T backing, T value, IEqualityComparer<T> comparer, [CallerMemberName] string prop_name = "") {
+         if (Set(ref backing, value, comparer, prop_name)) {
+            _is_valid.refresh();
+            _data = null;
+            return true;
+         }
+         return false;
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml

@@ -0,0 +1,84 @@
+<UserControl
+  x:Class="mbts.ui.spark.ManualFillRowEditor"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  FocusVisualStyle="{x:Null}"
+>
+  <UserControl.Resources>
+    <sys:Double x:Key="HorizontalPush">4</sys:Double>
+    <sys:Double x:Key="VerticalPush3">8</sys:Double>
+    <Style x:Key="HeaderText" TargetType="TextBlock">
+      <Setter Property="HorizontalAlignment" Value="Center"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
+      <Setter Property="Margin" Value="4"/>
+    </Style>
+  </UserControl.Resources>
+  <Grid>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="*"/>
+      <RowDefinition Height="Auto"/>
+    </Grid.RowDefinitions>
+    <Grid Margin="6">
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+        <ColumnDefinition Width="Auto"/>
+      </Grid.ColumnDefinitions>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
+        <RowDefinition Height="*"/>
+      </Grid.RowDefinitions>
+      <Rectangle Grid.ColumnSpan="11" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
+      <TextBlock Grid.Column="0" Text="Security" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="2" Text="Account" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="4" Text="User" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="6" Text="Side" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="8" Text="Qty" Style="{StaticResource HeaderText}"/>
+      <TextBlock Grid.Column="10" Text="Price" Style="{StaticResource HeaderText}"/>
+
+      <c:ContractPickerPopup
+        Grid.Row="2"
+        HorizontalAlignment="Stretch"
+        VerticalAlignment="Stretch"
+        CloseOnCancel="True"
+        CloseOnOK="True"
+        Header="{Binding security}"
+        IsEditMode="False"
+        IsLazy="True"
+        SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
+        SelectedSecurity="{Binding security}"
+        ShowDialogSkirt="True"
+      />
+      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
+      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
+      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
+      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
+      <usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
+    </Grid>
+    <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
+      <c:DialogSkirt.RightItems>
+        <x:Array Type="{x:Type Button}">
+          <Button Content="OK" Command="{x:Static usp:ManualFillRowEditor.CommitCommand}" CommandParameter="{Binding}" IsDefault="True"/>
+          <Button Content="Cancel" Command="{x:Static usp:ManualFillRowEditor.CancelCommand}" IsCancel="True"/>
+        </x:Array>
+      </c:DialogSkirt.RightItems>
+    </c:DialogSkirt>
+  </Grid>
+</UserControl>

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml.cs

@@ -0,0 +1,22 @@
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillRowEditor.xaml
+   /// </summary>
+   partial class ManualFillRowEditor : UserControl {
+      public const string
+         SecuritiesKey = nameof(SecuritiesKey),
+         AccountsKey = nameof(AccountsKey),
+         UsersKey = nameof(UsersKey),
+         SidesKey = nameof(SidesKey);
+
+      public static readonly RoutedCommand
+         CommitCommand = new RoutedCommand(),
+         CancelCommand = new RoutedCommand();
+
+      public ManualFillRowEditor() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsDialog.xaml

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

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsDialog.xaml.cs

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

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsVM.cs

@@ -0,0 +1,106 @@
+using bts.api;
+using bts.collections;
+using mbts;
+using mbts.collections;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows.Data;
+using System.Windows.Input;
+using Component = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
+
+namespace bts.shell.manual_fills {
+   class ManualFillsImportVM : DisposableViewModelBase, IRequestViewClose {
+      readonly RefCountMap<ParsedManualFill> _conflicts = new RefCountMap<ParsedManualFill>();
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public ManualFillsImportVM(int num_fills) {
+         rows_view = CollectionViewSource.GetDefaultView(rows);
+         ok_cmd = new DelegateCommand(() => import_request?.Invoke());
+         cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
+         this.num_fills = num_fills;
+         _dispose = ObservableAutoWrapper.connect_item_hooks(rows, r =>
+            r.subscribe_has_error().Subscribe(has_error => {
+               if (has_error) {
+                  if (r.affected_fills.Count(_conflicts.increment_adds_key) == 0)
+                     return;
+               } else if (r.affected_fills.Count(_conflicts.decrement_removes_key) == 0)
+                  return;
+               RaisePropertyChanged(nameof(num_successfully_parsed_fills));
+            }));
+      }
+
+      public event Action import_request;
+      public event EventHandler RequestClose;
+
+      public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
+      public ICollectionView rows_view { get; }
+      public int num_fills { get; }
+      public int num_successfully_parsed_fills => num_fills - _conflicts.Count;
+      // misc items sources
+      public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
+      public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
+      public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            if (!ReferenceEquals(_security_map, value)) {
+               _security_map = value;
+               _resolve_securities();
+               RaisePropertyChanged();
+            }
+         }
+      }
+      // commands
+      public ICommand ok_cmd { get; }
+      public ICommand cancel_cmd { get; }
+
+      void _resolve_securities() {
+         if (_security_map == null)
+            return;
+         var reverse_lookup = ManualFillsParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
+         foreach (var r in rows) {
+            if (r.component == Component.Security && r.has_error) {
+               var id = reverse_lookup(r.text);
+               if (id != 0 && _security_map.TryGetValue(id, out var smd))
+                  r.value = smd.security;
+            }
+         }
+      }
+
+      public class Row : ViewModelBase, ITemplateSelectorKey {
+         readonly DelegateProperty<bool> _has_error;
+         object _value;
+         string _text;
+
+         public Row(Component component, string text, IReadOnlyCollection<ParsedManualFill> affected_fills, object error_value, object value) {
+            this.component = component;
+            this.text = text;
+            this.affected_fills = affected_fills;
+            _value = value;
+            _has_error = backing(nameof(has_error), () => Equals(this.value, error_value));
+         }
+
+         public Component component { get; }
+         public string text { get => _text; set => Set(ref _text, value); }
+         public IReadOnlyCollection<ParsedManualFill> affected_fills { get; }
+         public object value {
+            get => _value;
+            set {
+               if (Set(ref _value, value))
+                  _has_error.refresh();
+            }
+         }
+         public bool has_error => _has_error.Value;
+         string ITemplateSelectorKey.key => component.ToString();
+
+         public IObservable<bool> subscribe_has_error() => _has_error.observe_current(true);
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsView.xaml

@@ -0,0 +1,144 @@
+<UserControl
+  x:Class="mbts.ui.spark.ManualFillsImportConflictsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  MinWidth="400"
+>
+  <UserControl.Resources>
+    <Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+    </Style>
+    <!--Value Cell Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
+      <u:KeyedTemplateSelector.Default>
+        <DataTemplate>
+          <TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:KeyedTemplateSelector.Default>
+      <u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+    <!--Value Cell Editing Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
+      <u:TemplateSelectorKeyValue Key="{x:Static Security, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <c:ContractPickerPopup
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding value}"
+            IsEditMode="False"
+            IsLazy="True"
+            SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+            SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+            ShowDialogSkirt="True"
+          />
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Account, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static User, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Side, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Size, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <c:TickUpDownUInt Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Price, MemberType={u:Nested usp:ManualFillsImportConflictsView.ManualFillComponentNames}}">
+        <DataTemplate>
+          <usp:PriceEntryControl Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+  </UserControl.Resources>
+  <!--Content-->
+  <Grid x:Name="content_root">
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto"/>
+      <RowDefinition Height="*"/>
+    </Grid.RowDefinitions>
+    <Grid.ColumnDefinitions>
+      <ColumnDefinition Width="Auto"/>
+      <ColumnDefinition Width="*"/>
+    </Grid.ColumnDefinitions>
+    <Image VerticalAlignment="Center" Margin="0,0,8,0">
+      <Image.Source>
+        <Binding Source="{x:Static MessageBoxImage.Exclamation}">
+          <Binding.Converter>
+            <cv:SystemIconConverter/>
+          </Binding.Converter>
+        </Binding>
+      </Image.Source>
+    </Image>
+    <Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
+    <TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
+      <Run Text="{Binding num_successfully_parsed_fills, Mode=OneWay}"/>
+      <Run Text="/"/>
+      <Run Text="{Binding num_fills, Mode=OneWay}"/>
+      <Run Text=" fills have been successfully converted."/>
+      <Run Text="Resolve conflicts below by selecting a value to assign each affected fill,"/>
+      <Run Text="or modify individual fills in the main window."/>
+      <LineBreak/>
+      <LineBreak/>
+      <Run Text="Click 'Continue' to proceed to the main window."/>
+    </TextBlock>
+    <DataGrid
+      x:Name="data_grid"
+      u:DataGridBehavior.SingleClickEdit="True"
+      Grid.Row="1"
+      Grid.ColumnSpan="2"
+      AutoGenerateColumns="False"
+      CanUserAddRows="False"
+      CanUserDeleteRows="False"
+      CanUserReorderColumns="False"
+      CanUserSortColumns="True"
+      HeadersVisibility="All"
+      ItemsSource="{Binding rows_view}"
+      Margin="0,8,0,0"
+      MinRowHeight="17"
+      RowHeaderWidth="22"
+    >
+      <DataGrid.CellStyle>
+        <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+          <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+        </Style>
+      </DataGrid.CellStyle>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
+          <Style.Triggers>
+            <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
+              <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
+            </DataTrigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.RowStyle>
+      <DataGrid.Columns>
+        <DataGridTextColumn Header="Component" Binding="{Binding component}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Affected Fills" Binding="{Binding affected_fills.Count}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>

src/client/spark/Modules/Trading/ManualFills/ManualFillsImportConflictsView.xaml.cs

@@ -0,0 +1,30 @@
+using System.Windows.Controls;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillsImportConflictsView.xaml
+   /// </summary>
+   partial class ManualFillsImportConflictsView : UserControl {
+      public ManualFillsImportConflictsView() =>
+         InitializeComponent();
+
+      public enum ManualFillComponent {
+         Security,
+         Account,
+         User,
+         Side,
+         Size,
+         Price
+      }
+
+      public static class ManualFillComponentNames {
+         public static readonly string
+            Security = ManualFillComponent.Security.ToString(),
+            Account = ManualFillComponent.Account.ToString(),
+            User = ManualFillComponent.User.ToString(),
+            Side = ManualFillComponent.Side.ToString(),
+            Size = ManualFillComponent.Size.ToString(),
+            Price = ManualFillComponent.Price.ToString();
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsModel.cs

@@ -0,0 +1,107 @@
+using bts.api.core;
+using bts.api.position;
+using bts.collections;
+using mbts.spark;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+
+namespace bts.shell.manual_fills {
+   struct ManualFillKey : IEquatable<ManualFillKey>, IComparable<ManualFillKey> {
+      public readonly int? persisted;
+      public readonly long? unpersisted;
+
+      public ManualFillKey(int persisted) {
+         this.persisted = persisted;
+         unpersisted = null;
+      }
+
+      public ManualFillKey(long unpersisted) {
+         this.unpersisted = unpersisted;
+         persisted = null;
+      }
+
+      public int CompareTo(ManualFillKey other) {
+         if (persisted.HasValue) {
+            if (other.persisted.HasValue) {
+               return persisted.Value.CompareTo(other.persisted.Value);
+            } else if (other.unpersisted.HasValue) {
+               return -1;
+            } else return 1;
+         } else if (unpersisted.HasValue) {
+            return other.unpersisted.HasValue ? unpersisted.Value.CompareTo(other.unpersisted.Value) : 1;
+         } else return !other.persisted.HasValue && !other.unpersisted.HasValue ? 0 : -1;
+      }
+
+      public override string ToString() => persisted.HasValue ? persisted.Value.ToString() : unpersisted.HasValue ? unpersisted.Value.ToString() : "(N/A)";
+
+      public bool Equals(ManualFillKey other) =>
+         persisted == other.persisted &&
+         unpersisted == other.unpersisted;
+
+      public override bool Equals(object obj) =>
+         obj is ManualFillKey other && Equals(other);
+
+      public override int GetHashCode() => persisted ?? unpersisted?.GetHashCode() ?? 0;
+      public static bool operator ==(ManualFillKey a, ManualFillKey b) => a.Equals(b);
+      public static bool operator !=(ManualFillKey a, ManualFillKey b) => !a.Equals(b);
+   }
+
+   struct ManualFillData : IEquatable<ManualFillData> {
+      public static readonly Func<ManualFillData, ManualFillKey> key_fn = mfd => mfd.key;
+
+      public readonly ManualFillKey key;
+      public readonly ManualFillTuple value;
+
+      public ManualFillData(ManualFillKey key, ManualFillTuple value) {
+         this.key = key;
+         this.value = value;
+      }
+
+      public bool Equals(ManualFillData other) =>
+         key == other.key &&
+         value.Equals(other.value);
+
+      public override bool Equals(object obj) =>
+         obj is ManualFillData other && Equals(other);
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public static bool operator ==(ManualFillData a, ManualFillData b) => a.Equals(b);
+      public static bool operator !=(ManualFillData a, ManualFillData b) => !a.Equals(b);
+   }
+
+   class ManualFillsModel {
+      readonly OrdersModel _model;
+
+      public ManualFillsModel(OrdersModel model)
+         : this(model, model.on_manual_fill_tuples,
+              model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(u => u.id),
+              model.factory.subscribe_users().Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id)) { }
+
+      public ManualFillsModel(OrdersModel model, IObservable<TableUpdate<ManualFillTuple, int>> manual_fills, IObservable<TableUpdate<AccountTuple, uint>> accounts, IObservable<TableUpdate<UserTuple, uint>> users) {
+         _model = model;
+         this.manual_fills = manual_fills.SelectKeyValue(
+            mft => new ManualFillData(new ManualFillKey(mft.manual_fill.RecordId), mft),
+            ManualFillData.key_fn);
+         this.accounts = accounts;
+         this.users = users;
+      }
+
+      public IObservable<TableUpdate<ManualFillData, ManualFillKey>> manual_fills { get; }
+      public IObservable<TableUpdate<AccountTuple, uint>> accounts { get; }
+      public IObservable<TableUpdate<UserTuple, uint>> users { get; }
+
+      public async Task delete_fills(IEnumerable<ManualFill> fills) =>
+         await _model.delete_manual_fills(fills);
+
+     public async Task<bool> create_fills(IEnumerable<ManualFill> fills) =>
+         await _model.create_manual_fills(fills);
+
+      public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
+         await _model.update_manual_fills(fills);
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsParser.cs

@@ -0,0 +1,162 @@
+using bts.api;
+using bts.api.position;
+using bts.collections;
+using bts.utils;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
+
+namespace bts.shell.manual_fills {
+   class ParsedManualFill {
+      public readonly Guid unpersisted_id = Guid.NewGuid();
+      public readonly ManualFill result = new ManualFill();
+
+      public (string text, bool success) security { get; set; }
+      public (string text, bool success) account { get; set; }
+      public (string text, bool success) user { get; set; }
+      public (string text, bool success) side { get; set; }
+      public (string text, bool success) quantity { get; set; }
+      public (string text, bool success) price { get; set; }
+
+      public bool Equals(ParsedManualFill other) => other != null && unpersisted_id == other.unpersisted_id;
+      public override bool Equals(object obj) => Equals(obj as ParsedManualFill);
+      public override int GetHashCode() => unpersisted_id.GetHashCode();
+   }
+
+   static class ManualFillsParser {
+      public const string file_extension = "csv";
+
+      public static Action<ManualFill, object> assign_component(ManualFillComponent component) {
+         switch (component) {
+            case ManualFillComponent.Security: return (mf, val) => mf.SecurityKey = ConvertUtils.try_convert<SecurityImmutable?>(val)?.Id ?? 0;
+            case ManualFillComponent.Account: return (mf, val) => mf.AccountId = ConvertUtils.try_convert<AccountTuple?>(val)?.id ?? 0;
+            case ManualFillComponent.User: return (mf, val) => mf.UserId = ConvertUtils.try_convert<UserTuple?>(val)?.id ?? 0;
+            case ManualFillComponent.Side: return (mf, val) => mf.Side = ConvertUtils.try_convert<Side>(val, Side.Undefined);
+            case ManualFillComponent.Size: return (mf, val) => mf.Quantity = ConvertUtils.try_convert<uint>(val);
+            case ManualFillComponent.Price: return (mf, val) => mf.Price = ConvertUtils.try_convert(val, double.NaN);
+            default: throw new NotImplementedException(); 
+         }
+      }
+
+      /// Note: the returned dictionary will have entries for each <see cref="ManualFillComponent"/>, regardless of whether or not that component has any conflicts.
+      public static Dictionary<ManualFillComponent, Dictionary<string, List<ParsedManualFill>>> get_conflicts(IEnumerable<ParsedManualFill> parsed_fills) {
+         var missing_components = EnumHelper.get_values<ManualFillComponent>().ToDictionary(c => c, c => new Dictionary<string, List<ParsedManualFill>>());
+         var mk_list = new Func<string, List<ParsedManualFill>>(_ => new List<ParsedManualFill>());
+         foreach (var pmf in parsed_fills) {
+            if (!pmf.security.success) {
+               add_missing(ManualFillComponent.Security, pmf.security.text, pmf);
+            }
+            if (!pmf.account.success) {
+               add_missing(ManualFillComponent.Account, pmf.account.text, pmf);
+            }
+            if (!pmf.user.success) {
+               add_missing(ManualFillComponent.User, pmf.user.text, pmf);
+            }
+            if (!pmf.quantity.success) {
+               add_missing(ManualFillComponent.Size, pmf.quantity.text, pmf);
+            }
+            if (!pmf.side.success) {
+               add_missing(ManualFillComponent.Side, pmf.side.text, pmf);
+            }
+            if (!pmf.price.success) {
+               add_missing(ManualFillComponent.Price, pmf.price.text, pmf);
+            }
+         }
+         return missing_components;
+         void add_missing(ManualFillComponent component, string text, ParsedManualFill result) =>
+            missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add(result);
+      }
+
+      // This implementation prioritizes simplicity over speed.
+      // The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
+      public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map, IReadOnlyDictionary<uint, string> user_map) =>
+         parse_rows(rows,
+            reverse_lookup(MappedDictionary.create(security_map, kv => kv.Value.ToString())),
+            reverse_lookup(account_map),
+            reverse_lookup(user_map));
+
+      public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, Func<string, uint> security_id_lookup, Func<string, uint> account_id_lookup, Func<string, uint> user_id_lookup) {
+         var columns = new[] {
+            (Headers.Security, Cells.security(security_id_lookup)),
+            (Headers.Account, Cells.account(account_id_lookup)),
+            (Headers.User, Cells.user(user_id_lookup)),
+            (Headers.Side, Cells.side),
+            (Headers.Quantity, Cells.quantity),
+            (Headers.Price, Cells.price)
+         }.ToDictionary(col => col.Item1, col => col.Item2.with_null_check());
+         return RowParser.parse_rows(rows, columns, Cells.delimiter);
+      }
+
+      public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
+         var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
+         return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
+      }
+
+      static class Headers {
+         public const string
+            Security = "Security",
+            Account = "Account",
+            User = "User",
+            Side = "Side",
+            Quantity = "Quantity",
+            Price = "Price";
+      }
+
+      static class Cells {
+         public const char delimiter = ',';
+
+         public static RowParser.AssignColumnValue<ParsedManualFill> security(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedManualFill pmf, string text) {
+               pmf.result.SecurityKey = reverse_id_lookup(text);
+               pmf.security = (text, pmf.result.SecurityKey != 0);
+            }
+         }
+
+         public static void side(ref ParsedManualFill pmf, string cell_text) {
+            switch (cell_text[0]) {
+               case 'B': pmf.result.Side = Side.Buy; break;
+               case 'S': pmf.result.Side = Side.Sell; break;
+               default: pmf.side = (cell_text, false); break;
+            }
+            pmf.side = (cell_text, true);
+         }
+
+         public static void quantity(ref ParsedManualFill pmf, string cell_text) {
+            if (uint.TryParse(cell_text, out uint v)) {
+               pmf.result.Quantity = v;
+               pmf.quantity = (cell_text, true);
+            } else {
+               pmf.quantity = (cell_text, false);
+            }
+         }
+
+         public static void price(ref ParsedManualFill pmf, string cell_text) {
+            if (double.TryParse(cell_text, out var v)) {
+               pmf.result.Price = v;
+               pmf.price = (cell_text, true);
+            } else {
+               pmf.price = (cell_text, false);
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedManualFill> account(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedManualFill pmf, string text) {
+               pmf.result.AccountId = reverse_id_lookup(text);
+               pmf.account = (text, pmf.result.AccountId != 0);
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedManualFill> user(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedManualFill pmf, string text) {
+               pmf.result.UserId = reverse_id_lookup(text);
+               pmf.user = (text, pmf.result.UserId != 0);
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsSettings.cs

@@ -0,0 +1,23 @@
+using mbts.ui;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.manual_fills {
+   [ProtoContract]
+   class ManualFillsSettings {
+      [ProtoMember(1)]
+      readonly SortingCriteria[] _sorting_criterion;
+
+      public static ManualFillsSettings Default =>
+         new ManualFillsSettings(new[] { new SortingCriteria(nameof(mbts.ui.spark.ManualFillsView.Columns.Security), true) });
+
+      public ManualFillsSettings() { }
+
+      public ManualFillsSettings(IEnumerable<SortingCriteria> sorting_criterion) =>
+         _sorting_criterion = sorting_criterion.ToArray();
+
+      public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criterion ?? Array.Empty<SortingCriteria>();
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsVM.cs

@@ -0,0 +1,222 @@
+using bts.api;
+using bts.api.core;
+using bts.api.position;
+using bts.collections;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.IO;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows.Data;
+using System.Windows.Input;
+using Disposable = mbts.Disposable;
+using ManualFillComponent = mbts.ui.spark.ManualFillsImportConflictsView.ManualFillComponent;
+
+namespace bts.shell.manual_fills {
+   enum EditableItemState {
+      None,       // Committed and not modified
+      Modified,   // Committed and modified
+      Uncommitted // Uncommitted (modified n/a)
+   }
+
+   class ManualFillsVM : DisposableViewModelBase {
+      const int _max_unconfirmed_removes = 16;
+      static readonly IComparer<ManualFillRow> _row_key_comparer = Comparer<ManualFillRow>.Create((a, b) => a.key.CompareTo(b.key));
+      readonly IBus _bus;
+      readonly ManualFillsModel _model;
+      readonly ObservableCollection<ManualFillRow>
+         _persisted_rows = new ObservableCollection<ManualFillRow>(),
+         _placeholder_rows = new ObservableCollection<ManualFillRow>();
+      long _placeholder_id_counter = long.MinValue;
+      IDisposable _import_fills_hooks;
+
+      public static ManualFillsVM create(IBus bus, OrdersModel model) =>
+         new ManualFillsVM(bus, new ManualFillsModel(model));
+
+      public ManualFillsVM(IBus bus, ManualFillsModel model) {
+         _bus = bus;
+         _model = model;
+         var merged_rows = new ObservableAggregateCollection<ManualFillRow>(_persisted_rows, _placeholder_rows);
+         rows_view = CollectionViewSource.GetDefaultView(merged_rows);
+         // mons
+         var dirty_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_dirty());
+         var selection_mon = new ReactiveThresholdMonitor<ManualFillRow>(r => r.subscribe_is_selected());
+         var placeholder_mon = new ReactiveThresholdMonitor<ManualFillRow>();
+         // commands
+         commit_all_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(merged_rows), out var commit_all_fils_observer);
+         commit_selected_fills_cmd = ObservantAsyncCommand.create(() => _commit_async(selection_mon.filtered_items), out var commit_selected_fills_observer);
+         revert_all_cmd = ObservantCommand.create(() => revert(dirty_mon.filtered_items.ToList()), out var revert_all_observer);
+         revert_selected_fills_cmd = ObservantCommand.create(() => revert(selection_mon.filtered_items.ToList()), out var revert_selected_fills_observer);
+         remove_selected_fills_cmd = ObservantAsyncCommand.create(remove_selected_fills_async, out var remove_selected_fills_observer);
+         add_fill_cmd = new DelegateCommand<ManualFillRow>(_add_fill);
+         import_fills_cmd = FileDialogCommand.open_file(_import_fills, extensions: ManualFillsParser.file_extension);
+         //
+         var dirty_or_new_src = dirty_mon.CombineLatest(placeholder_mon, LogicalDelegates.Or);
+         _dispose = Disposable.Create(
+            RXCollection.connect(_persisted_rows,
+               _model.manual_fills.OnDispatcher(),
+               Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
+               mfd => new ManualFillRow(mfd),
+               mfr => mfr.data),
+            _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
+               security_map = m;
+               RaisePropertyChanged(nameof(security_map));
+            }),
+            ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),
+            ObservableAutoWrapper.connect_item_hooks(_placeholder_rows, r => Disposable.Create(selection_mon.join(r), placeholder_mon.join(r, Observable.Return(true)))),
+            // command param subs
+            dirty_mon.Subscribe(revert_all_observer),
+            dirty_or_new_src.OnDispatcher().Subscribe(commit_all_fils_observer),
+            selection_mon.Subscribe(remove_selected_fills_observer),
+            selection_mon.CombineLatest(dirty_mon, LogicalDelegates.And).OnDispatcher().Subscribe(revert_selected_fills_observer),
+            selection_mon.CombineLatest(dirty_or_new_src, LogicalDelegates.And).OnDispatcher().Subscribe(commit_selected_fills_observer),
+            // accounts/users subs
+            RXCollection.connect(accounts, model.accounts.OnDispatcher(), a => new AccountTuple?(a), a => a.Value, Comparer<AccountTuple>.Default),
+            RXCollection.connect(users, model.users.OnDispatcher(), u => new UserTuple?(u), u => u.Value, Comparer<UserTuple>.Default),
+            Disposable.Create(() => Disposable.dispose(ref _import_fills_hooks))
+         );
+         // local methods
+         void revert(IReadOnlyList<ManualFillRow> rows) {
+            foreach (var r in rows)
+               r.revert();
+         }
+         async Task remove_selected_fills_async() {
+            if (selection_mon.filtered_items.Count < _max_unconfirmed_removes || BTSMessageBox.Confirm($"Are you sure you want to delete {selection_mon.filtered_items.Count} fills?", "Delete Fills")) {
+               var persisted_fills = new List<ManualFill>();
+               foreach (var r in selection_mon.filtered_items.ToList()) {
+                  if (r.placeholder_key.HasValue)
+                     _placeholder_rows.RemoveSorted(r, _row_key_comparer);
+                  else persisted_fills.Add(r.to_man_fill());
+               }
+               await _model.delete_fills(persisted_fills);
+            }
+         }
+      }
+
+      public ICollectionView rows_view { get; }
+      // misc items sources
+      public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
+      public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
+      public ObservableCollection<UserTuple?> users { get; } = new ObservableCollection<UserTuple?>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map { get; private set; } = DictionaryHelper.empty<uint, SecurityMD>();
+      // commands
+      public ICommand add_fill_cmd { get; }
+      public ICommand commit_all_fills_cmd { get; }
+      public ICommand commit_selected_fills_cmd { get; }
+      public ICommand import_fills_cmd { get; }
+      public ICommand remove_selected_fills_cmd { get; }
+      public ICommand revert_all_cmd { get; }
+      public ICommand revert_selected_fills_cmd { get; }
+
+      public ManualFillRow row_factory() =>
+         new ManualFillRow(
+            new ManualFillData(
+               new ManualFillKey(_placeholder_id_counter++),
+               new ManualFillTuple(new ManualFillImmutable(new ManualFill {
+                  Side = Side.Buy
+               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
+
+      void _add_fill(ManualFillRow new_row) =>
+         _placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
+            new_row : throw new InvalidOperationException("New row is already persisted."),
+            _row_key_comparer);
+
+      async Task _commit_async(IEnumerable<ManualFillRow> rows) {
+         var updates = new List<ManualFill>();
+         var adds = new List<(ManualFill man_fill, long pl_key)>();
+         foreach (var r in rows) {
+            if (r.is_dirty) {
+               updates.Add(r.to_man_fill());
+            } else if (r.placeholder_key.HasValue) {
+               adds.Add((r.to_man_fill(), r.placeholder_key.Value));
+            }
+         }
+         if (updates.Count > 0)
+            await _model.update_fills(updates);
+         if (adds.Count > 0) {
+            await _model.create_fills(adds.WrapSelector(r => r.man_fill, null));
+            _placeholder_rows
+               .WrapSelector(r => r.placeholder_key.Value, null)
+               .RemoveSorted(adds.Select(r => r.pl_key));
+         }
+      }
+
+      void _import_fills(string file_name) {
+         try {
+            var lines = File.ReadAllLines(file_name);
+            var parsed_fills = ManualFillsParser.parse_rows(
+               lines,
+               MappedDictionary.create(security_map, kv => kv.Value.security),
+               accounts.ToDictionary(a => a.Value.id, a => a.Value.name),
+               users.ToDictionary(u => u.Value.id, u => u.Value.name)
+            ).ToList();
+            var conflicts = ManualFillsParser.get_conflicts(parsed_fills);
+            if (conflicts.Values.Any(c => c.Count > 0)) {
+               // init vm
+               var vm = new ManualFillsImportVM(parsed_fills.Count) {
+                  security_map = security_map
+               };
+               // add rows
+               foreach (var kv in conflicts) {
+                  var assign_del = ManualFillsParser.assign_component(kv.Key);
+                  foreach (var text_groups in kv.Value) {
+                     var eval = get_error_value(kv.Key);
+                     var row = new ManualFillsImportVM.Row(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
+                     vm.rows.Add(row);
+                     vm.import_request += () => {
+                        foreach (var pmf in text_groups.Value)
+                           assign_del(pmf.result, row.value);
+                     };
+                  }
+               }
+               var win = new mbts.ui.spark.ManualFillsImportConflictsDialog {
+                  DataContext = vm,
+                  Title = ManualFillsWindowFactory.window_name,
+                  Topmost = true
+               };
+               vm.RequestClose += (s, e) => Disposable.dispose(ref _import_fills_hooks);
+               vm.import_request += () => {
+                  add_imported_fills();
+                  Disposable.dispose(ref _import_fills_hooks);
+               };
+               Disposable.replace(ref _import_fills_hooks, Disposable.Create(
+                  ObservableAutoWrapper.connect(accounts, vm.accounts),
+                  ObservableAutoWrapper.connect(users, vm.users),
+                  vm,
+                  Disposable.Create(close)
+               ));
+               win.move_to_mouse(-200, -75);
+               win.Show();
+               void close() => WindowUtilities.force_close(win);
+               object get_error_value(ManualFillComponent component) {
+                  switch (component) {
+                     case ManualFillComponent.Price: return double.NaN;
+                     case ManualFillComponent.Size: return 0;
+                     default: return null;
+                  }
+               }
+            } else {
+               add_imported_fills();
+            }
+            void add_imported_fills() =>
+               _placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
+                  pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
+                  accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
+                  users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
+         } catch (Exception ex) {
+            BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsView.xaml

@@ -0,0 +1,247 @@
+<UserControl
+  x:Class="mbts.ui.spark.ManualFillsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+>
+  <AdornerDecorator>
+    <Grid>
+      <DataGrid
+        x:Name="data_grid"
+        u:DataGridBehavior.SingleClickEdit="True"
+        AutoGenerateColumns="False"
+        CanUserAddRows="False"
+        CanUserDeleteRows="False"
+        CanUserReorderColumns="False"
+        CanUserSortColumns="True"
+        HeadersVisibility="All"
+        ItemsSource="{Binding rows_view}"
+        MinRowHeight="17"
+        RowHeaderWidth="22"
+      >
+        <!--Row Header Style-->
+        <DataGrid.RowHeaderStyle>
+          <Style TargetType="DataGridRowHeader">
+            <Setter Property="Content" Value="{Binding}"/>
+            <Setter Property="ContentTemplate">
+              <Setter.Value>
+                <DataTemplate>
+                  <Border x:Name="Root">
+                    <u:StateManager.VisualState>
+                      <MultiBinding Converter="{x:Static usp:ManualFillsView.RowHeaderVisualStateConverter}">
+                        <Binding Path="editable_item_state"/>
+                        <Binding Path="is_valid"/>
+                      </MultiBinding>
+                    </u:StateManager.VisualState>
+                    <VisualStateManager.VisualStateGroups>
+                      <VisualStateGroup>
+                        <VisualState Name="None"/>
+                        <VisualState Name="Modified">
+                          <Storyboard>
+                            <DoubleAnimation Storyboard.TargetName="pencil" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="0.7"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="Fill has modified properties."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                        <VisualState Name="Uncommitted">
+                          <Storyboard>
+                            <ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#B3006000"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="New Fill."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                        <VisualState Name="Error">
+                          <Storyboard>
+                            <DoubleAnimation Storyboard.TargetName="exclamation" Storyboard.TargetProperty="(UIElement.Opacity)" BeginTime="0" Duration="0" To="1"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="Fill has invalid properties."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                        <VisualState Name="ErrorUncommitted">
+                          <Storyboard>
+                            <ColorAnimation Storyboard.TargetName="new_item" Storyboard.TargetProperty="(usp:ManualFillsView.ImageBrush).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="#CCCD4848"/>
+                            <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Root" Storyboard.TargetProperty="(FrameworkElement.ToolTip)">
+                              <DiscreteObjectKeyFrame KeyTime="0" Value="New Fill has invalid properties."/>
+                            </ObjectAnimationUsingKeyFrames>
+                          </Storyboard>
+                        </VisualState>
+                      </VisualStateGroup>
+                    </VisualStateManager.VisualStateGroups>
+                    <Grid>
+                      <Image x:Name="new_item" usp:ManualFillsView.ImageBrush="Transparent" Height="14">
+                        <Image.Source>
+                          <DrawingImage>
+                            <DrawingImage.Drawing>
+                              <GeometryDrawing Brush="{Binding Path='(usp:ManualFillsView.ImageBrush)', ElementName=new_item}" Geometry="{Binding Source={StaticResource {x:Static u:Icons.DocumentAddGeometryKey}}}"/>
+                            </DrawingImage.Drawing>
+                          </DrawingImage>
+                        </Image.Source>
+                      </Image>
+                      <Image x:Name="exclamation" Height="14" Opacity="0">
+                        <Image.Source>
+                          <Binding Source="{x:Static MessageBoxImage.Exclamation}">
+                            <Binding.Converter>
+                              <cv:SystemIconConverter/>
+                            </Binding.Converter>
+                          </Binding>
+                        </Image.Source>
+                      </Image>
+                      <Image x:Name="pencil" Height="14" Source="{x:Static u:Icons.Pencil}" Opacity="0">
+                        <Image.RenderTransform>
+                          <RotateTransform Angle="45" CenterX="0" CenterY="7"/>
+                        </Image.RenderTransform>
+                      </Image>
+                    </Grid>
+                  </Border>
+                </DataTemplate>
+              </Setter.Value>
+            </Setter>
+          </Style>
+        </DataGrid.RowHeaderStyle>
+        <!--Cell Style-->
+        <DataGrid.CellStyle>
+          <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+            <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+          </Style>
+        </DataGrid.CellStyle>
+        <!--Row Style-->
+        <DataGrid.RowStyle>
+          <Style TargetType="DataGridRow">
+            <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
+            <Style.Triggers>
+              <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
+                <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
+              </DataTrigger>
+            </Style.Triggers>
+          </Style>
+        </DataGrid.RowStyle>
+        <DataGrid.Columns>
+          <!--Record ID-->
+          <DataGridTextColumn c:DataGridEx.CellKey="{x:Static RecordID, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="ID" Binding="{Binding record_id_display_text}" SortMemberPath="record_id" IsReadOnly="True"/>
+          <!---Security-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Security, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Security" SortMemberPath="security">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding security}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <c:ContractPickerPopup
+                  HorizontalAlignment="Stretch"
+                  VerticalAlignment="Stretch"
+                  CloseOnCancel="True"
+                  CloseOnOK="True"
+                  Header="{Binding security}"
+                  IsEditMode="False"
+                  IsLazy="True"
+                  SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+                  SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+                  ShowDialogSkirt="True"
+                />
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Account-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Account, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Account" SortMemberPath="account">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding account}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <Grid>
+                  <ComboBox
+                    x:Name="mutable_view"
+                    ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}"
+                    SelectedItem="{Binding account, UpdateSourceTrigger=PropertyChanged}"
+                    Visibility="Visible"
+                  />
+                  <TextBlock
+                    x:Name="readonly_view"
+                    Text="{Binding account}"
+                    VerticalAlignment="Center"
+                    Visibility="Collapsed"
+                  />
+                </Grid>
+                <DataTemplate.Triggers>
+                  <DataTrigger Binding="{Binding placeholder_key}" Value="{x:Null}">
+                    <Setter TargetName="mutable_view" Property="Visibility" Value="Collapsed"/>
+                    <Setter TargetName="readonly_view" Property="Visibility" Value="Visible"/>
+                  </DataTrigger>
+                </DataTemplate.Triggers>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--User-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static User, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="User" SortMemberPath="user">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding user}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <ComboBox ItemsSource="{Binding DataContext.users, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding user, UpdateSourceTrigger=PropertyChanged}"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Side-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Side, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Side" SortMemberPath="side">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding side}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <ComboBox ItemsSource="{Binding DataContext.sides, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding side, UpdateSourceTrigger=PropertyChanged}"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Size-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+          <!--Price-->
+          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Price, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Price" SortMemberPath="price">
+            <DataGridTemplateColumn.CellTemplate>
+              <DataTemplate>
+                <TextBlock VerticalAlignment="Center">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}">
+                      <Binding Path="price"/>
+                      <Binding Path="spec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellTemplate>
+            <DataGridTemplateColumn.CellEditingTemplate>
+              <DataTemplate>
+                <usp:PriceEntryControl ContractSpec="{Binding spec}" Value="{Binding price, UpdateSourceTrigger=PropertyChanged}" AlwaysReformatOnSpecChange="True"/>
+              </DataTemplate>
+            </DataGridTemplateColumn.CellEditingTemplate>
+          </DataGridTemplateColumn>
+        </DataGrid.Columns>
+      </DataGrid>
+    </Grid>
+  </AdornerDecorator>
+</UserControl>

src/client/spark/Modules/Trading/ManualFills/ManualFillsView.xaml.cs

@@ -0,0 +1,97 @@
+using bts.shell.manual_fills;
+using mbts.ui.controls.adorners;
+using mbts.ui.converters;
+using mbts.utils;
+using System;
+using System.Reactive.Disposables;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for ManualFillsView.xaml
+   /// </summary>
+   partial class ManualFillsView : UserControl {
+      public static readonly IMultiValueConverter
+         RowHeaderVisualStateConverter = ValueConverter.create<EditableItemState, bool, string>(
+            (edit_state, is_valid) => is_valid ? edit_state.ToString() : edit_state == EditableItemState.Uncommitted ? "ErrorUncommitted" : "Error");
+
+      public enum Columns {
+         RecordID,
+         Security,
+         Account,
+         User,
+         Side,
+         Size,
+         Price
+      }
+
+      IDisposable _transaction;
+
+      public ManualFillsView() =>
+         InitializeComponent();
+
+      public static readonly DependencyProperty ImageBrushProperty =
+         DependencyProperty.RegisterAttached("ImageBrush", typeof(Brush), typeof(ManualFillsView));
+
+      public static Brush GetImageBrush(DependencyObject d) => d.GetValue(ImageBrushProperty) as Brush;
+      public static void SetImageBrush(DependencyObject d, Brush value) => d.SetValue(ImageBrushProperty, value);
+
+      public void begin_add_fill() {
+         if (!(DataContext is ManualFillsVM vm))
+            return;
+         Disposable.dispose(ref _transaction);
+         var row = vm.row_factory();
+         var row_editor = new ManualFillRowEditor { DataContext = row };
+         row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
+         row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
+         // dynamic resources
+         row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
+         row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
+         row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
+         FocusManager.SetIsFocusScope(row_editor, true);
+         var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
+         // popup adorner
+         var popup_adorner = new PopupAdorner(
+           data_grid, data_grid,
+           new Border {
+              Child = row_editor,
+              Background = BTSColors.common_background_brush,
+              BorderBrush = Brushes.Black,
+              BorderThickness = new Thickness(1),
+              Padding = new Thickness(0, 6, 0, 0),
+              HorizontalAlignment = HorizontalAlignment.Left,
+              VerticalAlignment = VerticalAlignment.Top
+           },
+           HorizontalPosition.Middle,
+           VerticalPosition.Middle,
+           0,
+           22) {
+            OpenRelativeToMouse = true,
+            EnableDragMove = true,
+            ClipToBounds = true
+         };
+         popup_adorner.attach();
+         popup_adorner.IsOpen = true;
+         row_editor.Focus();
+         _transaction = new CompositeDisposable(sec_hook) { destroy_popup };
+         // local methods
+         void commit_executed(object sender, ExecutedRoutedEventArgs e) {
+            vm.add_fill_cmd?.TryExecuteIfCan(row);
+            Disposable.dispose(ref _transaction);
+         }
+         void cancel_executed(object sender, ExecutedRoutedEventArgs e) {
+            row.revert();
+            Disposable.dispose(ref _transaction);
+         }
+         void destroy_popup() {
+            popup_adorner.IsOpen = false;
+            popup_adorner.detach();
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/ManualFills/ManualFillsWindowFactory.cs

@@ -0,0 +1,133 @@
+using bts.api;
+using bts.shell.manual_fills;
+using bts.spark;
+using mbts;
+using mbts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.spark;
+using System;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+
+namespace bts.shell {
+   class ManualFillsWindowFactory : ShellWindowFactory<ManualFillsSettings> {
+      public const string
+         window_type = "ManualFills",
+         window_name = "Manual Fills";
+      const double _window_min_width = 466;
+
+      readonly IBus _bus;
+      readonly OrdersModel _orders_model;
+      readonly ManualFillsConfig _manual_fills_conf = ManualFillsConfig.read();
+
+      public ManualFillsWindowFactory(IShellModule owner, IBus bus, OrdersModel orders_model) : base(owner, window_name) {
+         _bus = bus;
+         _orders_model = orders_model;
+         _dispose = bus.subscribe(SparkTags.ShowManualFillsTag).Subscribe(open_window);
+         //
+         async void open_window(ManualFillsSettings state) =>
+            _bus.post(SparkTags.ShowWindow, await load(state));
+      }
+
+      public override Task<IShellWindow> load(ManualFillsSettings settings) {
+         return Task.FromResult<IShellWindow>(SparkWindow<ManualFillsSettings>.create(
+            window_type, window_name, _bus, this, Icons.DataEdit, _manual_fills_conf.thread_id, thread_init, _window_min_width));
+         //
+         (UIElement, IEnumerable<SparkCommand>, Func<ManualFillsSettings>, IDisposable) thread_init() {
+            var vm = ManualFillsVM.create(_bus, _orders_model);
+            var view = new ManualFillsView { DataContext = vm };
+            view.data_grid.Sorting += on_sorting;
+            IReadOnlyList<SortingCriteria> last_sorting_criterion = Array.Empty<SortingCriteria>();
+            using (apply_sort()) {
+               var col_sort_tuples =
+                  from sc in settings.sorting_criterion
+                  join col in view.data_grid.Columns on sc.col_name equals _col_id(col)
+                  select (col, sc);
+               foreach (var (col, sc) in col_sort_tuples) {
+                  col.SortDirection = sc.direction();
+                  vm.rows_view.SortDescriptions.Add(new SortDescription(col.SortMemberPath, sc.direction()));
+               }
+            }
+            var cmds = new[] {
+               new SparkCommandCommand("Add New", Icons.AddBoxes, _manual_fills_conf.modal_transactions ? new DelegateCommand(() => view.begin_add_fill()) : vm.add_fill_cmd) { group = CommandGroups.Add },
+               new SparkCommandCommand("Import Fills", Icons.Import, vm.import_fills_cmd) { group = CommandGroups.Add },
+               new SparkCommandCommand("Revert Selected", Icons.UndoCircular,vm.revert_selected_fills_cmd) { group = CommandGroups.Revert, show_in_toolbar = false },
+               new SparkCommandCommand("Revert All", Icons.UndoCircular, vm.revert_all_cmd) { group = CommandGroups.Revert },
+               new SparkCommandCommand("Save Selected", Icons.Disk, vm.commit_selected_fills_cmd) { group = CommandGroups.Save, show_in_toolbar = false },
+               new SparkCommandCommand("Save All", Icons.Disk, vm.commit_all_fills_cmd) { group = CommandGroups.Save },
+               new SparkCommandCommand("Delete Selected", Icons.Trash, vm.remove_selected_fills_cmd)
+            };
+            return (view, cmds, get_settings, Disposable.Create(
+               vm.rows_view.subscribe_sorting_criterion(sm => view.data_grid.Columns.TryGetFirst(dc => dc.SortMemberPath == sm, out DataGridColumn match) ? _col_id(match) : null)
+               .Subscribe(sc => last_sorting_criterion = sc),
+               vm));
+            //
+            void on_sorting(object sender, DataGridSortingEventArgs e) {
+               e.Handled = true;
+               using (apply_sort()) {
+                  var new_sort_desc = new SortDescription(e.Column.SortMemberPath, e.Column.SortDirection == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending);
+                  e.Column.SortDirection = new_sort_desc.Direction;
+                  if (KeyboardExtensions.IsShiftDown()) {
+                     if (vm.rows_view.SortDescriptions.TryGetFirst(sd => sd.PropertyName == e.Column.SortMemberPath, out var match, out int index)) {
+                        vm.rows_view.SortDescriptions[index] = new_sort_desc;
+                     } else {
+                        vm.rows_view.SortDescriptions.Add(new_sort_desc);
+                     }
+                  } else {
+                     vm.rows_view.SortDescriptions.Clear();
+                     foreach (var col in view.data_grid.Columns.Except(new[] { e.Column }))
+                        col.SortDirection = null;
+                     vm.rows_view.SortDescriptions.Add(new_sort_desc);
+                  }
+               }
+            }
+            /// Ensures that the primary sort description property (i.e., at index 0) is the placeholder_key.
+            /// This behavior has the effect of grouping placeholder rows at the bottom, without using <see cref="ICollectionView.GroupDescriptions"/> (which is incompatible with row virtualization).
+            IDisposable apply_sort() =>
+               Disposable.Create(() => {
+                  var pk_sort_desc = new SortDescription(nameof(ManualFillRow.placeholder_key), ListSortDirection.Ascending);
+                  if (vm.rows_view.SortDescriptions.Count > 0) {
+                     if (vm.rows_view.SortDescriptions[0].Equals(pk_sort_desc))
+                        return;
+                     vm.rows_view.SortDescriptions.removeFirst(sd => sd.PropertyName == pk_sort_desc.PropertyName);
+                  }
+                  vm.rows_view.SortDescriptions.Insert(0, pk_sort_desc);
+               });
+
+            ManualFillsSettings get_settings() =>
+               new ManualFillsSettings(last_sorting_criterion);
+         }
+      }
+
+      static string _col_id(DataGridColumn col) =>
+         DataGridEx.GetCellKey(col)?.ToString();
+
+      readonly struct ManualFillsConfig {
+         public readonly bool modal_transactions;
+         public readonly string thread_id;
+
+         ManualFillsConfig(string thread_id, bool modal_transactions) {
+            this.thread_id = thread_id;
+            this.modal_transactions = modal_transactions;
+         }
+
+         public static ManualFillsConfig read() => new ManualFillsConfig(
+            mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().manual_fills ? window_type : null,
+            mbts.config.Configuration.get<bts.config.ManualFillsOptions>().modal_transactions);
+      }
+
+      static class CommandGroups {
+         public const string
+            Add = "Add",
+            Save = "Save",
+            Revert = "Revert";
+      }
+   }
+}

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

@@ -6,7 +6,7 @@
              xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
              xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
              xmlns:sp="clr-namespace:mbts.spark"
-             xmlns:uc="clr-namespace:mbts.ui"
+             xmlns:u="clr-namespace:mbts.ui"
              xmlns:c="clr-namespace:mbts.ui.controls"
              xmlns:usp="clr-namespace:mbts.ui.spark"
              xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
@@ -22,6 +22,7 @@
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+        <ResourceDictionary Source="/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml"/>
       </ResourceDictionary.MergedDictionaries>
       <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
       <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
@@ -49,16 +50,56 @@
 
       <Style x:Key="{x:Static sp:MiniOrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
         <Style.Triggers>
+          <!-- Completed order background -->
           <MultiDataTrigger>
             <MultiDataTrigger.Conditions>
               <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Completed, Type=order:OrderStatus}"/>
             </MultiDataTrigger.Conditions>
             <MultiDataTrigger.Setters>
-              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
+              <Setter Property="Background" Value="{x:Static Member=completed_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <!-- Error, RejectedBySpark, Disconnected order background -->
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Error, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum RejectedBySpark, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Disconnected, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <!-- Cancel order background -->
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Canceled, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=canceled_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
             </MultiDataTrigger.Setters>
           </MultiDataTrigger>
         </Style.Triggers>
+
       </Style>
       <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
         <sp:MiniOrderBookRowView/>
@@ -82,7 +123,8 @@
       RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
       SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
       RowsHorizontalScrollBarVisibility="Collapsed"
-      RowHeight="20"
+      RowHeight="20" 
+      SelectionMode="Single"
     >
         <c:DIYGrid.Resources>
           <ResourceDictionary>
@@ -95,7 +137,7 @@
             <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
             <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
             <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
-            <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
+            <Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
               <Setter Property="Focusable" Value="False"/>
               <Setter Property="Width" Value="16"/>
               <Setter Property="Height" Value="16"/>
@@ -149,9 +191,8 @@
           </ResourceDictionary>
         </c:DIYGrid.Resources>
         <c:DIYGrid.InputBindings>
-          <!--<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/> -->
-        </c:DIYGrid.InputBindings>
+            <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          </c:DIYGrid.InputBindings>
         <c:DIYGrid.CommandBindings>
           <CommandBinding
           Command="{x:Static c:DIYGrid.DefaultRowCommand}"

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

@@ -1,11 +1,12 @@
 using mbts.ui.controls;
 using System.Windows.Controls;
+using System.Windows.Input;
 
 namespace mbts.spark {
    internal partial class MiniOrderBookView : UserControl {
       // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
       // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
+      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice, Attach }
       public const string
          SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
          ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -20,7 +21,10 @@ namespace mbts.spark {
       }
    }
 
-   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
-      public MiniOrderBookRowView() : base() { }
+   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
+      public MiniOrderBookRowView() : base() {
+         FocusManager.SetIsFocusScope(this, true);
+         KeyboardNavigation.SetTabNavigation(this, KeyboardNavigationMode.Cycle);
+      }
    }
 }