release_notes.txt edited online with Bitbucket

SPARK-1166

Approved-by: John Colvin <john.colvin@bluetradesys.com>

.gitignore

@@ -21,3 +21,5 @@ src/client/sparkcmd/Properties/launchSettings.json
 node_modules
 paket-files
 project.lock.json
+src/server/sparkd/orderman/perf_analysis/data
+src/server/sparkd/orderman/perf_analysis/trace_data/

.vscode/launch.json

@@ -37,7 +37,7 @@
          "type": "clr",
          "request": "launch",
          "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-         "args": ["md","GLBX","Future","ES","ESM8"],
+         "args": ["md","GLBX","Future","ZN", "ZNU8"],
          "cwd": "${workspaceRoot}",
          "stopAtEntry": false,
          "externalConsole": true,

CMakeLists.txt

@@ -32,10 +32,30 @@ if (WIN32)
 
   add_subdirectory(src/lib)
 else ()
-   set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} \
-                                -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++14 -fdiagnostics-color")
-   set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
-   add_subdirectory(src/lib)
-   add_subdirectory(src/server/sparkd)
-   add_subdirectory(src/web)
+# so that sparkd looks for libspark.so in its directory
+  set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE) 
+  set (CMAKE_INSTALL_RPATH ".")
+
+  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} \
+                               -fPIC -Wall -pedantic -Wextra -Werror \
+                               -Wno-missing-braces -Wno-ignored-qualifiers \
+                               --std=c++14 -fdiagnostics-color")
+  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
+  add_subdirectory(src/server/sparkd)
+  add_subdirectory(src/lib)
+  add_subdirectory(src/web)
+  add_subdirectory(src/sdk)
+  add_subdirectory(src/data_files)
+
+  add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
+    COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/defaults ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
+    COMMENT "Creating server runtime layout"
+    DEPENDS sparkd data_files_dir)  
+
+  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
 endif()

ops_notes.txt

@@ -0,0 +1,6 @@
+1.1.0
+- With this release we dropped wild cards from limits, so any user
+  that has limits expressed in terms of wild cards will have to have
+  those re-entered explicitly
+- With this release we add per user location and smp id tags. At least
+  the location will have to be set through the admin UI for every user

release_notes.txt

@@ -0,0 +1,16 @@
+1.1.6
+- Fixed occasional crash when filtering fills
+- Fixed several cash per point multipliers
+- Colored time of sales row with aggressor side
+- Iceberg orders now cancel (rathern than error) when a child is canceled
+
+1.1.0
+- Added per user self match protection, location and self match protection FIX tag settings
+- Implemented a new "Trigger Order" algo
+- Corrected tick formatting for a number of products
+- Added the hability to recreate canceled orders
+- Added leg fills to facilitate futured based PnL
+- PnL report now has PnL columns calculated based on your start of day, current day, and total position
+- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
+- Corrected cash per point values, used in pnl calculations, for a number of products
+- PnL report will now remember any customizations you make to filtering and/or sorting criteria 

spark_client.sln

@@ -4,7 +4,7 @@ VisualStudioVersion = 15.0.27130.2024
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "spark_lib", "build\src\lib\spark_lib.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject

spark_server.sln

@@ -5,7 +5,7 @@ VisualStudioVersion = 15.0.26730.10
 MinimumVisualStudioVersion = 10.0.40219.1
 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "spark_lib", "build\src\lib\spark_lib.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution

src/client/Directory.Build.Targets

@@ -39,6 +39,7 @@
 
     <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
     <Exec Command="
+       set PATH=$(spark_build_python_path);%path% &amp;
        set PYTHONPATH=$(Externals)\python &amp;
        $(protoc) ^
        %(Proto3.FullPath) ^

src/client/spark/Daemons/AboutDaemon.cs

@@ -25,7 +25,7 @@ namespace bts.ui {
       public AboutDaemon(IBus bus, [Import("username")]string username, IBrowserWindowManager browser) {
          _user = username;
          _browser = browser;
-         _dispose = bus.subscribe(SparkTags.About).ObserveOnDispatcher().Subscribe(_ => show_about());
+         _dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
       }
 
       [Conditional("DEBUG")]

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -18,7 +18,7 @@ namespace bts {
       public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model) {
          _orders_model = orders_model;
          _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
-            .ObserveOnDispatcher()
+            .OnDispatcher()
             .Subscribe(_delete_synthetic);
       }
 

src/client/spark/Daemons/ErrorReporter.cs

@@ -7,7 +7,7 @@ using mbts.ui;
 using System;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
-using System.Threading.Tasks;
+using System.Windows.Threading;
 using System.Windows;
 
 namespace bts.spark
@@ -22,18 +22,21 @@ namespace bts.spark
       public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
          _svc = svc;
          _username = username;
-         _dispose = bus.subscribe(SparkTags.Support).ObserveOnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
+         _dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
       }
 
       public void Dispose() {
          Disposable.dispose(ref _dispose);
       }
 
-      public async Task report_error(string message, string title = null, MessageBoxImage? image = null) {
-         var result = await BTSMessageBox.ShowAsync(message, title = "Error", BTSMessageBoxButtons.OK | BTSMessageBoxButtons.Support, image ?? MessageBoxImage.Error);
-         if (result == BTSMessageBoxButtons.Support) {
-            show_support_window(message, title);
-         }
+      public void report_error(string message, string title = null, MessageBoxImage? image = null) {
+         // Error reports are likely to arrive the api thread (which is not an STA thread)
+         Application.Current.Dispatcher.BeginInvoke(async () => {
+            var result = await BTSMessageBox.ShowAsync(message, title = "Error", BTSMessageBoxButtons.OK | BTSMessageBoxButtons.Support, image ?? MessageBoxImage.Error);
+            if (result == BTSMessageBoxButtons.Support) {
+               show_support_window(message, title);
+            }
+         });
       }
 
       public void show_support_window(string message, string title) {
@@ -70,11 +73,11 @@ namespace bts.spark
                return (get_successful_rv(result.value), string.Empty);
             else {
                string error_msg = template.fmt(error);
-               error_reporter.report_error(error_msg).ignore();
+               error_reporter.report_error(error_msg);
                return (get_unsuccessful_rv(), error_msg);
             }
          } else {
-            error_reporter.report_error(result.error_message).ignore();
+            error_reporter.report_error(result.error_message);
             return (get_unsuccessful_rv(), result.error_message);
          }
       }

src/client/spark/Daemons/MDDaemon.cs

@@ -36,7 +36,6 @@ namespace bts {
                _deleted_synthetics = new HashSet<uint>(t.Where(kv => kv.Value.Deleted).Select(kv => kv.Key));
                _bus.post(SparkTags.SyntheticstrategiesTag, t);
             }));
-         new DataPersistor(_bus);
          Task.Run(run);
       }
 

src/client/spark/Daemons/OrderTicketDaemon.cs

@@ -28,11 +28,11 @@ namespace bts.shell {
          _model = model;
          _error_reporter = error_reporter;
          _dispose = Disposable.Create(
-            model.on_orders.ObserveOnDispatcher().Subscribe(o => _orders = o),
-            bus.subscribe(SparkTags.SecuritiesTag).ObserveOnDispatcher().Subscribe(m =>_md_map = m),
-            bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).ObserveOnDispatcher().Subscribe(_show_order_ticket),
-            bus.subscribe(SparkTags.ShowOrderTicketTag).ObserveOnDispatcher().Subscribe(_show_order_ticket),
-            bus.subscribe(SparkTags.ShowModifyOrderTag).ObserveOnDispatcher().Subscribe(_show_modify_order)
+            model.on_orders.OnDispatcher().Subscribe(o => _orders = o),
+            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m =>_md_map = m),
+            bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).OnDispatcher().Subscribe(_show_order_ticket),
+            bus.subscribe(SparkTags.ShowOrderTicketTag).OnDispatcher().Subscribe(_show_order_ticket),
+            bus.subscribe(SparkTags.ShowModifyOrderTag).OnDispatcher().Subscribe(_show_modify_order)
          );
       }
 

src/client/spark/Daemons/RecenterDaemon.cs

@@ -0,0 +1,48 @@
+using bts.api;
+using mbts.spark;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace mbts.ui {
+   [Export(typeof(IShellDaemon))]
+   class RecenterDaemon : IShellDaemon, IDisposable {
+      bool _run = true;
+      readonly IBus _bus;
+      readonly TimeSpan _time_to_center;
+      DateTime _last_recenter;
+      IDisposable _dispose;
+
+      [ImportingConstructor]
+      public RecenterDaemon(IBus bus) {
+         _bus = bus;
+         _time_to_center = TimeSpan.FromSeconds(config.Configuration.get<bts.config.LadderKnobs>().seconds_to_recenter);
+         _last_recenter = DateTime.UtcNow;
+
+         _dispose = _bus.subscribe(SparkTags.RequestRecenterLadder).Subscribe(_ => trigger_recenter(SparkTags.RecenterLadderNow));
+         run();
+      }
+
+      void trigger_recenter(ITag<DateTime> tag) {
+         _last_recenter = DateTime.UtcNow;
+         _bus.post(tag, _last_recenter);
+      }
+
+      async void run() {
+         _run = true;
+         while (_run) {
+            await Task.Delay(TimeSpan.FromSeconds(5));
+            if (_last_recenter + _time_to_center < DateTime.UtcNow) {
+               trigger_recenter(SparkTags.RecenterLadderBegin);
+            }
+         }
+      }
+
+      public void Dispose() {
+         Disposable.dispose(ref _dispose);
+      }
+   }
+}

src/client/spark/Daemons/SecurityPickerDaemon.cs

@@ -23,10 +23,10 @@ namespace bts {
       public SecurityPickerDaemon(IBus bus) {
          _bus = bus;
          _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.ShowPickOne).ObserveOnDispatcher().Subscribe(show_pick_one),
-            bus.subscribe(SparkTags.FilterPickOne).ObserveOnDispatcher().Subscribe(show_filtered_pick_one),
-            bus.subscribe(SparkTags.ShowPickMultiple).ObserveOnDispatcher().Subscribe(show_pick_multiple),
-            bus.subscribe(SparkTags.ShowAndEditPickMultiple).ObserveOnDispatcher().Subscribe(show_and_edit_pick_multiple)
+            bus.subscribe(SparkTags.ShowPickOne).OnDispatcher().Subscribe(show_pick_one),
+            bus.subscribe(SparkTags.FilterPickOne).OnDispatcher().Subscribe(show_filtered_pick_one),
+            bus.subscribe(SparkTags.ShowPickMultiple).OnDispatcher().Subscribe(show_pick_multiple),
+            bus.subscribe(SparkTags.ShowAndEditPickMultiple).OnDispatcher().Subscribe(show_and_edit_pick_multiple)
          );
       }
 

src/client/spark/Daemons/ShellLatencyDaemon.cs

@@ -0,0 +1,44 @@
+using bts.api.core;
+using bts.metrics;
+using mbts.config;
+using mbts.ui;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace bts.perf {
+
+   [Export, Export(typeof(IShellDaemon))]
+   class ShellLatencyDaemon : IShellDaemon, IDisposable {
+      readonly ShellLatencyService _service;
+      readonly string _hostname;
+      readonly string _version;
+      IDisposable _subs;
+
+      [ImportingConstructor]
+      public ShellLatencyDaemon(ShellLatencyService service) {
+         _service = service;
+         _version = Configuration.get<bts.config.System>().version;
+         _hostname = Environment.MachineName;
+         _subs = _service.subscribei_clock().Subscribe(on_tick);
+      }
+
+      void on_tick(Update<TickImmutable, int> update) {
+         if (update.added.Count > 0) {
+            var tick = update.added.Last();
+            _service.report_async(new Report() {
+               HostName = _hostname,
+               Version = _version,
+               Timestamp = tick.Timestamp
+            });
+         }
+      }
+
+      public void Dispose() {
+         throw new NotImplementedException();
+      }
+   }
+}

src/client/spark/Daemons/ShellServices.cs

@@ -12,6 +12,7 @@ using bts.api.orderman;
 using bts.api.synthetic;
 using bts.api.diagnostic;
 using bts.api.admin;
+using bts.metrics;
 
 namespace Spark
 {
@@ -41,5 +42,9 @@ namespace Spark
       [Export]
       public SyntheticSecurityService synthetic_security_service => context.locate<SyntheticSecurityService>();
 
-    }
+      [Export]
+      public ShellLatencyService shell_latency_service => context.locate<ShellLatencyService>();
+
+
+   }
 }

src/client/spark/Images/Icons.cs

@@ -47,7 +47,7 @@ namespace mbts.ui
       //public static ImageSource Ticket { get { return load_image("Ticket.png"); } } // replaced with AddOrders
       public static ImageSource Date { get { return load_image("Date.png"); } }
 
-      public static ImageSource Cube3d { get { return (DrawingImage)_resources["Cube"];  /*return load_image("Cube-Molecule.png");*/ } }
+      public static ImageSource Cube3d { get { return (DrawingImage)_resources["Cube"]; } }
       public static ImageSource Algo { get { return Cube3d; } }
       public static ImageSource Quote { get { return Math; } }
       public static ImageSource Math { get { return (DrawingImage)_resources["Surface"]; } }
@@ -62,9 +62,7 @@ namespace mbts.ui
 #pragma warning restore CS0618
 
       // Vector icons
-      public static ImageSource Favorites { get { return Favorites_Gold; } }
-      public static ImageSource Favorites_Gold { get { return (DrawingImage)_resources["FavoritesGold"]; } }
-      public static ImageSource Favorites_White { get { return (DrawingImage)_resources["FavoritesWhite"]; } }
+      public static ImageSource Bookmarks { get { return (DrawingImage)_resources["Bookmarks"]; } }
       public static ImageSource Window { get { return (DrawingImage)_resources["Window"]; } }
       public static ImageSource ActiveWindow { get { return (DrawingImage)_resources["ActiveWindow"]; } }
       public static ImageSource Trash { get { return (DrawingImage)_resources["Trash"]; } }

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

@@ -3,33 +3,17 @@
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
              xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
              xmlns:mbts="clr-namespace:mbts.ui">
-  <DrawingImage x:Key="FavoritesGold">
-    <DrawingImage.Drawing>
-      <DrawingGroup>
-        <DrawingGroup.Children>
-          <GeometryDrawing Geometry="M1540.22,2082.07L1546.95,2102.78 1568.73,2102.78 1551.11,2115.58 1557.84,2136.29 1540.22,2123.49 1522.6,2136.29 1529.33,2115.58 1511.71,2102.78 1533.49,2102.78 1540.22,2082.07z">
-            <GeometryDrawing.Pen>
-              <Pen Thickness="1" Brush="Black" />
-            </GeometryDrawing.Pen>
-            <GeometryDrawing.Brush>
-              <SolidColorBrush Color="#ffd932" />
-            </GeometryDrawing.Brush>
-          </GeometryDrawing>
-        </DrawingGroup.Children>
-      </DrawingGroup>
-    </DrawingImage.Drawing>
-  </DrawingImage>
 
-  <DrawingImage x:Key="FavoritesWhite">
+  <DrawingImage x:Key="Bookmarks">
     <DrawingImage.Drawing>
       <DrawingGroup>
         <DrawingGroup.Children>
           <GeometryDrawing Geometry="M1540.22,2082.07L1546.95,2102.78 1568.73,2102.78 1551.11,2115.58 1557.84,2136.29 1540.22,2123.49 1522.6,2136.29 1529.33,2115.58 1511.71,2102.78 1533.49,2102.78 1540.22,2082.07z">
             <GeometryDrawing.Pen>
-              <Pen Thickness="1" Brush="Black" />
+              <Pen Thickness="3" Brush="Black" />
             </GeometryDrawing.Pen>
             <GeometryDrawing.Brush>
-              <SolidColorBrush Color="#ffd932" />
+              <SolidColorBrush Color="Transparent" />
             </GeometryDrawing.Brush>
           </GeometryDrawing>
         </DrawingGroup.Children>

src/client/spark/Modules/Bookmarks/BookmarkShellModule.cs

@@ -0,0 +1,81 @@
+using bts.spark;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using System.IO;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Media;
+
+namespace bts.ui {
+   [Export(typeof(IShellModule))]
+   public class BookmarkShellModule : ILazyMenuModule {
+      readonly WindowManager _wm;
+      readonly IBookmarks _bookmarks;
+      readonly ISavedWindowFactory _window_factory;
+      readonly WorkspacesModel _workspaces;
+
+      [ImportingConstructor]
+      public BookmarkShellModule(
+         WorkspacesModel workspaces, 
+         WindowManager wm, 
+         IBookmarks bm,
+         ISavedWindowFactory swf) {
+         _workspaces = workspaces;
+         _wm = wm;
+         _bookmarks = bm;
+         _window_factory = swf;
+      }
+
+      public ImageSource icon => Icons.Bookmarks;
+
+      public string name => "My Windows";
+
+      public int priority => 35;
+
+      public IEnumerable<SparkCommand> actions {
+         get {
+            // The windows that are open
+            var open =
+               _wm.list_documents()
+               .Select(td => td.ViewModel)
+               .Where(vm => vm.HasCustomTitle)
+               .Select(vm =>
+                  SparkCommand.create(vm.Title, vm.Icon, SparkTags.ActivateWindow, () => vm.Model))
+               .Cast<SparkCommand>();
+
+            var open_set = new HashSet<string>(open.Select(c => c.title));
+
+            // The windows that are not open
+            var closed =
+               _bookmarks.bookmarks
+               .Where(state => !open_set.Contains(state.title))
+               .Select(state =>
+                  SparkCommand.create(state.title, Icons.Bookmarks, SparkTags.ShowWindowAsync,
+                     () => {
+                        _bookmarks.remove(state);
+                        return _window_factory.restore(state);
+                     }))
+               .Cast<SparkCommand>();
+
+            // todo: The windows that are closed
+            foreach (var w in open.Concat(closed).OrderBy(w => w.title)) {
+               yield return w;
+            }
+         }
+      }
+
+      public Task<IShellWindow> create(Stream load_stream) {
+         // This module shouldn't have any windows
+         throw new NotImplementedException();
+      }
+
+      public void Dispose() { }
+
+   }
+}

src/client/spark/Modules/Bookmarks/BookmarksModel.cs

@@ -0,0 +1,48 @@
+using mbts.ui.settings;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace mbts.ui.shell {
+
+   public interface IBookmarks {
+      void save_bookmark(IShellWindow window);
+      void save_bookmark(WindowState window);
+      void remove(WindowState window);
+      void clear();
+      IEnumerable<WindowState> bookmarks { get; }
+   }
+
+   [Export(typeof(IBookmarks))]
+   public class BookmarksModel : IBookmarks {
+      readonly ISettingsCollector _settings_collector;
+      readonly Dictionary<string, WindowState> _bookmarks = new Dictionary<string, WindowState>();
+
+      [ImportingConstructor]
+      public BookmarksModel(ISettingsCollector settings) {
+         _settings_collector = settings;
+      }
+      public void save_bookmark(IShellWindow window) {
+         var state = _settings_collector.get_window_state(window);
+         if (state != null) {
+            _bookmarks[state.title] = state;
+         }
+      }
+      public void save_bookmark(WindowState window) {
+         _bookmarks[window.title] = window;
+      }
+
+      public void clear() {
+         _bookmarks.Clear();
+      }
+
+      public void remove(WindowState window) {
+         _bookmarks.Remove(window.title);
+      }
+
+      public IEnumerable<WindowState> bookmarks => _bookmarks.Values;
+   }
+}

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

@@ -78,11 +78,11 @@ namespace mbts.spark {
             _animation.AnimationsChanged += on_animations_changed;
             void on_animations_changed() => RaisePropertyChanged(nameof(animations));
             _dispose = Disposable.Create(
-               _orders_model.on_security_orders(security.Id).ObserveOnDispatcher().Subscribe(_on_orders),
-               _position.ObserveOnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
-               _inside_bids.ObserveOnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
-               _inside_asks.ObserveOnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
-               _day_change.ObserveOnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
+               _orders_model.on_security_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
+               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
+               _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
+               _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
+               _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
                Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
             );
          }

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

@@ -81,7 +81,7 @@ namespace mbts.spark {
          }
          //
          _resources.AddRange(
-            state.ObserveOnDispatcher().Subscribe(s => {
+            state.OnDispatcher().Subscribe(s => {
                using (rows_view.DeferRefresh()) {
                   rows_view.SetSortingCriteria(s.sorting_criteria);
                   var filters = s.filters;

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

@@ -55,9 +55,9 @@ namespace mbts.spark {
                })
             ),
             SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count < 3, secs => new SecurityCriteria(secs))
+            SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs))
          };
-         _subscriptions = _bus.subscribe(update_securities_tag).ObserveOnDispatcher().Subscribe(c =>
+         _subscriptions = _bus.subscribe(update_securities_tag).OnDispatcher().Subscribe(c =>
             _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states())));
       }
 
@@ -67,4 +67,4 @@ namespace mbts.spark {
          Commands.OfType<IDisposable>().DisposeAll();
       }
    }
-}
+}

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

@@ -16,7 +16,7 @@ namespace bts.shell {
       public MarketViewWindowFactory(MarketShellModule module, IBus bus, OrdersModel orders_model) : base(module, "MarketView") {
          _bus = bus;
          _orders_model = orders_model;
-         _dispose = bus.subscribe(SparkTags.ShowMarketViewTag).ObserveOnDispatcher().Subscribe(_show);
+         _dispose = bus.subscribe(SparkTags.ShowMarketViewTag).OnDispatcher().Subscribe(_show);
       }
 
       public override Task<IShellWindow> load(StartupData state) =>

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

@@ -6,11 +6,14 @@ using mbts.ui.controls;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
+using System.Linq;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Threading.Tasks;
 using System.Windows.Input;
+using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
+using static mbts.ui.controls.DIYGrid;
 
 namespace mbts.spark {
    class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
@@ -26,23 +29,32 @@ namespace mbts.spark {
             security_filter.load_state(filters.security);
             price_filter.load_state(filters.price);
             size_filter.load_state(filters.size);
+            aggressor_filter.load_state(filters.aggressor_sides);
             trade_key_filter.load_state(filters.trade_key);
             security_key_filter.load_state(filters.security_key);
          }
          // Columns
-         add_column(TimeAndSalesView.Columns.Security, "Security", DIYGrid.DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
-         add_column(TimeAndSalesView.Columns.Time, "Time", DIYGrid.DefaultColumnWidths.Time, time_filter, DataGridFilterKnownTemplates.TimeFilter);
-         add_column(TimeAndSalesView.Columns.Price, "Price", DIYGrid.DefaultColumnWidths.Price, price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_column(TimeAndSalesView.Columns.Size, "Size", DIYGrid.DefaultColumnWidths.Size, size_filter, DataGridFilterKnownTemplates.UIntMinMax);
-         add_column(TimeAndSalesView.Columns.TradeKey, "Trade Key", DIYGrid.DefaultColumnWidths.TradeKey, trade_key_filter, DataGridFilterKnownTemplates.Regex);
-         add_column(TimeAndSalesView.Columns.SecurityKey, "Security Key", DIYGrid.DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
-         void add_column(TimeAndSalesView.Columns col_key, string header, double width, IDataGridColumnFilter filter, string filter_template) =>
-            columns.Add(new DIYGrid.RenderTextColumn<Row>(r => r[col_key], filter, filter_template) { Header = header, Width = width });
-         //
+         add_column(TimeAndSalesView.Columns.Security, DefaultColumnHeaders.Security, DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
+         add_column(TimeAndSalesView.Columns.Time, DefaultColumnHeaders.Time, DefaultColumnWidths.Time, time_filter, DataGridFilterKnownTemplates.TimeFilter);
+         add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
+         add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
+         add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DIYGrid.DefaultColumnWidths.Aggressor, aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
+         add_column(TimeAndSalesView.Columns.TradeKey, DefaultColumnHeaders.TradeKey, DIYGrid.DefaultColumnWidths.TradeKey, trade_key_filter, DataGridFilterKnownTemplates.Regex);
+         add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DIYGrid.DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
+         void add_column(TimeAndSalesView.Columns col_key, string header, double width, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
+            columns.Add(new TimeAndSalesColumn(
+               r => r[col_key]
+               , (r) => _get_aggressor_brush(r)
+               , filter
+               , filter_template
+            ) 
+            { Header = header, Width = width, horizontal_alignment = h_alignment  }
+         );
+         
          _resources.AddRange(
             show_ladder,
             DataGridFilterHelper.hook_filters(
-               rows_view, time_filter, security_filter, price_filter, size_filter, trade_key_filter, security_key_filter
+               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, trade_key_filter, security_key_filter
              )
           );
       }
@@ -50,11 +62,22 @@ namespace mbts.spark {
       public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
       public DelegateCommandParamObserver<Row> show_ladder { get; }
 
+      private Brush _get_aggressor_brush(Row r) {
+         BTSColor c;
+         Brush b;
+         if (r.aggressor_side == AggressorSide.Buy) c = BTSColors.MarketData.bid;
+         else if (r.aggressor_side == AggressorSide.Sell) c = BTSColors.MarketData.ask;
+         else c = Brushes.Transparent;
+         (b = new SolidColorBrush(c) { Opacity = 0.33 }).Freeze();
+         return b;
+      }
+
       #region Filters
       public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<Row>(r => r.time, nameof(Row.time));
       public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
       public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
+      public IDataGridColumnPersistentFilter<Row, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<Row, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side, nameof(Row.aggressor_side));
       public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
       public IDataGridColumnPersistentFilter<Row, string> trade_key_filter { get; } = new RegexFilterVM<Row>(r => r.trade_key.ToString(), nameof(Row.trade_key));
 
@@ -65,7 +88,8 @@ namespace mbts.spark {
             price = price_filter.get_state(),
             size = size_filter.get_state(),
             trade_key = trade_key_filter.get_state(),
-            security_key = security_key_filter.get_state()
+            security_key = security_key_filter.get_state(),
+            aggressor_sides = aggressor_filter.get_state()
          };
       #endregion
 
@@ -90,6 +114,7 @@ namespace mbts.spark {
             _time_text,
             _price_text,
             _size_text,
+            _aggressor_text,
             _trade_key_text,
             _security_key_text;
 
@@ -98,11 +123,13 @@ namespace mbts.spark {
             time = trade.Time.lldatetime();
             price = trade.Mantissa * Math.Pow(10, trade.Exponent);
             size = trade.Size;
+            aggressor_side = trade.AggressorSide;
             show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
             _security_text = security.ToString();
             _time_text = time.ToString("M/d h:mm:ss tt");
             _price_text = security.ContractSpec.format(price);
             _size_text = size.ToString();
+            _aggressor_text = aggressor_side.ToString();
             _trade_key_text = _trade_key.ToString();
             _security_key_text = security_key.ToString();
          }
@@ -113,6 +140,7 @@ namespace mbts.spark {
          public DateTime time { get; }
          public double price { get; }
          public uint size { get; }
+         public AggressorSide aggressor_side { get; }
          public ICommand show_ladder { get; }
 
          public string this[TimeAndSalesView.Columns col] {
@@ -122,6 +150,7 @@ namespace mbts.spark {
                   case TimeAndSalesView.Columns.Time: return _time_text;
                   case TimeAndSalesView.Columns.Price: return _price_text;
                   case TimeAndSalesView.Columns.Size: return _size_text;
+                  case TimeAndSalesView.Columns.Aggressor: return _aggressor_text;
                   case TimeAndSalesView.Columns.TradeKey: return _trade_key_text;
                   case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
                   default: return null;

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesView.xaml.cs

@@ -7,7 +7,7 @@ namespace mbts.ui.spark {
    /// Interaction logic for TimeAndSalesView.xaml
    /// </summary>
    partial class TimeAndSalesView : UserControl {
-      public enum Columns { Time, Security, Price, Size, OrderType, TradeKey, SecurityKey }
+      public enum Columns { Time, Security, Price, Size, OrderType, TradeKey, SecurityKey, Aggressor }
 
       public TimeAndSalesView() =>
          InitializeComponent();

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

@@ -12,6 +12,7 @@ using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
+using static mbts.ui.controls.DIYGrid;
 
 namespace mbts.spark {
    class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
@@ -36,7 +37,16 @@ namespace mbts.spark {
       public override string window_type => _window_type;
       public override IEnumerable<SparkCommand> Commands => _commands;
       public override UIElement Content => _view;
-      public override double MinWidth => 444 + SPARK_MENU_COLLAPSED_WIDTH + LAUNCHER_BUTTON_BORDER_WIDTH;
+      public override double MinWidth => DefaultColumnWidths.Security
+         + DefaultColumnWidths.Time
+         + DefaultColumnWidths.Price
+         + DefaultColumnWidths.Size
+         + DefaultColumnWidths.Aggressor
+         + DefaultColumnWidths.TradeKey
+         + DefaultColumnWidths.SecurityKey
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH;
+
       public override StartupData SaveState => _state = new StartupData(_state.security_criteria, _vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
 
       public override void Dispose() =>
@@ -47,8 +57,8 @@ namespace mbts.spark {
          _vm = new SingleValuePump<TimeAndSalesVM>();
          var update_securities_tag = new SparkTags.SparkTag<SecurityCriteria>("TimeAndSales Callback");
          var update_securities_cmd = SparkCommand.create("Update Time and Sales", Icon, update_securities_tag);
-         var current_smd_source = _vm.observable.SelectMany(vm => vm.current_security_md_observable(_bus)).ObserveOnDispatcher();
-         var selected_secs_source = _vm.observable.SelectMany(vm => vm.selected_securities_observable()).ObserveOnDispatcher();
+         var current_smd_source = _vm.observable.SelectMany(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
+         var selected_secs_source = _vm.observable.SelectMany(vm => vm.selected_securities_observable()).OnDispatcher();
          _commands = new SparkCommand[] {
             SparkCommand.create("Change Securities", Icons.Admin, SparkTags.ShowAndEditPickMultiple, () => (update_securities_cmd, _state.security_criteria)),
             SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
@@ -56,7 +66,7 @@ namespace mbts.spark {
             SparkCommands.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)
          };
-         _subscriptions = _bus.subscribe(update_securities_tag).ObserveOnDispatcher().Subscribe(update_criteria);
+         _subscriptions = _bus.subscribe(update_securities_tag).OnDispatcher().Subscribe(update_criteria);
          _initialize();
 
          bool always_true<T>(T _) => true;

src/client/spark/Modules/Market/TimeAndSalesWindowFactory.cs

@@ -23,7 +23,7 @@ namespace bts.shell {
 
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
-            bus.subscribe(SparkTags.ShowTimeAndSalesTag).ObserveOnDispatcher().Subscribe(show)
+            bus.subscribe(SparkTags.ShowTimeAndSalesTag).OnDispatcher().Subscribe(show)
          );
       }
 
@@ -70,6 +70,8 @@ namespace bts.shell {
          public string trade_key;
          [ProtoMember(6)]
          public string security_key;
+         [ProtoMember(7)]
+         public co2.AggressorSide[] aggressor_sides;
       }
    }
 }

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

@@ -34,7 +34,7 @@ namespace bts.ui {
 
       public int priority => 40;
 
-      public IEnumerable<SparkCommand> actions => new []{
+      public IEnumerable<SparkCommand> actions => new SparkCommand[]{
          SparkCommands.ShowWorkspaces
          //SparkCommands.ShowSettings
       };

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

@@ -14,35 +14,35 @@
     <ResourceDictionary Source="/view/Resources/DataTemplates.xaml"/>
     <ResourceDictionary Source="/view/Controls/Popup/PopupControl.xaml"/>
     <ResourceDictionary Source="/Modules/Spreader/ParameterSectionView.xaml"/>
+    <ResourceDictionary Source="/view/Controls/TickFactorsPicker/TickFactorsPicker.xaml"/>
   </ResourceDictionary.MergedDictionaries>
-  <sys:Double x:Key="GroupLevelIndent">18</sys:Double>
   <sys:Double x:Key="RowHeaderWidth">285</sys:Double>
   <sys:Double x:Key="RowHeight">16</sys:Double>
   <sys:Double x:Key="NegativeRowHeight">-16</sys:Double>
   <sys:Double x:Key="ItemsHostCanBeDisabledCollapsedHeight">15</sys:Double>
   <Thickness
     x:Key="GroupLevelMargin"
-    Left="{StaticResource GroupLevelIndent}"
+    Left="{x:Static usp:ExecutionStrategyEditor.GroupLevelIndent}"
   />
   <Thickness
     x:Key="GroupContentAlignedWithHeaderMargin"
-    Left="{StaticResource GroupLevelIndent}"
+    Left="{x:Static usp:ExecutionStrategyEditor.GroupLevelIndent}"
     Top="{StaticResource NegativeRowHeight}"
   />
   <cv:SyntheticPriceCalcDisplayTextConverter x:Key="SyntheticPriceCalcDisplayConverter"/>
   <cv:TickFactorsTextConverter x:Key="TickFactorsTextConverter"/>
   <usp:RowHeaderGroupIndentConverter
     x:Key="RowHeaderGroupIndentConverter"
-    Indent="{StaticResource GroupLevelIndent}"
+    Indent="{x:Static usp:ExecutionStrategyEditor.GroupLevelIndent}"
   />
   <usp:RowHeaderGroupIndentConverter
     x:Key="ReverseRowHeaderGroupIndentConverter"
-    Indent="{StaticResource GroupLevelIndent}"
+    Indent="{x:Static usp:ExecutionStrategyEditor.GroupLevelIndent}"
     Reverse="True"
   />
   <usp:RowGroupExpanderWidthConverter
     x:Key="RowGroupExpanderWidthConverter"
-    Indent="{StaticResource GroupLevelIndent}"
+    Indent="{x:Static usp:ExecutionStrategyEditor.GroupLevelIndent}"
     Offset="{StaticResource RowHeight}"
     RowHeaderWidth="{StaticResource RowHeaderWidth}"
   />
@@ -293,7 +293,7 @@
       </DataTrigger>
     </Style.Triggers>
   </Style>
-  <DataGridTextColumn x:Key="AddColumnPlaceholder" x:Shared="False" IsReadOnly="True">
+  <DataGridTextColumn x:Key="{x:Static usp:ExecutionStrategyEditor.AddColumnPlaceholderKey}" x:Shared="False" IsReadOnly="True">
     <DataGridTextColumn.Header>
       <c:PopupControl
         ShowExpanderArrow="False" PopupPlacement="Right" Header="Add Leg" Padding="6,0"
@@ -308,7 +308,7 @@
       </c:PopupControl>
     </DataGridTextColumn.Header>
   </DataGridTextColumn>
-  <DataTemplate x:Key="RemovableColumnHeaderTemplate">
+  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}">
     <Grid>
       <Grid.ColumnDefinitions>
         <ColumnDefinition Width="Auto"/>
@@ -321,7 +321,9 @@
       <TextBlock Grid.Column="1" Margin="4,0,0,0" Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
     </Grid>
   </DataTemplate>
-
+  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.NonRemovableColumnHeaderTemplateKey}">
+    <TextBlock Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
+  </DataTemplate>
   <ControlTemplate x:Key="ExecutionStrategyEditorTemplate" TargetType="usp:ExecutionStrategyEditor">
     <Border
       BorderBrush="{TemplateBinding BorderBrush}"
@@ -364,20 +366,11 @@
             Grid.Column="2" VerticalAlignment="Center" Margin="6,0,0,0" Text="Ticks" IsEnabled="{TemplateBinding IsNew}"
             Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
           />
-          <ComboBox
-            x:Name="PART_Tick_ComboBox" Grid.Column="3" Margin="6,0,0,0" IsEnabled="{TemplateBinding IsNew}" HorizontalAlignment="Stretch"
-            ItemsSource="{TemplateBinding AvailableTickFactors}" SelectedItem="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}}"
+          <c:TickFactorsPicker
+            x:Name="PART_TickFactorsPicker" Grid.Column="3" Margin="6,0,0,0" IsEnabled="{TemplateBinding IsNew}" HorizontalAlignment="Stretch"
+            SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
             Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          >
-            <ComboBox.GroupStyle>
-              <GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
-            </ComboBox.GroupStyle>
-            <ComboBox.ItemTemplate>
-              <DataTemplate>
-                <TextBlock Text="{Binding Converter={StaticResource TickFactorsTextConverter}}"/>
-              </DataTemplate>
-            </ComboBox.ItemTemplate>
-          </ComboBox>
+          />
           <TextBlock Grid.Column="4" VerticalAlignment="Center" Margin="6,0,0,0">Pricing</TextBlock>
           <ComboBox
             Grid.Column="5" Margin="6,0,0,0" IsEnabled="False"

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

@@ -25,7 +25,13 @@ namespace mbts.ui.spark {
    /// <summary>
    /// Interaction logic for ExecutionStrategyEditor.xaml
    /// </summary>
-   partial class ExecutionStrategyEditor : Control { 
+   partial class ExecutionStrategyEditor : Control {
+      public const string
+         RemovableColumnHeaderTemplateKey = "RemovableColumnHeaderTemplate",
+         NonRemovableColumnHeaderTemplateKey = "ReadOnlyColumnHeaderTemplate",
+         AddColumnPlaceholderKey = "AddColumnPlaceholder";
+      public const double GroupLevelIndent = 18;
+
       static ExecutionStrategyEditor() =>
          DefaultStyleKeyProperty.OverrideMetadata(typeof(ExecutionStrategyEditor), new FrameworkPropertyMetadata(typeof(ExecutionStrategyEditor)));
 
@@ -44,13 +50,6 @@ namespace mbts.ui.spark {
       public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
       #endregion
 
-      #region AvailableTickFactors
-      public static readonly DependencyProperty AvailableTickFactorsProperty = DependencyProperty.Register(
-         nameof(AvailableTickFactors), typeof(IEnumerable), typeof(ExecutionStrategyEditor), new PropertyMetadata(new TickFactors[0]));
-
-      public IEnumerable AvailableTickFactors { get => GetValue(AvailableTickFactorsProperty) as IEnumerable; set => SetValue(AvailableTickFactorsProperty, value); }
-      #endregion
-
       #region IsNew
       public static readonly DependencyProperty IsNewProperty =
          DependencyProperty.Register(
@@ -196,7 +195,7 @@ namespace mbts.ui.spark {
          if (dg != null) {
             var legs = LegTuples;
             dg.Columns.SetItems(legs.Select(_column_factory));
-            if (IsNew) dg.Columns.Add((DataGridColumn)FindResource("AddColumnPlaceholder"));
+            if (IsNew) dg.Columns.Add((DataGridColumn)FindResource(AddColumnPlaceholderKey));
             _dg_line_adorner = AdornerHelper.attach_continuously_on_loaded(() => new ExecutionStrategyGridLineAdorner(dg), dg);
             _legs_collection_changed_sub = (legs as INotifyCollectionChanged)?.Subscribe((s, e) => dg.Columns.ReflectChange(legs, _column_factory, e));
          }
@@ -204,7 +203,7 @@ namespace mbts.ui.spark {
 
       DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
          var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter) { Width = 75, };
-         if (IsNew) col.HeaderTemplate = (DataTemplate)FindResource("RemovableColumnHeaderTemplate");
+         col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
          DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
          return col;
       }
@@ -240,18 +239,18 @@ namespace mbts.ui.spark {
          FrameworkElement _generate_element(IValueConverter cell_template_converter) {
             var rv = new ContentControl();
             rv.SetBinding(ContentControl.ContentProperty, new Binding());
-            rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding("data_type") { Converter = cell_template_converter });
+            rv.SetBinding(ContentControl.ContentTemplateProperty, new Binding(nameof(ICell.data_type)) { Converter = cell_template_converter });
             return rv;
          }
       }
 
       class ExecutionStrategyErrorAdorner : NotifyDataErrorAdorner<ExecutionStrategyEditor, SyntheticEditorVM>, IDisposable {
          readonly ChildProperty<TextBox> _name_text_box;
-         readonly ChildProperty<ComboBox> _tick_combo_box;
+         readonly ChildProperty<TickFactorsPicker> _tick_factors_picker;
 
          public ExecutionStrategyErrorAdorner(ExecutionStrategyEditor editor) : base(editor) {
             _name_text_box = child_property<TextBox>("PART_Name_TextBox");
-            _tick_combo_box = child_property<ComboBox>("PART_Tick_ComboBox");
+            _tick_factors_picker = child_property<TickFactorsPicker>("PART_TickFactorsPicker");
          }
 
          protected override void OnRender(DrawingContext drawing_context) {
@@ -263,7 +262,7 @@ namespace mbts.ui.spark {
                if (_vm != null && _vm.GetErrors(nameof(SyntheticEditorVM.name)).Cast<string>().Any())
                   this.draw_border(drawing_context, _name_text_box.value, null, new Pen(Brushes.Red, 1));
                if (_vm != null && _vm.GetErrors(nameof(SyntheticEditorVM.tick_factors)).Cast<string>().Any())
-                  this.draw_border(drawing_context, _tick_combo_box.value, null, new Pen(Brushes.Red, 1));
+                  this.draw_border(drawing_context, _tick_factors_picker.value, null, new Pen(Brushes.Red, 1));
                string error_text = string.Join(", ", _vm.AllErrors);
                this.draw_relative_text(RelativePosition.Below, error_text, drawing_context, _name_text_box.value, BTSColors.header_error_text_brush, 0, y_offset);
             }

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

@@ -25,7 +25,10 @@ namespace mbts.ui.spark
          void _items_presenter_SizeChanged(object sender, SizeChangedEventArgs e) { InvalidateVisual(); }
 
          protected override void draw_vertical_line(DrawingContext dc, double x, DataGridExVerticalLine line) {
-            if (_items_presenter != null) dc.DrawLine(line.pen.Value, new Point(x - 10, 58), new Point(x - 10, _items_presenter.ActualHeight + 58));
+            x -= GroupLevelIndent;
+            var start = _grid.TranslatePoint(new Point(x, _grid.super_header_height + _col_header_presenter.ActualHeight), this);
+            var stop = _grid.TranslatePoint(new Point(x, _grid.ActualHeight), this);
+            dc.DrawLine(line.pen.Value, start, stop);
          }
       }
    }

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

@@ -98,9 +98,9 @@ namespace bts.shell {
       void IInitializable.initialize() {
          Disposable.dispose(ref _dispose);
          _dispose = Disposable.Create(
-            _bus.subscribe(SparkTags.ShowSyntheticCreateTag).ObserveOnDispatcher().Subscribe(_show_synthetic_create),
-            _bus.subscribe(SparkTags.ShowSyntheticStrategyTag).ObserveOnDispatcher().Subscribe(_show_synthetic_strategy),
-            _bus.subscribe(SparkTags.ShowSyntheticCloneTag).ObserveOnDispatcher().Subscribe(_show_synthetic_clone)
+            _bus.subscribe(SparkTags.ShowSyntheticCreateTag).OnDispatcher().Subscribe(_show_synthetic_create),
+            _bus.subscribe(SparkTags.ShowSyntheticStrategyTag).OnDispatcher().Subscribe(_show_synthetic_strategy),
+            _bus.subscribe(SparkTags.ShowSyntheticCloneTag).OnDispatcher().Subscribe(_show_synthetic_clone)
          );
       }
 

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

@@ -23,7 +23,6 @@
       HorizontalAlignment="Stretch" Margin="6"
       SyntheticName="{Binding name}"
       TickFactors="{Binding tick_factors}"
-      AvailableTickFactors="{Binding available_tick_factors_view}"
       IsNew="{Binding is_new}"
       CanUserAddNewLeg="{Binding can_add_leg}"
       IsNewLegPopupOpen="{Binding is_new_leg_popup_open}"

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

@@ -72,9 +72,9 @@
           c:DataGridFilterProperties.Filter="{Binding DataContext.security_key_filter, Source={u:DirectReference grid}}"
           c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_key_filter.active, Source={u:DirectReference grid}}"
           c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_key_filter.open, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource IntMinMaxTemplate}"
+          c:DataGridFilterProperties.FilterTemplate="{StaticResource RegexTemplate}"
         />
       </DataGrid.Columns>
     </c:DataGridEx>
   </Grid>
-</UserControl>
+</UserControl>

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

@@ -32,14 +32,14 @@ namespace mbts.spark {
             SparkCommand.create("Add", Icons.AddSynthetic, SparkTags.ShowSyntheticCreateTag).complete(
                () => new SecurityCriteria(), () => true
             ), SparkCommand.create("Remove", Icons.RemoveSynthetic, SparkTags.SyntheticDeleteTag).complete(
-               _vm.observable.SelectMany(vm => vm.current_row_observable),
-               can_row_change, r => r == null ? 0 : r.security_key
+               _vm.observable.SelectMany(vm => vm.current_row_observable.SelectMany(observe_row_mod_params)),
+               can_execute, select_security_id
             ), SparkCommand.create("Change", Icons.ModifySynthetic, SparkTags.ShowSyntheticStrategyTag).complete(
                _vm.observable.SelectMany(vm => vm.current_row_observable),
-               can_row_change, r => r == null ? SecurityDataHelper.Defaults.SecurityImmutable : r.security
+               r => r != null, r => r?.security ?? SecurityDataHelper.Defaults.SecurityImmutable
             ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
-               _vm.observable.SelectMany(vm => vm.current_row_observable),
-               r => r != null && r.strategy.HasValue, r => r == null ? default : (r.security, r.strategy.Value)
+               _vm.observable.SelectMany(vm => vm.current_row_observable.SelectMany(observe_row_strategy)),
+               rs => rs.HasValue, select_row_strategy_tuple
             ), SparkCommands.ShowLadder.complete(
                _vm.observable.SelectMany(vm => vm.current_security_md), md => md.HasValue, ObjectHelper.ValueOrDefault
             ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
@@ -49,10 +49,19 @@ namespace mbts.spark {
                })
          };
 
-         bool can_row_change(SyntheticManagementDialogVM.Row r) =>
-            r != null && r.n_working_orders == 0;
-      }
+         IObservable<RowModificationParams?> observe_row_mod_params(SyntheticManagementDialogVM.Row r) =>
+            r == null ? Observable.Return(new RowModificationParams?()) :
+            _orders_model.security_has_working_orders(r.security_key).Select(hwo => RowModificationParams.create(r.security, hwo));
 
+         IObservable<RowStrategy?> observe_row_strategy(SyntheticManagementDialogVM.Row r) =>
+            r == null ? Observable.Return(new RowStrategy?()) :
+            _orders_model.spreader.security_strategy(r.security.Id).Select(strategy => RowStrategy.create(r.security, strategy));
+
+         uint select_security_id(RowModificationParams? rmp) => rmp.HasValue ? rmp.Value.security.Id : 0;
+         (SecurityImmutable, ExecutionStrategyImmutable) select_row_strategy_tuple(RowStrategy? rs) => rs.HasValue ? (rs.Value.security, rs.Value.strategy) : default;
+         bool can_execute(RowModificationParams? rmp) => rmp.HasValue && !rmp.Value.has_working_orders;
+      }
+ 
       public void initialize(StartupData state) {
          Logger.notnull(state);
          _state = state;
@@ -71,5 +80,31 @@ namespace mbts.spark {
          Disposable.dispose(ref _vm);
          Commands.OfType<IDisposable>().DisposeAll();
       }
+
+      struct RowModificationParams {
+         public readonly SecurityImmutable security;
+         public readonly bool has_working_orders;
+
+         RowModificationParams(SecurityImmutable security, bool has_working_orders) {
+            this.security = security;
+            this.has_working_orders = has_working_orders;
+         }
+
+         public static RowModificationParams? create(SecurityImmutable security, bool has_working_orders) =>
+            new RowModificationParams(security, has_working_orders);
+      }
+
+      struct RowStrategy {
+         public readonly SecurityImmutable security;
+         public readonly ExecutionStrategyImmutable strategy;
+
+         RowStrategy(SecurityImmutable security, ExecutionStrategyImmutable strategy) {
+            this.security = security;
+            this.strategy = strategy;
+         }
+
+         public static RowStrategy? create(SecurityImmutable security, ExecutionStrategyImmutable strategy) =>
+            new RowStrategy(security, strategy);
+      }
    }
 }

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

@@ -16,7 +16,7 @@ namespace bts.shell {
       public SyntheticManagementWindowFactory(SpreaderShellModule module, IBus bus, OrdersModel orders_model) : base(module, "SyntheticManagement") {
          _bus = bus;
          _orders_model = orders_model;
-         _dispose = bus.subscribe(SparkTags.ShowSyntheticManagementTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowSyntheticManagementTag).OnDispatcher().Subscribe(show);
       }
 
       public override Task<IShellWindow> load(StartupData state) =>
@@ -53,6 +53,8 @@ namespace bts.shell {
          public IntMinMaxState n_legs;
          [ProtoMember(5)]
          public UIntMinMaxState n_working_orders;
+         [ProtoMember(6)]
+         public string security_key;
       }
    }
-}
+}

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

@@ -10,7 +10,7 @@ namespace mbts.spark {
          readonly Property<bool> _enabled;
 
          protected CellBase(IRowModel model, LegSpreaderParamsTuple leg_tup) =>
-            _enabled = backing(nameof(enabled), model.observe_enabled(leg_tup).ObserveOnDispatcher());
+            _enabled = backing(nameof(enabled), model.observe_enabled(leg_tup).OnDispatcher());
 
          public bool enabled => _enabled.Value;
       }
@@ -24,7 +24,7 @@ namespace mbts.spark {
             : base(model, leg_tup) {
             _model = model;
             _leg_tup = leg_tup;
-            _override_value_sub = model.observe_override_value(leg_tup).ObserveOnDispatcher().Subscribe(v => {
+            _override_value_sub = model.observe_override_value(leg_tup).OnDispatcher().Subscribe(v => {
                value = v;
                RaisePropertyChanged(nameof(value));
             });

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

@@ -1,6 +1,7 @@
 using bts.api;
 using bts.shell;
 using bts.spark;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -10,11 +11,9 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using System.Windows.Data;
 using System.Windows.Input;
 using System.Windows.Media;
 
@@ -23,7 +22,6 @@ namespace mbts.spark {
    /// The view model designed to serve as the DataContext for the SyntheticEditorView
    /// </summary>
    partial class SyntheticEditorVM : DisposableViewModelBase, IRequestViewClose, IRequestBindingSourceUpdate, IDisposable {
-      readonly ObservableCollection<TickFactors> _available_tick_factors = new ObservableCollection<TickFactors>(TickUtils.all_present_ticks());
       readonly QuantityModel _quantity_model;
       readonly PriceMultiplierModel _price_mult_model;
       readonly List<IDisposable> _resources = new List<IDisposable>();
@@ -44,10 +42,10 @@ namespace mbts.spark {
          _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
          title = $"Edit '{synthetic.Synthetic.Name}'";
          icon = Icons.ModifySynthetic;
-         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.ObserveOnDispatcher());
+         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
          var commit = new ObservantAsyncCommand(commit_async);
-         _resources.Add(security_has_working_orders.Select(v => !v).ObserveOnDispatcher().Subscribe(commit));
-         _resources.Add(_has_working_orders.ObserveOnDispatcher().Subscribe(vals => {
+         _resources.Add(security_has_working_orders.Select(v => !v).OnDispatcher().Subscribe(commit));
+         _resources.Add(_has_working_orders.OnDispatcher().Subscribe(vals => {
             if (vals.newval)
                set_error(nameof(has_working_orders), "Security has working orders");
             else clear_error(nameof(has_working_orders));
@@ -121,7 +119,7 @@ namespace mbts.spark {
                flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
                valid = false;
             }
-            if (_tick_factors == null || !_tick_factors.is_valid() || !_available_tick_factors.Contains(_tick_factors)) {
+            if (_tick_factors == null || !_tick_factors.is_valid()) {
                flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
                valid = false;
             }
@@ -133,6 +131,8 @@ namespace mbts.spark {
                _synthetic.ContractSpec.LowTick = tick_frac;
                _synthetic.ContractSpec.HighTick = tick_frac;
                _synthetic.ContractSpec.PriceBreak = double.MaxValue;
+               _synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
+               _synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
                uint? id = await model.create_synthetic(_synthetic);
                if (id.HasValue && id != 0) {
                   if (await model.save_strategy(id.Value, get_strategy())) {
@@ -152,8 +152,6 @@ namespace mbts.spark {
          _set_ticks_automatically = is_new;
          _set_quantities_automatically = is_new;
          _set_price_mults_automatically = is_new;
-         available_tick_factors_view = CollectionViewSource.GetDefaultView(_available_tick_factors);
-         available_tick_factors_view.GroupDescriptions.Add(new PropertyGroupDescription(nameof(TickFactors.tick_base)));
 
          _quantity_model = new QuantityModel(!is_new);
          _price_mult_model = new PriceMultiplierModel(!is_new);
@@ -173,7 +171,8 @@ namespace mbts.spark {
                }
                _is_setting_price_mults = false;
             };
-            _can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => leg_count < 2), leg_count < 2);
+            //_can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => leg_count < 2), leg_count < 2);
+            _can_add_leg = backing(nameof(can_add_leg), leg_tuples.ObserveSelf().Select(_ => true), true);
          } else {
             _can_add_leg = backing(nameof(can_add_leg), false);
          }
@@ -244,9 +243,11 @@ namespace mbts.spark {
       public TickFactors tick_factors {
          get => _tick_factors;
          set {
-            _tick_factors = value;
-            _set_ticks_automatically = false;
-            RaisePropertyChanged();
+            if (_tick_factors != value) {
+               _tick_factors = value;
+               _set_ticks_automatically = false;
+               RaisePropertyChanged();
+            }
          }
       }
       public bool has_working_orders => _has_working_orders.Value;
@@ -260,7 +261,6 @@ namespace mbts.spark {
       public IRaiseCanExecuteChangedCommand commit { get; }
       public ICommand remove_leg { get; }
       public ContractPickerModel contract_picker_model { get; }
-      public ICollectionView available_tick_factors_view { get; }
 
       public ExecutionStrategyImmutable get_strategy() {
          var mutable_strategy = _strategy.CloneToMutable();
@@ -327,8 +327,6 @@ namespace mbts.spark {
 
       void _deduce_ticks() {
          _tick_factors = TickUtils.deduce_ticks(leg_tuples.Select(l => l.leg.Security.ContractSpec));
-         if (_tick_factors != null && !_available_tick_factors.Contains(tick_factors))
-            _available_tick_factors.Add(_tick_factors);
          RaisePropertyChanged(nameof(tick_factors));
       }
 
@@ -337,4 +335,4 @@ namespace mbts.spark {
          else clear_error(nameof(leg_count));
       }
    }
-}
+}

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

@@ -26,8 +26,9 @@ namespace mbts.spark {
             description_filter.load_state(filters.description);
             n_legs_filter.load_state(filters.n_legs);
             n_working_orders_filter.load_state(filters.n_working_orders);
+			security_key_filter.load_state(filters.security_key);
          }
-         _dispose = DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter);
+         _dispose = DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter);
       }
 
       protected override Row row_factory((ExecutionStrategyImmutable? strategy, SecurityMD md) row_model) =>
@@ -41,6 +42,7 @@ namespace mbts.spark {
       public IDataGridColumnPersistentFilter<Row, string> description_filter { get; } = new RegexFilterVM<Row>(r => r.description, nameof(Row.description));
       public IDataGridColumnPersistentFilter<Row, IntMinMaxState> n_legs_filter { get; } = new IntMinMax<Row>(r => r.n_legs, nameof(Row.n_legs));
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> n_working_orders_filter { get; } = new UIntMinMax<Row>(r => r.n_working_orders, nameof(Row.n_legs));
+      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
 
       public FilterStates get_filter_states() =>
          new FilterStates {
@@ -48,7 +50,8 @@ namespace mbts.spark {
             create_time = create_time_filter.get_state(),
             name = name_filter.get_state(),
             n_legs = n_legs_filter.get_state(),
-            n_working_orders = n_working_orders_filter.get_state()
+            n_working_orders = n_working_orders_filter.get_state(),
+            security_key = security_key_filter.get_state()
          };
       #endregion
 
@@ -66,7 +69,7 @@ namespace mbts.spark {
                .Select(t => (uint)(t.state
                   .Where(kv => kv.Value.is_active())
                   .Count())
-                ).ObserveOnDispatcher());
+                ).OnDispatcher());
             name = security.Synthetic.Name;
             n_legs = security.Synthetic.Legs.Count();
             description = SecurityFormatter.format_contract_legs(security.Synthetic.Legs);
@@ -104,4 +107,4 @@ namespace mbts.spark {
             });
       }
    }
-}
+}

src/client/spark/Modules/Support/ActivityLog/ActivityLogWindow.cs

@@ -38,7 +38,7 @@ namespace bts.shell
       }
 
       public void thread_init() {
-         _dispose = _message_src.ObserveOnDispatcher().Subscribe(_messages.AddLog);
+         _dispose = _message_src.OnDispatcher().Subscribe(_messages.AddLog);
          _content =
             new LogViewer {
                ItemsSource = _messages,

src/client/spark/Modules/Support/SupportShellModule.cs

@@ -23,7 +23,7 @@ namespace bts.shell {
       public HelpShellModule(IBus bus, IBrowserWindowManager browser) {
          _awf = new ActivityWindowFactory(this, bus);
          _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.ShowUri).ObserveOnDispatcher().Subscribe(u => browser.Pages.Add(u))
+            bus.subscribe(SparkTags.ShowUri).OnDispatcher().Subscribe(u => browser.Pages.Add(u))
          );
       }
 

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

@@ -12,6 +12,7 @@ using System.Collections.ObjectModel;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Data;
+using static bts.api.orderman.Fill.Types;
 using static bts.shell.FillsWindowFactory;
 using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.FillsView;
@@ -24,13 +25,16 @@ namespace mbts.spark {
       public FillsVM(IBus bus, OrdersModel model, StartupData state)
          : this(bus, model, _get_observable(bus, model, state), state.sorting_criteria, state.filters) { }
 
-      FillsVM(IBus bus, OrdersModel model, IObservable<ITableUpdateTransform<FillTuple, string>> fills_source, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
-         : base(RXCollection.CreateTableUpdate(fills_source), sorting_criteria) {
+      FillsVM(IBus bus, OrdersModel model, IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> fills_source, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
+         : base(RXCollection.CreateIncrementalUpdate(fills_source), sorting_criteria) {
          _model = model;
          account_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_accounts(), r => r.account, nameof(Row.account));
          user_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_users(), r => r.user, nameof(Row.user));
          security_filter = DiscreteValuesFilterVM.Create<Row, SecurityImmutable, SecurityCriteria>(
-            fills_source.with_respect_to(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable, s => s.Id, ft => ft.key).Select(t => (t.added, t.removed)),
+            fills_source.with_respect_to(
+               ft => ft.security_md.HasValue ? ft.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable,
+               s => s.Id, ft => ft.key
+            ).Select(t => (t.added.Values, t.removed.Values)),
             r => r.security,
             SecurityCriteria.from_securities,
             SecurityCriteria.get_to_securities(bus),
@@ -49,6 +53,7 @@ namespace mbts.spark {
             side_filter.load_state(filters.side);
             price_filter.load_state(filters.price);
             size_filter.load_state(filters.size);
+            fill_kind_filter.load_state(filters.fill_kind);
             fill_key_filter.load_state(filters.fill_key);
             order_key_filter.load_state(filters.order_key);
             security_key_filter.load_state(filters.security_key);
@@ -71,6 +76,7 @@ namespace mbts.spark {
          columns.Add(new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { sort_member_path = nameof(Row.side) });
          add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
          add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
+         add_col(Columns.FillKind, "Fill Kind", r => r.fill_kind.ToString(), nameof(Row.fill_kind), fill_kind_filter, DataGridFilterKnownTemplates.DiscreteValues, 70);
          add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), nameof(Row.fill_key), fill_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
          add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), nameof(Row.order_key), order_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
          add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
@@ -84,7 +90,7 @@ namespace mbts.spark {
          //
          _resources.Add(DataGridFilterHelper.hook_filters(rows_view,
             fill_time_filter, time_in_force_filter, order_type_filter, account_filter, user_filter, exchange_filter,
-            security_filter, side_filter, price_filter, size_filter, fill_key_filter, order_key_filter, security_key_filter
+            security_filter, side_filter, price_filter, size_filter, fill_kind_filter, fill_key_filter, order_key_filter, security_key_filter
          ));
       }
 
@@ -101,6 +107,7 @@ namespace mbts.spark {
       public IDataGridColumnPersistentFilter<Row, Side[]> side_filter { get; } = DiscreteValuesFilterVM.Create<Row, Side>(new[] { Side.Buy, Side.Sell }, r => r.side, nameof(Row.side));
       public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
       public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> size_filter { get; } = new DoubleMinMax<Row>(r => r.size, nameof(Row.size));
+      public IDataGridColumnPersistentFilter<Row, FillKind[]> fill_kind_filter { get; } = DiscreteValuesFilterVM.Create<Row, FillKind>(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill_kind, nameof(Row.fill_kind));
       public IDataGridColumnPersistentFilter<Row, string> fill_key_filter { get; } = new RegexFilterVM<Row>(r => r.fill_key, nameof(Row.fill_key));
       public IDataGridColumnPersistentFilter<Row, string> order_key_filter { get; } = new RegexFilterVM<Row>(r => r.order_key.ToString(), nameof(Row.order_key));
       public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
@@ -117,6 +124,7 @@ namespace mbts.spark {
             side = side_filter.get_state(),
             price = price_filter.get_state(),
             size = size_filter.get_state(),
+            fill_kind = fill_kind_filter.get_state(),
             fill_key = fill_key_filter.get_state(),
             order_key = order_key_filter.get_state(),
             security_key = security_key_filter.get_state()
@@ -126,8 +134,8 @@ namespace mbts.spark {
       protected override Row row_factory(FillTuple row_model) => new Row(row_model, _model);
       protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.fill_time), false); }
 
-      static IObservable<ITableUpdateTransform<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, StartupData state) {
-         if (state.orders != null && state.orders.Length == 0) {
+      static IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, StartupData 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;
@@ -138,7 +146,7 @@ namespace mbts.spark {
          readonly FillImmutable _fill;
          readonly OrderRecordImmutable _order;
 
-         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security ?? SecurityDataHelper.Defaults.Security) {
+         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.Security) {
             _fill = fill_tuple.fill;
             _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
             _model = model;
@@ -154,6 +162,7 @@ namespace mbts.spark {
          public Side side => _fill.Side;
          public double price => _fill.LastPrice;
          public double size => _fill.LastShares;
+         public FillKind fill_kind => _fill.FillKind;
          public string fill_key => _fill.FillKey;
          public string order_key => _order.Key.ToString();
 

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

@@ -7,7 +7,7 @@ namespace mbts.ui.spark {
    /// Interaction logic for FillsView.xaml
    /// </summary>
    partial class FillsView : UserControl {
-      public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKey, OrderKey, SecurityKey, ExchangeOrderID }
+      public enum Columns { FillTime, User, Account, Exchange, Security, TimeInForce, OrderType, Side, Price, Size, FillKind, FillKey, OrderKey, SecurityKey, ExchangeOrderID }
 
       public FillsView() =>
          InitializeComponent();

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

@@ -18,7 +18,7 @@ namespace bts.shell {
          : base(module, "Fills") {
          _bus = bus;
          _orders_model = orders_model;
-         _dispose = bus.subscribe(SparkTags.ShowFillsTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowFillsTag).OnDispatcher().Subscribe(show);
       }
 
       public override Task<IShellWindow> load(StartupData state) =>
@@ -74,6 +74,8 @@ namespace bts.shell {
          public string order_key;
          [ProtoMember(13)]
          public string security_key;
+         [ProtoMember(14)]
+         public Fill.Types.FillKind[] fill_kind;
       }
    }
 }

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

@@ -30,12 +30,11 @@ namespace bts.shell {
          _wm = wm;
          _settings_hub = settings_hub;
          _orders_model = orders_model;
-         var window_props = Configuration.get<bts.config.IShellWindowProps>();
-         _max_ladders_open = (int)(window_props?.ladder?.max_total_open ?? 75);
+         _max_ladders_open = (int)(Configuration.get<bts.config.LadderKnobs>().max_open_ladders);
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
-            bus.subscribe(SparkTags.ShowLadderTag).ObserveOnDispatcher().Subscribe(s => show_windows(new[] { s })),
-            bus.subscribe(SparkTags.ShowLaddersTag).ObserveOnDispatcher().Subscribe(show_windows)
+            bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
+            bus.subscribe(SparkTags.ShowLaddersTag).OnDispatcher().Subscribe(show_windows)
          );
       }
 
@@ -77,6 +76,7 @@ namespace bts.shell {
                s.ask_break_line = LadderSettings.Default.ask_break_line;
             if (s.mid_break_line == null)
                s.mid_break_line = LadderSettings.Default.mid_break_line;
+            s.row_height = LadderRender.measure_row_height(s);
             return s;
          }
       }

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

@@ -17,7 +17,7 @@ namespace bts.shell {
          _bus = bus;
          _model = model;
 
-         _dispose = bus.subscribe(SparkTags.ShowOrderBookTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowOrderBookTag).OnDispatcher().Subscribe(show);
       }
 
       public override Task<IShellWindow> load(OrderBookStartupData state) {
@@ -85,6 +85,8 @@ namespace bts.shell {
          public TimeFilterTuple last_change;
          [ProtoMember(18)]
          public string security_regex;
+         [ProtoMember(19)]
+         public api.orderman.OrderSubType[] order_sub_types;
       }
    }
 }

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

@@ -1,6 +1,8 @@
 using bts.api;
+using bts.api.orderman;
 using bts.spark;
 using mbts.spark;
+using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.spark;
 using ProtoBuf;
@@ -17,10 +19,9 @@ namespace bts.shell {
          _bus = bus;
          _model = model;
 
-         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).ObserveOnDispatcher().Subscribe(show);
+         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
       }
 
-
       public override Task<IShellWindow> load(PAndLStartupData state) {
          var w = new PAndLWindow(_model, this, _bus, state, SparkCommands.ShowPAndL.icon) as IShellWindow;
          return Task.FromResult(w);
@@ -33,6 +34,61 @@ namespace bts.shell {
 
       [ProtoContract]
       public class PAndLStartupData {
+
+         /// <summary>
+         /// Parameterless constructor for protobuf
+         /// </summary>
+         public PAndLStartupData() { }
+
+         public PAndLStartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, pnl_calc_type calc_type, TimeSpan start_of_day_time) {
+            this.sort_criteria = sorting_criteria;
+            this.filters = filters;
+            this.calc_type = calc_type;
+            this.start_of_day_time = start_of_day_time;
+         }
+
+         [ProtoMember(5)]
+         public readonly List<SortingCriteria> sort_criteria;
+         [ProtoMember(10)]
+         public FilterStates filters;
+         [ProtoMember(15)]
+         public pnl_calc_type calc_type;
+         [ProtoMember(20)]
+         public TimeSpan? start_of_day_time;
+         
+      }
+
+      [ProtoContract]
+      public class FilterStates {
+         [ProtoMember(1)]
+         public string account_regex;
+         [ProtoMember(2)]
+         public string exchange_regex;
+         [ProtoMember(3)]
+         public string symbol_regex;
+         [ProtoMember(4)]
+         public string security_regex;
+         [ProtoMember(5)]
+         public IntMinMaxState start_net_pos;
+         [ProtoMember(6)]
+         public DoubleMinMaxState start_pnl;
+         [ProtoMember(7)]
+         public UIntMinMaxState day_long_pos;
+         [ProtoMember(8)]
+         public UIntMinMaxState day_short_pos;
+         [ProtoMember(9)]
+         public DoubleMinMaxState day_pnl;
+         [ProtoMember(10)]
+         public IntMinMaxState total_net_pos;
+         [ProtoMember(11)]
+         public DoubleMinMaxState total_pnl;
+         [ProtoMember(12)]
+         public DoubleMinMaxState pnl_price;
+
+         // [ProtoMember(13)]
+         // ProtoMember 13 cannot be used further
+         [ProtoMember(14)]
+         public SecurityType[] security_types;
       }
 
    }

src/client/spark/Orders/ExistingOrderTicketVM.cs

@@ -21,10 +21,9 @@ namespace mbts.spark {
       public ExistingOrderTicketVM(OrdersModel model, IObservable<OrderRecordTuple> order_source, IObservable<int[]> calculator_buttons) {
          uint? key = null;
          var security_md_source = order_source.Where(ot => ot.security_md.HasValue).Select(ot => ot.security_md.Value);
-         var security_source = security_md_source.Select(smd => smd.security);
          //
-         _security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
-         properties_vm = new OrderPropertiesEditorVM(model, security_source.ObserveOnDispatcher(), order_source.Select(ot => new InlineOrderProperties(model, ot.order.Def)));
+         _security = backing(nameof(security), security_md_source.Select(smd => smd.security), SecurityDataHelper.Defaults.SecurityImmutable);
+         properties_vm = new OrderPropertiesEditorVM(model, security_md_source, order_source.Select(ot => new InlineOrderProperties(model, ot.order.Def)));
          _price = backing(nameof(price), double.NaN);
          size_calculator = new CalculatorLogic(null, calculator_buttons);
          _current_price = backing(nameof(current_price), order_source.Select(ort => ort.order.State.Price));
@@ -83,15 +82,15 @@ namespace mbts.spark {
             size_calculator,
             properties_vm,
             bbo = new BBOVM(security_md_source),
-            order_source.ObserveOnDispatcher().Subscribe(ort => {
+            order_source.OnDispatcher().Subscribe(ort => {
                key = ort.order.Key;
                if (DoubleHelper.IsNaNOrInfinity(price))
                   price = ort.order.State.Price;
                if (!size_calculator.value.HasValue || !size_calculator.value_setter_called)
                   size_calculator.bypass_value_setter(ort.order.State.Quantity);
             }),
-            Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).ObserveOnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
-            _price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().ObserveOnDispatcher().Subscribe(modify_order));
+            Observable.Merge(_price_dirty, _size_dirty, _account_dirty, _time_in_force_dirty, _order_type_dirty).OnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(dirty_items_text))),
+            _price_dirty.observe_current(true).CombineLatest(_size_dirty.observe_current(true), (pd, sd) => pd || sd).DistinctUntilChanged().OnDispatcher().Subscribe(modify_order));
          this.modify_order = modify_order;
          set_price_command = new DelegateCommand<double>(_price.set);
       }

src/client/spark/Orders/FillTuple.cs

@@ -1,32 +1,53 @@
 using bts.api;
 using bts.api.orderman;
+using mbts.utils;
 using System;
 
-namespace mbts.spark
-{
+namespace mbts.spark {
    class FillTuple : IEquatable<FillTuple> {
       public readonly FillImmutable fill;
       public readonly OrderRecordImmutable? order;
-      public readonly SecurityImmutable? security;
-      public readonly string key;
+      public readonly SecurityMD? security_md;
+      public readonly FillTupleKey key;
 
-      public FillTuple(FillImmutable fill, OrderRecordImmutable? order, SecurityImmutable? security) {
+      public FillTuple(FillImmutable fill, OrderRecordImmutable? order, SecurityMD? security_md) {
          this.fill = fill;
          this.order = order;
-         this.security = security;
-         // a FillTuple that DOES NOT HAVE associated order/security needs to be distinguishable
-         // from a FillTuple (of the same underlying FillImmutable) that DOES HAVE associated order/security
-         key = fill.FillKey;
-         if (!order.HasValue) key += "!o";
-         if (!security.HasValue) key += "!s";
+         this.security_md = security_md;
+         key = new FillTupleKey(fill.FillKey, order.HasValue ? order.Value.Key : 0u, security_md.HasValue ? security_md.Value.security.Id : 0u);
       }
 
       public bool Equals(FillTuple other) => other != null
          && other.order.HasValue == order.HasValue
-         && other.security.HasValue == security.HasValue
+         && other.security_md.HasValue == security_md.HasValue
          && other.fill.Equals(fill);
 
       public override bool Equals(object obj) => Equals(obj as FillTuple);
       public override int GetHashCode() => key.GetHashCode();
    }
+
+   struct FillTupleKey : IEquatable<FillTupleKey> {
+      public readonly string fill_key;
+      public readonly uint order_key, security_key;
+
+      public FillTupleKey(string fill_key, uint order_key, uint security_key) {
+         this.fill_key = fill_key;
+         this.order_key = order_key;
+         this.security_key = security_key;
+      }
+
+      public bool Equals(FillTupleKey other) =>
+         other.order_key == order_key &&
+         other.security_key == security_key &&
+         other.fill_key == fill_key;
+
+      public override bool Equals(object obj) =>
+         obj is FillTupleKey k && Equals(k);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            fill_key.GetHashCode(),
+            (int)order_key,
+            (int)security_key);
+   }
 }

src/client/spark/Orders/FillTupleSource.cs

@@ -1,5 +1,4 @@
-using bts.api;
-using bts.api.core;
+using bts.api.core;
 using bts.api.orderman;
 using mbts.collections;
 using mbts.utils;
@@ -7,23 +6,25 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Reactive.Subjects;
 using System.Threading;
 
 namespace mbts.spark {
-   class FillTupleSource : IDisposable {
-      public static IObservable<ITableUpdateTransform<FillTuple, string>> create_observable(
+   class FillTupleSource : IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>>, IDisposable {
+      // returns a ref-count Observable.Create-wrapper that initializes/destroys the [hot-observable] FillTupleSource.
+      // (initializes when the first subscription is made, and destroys when the last subscription is disposed).
+      public static IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> create_observable(
          IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
          IObservable<TableUpdate<OrderRecordImmutable, uint>> orders,
-         IObservable<TableUpdate<FillImmutable, string>> fills
-      ) {
+         IObservable<TableUpdate<FillImmutable, string>> fills) {
          FillTupleSource source = null;
          int ref_count = 0;
-         return Observable.Create<TableUpdateTransform<FillTuple, string>>(observer => {
+         return Observable.Create<IIncrementalUpdate<FillTuple, FillTupleKey>>(observer => {
             if (Interlocked.Increment(ref ref_count) == 1) {
                SparkUtils.lazy_assert(source == null, () => fmt_assert_msg("source should be null, there must be a leak."));
                source = new FillTupleSource(securities, orders, fills);
             }
-            IDisposable sub = source.fill_tuples.Subscribe(observer);
+            IDisposable sub = source.Subscribe(observer);
             return Disposable.Create(() => {
                Disposable.dispose_once(ref sub);
                if (Interlocked.Decrement(ref ref_count) == 0)
@@ -33,153 +34,155 @@ namespace mbts.spark {
          string fmt_assert_msg(string msg) => $"{nameof(FillTupleSource)}.{nameof(create_observable)}: {msg}";
       }
 
+      readonly Subject<IIncrementalUpdate<FillTuple, FillTupleKey>> _subject = new Subject<IIncrementalUpdate<FillTuple, FillTupleKey>>();
+      readonly Dictionary<FillTupleKey, FillTuple> _state = new Dictionary<FillTupleKey, FillTuple>();
+      readonly SetMap<uint, string> _order_fills = new SetMap<uint, string>();
+      readonly SetMap<uint, string> _security_fills = new SetMap<uint, string>();
+      IReadOnlyDictionary<string, FillImmutable> _fills_cache = new Dictionary<string, FillImmutable>(0);
+      IReadOnlyDictionary<uint, OrderRecordImmutable> _orders_cache = new Dictionary<uint, OrderRecordImmutable>(0);
+      IReadOnlyDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
+      // _n_write_ops should never be greater than 1, bc all 3 input observables fire 'OnDispatcher'
+      int _n_read_ops, _n_write_ops; 
       IDisposable _dispose;
 
       FillTupleSource(
          IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
          IObservable<TableUpdate<OrderRecordImmutable, uint>> orders,
-         IObservable<TableUpdate<FillImmutable, string>> fills) {
-         State state = new State();
-         var src = Observable.FromEvent<Action<TableUpdateTransform<FillTuple, string>>, TableUpdateTransform<FillTuple, string>>(cb => _updated += cb, cb => _updated -= cb);
-         fill_tuples = Observable.Create<TableUpdateTransform<FillTuple, string>>(observer => {
-            var init_state = state.fill_tuples.state.ToDictionary();
-            observer.OnNext(new TableUpdateTransform<FillTuple, string>(init_state, init_state.Values.ToList(), new List<FillTuple>(0)));
-            return src.Subscribe(observer);
-         });
+         IObservable<TableUpdate<FillImmutable, string>> fills) =>
+         //
          _dispose = Disposable.Create(
-            securities.ObserveOnDispatcher().Subscribe(s => update(state.update_securities(s))),
-            orders.ObserveOnDispatcher().Subscribe(o => update(state.update_orders(o))),
-            fills.ObserveOnDispatcher().Subscribe(f => update(state.update_fills(f)))
-         );
-         void update(State new_state) {
-            state = new_state;
-            _updated?.Invoke(state.fill_tuples);
+            securities.OnDispatcher().Subscribe(_update_securities),
+            orders.OnDispatcher().Subscribe(_update_orders),
+            fills.OnDispatcher().Subscribe(_update_fills));
+
+      public IDisposable Subscribe(IObserver<IIncrementalUpdate<FillTuple, FillTupleKey>> observer) {
+         using (_read()) {
+            observer.OnNext(new IncrementalUpdate<FillTuple, FillTupleKey>(new Dictionary<FillTupleKey, FillTuple>(_state), new Dictionary<FillTupleKey, FillTuple>(0)));
+            return _subject.Subscribe(observer);
          }
       }
 
-      event Action<TableUpdateTransform<FillTuple, string>> _updated;
+      public void Dispose() => Disposable.dispose(ref _dispose);
 
-      IObservable<TableUpdateTransform<FillTuple, string>> fill_tuples { get; }
-
-      public void Dispose() =>
-         Disposable.dispose(ref _dispose);
-
-      class State {
-         readonly IReadOnlyDictionary<string, FillImmutable> _fills;
-         readonly IReadOnlyDictionary<uint, OrderRecordImmutable> _orders;
-         readonly IReadOnlyDictionary<uint, SecurityMD> _securities;
-         readonly TableUpdateTransform<FillTuple, string> _fill_tuples;
-         readonly SetMap<uint, string> _order_fills;
-         readonly SetMap<uint, string> _security_fills;
-
-         public State() : this(
-            new Dictionary<string, FillImmutable>(),
-            new Dictionary<uint, OrderRecordImmutable>(),
-            new Dictionary<uint, SecurityMD>(),
-            new TableUpdateTransform<FillTuple, string>(new Dictionary<string, FillTuple>(), new List<FillTuple>(), new List<FillTuple>()),
-            new SetMap<uint, string>(),
-            new SetMap<uint, string>()
-         ) { }
-
-         State(
-            IReadOnlyDictionary<string, FillImmutable> fills,
-            IReadOnlyDictionary<uint, OrderRecordImmutable> orders,
-            IReadOnlyDictionary<uint, SecurityMD> securities,
-            TableUpdateTransform<FillTuple, string> fill_tuples,
-            SetMap<uint, string> order_fill_tuples,
-            SetMap<uint, string> security_fill_tuples
-         ) {
-            _fills = fills;
-            _orders = orders;
-            _securities = securities;
-            _fill_tuples = fill_tuples;
-            _order_fills = order_fill_tuples;
-            _security_fills = security_fill_tuples;
+      void _update_fills(TableUpdate<FillImmutable, string> fills) {
+         using (_write()) {
+            Dictionary<FillTupleKey, FillTuple> removed = new Dictionary<FillTupleKey, FillTuple>(), added = new Dictionary<FillTupleKey, FillTuple>();
+            foreach (FillImmutable fill in fills.removed) {
+               FillTuple old_ft = new FillTuple(fill, _get_order(fill.OrderKey), _get_security_md(fill.SecurityKey));
+               removed.Add(old_ft.key, old_ft);
+               _security_fills.remove(fill.SecurityKey, fill.FillKey);
+               _order_fills.remove(fill.OrderKey, fill.FillKey);
+            }
+            foreach (FillImmutable fill in fills.added) {
+               FillTuple new_ft = new FillTuple(fill, _get_order(fill.OrderKey), _get_security_md(fill.SecurityKey));
+               added.Add(new_ft.key, new_ft);
+               _security_fills.add(fill.SecurityKey, fill.FillKey);
+               _order_fills.add(fill.OrderKey, fill.FillKey);
+            }
+            _fills_cache = fills.state;
+            _apply_changes(added, removed);
          }
+      }
 
-         public TableUpdateTransform<FillTuple, string> fill_tuples => _fill_tuples;
-
-         public State update_fills(TableUpdate<FillImmutable, string> fills) {
-            var removed = fills.removed.Select(get_fill_tuple).ToList();
-            var added = fills.added.Select(get_fill_tuple).ToList();
-            var order_fills = _order_fills.clone();
-            var security_fills = _security_fills.clone();
-            HashSet<string> added_keys = new HashSet<string>(fills.added.Select(f => f.FillKey)),
-               removed_keys = new HashSet<string>(fills.removed.Select(f => f.FillKey));
-            foreach (var ft in removed) {
-               string k = ft.fill.FillKey;
-               if (!added_keys.Contains(k)) {
-                  order_fills.remove(ft.fill.OrderKey, k);
-                  security_fills.remove(ft.fill.SecurityKey, k);
+      void _update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
+         using (_write()) {
+            Dictionary<FillTupleKey, FillTuple> added = new Dictionary<FillTupleKey, FillTuple>(), removed = new Dictionary<FillTupleKey, FillTuple>();
+            HashSet<uint> changed_keys = new HashSet<uint>();
+            foreach (var o in orders.removed) {
+               if (_order_fills.try_lookup(o.Key, out ISet<string> fill_keys)) {
+                  OrderRecordImmutable? curr_order = null;
+                  if (orders.try_get(o.Key, out OrderRecordImmutable newval)) {
+                     curr_order = newval;
+                     changed_keys.Add(o.Key);
+                  }
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  foreach (FillImmutable fill in fills) {
+                     SecurityMD? sec_md = _get_security_md(fill.SecurityKey);
+                     FillTuple old_ft = new FillTuple(fill, o, sec_md);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, curr_order, sec_md);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
-            foreach (var ft in added) {
-               string k = ft.fill.FillKey;
-               if (!removed_keys.Contains(k)) {
-                  order_fills.add(ft.fill.OrderKey, k);
-                  security_fills.add(ft.fill.SecurityKey, k);
+            foreach (var o in orders.added) {
+               if (!changed_keys.Contains(o.Key) && _order_fills.try_lookup(o.Key, out ISet<string> fill_keys)) {
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  foreach (FillImmutable fill in fills) {
+                     SecurityMD? sec_md = _get_security_md(fill.SecurityKey);
+                     FillTuple old_ft = new FillTuple(fill, null, sec_md);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, o, sec_md);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
-            return new State(fills.state, _orders, _securities, _fill_tuples.update(removed, added, f => f.key), order_fills, security_fills);
-            //
-            FillTuple get_fill_tuple(FillImmutable fill) =>
-               new FillTuple(fill, _orders.TryGetValue(fill.OrderKey, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?(),
-                  _securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
+            _orders_cache = orders.state;
+            _apply_changes(added, removed);
          }
+      }
 
-         public State update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
-            List<FillTuple> added = new List<FillTuple>(), removed = new List<FillTuple>();
-            orders.detect_changed_keys(o => o.Key, out HashSet<uint> removed_keys, out HashSet<uint> added_keys, out HashSet<uint> changed_keys);
-            foreach (var k in removed_keys) {
-               if (_order_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  removed.AddRange(get_fill_tuples(_orders[k], fill_keys));
-                  added.AddRange(get_fill_tuples(null, fill_keys));
-               }
-            }
-            foreach (var k in added_keys) {
-               if (_order_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  removed.AddRange(get_fill_tuples(null, fill_keys));
-                  added.AddRange(get_fill_tuples(orders.get(k), fill_keys));
-               }
-            }
-            foreach (var k in changed_keys) {
-               if (_order_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  removed.AddRange(get_fill_tuples(_orders[k], fill_keys));
-                  added.AddRange(get_fill_tuples(orders.get(k), fill_keys));
-               }
-            }
-            return new State(_fills, orders.state, _securities, _fill_tuples.update(removed, added, ft => ft.key), _order_fills, _security_fills);
-            //
-            IEnumerable<FillTuple> get_fill_tuples(OrderRecordImmutable? o, ISet<string> fill_keys) =>
-               fill_keys.Select(k => {
-                  var fill = _fills[k];
-                  return new FillTuple(fill, o, _securities.TryGetValue(fill.SecurityKey, out SecurityMD s) ? s.security : new SecurityImmutable?());
-               });
-         }
-
-         public State update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
-            List<FillTuple> added = new List<FillTuple>(), removed = new List<FillTuple>();
-            _securities.Keys.difference(securities.Keys, out IEnumerable<uint> added_keys, out IEnumerable<uint> removed_keys);
+      void _update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
+         using (_write()) {
+            Dictionary<FillTupleKey, FillTuple> added = new Dictionary<FillTupleKey, FillTuple>(), removed = new Dictionary<FillTupleKey, FillTuple>();
+            _security_md_cache.Keys.difference(securities.Keys, out IEnumerable<uint> added_keys, out IEnumerable<uint> removed_keys);
             foreach (var k in removed_keys) {
                if (_security_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  removed.AddRange(get_fill_tuples(_securities[k].security, fill_keys));
-                  added.AddRange(get_fill_tuples(null, fill_keys));
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  SecurityMD old_sec_md = _security_md_cache[k];
+                  foreach (FillImmutable fill in fills) {
+                     OrderRecordImmutable? order = _get_order(fill.OrderKey);
+                     FillTuple old_ft = new FillTuple(fill, order, old_sec_md);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, order, null);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
             foreach (var k in added_keys) {
                if (_security_fills.try_lookup(k, out ISet<string> fill_keys)) {
-                  removed.AddRange(get_fill_tuples(null, fill_keys));
-                  added.AddRange(get_fill_tuples(securities[k].security, fill_keys));
+                  IEnumerable<FillImmutable> fills = fill_keys.Select(fk => _fills_cache[fk]);
+                  SecurityMD new_sec_md = securities[k];
+                  foreach (FillImmutable fill in fills) {
+                     OrderRecordImmutable? order = _get_order(fill.OrderKey);
+                     FillTuple old_ft = new FillTuple(fill, order, null);
+                     removed.Add(old_ft.key, old_ft);
+                     FillTuple new_ft = new FillTuple(fill, order, new_sec_md);
+                     added.Add(new_ft.key, new_ft);
+                  }
                }
             }
-            return new State(_fills, _orders, securities, _fill_tuples.update(removed, added, f => f.key), _order_fills, _security_fills);
-            //
-            IEnumerable<FillTuple> get_fill_tuples(SecurityImmutable? s, ISet<string> fill_keys) =>
-               fill_keys.Select(k => {
-                  var fill = _fills[k];
-                  return new FillTuple(fill, _orders.TryGetValue(fill.OrderKey, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?(), s);
-               });
+            _security_md_cache = securities;
+            _apply_changes(added, removed);
          }
       }
+
+      SecurityMD? _get_security_md(uint key) =>
+         _security_md_cache.TryGetValue(key, out SecurityMD smd) ? smd : new SecurityMD?();
+
+      OrderRecordImmutable? _get_order(uint key) =>
+         _orders_cache.TryGetValue(key, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?();
+
+      void _apply_changes(Dictionary<FillTupleKey, FillTuple> added, Dictionary<FillTupleKey, FillTuple> removed) {
+         foreach (var kv in removed)
+            _state.Remove(kv.Key);
+         foreach (var kv in added)
+            _state.Add(kv.Key, kv.Value);
+         _subject.OnNext(new IncrementalUpdate<FillTuple, FillTupleKey>(added, removed));
+      }
+
+      IDisposable _read() {
+         while (_n_write_ops > 0)
+            Thread.Yield();
+         Interlocked.Increment(ref _n_read_ops);
+         return Disposable.Create(() => Interlocked.Decrement(ref _n_read_ops));
+      }
+
+      IDisposable _write() {
+         while (_n_read_ops > 0)
+            Thread.Yield();
+         Interlocked.Increment(ref _n_write_ops);
+         return Disposable.Create(() => Interlocked.Decrement(ref _n_write_ops));
+      }
    }
 }

src/client/spark/Orders/NewOrderTicketVM.cs

@@ -47,9 +47,8 @@ namespace mbts.spark {
          IObservable<InlineOrderTicketProperties> props_source,
          IObservable<int[]> calculator_buttons
       ) {
-         var security_source = security_md_source.Select(smd => smd.security);
-         _security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
-         properties_vm = new OrderPropertiesEditorVM(model, security_source, props_source.Select(p => p.order_props));
+         _security = backing(nameof(security), security_md_source.Select(smd => smd.security), SecurityDataHelper.Defaults.SecurityImmutable);
+         properties_vm = new OrderPropertiesEditorVM(model, security_md_source, props_source.Select(p => p.order_props));
          bbo = new BBOVM(security_md_source);
          send_order = new DelegateCommand<Side>(side => {
             bool price_valid = _validate_price(), size_valid = size_calculator.validate();
@@ -61,7 +60,7 @@ namespace mbts.spark {
          set_price_command = new DelegateCommand<double>(set_price);
          _dispose = Disposable.Create(
             size_calculator = new CalculatorLogic(0, calculator_buttons),
-            props_source.ObserveOnDispatcher().Subscribe(p => on_props(p.price, p.size))
+            props_source.OnDispatcher().Subscribe(p => on_props(p.price, p.size))
          );
 
          void on_props(InlineUserProperty<double> price_prop, InlineUserProperty<uint> size_prop) {

src/client/spark/Orders/OrderActivitySummarizer.cs

@@ -114,7 +114,7 @@ namespace bts.spark {
             (var security, var spec) = get_security(neworder.Def.SecurityKey);
             //
             // description
-            var mod_desc = modified_description(oldorder, neworder, spec.Value);
+            var mod_desc = modified_description(oldorder, neworder, spec);
             if (!string.IsNullOrEmpty(mod_desc)) {
                log_status(ActivityLogCategory.modify, security, mod_desc);
             }

src/client/spark/Orders/OrderModificationControl.xaml.cs

@@ -20,6 +20,11 @@ namespace mbts.ui.spark {
       public DataTemplate StopLimitOrderTemplate { get; set; }
       public DataTemplate StopMarketOrderTemplate { get; set; }
       public DataTemplate TimeBoxOrderTemplate { get; set; }
+      public DataTemplate TickOrderTemplate { get; set; }
+      public DataTemplate LeanOrderTemplate { get; set; }
+      public DataTemplate JoinOrderTemplate { get; set; }
+      public DataTemplate TopOrderTemplate { get; set; }
+      public DataTemplate TriggerOrderTemplate { get; set; }
       public DataTemplate IcebergOrderTemplate { get; set; }
       public DataTemplate SpreaderTemplate { get; set; }
       public DataTemplate BTSStopOrderTemplate { get; set; }
@@ -33,6 +38,11 @@ namespace mbts.ui.spark {
                case CustomOrderDefinition.CustomOneofCase.Stop: return StopMarketOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.StopLimit: return StopLimitOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.TimeBox: return TimeBoxOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Tick: return TickOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Lean: return LeanOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Join: return JoinOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Top: return TopOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Trigger: return TriggerOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Iceberg: return IcebergOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Spreader: return SpreaderTemplate;
             }

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -8,7 +8,6 @@ using System.Collections.ObjectModel;
 using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 
 namespace mbts.spark {
    class InlineOrderProperties {
@@ -44,9 +43,10 @@ namespace mbts.spark {
       readonly SelectorProperty<IOrderTypeVM> _order_type;
       IDisposable _order_type_param_errors_sub;
 
-      public OrderPropertiesEditorVM(OrdersModel model, IObservable<SecurityImmutable> security_source, IObservable<InlineOrderProperties> order_properties) {
+      public OrderPropertiesEditorVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineOrderProperties> order_properties) {
          _model = model;
-         _security = backing(nameof(security), security_source.ObserveOnDispatcher(), SecurityDataHelper.Defaults.SecurityImmutable);
+         var security_source = security_md_source.Select(smd => smd.security);
+         _security = backing(nameof(security), security_source.OnDispatcher(), SecurityDataHelper.Defaults.SecurityImmutable);
          // guarentee that "this.security" will always be set before observers are notified
          // this is important bc some observers will reference "this.security" in their callbacks
          // - namely the [SelectorProperty]order_type's "get_default" function,
@@ -75,7 +75,7 @@ namespace mbts.spark {
           _dispose = Disposable.Create(() => _order_type.Changed -= on_selected_order_type_changed);
          // local methods
          IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd) {
-            var vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_source);
+            var vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_md_source);
             vm.load_from(cd);
             return vm;
          }
@@ -136,6 +136,7 @@ namespace mbts.spark {
       protected override void Dispose(bool disposing) {
          base.Dispose(disposing);
          Disposable.dispose(ref _order_type_param_errors_sub);
+         _order_type.items.OfType<IDisposable>().DisposeAll();
       }
    } 
 }

src/client/spark/Orders/OrderTypeVMs/IcebergOrderVM.cs

@@ -26,7 +26,7 @@ namespace mbts.spark {
       }
 
       class IcebergOrderVM : OrderTypeVMBase<IcebergOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable {
-         readonly IObservable<SecurityImmutable> _security_source;
+         readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
          ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
          ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
@@ -34,19 +34,19 @@ namespace mbts.spark {
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         public IcebergOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source)
-            : this(model, security_source, security_source.Select(s =>
-            new InlineIcebergOrderProperties(model.factory.default_order_type(s), model.factory.default_order_types(s).ToList()))) { }
+         public IcebergOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineIcebergOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public IcebergOrderVM(OrdersModel model,
-            IObservable<SecurityImmutable> security_source,
+            IObservable<SecurityMD> security_md_source,
             IObservable<InlineIcebergOrderProperties> inline_properties)
             : base(model) {
-            _security_source = security_source;
+            _security_md_source = security_md_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
-               .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) {
                      _order_types.SetItems(p.child_order_types.value);
@@ -68,7 +68,7 @@ namespace mbts.spark {
          public ICollection<IOrderTypeVM> child_order_types {
             get {
                if (_child_order_choices == null) {
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                }
                return _child_order_choices;
             }

src/client/spark/Orders/OrderTypeVMs/JoinOrderVM.cs

@@ -0,0 +1,287 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark 
+{
+   static partial class OrderTypeVMFactory 
+   {
+      class InlineJoinOrderProperties 
+      {
+         public InlineJoinOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+
+            var hedgetype = CustomOneofCase.Lean;
+            if(!child_order_types.Contains(hedgetype))
+               hedgetype = CustomOneofCase.Limit;
+            
+            //ExceptionAssert.InvalidOperation.That(child_order_types.Contains(hedgetype), $"Hedge order type {hedgetype} is not in hedge_order_types");
+            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+
+            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
+            join_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
+                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
+            enable_hedge = new InlineUserProperty<bool>(false, false);
+            hedge_ticks = new InlineUserProperty<int>(1, false);
+         }
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
+
+
+         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
+         public readonly InlineUserProperty<bts.spark.QuantityMeasure> join_threshold;
+                  
+         public readonly InlineUserProperty<bool> enable_hedge;
+         public readonly InlineUserProperty<int> hedge_ticks;
+
+      }
+
+      class JoinOrderVM : OrderTypeVMBase<JoinOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         InlineJoinOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
+         IOrderTypeVM _hedge_order;
+         IDisposable _hedge_order_errors_sub;
+
+         public uint tick_offset_on_deploy { get; set; } = 0;
+         public bts.spark.QuantityMeasure join_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
+         bool _enable_hedge = false;
+         public bool enable_hedge
+         {
+            get { return _enable_hedge; }
+            set
+            {
+               _enable_hedge = value;
+               RaisePropertyChanged(nameof(enable_hedge));
+            }
+         } 
+         public int hedge_ticks { get; set; } = 1;
+
+         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineJoinOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+
+         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineJoinOrderProperties> inline_properties) : base(model) 
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p => {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override) 
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
+                  {
+                     _select_child_order(p.selected_child_order_type.value);
+                  }
+                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
+                  {
+                     _select_hedge_order(p.selected_hedge_order_type.value);
+                  }
+                  if (p.tick_offset_on_deploy.force_override) 
+                  {
+                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
+                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
+                  }
+                  if (p.join_threshold.force_override)
+                  {
+                     join_threshold = p.join_threshold.value;
+                     RaisePropertyChanged(nameof(join_threshold));
+                  }
+                  if (p.enable_hedge.force_override)
+                  {
+                     enable_hedge = p.enable_hedge.value;
+                     RaisePropertyChanged(nameof(enable_hedge));
+                  }
+                  if (p.hedge_ticks.force_override)
+                  {
+                     hedge_ticks = p.hedge_ticks.value;
+                     RaisePropertyChanged(nameof(hedge_ticks));
+                  }
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+         
+         public override void assign_to(CustomOrderDefinition value) 
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            if (_hedge_order == null && enable_hedge)
+               _select_hedge_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors) 
+            {
+               var i = factory.join_order();
+               i.TickOffsetOnDeploy = tick_offset_on_deploy;
+               i.JoinThreshold = join_threshold;
+               i.EnableHedge = enable_hedge;
+               i.HedgeTicks = hedge_ticks;
+               child_order.assign_to(i.Child);
+               if(enable_hedge && hedge_order != null)
+                  hedge_order.assign_to(i.Hedge);
+               value.Join = i;
+            }
+         }         
+
+         public ICollection<IOrderTypeVM> child_order_types 
+         {
+            get 
+            {
+               if (_child_order_choices == null) 
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+
+         public ICollection<IOrderTypeVM> hedge_order_types
+         {
+            get
+            {
+               if (_hedge_order_choices == null)
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _hedge_order_choices;
+            }
+         }         
+ 
+         public IOrderTypeVM child_order 
+         {
+            get 
+            {
+               init();
+               return _child_order;
+            }
+            set 
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei) 
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }
+
+         public IOrderTypeVM hedge_order
+         {
+            get
+            {
+               init();
+               return _hedge_order;
+            }
+            set
+            {
+               Disposable.dispose(ref _hedge_order_errors_sub);
+               _hedge_order = value;
+               _hedge_order?.init();
+               if (_hedge_order is INotifyDataErrorInfo ndei)
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _hedge_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(hedge_order));
+            }
+         }
+
+         public void Dispose() 
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+            if (_hedge_order_choices != null)
+               _hedge_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init() 
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            if (_hedge_order == null && _security.HasValue && enable_hedge)
+               _select_hedge_order();
+            _validate();
+         }
+
+         void _select_child_order() 
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot) 
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+         
+         void _select_hedge_order()
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
+               _inline_props.selected_hedge_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_hedge_order(ot);
+         }
+
+         void _select_hedge_order(CustomOneofCase ot)
+         {
+            _hedge_order = hedge_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_hedge_order == null)
+               _hedge_order = hedge_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(hedge_order));
+         }         
+         
+
+         void _validate() 
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+
+            if ( (_hedge_order == null && enable_hedge) || (_hedge_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
+               set_error(nameof(hedge_order), string.Empty, true);
+            else clear_error(nameof(hedge_order));
+
+         }
+      }
+   }
+}

src/client/spark/Orders/OrderTypeVMs/LeanOrderVM.cs

@@ -0,0 +1,174 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark 
+{
+   static partial class OrderTypeVMFactory 
+   {
+      class InlineLeanOrderProperties 
+      {
+         public InlineLeanOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
+                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
+            max_chase_ticks = new InlineUserProperty<uint>(10, false);
+         }
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         
+         public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
+         public readonly InlineUserProperty<uint> max_chase_ticks;
+      }
+
+      class LeanOrderVM : OrderTypeVMBase<LeanOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         InlineLeanOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+         
+         public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
+         public uint max_chase_ticks { get; set; } = 10;
+
+         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineLeanOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+
+         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineLeanOrderProperties> inline_properties) : base(model) 
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p => {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override) 
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
+                  {
+                     _select_child_order(p.selected_child_order_type.value);
+                  }                  
+                  if (p.cross_threshold.force_override)
+                  {
+                     cross_threshold = p.cross_threshold.value;
+                     RaisePropertyChanged(nameof(cross_threshold));
+                  }
+                  if (p.max_chase_ticks.force_override)
+                  {
+                     max_chase_ticks = p.max_chase_ticks.value;
+                     RaisePropertyChanged(nameof(max_chase_ticks));
+                  }
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+         
+         public override void assign_to(CustomOrderDefinition value) 
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors) 
+            {
+               var i = factory.lean_order();
+               i.CrossThreshold = cross_threshold;
+               i.MaxChaseTicks = max_chase_ticks;
+               child_order.assign_to(i.Child);
+               value.Lean = i;
+            }
+         }         
+
+         public ICollection<IOrderTypeVM> child_order_types 
+         {
+            get 
+            {
+               if (_child_order_choices == null) 
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+ 
+         public IOrderTypeVM child_order 
+         {
+            get 
+            {
+               init();
+               return _child_order;
+            }
+            set 
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei) 
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }         
+
+         public void Dispose() 
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init() 
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            _validate();
+         }
+
+         void _select_child_order() 
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot) 
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _validate() 
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+         }
+      }
+   }
+}

src/client/spark/Orders/OrderTypeVMs/OrderTypeVMFactory.cs

@@ -4,6 +4,7 @@ using bts.spark;
 using mbts.spark.utilities;
 using mbts.ui.shell;
 using System;
+using System.Reactive.Linq;
 using System.Windows.Input;
 using static bts.api.orderman.CustomOrderDefinition;
 
@@ -12,23 +13,30 @@ namespace mbts.spark {
       public static IOrderTypeVM market(OrdersModel model) => new MarketOrderVM(model);
       public static IOrderTypeVM limit(OrdersModel model) => new LimitOrderVM(model);
       public static IOrderTypeVM stop(OrdersModel model) => new StopOrderVM(model);
-      public static IOrderTypeVM stop_limit(OrdersModel model) => new StopLimitOrderVM(model);
-      public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityImmutable> security_source) => new TimeBoxOrderVM(model, security_source);
-      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityImmutable> security_source) => new IcebergOrderVM(model, security_source);
+      public static IOrderTypeVM stop_limit(OrdersModel model, IObservable<SecurityMD> security_md_source) => new StopLimitOrderVM(model, security_md_source);
+      public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TimeBoxOrderVM(model, security_md_source);
+      public static IOrderTypeVM tick(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TickOrderVM(model, security_md_source);
+      public static IOrderTypeVM lean(OrdersModel model, IObservable<SecurityMD> security_md_source) => new LeanOrderVM(model, security_md_source);
+      public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source) => new JoinOrderVM(model, security_md_source);
+      public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TopOrderVM(model, security_md_source);
+      public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TriggerOrderVM(model, security_md_source);
+      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source) => new IcebergOrderVM(model, security_md_source);
       public static IOrderTypeVM spreader(OrdersModel model, IObservable<SecurityImmutable> security_source) => new SpreaderOrderVM(model, security_source);
 
-      static Func<CustomOneofCase, IOrderTypeVM> _get_factory(OrdersModel orders_model, IObservable<SecurityImmutable> security_source) =>
-         new Func<CustomOneofCase, IOrderTypeVM>(ot => create(ot, orders_model, security_source));
-
-      public static IOrderTypeVM create(CustomOneofCase order_type, OrdersModel model, IObservable<SecurityImmutable> security_source) {
+      public static IOrderTypeVM create(CustomOneofCase order_type, OrdersModel model, IObservable<SecurityMD> security_md_source) {
          switch (order_type) {
             case CustomOneofCase.Market: return market(model);
             case CustomOneofCase.Limit: return limit(model);
             case CustomOneofCase.Stop: return stop(model);
-            case CustomOneofCase.StopLimit: return stop_limit(model);
-            case CustomOneofCase.TimeBox: return time_box(model, security_source);
-            case CustomOneofCase.Iceberg: return iceberg(model, security_source);
-            case CustomOneofCase.Spreader: return spreader(model, security_source);
+            case CustomOneofCase.StopLimit: return stop_limit(model, security_md_source);
+            case CustomOneofCase.TimeBox: return time_box(model, security_md_source);
+            case CustomOneofCase.Tick: return tick(model, security_md_source);
+            case CustomOneofCase.Lean: return lean(model, security_md_source);
+            case CustomOneofCase.Join: return join(model, security_md_source);
+            case CustomOneofCase.Top: return top(model, security_md_source);
+            case CustomOneofCase.Trigger: return trigger(model, security_md_source);
+            case CustomOneofCase.Iceberg: return iceberg(model, security_md_source);
+            case CustomOneofCase.Spreader: return spreader(model, security_md_source.Select(smd => smd.security));
             default: throw new NotImplementedException();
          }
       }

src/client/spark/Orders/OrderTypeVMs/SpreaderOrderVM.cs

@@ -1,15 +1,17 @@
 using bts.api;
 using bts.api.orderman;
 using mbts.ui;
+using mbts.ui.controls;
 using System;
+using System.Collections.Generic;
 using System.Reactive.Linq;
 
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       private class SpreaderOrderVM : OrderTypeVMBase<SpreaderOrderDefinition>, IOrderTypeVM, IDisposable {
          readonly Property<SpreaderOrderDefinitionImmutable?> _template;
+         readonly StrategyEditorWrapper _strategy_editor_wrapper;
          IDisposable _dispose;
-         SyntheticEditorVM _strategy_editor;
 
          public SpreaderOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source)
             : this(model, security_source, security_source.SelectMany(s => model.spreader.security_strategy(s.Id)
@@ -26,15 +28,15 @@ namespace mbts.spark {
             IObservable<InlineUserProperty<SpreaderOrderDefinitionImmutable>> order_template_source)
             : base(model) {
             _template = backing(nameof(template), new SpreaderOrderDefinitionImmutable?());
+            _strategy_editor_wrapper = new StrategyEditorWrapper(this);
             _dispose = Disposable.Create(
-               _template.ObserveOnDispatcher().Subscribe(vals => {
+               _strategy_editor_wrapper,
+               _template.OnDispatcher().Subscribe(vals => {
                   _validate();
                }),
-               order_template_source.ObserveOnDispatcher().Subscribe(prop => {
+               order_template_source.OnDispatcher().Subscribe(prop => {
                   if (prop.force_override || (!template.HasValue && prop.has_value)) {
                      _template.Value = prop.value;
-                     if (_strategy_editor != null)
-                        _strategy_editor.set_synthetic(prop.value.Security, prop.value.ExecutionStrategy);
                      _validate();
                   }
                })
@@ -43,23 +45,14 @@ namespace mbts.spark {
          }
 
          public SpreaderOrderDefinitionImmutable? template => _template.Value;
-
-         public SyntheticEditorVM strategy_editor {
-            get {
-               if (_strategy_editor == null && template.HasValue) {
-                  var def = template.Value;
-                  _strategy_editor = new SyntheticEditorVM(model.spreader, def.Security, def.ExecutionStrategy, model.security_has_working_orders(def.Security.Id));
-               }
-               return _strategy_editor;
-            }
-         }
-
+         public SyntheticEditorVM strategy_editor => _strategy_editor_wrapper.vm;
+         public IEnumerable<DialogSkirtItem> skirt_items => _strategy_editor_wrapper.skirt_items;
          public override bool editable_properties_open {
             get => base.editable_properties_open;
             set {
-               if (!value && template.HasValue && _strategy_editor != null) {
+               if (!value && template.HasValue && strategy_editor != null) {
                   var mutable_template = template.Value.CloneToMutable();
-                  mutable_template.ExecutionStrategy = _strategy_editor.get_strategy().CloneToMutable();
+                  mutable_template.ExecutionStrategy = _strategy_editor_wrapper.vm.get_strategy().CloneToMutable();
                   _template.Value = new SpreaderOrderDefinitionImmutable(mutable_template);
                }
                base.editable_properties_open = value;
@@ -80,6 +73,39 @@ namespace mbts.spark {
                set_error(nameof(template), "Waiting for security and/or strategy.", true);
             else clear_error(nameof(template));
          }
+
+         // lazily initializes SyntheticEditorVM and associated dialog skirt items
+         class StrategyEditorWrapper : IDisposable {
+            readonly SpreaderOrderVM _owner;
+            SyntheticEditorVM _vm;
+            DialogSkirtItem _save_strategy_item;
+
+            public StrategyEditorWrapper(SpreaderOrderVM owner) {
+               _owner = owner;
+               _owner._template.Changed += _order_template_changed;
+            }
+
+            public SyntheticEditorVM vm { get { _init(); return _vm; } }
+            public IEnumerable<DialogSkirtItem> skirt_items { get { _init(); yield return _save_strategy_item; } }
+
+            public void Dispose() {
+               Disposable.dispose(ref _vm);
+               _owner._template.Changed -= _order_template_changed;
+            }
+
+            void _init() {
+               if (_vm == null && _owner.template.HasValue) {
+                  var def = _owner.template.Value;
+                  _vm = new SyntheticEditorVM(_owner.model.spreader, def.Security, def.ExecutionStrategy, _owner.model.security_has_working_orders(def.Security.Id));
+                  _save_strategy_item = new DialogSkirtItem("Save Strategy", _vm.commit);
+               }
+            }
+
+            void _order_template_changed(SpreaderOrderDefinitionImmutable? oldval, SpreaderOrderDefinitionImmutable? newval) {
+               if (_vm != null && newval.HasValue)
+                  _vm.set_synthetic(newval.Value.Security, newval.Value.ExecutionStrategy);
+            }
+         }
       }
    }
 }

src/client/spark/Orders/OrderTypeVMs/StopLimitOrderVM.cs

@@ -1,18 +1,61 @@
 using bts.api;
 using bts.api.orderman;
-using mbts.spark.utilities;
-using mbts.utils;
+using mbts.co2;
+using mbts.ui;
+using System;
+using System.Reactive.Linq;
+
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
-      private class StopLimitOrderVM : OrderTypeVMBase<StopLimitOrderDefinition> {
-         double _stop_price = 0;
+      class InlineStopLimitOrderProperties {
+         readonly Func<InlineUserProperty<double>> _get_stop_price;
 
-         internal StopLimitOrderVM(OrdersModel model) : base(model) { }
+         public static IObservable<InlineStopLimitOrderProperties> subscribe(IObservable<SecurityMD> security_md_source) {
+            ulong time = 0;
+            return security_md_source.Select(smd => new InlineStopLimitOrderProperties(() => {
+               smd.md.get_bbo(ref time, out NativePriceSize bid, out NativePriceSize ask);
+               return new InlineUserProperty<double>(bid.price);
+            }));
+         }
+
+         public InlineStopLimitOrderProperties(Func<InlineUserProperty<double>> get_stop_price) =>
+            _get_stop_price = get_stop_price;
+
+         public InlineUserProperty<double> stop_price => _get_stop_price();
+      }
+
+      private class StopLimitOrderVM : OrderTypeVMBase<StopLimitOrderDefinition>, IDisposable {
+         UserProperty<double> _stop_price;
+         InlineStopLimitOrderProperties _inline_props;
+         IDisposable _dispose;
+
+         internal StopLimitOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source.Select(smd => smd.security.spec_or_default()), InlineStopLimitOrderProperties.subscribe(security_md_source)) { }
+
+         internal StopLimitOrderVM(OrdersModel model, IObservable<ContractSpecificationImmutable> spec_source, IObservable<InlineStopLimitOrderProperties> inline_properties) : base(model) {
+            _stop_price = new UserProperty<double>(backing(nameof(stop_price), double.NaN));
+            _dispose = Disposable.Create(
+               spec_source.OnDispatcher().Subscribe(s => {
+                  spec = s;
+                  RaisePropertyChanged(nameof(spec));
+               }), inline_properties.OnDispatcher().Subscribe(p => _inline_props = p));
+         }
+
+         public override bool editable_properties_open {
+            get => base.editable_properties_open;
+            set {
+               if (value) {
+                  if (_update_inline_props())
+                     _validate();
+               }
+               base.editable_properties_open = value;
+            }
+         }
 
          public double stop_price {
-            get => _stop_price;
+            get => _stop_price.Value;
             set {
-               _stop_price = value;
+               _stop_price.Value = value;
                _validate();
             }
          }
@@ -21,6 +64,8 @@ namespace mbts.spark {
             SecurityDataHelper.Defaults.ContractSpecificationImmutable;
 
          public override void assign_to(CustomOrderDefinition value) {
+            _update_inline_props();
+            _validate();
             if (!HasErrors) {
                var sl = factory.stop_limit_order();
                sl.StopPrice = stop_price;
@@ -28,9 +73,22 @@ namespace mbts.spark {
             }
          }
 
+         public void Dispose() => Disposable.dispose(ref _dispose);
+
+         // no need to constantly poll the md, just check the inline props when the popup opens, and right before sending an order
+         // (if the user never looks at the popup, assume that the bid_price will be used)
+         // TODO: add settings so the trigger-price can default to something relative to the md, e.g "bid-price" or "ask-price - nticks" or "best-bid-price with a minimum size of 10"
+         bool _update_inline_props() {
+            var inline_stop_price = _inline_props.stop_price;
+            if (inline_stop_price.has_value && (inline_stop_price.force_override || !_stop_price.setter_called)) {
+               _stop_price.bypass_setter(inline_stop_price.value);
+               return true;
+            } else return false;
+         }
+
          void _validate() {
             using (validation())
-               validation_assert(!DoubleHelper.IsNaNOrInfinity(_stop_price), string.Empty, nameof(stop_price));
+               validation_assert(!DoubleHelper.IsNaNOrInfinity(stop_price), string.Empty, nameof(stop_price));
          }
       }
    }

src/client/spark/Orders/OrderTypeVMs/TickOrderVM.cs

@@ -0,0 +1,201 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark 
+{
+   static partial class OrderTypeVMFactory 
+   {
+      class InlineTickOrderProperties 
+      {
+         public InlineTickOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
+            cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
+                              new bts.spark.QuantityMeasure() { Ratio = 1.0,  Absolute = 1}, false);
+            cross_ticks = new InlineUserProperty<uint>(0, false);
+            max_chase_ticks = new InlineUserProperty<uint>(10, false);
+            detach_on_toward = new InlineUserProperty<bool>(true, false);
+         }
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         
+         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
+         public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
+         public readonly InlineUserProperty<uint> cross_ticks;
+         public readonly InlineUserProperty<uint> max_chase_ticks;
+         public readonly InlineUserProperty<bool> detach_on_toward;
+      }
+
+      class TickOrderVM : OrderTypeVMBase<TickOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         InlineTickOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+         
+         public uint tick_offset_on_deploy { get; set; } = 0;
+         public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
+         public uint cross_ticks { get; set; } = 0;
+         public uint max_chase_ticks { get; set; } = 10;
+         public bool detach_on_toward { get; set; } = true;         
+
+         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineTickOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+
+         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineTickOrderProperties> inline_properties) : base(model) 
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p => {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override) 
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
+                  {
+                     _select_child_order(p.selected_child_order_type.value);
+                  }                  
+                  if (p.tick_offset_on_deploy.force_override) 
+                  {
+                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
+                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
+                  }
+                  if (p.cross_threshold.force_override)
+                  {
+                     cross_threshold = p.cross_threshold.value;
+                     RaisePropertyChanged(nameof(cross_threshold));
+                  }
+                  if (p.cross_ticks.force_override)
+                  {
+                     cross_ticks = p.cross_ticks.value;
+                     RaisePropertyChanged(nameof(cross_ticks));
+                  }
+                  if (p.max_chase_ticks.force_override)
+                  {
+                     max_chase_ticks = p.max_chase_ticks.value;
+                     RaisePropertyChanged(nameof(max_chase_ticks));
+                  }
+                  if (p.detach_on_toward.force_override)
+                  {
+                     detach_on_toward = p.detach_on_toward.value;
+                     RaisePropertyChanged(nameof(detach_on_toward));
+                  }                                                                        
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+         
+         public override void assign_to(CustomOrderDefinition value) 
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors) 
+            {
+               var i = factory.tick_order();
+               i.TickOffsetOnDeploy = tick_offset_on_deploy;
+               i.CrossThreshold = cross_threshold;
+               i.CrossTicks = cross_ticks;
+               i.MaxChaseTicks = max_chase_ticks;
+               i.DetachOnToward = detach_on_toward;
+               child_order.assign_to(i.Child);
+               value.Tick = i;
+            }
+         }         
+
+         public ICollection<IOrderTypeVM> child_order_types 
+         {
+            get 
+            {
+               if (_child_order_choices == null) 
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+ 
+         public IOrderTypeVM child_order 
+         {
+            get 
+            {
+               init();
+               return _child_order;
+            }
+            set 
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei) 
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }         
+
+         public void Dispose() 
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init() 
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            _validate();
+         }
+
+         void _select_child_order() 
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot) 
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _validate() 
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+         }
+      }
+   }
+}

src/client/spark/Orders/OrderTypeVMs/TimeBoxOrderVM.cs

@@ -28,7 +28,7 @@ namespace mbts.spark {
 
       class TimeBoxOrderVM : OrderTypeVMBase<TimeBoxOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable {
          const double _start_immediately_delay_ms = 500;
-         readonly IObservable<SecurityImmutable> _security_source;
+         readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
          ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
          ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
@@ -40,19 +40,19 @@ namespace mbts.spark {
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         public TimeBoxOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source)
-            : this(model, security_source, security_source.Select(s =>
-            new InlineTimeBoxOrderProperties(model.factory.default_order_type(s), model.factory.default_order_types(s).ToList()))) { }
+         public TimeBoxOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineTimeBoxOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public TimeBoxOrderVM(OrdersModel model,
-            IObservable<SecurityImmutable> security_source,
+            IObservable<SecurityMD> security_md_source,
             IObservable<InlineTimeBoxOrderProperties> inline_properties)
             : base(model) {
-            _security_source = security_source;
+            _security_md_source = security_md_source;
             _dispose = Disposable.Create(
-               security_source.ObserveOnDispatcher()
-               .Subscribe(s => _security = s),
-               inline_properties.ObserveOnDispatcher()
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
                .Subscribe(p => {
                   if (_order_types.Count == 0 || p.child_order_types.force_override) {
                      _order_types.SetItems(p.child_order_types.value);
@@ -94,7 +94,7 @@ namespace mbts.spark {
          public ICollection<IOrderTypeVM> child_order_types {
             get {
                if (_child_order_choices == null) {
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                }
                return _child_order_choices;
             }

src/client/spark/Orders/OrderTypeVMs/TopOrderVM.cs

@@ -0,0 +1,287 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark
+{
+   static partial class OrderTypeVMFactory
+   {
+      class InlineTopOrderProperties
+      {
+         public InlineTopOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+
+            var hedgetype = CustomOneofCase.Lean;
+            if(!child_order_types.Contains(hedgetype))
+               hedgetype = CustomOneofCase.Limit;
+            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+
+            watch_level_tick_offset = new InlineUserProperty<uint>(0, false);
+            top_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
+                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 }, false);
+            enable_hedge = new InlineUserProperty<bool>(false, false);
+            hedge_ticks = new InlineUserProperty<int>(1, false);
+         }
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
+
+
+         public readonly InlineUserProperty<uint> watch_level_tick_offset;
+         public readonly InlineUserProperty<bts.spark.QuantityMeasure> top_threshold;
+
+         public readonly InlineUserProperty<bool> enable_hedge;
+         public readonly InlineUserProperty<int> hedge_ticks;
+
+      }
+
+      class TopOrderVM : OrderTypeVMBase<TopOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         InlineTopOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
+         IOrderTypeVM _hedge_order;
+         IDisposable _hedge_order_errors_sub;
+
+         public uint watch_level_tick_offset { get; set; } = 0;
+         public bts.spark.QuantityMeasure top_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
+         bool _enable_hedge = false;
+         public bool enable_hedge
+         {
+            get { return _enable_hedge; }
+            set
+            {
+               _enable_hedge = value;
+               RaisePropertyChanged(nameof(enable_hedge));
+            }
+         }
+         public int hedge_ticks { get; set; } = 1;
+
+         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineTopOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
+         { }
+
+         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineTopOrderProperties> inline_properties) : base(model)
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p =>
+               {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override)
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
+                  {
+                     _select_child_order(p.selected_child_order_type.value);
+                  }
+                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
+                  {
+                     _select_hedge_order(p.selected_hedge_order_type.value);
+                  }
+                  if (p.watch_level_tick_offset.force_override)
+                  {
+                     watch_level_tick_offset = p.watch_level_tick_offset.value;
+                     RaisePropertyChanged(nameof(watch_level_tick_offset));
+                  }
+                  if (p.top_threshold.force_override)
+                  {
+                     top_threshold = p.top_threshold.value;
+                     RaisePropertyChanged(nameof(top_threshold));
+                  }
+                  if (p.enable_hedge.force_override)
+                  {
+                     enable_hedge = p.enable_hedge.value;
+                     RaisePropertyChanged(nameof(enable_hedge));
+                  }
+                  if (p.hedge_ticks.force_override)
+                  {
+                     hedge_ticks = p.hedge_ticks.value;
+                     RaisePropertyChanged(nameof(hedge_ticks));
+                  }
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+
+         public override void assign_to(CustomOrderDefinition value)
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            if (_hedge_order == null && enable_hedge)
+               _select_hedge_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors)
+            {
+               var i = factory.top_order();
+               i.WatchLevelTickOffset = watch_level_tick_offset;
+               i.TopThreshold = top_threshold;
+               i.EnableHedge = enable_hedge;
+               i.HedgeTicks = hedge_ticks;
+               child_order.assign_to(i.Child);
+               if (enable_hedge && hedge_order != null)
+                  hedge_order.assign_to(i.Hedge);
+               value.Top = i;
+            }
+         }
+
+         public ICollection<IOrderTypeVM> child_order_types
+         {
+            get
+            {
+               if (_child_order_choices == null)
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+
+         public ICollection<IOrderTypeVM> hedge_order_types
+         {
+            get
+            {
+               if (_hedge_order_choices == null)
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _hedge_order_choices;
+            }
+         }
+
+         public IOrderTypeVM child_order
+         {
+            get
+            {
+               init();
+               return _child_order;
+            }
+            set
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei)
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }
+
+         public IOrderTypeVM hedge_order
+         {
+            get
+            {
+               init();
+               return _hedge_order;
+            }
+            set
+            {
+               Disposable.dispose(ref _hedge_order_errors_sub);
+               _hedge_order = value;
+               _hedge_order?.init();
+               if (_hedge_order is INotifyDataErrorInfo ndei)
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _hedge_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(hedge_order));
+            }
+         }
+
+         public void Dispose()
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+            if (_hedge_order_choices != null)
+               _hedge_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init()
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            if (_hedge_order == null && _security.HasValue && enable_hedge)
+               _select_hedge_order();
+            _validate();
+         }
+
+         void _select_child_order()
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot)
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _select_hedge_order()
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
+               _inline_props.selected_hedge_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_hedge_order(ot);
+         }
+
+         void _select_hedge_order(CustomOneofCase ot)
+         {
+            _hedge_order = hedge_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_hedge_order == null)
+               _hedge_order = hedge_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(hedge_order));
+         }
+
+
+         void _validate()
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+
+            if ((_hedge_order == null && enable_hedge) || (_hedge_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
+               set_error(nameof(hedge_order), string.Empty, true);
+            else clear_error(nameof(hedge_order));
+
+         }
+      }
+   }
+}

src/client/spark/Orders/OrderTypeVMs/TriggerOrderVM.cs

@@ -0,0 +1,194 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark 
+{
+   static partial class OrderTypeVMFactory 
+   {
+      class InlineTriggerOrderProperties 
+      {
+         public InlineTriggerOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         {
+            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+
+            trigger_price_type = new InlineUserProperty<TriggerPriceType>(TriggerPriceType.Bid, false);
+            order_price = new InlineUserProperty<double>(double.NaN, true);
+         }
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         
+         public readonly InlineUserProperty<TriggerPriceType> trigger_price_type;
+         public readonly InlineUserProperty<double> order_price;
+      }
+
+      class TriggerOrderVM : OrderTypeVMBase<TriggerOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         InlineTriggerOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+
+         public TriggerPriceType trigger_price_type { get; set; } = TriggerPriceType.Bid;
+         public double order_price { get; set; } = double.NaN;
+
+         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+              new InlineTriggerOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+
+         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                               IObservable<InlineTriggerOrderProperties> inline_properties) : base(model) 
+         {
+            _security_md_source = security_md_source;
+            _dispose = Disposable.Create(
+               security_md_source.OnDispatcher()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p => {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override) 
+                  {
+                     _order_types.SetItems(p.child_order_types.value);
+                  }
+                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
+                  {
+                     _select_child_order(p.selected_child_order_type.value);
+                  }                  
+                  if (p.trigger_price_type.force_override) 
+                  {
+                     trigger_price_type = p.trigger_price_type.value;
+                     RaisePropertyChanged(nameof(trigger_price_type));
+                  }
+                  if (p.order_price.force_override)
+                  {
+                     order_price = p.order_price.value;
+                     RaisePropertyChanged(nameof(order_price));
+                  }                                                                
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+
+         public IEnumerable<TriggerPriceType> trigger_price_types  => EnumHelper.get_values_except<TriggerPriceType>(TriggerPriceType.LastTradePrice);
+         
+         public override void assign_to(CustomOrderDefinition value) 
+         {
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors) 
+            {
+               var i = factory.trigger_order();
+               i.TriggerCondition = new TriggerCondition()
+               {
+                  PriceType = trigger_price_type,
+                  AbsolutePriceTrigger = new AbsolutePriceTrigger() { TriggerQuantity = new TriggerQuantity() }
+               };
+               i.TriggerAction = new TriggerAction()
+               {
+                  Price = order_price,
+                  SecurityId = _security.Value.Id
+               };
+               child_order.assign_to(i.Child);
+               value.Trigger = i;
+            }
+         }         
+         
+         public double price_tick
+         {
+            get { return _security.Value.ContractSpec.LowTick; }
+         }
+         
+         public ContractSpecificationImmutable spec
+         {
+            get { return _security.Value.ContractSpec; } 
+         }
+
+         public ICollection<IOrderTypeVM> child_order_types 
+         {
+            get 
+            {
+               if (_child_order_choices == null) 
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+               return _child_order_choices;
+            }
+         }
+ 
+         public IOrderTypeVM child_order 
+         {
+            get 
+            {
+               init();
+               return _child_order;
+            }
+            set 
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei) 
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }         
+
+         public void Dispose() 
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init() 
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            _validate();
+         }
+
+         void _select_child_order() 
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot) 
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _validate() 
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+         }
+      }
+   }
+}

src/client/spark/Orders/OrdersModel.cs

@@ -31,17 +31,18 @@ namespace mbts.spark {
          _service = service;
          _spreader = spreader;
          _error = error;
-         on_orders = _service.subscribei_orders().Table().Replay(1).RefCount();
+         on_orders = _service.subscribei_orders().Table().Cache();
          IReadOnlyDictionary<uint, OrderRecordImmutable> empty_orders = new Dictionary<uint, OrderRecordImmutable>();
          working_orders = 
             on_orders.Scan(empty_orders, (worders, table) => _update_working_orders(worders, table)).Replay(1).RefCount();
-         on_fills = _service.subscribei_fills().Table().Replay(1).RefCount();
+         on_fills = _service.subscribei_fills().Table().Cache();
          _activity = new OrderActivitySummarizer(bus, on_orders);
          on_fill_tuples = FillTupleSource.create_observable(bus.subscribe(SparkTags.SecuritiesTag), on_orders, on_fills);
          _security_orders_demuxer = new TableUpdateDemuxer<OrderRecordImmutable, uint, uint>(o => o.Key, o => o.security_key());
          _dispose = Disposable.Create(
             on_orders.Subscribe(_security_orders_demuxer),
             _bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
+            _bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach( x => send_order(x.definition, x.price, x.size).ignore())),
             _bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
             _bus.subscribe(SparkTags.CrackOrders).Subscribe(x => crack_orders(x).ignore()),
             _bus.subscribe(SparkTags.UpdateOrder).Subscribe(x => this.update_order(x.key, x.price, x.size).ignore())
@@ -53,7 +54,7 @@ namespace mbts.spark {
       public SpreaderModel spreader => _spreader;
       public IObservable<TableUpdate<OrderRecordImmutable, uint>> on_orders { get; }
       public IObservable<TableUpdate<FillImmutable, string>> on_fills { get; }
-      public IObservable<ITableUpdateTransform<FillTuple, string>> on_fill_tuples { get; }
+      public IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> on_fill_tuples { get; }
       public IObservable<IReadOnlyDictionary<uint,OrderRecordImmutable>> working_orders { get; }
 
       public IObservable<ITableUpdateTransform<OrderRecordImmutable, uint>> on_security_orders(uint security) =>

src/client/spark/Tests/ViewTests/WindowManagementTests.cs

@@ -75,7 +75,7 @@ namespace mbts.ui.tests
             Logger.log(bts.log.Level.Info, bts.log.Subsystem.Ui, "Begin: test_windows_disposed");
             // Make sure that an IShellWindow and ISlowWindow added to the Windows collection is eventually disposed
             var thread_factory = new ShellThreadFactory();
-            IWindowManager wm = new WindowManager(thread_factory, new Lazy<ISettingsCollector>(() => new TestSettingsCollector()), new TestSavedWindowFactory(), new TestUndo(), new SimpleBus());
+            IWindowManager wm = new WindowManager(thread_factory, new Lazy<ISettingsCollector>(() => new TestSettingsCollector()), new TestSavedWindowFactory(), null, new SimpleBus());
             Assert.IsNotNull(Application.Current);
             Assert.IsNotNull(Application.Current.Windows);
             Assert.AreEqual(Application.Current.Windows.Count, 0);
@@ -100,7 +100,7 @@ namespace mbts.ui.tests
             Logger.log(bts.log.Level.Info, bts.log.Subsystem.Ui, "Begin: test_slow_windows_disposed");
             // Make sure that an IShellWindow and ISlowWindow added to the Windows collection is eventually disposed
             var thread_factory = new ShellThreadFactory();
-            IWindowManager wm = new WindowManager(thread_factory, new Lazy<ISettingsCollector>(() => new TestSettingsCollector()), new TestSavedWindowFactory(), new TestUndo(), new SimpleBus());
+            IWindowManager wm = new WindowManager(thread_factory, new Lazy<ISettingsCollector>(() => new TestSettingsCollector()), new TestSavedWindowFactory(), null, new SimpleBus());
             Assert.AreEqual(Application.Current.Windows.Count, 0);
 
             // an ISlowWindow gets its own thread

src/client/spark/Tests/api/Test/ApiTests.cs

@@ -177,9 +177,9 @@ namespace mbts.api.Test {
 
 
    class ApiTestsNativeMethods {
-      [DllImport("spark_lib")]
+      [DllImport("libspark")]
       internal static extern IntPtr apitest_start_apitest_service(IntPtr context);
-      [DllImport("spark_lib")]
+      [DllImport("libspark")]
       internal static extern void apitest_stop_apitest_service(IntPtr server);
 
    }

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

@@ -175,8 +175,8 @@ namespace bts.spark
       public SparkCommandParamObserver(string title, ImageSource icon, ITag<T> tag, IObservable<T> parameter, IObservable<bool> can_execute) : base(title, icon) {
          _tag = tag;
          _subs = Disposable.Create(
-            parameter.ObserveOnDispatcher().Subscribe(p => _parameter = p),
-            can_execute.ObserveOnDispatcher().Subscribe(ce => {
+            parameter.OnDispatcher().Subscribe(p => _parameter = p),
+            can_execute.OnDispatcher().Subscribe(ce => {
                _can_execute = ce;
                raiseCanExecuteChanged();
             })

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

@@ -102,5 +102,7 @@ namespace bts.spark
          SparkCommand.create("Cancel Sells", Icons.CancelSells, SparkTags.CancelOrders);
       public static PartialCommand<uint> ShowModifyOrder =>
          SparkCommand.create("Modify", Icons.ModifyOrder, SparkTags.ShowModifyOrderTag);
+      public static PartialCommand<IEnumerable<(OrderDefinitionImmutable, double, uint)>> RecreateSelectedOrders =>
+         SparkCommand.create("Recreate", Icons.Beaker, SparkTags.RecreateOrder);
    }
 }

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

@@ -5,6 +5,7 @@ using bts.spark;
 using mbts.ui;
 using System;
 using System.Collections.Generic;
+using System.Threading.Tasks;
 using static mbts.spark.SparkBusData;
 
 namespace mbts.spark
@@ -18,6 +19,8 @@ namespace mbts.spark
 
       #region Order
       public static ITag<(OrderDefinitionImmutable definition, double price, uint size)> CreateOrder { get; } = new SparkTag<(OrderDefinitionImmutable, double, uint)>();
+      public static ITag<IEnumerable<(OrderDefinitionImmutable definition, double price, uint size)>> RecreateOrder { get; } = new SparkTag<IEnumerable<(OrderDefinitionImmutable, double, uint)>>();
+
       public static ITag<IEnumerable<uint>> CancelOrders { get; } = new SparkTag<IEnumerable<uint>>();
       public static ITag<IEnumerable<uint>> CrackOrders { get; } = new SparkTag<IEnumerable<uint>>();
       public static ITag<(uint key, double price, uint size)> UpdateOrder { get; } = new SparkTag<(uint, double, uint)>();
@@ -34,6 +37,8 @@ namespace mbts.spark
       public static ITag<(PartialCommand<SecurityMD>, SecurityCriteria)> FilterPickOne { get; } = new SparkTag<(PartialCommand<SecurityMD>, SecurityCriteria)>("FilterPick1");
 
       public static ITag<IShellWindow> ShowWindow { get; } = new SparkTag<IShellWindow>("Show Window");
+      public static ITag<Task<IShellWindow>> ShowWindowAsync { get; } = new SparkTag<Task<IShellWindow>>("ShowWindowAsync");
+      public static ITag<IShellWindow> ActivateWindow { get; } = new SparkTag<IShellWindow>("Activate Window");
       public static ITag<Nothing> ShowWorkspaces { get; } = new SparkTag<Nothing>(nameof(ShowWorkspaces));
       public static ITag<Nothing> ShowSettings { get; } = new SparkTag<Nothing>(nameof(ShowSettings));
       public static ITag<Uri> ShowUri { get; } = new SparkTag<Uri>("ShowUri");
@@ -64,9 +69,11 @@ namespace mbts.spark
       public static ITag<SecurityCriteria> ShowTimeAndSalesTag { get; } = new SparkTag<SecurityCriteria>("Show TimeAndSales");
       #endregion
 
-      #region Persist
-      public static ITag<PersistMessage> PersistCommandTag { get; } = new SparkTag<PersistMessage>("PersistCommandTag");
-      public static ITag<PersistedItems> PersistedItemsTag { get; } = new SparkTag<PersistedItems>("PersistedItemsTag");
+      #region Ladder
+      public static ITag<Nothing> RequestRecenterLadder { get; } = new SparkTag<Nothing>(nameof(RequestRecenterLadder));
+      public static ITag<DateTime> RecenterLadderBegin { get; } = new SparkTag<DateTime>(nameof(RecenterLadderBegin));
+      public static ITag<DateTime> RecenterLadderNow { get; } = new SparkTag<DateTime>(nameof(RecenterLadderNow));
+
       #endregion
 
       public static ITag<uint> SyntheticDeleteTag { get; } = new SparkTag<uint>(nameof(SyntheticDeleteTag));

src/client/spark/core/Diagnostics/ShellDiagnosticsServiceServer.cs

@@ -6,6 +6,7 @@ using System.Reflection;
 using System.Text;
 using System.Threading;
 using System.Threading.Tasks;
+using System.Windows.Threading;
 using bts.api.core;
 using IronPython.Runtime.Types;
 using mbts;
@@ -49,6 +50,9 @@ namespace bts.api.diagnostic {
       readonly StringBuilder _pending = new StringBuilder();
       readonly OutputPublisher _out;
 
+      readonly Thread _thread;
+      Dispatcher _dispatcher;
+
       public ShellScriptServer(ServiceContext context, ShellDiagnosticsServiceServer parent, string qualifier) : base(context, qualifier) {
          _parent = parent;
          _out = make_output_publisher();
@@ -59,11 +63,19 @@ namespace bts.api.diagnostic {
          _scope.SetVariable("shell_objects", new Func<object,object>(o => get_exports(o,null)));
          _scope.SetVariable("shell_named_object", new Func<object,string,object>(get_export));
          _scope.SetVariable("shell_named_objects", new Func<object,string,object>(get_exports));
+
+         _thread = new Thread(_ => {
+            _dispatcher = Dispatcher.CurrentDispatcher;
+            Thread.CurrentThread.Name = $"ShellScriptServer-{qualifier}";
+            Dispatcher.Run();
+         });
       }
 
+
       public override Task<VoidMessage> dispose(VoidMessage request) {
          log("Finished", true);
          _parent.terminate(this);
+         _dispatcher.BeginInvokeShutdown(DispatcherPriority.ApplicationIdle);
          return Task.FromResult(new VoidMessage());
       }
 
@@ -124,45 +136,58 @@ namespace bts.api.diagnostic {
          });
       }
 
-      Task<ScriptResultMessage> run_code(ScriptSource code) {
+      ScriptResultMessage run_code(ScriptSource code) {
          try {
             object result = code.Execute(_scope);
-            return Task.FromResult(new ScriptResultMessage { Res = ScriptResult.Complete, Message = (result?.ToString()) ?? "" });
+            return new ScriptResultMessage { Res = ScriptResult.Complete, Message = (result?.ToString()) ?? "" };
          }
          catch (Exception e) {
             //log($"Exception: {e.Message}");
-            return Task.FromResult(new ScriptResultMessage { Res = ScriptResult.RunError, Message = e.Message });
+            return (new ScriptResultMessage { Res = ScriptResult.RunError, Message = e.Message });
          }
       }
 
       public override Task<ScriptResultMessage> run(ScriptLines request) {
 
-         // append lines to _pending
-         foreach (var line in request.Lines) {
-            _pending.AppendLine(line);
-         }
-         // CreateScriptSource from pending
-         var code = _engine.CreateScriptSourceFromString(_pending.ToString().TrimStart(' ', '\n', '\r'), SourceCodeKind.InteractiveCode);
-         var parse_result = code.GetCodeProperties();
-         if (parse_result == ScriptCodeParseResult.IncompleteStatement && code.GetCode().EndsWith(Environment.NewLine+Environment.NewLine)) {
-            parse_result = Microsoft.Scripting.ScriptCodeParseResult.Complete;
-         }
-         // todo: If code is 'incomplete' but we have 2 blank lines run it!
-         switch (parse_result) {
-            // If 'complete' run code
-            case ScriptCodeParseResult.Complete:
-               _pending.Clear();
-               return run_code(code);
-            // if 'invalid' return error
-            case ScriptCodeParseResult.Invalid:
-               Console.WriteLine("Invalid");
-               _pending.Clear();
-               return Task.FromResult(new ScriptResultMessage { Res = ScriptResult.Invalid, Message = code.GetCode() });
-            // otherwise continue buffering
-            default:
-               Console.WriteLine("Incomplete");
-               return Task.FromResult(new ScriptResultMessage { Res = ScriptResult.Incomplete });
+         var tcs = new TaskCompletionSource<ScriptResultMessage>();
+         void ret(ScriptResultMessage r) {
+            tcs.TrySetResult(r);
          }
+
+         _dispatcher.BeginInvoke(() => {
+
+            // append lines to _pending
+            foreach (var line in request.Lines) {
+               _pending.AppendLine(line);
+            }
+            // CreateScriptSource from pending
+            var code = _engine.CreateScriptSourceFromString(_pending.ToString().TrimStart(' ', '\n', '\r'), SourceCodeKind.InteractiveCode);
+            var parse_result = code.GetCodeProperties();
+            if (parse_result == ScriptCodeParseResult.IncompleteStatement && code.GetCode().EndsWith(Environment.NewLine+Environment.NewLine)) {
+               parse_result = Microsoft.Scripting.ScriptCodeParseResult.Complete;
+            }
+            // todo: If code is 'incomplete' but we have 2 blank lines run it!
+            switch (parse_result) {
+               // If 'complete' run code
+               case ScriptCodeParseResult.Complete:
+                  _pending.Clear();
+                  ret(run_code(code));
+                  break;
+               // if 'invalid' return error
+               case ScriptCodeParseResult.Invalid:
+                  Console.WriteLine("Invalid");
+                  _pending.Clear();
+                  ret(new ScriptResultMessage { Res = ScriptResult.Invalid, Message = code.GetCode() });
+                  break;
+               // otherwise continue buffering
+               default:
+                  Console.WriteLine("Incomplete");
+                  ret(new ScriptResultMessage { Res = ScriptResult.Incomplete });
+                  break;
+            }
+         });
+
+         return tcs.Task;
       }
    }
 }

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

@@ -199,10 +199,10 @@ namespace mbts.ui {
          public static BTSColor straddle_theovsmarket_positive { get { return BTSCoreColors.green_light; } }
 
          // Order Types
-         public static BTSColor tick_order { get { return new BTSColor(31, 4, 57);}}
-         public static BTSColor lean_order { get { return new BTSColor(110, 77, 143);}}
-         public static BTSColor join_order { get { return new BTSColor(15, 1, 29);}}
-         public static BTSColor leader_order { get { return new BTSColor(40, 9, 72);}}
+         public static BTSColor tick_order { get { return BTSColors.purple.rgb_color();}}
+         public static BTSColor lean_order { get { return BTSColors.purple.rgb_color();}}
+         public static BTSColor join_order { get { return BTSColors.purple.rgb_color();}}
+         public static BTSColor top_order { get { return BTSColors.purple.rgb_color();}}
       }
 
       public static class AW2 {

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

@@ -48,10 +48,10 @@ namespace System.Collections.Generic {
          return rv;
       }
 
-
-      public static IEnumerable<T> ToIEnumerable<T>(this T item) {
-         yield return item;
-      }
+      // use "new [] { item }" - avoid putting this on the intellisense for every item everywhere
+      //public static IEnumerable<T> ToIEnumerable<T>(this T item) {
+      //   yield return item;
+      //}
 
       public static IEnumerable<T> TakeWhile<T, TAccumulate>(this IEnumerable<T> source, TAccumulate seed, Func<TAccumulate, T, TAccumulate> accumulate, Func<TAccumulate, T, bool> predicate) {
          TAccumulate a = seed;

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

@@ -345,6 +345,17 @@ namespace System.Reactive.Linq
 
       public static async Task<(TResult result, bool success)> FirstAsyncTask<T, TResult>(this IObservable<T> source, Func<T, bool> predicate, Func<T, TResult> selector, TimeSpan timeout) where T : class =>
          await source.Where(predicate).Select(val => (selector(val), true)).Merge(Observable.Return((default(TResult), false)).Delay(timeout)).FirstAsync();
+
+      // This is placed here to intentionally make ObserveOnDispatcher ambiguous with the one provided by Rx
+      public static IObservable<T> ObserveOnDispatcher<T>(this IObservable<T> source) {
+         throw new InvalidOperationException("This method can starve the UI of input messages. Please use OnDispatcher() instead");
+      }
+
+      public static IObservable<T> OnDispatcher<T>(this IObservable<T> source) {
+         return DispatcherObservable.ObserveOnDispatcher(source, DispatcherPriority.Background);
+      }
+
+
    }
 }
 

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

@@ -54,5 +54,33 @@
          rv |= try_convert(args[1], out arg2);
          return rv;
       }
+
+      public static bool try_convert_args<T1, T2, T3>(object[] args, out T1 arg1, out T2 arg2, out T3 arg3) {
+         if (args == null || args.Length != 3) {
+            arg1 = default;
+            arg2 = default;
+            arg3 = default;
+            return false;
+         }
+         bool rv = try_convert(args[0], out arg1);
+         rv |= try_convert(args[1], out arg2);
+         rv |= try_convert(args[2], out arg3);
+         return rv;
+      }
+
+      public static bool try_convert_args<T1, T2, T3, T4>(object[] args, out T1 arg1, out T2 arg2, out T3 arg3, out T4 arg4) {
+         if (args == null || args.Length != 4) {
+            arg1 = default;
+            arg2 = default;
+            arg3 = default;
+            arg4 = default;
+            return false;
+         }
+         bool rv = try_convert(args[0], out arg1);
+         rv |= try_convert(args[1], out arg2);
+         rv |= try_convert(args[2], out arg3);
+         rv |= try_convert(args[3], out arg4);
+         return rv;
+      }
    }
 }

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

@@ -17,8 +17,10 @@ namespace mbts {
       public static double tick_unit_frac(this TickFactors tick) =>
          tick.tick_unit / tick.tick_base;
 
+      public static double reduced_base(this TickFactors tick) => factor_out(tick.tick_base, 10);
+
       public static string format(this TickFactors tick, double value) =>
-         format(tick, value, double.NaN, true, _nan_text);
+         format(tick, value, double.NaN, false, _nan_text);
 
       public static string format(this TickFactors tick, double value, bool show_commas) =>
          format(tick, value, double.NaN, show_commas, _nan_text);
@@ -176,9 +178,10 @@ namespace mbts {
          if (DoubleHelper.IsNaNOrInfinity(input)) return input;
          return input <= regional_tick.low_tick_inclusive_end ? regional_tick.low_tick.round(input) : regional_tick.high_tick.round(input);
       }
+      public static int display_digits(this TickFactors tick) => display_digits(tick.tick_base);
       #endregion
 
-      public static int n_display_digits(double tick_base) {
+      public static int display_digits(double tick_base) {
          double log_tick_base = Math.Log10(tick_base);
          int floor = (int)Math.Floor(log_tick_base);
          double dec = log_tick_base - floor;
@@ -216,7 +219,7 @@ namespace mbts {
          if (numerator_part >= tick_base) numerator_part /= Math.Pow(10, Math.Ceiling(Math.Log10(numerator_part) - Math.Log10(tick_base)));
          else {
             //e.g [tick_base 640] 1989-8 == 1989-80, or 1989-32 == 1989-320
-            int ndd_diff = n_display_digits(tick_base) - numerator_text.Length;
+            int ndd_diff = display_digits(tick_base) - numerator_text.Length;
             if (ndd_diff > 0) numerator_part *= Math.Pow(10, ndd_diff);
             if (numerator_part >= tick_base) numerator_part /= 10;
          }
@@ -255,16 +258,21 @@ namespace mbts {
                double numerator_dec = value - integer_part;
                double unit_frac = tick.tick_unit / tick.tick_base;
                int n_units = (int)Math.Round(numerator_dec / unit_frac);
-               if (n_units == tick.tick_base) return (integer_part + 1).ToString() + tick.separator() + new string('0', n_display_digits(tick.tick_base));
+               if (n_units == tick.tick_base) return (integer_part + 1).ToString() + tick.separator() + new string('0', display_digits(tick.tick_base));
                double decimal_part = n_units * tick.tick_unit;
                if (decimal_part == tick.tick_base) {
                   ++integer_part;
                   decimal_part = 0;
+               } else {
+                  // some ticks are not formatted with 100% precision, using less than the required display_digits
+                  // for such cases, we need to truncate the decimal part rather than round it.
+                  decimal_part = Math.Floor(decimal_part);
                }
                string integer_part_text = show_commas ? integer_part.ToString("#,0") : integer_part.ToString();
-               return integer_part_text + tick.separator() + decimal_part.ToString(new string('0', n_display_digits(tick.tick_base)));
+               return integer_part_text + tick.separator() + decimal_part.ToString(new string('0', display_digits(tick.tick_base)));
             }
-         } catch (OverflowException ex) {
+         }
+         catch (OverflowException ex) {
             Logger.warn(bts.log.Subsystem.Ui, $"Arithmetic overflow exception in format_tick (tick:{tick}, value:{value}):{ex}");
             return "Overflow";
          }
@@ -272,7 +280,7 @@ namespace mbts {
 
       private static double _round_tick(double tick_unit_frac, double input) {
          return input - Math.IEEERemainder(input, tick_unit_frac);
-      } 
+      }
       #endregion
    }
 }

src/client/spark/core/NativeMethods/BTSNativeMethods.cs

@@ -8,10 +8,10 @@ namespace mbts.ui.native
 {
    public static class BTSUINativeMethods
    {
-      [DllImport("spark_lib")]
+      [DllImport("libspark")]
       public static extern void enable_limits();
 
-      [DllImport("spark_lib", CharSet = CharSet.Unicode)]
+      [DllImport("libspark", CharSet = CharSet.Unicode)]
       public static extern void set_window_app_id(IntPtr hwnd, string stack_id);
    }
 }

src/client/spark/core/Settings/ISettingsCollector.cs

@@ -69,16 +69,18 @@ namespace mbts.ui.settings
             if (window == null || window.Owner == null) return null;
             MemoryStream out_stream = new MemoryStream();
             window.GetState(out_stream);
+
+            var pos = _interop.GetPosition(window);
             var state = new WindowState() {
                owner = window.Owner.key(),
                app_data = out_stream.ToArray(),
-               position = _interop.GetPosition(window),
-               title = window.Title
+               position = pos,
+               title = string.IsNullOrEmpty(pos.custom_title) ? window.Title : pos.custom_title
             };
             return state;
          }
          catch (Exception e) {
-            Logger.log(bts.log.Level.Error, bts.log.Subsystem.Ui, "Error saving window state for type {0}.\n {1}".fmt(window.GetType(), e.Message));
+            Logger.log(Level.Error, Subsystem.Ui, "Error saving window state for type {0}.\n {1}".fmt(window.GetType(), e.Message));
          }
          return null;
       }

src/client/spark/core/Settings/UserPersistFactory.cs

@@ -12,6 +12,9 @@ using bts.api.persistence;
 
 namespace mbts.ui.settings
 {
+   //
+   // This class is used for tools like SettingsManager.exe
+   // 
    [Export(typeof(IUserPersistFactory))]
    class UISettingsFactory : IUserPersistFactory
    {
@@ -34,7 +37,7 @@ namespace mbts.ui.settings
 
       public IUserPersist get_persist_for(string name) {
          var user = _users.Result.FirstOrDefault(u => u.Login == name);
-         return new UserUISettings(user.Id, _persist);
+         return new UserUISettings(user.Id, _persist, null);
       }
    }
 }

src/client/spark/core/Settings/Workspaces/WorkspaceProtos.cs

@@ -39,6 +39,9 @@ namespace mbts.ui.shell {
       [ProtoMember(102), DefaultValue(true)]
       public bool always_on_top = true;
       //[ProtoMember(103)] //used
+
+      [ProtoMember(104)]
+      public string custom_title;
    }
 
    [ProtoContract]
@@ -58,7 +61,7 @@ namespace mbts.ui.shell {
       public WindowPosition position;
 
       [ProtoMember(9)]
-      public string title;
+      public string title; // for debugging
    }
 
    [ProtoContract]

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

@@ -23,6 +23,9 @@ namespace mbts.ui
       Task<IShellWindow> create(Stream load_stream);
    }
 
+   // ILazyModule may also impement IShellMenu to get opening/closing notification
+   public interface ILazyMenuModule : IShellModule { }
+
    public interface IPersistShellModule : IShellModule {
       // Called at startup before the UI is shown
       // This is an opportunity for you to kick off background services

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

@@ -17,5 +17,5 @@ namespace mbts.ui
       WindowPosition GetPosition(IShellWindow window);
       bool IsVisible(IShellWindow window);
       void PinWindow(IShellWindow window);
-   }
+  }
 }

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

@@ -10,6 +10,7 @@ using bts.api.core;
 using bts.api.persistence;
 using System.Text.RegularExpressions;
 using System.Reactive.Linq;
+using bts.spark;
 
 namespace mbts.persist
 {
@@ -18,11 +19,13 @@ namespace mbts.persist
       protected abstract string user();
       string uns(string ns) { return $"{user()}#{ns}"; }
       PersistenceService _persist;
+      ErrorReporter _errors;   
 
       private const string _settings_change_base = "/ui/settingschange/";
 
-      public UISettingsBase(PersistenceService persist) {
+      public UISettingsBase(PersistenceService persist, ErrorReporter errors) {
          _persist = persist;
+         _errors = errors;
       }
 
 
@@ -50,7 +53,7 @@ namespace mbts.persist
             Ns = uns(ns),
             Key = { key }
          });
-         check_error(ret.value.Result, ns, key, out bool empty);
+         check_error(ret, ns, key, out bool empty);
          if (empty) return default(T);
          return deserialize<T>(ret.value.Record.Single().Value);
       }
@@ -67,20 +70,28 @@ namespace mbts.persist
          return ProtoBuf.Serializer.DeserializeWithLengthPrefix<T>(stream, ProtoBuf.PrefixStyle.Fixed32);
       }
 
-      private void check_error(RetrieveResponse.Types.Result result, string ns, string key, out bool empty) {
-         switch (result) {
-            case RetrieveResponse.Types.Result.EmptyNs:
-            case RetrieveResponse.Types.Result.NoSuchNs:
-            case RetrieveResponse.Types.Result.NoSuchKey:
-               empty = true;
-               return;
-            case RetrieveResponse.Types.Result.EmptyKey:
-            case RetrieveResponse.Types.Result.DuplicateKey:
-               throw new ArgumentException($"Invalid Key {result} '{key}'");
-            default:
-            case RetrieveResponse.Types.Result.Ok:
-               empty = false;
-               return;
+      private void check_error(Result<RetrieveResponse> result, string ns, string key, out bool empty) {
+         if (result.success) {
+            switch (result.value.Result) {
+               case RetrieveResponse.Types.Result.EmptyNs:
+               case RetrieveResponse.Types.Result.NoSuchNs:
+               case RetrieveResponse.Types.Result.NoSuchKey:
+                  empty = true;
+                  return;
+               case RetrieveResponse.Types.Result.EmptyKey:
+               case RetrieveResponse.Types.Result.DuplicateKey:
+                  _errors?.report_error($"Invalid Key {result} '{key}'", "Requested Invalid Settings Key", System.Windows.MessageBoxImage.Information);
+                  empty = true;
+                  return;
+               default:
+               case RetrieveResponse.Types.Result.Ok:
+                  empty = false;
+                  return;
+            }
+         }
+         else {
+            _errors?.report_error($"There was an error communicating with the settings server: '{result.error_message}'", "Failed to retrieve settings from the server");
+            empty = true;
          }
       }
 
@@ -90,7 +101,7 @@ namespace mbts.persist
             new RetrieveAllRequest() {
                Ns = uns(ns)
             });
-         check_error(results.value.Result, ns, "", out bool empty);
+         check_error(results, ns, "", out bool empty);
          if (empty) return Enumerable.Empty<PersistResult<T>>();
          return results.value.Record
             .Where(r => re.IsMatch(r.Key))
@@ -131,7 +142,7 @@ namespace mbts.persist
       protected override string user() { return "all_users"; }
 
       [ImportingConstructor]
-      public UISettings([Import("settings")]PersistenceService p) : base(p) { }
+      public UISettings([Import("settings")]PersistenceService p, ErrorReporter err) : base(p,err) { }
    }
 
    [Export(typeof(IUserPersist))]
@@ -140,8 +151,8 @@ namespace mbts.persist
       string _user;
 
       [ImportingConstructor]
-      public UserUISettings([Import("userid")]uint user, [Import("settings")]PersistenceService persist)
-         : base(persist) {
+      public UserUISettings([Import("userid")]uint user, [Import("settings")]PersistenceService persist, ErrorReporter err)
+         : base(persist,err) {
          _user = $"User {user}";
       }
 

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

@@ -1,8 +1,11 @@
 using System;
+using System.Collections;
 using System.Collections.Generic;
 
 namespace mbts.utils {
    public static class EqualityComparer {
+      const int _hash_seed = 63607, _hash_multiplier = 6451;
+
       public static IEqualityComparer<T> Create<T>(Func<T, T, bool> equals) =>
          new AnonymousEqualityComparer<T>(equals);
 
@@ -23,12 +26,40 @@ namespace mbts.utils {
       public static IEqualityComparer<T?> CreateNullable<T>(Func<T, T, bool> equals) where T : struct =>
          new AnonymousEqualityComparer<T?>((a, b) => a.HasValue ? b.HasValue && equals(a.Value, b.Value) : !b.HasValue);
 
+      public static IEqualityComparer to_non_generic<T>(this IEqualityComparer<T> comparer) =>
+         new AnonymousEqualityComparer<T>(comparer.Equals, comparer.GetHashCode);
+
       public static bool NullCheckEquals<T>(T x, T y, Func<T, T, bool> non_null_equals) where T : class, IEquatable<T> =>
          x == null ? y == null :
          y != null &&
          non_null_equals(x, y);
 
-      private class AnonymousEqualityComparer<T> : IEqualityComparer<T> {
+      public static int aggregate_hash(int item1_hash, int item2_hash, int item3_hash) {
+         int rv = _hash_seed;
+         unchecked {
+            _accumulate_hash(ref rv, ref item1_hash);
+            _accumulate_hash(ref rv, ref item2_hash);
+            _accumulate_hash(ref rv, ref item3_hash);
+         }
+         return rv;
+      }
+
+      // Note: be wary of the performance cost this method may have, as frequently creating large arrays can be expensive.
+      // If you wish to avoid this cost, consider making an overload like the method above, with the appropriate number of item-hash arguments
+      public static int aggregate_hash(params int[] item_hashes) {
+         int hash = _hash_seed;
+         unchecked {
+            foreach (int item_hash in item_hashes)
+               hash = hash * _hash_multiplier + item_hash;
+         }
+         return hash;
+      }
+
+      // WARNING: be sure to call this within in an unchecked scope
+      static void _accumulate_hash(ref int aggregate_hash, ref int item_hash) =>
+         aggregate_hash = aggregate_hash * _hash_multiplier + item_hash;
+
+      private class AnonymousEqualityComparer<T> : IEqualityComparer<T>, IEqualityComparer {
          readonly Func<T, T, bool> _equals;
          readonly Func<T, int> _get_hash_code;
 
@@ -40,6 +71,9 @@ namespace mbts.utils {
 
          public bool Equals(T x, T y) => _equals(x, y);
          public int GetHashCode(T obj) => _get_hash_code(obj);
+
+         bool IEqualityComparer.Equals(object x, object y) => x is T xt && y is T yt && _equals(xt, yt);
+         int IEqualityComparer.GetHashCode(object obj) => throw new NotImplementedException();
       }
    }
 }

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

@@ -1,4 +1,6 @@
 using System;
+using System.Collections;
+using System.Collections.Generic;
 
 namespace mbts.utils {
    public static class CompareUtils {
@@ -19,5 +21,22 @@ namespace mbts.utils {
             b.HasValue ? compare(a.Value, b.Value) : 1 :
             b.HasValue ? -1 : 0;
       #endregion
+
+      #region Comparer
+      public static IComparer to_non_generic<T>(this IComparer<T> comparer) =>
+        new NonGenericComparerWrapper<T>(comparer);
+
+      public static IComparer<TOutter> wrap<TInner, TOutter>(this IComparer<TInner> inner_comparer, Func<TOutter, TInner> selector) =>
+         Comparer<TOutter>.Create((a, b) => inner_comparer.Compare(a == null ? default : selector(a), b == null ? default : selector(b)));
+
+      class NonGenericComparerWrapper<T> : IComparer {
+         readonly IComparer<T> _comparer;
+
+         public NonGenericComparerWrapper(IComparer<T> comparer) => _comparer = comparer;
+
+         public int Compare(object x, object y) =>
+            _comparer.Compare(ObjectHelper.try_convert<T>(x), ObjectHelper.try_convert<T>(y));
+      }
+      #endregion
    }
-}
+}

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

@@ -0,0 +1,6 @@
+namespace mbts.spark {
+   interface IValueFactoryVM<T> {
+      T create();
+      void load_from(T value);
+   }
+}

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

@@ -2,9 +2,9 @@
 using System;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
+using System.Threading;
 
 namespace mbts.utils {
    interface IObservableDemuxer<TKey, in TInput, out TOutput> : IObserver<TInput> {
@@ -89,21 +89,17 @@ namespace mbts.utils {
          _group_key = group_key;
       }
 
-      public void OnCompleted() { }
-      public void OnError(Exception error) { }
       public IObservable<ITableUpdateTransform<T, TKey>> subscribe(TGroupKey group_key) =>
          Observable.Create<ITableUpdateTransform<T, TKey>>(o => {
             var data = _map.GetOrAdd(group_key, gk => new Data());
-            lock (data) {
-               var current = data.current;
-               if (current.state.Count > 0) {
-                  var state_clone = current.state.ToDictionary();
-                  o.OnNext(new TableUpdateTransform<T, TKey>(state_clone, state_clone.Values.ToList(), new List<T>(0)));
-               }
+            using (data.read()) {
+               o.OnNext(data.current.as_snapshot());
+               return data.subject.Subscribe(o);
             }
-            return data.subject.Subscribe(o);
          });
 
+      public void OnCompleted() { }
+      public void OnError(Exception error) { }
       public void OnNext(TableUpdate<T, TKey> table) {
          var changes = new Dictionary<TGroupKey, ChangeSet>();
          foreach (T value in table.added)
@@ -116,16 +112,29 @@ namespace mbts.utils {
       }
 
       Data _update(Data data, ChangeSet changes) {
-         lock (data) {
-            data.current = data.current.update(changes.removed, changes.added, _key);
-            data.subject.OnNext(data.current);
-         }
+         using (data.write())
+            data.subject.OnNext(data.current = data.current.update(changes.removed, changes.added, _key));
          return data;
       }
 
       class Data {
+         int _n_read_ops, _n_write_ops;
          public readonly Subject<TableUpdateTransform<T, TKey>> subject = new Subject<TableUpdateTransform<T, TKey>>();
          public TableUpdateTransform<T, TKey> current = new TableUpdateTransform<T, TKey>();
+
+         public IDisposable read() {
+            while (_n_write_ops > 0)
+               Thread.Yield();
+            Interlocked.Increment(ref _n_read_ops);
+            return Disposable.Create(() => Interlocked.Decrement(ref _n_read_ops));
+         }
+
+         public IDisposable write() {
+            while (_n_read_ops > 0)
+               Thread.Yield();
+            Interlocked.Increment(ref _n_write_ops);
+            return Disposable.Create(() => Interlocked.Decrement(ref _n_write_ops));
+         }
       }
 
       // [John]I prefer this class over anonymous tuples bc it is easy to mix up Item1/Item2

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

@@ -7,12 +7,30 @@ using System.Linq;
 using System.Reactive.Linq;
 
 namespace mbts.utils {
+   interface IIncrementalUpdate<T, TKey> where TKey : IEquatable<TKey> {
+      IReadOnlyDictionary<TKey, T> added { get; }
+      IReadOnlyDictionary<TKey, T> removed { get; }
+   }
+
    interface ITableUpdateTransform<T, TKey> where TKey : IEquatable<TKey> {
       IReadOnlyDictionary<TKey, T> state { get; }
       IReadOnlyList<T> added { get; }
       IReadOnlyList<T> removed { get; }
    }
 
+   class IncrementalUpdate<T, TKey> : IIncrementalUpdate<T, TKey> where TKey : IEquatable<TKey> {
+      public IncrementalUpdate()
+         : this(new Dictionary<TKey, T>(0), new Dictionary<TKey, T>(0)) { }
+
+      public IncrementalUpdate(IReadOnlyDictionary<TKey, T> added, IReadOnlyDictionary<TKey, T> removed) {
+         this.added = added;
+         this.removed = removed;
+      }
+
+      public IReadOnlyDictionary<TKey, T> added { get; }
+      public IReadOnlyDictionary<TKey, T> removed { get; }
+   }
+
    class TableUpdateTransform<T, TKey> : ITableUpdateTransform<T, TKey> where TKey : IEquatable<TKey> {
       readonly Dictionary<TKey, T> _state;
       readonly IReadOnlyList<T> _added, _removed;
@@ -44,6 +62,18 @@ namespace mbts.utils {
             table._state.Add(key(item), item);
          return table;
       }
+
+      public TableUpdateTransform<T, TKey> update(IIncrementalUpdate<T, TKey> update, Func<T, TKey> key) {
+         var table = new TableUpdateTransform<T, TKey>(new Dictionary<TKey, T>(_state), added, removed);
+         foreach (var k in update.removed.Keys)
+            table._state.Remove(k);
+         foreach (var kv in update.added)
+            table._state.Add(kv.Key, kv.Value);
+         return table;
+      }
+
+      internal TableUpdateTransform<T, TKey> as_snapshot() =>
+         new TableUpdateTransform<T, TKey>(_state, _state.Values.ToList(), new T[0]);
    }
 
    [Browsable(false)]
@@ -58,6 +88,15 @@ namespace mbts.utils {
          .Select(u => new FilteredTableUpdateTransform<T, TKey>(u, predicate))
          .Where(u => u.added.Count > 0 || u.removed.Count > 0);
 
+      /// <summary>
+      /// Makes a 1:1 conversion to an IncrementalUpdate sequence of TResult (TKey remains the same).
+      /// </summary>
+      public static IObservable<IIncrementalUpdate<TResult, TKey>> convert<T, TKey, TResult>(this IObservable<IIncrementalUpdate<T, TKey>> source, Func<T, TResult> selector)
+         where TKey : IEquatable<TKey> =>
+         source.Select(update => new IncrementalUpdate<TResult, TKey>(
+            update.added.ToDictionary(kv => kv.Key, kv => selector(kv.Value)),
+            update.removed.ToDictionary(kv => kv.Key, kv => selector(kv.Value))));
+
       /// <summary>
       /// Converts sequence to show incremental changes with respect to the [TResult] value returned by result_selector.
       /// </summary>
@@ -69,6 +108,33 @@ namespace mbts.utils {
          source.Scan(new PivotTableUpdateTransform<T, TKey, TResult, TResultKey>(selector, result_key, key),
             (pivot, table) => pivot.update(table));
 
+      /// <summary>
+      /// Converts sequence to show incremental changes with respect to the [TResult] value returned by result_selector.
+      /// </summary>
+      public static IObservable<IIncrementalUpdate<TResult, TResultKey>> with_respect_to<T, TKey, TResult, TResultKey>(
+         this IObservable<IIncrementalUpdate<T, TKey>> source, Func<T, TResult> selector, Func<TResult, TResultKey> result_key, Func<T, TKey> key)
+         where TKey : IEquatable<TKey>
+         where TResultKey : IEquatable<TResultKey> =>
+         //
+         source.Scan(new PivotIncrementalUpdate<T, TKey, TResult, TResultKey>(selector, result_key, key),
+            (pivot, table) => pivot.update(table));
+
+      /// <summary>
+      /// Uses a Scan operator to accumulate state in the resulting ITableUpdateTransform sequence.
+      /// </summary>
+      public static IObservable<ITableUpdateTransform<T, TKey>> table<T, TKey>(this IObservable<IIncrementalUpdate<T, TKey>> source, Func<T, TKey> key) where TKey : IEquatable<TKey> =>
+         source.Scan(
+           new TableUpdateTransform<T, TKey>(),
+           (table, update) => table.update(update, key));
+
+      /// <summary>
+      /// Filters the incremental added/removed lists by a predicate.  Observers are only notified when the filtered added/removed lists have elements.
+      /// </summary>
+      public static IObservable<IIncrementalUpdate<T, TKey>> filter<T, TKey>(this IObservable<IIncrementalUpdate<T, TKey>> source, Func<T, bool> predicate)
+         where TKey : IEquatable<TKey> => source
+         .Select(u => new IncrementalUpdate<T, TKey>(u.added.Where(kv => predicate(kv.Value)).ToDictionary(), u.removed.Where(kv => predicate(kv.Value)).ToDictionary()))
+         .Where(u => u.added.Count > 0 || u.removed.Count > 0);
+
       class FilteredTableUpdateTransform<T, TKey> : ITableUpdateTransform<T, TKey> where TKey : IEquatable<TKey> {
          internal FilteredTableUpdateTransform(ITableUpdateTransform<T, TKey> source, Func<T, bool> predicate) {
             state = source.state;
@@ -81,6 +147,57 @@ namespace mbts.utils {
          public IReadOnlyList<T> removed { get; }
       }
 
+      class PivotIncrementalUpdate<T, TKey, TResult, TResultKey> : IIncrementalUpdate<TResult, TResultKey> where TKey : IEquatable<TKey> where TResultKey : IEquatable<TResultKey> {
+         readonly Dictionary<TResultKey, TResult> _state;
+         readonly SetMap<TResultKey, TKey> _key_map;
+         readonly Func<T, TResult> _selector;
+         readonly Func<TResult, TResultKey> _result_key;
+         readonly Func<T, TKey> _key;
+
+         internal PivotIncrementalUpdate(Func<T, TResult> selector, Func<TResult, TResultKey> result_key, Func<T, TKey> key) :
+            this(new Dictionary<TResultKey, TResult>(), new Dictionary<TResultKey, TResult>(0), new Dictionary<TResultKey, TResult>(0), new SetMap<TResultKey, TKey>(), selector, result_key, key) { }
+
+         PivotIncrementalUpdate(Dictionary<TResultKey, TResult> state, IReadOnlyDictionary<TResultKey, TResult> added, IReadOnlyDictionary<TResultKey, TResult> removed,
+            SetMap<TResultKey, TKey> key_map, Func<T, TResult> selector, Func<TResult, TResultKey> result_key, Func<T, TKey> key) {
+            //
+            _state = state;
+            this.added = added;
+            this.removed = removed;
+            _key_map = key_map;
+            _selector = selector;
+            _result_key = result_key;
+            _key = key;
+         }
+
+         public IReadOnlyDictionary<TResultKey, TResult> state => _state;
+         public IReadOnlyDictionary<TResultKey, TResult> added { get; }
+         public IReadOnlyDictionary<TResultKey, TResult> removed { get; }
+
+         public PivotIncrementalUpdate<T, TKey, TResult, TResultKey> update(IIncrementalUpdate<T, TKey> table) {
+            Dictionary<TResultKey, TResult> removed = new Dictionary<TResultKey, TResult>(), added = new Dictionary<TResultKey, TResult>();
+            var state_clone = new Dictionary<TResultKey, TResult>(_state);
+            foreach (var kv in table.removed) {
+               var result = _selector(kv.Value);
+               var rkey = _result_key(result);
+               if (_key_map.removes_key(rkey, kv.Key))
+                  removed.Add(rkey, result);
+            }
+            foreach (var kv in table.added) {
+               var result = _selector(kv.Value);
+               var rkey = _result_key(result);
+               if (_key_map.adds_key(rkey, kv.Key)) {
+                  if (!removed.Remove(rkey))
+                     added.Add(rkey, result);
+               }
+            }
+            foreach (var k in removed.Keys)
+               state_clone.Remove(k);
+            foreach (var kv in added)
+               state_clone.Add(kv.Key, kv.Value);
+            return new PivotIncrementalUpdate<T, TKey, TResult, TResultKey>(state_clone, added, removed, _key_map, _selector, _result_key, _key);
+         }
+      }
+
       class PivotTableUpdateTransform<T, TKey, TResult, TResultKey> : ITableUpdateTransform<TResult, TResultKey> where TKey : IEquatable<TKey> where TResultKey : IEquatable<TResultKey> {
          readonly Dictionary<TResultKey, TResult> _state;
          readonly SetMap<TResultKey, TKey> _key_map;

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

@@ -471,7 +471,7 @@ namespace mbts.ui.shell
       protected Property<T> backing<T, TData>(string name, IObservable<TData> source, Func<TData, T> select, T default_value = default) {
          if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          var prop = new ObservablePropertySink<T>(this, name, default_value);
-         _observable_properties.Add(source.ObserveOnDispatcher().Subscribe(d => prop.set(select(d))));
+         _observable_properties.Add(source.OnDispatcher().Subscribe(d => prop.set(select(d))));
          return prop;
       }
 
@@ -526,8 +526,8 @@ namespace mbts.ui.shell
       protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, Func<T, T, bool> items_match, IReadOnlyList<PropertyValidation<T>> validation_steps) {
          if (_observable_properties == null) _observable_properties = new List<IDisposable>();
          var prop = new SelectorProperty<T>(this, name, select_default, items_match, validation_steps);
-         _observable_properties.Add(items.ObserveOnDispatcher().Subscribe(prop));
-         _observable_properties.Add(desired_item.ObserveOnDispatcher().Subscribe(prop));
+         _observable_properties.Add(items.OnDispatcher().Subscribe(prop));
+         _observable_properties.Add(desired_item.OnDispatcher().Subscribe(prop));
          return prop;
       }
 

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

@@ -1,141 +1,220 @@
-using mbts.spark;
-using mbts.ui.extensions;
+using bts.api;
+using mbts.spark;
+using mbts.ui.utility.text;
 using System;
 using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
+using System.Globalization;
 using System.Windows;
 using System.Windows.Controls;
-using System.Windows.Input;
+using System.Windows.Data;
 using System.Windows.Media;
-using static mbts.config.Configuration;
+using FontFamily = System.Windows.Media.FontFamily;
 
 namespace mbts.ui.controls {
-   public class Badge: Control {
-      readonly static double _dpi = get<bts.config.System>().dpi_ratio;
+   public class Badge : Control {
+      public const double LINE_SPACING = 1;
+      // Storing the defaults here for readability
+      // Warning: these properties are used to calculate the ladder's row_height. Please change the values below if you want to change properties that affect the layout.
+      // ** - value is not the actual PropertyMetadata.DefaultValue
+      public static readonly Thickness
+         DefaultMargin = new Thickness(4, 2, 4, 2), // **
+         DefaultPadding = new Thickness(1),
+         DefaultBorderThickness = new Thickness(2);
+      public static readonly double
+         DefaultCornerRadius = 1,
+         DefaultFontSize = 10,
+         DefaultWidth = 63; // **
+      public static readonly FontFamily DefaultFontFamily = new FontFamily("Consolas");
+
+      readonly GlyphContentRect _gcr = new GlyphContentRect();
+      Brush _background, _foreground, _border_brush;
 
-      Typeface _face;
-      FormattedText _center_text;
-      FormattedText _top_text;
-      FormattedText _bottom_text;
       static Badge() {
          DefaultStyleKeyProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(typeof(Badge)));
-         WidthProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(15.0));
-         HeightProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(10.0));
-         FontSizeProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(10.0, FrameworkPropertyMetadataOptions.AffectsRender /*| FrameworkPropertyMetadataOptions.AffectsMeasure*/, update_text));
-         ForegroundProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(Brushes.White, update_text));
-         BackgroundProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(Brushes.Transparent, FrameworkPropertyMetadataOptions.AffectsRender));
-         BorderThicknessProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(new Thickness(1)));
-         BorderBrushProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(Brushes.Black));
-         FontFamilyProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(new FontFamily("Consolas"), FrameworkPropertyMetadataOptions.AffectsRender /*| FrameworkPropertyMetadataOptions.AffectsMeasure*/, update_text));
-
-         //TextProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(string.Empty, FrameworkPropertyMetadataOptions.AffectsRender | FrameworkPropertyMetadataOptions.AffectsMeasure, update_text));
-         //TopTextProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(string.Empty, FrameworkPropertyMetadataOptions.AffectsRender | FrameworkPropertyMetadataOptions.AffectsMeasure, update_text));
-         //BottomTextProperty.OverrideMetadata(typeof(Badge), new FrameworkPropertyMetadata(string.Empty, FrameworkPropertyMetadataOptions.AffectsRender | FrameworkPropertyMetadataOptions.AffectsMeasure, update_text));
+         // MinWidth
+         WPFHelper.override_metadata<double, Badge>(
+            MinWidthProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.min_width = v,
+            0);
+         // Width
+         WPFHelper.override_metadata<double, Badge>(
+            WidthProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.width = v,
+            double.NaN);
+         // Max Width
+         WPFHelper.override_metadata<double, Badge>(
+            MaxWidthProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.max_width = v,
+            double.MaxValue);
+         // Min Height
+         WPFHelper.override_metadata<double, Badge>(
+            MinHeightProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.min_height = v,
+            0);
+         // Height
+         WPFHelper.override_metadata<double, Badge>(
+            HeightProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.height = v,
+            double.NaN);
+         // Max Height
+         WPFHelper.override_metadata<double, Badge>(
+            MaxHeightProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.max_height = v,
+            double.MaxValue);
+         // FontSize
+         WPFHelper.override_metadata<double, Badge>(
+            FontSizeProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.font_size = v,
+            DefaultFontSize);
+         // Foreground
+         WPFHelper.override_metadata<Brush, Badge>(
+            ForegroundProperty,
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._foreground = v,
+            Brushes.White);
+         // Background
+         WPFHelper.override_metadata<Brush, Badge>(
+            BackgroundProperty,
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._background = v,
+            Brushes.Transparent);
+         // BorderThickness
+         WPFHelper.override_metadata<Thickness, Badge>(
+            BorderThicknessProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.border_thickness = v,
+            DefaultBorderThickness);
+         // BorderBrush
+         WPFHelper.override_metadata<Brush, Badge>(
+            BorderBrushProperty,
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._border_brush = v,
+            Brushes.Black);
+         // FontFamily
+         WPFHelper.override_metadata<FontFamily, Badge>(
+            FontFamilyProperty,
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.glyph_context = b._gcr.glyph_context.with(v),
+            DefaultFontFamily);
+         // HoriontalAlignment
+         WPFHelper.override_metadata<HorizontalAlignment, Badge>(
+            HorizontalAlignmentProperty,
+            FrameworkPropertyMetadataOptions.AffectsArrange |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => o._gcr.horizontal_alignment = v,
+            HorizontalAlignment.Stretch);
+         // HoriontalContentAlignment
+         WPFHelper.override_metadata<HorizontalAlignment, Badge>(
+            HorizontalContentAlignmentProperty,
+            FrameworkPropertyMetadataOptions.AffectsArrange |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => o._gcr.horizontal_content_alignment = v,
+            HorizontalAlignment.Center);
+         // VerticalAlignment
+         WPFHelper.override_metadata<VerticalAlignment, Badge>(
+            VerticalAlignmentProperty,
+            FrameworkPropertyMetadataOptions.AffectsArrange |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => o._gcr.vertical_alignment = v,
+            VerticalAlignment.Center);
+         // VerticalContentAlignment
+         WPFHelper.override_metadata<VerticalAlignment, Badge>(
+            VerticalContentAlignmentProperty,
+            FrameworkPropertyMetadataOptions.AffectsArrange |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => o._gcr.vertical_content_alignment = v,
+            VerticalAlignment.Center);
+         // Padding
+         WPFHelper.override_metadata<Thickness, Badge>(
+            PaddingProperty,
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (p, v) => p._gcr.padding = v,
+            DefaultPadding);
       }
 
-      public string Text {
-         get { return (string)GetValue(TextProperty); }
-         set { SetValue(TextProperty, value); }
-      }
-      public static readonly DependencyProperty TextProperty =
-          DependencyProperty.Register("Text", typeof(string), typeof(Badge), new PropertyMetadata(string.Empty, 
-             format_text((b,v) => b._center_text= v)));
-
-
-      public string TopText {
-         get { return (string)GetValue(TopTextProperty); }
-         set { SetValue(TopTextProperty, value); }
-      }
-      public static readonly DependencyProperty TopTextProperty =
-          DependencyProperty.Register(nameof(TopText), typeof(string), typeof(Badge), new PropertyMetadata(string.Empty,
-             format_text((b, v) => b._top_text = v)));
-
-      public string BottomText {
-         get { return (string)GetValue(BottomTextProperty); }
-         set { SetValue(BottomTextProperty, value); }
+      public Badge() {
+         _gcr.min_width = MinWidth;
+         _gcr.width = Width;
+         _gcr.max_width = MaxWidth;
+         _gcr.min_height = MinHeight;
+         _gcr.height = Height;
+         _gcr.max_height = Height;
+         _gcr.padding = Padding;
+         _gcr.border_thickness = BorderThickness;
+         _gcr.horizontal_alignment = HorizontalAlignment;
+         _gcr.horizontal_content_alignment = HorizontalContentAlignment;
+         _gcr.vertical_alignment = VerticalAlignment;
+         _gcr.vertical_content_alignment = VerticalContentAlignment;
+         _background = Background;
+         _foreground = Foreground;
+         _border_brush = BorderBrush;
+         _gcr.font_size = FontSize;
+         _gcr.text_lines = TextLines;
+         _gcr.glyph_context = GlyphContext.create(FontFamily, FontWeight);
       }
 
-      public static readonly DependencyProperty BottomTextProperty =
-          DependencyProperty.Register(nameof(BottomText), typeof(string), typeof(Badge), new PropertyMetadata(string.Empty, 
-             format_text((b,v)=>b._bottom_text=v)));
+      public static readonly DependencyProperty TextLinesProperty =
+         WPFHelper.create_dp<IReadOnlyList<string>, Badge>(
+            nameof(TextLines),
+            FrameworkPropertyMetadataOptions.AffectsMeasure |
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (b, v) => b._gcr.text_lines = v,
+            new string[0]);
+
+      public IReadOnlyList<string> TextLines {
+         get => GetValue(TextLinesProperty) as IReadOnlyList<string>;
+         set => SetValue(TextLinesProperty, value);
+      }
 
       public double CornerRadius {
          get { return (double)GetValue(CornerRadiusProperty); }
          set { SetValue(CornerRadiusProperty, value); }
       }
+
       public static readonly DependencyProperty CornerRadiusProperty =
-          DependencyProperty.Register("CornerRadius", typeof(double), typeof(Badge), new PropertyMetadata(3.0));
+         WPFHelper.create_dp<double, Badge>(nameof(CornerRadius), DefaultCornerRadius);
 
-      static PropertyChangedCallback format_text(Action<Badge,FormattedText> f) {
-         return (d, e) => {
-            Badge b = (Badge)d;
-            ensure_fontface(b);
-            string text = e.NewValue as string;
-            if (string.IsNullOrEmpty(text)) f(b, null);
-            f(b, new FormattedText(text,
-               System.Globalization.CultureInfo.CurrentCulture,
-               FlowDirection.LeftToRight,
-               b._face, b.FontSize, b.Foreground, _dpi));
-            b.InvalidateVisual();
-         };
+      protected override Size ArrangeOverride(Size finalSize) => finalSize;
+
+      protected override Size MeasureOverride(Size availableSize) {
+         _gcr.available_size = availableSize;
+         return _gcr.layout_size;
       }
-      static FormattedText format_text(Badge badge, DependencyProperty source) {
-         FormattedText result = null;
-         var value = badge.GetValue(source);
-         format_text((b, v) => result = v)(badge, new DependencyPropertyChangedEventArgs(source, value, value));
-         return result;
-      }
-
-      static void update_text(DependencyObject d, DependencyPropertyChangedEventArgs args) {
-         // Force formatted text regeneration when font/color changes
-         Badge badge = (Badge)d;
-         badge._face = null;
-         ensure_fontface(badge);
-         badge._center_text = format_text(badge, TextProperty);
-         badge._top_text = format_text(badge, TopTextProperty);
-         badge._bottom_text = format_text(badge, BottomTextProperty);
-      }
-
-      private static void ensure_fontface(Badge b) {
-         b._face = b._face ?? new Typeface(b.FontFamily, b.FontStyle, b.FontWeight, b.FontStretch);
-      }
-
-      //protected override Size MeasureOverride(Size availableSize) {
-      //   Double calc_height = 0.0;
-      //   Double calc_width = 0.0;
-      //   Size size = new Size(0, 0);
-
-      //   Size center_size = new Size(_center_text.Width, _center_text.Height);
-      //   Size top_size = new Size(_top_text.Width, _top_text.Height);
-      //   Size bottom_size = new Size(_bottom_text.Width, _bottom_text.Height);
-
-      //   calc_width = Math.Max(center_size.Width, top_size.Width);
-      //   calc_width = Math.Max(calc_width, bottom_size.Width);
-
-      //   calc_height += center_size.Height;
-      //   calc_height += top_size.Height;
-      //   calc_height += bottom_size.Height;
-
-      //   size.Width = calc_width;
-      //   size.Height = calc_height;
-
-      //   return size;
-
-      //}
 
       protected override void OnRender(DrawingContext dc) {
          base.OnRender(dc);
          double border_thickness = BorderThickness.Top;
          var pen = new Pen(BorderBrush, border_thickness);
-         dc.DrawRoundedRectangle(Background, pen, new Rect(0, 0 + border_thickness, ActualWidth, ActualHeight - 2 * border_thickness), CornerRadius, CornerRadius);
-         if (_center_text != null)
-            dc.DrawText(_center_text, new Point((ActualWidth-_center_text.Width)/2, (ActualHeight-_center_text.Height)/2));
-         if (_top_text != null)
-             dc.DrawText(_top_text, new Point(border_thickness, border_thickness));
-         if (_bottom_text != null)
-            dc.DrawText(_bottom_text, new Point(border_thickness, ActualHeight - _bottom_text.Height - border_thickness));
+         dc.DrawRoundedRectangle(Background, pen, new Rect(0, border_thickness, _gcr.layout_size.Width, _gcr.layout_size.Height), CornerRadius, CornerRadius);
+         var gr = _gcr.glyph_run;
+         if (gr != null)
+            dc.DrawGlyphRun(_foreground, gr);
       }
-   } 
+   }
+
+   class BadgeTextLinesConverter : IMultiValueConverter {
+      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
+         if (ObjectHelper.try_convert_args(values, out Side side, out uint quantity, out uint filled, out mbts.spark.LadderSettings.BadgeStyle style))
+            return BadgeRender.format(side, quantity, filled, style);
+         else return new string[0];
+      }
+
+      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) => throw new NotImplementedException();
+   }
 }

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

@@ -73,7 +73,7 @@ namespace mbts.ui.controls {
          Disposable.dispose(ref timer._trigger_sub);
          IObservable<object> newval = args.NewValue as IObservable<object>;
          if (newval != null) {
-            timer._trigger_sub = newval.ObserveOnDispatcher().Subscribe(timer.start);
+            timer._trigger_sub = newval.OnDispatcher().Subscribe(timer.start);
          }
       }
 

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

@@ -1,4 +1,5 @@
 using mbts.spark.filters;
+using System;
 using System.ComponentModel;
 using System.Windows;
 using System.Windows.Controls;
@@ -21,7 +22,8 @@ namespace mbts.ui.controls {
             Time = 100,
             TimeInForce = 47,
             TradeKey = 76,
-            User = 53;
+            User = 53,
+            Aggressor = 80;
       }
 
       public static class DefaultColumnHeaders {
@@ -39,7 +41,9 @@ namespace mbts.ui.controls {
             Size = "Qty",
             TimeInForce = "TIF",
             TradeKey = "Trade Key",
-            User = "User";
+            User = "User",
+            Time = "Time",
+            Aggressor = "Aggressor";
       }
 
       internal interface IKeyedColumn<TColKey> {
@@ -60,13 +64,19 @@ namespace mbts.ui.controls {
             WPFHelper.create_dp<ListSortDirection?, ColumnBase>(
                nameof(SortDirection), (o, v) => o.OnSortDirectionChanged(v));
 
-         public ListSortDirection? SortDirection { get => GetValue(SortDirectionProperty) as ListSortDirection?; set => SetValue(SortDirectionProperty, value); }
+         public ListSortDirection? SortDirection {
+            get => GetValue(SortDirectionProperty) as ListSortDirection?;
+            set => SetValue(SortDirectionProperty, value);
+         }
+
+         public event Action<ColumnBase, ListSortDirection?> sort_direction_changed;
 
          public string sort_member_path { get; set; }
          public double original_width { get; set; }
          public bool is_collapsed { get; set; }
 
-         protected virtual void OnSortDirectionChanged(ListSortDirection? new_value) { }
+         protected virtual void OnSortDirectionChanged(ListSortDirection? new_value) =>
+            sort_direction_changed?.Invoke(this, new_value);
       }
 
       internal abstract class ColumnBase<TColKey> : ColumnBase, IKeyedColumn<TColKey> {

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

@@ -0,0 +1,36 @@
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui.utility.text;
+using System;
+using System.Windows;
+using System.Windows.Media;
+
+namespace mbts.ui.controls {
+   public partial class DIYGrid {
+      internal class TimeAndSalesColumn : RenderTextColumn<TimeAndSalesVM.Row> {
+
+         readonly Func<TimeAndSalesVM.Row, string> _get_text;
+         readonly Func<TimeAndSalesVM.Row, Brush> _get_brush;
+
+         public TimeAndSalesColumn(Func<TimeAndSalesVM.Row, string> get_text, Func<TimeAndSalesVM.Row, Brush> get_brush, IDataGridColumnFilter filter = null, string filter_template = null, GlyphContext glyph_context = null) : base(get_text, filter, filter_template, glyph_context) {
+            _get_text = get_text;
+            _get_brush = get_brush;
+         }
+
+         public override void draw(TimeAndSalesVM.Row row, DrawingContext dc, ColumnGeometry position, double row_height) {
+            CellRender.draw_text(dc
+               , glyph_context
+               , font_size
+               , _get_text(row)
+               , position
+               , row_height
+               , foreground
+               , _get_brush(row)
+               , horizontal_alignment
+               , vertical_alignment
+               , padding);
+         }
+
+      }
+   }
+}

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

@@ -49,7 +49,7 @@ namespace mbts.spark.filters {
       ) => new DynamicItemsFilter<TRow, TValue, TState>(items, get_row_val, get_state, load_state, prop_name, equality_comparer, comparer);
 
       public static IDataGridColumnPersistentFilter<TRow, TState> Create<TRow, TValue, TState>(
-        IObservable<(IReadOnlyList<TValue> added, IReadOnlyList<TValue> removed)> items,
+        IObservable<(IEnumerable<TValue> added, IEnumerable<TValue> removed)> items,
         Func<TRow, TValue> get_row_val,
         Func<ISet<TValue>, TState> get_state,
         Func<TState, IObservable<IEnumerable<TValue>>> load_state,
@@ -115,14 +115,14 @@ namespace mbts.spark.filters {
             IComparer<TValue> comparer = null
          ) : this(get_row_val, get_state, load_state, prop_name, equality_comparer, comparer) {
             //
-            _items_sub = items.ObserveOnDispatcher().Subscribe(new_items => {
+            _items_sub = items.OnDispatcher().Subscribe(new_items => {
                _items_set.SetItems(new_items.Concat(_selected_items_set));
                _unsorted_items.sync_with(_items_set);
             });
          }
  
          public DynamicItemsFilter(
-            IObservable<(IReadOnlyList<TValue> added, IReadOnlyList<TValue> removed)> items,
+            IObservable<(IEnumerable<TValue> added, IEnumerable<TValue> removed)> items,
             Func<TRow, TValue> get_row_val,
             Func<ISet<TValue>, TState> get_state,
             Func<TState, IObservable<IEnumerable<TValue>>> load_state,
@@ -131,7 +131,7 @@ namespace mbts.spark.filters {
             IComparer<TValue> comparer = null
          ) : this(get_row_val, get_state, load_state, prop_name, equality_comparer, comparer) {
             //
-            _items_sub = items.ObserveOnDispatcher().Subscribe(update => {
+            _items_sub = items.OnDispatcher().Subscribe(update => {
                foreach (var v in update.added)
                   _items_set.Add(v);
                foreach (var v in update.removed.Except(_selected_items_set))
@@ -182,7 +182,7 @@ namespace mbts.spark.filters {
 
          protected override void _load_state_internal(TState state) {
             Disposable.dispose(ref _desired_items_sub);
-            _desired_items_sub = _load_state(state).ObserveOnDispatcher().Subscribe(_on_desired_item);
+            _desired_items_sub = _load_state(state).OnDispatcher().Subscribe(_on_desired_item);
          }
 
          protected override void _apply() {

src/client/spark/view/Controls/DataGridEx/Filters/Views/TimeFilter.cs

@@ -54,8 +54,9 @@ namespace mbts.ui {
       public static TimeTextTuple FromTicks(long ticks) =>
          FromDateTime(new DateTime(ticks));
 
-      public static TimeTextTuple FromDateTime(DateTime date_time) =>
-         new TimeTextTuple(DateTimeFormatInfo.CurrentInfo.AbbreviatedMonthNames[date_time.Month - 1], date_time.Day.ToString(), date_time.Year.ToString(), date_time.ToString("t"));
+      public static TimeTextTuple FromDateTime(DateTime date_time) => FromDateTime(date_time, "t");
+      public static TimeTextTuple FromDateTime(DateTime date_time, string time_format) =>
+         new TimeTextTuple(DateTimeFormatInfo.CurrentInfo.AbbreviatedMonthNames[date_time.Month - 1], date_time.Day.ToString(), date_time.Year.ToString(), date_time.ToString(time_format));
 
       public TimeTextTuple(string month_text, string day_text, string year_text, string time_text) {
          _month_text = month_text;
@@ -107,14 +108,23 @@ namespace mbts.ui {
 
 
       static DateTime? _parse(string month_text, string day_text, string year_text, string time_text) {
-         DateTime? t = _parse(time_text);
+         TimeSpan? t = _parse_time(time_text);
          if (t.HasValue) {
             DateTime? d = _parse($"{month_text}/{day_text}/{year_text}");
-            if (d.HasValue) return d.Value.Date.AddDays(t.Value.TimeOfDay.TotalDays);
+            if (d.HasValue) return d.Value.Date.Add(t.Value);
          }
          return null;
       }
 
+      static TimeSpan? _parse_time(string text) {
+         DateTime? dt = _parse(text);
+         if (dt.HasValue) {
+            return dt.Value.TimeOfDay;
+         } else if (TimeSpan.TryParse(text, out TimeSpan result) && result < TimeSpan.FromDays(1)) {
+            return result;
+         } else return null;
+      }
+
       static DateTime? _parse(string text) {
          if (!string.IsNullOrEmpty(text) && DateTime.TryParse(text, out DateTime result))
             return result;