fix: Revert accidental change to externals

Updating generated files (and minor code adjustment) for CME schema 8 changes:
build (sparkd): Pipe 'eval' cmd stdout/err back to shell
2023-01-10 09:51:54 -05:00 · 2023-01-09 10:28:10 -05:00 · 2023-01-05 14:03:40 -05:00 · 2023-01-05 14:03:40 -05:00 · 2023-01-05 14:03:40 -05:00 · 2023-01-05 14:03:40 -05:00
679 changed files with 186661 additions and 11047 deletions
@@ -34,4 +34,7 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+*.rej
 /build
+.clangd/
+.venv/**
@@ -1,13 +1,41 @@
 {
    "version": "0.2.0",
    "configurations": [
+        {
+            "name": "Spark Local",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
+            "args": [
+                "run",
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/server/",
+            "environment": [
+                { "name": "TZ", "value": "America/Chicago" }
+            ],
+            "externalConsole": false,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
        {
            "name": "SparkVM Launch",
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
            "args": [
-                "run"
+                "test",
+                "-a",
+                "[ilink3]"
            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
@@ -48,9 +48,9 @@
         }
      },
      {
-         "label": "linux build (Debug)",
+         "label": "linux_build",
         "type": "shell",
-         "command": "cd build/ninja_debug; time ninja",
+         "command": "docker exec -i ${USER}s_docker bash -c \"cd build/ninja_${input:build_configuration} && ninja\"",
         "group": {
            "kind": "build",
            "isDefault": true
@@ -59,5 +59,17 @@
            "$gcc"
         ]
      }
+   ],
+   "inputs": [
+      {
+         "id": "build_configuration",
+         "type": "pickString",
+         "default": "debug",
+         "description": "Configuration:",
+         "options": [
+            "debug",
+            "release"
+         ]
+      }
   ]
 } 
@@ -1,6 +1,8 @@
 cmake_minimum_required(VERSION 3.5)
 project(spark)

+set (USE_ONIX "TRUE")
+
 if (WIN32)
  set (platform "windows")
 else ()
@@ -40,11 +42,17 @@ else ()
                               -fPIC -Wall -pedantic -Wextra -Werror \
                               -Wno-missing-braces -Wno-ignored-qualifiers \
                               --std=c++17 -fdiagnostics-color")
+
+  if (${USE_ONIX})
+    set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DUSE_ONIX")
+  endif()
+
  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
-  add_subdirectory(src/web)
+  # add_subdirectory(src/web)
  add_subdirectory(doc/user)
  add_subdirectory(src/sdk)
  add_subdirectory(src/data_files)
@@ -55,11 +63,14 @@ else ()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
    COMMENT "Creating server runtime layout"
    DEPENDS sparkd data_files_dir)  

  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
 endif()
@@ -124,4 +124,17 @@ service OrderService {
 ```
 ### C++ Example
 ```cpp
+#include "lib/api/public/ServiceContext.h"
+#include "lib/api/services/OrderService.client.pb.h"
+using namespace bts::api;
+ServiceContext ctx;
+auto orders = ctx.locate<orderman::OrderService>();
+auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
+  std::cout 
+    << "Added " << update.added().size() << " items, "
+    << "Removed " << update.removed().size() << " items, "
+    << "Updated " << update.updated().size() << " items, "
+    << "Total items " << update.all().size() << std::endl;
+});
+std::this_thread::sleep_for(std::chrono::minutes(5));
 ```
@@ -1,3 +1,51 @@
 +++
 title = "Market Data"
-+++
+++
+
+
+Use the MarketDataService to subscribe enumerate all available securities.
+
+```cs
+using System;
+using System.Threading;
+using bts.api;
+using bts.api.core;
+
+namespace sample {
+   class Program {
+      static void Main(string[] args) {
+         using var context = new ServiceContext();
+         var md = context.locate<MarketDataService>();
+         using var sub = md.subscribe_securities().Subscribe(update => {
+            foreach (var security in update.added) {
+               Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
+            }
+         });
+
+         Thread.Sleep(TimeSpan.FromMinutes(5));
+      }
+   }
+}
+```
+
+```cpp
+#include "lib/api/public/ServiceContext.h"
+#include "spark/lib/domain_model/Security.h"
+#include "lib/api/services/MarketDataService.client.pb.h"
+#include <thread>
+
+using namespace bts::api;
+
+int main(int argc, char** argv) {
+   ServiceContext ctx;
+   auto md_service = ctx.locate<bts::api::MarketDataService>();
+   auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
+      for (const auto& s : update.added()) {
+         std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
+      }
+   });
+
+   std::this_thread::sleep_for(std::chrono::minutes(5));
+   return 0;
+}
+```
@@ -68,12 +68,21 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://

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

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

-``` -->

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/pfisher/bts/DJ_ICE/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -1,9 +1,29 @@
-+++
+++
 title = "Release notes"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.16.2
+### User Visible Change
+  - Synthetic creation dialog has a "fractional" checkbox next to the tick settings.  Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
+## 2.16.1
+### Bug Fixes
+  - OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
+## 2.16.0
+### Bug Fixes
+  - Solved an issue that could result in incorrect ladder levels
+  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
+### API Changes
+  - Add C# client side API samples for order entry, position monitoring and market data observation
+
+## 2.15.10
+### Bug Fixes
+  - Solved an issue that could cause the user interface to fail when playing some alert sounds
+### API Changes
+  - Added settlement and position information to the API
+  - Added the ability for user algos to report custom state to the user interface
+  - Added the ability for algos to discover all active securities
 ## 2.15.3
 ### Bug Fixes
  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
@@ -708,3 +728,4 @@ insert_anchor_links = "right"
 - Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
 - Corrected cash per point values, used in pnl calculations, for a number of products
 - PnL report will now remember any customizations you make to filtering and/or sorting criteria
+
@@ -0,0 +1,6 @@
+{
+  "sdk": {
+    "version": "2.1.508",
+    "rollForward": "latestMajor"
+  }
+}
@@ -0,0 +1,21 @@
+astroid==2.7.3
+autopep8==1.5.7
+cffi==1.14.6
+colorama==0.4.4
+isort==5.9.3
+lazy-object-proxy==1.6.0
+mccabe==0.6.1
+pkg_resources==0.0.0
+platformdirs==2.3.0
+protobuf==3.19.1
+pybars3==0.9.7
+pycodestyle==2.7.0
+pycparser==2.20
+pylint==2.10.2
+PyMeta3==0.5.1
+termcolor==1.1.0
+toml==0.10.2
+typed-ast==1.4.3
+typing_extensions==4.1.1
+wrapt==1.12.1
+yapf==0.31.0
@@ -22,6 +22,10 @@
    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>

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

 <ItemGroup>
@@ -0,0 +1,10 @@
+using System.Windows;
+
+[assembly: ThemeInfo(
+    ResourceDictionaryLocation.None, //where theme specific resource dictionaries are located
+                                     //(used if a resource is not found in the page,
+                                     // or application resource dictionaries)
+    ResourceDictionaryLocation.SourceAssembly //where the generic resource dictionary is located
+                                              //(used if a resource is not found in the page,
+                                              // app, or any theme specific resource dictionaries)
+)]
@@ -0,0 +1,51 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace RiskUI {
+   /// <summary>
+   /// Follow steps 1a or 1b and then 2 to use this custom control in a XAML file.
+   ///
+   /// Step 1a) Using this custom control in a XAML file that exists in the current project.
+   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
+   /// to be used:
+   ///
+   ///     xmlns:MyNamespace="clr-namespace:RiskUI"
+   ///
+   ///
+   /// Step 1b) Using this custom control in a XAML file that exists in a different project.
+   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
+   /// to be used:
+   ///
+   ///     xmlns:MyNamespace="clr-namespace:RiskUI;assembly=RiskUI"
+   ///
+   /// You will also need to add a project reference from the project where the XAML file lives
+   /// to this project and Rebuild to avoid compilation errors:
+   ///
+   ///     Right click on the target project in the Solution Explorer and
+   ///     "Add Reference"->"Projects"->[Select this project]
+   ///
+   ///
+   /// Step 2)
+   /// Go ahead and use your control in the XAML file.
+   ///
+   ///     <MyNamespace:CustomControl1/>
+   ///
+   /// </summary>
+   public class CustomControl1 : Control {
+      static CustomControl1() {
+         DefaultStyleKeyProperty.OverrideMetadata(typeof(CustomControl1), new FrameworkPropertyMetadata(typeof(CustomControl1)));
+      }
+   }
+}
@@ -0,0 +1,24 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net471</TargetFramework>
+    <RootNamespace>bts</RootNamespace>
+    <LangVersion>7.2</LangVersion>
+    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
+    <WarningsAsErrors />
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Reference Include="PresentationCore" />
+    <Reference Include="PresentationFramework" />
+    <Reference Include="System.Xaml" />
+    <Reference Include="WindowsBase" />
+  </ItemGroup>
+  <ItemGroup>
+    <ProjectReference Include="../spark_api/spark_api.csproj" />
+    <ProjectReference Include="../Spark/Spark.csproj" />
+  </ItemGroup>
+
+</Project>
@@ -0,0 +1,17 @@
+<ResourceDictionary
+    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+    xmlns:local="clr-namespace:RiskUI">
+    <Style TargetType="{x:Type local:CustomControl1}">
+        <Setter Property="Template">
+            <Setter.Value>
+                <ControlTemplate TargetType="{x:Type local:CustomControl1}">
+                    <Border Background="{TemplateBinding Background}"
+                            BorderBrush="{TemplateBinding BorderBrush}"
+                            BorderThickness="{TemplateBinding BorderThickness}">
+                    </Border>
+                </ControlTemplate>
+            </Setter.Value>
+        </Setter>
+    </Style>
+</ResourceDictionary>
@@ -1,24 +1,33 @@
 using bts;
+using bts.admin.risk;
+using bts.api;
 using bts.api.admin;
 using bts.api.core;
+using bts.spark;
 using bts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;

 namespace mbts.spark {
   [Export]
   class AdminModel : IDisposable {
      public readonly UserTuple user;

+      readonly AdminService _service;
+      readonly ErrorReporter _error_reporter;
      IDisposable _dispose;
      IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();

      [ImportingConstructor]
-      AdminModel(AdminService service, UserTuple user) {
+      AdminModel(AdminService service, UserTuple user, SecurityStore security_store, ErrorReporter error_reporter) {
         this.user = user;
+         _service = service;
+         _error_reporter = error_reporter;
         // accounts
         on_accounts = service.subscribei_admin_data()
            .Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
@@ -31,6 +40,34 @@ namespace mbts.spark {
               new Dictionary<uint, string>(0))
            .Replay(1)
            .RefCount();
+         // account risk limits
+         account_security_risk_limits = service.subscribei_admin_data().Where(ad => ad.all.Any())
+            .Select(upd => {
+               AdminDataImmutable admin_data = upd.all.First();
+               return admin_data.Accounts.SelectMany(acc =>
+                  (acc.HasProprietaryRiskLimits ? acc.ProprietaryRiskLimits.SecurityLimits : Enumerable.Empty<SecurityRiskLimitUnitImmutable>())
+                  .Select(api_limit => AccountSecurityRiskLimitsDataHelper.to_client_data(acc.Id, api_limit)))
+               .ToDictionary(AccountSecurityRiskLimitsDataHelper.key_fn);
+            })
+            .Table(AccountSecurityRiskLimitsDataHelper.key_fn);
+         // this isn't the most efficient join, but the SecurityStore join is more complex than a simple
+         // left join operation, because missing securities are retrieved asynchronously, then merged back into the output sequence.
+         // Until it is known that this inefficiency is problematic, best to leave the battle-tested SecurityStore code alone.
+         account_security_risk_limits = security_store.join<
+            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>,
+            AccountSecurityRiskLimits,
+            AccountSecurityKey,
+            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>>(account_security_risk_limits,
+            cli_lim => cli_lim.security_key,
+            table => (table.state.Values, table.added, table.changes, table.removed, AccountSecurityRiskLimitsDataHelper.key_fn),
+            (all, added, changes, removed, key_fn) =>
+            new TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>(
+               ImmutableDictionary.CreateRange<AccountSecurityKey, AccountSecurityRiskLimits>(
+                  all.Select(tup => new KeyValuePair<AccountSecurityKey, AccountSecurityRiskLimits>(tup.val.key, risk_lim_with_sec(tup)))),
+                  added.Select(risk_lim_with_sec),
+                  changes.Select(ch => new Change<AccountSecurityRiskLimits>(risk_lim_with_sec(ch.Old), risk_lim_with_sec(ch.New))),
+                  removed.Select(risk_lim_with_sec),
+                  AccountSecurityRiskLimitsDataHelper.key_fn));
         // users
         on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
         all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
@@ -45,12 +82,16 @@ namespace mbts.spark {
               .Cache() :
               Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
         _dispose = on_accounts.Subscribe(map => _account_map = map);
+         // local methods
+         AccountSecurityRiskLimits risk_lim_with_sec((SecurityImmutable? sec, AccountSecurityRiskLimits val) tup) =>
+            tup.val.with(security: tup.sec);
      }

      public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
      public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
      public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
+      public IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> account_security_risk_limits { get; }

      public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
         user.permissions == UserTuple.Permissions.Admin ?
@@ -68,7 +109,86 @@ namespace mbts.spark {
      public AccountTuple? get_default_account() =>
         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();

+      public async Task<Result<AdminServiceOperationResult>[]> set_risk_limits(IReadOnlyDictionary<uint, IEnumerable<(uint, RiskLimits)>> state) {
+         var results = await Task.WhenAll(state.Select(impl));
+         return results;
+         async Task<Result<AdminServiceOperationResult>> impl(KeyValuePair<uint, IEnumerable<(uint, RiskLimits)>> kv) {
+            var prlimits = new ProprietaryRiskLimits();
+            foreach (var (sec, lim) in kv.Value) {
+               var api_lim = AccountSecurityRiskLimitsDataHelper.from_client_data(sec, lim);
+               prlimits.SecurityLimits.Add(api_lim);
+            }
+            return await _service.update_proprietary_risk_limits_async(new ProprietaryRiskLimitsAPIArgument {
+               AccountId = kv.Key,
+               ProprietaryRiskLimits = prlimits
+            });
+         }
+      }
+
+      public Task<(bool success, string error_msg)> add_or_update_risk_limits(uint account_key, IEnumerable<(uint security_key, RiskLimits limits)> new_limits) {
+         return _modify_risk_limits("Updating Risk Limits", account_key, add_limits);
+         //
+         ProprietaryRiskLimits add_limits(ProprietaryRiskLimits prlimits) {
+            foreach (var (security_key, limits) in new_limits) {
+               var api_limits = AccountSecurityRiskLimitsDataHelper.from_client_data(security_key, limits);
+               if (prlimits.SecurityLimits.TryGetFirstIndex(l => l.SecurityKey == security_key, out int index)) {
+                  prlimits.SecurityLimits[index] = api_limits;
+               } else {
+                  prlimits.SecurityLimits.Add(api_limits);
+               }
+            }
+            return prlimits;
+         }
+      }
+
+      public Task<(bool success, string error_msg)> delete_risk_limits(uint account_key, IEnumerable<uint> security_keys) {
+         return _modify_risk_limits("Deleting Risk Limits", account_key, remove_secs);
+         //
+         ProprietaryRiskLimits remove_secs(ProprietaryRiskLimits prlimits) {
+            var sec_key_set = new HashSet<uint>(security_keys);
+            for (int i = 0; i < prlimits.SecurityLimits.Count;) {
+               if (sec_key_set.Contains(prlimits.SecurityLimits[i].SecurityKey)) {
+                  prlimits.SecurityLimits.RemoveAt(i);
+               } else i++;
+            }
+            return prlimits;
+         }
+      }
+
      public void Dispose() =>
         Disposable.dispose(ref _dispose);
+
+      async Task<(bool success, string error_msg)> _modify_risk_limits(string op_desc, uint account_key, Func<ProprietaryRiskLimits, ProprietaryRiskLimits> modify) {
+         var api_limits = new ProprietaryRiskLimits();
+         var snapshot = await _get_current_admin_data_async();
+         if (!snapshot.HasValue)
+            return (false, "Timed out waiting for data from server.");
+         var mutable_snap = snapshot.Value.CloneToMutable();
+         if (!snapshot.Value.Accounts.TryGetFirst(acc => acc.Id == account_key, out var target_acci)) {
+            return (false, $"Account id '{account_key}' not found.");
+         }
+         var prlimits = target_acci.HasProprietaryRiskLimits ? target_acci.ProprietaryRiskLimits.CloneToMutable() : new ProprietaryRiskLimits();
+         prlimits = modify(prlimits);
+         if (prlimits is null) {
+            return (false, "Client-side modification function returned null.");
+         }
+         var req = new ProprietaryRiskLimitsAPIArgument {
+            AccountId = account_key,
+            ProprietaryRiskLimits = prlimits
+         };
+         var reply = await _error_reporter.safe_execute<AdminServiceOperationResult>(
+            () => _service.update_proprietary_risk_limits_async(req),
+            r => r.IsSuccess,
+            r => r.ErrorText,
+            op_desc);
+         return (reply.success, reply.value.ErrorText);
+      }
+
+      async Task<AdminDataImmutable?> _get_current_admin_data_async() =>
+         await _service.subscribei_admin_data()
+            .Where(upd => upd.all.Any())
+            .Select(upd => (AdminDataImmutable?)upd.all.First())
+            .FirstOrDefaultAsync(TimeSpan.FromSeconds(5));
+      //async Task<AdminDataImmutable?>
   }
-}
+}
@@ -0,0 +1,183 @@
+using bts.api;
+using bts.api.admin;
+using bts.utils;
+using System;
+
+namespace bts.admin.risk {
+   readonly struct AccountSecurityKey : IEquatable<AccountSecurityKey> {
+      public AccountSecurityKey(uint account, uint security) {
+         this.account = account;
+         this.security = security;
+      }
+
+      public uint account { get; }
+      public uint security { get; }
+
+      public bool Equals(AccountSecurityKey other) =>
+         security == other.security &&
+         account == other.account;
+
+      public override bool Equals(object obj) =>
+         obj is AccountSecurityKey other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(security.GetHashCode(), account.GetHashCode());
+
+      public static bool operator ==(AccountSecurityKey a, AccountSecurityKey b) => a.Equals(b);
+      public static bool operator !=(AccountSecurityKey a, AccountSecurityKey b) => !a.Equals(b);
+   }
+
+   readonly struct AccountSecurityRiskLimits : IEquatable<AccountSecurityRiskLimits> {
+      readonly AccountTuple? _account;
+
+      public AccountSecurityRiskLimits(AccountSecurityKey key, RiskLimits limits, SecurityImmutable? security = null, AccountTuple? account = null) {
+         this.key = key;
+         this.limits = limits;
+         this.security = security;
+         _account = account;
+      }
+
+      public AccountSecurityKey key { get; }
+      public uint account_key => key.account;
+      public uint security_key => key.security;
+      public string account_name => _account?.name;
+      public SecurityImmutable? security { get; }
+      public RiskLimits limits { get; }
+
+      public bool Equals(AccountSecurityRiskLimits other) =>
+         key.Equals(other.key) &&
+         limits.Equals(other.limits);
+
+      public override bool Equals(object obj) =>
+         obj is AccountSecurityRiskLimits other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(key.GetHashCode(), limits.GetHashCode());
+   }
+
+   readonly struct RiskLimits : IEquatable<RiskLimits> {
+      public RiskLimits(
+         bool is_position_limit_enabled,
+         uint max_long_position,
+         uint max_short_position,
+         bool is_clip_limit_enabled,
+         uint clip_limit,
+         bool is_price_limit_enabled,
+         double min_price,
+         double max_price) {
+         //
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         this.clip_limit = clip_limit;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+         this.min_price = min_price;
+         this.max_price = max_price;
+      }
+
+      // position
+      public bool is_position_limit_enabled { get; }
+      public uint max_long_position { get; }
+      public uint max_short_position { get; }
+      // clip
+      public bool is_clip_limit_enabled { get; }
+      public uint clip_limit { get; }
+      // price
+      public bool is_price_limit_enabled { get; }
+      public double min_price { get; }
+      public double max_price { get; }
+
+      public bool Equals(RiskLimits other) =>
+         is_position_limit_enabled == other.is_position_limit_enabled &&
+         max_long_position == other.max_long_position &&
+         max_short_position == other.max_short_position &&
+         is_clip_limit_enabled == other.is_clip_limit_enabled &&
+         clip_limit == other.clip_limit &&
+         is_price_limit_enabled == other.is_price_limit_enabled &&
+         min_price == other.min_price &&
+         max_price == other.max_price;
+
+      public override bool Equals(object obj) =>
+         obj is RiskLimits other && Equals(other);
+
+      public override int GetHashCode() {
+         const int non_bin_bits = 28;
+         // Evenly split the non-binary props across the first 28 bits.
+         // The last 3 bits are used to represent each of the 'is_enabled' (binary) props.
+         var hash = EqualityComparer.auto_phase(new[] {
+               max_long_position.GetHashCode(),
+               max_short_position.GetHashCode(),
+               clip_limit.GetHashCode(),
+               min_price.GetHashCode(),
+               max_price.GetHashCode()
+            }, non_bin_bits);
+         if (is_position_limit_enabled)
+            hash |= 1 << (non_bin_bits + 1);
+         if (is_clip_limit_enabled)
+            hash |= 1 << (non_bin_bits + 2);
+         if (is_price_limit_enabled)
+            hash |= 1 << (non_bin_bits + 3);
+         return hash;
+      }
+   }
+
+   static class AccountSecurityRiskLimitsDataHelper {
+      public static readonly Func<AccountSecurityRiskLimits, AccountSecurityKey> key_fn =
+         a => a.key;
+
+      // Don't make this a constructor.  Subscribers to this data are discouraged
+      // from using the server side data (client/server coupling should be minimal).
+      public static AccountSecurityRiskLimits to_client_data(uint account_key, SecurityRiskLimitUnitImmutable api_data) =>
+         new AccountSecurityRiskLimits(
+            new AccountSecurityKey(account_key, api_data.SecurityKey),
+            new RiskLimits(
+               api_data.EnforceNetPosLimits,
+               api_data.NetLongPositionLimit,
+               api_data.NetShortPositionLimit,
+               api_data.EnforceClipLimits,
+               api_data.ClipSize,
+               api_data.EnforcePriceBands,
+               api_data.MinSellPrice,
+               api_data.MaxBuyPrice));
+
+      public static AccountSecurityRiskLimits with(this AccountSecurityRiskLimits cli_data, RiskLimits? limits = null, AccountTuple? account = null, SecurityImmutable? security = null, AccountSecurityKey? key = null) =>
+         new AccountSecurityRiskLimits(
+            key ?? cli_data.key,
+            limits ?? cli_data.limits,
+            account: account ?? new AccountTuple(cli_data.account_key, cli_data.account_name),
+            security: security ?? cli_data.security);
+
+      public static RiskLimits with(this RiskLimits limits,
+         bool? is_position_limit_enabled = null,
+         uint? max_long_position = null,
+         uint? max_short_position = null,
+         bool? is_clip_limit_enabled = null,
+         uint? clip_limit = null,
+         bool? is_price_limit_enabled = null,
+         double? min_price = null,
+         double? max_price = null) =>
+         new RiskLimits(
+            is_position_limit_enabled ?? limits.is_position_limit_enabled,
+            max_long_position ?? limits.max_long_position,
+            max_short_position ?? limits.max_short_position,
+            is_clip_limit_enabled ?? limits.is_clip_limit_enabled,
+            clip_limit ?? limits.clip_limit,
+            is_price_limit_enabled ?? limits.is_price_limit_enabled,
+            min_price ?? limits.min_price,
+            max_price ?? limits.max_price);
+
+      public static SecurityRiskLimitUnit from_client_data(uint security_key, RiskLimits limits) =>
+         new SecurityRiskLimitUnit {
+            SecurityKey = security_key,
+            NetLongPositionLimit = limits.max_long_position,
+            NetShortPositionLimit = limits.max_short_position,
+            MaxBuyPrice = limits.max_price,
+            MinSellPrice = limits.min_price,
+            ClipSize = limits.clip_limit,
+            EnforceNetPosLimits = limits.is_position_limit_enabled,
+            EnforceClipLimits = limits.is_clip_limit_enabled,
+            EnforcePriceBands = limits.is_price_limit_enabled
+         };
+   }
+}
@@ -0,0 +1,193 @@
+using bts;
+using bts.api;
+using bts.api.core;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Text.RegularExpressions;
+using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
+
+namespace mbts.spark {
+   class AlgoProviderFactory {
+      [ImportingConstructor]
+      AlgoProviderFactory(IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
+         var from_conf = config.Configuration.get<bts.config.AlgoTypeRuleSet>();
+         if (from_conf.rules.Count == 0) {
+            // There seems to be a config race bug, where the returned config values are empty, despite having entries in spark.conf.
+            // [John]I've only noticed it happen when attached to the debugger,
+            // but best to have a contingency plan in place anyways, to prevent any chance of regression.
+            // The fallback sets below mimic the old hardcoded algo type arrays.
+            var full_algo_set = new AlgoTypeSetImmutable(
+               ImmutableHashSet.CreateRange(EnumHelper.get_values_except(
+                  // non-factory algos
+                  AlgoType.None,
+                  AlgoType.Dynamic,
+                  AlgoType.Composite,
+                  // obsolete algos
+                  AlgoType.Oco,
+                  AlgoType.TimeBox,
+                  AlgoType.Pricer,
+                  AlgoType.Tick,
+                  AlgoType.Trigger,
+                  AlgoType.QueueHolder)),
+               ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
+            var rules = new[] {
+               // Glbx: Futures/Spreads
+               new SecurityAlgoTypeSetImmutable(
+                  new SecurityCriteriaClause(
+                     exchanges: new[] { Venue.Glbx },
+                     security_types: new[] { SecurityType.Future, SecurityType.Spread }),
+                  new AlgoTypeSetImmutable(
+                     full_algo_set.factory_types.Except(new[] { AlgoType.Spreader }),
+                     full_algo_set.dynamic_types)),
+               // Gen: Futures/Spreads
+               new SecurityAlgoTypeSetImmutable(
+                  new SecurityCriteriaClause(
+                     exchanges: EnumHelper.get_values_except(Venue.Glbx, Venue.Unset).ToArray(),
+                     security_types: new[] { SecurityType.Future, SecurityType.Spread }),
+                  new AlgoTypeSetImmutable(
+                     full_algo_set.factory_types.Except(new[] { AlgoType.Spreader, AlgoType.GlbxIceberg }),
+                     full_algo_set.dynamic_types)),
+               // Gen: Synthetics
+               new SecurityAlgoTypeSetImmutable(
+                  new SecurityCriteriaClause(
+                     security_types: new[] { SecurityType.Synthetic }),
+                  new AlgoTypeSetImmutable(
+                     ImmutableHashSet.CreateRange(new[] {
+                        AlgoType.Spreader,
+                        AlgoType.Iceberg,
+                        AlgoType.Lean,
+                        AlgoType.Join,
+                        AlgoType.Cover,
+                        AlgoType.Offset,
+                        AlgoType.Top,
+                        AlgoType.Splitter,
+                        AlgoType.Scratch,
+                        AlgoType.Prorata
+                     }),
+                  full_algo_set.dynamic_types))
+             };
+            // attachable
+            var attachable_algos =
+               ImmutableHashSet.CreateRange(new[] {
+                  AlgoType.Iceberg,
+                  AlgoType.Lean,
+                  AlgoType.Join,
+                  AlgoType.Cover,
+                  AlgoType.Top,
+                  AlgoType.Offset,
+                  AlgoType.Scratch,
+                  AlgoType.Prorata
+               });
+            var attachable_rules = Array.ConvertAll(rules,
+               satsi => new SecurityAlgoTypeSetImmutable(
+                  satsi.security_criteria,
+                  new AlgoTypeSetImmutable(
+                     satsi.algo_type_set.factory_types.Intersect(attachable_algos),
+                     satsi.algo_type_set.dynamic_types)));
+
+            Log.Config.warn($"Failed to load AlgoTypes config, falling back to the following algo set rules:" +
+               "\n\tStandard\n" +
+               rules.fmt_diagnostic("\n\t\t") +
+               "\n\n\tAttachable\n" +
+               attachable_rules.fmt_diagnostic("\n\t\t"));
+
+            security_algo_provider = new AlgoProvider(rules, studio_model, dynamic_helper, security_auxiliary_model);
+            attachable_algo_provider = new AttachableAlgoProvider(attachable_rules, studio_model, dynamic_helper, security_auxiliary_model);
+         } else {
+            var algo_type_data =
+               EnumHelper.get_values_except(AlgoType.Dynamic, AlgoType.Composite, AlgoType.None)
+              .Select(t => _get_type_data(t))
+              .Concat(dynamic_helper.dynamic_types.Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
+              .ToListLazy();
+            var conf_sets = from_conf.rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
+            security_algo_provider = new AlgoProvider(conf_sets.Select(tup => tup.standard).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
+            attachable_algo_provider = new AttachableAlgoProvider(conf_sets.Select(tup => tup.attachable).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
+         }
+      }
+
+      [Export]
+      public IAlgoProvider security_algo_provider { get; }
+      [Export]
+      public IAttachableAlgoProvider attachable_algo_provider { get; }
+
+      static (string name, AlgoType factory, string dynamic) _get_type_data(AlgoType type, string dynamic_type = null) {
+         string type_name = type.ToString();
+         return (type_name, type, dynamic_type ?? type_name);
+      }
+
+      static SecurityCriteriaClause _to_clause(bts.config.AlgoTypeContext context) =>
+         context == null ?
+            new SecurityCriteriaClause() :
+            new SecurityCriteriaClause(
+               exchanges: context.exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
+               security_types: context.security_types?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
+               symbols: context.symbols?.ToArray());
+
+      static (SecurityAlgoTypeSetImmutable standard, SecurityAlgoTypeSetImmutable attachable) _to_security_algo_set(
+         bts.config.AlgoTypeRule rule,
+         DynamicOrderHelper dynamic_helper,
+         IEnumerable<(string name, AlgoType factory, string dynamic)> algo_type_data) {
+         //
+         var factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
+         var dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
+         var attachable_factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
+         var attachable_dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
+         foreach (var a in rule.algos) {
+            if (Enum.TryParse(a.name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
+               on_sys_match(sys_algo, a.is_attachable);
+            }
+            else if (dynamic_helper.try_parse(a.name, out var dyn_type)) {
+               on_dyn_match(dyn_type, a.is_attachable);
+            } else {
+               foreach (var (name, factory, dynamic) in algo_type_data) {
+                  if (Regex.Match(name, a.name).Success) {
+                     switch (factory) {
+                        case AlgoType.None:
+                        case AlgoType.Composite:
+                           // unexpected, but no need to crash
+                           continue;
+                        case AlgoType.Dynamic:
+                           on_dyn_match(dynamic, a.is_attachable);
+                           break;
+                        default:
+                           on_sys_match(factory, a.is_attachable);
+                           break;
+                     }
+                  }
+               }
+            }
+         }
+         return (
+            // standard
+            new SecurityAlgoTypeSetImmutable(
+               _to_clause(rule.context),
+               new AlgoTypeSetImmutable(
+                  factory_types.ToImmutable(),
+                  dynamic_types.ToImmutable())),
+            // attachable
+            new SecurityAlgoTypeSetImmutable(
+               _to_clause(rule.context),
+            new AlgoTypeSetImmutable(
+               attachable_factory_types.ToImmutable(),
+               attachable_dynamic_types.ToImmutable())));
+
+         // local methods
+         void on_sys_match(AlgoType sys_algo, bool is_attachable) {
+            factory_types.Add(sys_algo);
+            if (is_attachable)
+               attachable_factory_types.Add(sys_algo);
+         }
+         void on_dyn_match(string dyn_algo, bool is_attachable) {
+            dynamic_types.Add(dyn_algo);
+            if (is_attachable)
+               attachable_dynamic_types.Add(dyn_algo);
+         }
+      }
+   }
+}
@@ -0,0 +1,132 @@
+using bts.api.core;
+using bts.api.orderman;
+using mbts.spark.utilities;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Text;
+using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
+
+namespace mbts.spark {
+   readonly struct AlgoTypeSetImmutable {
+      public static readonly AlgoTypeSetImmutable empty = new AlgoTypeSetImmutable(ImmutableHashSet<AlgoType>.Empty, ImmutableHashSet<string>.Empty);
+      public readonly ImmutableHashSet<AlgoType> factory_types;
+      public readonly ImmutableHashSet<string> dynamic_types;
+
+      public AlgoTypeSetImmutable(
+         ImmutableHashSet<AlgoType> factory_types,
+         ImmutableHashSet<string> dynamic_types) {
+         this.factory_types = factory_types;
+         this.dynamic_types = dynamic_types;
+      }
+   }
+
+   readonly struct SecurityAlgoTypeSetImmutable {
+      public readonly SecurityCriteriaClause security_criteria;
+      public readonly AlgoTypeSetImmutable algo_type_set;
+
+      public SecurityAlgoTypeSetImmutable(SecurityCriteriaClause security_criteria, AlgoTypeSetImmutable algo_type_set, CustomOrderDefinitionImmutable? default_algo = null) {
+         this.security_criteria = security_criteria;
+         this.algo_type_set = algo_type_set;
+      }
+   }
+
+   static class AlgoTypeSetExtensions {
+      public static string fmt_diagnostic(this IEnumerable<SecurityAlgoTypeSetImmutable> rules, string line_delim = "\n") {
+         var sb = new StringBuilder();
+         int rule_count = 1;
+         using (var en = rules.GetEnumerator()) {
+            if (en.MoveNext()) {
+               string line_delim_tab1 = line_delim + "\t";
+               string line_delim_tab2 = line_delim + "\t\t";
+               append_rule(en.Current);
+               while (en.MoveNext()) {
+                  sb.AppendLine();
+                  append_rule(en.Current);
+               }
+               //
+               void append_rule(SecurityAlgoTypeSetImmutable r) {
+                  sb.Append(line_delim + $"**RULE {rule_count++}**");
+                  sb.Append(line_delim_tab1);
+                  sb.Append("Security Criteria: ");
+                  sb.Append(r.security_criteria.is_defined ? string.Join("; ", r.security_criteria.fmt_diagnostic_msgs()) : "(Undefined)");
+                  sb.Append(line_delim_tab1);
+                  // Factory
+                  sb.Append("Factory Types:");
+                  sb.Append(line_delim_tab2);
+                  sb.Append(string.Join(line_delim_tab2, r.algo_type_set.factory_types));
+                  sb.Append(line_delim_tab1);
+                  // Dynamic
+                  sb.Append("Dynamic Types:");
+                  sb.Append(line_delim_tab2);
+                  sb.Append(string.Join(line_delim_tab2, r.algo_type_set.dynamic_types));
+               }
+            }
+         }
+         return sb.ToString();
+      }
+
+      public static AlgoTypeSetImmutable intersect_with(this AlgoTypeSetImmutable a, AlgoTypeSetImmutable b) =>
+         new AlgoTypeSetImmutable(a.factory_types.Intersect(b.factory_types), a.dynamic_types.Intersect(b.dynamic_types));
+
+      public static AlgoTypeSetImmutable union_with(this AlgoTypeSetImmutable a, AlgoTypeSetImmutable b) =>
+         new AlgoTypeSetImmutable(a.factory_types.Union(b.factory_types), a.dynamic_types.Union(b.dynamic_types));
+
+      public static IEnumerable<AlgoData> define_algos(
+         this AlgoTypeSetImmutable algo_set,
+         DynamicOrderHelper dynamic_helper,
+         Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
+         uint display_qty_divisor = 1) =>
+         //
+         algo_set.factory_types
+         .Select(algo_type => {
+            var def = OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(algo_type);
+            if (fit_to_type != null)
+               def = fit_to_type(def);
+            // multiply quantity props by display qty divisor to get appropriate actual value 
+            if (display_qty_divisor > 1) {
+               switch (def.CustomCase) {
+                  case AlgoType.Iceberg:
+                     var mdef = def.CloneToMutable();
+                     mdef.Iceberg.ShowQuantity *= display_qty_divisor;
+                     def = new CustomOrderDefinitionImmutable(mdef);
+                     break;
+               }
+            }
+            return def;
+         })
+         .Concat(algo_set.dynamic_types.Select(dynamic_helper.create_custom_defi))
+         .Select(AlgoData.from_custom_def);
+
+      public static ImmutableDictionary<AlgoKey, AlgoData> match_algos(
+         this IEnumerable<SecurityAlgoTypeSetImmutable> security_algo_sets,
+         SecurityCriteriaClause clause,
+         DynamicOrderHelper dynamic_helper,
+         Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
+         uint display_qty_divisor = 1) {
+         //
+         ImmutableDictionary<AlgoKey, AlgoData> rv = null;
+         foreach (var set in security_algo_sets) {
+            if (!clause.is_subset_of(set.security_criteria)) {
+               continue;
+            } else if (rv == null) {
+               rv = ImmutableDictionary.CreateRange(
+                  set.algo_type_set.define_algos(dynamic_helper, fit_to_type, display_qty_divisor)
+                  .Select(a => new KeyValuePair<AlgoKey, AlgoData>(a.key, a)));
+            } else {
+               foreach (var kv in rv) {
+                  if (kv.Value.value.CustomCase == AlgoType.Dynamic) {
+                     if (!set.algo_type_set.dynamic_types.Contains(kv.Value.value.Dynamic.DynamicOrderType))
+                        rv = rv.Remove(kv.Key);
+                  } else if (!set.algo_type_set.factory_types.Contains(kv.Value.value.CustomCase))
+                     rv = rv.Remove(kv.Key);
+               }
+            }
+         }
+         return rv ?? ImmutableDictionary<AlgoKey, AlgoData>.Empty;
+      }
+   }
+}
@@ -0,0 +1,234 @@
+using bts.api;
+using bts.api.core;
+using bts.api.orderman;
+using bts.utils;
+using mbts.spark.utilities;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   interface IAlgoProvider {
+      AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security);
+      AlgoTypeSetImmutable get_permitted_algos(SecurityCriteriaClause clause);
+      IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos();
+      IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security);
+      IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause clause);
+   }
+
+   // This interface is used to distinguish the attachable algo provider
+   // from the standard one wrt MEF export/import.
+   interface IAttachableAlgoProvider : IAlgoProvider { }
+
+   class AlgoProvider : IAlgoProvider {
+      readonly IEnumerable<SecurityAlgoTypeSetImmutable> _security_algo_types;
+      readonly IAlgoStudioModel _studio_model;
+      readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
+      readonly IObservable<TableUpdate<AlgoData, AlgoKey>> _studio_algos_source;
+      readonly DynamicOrderHelper _dynamic_helper;
+      readonly AlgoTypeSetImmutable _full_set;
+
+      public AlgoProvider(IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets, IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
+         _security_algo_types = algo_sets;
+         _studio_model = studio_model;
+         _dynamic_helper = dynamic_helper;
+         _full_set = new AlgoTypeSetImmutable(
+            ImmutableHashSet.CreateRange(
+               EnumHelper.get_values_except(CustomOrderDefinition.CustomOneofCase.None, CustomOrderDefinition.CustomOneofCase.Dynamic, CustomOrderDefinition.CustomOneofCase.Composite)),
+            ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
+         _security_auxiliary_model = security_auxiliary_model;
+         /// initialize <see cref="_studio_algos_source"/> with an empty table, so the
+         /// <see cref="UpdateExtensions.AppendTable{T, TKey}(IObservable{TableUpdate{T, TKey}}, IEnumerable{T})"/>
+         /// calls made by the 'subscribe_algos' methods will fire at least once, even if the underlying
+         /// studio algos stream is empty have been created (this would be the case if the user had not yet created any studio algos).
+         /// <see cref="subscribe_algos"/>,
+         /// <see cref="subscribe_algos(SecurityCriteriaClause)"/>,
+         /// <see cref="subscribe_algos(SecurityImmutable)"/>
+         _studio_algos_source = studio_model.definitions
+            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
+            .Cache();
+      }
+
+      public AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security) =>
+         _security_algo_types.Where(p => p.security_criteria.includes(security))
+            .Select(sec_algos => sec_algos.algo_type_set)
+            .Aggregate(_full_set, (result, algos) => result.intersect_with(algos));
+
+      public AlgoTypeSetImmutable get_permitted_algos(SecurityCriteriaClause clause) =>
+         _security_algo_types.Where(p => p.security_criteria.is_subset_of(clause))
+            .Select(sec_algos => sec_algos.algo_type_set)
+            .Aggregate(_full_set, (result, algos) => result.intersect_with(algos));
+
+      public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos() =>
+         _studio_algos_source
+         .AppendTable(_security_algo_types
+            .Select(s => s.algo_type_set)
+            .Aggregate(AlgoTypeSetImmutable.empty, (a, b) => a.union_with(b))
+            .define_algos(_dynamic_helper));
+
+      public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause security_clause) {
+         var system_algos = _security_algo_types.match_algos(
+            security_clause,
+            _dynamic_helper,
+            def => _fit_to_type(def, security_clause, _security_algo_types));
+
+         return _studio_algos_source.Select(
+            a => (algo: a, fitted_def: _fit_to_type(a.value, security_clause, _security_algo_types)),
+            tup => tup.algo.key)
+         .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), a => a.key)
+         .AppendTable(system_algos.Values);
+      }
+
+      public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security) {
+         var clause = new SecurityCriteriaClause(
+            exchanges: new[] { security.Exchange },
+            security_types: new[] { security.security_type() });
+         // i.e., non-studio algos
+         var system_algos = _security_algo_types.match_algos(
+            clause,
+            _dynamic_helper,
+            def => _fit_to_type(def, security, _security_algo_types),
+            _security_auxiliary_model.get_display_quantity_divisor(security));
+
+         return _studio_algos_source.Select(
+            a => (algo: a, fitted_def: _fit_to_type(a.value, security, _security_algo_types)),
+            tup => tup.algo.key)
+         // filter out algos that use an unsupported root, because this would have the effect of duplicating the default algo
+         // (e.g., GlbxIceberg orders would be converted to Limit/Spreader orders for non-Glbx securities).
+         .Filter(tup => tup.fitted_def.actual().CustomCase == tup.algo.value.actual().CustomCase, tup => tup.algo.key)
+         .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), AlgoData.key_fn)
+         .AppendTable(system_algos.Values);
+      }
+
+      protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) {
+         if (security_clause.security_types.empty_if_null().Contains(Security.ContractOneofCase.Synthetic.security_type())) {
+            mdef.Spreader = new SpreaderOrderDefinition();
+         } else {
+            mdef.Limit = new LimitOrderDefinition();
+         }
+      }
+
+      protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityImmutable security) {
+         if (security.ContractCase == Security.ContractOneofCase.Synthetic) {
+            mdef.Spreader = new SpreaderOrderDefinition {
+               Security = security.CloneToMutable()
+            };
+         } else {
+            mdef.Limit = new LimitOrderDefinition();
+         }
+      }
+
+      CustomOrderDefinitionImmutable _fit_to_type(CustomOrderDefinitionImmutable defi, SecurityCriteriaClause security_clause, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         var mroot = defi.CloneToMutable();
+         if (_fit_to_type(mroot, security_clause, algo_sets)) {
+            defi = new CustomOrderDefinitionImmutable(mroot);
+         }
+         return defi;
+      }
+
+      CustomOrderDefinitionImmutable _fit_to_type(CustomOrderDefinitionImmutable defi, SecurityImmutable security, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         var mroot = defi.CloneToMutable();
+         if (_fit_to_type(mroot, security, algo_sets)) {
+            defi = new CustomOrderDefinitionImmutable(mroot);
+         }
+         return defi;
+      }
+
+      bool _fit_to_type(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         while (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
+            mdef = mdef.Composite.Definition;
+         var sec_sets = algo_sets.Where(s => security_clause.is_subset_of(s.security_criteria));
+         if (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            if (!algo_sets.All(s => s.algo_type_set.dynamic_types.Contains(mdef.Dynamic.DynamicOrderType))) {
+               assign_fallback_algo(mdef, security_clause);
+               return true;
+            }
+         } else if (!sec_sets.All(s => s.algo_type_set.factory_types.Contains(mdef.CustomCase))) {
+            assign_fallback_algo(mdef, security_clause);
+            return true;
+         }
+         return OrderDataHelper.get_child_algo_data(mdef).Count(cad => _fit_to_type(cad.get_child(mdef), security_clause, algo_sets)) > 0;
+      }
+
+      bool _fit_to_type(CustomOrderDefinition mdef, SecurityImmutable security, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         while (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
+            mdef = mdef.Composite.Definition;
+         var sec_sets = algo_sets.Where(s => s.security_criteria.includes(security));
+         if (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            if (!sec_sets.All(s => s.algo_type_set.dynamic_types.Contains(mdef.Dynamic.DynamicOrderType))) {
+               assign_fallback_algo(mdef, security);
+               return true;
+            }
+         } else if (!sec_sets.All(s => s.algo_type_set.factory_types.Contains(mdef.CustomCase))) {
+            assign_fallback_algo(mdef, security);
+            return true;
+         }
+         return OrderDataHelper.get_child_algo_data(mdef).Count(cad => _fit_to_type(cad.get_child(mdef), security, algo_sets)) > 0;
+      }
+   }
+
+   class AttachableAlgoProvider : AlgoProvider, IAttachableAlgoProvider {
+      public AttachableAlgoProvider(IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets, IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model)
+         : base(algo_sets, studio_model, dynamic_helper, security_auxiliary_model) { }
+
+      // arbitrarily assign LimitOrderDefinition (this is just a placeholder; the real child is the attach target algo).
+      // Note: although 'None' might seem approrpriate, the server requires a valid definition (perhaps this will change in the future).
+      protected override void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) =>
+         mdef.Limit = new LimitOrderDefinition();
+
+      // arbitrarily assign LimitOrderDefinition (this is just a placeholder; the real child is the attach target algo).
+      // Note: although 'None' might seem approrpriate, the server requires a valid definition (perhaps this will change in the future).
+      protected override void assign_fallback_algo(CustomOrderDefinition mdef, SecurityImmutable security) =>
+         mdef.Limit = new LimitOrderDefinition();
+   }
+
+   static class AlgoProviderExtensions {
+      // This stream filters out composite algos that are not subsets of the non-composite algo types in the table
+      // (normally, such composites are 'auto-fit,' meaning the algo nodes that are not part of the set are replaced with ones that are).
+      // For example, consider a composite algo the following structure: Offset -> GlbxIceberg.
+      // If an update arrives with these noncomposite types: "Iceberg, Limit, Market," that composite algo is not a subset of the non-composite algo types,
+      // because GlbxIceberg is not in the table, so it would only be added to the table if/when GlbxIceberg arrives.
+      public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_complete_algos(this IAlgoProvider algo_provider, bool allow_undefined_child = false) =>
+         subscribe_complete_algos(algo_provider.subscribe_algos(), allow_undefined_child);
+
+      public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_complete_algos(IObservable<TableUpdate<AlgoData, AlgoKey>> source, bool allow_undefined_child = false) =>
+         Observable.Create<TableUpdate<AlgoData, AlgoKey>>(o => {
+            var last_out = TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn);
+            var incomplete_composites = ImmutableHashSet<AlgoData>.Empty;
+            return source.Subscribe(table => {
+               var bd = last_out.to_builder();
+               foreach (var algo in incomplete_composites.Where(a => _validate_algo_structure(a.value, table.state, allow_undefined_child))) {
+                  incomplete_composites = incomplete_composites.Remove(algo);
+                  bd.add_or_update(algo);
+               }
+               foreach (var a in table.removed.Concat(table.changes.Old()))
+                  bd.remove(a.key);
+               foreach (var a in table.added.Concat(table.changed)) {
+                  if (_validate_algo_structure(a.value, table.state, allow_undefined_child)) {
+                     bd.add_or_update(a);
+                  } else {
+                     incomplete_composites = incomplete_composites.Add(a);
+                  }
+               }
+               o.OnNext(last_out = bd.to_table());
+            });
+         });
+
+      static bool _validate_algo_structure(CustomOrderDefinitionImmutable custom_def, IReadOnlyDictionary<AlgoKey, AlgoData> allowed_algo_parts, bool allow_undefined_child) =>
+         OrderDataHelper.enumerate_algo_structure(custom_def)
+         .Select((algo_node, index) =>
+            // None is an acceptable algo type as long as it's not the root algo (i.e., index > 0)
+            (index > 0 && allow_undefined_child && algo_node.type == CustomOrderDefinition.CustomOneofCase.None) || _is_part_contained(algo_node, allowed_algo_parts))
+         .All();
+
+      static bool _is_part_contained((CustomOrderDefinition.CustomOneofCase type, string dyn, uint studio_id, uint spreader_sec) structure, IReadOnlyDictionary<AlgoKey, AlgoData> state) =>
+         structure.type == CustomOrderDefinition.CustomOneofCase.Composite ||
+         structure.type == CustomOrderDefinition.CustomOneofCase.Dynamic ?
+            state.ContainsKey(AlgoKey.from_dynamic_type(structure.dyn)) :
+            state.ContainsKey(AlgoKey.from_known_type(structure.type));
+   }
+}
@@ -115,7 +115,7 @@ namespace mbts.ui.shell
      {
         try
         {
-            var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
+            string path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
            if (File.Exists(path + "config\\stunnel.conf"))
            {
               uint job_error = BTSUINativeMethods.setup_process_job_object();   
@@ -124,6 +124,15 @@ namespace mbts.ui.shell
                  kill_stunnel();
               start_stunnel(path, job_error);
            }
+            path = AppDomain.CurrentDomain.BaseDirectory + "\\..\\stunnel\\";
+            if (File.Exists(path + "config\\stunnel.conf"))
+            {
+               uint job_error = BTSUINativeMethods.setup_process_job_object();
+               //if we can't put this process and stunnel into a job, try to stop stunnel then restart
+               if (job_error != 0)
+                  kill_stunnel();
+               start_stunnel(path, job_error);
+            }
         }
         catch(Exception ex)
         {
@@ -27,6 +27,7 @@ namespace mbts.ui {
         CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
         CopyWFGeometryKey = nameof(CopyWFGeometryKey),
         CopyBoxesGeometryKey = nameof(CopyBoxesGeometryKey),
+         CurrencyExchangeGeometryKey = nameof(CurrencyExchangeGeometryKey),
         DataEditGeometryKey = nameof(DataEditGeometryKey),
         DetachAlgosKey = nameof(DetachAlgosKey),
         DiskGeometryKey = nameof(DiskGeometryKey),
@@ -161,6 +162,7 @@ namespace mbts.ui {
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
      public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
      public static ImageSource CopyBoxes => create_icon(CopyBoxesGeometryKey, null, _copy_boxes_pen);
+      public static ImageSource CurrencyExchange => create_icon(CurrencyExchangeGeometryKey);
      public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
@@ -62,6 +62,10 @@
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  </sys:String>

+  <sys:String x:Key="{x:Static mbts:Icons.CurrencyExchangeGeometryKey}">
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+  </sys:String>
+
  <sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
    M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
  </sys:String>
@@ -276,6 +280,7 @@
      m464.867188 0c-25.988282 0-47.132813 21.144531-47.132813 47.132812v313.75c0 49.324219 11.660156 98.710938 33.71875 142.824219 2.539063 5.082031 7.734375 8.292969 13.414063 8.292969 5.683593 0 10.875-3.210938 13.417968-8.292969 22.054688-44.113281 33.714844-93.503906 33.714844-142.824219v-313.75c0-25.988281-21.144531-47.132812-47.132812-47.132812zm0 30c9.445312 0 17.132812 7.6875 17.132812 17.132812v33.199219h-34.265625v-33.199219c0-9.445312 7.683594-17.132812 17.132813-17.132812zm17.132812 323.46875h-34.265625v-243.136719h34.265625zm-17.132812 105.4375c-8.71875-24.277344-14.1875-49.734375-16.222657-75.4375h32.445313c-2.035156 25.707031-7.507813 51.160156-16.222656 75.4375zm0 0
    </sys:String>
  </x:Array>
+
  <sys:String x:Key="{x:Static mbts:Icons.CheckMarkGeometryKey}">
    F1M9.97498,1.22334L4.6983,9.09834 4.52164,9.09834 0,5.19331 1.27664,3.52165 4.255,6.08833 8.33331,1.52588E-05 9.97498,1.22334z
  </sys:String>
@@ -17,7 +17,7 @@ namespace bts.shell {
   class MarketShellModule : IShellModule {
      [ImportingConstructor]
      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
-         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
+         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub, orders_model.security_auxiliary_model);
         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }

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

         public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
            _bus = bus;
            _orders_model = orders_model;
-            _security_text = smd.security.ToString();
-            _security_key_text = security_key.ToString();
            string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(this, nameof(position), 0);
+            _position = new CellProperty<int>(this, nameof(position), fmt_display_qty_int);
            _bid_price = backing(nameof(bid_price), double.NaN);
            _ask_price = backing(nameof(ask_price), double.NaN);
            _last_price = backing(nameof(last_price), double.NaN);
-            _last_size = new CellProperty<uint>(this, nameof(last_size), 0);
+            _last_size = new CellProperty<uint>(this, nameof(last_size), fmt_display_qty_uint);
            _day_change = backing(nameof(day_change), double.NaN);
            _session_low = backing(nameof(session_low), double.NaN);
            _session_high = backing(nameof(session_high), double.NaN);
            _last_price_from_spread = backing(nameof(last_price_from_spread), false);
            _settlement = backing(nameof(settlement), double.NaN);
-            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
+            _volume = new CellProperty<ulong>(this, nameof(volume), fmt_display_qty_ulong, 0);
            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
            _inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
            _working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
            _working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
            //
-            _bid_direct_size = backing(nameof(bid_direct_size), default(uint));
-            _bid_merged_size = backing(nameof(bid_merged_size), default(uint));
-            _ask_direct_size = backing(nameof(ask_direct_size), default(uint));
-            _ask_merged_size = backing(nameof(ask_merged_size), default(uint));
+            _bid_direct_size = backing(nameof(bid_direct_size), 0u, convert_display_qty_uint);
+            _bid_implied_size = backing(nameof(bid_implied_size), 0u, convert_display_qty_uint);
+            _bid_merged_size = backing(nameof(bid_merged_size), 0u, convert_display_qty_uint);
+            _ask_direct_size = backing(nameof(ask_direct_size), 0u, convert_display_qty_uint);
+            _ask_implied_size = backing(nameof(ask_implied_size), 0u, convert_display_qty_uint);
+            _ask_merged_size = backing(nameof(ask_merged_size), 0u, convert_display_qty_uint);
            //
            _working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
            _working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
            _working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
            _working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
            _working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
-            _working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
-            _working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
            //
            default_command = new DelegateCommand(_show_ladder);
            bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
@@ -90,17 +94,45 @@ namespace mbts.spark {
            _animation.AnimationsChanged += on_animations_changed;
            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
            _dispose = Disposable.Create(
+               attach_prop_changed_cb(_bid_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_direct_size_text))),
+               attach_prop_changed_cb(_bid_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_implied_size_text))),
+               attach_prop_changed_cb(_bid_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_merged_size_text))),
+               attach_prop_changed_cb(_ask_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_direct_size_text))),
+               attach_prop_changed_cb(_ask_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_implied_size_text))),
+               attach_prop_changed_cb(_ask_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_merged_size_text))),
               _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
               _orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
-                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
+                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position))) {
+                     RaisePropertyChanged(nameof(raw_day_position_text));
                     raise_invalidated();
+                  }
               }),
               _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
               _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
               _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
               Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
            );
+
+            uint convert_display_qty_uint(uint value) =>
+               value.safe_divide(_display_qty_divisor);
+
+            string fmt_display_qty_int(int value) =>
+               value.safe_divide(_display_qty_divisor).ToString();
+
+            string fmt_display_qty_uint(uint value) =>
+               value.safe_divide(_display_qty_divisor).ToString();
+
+            string fmt_display_qty_ulong(ulong value) =>
+               value.safe_divide(_display_qty_divisor).ToString();
+
+            PropertyChange<T> mk_echo_prop_changed_cb<T>(params string[] props) =>
+               (oldval, newval) => RaisePropertyChanged(props);
+
+            IDisposable attach_prop_changed_cb<TView, TModel>(PropertyAutoWrapper<TModel, TView> prop, PropertyChange<(TModel, TView)> callback) {
+               prop.changed += callback;
+               return Disposable.Create(() => prop.changed -= callback);
+            }
         }

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

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

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

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

         public bool Equals(Row other) =>
@@ -220,7 +276,7 @@ namespace mbts.spark {
            ob_settings.filters = new bts.shell.orderbook.FilterStates {
               statuses = new[] { OrderStatus.Working },
               sides = new[] { side },
-               security_criteria = new SecurityCriteria(security)
+               security_criteria = SecurityCriteria.from_securities(security)
            };
            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
         }
@@ -9,6 +9,7 @@ using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Data;
 using System.Windows.Media;
@@ -18,6 +19,9 @@ using static mbts.ui.spark.MarketViewView;

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

      public FilterStates get_filter_states() {
         return new FilterStates {
@@ -66,7 +66,7 @@ namespace mbts.spark {
               if (_sorted_selected_security_criteria_backing != null) {
                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
               } else if (_vm != null)
-                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+                  _selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Select(r => r.security));
            }
            return _selected_security_criteria_backing;
         }
@@ -92,7 +92,7 @@ namespace mbts.spark {
                     }
                  }
                  var comp = comp_builder.to_comparer();
-                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+                  _sorted_selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Ordered(comp).Select(r => r.security));
               }
            }
            return _sorted_selected_security_criteria_backing;
@@ -23,12 +23,15 @@ namespace bts.shell.time_and_sales {
         .to_safe();

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

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

      public event Action invalidated;
@@ -40,6 +43,8 @@ namespace bts.shell.time_and_sales {
      public DateTime time => ((ulong)_trade.Time).lldatetime().ToLocalTime();
      public double price => _trade.price();
      public uint size => _trade.Size;
+      public uint display_size => _display_size ??
+         (_display_size = size.safe_divide(_get_display_qty_divisor(security))).Value;
      public AggressorSide aggressor_side => _trade.AggressorSide;

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

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

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

-         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade) =>
-            new TimeAndSalesRowVM(_row_id_counter++, security, trade);
+         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
+            new TimeAndSalesRowVM(_row_id_counter++, security, trade, get_display_qty_divisor);
      }
   }
 }
@@ -27,6 +27,7 @@ namespace bts.shell.time_and_sales {
      readonly TimeAndSalesWindowFactory _factory;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      readonly bool _can_pause_updates;
+      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
      TimeAndSalesVM _vm;
      TimeAndSalesModel _model;
      SecurityCriteria _security_criteria_backing;
@@ -36,12 +37,21 @@ namespace bts.shell.time_and_sales {
      SparkMenuDisplayVM _menu_display_vm;
      IDisposable _subscriptions;

-      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, TimeAndSalesSettings state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager, bool can_pause_updates)
+      public TimeAndSalesWindow(
+         TimeAndSalesWindowFactory factory,
+         IBus bus,
+         MDConsumer consumer,
+         TimeAndSalesSettings state,
+         ImageSource icon,
+         IWindowSettingsManager<GridSettings> settings_manager,
+         bool can_pause_updates,
+         Func<SecurityImmutable?, uint> get_display_qty_divisor)
         : base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
         Log.assert(state != null);
         _consumer = consumer;
         _factory = factory;
         _state = state ?? TimeAndSalesSettings.Default(new SecurityCriteria());
+         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
         if (_state.security_criteria == null)
            _state = _state.with(new SecurityCriteria());
         _security_criteria_backing = _state.security_criteria;
@@ -87,7 +97,7 @@ namespace bts.shell.time_and_sales {
            _settings_manager.instance_settings = _state.grid;
         _menu_display_vm = new SparkMenuDisplayVM();
         _menu_display_vm.load_from(_state.menu_display);
-         _vm = new TimeAndSalesVM(_settings_manager);
+         _vm = new TimeAndSalesVM(_settings_manager, _get_display_qty_divisor);
         var selected_rows_src = Observable.Create<ImmutableHashSet<TimeAndSalesRowVM>>(o => {
            _vm.selected_rows_changed += o.OnNext;
            return Disposable.Create(() => _vm.selected_rows_changed -= o.OnNext);
@@ -128,7 +138,7 @@ namespace bts.shell.time_and_sales {
               .complete(selected_rows_src, always_true, get_fills_startup_data),
            // mview
            SparkCommands.ShowMarketView
-               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria),
            // pause
            toggle_is_paused_cmd,
            // change securities
@@ -173,7 +183,7 @@ namespace bts.shell.time_and_sales {

         FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
            new FillsSettings(new FillsFilterStates {
-               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
+               security = rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria
            });

         string get_is_paused_cmd_title() =>
@@ -20,12 +20,15 @@ namespace bts.shell {
      readonly MDConsumer _consumer;
      readonly UserSettingsHub _settings_hub;
      readonly TimeAndSalesConfig _time_and_sales_conf;
+      readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();

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

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

+      #region UseFractionalTicks
+      public static readonly DependencyProperty UseFractionalTicksProperty = WPFHelper.create_dp<bool, ExecutionStrategyEditor>(
+         nameof(UseFractionalTicks), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, true);
+
+      public bool UseFractionalTicks {
+         get => (bool)GetValue(UseFractionalTicksProperty);
+         set => SetValue(UseFractionalTicksProperty, value);
+      }
+      #endregion
+
+      #region IntegerTickSize
+      public static readonly DependencyProperty IntegerTickSizeProperty = WPFHelper.create_dp<int, ExecutionStrategyEditor>(
+         nameof(IntegerTickSize), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, 1);
+
+      public int IntegerTickSize {
+         get => (int)GetValue(IntegerTickSizeProperty);
+         set => SetValue(IntegerTickSizeProperty, value);
+      }
+      #endregion
+
      #region IsNew
      public static readonly DependencyProperty IsNewProperty =
         DependencyProperty.Register(
@@ -46,7 +46,7 @@ namespace bts.shell {

      async void _show_synthetic_create(SecurityCriteria security_criteria) {
         var found_securities = await security_criteria.securities(_bus);
-         var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Count > 0);
+         var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Length > 0);
         if (!respect_clause_security_ordering_is_possible) {
            _show_synthetic_create(found_securities.Values.ToList());
         } else {
@@ -114,6 +114,8 @@ namespace bts.shell {
         public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
         public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
         public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
+
+         public static QuoteTimeBasedThrottle QuoteTimeBasedThrottle => new QuoteTimeBasedThrottle { DelayToImprove = 0, DelayToRun = 0 };
         #endregion

         #region PreHedge
@@ -36,6 +36,8 @@
      ContractPickerModel="{Binding contract_picker_model}"
      HedgePricing="{Binding hedge_pricing}"
      HedgePricingItemsSource="{Binding hedge_pricing_options}"
+      UseFractionalTicks="{Binding use_fractional_ticks}"
+      IntegerTickSize="{Binding integer_tick_size}"
    />
    <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
  </Grid>
@@ -79,7 +79,7 @@ namespace mbts.spark {
            ), SparkCommands.ShowOrders.complete(() => {
               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
               ob_settings.filters = new bts.shell.orderbook.FilterStates {
-                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+                  security_criteria = SecurityCriteria.from_securities(_vm.value.row_vms.Select(r => r.security))
               };
               return ob_settings;
            }), SparkCommands.window_settings_command(new DialogCommand(() => {
@@ -10,13 +10,13 @@ namespace mbts.spark {
         public override string man_page { get; } = string.Empty;

         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
-            leg_tup.leg_params.EnableHedging;
+            leg_tup.leg_params.SendHedge is null || leg_tup.leg_params.SendHedge.Val;

-         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) =>
-            leg_tup.leg_params.EnableHedging = value;
-
-         public override bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups) =>
-            !leg_tups.Any(lt => lt.leg_params.EnableHedging);
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (leg_tup.leg_params.SendHedge is null)
+               leg_tup.leg_params.SendHedge = new bts.spark.NullableBoolean();
+            leg_tup.leg_params.SendHedge.Val = value;
+         }
      }
   }
-}
+}
@@ -0,0 +1,21 @@
+using mbts.ui.spark;
+using System;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class LeanOffsetTicksModel : RowModelBase<int> {
+         public override string display_name { get; } = "Lean Offset Ticks";
+         public override string help_text { get; } = "Improvement (in ticks) to the lean market";
+         public override string man_page { get; } = string.Empty;
+
+         public override int get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams?.LeanOffsetTicks ?? 0;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, int value) {
+            if (leg_tup.leg_params.QuoteParams is null)
+               leg_tup.leg_params.QuoteParams = new bts.spark.QuoteParams();
+            leg_tup.leg_params.QuoteParams.LeanOffsetTicks = value;
+         }
+      }
+   }
+}
@@ -0,0 +1,40 @@
+using bts.shell;
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteTimeThrottleDelayToImproveModel : RowModelBase<uint> {
+         readonly IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
+
+         public override string display_name { get; } = "Delay to Improve (ms)";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.TimeThrottle };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_throttle(leg_tup).DelayToImprove = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle ?
+               throttle.DelayToImprove :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
+            _value_store[leg_tup.id] = value;
+            if (_get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle)
+               throttle.DelayToImprove = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_throttle(leg_tup) != null;
+
+         QuoteTimeBasedThrottle _get_throttle(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.TimeBasedThrottle;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteTimeBasedThrottle.DelayToImprove);
+      }
+   }
+}
@@ -0,0 +1,40 @@
+using bts.shell;
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteTimeThrottleDelayToRunModel : RowModelBase<uint> {
+         readonly IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
+
+         public override string display_name { get; } = "Delay To Run (ms)";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.TimeThrottle };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_throttle(leg_tup).DelayToRun = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle ?
+               throttle.DelayToRun :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
+            _value_store[leg_tup.id] = value;
+            if (_get_throttle(leg_tup) is QuoteTimeBasedThrottle throttle)
+               throttle.DelayToRun = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_throttle(leg_tup) != null;
+
+         QuoteTimeBasedThrottle _get_throttle(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.TimeBasedThrottle;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteTimeBasedThrottle.DelayToRun);
+      }
+   }
+}
@@ -0,0 +1,38 @@
+using bts.shell;
+using mbts.ui.spark;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteTimeThrottleEnabledModel : RowModelBase<bool> {
+         readonly QuoteTimeThrottleDelayToRunModel _delay_to_run;
+         readonly QuoteTimeThrottleDelayToImproveModel _delay_to_improve;
+
+         public QuoteTimeThrottleEnabledModel(QuoteTimeThrottleDelayToRunModel delay_to_run, QuoteTimeThrottleDelayToImproveModel delay_to_improve) {
+            _delay_to_run = delay_to_run;
+            _delay_to_improve = delay_to_improve;
+         }
+
+         public override string display_name { get; } = string.Empty;
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.TimeThrottle };
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.TimeBasedThrottle != null;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (value) {
+               if (leg_tup.leg_params.QuoteParams.TimeBasedThrottle == null) {
+                  leg_tup.leg_params.QuoteParams.TimeBasedThrottle = SyntheticDataHelper.Defaults.QuoteTimeBasedThrottle;
+                  _delay_to_run.apply_value(leg_tup);
+                  _delay_to_improve.apply_value(leg_tup);
+               }
+            } else {
+               leg_tup.leg_params.QuoteParams.TimeBasedThrottle = null;
+            }
+            _delay_to_run.set_enabled(leg_tup, value);
+            _delay_to_improve.set_enabled(leg_tup, value);
+         }
+      }
+   }
+}
@@ -108,6 +108,10 @@ namespace mbts.spark {
               "Reduces re-quoting updates by defining a region on either side " +
               "of the working quoting order, inside which quote updates will not be sent.");

+         public static ParameterSection TimeThrottle =>
+            new ParameterSection("Time Throttle", true,
+               "Reduces re-quoting updates by requiring a minimum amount of time to elapse between quotes.");
+
         public static ParameterSection Conditional =>
            new ParameterSection("Conditional", true,
               "Reduces re-quoting updates by only quoting if N ticks away from the opposite " + 
@@ -2,7 +2,6 @@
 using bts.collections;
 using bts.shell;
 using bts.spark;
-using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -30,8 +29,16 @@ namespace mbts.spark {
      readonly Property<bool> _has_working_orders, _can_add_leg;

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

@@ -44,6 +51,10 @@ namespace mbts.spark {
         : this(synthetic, strategy, false) {
         ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
         _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
+         if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
+            _use_fractional_ticks = false;
+            _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
+         }
         title = $"Edit '{synthetic.Synthetic.Name}'";
         icon = Icons.ModifySynthetic;
         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
@@ -74,9 +85,7 @@ namespace mbts.spark {
         icon = Icons.Synthetics;
         _has_working_orders = backing(nameof(has_working_orders), false);
         contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
-            new SecurityCriteriaClause() {
-               exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
-            }
+            new SecurityCriteriaClause(exchanges: EnumHelper.get_values_except(Venue.Bts).ToArray())
         }));
         contract_picker_model.cancel_action += _close_new_leg_popup;
         contract_picker_model.ok_action += () => {
@@ -131,14 +140,14 @@ 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()) {
-               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
+            if (use_fractional_ticks ? (_tick_factors == null || !_tick_factors.is_valid()) : integer_tick_size == 0) {
+               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, use_fractional_ticks ? nameof(tick_factors) : nameof(integer_tick_size)).ignore();
               valid = false;
            }
            if (valid) {
               _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
               _synthetic.Symbol = _deduce_symbol(_synthetic);
-               _synthetic.ContractSpec = _tick_factors.to_spec();
+               _synthetic.ContractSpec = use_fractional_ticks ? _tick_factors.to_spec() : TickUtils.create_integer_tick_spec(integer_tick_size);
               uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
               if (id.HasValue && id != 0) {
                  if (await model.save_strategy(id.Value, get_strategy())) {
@@ -187,6 +196,9 @@ namespace mbts.spark {
         var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
         var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();

+         var quote_time_throttle_delay_to_run = new QuoteTimeThrottleDelayToRunModel();
+         var quote_time_throttle_delay_to_improve = new QuoteTimeThrottleDelayToImproveModel();
+
         var conditional_quoting_ticks = new ConditionalQuotingTicksModel();
         var conditional_quoting_price_type = new ConditionalQuotingPriceTypeModel();

@@ -214,17 +226,24 @@ namespace mbts.spark {
            _quantity_model,
            _price_mult_model,
            is_quote_model,
-            //new EnableHedgeModel(), //TAHA_SPREADER
+            new EnableHedgeModel(), //TAHA_SPREADER
            new HedgeRatioModel(),
            //new MinLeanQtyModel(), //TAHA_SPREADER
+            new LeanOffsetTicksModel(),
            //new QuoteHiddenModel(),
            new QuoteQueueHolderModel(),
            new MarketDataTypeModel(),
            new ShowQuantityEnabledModel(show_quantity_quantity),
            show_quantity_quantity,
+            // Throttle
            new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
            quote_throttle_inside_ticks,
            quote_throttle_outside_ticks,
+            // Time Throttle
+            new QuoteTimeThrottleEnabledModel(quote_time_throttle_delay_to_run, quote_time_throttle_delay_to_improve),
+            quote_time_throttle_delay_to_run,
+            quote_time_throttle_delay_to_improve,
+
            new ConditionalQuoteEnabledModel(conditional_quoting_ticks, conditional_quoting_price_type),
            conditional_quoting_ticks,
            //conditional_quoting_price_type,
@@ -295,6 +314,20 @@ namespace mbts.spark {
      public bool has_working_orders => _has_working_orders.Value;
      public bool is_new { get; }
      public bool is_new_leg_popup_open { get; set; }
+      public bool use_fractional_ticks {
+         get => _use_fractional_ticks;
+         set {
+            if (Set(ref _use_fractional_ticks, value))
+               _set_ticks_automatically = false;
+         }
+      }
+      public int integer_tick_size {
+         get => _integer_tick_size;
+         set {
+            if (Set(ref _integer_tick_size, value))
+               _set_ticks_automatically = false;
+         }
+      }
      public bool can_add_leg => _can_add_leg.Value;
      public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
      public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
@@ -323,6 +356,16 @@ namespace mbts.spark {
         _strategy = strategy;
         hedge_pricing = strategy.HedgePricing;
         leg_tuples.SetItems(_get_legs(_synthetic, strategy));
+         if (synthetic.HasContractSpec) {
+            /// assign the fields <see cref="_use_fractional_ticks"/> and <see cref="_integer_tick_size"/>,
+            /// rather than the properties <see cref="use_fractional_ticks"/> and <see cref="integer_tick_size"/>
+            /// because the setters of the former flip <see cref="_set_ticks_automatically"/> to false if the value changes.
+            /// This behavior causes the ticks to be automatically deduced as legs are added/removed,
+            /// until the user explicitly enters a different value (as the properties are bound to tick input controls in the view).
+            Set(ref _use_fractional_ticks, !TickUtils.is_integer_tick(synthetic.ContractSpec), nameof(use_fractional_ticks));
+            if (!use_fractional_ticks)
+               Set(ref _integer_tick_size, DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0, nameof(integer_tick_size));
+         }
         RaisePropertyChanged(nameof(name), nameof(tick_factors));
      }

@@ -169,7 +169,7 @@ namespace mbts.spark {
         void _show_order_book() {
            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
            ob_settings.filters = new bts.shell.orderbook.FilterStates {
-               security_criteria = new SecurityCriteria(security)
+               security_criteria = SecurityCriteria.from_securities(security)
            };
            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
         }
@@ -9,6 +9,8 @@ namespace mbts.spark {
   // This is a core data type on the front end, so data validation is strict, as bad values may yield weird/difficult to track bugs.
   // Descriptive factory methods are favored over public constructors, as they are less likely to be misused.
   struct AlgoData : IEquatable<AlgoData> {
+      public static readonly Func<AlgoData, AlgoKey> key_fn = a => a.key;
+
      public readonly CustomOrderDefinitionImmutable value;
      public readonly string name;
      public readonly AlgoKey key;
@@ -128,6 +128,7 @@ namespace mbts.spark {
      }

      public bool is_persisted => mode == Mode.Persisted;
+      public bool is_composite => _composite_key.HasValue || _unpersisted.HasValue;

      public uint persisted => _composite_key.Value;
      public Guid unpersisted => _unpersisted.Value;
@@ -199,6 +200,15 @@ namespace mbts.spark {
         }
         return EqualityComparer.phase_hash(hash, phase_mult);
      }
+      public override string ToString() {
+         switch (mode) {
+            case Mode.Dynamic: return $"Dynamic: {dynamic_type}";
+            case Mode.Factory: return $"Factory: {factory}";
+            case Mode.Persisted: return $"Composite: {persisted}";
+            case Mode.Unpersisted: return $"(Composite): {unpersisted}";
+            default: return mode.ToString();
+         }
+      }

      public static bool operator ==(AlgoKey a, AlgoKey b) => a.Equals(b);
      public static bool operator !=(AlgoKey a, AlgoKey b) => !a.Equals(b);
@@ -12,20 +12,20 @@ namespace mbts.spark {
   [Export(typeof(IAlgoStudioModel))]
   class AlgoStudioFlatDefinitionModel : IAlgoStudioModel, IDisposable {
      readonly AlgoDefinitionService _service;
-      readonly AdminModel _admin_model;
+      readonly UserTuple _user;
      readonly ErrorReporter _error_reporter;
      IReadOnlyDictionary<AlgoKey, AlgoData> _algos = DictionaryHelper.empty<AlgoKey, AlgoData>();
      IDisposable _dispose;

      [ImportingConstructor]
-      public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, AdminModel admin_model, ErrorReporter error_reporter) {
+      public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, UserTuple user, ErrorReporter error_reporter) {
         _service = service;
         this.metadata_service = metadata_service;
-         _admin_model = admin_model;
+         _user = user;
         _error_reporter = error_reporter;
         definitions =
            service.subscribei_algo_definitions()
-            .Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
+            .Filter(r => r.Metadata.IsActive && _user.can_access_user_data(r.Metadata.CreatorUserId))
            .SelectKeyValue(_definition_data, d => d.key)
            .Table()
            .Cache();
@@ -37,7 +37,7 @@ namespace mbts.spark {

      public async Task<AlgoData?> save_definition(AlgoData definition_data) {
         var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
-            _with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
+            _with_key(new AlgoDefinitionUpdateRequest { UserId = _user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
            r => r.Success, r => r.ErrorMessage, "saving definition");
         if (success)
            return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
@@ -93,4 +93,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -11,6 +11,8 @@ namespace mbts.spark {
   /// decouple the client-side key type from the server-side one, so both key types may evolve independently moving forward.
   /// </summary>
   struct AlgoDefinitionMetadata : IEquatable<AlgoDefinitionMetadata> {
+      public static readonly Func<AlgoDefinitionMetadata, AlgoKey> key_fn = m => m.id;
+
      public readonly AlgoKey id, default_template;
      readonly AlgoKey[] _favorite_templates;
      public readonly bool is_favorite, is_hidden;
@@ -35,34 +35,21 @@ namespace mbts.spark {
               Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
            }).to_comparer().to_safe();

-      public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
-         foreach (var d in update.removed)
-            target.Remove(d.key);
-         foreach (var d in update.changed)
+      public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) =>
+         update_persisted_definitions(target, update.added, update.changed, update.removed.Select(AlgoData.key_fn), factory);
+
+      public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, IEnumerable<AlgoData> added, IEnumerable<AlgoData> changed, IEnumerable<AlgoKey> removed, Func<AlgoData, AlgoDefinitionVM> factory) {
+         foreach (var k in removed)
+            target.Remove(k);
+         foreach (var d in changed)
            target[d.key].load(d);
-         foreach (var d in update.added) {
+         foreach (var d in added) {
            if (target.TryGetValue(d.key, out AlgoDefinitionVM def)) {
               def.load(d);
            } else target.Add(factory(d));
         }
      }

-      public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
-         foreach (var d in update.removed)
-            target.Remove(d.key);
-         foreach (var d in update.changed) {
-            var vm = target[d.key];
-            if (vm is AlgoVMWrapper wrapper) {
-               wrapper.value.load(d);
-            } else vm.load_from(d.value);
-         }
-         foreach (var d in update.added) {
-            if (target.TryGetValue(d.key, out IAlgoVM def)) {
-               def.load_from(d.value);
-            } else target.Add(d.key, new AlgoVMWrapper(factory(d)));
-         }
-      }
-
      public static void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
         algo_param_rows.Select(r => r.param).commit_all();

@@ -42,21 +42,21 @@ namespace mbts.spark {
      readonly Property<string> _name, _abbreviation;
      readonly ObservableKeyedCollection<IAlgoVM, AlgoKey> _algo_roots = new ObservableKeyedCollection<IAlgoVM, AlgoKey>(vm => vm.id);
      readonly DeferrableActionWrapper _refresh_on_local_changes;
-      readonly Property<AlgoFormats> _selected_format;
      readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();

      int? _favorite_index;
      Brush _badge_fill;
      Snapshot? _committed;
      AlgoDefinitionMetadata _metadata;
+      IDisposable _loaded_data_hook;

-      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
-         new AlgoDefinitionVM(model, data, init_format, editing_permissions);
+      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
+         new AlgoDefinitionVM(model, data, editing_permissions);

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

-      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
+      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoEditingPermissions init_permissions) {
         // init core data
         _model = model;
         _permissions_mask.mask = init_permissions;
@@ -80,7 +80,6 @@ namespace mbts.spark {
         // init backing props
         _name = backing(nameof(name), def_data.name);
         _abbreviation = backing(nameof(abbreviation), string.Empty);
-         _selected_format = backing(nameof(selected_format), init_format);
         _is_favorite = backing(nameof(is_favorite), () => _favorite_index.HasValue);
         _is_expanded = backing(nameof(is_expanded), true);
         _is_selected = backing(nameof(is_selected), true);
@@ -133,17 +132,6 @@ namespace mbts.spark {
                  break;
            }
            var permission_src = _permissions_mask.observe_result();
-            resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
-               .SubscribeEach(t => {
-                  if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
-                     using (_refresh_on_local_changes.defer_execution()) {
-                        var algo_data = model.factory.default_algos(t.fmt);
-                        var default_algo = AlgoKey.from_known_type(OrderDataHelper.get_default_algo(t.fmt));
-                        return this.load_algo_data_recursive(algo_data, default_algo);
-                     }
-                  }
-                  return Disposable.empty;
-               }));
            resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
            resources.Add(this.connect_data(permission_src));
            resources.Add(this.connect_data(Observable.Return(model)));
@@ -202,9 +190,6 @@ namespace mbts.spark {
      public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
      public ObservableCollection<ColorPaletteVM> custom_badge_color_palettes { get; } = new ObservableCollection<ColorPaletteVM>();
      public Brush badge_fill => _badge_fill;
-      // format
-      public AlgoFormats selected_format { get => _selected_format.Value; set => _selected_format.set(value); }
-      public ObservableCollection<AlgoFormats> formats { get; } = new ObservableCollection<AlgoFormats> { AlgoFormats.Exchange, AlgoFormats.Spreader, AlgoFormats.Exchange | AlgoFormats.Spreader };
      // visual states
      public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
      public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
@@ -236,12 +221,20 @@ namespace mbts.spark {
         get => algo_root;
         set => algo_root = value;
      }
+      IAlgoVM IAlgoParamVM<IAlgoVM>.display_value {
+         get => algo_root;
+         set => algo_root = value;
+      }
      bool IAlgoParamVM.has_value => _algo_root != null;
      bool IAlgoParamVM.is_enabled { get; set; } = true;
      object IAlgoParamVM.value {
         get => algo_root;
         set => algo_root = (IAlgoVM)value;
      }
+      object IAlgoParamVM.display_value {
+         get => algo_root;
+         set => algo_root = (IAlgoVM)value;
+      }
      AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
      AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }

@@ -262,17 +255,14 @@ namespace mbts.spark {
      void IObserver<(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo)>.OnError(Exception error) { }
      #endregion

-      void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
-         var orig_algo = algo_root?.id;
-         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, is_expanded: true));
-         if (!try_select(orig_algo) && !try_select(default_algo))
-            algo_root = algo_roots.FirstOrDefault();
-         //
-         bool try_select(AlgoKey? algo_key) {
-            if (algo_key.HasValue && _algo_roots.TryGetValue(algo_key.Value, out IAlgoVM match)) {
+      void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> data, AlgoKey? default_algo) {
+         Disposable.dispose(ref _loaded_data_hook);
+         _algo_roots.SyncWithDictionary(data, d => OrderTypeVMFactory.create(d, is_expanded: true));
+         _loaded_data_hook = ObservableAutoWrapper.connect_item_hooks(algo_roots, vm =>
+            ObservableAutoWrapper.connect_item_actions(vm.child_algo_selectors, s => s.load_algo_data(data, null)));
+         if (algo_root == null || !_algo_roots.ContainsKey(algo_root.id)) {
+            if (default_algo.HasValue && _algo_roots.TryGetValue(default_algo.Value, out IAlgoVM match))
               algo_root = match;
-               return true;
-            } else return false;
         }
      }

@@ -338,7 +328,7 @@ namespace mbts.spark {

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

      public AlgoData create_algo_def() =>
         AlgoData.create(algo_root == null ? new CustomOrderDefinitionImmutable(new CustomOrderDefinition()) : algo_root.definition, name, key);
@@ -360,7 +350,6 @@ namespace mbts.spark {

      void _assign_from_data(Snapshot state) {
         _assign_from_data(state.data);
-         _selected_format.set(state.format);
         _abbreviation.set(state.abbreviation);
         custom_badge_color.set_nullable(state.custom_badge_color);
      }
@@ -421,41 +410,36 @@ namespace mbts.spark {
      }

      Snapshot _snapshot() =>
-         new Snapshot(create_algo_def(), abbreviation, custom_badge_color.get_nullable(), selected_format);
+         new Snapshot(create_algo_def(), abbreviation, custom_badge_color.get_nullable());

      public struct Snapshot : IEquatable<Snapshot> {
         public readonly AlgoData data;
         public readonly string abbreviation;
         public readonly Color? custom_badge_color;
-         public readonly AlgoFormats format;

-         public Snapshot(AlgoData data, string abbreviation, Color? custom_badge_color, AlgoFormats format) {
+         public Snapshot(AlgoData data, string abbreviation, Color? custom_badge_color) {
            this.data = data;
            this.abbreviation = abbreviation;
            this.custom_badge_color = custom_badge_color;
-            this.format = format;
         }

         public bool Equals(Snapshot other) =>
            data == other.data &&
            abbreviation == other.abbreviation &&
-            custom_badge_color == other.custom_badge_color &&
-            format == other.format;
+            custom_badge_color == other.custom_badge_color;

         public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
         public override int GetHashCode() =>
            EqualityComparer.aggregate_hash(
               data.GetHashCode(),
               abbreviation?.GetHashCode() ?? 0,
-               custom_badge_color?.GetHashCode() ?? 0,
-               (int)format);
+               custom_badge_color?.GetHashCode() ?? 0);
 #if DEBUG
         public override string ToString() {
            var sb = new System.Text.StringBuilder();
            sb.Append($"name: {data.name}; ");
            sb.Append($"abbrev.: {abbreviation}; ");
            sb.Append($"badge: {custom_badge_color} ");
-            sb.Append($"fmt: {format} ");
            sb.Append($"def: {data.value}");
            return sb.ToString();
         }
@@ -469,7 +453,6 @@ namespace mbts.spark {
         public bool Equals(Snapshot x, Snapshot y) =>
            x.abbreviation == y.abbreviation &&
            x.custom_badge_color == y.custom_badge_color &&
-            x.format == y.format &&
            x.data.key == y.data.key &&
            x.data.name == y.data.name &&
            x.data.value.Equals(y.data.value);
@@ -1,7 +1,11 @@
 using bts;
+using bts.api;
+using bts.api.core;
 using bts.api.orderman;
+using bts.collections;
 using bts.utils;
 using mbts.collections;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.utility;
@@ -37,7 +41,6 @@ namespace mbts.spark {
   }

   class AlgoStudioVM : DisposableViewModelBase {
-      static readonly AlgoFormats _studio_formats = AlgoFormats.Exchange;
      readonly OrdersModel _model;
      readonly Property<AlgoDefinitionVM> _selected_definition;
      readonly Property<IAlgoVM> _editable_content;
@@ -70,12 +73,24 @@ namespace mbts.spark {
         _revert_cmd_tooltip = backing(nameof(revert_cmd_tooltip), get_revert_tooltip);
         //
         _dispose = new CompositeDisposable(
-            _model.algo_model.definitions.Subscribe(_definitions_update_buffer),
-            _definitions_update_buffer.OnDispatcher().Subscribe(u => {
-               var orig_selected_def = selected_definition;
-               AlgoCollectionHelper.update_persisted_definitions(_definitions, u, d => AlgoDefinitionVM.create(model, d, _studio_formats));
+            _model.subscribe_complete_algos(allow_undefined_child: true).OnDispatcher().Subscribe(_definitions_update_buffer),
+            _definitions_update_buffer.OnDispatcher()
+            .SubscribeEach(u => {
+               u.FilterIncremental(a => a.key.is_composite, out var added, out var changes, out var removed);
+               AlgoCollectionHelper.update_persisted_definitions(
+                  _definitions, added, changes.New(), removed.Select(AlgoData.key_fn), algo => AlgoDefinitionVM.create(_model, algo));
               if (selected_definition == null)
                  selected_definition = definitions.FirstOrDefault();
+               // Load the algo building blocks (i.e., factory and dynamic algos):
+               //    - Composite algos cannot reference other composite algos - that would create awkward dependency issues as composite algos can be modified/deleted.
+               //    - Spreader algos are filtered out as well, because that don't actually mean anything to the algo structure.
+               //      Synthetic securities in our system are defined by a set of contract legs, and a [single]strategy.
+               //      Note: synthetic strategy templates, however, could be introduced at a later date (no reason why 1 synthetic security couldn't have several ExecutionStrategies).
+               var algo_building_blocks = new FilteredDictionary<AlgoKey, AlgoData>(
+                  u.state,
+                  a => a.key.mode == AlgoKey.Mode.Dynamic || (a.key.mode == AlgoKey.Mode.Factory && a.key.factory != CustomOrderDefinition.CustomOneofCase.Spreader));
+               return ObservableAutoWrapper.connect_item_actions(_definitions.AsCollection(),
+                  d => ((IAlgoSelector)d).load_algo_data(algo_building_blocks, null));
            }),
            _model.algo_model.metadata_service.subscribe_metadata().OnDispatcher().Subscribe(meta => {
               _persisted_meta = meta;
@@ -125,7 +140,7 @@ namespace mbts.spark {
         }

         void add_definition_common(CustomOrderDefinitionImmutable def, string name) {
-            var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name, _studio_formats);
+            var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name);
            _definitions.Add(new_def);
            selected_definition = new_def;
            request_view_focus_name?.Invoke(new_def);
@@ -1,214 +0,0 @@
-using bts.api;
-using bts.api.orderman;
-using bts.collections;
-using bts.spark;
-using mbts.spark.utilities;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.shell;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Collections.Specialized;
-using System.ComponentModel;
-using System.Reactive.Disposables;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
-using System.Windows.Input;
-
-namespace mbts.spark {
-   class AlgoVMWrapper : DisposableViewModelBase, IAlgoVM,
-      IObserver<SecurityMD?>,
-      IObserver<SecurityImmutable?>,
-      IObserver<OrdersModel>,
-      IObserver<AlgoEditingPermissions> {
-      static readonly HashSet<string>
-         _algo_root_echo_props = new HashSet<string> {
-            nameof(is_expanded),
-            nameof(editing_permissions),
-            nameof(definition),
-            nameof(display_name)
-         };
-      static readonly IReadOnlyDictionary<string, string>
-         _value_echo_props = new Dictionary<string, string> {
-            { nameof(AlgoDefinitionVM.name), nameof(display_name) },
-            { nameof(AlgoDefinitionVM.abbreviation), nameof(abbreviation) },
-            { nameof(AlgoDefinitionVM.badge_fill), nameof(meta) }
-         };
-      readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
-      readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
-      readonly DisposableContainer _value_hooks = new DisposableContainer();
-      Action _definition_changed = () => { };
-      _ObservedData? _data_cache;
-      AlgoDefinitionVM _value;
-
-      public AlgoVMWrapper(AlgoDefinitionVM algo_definition_vm) {
-         value = algo_definition_vm;
-         _dispose = new CompositeDisposable(_value_hooks) {
-            _child_algo_selectors.clear_collections,
-            _algo_params.clear_collections,
-            () => _value?.Dispose()
-         };
-      }
-
-      public event Action definition_changed { add => _definition_changed += value; remove => _definition_changed -= value; }
-
-      public AlgoDefinitionVM value {
-         get => _value;
-         set {
-            if (_value != value) {
-               _value?.Dispose();
-               _value = value;
-               _value_hooks.replace(_set_hooks(value));
-               RaisePropertyChanged(nameof(value));
-            }
-         }
-      }
-      public AlgoKey id => _value.key;
-      public CustomOrderDefinition.CustomOneofCase order_type => _algo_root?.order_type ?? CustomOrderDefinition.CustomOneofCase.None;
-      public OrderMetadata meta {
-         get {
-            if (_value != null) {
-               if (_value.custom_badge_color.enabled)
-                  return new OrderMetadata { Color = value.custom_badge_color.value.rgb_color(), KeyBinding = value.abbreviation.if_null_or_empty(value.name) };
-               else if (_value.algo_root != null)
-                  return _value.algo_root.meta;
-            }
-            return OrderDataHelper.get_metadata(order_type);
-         }
-      }
-      public AlgoEditingPermissions editing_permissions => _value?.editing_permissions ?? AlgoEditingPermissions.None;
-      public bool can_expand => _algo_root?.can_expand ?? false;
-      public bool is_expanded {
-         get => _value.algo_root?.is_expanded ?? false;
-         set {
-            if (_value != null)
-               _value.is_expanded = value;
-         }
-      }
-      public string display_name => _value?.name ?? string.Empty;
-      public string abbreviation => _value?.abbreviation;
-      public AlgoDisplayGroup group => _value?.group ?? AlgoDisplayGroup.BTS;
-      public CustomOrderDefinitionImmutable definition => _algo_root?.definition ?? new CustomOrderDefinitionImmutable(new CustomOrderDefinition());
-      public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
-      [EditorBrowsable(EditorBrowsableState.Never)]
-      public ObservableCollection<IAlgoSelector> child_algo_selectors_view {
-         get {
-            _value?.algo_root?.ensure_init();
-            return _child_algo_selectors;
-         }
-      }
-      public IReadOnlyObservableCollection<IAlgoParamVM> algo_params => _algo_params;
-      [EditorBrowsable(EditorBrowsableState.Never)]
-      public dynamic children_vm => _algo_root?.children_vm;
-
-      IAlgoVM _algo_root => _value?.algo_root;
-
-      public void assign_to(CustomOrderDefinition value) => _algo_root?.assign_to(value);
-      public bool key_match(KeyEventArgs e) => _algo_root?.key_match(e) ?? false;
-      public void load_from(CustomOrderDefinitionImmutable value) => _algo_root?.load_from(value);
-      public void load_many(IEnumerable<CustomOrderDefinitionImmutable> values) => _algo_root?.load_many(values);
-      void IAlgoVM.ensure_init() => _value?.algo_root?.ensure_init();
-
-      IDisposable _set_hooks(AlgoDefinitionVM vm) {
-         var algo_root_subs = new DisposableContainer();
-         vm.PropertyChanged += on_value_prop_changed;
-         return new CompositeDisposable(
-            vm.observe_algo_root().Subscribe(r => {
-               algo_root_subs.replace(null);
-               _child_algo_selectors.clear_collections();
-               _algo_params.clear_collections();
-               if (r != null) {
-                  if (_data_cache.HasValue) {
-                     _data_cache.Value.forward_to(r);
-                  }
-                  _child_algo_selectors.add_collection(r.child_algo_selectors);
-                  _algo_params.add_collection(r.algo_params);
-                  ((INotifyPropertyChanged)r).PropertyChanged += on_algo_root_prop_changed;
-                  algo_root_subs.replace(new CompositeDisposable(
-                     r.subscribe_definition().Subscribe(_ => _definition_changed?.Invoke())) {
-                     () => ((INotifyPropertyChanged)r).PropertyChanged -= on_algo_root_prop_changed
-                  });
-               }
-               RaisePropertyChanged(nameof(group));
-            }),
-            algo_root_subs) {
-            () => vm.PropertyChanged -= on_value_prop_changed
-         };
-         void on_algo_root_prop_changed(object sender, PropertyChangedEventArgs e) {
-            if (_algo_root_echo_props.Contains(e.PropertyName))
-               RaisePropertyChanged(e.PropertyName);
-         }
-         void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
-            if (_value_echo_props.TryGetValue(e.PropertyName, out string wrapper_prop))
-               RaisePropertyChanged(wrapper_prop);
-         }
-      }
-
-      // permissions
-      void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions value) {
-         _data_cache = _data_cache?.with(value) ?? new _ObservedData(value, default, default, default);
-         (_algo_root as IObserver<AlgoEditingPermissions>)?.OnNext(value);
-      }
-      void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
-      void IObserver<AlgoEditingPermissions>.OnCompleted() { }
-      // model
-      void IObserver<OrdersModel>.OnNext(OrdersModel value) {
-         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, value, default, default);
-         (_algo_root as IObserver<OrdersModel>)?.OnNext(value);
-      }
-      void IObserver<OrdersModel>.OnError(Exception error) { }
-      void IObserver<OrdersModel>.OnCompleted() { }
-      // security
-      void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? value) {
-         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, value, default);
-         (_algo_root as IObserver<SecurityImmutable?>)?.OnNext(value);
-      }
-      void IObserver<SecurityImmutable?>.OnError(Exception error) { }
-      void IObserver<SecurityImmutable?>.OnCompleted() { }
-      // security md
-      void IObserver<SecurityMD?>.OnNext(SecurityMD? value) {
-         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, default, value);
-         (_algo_root as IObserver<SecurityMD?>)?.OnNext(value);
-      }
-      void IObserver<SecurityMD?>.OnError(Exception error) { }
-      void IObserver<SecurityMD?>.OnCompleted() { }
-
-      struct _ObservedData {
-         public readonly AlgoEditingPermissions permissions;
-         public readonly OrdersModel model;
-         public readonly SecurityImmutable? security;
-         public readonly SecurityMD? security_md;
-
-         public _ObservedData(AlgoEditingPermissions permissions, OrdersModel model, SecurityImmutable? security, SecurityMD? security_md) {
-            this.permissions = permissions;
-            this.model = model;
-            this.security = security;
-            this.security_md = security_md;
-         }
-
-         public void forward_to(IAlgoVM recipient) {
-            (recipient as IObserver<AlgoEditingPermissions>)?.OnNext(permissions);
-            if (model != null)
-               (recipient as IObserver<OrdersModel>)?.OnNext(model);
-            if (security_md.HasValue)
-               (recipient as IObserver<SecurityMD?>)?.OnNext(security_md);
-            if (security.HasValue)
-               (recipient as IObserver<SecurityImmutable?>)?.OnNext(security);
-         }
-
-         public _ObservedData with(AlgoEditingPermissions? permissions) =>
-            new _ObservedData(permissions ?? this.permissions, model, security, security_md);
-
-         public _ObservedData with(OrdersModel model) =>
-            new _ObservedData(permissions, model, security, security_md);
-
-         public _ObservedData with(SecurityImmutable? security) =>
-            new _ObservedData(permissions, model, security, security_md);
-
-         public _ObservedData with(SecurityMD? security_md) =>
-            new _ObservedData(permissions, model, security, security_md);
-      }
-   }
-}
@@ -199,18 +199,30 @@
                Grid.Column="1"
                HorizontalAlignment="Center"
                Foreground="{u:BTSColor MarketData.bid}"
-                Text="{Binding DataContext.bbo.bid_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
                ToolTip="Best Bid Size"
-              />
+              >
+                <TextBlock.Text>
+                  <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
+                    <Binding Path="DataContext.bbo.bid_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                    <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                  </MultiBinding> 
+                </TextBlock.Text>
+              </TextBlock>
              <TextBlock
                x:Name="ask_text"
                Grid.Column="2"
                HorizontalAlignment="Center"
                Margin="4,0"
                Foreground="{u:BTSColor MarketData.ask}"
-                Text="{Binding DataContext.bbo.ask_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
                ToolTip="Best Ask Size"
-              />
+              >
+                <TextBlock.Text>
+                  <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
+                    <Binding Path="DataContext.bbo.ask_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                    <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                  </MultiBinding> 
+                </TextBlock.Text>
+              </TextBlock>
            </Grid>
            <DataTemplate.Triggers>
              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
@@ -272,6 +284,14 @@
              </Grid>
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
+          <!--TODO: replace all the param.value bindings with param.display_value.
+              The reason this has not already been done is that the display_value property is new,
+              and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
+            <DataTemplate>
+              <TextBlock Text="{Binding param.display_value}"/>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -282,7 +302,7 @@
        <!--Double-->
        <usp:AlgoParamTemplateSelector.DoubleTemplate>
          <DataTemplate>
-            <TextBlock Text="{Binding param.value, Converter={StaticResource DoubleTextConverter}}"/>
+            <TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
          </DataTemplate>
        </usp:AlgoParamTemplateSelector.DoubleTemplate>
        <!--Enum-->
@@ -360,6 +380,22 @@
              />
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
+          <!--TODO: replace all the param.value bindings with param.display_value.
+              The reason this has not already been done is that the display_value property is new,
+              and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
+            <DataTemplate>
+              <c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+                <c:TickUpDownNullableInt.CommandBindings>
+                  <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+                </c:TickUpDownNullableInt.CommandBindings>
+                <c:TickUpDownNullableInt.InputBindings>
+                  <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                  <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+                </c:TickUpDownNullableInt.InputBindings>
+              </c:TickUpDownNullableInt>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -370,7 +406,7 @@
        <!--Double-->
        <usp:AlgoParamTemplateSelector.DoubleTemplate>
          <DataTemplate>
-            <c:TickUpDownDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+            <c:TickUpDownDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
              <c:TickUpDownDouble.CommandBindings>
                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
              </c:TickUpDownDouble.CommandBindings>
@@ -39,31 +39,6 @@ namespace mbts.spark {
         }
      }

-      static IDisposable _wrap_rows(AlgoDefinitionVM algo_def, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) {
-         AlgoParamRowVM root = null;
-         ObservableAggregateCollection<AlgoParamRowVM> algo_params;
-         if (include_algo_type_rows) {
-            // while normal params live and die with the selected algo-type (when the algo-type changes, they are removed, and replaced with params for the new algo type),
-            // the algo-type row is constant (it is the row with the algo-type dropdown, which the user may use to select different algos).
-            algo_params = new ObservableAggregateCollection<AlgoParamRowVM>();
-            rows.add_collection(new ObservableAppendCollection<AlgoParamRowVM>(algo_params, root = new AlgoSelectorParamRowVM(new AlgoVMWrapper(algo_def), algo_def, null)).AsReadOnly());
-         } else {
-            algo_params = rows;
-         }
-         return algo_def.observe_algo_root().SubscribeEach(a => {
-            algo_params.clear_collections();
-            if (a == null)
-               return Disposable.empty;
-            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
-            /// Note: the order of operations here matters
-            ///   <see cref="_wrap_rows(IAlgoVM, AlgoParamRowVM, ObservableAggregateCollection{AlgoParamRowVM}, bool)" /> has the potential to trigger a lot of CollectionChanged events (depending on how deep the algo-tree is).
-            ///   There is no need to burden the aggregate 'rows' with echoing all of these events, if the child-row collection is finished changing when it is added to the aggregate.
-            var hook = _wrap_rows(a, root, child_rows, include_algo_type_rows);
-            algo_params.add_collection(child_rows.AsReadOnly());
-            return hook;
-         });
-      }
-
      static IDisposable _wrap_rows(IAlgoVM algo_root, AlgoParamRowVM parent, ObservableAggregateCollection<AlgoParamRowVM> all_rows, bool include_algo_type_rows) {
         var wrapped_params = new ObservableAutoWrapper<AlgoParamRowVM, IAlgoParamVM>(algo_root.algo_params, pvm => new AlgoParamRowVM(algo_root, pvm, parent));
         var selector_params = new ObservableCollection<AlgoParamRowVM>();
@@ -85,4 +60,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -106,7 +106,7 @@
    </GroupBox.Header>
    <ContentControl
      Grid.IsSharedSizeScope="True"
-      Content="{Binding algo_root, Converter={x:Static usp:AlgoContentTemplateSelector.DataContextConverter}}"
+      Content="{Binding algo_root}"
      ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
      Margin="{StaticResource Margin.TP1}"
      Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
@@ -123,7 +123,7 @@ namespace mbts.spark {
         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
         add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
         add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
-         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
+         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.display_size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
         add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
         add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
         add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
@@ -287,6 +287,7 @@ namespace mbts.spark {
         Color? _root_algo_badge_color;
         OrderMetadata _order_metadata;
         bool _is_selected;
+         double? _display_size;

         public Row(FillTuple fill_tuple, OrdersModel model) : 
            base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
@@ -307,6 +308,8 @@ namespace mbts.spark {
         public Side side => _fill.Side;
         public double price => _fill.LastPrice;
         public double size => _fill.LastShares;
+         public double display_size => _display_size ??
+            (_display_size = size.safe_divide(_model.security_auxiliary_model.get_display_quantity_divisor(security))).Value;
         public FillKind fill_kind => _fill.FillKind;
         public FillStatus fill_status => _fill.FillStatus;
         public string fill_key => _fill.FillKey;
@@ -6,6 +6,7 @@ using bts.utils;
 using mbts.ui;
 using mbts.ui.settings;
 using mbts.ui.spark;
+using mbts.ui.utility.text;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -13,6 +14,7 @@ using System.Collections.Immutable;
 using System.ComponentModel;
 using System.Linq;
 using System.Windows;
+using System.Windows.Media;

 namespace mbts.spark {
   // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -87,6 +89,15 @@ namespace mbts.spark {
      public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
   }

+   [ProtoContract]
+   class LadderOrderLimits : IEquatable<LadderOrderLimits> {
+      [ProtoMember(1)]
+      public ToggleInt32Proto max_settlement_cross_ticks { get; set; }
+
+      public bool Equals(LadderOrderLimits other) =>
+         other != null && max_settlement_cross_ticks == other.max_settlement_cross_ticks;
+   }
+
   [ProtoContract]
   class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
      // this class is 100% mutable (there are literally 0 readonly members),
@@ -157,6 +168,10 @@ namespace mbts.spark {

   [ProtoContract]
   class LadderMarketBreakLine : IEquatable<LadderMarketBreakLine> {
+      public enum RefreshMode {
+         Auto,
+         Manual
+      }
      // this class is 100% mutable (there are literally 0 readonly members),
      // so GetHashCode must return the same hash for every instance.
      static readonly int _type_hash = typeof(LadderMarketBreakLine).GetHashCode();
@@ -164,6 +179,8 @@ namespace mbts.spark {
      public bool show { get; set; }
      [ProtoMember(2)]
      public uint color { get; set; }
+      [ProtoMember(3)]
+      public RefreshMode refresh_mode { get; set; }

      public uint? color_nullable {
         get {
@@ -176,7 +193,8 @@ namespace mbts.spark {
      public bool Equals(LadderMarketBreakLine other) =>
         other != null &&
         other.show == show &&
-         other.color == color;
+         other.color == color &&
+         other.refresh_mode == refresh_mode;

      public override bool Equals(object obj) =>
         Equals(obj as LadderMarketBreakLine);
@@ -185,6 +203,37 @@ namespace mbts.spark {
         _type_hash;
   }

+   [ProtoContract]
+   class FairValueLine : IEquatable<FairValueLine> {
+      public enum PriceType {
+         Bid,
+         Ask,
+         Mid
+      }
+
+      [ProtoMember(1)]
+      public uint security_key { get; set; }
+      [ProtoMember(2)]
+      public PriceType price_type { get; set; }
+      [ProtoMember(3)]
+      public LadderMarketBreakLine display { get; set; }      
+      
+      public bool Equals(FairValueLine other) {
+         return other != null &&
+         security_key == other.security_key &&
+         price_type == other.price_type &&
+         display.safe_equals(other.display);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as FairValueLine);
+      }
+
+      public override int GetHashCode() {
+         return (int)security_key;
+      }
+   }
+
   [Flags]
   enum LadderFavoriteAlgoFlags {
      Sticky = 1,
@@ -308,12 +357,147 @@ namespace mbts.spark {
      public static bool operator !=(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => !a.Equals(b);
   }

+   [ProtoContract]
+   class LadderPanelPricePointSettings : IEquatable<LadderPanelPricePointSettings> {
+      public static LadderPanelPricePointSettings historic_default =>
+         new LadderPanelPricePointSettings {
+            day_change = new DaySettings {
+               // (neutral)
+               font = _default_font,
+               background_color = Colors.Transparent.rgb_color(),
+               // negative
+               negative_font_color = Colors.White.rgb_color(),
+               negative_background_color = Colors.Red.rgb_color(),
+               // positive
+               positive_font_color = Colors.White.rgb_color(),
+               positive_background_color = Colors.Green.rgb_color()
+            },
+            session_low = _default_item,
+            session_high = _default_item,
+            open = _default_item,
+            settlement = _default_item,
+            volume = _default_item
+         };
+
+      public static LadderPanelPricePointSettings tt_default {
+         get {
+            var rv = historic_default;
+            rv.day_change.background_color = Color.FromRgb(113, 201, 69).rgb_color();
+            rv.day_change.font.font_color = Colors.Black.rgb_color();
+            return rv;
+         }
+      }
+
+      public static LadderPanelPricePointSettings Default => LadderSettings.mimic_tt ?
+         tt_default : historic_default;
+         
+      [ProtoMember(1)]
+      public DaySettings day_change { get; set; }
+      [ProtoMember(2)]
+      public ItemSettings session_low { get; set; }
+      [ProtoMember(3)]
+      public ItemSettings session_high { get; set; }
+      [ProtoMember(4)]
+      public ItemSettings open { get; set; }
+      [ProtoMember(5)]
+      public ItemSettings settlement { get; set; }
+      [ProtoMember(6)]
+      public ItemSettings volume { get; set; }
+
+      public bool Equals(LadderPanelPricePointSettings other) =>
+         other != null &&
+         day_change.safe_equals(other.day_change) &&
+         session_high.safe_equals(other.session_high) &&
+         session_high.safe_equals(other.session_high) &&
+         open.safe_equals(other.open) &&
+         settlement.safe_equals(other.settlement) &&
+         volume.safe_equals(other.volume);
+
+      static FontParamsProto _default_font =>
+         new FontParamsProto {
+            font_color = Colors.Black.rgb_color(),
+            font_size = FontSizes.Regular,
+            typeface = new TypefaceProto(TextUtils.StandardFontFamilyName, FontWeights.Bold.ToOpenTypeWeight())
+         };
+
+      static ItemSettings _default_item =>
+         new ItemSettings {
+            font = _default_font,
+            background_color = Colors.Transparent.rgb_color()
+         };
+
+      [ProtoContract]
+      readonly struct SignedColorPair : IEquatable<SignedColorPair> {
+         [ProtoMember(1)]
+         public uint positive_color { get; }
+         [ProtoMember(2)]
+         public uint negative_color { get; }
+
+         public bool Equals(SignedColorPair other) =>
+            positive_color == other.positive_color &&
+            negative_color == other.negative_color;
+      }
+
+      [ProtoContract]
+      public class ItemSettings : IEquatable<ItemSettings> {
+         [ProtoMember(1)]
+         public FontParamsProto font { get; set; }
+         [ProtoMember(2)]
+         public uint background_color { get; set; }
+         [ProtoMember(3)]
+         public bool show_label { get; set; }
+
+         public bool Equals(ItemSettings other) =>
+            other != null &&
+            font.safe_equals(other.font) &&
+            background_color == other.background_color &&
+            show_label == other.show_label;
+      }
+
+      [ProtoContract]
+      public class DaySettings : IEquatable<DaySettings> {
+         [ProtoMember(1)]
+         public FontParamsProto font { get; set; }
+         // [neutral] background
+         [ProtoMember(2)]
+         public uint background_color { get; set; }
+         [ProtoMember(3)]
+         public bool show_label { get; set; }
+
+         // negative
+         [ProtoMember(4)]
+         public uint negative_font_color { get; set; }
+         [ProtoMember(5)]
+         public uint negative_background_color { get; set; }
+
+         // positive
+         [ProtoMember(6)]
+         public uint positive_font_color { get; set; }
+         [ProtoMember(7)]
+         public uint positive_background_color { get; set; }
+
+         public uint neutral_foreground => font?.font_color ?? 0;
+
+         public bool Equals(DaySettings other) =>
+            other != null &&
+            font.safe_equals(other.font) &&
+            background_color == other.background_color &&
+            show_label == other.show_label &&
+            negative_font_color == other.negative_font_color &&
+            negative_background_color == other.negative_background_color &&
+            positive_font_color == other.positive_font_color &&
+            positive_background_color == other.positive_background_color;
+      }
+   }
+
   // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
   // 1 important reason at this time:
   // From the settings dialog, default settings will only be persisted when they are NOT EQUAL to the current default settings.
   // Settings are liable to change in the near future, so an internal IEqualityComparer simply won't do as it risks becoming out of date.
   [ProtoContract]
   class LadderSettings : IEquatable<LadderSettings> {
+      // RESERVED ProtoMember indices
+      //    900-999: dj settings
      const double _default_order_entry_panel_width = 110.0;
      const double _default_zoom_factor = 1.0;
      const bool _default_show_warn_on_cross = true;
@@ -323,6 +507,13 @@ namespace mbts.spark {
      // this class is 100% mutable (there are literally 0 readonly members),
      // so GetHashCode must return the same hash for every instance.
      static readonly int _type_hash = typeof(LadderSettings).GetHashCode();
+      uint _ticks_per_row;
+      List<FairValueLine> _fair_value_lines;
+
+      static LadderSettings() {
+         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
+         mimic_tt = knobs.mimic_tt;
+      }

      // Default proto constructor
      // Added this so that when clients upgrade to a version with new settings,
@@ -354,8 +545,10 @@ namespace mbts.spark {
         enforce_max_clip = _default_enforce_max_clip;
         status_message_visible = true;
      }
+      
+      public static bool mimic_tt { get; }

-      public static LadderSettings Default {
+      public static LadderSettings historic_default {
         get {
            LadderColumnSettings
               orders_column = LadderColumnSettings.DefaultOrderColumnSettings,
@@ -365,12 +558,12 @@ namespace mbts.spark {
               last_column = LadderColumnSettings.Default,
               piq_column = LadderColumnSettings.DefaultPiqColumnSettings;
            orders_column.background = BTSColors.LadderSpecial.default_column_background;
-            bid_column.foreground = 0xFFFFFF;
+            bid_column.foreground = 0xFFFFFFFF;
            bid_column.background = BTSColors.MarketData.bid;
-            ask_column.foreground = 0xFFFFFF;
+            ask_column.foreground = 0xFFFFFFFF;
            ask_column.background = BTSColors.MarketData.ask;
            price_column.background = BTSColors.LadderSpecial.default_column_background;
-            last_column.background = 0xFFFFFF;
+            last_column.background = 0xFFFFFFFF;
            piq_column.background = BTSColors.LadderSpecial.default_column_background;
            var rv = new LadderSettings {
               row_height = 22,
@@ -414,6 +607,7 @@ namespace mbts.spark {
               auto_clear_visible = true,
               clear_visible = true,
               order_entry_panel_initial_width = _default_order_entry_panel_width,
+               panel_price_point_settings = LadderPanelPricePointSettings.Default,
               zoom_slider_visible = false,
               zoom_factor = _default_zoom_factor,
               net_change = NetChangeTerms.None,
@@ -426,6 +620,28 @@ namespace mbts.spark {
            return rv;
         }
      }
+      
+      public static LadderSettings tt_default {
+         get {
+            var rv = historic_default;
+            rv.orders_column.background = Color.FromRgb(223, 223, 223).rgb_color();
+            // Since the price column sits atop the session range fill in tt
+            // mode (normally it is the other way around), the former is made
+            // partially translucent while the latter is fully opaque (obv the
+            // top layer cannot be opaque, since it would completely hide the
+            // layer beneath it).
+            rv.session_range_fill.color = rv.session_range_fill.color.rgb_color().with(255).rgb_color();
+            rv.price_column.background = Color.FromArgb(226, 166, 166, 166).rgb_color();
+            rv.price_column.foreground = Colors.White.rgb_color();
+            rv.bid_column.background = Color.FromRgb(0, 30, 160).rgb_color();
+            rv.ask_column.background = Color.FromRgb(160, 0, 0).rgb_color();
+            rv.ask_column.foreground = Colors.Black.rgb_color();
+            return rv;
+         }
+      }
+   
+      public static LadderSettings Default => mimic_tt ?
+         tt_default : historic_default;

      public enum BadgeStyle { Normal, Alternate }

@@ -592,6 +808,22 @@ namespace mbts.spark {
      [ProtoMember(61), DefaultValue(true)]
      public bool status_message_visible { get; set; }

+      [ProtoMember(62)]
+      public uint ticks_per_row {
+         get => Math.Max(_ticks_per_row, 1);
+         set => _ticks_per_row = value;
+      }
+
+      [ProtoMember(900)]
+      public LadderOrderLimits ladder_order_limits { get; set; }
+      [ProtoMember(901)]
+      public LadderPanelPricePointSettings panel_price_point_settings { get; set; }
+      [ProtoMember(902)]
+      public List<FairValueLine> fair_value_lines {
+         get => _fair_value_lines ?? (_fair_value_lines = new List<FairValueLine>());
+         set => _fair_value_lines = value;
+      }
+
      public void sanitize() =>
         sanitize(this);

@@ -625,6 +857,11 @@ namespace mbts.spark {
            s.mini_ob = new LadderMiniOrderBookSettings(s.mini_ob.value.with(sorting_criterion: bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general.sorting_criterion));
 #pragma warning restore CS0612 // Type or member is obsolete
         s.row_height = LadderRender.measure_row_height(s);
+         if (s.panel_price_point_settings is null)
+            s.panel_price_point_settings = LadderPanelPricePointSettings.Default; 
+         if (s.fair_value_lines is null) {
+            s.fair_value_lines = new List<FairValueLine>(0);
+         }
         return s;
      }

@@ -697,7 +934,11 @@ namespace mbts.spark {
         a.enforce_max_clip == b.enforce_max_clip &&
         a.max_clip == b.max_clip &&
         a.price_display_format == b.price_display_format &&
-         a.status_message_visible == b.status_message_visible;
+         a.status_message_visible == b.status_message_visible &&
+         a.ladder_order_limits.safe_equals(b.ladder_order_limits) &&
+         a.panel_price_point_settings.safe_equals(b.panel_price_point_settings) &&
+         a._ticks_per_row == b._ticks_per_row &&
+         EqualityComparer.safe_sequence_equals(a.fair_value_lines, b.fair_value_lines);

      public bool Equals(LadderSettings other) =>
         profile_equals(this, other) &&
@@ -100,6 +100,7 @@ namespace bts.shell {
         ShellWindowVM shell_window_vm = null;
         IShellWindow shell_window = null;
         var title_source = new LazyObservable<string>(() => ShellWindowExtensions.literal_title_source(shell_window, shell_window_vm));
+         LadderVM vm = null;
         var view = new Lazy<UIElement>(() => {
            // resources
            var model = new LadderModel(md, _orders_model, _mbo);
@@ -113,7 +114,6 @@ namespace bts.shell {
            /// In response to that event, 'needs_resync' is set to true. This causes 'last_value' to be refreshed when the next caller requests the latest settings
            /// (i.e., an IObserver subscribing to the settings_source, or the settings-dialog viewmodel).
            bool initialized = false, needs_resync = false;
-            LadderVM vm = null;
            var settings_subject = new Subject<LadderSettings>();
            var settings_source = Observable.Create<LadderSettings>(o => {
               ensure_synced();
@@ -208,6 +208,10 @@ namespace bts.shell {
                  s => {
                     var svm = new LadderSettingsVM(model.order_gateway, vm.security);
                     svm.load(s);
+                     svm.SubscribeDisposed(
+                        _bus.subscribe(SparkTags.SecuritiesTag)
+                           .OnDispatcher()
+                           .Subscribe(sec_map => svm.security_map = sec_map));
                     return svm;
                  },
                  _ => _,
@@ -272,10 +276,11 @@ namespace bts.shell {
            (v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
            icon: Icons.Ladder,
            thread_id: _thread_id_provider.next_id(),
-            vm => {
-               shell_window_vm = vm;
+            swvm => {
+               shell_window_vm = swvm;
               title_source.connect();
-            });
+            },
+            key_event_args => vm?.key_down(key_event_args));
      }

      async void _show_windows(IImmutableSet<uint> securities) {
@@ -330,4 +335,4 @@ namespace bts.shell {
      [ProtoMember(3)]
      public uint settings_id;
   }
-}
+}
@@ -0,0 +1,93 @@
+using mbts.ui;
+using mbts.ui.controls.color_picker;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   class FairValueLineSettingsVM : ui.shell.ViewModelBase {
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public FairValueLineSettingsVM() {
+         add_item_cmd = new DelegateCommand(() => items.Add(new FairValueLineItemSettingsVM()));
+         remove_item_cmd = new DelegateCommand<FairValueLineItemSettingsVM>(item => items.Remove(item));
+      }
+
+      public ObservableCollection<FairValueLineItemSettingsVM> items { get; } =
+         new ObservableCollection<FairValueLineItemSettingsVM>();
+
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set => Set(ref _security_map, value);
+      }
+
+      public ICommand add_item_cmd { get; }
+      public ICommand remove_item_cmd { get; }
+   }
+
+   class FairValueLineItemSettingsVM : ui.shell.ViewModelBase {
+      uint _selected_security_key;
+      FairValueLine.PriceType _selected_price_type;
+      Color _color;
+      bool _show = true;
+      bool _auto_refresh = true;
+
+      public FairValueLineItemSettingsVM() {
+         palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
+      }
+
+      public uint selected_security_key {
+         get => _selected_security_key;
+         set => Set(ref _selected_security_key, value);
+      }
+
+      public IEnumerable<FairValueLine.PriceType> price_types =>
+         ui.utility.EnumHelper.get_values<FairValueLine.PriceType>();
+
+      public FairValueLine.PriceType selected_price_type {
+         get => _selected_price_type;
+         set => Set(ref _selected_price_type, value);
+      }
+
+      public Color color { get => _color; set => Set(ref _color, value); }
+      public bool show { get => _show; set => Set(ref _show, value); }
+      public bool auto_refresh {
+         get => _auto_refresh; set {
+            if (Set(ref _auto_refresh, value)) {
+               RaisePropertyChanged(nameof(refresh_mode));
+            }
+         }
+      }
+      public LadderMarketBreakLine.RefreshMode refresh_mode {
+         get => _auto_refresh ? LadderMarketBreakLine.RefreshMode.Auto : LadderMarketBreakLine.RefreshMode.Manual;
+         set => auto_refresh = value == LadderMarketBreakLine.RefreshMode.Auto;
+      }
+      public ObservableCollection<ColorPaletteVM> palettes { get; }
+
+      public void assign_from(FairValueLine settings) {
+         if (settings is null) {
+            settings = new FairValueLine();
+         }
+         selected_security_key = settings.security_key;
+         selected_price_type = settings.price_type;
+         var display = settings.display ?? new LadderMarketBreakLine();
+         show = display.show;
+         color = display.color.rgb_color();
+         refresh_mode = display.refresh_mode;
+      }
+
+      public FairValueLine create() {
+         return new FairValueLine {
+            security_key = selected_security_key,
+            price_type = _selected_price_type,
+            display = new LadderMarketBreakLine {
+               color = color.rgb_color(),
+               show = show,
+               refresh_mode = refresh_mode
+            }
+         };
+      }
+   }
+}
@@ -0,0 +1,121 @@
+using mbts.co2;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   class FairValueLineVM {
+      NativePriceSize _bid;
+      NativePriceSize _ask;
+      double _settlement;
+      double _frozen;
+      ulong _last_update;
+
+      public FairValueLineVM(uint sec_id) {
+         this.sec_id = sec_id;
+      }
+
+      public FairValueLineVM(FairValueLine fvl, SecurityMD? sec_md = null) {
+         sec_id = fvl.security_key;
+         price_type = fvl.price_type;
+         settings = fvl.display;
+         this.sec_md = sec_md;
+      }
+
+      public FairValueLine.PriceType price_type { get; private set; }
+      public double price { get; private set; }
+      public double price_view {
+         get {
+            if (!settings.show) {
+               return double.NaN;
+            }
+            switch (settings.refresh_mode) {
+               case LadderMarketBreakLine.RefreshMode.Auto:
+                  return price;
+               case LadderMarketBreakLine.RefreshMode.Manual:
+                  return frozen;
+               default: return double.NaN;
+            }
+         }
+      }
+      public double frozen {
+         get {
+            if (double.IsNaN(_frozen)) {
+               _frozen = price;
+            }
+            return _frozen;
+         }
+      }
+      public Color color { get; set; }
+      public uint sec_id { get; }
+      SecurityMD? _sec_md;
+      public SecurityMD? sec_md {
+         get => _sec_md;
+         set {
+            if (_sec_md == value) {
+               return;
+            }
+            if (value.HasValue && value.Value.security.Id != sec_id) {
+               throw new ArgumentException("'sec_md' security id must be equal to 'sec_id'", nameof(sec_md));
+            }
+            _sec_md = value;
+            refresh(true);
+         }
+      }
+
+      public LadderMarketBreakLine settings { get; set; } = new LadderMarketBreakLine();
+
+      public void load(LadderMarketBreakLine settings, FairValueLine.PriceType price_type) {
+         this.settings = settings;
+         if (this.price_type != price_type) {
+            this.price_type = price_type;
+            refresh(true);
+         }
+      }
+
+      public void refresh(bool update_frozen) {
+         if (sec_md.HasValue) {
+            var old_settlement = _settlement;
+            _settlement = sec_md.Value.md.settlement_price;
+            if (sec_md.Value.md.get_bbo(ref _last_update, out _bid, out _ask) || _settlement != old_settlement) {
+               price = _read_price();
+            }
+         } else {
+            price = double.NaN;
+         }
+         if (update_frozen) {
+            _frozen = price;
+         }
+      }
+
+      double _read_price() {
+         if (!_sec_md.HasValue) {
+            return double.NaN;
+         }
+         var bid = _bid.price;
+         var ask = _ask.price;
+         switch (price_type) {
+            case FairValueLine.PriceType.Bid:
+               return LadderPriceLineViewAdapter.bid_line(
+                  _bid.price, _ask.price, _settlement, sec_md.Value.security.ContractSpec);
+            case FairValueLine.PriceType.Ask:
+               return _ask.is_nan ? double.NaN : _ask.price;
+            case FairValueLine.PriceType.Mid:
+               if (_bid.is_nan) {
+                  if (_ask.is_nan) {
+                     return double.NaN;
+                  }
+                  return _ask.price;
+               }
+               if (_ask.is_nan) {
+                  return _bid.price;
+               }
+               return (_bid.price + _ask.price) / 2;
+            default: return double.NaN;
+         }
+      }
+   }
+}
@@ -1,12 +1,16 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell.orderbook;
+using bts.utils;
 using mbts.persist;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.ui.spark;
 using System;
 using System.Collections;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
@@ -51,9 +55,9 @@ namespace mbts.spark {
      public event Action piq_changed;

      LadderModel model => _owner.model;
-      Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)>();
+      ImmutableDictionary<uint, OrderSecurity> _orders = ImmutableDictionary<uint, OrderSecurity>.Empty;

-      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
+      public LadderOrderVM(ImmutableDictionary<uint, OrderSecurity> orders, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
         _owner = owner;
         _bus = bus;
         _bs = bs;
@@ -77,8 +81,7 @@ namespace mbts.spark {
         double get_font_size(LadderSettings s) => s.orders_column.font_size;
         Brush get_foreground(LadderSettings s) => s.orders_column.foreground.rgb_brush();
         double get_row_height(LadderSettings s) => s.row_height;
-         //
-         add_order(op);
+         _orders = orders;

         _dispose = Disposable.Create(
            _bs.Subscribe(badge => {
@@ -143,7 +146,7 @@ namespace mbts.spark {
            string candidate = string.Empty;
            if (a.HasValue) {
               var algo_name = a.Value.name;
-               var words = algo_name.Split(delim);
+               var words = algo_name.Split(delim, StringSplitOptions.RemoveEmptyEntries);
               if (words.Length == 1) {
                  var single_word = words[0];
                  if (single_word.Length > 1) {
@@ -152,7 +155,7 @@ namespace mbts.spark {
                     candidate = single_word;
                  }
               } else {
-                  candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
+                  candidate = string.Join(string.Empty, words.Take(2).Select(w => w.Substring(0, 1)));
               }
            }
            return candidate.ToUpper();
@@ -169,45 +172,11 @@ namespace mbts.spark {
      }

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

-      /// <summary>
-      /// Add Order performs an add the first time it's called via the constructor. When it's called, directly
-      /// it really serves as an update/replace. Also note that since the min_piq is a separate piece of state representing
-      /// the lowest piq of the orders the badge represents, we must reevaluate if that has changed on said update.
-      /// </summary>
-      public void add_order((OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta) new_op) {
-         _orders[new_op.order.Key] = new_op;
-         // reevaluate min piq if this order's piq is less
-         if (new_op.p.HasValue) {
-            // if this lovm only represents 1 order and the piq is now different, regardless of what it is that's our piq
-            if (_orders.Count == 1 && new_op.p.Value != min_piq) {
-               min_piq = new_op.p.Value;
-            } else if (new_op.p.Value < min_piq) {
-               min_piq = new_op.p.Value;
-            }
-         }
-      }
-
-      public void remove_order(uint order_key) {
-         _orders.Remove(order_key);
-         // on a remove, potentially the order w/ the lowest piq has been removed, so
-         // if the min() is now > than the current min_piq, update the min_piq
-         var prospective_piq = _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
-         if (prospective_piq > min_piq) {
-            min_piq = prospective_piq;
-         }
-      }
-
-      //public void update(OrderRecordImmutable neworder) {
-      //   Log.assert(neworder.Key == id, $"OrderVM.update was called with an order with a different Key({neworder.Key}) from original({id})");
-      //   using (detect_property_changes()) {
-      //      _init(neworder);
-      //   }
-      //}
-
      public uint security_key => _owner.security.Id;
      public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
      public uint? min_piq {
@@ -259,9 +228,13 @@ namespace mbts.spark {
      public CustomOrderDefinition.CustomOneofCase algo_type { get => _algo_type.Value; private set => _algo_type.Value = value; }
      public string algo_studio_abbreviation { get => _algo_studio_abbreviation.Value; private set => _algo_studio_abbreviation.Value = value; }

-      public IReadOnlyList<uint> order_keys => _orders.Keys.ToReadOnlyList();
      public IEnumerable<OrderRecordImmutable> root_orders => _root_nodes();

+      public void sync_orders(ImmutableDictionary<uint, OrderSecurity> new_orders) {
+         _orders = new_orders;
+         min_piq = new_orders.Count == 0 ? null : new_orders.Values.Select(o => o.piq).Min();
+      }
+
      void _cancel_order() {
         foreach (var order in _root_nodes()) {
            model.order_gateway.cancel_order(order).ignore();
@@ -294,14 +267,16 @@ namespace mbts.spark {
         // I checked with Eric and he guesses that what is happening is that the Popup is throwing away the grid, but the binding doesn't remove the columns from that grid
         // 
         // I think returning a new OrderbookVM is okay at the moment since this Popup window will not be saving any state at this time
-         var price_filter = new filters.DoubleMinMaxState();
-         price_filter.minimum.value = real_price;
-         price_filter.maximum.value = real_price;
-
+         var ticks = _owner.spec.full_ticks_from_zero(real_price);
+         if (!ticks.HasValue) {
+            // this is an unexpected code path, but not necessarily a reason to crash, so log a warning and return null
+            return null;
+         }
+         var min_price = _owner.spec.tickup(0, ticks.Value);
+         var max_price = _owner.spec.tickup(min_price, 1);
         var state = new bts.shell.orderbook.OrderBookStartupData(
            new bts.shell.orderbook.FilterStates {
-               security_criteria = new SecurityCriteria(_owner.security),
-               price = price_filter,
+               security_criteria = SecurityCriteria.from_securities(_owner.security),
               statuses = new[] { OrderStatus.Working },
               order_types = AlgoID.exchange_algo_keys
            },
@@ -309,7 +284,8 @@ namespace mbts.spark {
            use_defaults: false
         );
         var settings_man = new WindowSettingsManager<OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
-         var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true);
+         var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true,
+            global_filter: o => o.order.order.ui_price() >= min_price - MathUtils.epsilon && o.order.order.ui_price() <= max_price - MathUtils.epsilon);
         _owner.settings.Subscribe(s => settings_man.instance_settings = settings_man.instance_settings.with(s.mini_ob.value));
         obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
         obvm.columns.Insert(0, new OrderBookVM.CommitColumn());
@@ -0,0 +1,116 @@
+using bts.proto;
+using mbts.ui;
+using mbts.ui.shell;
+using System.Windows;
+using System.Windows.Media;
+using mbts.ui.utility.text;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace mbts.spark {
+   class LadderPanelPricePointVM : ViewModelBase, IValueFactoryVM<LadderPanelPricePointSettings.ItemSettings> {
+      Color _background_color = Colors.Transparent, _font_color = Colors.Black;
+      FontFamily _font_family = TextUtils.StandardFontFamily;
+      double _font_size = FontSizes.Small;
+      FontWeight _font_weight = FontWeights.Bold;
+      bool _show = true, _show_label = true;
+
+      public Color background_color { get => _background_color; set => Set(ref _background_color, value); }
+      public Color font_color { get => _font_color; set => Set(ref _font_color, value); }
+      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
+      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
+      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
+      public bool show {
+         get => _show;
+         set {
+            if (Set(ref _show, value))
+               RaisePropertyChanged(nameof(actual_show_label));
+         }
+      }
+      public bool show_label {
+         get => _show_label;
+         set {
+            if (Set(ref _show_label, value))
+               RaisePropertyChanged(nameof(actual_show_label));
+         }
+      }
+      public bool actual_show_label => _show && _show_label;
+
+      public LadderPanelPricePointSettings.ItemSettings create() =>
+         new LadderPanelPricePointSettings.ItemSettings {
+            font = new FontParamsProto {
+               font_color = font_color.rgb_color(),
+               font_size = font_size,
+               typeface = new TypefaceProto(font_family.name_or_default(), font_weight.ToOpenTypeWeight())
+            },
+            background_color = background_color.rgb_color(),
+            show_label = show_label
+         };
+
+      public void load_from(LadderPanelPricePointSettings.ItemSettings value) {
+         if (value is null)
+            return;
+         load_from(value.font);
+         show_label = value.show_label;
+         background_color = value.background_color.argb_color();
+      }
+
+      protected void load_from(FontParamsProto font) {
+         if (font is null) {
+            font_weight = FontWeights.Bold;
+            font_size = FontSizes.Small;
+            show_label = true;
+         } else {
+            font_family = string.IsNullOrEmpty(font.font_family) ?
+               TextUtils.StandardFontFamily :
+               new FontFamily(font.font_family);
+            font_weight = FontWeight.FromOpenTypeWeight(font.font_weight);
+            font_size = font.font_size;
+            font_color = font.font_color.argb_color();
+         }
+      }
+   }
+
+   class LadderPanelRelativePricePointVM : LadderPanelPricePointVM, IValueFactoryVM<LadderPanelPricePointSettings.DaySettings> {
+      Color
+         _negative_font_color = Colors.Red,
+         _negative_background_color = Colors.Transparent,
+         _positive_font_color = Colors.Green,
+         _positive_background_color = Colors.Transparent;
+
+      // negative
+      public Color negative_font_color { get => _negative_font_color; set => Set(ref _negative_font_color, value); }
+      public Color negative_background_color { get => _negative_background_color; set => Set(ref _negative_background_color, value); }
+      // positive
+      public Color positive_font_color { get => _positive_font_color; set => Set(ref _positive_font_color, value); }
+      public Color positive_background_color { get => _positive_background_color; set => Set(ref _positive_background_color, value); }
+
+      public void load_from(LadderPanelPricePointSettings.DaySettings value) {
+         if (value is null)
+            return;
+         load_from(value.font);
+         show_label = value.show_label;
+         background_color = value.background_color.argb_color();
+         // negative
+         negative_font_color = value.negative_font_color.argb_color();
+         negative_background_color = value.negative_background_color.argb_color();
+         // positive
+         positive_font_color = value.positive_font_color.argb_color();
+         positive_background_color = value.positive_background_color.argb_color();
+      }
+
+      public new LadderPanelPricePointSettings.DaySettings create() {
+         var base_settings = base.create();
+         return new LadderPanelPricePointSettings.DaySettings {
+            font = base_settings.font,
+            show_label = base_settings.show_label,
+            background_color = base_settings.background_color,
+            // negative
+            negative_font_color = negative_font_color.rgb_color(),
+            negative_background_color = negative_background_color.rgb_color(),
+            // positive
+            positive_font_color = positive_font_color.rgb_color(),
+            positive_background_color = positive_background_color.rgb_color()
+         };
+      }
+   }
+}
@@ -3,9 +3,11 @@ using bts.api;
 using bts.api.orderman;
 using bts.collections;
 using bts.persist.algo;
+using bts.proto;
 using bts.shell.orderbook;
 using bts.utils;
 using mbts.collections;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.controls.color_picker;
@@ -14,6 +16,7 @@ using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.Collections.ObjectModel;
@@ -29,6 +32,10 @@ using TextUtils = mbts.ui.utility.text.TextUtils;

 namespace mbts.spark {
   class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
+      public static Type PanelPricePointType  => typeof(PanelPricePointVM);
+      public static Type PanelRelativePricePointType => typeof(PanelRelativePricePointVM);
+      public static Type PanelVisibilityType  => typeof(OrderEntryPanelItemVisibilityVM);
+
      readonly Property<LadderSettings.BadgeStyle> _badge_style;
      readonly Property<uint> _alternate_order_size, _max_clip;
      readonly DelegateProperty<double> _row_height;
@@ -38,13 +45,19 @@ namespace mbts.spark {
      readonly ObservableKeyedCollection<AccountTuple?, uint> _accounts = new ObservableKeyedCollection<AccountTuple?, uint>(AccountTuple.nullable_key_fn);
      readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
      readonly OrdersModel _model;
+      readonly SecurityImmutable _security;
+      IReadOnlyDictionary<uint, SecurityMD> _security_map =
+         DictionaryHelper.empty<uint, SecurityMD>();
+
      uint? _desired_account;
      AlgoID? _desired_algo;
      TimeInForce _default_time_in_force;
      LadderSettings.NetChangeTerms _price_format;
      LadderSettings.PriceDisplayFormat _price_display_format;
      double _order_entry_panel_width, _zoom_factor;
-      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip;
+      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip, _enforce_max_settlement_cross_ticks;
+      int _max_settlement_cross_ticks;
+      uint _ticks_per_row;
      LadderSettings _current;
      LadderColumnSettingsVM
         _orders = new OrdersColumnSettingsVM(),
@@ -58,17 +71,11 @@ namespace mbts.spark {
         _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
         _ask_mkt_line = new LadderMarketBreakLineVM("Ask"),
         _mid_mkt_line = new LadderMarketBreakLineVM("Mid"),
-         _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1),
-         _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false),
-         _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false);
+         _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1, can_edit_refresh_mode: false),
+         _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false, can_edit_refresh_mode: false),
+         _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false, can_edit_refresh_mode: false);
      OrderEntryPanelItemVisibilityVM
         _zoom_slider_visbility = new OrderEntryPanelItemVisibilityVM("Zoom Slider"),
-         _day_visibility = new OrderEntryPanelItemVisibilityVM("Day Change"),
-         _high_visibility = new OrderEntryPanelItemVisibilityVM("High"),
-         _low_visibility = new OrderEntryPanelItemVisibilityVM("Low"),
-         _open_visibility = new OrderEntryPanelItemVisibilityVM("Open"),
-         _settle_visibility = new OrderEntryPanelItemVisibilityVM("Settle"),
-         _volume_visibility = new OrderEntryPanelItemVisibilityVM("Volume"),
         _account_visibility = new OrderEntryPanelItemVisibilityVM("Account"),
         _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
@@ -82,10 +89,18 @@ namespace mbts.spark {
         _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
         _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All"),
         _status_message_visibility = new OrderEntryPanelItemVisibilityVM("Status Message");
+      PanelRelativePricePointVM
+         _day_change = new PanelRelativePricePointVM("Day Change");
+      PanelPricePointVM
+         _session_high = new PanelPricePointVM("High"),
+         _session_low = new PanelPricePointVM("Low"),
+         _open = new PanelPricePointVM("Open"),
+         _settlement = new PanelPricePointVM("Settle"),
+         _volume_panel_item = new PanelPricePointVM("Volume");

      public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
         _model = model;
-         is_synthetic = security.ContractCase == Security.ContractOneofCase.Synthetic;
+         _security = security;
         favorite_algos_vm = new FavoriteAlgosVM(_algo_definitions);
         size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
         size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
@@ -107,29 +122,46 @@ namespace mbts.spark {
         accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
            CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
         };
+         // cmds
+         tick_up_ticks_per_row_cmd = new DelegateCommand(increment_ticks_per_row);
+         tick_down_ticks_per_row_cmd = new DelegateCommand(decrement_ticks_per_row);
         // update
         _update = new DeferrableActionWrapper(() => result_changed?.Invoke());
         mini_ob.result_changed += _update.execute;
         foreach (var c in _observable_components)
            c.PropertyChanged += on_prop_changed;
         favorite_algos_vm.items.CollectionChanged += on_favorite_algo_items_CollectionChanged;
-         _algo_definitions.AddRange(_model.factory.default_algos(security).Values.Select(algo_factory));
+         _algo_definitions.AddRange(_model.get_permitted_algos(security).factory_types
+            .Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
+            .Select(AlgoData.from_custom_def)
+            .Select(algo_factory));
+         _algo_definitions.AddRange(_model.get_permitted_algos(security).dynamic_types
+            .Select(dyn_type => new CustomOrderDefinitionImmutable(new CustomOrderDefinition {
+               Dynamic = _model.dynamic_helper.create_def(dyn_type)
+            }))
+            .Select(AlgoData.from_custom_def)
+            .Select(algo_factory));
         _dispose = new CompositeDisposable(
            _model.factory.subscribe_accounts().OnDispatcher().Subscribe(acc_map => {
               _accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
               _try_select_desired_account();
            }),
-            ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, connect_favorite_algo),
+            ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, observe_prop_changes),
            _model.algo_model.definitions.OnDispatcher().Subscribe(update => {
               AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, algo_factory);
               _try_select_desired_algo();
+            }),
+            ObservableAutoWrapper.connect_item_hooks(fair_value_line_settings_vm.items, item => {
+               _update.execute();
+               var prop_changes_sub = observe_prop_changes(item);
+               return Disposable.Create(_update.execute, prop_changes_sub.Dispose);
            })
         ) { dispose_resources };
         // local methods
         void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
         void on_prop_changed(object sender, PropertyChangedEventArgs e) => _update.execute();
         void on_favorite_algo_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) => _update.execute();
-         IDisposable connect_favorite_algo(FavoriteAlgoItem item) {
+         IDisposable observe_prop_changes(INotifyPropertyChanged item) {
            item.PropertyChanged += on_prop_changed;
            return Disposable.Create(() => item.PropertyChanged -= on_prop_changed);
         }
@@ -142,7 +174,27 @@ namespace mbts.spark {
               c.PropertyChanged -= on_prop_changed;
         }
         AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
-         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
+         void increment_ticks_per_row() {
+            var tpr = ticks_per_row;
+            for (uint i = 1; i < 100; i++) {
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, ticks_per_row + i);
+               if (new_tpr != tpr) {
+                  ticks_per_row = new_tpr;
+                  break;
+               }
+            }
+         }
+         void decrement_ticks_per_row() {
+            var tpr = ticks_per_row;
+            for (uint i = 1; i < tpr; i++) {
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, tpr - i);
+               if (new_tpr != tpr) {
+                  ticks_per_row = new_tpr;
+                  break;
+               }
+            }
+         }
      }

      public event Action result_changed;
@@ -165,6 +217,16 @@ namespace mbts.spark {
         get => _alternate_order_size.Value;
         set => _alternate_order_size.Value = value;
      }
+      public uint ticks_per_row {
+         get => _ticks_per_row;
+         set => Set(ref _ticks_per_row, value, dependent_props: nameof(rounded_ticks_per_row));
+      }
+      public ICommand tick_up_ticks_per_row_cmd { get; }
+      public ICommand tick_down_ticks_per_row_cmd { get; }
+      // since settings profiles may be shared among ladders
+      // of different securities/tick sizes, the ticks per row setting
+      // may need to be rounded to a number that is a factor of $1.00
+      public uint? rounded_ticks_per_row => TickUtils.fit_ticks_per_row_to_dollars(_security.ContractSpec, ticks_per_row);

      public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
      public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
@@ -190,12 +252,22 @@ namespace mbts.spark {
      public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
      public bool enforce_max_clip { get => _enforce_max_clip; set => Set(ref _enforce_max_clip, value); }
      public uint max_clip { get => _max_clip.Value; set => _max_clip.Value = value; }
+      public bool enforce_max_settlement_cross_ticks { get => _enforce_max_settlement_cross_ticks; set => Set(ref _enforce_max_settlement_cross_ticks, value); }
+      public int max_settlement_cross_ticks { get => _max_settlement_cross_ticks; set => Set(ref _max_settlement_cross_ticks, value); }

      // favorites
      public FavoriteAlgosVM favorite_algos_vm { get; }

      public double row_height => _row_height.Value;
-      public bool is_synthetic { get; }
+      public bool is_synthetic => _security.ContractCase == Security.ContractOneofCase.Synthetic;
+
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            Set(ref _security_map, value);
+            fair_value_line_settings_vm.security_map = value;
+         }
+      }

      public IEnumerable<LadderColumnSettingsVM> column_items {
         get {
@@ -234,15 +306,18 @@ namespace mbts.spark {
         }
      }

-      public IEnumerable<OrderEntryPanelItemVisibilityVM> order_entry_panel_items {
+      public FairValueLineSettingsVM fair_value_line_settings_vm { get; } = new
+         FairValueLineSettingsVM();
+
+      public IEnumerable order_entry_panel_items {
         get {
            yield return _zoom_slider_visbility;
-            yield return _day_visibility;
-            yield return _high_visibility;
-            yield return _low_visibility;
-            yield return _open_visibility;
-            yield return _settle_visibility;
-            yield return _volume_visibility;
+            yield return _day_change;
+            yield return _session_high;
+            yield return _session_low;
+            yield return _open;
+            yield return _settlement;
+            yield return _volume_panel_item;
            yield return _account_visibility;
            yield return _tif_visibility;
            yield return _order_type_visibility;
@@ -281,12 +356,12 @@ namespace mbts.spark {
            yield return _session_range_fill;
            // left panel
            yield return _zoom_slider_visbility;
-            yield return _day_visibility;
-            yield return _high_visibility;
-            yield return _low_visibility;
-            yield return _open_visibility;
-            yield return _settle_visibility;
-            yield return _volume_visibility;
+            yield return _day_change;
+            yield return _session_high;
+            yield return _session_low;
+            yield return _open;
+            yield return _settlement;
+            yield return _volume_panel_item;
            yield return _account_visibility;
            yield return _tif_visibility;
            yield return _order_type_visibility;
@@ -312,6 +387,7 @@ namespace mbts.spark {
            _current = settings;
            badge_style = settings.badge_style;
            alternate_order_size = settings.alternate_order_size;
+            ticks_per_row = settings.ticks_per_row;
            favorite_algos_vm.load_from(settings.favorite_algos);
            size_display.load_from(settings.size_display);
            size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
@@ -331,6 +407,14 @@ namespace mbts.spark {
            _session_low_mkt_line.assign_from(_current.session_low_line);
            _session_high_mkt_line.assign_from(_current.session_high_line);
            _session_range_fill.assign_from(_current.session_range_fill);
+            // fair value lines
+            fair_value_line_settings_vm.items.SetItems(
+               _current.fair_value_lines.Select(fvl => {
+                  var fvl_vm = new FairValueLineItemSettingsVM();
+                  fvl_vm.assign_from(fvl);
+                  fvl_vm.selected_security_key = fvl.security_key;
+                  return fvl_vm;
+               }));
            // left-panel (defaults)
            default_time_in_force = settings.default_time_in_force;
            // - account
@@ -345,12 +429,18 @@ namespace mbts.spark {
            zoom_factor = settings.zoom_factor;
            // left-panel (show/hide)
            _zoom_slider_visbility.show = settings.zoom_slider_visible;
-            _day_visibility.show = settings.day_visible;
-            _high_visibility.show = settings.high_visible;
-            _low_visibility.show = settings.low_visible;
-            _open_visibility.show = settings.open_visible;
-            _settle_visibility.show = settings.settle_visible;
-            _volume_visibility.show = settings.volume_visible;
+            _day_change.show = settings.day_visible;
+            _day_change.load_from(settings.panel_price_point_settings.day_change);
+            _session_high.show = settings.high_visible;
+            _session_high.load_from(settings.panel_price_point_settings.session_high);
+            _session_low.show = settings.low_visible;
+            _session_low.load_from(settings.panel_price_point_settings.session_low);
+            _open.show = settings.open_visible;
+            _open.load_from(settings.panel_price_point_settings.open);
+            _settlement.show = settings.settle_visible;
+            _settlement.load_from(settings.panel_price_point_settings.settlement);
+            _volume_panel_item.show = settings.volume_visible;
+            _volume_panel_item.load_from(settings.panel_price_point_settings.volume);
            _account_visibility.show = settings.account_visible;
            _tif_visibility.show = settings.tif_visible;
            _order_type_visibility.show = settings.order_type_visible;
@@ -370,6 +460,10 @@ namespace mbts.spark {
            show_warn_on_cross = settings.show_warn_on_cross;
            enforce_max_clip = settings.enforce_max_clip;
            max_clip = settings.max_clip;
+            if (settings.ladder_order_limits != null) {
+               enforce_max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.is_enabled;
+               max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.value;
+            }
         }
      }

@@ -389,6 +483,7 @@ namespace mbts.spark {
         }
         clone.badge_style = badge_style;
         clone.alternate_order_size = alternate_order_size;
+         clone.ticks_per_row = ticks_per_row;
         clone.favorite_algos = favorite_algos_vm.create();
         clone.size_display = size_display.create();
         clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
@@ -408,6 +503,20 @@ namespace mbts.spark {
         clone.session_low_line = _session_low_mkt_line.get_settings();
         clone.session_high_line = _session_high_mkt_line.get_settings();
         clone.session_range_fill = _session_range_fill.get_settings();
+         // fair value lines
+         clone.fair_value_lines = fair_value_line_settings_vm.items
+            .Select(fvl => fvl.create())
+            .Where(fvl => fvl.security_key != 0)
+            .ToList();
+         // left-panel price items
+         clone.panel_price_point_settings = new LadderPanelPricePointSettings {
+            day_change = _day_change.create(),
+            open = _open.create(),
+            session_low = _session_low.create(),
+            session_high = _session_high.create(),
+            volume = _volume_panel_item.create(),
+            settlement = _settlement.create(),
+         };
         // left-panel (defaults)
         clone.default_time_in_force = default_time_in_force;
         // - account
@@ -422,12 +531,12 @@ namespace mbts.spark {
         clone.order_entry_panel_initial_width = _order_entry_panel_width;
         clone.zoom_factor = zoom_factor;
         // left-panel (components)
-         clone.day_visible = _day_visibility.show;
-         clone.high_visible = _high_visibility.show;
-         clone.low_visible = _low_visibility.show;
-         clone.open_visible = _open_visibility.show;
-         clone.settle_visible = _settle_visibility.show;
-         clone.volume_visible = _volume_visibility.show;
+         clone.day_visible = _day_change.show;
+         clone.high_visible = _session_high.show;
+         clone.low_visible = _session_low.show;
+         clone.open_visible = _open.show;
+         clone.settle_visible = _settlement.show;
+         clone.volume_visible = _volume_panel_item.show;
         clone.account_visible = _account_visibility.show;
         clone.tif_visible = _tif_visibility.show;
         clone.order_type_visible = _order_type_visibility.show;
@@ -448,6 +557,10 @@ namespace mbts.spark {
         clone.show_warn_on_cross = show_warn_on_cross;
         clone.enforce_max_clip = enforce_max_clip;
         clone.max_clip = max_clip;
+         if (clone.ladder_order_limits == null)
+            clone.ladder_order_limits = new LadderOrderLimits();
+         clone.ladder_order_limits.max_settlement_cross_ticks =
+            new ToggleInt32Proto(max_settlement_cross_ticks, enforce_max_settlement_cross_ticks);
         return clone;
      }

@@ -547,8 +660,8 @@ namespace mbts.spark {
            font_size = settings.font_size;
            width = settings.width;
            show = settings.show;
-            foreground = settings.foreground.rgb_color();
-            background = settings.background.rgb_color();
+            foreground = settings.foreground.argb_color();
+            background = settings.background.argb_color();
         }

         public LadderColumnSettings get_settings() {
@@ -558,8 +671,8 @@ namespace mbts.spark {
               font_weight = font_weight.ToOpenTypeWeight(),
               width = width,
               show = show,
-               foreground = new BTSColor(foreground).ToUint(),
-               background = new BTSColor(background).ToUint()
+               foreground = foreground.rgb_color(),
+               background = background.rgb_color()
            };
         }
      }
@@ -579,12 +692,14 @@ namespace mbts.spark {
      public class LadderMarketBreakLineVM : ViewModelBase {
         readonly Property<Color> _color;
         readonly Property<bool> _show;
+         LadderMarketBreakLine.RefreshMode _refresh_mode;

-         public LadderMarketBreakLineVM(string name, int column_index = 0, int column_span = 5, bool show_session_range = true) {
+         public LadderMarketBreakLineVM(string name, int column_index = 0, int column_span = 5, bool show_session_range = true, bool can_edit_refresh_mode = true) {
            this.name = name;
            this.column_index = column_index;
            this.column_span = column_span;
            this.show_session_range = show_session_range;
+            this.can_edit_refresh_mode = can_edit_refresh_mode;
            palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
            _color = backing(nameof(color), Colors.Black);
            _show = backing(nameof(show), false);
@@ -596,21 +711,25 @@ namespace mbts.spark {
         public Color color { get => _color.Value; set => _color.Value = value; }
         public bool show { get => _show.Value; set => _show.Value = value; }
         public bool show_session_range { get; }
+         public bool can_edit_refresh_mode { get; }
+         public LadderMarketBreakLine.RefreshMode refresh_mode { get => _refresh_mode; set => Set(ref _refresh_mode, value); }
         public ObservableCollection<ColorPaletteVM> palettes { get; }

         public void assign_from(LadderMarketBreakLine settings) {
            color = settings.color.rgb_color();
            show = settings.show;
+            refresh_mode = settings.refresh_mode;
         }

         public LadderMarketBreakLine get_settings() =>
            new LadderMarketBreakLine {
               color = new BTSColor(color).ToUint(),
-               show = show
+               show = show,
+               refresh_mode = refresh_mode
            };
      }

-      public class OrderEntryPanelItemVisibilityVM : ViewModelBase {
+      public class OrderEntryPanelItemVisibilityVM : ViewModelBase, ITemplateSelectorKey {
         readonly Property<bool> _show;

         public OrderEntryPanelItemVisibilityVM(string name) {
@@ -621,6 +740,63 @@ namespace mbts.spark {
         public string name { get; }
         public bool show { get => _show.Value; set => _show.Value = value; }

+         string ITemplateSelectorKey.key => LadderSettingsPanelTemplateKeys.VisibilityItem;
+      }
+
+      public class PanelPricePointVM : LadderPanelPricePointVM, ITemplateSelectorKey {
+         ObservableCollection<ColorPaletteVM>
+            _font_color_palettes,
+            _background_color_palettes;
+
+         public PanelPricePointVM(string name) =>
+            this.name = name;
+
+         public string name { get; }
+
+         public ObservableCollection<ColorPaletteVM> font_color_palettes => _font_color_palettes ??
+            (_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         public ObservableCollection<ColorPaletteVM> background_color_palettes => _background_color_palettes ??
+            (_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         string ITemplateSelectorKey.key => LadderSettingsPanelTemplateKeys.PricePoint;
+      }
+
+      public class PanelRelativePricePointVM : LadderPanelRelativePricePointVM, ITemplateSelectorKey {
+         ObservableCollection<ColorPaletteVM>
+            _negative_font_color_palettes,
+            _negative_background_color_palettes,
+            _neutral_font_color_palettes,
+            _neutral_background_color_palettes,
+            _positive_font_color_palettes,
+            _positive_background_color_palettes;
+
+         public PanelRelativePricePointVM(string name) =>
+            this.name = name;
+
+         public string name { get; }
+         //negative
+         public ObservableCollection<ColorPaletteVM> negative_font_color_palettes => _negative_font_color_palettes ??
+            (_negative_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         public ObservableCollection<ColorPaletteVM> negative_background_color_palettes => _negative_background_color_palettes ??
+            (_negative_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         // neutral
+         public ObservableCollection<ColorPaletteVM> neutral_font_color_palettes => _neutral_font_color_palettes ??
+            (_neutral_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         public ObservableCollection<ColorPaletteVM> neutral_background_color_palettes => _neutral_background_color_palettes ??
+            (_neutral_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         // positive
+         public ObservableCollection<ColorPaletteVM> positive_font_color_palettes => _positive_font_color_palettes ??
+            (_positive_font_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         public ObservableCollection<ColorPaletteVM> positive_background_color_palettes => _positive_background_color_palettes ??
+            (_positive_background_color_palettes = ColorPalette.all_presets().to_viewmodels());
+
+         string ITemplateSelectorKey.key => LadderSettingsPanelTemplateKeys.RelativePricePoint;
      }

      public class VolumeColumnVM : ViewModelBase {
@@ -1,13 +1,18 @@
 using bts.api;
+using bts.api.core;
 using bts.api.orderman;
-using bts.collections;
+using bts.proto;
 using bts.shell;
 using bts.spark;
 using bts.utils;
 using mbts.co2;
+using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using mbts.user.settings;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -26,15 +31,25 @@ namespace mbts.spark {

      readonly IBus _bus;
      readonly LadderModel _model;
-      readonly Property<double> _high, _low, _change, _open, _settlement, _left_panel_width, _zoom_factor;
-      //readonly Property<double> _window_width, _window_height;
+      readonly Property<double> _session_high, _session_low, _day_change, _open, _settlement, _left_panel_width, _zoom_factor;
      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
      readonly Property<ulong> _volume;
      readonly Property<bool> _auto_clear;
-      readonly PropertyAutoWrapper<LadderSettings, bool> _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
-         _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
-         _show_cancel_sells, _show_cancel_all, _show_zoom, _show_status_message;
+      readonly PropertyAutoWrapper<LadderSettings, bool>
+         _show_account,
+         _show_tif,
+         _show_order_type,
+         _show_size_preset,
+         _show_auto_clear,
+         _show_clear,
+         _show_cancel_buys,
+         _show_cancel_sells,
+         _show_cancel_all,
+         _show_zoom,
+         _show_status_message;
      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      readonly ObservableCollection<FairValueLine> _fair_value_line_inputs =
+         new ObservableCollection<FairValueLine>();
      double
         _position,
         _day_position,
@@ -48,8 +63,11 @@ namespace mbts.spark {
      ulong _last_trade_time = 0;
      IEqualityComparer<double> _equality;
      Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
+      ImmutableSortedDictionary<double, LadderOrderVM> _order_price_index;
      IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
      ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> _favorite_algo_map = ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem>.Empty;
+      ContractSpecificationImmutable? _spec;

      public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
         new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
@@ -64,13 +82,16 @@ namespace mbts.spark {
         _bus = bus;
         _model = model;
         current_settings = init;
+         _order_price_index = ImmutableSortedDictionary.Create<double, LadderOrderVM>(spec.price_comparer());
         this.settings = settings;
         _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
+         display_quantity_divisor = model.order_gateway.security_auxiliary_model.get_display_quantity_divisor(model.security);
+         size_calculator.display_divisor = display_quantity_divisor;
         _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
         this.order_properties_vm = order_properties_vm;
-         _high = backing(nameof(high), double.NaN);
-         _low = backing(nameof(low), double.NaN);
-         _change = backing(nameof(change), double.NaN);
+         _session_high = backing(nameof(session_high), double.NaN);
+         _session_low = backing(nameof(session_low), double.NaN);
+         _day_change = backing(nameof(day_change), double.NaN);
         _open = backing(nameof(open), double.NaN);
         _settlement = backing(nameof(settlement), double.NaN);
         // init window-specific settings: these properties should not observe settings updates; they are independent from the settings dialog, so it doesn't make sense that the settings dialog should cause them to change.
@@ -101,12 +122,6 @@ namespace mbts.spark {
            (_ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background)).set,
            (_ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground)).set,
            // bool visibility props
-            (_show_day = bool_prop(nameof(show_day), s => s.day_visible)).set,
-            (_show_high = bool_prop(nameof(show_high), s => s.high_visible)).set,
-            (_show_low = bool_prop(nameof(show_low), s => s.low_visible)).set,
-            (_show_open = bool_prop(nameof(show_open), s => s.open_visible)).set,
-            (_show_settle = bool_prop(nameof(show_settle), s => s.settle_visible)).set,
-            (_show_volume = bool_prop(nameof(show_volume), s => s.volume_visible)).set,
            (_show_account = bool_prop(nameof(show_account), s => s.account_visible)).set,
            (_show_tif = bool_prop(nameof(show_tif), s => s.tif_visible)).set,
            (_show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible)).set,
@@ -119,6 +134,8 @@ namespace mbts.spark {
            (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
            (_show_status_message = bool_prop(nameof(show_status_message), s => s.status_message_visible)).set,
            s => {
+               // invalidate spec in case 'ticks per row' changed
+               _spec = null;
               if (
                  Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) |
                  Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position)) |
@@ -136,8 +153,33 @@ namespace mbts.spark {
               _piq_column_width.set(s.piq_column.width);
               _volume_column_width.set(s.volume_column.general.width);
               // left panel/zoom
+               day_change_style.load_from(s.panel_price_point_settings.day_change);
+               day_change_style.show = s.day_visible;
+               // open
+               open_style.load_from(s.panel_price_point_settings.open);
+               open_style.show = s.open_visible;
+               // session low
+               session_low_style.load_from(s.panel_price_point_settings.session_low);
+               session_low_style.show = s.low_visible;
+               // session high
+               session_high_style.load_from(s.panel_price_point_settings.session_high);
+               session_high_style.show = s.high_visible;
+               // settlement
+               settlement_style.load_from(s.panel_price_point_settings.settlement);
+               settlement_style.show = s.settle_visible;
+               // volume
+               volume_style.load_from(s.panel_price_point_settings.volume);
+               volume_style.show = s.volume_visible;
+               // left panel gen display
               _left_panel_width.set(s.order_entry_panel_initial_width);
               _zoom_factor.set(s.zoom_factor);
+               RaisePropertyChanged(nameof(day_change_font_color), nameof(day_change_background_color));
+               // fair value lines
+               var new_fvls = s.fair_value_lines
+                  .DistinctOn(fvl => fvl.security_key)
+                  .OrderBy(fvl => fvl.security_key)
+                  .ToList();
+               _fair_value_line_inputs.sync_with(new_fvls);
            }
         };
         PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
@@ -156,71 +198,46 @@ namespace mbts.spark {
         settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());

         orders = new ObservableCollection<LadderOrderVM>();
+         _day_change.Changed += (o, n) => RaisePropertyChanged(nameof(day_change_font_color), nameof(day_change_background_color));
+         var orders_source = settings.Select(s => s.ticks_per_row).DistinctUntilChanged()
+            .SelectManyInSeries(tpr => {
+               var spec = TickUtils.multiply_tick_size(security.ContractSpec, tpr);
+               var price_comp = Comparer<double>.Create((a, b) =>
+                  CompareUtils.nullable_compare(spec.full_ticks_from_zero(a), spec.full_ticks_from_zero(b)));
+               return _order_price_source(model.orders, price_comp, p => TickUtils.normalize_price(spec, p));
+            });

         _dispose = Disposable.Create(
            settings.OnDispatcher().Subscribe(settings_observer),
            get_order_properties_editor_hooks(),
            bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
-            // we need to hook this up to model.orders which is filtered for just the security
-            model.orders.OnDispatcher().Subscribe(working => {
+            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(on_security_map),
+            ObservableAutoWrapper.connect(
+               _fair_value_line_inputs,
+               fair_value_lines,
+               fvl => new FairValueLineVM(fvl, _find_sec_md(fvl.security_key))),
+            orders_source.OnDispatcher().Subscribe(tup => {
               // Here we manage N orders to 1 price slot in the ladder
               Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
-               _cache = working.state;
-
-               foreach (var os in _cache.Values) {
-                  var wo = os.order;
-                  var slot_price_target = wo.ui_price();
-                  var order_type = wo.order_type();
-                  var filled = wo.filled();
-
-                  if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
-                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
-                  } else {
-                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
-                     _slot_price_vs_orders[slot_price_target] = slot_vm;
-                  }
-
-                  // keep track of slot prices vs orders; we use this below to remove orders from the LadderOrderVMs
-                  // that are not found in this callback run
-                  if (!orders_used_in_this_update.TryGetValue(slot_price_target, out HashSet<uint> orders_at_level)) {
-                     orders_at_level = new HashSet<uint>();
-                  }
-                  orders_at_level.Add(wo.Key);
-                  orders_used_in_this_update[slot_price_target] = orders_at_level;
-
+               _cache = tup.map;
+               /// remove empty price slots (the vm will be disposed automatically when it is removed from <see cref="orders"/>)
+               var removed_prices = _slot_price_vs_orders.Keys.Except(tup.price_index.Keys).ToList();
+               foreach (var p in removed_prices)
+                  _slot_price_vs_orders.Remove(p);
+               // add or update current price slots
+               foreach (var kv in tup.price_index) {
+                  _slot_price_vs_orders.AddOrUpdate(kv.Key,
+                     order_vm => order_vm.sync_orders(kv.Value),
+                     () => new LadderOrderVM(kv.Value, kv.Key, this, _bus, settings.Select(s => s.badge_style).OnDispatcher()));
               }
-
-               // remove any orders from the lovm that aren't in here
-               foreach(var kvp in orders_used_in_this_update) {
-                  var slot_vm = _slot_price_vs_orders[kvp.Key];
-                  foreach(var existing_order_key in slot_vm.order_keys) {
-                     if (!kvp.Value.Contains(existing_order_key)) {
-                        slot_vm.remove_order(existing_order_key);
-                     }
-                  }
-               }
-
-
-               // update dirty brushes and text
-               foreach (var lovm in _slot_price_vs_orders.Values) {
-                  lovm.update();
-               }
-
-               // complete removal of slots that were not updated
-               // orders_used_in_this_update.Keys are the price levels in the update
-               foreach (var slot_price in _slot_price_vs_orders.Keys.ToList()) {
-                  if (!orders_used_in_this_update.Keys.Contains(slot_price)) {
-                     _slot_price_vs_orders.TryGetValue(slot_price, out LadderOrderVM removal_candidate);
-                     if (removal_candidate != null) {
-                        removal_candidate.Dispose();
-                     }
-                     _slot_price_vs_orders.Remove(slot_price);
-                  }
-               }
-
+               // sync the collection
               orders.sync_with(_slot_price_vs_orders.Values);
+               // update badge colors, text, etc.
+               foreach (var lovm in orders)
+                  lovm.update();
            }),
            WorkLoop.Start($"Ladder '{security}'", _tick),
+            ObservableAutoWrapper.dispose_on_removed(orders, true),
            Disposable.Create(() => _on_disposed_impl?.Invoke(true))
         );
         IDisposable get_order_properties_editor_hooks() {
@@ -253,11 +270,24 @@ namespace mbts.spark {
                     RaisePropertyChanged(nameof(position_display_text));
               }));
         }
+         void on_security_map(IReadOnlyDictionary<uint, SecurityMD> security_map) {
+            _security_map = security_map;
+            foreach (var fvl_vm in fair_value_lines) {
+               if (fvl_vm.sec_md.HasValue) {
+                  continue;
+               }
+               fvl_vm.sec_md = _find_sec_md(fvl_vm.sec_id);
+            }
+         }
      }

      public IBus bus => _bus;

-      public event Action on_tick, request_settings_dialog, settings_invalidated;
+      public event Action
+         on_tick,
+         request_settings_dialog,
+         request_recenter,
+         settings_invalidated;

      public MDConsumerHandle md => _model.md;
      // we return only entries who have piqs and whose piqs are not uint.Max
@@ -292,16 +322,34 @@ namespace mbts.spark {
         remove => _on_disposed_impl -= value;
      }
      public SecurityImmutable security => _model.security;
+      public ContractSpecificationImmutable spec => _spec ?? (
+         _spec = TickUtils.multiply_tick_size(security.ContractSpec, current_settings?.ticks_per_row ?? 1)).Value;
+      public uint display_quantity_divisor { get; }
      public LadderSettings current_settings { get; private set; }
-      public double high => _high.Value;
-      public double low => _low.Value;
-      public double change => _change.Value;
+      // left panel values
+      public double session_high => _session_high.Value;
+      public double session_low => _session_low.Value;
+      public double day_change => _day_change.Value;
      public double open => _open.Value;
      public double settlement => _settlement.Value;
      public double position => _position;
      public double day_position => _day_position;
      public double raw_day_position => _raw_day_position;
      public ulong volume => _volume.Value;
+      // left panel styles
+      public LadderPanelRelativePricePointVM day_change_style { get; } = new LadderPanelRelativePricePointVM();
+      public Color day_change_font_color => day_change > 0 ?
+         day_change_style.positive_font_color :
+         (day_change < 0 ? day_change_style.negative_font_color : day_change_style.font_color);
+      public Color day_change_background_color => day_change > 0 ?
+         day_change_style.positive_background_color :
+         (day_change < 0 ? day_change_style.negative_background_color : day_change_style.background_color);
+      public LadderPanelPricePointVM open_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM settlement_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM session_high_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM session_low_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM volume_style { get; } = new LadderPanelPricePointVM();
+      //
      public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
      public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
      /// Important: <see cref="order_properties_vm"/> can be null.
@@ -316,12 +364,6 @@ namespace mbts.spark {
      public Brush bid_foreground => _bid_foreground.view;
      public Brush ask_background => _ask_background.view;
      public Brush ask_foreground => _ask_foreground.view;
-      public bool show_day => _show_day.view;
-      public bool show_high => _show_high.view;
-      public bool show_low => _show_low.view;
-      public bool show_open => _show_open.view;
-      public bool show_settle => _show_settle.view;
-      public bool show_volume => _show_volume.view;
      public bool show_account => _show_account.view;
      public bool show_tif => _show_tif.view;
      public bool show_order_type => _show_order_type.view;
@@ -336,6 +378,11 @@ namespace mbts.spark {
      public bool show_cancel_all => _show_cancel_all.view;
      public bool show_zoom => _show_zoom.view;
      public bool show_status_message => _show_status_message.view;
+      
+      public TickDisplaySettings day_change_display_settings =>
+         TickDisplaySettings.Default.with(
+            pad_with_leading_zeros: false,
+            show_zero_integer: false);
      // left panel scroll props
      public double left_panel_view_port_height {
         get => _left_panel_view_port_height;
@@ -369,18 +416,22 @@ namespace mbts.spark {
         get {
            string rv = null;
            if (show_day_position)
-               rv = SparkUtils.fmt_position(day_position);
+               rv = SparkUtils.fmt_position(day_position / display_quantity_divisor);
            if (show_raw_day_position) {
-               var raw_day_text = SparkUtils.fmt_position(raw_day_position);
+               var raw_day_text = SparkUtils.fmt_position(raw_day_position / display_quantity_divisor);
               rv = rv == null ? raw_day_text : $"{rv} / {raw_day_text}";
            }
            if (show_account_position) {
-               var acc_text = SparkUtils.fmt_position(position);
-               rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
+               var acc_text = SparkUtils.fmt_position(position / display_quantity_divisor);
+               rv = rv == null ? acc_text : $"{rv} ({acc_text})";
            }
            return rv ?? "";
         }
      }
+
+      public ObservableCollection<FairValueLineVM> fair_value_lines { get; } =
+         new ObservableCollection<FairValueLineVM>();
+
      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
      //public double window_width { get => _window_width.Value; set => _window_width.set(value); }
      public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
@@ -390,7 +441,8 @@ namespace mbts.spark {
      public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
      public uint piq_column_width { get => _piq_column_width.Value; set => _piq_column_width.set(value); }
      public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
-      public uint alternate_order_size_from_settings => current_settings.alternate_order_size;
+      public uint actual_alternate_order_size =>
+         (current_settings?.alternate_order_size ?? 0) * Math.Max(1, display_quantity_divisor);
      public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
      public bool enforce_max_clip_from_settings => current_settings.enforce_max_clip;
      public uint max_clip_from_settings => current_settings.max_clip;
@@ -400,11 +452,11 @@ namespace mbts.spark {
      double _max_left_panel_scroll_position =>
         Math.Max(0, _left_panel_extent_height - _left_panel_view_port_height);

-      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
+      internal OrderRecordImmutable get_root_at_price(OrderSecurity op) {
         var order = op.order;
-         double p = order.ui_price();
+         double p = _normalize_price(order.ui_price());
         foreach (var o in lineage(order.ParentKey)) {
-            if (_equality.Equals(p, o.ui_price()))
+            if (_equality.Equals(p, _normalize_price(o.ui_price())))
               order = o;
         }
         return order;
@@ -438,21 +490,41 @@ namespace mbts.spark {
            if (order_properties_vm.selected_algo_definition != null)
               rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key);
         }
+         rv.panel_price_point_settings = new LadderPanelPricePointSettings {
+            day_change = day_change_style.create(),
+            open = open_style.create(),
+            settlement = settlement_style.create(),
+            session_low = session_low_style.create(),
+            session_high = session_high_style.create(),
+            volume = volume_style.create()
+         };
         return rv;
      }

      public void key_down(KeyEventArgs e) {
         if (order_properties_vm == null)
            return;
-         if (KeyboardExtensions.IsDown(Key.Space)) {
-            _bus?.post(SparkTags.RequestRecenterLadder, null);
-         }
-         // the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
-         if (!KeyboardExtensions.IsCtrlDown()) return;
-         var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
-         if (new_algo != null) {
-            order_properties_vm.selected_algo_definition = new_algo;
-            e.Handled = true;
+         switch (e.Key) {
+            case Key.Space:
+               if (KeyboardExtensions.IsShiftDown()) {
+                  // only recenter this ladder
+                  request_recenter?.Invoke();
+               } else {
+                  // recenter all ladders
+                  _bus?.post(SparkTags.RequestRecenterLadder, null);
+               }
+               e.Handled = true;
+               break;
+            default:
+               // the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
+               if (KeyboardExtensions.IsCtrlDown()) {
+                  var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
+                  if (new_algo != null) {
+                     order_properties_vm.selected_algo_definition = new_algo;
+                     e.Handled = true;
+                  }
+               }
+               break;
         }
      }

@@ -469,11 +541,11 @@ namespace mbts.spark {
      public Task send_order_async((double price, Side? side, MouseButton button) args) {
         if (order_properties_vm != null && args.button != MouseButton.Middle) {
            var size_from_alternate = args.button == MouseButton.Right;
-            if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || current_settings.alternate_order_size > 0)) {
+            if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || actual_alternate_order_size > 0)) {
               if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
                  size_calculator.flash_error();
               } else {
-                  uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+                  uint size = size_from_alternate ? actual_alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
                  // enforce max clip
                  if (enforce_max_clip_from_settings && size > max_clip_from_settings) {
                     size = max_clip_from_settings;
@@ -486,6 +558,10 @@ namespace mbts.spark {
      }

      public async Task send_order_async(Side side, uint size, double price) {
+         if (!_validate_price(side, price, out var invalid_price_msg)) {
+            status_update(new Activity { security = security, message = invalid_price_msg, category = ActivityLogCategory.order });
+            return;
+         }
         var order = order_properties_vm.create(side);
         if (order.CustomDef != null) {
            if (order.CustomDef.Stop != null) {
@@ -506,7 +582,7 @@ namespace mbts.spark {
         if (fav_algo != null) {
            if (_favorite_algo_map.TryGetValue(fav_algo.key, out var d)) {
               if (!d.flags.HasFlag(LadderFavoriteAlgoFlags.Sticky) && !order_properties_vm.try_pop_selected_algo_definition()) {
-                  var key = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.ContractCase)));
+                  var key = new AlgoKey(OrderDataHelper.get_default_algo(security.ContractCase));
                  if (order_properties_vm.try_get_algo_definition(key, out var r)) {
                     order_properties_vm.selected_algo_definition = r;
                  }
@@ -517,20 +593,95 @@ namespace mbts.spark {
         }
      }

+      static IObservable<(ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderSecurity>> price_index, IReadOnlyDictionary<uint, OrderSecurity> map)> _order_price_source(
+         IObservable<TableUpdate<OrderSecurity, uint>> source,
+         IComparer<double> price_comp,
+         Func<double, double> normalize_price) {
+         //
+         return Observable.Create<(ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderSecurity>>, IReadOnlyDictionary<uint, OrderSecurity>)>(o => {
+            var state = ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderSecurity>>(price_comp);
+            var sub = source.Subscribe(table => {
+               var bd = state.ToBuilder();
+               // removes
+               var removes = table.removed.Concat(table.changes.Where(price_changed).Old());
+               foreach (var old_order in removes) {
+                  var price = get_price(old_order);
+                  if (bd.TryGetValue(price, out var index)) {
+                     var new_index = index.Remove(old_order.order.Key);
+                     if (new_index.Count == 0) {
+                        bd.Remove(price);
+                     } else {
+                        bd[price] = new_index;
+                     }
+                  }
+               }
+               // changes
+               var changes = table.changes.Where(ch => !price_changed(ch)).New();
+               foreach (var changed_order in changes) {
+                  var price = get_price(changed_order);
+                  bd[price] = bd[price].SetItem(changed_order.order.Key, changed_order);
+               }
+               // adds
+               var adds = table.added.Concat(table.changes.Where(price_changed).New());
+               foreach (var new_order in adds) {
+                  var price = get_price(new_order);
+                  if (bd.TryGetValue(price, out var index)) {
+                     bd[price] = index.Add(new_order.order.Key, new_order);
+                  } else {
+                     bd[price] = ImmutableDictionary.CreateRange(
+                        new[] { new  KeyValuePair<uint, OrderSecurity>(new_order.order.Key, new_order) });
+                  }
+               }
+               o.OnNext((state = bd.ToImmutable(), table.state));
+            });
+            return sub;
+         });
+
+         bool price_changed(Change<OrderSecurity> ch) =>
+            price_comp.Compare(ch.New.order.ui_price(), ch.Old.order.ui_price()) != 0;
+
+         double get_price(OrderSecurity order) {
+            var p = order.order.ui_price();
+            if (!(normalize_price is null))
+               p = normalize_price(p);
+            return p;
+         }
+      }
+
+      double _normalize_price(double price) =>
+         TickUtils.normalize_price(spec, price);
+
+      bool _validate_price(Side side, double price, out string msg) {
+         msg = null;
+         if (!price.is_real()) {
+            msg = "not a real number";
+         } else if (settlement.is_real()) {
+            var ticks_from_settle = security.ContractSpec.tickdiff(price, settlement);
+            if (ticks_from_settle.HasValue) {
+               var max_cross = (current_settings?.ladder_order_limits?.max_settlement_cross_ticks)?.as_nullable();
+               if (max_cross.HasValue) {
+                  if (side == Side.Sell ? ticks_from_settle < (-1 * max_cross.Value) : ticks_from_settle > max_cross.Value)
+                     msg = $"exceeds settle cross ticks limit ({ticks_from_settle.Value})";
+               }
+            }
+         }
+         return msg == null;
+      }
+
      void _update_header() {
         bool last_updated = md.get_last_trade(ref _last_trade_time, out NativePriceSize last, out DateTime time, out ulong volume);
         if (_misc_time != _model.md.misc_timestamp || last_updated) {
-            _high.set(md.session_high);
-            _low.set(md.session_low);
+            _session_high.set(md.session_high);
+            _session_low.set(md.session_low);
            _open.set(md.open_price);
            _settlement.set(md.settlement_price);
            if (!double.IsNaN(last.price)) {
-               _change.set(last.price - md.settlement_price);
+               _day_change.set(last.price - md.settlement_price);
            } else {
               ulong unused = 0;
               _model.md.get_bbo(ref unused, out NativePriceSize bid, out NativePriceSize ask);
               double mid = TickUtils.mid_tick(security.ContractSpec, bid.price, ask.price);
-               _change.set(mid - md.settlement_price);
+               _day_change.set(mid - md.settlement_price);
            }
            _volume.set(volume);
            _misc_time = _model.md.misc_timestamp;
@@ -541,7 +692,7 @@ namespace mbts.spark {
      void _show_book() {
         var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
         ob_settings.filters = new bts.shell.orderbook.FilterStates {
-            security_criteria = new SecurityCriteria(security)
+            security_criteria = SecurityCriteria.from_securities(security)
         };
         _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
      }
@@ -555,5 +706,12 @@ namespace mbts.spark {
         _update_header();
         on_tick?.Invoke();
      }
+
+      SecurityMD? _find_sec_md(uint sec_key) {
+         if (_security_map.TryGetValue(sec_key, out var sec_md)) {
+            return sec_md;
+         }
+         return null;
+      }
   }
 }
@@ -46,12 +46,12 @@ namespace mbts.spark {
      void _reset_ladder_vm() {
         if (_value == null && !_security_md.HasValue)
            return;
-         Disposable.replace(ref _value,
-            _security_md.HasValue ?
-               LadderVM.create_readonly(_bus,
-                  new LadderModel(security_md.Value, _model, _model.mbo_service,
-                  new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
-                  Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
+         _value?.Dispose();
+         _value = _security_md.HasValue ?
+            LadderVM.create_readonly(_bus,
+               new LadderModel(security_md.Value, _model, _model.mbo_service,
+               new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
+               Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null;
         RaisePropertyChanged(nameof(value));
      }
   }
@@ -0,0 +1,127 @@
+<UserControl
+  x:Class="mbts.ui.spark.FairValueLineSettingsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+  xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+  xmlns:mbts="clr-namespace:mbts"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:stg="clr-namespace:mbts.ui.settings"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <Thickness x:Key="CellPadding">10,6</Thickness>
+    <Style x:Key="DisabledColumnHeader" TargetType="GridViewColumnHeader">
+      <Setter Property="Template">
+        <Setter.Value>
+          <ControlTemplate TargetType="GridViewColumnHeader">
+            <Border HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Background="{x:Static u:BTSColors.header_brush}"/>
+          </ControlTemplate>
+        </Setter.Value>
+      </Setter>
+    </Style>
+  </UserControl.Resources>
+  <Grid>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="*"/>
+      <RowDefinition Height="Auto"/>
+    </Grid.RowDefinitions>
+    <c:DIYGrid
+      Grid.Row="0"
+      Grid.IsSharedSizeScope="True"
+      BorderBrush="Black"
+      BorderThickness="1"
+      Rows="{Binding items}"
+      RowsHorizontalScrollBarVisibility="Collapsed"
+      SelectionMode="Single"
+    >
+      <c:DIYGrid.Columns>
+        <c:DIYGridColumnCollection>
+          <usp:FairValueLineSettingsColumn key="Delete" HeaderContainerStyle="{StaticResource DisabledColumnHeader}" Width="23" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="Security" Header="Security" Width="130" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="Show" Header="Show" Width="40" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="AutoRefresh" Header="Auto Refresh" Width="80" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="Color" Header="Color" Width="80" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="PriceType" Header="Type" Width="80" is_visible="True"/>
+        </c:DIYGridColumnCollection>
+      </c:DIYGrid.Columns>
+      <c:DIYGrid.RowTemplate>
+        <DataTemplate DataType="{x:Type sp:FairValueLineItemSettingsVM}">
+          <Grid c:DIYGrid.SyncWithColumnGeometry="True">
+            <!--Delete-->
+            <Button
+              c:DIYGrid.ColumnKey="Delete"
+              HorizontalAlignment="Center"
+              Command="{Binding DataContext.remove_item_cmd,
+                RelativeSource={RelativeSource AncestorType=usp:FairValueLineSettingsView}}"
+              CommandParameter="{Binding}"
+              Style="{StaticResource RoundCloseButton}"
+              ToolTip="Delete"
+            />
+            <!--Security-->
+            <c:ContractPickerPopup
+              c:DIYGrid.ColumnKey="Security"
+              Grid.Column="0"
+              Margin="{StaticResource CellPadding}"
+              CloseOnOK="True"
+              CloseOnCancel="True"
+                  IsEditMode="False"
+              MaxWidth="180"
+              SecurityMap="{Binding DataContext.security_map,
+                RelativeSource={RelativeSource AncestorType=usp:FairValueLineSettingsView}}"
+              SelectedSecurityKey="{Binding selected_security_key}"
+              Header="{Binding SelectedSecurity,
+                RelativeSource={RelativeSource Self},
+                Converter={StaticResource SelectedSecurityTextConverter}}"
+            />
+            <!--Show-->
+            <CheckBox
+              c:DIYGrid.ColumnKey="Show"
+              HorizontalAlignment="Center"
+              VerticalAlignment="Center"
+              IsChecked="{Binding show}"
+            />
+            <!--AutoRefresh-->
+            <CheckBox
+              c:DIYGrid.ColumnKey="AutoRefresh"
+              HorizontalAlignment="Center"
+              VerticalAlignment="Center"
+              IsChecked="{Binding auto_refresh}"
+            />
+            <!--Color-->
+            <c:ColorPickerPopup
+              c:DIYGrid.ColumnKey="Color"
+              HorizontalAlignment="Stretch"
+              VerticalAlignment="Center"
+              Margin="{StaticResource CellPadding}"
+              Palettes="{Binding color_palettes}"
+              SelectedColor="{Binding color}"
+            />
+            <!--PriceType-->
+            <ComboBox
+              c:DIYGrid.ColumnKey="PriceType"
+              Margin="{StaticResource CellPadding}"
+              ItemsSource="{Binding price_types}"
+              SelectedItem="{Binding selected_price_type}"
+            />
+            <Rectangle Grid.Column="0" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="1" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="2" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="3" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="4" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+          </Grid>
+        </DataTemplate>
+      </c:DIYGrid.RowTemplate>
+    </c:DIYGrid>
+    <TextBlock Grid.Row="1" HorizontalAlignment="Left" Margin="4,8">
+      <Hyperlink Command="{Binding add_item_cmd}">
+        Click to Add Item
+      </Hyperlink>
+    </TextBlock>
+  </Grid>
+</UserControl>
@@ -0,0 +1,40 @@
+using mbts.ui.controls;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for FairValueLineSettingsView.xaml
+   /// </summary>
+   partial class FairValueLineSettingsView : UserControl {
+      public FairValueLineSettingsView() =>
+         InitializeComponent();
+
+      public enum Columns {
+         None = 0,
+         Delete,
+         Security,
+         Show,
+         AutoRefresh,
+         Color,
+         PriceType
+      }
+   }
+
+   class FairValueLineSettingsColumn : DIYGrid.ColumnBase<FairValueLineSettingsView.Columns> {
+      protected override void on_key_initialized(FairValueLineSettingsView.Columns key) =>
+         id = key.ToString();
+   }
+}
@@ -29,6 +29,10 @@ using System.Windows.Media.Animation;
 namespace mbts.spark {
   partial class LadderGridHost : Control {
      const int _min_row_count = 501, _max_row_count = 2001;
+      static readonly bool _show_scrollbar;
+      static readonly bool _lighten_market_cells;
+      static readonly Color? _bid_market_cell_background;
+      static readonly Color? _ask_market_cell_background;

      int _row_count = _min_row_count;

@@ -53,7 +57,7 @@ namespace mbts.spark {
      readonly RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>> _volume_container =
         new RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>>();

-      IDisposable _settings_sub, _volume_sub, _tick_sub;
+      IDisposable _settings_sub, _volume_sub, _tick_sub, _fair_value_lines_sub, _vm_sub;
      ScrollViewer _scrollViewer;
      LadderSettings _settings;
      LadderVM _vm;
@@ -66,7 +70,8 @@ namespace mbts.spark {
      double _last_origin_price;
      MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
-      Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
+      Func<NativePriceSize, string> _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
+      Func<uint, string> _fmt_mkt_quantity_impl = v => v.ToString();
      int _old_tooltip_row = int.MaxValue;
      NativePriceSize? _old_last_trade;
      string _direction_arrow = string.Empty;
@@ -74,6 +79,19 @@ namespace mbts.spark {
      ToolTip tooltip_view = new ToolTip();
      IDisposable _parameterized_order_popup;

+      static LadderGridHost() {
+         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
+         _show_scrollbar = knobs.show_scrollbar;
+         _lighten_market_cells = knobs.lighten_market_cells;
+         // For market cell backgrounds, 0 means null.  Note that the full
+         // range of colors can still be expressed, as zero is merely one of
+         // 2^24 possible representations of 'transparent.'
+         if (knobs.bid_market_cell_background != 0)
+            _bid_market_cell_background = knobs.bid_market_cell_background.argb_color();
+         if (knobs.ask_market_cell_background != 0)
+            _ask_market_cell_background = knobs.ask_market_cell_background.argb_color();
+      }
+
      public LadderGridHost() {
         AllowDrop = true;
         UseLayoutRounding = true;
@@ -81,6 +99,8 @@ namespace mbts.spark {
         _ordershost = new LadderOrdersHost(this) { HorizontalAlignment = HorizontalAlignment.Left, VerticalAlignment = VerticalAlignment.Stretch };
         var scrollViewerFactory = new FrameworkElementFactory(typeof(ScrollViewer));
         scrollViewerFactory.SetValue(FocusableProperty, false);
+         if (!_show_scrollbar)
+            scrollViewerFactory.SetValue(ScrollViewer.VerticalScrollBarVisibilityProperty, ScrollBarVisibility.Hidden);
         Template = new ControlTemplate() {
            VisualTree = scrollViewerFactory
         };
@@ -295,6 +315,18 @@ namespace mbts.spark {

      Column[] columns { get; set; } = new Column[0];
      IEnumerable<Column> _visible_columns => columns.Where(c => c.settings.show);
+      ContractSpecificationImmutable? _spec_backing;
+      ContractSpecificationImmutable _spec {
+         get {
+            if (_spec_backing.HasValue) {
+               return _spec_backing.Value;
+            } else if (_vm != null) {
+               _spec_backing = TickUtils.multiply_tick_size(security.ContractSpec, _settings?.ticks_per_row ?? 1);
+               return _spec_backing.Value;
+            }
+            return SecurityDataHelper.Defaults.ContractSpecificationImmutable;
+         }
+      }

      public void drag_out_of_bounds() =>
         _tactile_adorner?.drag_out_of_bounds();
@@ -302,7 +334,7 @@ namespace mbts.spark {
      public void scroll_to_price(double price) {
         if (_scrollViewer == null || _price_list.is_null_or_empty())
            return;
-         if (security.ContractSpec.tickdiff(_price_list[0], price) is int target_row) {
+         if (_spec.tickdiff(_price_list[0], price) is int target_row) {
            int visible_row_count = (int)(_scrollViewer.ActualHeight / _settings.row_height);
            int curr_row = visible_row_count + (int)(_scrollViewer.VerticalOffset / _settings.row_height);
            if ((target_row > curr_row && target_row < _row_count) || (target_row < (curr_row - visible_row_count) && target_row >= 0))
@@ -352,7 +384,9 @@ namespace mbts.spark {
               return;
            }
         } else if (_vm != null) {
-            uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
+            uint size = e.ChangedButton == MouseButton.Right ?
+               _vm.actual_alternate_order_size :
+               _vm.size_calculator.value ?? 0;
            
            // does the size violate the local max clip
            if (_vm.enforce_max_clip_from_settings && size > _vm.max_clip_from_settings) {
@@ -468,7 +502,7 @@ namespace mbts.spark {
            security_id: _vm.model.security.Id,
            price_level: price_for_point(point)
         );
-         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
+         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query, fmt_mbo_qty);
         // Load the first set of orders so we know if there are any before showing the popup
         var result = await model.load_orders();
         if (result.success && result.value.orders.Count > 0) {
@@ -489,6 +523,8 @@ namespace mbts.spark {
            };
            view.RequestClose += (o, _) => popup.IsOpen = false;
         }
+         string fmt_mbo_qty(int value) =>
+            value < 0 ? $"-{_fmt_mkt_quantity((uint)value)}" : _fmt_mkt_quantity((uint)value);
      }

      protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
@@ -528,20 +564,50 @@ namespace mbts.spark {
         _price_list == null ? double.NaN : _price_list[row];

      uint? _bid_size_from_row(int row) =>
-         _size_from_row(row, _price_list, _bids, _vm.security.ContractSpec);
+         _size_from_row(row, _price_list, _bids, _spec);

      uint? _ask_size_from_row(int row) =>
-         _size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);
+         _size_from_row(row, _price_list, _asks, _spec);

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


@@ -587,7 +653,9 @@ namespace mbts.spark {
         if (_price_list != null) {
            switch (column.column_type) {
               case ColumnType.Order: _ordershost.set_col_width(column.settings.width); break;
-               case ColumnType.Bid: render_market_col(_bids); break;
+               case ColumnType.Bid:
+                  render_market_col(_bids, _bid_market_cell_background);
+                  break;
               case ColumnType.Price:
                  if (_settings.net_change != LadderSettings.NetChangeTerms.None) {
                     LadderRender.render_prices(
@@ -599,7 +667,7 @@ namespace mbts.spark {
                        _vm.md.settlement_price,
                        _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
                        column.settings,
-                        security.ContractSpec);
+                        _spec);
                  } else {
                     LadderRender.render_prices(
                        column.visual_tup.visual,
@@ -608,11 +676,13 @@ namespace mbts.spark {
                        _settings.row_height,
                        _price_list,
                        column.settings,
-                        security.ContractSpec,
+                        _spec,
                        _settings.price_display_format);
                  }
                  break;
-               case ColumnType.Ask: render_market_col(_asks); break;
+               case ColumnType.Ask:
+                  render_market_col(_asks, _ask_market_cell_background);
+                  break;
               case ColumnType.Volume:
                  _volume_container.mark_dirty();
                  _refresh_volume_at_price();
@@ -624,9 +694,9 @@ namespace mbts.spark {
               if (_mkt_break_lines.high_render_index.HasValue)
                  _render_session_line(_session_high_vis, _mkt_break_lines.high_render_index.Value, _settings.session_high_line.color);
            }
-            void render_market_col(NativePriceSize[] depth) {
+            void render_market_col(NativePriceSize[] depth, Color? market_cell_background) {
               var mid = LadderRender.index_of(_price_list, _last_origin_price, _price_comparer);
-               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_size);
+               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, _spec, column.settings, _fmt_mkt_depth_item, _lighten_market_cells, market_cell_background);
            }
         }
         _apply_column_visual_offset();
@@ -661,13 +731,32 @@ namespace mbts.spark {
         } else {
            _vm.OnDisposed += _on_vm_disposed;
            _prices_updated = 0;
-            _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
+            // invalidate the contract spec here, as well as in the 'settings update' callback.
+            // While it is assumed that the settings IObservable will always fire at least once (on subscribe),
+            // this serves as a redundancy/fail-safe; it ensures that the vm's security's
+            // contract spec will be used, even if the settings sequence is empty.
+            _invalidate_spec();
+            _price_comparer = Comparer<double>.Create((x, y) => _spec.tick_equals(_normalize_price(x), _normalize_price(y)) ? 0 : y.CompareTo(x));
            _price_dirty = true;
            _piq_dirty = true;
-            _vm.on_tick += _tick;
+            // **use local vm to protect against re-assignment,
+            // so the events are unhooked from the same instance to which they were added
+            // when the subs are disposed.
+            var local_vm = _vm;
+            local_vm.on_tick += _tick;
+            local_vm.request_recenter += on_request_recenter;
            _settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
            _volume_sub = _vm.model.order_gateway.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
-            _tick_sub = Disposable.Create(() => _vm.on_tick -= _tick);
+            // **unhook from local_vm.request_recenter.
+            // todo: organize these subs into a single entity, prob _vm_subs.
+            // This hasn't already been done bc the ladder a bit fragile, so changes must be carefully implemented,
+            // with meticulous attention to detail.
+            _tick_sub = Disposable.Create(() => local_vm.on_tick -= _tick);
+            _vm_sub = Disposable.Create(() => local_vm.request_recenter -= on_request_recenter);
+            void on_request_recenter() {
+               RecenterCommand?.ExecuteIfCan(null);
+               _refresh_frozen_mkt_lines();
+            }
         }
      }

@@ -704,7 +793,7 @@ namespace mbts.spark {
                  _hide_tool_tip();
               }

-               tooltip_view.Content = $"{volume}";
+               tooltip_view.Content = _fmt_mkt_quantity(volume);
               tooltip_view.IsOpen = true;
               this.ToolTip = tooltip_view;
            } else {
@@ -736,6 +825,15 @@ namespace mbts.spark {

      #endregion

+      void _refresh_frozen_mkt_lines() {
+         if (_price_list is null)
+            return;
+         _mkt_break_lines.refresh_frozen();
+         _refresh_bid_mkt_break();
+         _refresh_ask_mkt_break();
+         _refresh_mid_mkt_break();
+         _refresh_fair_value_lines(true);
+      }

      void _on_vm_disposed(bool obj) =>
         _dispose_resources();
@@ -744,6 +842,7 @@ namespace mbts.spark {
         Disposable.dispose(ref _settings_sub);
         Disposable.dispose(ref _volume_sub);
         Disposable.dispose(ref _tick_sub);
+         Disposable.dispose(ref _fair_value_lines_sub);
         if (_vm != null)
            _vm.OnDisposed -= _on_vm_disposed;
      }
@@ -767,6 +866,7 @@ namespace mbts.spark {
            } else {
               _scroll_to_row(_row_count / 2);
            }
+            _refresh_frozen_mkt_lines();
         }
      }

@@ -799,6 +899,7 @@ namespace mbts.spark {
               _refresh_bid_mkt_break();
               _refresh_ask_mkt_break();
               _refresh_mid_mkt_break();
+               _refresh_fair_value_lines(true);
               _refresh_session_low_line();
               _refresh_session_high_line();
               _refresh_session_range();
@@ -811,6 +912,7 @@ namespace mbts.spark {
                  _refresh_ask_mkt_break();
               if (_mkt_break_lines.mid_dirty)
                  _refresh_mid_mkt_break();
+               _refresh_fair_value_lines(false);
               if (_mkt_break_lines.session_low_dirty)
                  _refresh_session_low_line();
               if (_mkt_break_lines.session_high_dirty)
@@ -820,7 +922,7 @@ namespace mbts.spark {
               if (last_trade_changed) {
                  var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
                  if (last_index > 0)
-                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
+                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
               }
               if (depth_changed)
                  _refresh_sizes();
@@ -841,13 +943,36 @@ namespace mbts.spark {
      }

      void _refresh_bid_mkt_break() =>
-         _render_mkt_break(_bid_mkt_break_vis, _mkt_break_lines.bid, _settings.bid_break_line.color);
+         _render_mkt_break(
+            _bid_mkt_break_vis,
+            _settings.bid_break_line.refresh_mode == LadderMarketBreakLine.RefreshMode.Manual ?
+               _mkt_break_lines.frozen_bid :
+               _mkt_break_lines.bid,
+            _settings.bid_break_line.color);

      void _refresh_ask_mkt_break() =>
-         _render_mkt_break(_ask_mkt_break_vis, _mkt_break_lines.ask, _settings.ask_break_line.color);
+         _render_mkt_break(
+            _ask_mkt_break_vis,
+            _settings.ask_break_line.refresh_mode == LadderMarketBreakLine.RefreshMode.Manual ?
+               _mkt_break_lines.frozen_ask :
+               _mkt_break_lines.ask,
+            _settings.ask_break_line.color);

      void _refresh_mid_mkt_break() =>
-         _render_mkt_break(_mid_mkt_break_vis, _mkt_break_lines.mid, _settings.mid_break_line.color);
+         _render_mkt_break(
+            _mid_mkt_break_vis,
+            _settings.mid_break_line.refresh_mode == LadderMarketBreakLine.RefreshMode.Manual ?
+               _mkt_break_lines.frozen_mid :
+               _mkt_break_lines.mid,
+            _settings.mid_break_line.color);
+
+      void _refresh_fair_value_lines(bool force) {
+         foreach (var fvl in _mkt_break_lines.fair_value_line_views) {
+            if (force || fvl.is_dirty) {
+               _render_mkt_break(fvl.vis, fvl.price_view, fvl.color);
+            }
+         }
+      }

      void _refresh_session_low_line() {
         if (_settings.session_low_line.show && _mkt_break_lines.low_render_index.HasValue)
@@ -862,21 +987,21 @@ namespace mbts.spark {
      void _refresh_last_trade() {
         var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
         if (last_index > 0)
-            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
+            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
      }

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

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

      /// <summary>
@@ -898,7 +1023,17 @@ namespace mbts.spark {
         if (vapls != null) {
            Log.assert_d(_price_list != null);
            var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
-            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
+            LadderRender.render_volumes(
+               _volume_vis_tup.visual,
+               _volume_vis_tup.glyph_context,
+               _price_list,
+               vapls,
+               _settings.row_height,
+               _spec,
+               _settings.volume_column,
+               last_index,
+               _get_last_arrow_string(),
+               _fmt_mkt_quantity);
            _old_last_trade = _last_trade;
         }

@@ -921,7 +1056,7 @@ namespace mbts.spark {
            } 
            // regardless of if we've arrived here via a new Last (and new direction arrow)
            // or we're reusing the old one, this format bit is the same
-            return $"{_direction_arrow} {_last_trade.size} ";
+            return $"{_direction_arrow} {_fmt_mkt_quantity(_last_trade.size)} ";
         }
      }

@@ -931,8 +1066,8 @@ namespace mbts.spark {
      void _refresh_prices() {
         var prev_price_list = _price_list;
         _price_list = (!(_settings.net_change == LadderSettings.NetChangeTerms.None)) ?
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec) :
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec, _settings.price_display_format);
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, _spec) :
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, _spec, _settings.price_display_format);
         _ordershost.update_settings(_price_list, _price_comparer, _settings.row_height, _settings.orders_column);
         if (prev_price_list != null) {
            // maintain previous visible price range if possible
@@ -960,8 +1095,8 @@ namespace mbts.spark {
            SparkUtils.lazy_warn(!double.IsNaN(_mkt_break_lines.origin) && _mkt_break_lines.origin >= low && _mkt_break_lines.origin <= high,
               () => fmt_log_msg($"market break ({_mkt_break_lines.origin}) is unacceptable for the market range ({low} - {high})"));
            int prev_row_count = _row_count;
-            int n_ticks_to_low = security.ContractSpec.tickdiff(_mkt_break_lines.origin, low) ?? 0;
-            int n_ticks_to_high = security.ContractSpec.tickdiff(high, _mkt_break_lines.origin) ?? 0;
+            int n_ticks_to_low = _spec.tickdiff(_mkt_break_lines.origin, low) ?? 0;
+            int n_ticks_to_high = _spec.tickdiff(high, _mkt_break_lines.origin) ?? 0;
            int desired_row_count = Math.Max(n_ticks_to_low, n_ticks_to_high) * 2 + 1;
            _row_count = Math.Min(_max_row_count, desired_row_count);
            if (_row_count != prev_row_count) {
@@ -977,7 +1112,7 @@ namespace mbts.spark {
            _last_price_range_calc_time = now;
            //
            string fmt_log_msg(string msg) =>
-               $"Ladder {security} (id:{security.Id}, low/high tick:{security.ContractSpec.LowTick}/{security.ContractSpec.HighTick}): {msg}.";
+               $"Ladder {security} (id:{security.Id}, low/high tick:{_spec.LowTick}/{_spec.HighTick}): {msg}.";
         }
         return prices_changed;
      }
@@ -1010,6 +1145,7 @@ namespace mbts.spark {
         _refresh_bid_mkt_break();
         _refresh_ask_mkt_break();
         _refresh_mid_mkt_break();
+         _refresh_fair_value_lines(true);
         _refresh_session_low_line();
         _refresh_session_high_line();
         _refresh_session_range();
@@ -1025,29 +1161,29 @@ namespace mbts.spark {
      double _get_bid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.low : security.ContractSpec.tickdown(best_ask) :
-            best_bid;
+         return LadderPriceLineViewAdapter.bid_line(best_bid, best_ask, _vm.settlement, _spec);
      }

+      double _normalize_price(double price) =>
+         TickUtils.normalize_price(_spec, price);
+
      double _get_ask_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_ask) ?
-            double.IsNaN(best_bid) ? security.ContractSpec.tickdown(_vm.high) : best_bid :
-            security.ContractSpec.tickdown(best_ask);
+         return LadderPriceLineViewAdapter.ask_line(best_bid, best_ask, _vm.settlement, _spec);
      }

      double _get_mid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? 0.5 * (_vm.low + _vm.high) : security.ContractSpec.tickdown(best_ask) :
-            double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(security.ContractSpec, best_bid, best_ask);
+         return LadderPriceLineViewAdapter.mid_line(best_bid, best_ask, _vm.settlement, _spec);
      }

-      double _get_session_low() => _vm.md.session_low;
-      double _get_session_high() => _vm.md.session_high;
+      double _get_session_low() => _normalize_price(_get_session_low_raw());
+      double _get_session_high() => _normalize_price(_get_session_high_raw());
+
+      double _get_session_low_raw() => _vm.md.session_low;
+      double _get_session_high_raw() => _vm.md.session_high;

      void _render_mkt_break(DrawingVisual vis, double price, uint color) =>
         LadderRender.render_mkt_break(vis, _row_for_price(price), _settings.row_height, color);
@@ -1056,6 +1192,9 @@ namespace mbts.spark {
         LadderRender.render_single_grid_line(vis, row, _settings.row_height, color, _price_column.x_left, _settings.price_column.width);
      #endregion

+      void _invalidate_spec() =>
+         _spec_backing = null;
+
      void _settings_updated(LadderSettings s) {
         bool init;
         double prev_row_height;
@@ -1069,6 +1208,7 @@ namespace mbts.spark {
         /// The viewmodel will always have the most up-to-date settings, so ignore <see cref="s"/> and just get it from <see cref="_vm"/>.
         /// This is a workaround for the global settings-defaults issue: when defaults are updated, some properties are inadvertantly overwritten, such as column-widths, etc.
         _settings = _vm.get_save_state();
+         _invalidate_spec();
         _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
         _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
         _price_vis_tup.glyph_context = glyph_context(s.price_column);
@@ -1079,14 +1219,30 @@ namespace mbts.spark {
         GlyphContext glyph_context(LadderColumnSettings cs) =>
            GlyphContext.create(cs.font_family, cs.font_weight);

-         _fmt_size = MDDisplayHelper.get_formatter_nps(_settings.size_display);
+         var mkt_qty_display_divisor = _vm?.display_quantity_divisor ?? 1;
+         _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(_settings.size_display, mkt_qty_display_divisor);
+         _fmt_mkt_quantity_impl = MDDisplayHelper.get_value_formatter(mkt_qty_display_divisor);
         _set_columns();
         _apply_column_visual_offset();
         if (prev_row_height != _settings.row_height)
            _reset_height();
         _price_dirty = _settings.price_column.show;
+         Disposable.dispose(ref _fair_value_lines_sub);
+         _mkt_break_lines.fair_value_line_views.Clear();
         // Clear and re-add the columns to the viewer to ensure offset/visibility is correct
         _visualHost.Clear();
+         if (LadderSettings.mimic_tt) {
+            // The session_range_vis sits beneath the grid backgrounds (on the
+            // z-axis) to avoid obfuscating the font color (dj wants it to be
+            // pure white).  Historically, it sat atop the price column, with a
+            // low opacity to slightly darken the range of prices inside of the
+            // session range (i.e., the price-band of the day's trades).  In
+            // conjuction with this change, the price column's background
+            // opacity is made slightly less than 1 (in the default settings),
+            // while the font color remains fully opaque, so this layer will
+            // darken the background without affecting the font color.
+            _visualHost.AddVisualChild(_session_range_vis);
+         }
         // Renders the grid lines and column backgrounds
         _visualHost.AddVisualChild(_gridvis);
         // Orders column
@@ -1111,12 +1267,23 @@ namespace mbts.spark {
               }
            }
         }
+         _refresh_frozen_mkt_lines();
         _visualHost.AddVisualChild(_mid_mkt_break_vis);
         _visualHost.AddVisualChild(_ask_mkt_break_vis);
         _visualHost.AddVisualChild(_bid_mkt_break_vis);
+         _fair_value_lines_sub = ui.utility.ObservableAutoWrapper.connect(
+            _vm.fair_value_lines,
+            _mkt_break_lines.fair_value_line_views,
+            vm => {
+               var with_vis = new FairValueLineWithVis(vm);
+               _visualHost.AddVisualChild(with_vis.vis);
+               return with_vis;
+            },
+            with_vis => _visualHost.RemoveVisualChild(with_vis.vis));
         _visualHost.AddVisualChild(_session_low_vis);
         _visualHost.AddVisualChild(_session_high_vis);
-         _visualHost.AddVisualChild(_session_range_vis);
+         if (!LadderSettings.mimic_tt)
+            _visualHost.AddVisualChild(_session_range_vis);
         _render_grid_background();
         _init_tactile_adorner();
         // this effectively sets the background of the "Last" column
@@ -1128,6 +1295,22 @@ namespace mbts.spark {
         }
         visible_columns_changed?.Invoke();
      }
+
+      // This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
+      string _fmt_mkt_depth_item(NativePriceSize value) {
+         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
+         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
+         var impl = _fmt_mkt_depth_item_impl;
+         return impl is null ? MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default())?.ToString() ?? "Error" : impl(value);
+      }
+
+      // This is designed to be a redundant null check for _fmt_mkt_quantity_impl.
+      string _fmt_mkt_quantity(uint value) {
+         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
+         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
+         var impl = _fmt_mkt_quantity_impl;
+         return impl is null ? value.ToString() : impl(value);
+      }
 
      void _init_tactile_adorner() {
         Disposable.dispose(ref _tactile_adorner);
@@ -1186,11 +1369,30 @@ namespace mbts.spark {
            !(x == y);
      }

+      class FairValueLineWithVis {
+         readonly FairValueLineVM _vm;
+         double _price_view = double.NaN;
+
+         public FairValueLineWithVis(FairValueLineVM vm) =>
+            _vm = vm ?? throw new ArgumentNullException(nameof(vm));
+
+         public DrawingVisual vis { get; } = new DrawingVisual();
+         public double price_view => _price_view;
+         public uint color => _vm.settings.color;
+         public bool is_dirty { get; private set; }
+
+         public void refresh(bool update_frozen) {
+            _vm.refresh(update_frozen);
+            is_dirty = ConvertUtils.update_value_type(ref _price_view, _vm.price_view);
+         }
+      }
+
      // This class represents interesting price points as they should be rendered on the LadderGridHost
      // Note: The values contained here do NOT necessarily represent true data, as they will be NaN/null if their respective visual is hidden in LadderSettings
      class MarketBreakLines {
         readonly LadderGridHost _owner;
-         double _bid, _ask, _mid, _origin, _session_low, _session_high;
+         double _bid = double.NaN, _ask = double.NaN, _mid = double.NaN, _origin, _session_low, _session_high;
+         double _frozen_bid = double.NaN, _frozen_ask = double.NaN, _frozen_mid = double.NaN, _frozen_origin = double.NaN;
         int? _low_index, _high_index;

         public MarketBreakLines(LadderGridHost owner) =>
@@ -1204,6 +1406,11 @@ namespace mbts.spark {
         public bool session_range_dirty => session_low_dirty || session_high_dirty;
         public bool origin_dirty { get; private set; }

+         public double frozen_bid => double.IsNaN(_frozen_bid) ? (_frozen_bid = _bid) : _frozen_bid;
+         public double frozen_ask => double.IsNaN(_frozen_ask) ? (_frozen_ask = _ask) : _frozen_ask;
+         public double frozen_mid => double.IsNaN(_frozen_mid) ? (_frozen_mid = _mid) : _frozen_mid;
+         public double frozen_origin => double.IsNaN(_frozen_origin) ? (_frozen_origin = _origin) : _frozen_origin;
+
         public double bid => _bid;
         public double ask => _ask;
         public double mid => _mid;
@@ -1242,17 +1449,30 @@ namespace mbts.spark {
            }
         }

+         public ObservableCollection<FairValueLineWithVis> fair_value_line_views { get; } =
+            new ObservableCollection<FairValueLineWithVis>();
+
         int _get_session_range_size() =>
-            _owner.security.spec_or_default().tickdiff(_session_high, _session_low) ?? 0;
+            _owner._spec.tickdiff(_session_high, _session_low) ?? 0;

         LadderSettings _settings => _owner._settings;

+         public void refresh_frozen() {
+            _refresh(true);
+         }
+
         public void refresh() {
+            _refresh(false);
+         }
+         void _refresh(bool update_frozen) {
            bid_dirty = ConvertUtils.update_value_type(ref _bid, _settings.bid_break_line.show ? _owner._get_bid_market_break() : double.NaN);
            ask_dirty = ConvertUtils.update_value_type(ref _ask, _settings.ask_break_line.show ? _owner._get_ask_market_break() : double.NaN);
            mid_dirty = ConvertUtils.update_value_type(ref _mid, _settings.mid_break_line.show ? _owner._get_mid_market_break() : double.NaN);
            session_low_dirty = ConvertUtils.update_value_type(ref _session_low, (_settings.session_low_line.show || _settings.session_range_fill.show) ? _owner._get_session_low() : double.NaN);
            session_high_dirty = ConvertUtils.update_value_type(ref _session_high, (_settings.session_high_line.show || _settings.session_range_fill.show) ? _owner._get_session_high() : double.NaN);
+            foreach (var fvlv in fair_value_line_views) {
+               fvlv.refresh(update_frozen);
+            }
            if (session_low_dirty)
               _low_index = null;
            if (session_high_dirty)
@@ -1267,6 +1487,11 @@ namespace mbts.spark {
            if (double.IsNaN(new_origin))
               new_origin = _owner._get_bid_market_break();
            origin_dirty = ConvertUtils.update_value_type(ref _origin, new_origin);
+            if (update_frozen) {
+               _frozen_bid = _bid;
+               _frozen_ask = _ask;
+               _frozen_mid = _mid;
+            }
         }
      }
   }
@@ -130,6 +130,8 @@ namespace mbts.spark {
            if (e.ChangedButton == MouseButton.Middle) {
               // create the new popup window in here
               var obvm = order.create_orderbook_vm();
+               if (obvm is null)
+                  return;
               await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
               var view = new MiniOrderBookView(obvm);
               var popup = new System.Windows.Controls.Primitives.Popup {
@@ -0,0 +1,60 @@
+using bts.api;
+
+namespace mbts.spark {
+   class LadderPriceLineViewAdapter {
+      public static double bid_line(
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         return TickUtils.normalize_price(spec, impl());
+         double impl() {
+            if (!double.IsNaN(bid)) {
+               return bid;
+            }
+            if (!double.IsNaN(ask)) {
+               return _try_tick_down(spec, ask);
+            }
+            return settlement;
+         }
+      }
+
+      public static double ask_line(
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         return TickUtils.normalize_price(spec, impl());
+         double impl() {
+            if (!double.IsNaN(ask)) {
+               return _try_tick_down(spec, ask);
+            }
+            if (!double.IsNaN(bid)) {
+               return bid;
+            }
+            return settlement;
+         }
+      }
+
+      public static double mid_line(
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         return TickUtils.normalize_price(spec, impl());
+         double impl() {
+            if (double.IsNaN(bid)) {
+               if (double.IsNaN(ask)) {
+                  return settlement;
+               }
+               return _try_tick_down(spec, ask);
+            }
+            if (double.IsNaN(ask)) {
+               return bid;
+            }
+            if (spec.HasValue) {
+               return TickUtils.mid_tick(spec.Value, bid, ask);
+            }
+            return bid;
+         }
+      }
+
+      static double _try_tick_down(ContractSpecificationImmutable? spec, double value) {
+         if (spec.HasValue) {
+            return spec.Value.tickdown(value);
+         }
+         return value;
+      }
+   }
+}
@@ -12,20 +12,24 @@ using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Media;
+using bts.utils;

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

@@ -39,9 +43,12 @@ namespace mbts.spark {
   static class LadderRender {
      // Note: the orders-column has a separate "row_padding" value: Badge.DefaultMargin
      // (see how it is incorporated in measure_row_height() below)
-      public static readonly Thickness row_padding = new Thickness(6);
+      public static Thickness row_padding => LadderSettings.mimic_tt ?
+         new Thickness(4, 2, 4, 2) : new Thickness(6);
+
      const string tick_separator_period = ".";
      const string tick_separator_dash = "-";
+      const int GRID_LINE_HEIGHT = 1;

      // IMPORTANT: this method ONLY WORKS if Badges use the BadgeRender.margin/border_thickness/padding values.
      // TODO: elminate the dependency on BadgeRender.margin/border_thickness/padding by integrating them into settings.
@@ -54,11 +61,20 @@ namespace mbts.spark {
      public static int index_of(double[] prices, double price, IComparer<double> comparer) =>
         Array.BinarySearch(prices, price, comparer);

-      public static GlyphRun format_text(string text, int row, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default) =>
+      public static GlyphRun format_text(
+         string text,
+         int row,
+         double row_height,
+         LadderColumnSettings settings,
+         GlyphContext glyph_context,
+         LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default) =>
         glyph_context.get_glyph_run(
            // long term there is probably a better way to get rid of the separator, such as in the TickExtensions._format_tick
-            price_display_format == LadderSettings.PriceDisplayFormat.Integer ? text.Replace(tick_separator_period, string.Empty).Replace(tick_separator_dash, string.Empty) : text, 
-            settings.font_size, settings.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, row * row_height, true);
+            price_display_format == LadderSettings.PriceDisplayFormat.Integer ?
+               text.Replace(tick_separator_period, string.Empty).Replace(tick_separator_dash, string.Empty) :
+               text, 
+            settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
+            -4, VerticalAlignment.Center, row * row_height, true);

      public static double[] gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
         // require odd number
@@ -81,7 +97,7 @@ namespace mbts.spark {
      public static GlyphRun[] format_prices(double[] prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
         var result = new GlyphRun[prices.Length];
         Parallel.For(0, prices.Length, i =>
-            result[i] = format_text(spec.format(prices[i], reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
+            result[i] = format_text(spec.format(prices[i] - reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
         return result;
      }
      public static GlyphRun[] format_prices(double[] prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
@@ -145,14 +161,13 @@ namespace mbts.spark {
         using (var dc = dv.RenderOpen()) {
            // draw column backgrounds
            foreach (var col in columns) {
-               var background = col.settings.background.rgb_brush();
-               background.Freeze();
+               var background = col.settings.background.argb_brush();
               dc.DrawRectangle(background, null, new Rect(col.x_left, 0, col.settings.width, rowcount * row_height));
            }
            // draw grid lines
            for (int row = 1; row < rowcount; ++row) {
               double y = row * row_height;
-               dc.DrawRectangle(brush, null, new Rect(0, y, 500, 1));
+               dc.DrawRectangle(brush, null, new Rect(0, y, 500, GRID_LINE_HEIGHT));
            }
         }
      }
@@ -166,9 +181,18 @@ namespace mbts.spark {
         double row_height,
         ContractSpecificationImmutable spec,
         LadderColumnSettings settings,
-         Func<NativePriceSize, string> fmt
-         ) {
+         Func<NativePriceSize, string> fmt,
+         bool lighten_market_cells,
+         Color? market_cell_background) {
         //var background = new SolidColorBrush(settings.background.rgb_color());
+         Brush market_cell_background_brush;
+         if (market_cell_background.HasValue) {
+            market_cell_background_brush = new SolidColorBrush(market_cell_background.Value);
+         } else if (lighten_market_cells) {
+            market_cell_background_brush = settings.background.rgb_color().blend_with(Colors.White).to_brush();
+         } else {
+            market_cell_background_brush = null;
+         }
         using (var dc = dv.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, prices.Length * row_height));
@@ -177,15 +201,32 @@ namespace mbts.spark {
            var foreground = settings.foreground.rgb_brush();
            int curr_index = origin_index;
            double curr_price = prices[curr_index];
-            for (int i = 0; i < rungs.Length; i++) {
-               if (rungs[i].is_nan) break;
-               double price = rungs[i].price;
+            NativePriceSize curr_size = NativePriceSize.NO_MARKET;
+            var row_tick_groups = rungs
+               .TakeWhile(nps => !nps.is_nan)
+               .AggregateConsecutiveGroups(() => NativePriceSize.NO_MARKET,
+                  (aggr, rung) => rung.with(
+                     direct_size: aggr.direct_size + rung.direct_size,
+                     implied_size: aggr.implied_size + rung.implied_size),
+                  rung => {
+                     //spec.round_to_tick(rung.price);
+                     var ticks = spec.full_ticks_from_zero(rung.price);
+                     return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
+                  });
+            foreach (var rung in row_tick_groups) {
+               //double price = spec.round_to_tick(rung.price);
+               var ticks = spec.full_ticks_from_zero(rung.price);
+               var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
               // prices are in descending order, so get diff from curr_price - price
               int tick_diff = spec.tickdiff_unchecked(curr_price, price);
               curr_index += tick_diff;
               curr_price = price;
               if (curr_index >= 0 && curr_index < prices.Length) {
-                  var gr = format_text(fmt(rungs[i]), curr_index, row_height, settings, glyph_context);
+                  if (market_cell_background_brush != null)
+                     dc.DrawRectangle(market_cell_background_brush, null,
+                        new Rect(0, curr_index * row_height + GRID_LINE_HEIGHT,
+                           settings.width, row_height - GRID_LINE_HEIGHT));
+                  var gr = format_text(fmt(rung), curr_index, row_height, settings, glyph_context);
                  dc.DrawGlyphRun(foreground, gr);
               } else break;
            }
@@ -193,16 +234,17 @@ namespace mbts.spark {
      }

      public static void render_volumes(
-        DrawingVisual dv,
-        GlyphContext glyph_context,
-        double[] prices,
-        IEnumerable<VolumeAtPriceLevelImmutable> data,
-        double row_height,
-        ContractSpecificationImmutable spec,
-        VolumeColumnSettings settings,
-        int last_index,
-        string last_size_and_direction
-        ) {
+         DrawingVisual dv,
+         GlyphContext glyph_context,
+         double[] prices,
+         IEnumerable<VolumeAtPriceLevelImmutable> data,
+         double row_height,
+         ContractSpecificationImmutable spec,
+         VolumeColumnSettings settings,
+         int last_index,
+         string last_size_and_direction,
+         Func<uint, string> fmt_value) {
+         //
         if (!data.Any()) {
            _clear_visual(dv);
            return;
@@ -224,6 +266,8 @@ namespace mbts.spark {
            _clear_visual(dv);
            return;
         }
+         if (fmt_value is null)
+            fmt_value = FormattingDelegates.default_string<uint>();
         // inflate the max so that the graph never fills the available space
         double max = data.Max(v => v.Volume) * 1.1;
         _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
@@ -255,11 +299,11 @@ namespace mbts.spark {
               }
               x_bar += width;
               if (show_numbers)
-                  numbers_text.Add(v.ToString());
+                  numbers_text.Add(fmt_value(v));
            }

            if (settings.total.show_numbers) {
-               numbers_text.Add(vap.Volume.ToString());
+               numbers_text.Add(fmt_value(vap.Volume));
            }
            if (settings.show_ltq && last_trade_here) {
               numbers_text.Clear();
@@ -309,19 +353,33 @@ namespace mbts.spark {
         }
      }

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

      // this is basically a copy of redner_sizes up above
-      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
+      internal static void render_piqs(
+         DrawingVisual dv,
+         GlyphContext glyph_context,
+         int origin_index,
+         double[] prices,
+         IEnumerable<(double price, uint piq)> pvp,
+         double row_height,
+         ContractSpecificationImmutable spec,
+         LadderColumnSettings settings,
+         Func<uint, string> fmt_value) {
+         //
         using (var dc = dv.RenderOpen()) {
            using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
                  return;
+               if (fmt_value is null)
+                  fmt_value = FormattingDelegates.default_string<uint>();
               var foreground = settings.foreground.rgb_brush();
               int curr_index = origin_index;
               double curr_price = prices[curr_index];
@@ -332,7 +390,7 @@ namespace mbts.spark {
                  curr_index += tick_diff;
                  curr_price = price;
                  if (curr_index >= 0 && curr_index < prices.Length) {
-                     var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
+                     var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);
                     dc.DrawGlyphRun(foreground, gr);
                  } else break;
               }
@@ -353,7 +411,7 @@ namespace mbts.spark {
      public static void render_session_range(DrawingVisual dv, uint color, LadderColumnSettings settings, int low_index, int high_index, double[] prices, double row_height) {
         using (var dc = dv.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, prices.Length))
-            dc.DrawRectangle(new SolidColorBrush(color.rgb_color()) { Opacity = 0.2 }, null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
+            dc.DrawRectangle(new SolidColorBrush(color.argb_color()), null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
      }

      static GlyphRun[] _format_empty_prices(int row_count, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) {
@@ -371,4 +429,4 @@ namespace mbts.spark {
         using (dv.RenderOpen()) { }
      }
   }
-}
+}
@@ -50,6 +50,18 @@
      <cv:KeyValue Key="{u:Int 0}" Value="{u:Visibility Collapsed}"/>
    </cv:ValueMap>
    <c:BadgeTextLinesConverter x:Key="BadgeTextLinesConverter"/>
+    <cv:ValueMap x:Key="RefreshModeToBooleanConverter">
+      <cv:KeyValue Key="{x:Static Manual, MemberType={u:Nested sp:LadderMarketBreakLine.RefreshMode}}">
+        <cv:KeyValue.Value>
+          <sys:Boolean>false</sys:Boolean>
+        </cv:KeyValue.Value>
+      </cv:KeyValue>
+      <cv:KeyValue Key="{x:Static Auto, MemberType={u:Nested sp:LadderMarketBreakLine.RefreshMode}}">
+        <cv:KeyValue.Value>
+          <sys:Boolean>true</sys:Boolean>
+        </cv:KeyValue.Value>
+      </cv:KeyValue>
+    </cv:ValueMap>

    <Style x:Key="ColumnBackground" TargetType="Rectangle">
      <Setter Property="Grid.RowSpan" Value="3"/>
@@ -161,6 +173,191 @@
      </Setter>
    </Style>

+    <Style x:Key="LeftPanelPriceFontColorPopup" TargetType="c:PopupControl">
+      <Setter Property="Width" Value="60"/>
+      <Setter Property="Margin" Value="4,2"/>
+      <Setter Property="HorizontalAlignment" Value="Left"/>
+    </Style>
+    
+    <Style x:Key="LeftPanelPricePopupLabel" TargetType="TextBlock">
+      <Setter Property="HorizontalAlignment" Value="Left"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Margin" Value="2,0"/>
+    </Style>
+
+    <Style x:Key="LeftPanelPricePopup" TargetType="c:PopupControl">
+      <Setter Property="Background" Value="{StaticResource ComboBox.Static.Background}"/>
+      <Setter Property="HorizontalAlignment" Value="Stretch"/>
+      <Setter Property="Padding" Value="6,2"/>
+      <Setter Property="PopupContainerStyle">
+        <Setter.Value>
+          <Style TargetType="Border" BasedOn="{StaticResource PopupContainerStyleBase}">
+            <Setter Property="Padding" Value="4"/>
+          </Style>
+        </Setter.Value>
+      </Setter>
+      <Setter Property="MinHeight" Value="24"/>
+      <Setter Property="Header" Value="..."/>
+      <Setter Property="Content" Value="{Binding}"/>
+      <Setter Property="ShowExpanderArrow" Value="False"/>
+      <Setter Property="ContentTemplate">
+        <Setter.Value>
+          <DataTemplate>
+            <Grid>
+              <Grid.RowDefinitions>
+                <RowDefinition Height="*"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="*"/>
+              </Grid.ColumnDefinitions>
+              <c:FontPicker
+                Grid.ColumnSpan="2"
+                SelectedFontFamily="{Binding font_family}"
+                SelectedFontSize="{Binding font_size}"
+                SelectedFontWeight="{Binding font_weight}"
+              />
+              <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}" Margin="4,0">Font Color</TextBlock>
+              <c:ColorPickerPopup
+                Grid.Row="2"
+                Grid.Column="1"
+                Palettes="{Binding font_color_palettes}"
+                SelectedColor="{Binding font_color}"
+                Style="{StaticResource LeftPanelPriceFontColorPopup}"
+              />
+              <TextBlock Grid.Row="4" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
+              <c:ColorPickerPopup
+                Grid.Row="4"
+                Grid.Column="1"
+                Palettes="{Binding background_color_palettes}"
+                SelectedColor="{Binding background_color}"
+                Style="{StaticResource LeftPanelPriceFontColorPopup}"
+              />
+              <CheckBox Grid.Row="6" IsChecked="{Binding show_label}">Show Label</CheckBox>
+            </Grid>
+          </DataTemplate>
+        </Setter.Value>
+      </Setter>
+    </Style>
+
+    <Style x:Key="LeftPanelRelativePricePopup" TargetType="c:PopupControl" BasedOn="{StaticResource LeftPanelPricePopup}">
+      <Setter Property="ContentTemplate">
+        <Setter.Value>
+          <DataTemplate>
+            <Grid Grid.IsSharedSizeScope="True">
+              <Grid.RowDefinitions>
+                <RowDefinition Height="*"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
+              <c:FontPicker
+                SelectedFontFamily="{Binding font_family}"
+                SelectedFontSize="{Binding font_size}"
+                SelectedFontWeight="{Binding font_weight}"
+              />
+              <GroupBox Grid.Row="2" Header="Negative">
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto" SharedSizeGroup="Label"/>
+                    <ColumnDefinition Width="*"/>
+                  </Grid.ColumnDefinitions>
+                  <Grid.RowDefinitions>
+                    <RowDefinition Height="Auto"/>
+                    <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                    <RowDefinition Height="Auto"/>
+                  </Grid.RowDefinitions>
+                  <TextBlock Style="{StaticResource LeftPanelPricePopupLabel}">Font Color</TextBlock>
+                  <c:ColorPickerPopup
+                    Grid.Column="1"
+                    Palettes="{Binding negative_font_color_palettes}"
+                    SelectedColor="{Binding negative_font_color}"
+                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
+                  />
+                  <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
+                  <c:ColorPickerPopup
+                    Grid.Row="2"
+                    Grid.Column="1"
+                    Palettes="{Binding negative_background_color_palettes}"
+                    SelectedColor="{Binding negative_background_color}"
+                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
+                  />
+                </Grid>
+              </GroupBox>
+              <GroupBox Grid.Row="4" Header="Zero">
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto" SharedSizeGroup="Label"/>
+                    <ColumnDefinition Width="*"/>
+                  </Grid.ColumnDefinitions>
+                  <Grid.RowDefinitions>
+                    <RowDefinition Height="Auto"/>
+                    <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                    <RowDefinition Height="Auto"/>
+                  </Grid.RowDefinitions>
+                  <TextBlock Style="{StaticResource LeftPanelPricePopupLabel}">Font Color</TextBlock>
+                  <c:ColorPickerPopup
+                    Grid.Column="1"
+                    Palettes="{Binding font_color_palettes}"
+                    SelectedColor="{Binding font_color}"
+                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
+                  />
+                  <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
+                  <c:ColorPickerPopup
+                    Grid.Row="2"
+                    Grid.Column="1"
+                    Palettes="{Binding background_color_palettes}"
+                    SelectedColor="{Binding background_color}"
+                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
+                  />
+                </Grid>
+              </GroupBox>
+              <GroupBox Grid.Row="6" Header="Positive">
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto" SharedSizeGroup="Label"/>
+                    <ColumnDefinition Width="*"/>
+                  </Grid.ColumnDefinitions>
+                  <Grid.RowDefinitions>
+                    <RowDefinition Height="Auto"/>
+                    <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+                    <RowDefinition Height="Auto"/>
+                  </Grid.RowDefinitions>
+                  <TextBlock Style="{StaticResource LeftPanelPricePopupLabel}">Font Color</TextBlock>
+                  <c:ColorPickerPopup
+                    Grid.Column="1"
+                    Palettes="{Binding positive_font_color_palettes}"
+                    SelectedColor="{Binding positive_font_color}"
+                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
+                  />
+                  <TextBlock Grid.Row="2" Style="{StaticResource LeftPanelPricePopupLabel}">Background Color</TextBlock>
+                  <c:ColorPickerPopup
+                    Grid.Row="2"
+                    Grid.Column="1"
+                    Palettes="{Binding positive_background_color_palettes}"
+                    SelectedColor="{Binding positive_background_color}"
+                    Style="{StaticResource LeftPanelPriceFontColorPopup}"
+                  />
+                </Grid>
+              </GroupBox>
+              <CheckBox Grid.Row="8" IsChecked="{Binding show_label}">Show Label</CheckBox>
+            </Grid>
+          </DataTemplate>
+        </Setter.Value>
+      </Setter>
+    </Style>
+
    <Style x:Key="LadderColumnSample" TargetType="Border">
      <Setter Property="Grid.Column" Value="6"/>
      <Setter Property="Background" Value="{Binding background, Converter={StaticResource ColorToBrushConverter}}"/>
@@ -455,6 +652,68 @@
        </DataTemplate>
      </u:TemplateSelectorKeyValue>
    </u:KeyedTemplateSelector>
+
+    <u:KeyedTemplateSelector x:Key="OrderEntryPanelItemTemplateSelector">
+      <u:TemplateSelectorKeyValue Key="{x:Static usp:LadderSettingsPanelTemplateKeys.VisibilityItem}">
+        <DataTemplate>
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition Width="Auto" SharedSizeGroup="A"/>
+              <ColumnDefinition Width="*" SharedSizeGroup="B"/>
+            </Grid.ColumnDefinitions>
+              <Border Margin="0,5,5,0">
+                <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
+                  <CheckBox.Resources>
+                    <Style TargetType="{x:Type Path}">
+                      <Setter Property="FlowDirection" Value="LeftToRight" />
+                    </Style>
+                  </CheckBox.Resources>
+                </CheckBox>
+              </Border>
+          </Grid>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static usp:LadderSettingsPanelTemplateKeys.PricePoint}">
+        <DataTemplate>
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition Width="Auto" SharedSizeGroup="A"/>
+              <ColumnDefinition Width="*" SharedSizeGroup="B"/>
+            </Grid.ColumnDefinitions>
+            <Border Margin="0,5,5,0">
+              <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
+                <CheckBox.Resources>
+                  <Style TargetType="{x:Type Path}">
+                    <Setter Property="FlowDirection" Value="LeftToRight" />
+                  </Style>
+                </CheckBox.Resources>
+              </CheckBox>
+            </Border>
+            <c:PopupControl Grid.Column="1" Margin="4,2" Style="{StaticResource LeftPanelPricePopup}"/>
+          </Grid>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static usp:LadderSettingsPanelTemplateKeys.RelativePricePoint}">
+        <DataTemplate>
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition Width="Auto" SharedSizeGroup="A"/>
+              <ColumnDefinition Width="*" SharedSizeGroup="B"/>
+            </Grid.ColumnDefinitions>
+            <Border Margin="0,5,5,0">
+              <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
+                <CheckBox.Resources>
+                  <Style TargetType="{x:Type Path}">
+                    <Setter Property="FlowDirection" Value="LeftToRight" />
+                  </Style>
+                </CheckBox.Resources>
+              </CheckBox>
+            </Border>
+            <c:PopupControl Grid.Column="1" Margin="4,2" Style="{StaticResource LeftPanelRelativePricePopup}"/>
+          </Grid>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
  </UserControl.Resources>
  <TabControl>
    <TabControl.ItemContainerStyle>
@@ -525,10 +784,12 @@
            <ColumnDefinition SharedSizeGroup="c2"/>
            <ColumnDefinition SharedSizeGroup="c3"/>
            <ColumnDefinition SharedSizeGroup="c4"/>
+            <ColumnDefinition SharedSizeGroup="c5"/>
          </Grid.ColumnDefinitions>
          <TextBlock Grid.Column="1" HorizontalAlignment="Center" Margin="6,0" Text="Show" VerticalAlignment="Center"/>
-          <TextBlock Grid.Column="2" HorizontalAlignment="Center" Margin="6,0" Text="Color" VerticalAlignment="Center"/>
-          <TextBlock Grid.Column="3" Grid.ColumnSpan="2" HorizontalAlignment="Center" Margin="6,0" Text="Sample" VerticalAlignment="Center"/>
+          <TextBlock Grid.Column="2" HorizontalAlignment="Center" Margin="6,0" Text="Auto Refresh" VerticalAlignment="Center"/>
+          <TextBlock Grid.Column="3" HorizontalAlignment="Center" Margin="6,0" Text="Color" VerticalAlignment="Center"/>
+          <TextBlock Grid.Column="4" Grid.ColumnSpan="2" HorizontalAlignment="Center" Margin="6,0" Text="Sample" VerticalAlignment="Center"/>
        </Grid>
        <ItemsControl Grid.Row="1" ItemsSource="{Binding mkt_break_items}" Margin="8,0">
          <ItemsControl.ItemTemplate>
@@ -540,20 +801,28 @@
                  <ColumnDefinition SharedSizeGroup="c2"/>
                  <ColumnDefinition SharedSizeGroup="c3"/>
                  <ColumnDefinition SharedSizeGroup="c4"/>
+                  <ColumnDefinition SharedSizeGroup="c5"/>
                </Grid.ColumnDefinitions>
                <Border Grid.Column="0" Background="{u:BTSColor header}" Padding="6,3">
                  <TextBlock VerticalAlignment="Center" Text="{Binding name}" Foreground="{u:BTSColor header_text}"/>
                </Border>
                <CheckBox Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" IsChecked="{Binding show}"/>
-                <c:ColorPickerPopup
+                <CheckBox
                  Grid.Column="2"
+                  HorizontalAlignment="Center"
+                  VerticalAlignment="Center"
+                  IsChecked="{Binding refresh_mode, Converter={StaticResource RefreshModeToBooleanConverter}, Mode=TwoWay}"
+                  IsEnabled="{Binding can_edit_refresh_mode}"
+                />
+                <c:ColorPickerPopup
+                  Grid.Column="3"
                  BorderBrush="Transparent"
                  BorderThickness="0"
                  PopupPlacement="Left"
                  Palettes="{Binding palettes}"
                  SelectedColor="{Binding color}"
                />
-                <Grid Grid.Column="3" Grid.ColumnSpan="2" Height="27">
+                <Grid Grid.Column="4" Grid.ColumnSpan="2" Height="27">
                  <Grid.ColumnDefinitions>
                    <ColumnDefinition/>
                    <ColumnDefinition/>
@@ -623,13 +892,16 @@
                    </Rectangle.Fill>
                  </Rectangle>
                </Grid>
-                <Rectangle Grid.Column="1" Grid.ColumnSpan="5" Fill="DimGray" Height="1" HorizontalAlignment="Stretch" VerticalAlignment="Bottom"/>
+                <Rectangle Grid.Column="1" Grid.ColumnSpan="6" Fill="DimGray" Height="1" HorizontalAlignment="Stretch" VerticalAlignment="Bottom"/>
              </Grid>
            </DataTemplate>
          </ItemsControl.ItemTemplate>
        </ItemsControl>
      </Grid>
    </TabItem>
+    <TabItem Header="Fair Value Lines" VerticalAlignment="Stretch">
+      <usp:FairValueLineSettingsView HorizontalAlignment="Left" MaxHeight="300" DataContext="{Binding fair_value_line_settings_vm}"/>
+    </TabItem>
    <!-- Market Price & Size Tab -->
    <TabItem Header="Market Price and Size Display">
      <Grid Margin="6" Grid.IsSharedSizeScope="True">
@@ -656,7 +928,7 @@
              ItemsSource="{Binding format_options}"
              SelectedItem="{Binding selected_format}"
            />
-            <StackPanel Grid.Row="1" Grid.ColumnSpan="2" Orientation="Horizontal">
+            <StackPanel Grid.Row="1" Grid.ColumnSpan="2" Orientation="Horizontal" VerticalAlignment="Top">
              <TextBlock
                Margin="{StaticResource MarginIndentChild}"
                Text="when implied is > 0"
@@ -670,6 +942,7 @@
                IsEnabled="{Binding can_choose_alternate_implied_format}"
                ItemsSource="{Binding alternate_implied_format_options}"
                SelectedItem="{Binding selected_alternate_implied_format}"
+                VerticalAlignment="Top"
              />
            </StackPanel>
            <Border Grid.Column="2" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="12,4,0,0" Background="Transparent" BorderBrush="DimGray" BorderThickness="1" ToolTip="Sample Output">
@@ -728,7 +1001,38 @@
          Visibility="{Binding is_synthetic, Converter={StaticResource NetChangeGroupBoxIsVisibleVisibilityConverter}}"
          Padding="4"
        >
-          <c:RadioButtonsControl ItemsSource="{Binding price_format_options}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding price_format}"/>
+          <Grid>
+            <Grid.ColumnDefinitions>
+              <ColumnDefinition Width="Auto"/>
+              <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush2}}"/>
+              <ColumnDefinition Width="*"/>
+            </Grid.ColumnDefinitions>
+            <Grid.RowDefinitions>
+              <RowDefinition Height="Auto"/>
+              <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
+              <RowDefinition Height="*"/>
+            </Grid.RowDefinitions>
+            <TextBlock>Ticks Per Row</TextBlock>
+            <Grid Grid.Column="2">
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="*"/>
+                <ColumnDefinition Width="Auto"/>
+              </Grid.ColumnDefinitions>
+              <c:TickUpDownUInt
+                Maximum="100"
+                TickUpCommand="{Binding DataContext.tick_up_ticks_per_row_cmd, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}}"
+                TickDownCommand="{Binding DataContext.tick_down_ticks_per_row_cmd, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}}"
+                Value="{Binding DataContext.ticks_per_row, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}}"
+              />
+              <TextBlock
+                Grid.Column="1"
+                Margin="2,0,0,0"
+                Text="{Binding DataContext.rounded_ticks_per_row, RelativeSource={RelativeSource AncestorType=usp:LadderSettingsView}, StringFormat='({0})'}"
+                ToolTip="The ticks per row parameter may need to be adjusted to fit evenly into dollars."
+              />
+            </Grid>
+            <c:RadioButtonsControl Grid.Row="2" Grid.ColumnSpan="3" ItemsSource="{Binding price_format_options}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding price_format}"/>
+          </Grid>
        </GroupBox>
        <GroupBox
          Grid.Row="1"
@@ -909,27 +1213,23 @@
            <TextBlock VerticalAlignment="Center">Left Panel Width</TextBlock>
            <Grid Grid.Column="2">
              <Grid.ColumnDefinitions>
-                <ColumnDefinition Width="Auto"/>
-                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
                <ColumnDefinition Width="*"/>
                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-                <ColumnDefinition Width="{Binding Source={StaticResource SliderValueTextWidth}}"/>
+                <ColumnDefinition Width="Auto"/>
              </Grid.ColumnDefinitions>
-              <Slider Grid.Column="2" Minimum="{x:Static sp:LadderView.MinLeftPanelWidth}" Maximum="{x:Static sp:LadderView.MaxLeftPanelWidth}" Value="{Binding order_entry_panel_width}"/>
-              <TextBlock Grid.Column="4" VerticalAlignment="Center" Text="{Binding order_entry_panel_width, StringFormat='0.00'}"/>
+              <Slider Grid.Column="0" Minimum="{x:Static sp:LadderView.MinLeftPanelWidth}" Maximum="{x:Static sp:LadderView.MaxLeftPanelWidth}" Value="{Binding order_entry_panel_width}"/>
+              <TextBlock Grid.Column="2" VerticalAlignment="Center" Text="{Binding order_entry_panel_width, StringFormat='0.00'}"/>
            </Grid>
            <!--Zoom Factor-->
            <TextBlock Grid.Row="2" VerticalAlignment="Center">Zoom Factor</TextBlock>
            <Grid Grid.Row="2" Grid.Column="2">
              <Grid.ColumnDefinitions>
-                <ColumnDefinition Width="Auto"/>
-                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
                <ColumnDefinition Width="*"/>
                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-                <ColumnDefinition Width="{Binding Source={StaticResource SliderValueTextWidth}}"/>
+                <ColumnDefinition Width="Auto"/>
              </Grid.ColumnDefinitions>
-              <Slider Grid.Column="2" Minimum="{x:Static sp:LadderView.MinZoomFactor}" Maximum="{x:Static sp:LadderView.MaxZoomFactor}" Value="{Binding zoom_factor}"/>
-              <TextBlock Grid.Column="4" VerticalAlignment="Center" Text="{Binding zoom_factor, StringFormat='0.00'}"/>
+              <Slider Grid.Column="0" Minimum="{x:Static sp:LadderView.MinZoomFactor}" Maximum="{x:Static sp:LadderView.MaxZoomFactor}" Value="{Binding zoom_factor}"/>
+              <TextBlock Grid.Column="2" VerticalAlignment="Center" Text="{Binding zoom_factor, StringFormat='0.00'}"/>
            </Grid>
            <!--
            - Note the 'Delays' in the 'SelectedItem' bindings; this is a workaround for a wpf quirk when the DataContext switches (i.e., when the selected Profile changes in the ShellSettingsDialog).
@@ -944,7 +1244,7 @@
            <ComboBox Grid.Row="6" Grid.Column="2" ItemsSource="{Binding time_in_force_options}" SelectedItem="{Binding default_time_in_force, Delay=1}"/>
            <!--Algo-->
            <TextBlock Grid.Row="8" Grid.Column="0" VerticalAlignment="Center">Algo</TextBlock>
-            <ComboBox Grid.Row="8" Grid.Column="6" ItemsSource="{Binding Source={StaticResource AlgoDefinitionsViewSource}}" SelectedItem="{Binding default_algo, Delay=1}">
+            <ComboBox Grid.Row="8" Grid.Column="2" ItemsSource="{Binding Source={StaticResource AlgoDefinitionsViewSource}}" SelectedItem="{Binding default_algo, Delay=1}">
              <ComboBox.GroupStyle>
                <GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
              </ComboBox.GroupStyle>
@@ -966,30 +1266,16 @@
          </Grid>
        </GroupBox>
        <GroupBox Grid.Column="2" Header="Show/Hide" Padding="8,4">
-          <ItemsControl Grid.IsSharedSizeScope="True" ItemsSource="{Binding order_entry_panel_items}">
+          <ItemsControl
+            Grid.IsSharedSizeScope="True"
+            ItemsSource="{Binding order_entry_panel_items}"
+            ItemTemplateSelector="{StaticResource OrderEntryPanelItemTemplateSelector}"
+          >
            <ItemsControl.ItemsPanel>
              <ItemsPanelTemplate>
                <UniformGrid Columns="2" Focusable="False"/>
              </ItemsPanelTemplate>
            </ItemsControl.ItemsPanel>
-            <ItemsControl.ItemTemplate>
-              <DataTemplate>
-                <Grid>
-                  <Grid.ColumnDefinitions>
-                    <ColumnDefinition Width="Auto" SharedSizeGroup="A" />
-                  </Grid.ColumnDefinitions>
-                  <Border Margin="0,5,5,0">
-                    <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
-                      <CheckBox.Resources>
-                        <Style TargetType="{x:Type Path}">
-                          <Setter Property="FlowDirection" Value="LeftToRight" />
-                        </Style>
-                      </CheckBox.Resources>
-                    </CheckBox>
-                  </Border>
-                </Grid>
-              </DataTemplate>
-            </ItemsControl.ItemTemplate>
          </ItemsControl>
        </GroupBox>
        <!--
@@ -1019,45 +1305,47 @@
      <Grid HorizontalAlignment="Left" Margin="6">
        <Grid.RowDefinitions>
          <RowDefinition Height="Auto"/>
+          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
          <RowDefinition Height="Auto" />
          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
-          <RowDefinition Height="Auto"/>
+          <RowDefinition Height="*"/>
        </Grid.RowDefinitions>
        <Grid.ColumnDefinitions>
          <ColumnDefinition Width="Auto"/>
-          <ColumnDefinition Width="Auto"/>
-          <ColumnDefinition Width="50"/>
          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
          <ColumnDefinition Width="*"/>
        </Grid.ColumnDefinitions>
        <!-- market cross -->
-        <CheckBox Name="warn" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding show_warn_on_cross}">
-          <CheckBox.Resources>
-            <Style TargetType="{x:Type Path}">
-              <Setter Property="FlowDirection" Value="LeftToRight"/>
-            </Style>
-          </CheckBox.Resources>
+        <CheckBox Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding show_warn_on_cross}">
+          <TextBlock
+            Style="{StaticResource EnableDisableFeatureText}"
+            IsEnabled="{Binding show_warn_on_cross}"
+            Text="Warn on Market Cross"
+          />
        </CheckBox>
-        <TextBlock Grid.Column="1"
-                   Style="{StaticResource EnableDisableFeatureText}"
-                   IsEnabled="{Binding ElementName=warn, Path=IsChecked}"
-                   Text="Warn on Market Cross" />
        <!-- max order qty -->
-        <CheckBox Name="enforce_max_clip" Grid.Row="1" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding enforce_max_clip}">
-          <CheckBox.Resources>
-            <Style TargetType="{x:Type Path}">
-              <Setter Property="FlowDirection" Value="LeftToRight"/>
-            </Style>
-          </CheckBox.Resources>
+        <CheckBox Grid.Row="2" Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_clip}">
+          <TextBlock
+            Style="{StaticResource EnableDisableFeatureText}"
+            IsEnabled="{Binding enforce_max_clip}"
+            Text="Max Order Quantity"
+          />
        </CheckBox>
-        <TextBlock Grid.Row="1" Grid.Column="1"
-                   Style="{StaticResource EnableDisableFeatureText}"
-                   IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
-                   MinWidth="{Binding ElementName=warn, Path=ActualWidth}"
-                   Text="Max Order Quantity"/>
-        <c:TickUpDownUInt Grid.Row="1" Grid.Column="2"
-                          IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
-                          Value="{Binding max_clip}" />
+        <c:TickUpDownUInt
+          Grid.Row="2"
+          Grid.Column="2"
+          IsEnabled="{Binding enforce_max_clip}"
+          Value="{Binding max_clip}"
+          Width="60"
+        />
+        <CheckBox Grid.Row="4" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_settlement_cross_ticks}">
+          <TextBlock
+            Style="{StaticResource EnableDisableFeatureText}"
+            IsEnabled="{Binding enforce_max_settlement_cross_ticks}"
+            Text="Max Ticks from Settlement"
+          />
+        </CheckBox>
+        <c:TickUpDownInt Grid.Row="4" Grid.Column="2" IsEnabled="{Binding enforce_max_settlement_cross_ticks}" Value="{Binding max_settlement_cross_ticks}"/>
      </Grid>
    </TabItem>
    <TabItem Header="Mini Order Book">
@@ -37,4 +37,10 @@ namespace mbts.ui.spark {
      public static uint GetVolumeComponentValue(DependencyObject d) => (uint)d.GetValue(VolumeComponentValueProperty);
      public static void SetVolumeComponentValue(DependencyObject d, uint value) => d.SetValue(VolumeComponentValueProperty, value);
   }
+
+   class LadderSettingsPanelTemplateKeys {
+      public static string VisibilityItem = nameof(VisibilityItem);
+      public static string PricePoint = nameof(PricePoint);
+      public static string RelativePricePoint = nameof(RelativePricePoint);
+   }
 }
@@ -126,9 +126,12 @@ namespace mbts.spark {
               return Cursors.Arrow;
            switch (column.column_type) {
               case ColumnType.Bid:
-               case ColumnType.Ask: return _can_send_orders ? Cursors.Hand : Cursors.No;
-               default: return Cursors.Arrow;
+               case ColumnType.Ask:
+                  if (!_can_send_orders)
+                     return Cursors.No;
+                  break;
            }
+            return Cursors.Arrow;
         }

         #region UI Event Handlers
@@ -37,7 +37,7 @@
      <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
      <converters:ResponsiveTextConverter x:Key="LowTextConverter" LongText="Low:" ShortText="L:" Threshold="99" />
      <converters:ResponsiveTextConverter x:Key="OpenTextConverter" LongText="Open:" ShortText="O:" Threshold="99" />
-      <converters:ResponsiveTextConverter x:Key="SettleTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="SettlementTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
      <converters:ResponsiveTextConverter x:Key="VolumeTextConverter" LongText="Volume:" ShortText="V:" Threshold="99" />
      <converters:DoubleSubtractionConverter x:Key="DoubleSubtractionConverter" Value="4" />
      <converters:DoubleSubtractionConverter x:Key="HeightDoubleSubtractionConverter" Value="6" />
@@ -141,7 +141,61 @@
        <Setter Property="Margin" Value="2,0,2,5"/>
        <Setter Property="Padding" Value="2"/>
      </Style>
+      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
+        <Setter Property="Grid.Row" Value="2" />
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
+          </Setter.Value>
+        </Setter>
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="Button">
+              <Border 
+                x:Name="Border"
+                BorderThickness="{TemplateBinding BorderThickness}"
+                BorderBrush="{mbts:BTSColor UI.Button.normal_border}"
+                Background="{mbts:BTSColor UI.Button.normal_background}"
+                Padding="{TemplateBinding Padding}"
+                SnapsToDevicePixels="True">
+                <ContentPresenter 
+                  HorizontalAlignment="Center"
+                  VerticalAlignment="Center"
+                  RecognizesAccessKey="True"
+                  Name="button_content" 
+                  />
+              </Border>
+              <ControlTemplate.Triggers>
+                <Trigger Property="IsMouseOver" Value="True">
+                  <Setter TargetName="Border" Property="Background" Value="{mbts:BTSColor UI.Button.mouseover_background}" />
+                  <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}" />
+                </Trigger>
+              </ControlTemplate.Triggers>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="TT_CancelAll" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+        <Setter Property="Grid.Row" Value="0"/>
+      </Style>
+      <Style x:Key="TT_CancelBuys" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+        <Setter Property="Grid.Row" Value="1" />
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel Buys</TextBlock>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="TT_CancelSells" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+        <Setter Property="Grid.Row" Value="2" />
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel Sells</TextBlock>
+          </Setter.Value>
+        </Setter>
+      </Style>
      <Style x:Key="CancelBuys" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
+        <Setter Property="Grid.Row" Value="0" />
        <Setter Property="Content">
          <Setter.Value>
            <TextBlock VerticalAlignment="Center" Foreground="{Binding bid_foreground}">Cancel Buys</TextBlock>
@@ -177,6 +231,7 @@
      </Style>
      <Style x:Key="CancelSells" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
        <Setter Property="Background" Value="{mbts:BTSColor MarketData.ask}" />
+        <Setter Property="Grid.Row" Value="1" />
        <Setter Property="Content">
          <Setter.Value>
            <TextBlock VerticalAlignment="Center" Foreground="{Binding ask_foreground}">Cancel Sells</TextBlock>
@@ -210,39 +265,6 @@
          </Setter.Value>
        </Setter>
      </Style>
-      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border 
-                x:Name="Border"
-                BorderThickness="{TemplateBinding BorderThickness}"
-                BorderBrush="{mbts:BTSColor UI.Button.normal_border}"
-                Background="{mbts:BTSColor UI.Button.normal_background}"
-                Padding="{TemplateBinding Padding}"
-                SnapsToDevicePixels="True">
-                <ContentPresenter 
-                  HorizontalAlignment="Center"
-                  VerticalAlignment="Center"
-                  RecognizesAccessKey="True"
-                  Name="button_content" 
-                  />
-              </Border>
-              <ControlTemplate.Triggers>
-                <Trigger Property="IsMouseOver" Value="True">
-                  <Setter TargetName="Border" Property="Background" Value="{mbts:BTSColor UI.Button.mouseover_background}" />
-                  <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}" />
-                </Trigger>
-              </ControlTemplate.Triggers>
-            </ControlTemplate>
-          </Setter.Value>
-        </Setter>
-      </Style>
      <Style x:Key="SettingsButton" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
        <Setter Property="Content">
          <Setter.Value>
@@ -277,6 +299,23 @@
          </Setter.Value>
        </Setter>
      </Style>
+
+      <!-- Left Panel Price Points -->
+      <Style x:Key="LeftPanelPricePointLabel" TargetType="TextBlock">
+        <Setter Property="Margin" Value="0,1,0,4"/>
+        <Setter Property="VerticalAlignment" Value="Top"/>
+      </Style>
+      <Style x:Key="LeftPanelPricePointBorder" TargetType="Border">
+        <Setter Property="Grid.Column" Value="2"/>
+        <Setter Property="HorizontalAlignment" Value="Stretch"/>
+        <Setter Property="Margin" Value="0,0,0,2"/>
+        <Setter Property="Padding" Value="1"/>
+      </Style>
+      <Style x:Key="LeftPanelPricePointText" TargetType="TextBlock">
+        <Setter Property="FontWeight" Value="Bold"/>
+        <Setter Property="Foreground" Value="{mbts:BTSColor UI.default_text}"/>
+      </Style>
+
      <sys:Double x:Key="MaxZoomFactor">1.5</sys:Double>
      <sys:Double x:Key="MinZoomFactor">0.5</sys:Double>
    </ResourceDictionary>
@@ -345,90 +384,188 @@
                <ColumnDefinition Width="6"/>
                <ColumnDefinition Width="Auto"/>
              </Grid.ColumnDefinitions>
-              <!-- Day -->
-              <TextBlock Grid.Column="0" Grid.Row="0"
-                     Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="0" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" 
-                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="change"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- High -->
-              <TextBlock Grid.Column="0" Grid.Row="1"
-                     Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="1" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="high"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Low -->
-              <TextBlock Grid.Column="0" Grid.Row="2"
-                     Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="low"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Open -->
-              <TextBlock Grid.Column="0" Grid.Row="3"
-                     Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="3" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="open"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Settle -->
-              <TextBlock Grid.Column="0" Grid.Row="4"
-                     Text="{Binding left_panel_width, Converter={StaticResource SettleTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="4" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="settlement"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
+              <!-- Day Change -->
+              <TextBlock
+                Grid.Row="0"
+                Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
+                Visibility="{Binding day_change_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="0"
+                Background="{Binding day_change_background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding day_change_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Day Change"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding day_change_style.font_family}"
+                  FontSize="{Binding day_change_style.font_size}"
+                  FontWeight="{Binding day_change_style.font_weight}"
+                  Foreground="{Binding day_change_font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="day_change"/>
+                      <Binding Path="security.ContractSpec"/>
+                      <Binding Path="day_change_display_settings"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
              <!-- Volume -->
-              <TextBlock Grid.Column="0" Grid.Row="5"
-                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="5" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock
+                Grid.Column="0"
+                Grid.Row="1"
+                Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
+                Visibility="{Binding volume_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="1"
+                Background="{Binding volume_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding volume_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Volume"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding volume_style.font_family}"
+                  FontSize="{Binding volume_style.font_size}"
+                  FontWeight="{Binding volume_style.font_weight}"
+                  Foreground="{Binding volume_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding>
+                      <MultiBinding.Converter>
+                        <converters:MultiValueConverterPipe>
+                          <x:Static MemberType="{x:Type converters:DynamicDoubleDivisorConverter}" Member="Instance"/>
+                          <x:Static MemberType="{x:Type converters:ValueConverters}" Member="SimpleString"/>
+                        </converters:MultiValueConverterPipe>
+                      </MultiBinding.Converter>
+                      <Binding Path="volume" Mode="OneWay"/>
+                      <Binding Path="display_quantity_divisor" Mode="OneTime"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- High -->
+              <TextBlock
+                Grid.Row="2"
+                Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
+                Visibility="{Binding session_high_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="2"
+                Background="{Binding session_high_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding session_high_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Session High"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding session_high_style.font_family}"
+                  FontSize="{Binding session_high_style.font_size}"
+                  FontWeight="{Binding session_high_style.font_weight}"
+                  Foreground="{Binding session_high_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="session_high"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Low -->
+              <TextBlock
+                Grid.Row="3"
+                Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
+                Visibility="{Binding session_low_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="3"
+                Background="{Binding session_low_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding session_low_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Session Low"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding session_low_style.font_family}"
+                  FontSize="{Binding session_low_style.font_size}"
+                  FontWeight="{Binding session_low_style.font_weight}"
+                  Foreground="{Binding session_low_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="session_low"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Open -->
+              <TextBlock
+                Grid.Row="4"
+                Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
+                Visibility="{Binding open_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="4"
+                Background="{Binding open_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding open_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Open"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding open_style.font_family}"
+                  FontSize="{Binding open_style.font_size}"
+                  FontWeight="{Binding open_style.font_weight}"
+                  Foreground="{Binding open_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="open"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Settlement -->
+              <TextBlock
+                Grid.Row="5"
+                Text="{Binding left_panel_width, Converter={StaticResource SettlementTextConverter}}"
+                Visibility="{Binding settlement_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="5"
+                Background="{Binding settlement_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding settlement_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Settlement"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding settlement_style.font_family}"
+                  FontSize="{Binding settlement_style.font_size}"
+                  FontWeight="{Binding settlement_style.font_weight}"
+                  Foreground="{Binding settlement_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="settlement"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
            </Grid>
            <!-- Account combobox -->
            <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
@@ -507,7 +644,7 @@
              mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
              HorizontalContentAlignment="Right"
              Margin="2"
-              Text="{Binding size_calculator.value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+              Text="{Binding size_calculator.display_value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
              ContextMenu="{x:Null}"
            />
            <!-- Qty quick buttons -->
@@ -522,7 +659,14 @@
              </ItemsControl.ItemsPanel>
              <ItemsControl.ItemTemplate>
                <DataTemplate>
-                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
+                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" Content="{Binding}" Focusable="False">
+                    <Button.CommandParameter>
+                      <MultiBinding Converter="{x:Static converters:DynamicDoubleMultiplierConverter.Instance}">
+                        <Binding/>
+                        <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=spark:LadderView}"/>
+                      </MultiBinding>
+                    </Button.CommandParameter>
+                  </Button>
                </DataTemplate>
              </ItemsControl.ItemTemplate>
            </ItemsControl>
@@ -547,15 +691,20 @@
                </ItemsPanelTemplate>
              </uag:AlgoTemplateFavoriteButtonsView.ItemsPanel>
            </uag:AlgoTemplateFavoriteButtonsView>
-            <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
+            <Grid Margin="0,17,0,0" VerticalAlignment="Top">
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
              <!-- Cancel Buttons -->
-              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
+              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource {x:Static spark:LadderView.CancelBuysButtonStyleKey}}"
                  Visibility="{Binding show_cancel_buys, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"
+              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource {x:Static spark:LadderView.CancelSellsButtonStyleKey}}"
                  Visibility="{Binding show_cancel_sells, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"
+              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource {x:Static spark:LadderView.CancelAllButtonStyleKey}}"
                  Visibility="{Binding show_cancel_all, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-            </StackPanel>
+            </Grid>
            <StackPanel Grid.Row="1" Margin="0,17,0,0" VerticalAlignment="Bottom">
              <!-- Settings Button -->
              <Button Command="{Binding settings_command}" Style="{StaticResource SettingsButton}"/>
@@ -22,6 +22,22 @@ namespace mbts.spark {
         MaxLeftPanelWidth = 150,
         MinZoomFactor = 0.5,
         MaxZoomFactor = 1.5;
+      
+      static LadderView() {
+         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
+         MimicTT = knobs.mimic_tt;
+      }
+
+      public static bool MimicTT { get; }
+
+      public static string CancelBuysButtonStyleKey =>
+         MimicTT ? "TT_CancelBuys" : "CancelBuys";
+
+      public static string CancelSellsButtonStyleKey =>
+         MimicTT ? "TT_CancelSells" : "CancelSells";
+
+      public static string CancelAllButtonStyleKey =>
+         MimicTT ? "TT_CancelAll" : "CancelAll";

      public static IMultiValueConverter PositionToolTipConverter =
         ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
@@ -93,6 +109,7 @@ namespace mbts.spark {
         _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
         this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
         this.PreviewMouseDown += LadderView_PreviewMouseDown;
+         PreviewKeyDown += (s, e) => vm.key_down(e);
      }

      IDisposable _connect_left_panel_scroll() {
@@ -252,4 +269,4 @@ namespace mbts.spark {
      }

   }
-}
+}
@@ -3,6 +3,7 @@ using bts.api.position;
 using bts.utils;
 using mbts;
 using mbts.spark;
+using mbts.ui;
 using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
@@ -25,24 +26,27 @@ namespace bts.shell.manual_fills {
      readonly Property<bool> _is_dirty;
      readonly Property<EditableItemState> _editable_item_state;
      readonly DelegateProperty<bool> _is_valid;
+      readonly DisplayQuantityMultiplier<uint> _size = DisplayQuantityMultiplier.create_uint();
+      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
      SecurityImmutable? _security;
      AccountTuple? _account;
      UserTuple? _user;
      Side _side;
-      uint _size;
      double _price;
      bool _is_selected;
      ManualFillData? _data;
      IDisposable _committed_snapshot;

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

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

      public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
         await _model.update_manual_fills(fills);
+
+      public uint get_display_qty_divisor(SecurityImmutable? security) =>
+         _model.security_auxiliary_model.get_display_quantity_divisor(security);
   }
 }
@@ -2,6 +2,7 @@ using bts.api;
 using bts.api.core;
 using bts.api.position;
 using bts.collections;
+using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.ui;
@@ -67,7 +68,7 @@ namespace bts.shell.manual_fills {
            RXCollection.connect(_persisted_rows,
               _model.manual_fills.OnDispatcher(),
               Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
-               mfd => new ManualFillRow(mfd),
+               mfd => new ManualFillRow(mfd, model.get_display_qty_divisor),
               mfr => mfr.data),
            _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
               security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
@@ -125,7 +126,8 @@ namespace bts.shell.manual_fills {
               new ManualFillKey(_placeholder_id_counter++),
               new ManualFillTuple(new ManualFillImmutable(new ManualFill {
                  Side = Side.Buy
-               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
+               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())),
+            _model.get_display_qty_divisor);

      void _add_fill(ManualFillRow new_row) =>
         _placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
@@ -209,11 +211,20 @@ namespace bts.shell.manual_fills {
            } else {
               add_imported_fills();
            }
-            void add_imported_fills() =>
-               _placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
-                  pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
-                  accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
-                  users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
+            void add_imported_fills() {
+               _placeholder_rows.InsertSorted(parsed_fills.Select(mk_row), _row_key_comparer);
+
+               ManualFillRow mk_row(ParsedManualFill pmf) {
+                  var data = new ManualFillData(
+                     new ManualFillKey(_placeholder_id_counter++),
+                     new ManualFillTuple(
+                        new ManualFillImmutable(pmf.result),
+                        pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
+                        accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
+                        users.FirstOrDefault(a => a?.id == pmf.result.UserId)));
+                  return new ManualFillRow(data, _model.get_display_qty_divisor);
+               }
+            }
         } catch (Exception ex) {
            BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
         }
@@ -212,12 +212,12 @@
          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
            <DataGridTemplateColumn.CellTemplate>
              <DataTemplate>
-                <TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
+                <TextBlock Text="{Binding display_size}" VerticalAlignment="Center"/>
              </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
            <DataGridTemplateColumn.CellEditingTemplate>
              <DataTemplate>
-                <c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
+                <c:TickUpDownUInt MinWidth="40" Value="{Binding display_size, UpdateSourceTrigger=PropertyChanged}"/>
              </DataTemplate>
            </DataGridTemplateColumn.CellEditingTemplate>
          </DataGridTemplateColumn>
@@ -597,19 +597,19 @@ namespace mbts.spark {

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

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

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

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

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

         public override FrameworkElement view_factory() {
            var tick_up_down = new TickUpDownNullableUIntCommit();
-            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_quantity));
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_display_quantity));
            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
            tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Enter, nameof(OrderBookRowVM.modify_order_quantity_andor_price)));
            tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Escape, nameof(OrderBookRowVM.revert_prospective_order_quantity_andor_price)));
@@ -31,16 +31,16 @@ namespace mbts.spark {
      int _depth_level;
      SecurityImmutable? _security => order_tuple.order.security;
      // for mini-ob 
-      uint _prospective_quantity;
+      DisplayQuantityMultiplier<uint> _prospective_qty_translator_backing;
+      uint _display_qty_divisor_backing;
+      bool _display_qty_divisor_dirty = true;
      double _prospective_price;
      Action<bool> _on_selection_changed;

      public OrderBookRowVM(OrderBookVM owner, OrderSecurityRootPair order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
         _owner = owner;
         this.order_tuple = order_tuple;
-         is_visible = !is_child;
         _is_expanded = is_expanded;
-         prospective_quantity = this.quantity;
         prospective_price = this.price;
         _on_selection_changed = on_selection_changed;
      }
@@ -126,14 +126,18 @@ namespace mbts.spark {
      public string last_price_text => _fmt_price(last_price);
      public string avg_price_text => _fmt_price(avg_price);
      public uint quantity => order.quantity();
+      public uint display_quantity => quantity.safe_divide(_display_qty_divisor);
      public uint filled_quantity => order.filled();
+      public uint display_filled_quantity => filled_quantity.safe_divide(_display_qty_divisor);
      public string last_msg => order.last_msg();
+      // piq
      public uint piq => order_tuple.order.piq ?? uint.MaxValue;
-      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.ToString();
+      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.safe_divide(_display_qty_divisor).ToString();
+
      public bool is_non_terminal => order.is_non_terminal();
      public bool is_attachable { get => _is_attachable; set => SetVisual(ref _is_attachable, value); }
      public bool is_detachable { get => _is_detachable; set => SetVisual(ref _is_detachable, value); }
-      public string filled_status_desc => order.filled_status_description(security.spec_or_default());
+      public string filled_status_desc => order.filled_status_description(security.spec_or_default(), _display_qty_divisor);

      // Root Algo
      public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
@@ -144,7 +148,6 @@ namespace mbts.spark {
      // Tree
      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
      public bool is_child => order.has_parent();
-      public bool is_visible { get; set; }
      public bool is_expanded {
         get => _is_expanded;
         set {
@@ -162,12 +165,12 @@ namespace mbts.spark {
         }
      }
      public uint prospective_quantity {
-         get => _prospective_quantity;
-         set {
-            if (Set(ref _prospective_quantity, value)) {
-               RaisePropertyChanged(nameof(is_qty_dirty));
-            }
-         }
+         get => _prospective_qty_translator.actual_value;
+         set => _prospective_qty_translator.actual_value = value;
+      }
+      public uint prospective_display_quantity {
+         get => _prospective_qty_translator.display_value;
+         set => _prospective_qty_translator.display_value = value;
      }
      public double prospective_price {
         get => _prospective_price;
@@ -257,6 +260,28 @@ namespace mbts.spark {
         }
      }

+      uint _display_qty_divisor {
+         get {
+            _sync_display_qty_if_dirty();
+            return _display_qty_divisor_backing;
+         }
+      }
+
+      IDisplayTranslator<uint> _prospective_qty_translator {
+         get {
+            if (_prospective_qty_translator_backing == null) {
+               _prospective_qty_translator_backing = DisplayQuantityMultiplier.create_uint();
+               _prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor, QuantityConversionData.OpType.DivideActual);
+               _prospective_qty_translator_backing.actual_value = quantity;
+               _prospective_qty_translator.value_changed += () =>
+                  RaisePropertyChanged(nameof(is_qty_dirty));
+            } else {
+               _sync_display_qty_if_dirty();
+            }
+            return _prospective_qty_translator_backing;
+         }
+      }
+
      #region IHierarchicalRow
      bool IHierarchicalRow.is_parent => is_parent;
      bool IHierarchicalRow.is_expanded => is_expanded;
@@ -300,22 +325,35 @@ namespace mbts.spark {
         if ((Columns.OrderType & dirty) != 0)
            RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
         // quantity
-         if ((Columns.Size & dirty) != 0) {
-            RaisePropertyChanged(nameof(quantity), nameof(is_qty_dirty));
-            // we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
-            // via the Mini OB update column mechanism (vs the EditableQty column)
-            // prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
-            // row will no longer match the filter
-            prospective_quantity = quantity;
-         }
         // price
         if ((Columns.Price & dirty) != 0) {
            RaisePropertyChanged(nameof(price));
            RaisePropertyChanged(nameof(is_price_dirty));
         }
         // security
-         if ((Columns.Security & dirty) != 0)
-            RaisePropertyChanged(nameof(security), nameof(security_text));
+         if ((Columns.Security & dirty) != 0) {
+            _display_qty_divisor_dirty = true;
+            RaisePropertyChanged(
+               // security props
+               nameof(security),
+               nameof(security_text),
+               // qty props
+               nameof(display_quantity),
+               nameof(prospective_quantity),
+               nameof(prospective_display_quantity),
+               nameof(is_qty_dirty),
+               //
+               nameof(piq_text),
+               nameof(display_filled_quantity));
+         }
+         if ((Columns.Size & dirty) != 0) {
+            RaisePropertyChanged(nameof(quantity), nameof(display_quantity));
+            if (_prospective_qty_translator_backing != null)
+               _prospective_qty_translator_backing.actual_value = quantity;
+         }
+         if ((Columns.Filled & dirty) != 0) {
+            RaisePropertyChanged(nameof(filled_quantity), nameof(display_filled_quantity));
+         }
         // badge fill
         if (old_order_tuple.order.meta?.badge_color != order_tuple.order.meta?.badge_color) {
            // invalidate by setting to null (will be re-instantiated in the public getter)
@@ -392,6 +430,15 @@ namespace mbts.spark {
         security.Value.ContractSpec.format(v) :
         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);

+      void _sync_display_qty_if_dirty() {
+         if (_display_qty_divisor_dirty) {
+            _display_qty_divisor_dirty = false;
+            _display_qty_divisor_backing = _owner.get_display_qty_divisor(security);
+            if (_prospective_qty_translator_backing != null)
+               _prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor_backing, QuantityConversionData.OpType.DivideActual);
+         }
+      }
+
      void RaisePropertyChanged(params string[] props) {
         var pc = PropertyChanged;
         if (pc == null)
@@ -430,6 +477,7 @@ namespace mbts.spark {
               Columns.LastMessage |
               Columns.Piq,
            filled_status_desc_mask =
+               Columns.Security |
               Columns.Filled |
               Columns.AvgFilled |
               Columns.Status;
@@ -51,6 +51,8 @@ namespace mbts.spark {
      readonly OrderParamsAggregator _selected_params_mon;
      readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
      readonly RightPanelModel _right_panel = new RightPanelModel();
+      readonly CustomStateSynchronizer _custom_state_sync;
+      readonly Func<OrderSecurityRootPair, bool> _global_filter;
      OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
      double
         _raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
@@ -70,8 +72,8 @@ namespace mbts.spark {
      FilterData _cached_filter_data;

      public OrderBookVM(
-         IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false)
-         : this(bus, notification_service, model, OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root, settings_manager, rows_are_initially_expanded) { }
+         IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false, Func<OrderSecurityRootPair, bool> global_filter = null)
+         : this(bus, notification_service, model, OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root, settings_manager, rows_are_initially_expanded, global_filter) { }

      public OrderBookVM(
         IBus bus, 
@@ -79,13 +81,15 @@ namespace mbts.spark {
         OrdersModel model, 
         IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source,
         IWindowSettingsManager<OrderBookGridSettings> settings_manager, 
-         bool rows_are_initially_expanded = false) {
+         bool rows_are_initially_expanded = false,
+         Func<OrderSecurityRootPair, bool> global_filter = null) {

         _bus = bus;
         _model = model;
+         _global_filter = global_filter;
         _selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle, k => _cached_orders.TryGetValue(k, out var o) ? o.order : (OrderSecurityAlgo?)null);
         ladder_vm = new LadderVMContainer(bus, model);
-         order_mod_vm = new OrderParamsVM(this, AlgoFormats.Exchange, AlgoEditingPermissions.AllowEditValues);
+         order_mod_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditValues);
         order_mod_vm.algo_vm.editing_permissions_mask = AlgoEditingPermissions.None;
         order_mod_vm.algo_vm.algo_root = null;
         _show_order_params = backing(nameof(show_order_params), () => (_right_panel.visible_components & OrderBookRightPanelSettings.Components.Params) != 0);
@@ -98,7 +102,7 @@ namespace mbts.spark {
         };
         _can_attach_selected_orders = backing(nameof(can_attach_selected_orders), () => _attachable_selected_orders.Count == selected_rows.Count && selected_rows.Count > 0);
         _can_detach_selected_orders = backing(nameof(can_detach_selected_orders), () => _detachable_selected_orders.Count == selected_rows.Count && selected_rows.Count > 0);
-         attach_vm = new OrderParamsVM(this, AlgoFormats.Attachable, AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues);
+         attach_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues);
         _settings_manager = settings_manager;
         _columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(x => (x.added.Values, x.removed.Values)));
         // we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
@@ -124,6 +128,8 @@ namespace mbts.spark {
         _row_collection.CollectionChanged += _row_collection_CollectionChanged;
         _current_row = backing<OrderBookRowVM>(nameof(current_row));
         _columns.filter_changed += _on_filter_changed;
+         _custom_state_sync = new CustomStateSynchronizer(this);
+         // commands
         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
         var modify_selected_orders_async_cmd = new AsyncCommand(_modify_selected_orders_async, () => _selected_params_mon.all_active && order_mod_vm.is_dirty);
@@ -188,6 +194,7 @@ namespace mbts.spark {
               security_plurality = p;
               RaisePropertyChanged(nameof(security_plurality));
            }),
+            _current_row.Subscribe(_ => _custom_state_sync.sync()),
            orders_source.OnDispatcher().Subscribe(t => {
               if (_selected_rows.Count == 0) {
                  _cached_orders = t.state;
@@ -207,6 +214,8 @@ namespace mbts.spark {
                     }
                  }
               }
+               _custom_state_sync.sync(true);
+               orders_changed?.Invoke();
            }),
            model.on_orders_can_attach.OnDispatcher().Subscribe(table => {
               _cached_attachable = new MappedDictionary<uint, KeyValuePair<uint, bool>, bool>(table.state, kv => kv.Value);
@@ -238,7 +247,22 @@ namespace mbts.spark {
            }),
            grid_settings_manager,
            order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
-            order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
+            order_mod_vm.algo_vm.connect_data(
+               /// This is not the same security source used to populate <see cref="OrderParamsVM.security_md"/>.
+               /// The latter is always synced with the root of the selected row(s),
+               /// while this source is synced with that row with one exception:
+               ///   If the root row's algo has a spreader algo (possibly nested),
+               ///   the synthetic security is taken instead of the root security.
+               ///   This has the affect of passing the synthetic security to the spreader algo viewmodel,
+               ///   which then uses the security to populate the synthetic params ui.
+               /// TODO (maybe): clean this design up; the different security sources make it precarious.
+               /// One idea is to pass a special data type to the algo vm (which contains the spreader
+               /// security and execution strategy), which is only observed by the spreader algo vm.
+               _selected_params_mon.subscribe_security().StartWith((SecurityImmutable?)null).CombineLatest(
+               _selected_params_mon.subscribe_spreader_security().StartWith((SecurityImmutable?)null),
+               (root_sec, spreader_sec) => (root_sec, spreader_sec))
+               .Select(tup => tup.spreader_sec ?? tup.root_sec)
+               .OnDispatcher()),
            order_mod_vm,
            attach_vm,
            _show_fills.observe_current(true)
@@ -323,32 +347,32 @@ namespace mbts.spark {
         }

         void on_begin_attaching() {
-            Disposable.replace(ref attach_vm_hooks,
-               Disposable.Create(
-                  connect_common_selected_params(attach_vm),
-                  attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
-                     bool show_price, show_size;
-                     if (algo_root == null) {
-                        show_price = false;
-                        show_size = false;
-                     } else {
-                        show_price = AttachConf.show_price(algo_root.order_type);
-                        show_size = AttachConf.show_size(algo_root.order_type);
-                     }
-                     attach_vm.price_permissions = bool_to_perm(show_price);
-                     attach_vm.size_permissions = bool_to_perm(show_size);
-                     AlgoParamPermissions bool_to_perm(bool b) =>
-                        b ? AlgoParamPermissions.ReadWrite : AlgoParamPermissions.None;
-                  }),
-                  // custom templates (created by user)
-                  _model.algo_model.definitions.OnDispatcher().Subscribe(u =>
-                     AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots_index, u, mk_algo_def_vm))));
-            // vm factory
-            AlgoDefinitionVM mk_algo_def_vm(AlgoData fd) {
-               var vm = AlgoDefinitionVM.create(_model, fd, OrderDataHelper.get_algo_format(_selected_params_mon.security?.ContractCase), AlgoEditingPermissions.AllowEditValues);
-               vm.selected_format = OrderDataHelper.get_algo_format(_selected_params_mon.security?.ContractCase);
-               return vm;
-            }
+            Disposable.dispose(ref attach_vm_hooks);
+            attach_vm_hooks = Disposable.Create(
+               _selected_security_mon.SubscribeThrottled(_selection_change_throttle).to_security_md(bus).OnDispatcher().SubscribeEach(newval => {
+                  attach_vm.security_md = newval;
+                  if (newval.HasValue) {
+                     return _model.subscribe_algos(newval.Value.security, true)
+                     .OnDispatcher()
+                     .Subscribe(t => ((IAlgoSelector)attach_vm.algo_vm).load_algo_data(t.state, null));
+                  }
+                  return null;
+               }),
+               connect_common_selected_params(attach_vm),
+               attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
+                  bool show_price, show_size;
+                  if (algo_root == null) {
+                     show_price = false;
+                     show_size = false;
+                  } else {
+                     show_price = AttachConf.show_price(algo_root.order_type);
+                     show_size = AttachConf.show_size(algo_root.order_type);
+                  }
+                  attach_vm.price_permissions = bool_to_perm(show_price);
+                  attach_vm.size_permissions = bool_to_perm(show_size);
+                  AlgoParamPermissions bool_to_perm(bool b) =>
+                     b ? AlgoParamPermissions.ReadWrite : AlgoParamPermissions.None;
+               }));
         }
         void on_end_attaching() => Disposable.dispose(ref attach_vm_hooks);

@@ -359,11 +383,11 @@ namespace mbts.spark {
                  modify_selected_orders_async_cmd.RaiseCanExecuteChanged();
                  revert_selected_orders_cmd.RaiseCanExecuteChanged();
               }),
+               _selected_params_mon.subscribe_security().to_security_md(bus).OnDispatcher().Subscribe(newval => order_mod_vm.security_md = newval),
               connect_common_selected_params(order_mod_vm));

         IDisposable connect_common_selected_params(OrderParamsVM vm) =>
            Disposable.Create(
-               _selected_params_mon.subscribe_security().OnDispatcher().to_security_md(bus).OnDispatcher().Subscribe(newval => vm.security_md = newval),
               _selected_params_mon.subscribe_price().OnDispatcher().Subscribe(vm.on_common_price),
               _selected_params_mon.subscribe_size().OnDispatcher().Subscribe(vm.on_common_size),
               _selected_params_mon.subscribe_account().OnDispatcher().Subscribe(newval => vm.selected_account = newval));
@@ -375,7 +399,7 @@ namespace mbts.spark {
      }

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

      public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
@@ -395,6 +419,7 @@ namespace mbts.spark {
         }
      }
      public OrderRecordImmutable? current_order => current_row?.order;
+      public ObservableCollection<NamedValueVM> current_algo_custom_state { get; } = new ObservableCollection<NamedValueVM>();
      public AlgoDefinitionVM algo_vm => order_mod_vm.algo_vm;
      public OrderParamsVM order_mod_vm { get; }
      public FillsVMContainer fills_vm { get; } = new FillsVMContainer();
@@ -474,6 +499,28 @@ namespace mbts.spark {
      public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
      public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
      public IObservable<bool> subscribe_show_order_params() => _show_order_params.observe_current(true);
+      public IObservable<OrderSecurityAlgo?> subscribe_single_selected_order() =>
+         Observable.Create<OrderSecurityAlgo?>(o => {
+            OrderSecurityAlgo? last_fired = null;
+            orders_changed += notify;
+            _current_row.Changed += on_current_row_changed;
+            notify();
+            return Disposable.Create(dispose);
+            // local methods
+            void notify() {
+               var next = current_row == null ? (OrderSecurityAlgo?)null : current_row.order_tuple.order;
+               if (next != last_fired)
+                  o.OnNext(last_fired = next);
+            }
+
+            void on_current_row_changed(OrderBookRowVM oldval, OrderBookRowVM newval) =>
+               notify();
+
+            void dispose() {
+               orders_changed -= notify;
+               _current_row.Changed -= on_current_row_changed;
+            }
+         });

      public void row_selection_changed(SelectionChangedEventArgs e) {
         try {
@@ -503,6 +550,7 @@ namespace mbts.spark {
            _can_attach_selected_orders.refresh();
            _can_detach_selected_orders.refresh();
            selected_order_changed?.Invoke(current_order);
+            _custom_state_sync.sync();
         } catch (Exception ex) {
            // [John]I observed a strange null-reference exception in this callback when the launcher was shutting down (see https://bluetradesys.atlassian.net/browse/SPARK-2089)
            Log.Ui.error($"[{nameof(OrderBookVM)}] Error handling selection change: {ex}");
@@ -566,7 +614,7 @@ namespace mbts.spark {
         // resume column filter updates
         _columns.filter_changed += _on_filter_changed;
         grid_settings_manager.algo_tree_display_mode_changed += _on_filter_changed;
-         var new_filter = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
+         var new_filter = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states(), _global_filter);
         var new_sort = _columns.get_sorting_data();
         if (!new_filter.Equals(_cached_filter_data)) {
            _cached_filter_data = new_filter;
@@ -609,6 +657,9 @@ namespace mbts.spark {

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

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

@@ -638,7 +689,7 @@ namespace mbts.spark {
      }

      void _on_filter_changed() {
-         var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
+         var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states(), _global_filter);
         if (!fd.Equals(_cached_filter_data)) {
            _cached_filter_data = fd;
            _row_collection.filter = fd.build_predicate();
@@ -723,24 +774,62 @@ namespace mbts.spark {
         }
      }

+      class CustomStateSynchronizer {
+         readonly OrderBookVM _vm;
+         OrderBookRowVM _synced_row;
+
+         public CustomStateSynchronizer(OrderBookVM vm) =>
+            _vm = vm;
+
+         public void sync(bool force_refresh = false) {
+            var row = _vm.current_row != null &&
+               _vm.selected_rows.Select(r => r.order_tuple.root.order.Key).Distinct().TryGetSingle(out uint droot) &&
+               _vm.current_row.order_tuple.root.order.Key == droot ?
+                  _vm.current_row : null;
+            if (force_refresh || row != _synced_row) {
+               _synced_row = row;
+               _refresh();
+            }
+         }
+
+         void _refresh() {
+            _vm.current_algo_custom_state.Clear();
+            if (_synced_row == null)
+               return;
+            var dcs = _synced_row.order.dynamic_custom_state();
+            // while dcs is not expected to be null, best to play it safe and double check.
+            if (dcs.is_null_or_empty()) {
+               var descendent_rows = _vm._row_collection.get_descendent_rows(_synced_row.order_key);
+               if (_vm._row_collection.filter != null)
+                  descendent_rows = descendent_rows.Where(child => _vm._row_collection.filter(child.order_tuple));
+               foreach (var dr in descendent_rows) {
+                  dcs = dr.order.dynamic_custom_state();
+                  if (!dcs.is_null_or_empty())
+                     break;
+               }
+            }
+            foreach (var p in dcs.empty_if_null().OrderBy(kv => kv.Key))
+               _vm.current_algo_custom_state.Add(new NamedValueVM(p.Key, DynamicOrderHelper.fmt_param(p.Value)));
+         }
+      }
+
      public class OrderParamsVM : DisposableViewModelBase {
         readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
         readonly OrderBookVM _owner;
         readonly Property<bool> _is_dirty;
         IRaiseCanExecuteChangedCommand _payup_bid_cmd, _payup_ask_cmd;
         IAlgoParamVM<double> _price_param;
-         IAlgoParamVM<uint?> _size_param;
+         AlgoParamVM<uint?> _size_param;
         AlgoParamPermissions
            _price_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write,
            _size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
         SecurityMD? _security_md;

-         public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
+         public OrderParamsVM(OrderBookVM owner, AlgoEditingPermissions init_permissions) {
            _owner = owner;
            algo_vm = AlgoDefinitionVM.create(
               owner._model,
               AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
-               init_format: init_format,
               editing_permissions: init_permissions);
            _accounts = backing(
               nameof(selected_account),
@@ -766,7 +855,9 @@ namespace mbts.spark {
                     _price_param = null;
                     _size_param = null;
                  } else {
-                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size) {
+                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size, EqualityComparer<uint?>.Default,
+                        to_display_value: v => v.HasValue ? v.Value / display_quantity_divisor : v,
+                        from_display_value: v => v.HasValue ? v.Value * display_quantity_divisor : v) {
                        permissions = _size_permissions & _param_permissions
                     };
                     var price_param = new AlgoParamVM<double>("price", "Price", owner._selected_params_mon.price, spec?.tick_equality_comparer() ?? MathUtils.epsilon_eq_comparer) {
@@ -805,14 +896,16 @@ namespace mbts.spark {
         public ReadOnlyObservableCollection<AccountTuple> accounts => _accounts.items;
         public AccountTuple? selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
         public SecurityImmutable? security => _owner._selected_params_mon.security;
+         /// <see cref="security_md"/> should be synced with the root of the selected row(s),
         public SecurityMD? security_md {
            get => _security_md;
            set {
               if (Set(ref _security_md, value)) {
-                  RaisePropertyChanged(nameof(security), nameof(spec));
+                  RaisePropertyChanged(nameof(security), nameof(spec), nameof(display_quantity_divisor));
                  bbo.security_md = value;
                  _payup_bid_cmd.RaiseCanExecuteChanged();
                  _payup_ask_cmd.RaiseCanExecuteChanged();
+                  _size_param?.refresh_display_value();
               }
            }
         }
@@ -834,6 +927,7 @@ namespace mbts.spark {
         public AlgoDefinitionVM algo_vm { get; }
         public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
         public BBOVM bbo { get; }
+         public uint display_quantity_divisor => _owner.get_display_qty_divisor(security);
         public ICommand send_order { get; }
         public ICommand payup_bid_cmd => _payup_bid_cmd;
         public ICommand payup_ask_cmd => _payup_ask_cmd;
@@ -879,13 +973,25 @@ namespace mbts.spark {
      struct FilterData : IEquatable<FilterData> {
         public readonly AlgoTreeDisplayMode algo_tree_display_mode;
         public readonly FilterStates column_filters;
+         public readonly Func<OrderSecurityRootPair, bool> global_filter;

-         public FilterData(AlgoTreeDisplayMode algo_tree_display_mode, FilterStates column_filters) {
+         public FilterData(AlgoTreeDisplayMode algo_tree_display_mode, FilterStates column_filters, Func<OrderSecurityRootPair, bool> global_filter) {
            this.algo_tree_display_mode = algo_tree_display_mode;
            this.column_filters = column_filters;
+            this.global_filter = global_filter;
         }

         public Func<OrderSecurityRootPair, bool> build_predicate() {
+            if (global_filter == null)
+               return _build_predicate_core();
+            var core_pred = _build_predicate_core();
+            if (core_pred == null)
+               return global_filter;
+            var glbf = global_filter;
+            return new Func<OrderSecurityRootPair, bool>(o => glbf(o) && core_pred(o));
+         }
+
+         Func<OrderSecurityRootPair, bool> _build_predicate_core() {
            var pred = column_filters.build_predicate();
            if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
               if (pred == null) {
@@ -1,15 +1,18 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.api.orderman;
 using bts.shell;
 using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
-using bts.utils.csv;
 using bts.view;
+using bts.utils.csv;
 using mbts.persist;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.extensions;
 using mbts.ui.spark;
+using mbts.ui.utilities;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
@@ -25,7 +28,10 @@ namespace mbts.spark {
      const string _window_type = "OrderBook", _default_title = "Order Book";
      readonly INotificationService _notification_service;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
+      readonly bool _can_edit_specific_algo_params;
      IDisposable _attachment_exit_sub;
+      // initialized in thread_init
+      List<IDisposable> _thread_init_resources;
      OrderBookStartupData _state;
      OrdersModel _model;
      OrderBookVM _vm;
@@ -35,13 +41,14 @@ namespace mbts.spark {
      SparkCommand[] _commands;

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

@@ -65,12 +72,14 @@ namespace mbts.spark {
      public string thread_id { get; }

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

      public void thread_init() {
+         Log.assert(_thread_init_resources == null, $"{nameof(_thread_init_resources)} must be initialized in thread_init.");
+         _thread_init_resources = new List<IDisposable>();
         _menu_display_vm = new SparkMenuDisplayVM();
         if (_state != null)
            _menu_display_vm.load_from(_state.menu_display);
@@ -148,6 +157,15 @@ namespace mbts.spark {
            can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
         );
         recreate_selected_orders_command.group = CommandGroups.Modify;
+         ICommand edit_algo_params_cmd;
+         if (_can_edit_specific_algo_params) {
+            _thread_init_resources.Add(CommandHelper.bind_param_source(
+               new DialogCommand<OrderSecurityAlgo?, Window>(mk_algo_params_dialog, has_algo_params),
+               _vm.subscribe_single_selected_order(),
+               out edit_algo_params_cmd, true));
+         } else {
+            edit_algo_params_cmd = DelegateCommand.empty;
+         }

         var attach_selected_orders_command = new SparkCommandCommand(
            "Attach To Selected",
@@ -195,26 +213,37 @@ namespace mbts.spark {
         show_grid_settings_command.group = CommandGroups.Auxiliary;

         _commands = new SparkCommand[] {
-            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
+            // modify commands
            toggle_show_right_panel_command,
            attach_selected_orders_command,
            detach_selected_orders_command,
            recreate_selected_orders_command,
+            new SparkCommandCommand("Algo Params...", Icons.Algo, edit_algo_params_cmd) {
+               group = CommandGroups.Modify,
+               show_in_toolbar = false,
+               show_in_context_menu = _can_edit_specific_algo_params
+            },
+            // cancel commands
            cancel_selected_orders_command,
            cancel_buy_orders_command,
            cancel_sell_orders_command,
            cancel_all_orders_command,
+
            toggle_collapse_all_command,
            toggle_expand_all_command,
            show_grid_settings_command,
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
            // hidden cmds (i.e., keyboard shortcuts at window level)
            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.ModifyOrders, null, _vm.modify_selected_orders_cmd, OrderBookView.KeyboardShortcuts.ModifyOrders)),
            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),
            _menu_display_vm.spark_cmd
         };
-         _vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.show_right_panel))
-            .Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title());
+         _thread_init_resources.AddRange(_commands.OfType<IDisposable>());
+         _thread_init_resources.Add(_vm.as_demuxer()
+            .subscribe<bool>(nameof(OrderBookVM.show_right_panel))
+            .Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title()));
         _vm.selected_order_changed += vm_selected_order_changed;
+         _thread_init_resources.Add(Disposable.Create(() => _vm.selected_order_changed -= vm_selected_order_changed));
         // local methods
         string get_toggle_show_right_panel_cmd_title() =>
            _vm.show_right_panel ? OrderBookView.CommandDescriptions.HideRightPanel : OrderBookView.CommandDescriptions.ShowRightPanel;
@@ -236,6 +265,36 @@ namespace mbts.spark {
            attach_selected_orders_command.raiseCanExecuteChanged();
            detach_selected_orders_command.raiseCanExecuteChanged();
         }
+
+         bool has_algo_params(OrderSecurityAlgo? order) =>
+            order.HasValue && !OrderDataHelper.get_metadata(order.Value.algo.value.CustomCase).NoProps;
+
+         Window mk_algo_params_dialog(OrderSecurityAlgo? order) {
+            if (!has_algo_params(order))
+               return null;
+            var algo_def = AlgoDefinitionVM.create(_model, order.Value.algo, editing_permissions: AlgoEditingPermissions.AllowEditValues);
+            var algo_params_vm = new OrderBookAlgoParamsVM(algo_def, order.Value.order.is_non_terminal());
+            var dialog = new OrderBookAlgoParamsDialog {
+               Content = algo_params_vm
+            };
+            ui.WindowStyle.SetTitleContent(dialog, algo_def);
+            dialog.Closed += (s, e) => {
+               Disposable.dispose(ref algo_params_vm);
+               dialog = null;
+            };
+            algo_params_vm.RequestCommit += commit;
+            algo_params_vm.RequestClose += (s, e) => close_dialog();
+            return dialog;
+
+            void close_dialog() {
+               dialog?.Close();
+               dialog = null;
+            }
+            void commit(CustomOrderDefinitionImmutable value) {
+               _model.update_order(order.Value.order, new_algo: value).ignore();
+               close_dialog();
+            }
+         }
      }

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

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

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

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

-      public WorkingOrderData Add(OrderRecordImmutable order) {
+      public static WorkingOrderData Create(IEnumerable<(OrderRecordImmutable order, QuantityConversionData qty_conversion)> orders) =>
+         orders.Aggregate(Empty, (seed, tup) => seed.Add(tup.order, tup.qty_conversion));
+
+      public WorkingOrderData Add(OrderRecordImmutable order, QuantityConversionData qty_conversion) {
         if (order.working_quantity() <= 0)
            return new WorkingOrderData(long_data, short_data);
         switch (order.side()) {
-            case Side.Buy: return new WorkingOrderData(long_data.Add(order), short_data);
-            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order));
+            case Side.Buy: return new WorkingOrderData(long_data.Add(order, qty_conversion), short_data);
+            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order, qty_conversion));
            default: throw ExceptionBuilder.Argument.unexpected_case(order.side(), "order.side");
         }
      }
@@ -165,18 +169,21 @@ namespace bts.shell.pnl {
   }

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

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

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

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

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

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

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

      public override string ToString() {
         if (data.Count > 0) {
            var best_order = data.Values.First().Values.First();
-            return OrderUtils.order_collection_summary(best_order.price(), avg_price, best_order.working_quantity(), working_total, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
+            return OrderUtils.order_collection_summary(
+               best_order.order.price(),
+               display_avg_price,
+               best_order.qty_conversion.to_display(best_order.order.working_quantity()),
+               display_working_total,
+               SecurityDataHelper.Defaults.ContractSpecificationImmutable);
         }
         return string.Empty;
      }
@@ -248,21 +275,25 @@ namespace bts.shell.pnl {

      public readonly PNLKey key;
      public readonly SecurityImmutable? security;
+      public readonly QuantityConversionData qty_conversion;
      public readonly string account_name;
      public readonly PNLCalculationType calc_type;
      public readonly PositionPriceSize day, raw_day, sod;
      public readonly WorkingOrderData working;

      public readonly double
-         cpp,
+         default_cpp,
         bid_price,
         ask_price,
         last_price,
         settlement_price;

+      public readonly double? override_cpp;
+
      public PNLRowData(
         PNLKey key,
-         double cpp = 0,
+         double default_cpp = 0,
+         double? override_cpp = null,
         double bid_price = 0,
         double ask_price = 0,
         double last_price = 0,
@@ -273,10 +304,12 @@ namespace bts.shell.pnl {
         WorkingOrderData? working = null,
         SecurityImmutable? security = null,
         string account_name = null,
-         PNLCalculationType calc_type = PNLCalculationType.Mid) {
+         PNLCalculationType calc_type = PNLCalculationType.Mid,
+         QuantityConversionData? qty_conversion = null) {
         //
         this.key = key;
-         this.cpp = cpp;
+         this.default_cpp = default_cpp;
+         this.override_cpp = override_cpp;
         this.bid_price = bid_price;
         this.ask_price = ask_price;
         this.last_price = last_price;
@@ -288,6 +321,7 @@ namespace bts.shell.pnl {
         this.security = security;
         this.account_name = account_name;
         this.calc_type = calc_type;
+         this.qty_conversion = qty_conversion ?? new QuantityConversionData();
      }

      [Flags]
@@ -305,6 +339,9 @@ namespace bts.shell.pnl {
         AskLTESettle = Ask | Settle | 1 << 7
      }

+      public string symbol => security?.pnl_symbol() ?? string.Empty;
+      public double effective_cpp => override_cpp ?? default_cpp;
+
      /// Market/Calc
      public double mid_price => (bid_price + ask_price) / 2;
      public double pnl_price {
@@ -344,117 +381,155 @@ namespace bts.shell.pnl {
         }
      }
      /// Sod
-      public double sod_pnl => cpp *
+      public double sod_pnl => effective_cpp *
         DoubleUtil.nan_to_zero_sum(
            sod_long_avg_price_delta_raw * sod_long_pos,
            sod_short_avg_price_delta_raw * sod_short_pos
         );
      // long
      public double sod_long_pos => sod.long_pos;
-      public double sod_long_avg_price => cpp * sod.long_avg;
+      public double sod_long_avg_price => effective_cpp * sod.long_avg;
      public double sod_long_avg_price_raw => sod.long_avg;
-      public double sod_long_avg_price_delta => cpp * sod_long_avg_price_delta_raw;
+      public double sod_long_avg_price_delta => effective_cpp * sod_long_avg_price_delta_raw;
      public double sod_long_avg_price_delta_raw => sod.long_pos == 0 ? double.NaN : long_pnl_price - sod.long_avg;
      // short
      public double sod_short_pos => sod.short_pos;
-      public double sod_short_avg_price => cpp * sod.short_avg;
+      public double sod_short_avg_price => effective_cpp * sod.short_avg;
      public double sod_short_avg_price_raw => sod.short_avg;
-      public double sod_short_avg_price_delta => cpp * sod_short_avg_price_delta_raw;
+      public double sod_short_avg_price_delta => effective_cpp * sod_short_avg_price_delta_raw;
      public double sod_short_avg_price_delta_raw => sod.short_pos == 0 ? double.NaN : sod.short_avg - short_pnl_price;
      // net
      public double sod_net_pos => sod.net_pos;
-      public double sod_net_avg_price_delta => cpp * sod_net_avg_price_delta_raw;
+      public double sod_net_avg_price_delta => effective_cpp * sod_net_avg_price_delta_raw;
      public double sod_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            sod_long_avg_price_delta_raw, sod.long_pos,
            sod_short_avg_price_delta_raw, sod.short_pos);
+      // display
+      public double display_sod_net_pos => qty_conversion.to_display(sod_net_pos);
+      public double display_sod_long_pos => qty_conversion.to_display(sod_long_pos);
+      public double display_sod_short_pos => qty_conversion.to_display(sod_short_pos);

      /// Day
-      public double day_pnl => cpp *
+      public double day_pnl => effective_cpp *
         DoubleUtil.nan_to_zero_sum(
            day_long_avg_price_delta_raw * day_long_pos,
            day_short_avg_price_delta_raw * day_short_pos
         );
      // long
      public double day_long_pos => day.long_pos;
-      public double day_long_avg_price => cpp * day.long_avg;
+      public double day_long_avg_price => effective_cpp * day.long_avg;
      public double day_long_avg_price_raw => day.long_avg;
-      public double day_long_avg_price_delta => cpp * day_long_avg_price_delta_raw;
+      public double day_long_avg_price_delta => effective_cpp * day_long_avg_price_delta_raw;
      public double day_long_avg_price_delta_raw => day.long_pos == 0 ? double.NaN : long_pnl_price - day.long_avg;
      // short
      public double day_short_pos => day.short_pos;
-      public double day_short_avg_price => cpp * day.short_avg;
+      public double day_short_avg_price => effective_cpp * day.short_avg;
      public double day_short_avg_price_raw => day.short_avg;
-      public double day_short_avg_price_delta => cpp * day_short_avg_price_delta_raw;
+      public double day_short_avg_price_delta => effective_cpp * day_short_avg_price_delta_raw;
      public double day_short_avg_price_delta_raw => day.short_pos == 0 ? double.NaN : day.short_avg - short_pnl_price;
      public bool has_day_trades => day.long_pos > 0 || day.short_pos > 0;
      // net
      public double day_net_pos => day.net_pos;
-      public double day_net_avg_price_delta => cpp * day_net_avg_price_delta_raw;
+      public double day_net_avg_price_delta => effective_cpp * day_net_avg_price_delta_raw;
      public double day_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            day_long_avg_price_delta_raw, day.long_pos,
            day_short_avg_price_delta_raw, day.short_pos);
+      // display
+      public double display_day_net_pos => qty_conversion.to_display(day_net_pos);
+      public double display_day_long_pos => qty_conversion.to_display(day_long_pos);
+      public double display_day_short_pos => qty_conversion.to_display(day_short_pos);

      /// Raw Day
      public double raw_day_long_pos => raw_day.long_pos;
      public double raw_day_short_pos => raw_day.short_pos;
      public double raw_day_net_pos => raw_day.net_pos;
+      // display
+      public double display_raw_day_net_pos => qty_conversion.to_display(raw_day_net_pos);
+      public double display_raw_day_long_pos => qty_conversion.to_display(raw_day_long_pos);
+      public double display_raw_day_short_pos => qty_conversion.to_display(raw_day_short_pos);

      /// Total
      public double total_pnl => DoubleUtil.nan_to_zero_sum(sod_pnl, day_pnl);
      // long
      public double total_long_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, day.long_pos);
-      public double total_long_avg_price => cpp * total_long_avg_price_raw;
+      public double total_long_avg_price => effective_cpp * total_long_avg_price_raw;
      public double total_long_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.long_avg, day.long_avg);
-      public double total_long_avg_price_delta => cpp * total_long_avg_price_delta_raw;
+      public double total_long_avg_price_delta => effective_cpp * total_long_avg_price_delta_raw;
      public double total_long_avg_price_delta_raw =>
         MathUtils.weighted_average(
            sod_long_avg_price_delta_raw, sod.long_pos,
            day_long_avg_price_delta_raw, day.long_pos);
      // short
      public double total_short_pos => DoubleUtil.nan_to_zero_sum(sod.short_pos, day.short_pos);
-      public double total_short_avg_price => cpp * total_short_avg_price_raw;
+      public double total_short_avg_price => effective_cpp * total_short_avg_price_raw;
      public double total_short_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.short_avg, day.short_avg);
-      public double total_short_avg_price_delta => cpp * total_short_avg_price_delta_raw;
+      public double total_short_avg_price_delta => effective_cpp * total_short_avg_price_delta_raw;
      public double total_short_avg_price_delta_raw =>
         MathUtils.weighted_average(
            sod_short_avg_price_delta_raw, sod.short_pos,
            day_short_avg_price_delta_raw, day.short_pos);
      // net
      public double total_net_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, -sod.short_pos, day.long_pos, -day.short_pos);
-      public double total_net_avg_price_delta => cpp * total_net_avg_price_delta_raw;
+      public double total_net_avg_price_delta => effective_cpp * total_net_avg_price_delta_raw;
      public double total_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            total_long_avg_price_delta_raw, total_long_pos,
            total_short_avg_price_delta_raw, total_short_pos);
+      // display
+      public double display_total_net_pos => qty_conversion.to_display(total_net_pos);
+      public double display_total_long_pos => qty_conversion.to_display(total_long_pos);
+      public double display_total_short_pos => qty_conversion.to_display(total_short_pos);

      #region Working
      // long
      public double working_long_pos => working.long_data.working_total;
-      public double working_long_avg_price => cpp * working_long_avg_price_raw;
-      public double working_long_top_price => cpp * working_long_top_price_raw;
+      public double working_long_avg_price => effective_cpp * working_long_avg_price_raw;
+      public double working_long_top_price => effective_cpp * working_long_top_price_raw;
      public double working_long_top_price_raw => working.top_bid;
      public double working_long_avg_price_raw => working.long_data.avg_price;
-      public double working_long_avg_price_delta => cpp * working_long_avg_price_delta_raw;
+      public double working_long_avg_price_delta => effective_cpp * working_long_avg_price_delta_raw;
      public double working_long_avg_price_delta_raw => working_long_pos == 0 ? double.NaN : long_pnl_price - working_long_avg_price_raw;
      // short
      public double working_short_pos => working.short_data.working_total;
-      public double working_short_avg_price => cpp * working_short_avg_price_raw;
-      public double working_short_top_price => cpp * working_short_top_price_raw;
+      public double working_short_avg_price => effective_cpp * working_short_avg_price_raw;
+      public double working_short_top_price => effective_cpp * working_short_top_price_raw;
      public double working_short_top_price_raw => working.top_ask;
      public double working_short_avg_price_raw => working.short_data.avg_price;
-      public double working_short_avg_price_delta => cpp * working_short_avg_price_delta_raw;
+      public double working_short_avg_price_delta => effective_cpp * working_short_avg_price_delta_raw;
      public double working_short_avg_price_delta_raw => working_short_pos == 0 ? double.NaN : working_short_avg_price_raw - short_pnl_price;
      // net
      public double working_net_pos => working_long_pos - working_short_pos;
-      public double working_net_avg_price_delta => cpp * working_net_avg_price_delta_raw;
+      public double working_net_avg_price_delta => effective_cpp * working_net_avg_price_delta_raw;
      public double working_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            working_long_avg_price_delta_raw, working_long_pos,
            working_short_avg_price_delta_raw, working_short_pos);
+      // display
+      public double display_working_net_pos => qty_conversion.to_display(working_net_pos);
+      public double display_working_long_pos => qty_conversion.to_display(working_long_pos);
+      public double display_working_short_pos => qty_conversion.to_display(working_short_pos);
      #endregion

+      public PNLRowData with(SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
+         new PNLRowData(
+            key,
+            default_cpp,
+            override_cpp,
+            bid_price,
+            ask_price,
+            last_price,
+            settlement_price,
+            sod,
+            day,
+            raw_day,
+            working ?? this.working,
+            security ?? this.security,
+            account_name ?? this.account_name,
+            calc_type ?? this.calc_type,
+            qty_conversion: qty_conversion);
+
      WaterfallPriceFlags _waterfall_flags() {
         var flags = WaterfallPriceFlags.None;
         if (!double.IsNaN(bid_price)) flags |= WaterfallPriceFlags.Bid;
@@ -496,7 +571,8 @@ namespace bts.shell.pnl {

      public bool Equals(PNLRowData other) =>
         key == other.key &&
-         cpp == other.cpp &&
+         default_cpp == other.default_cpp &&
+         override_cpp == other.override_cpp &&
         security.HasValue == other.security.HasValue &&
         account_name == other.account_name &&
         sod == other.sod &&
@@ -508,7 +584,8 @@ namespace bts.shell.pnl {
         settlement_price.Equals(other.settlement_price) &&
         calc_type.Equals(other.calc_type) &&
         raw_day == other.raw_day &&
-         working.summary == other.working.summary;
+         working.summary == other.working.summary &&
+         qty_conversion == other.qty_conversion;

      public override bool Equals(object obj) =>
         obj is PNLRowData other && Equals(other);
@@ -523,9 +600,12 @@ namespace bts.shell.pnl {
   }

   static class PNLRowDataFactory {
-      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value) t) =>
-         new PNLRowData(new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
-            t.value.CashValue,
+      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value, QuantityConversionData qty_conversion) t) {
+         var (default_cpp, override_cpp) = t.value.pnl_cpp_tuple(t.sec);
+         return new PNLRowData(
+            new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
+            default_cpp,
+            override_cpp,
            t.value.BidPrice,
            t.value.AskPrice,
            t.value.LastPrice,
@@ -535,25 +615,27 @@ namespace bts.shell.pnl {
            t.value.Pos.raw_day_pps(),
            WorkingOrderData.Empty,
            t.sec,
-            t.value.Pos.Account);
+            t.value.Pos.Account,
+            qty_conversion: t.qty_conversion);
+      }
   }

   static class PNLDataExtensions {
-      // Note: PNLRowData is passed by ref because it is fairly large struct, and since it is a readonly struct, we know it cannot be modified (so might as well avoid excessive copying).
-      public static PNLRowData with(this PNLRowData pnl_data, SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
-         new PNLRowData(
-            pnl_data.key,
-            pnl_data.cpp,
-            pnl_data.bid_price,
-            pnl_data.ask_price,
-            pnl_data.last_price,
-            pnl_data.settlement_price,
-            pnl_data.sod,
-            pnl_data.day,
-            pnl_data.raw_day,
-            working ?? pnl_data.working,
-            security ?? pnl_data.security,
-            account_name ?? pnl_data.account_name,
-            calc_type ?? pnl_data.calc_type);
+      public static string pnl_symbol(this SecurityImmutable security) {
+         return bts.api.ExchangeSpecificUitlities.get_pnl_symbol(security);
+      }
+
+      // while override_cpp could use double.NaN to indicate the lack of an override,
+      // the nullable double makes it clear that it is an optional value.
+      public static (double default_cpp, double? override_cpp) pnl_cpp_tuple(this PNLUnitImmutable pnl_unit, SecurityImmutable? security) =>
+         security.HasValue ?
+            pnl_cpp_tuple(pnl_unit, security.Value) :
+            (pnl_unit.CashValue, pnl_unit.HasCppOverride ? pnl_unit.CppOverride.Value : (double?)null);
+
+      public static (double default_cpp, double? override_cpp) pnl_cpp_tuple(this PNLUnitImmutable pnl_unit, SecurityImmutable security) {
+         // TODO: actual impl
+         double calced_pnl = bts.api.ExchangeSpecificUitlities.get_cpp(pnl_unit,security);
+         return (calced_pnl, pnl_unit.HasCppOverride ? pnl_unit.CppOverride.Value : (double?)null);
+      }
   }
-}
+}
@@ -16,7 +16,15 @@ namespace bts.shell.pnl {
         decimal sod_long_pos,
         decimal sod_short_pos,
         decimal working_long_pos = 0,
-         decimal working_short_pos = 0) {
+         decimal working_short_pos = 0,
+         decimal? display_day_long_pos = null,
+         decimal? display_day_short_pos = null,
+         decimal? display_raw_day_long_pos = null,
+         decimal? display_raw_day_short_pos = null,
+         decimal? display_sod_long_pos = null,
+         decimal? display_sod_short_pos = null,
+         decimal? display_working_long_pos = null,
+         decimal? display_working_short_pos = null) {
         //
         this.day_pnl = day_pnl;
         this.day_long_pos = day_long_pos;
@@ -28,6 +36,15 @@ namespace bts.shell.pnl {
         this.sod_short_pos = sod_short_pos;
         this.working_long_pos = working_long_pos;
         this.working_short_pos = working_short_pos;
+         // display
+         this.display_day_long_pos = display_day_long_pos ?? day_long_pos;
+         this.display_day_short_pos = display_day_short_pos ?? day_short_pos;
+         this.display_raw_day_long_pos = display_raw_day_long_pos ?? raw_day_long_pos;
+         this.display_raw_day_short_pos = display_raw_day_short_pos ?? raw_day_short_pos;
+         this.display_sod_long_pos = display_sod_long_pos ?? sod_long_pos;
+         this.display_sod_short_pos = display_sod_short_pos ?? sod_short_pos;
+         this.display_working_long_pos = display_working_long_pos ?? working_long_pos;
+         this.display_working_short_pos = display_working_short_pos ?? working_short_pos;
      }

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

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

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

      public static PNLNormalizedData operator -(PNLNormalizedData a, PNLNormalizedData b) =>
         new PNLNormalizedData(
@@ -115,6 +176,15 @@ namespace bts.shell.pnl {
            a.sod_long_pos - b.sod_long_pos,
            a.sod_short_pos - b.sod_short_pos,
            a.working_long_pos - b.working_long_pos,
-            a.working_short_pos - b.working_short_pos);
+            a.working_short_pos - b.working_short_pos,
+            // display
+            a.display_day_long_pos - b.display_day_long_pos,
+            a.display_day_short_pos - b.display_day_short_pos,
+            a.display_raw_day_long_pos - b.display_raw_day_long_pos,
+            a.display_raw_day_short_pos - b.display_raw_day_short_pos,
+            a.display_sod_long_pos - b.display_sod_long_pos,
+            a.display_sod_short_pos - b.display_sod_short_pos,
+            a.display_working_long_pos - b.display_working_long_pos,
+            a.display_working_short_pos - b.display_working_short_pos);
   }
 }
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.api.position;
 using bts.collections;
 using bts.settings;
 using bts.shell.pnl;
@@ -11,6 +12,7 @@ using mbts.persist;
 using mbts.spark;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.controls.property_editor;
 using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
@@ -22,6 +24,7 @@ using System.ComponentModel;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Media;
@@ -34,11 +37,13 @@ namespace bts.shell {
      readonly UserSettingsHub _settings_hub;
      readonly PNLConfig _pnl_conf;
      readonly IShellWindowThreadIDProvider _thread_id_provider;
+      readonly IPositionModel _position_model;

-      public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, _window_type) {
+      public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model, IPositionModel position_model) : base(owner, _window_type) {
         _bus = bus;
         _orders_model = orders_model;
         _settings_hub = settings_hub;
+         _position_model = position_model;
         _pnl_conf = new PNLConfig(Configuration.get<bts.config.PNLOptions>());
         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().pnl);
         _dispose = bus.subscribe(SparkTags.ShowPNLTag).OnDispatcher().Subscribe(_show);
@@ -105,6 +110,8 @@ namespace bts.shell {
                  menu_display: menu_display_vm.create());
               return new PNLSaveState { use_defaults = false, settings = state };
            };
+
+            IDisposable cpp_override_dialog = null;
            IEnumerable<SparkCommand> commands = new[] {
               new SparkCommandCommand("Collapse All", Icons.RightArrow, new DelegateCommand(() => vm.set_all_expanded(false))),
               new SparkCommandCommand("Expand All", Icons.DownArrow, new DelegateCommand(() => vm.set_all_expanded(true))),
@@ -116,6 +123,26 @@ namespace bts.shell {
                  show_in_context_menu = _pnl_conf.show_pause_resume,
                  show_in_toolbar = _pnl_conf.show_pause_resume
               },
+               new SparkCommandCommand("Override CPP...", Icons.CurrencyExchange, new DelegateCommand(() => {
+                  Disposable.dispose(ref cpp_override_dialog);
+                  var security_keys = vm.selected_rows.Select(r => r.security_key.value).Distinct().ToList();
+                  double initial_cpp = vm.selected_rows.Select(r => r.cpp.value).Distinct().SafeSingleOrDefault();
+                  override_cpp_async().ignore();
+                  async Task override_cpp_async() {
+                     try {
+                        var cts = new CancellationTokenSource();
+                        cpp_override_dialog = Disposable.Create(new Action(cts.Cancel));
+                        var (cpp, committed) = await PropertyEditor.get_double_async("Override CPP", "value", cts.Token, initial_cpp);
+                        if (committed && cpp.is_real_positive())
+                           await _position_model.override_cpp_async(security_keys, cpp);
+                     } catch (Exception ex) {
+                        Log.Ui.warn($"Error overriding cpp: {ex}.");
+                     }
+                  }
+               })) {
+                  show_in_context_menu = true,
+                  show_in_toolbar = false
+               },
               SparkCommands.window_settings_command(new DialogCommand(() => {
                  settings_manager.instance_settings = get_save_state().settings;
                  var dialog_vm = new ShellSettingsDialogVM<PNLSettings, PNLSettingsVM>(
@@ -190,6 +217,7 @@ namespace bts.shell {
                        cached_columns.RemoveRange(e.OldItems.OfType<DIYGrid.ColumnBase>());
               }),
               Disposable.wrap_collection(commands.OfType<IDisposable>()),
+               Disposable.Create(() => Disposable.dispose(ref cpp_override_dialog)),
               menu_display_vm,
               vm);
            return (content, commands, get_save_state, dispose);
@@ -384,5 +412,17 @@ namespace bts.shell {
            return false;
         }
      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class InitializeDataFormattingMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && settings.data_formatting == null) {
+               new_settings = settings.with(data_formatting: PNLSettings.Default.data_formatting);
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+      }
   }
 }
@@ -204,11 +204,11 @@ namespace bts.shell.pnl {
         // impl (add all)
         bd.add_discrete_values(fs.account, d => d.key.account_id);
         bd.add_discrete_values(fs.exchange, d => d.security.exchange_or_default());
-         bd.add_discrete_values(fs.symbol, d => d.security.symbol_or_default());
+         bd.add_discrete_values(fs.symbol, d => d.symbol);
         bd.add_discrete_values(fs.security_type, d => d.security.HasValue ? d.security.Value.ContractCase : Security.ContractOneofCase.None);
         bd.add_regex(fs.security, d => d.security.ToString());
         bd.add_regex(fs.security_key, d => d.key.security_id.ToString());
-         bd.add_numeric(fs.cpp, d => d.cpp);
+         bd.add_numeric(fs.cpp, d => d.effective_cpp);
         /// sod
         bd.add_numeric(fs.sod_pnl, d => d.sod_pnl);
         bd.add_numeric(fs.sod_long_pos, d => d.sod_long_pos);
@@ -0,0 +1,52 @@
+using bts.utils;
+using mbts.spark;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+
+namespace bts.shell.pnl {
+   class PNLDataFormattingVM : ViewModelBase, IValueFactory<PNLDataFormatting> {
+      const uint _min_decimal_places = 1, _max_decimal_places = 6;
+      uint _market_price_decimal_places, _fill_price_decimal_places;
+
+      public uint market_price_decimal_places {
+         get => _market_price_decimal_places;
+         set => Set(ref _market_price_decimal_places, value);
+      }
+      public uint fill_price_decimal_places {
+         get => _fill_price_decimal_places;
+         set => Set(ref _fill_price_decimal_places, value);
+      }
+      public IEnumerable<uint> decimal_place_options {
+         get {
+            for (uint n = _min_decimal_places; n <= _max_decimal_places; n++)
+               yield return n;
+         }
+      }
+
+      public PNLDataFormatting create() =>
+         new PNLDataFormatting {
+            fill_price_display = new DoubleFormatting {
+               tick_factors = new mbts.user.settings.TickFactors(
+                  Math.Pow(10, MathUtils.within_range(_min_decimal_places, _max_decimal_places, fill_price_decimal_places)),
+                  1)
+            },
+            market_price_display = new DoubleFormatting {
+               tick_factors = new mbts.user.settings.TickFactors(
+                  Math.Pow(10, MathUtils.within_range(_min_decimal_places, _max_decimal_places, market_price_decimal_places)),
+                  1)
+            }
+         };
+
+      public void load_from(PNLDataFormatting value) {
+         if (value != null) {
+            if (value.market_price_display?.tick_factors != null) {
+               market_price_decimal_places = (uint)Math.Log10(value.market_price_display.tick_factors.tick_base);
+            }
+            if (value.fill_price_display?.tick_factors != null) {
+               fill_price_decimal_places = (uint)Math.Log10(value.fill_price_display.tick_factors.tick_base);
+            }
+         }
+      }
+   }
+}
@@ -14,7 +14,6 @@ using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
-using System.Dynamic;
 using System.Linq;
 using ColumnKeys = bts.shell.pnl.PNLView.Columns;

@@ -52,6 +51,7 @@ namespace bts.shell.pnl {
      public SimpleGridSettingsVM core_settings_vm { get; }
      public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
      public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
+      public PNLDataFormattingVM data_formatting_vm { get; } = new PNLDataFormattingVM();
      public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
      public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
      public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
@@ -63,6 +63,7 @@ namespace bts.shell.pnl {
         var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
         s.calculation_type = _calculation_type;
         s.grid = core_settings_vm.create();
+         s.data_formatting = data_formatting_vm.create();
         // move anchor cols to the left, order wrt grouping hierarchy
         List<GridColumnSettings> new_cols = null;
         IEnumerable<GridColumnSettings> cols = s.grid.columns;
@@ -136,6 +137,7 @@ namespace bts.shell.pnl {
         _last_loaded = value;
         header_row_defaults.load(value.header_cell_appearance.to_appearance());
         group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
+         data_formatting_vm.load_from(value.data_formatting);
         var column_map = _map_column_data(value.grid.columns, value.animations);
         var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
         var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
@@ -154,7 +156,7 @@ namespace bts.shell.pnl {
            anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
         header_row_display = value.header_row_display;
         calculation_type = value.calculation_type;
-       }
+      }

      PNLSettings IValueFactory<PNLSettings>.create() => get_result();
      void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);