Added the base classes needed for integration

Bugs (fixed):
   * Theo and delta are wrong in time/sales

.clang-format

@@ -1 +1,10 @@
 IndentWidth: 3
+BinPackArguments: true
+BinPackParameters: false 
+AlignAfterOpenBracket: AlwaysBreak
+AlwaysBreakTemplateDeclarations: true
+PenaltyReturnTypeOnItsOwnLine: 140
+---
+Language: Proto
+IndentWidth: 2
+AllowShortFunctionsOnASingleLine: None

.config/dotnet-tools.json

@@ -0,0 +1,12 @@
+{
+  "version": 1,
+  "isRoot": true,
+  "tools": {
+    "dotnet-format": {
+      "version": "5.1.225507",
+      "commands": [
+        "dotnet-format"
+      ]
+    }
+  }
+}

.editorconfig

@@ -0,0 +1,251 @@
+# Remove the line below if you want to inherit .editorconfig settings from higher directories
+root = true
+
+# C# files
+[*.cs]
+
+#### Core EditorConfig Options ####
+
+# Indentation and spacing
+indent_size = 3
+indent_style = space
+tab_width = 3
+
+# New line preferences
+end_of_line = crlf
+insert_final_newline = true
+
+#### .NET Coding Conventions ####
+
+# Organize usings
+dotnet_separate_import_directive_groups = true
+dotnet_sort_system_directives_first = false
+file_header_template = unset
+
+# this. and Me. preferences
+dotnet_style_qualification_for_event = false:silent
+dotnet_style_qualification_for_field = false:silent
+dotnet_style_qualification_for_method = false:silent
+dotnet_style_qualification_for_property = false:silent
+
+# Language keywords vs BCL types preferences
+dotnet_style_predefined_type_for_locals_parameters_members = true:silent
+dotnet_style_predefined_type_for_member_access = true:silent
+
+# Parentheses preferences
+dotnet_style_parentheses_in_arithmetic_binary_operators = always_for_clarity:silent
+dotnet_style_parentheses_in_other_binary_operators = always_for_clarity:silent
+dotnet_style_parentheses_in_other_operators = never_if_unnecessary:silent
+dotnet_style_parentheses_in_relational_binary_operators = always_for_clarity:silent
+
+# Modifier preferences
+dotnet_style_require_accessibility_modifiers = for_non_interface_members:silent
+
+# Expression-level preferences
+dotnet_style_coalesce_expression = true:suggestion
+dotnet_style_collection_initializer = true:suggestion
+dotnet_style_explicit_tuple_names = true:suggestion
+dotnet_style_null_propagation = true:suggestion
+dotnet_style_object_initializer = true:suggestion
+dotnet_style_operator_placement_when_wrapping = beginning_of_line
+dotnet_style_prefer_auto_properties = true:silent
+dotnet_style_prefer_compound_assignment = true:suggestion
+dotnet_style_prefer_conditional_expression_over_assignment = true:silent
+dotnet_style_prefer_conditional_expression_over_return = true:silent
+dotnet_style_prefer_inferred_anonymous_type_member_names = true:suggestion
+dotnet_style_prefer_inferred_tuple_names = true:suggestion
+dotnet_style_prefer_is_null_check_over_reference_equality_method = true:suggestion
+dotnet_style_prefer_simplified_boolean_expressions = true:suggestion
+dotnet_style_prefer_simplified_interpolation = true:suggestion
+
+# Field preferences
+dotnet_style_readonly_field = true:suggestion
+
+# Parameter preferences
+dotnet_code_quality_unused_parameters = all:suggestion
+
+# Suppression preferences
+dotnet_remove_unnecessary_suppression_exclusions = none
+
+#### C# Coding Conventions ####
+
+# var preferences
+csharp_style_var_elsewhere = false:silent
+csharp_style_var_for_built_in_types = false:silent
+csharp_style_var_when_type_is_apparent = false:silent
+
+# Expression-bodied members
+csharp_style_expression_bodied_accessors = true:silent
+csharp_style_expression_bodied_constructors = false:silent
+csharp_style_expression_bodied_indexers = true:silent
+csharp_style_expression_bodied_lambdas = true:silent
+csharp_style_expression_bodied_local_functions = false:silent
+csharp_style_expression_bodied_methods = false:silent
+csharp_style_expression_bodied_operators = false:silent
+csharp_style_expression_bodied_properties = true:silent
+
+# Pattern matching preferences
+csharp_style_pattern_matching_over_as_with_null_check = true:suggestion
+csharp_style_pattern_matching_over_is_with_cast_check = true:suggestion
+csharp_style_prefer_not_pattern = true:suggestion
+csharp_style_prefer_pattern_matching = true:silent
+csharp_style_prefer_switch_expression = true:suggestion
+
+# Null-checking preferences
+csharp_style_conditional_delegate_call = true:suggestion
+
+# Modifier preferences
+csharp_prefer_static_local_function = true:suggestion
+csharp_preferred_modifier_order = public,private,protected,internal,static,extern,new,virtual,abstract,sealed,override,readonly,unsafe,volatile,async:silent
+
+# Code-block preferences
+csharp_prefer_braces = true:silent
+csharp_prefer_simple_using_statement = true:suggestion
+
+# Expression-level preferences
+csharp_prefer_simple_default_expression = true:suggestion
+csharp_style_deconstructed_variable_declaration = true:suggestion
+csharp_style_inlined_variable_declaration = true:suggestion
+csharp_style_pattern_local_over_anonymous_function = true:suggestion
+csharp_style_prefer_index_operator = true:suggestion
+csharp_style_prefer_range_operator = true:suggestion
+csharp_style_throw_expression = true:suggestion
+csharp_style_unused_value_assignment_preference = discard_variable:suggestion
+csharp_style_unused_value_expression_statement_preference = discard_variable:silent
+
+# 'using' directive preferences
+csharp_using_directive_placement = inside_namespace:silent
+
+#### C# Formatting Rules ####
+
+# New line preferences
+csharp_new_line_before_catch = false
+csharp_new_line_before_else = false
+csharp_new_line_before_finally = false
+csharp_new_line_before_members_in_anonymous_types = true
+csharp_new_line_before_members_in_object_initializers = true
+csharp_new_line_before_open_brace = none
+csharp_new_line_between_query_expression_clauses = true
+
+# Indentation preferences
+csharp_indent_block_contents = true
+csharp_indent_braces = false
+csharp_indent_case_contents = true
+csharp_indent_case_contents_when_block = true
+csharp_indent_labels = one_less_than_current
+csharp_indent_switch_labels = true
+
+# Space preferences
+csharp_space_after_cast = false
+csharp_space_after_colon_in_inheritance_clause = true
+csharp_space_after_comma = true
+csharp_space_after_dot = false
+csharp_space_after_keywords_in_control_flow_statements = true
+csharp_space_after_semicolon_in_for_statement = true
+csharp_space_around_binary_operators = before_and_after
+csharp_space_around_declaration_statements = false
+csharp_space_before_colon_in_inheritance_clause = true
+csharp_space_before_comma = false
+csharp_space_before_dot = false
+csharp_space_before_open_square_brackets = false
+csharp_space_before_semicolon_in_for_statement = false
+csharp_space_between_empty_square_brackets = false
+csharp_space_between_method_call_empty_parameter_list_parentheses = false
+csharp_space_between_method_call_name_and_opening_parenthesis = false
+csharp_space_between_method_call_parameter_list_parentheses = false
+csharp_space_between_method_declaration_empty_parameter_list_parentheses = false
+csharp_space_between_method_declaration_name_and_open_parenthesis = false
+csharp_space_between_method_declaration_parameter_list_parentheses = false
+csharp_space_between_parentheses = false
+csharp_space_between_square_brackets = false
+
+# Wrapping preferences
+csharp_preserve_single_line_blocks = true
+csharp_preserve_single_line_statements = true
+
+#### Naming styles ####
+
+# Naming rules
+
+dotnet_naming_rule.interface_should_be_begins_with_i.severity = suggestion
+dotnet_naming_rule.interface_should_be_begins_with_i.symbols = interface
+dotnet_naming_rule.interface_should_be_begins_with_i.style = begins_with_i
+
+dotnet_naming_rule.types_should_be_pascal_case.severity = suggestion
+dotnet_naming_rule.types_should_be_pascal_case.symbols = types
+dotnet_naming_rule.types_should_be_pascal_case.style = pascal_case
+
+dotnet_naming_rule.non_field_members_should_be_pascal_case.severity = suggestion
+dotnet_naming_rule.non_field_members_should_be_pascal_case.symbols = non_field_members
+dotnet_naming_rule.non_field_members_should_be_pascal_case.style = pascal_case
+
+# Symbol specifications
+
+dotnet_naming_symbols.interface.applicable_kinds = interface
+dotnet_naming_symbols.interface.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
+dotnet_naming_symbols.interface.required_modifiers =
+
+# user types
+dotnet_naming_symbols.user_types.applicable_kinds = class, struct, interface, enum
+dotnet_naming_symbols.user_types.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
+dotnet_naming_symbols.user_types.required_modifiers =
+
+# non_field_members
+dotnet_naming_symbols.non_field_members.applicable_kinds = property, event, method
+dotnet_naming_symbols.non_field_members.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
+dotnet_naming_symbols.non_field_members.required_modifiers =
+
+# public symbols
+dotnet_naming_symbols.public_symbols.applicable_kinds = property,method,field,event,delegate
+dotnet_naming_symbols.public_symbols.applicable_accessibilities = public,internal
+
+# parameters
+dotnet_naming_symbols.parameters.applicable_kinds = parameter
+dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,protected,private,protected_internal,private_internal
+
+# private symbols
+dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
+dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
+
+# Naming styles
+
+dotnet_naming_style.snake_case.required_prefix =
+dotnet_naming_style.snake_case.required_suffix =
+dotnet_naming_style.snake_case.word_separator = _
+dotnet_naming_style.snake_case.capitalization = all_lower
+
+dotnet_naming_style.private_snake_case.required_prefix = _
+dotnet_naming_style.private_snake_case.required_suffix =
+dotnet_naming_style.private_snake_case.word_separator = _
+dotnet_naming_style.private_snake_case.capitalization = all_lower
+
+dotnet_naming_style.user_types.required_prefix =
+dotnet_naming_style.user_types.required_suffix =
+dotnet_naming_style.user_types.word_separator =
+dotnet_naming_style.user_types.capitalization = pascal_case
+
+dotnet_naming_style.interface.required_prefix = I
+dotnet_naming_style.interface.required_suffix =
+dotnet_naming_style.interface.word_separator =
+dotnet_naming_style.interface.capitalization = pascal_case
+
+# rules
+dotnet_naming_rule.user_types.symbols = user_types
+dotnet_naming_rule.user_types.style = user_types
+dotnet_naming_rule.user_types.severity = suggestion
+
+dotnet_naming_rule.interfaces.symbols = interface
+dotnet_naming_rule.interfaces.style = interface_style
+dotnet_naming_rule.interfaces.severity = suggestion
+
+dotnet_naming_rule.public_members_snake_case.symbols = public_symbols
+dotnet_naming_rule.public_members_snake_case.style = snake_case
+dotnet_naming_rule.public_members_snake_case.severity = suggestion
+
+dotnet_naming_rule.private_members_snake_case.symbols = private_symbols
+dotnet_naming_rule.private_members_snake_case.style = private_snake_case
+dotnet_naming_rule.private_members_snake_case.severity = suggestion
+
+dotnet_naming_rule.parameters.symbols = parameters
+dotnet_naming_rule.parameters.style = snake_case
+dotnet_naming_rule.parameters.severity = suggestion

.gitignore

@@ -1,11 +1,13 @@
 nohup.out
 build/
+.build_proxy/
 cmake-build-debug/
+.cache/
+.ipynb_checkpoints/
 .idea/
 .dir-locals.el
 *.pyc
-.vscode/*
-!.vscode/*.json
+**.vscode
 .vs
 obj/
 *.csproj.user
@@ -17,10 +19,13 @@ vcxproj.user
 src/client/spark/Properties/launchSettings.json
 compile_commands.json
 .cquery_cached_index/
+.cache/*
+.clangd/*
 src/client/sparkcmd/Properties/launchSettings.json
 node_modules
 paket-files
 project.lock.json
+src/.clang-format
 src/server/sparkd/orderman/perf_analysis/data
 src/server/sparkd/orderman/perf_analysis/logs/
 src/server/sparkd/orderman/perf_analysis/trace_data/
@@ -34,4 +39,15 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+*.rej
 /build
+/build.*/*
+.clangd/
+*CMakeDeps.cmake
+/sniper.ipynb
+/src/.clang-format
+/src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
+/src/server/sparkd/cmds/spartan/analysis/data
+*.tmp/*
+/.venv*/*
+.cache/

.gitmodules

@@ -7,3 +7,6 @@
 [submodule "docker/windows"]
 	path = docker/windows
 	url = git@bitbucket.org:bluetradesys/windows_docker.git
+[submodule "src/deribit-crypto-connector-demo-application"]
+	path = src/deribit-crypto-connector-demo-application
+	url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git

CMakeLists.txt

@@ -1,65 +1,94 @@
 cmake_minimum_required(VERSION 3.5)
 project(spark)
 
-if (WIN32)
-  set (platform "windows")
-else ()
-  set (platform "linux")
-endif ()
+if(WIN32)
+  set(platform "windows")
+else()
+  set(platform "linux")
+endif()
 
-set (EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
-set (SPARK_PYTHON "${EXTERNALS_ROOT}/python")
-set (SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set (SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set (SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
+set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
+set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
+set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
+set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
 
-include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories (${SPARK_LIB})
+include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+link_directories(${SPARK_LIB})
 
-if (WIN32)
-  set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} \
-                        /MP \ 
-                        /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
-                        /DCURL_STATICLIB \
-                        /D_WINSOCK_DEPRECATED_NO_WARNINGS \
-                        /D__TBB_NO_IMPLICIT_LINKAGE \
-                        /DBOOST_ALL_NO_LIB \
-                        /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
-
-  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} /MTd") 
-  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
-  set(CMAKE_SHARED_LINKER_FLAGS_RELEASE "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} /DEBUG /OPT:REF /OPT:ICF /LTCG")
+if(WIN32)
+  # flags
+  set(
+    CMAKE_CXX_FLAGS
+    "${CMAKE_CXX_FLAGS} \
+    /MP \
+    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
+    /bigobj \
+    /DCURL_STATICLIB \
+    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
+    /D__TBB_NO_IMPLICIT_LINKAGE \
+    /DBOOST_ALL_NO_LIB \
+    /std:c++17 \
+    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
+  set(
+    CMAKE_SHARED_LINKER_FLAGS_RELEASE
+    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
+    /DEBUG \
+    /OPT:REF \
+    /OPT:ICF \
+    /LTCG")
 
+  # subdirs
   add_subdirectory(src/lib)
-else ()
-# so that sparkd looks for libspark.so in its directory
-  set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE) 
-  set (CMAKE_INSTALL_RPATH ".")
+else()
+  # make sparkd look for libspark.so in its directory
+  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+  set(CMAKE_INSTALL_RPATH ".")
 
-  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} \
-                               -fPIC -Wall -pedantic -Wextra -Werror \
-                               -Wno-missing-braces -Wno-ignored-qualifiers \
-                               --std=c++17 -fdiagnostics-color")
-  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
-  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
+  # flags
+  set(
+    CMAKE_CXX_FLAGS_DEBUG
+    "${CMAKE_CXX_FLAGS_DEBUG} \
+    -fPIC \
+    -Wall \
+    -pedantic \
+    -Wextra \
+    -Werror \
+    -Wno-missing-braces \
+    -Wno-ignored-qualifiers \
+    --std=c++17 -fdiagnostics-color")
+  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")
+
+  # subdirs
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
   add_subdirectory(src/web)
   add_subdirectory(doc/user)
-  add_subdirectory(src/sdk)
+  if(BUILD_SDK)
+    add_subdirectory(src/sdk)
+  endif()
   add_subdirectory(src/data_files)
 
-  add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
+  add_custom_command(
+    OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/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)  
+    DEPENDS sparkd data_files_dir)
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
 endif()

dev/gen/omnisharp.json

@@ -0,0 +1,54 @@
+{
+    "FormattingOptions": {
+            "NewLine": "\n",
+            "UseTabs": false,
+            "TabSize": 3,
+            "IndentationSize": 3,
+            "SpacingAfterMethodDeclarationName": false,
+            "SpaceWithinMethodDeclarationParenthesis": false,
+            "SpaceBetweenEmptyMethodDeclarationParentheses": false,
+            "SpaceAfterMethodCallName": false,
+            "SpaceWithinMethodCallParentheses": false,
+            "SpaceBetweenEmptyMethodCallParentheses": false,
+            "SpaceAfterControlFlowStatementKeyword": true,
+            "SpaceWithinExpressionParentheses": false,
+            "SpaceWithinCastParentheses": false,
+            "SpaceWithinOtherParentheses": false,
+            "SpaceAfterCast": false,
+            "SpacesIgnoreAroundVariableDeclaration": false,
+            "SpaceBeforeOpenSquareBracket": false,
+            "SpaceBetweenEmptySquareBrackets": false,
+            "SpaceWithinSquareBrackets": false,
+            "SpaceAfterColonInBaseTypeDeclaration": true,
+            "SpaceAfterComma": true,
+            "SpaceAfterDot": false,
+            "SpaceAfterSemicolonsInForStatement": true,
+            "SpaceBeforeColonInBaseTypeDeclaration": true,
+            "SpaceBeforeComma": false,
+            "SpaceBeforeDot": false,
+            "SpaceBeforeSemicolonsInForStatement": false,
+            "SpacingAroundBinaryOperator": "single",
+            "IndentBraces": false,
+            "IndentBlock": true,
+            "IndentSwitchSection": true,
+            "IndentSwitchCaseSection": true,
+            "LabelPositioning": "oneLess",
+            "WrappingPreserveSingleLine": true,
+            "WrappingKeepStatementsOnSingleLine": true,
+            "NewLinesForBracesInTypes": false,
+            "NewLinesForBracesInMethods": false,
+            "NewLinesForBracesInProperties": false,
+            "NewLinesForBracesInAccessors": false,
+            "NewLinesForBracesInAnonymousMethods": false,
+            "NewLinesForBracesInControlBlocks": false,
+            "NewLinesForBracesInAnonymousTypes": false,
+            "NewLinesForBracesInObjectCollectionArrayInitializers": false,
+            "NewLinesForBracesInLambdaExpressionBody": false,
+            "NewLineForElse": false,
+            "NewLineForCatch": false,
+            "NewLineForFinally": false,
+            "NewLineForMembersInObjectInit": true,
+            "NewLineForMembersInAnonymousTypes": true,
+            "NewLineForClausesInQuery": true
+    }
+}

dev/john/Dockerfile

@@ -0,0 +1,120 @@
+FROM spark-crypto_18.04
+
+RUN \
+    DEBIAN_FRONTEND=noninteractive apt-get update \
+    && apt-get install -y \
+    htop \
+    locales \
+    source-highlight \
+    powerline \
+    fonts-powerline
+
+
+# Hide these in the .docker directory to avoid conflicts with existing repos on
+# this computer (in case a parent dir, such as $HOME, is mounted inside a
+# container)
+ARG repo_root="/home/john/Documents/repos/.docker"
+
+# Create dirs for public/private repos
+USER john
+RUN \
+    mkdir -p $repo_root/public \
+    && mkdir -p $repo_root/private
+
+
+## Get latest fish (build from source)
+# 1) get build deps
+USER root
+RUN \
+    DEBIAN_FRONTEND=noninteractive apt-get update \
+    && apt-get install -y software-properties-common
+RUN \
+    apt-add-repository ppa:fish-shell/release-3 \
+    && sed -i "s/^# deb/deb/g" /etc/apt/sources.list
+
+RUN DEBIAN_FRONTEND=noninteractive apt-get update && apt-get build-dep -y fish
+
+
+# 2) Clone repo
+USER john
+RUN \
+    cd $repo_root/public \
+    && git clone https://github.com/fish-shell/fish-shell.git
+
+RUN \
+    cd $repo_root/public/fish-shell \
+    && mkdir build \
+    && cd build \
+    && cmake -DCMAKE_BUILD_TYPE=Release -DBUILD_DOCS=0 .. \
+    && cmake --build .
+
+# Switch to root, rather than running inline w/ sudo cmd, to avoid having to
+# enter a password
+USER root
+RUN \
+    cd $repo_root/public/fish-shell/build \
+    && make install
+USER john
+
+
+## Get oh-my-fish
+RUN \
+    cd $repo_root/public \
+    && git clone https://github.com/oh-my-fish/oh-my-fish.git
+
+RUN \
+    cd $repo_root/public/oh-my-fish \
+    && ./bin/install --noninteractive --yes
+
+
+## Get my fish config
+RUN \
+    cd $repo_root/private \
+    && git clone https://github.com/johncolvin-og/myfishconfig
+
+RUN \
+    cd $repo_root/private/myfishconfig \
+    && cp src/config.fish /home/john/.config/fish/ \
+    && cp src/aliases.fish /home/john/.config/fish/ \
+    && cp -r src/functions /home/john/.config/fish/ \
+    && cp -r src/themes/johncolvin /home/john/.local/share/omf/themes/ \
+    && fish --command "omf theme johncolvin"
+
+
+## Get my bash config (back up existing)
+RUN \
+    cd $repo_root/private \
+    && git clone https://github.com/johncolvin-og/mybashconfig \
+    && cd mybashconfig \
+    && cp src/* /home/john/
+
+
+# Get vim files/tools
+USER root
+RUN \
+    DEBIAN_FRONTEND=noninteractive apt-get update \
+    && apt-get install -y curl
+USER john
+RUN curl -fLo home/john/.vim/autoload/plug.vim --create-dirs \
+    https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim
+
+
+# Some fonts look sketchy if the language isn't set to english:
+#   * The powerline git glyphs in the fish prompt are all displayed as question
+#   marks.
+#
+#   * The shell confuses the position of the cursor, so characters are left
+#   around when they should have been cleared, and the cursor's home position
+#   is pushed one or two places to the right.
+#
+#   * Most likely, the bad cursor position is caused by some dependencies the
+#   interpretation of escape sequences have on the language setting.  At this
+#   point I don't even care anymore (literally took 8 hours to figure this
+#   out).  I just know this shit is needed to make the prompt work correctly.
+USER root
+RUN locale-gen "en_US.UTF-8"
+USER john
+ENV LANG en_US.UTF-8
+ENV LANGUAGE en_US:en
+ENV LC_ALL en_US.UTF-8
+RUN fc-cache -vf

dev/john/build_docker.fish

@@ -0,0 +1,16 @@
+#!/usr/bin/env fish
+
+set this_dir (realpath (dirname (status -f)))
+set image_working_dir (realpath "$this_dir/../..")
+
+set image_name $argv[1]
+if test (count $argv) -eq 0
+    set image_name_cmd "$this_dir/docker_image_name.fish"
+    set image_name (eval $image_name_cmd)
+end
+
+docker build \
+    -f "$this_dir/Dockerfile" \
+    -t "$image_name" \
+    "$image_working_dir"
+

dev/john/docker_container_name.fish

@@ -0,0 +1,11 @@
+#!/usr/bin/env fish
+
+if test (count $argv) -gt 0
+    echo $argv
+    exit 0
+end
+
+set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
+set image_name (eval $image_name_cmd)
+echo $image_name
+

dev/john/docker_image_name.fish

@@ -0,0 +1,4 @@
+#!/usr/bin/env fish
+
+echo "$USER""s_"(basename (git rev-parse --show-toplevel))"-dev"
+

dev/john/docker_shell.fish

@@ -0,0 +1,12 @@
+#!/usr/bin/env fish
+
+set inst_name $argv[1]
+if test (count $argv) -eq 0
+    set script_dir (realpath (dirname (status -f)))
+    set inst_name (eval $script_dir"/docker_container_name.fish")
+end
+
+set working_dir (realpath (pwd))
+echo $inst_name
+docker exec -w $working_dir -it "$inst_name" bash
+

dev/john/setup_builds.fish

@@ -0,0 +1,146 @@
+#!/usr/bin/env fish
+
+function print_help_and_exit
+    echo "\
+Usage: setup_builds.sh [OPTIONS] compiler build-type
+
+Positionals:
+  gcc                Compile with gcc
+  clang              Compile with clang
+  debug              Build debug
+  release            Build release
+
+Options:
+  --compiler         <clang|gcc> Specify the compiler
+  --type             <debug|release> Specify the type of build 
+  -f,--force         Overwrite existing build directories
+  -h,--help          Print this help message and exit
+
+"
+    exit $argv[1]
+end
+
+function assert_dir
+    if test ! -d "$argv[1]"
+        if test -n "$argv[2]"
+            echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
+        else
+            echo "'"$argv[1]"' is not a directory"
+        end
+        exit 1
+    end
+end
+
+# common variables
+
+set tools_path (realpath (dirname (status -f)))
+set spartan_path_cmd $tools_path/spartan_path.fish
+set repo_root (eval $spartan_path_cmd "repo-root")
+set build_root "$repo_root"/"build"
+mkdir -p "$build_root"
+
+# Initialize the build directory.  Expected arguments: <compiler>, <build_type>
+# Note: this method assumes the variables 'repot_root' and 'build_root' have
+# already been properly initialized
+function setup_build
+    assert_dir $repo_root
+    assert_dir $build_root
+    set compiler "$argv[1]"
+    set build_type "$argv[2]"
+
+    if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
+        print_help_and_exit 1
+    end
+
+    if test "$build_type" = debug
+        set build_type_arg Debug
+        if test "$compiler" = gcc
+            set compiler_arg "/usr/lib/ccache/g++"
+        else
+            # set compiler_arg "/usr/lib/ccache/clang++"
+            set compiler_arg "clang++"
+        end
+    else if test "$build_type" = release
+        set build_type_arg Release
+        if test "$compiler" = gcc
+            set compiler_arg "g++"
+        else
+            set compiler_arg "clang++"
+        end
+    end
+
+    if test \( -z "$compiler" \) -o \( \( "$compiler" != gcc \) -a \( "$compiler" != clang \) \)
+        print_help_and_exit 1
+    end
+
+    set build_dest $build_root"/"$compiler"/"$build_type
+
+    echo "Set up build: "$compiler" "$build_type
+
+    if test \( -z "$force" \) -a \( -d $build_dest \)
+        echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
+        return 1
+    end
+
+    rm -rf "$build_dest"
+    mkdir -p "$build_dest"
+    cd "$build_dest"
+    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+end
+
+# The while loop below removes arguments (via shift) as it parses them.
+# Additional information that needs to be extracted from the arguments must be
+# done so before the loop is executed.
+
+set i 1
+while test $i -le (count $argv)
+    switch $argv[$i]
+        case --compiler
+            set i (math "$i + 1")
+            set compiler $argv[$i]
+        case clang
+            set compiler clang
+        case gcc
+            set compiler gcc
+        case --type
+            set i (math "$i + 1")
+            set build_type $argv[$i]
+        case release
+            set build_type release
+        case debug
+            set build_type debug
+        case -f
+            set force 1
+        case --force
+            set force 1
+        case -h
+            print_help_and_exit 0
+        case --help
+            print_help_and_exit 0
+        case '*'
+            print_help_and_exit 1
+    end
+    set i (math "$i + 1")
+end
+
+echo "compiler in "$compiler
+echo "build type in "$build_type
+if test -n "$compiler"
+    if test -n "$build_type"
+        setup_build $compiler $build_type
+    else
+        # all builds for the specified compiler
+        setup_build $compiler debug
+        setup_build $compiler release
+    end
+else if test -n "$build_type"
+    # all builds for the specified build type
+    setup_build gcc $build_type
+    setup_build clang $build_type
+else
+    # all builds
+    setup_build gcc debug
+    setup_build gcc release
+    setup_build clang debug
+    setup_build clang release
+end

dev/john/setup_builds_new.fish

@@ -0,0 +1,153 @@
+#!/usr/bin/env fish
+
+function print_help_and_exit
+  echo "\
+Usage: setup_builds.sh [OPTIONS] compiler build-type
+
+Positionals:
+  gcc                Compile with gcc
+  clang              Compile with clang
+  debug              Build debug
+  release            Build release
+
+Options:
+  --compiler         <clang|gcc> Specify the compiler
+  --type             <debug|release> Specify the type of build 
+  -f,--force         Overwrite existing build directories
+  -h,--help          Print this help message and exit
+
+"
+  exit $argv[1]
+end
+
+function assert_dir
+  if test ! -d "$argv[1]"
+    if test -n "$argv[2]"
+      echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
+    else
+      echo "'"$argv[1]"' is not a directory"
+    end
+    exit 1
+  end
+end
+
+# common variables
+
+#set tools_path (readlink -f (pwd))
+#set tools_path (cd (dirname (status --current-filename)); and pwd)
+set tools_path (realpath (dirname (status -f)))
+set spartan_path_cmd $tools_path/spartan_path.fish
+set repo_root (eval $spartan_path_cmd "repo-root")
+# Don't call 'spartan_path_cmd "build"' bc it returns specific build path
+# (i.e., for a particular compiler/build type), not the root build path
+# set build_root (eval $spartan_path_cmd "build")
+set build_root "$repo_root"/"build"
+mkdir -p "$build_root"
+
+# Initialize the build directory.  Expected arguments: <compiler>, <build_type>
+# Note: this method assumes the variables 'repot_root' and 'build_root' have
+# already been properly initialized
+function setup_build
+  assert_dir $repo_root
+  assert_dir $build_root
+  set compiler "$argv[1]"
+  set build_type "$argv[2]"
+
+  if test \( -z "$build_type" \) -o \( \( "$build_type" != "debug" \) -a \( "$build_type" != "release" \) \)
+    print_help_and_exit 1
+  end
+
+  if test "$build_type" = "debug"
+    set build_type_arg "Debug"
+    if test "$compiler" = "gcc"
+      set compiler_arg "/usr/lib/ccache/g++"
+    else
+      set compiler_arg "/usr/lib/ccache/clang++"
+    end
+  else if test "$build_type" = "release"
+    set build_type_arg "Release"
+    if test "$compiler" = "gcc"
+      set compiler_arg "g++"
+    else
+      set compiler_arg "clang++"
+    end
+  end
+
+  if test \( -z "$compiler" \) -o \( \( "$compiler" != "gcc" \) -a \( "$compiler" != "clang" \) \)
+    print_help_and_exit 1
+  end
+
+  set build_dest $build_root"/"$compiler"/"$build_type
+  set conan_dest $repo_root"/conan/"$compiler"_"$build_type
+
+  echo "Set up build: "$compiler" "$build_type
+
+  if test \( -z "$force" \) -a \( -d $build_dest \)
+    echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
+    return 1
+  end
+
+  rm -rf "$build_dest"
+  mkdir -p "$build_dest"
+  mkdir -p "$conan_dest"
+  cd "$build_dest"
+  conan install --build missing --profile $conan_dest $repo_root
+  cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+end
+
+# The while loop below removes arguments (via shift) as it parses them.
+# Additional information that needs to be extracted from the arguments must be
+# done so before the loop is executed.
+
+set i 1
+while test $i -le (count $argv)
+  switch $argv[$i]
+    case '--compiler'
+      set i (math "$i + 1")
+      set compiler $argv[$i]
+    case 'clang'
+      set compiler 'clang'
+    case 'gcc'
+      set compiler 'gcc'
+    case '--type'
+      set i (math "$i + 1")
+      set build_type $argv[$i]
+    case 'release'
+      set build_type 'release'
+    case 'debug'
+      set build_type 'debug'
+    case '-f'
+      set force 1
+    case '--force'
+      set force 1
+    case '-h'
+      print_help_and_exit 0
+    case '--help'
+      print_help_and_exit 0
+    case '*'
+      print_help_and_exit 1
+  end
+  set i (math "$i + 1")
+end
+
+echo "compiler in "$compiler
+echo "build type in "$build_type
+if test -n "$compiler"
+  if test -n "$build_type"
+    setup_build $compiler $build_type
+  else
+    # all builds for the specified compiler
+    setup_build $compiler "debug"
+    setup_build $compiler "release"
+  end
+else if test -n "$build_type"
+  # all builds for the specified build type
+  setup_build "gcc" $build_type
+  setup_build "clang" $build_type
+else
+  # all builds
+  setup_build "gcc" "debug"
+  setup_build "gcc" "release"
+  setup_build "clang" "debug"
+  setup_build "clang" "release"
+end

dev/john/spartan_path.fish

@@ -0,0 +1,92 @@
+#!/usr/bin/env fish
+
+#basename (git rev-parse --show-toplevel)
+
+function print_help_and_exit
+  echo "\
+Print paths to core parts of the repository
+Usage: sparkd_path.sh SUBCOMMAND
+
+Subcommands:
+  build              Print build path
+  repo-root          Print repo root path
+
+"
+  exit $argv[1]
+end
+
+function print_build_help_and_exit
+  echo "\
+Print build path
+Usage: sparkd_path.sh build [OPTIONS] compiler build-type
+
+Positionals:
+  gcc                Print gcc build path
+  clang              Print clang build path
+  debug              Print debug build path
+  release            Print release build path
+
+Options:
+  --compiler         <clang|gcc> Specify the compiler
+  --type             <debug|release> Specify the type of build 
+  -h,--help          Print this help message and exit
+
+"
+  exit $argv[1]
+end
+
+function print_repo_root
+  git rev-parse --show-toplevel
+end
+
+function run_repo_root
+  print_repo_root
+end
+
+function run_build
+  set compiler "gcc"
+  set build_type "release"
+  set i 1
+  while test $i -lt (count $argv)
+    switch $argv[$i]
+      case '--compiler'
+        set i (math "$i + 1")
+        set compiler $argv[$i]
+      case 'clang'
+        set compiler 'clang'
+      case 'gcc'
+        set compiler 'gcc'
+      case '--type'
+        set i (math "$i + 1")
+        set build_type $argv[$i]
+      case 'release'
+        set build_type 'release'
+      case 'debug'
+        set build_type 'debug'
+      '-h'
+        print_build_help_and_exit 0
+      '--help'
+        print_build_help_and_exit 0
+      '*'
+        print_build_help_and_exit 1
+      end
+      set i (math "$i + 1")
+    end
+  if test \( $compiler = "clang" \) -o \( $compiler = "gcc" \)
+    set comp_path $compiler
+  else
+    print_build_help_and_exit 1
+  end
+  set src_root (print_repo_root)
+  set build_root (readlink -f "$src_root""/build")
+  set build_dest $build_root"/"$compiler"/"$build_type
+  echo $build_dest
+end
+
+if test "$argv[1]" = "repo-root"
+  print_repo_root $argv[2..-1]
+else if test "$argv[1]" = "build"
+  run_build $argv[2..-1]
+else
+  print_help_and_exit 1
+end

dev/john/start_docker.fish

@@ -0,0 +1,43 @@
+#!/usr/bin/env fish
+
+set image_name $argv[1]
+set cont_name $argv[2]
+
+if test (count $argv) -lt 2
+   if test (count $argv) -lt 1
+      set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
+      set image_name (eval $image_name_cmd)
+   end
+   set cont_name_cmd (realpath (dirname (status -f)))"/docker_container_name.fish "$image_name
+   set cont_name (eval $cont_name_cmd)
+end
+
+set working_dir (realpath (pwd))
+
+set home_path /home/john
+set repo_path (git rev-parse --show-toplevel)
+set repo_path_out /home/john/Documents/repos/bts/(basename $repo_path)
+set working_dir $repo_path_out
+
+echo "starting docker instance '"$cont_name"' (image '"$image_name"')"
+echo "working dir "$working_dir
+
+docker run \
+  --rm \
+  --net host \
+  -h (hostname) \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name $cont_name \
+  -v $repo_path:$repo_path_out \
+  -u (id -u $USER) \
+  -w $working_dir \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name" \
+  bash
+

dev/john/vscode/launch.json

@@ -0,0 +1,513 @@
+{
+  "version": "0.2.0",
+  "configurations": [
+    {
+      "name": "Spark Local",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
+      "args": [
+        "run",
+        "test",
+        "-a",
+        "OutrightVanillaOrder"
+      ],
+      "stopAtEntry": false,
+      "cwd": "${workspaceRoot}/build/gcc/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/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "-a",
+        "[ilink3]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Skip STL",
+          "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+          "ignoreFailures": true
+        },
+        {
+          "description": "LD LIBRARY",
+          "text": "set env LD_LIBRARY_PATH=.",
+          "ignoreFailures": false
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "(gdb) Launch",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
+      "args": [
+        "run"
+      ],
+      "stopAtEntry": false,
+      "cwd": "${workspaceRoot}/build/gcc/debug/src/server/sparkd",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        }
+      ]
+    },
+    {
+      "name": "Client Launch",
+      "type": "clr",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+      "args": [],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "SDK Launch",
+      "type": "clr",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+      "args": [
+        "md",
+        "GLBX",
+        "Future",
+        "CL",
+        "CLZ9",
+        "--user=bts",
+        "--pass="
+      ],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "Excel Launch",
+      "type": "clr",
+      "request": "launch",
+      "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+      "args": [
+        "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+      ],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "Client Tests",
+      "type": "clr",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+      "args": [
+        "test",
+        "ApiUpdateTests"
+      ],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "Client Attach",
+      "type": "clr",
+      "request": "attach",
+      "processId": "${command:pickProcess}"
+    },
+    {
+      "name": "Spreader Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[spreader]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "MD Synthetic Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[md][synthetic]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Spartan Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[spartan_md]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Matcher Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[matcher]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Admin Service Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
+      "args": [
+        "test",
+        "[admin_service]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Limiter Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
+      "args": [
+        "test",
+        "[limiter]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "MD Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[algo]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Skip STL",
+          "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "SparkVM attach",
+      "type": "cppdbg",
+      "request": "attach",
+      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
+      "processId": "${command:pickRemoteProcess}",
+      "MIMode": "gdb",
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Python",
+      "type": "python",
+      "request": "launch",
+      "stopOnEntry": false,
+      "python": "${command:python.interpreterPath}",
+      "program": "${file}",
+      "cwd": "${workspaceRoot}",
+      "env": {},
+      "envFile": "${workspaceRoot}/.env",
+      "args": [
+        "DEBUG"
+      ],
+      "debugOptions": [
+        "WaitOnAbnormalExit",
+        "WaitOnNormalExit",
+        "RedirectOutput"
+      ]
+    },
+    {
+      "name": ".NET Core Remote Attach",
+      "type": "coreclr",
+      "request": "attach",
+      "processId": "${command:pickRemoteProcess}",
+      "pipeTransport": {
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/home/bts/vsdbg/vsdbg",
+        "pipeCwd": "${workspaceRoot}",
+        "quoteArgs": true
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      },
+      "justMyCode": true
+    },
+    {
+      "name": ".NET Core Remote Launch",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "/usr/bin/dotnet",
+      "args": [
+        "sparkcmd.dll",
+        "test",
+        "test_join_create_and_takeout_market"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server",
+      "pipeTransport": {
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/home/bts/vsdbg/vsdbg",
+        "pipeCwd": "${workspaceRoot}",
+        "quoteArgs": true
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      },
+      "justMyCode": false
+    },
+  ]
+}

dev/john/vscode/settings.json

@@ -0,0 +1,16 @@
+{
+  "files.associations": {
+    "utility": "cpp",
+    "initializer_list": "cpp",
+    "list": "cpp",
+    "type_traits": "cpp",
+    "vector": "cpp",
+    "xhash": "cpp",
+    "xstring": "cpp",
+    "system_error": "cpp",
+    "array": "cpp",
+    "string_view": "cpp",
+    "xutility": "cpp",
+    "*.ipp": "cpp"
+  }
+}

dev/john/vscode/tasks.json

@@ -0,0 +1,41 @@
+{
+  // See https://go.microsoft.com/fwlink/?LinkId=733558
+  // for the documentation about the tasks.json format
+  "version": "2.0.0",
+  "tasks": [
+    {
+      "label": "Touch CMakeLists.txt",
+      "type": "process",
+      "promptOnClose": false,
+      "isBackground": true,
+      "command": "touch",
+      "args": ["${workspaceRoot}/CMakeLists.txt"],
+      "problemMatcher": [],
+      "presentation": {
+        "echo": false,
+        "revealProblems": "onProblem",
+        "reveal": "silent",
+        "focus": false,
+        "panel": "shared",
+        "showReuseMessage": false,
+        "clear": true
+      }
+    }
+  ],
+  "inputs": [
+    {
+      "id": "build_configuration",
+      "type": "pickString",
+      "default": "debug",
+      "description": "Configuration:",
+      "options": ["debug", "release"]
+    },
+    {
+      "id": "compiler",
+      "type": "pickString",
+      "default": "gcc",
+      "description": "Compiler",
+      "options": ["clang", "gcc"]
+    }
+  ]
+}

dev/taha/vscode/c_cpp_properties.json

@@ -0,0 +1,107 @@
+{
+    "configurations": [
+        {
+            "name": "Linux",
+            "includePath": [
+                "/usr/include",
+                "/usr/local/include",
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
+            ],
+            "defines": [],
+            "intelliSenseMode": "clang-x64",
+            "browse": {
+                "path": [
+                    "/usr/include",
+                    "/usr/local/include",
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": ""
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
+        },
+        {
+            "name": "Windows",
+            "intelliSenseMode": "clang-x64",
+            "includePath": [
+                "${workspaceRoot}/src",
+                "${workspaceRoot}/build/src",
+                "${workspaceRoot}/build/ninja_debug/src",
+                "${workspaceRoot}/externals/windows/include",
+                "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                "${workspaceRoot}/externals/windows/vscode/usr/include"
+            ],
+            "defines": [
+                "__linux__",
+                "__x86_64__"
+            ],
+            "browse": {
+                "path": [
+                    "${workspaceRoot}/src",
+                    "${workspaceRoot}/build/src",
+                    "${workspaceRoot}/build/ninja_debug/src",
+                    "${workspaceRoot}/externals/windows/include",
+                    "${workspaceRoot}/externals/linux/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/*"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": ""
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17"
+        },
+        {
+            "name": "WindowsQuick",
+            "intelliSenseMode": "clang-x64",
+            "includePath": [
+                "${workspaceRoot}/src",
+                "${workspaceRoot}/build/src",
+                "${workspaceRoot}/build/ninja_debug/src",
+                "${workspaceRoot}/externals/windows/include",
+                "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                "${workspaceRoot}/externals/windows/vscode/usr/include"
+            ],
+            "defines": [
+                "__linux__",
+                "__x86_64__"
+            ],
+            "browse": {
+                "path": [
+                    "${workspaceRoot}/src"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": "${workspaceRoot}/.vscode/browse.vc.db"
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17"
+        }
+    ],
+    "version": 4
+}

dev/taha/vscode/launch.json

@@ -1,371 +1,402 @@
-{
-    "version": "0.2.0",
-    "configurations": [
-        {
-            "name": "SparkVM Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "run"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "LD LIBRARY",
-                    "text": "set env LD_LIBRARY_PATH=.",
-                    "ignoreFailures": false
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": [
-                "run"
-            ],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-            "name": "Client Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-            "args": [],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "SDK Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-            "args": [
-                "md",
-                "GLBX",
-                "Future",
-                "CL",
-                "CLZ9",
-                "--user=bts",
-                "--pass="
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Excel Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-            "args": [
-                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Tests",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-            "args": [
-                "test",
-                "ApiUpdateTests"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId": "${command:pickProcess}"
-        },
-        {
-            "name": "Spreader Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "test",
-                "[spreader]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Admin Service Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[admin_service]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Limiter Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[limiter]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "MD Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "test",
-                "[algo]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "SparkVM attach",
-            "type": "cppdbg",
-            "request": "attach",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "processId": "${command:pickRemoteProcess}",
-            "MIMode": "gdb",
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Python",
-            "type": "python",
-            "request": "launch",
-            "stopOnEntry": false,
-            "pythonPath": "${config:python.pythonPath}",
-            "program": "${file}",
-            "cwd": "${workspaceRoot}",
-            "env": {},
-            "envFile": "${workspaceRoot}/.env",
-            "args": [
-                "DEBUG"
-            ],
-            "debugOptions": [
-                "WaitOnAbnormalExit",
-                "WaitOnNormalExit",
-                "RedirectOutput"
-            ]
-        },
-        {
-            "name": ".NET Core Remote Attach",
-            "type": "coreclr",
-            "request": "attach",
-            "processId": "${command:pickRemoteProcess}",
-            "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
-                "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": true
-        },
-        {
-            "name": ".NET Core Remote Launch",
-            "type": "coreclr",
-            "request": "launch",
-            "program": "/usr/bin/dotnet",
-            "args": [
-                "sparkcmd.dll",
-                "test",
-                "test_join_create_and_takeout_market"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server",
-            "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
-                "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": false
-        },
-    ]
+{
+    "version": "0.2.0",
+    "configurations": [
+        {
+            "name": "Spark Local",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
+            "args": [
+                "run",
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/gcc/debug/server/",
+            "environment": [
+                {
+                    "name": "TZ",
+                    "value": "America/Chicago"
+                }
+            ],
+            "externalConsole": false,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "SparkVM Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+            "args": [
+                "test",
+                "-a",
+                "[ilink3]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "LD LIBRARY",
+                    "text": "set env LD_LIBRARY_PATH=.",
+                    "ignoreFailures": false
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "ApiUpdateTests"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
+        {
+            "name": "Spreader Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+            "args": [
+                "test",
+                "[spreader]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Admin Service Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Limiter Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": [
+                "test",
+                "[limiter]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "MD Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+            "args": [
+                "test",
+                "[algo]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "SparkVM attach",
+            "type": "cppdbg",
+            "request": "attach",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "processId": "${command:pickRemoteProcess}",
+            "MIMode": "gdb",
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Python",
+            "type": "python",
+            "request": "launch",
+            "stopOnEntry": false,
+            "pythonPath": "${config:python.pythonPath}",
+            "program": "${file}",
+            "cwd": "${workspaceRoot}",
+            "env": {},
+            "envFile": "${workspaceRoot}/.env",
+            "args": [
+                "DEBUG"
+            ],
+            "debugOptions": [
+                "WaitOnAbnormalExit",
+                "WaitOnNormalExit",
+                "RedirectOutput"
+            ]
+        },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        }
+    ]
 }

dev/taha/vscode/settings.json

@@ -7,9 +7,9 @@
         "vector": "cpp",
         "xhash": "cpp",
         "xstring": "cpp",
-    "system_error": "cpp",
-    "array": "cpp",
-    "string_view": "cpp"
+    "system_error": "cpp",
+    "array": "cpp",
+    "string_view": "cpp"
         "xutility": "cpp",
         "*.ipp": "cpp"
 }

doc/api/content/client/getting-started/services.md

@@ -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));
 ```

doc/api/content/client/services/marketdata.md

@@ -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;
+}
+```

doc/api/content/server/getting-started/download.md

@@ -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).
+
 
-``` -->
 

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_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/taha/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)

doc/user/content/release_notes/_index.md

@@ -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
+

global.json

@@ -0,0 +1,6 @@
+{
+  "sdk": {
+    "version": "2.1.508",
+    "rollForward": "latestMajor"
+  }
+}

omnisharp.json

@@ -0,0 +1,20 @@
+{
+  "FormattingOptions": {
+    "NewLineForCatch": false,
+    "NewLineForClausesInQuery": true,
+    "NewLineForElse": false,
+    "NewLineForFinally": false,
+    "NewLineForMembersInAnonymousTypes": true,
+    "NewLineForMembersInObjectInit": true,
+    "NewLinesForBracesInAccessors": false,
+    "NewLinesForBracesInAnonymousMethods": false,
+    "NewLinesForBracesInAnonymousTypes": false,
+    "NewLinesForBracesInControlBlocks": false,
+    "NewLinesForBracesInLambdaExpressionBody": false,
+    "NewLinesForBracesInMethods": false,
+    "NewLinesForBracesInObjectCollectionArrayInitializers": false,
+    "NewLinesForBracesInProperties": false,
+    "NewLinesForBracesInTypes": false,
+    "TabSize": 3
+  }
+}

requirements.txt

@@ -0,0 +1,17 @@
+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
+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
+toml==0.10.2
+wrapt==1.12.1
+yapf==0.31.0

server_sln/spark_server.sln

@@ -1,41 +1,41 @@
-
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.26730.10
-MinimumVisualStudioVersion = 10.0.40219.1
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
-	EndGlobalSection
-EndGlobal
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.26730.10
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		MinSizeRel|x64 = MinSizeRel|x64
+		Release|x64 = Release|x64
+		RelWithDebInfo|x64 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
+	EndGlobalSection
+EndGlobal

spark_client.sln

@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.27130.2024
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30114.105
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,213 +12,87 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
 		Debug|x64 = Debug|x64
-		Debug|x86 = Debug|x86
-		MinSizeRel|Any CPU = MinSizeRel|Any CPU
 		MinSizeRel|x64 = MinSizeRel|x64
-		MinSizeRel|x86 = MinSizeRel|x86
-		Release|Any CPU = Release|Any CPU
 		Release|x64 = Release|x64
-		Release|x86 = Release|x86
-		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
 		RelWithDebInfo|x64 = RelWithDebInfo|x64
-		RelWithDebInfo|x86 = RelWithDebInfo|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.ActiveCfg = Debug|x64
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-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.Build.0 = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x86.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|Any CPU.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x86.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/.vscode/settings.json

@@ -1,17 +0,0 @@
-{
-   "files.associations": {
-      "chrono": "cpp",
-      "future": "cpp",
-      "system_error": "cpp",
-      "ios": "cpp",
-      "utility": "cpp",
-      "iosfwd": "cpp",
-      "xhash": "cpp",
-      "xstring": "cpp",
-      "xtree": "cpp",
-      "xutility": "cpp",
-      "exception": "cpp",
-      "bitset": "cpp",
-      "xlocale": "cpp"
-   }
-}

src/client/Directory.Build.Props

@@ -1,6 +1,6 @@
 <Project>
 
-<PropertyGroup>
+  <PropertyGroup>
     <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
     <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
     <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
@@ -12,53 +12,41 @@
     <EnableDefaultContentItems>False</EnableDefaultContentItems>
     <ShowMissingItemTypes>false</ShowMissingItemTypes>
     <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-</PropertyGroup>
+  </PropertyGroup>
 
-<PropertyGroup Label="Output">
+  <PropertyGroup Label="Output">
     <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
     <OutputPath>$(BaseOutputPath)\bin</OutputPath>
     <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
     <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
     <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-</PropertyGroup>
+  </PropertyGroup>
 
-<Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
 
-<ItemGroup>
-    <AvailableItemName Include="Proto2">
-        <Targets>CompileProto3</Targets>
-    </AvailableItemName>
-    <AvailableItemName Include="Proto3">
-        <Targets>CompileProto3</Targets>
-    </AvailableItemName>
-    <AvailableItemName Include="Proto3Excel">
-        <Targets>CompileProto3Excel</Targets>
-    </AvailableItemName>    
-</ItemGroup>
-
-<PropertyGroup Label="ProtoBuf">
+  <PropertyGroup Label="ProtoBuf">
     <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <ProtoInclude>$(Externals)\include</ProtoInclude>
     <protoc>$(Externals)\bin\protoc.exe</protoc>
     <protogen>$(Externals)\bin\protogen.exe</protogen>
-</PropertyGroup>
+  </PropertyGroup>
 
-<ItemDefinitionGroup>
-    <Proto2>
-    </Proto2>
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
     <Proto3>
-        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-        <OutCS>%(OutBase)%(FileName).cs</OutCS>
-        <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-        <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>        
-        <CompileOptions></CompileOptions>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCS>%(OutBase)%(FileName).cs</OutCS>
+      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+      <CompileOptions></CompileOptions>
     </Proto3>
     <Proto3Excel>
-        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-        <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-        <CompileOptions></CompileOptions>
-    </Proto3Excel>    
-</ItemDefinitionGroup>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+      <CompileOptions></CompileOptions>
+    </Proto3Excel>
+  </ItemDefinitionGroup>
 
 </Project>

src/client/Directory.Build.Targets

@@ -1,97 +1,85 @@
-<Project>
-
-
-
-<Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!=''"
-    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
-    Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
-    AfterTargets="PreBuildEvent">
-    <PropertyGroup>
-        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
-        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
-        <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
-    </PropertyGroup>
-    <MakeDir Directories="$(WorkingDirectory)" />
-    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
-    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
-    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
-          WorkingDirectory="$(WorkingDirectory)" />
-    <ItemGroup>
-        <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
-    </ItemGroup>
-</Target>
-
-<!-- 
-    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
-    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
-    passes wipes out the additional compile includes that we add.
--->
-<Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''"
-    Inputs="$(protoc);
-    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
-    $(ProtocPluginBase)\templates\c#\client.pb.cs;
-    $(ProtocPluginBase)\templates\c#\server.pb.cs;
-    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
-    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
-    <MakeDir Directories="%(Proto3.OutBase)" />
-
-    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
-    <Exec Command="
-       set PATH=$(spark_build_python_path);%path% &amp;
-       set PYTHONPATH=$(Externals)\python &amp;
-       $(protoc) ^
-       %(Proto3.FullPath) ^
-       --error_format=msvs ^
-       --proto_path=$(protoinc);$(SourceRoot) ^
-       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
-       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
-       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
-      WorkingDirectory="%(relativedir)" />
-    <ItemGroup>
-       <Compile Include="%(Proto3.OutCS)" />
-       <Compile Include="%(Proto3.OutCSClient)" />
-       <Compile Include="%(Proto3.OutCSServer)" />
-       <Compile Include="%(Proto3.OutCSImmutable)" />
-    </ItemGroup>
-</Target>
-
-<Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!=''"
-    Inputs="$(protoc);
-    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
-    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
-    Outputs="%(Proto3Excel.OutCSExcel)">
-    <MakeDir Directories="%(Proto3Excel.OutBase)" />
-
-    <Message Importance="High" Text="Generating excel service %(Proto3Excel.FileName)" />
-    <Exec Command="
-       set PATH=$(spark_build_python_path);%path% &amp;
-       set PYTHONPATH=$(Externals)\python &amp;
-       $(protoc) ^
-       %(Proto3Excel.FullPath) ^
-       --error_format=msvs ^
-       --proto_path=$(protoinc);$(SourceRoot) ^
-       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
-       --service_out=lang=excel,strip_out_path=1:%(Proto3Excel.OutBase) ^
-       "
-      WorkingDirectory="%(relativedir)" />
-    <ItemGroup>
-       <Compile Include="%(Proto3Excel.OutCSExcel)" />
-    </ItemGroup>
-</Target>
-
-<Target Name="AfterClean" AfterTargets="Clean">
-    <Delete Files="%(Proto3.OutCS)" />
-    <Delete Files="%(Proto3.OutCSClient)" />
-    <Delete Files="%(Proto3.OutCSServer)" />
-    <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)\proto2\*" />
-    <Delete Files="%(Proto3Excel.OutCSExcel)" />
-</Target>
-
-<Target Name="Test" DependsOnTargets="Build">
-</Target>
-
-</Project>
+<Project>
+
+  <Target
+      Name="CompileProto2"
+      Condition="'@(Proto2)'!=''"
+      Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
+      Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
+      AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+      <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+      <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+      <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy
+        SourceFiles="%(Proto2.FullPath)"
+        DestinationFolder="$(WorkingDirectory)"
+        SkipUnchangedFiles="True"
+        UseHardLinksIfPossible="True" />
+    <Error
+        Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
+        Condition="!Exists($(protogen))" />
+    <Exec
+        Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
+        WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+      <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
+    </ItemGroup>
+  </Target>
+
+  <!-- 
+    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
+    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
+    passes wipes out the additional compile includes that we add.
+  -->
+  <Target
+      Name="CompileProto3"
+      AfterTargets="GetAssemblyVersion"
+      Condition="'@(Proto3)'!=''"
+      Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\c#\client.pb.cs;
+    $(ProtocPluginBase)\templates\c#\server.pb.cs;
+    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
+      Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+
+    <Message
+        Importance="High"
+        Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="$(SparkRoot)\.venv\Scripts\activate.bat" />
+    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
+    <Exec
+        Command="
+       $(SparkRoot)\tools\build_protos.cmd ^
+       %(Proto3.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+        WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+      <Compile Include="%(Proto3.OutCS)" />
+      <Compile Include="%(Proto3.OutCSClient)" />
+      <Compile Include="%(Proto3.OutCSServer)" />
+      <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+  </Target>
+
+  <Target
+      Name="AfterClean"
+      AfterTargets="Clean">
+    <Delete Files="%(Proto3.OutCS)" />
+    <Delete Files="%(Proto3.OutCSClient)" />
+    <Delete Files="%(Proto3.OutCSServer)" />
+    <Delete Files="%(Proto3.OutCSImmutable)" />
+    <Delete Files="$(GenDir)\proto2\*" />
+  </Target>
+
+  <Target
+      Name="Test"
+      DependsOnTargets="Build"></Target>
+
+</Project>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersRowVM.cs

@@ -0,0 +1,146 @@
+namespace mbts.spark {
+   using mbts.analytics;
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Reactive.Linq;
+
+   class AnalyticsExpirationParametersRowVM : DisposableViewModelBase, ISelectable, IEquatable<AnalyticsExpirationParametersRowVM> {
+      readonly AnalyticsExpirationParameters _committed_value;
+      readonly Property<bool> _is_selected;
+
+      readonly Property<SecurityExpiration> _driver;
+      readonly Property<SecurityExpiration> _deliverable;
+      readonly Property<SecurityExpiration> _roll_schedule;
+      readonly Property<double> _roll_target;
+      readonly Property<double> _riskless_rate;
+      readonly Property<double> _settlement_price;
+      readonly Property<double> _delta_beta;
+      readonly Property<double> _vega_beta;
+
+      readonly Property<bool> _is_driver_dirty;
+      readonly Property<bool> _is_deliverable_dirty;
+      readonly Property<bool> _is_roll_schedule_dirty;
+      readonly Property<bool> _is_roll_target_dirty;
+      readonly Property<bool> _is_riskless_rate_dirty;
+      readonly Property<bool> _is_settlement_price_dirty;
+      readonly Property<bool> _is_delta_beta_dirty;
+      readonly Property<bool> _is_vega_beta_dirty;
+      readonly Property<bool> _is_dirty;
+
+      bool _is_last_row_of_month_group;
+
+      public AnalyticsExpirationParametersRowVM(AnalyticsExpirationParametersVM owner, AnalyticsExpirationParameters committed_value) {
+         this.owner = owner ?? throw new ArgumentNullException(nameof(owner));
+         _committed_value = committed_value ?? throw new ArgumentNullException(nameof(committed_value));
+         security = committed_value.security ?? throw new ArgumentException("security must be non-null", nameof(committed_value));
+
+         _is_selected = backing(nameof(is_selected), false);
+         _is_selected.Changed += (oldval, newval) => is_selected_changed?.Invoke(newval);
+
+         var is_dirty_srcs = new List<IObservable<bool>>();
+         (_driver, _is_driver_dirty) = mk_cell_props(nameof(driver), committed_value.driver_security);
+         (_deliverable, _is_deliverable_dirty) = mk_cell_props(nameof(deliverable), committed_value.deliverable_security);
+         (_roll_schedule, _is_roll_schedule_dirty) = mk_cell_props(nameof(roll_schedule), committed_value.roll_schedule_expiration);
+         (_roll_target, _is_roll_target_dirty) = mk_cell_props(nameof(roll_target), committed_value.roll_target);
+         (_riskless_rate, _is_riskless_rate_dirty) = mk_cell_props(nameof(riskless_rate), committed_value.riskless_rate);
+         (_settlement_price, _is_settlement_price_dirty) = mk_cell_props(nameof(settlement_price), committed_value.settlement_price);
+         (_delta_beta, _is_delta_beta_dirty) = mk_cell_props(nameof(delta_beta), committed_value.delta_beta);
+         (_vega_beta, _is_vega_beta_dirty) = mk_cell_props(nameof(vega_beta), committed_value.vega_beta);
+
+         _is_dirty = backing(
+            nameof(is_dirty),
+            Observable.CombineLatest(is_dirty_srcs).Select(dirties => dirties.Any()).OnDispatcher());
+
+         (Property<T> prop, Property<bool> dirty_prop) mk_cell_props<T>(string name, T orig_val) {
+            var prop = backing(name, orig_val);
+            var dirty_src = prop.observe_current(true).Select(new_val => !Equals(new_val, orig_val));
+            is_dirty_srcs.Add(dirty_src);
+            var dirty_prop = backing($"is_{prop.name}_dirty", dirty_src);
+            return (prop, dirty_prop);
+         }
+      }
+
+      public event Action<bool> is_selected_changed;
+
+      public AnalyticsExpirationParametersVM owner { get; }
+      public SecurityExpiration security { get; }
+      public SecurityExpiration driver { get => _driver.Value; set => _driver.set(value); }
+      public SecurityExpiration deliverable { get => _deliverable.Value; set => _deliverable.set(value); }
+      public SecurityExpiration roll_schedule { get => _roll_schedule.Value; set => _roll_schedule.set(value); }
+      public AnalyticsExpirationParameters original_params => _committed_value;
+
+      public double roll_target { get => _roll_target.Value; set => _roll_target.set(value); }
+      public double riskless_rate { get => _riskless_rate.Value; set => _riskless_rate.set(value); }
+      public double settlement_price { get => _settlement_price.Value; set => _settlement_price.set(value); }
+      public double delta_beta { get => _delta_beta.Value; set => _delta_beta.set(value); }
+      public double vega_beta { get => _vega_beta.Value; set => _vega_beta.set(value); }
+
+      public bool is_driver_dirty => _is_driver_dirty.Value;
+      public bool is_deliverable_dirty => _is_deliverable_dirty.Value;
+      public bool is_roll_schedule_dirty => _is_roll_schedule_dirty.Value;
+      public bool is_roll_target_dirty => _is_roll_target_dirty.Value;
+      public bool is_riskless_rate_dirty => _is_riskless_rate_dirty.Value;
+      public bool is_settlement_price_dirty => _is_settlement_price_dirty.Value;
+      public bool is_delta_beta_dirty => _is_delta_beta_dirty.Value;
+      public bool is_vega_beta_dirty => _is_vega_beta_dirty.Value;
+      public bool is_dirty => _is_dirty.Value;
+
+      public bool is_selected {
+         get => _is_selected.Value;
+         set => _is_selected.set(value);
+      }
+
+      public bool is_last_row_of_month_group {
+         get => _is_last_row_of_month_group;
+         set => Set(ref _is_last_row_of_month_group, value);
+      }
+
+      public AnalyticsExpirationParameters candidate_value => new(
+         security,
+         driver,
+         deliverable.is_empty() ? null : deliverable,
+         roll_schedule.is_empty() ? null : roll_schedule,
+         roll_target,
+         riskless_rate,
+         settlement_price,
+         delta_beta,
+         vega_beta);
+
+      public IObservable<SecurityExpiration> observe_roll_schedule() =>
+         _roll_schedule.observe_current(true);
+
+      public IObservable<bool> observe_roll_schedule_dirty() =>
+         _is_roll_schedule_dirty.observe_current(true);
+
+      public IObservable<bool> observe_is_dirty() =>
+         _is_dirty.observe_current(true);
+
+      public void revert() {
+         driver = _committed_value.driver_security;
+         deliverable = _committed_value.deliverable_security;
+         roll_schedule = _committed_value.roll_schedule_expiration;
+         roll_target = _committed_value.roll_target;
+         riskless_rate = _committed_value.riskless_rate;
+         settlement_price = _committed_value.settlement_price;
+         delta_beta = _committed_value.delta_beta;
+         vega_beta = _committed_value.vega_beta;
+      }
+
+      public override string ToString() =>
+         $"sec: {security}; drv: {driver}; dlv: {deliverable}; roll: {roll_schedule} @ {roll_target}";
+
+      public bool Equals(AnalyticsExpirationParametersRowVM other) =>
+         other is not null &&
+         security.Equals(other.security);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as AnalyticsExpirationParametersRowVM);
+
+      public override int GetHashCode() =>
+         security.GetHashCode();
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersSettings.cs

@@ -0,0 +1,19 @@
+namespace mbts.spark {
+   using ProtoBuf;
+
+   [ProtoContract]
+   class AnalyticsExpirationParametersSettings {
+      public const int VERSION = 1;
+
+      public static AnalyticsExpirationParametersSettings Default => new();
+
+      [ProtoMember(10)]
+      public string[] selected_symbols {get;set;}
+
+      [ProtoMember(20)]
+      public bool auto_copy_rates_is_checked {get;set;}
+
+      [ProtoMember(30)]
+      public bool auto_copy_rolls_is_checked {get;set;}
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersVM.cs

@@ -0,0 +1,236 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.reactive;
+   using bts.utils;
+
+   using mbts;
+   using mbts.analytics;
+   using mbts.collections;
+   using mbts.ui;
+   using mbts.ui.controls;
+   using mbts.ui.shell;
+   using mbts.ui.utility;
+   using mbts.utils;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Collections.Immutable;
+   using System.Collections.ObjectModel;
+   using System.Collections.Specialized;
+   using System.Linq;
+   using System.Reactive;
+   using System.Reactive.Linq;
+   using System.Windows.Controls;
+   using System.Windows.Input;
+
+   class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
+      readonly IBus _bus;
+      readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
+      readonly DeferrableActionWrapper _sync_visible_rows;
+      readonly Property<AnalyticsExpirationParametersRowVM> _copy_row_source;
+      readonly DelegateProperty<bool> _is_dirty;
+      readonly HashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
+
+      AnalyticsExpirationParametersMap _parameter_map;
+      bool _auto_copy_rolls_is_checked;
+      bool _auto_copy_rates_is_checked;
+      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
+      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_riskless_rate_to_selection_cmd;
+
+      public AnalyticsExpirationParametersVM(IBus bus, AnalyticsExpirationParametersSettings startup_data) {
+         _bus = bus ?? throw new ArgumentNullException(nameof(bus));
+         var selected_symbol_ref_count = new RefCountMap<string>();
+         _sync_visible_rows = new(() =>
+            visible_rows.sync_with(rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
+         non_options_with_empty = new ObservableAggregateCollection<SecurityExpiration>(
+            new() { SecurityExpiration.empty }, non_options);
+         _copy_row_source = backing<AnalyticsExpirationParametersRowVM>(nameof(copy_row_source));
+         _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
+
+         if (startup_data is not null) {
+            if (!startup_data.selected_symbols.is_null_or_empty()) {
+               selected_symbols.AddRange(startup_data.selected_symbols);
+            }
+            auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
+            auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
+         }
+
+         commit_cmd = ObservantCommand.create(_commit, out var can_commit_observer);
+         revert_cmd = ObservantCommand.create(_revert, out var can_revert_observer);
+
+         _dispose = Disposable.Create(
+            ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
+            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
+            _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
+               CompositeObserver.create(
+                  Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
+                  can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
+            ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
+               if (selected_symbol_ref_count.increment_adds_key(sym)) {
+                  _sync_visible_rows.execute();
+               }
+               return Disposable.Create(() => {
+                  if (selected_symbol_ref_count.decrement_removes_key(sym)) {
+                     _sync_visible_rows.execute();
+                  }
+               });
+            }),
+            ObservableAutoWrapper.connect_item_hooks(rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
+            _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
+            Disposable.wrap_collection(rows),
+            Disposable.Create(() => {
+               _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
+               _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
+            }));
+      }
+
+      public ObservableCollection<SecurityExpiration> non_options { get; } = new();
+      public ObservableCollection<SecurityExpiration> non_options_with_empty { get; } = new();
+
+      public ObservableCollection<AnalyticsExpirationParametersRowVM> rows { get; } = new();
+      public ObservableCollection<AnalyticsExpirationParametersRowVM> visible_rows { get; } = new();
+      public AnalyticsExpirationParametersRowVM copy_row_source {
+         get => _copy_row_source.Value;
+         set => _copy_row_source.set(value);
+      }
+
+      public ObservableCollection<string> symbols { get; } = new();
+      public ObservableCollection<string> selected_symbols { get; } = new();
+
+      public bool is_dirty => _is_dirty.Value;
+
+      public bool auto_copy_rolls_is_checked {
+         get => _auto_copy_rolls_is_checked;
+         set => Set(ref _auto_copy_rolls_is_checked, value);
+      }
+
+      public bool auto_copy_rates_is_checked {
+         get => _auto_copy_rates_is_checked;
+         set => Set(ref _auto_copy_rates_is_checked, value);
+      }
+
+      public ICommand commit_cmd { get; }
+      public ICommand revert_cmd { get; }
+
+      public ICommand copy_driver_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.driver = f.driver);
+      public ICommand copy_deliverable_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.deliverable = f.deliverable);
+      public ICommand copy_roll_schedule_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_schedule = f.roll_schedule);
+      public ICommand copy_roll_target_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_target = f.roll_target);
+      public ICommand copy_riskless_rate_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.riskless_rate = f.riskless_rate);
+      public ICommand copy_settlement_price_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.settlement_price = f.settlement_price);
+      public ICommand copy_delta_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.delta_beta = f.delta_beta);
+      public ICommand copy_vega_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.vega_beta = f.vega_beta);
+
+      public ICommand smart_copy_roll_target_to_selection_cmd =>
+         (_smart_copy_roll_target_to_selection_cmd ??= _smart_copy_to_selection_cmd(
+            (f, t) => t.roll_target = f.roll_target)).cmd;
+
+      public ICommand smart_copy_riskless_rate_to_selection_cmd =>
+         (_smart_copy_riskless_rate_to_selection_cmd ??= _smart_copy_to_selection_cmd(
+            (f, t) => t.riskless_rate = f.riskless_rate)).cmd;
+
+      public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
+         _bus.post(SparkTags.ExpirationParametersCommitTag, data);
+
+      public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
+         AnalyticsExpirationParameters source) =>
+         get_smart_copy_roll_exps(source.roll_schedule_expiration);
+
+      public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
+         SecurityExpiration roll_schedule_expiration) {
+         foreach (var (exp, exp_params) in _parameter_map?.exp_map.empty_if_null()) {
+            if (exp_params.roll_schedule_expiration.Equals(roll_schedule_expiration)) {
+               yield return exp;
+            }
+         }
+      }
+
+      public AnalyticsExpirationParametersSettings get_state() =>
+         new() {
+            selected_symbols = selected_symbols.Cast<string>().ToArray(),
+            auto_copy_rates_is_checked = auto_copy_rates_is_checked,
+            auto_copy_rolls_is_checked = auto_copy_rolls_is_checked
+         };
+
+      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+         from_row => {
+            foreach (var to_row in _selected_rows) {
+               copy_to_row(from_row, to_row);
+            }
+         };
+
+      ICommand _copy_to_selection_cmd(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+         Command.create(_copy_to_selection(copy_to_row));
+
+      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+         from_row => {
+            foreach (var to_row in _get_smart_copy_roll_target_rows(from_row)) {
+               copy_to_row(from_row, to_row);
+            }
+         };
+
+      (ICommand cmd, IDisposable can_exe_sub) _smart_copy_to_selection_cmd(
+         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) {
+         var cmd = ObservantCommand.create(
+            _smart_copy_to_selection(copy_to_row), observe_can_execute, out var can_exe_observer);
+         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher().Subscribe(can_exe_observer);
+         return (cmd, can_exe_sub);
+
+         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM row) =>
+            row is null ?
+               Observable.Return(false) :
+               row.observe_roll_schedule()
+                  .CombineLatest(row.observe_roll_schedule_dirty(), (rs, rs_dirty) => (rs, rs_dirty))
+                  .Select(tup => !tup.rs.is_empty() && !tup.rs_dirty)
+                  .OnDispatcher();
+      }
+
+      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(AnalyticsExpirationParametersRowVM row) {
+         var target_exps = get_smart_copy_roll_exps(
+            row.original_params.roll_schedule_expiration)
+            .ToHashSet();
+         return rows.Where(r => target_exps.Contains(r.security));
+      }
+
+      void _commit() {
+         if (_parameter_map is null) {
+            // Don't commit before [any] data has been received from the server
+            return;
+         }
+         var new_params = rows.Select(r => r.candidate_value).ToImmutableList();
+         _bus.post(SparkTags.ExpirationParametersCommitTag, new_params);
+      }
+
+      void _revert() {
+         foreach (var r in rows) {
+            r.revert();
+         }
+      }
+
+      void _on_parameter_map(AnalyticsExpirationParametersMap parameter_map) {
+         bool is_first_update = _parameter_map is null;
+         _parameter_map = parameter_map ?? throw new ArgumentNullException(nameof(parameter_map));
+         _parameters.sync_with(parameter_map.get_sorted_exps().Select(parameter_map.get_parameter));
+         non_options.sync_with(parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
+
+         // Set `is_last_row_of_month_group` for each row
+         foreach (var exp_rows in rows.GroupBy(r => r.security.expiration.Month)) {
+            var sorted_exp_rows = exp_rows.OrderBy(r => r.security.expiration).ToList();
+            foreach (var row in sorted_exp_rows.Take(sorted_exp_rows.Count - 1)) {
+               row.is_last_row_of_month_group = false;
+            }
+            sorted_exp_rows.Last().is_last_row_of_month_group = true;
+         }
+
+         symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
+         using var _ = _sync_visible_rows.defer_execution();
+         if (is_first_update) {
+            // select all symbols on first update
+            selected_symbols.sync_with(symbols);
+         }
+      }
+
+      public void row_selection_changed(SelectionChangedEventArgs e) =>
+         RowSelectionHelper.apply_changes(_selected_rows, e);
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml

@@ -0,0 +1,547 @@
+<UserControl
+    x:Class="mbts.ui.shell.AnalyticsExpirationParametersView"
+    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:c="clr-namespace:mbts.ui.controls"
+    xmlns:u="clr-namespace:mbts.ui"
+    xmlns:cv="clr-namespace:mbts.ui.converters"
+    xmlns:shell="clr-namespace:mbts.ui.shell"
+    Background="{StaticResource CommonBackground}">
+  <UserControl.Resources>
+    <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
+    <cv:DoubleTextConverter
+        x:Key="RisklessRateConverter"
+        Multiplier="100" />
+    <shell:ExpTextConverter
+        x:Key="ExpirationTextConverter"
+        ShowSymbol="True"
+        MapExp="True" />
+    <DataTemplate x:Key="ExpirationTemplate">
+      <TextBlock Text="{Binding Converter={StaticResource ExpirationTextConverter}}">
+        <TextBlock.Style>
+          <Style TargetType="TextBlock">
+            <Style.Triggers>
+              <Trigger
+                  Property="Text"
+                  Value="None">
+                <Setter
+                    Property="FontStyle"
+                    Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
+              </Trigger>
+            </Style.Triggers>
+          </Style>
+        </TextBlock.Style>
+      </TextBlock>
+    </DataTemplate>
+
+    <ContextMenu x:Key="DriverContextMenu">
+      <MenuItem
+        Header="Copy Driver to Selection"
+        Command="{Binding owner.copy_driver_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="DeliverableContextMenu">
+      <MenuItem
+        Header="Copy Deliverable to Selection"
+        Command="{Binding owner.copy_deliverable_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="RollScheduleContextMenu">
+      <MenuItem
+        Header="Copy Roll Schedule to Selection"
+        Command="{Binding owner.copy_roll_schedule_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="RollTargetContextMenu">
+      <MenuItem
+        Header="Copy Roll Target to Selection"
+        Command="{Binding owner.copy_roll_target_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+      <MenuItem
+        Header="Smart Copy Roll Target"
+        Command="{Binding owner.smart_copy_roll_target_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="RisklessRateContextMenu">
+      <MenuItem
+        Header="Copy Riskless Rate to Selection"
+        Command="{Binding owner.copy_riskless_rate_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="SettlementPriceContextMenu">
+      <MenuItem
+        Header="{Binding security}"
+        HeaderStringFormat="Copy '{0}' Settlement to Selection"
+        Command="{Binding owner.copy_settlement_price_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="DeltaBetaContextMenu">
+      <MenuItem
+        Header="Copy Delta Beta to Selection"
+        Command="{Binding owner.copy_delta_beta_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="VegaBetaContextMenu">
+      <MenuItem
+        Header="Copy Vega Beta to Selection"
+        Command="{Binding owner.copy_vega_beta_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+  </UserControl.Resources>
+  <Grid>
+    <Grid.Resources>
+      <cv:BooleanToVisibilityConverter x:Key="TrueVisibilityConverter" />
+      <cv:BooleanToVisibilityConverter x:Key="FalseVisibilityConverter" VisibilityForFalse="Visible" VisibilityForTrue="Collapsed" />
+    </Grid.Resources>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto" />
+      <RowDefinition Height="*" />
+      <RowDefinition Height="Auto" />
+    </Grid.RowDefinitions>
+
+    <StackPanel
+        Grid.Row="0"
+        Orientation="Horizontal"
+        Margin="0,5,0,5">
+
+      <c:ComboCheckBox
+        ItemsSource="{Binding symbols}"
+        SelectedItems="{Binding selected_symbols}"
+        HorizontalAlignment="Left"
+        Margin="5,2,2,2"
+        TextBlock.Foreground="Black"
+        HeaderContent="Symbols"
+        ShowSelectAll="True"
+      />
+
+      <WrapPanel>
+        <TextBlock Margin="5,5,0,0" Text="Auto copy rolls:" />
+        <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
+      </WrapPanel>
+      <WrapPanel>
+        <TextBlock Margin='0,5,0,0' Text="Auto copy rates:" />
+        <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
+      </WrapPanel>
+    </StackPanel>
+    <c:DataGridEx
+        x:Name="_grid"
+        Grid.Row="1"
+        ItemsSource="{Binding visible_rows}"
+        AlternatingRowBackground="{u:BTSColor MarketData.driver_background}"
+        VerticalGridLinesBrush="Gray"
+        EnableRowVirtualization="True"
+        EnableColumnVirtualization="True"
+        CanUserAddRows="False"
+        AutoGenerateColumns="False"
+        CanUserReorderColumns="False"
+        CanUserSortColumns="False"
+        CanUserDeleteRows="False"
+        RowHeaderWidth="0"
+        GridLinesVisibility="Vertical"
+        SelectionUnit="FullRow"
+        SelectedUnits="{Binding selected_rows}"
+        PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
+      <DataGrid.Resources>
+        <Style TargetType="{x:Type DataGridCell}" BasedOn="{StaticResource {x:Type DataGridCell}}">
+          <Setter Property="BorderThickness" Value="1" />
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="True">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.Resources>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+          <Setter Property="Background" Value="Transparent"/>
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="true">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+            <DataTrigger
+                Binding="{Binding is_last_row_of_month_group}"
+                Value="True">
+              <Setter
+                  Property="BorderThickness"
+                  Value="0,0,0,1" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="Black" />
+            </DataTrigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.RowStyle>
+      <DataGrid.ColumnHeaderStyle>
+        <Style TargetType="DataGridColumnHeader">
+          <Setter
+              Property="Background"
+              Value="{u:BTSColor Name=header}" />
+          <Setter
+              Property="Foreground"
+              Value="{u:BTSColor Name=header_text}" />
+          <Setter
+              Property="HorizontalContentAlignment"
+              Value="Center" />
+          <Setter
+              Property="BorderThickness"
+              Value="0,0,1,0" />
+          <Setter
+              Property="BorderBrush"
+              Value="Black" />
+          <Setter
+              Property="Padding"
+              Value="3" />
+          <Setter
+              Property="MinWidth"
+              Value="80" />
+        </Style>
+      </DataGrid.ColumnHeaderStyle>
+      <DataGrid.Columns>
+        <DataGridTextColumn
+            Header="Security"
+            Binding="{Binding security, Converter={StaticResource ExpirationTextConverter}}"
+            IsReadOnly="True">
+          <DataGridTextColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Name=header}" />
+              <Setter
+                  Property="Foreground"
+                  Value="{u:BTSColor Name=header_text}" />
+              <Setter
+                  Property="BorderThickness"
+                  Value="0" />
+              <Setter
+                  Property="VerticalContentAlignment"
+                  Value="Center" />
+              <Setter
+                  Property="Padding"
+                  Value="3" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding security.security_type}"
+                    Value="OPTION">
+                  <Setter
+                      Property="Foreground"
+                      Value="{u:BTSColor Name=header_text}" />
+                </DataTrigger>
+                <DataTrigger
+                    Binding="{Binding security.security_type}"
+                    Value="FUTURE">
+                  <Setter
+                      Property="Foreground"
+                      Value="Gold" />
+                </DataTrigger>
+                <DataTrigger
+                    Binding="{Binding security.security_type}"
+                    Value="UNSET">
+                  <Setter
+                      Property="Foreground"
+                      Value="PaleGreen" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTextColumn.CellStyle>
+        </DataGridTextColumn>
+        <DataGridTemplateColumn
+            Header="Driver"
+            MinWidth="105">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource DriverContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_driver_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <ComboBox
+                  ItemsSource="{Binding DataContext.non_options, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn
+            Header="Deliverable"
+            MinWidth="105">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource DeliverableContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_deliverable_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <ComboBox
+                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn
+            Header="Roll Schedule"
+            MinWidth="105">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource RollScheduleContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_roll_schedule_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <ComboBox
+                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Roll Target $">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource RollTargetContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_roll_target_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource RollTargetContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Riskless Rate %">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource RisklessRateContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_riskless_rate_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource RisklessRateContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Settlement Price $">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource SettlementPriceContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_settlement_price_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource SettlementPriceContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+
+        <DataGridTemplateColumn Header="Delta Beta">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource DeltaBetaContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_delta_beta_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource DeltaBetaContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+
+        <DataGridTemplateColumn Header="Vega Beta">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource VegaBetaContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_vega_beta_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource VegaBetaContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+
+      </DataGrid.Columns>
+    </c:DataGridEx>
+  </Grid>
+</UserControl>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml.cs

@@ -0,0 +1,76 @@
+namespace mbts.ui.shell {
+   using bts.api;
+
+   using mbts.spark;
+   using mbts.ui.controls;
+   using mbts.ui.extensions;
+
+   using System;
+   using System.Windows;
+   using System.Windows.Controls;
+   using System.Windows.Controls.Primitives;
+   using System.Windows.Data;
+   using System.Windows.Input;
+
+   /// <summary>
+   /// Interaction logic for AnalyticsExpirationParametersView.xaml
+   /// </summary>
+   partial class AnalyticsExpirationParametersView : UserControl {
+      IDisposable _context_menu_op;
+      IDisposable _data_context_hooks;
+
+      public AnalyticsExpirationParametersView() {
+         InitializeComponent();
+         DataContextChanged += on_data_context_changed;
+         void on_data_context_changed(object sender, DependencyPropertyChangedEventArgs e) {
+            Disposable.dispose(ref _data_context_hooks);
+            if (e.NewValue is IHandleRowSelection hrs) {
+               hrs.row_selection_changed(new(Selector.SelectionChangedEvent, Array.Empty<object>(), _grid.SelectedItems));
+               _data_context_hooks = _grid.SubscribeSelectionChanged((s, e) => hrs.row_selection_changed(e));
+            }
+         }
+      }
+
+      void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
+         Disposable.dispose(ref _context_menu_op);
+         if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {
+            return;
+         }
+         var cell = el.find_ancestor_of_type<DataGridCell>();
+         if (cell?.ContextMenu is not ContextMenu cm || cell.DataContext is not AnalyticsExpirationParametersRowVM row) {
+            return;
+         }
+         vm.copy_row_source = row;
+         cm.DataContext = row;
+         cm.IsOpen = true;
+         _context_menu_op = cm.SubscribeClosed((s, e) => vm.copy_row_source = null);
+         e.Handled = true;
+      }
+   }
+
+   class ExpTextConverter : IValueConverter {
+      public ExpTextConverter() {
+         NullOrEmptyText = "None";
+      }
+
+      public bool ShowType { get; set; }
+      public bool ShowSymbol { get; set; }
+      public bool MapExp { get; set; }
+      public string NullOrEmptyText { get; set; }
+
+      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         var exp = value as SecurityExpiration;
+         if (exp == null || exp.is_empty()) {
+            return NullOrEmptyText;
+         }
+         return ShowSymbol ?
+            SecurityFormatter.format_future(exp.symbol, exp.expiration) :
+            DateFormatter.Format(exp.expiration, DateFormat.MonthCodeLastDigitYear);
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+   }
+
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindow.cs

@@ -0,0 +1,48 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.spark;
+
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System.Collections.Generic;
+   using System.Windows;
+   using System.Windows.Input;
+
+   class AnalyticsExpirationParametersWindow : SparkWindow<AnalyticsExpirationParametersSettings>, ISharedWindow {
+      public const string WINDOW_TYPE = "AnalyticsExpirationParameters";
+
+      readonly AnalyticsExpirationParametersSettings _init_settings;
+      List<SparkCommand> _commands;
+
+      AnalyticsExpirationParametersVM _vm;
+      AnalyticsExpirationParametersView _view;
+
+      public AnalyticsExpirationParametersWindow(
+         IBus bus, AnalyticsExpirationParametersWindowFactory factory, AnalyticsExpirationParametersSettings settings)
+         : base("Analytics Exp Params", bus, factory) {
+         _init_settings = settings;
+         _dispose = Disposable.Create(() => _vm?.Dispose());
+      }
+
+      public override string window_type => WINDOW_TYPE;
+      public string thread_id => WINDOW_TYPE;
+
+      public override AnalyticsExpirationParametersSettings SaveState =>
+         _vm?.get_state();
+
+      public override UIElement Content =>
+         _view;
+
+      public override IEnumerable<SparkCommand> Commands => _commands.empty_if_null();
+
+      public void thread_init() {
+         _vm = new AnalyticsExpirationParametersVM(_bus, _init_settings);
+         _view = new AnalyticsExpirationParametersView { DataContext = _vm };
+         _commands = new() {
+            new SparkCommandCommand("Commit", Icons.Disk, _vm.commit_cmd, new KeyGesture(Key.S, ModifierKeys.Control)),
+            new SparkCommandCommand("Revert", Icons.UndoCircular, _vm.revert_cmd, new KeyGesture(Key.Z, ModifierKeys.Control)),
+         };
+      }
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindowFactory.cs

@@ -0,0 +1,30 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.shell;
+   using bts.spark;
+
+   using mbts.ui;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Threading.Tasks;
+
+   class AnalyticsExpirationParametersWindowFactory : ShellWindowFactory<AnalyticsExpirationParametersSettings> {
+      readonly IBus _bus;
+
+      public AnalyticsExpirationParametersWindowFactory(IShellModule module, IBus bus)
+         : base(module, SparkCommands.show_vol_surface.title) {
+         _bus = bus;
+         _dispose = bus.subscribe(SparkTags.show_analytics_exp_params).OnDispatcher().Subscribe(_show);
+      }
+
+      public override Task<IShellWindow> load(AnalyticsExpirationParametersSettings state) =>
+         Task.FromResult(_create(state));
+
+      void _show(AnalyticsExpirationParametersSettings  _) =>
+         _bus.post(SparkTags.ShowWindow, _create(new()));
+
+      IShellWindow _create(AnalyticsExpirationParametersSettings startup_data) =>
+         new AnalyticsExpirationParametersWindow(_bus, this, startup_data);
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsParametersUIModel.cs

@@ -0,0 +1,40 @@
+namespace mbts.spark {
+   using bts.api;
+
+   using mbts;
+   using mbts.analytics;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Text;
+   using System.Threading.Tasks;
+
+   class AnalyticsParametersUIModel : IDisposable {
+      AnalyticsExpirationParametersMap _curr_val = null;
+      readonly IBus _bus;
+      readonly IDisposable _sub;
+
+      public event Action<AnalyticsExpirationParametersMap> on_expiration_parameters;
+
+      public AnalyticsParametersUIModel(IBus bus) {
+         _bus = bus;
+         _sub = _bus.subscribe(SparkTags.ExpirationParametersInputTag)
+            .Subscribe(d => on_expiration_parameters?.Invoke(d));
+      }
+
+      public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
+         _bus.post(SparkTags.ExpirationParametersCommitTag, data);
+
+      public IEnumerable<mbts.SecurityExpiration> get_smart_copy_roll_exps(AnalyticsExpirationParameters source) {
+         if (_curr_val != null) {
+            foreach (var kv in _curr_val.exp_map)
+               if (kv.Value.roll_schedule_expiration.Equals(source.roll_schedule_expiration))
+                  yield return kv.Key;
+         }
+      }
+
+      public void Dispose() =>
+         _sub.Dispose();
+   }
+}

src/client/spark/AW2/Bus/AnalyticsParametersManager.cs

@@ -0,0 +1,101 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+using bts;
+using mbts.analytics;
+using bts.api.analytics;
+using System.Reactive.Linq;
+using bts.api;
+using System.Threading;
+
+namespace mbts.spark {
+   // 1. Reads exp params from the network and publishes
+   //    it to the BB
+   // 2. Listens to ExpirationParametersCommitTag and
+   //    writes the calls into persistence to save the data
+   public class AnalyticsParametersManager : IDisposable {
+      private readonly ThreadedBlackboard _bb;
+      private AnalyticsService _analytics_service;
+      private List<IDisposable> _disposables = new List<IDisposable>();
+      private IDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>
+         _data = new Dictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>();
+      private readonly ITag<IEnumerable<AnalyticsExpirationParameters>>
+         _in_bb_exp_params_commit_tag = SparkTags.ExpirationParametersCommitTag;
+      private readonly ITag<SystemContractData> _in_contracts_tag = SparkTags.SystemContractsTag;
+      private readonly ITag<AnalyticsExpirationParametersMap> _out_exp_params_tag =
+         SparkTags.ExpirationParametersInputTag;
+      private HighPerformanceTimer _timer = new HighPerformanceTimer();
+
+      public AnalyticsParametersManager(ThreadedBlackboard bb,
+                                        AnalyticsService analytics_server) {
+         _bb = bb;
+         _analytics_service = analytics_server;
+         var exp_params_sub = _analytics_service.subscribei_exp_parameters()
+           .ObserveOn(SynchronizationContext.Current)
+           .Subscribe(_on_exp_parameters);
+         _disposables.Add(exp_params_sub);
+         _bb.subscribe(_in_bb_exp_params_commit_tag);
+         _bb.subscribe(_in_contracts_tag);
+         _bb.data_callback += _on_bb_data;
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_contracts_tag.Equals(tag)) {
+            _assemble_and_publish();
+         } else if (_in_bb_exp_params_commit_tag == tag) {
+            // listens to the commit tag and saves it
+            IEnumerable<AnalyticsExpirationParameters> exp_params =
+               data as IEnumerable<AnalyticsExpirationParameters>;
+            exp_params = exp_params.Where(e => e.security.expiration.Date >=
+               DateTime.Now.Date.Subtract(TimeSpan.FromDays(1)));
+            bts.Log.Gen.info(
+               String.Format("AnalyticsParametersManager._on_bb_data received commit count:{0}",
+                             exp_params.Count()));
+            ExpirationParameterEntryList to_save = new ExpirationParameterEntryList();
+            to_save.ParamList.AddRange(exp_params.Select(i => i.to_exp_param_entry()));
+            _timer.start();
+            _analytics_service.set_exp_parameters(to_save);
+            _timer.stop();
+            bts.Log.Gen.info(
+               String.Format("AnalyticsParametersManager saved exp_params count:{0} t:{1} msecs",
+                              exp_params.Count(), _timer.lastIntervalTime));
+         }
+      }
+
+      void _on_exp_parameters(bts.api.core.Update<ExpirationParameterEntryListImmutable, int> update) {
+         _data = new Dictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>();
+         bts.Log.Gen.info(String.Format("AnalyticsParametersManager._on_exp_parameters received count:{0}",
+                        update.all.Count()));
+         bts.Log.assert(update.all.Count() == 0 || update.all.Count() == 1);
+         foreach (ExpirationParameterEntryListImmutable l in update.all) {
+            foreach (ExpirationParameterEntryImmutable e in l.ParamList) {
+               AnalyticsExpirationParameters new_entry = new AnalyticsExpirationParameters(e);
+               _data[new_entry.security] = new_entry;
+            }
+            break;
+         }
+         Log.Gen.info($"AnalyticsParametersManager._on_exp_parameters count: {_data.Count}");
+         _assemble_and_publish();
+         // _bb.post(_out_exp_params_tag, new AnalyticsExpirationParametersMap(_data));
+      }
+
+      private void _assemble_and_publish() {
+         if (_data != null) {
+            SystemContractData sc_data = _bb.read_state(_in_contracts_tag);
+            if (sc_data != null) {
+               _bb.post(_out_exp_params_tag, new AnalyticsExpirationParametersMap(_data, sc_data));
+            }
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         foreach (IDisposable d in _disposables) {
+            d.Dispose();
+         }
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/RequestResponse/VolSurfaceCalculationRequest.cs

@@ -0,0 +1,44 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+
+namespace mbts.spark
+{
+   /// UI (VolSurfaceDisplayModel) publishes this to the request calculator
+   /// (This is published in response to user typing in, or any of the macro
+   /// actions on the right)
+   public class VolSurfaceCalculationRequest : ICloneable
+   {
+      public readonly VolSurfaceInput volsurface_input;
+      public readonly int request_id;
+      public readonly IDictionary<VolSurfaceExpiration, VolCurveAction> action_map;
+      public readonly bool cascade_up, cascade_down;
+
+      public VolSurfaceCalculationRequest(VolSurfaceInput this_volsurface_input, int this_request_id)
+         : this(this_volsurface_input, this_request_id, new Dictionary<VolSurfaceExpiration, VolCurveAction>())
+      { }
+
+      public VolSurfaceCalculationRequest(VolSurfaceInput this_volsurface_input, int this_request_id,
+                                          IDictionary<VolSurfaceExpiration, VolCurveAction> this_action_map,
+                                          bool this_cascade_up = false, bool this_cascade_down = false)
+      {
+         request_id = this_request_id;
+         volsurface_input = VolSurfaceUtilityFunctions.clone_proto(this_volsurface_input);
+         action_map = this_action_map;
+         cascade_up = this_cascade_up;
+         cascade_down = this_cascade_down;
+      }
+
+      public object Clone()
+      {
+         return new VolSurfaceCalculationRequest(VolSurfaceUtilityFunctions.clone_proto(volsurface_input),
+                                                  request_id,
+                                                  action_map != null ? new Dictionary<VolSurfaceExpiration, VolCurveAction>(action_map) : null,
+                                                  cascade_up, cascade_down);
+                                                   
+      }
+   }
+}

src/client/spark/AW2/Bus/RequestResponse/VolSurfaceCalculationResponse.cs

@@ -0,0 +1,25 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+
+namespace mbts.spark
+{
+   public class VolSurfaceCalculationResponse : ICloneable
+   {
+      public readonly VolSurfaceOutput volsurface_calculation_output;
+      public readonly int request_id;
+      public VolSurfaceCalculationResponse(VolSurfaceOutput this_volsurface_calculation_output, int this_request_id)
+      {
+         request_id = this_request_id;
+         volsurface_calculation_output = this_volsurface_calculation_output;
+      }
+
+      public object Clone()
+      {
+         return new VolSurfaceCalculationResponse(volsurface_calculation_output != null ? volsurface_calculation_output.Clone() as VolSurfaceOutput : null, request_id);
+      }
+   }
+}

src/client/spark/AW2/Bus/SingleOptionDriverPricePublisher.cs

@@ -0,0 +1,205 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using mbts.analytics;
+using bts.api;
+using bts.api.analytics;
+
+public class DriverMD {
+   public readonly DriverCalculationType calc_type = DriverCalculationType.Direct;
+   public readonly Nullable<SecurityImmutable> driver_security = null;
+   public readonly VolSurfaceMDUnit md = null;
+   public readonly Nullable<double> calculated_driver = null;
+   public static DriverMD empty = new DriverMD(
+       DriverCalculationType.Direct, null, null, null);
+   public DriverMD(DriverCalculationType calc_type,
+                   Nullable<SecurityImmutable> driver_security,
+                   VolSurfaceMDUnit md,
+                   Nullable<double> calculated_driver) {
+      this.calc_type = calc_type;
+      this.driver_security = driver_security;
+      this.md = md;
+      this.calculated_driver = calculated_driver;
+   }
+   public DriverMD(SecurityImmutable driver_security,
+                   VolSurfaceMDUnit md)
+                   :
+                   this(DriverCalculationType.Direct, driver_security, md, null) {
+
+   }
+   public DriverMD(double driver)
+                   :
+                   this(DriverCalculationType.TimeWeightedInterp, null, null, driver) {
+   }
+   public double get_driver() {
+      switch (calc_type) {
+         case DriverCalculationType.Direct:
+            return VolSurfaceCoreFunctions.get_driver(md);
+         case DriverCalculationType.TimeWeightedInterp:
+            return calculated_driver.HasValue ? calculated_driver.Value : Double.NaN;
+      }
+      return Double.NaN;
+   }
+}
+
+namespace mbts.spark {
+   // Publishes the driver prices for expirations of a single option (this is not AW2 specific)
+   // f(AnalyticsExpirationParametersMap, SystemContractData) -> OptionDriverPriceMap
+   // This is constructed by the ResourceAllocator
+   public class SingleOptionDriverPricePublisher {
+      private readonly SecurityTuple _sec_tup;
+      private ThreadedBlackboard _bb;
+      // tags
+      private ITag<AnalyticsExpirationParametersMap> _in_bb_exp_params_tag =
+         SparkTags.ExpirationParametersInputTag;
+      private ITag<SystemContractData> _in_bb_contracts_tag =
+         SparkTags.SystemContractsTag;
+      private OptionDriverPriceMap _last_published;
+      private readonly PerfStatsLogger _logger;
+      private readonly TimeSpan _fire_period = TimeSpan.FromMilliseconds(300);
+      private DateTime _last_fire_time = DateTime.MinValue;
+
+      public SingleOptionDriverPricePublisher(SecurityTuple sec_tup,
+                                               ThreadedBlackboard bb) {
+         bts.Log.Gen.info($"SingleOptionDriverPricePublisher initialized st:{sec_tup}");
+         _sec_tup = sec_tup;
+         _bb = bb;
+         _logger = new PerfStatsLogger(50, 50,
+            $"SingleOptionDriverPricePublisher_{sec_tup.security_name}_{GetHashCode()}");
+         _last_published = new OptionDriverPriceMap(sec_tup.security_name,
+            new Dictionary<SecurityExpiration, DriverMD>());
+         _bb.subscribe(_in_bb_exp_params_tag);
+         _bb.subscribe(_in_bb_contracts_tag);
+         _bb.data_callback += _on_bb_data;
+         _bb.timer_callback += _on_bb_timer;
+         _compute_and_fire();
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_bb_exp_params_tag == tag || _in_bb_contracts_tag == tag) {
+            _on_bb_timer();
+         }
+      }
+
+      private void _on_bb_timer() {
+         if (DateTime.Now - _last_fire_time >= _fire_period) {
+            _last_fire_time = DateTime.Now;
+            _compute_and_fire();
+         }
+      }
+
+      private void _compute_and_fire() {
+         _logger.start_default_timer();
+         AnalyticsExpirationParametersMap param_map = _bb.read_state(_in_bb_exp_params_tag);
+         SystemContractData sc_data = _bb.read_state(_in_bb_contracts_tag);
+         if (param_map == null || sc_data == null) {
+            return;
+         }
+         IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration> driver_map =
+            param_map.get_option_to_driver_map(_sec_tup.security_name);
+         // look up the market data
+         IDictionary<SecurityExpiration, DriverMD> res =
+              new Dictionary<SecurityExpiration, DriverMD>();
+         foreach (var kv in driver_map) {
+            SecurityExpiration option_exp = kv.Key;
+            SecurityExpiration driver = kv.Value;
+            if (_direct_valid_driver(driver)) {
+               Tuple<SecurityImmutable, VolSurfaceMDUnit> md_tup = sc_data.get_exp_md(driver);
+               // to deal with expired expirations
+               if (md_tup != null) {
+                  res.Add(option_exp, new DriverMD(md_tup.Item1, md_tup.Item2));
+               }
+            } else {
+               // SecurityTuple driver_sectup = _get_option_driver(driver_map, option_exp);
+               // bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire " +
+               //    $"option_exp: {option_exp} driver: {driver_sectup}");
+               // 
+               double interp_pr = interp_driver(sc_data, driver_map, option_exp);
+               res.Add(option_exp, new DriverMD(interp_pr));
+            }
+            // for exps with interp_drivers (right represented by invalid driver) find the 
+            // neighboring option's future. then find the nearest 2 future exps (nearest 
+            // to this option's exp) and do a tim weighted interp
+            // if not neighboring driver then calculate it from the spot 
+         }
+         if (_is_different(res)) {
+            _last_published = new OptionDriverPriceMap(_sec_tup.security_name, res);
+            var to_fire = new OptionDriverPriceMap(_sec_tup.security_name, res);
+            bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire \n" +
+                              $"map:{to_fire.log_string()}");
+            _logger.stop_default_timer();
+            _bb.post(SparkTags.OptionDriverBBOTag(_sec_tup.security_name),
+                     new OptionDriverPriceMap(_sec_tup.security_name, res));
+         }
+      }
+
+      // compares the new values to the previous
+      private bool _is_different(IDictionary<SecurityExpiration, DriverMD> new_dic) {
+         Func<DriverMD, DriverMD, bool> is_dmd_diff = (d1, d2) => {
+            bool eq = VolSurfaceUtilityFunctions.compare_doubles(d1.get_driver(), d2.get_driver());
+            return !eq;
+         };
+         new_dic.Difference(_last_published.exp_price_map, out var ex_left, out var ex_right, out var overlap);
+         return ex_left.Count() != 0 || ex_right.Count() != 0 ||
+               overlap.Where(v => is_dmd_diff(v.Value.left, v.Value.right)).Count() > 0;
+      }
+
+      #region driver interp
+      private static bool _direct_valid_driver(SecurityExpiration driver_exp) {
+         return driver_exp != null && /*driver_exp.expiration >= DateTime.Now.Date &&*/
+               (driver_exp.security_tuple.security_type == SecurityType.Future ||
+               driver_exp.security_tuple.security_type == SecurityType.Stock);
+      }
+      // returns the driver sectup (it assumes all expirations of this option sectup
+      // are being driven by the same sectup)
+      public static SecurityTuple get_driver_sectup(
+         IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration> driver_map,
+         SecurityExpiration exp) {
+         foreach (var kv in driver_map) {
+            SecurityExpiration driver = kv.Value;
+            if (_direct_valid_driver(driver) &&
+               exp.security_tuple.Equals(kv.Key.security_tuple)) {
+               return driver.security_tuple;
+            }
+         }
+         return null;
+      }
+
+      public static Tuple<SecurityExpiration, SecurityExpiration>
+            find_neighbors(SystemContractData sc_data,
+                           SecurityTuple sec_tup, DateTime exp) {
+         var exps = sc_data.exp_map.Where(
+            kv => sec_tup.Equals(kv.Key.security_tuple)).Select(kv => kv.Key);
+         if (exps == null) {
+            return null;
+         }
+         SecurityExpiration low, high;
+         VolSurfaceUtilityFunctions.find_neighbors(exps, exp,
+            (t, p) => t.expiration.Subtract(p).TotalMilliseconds, out low, out high);
+         return Tuple.Create(low, high);
+      }
+
+      public static double interp_driver(SystemContractData sc_data,
+                           IDictionary<SecurityExpiration, SecurityExpiration> driver_map,
+                           SecurityExpiration option_exp) {
+         SecurityTuple driver_sectup = get_driver_sectup(driver_map, option_exp);
+         if (driver_sectup == null)
+            return Double.NaN;
+         var ngh_drivers = find_neighbors(sc_data, driver_sectup, option_exp.expiration);
+         if (ngh_drivers == null || ngh_drivers.Item1 == null || ngh_drivers.Item2 == null)
+            return Double.NaN;
+         var low = sc_data.get_exp_md(ngh_drivers.Item1);
+         var high = sc_data.get_exp_md(ngh_drivers.Item2);
+         if (low == null || low.Item2 == null)
+            return Double.NaN;
+         if (high == null || high.Item2 == null)
+            return Double.NaN;
+         // finally we have the value we need, interp it now
+         return VolSurfaceCoreFunctions.linear_interpolate_time(
+                           ngh_drivers.Item1.expiration, VolSurfaceCoreFunctions.get_driver(low.Item2),
+                           ngh_drivers.Item2.expiration, VolSurfaceCoreFunctions.get_driver(high.Item2),
+                           option_exp.expiration);
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceClientTheosPublishHelper.cs

@@ -0,0 +1,47 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+using mbts.analytics;
+
+namespace mbts.spark {
+   // UNUSED
+   // This class is held by the SingleVolSurfaceClientPrecomputedTheosPublisher
+   // and acts as a buffer for publishing values. If wait_for_theo_confirmation
+   // setting is true, it publshes an alert tag, otherwise publishes the theos
+   // directly
+   public class SingleVolSurfaceClientTheosPublishHelper {
+      private readonly int _vs_id;
+      private readonly ThreadedBlackboard _bb;
+      private int _n_updates = 0;
+
+      public SingleVolSurfaceClientTheosPublishHelper(int vs_id, ThreadedBlackboard bb) {
+         bts.Log.assert(false);
+         _vs_id = vs_id;
+         _bb = bb;
+      }
+
+      public void publish(IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> exp_theo_map) {
+         if (_n_updates == 0)
+            /// If its the first theos send it rightaway
+            _bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
+         else {
+            if (_is_theo_acceptance_confirmation_on)
+               _bb.post(SparkTags.VolSurfaceTheoAlertTag,
+                        new VolSurfaceTheoAlertData(Guid.NewGuid().ToString(), _vs_id, exp_theo_map));
+            else
+               _bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
+         }
+         _n_updates++;
+      }
+
+      private bool _is_theo_acceptance_confirmation_on {
+         get {
+            // in edge this was in a TC2 setting
+            return false;
+         }
+      }
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceCommittedOutputRetriever.cs

@@ -0,0 +1,78 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+using bts.api;
+
+namespace mbts.spark {
+   // Publishes the vol outputs for a single vol surface.
+   // Despite of the name Retriever, this class computes the vols
+   // - f (vs_input, aux_data, securities) -> vs_output
+   // and publishes it
+   // Subs :
+   // 1. Committed VS Input
+   // 3. VS Nonvol Data
+   // Pubs :
+   // 1. VS Out
+   public class SingleVolSurfaceCommittedOutputRetriever : IDisposable {
+      private readonly int _vs_id;
+      private readonly ITag<VolSurfaceInput> _in_bb_vs_input_tag;
+      private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
+      private readonly ITag<VolSurfaceStandardTime> _in_vs_standard_time_tag;
+      private readonly ITag<VolSurfaceOutput> _out_bb_computed_vol_tag;
+      private readonly ThreadedBlackboard _bb;
+      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 100);
+      private readonly string _log_id;
+
+      public SingleVolSurfaceCommittedOutputRetriever(int vs_id,
+         ThreadedBlackboard threaded_bb, IEnumerable<string> symbols) {
+         bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever cons vs_id:{vs_id} tid:{_tid()}");
+         _vs_id = vs_id;
+         _bb = threaded_bb;
+         _in_bb_vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
+         _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
+         _in_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
+         _out_bb_computed_vol_tag = SparkTags.VolSurfaceCommittedOutputTag(vs_id);
+         _log_id = String.Format("SingleVolSurfaceCommittedOutputRetriever_{0}", vs_id);
+         _bb.subscribe(_in_bb_vs_input_tag);
+         _bb.subscribe(_in_bb_nonvol_data_tag);
+         _bb.subscribe(_in_vs_standard_time_tag);
+         _bb.data_callback += _on_bb_data;
+         _recompute_and_publish();
+      }
+      private static int _tid() { return VolSurfaceTroubleshootingFunctions.tid(); }
+      private void _on_bb_data(object tag, object data) {
+         if (_in_bb_vs_input_tag.Equals(tag) || _in_bb_nonvol_data_tag.Equals(tag) ||
+             _in_vs_standard_time_tag.Equals(tag))
+            _recompute_and_publish(tag);
+      }
+
+      private void _recompute_and_publish(object tag = null) {
+         VolSurfaceInput vs_input = _bb.read_state(_in_bb_vs_input_tag);
+         VolSurfaceNonVolData vs_nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
+         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_vs_standard_time_tag);
+         if (vs_input != null && vs_nonvol_data != null && vs_standard_time != null) {
+            _timer.start();
+            IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
+                VolSurfaceUtilityFunctions.compute_aux_data(vs_input,
+                     vs_nonvol_data.input, vs_nonvol_data.driver_price_map, vs_standard_time);
+            VolSurfaceOutput vs_output = GeneralVolSurfaceCalculator.compute(
+               vs_input, vs_nonvol_data.contracts, aux_data_map);
+            _timer.stop();
+            var tag_str = tag == null ? "Null" : tag.ToString();
+            bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
+                             $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
+                             $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
+            _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
+            _bb.post(_out_bb_computed_vol_tag, vs_output);
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() { _bb.data_callback -= _on_bb_data; }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceDataSource.cs

@@ -0,0 +1,98 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+using bts;
+using bts.utils;
+using bts.api;
+
+
+namespace mbts.spark {
+   /// Listens to the input (either committed or candidate depending on the arg)
+   /// and creates the actual source that is immutable wrt the symbol list.
+   /// (Making the real sources immutable wrt to the symbol list simplifies
+   /// things a lot. Symbol lists rarely every change, but its a pain to
+   /// handle such changes)
+   public class SingleVolSurfaceDataSource : IDisposable {
+      public enum SymbolListType {
+         Committed,
+         Candidate,
+         Combined,
+      }
+      private readonly SymbolListType _list_type;
+      private readonly int _vs_id;
+      private readonly ThreadedBlackboard _bb;
+      private readonly Func<IEnumerable<string>, IDisposable> _create_func;
+      private readonly ITag<VolSurfaceInput> _in_bb_committed_data_tag;
+      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_calc_req_tag;
+
+      private HashSet<string> _option_symbols = new HashSet<string>();
+      private IDisposable _source = null;
+
+      public SingleVolSurfaceDataSource(SymbolListType list_type, int vs_id, ThreadedBlackboard threaded_bb,
+                                        Func<IEnumerable<string>, IDisposable> create_func) {
+         Log.Gen.info(String.Format("SingleVolSurfaceDataSource constructed vs_id {0}", vs_id));
+         _list_type = list_type;
+         _vs_id = vs_id;
+         _bb = threaded_bb;
+         _create_func = create_func;
+         _in_bb_committed_data_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
+         _in_bb_calc_req_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
+         _bb.subscribe(_in_bb_committed_data_tag);
+         _bb.subscribe(_in_bb_calc_req_tag);
+         _bb.data_callback += _on_bb_data;
+         _recompute();
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_bb_committed_data_tag.Equals(tag) || _in_bb_calc_req_tag.Equals(tag))
+            _recompute();
+      }
+
+      private void _recompute() {
+         VolSurfaceCalculationRequest vs_calc_req = _bb.read_state(_in_bb_calc_req_tag);
+         VolSurfaceInput vs_comm_inp = _bb.read_state(_in_bb_committed_data_tag);
+         if (_list_type == SymbolListType.Candidate) {
+            if (vs_calc_req != null && vs_calc_req.volsurface_input != null) {
+               HashSet<string> new_sym_map = new HashSet<string>(VolSurfaceDataFunctions.get_symbols(vs_calc_req.volsurface_input));
+               _create_if_needed(new_sym_map);
+            }
+         } else if (_list_type == SymbolListType.Committed) {
+            if (vs_comm_inp != null) {
+               HashSet<string> new_sym_map = new HashSet<string>(VolSurfaceDataFunctions.get_symbols(vs_comm_inp));
+               _create_if_needed(new_sym_map);
+            }
+         } else if (_list_type == SymbolListType.Combined) {
+            List<string> new_sym_list = new List<string>();
+            if (vs_calc_req != null && vs_calc_req.volsurface_input != null)
+               new_sym_list.AddRange(VolSurfaceDataFunctions.get_symbols(vs_calc_req.volsurface_input));
+            if (vs_comm_inp != null)
+               new_sym_list.AddRange(VolSurfaceDataFunctions.get_symbols(vs_comm_inp));
+            _create_if_needed(new HashSet<string>(new_sym_list));
+         }
+      }
+
+      private void _create_if_needed(HashSet<string> new_sym_map) {
+         if (!CollectionHelper.hashset_equals(_option_symbols, new_sym_map)) {
+            _option_symbols = new HashSet<string>(new_sym_map);
+            if (_source != null)
+               _source.Dispose();
+            _source = _create_func(_option_symbols);
+            _bb.post(SparkTags.AquireTag(Guid.NewGuid().ToString()),
+                                 new SymbolResourceAllocationUnit(
+                                    _option_symbols.Select(i => new mbts.SecurityTuple(SecurityType.Option, i, Venue.Unset)), this, true));
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         if (_source != null)
+            _source.Dispose();
+         _bb.data_callback -= _on_bb_data;
+      }
+      #endregion
+
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceGateway.cs

@@ -0,0 +1,145 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+using bts;
+using bts.api.analytics;
+using System.Reactive.Linq;
+using System.Threading;
+using bts.api;
+using System.Collections;
+
+namespace mbts.spark {
+   // For a single VolSurface this class
+   // 1. Listents to commmits and calls the service to persist data
+   // 2. Gathers the vol surface input from the nw and publishes it
+   // 3. Gathers the vol surface list and publishes it
+   public class SingleVolSurfaceGateway : IDisposable {
+      private readonly int _volsurface_id;
+      private readonly ThreadedBlackboard _bb;
+      private readonly ITag<VolSurfaceInput> _in_bb_committ_tag;
+      private readonly AnalyticsService _analytics_service;
+      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private readonly string _user;
+      private readonly List<IDisposable> _disposables = new List<IDisposable>();
+      private IDictionary<UInt64, VolSurfaceInputSnapshot> _snp_shot_map = new
+         Dictionary<UInt64, VolSurfaceInputSnapshot>();
+
+      public SingleVolSurfaceGateway(int volsurface_id, ThreadedBlackboard threaded_bb,
+                                     AnalyticsService analytics_service) {
+         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway created for vs_id:{0}",
+                                       volsurface_id));
+         _volsurface_id = volsurface_id;
+         _bb = threaded_bb;
+         _user = "TEST_USER"; // TODO
+         _in_bb_committ_tag = SparkTags.VolSurfaceCommitTag(volsurface_id);
+         _analytics_service = analytics_service;
+         _bb.subscribe(_in_bb_committ_tag);
+         _bb.data_callback += _on_bb_data;
+         var vs_sub = _analytics_service.subscribei_volsurfaces()
+            .ObserveOn(SynchronizationContext.Current)
+            .Subscribe(_on_vss);
+         _disposables.Add(vs_sub);
+      }
+
+      private void _log_basic_vs_info(VolSurfaceInput vs_inp) {
+         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway vs_id:{0} vs:{1}",
+            vs_inp.surface_settings.core_settings.vol_surface_id, vs_inp.log_string()));
+      }
+
+      private void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
+         IEnumerable<VolSurfaceEntryImmutable> all_vss = update.all;
+         var this_vs_vss = all_vss.Where(vs => vs.VsId == _volsurface_id);
+         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
+            all_vss.Count(), this_vs_vss.Count()));
+         if (this_vs_vss.Count() == 0) {
+            return;
+         }
+         VolSurfaceEntryImmutable vs = this_vs_vss.MaxElement(vs => vs.SaveTime);
+         VolSurfaceInput vs_input = _to_vs_input(vs);
+         _log_basic_vs_info(vs_input);
+         _bb.post(
+            SparkTags.VolSurfaceCommittedInputTag(_volsurface_id), vs_input);
+         _update_publish_snapshots(this_vs_vss);
+      }
+
+      private void _update_publish_snapshots(IEnumerable<VolSurfaceEntryImmutable> vss) {
+         foreach (VolSurfaceEntryImmutable vse in vss) {
+            if (!_snp_shot_map.ContainsKey(vse.SaveTime)) {
+               VolSurfaceInputSnapshot snp = new VolSurfaceInputSnapshot(vse);
+               _snp_shot_map.Add(vse.SaveTime, snp);
+            }
+         }
+         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._update_publish_snapshots count:{0}",
+                           _snp_shot_map.Count));
+         _bb.post(SparkTags.VolSurfaceInputSnapshotListTag(_volsurface_id),
+                                       _snp_shot_map.Values);
+      }
+
+      static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) {
+         byte[] vs_bytes = vs.Volsurface.ToByteArray();
+         return
+            mbts.analytics.VolSurfaceUtilityFunctions.deserialize_proto<VolSurfaceInput>(vs_bytes);
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_bb_committ_tag.Equals(tag)) {
+            try {
+               _timer.start();
+               VolSurfaceInput vs_input = data as VolSurfaceInput;
+               _sanitize_input(ref vs_input);
+               vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
+               vs_input.saver_login = _user;
+               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
+               _timer.stop();
+               Log.Gen.info(String.Format(
+                  "SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
+                  _volsurface_id, _timer.lastIntervalTime));
+               var archived_theos = _get_theos();
+               if (archived_theos != null)
+                  _analytics_service.archive_theos(archived_theos);
+            } catch (Exception ex) {
+               Log.Gen.warn(ex.ToString());
+               _bb.post(SparkTags.MessageDisplayTag,
+                  new MessageDisplayData("Vol Surface Addition",
+                                          String.Format("Could not create Vol Surface, Error : {0}", ex.Message)));
+            }
+         }
+      }
+
+      private void _sanitize_input(ref VolSurfaceInput vs_input) {
+         vs_input.surface_settings.core_settings.time_settings = vs_input.surface_settings.core_settings.time_settings ?? new VolSurfaceTimeSettings() { time_mode = VolSurfaceEnums.VolSurfaceTimeMode.Manual };
+         if (vs_input.surface_settings.core_settings.master_slave_relationships != null)
+            foreach (VolSurfaceSymbolRelationship vssr in vs_input.surface_settings.core_settings.master_slave_relationships)
+               _force_distinct_connected_symbols(vssr);
+         if (vs_input.surface_settings.core_settings.implied_vol_marketdata_relationships != null)
+            foreach (VolSurfaceSymbolRelationship vssr in vs_input.surface_settings.core_settings.implied_vol_marketdata_relationships)
+               _force_distinct_connected_symbols(vssr);
+      }
+
+      private void _force_distinct_connected_symbols(VolSurfaceSymbolRelationship vssr) {
+         var distinct_syms = vssr.connected_symbols.Distinct().ToList();
+         if (distinct_syms.Count != vssr.connected_symbols.Count)
+            vssr.connected_symbols = distinct_syms;
+      }
+
+      private ArchivedTheoList _get_theos() {
+         var cand_theos = SingleVolSurfaceTheoSource.compute_cand_theos(_volsurface_id, _bb);
+         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
+         var rv = SingleVolSurfaceTheoSource.convert_to_id_map(cand_theos, sc_data);
+         rv.SaveTime = VolSurfaceUtilityFunctions.get_unix_epoch_msecs();
+         var sec_tups = SingleVolSurfaceTheoSource.get_vs_sectups(_volsurface_id, _bb);
+         rv.SecTups.AddRange(sec_tups);
+         return rv;
+      }
+
+      #region Disposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         _disposables.ForEach(d => d.Dispose());
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceInterpGreeksPublisher.cs

@@ -0,0 +1,194 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+using System.Collections.Concurrent;
+using System.IO;
+using System.IO.Compression;
+using bts;
+using bts.api;
+using mbts.ui.converters;
+
+namespace mbts.spark {
+   // This class gathers all the inputs needed to calculate InterpGreeks, pass it to 
+   // VolSurfacePrecomputedTheosProducer, and publishes the InterpGreeks to the bus
+   // (called SingleVolSurfaceClientPrecomputedTheosPublisher in Edge)
+   // It listens to
+   // a. vol surface inputs
+   // b. exp params (roll, rates etc)
+   // c. securities (exp, strikes) for options in the vs
+   // d. driver prices for options in vs
+   // and passes the data above to VolSurfacePrecomputedTheosProducer where
+   // the real calculations take place.
+   public class SingleVolSurfaceInterpGreeksPublisher : IDisposable {
+      private readonly int _vs_id;
+      private readonly ThreadedBlackboard _bb;
+      private HashSet<string> _all_symbols;
+      private VolSurfaceInterpGreeksProducer _theo_producer;
+      private readonly ITag<VolSurfaceInput> _in_vs_input_tag;
+      private readonly ITag<VolSurfaceNonVolInput> _in_vs_nonvol_input_tag;
+      private readonly ITag<VolSurfaceStrikeMap> _in_vs_contracts_tag;
+      private ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>>
+         _in_all_syms_driver_price_tag = SparkTags.AllOptionDriverBBOTag;
+      private readonly ITag<VolSurfaceStandardTime> _in_vs_standard_time_tag;
+      private readonly ITag<bool> _in_ui_up_tag;
+      private readonly string _user;
+      private readonly PerfStatsLogger _logger;
+
+      public SingleVolSurfaceInterpGreeksPublisher(int vs_id,
+               ThreadedBlackboard threaded_bb, IEnumerable<string> symbols) {
+         bts.Log.Gen.info($"SingleVolSurfaceInterpGreeksPublisher cons {vs_id}");
+         _vs_id = vs_id;
+         _bb = threaded_bb;
+         _all_symbols = new HashSet<string>(symbols);
+         _logger = new PerfStatsLogger(10, 100,
+            $"SingleVolSurfaceInterpGreeksPublisher_{vs_id}");
+         _theo_producer = new VolSurfaceInterpGreeksProducer(vs_id);
+         // TODO
+         _user = String.Empty;   // get current user from somewhere (ask John)
+         _theo_producer.on_theos += _theo_producer_on_theos;
+         _theo_producer.on_vols += _theo_producer_on_vols;
+         _in_vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
+         _in_vs_nonvol_input_tag = SparkTags.VolSurfaceNonVolInputTag;
+         _in_vs_contracts_tag = SparkTags.VolSurfaceContractsTag(vs_id);
+         _in_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
+         _in_ui_up_tag = SparkTags.VolSurfaceActiveUITag(_vs_id);
+         _bb.subscribe(_in_vs_input_tag);
+         _bb.subscribe(_in_vs_nonvol_input_tag);
+         _bb.subscribe(_in_vs_contracts_tag);
+         _bb.subscribe(_in_all_syms_driver_price_tag);
+         _bb.subscribe(_in_vs_standard_time_tag);
+         _bb.subscribe(_in_ui_up_tag);
+         _bb.data_callback += _on_bb_data;
+         _init();
+      }
+
+      // reading all the data from the bus and setting up the producer
+      private void _init() {
+         var vs_inp = _bb.read_state(_in_vs_input_tag);
+         if (vs_inp != null)
+            _theo_producer.set_vol_data(vs_inp);
+         var vs_nonvol_input = _bb.read_state(_in_vs_nonvol_input_tag);
+         if (vs_nonvol_input != null)
+            _theo_producer.set_nonvol_parameters((vs_nonvol_input).exp_input_map);
+         _set_contracts();
+         _read_and_set_drivers();
+         var vs_standard_time = _bb.read_state(_in_vs_standard_time_tag);
+         if (vs_standard_time != null)
+            _theo_producer.set_system_vol_time(vs_standard_time);
+      }
+
+      private void _read_and_set_drivers() {
+         var all_sym_price_map = _bb.read_state(_in_all_syms_driver_price_tag);
+         IDictionary<VolSurfaceExpiration, DriverMD> exp_price_map =
+            OptionDriverPriceMap.get_vs_price_map(all_sym_price_map,
+                                                  (s) => _all_symbols.Contains(s));
+         _theo_producer.set_driver_price(
+            exp_price_map.ToDictionary(kv => kv.Key, kv => kv.Value.get_driver()));
+      }
+
+      #region Blackboard Callbacks
+      private void _on_bb_data(object tag, object data) {
+         if (_in_vs_input_tag.Equals(tag)) {
+            var vs_inp = _bb.read_state(_in_vs_input_tag);
+            _theo_producer.set_vol_data(vs_inp);
+         } else if (_in_vs_nonvol_input_tag.Equals(tag)) {
+            var vs_nonvol_input = _bb.read_state(_in_vs_nonvol_input_tag);
+            if (vs_nonvol_input != null)
+               _theo_producer.set_nonvol_parameters((vs_nonvol_input).exp_input_map);
+         } else if (_in_vs_contracts_tag.Equals(tag))
+            _set_contracts();
+         else if (_in_all_syms_driver_price_tag.Equals(tag))
+            _read_and_set_drivers();
+         else if (_in_vs_standard_time_tag.Equals(tag))
+            _theo_producer.set_system_vol_time(_bb.read_state(_in_vs_standard_time_tag));
+      }
+
+      private void _set_contracts() {
+         // in edge this used to filter exps that were active in TC2
+         var all_contracts = _bb.read_state(_in_vs_contracts_tag);
+         if (all_contracts != null) {
+            _theo_producer.set_contracts(all_contracts.strike_map);
+         }
+      }
+
+      #endregion
+
+      private void _log_data<T>(
+         IDictionary<VolSurfaceExpiration, IEnumerable<T>> theos,
+         DateTime exp_filter,
+         string prefix,
+         Func<T, string> log_func,
+         Comparison<T> sort_func) {
+         string rv = prefix + "\n";
+         foreach (var kv in theos) {
+            var exp = kv.Key;
+            if (exp.expiration != exp_filter) {
+               continue;
+            }
+            var sorted = new List<T>(kv.Value);
+            sorted.Sort(sort_func);
+            foreach (var t in sorted) {
+               rv += "\n" + $"exp: {exp} {log_func(t)}";
+            }
+         }
+         Log.Gen.info(rv);
+      }
+
+      private void _log_vol_matrix(
+         IDictionary<VolSurfaceExpiration, IEnumerable<VolMatrix>> vols,
+         DateTime exp_filter) {
+         _log_data(vols, exp_filter, "InterpGreeks VolMatrix", (t) => t.log_string(),
+                  (t1, t2) => {
+                     var rv = t1.expiration.CompareTo(t2.expiration);
+                     if (rv == 0)
+                        rv = t1.strike.CompareTo(t2.strike);
+                     if (rv == 0)
+                        rv = t1.driver.CompareTo(t2.driver);
+                     return rv;
+                  });
+      }
+
+      private void _log_theos(
+         IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos,
+         DateTime exp_filter) {
+         _log_data(theos, exp_filter, "InterpGreeks Theos", (t) => t.log_string(),
+                  (t1, t2) => {
+                     var rv = t1.expiration.CompareTo(t2.expiration);
+                     if (rv == 0)
+                        rv = t1.strike.CompareTo(t2.strike);
+                     if (rv == 0)
+                        rv = t1.driver.CompareTo(t2.driver);
+                     return rv;
+                  });
+      }
+
+      private int _n_updates = 0;
+      private void _theo_producer_on_theos(
+            IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> exp_theo_map,
+            double vol_compute_time, double theo_compute_time) {
+         Log.Gen.info("SingleVolSurfaceInterpGreeksPublisher._theo_producer_on_theos " +
+                      $"vs_id: {_vs_id} n_updates: {++_n_updates} " +
+                      $"vol_compute_time: {vol_compute_time} " +
+                      $"theo_compute_time: {theo_compute_time}");
+         _logger.log_default(theo_compute_time);
+         _bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
+      }
+
+      private void _theo_producer_on_vols(
+         IDictionary<VolSurfaceExpiration, IEnumerable<mbts.analytics.VolMatrix>> exp_vol_map,
+         double vol_compute_time, double theo_compute_time) {
+         Log.Gen.info("SingleVolSurfaceInterpGreeksPublisher._theo_producer_on_vols " +
+                      $"vs_id: {_vs_id} vol_compute_time: {vol_compute_time} " +
+                      $"theo_compute_time: {theo_compute_time}");
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceManager.cs

@@ -0,0 +1,74 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using bts.api.analytics;
+using bts.api;
+
+namespace mbts.spark {
+   public class SingleVolSurfaceManager : IDisposable {
+      private readonly int _vs_id;
+      private IEnumerable<IDisposable> _resources;
+      private readonly ThreadedBlackboard _bb;
+      private readonly AnalyticsService _analytics_service;
+      private ITag<bool> _vs_activation_tag;
+      private bool _activated = false;
+
+      public SingleVolSurfaceManager(int vs_id, ThreadedBlackboard t_bb,
+                                     AnalyticsService analytics_service) {
+         var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
+         bts.Log.Ui.info($"SingleVolSurfaceManager.cons vs_id:{vs_id} tid:{tid}");
+         _vs_id = vs_id;
+         _bb = t_bb;
+         _analytics_service = analytics_service;
+         _vs_activation_tag = SparkTags.VolSurfaceActiveUITag(vs_id);
+         _bb.subscribe(_vs_activation_tag);
+         _bb.data_callback += _on_data;
+      }
+
+      private void _spin_resources() {
+         bts.Log.Ui.info($"SingleVolSurfaceManager._spin_resources vs_id:{_vs_id}");
+         _resources = new IDisposable[]
+        {
+            new SingleVolSurfaceGateway(_vs_id, _bb, _analytics_service),
+            new SingleVolSurfaceTimeSource(_vs_id,_bb),
+            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined,
+               _vs_id, _bb, syms => new SingleVolSurfaceNonVolDataSource(_vs_id, syms, _bb)),
+            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
+               a_syms => new SingleVolSurfaceCommittedOutputRetriever(_vs_id, _bb, a_syms)),
+            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
+               a_syms => new SingleVolSurfaceRequestCalculator(_vs_id, a_syms, _bb)),
+            new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
+            // new SingleVolSurfaceTheoSource(_vs_id, _bb),
+            // TODO: suspending heatmaps for now (12/24/21)
+            // new SingleVolSurfaceHeatmapManager (vs_id, t_bb),
+            // server work that can optionally be done on the client
+            new SingleVolSurfaceDataSource (SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
+               a_syms => new SingleVolSurfaceInterpGreeksPublisher (_vs_id, _bb, a_syms)),
+        };
+      }
+
+      private void _on_data(object tag, object data) {
+         if (_vs_activation_tag.Equals(tag)) {
+            if (_activated) {
+               // TODO: not cleaning up recources
+               return;
+            }
+            bool is_activation_signal = data is Boolean && (Boolean)data;
+            if (is_activation_signal) {
+               _activated = true;
+               _spin_resources();
+            }
+         }
+      }
+
+      #region IDisposable
+      private bool _is_disposed = false;
+      public void Dispose() {
+         if (!_is_disposed) {
+            _is_disposed = true;
+            _resources.ToList().ForEach(d => d.Dispose());
+         }
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceMarketImpliedVolSource.cs

@@ -0,0 +1,236 @@
+namespace mbts.spark {
+   using bts;
+   using bts.api;
+
+   using mbts;
+   using mbts.analytics;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Collections;
+
+   /// This class publishes the market implied vols for the
+   /// selected expiration.
+   public class SingleVolSurfaceMarketImpliedVolSource : IDisposable {
+      // This keeps the last computed exp and its bbo
+      #region MD caching
+      private class CachedExpMD {
+         public SecurityExpiration exp = SecurityExpiration.empty;
+         public IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> k_md_map =
+            new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
+         private bool _has_changed(
+               SecurityExpiration new_exp,
+               IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> new_k_md_map) {
+            if (new_exp != exp) {
+               return true;
+            }
+            if (k_md_map.Count() != new_k_md_map.Count) {
+               return true;
+            }
+            foreach (var kv in k_md_map) {
+               Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit> k_md;
+               if (!new_k_md_map.TryGetValue(kv.Key, out k_md)) {
+                  return true;
+               }
+               if (!kv.Value.Item1.Equals(k_md.Item1) ||
+                   !kv.Value.Item2.Equals(k_md.Item2)) {
+                  return true;
+               }
+            }
+            return false;
+         }
+         public bool set(
+               SecurityExpiration new_exp,
+               IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> new_k_md_map) {
+            bool has_changed = _has_changed(new_exp, new_k_md_map);
+            if (has_changed) {
+               exp = new_exp;
+               k_md_map = new_k_md_map;
+            }
+            return has_changed;
+         }
+      }
+      #endregion
+      private readonly int _vs_id;
+      private readonly ITag<IReadOnlyDictionary<uint, SecurityMD>> _in_bb_sec_map_tag;
+      private readonly ITag<mbts.analytics.VolSurfaceOutput> _in_bb_committed_output_tag;
+      private readonly ITag<VolSurfaceCalculationResponse> _in_bb_calc_resp_tag;
+      private readonly ITag<bool> _in_bb_inp_dirty_tag;
+      private readonly ITag<Tuple<VolSurfaceDisplayGridExpiration, bool>>
+         _in_bb_selected_exp_tag;
+      private readonly ITag<mbts.analytics.VolSurfaceEnums.MarketSide>
+         _in_bb_market_impliedvol_side_tag;
+      private readonly ITag<bool> _in_bb_ignore_market_implied_vol_source_settings_tag;
+      private CachedExpMD _cached_exp_md = new CachedExpMD();
+      private readonly ThreadedBlackboard _bb;
+      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 50);
+      private TimeSpan _compute_period = TimeSpan.FromMilliseconds(333);
+      private bool _is_dirty = true;
+
+      public SingleVolSurfaceMarketImpliedVolSource(int vs_id, ThreadedBlackboard bb) {
+         bts.Log.Gen.info($"SingleVolSurfaceMarketImpliedVolSource cons vs_id:{vs_id}");
+         _vs_id = vs_id;
+         _bb = bb;
+         _in_bb_sec_map_tag = SparkTags.SecuritiesTag;
+         _in_bb_committed_output_tag = SparkTags.VolSurfaceCommittedOutputTag(vs_id);
+         _in_bb_calc_resp_tag = SparkTags.VolSurfaceCalculationResponseTag(vs_id);
+         _in_bb_inp_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
+         _in_bb_selected_exp_tag = SparkTags.VolSurfaceGridSelectionTag(_vs_id);
+         _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(_vs_id);
+         _in_bb_ignore_market_implied_vol_source_settings_tag =
+            SparkTags.VolSurfaceIgnoreImpliedVolSettingsTag(vs_id);
+         _bb.subscribe(_in_bb_committed_output_tag);
+         _bb.subscribe(_in_bb_calc_resp_tag);
+         _bb.subscribe(_in_bb_inp_dirty_tag);
+         _bb.subscribe(_in_bb_selected_exp_tag);
+         _bb.subscribe(_in_bb_market_impliedvol_side_tag);
+         _bb.subscribe(_in_bb_ignore_market_implied_vol_source_settings_tag);
+         _bb.data_callback += _on_bb_data;
+         _bb.timer_callback += _on_bb_timer;
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (tag != null)
+            if (_in_bb_committed_output_tag.Equals(tag) ||
+                _in_bb_calc_resp_tag.Equals(tag) ||
+               _in_bb_inp_dirty_tag.Equals(tag) || _in_bb_selected_exp_tag.Equals(tag) ||
+               _in_bb_market_impliedvol_side_tag.Equals(tag) ||
+                _in_bb_ignore_market_implied_vol_source_settings_tag.Equals(tag))
+               _is_dirty = true;
+      }
+
+      private void _check_bbo_change() {
+         var sc_data = _bb.read_state(SparkTags.SystemContractsTag);
+         Tuple<VolSurfaceDisplayGridExpiration, bool> sel_exp_tup =
+            _bb.read_state(_in_bb_selected_exp_tag);
+         if (sc_data == null || sel_exp_tup == null) {
+            return;
+         }
+         VolSurfaceExpiration new_sel_exp = sel_exp_tup.Item1.ToVSExp();
+         var new_md = sc_data.get_option_bbo_vsexp(new_sel_exp);
+         bool bbo_dirty = _cached_exp_md.set(new_md.Item1, new_md.Item2);
+         _is_dirty = _is_dirty || bbo_dirty;
+      }
+
+      private DateTime _last_publish_time = DateTime.MinValue;
+      private void _on_bb_timer() {
+         if (DateTime.Now - _last_publish_time >= _compute_period) {
+            _check_bbo_change();
+            if (_is_dirty)
+               _recompute_and_publish();
+            _is_dirty = false;
+            _last_publish_time = DateTime.Now;
+         }
+      }
+
+      private void _recompute_and_publish() {
+         Tuple<VolSurfaceDisplayGridExpiration, bool> sel_exp =
+            _bb.read_state(_in_bb_selected_exp_tag);
+         VolSurfaceOutput vs_output = _resolve_curr_cand();
+         if (vs_output != null && vs_output.volsurface_input != null &&
+            vs_output.aux_data_map != null &&
+            sel_exp != null && sel_exp.Item1 != null) {
+            var impliedvol_side = _get_market_impliedvol_side(_bb, _vs_id);
+            VolSurfaceExpiration orig_exp = new VolSurfaceExpiration() {
+               symbol = sel_exp.Item1.symbol,
+               expiration = sel_exp.Item1.expiration
+            };
+            _timer.start();
+            VolSurfaceExpiration md_exp;
+            VolCurveMarketImpliedVolData exp_impl_vol_map =
+               VolSurfaceCoreFunctions.compute_implied_vols(
+                  vs_output.volsurface_input,
+                  orig_exp, vs_output.aux_data_map,
+                  arg_exp => _get_bbo(arg_exp),
+                  impliedvol_side,
+                  _ignore_market_implied_vol_source_settings(_bb, _vs_id),
+                  out md_exp);
+            _timer.stop();
+            _logger.log("SingleVolSurfaceMarketImpliedVolSource",
+                        "SingleVolSurfaceMarketImpliedVolSource",
+                        _timer.lastIntervalTime);
+            if (exp_impl_vol_map is null) {
+               return;
+            }
+            bts.Log.Gen.info(
+               $"SingleVolSurfaceMarketImpliedVolSource._recompute_and_publish " +
+               exp_impl_vol_map.log_string());
+            _bb.post(SparkTags.VolSurfaceMarketImpliedVolTag(_vs_id),
+               new Dictionary<VolSurfaceExpiration,
+                              Tuple<VolSurfaceExpiration, VolCurveMarketImpliedVolData>>() {
+                  { orig_exp, Tuple.Create(md_exp, exp_impl_vol_map) }
+               });
+         }
+      }
+
+      // Returns the candidate or committed VolSurface depending
+      private VolSurfaceOutput _resolve_curr_cand() {
+         bool is_dirty = _bb.read_state(_in_bb_inp_dirty_tag, false);
+         if (is_dirty) {
+            VolSurfaceCalculationResponse vs_resp = _bb.read_state(_in_bb_calc_resp_tag);
+            return vs_resp != null ? vs_resp.volsurface_calculation_output : null;
+         } else
+            return _bb.read_state(_in_bb_committed_output_tag);
+      }
+
+      private IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>
+      _get_bbo(VolSurfaceExpiration vs_exp) {
+         return get_option_bbo(_bb, vs_exp);
+      }
+
+      private static bool _normalize_bbo = true;
+      #region Static helpers
+
+      // for some markets (crypto ie), the options prices are not in
+      // the same terms as strikes, ie strikes are in USD whereras the
+      // option prices are in BTC
+      internal static double get_option_price_mult(
+                                                ThreadedBlackboard bb,
+                                                VolSurfaceExpiration option_exp) {
+         var driver_map = bb.read_state(SparkTags.AllOptionDriverBBOTag);
+         if (driver_map != null &&
+            driver_map.TryGetValue(option_exp.symbol, out var sym_map)) {
+            var vs_md = sym_map.get_driver_md(option_exp.expiration);
+            return vs_md.get_driver();
+         }
+         return Double.NaN;
+      }
+      internal static
+      IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>
+      get_option_bbo(ThreadedBlackboard bb, VolSurfaceExpiration vs_exp) {
+         var sc_data = bb.read_state(SparkTags.SystemContractsTag);
+         IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv =
+            sc_data.get_option_bbo_vsexp(vs_exp).Item2;
+         double mult = get_option_price_mult(bb, vs_exp);
+         if (_normalize_bbo)
+            return rv.ToDictionary(kv => kv.Key, kv =>
+              Tuple.Create(kv.Value.Item1.mult_price(mult),
+                           kv.Value.Item2.mult_price(mult)));
+         return rv;
+      }
+
+      internal static bool _ignore_market_implied_vol_source_settings(
+            ThreadedBlackboard bb, int vs_id) {
+         return bb.read_state(
+            SparkTags.VolSurfaceIgnoreImpliedVolSettingsTag(vs_id), false);
+      }
+
+      internal static VolSurfaceEnums.MarketSide
+      _get_market_impliedvol_side(ThreadedBlackboard bb, int vs_id) {
+         return bb.read_state(
+            SparkTags.VolSurfaceMarketImpliedVolSide(vs_id),
+            VolSurfaceEnums.MarketSide.Mid);
+      }
+
+      #endregion
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         _bb.timer_callback -= _on_bb_timer;
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceNonVolDataSource.cs

@@ -0,0 +1,91 @@
+using System;
+using System.Collections.Generic;
+
+using mbts.analytics;
+using bts.api;
+using System.Linq;
+
+namespace mbts.spark {
+   // f (SystemContractData, 
+   //    VolSurfaceNonVolInput, 
+   //    IDictionary<mbts.analytics.VolSurfaceExpiration, double>) -> VolSurfaceNonVolData
+   // Subs :
+   // 1. Securities (SystemContractsTag)
+   // 2. NonVolInput (VolSurfaceNonVolInputTag)
+   // 3. Driver prices (VolSurfaceOptionDriverTag)
+   // Publishes :
+   // 1. VolSurfaceNonVolData which is simply a union of the 3 inputs
+   // 2. VolSurfaceStrikeMap
+   public class SingleVolSurfaceNonVolDataSource : IDisposable {
+      private readonly int _vs_id;
+      private readonly IEnumerable<string> _option_symbols;
+      private readonly ThreadedBlackboard _bb;
+      private readonly ITag<SystemContractData> _in_bb_contract_data_tag;
+      private readonly ITag<VolSurfaceNonVolInput> _in_bb_vs_nonvol_input_tag;
+      private readonly ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>> _in_bb_all_driver_price_tag;
+      private readonly ITag<mbts.analytics.VolSurfaceNonVolData> _out_bb_vs_nonvol_data_tag;
+      private readonly ITag<mbts.analytics.VolSurfaceStrikeMap> _out_bb_vs_contracts_tag;
+
+      public SingleVolSurfaceNonVolDataSource(int vs_id, IEnumerable<string> option_symbols,
+            ThreadedBlackboard bb) {
+         bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{vs_id}");
+         _vs_id = vs_id;
+         _option_symbols = option_symbols;
+         _bb = bb;
+         _in_bb_contract_data_tag = SparkTags.SystemContractsTag;
+         _in_bb_vs_nonvol_input_tag = SparkTags.VolSurfaceNonVolInputTag;
+         _in_bb_all_driver_price_tag = SparkTags.AllOptionDriverBBOTag;
+         _out_bb_vs_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
+         _out_bb_vs_contracts_tag = SparkTags.VolSurfaceContractsTag(vs_id);
+         _bb.subscribe(_in_bb_contract_data_tag);
+         _bb.subscribe(_in_bb_vs_nonvol_input_tag);
+         _bb.subscribe(_in_bb_all_driver_price_tag);
+         _bb.data_callback += _on_bb_data;
+         _init();
+      }
+
+      private void _init() {
+         _publish_vs_strike_map();
+         _recompute_and_fire();
+      }
+
+      private void _publish_vs_strike_map() {
+         SystemContractData sc_data = _bb.read_state(_in_bb_contract_data_tag);
+         if (sc_data != null) {
+            var k_map = new VolSurfaceStrikeMap(_option_symbols, sc_data);
+            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
+                              "publishing strike_map sz:{k_map.strike_map.Count()}");
+            _bb.post(_out_bb_vs_contracts_tag, new VolSurfaceStrikeMap(_option_symbols, sc_data));
+         }
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_bb_contract_data_tag.Equals(tag)) {
+            _publish_vs_strike_map();
+            _recompute_and_fire();
+         } else if (_in_bb_vs_nonvol_input_tag.Equals(tag) ||
+                    _in_bb_all_driver_price_tag.Equals(tag))
+            _recompute_and_fire();
+      }
+
+      private void _recompute_and_fire() {
+         SystemContractData sc_data = _bb.read_state(_in_bb_contract_data_tag);
+         VolSurfaceNonVolInput vs_nonvol_input = _bb.read_state(_in_bb_vs_nonvol_input_tag);
+         var all_sym_price_map = _bb.read_state(_in_bb_all_driver_price_tag);
+         var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
+            all_sym_price_map, (s) => _option_symbols.Contains(s));
+         if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
+            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
+                              "publishing VolSurfaceNonVolData");
+            _bb.post(_out_bb_vs_nonvol_data_tag,
+                     new VolSurfaceNonVolData(
+                        vs_nonvol_input, exp_price_map,
+                        new VolSurfaceStrikeMap(_option_symbols, sc_data).strike_map));
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() { _bb.data_callback -= _on_bb_data; }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceRequestCalculator.cs

@@ -0,0 +1,168 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+using bts.api;
+
+using mbts.analytics;
+
+namespace mbts.spark {
+   // All local changes to the VolSurface that trigger calculations
+   // are handled here.
+   // Subs :
+   // 1. VS Calc Req
+   // 2. VS Nonvol Data
+   // 3. Dirty   
+   // Pubs :
+   // 1. Calc Resp
+   public class SingleVolSurfaceRequestCalculator : IDisposable {
+      private readonly int _vs_id;
+      private readonly HashSet<string> _symbols;
+      private readonly ThreadedBlackboard _bb;
+      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_request_tag;
+      private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
+      private readonly ITag<VolSurfaceStandardTime> _in_bb_vs_standard_time_tag;
+      private readonly ITag<VolSurfaceEnums.MarketSide> _in_bb_market_impliedvol_side_tag;
+      private readonly ITag<bool> _in_bb_dirty_tag;
+      private HighPerformanceTimer _timer = new HighPerformanceTimer();
+      /// data
+      private VolSurfaceOutput _last_output;
+
+      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
+                                               ThreadedBlackboard threaded_bb) {
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id:{vs_id}");
+         _vs_id = vs_id;
+         _symbols = new HashSet<string>(symbols);
+         _bb = threaded_bb;
+         _in_bb_request_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
+         _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
+         _in_bb_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
+         _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(vs_id);
+         _in_bb_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
+         _bb.subscribe(_in_bb_request_tag);
+         _bb.subscribe(_in_bb_nonvol_data_tag);
+         _bb.subscribe(_in_bb_vs_standard_time_tag);
+         _bb.subscribe(_in_bb_vs_standard_time_tag);
+         _bb.subscribe(_in_bb_dirty_tag);
+         _bb.data_callback += _on_bb_data;
+         _recompute_and_publish(true);
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
+            _recompute_and_publish(true);
+         else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
+            _recompute_and_publish(false);
+
+      }
+
+      private void _recompute_and_publish(bool is_new_request) {
+         bool is_dirty = _bb.read_state(_in_bb_dirty_tag, false);
+         VolSurfaceNonVolData nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
+         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_bb_vs_standard_time_tag);
+         if (is_dirty && nonvol_data != null) {
+            _timer.start();
+            VolSurfaceCalculationRequest curr_req = _bb.read_state(_in_bb_request_tag),
+                                         effective_req = null;
+            if (is_new_request)
+               effective_req = curr_req;
+            else {
+               if (_last_output != null)
+                  effective_req =
+                     new VolSurfaceCalculationRequest(_last_output.volsurface_input, curr_req.request_id);
+            }
+            if (effective_req != null) {
+               IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
+                  VolSurfaceUtilityFunctions.compute_aux_data(effective_req.volsurface_input,
+                                                              nonvol_data.input,
+                                                              nonvol_data.driver_price_map,
+                                                              vs_standard_time, true);
+               IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
+                  _post_process_action(effective_req, aux_data_map);
+               _last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
+                                                                  nonvol_data.contracts,
+                                                                  aux_data_map,
+                                                                  action_map,
+                                                                  null,
+                                                                  effective_req.cascade_up,
+                                                                  effective_req.cascade_down);
+               _timer.stop();
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time:" +
+                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
+               _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
+                        new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
+            }
+         }
+      }
+
+      /// Computes the impl vol if the action is fit to market
+      private IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
+         VolSurfaceCalculationRequest req,
+         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
+         IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
+         /// TODO : VolCurveAction needs to be structured better. The UI enforces that
+         /// all exps have the same action, but the structure doesnt. So here the UI
+         /// constraint is flowing in
+         if (rv != null && rv.Count > 0) {
+            VolCurveAction rep_action = rv.ElementAt(0).Value;
+            if (rep_action.action_type == VolCurveAction.ActionType.FitToMarket) {
+               IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> impl_vol_map =
+                  _fill_in_implied_vols(req.volsurface_input, req.action_map, aux_data_map,
+                                       req.cascade_up, req.cascade_down);
+               rv = impl_vol_map.ToDictionary(kv => kv.Key, kv => new VolCurveAction(
+                  new VolCurveMarketFitAction(rep_action.market_fit_action.fit_action, kv.Value,
+                                             rep_action.market_fit_action.use_weighted_regression)));
+            }
+         }
+         return rv;
+      }
+
+      private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
+            VolSurfaceInput vs_inp,
+            IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
+            IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
+            bool cascade_up, bool cascade_down) {
+         IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> rv =
+            new Dictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData>();
+         VolCurveAction rep_action = action_map.ElementAt(0).Value;
+         HashSet<VolSurfaceExpiration> master_exps =
+            VolSurfaceUtilityFunctions.get_master_expirations(vs_inp, true);
+         IEnumerable<VolSurfaceExpiration> applicable_exps;
+         if (cascade_up || cascade_down)
+            applicable_exps =
+               VolSurfaceUtilityFunctions.get_exp_list_from_cascade(
+                  vs_inp.surface_parameters.curve_parameters_map.Select(t => t.Item1),
+                  action_map.Keys, cascade_up, cascade_down);
+         else
+            applicable_exps = action_map.Keys;
+         applicable_exps = applicable_exps.Where(vs_exp => master_exps.Contains(vs_exp));
+
+         VolSurfaceEnums.MarketSide impliedvol_side =
+            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(_bb, _vs_id);
+         foreach (VolSurfaceExpiration vs_exp in applicable_exps) {
+            VolSurfaceExpiration md_exp;
+            VolCurveMarketImpliedVolData exp_impl_data =
+               VolSurfaceCoreFunctions.compute_implied_vols(vs_inp, vs_exp, aux_data_map,
+                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(_bb, arg_vs_exp),
+                  impliedvol_side,
+                  SingleVolSurfaceMarketImpliedVolSource._ignore_market_implied_vol_source_settings(
+                     _bb, _vs_id),
+                  out md_exp);
+            rv[vs_exp] = exp_impl_data;
+         }
+         return rv;
+      }
+
+      #region IDisposable
+      private bool _disposed = false;
+      public void Dispose() {
+         if (!_disposed) {
+            _disposed = true;
+            _bb.data_callback -= _on_bb_data;
+         }
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceTheoSource.cs

@@ -0,0 +1,245 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+using bts;
+using bts.api;
+using bts.api.analytics;
+
+namespace mbts.spark {
+   // Publishes the committed and candidate greeks in the
+   // form of VolSurfaceTheoData
+   // (this was the data that was published in the winform syncfusion grid,
+   // with the candidate/committed next to each other)
+   // Subs :
+   // 1. Comm Vol Output
+   // 2. Cand Calc Response
+   // 3. Is Dirty (ie a pending change?)
+   // 4. Detailed Window State
+   // Pubs :
+   // 1. VolSurfaceTheoData (cand and comm theos)
+   public class SingleVolSurfaceTheoSource : IDisposable {
+      private readonly int _vs_id;
+      private readonly ThreadedBlackboard _bb;
+      private readonly ITag<VolSurfaceOutput> _in_committed_vol_output_tag;
+      private readonly ITag<VolSurfaceCalculationResponse> _in_candidate_vol_output_tag;
+      private readonly ITag<bool> _in_input_dirty_tag;
+      private readonly ITag<bool> _in_window_state_tag;
+      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private bool _is_dirty = true;
+      private static readonly IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>
+       _empty_theos = new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
+      private VolSurfaceTheoData _last_data =
+         new VolSurfaceTheoData(new Dictionary<VolSurfaceExpiration, HashSet<double>>(),
+                                 _empty_theos, _empty_theos, false);
+      private uint _n_comps = 0;
+
+      public SingleVolSurfaceTheoSource(int vs_id, ThreadedBlackboard threaded_bb) {
+         bts.Log.Gen.info($"SingleVolSurfaceTheoSource cons vs_id:{vs_id}");
+         _vs_id = vs_id;
+         _bb = threaded_bb;
+         _in_committed_vol_output_tag = SparkTags.VolSurfaceCommittedOutputTag(_vs_id);
+         _in_candidate_vol_output_tag = SparkTags.VolSurfaceCalculationResponseTag(_vs_id);
+         _in_input_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(_vs_id);
+         _in_window_state_tag = SparkTags.VolSurfaceTheoWindowStateTag(_vs_id);
+         _bb.subscribe(_in_committed_vol_output_tag);
+         _bb.subscribe(_in_candidate_vol_output_tag);
+         _bb.subscribe(_in_input_dirty_tag);
+         _bb.subscribe(_in_window_state_tag);
+         _bb.data_callback += _on_data;
+         _bb.timer_callback += _on_timer;
+         // (TODO) forcing computing of theos by publishing an 
+         // active theos window tag, remove it
+         _bb.post(_in_window_state_tag, true);
+      }
+
+      #region Blackboard
+      private void _on_data(object tag, object data) {
+         if (_in_candidate_vol_output_tag.Equals(tag) ||
+             _in_committed_vol_output_tag.Equals(tag) ||
+             _in_input_dirty_tag.Equals(tag) || _in_window_state_tag.Equals(tag)) {
+            _is_dirty = true;
+         }
+      }
+
+      private void _on_timer() {
+         if (_is_dirty) {
+            // publishes new values when there is an
+            // 1. theos window up
+            // 2. waiting candidate change
+            _compute_and_publish(_is_active_candidate(), _is_active_theos_window());
+            _is_dirty = false;
+         }
+      }
+      #endregion
+
+      private void _compute_and_publish(bool is_active_candidate,
+                                        bool is_active_theos_window) {
+         VolSurfaceCalculationResponse calc_resp =
+            _bb.read_state(_in_candidate_vol_output_tag);
+         VolSurfaceOutput candidate_output =
+            calc_resp != null ? calc_resp.volsurface_calculation_output : null,
+            committed_output = _bb.read_state(_in_committed_vol_output_tag);
+         IDictionary<VolSurfaceExpiration, HashSet<double>> secs =
+            _get_securities(committed_output, candidate_output);
+         IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> comm_theo_map =
+            _empty_theos, cand_theo_map = _empty_theos;
+         if (is_active_theos_window) {
+            comm_theo_map = _compute_theos(committed_output, secs);
+            if (is_active_candidate)
+               cand_theo_map = _compute_theos(candidate_output, secs);
+         } else {
+            if (is_active_candidate)
+               cand_theo_map = _compute_theos(candidate_output, secs);
+         }
+         var new_data = new VolSurfaceTheoData(secs, comm_theo_map,
+            cand_theo_map, is_active_candidate);
+         if (_is_valid_update(new_data))
+            _bb.post(SparkTags.VolSurfaceTheoOutputTag(_vs_id), new_data);
+      }
+
+      private bool _is_valid_update(VolSurfaceTheoData new_data) {
+         bool is_spurious = _last_data.committed_theo_map.Count == 0 &&
+                            _last_data.candidate_theo_map.Count == 0 &&
+                            new_data.committed_theo_map.Count == 0 &&
+                            new_data.candidate_theo_map.Count == 0;
+         _last_data = new_data;
+         return !is_spurious;
+      }
+
+      private IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> _compute_theos(
+         VolSurfaceOutput vs_output,
+         IDictionary<VolSurfaceExpiration, HashSet<double>> exp_strikes) {
+         if (vs_output != null) {
+            _timer.start();
+            var exp_volmat_map = VolSurfaceVolMatrixCalculator.generate_volmatrix(
+                  vs_output.volsurface_input,
+                  exp_strikes.ToDictionary(kv => kv.Key,
+                                           kv => kv.Value as IEnumerable<double>),
+                  vs_output.aux_data_map,
+                  new double[] { 0.0 }, false, true, false, false, false);
+            _timer.stop();
+            _n_comps++;
+            Log.Gen.info($"SingleVolSurfaceTheoSource._compute_theos vs_id:{_vs_id} " +
+                         $"vol time:{ _timer.lastIntervalTime} msecs n_comps: {_n_comps}");
+            _timer.start();
+            var theo_map = VolSurfaceTheoCalculator.compute_standard_greeks(
+               vs_output.volsurface_input.surface_settings, exp_volmat_map, true);
+            _timer.stop();
+            Log.Gen.info($"SingleVolSurfaceTheoSource._compute_theos vs_id:{_vs_id} " +
+                         $"theo time:{ _timer.lastIntervalTime} msecs n_comps: {_n_comps}");
+            return theo_map;
+         }
+         return new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
+      }
+
+      // plucks the data off the bus, computes the theos and returns it
+      public static IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> compute_cand_theos(
+         int vs_id, ThreadedBlackboard bb) {
+         VolSurfaceCalculationResponse calc_resp =
+            bb.read_state(SparkTags.VolSurfaceCalculationResponseTag(vs_id));
+         VolSurfaceOutput vs_output =
+            calc_resp != null ? calc_resp.volsurface_calculation_output : null;
+         IDictionary<VolSurfaceExpiration, HashSet<double>> exp_strikes =
+              VolSurfaceUtilityFunctions.get_contracts(vs_output);
+         if (vs_output != null && exp_strikes != null) {
+            var exp_volmat_map = VolSurfaceVolMatrixCalculator.generate_volmatrix(
+                  vs_output.volsurface_input,
+                  exp_strikes.ToDictionary(kv => kv.Key,
+                                           kv => kv.Value as IEnumerable<double>),
+                  vs_output.aux_data_map,
+                  new double[] { 0.0 }, false, true, false, false, false);
+            var theo_map = VolSurfaceTheoCalculator.compute_standard_greeks(
+               vs_output.volsurface_input.surface_settings, exp_volmat_map, true);
+            return theo_map;
+         }
+         return new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
+      }
+
+      public static IEnumerable<bts.api.SecurityTuple> get_vs_sectups(
+         int vs_id, ThreadedBlackboard bb) {
+         VolSurfaceUsageListImmutable vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
+         return vs_usage_list.get_sectups(vs_id);
+      }
+
+
+      // old -> new transformation, this is slow ! transforms data from one
+      // form to another
+      public static ArchivedTheoList
+         convert_to_id_map(IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos,
+                           SystemContractData sc_data) {
+         Func<Theos, PutOrCall, uint, ArchivedSecurityTheo> mk_theo = (t, cp, id) => {
+            ArchivedSecurityTheo rv = new ArchivedSecurityTheo();
+            rv.Id = id;
+            rv.Driver = t.driver;
+            rv.Vol = t.vol;
+            if (cp == PutOrCall.Call) {
+               rv.Theo = t.call;
+               rv.Theo = t.cdelta;
+            } else {
+               rv.Theo = t.put;
+               rv.Theo = t.pdelta;
+            }
+            return rv;
+         };
+         Func<string, DateTime, double, Tuple<uint?, uint?>> get_id = (s, e, k) => {
+            foreach (Venue v in Enum.GetValues(typeof(Venue))) {
+               var rv = sc_data.get_option_sec_id(v, s, e, k);
+               if (rv != null)
+                  return rv;
+            }
+            return null;
+         };
+         var rv = new List<ArchivedSecurityTheo>();
+         foreach (var exp_kv in theos) {
+            var exp = exp_kv.Key;
+            foreach (var t in exp_kv.Value) {
+               var strike = t.strike;
+               var cp_id = get_id(exp.symbol, exp.expiration, strike);
+               if (cp_id != null) {
+                  if (cp_id.Item1.HasValue) {
+                     var c_theo = mk_theo(t, PutOrCall.Call, cp_id.Item1.Value);
+                     rv.Add(c_theo);
+                  }
+                  if (cp_id.Item2.HasValue) {
+                     var p_theo = mk_theo(t, PutOrCall.Call, cp_id.Item2.Value);
+                     rv.Add(p_theo);
+                  }
+               }
+            }
+         }
+         ArchivedTheoList rv_list = new ArchivedTheoList();
+         rv_list.SecTheo.AddRange(rv);
+         return rv_list;
+      }
+
+      private IDictionary<VolSurfaceExpiration, HashSet<double>> _get_securities(
+         VolSurfaceOutput commited_output, VolSurfaceOutput candidate_output) {
+         if (candidate_output != null)
+            /// candidate output wins if its active
+            return VolSurfaceUtilityFunctions.get_contracts(candidate_output);
+         else if (commited_output != null)
+            return VolSurfaceUtilityFunctions.get_contracts(commited_output);
+         else
+            return new Dictionary<VolSurfaceExpiration, HashSet<double>>();
+      }
+
+      /// If the details window is not active, the calculations are suspended
+      private bool _is_active_theos_window() {
+         return _bb.read_state(_in_window_state_tag, false);
+      }
+
+      private bool _is_active_candidate() {
+         return _bb.read_state(_in_input_dirty_tag, false);
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_data;
+         _bb.timer_callback -= _on_timer;
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SingleVolSurfaceTimeSource.cs

@@ -0,0 +1,34 @@
+using System;
+
+using mbts.analytics;
+
+namespace mbts.spark {
+   public class SingleVolSurfaceTimeSource : IDisposable {
+      private readonly int _vs_id;
+      private readonly ThreadedBlackboard _bb;
+      private readonly TimeSpan _publish_period = TimeSpan.FromMinutes(VolSurfaceConstants.vol_time_sample_mins);
+      private DateTime _last_publish_time = DateTime.MinValue;
+
+      public SingleVolSurfaceTimeSource(int vs_id, ThreadedBlackboard bb) {
+         bts.Log.Gen.info($"SingleVolSurfaceTimeSource cons vs_id:{vs_id}");
+         _vs_id = vs_id;
+         _bb = bb;
+         _bb.timer_callback += _on_timer;
+      }
+
+      private void _on_timer() {
+         if (DateTime.Now - _last_publish_time >= _publish_period) {
+            _last_publish_time = DateTime.Now;
+            VolSurfaceStandardTime time = VolSurfaceStandardTime.get_local_default();
+            bts.Log.Gen.info($"SingleVolSurfaceTimeSource vs_id:{_vs_id} posting time:{time.ToString()}");
+            _bb.post(SparkTags.VolSurfaceStandardTimeTag(_vs_id), time);
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.timer_callback -= _on_timer;
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Bus/SymbolAggregationPublisher.cs

@@ -0,0 +1,86 @@
+using mbts.spark;
+
+using System;
+using System.Collections.Generic;
+using bts.api;
+using System.Linq;
+
+namespace mbts.analytics {
+
+   // Thin class that assembles all symbol based data published on different
+   // tags,  into IReadOnlyDictionary of symbol vs data publsihed under one tag
+   public class SymbolAggregationPublisher<TData> : IDisposable {
+      private readonly ThreadedBlackboard _bb;
+      private readonly ITag<SystemContractData> _sc_data_tag;
+      Func<string, ITag<TData>> _get_tag;
+      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
+      private Dictionary<string, ITag<TData>> _tag_map =
+         new Dictionary<string, ITag<TData>>();
+      private HashSet<object> _obj_tags = new HashSet<object>();
+      private bool _dirty = true;
+      public SymbolAggregationPublisher(
+                              ThreadedBlackboard bb,
+                              Func<string, ITag<TData>> get_tag,
+                              ITag<IReadOnlyDictionary<string, TData>> out_tag) {
+         _bb = bb;
+         _get_tag = get_tag;
+         _out_tag = out_tag;
+         _sc_data_tag = SparkTags.SystemContractsTag;
+         _bb.subscribe(SparkTags.SystemContractsTag);
+         _bb.data_callback += _on_bb_data;
+         _bb.timer_callback += _on_timer;
+         _handle_sc_data();
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_sc_data_tag.Equals(tag)) {
+            _handle_sc_data();
+         } else {
+            if (_obj_tags.Contains(tag)) {
+               _dirty = true;
+            }
+         }
+      }
+
+      private void _handle_sc_data() {
+         var sc_data = _bb.read_state(_sc_data_tag);
+         if (sc_data == null) {
+            return;
+         }
+         foreach (var st in sc_data.sectup_map) {
+            // this is not correct since it is assuming symbol/name is 
+            // unique across securty_tuples
+            string symbol = st.security_name;
+            if (!_tag_map.ContainsKey(symbol)) {
+               var symbol_tag = _get_tag(symbol);
+               _tag_map.Add(symbol, symbol_tag);
+               _obj_tags.Add(symbol_tag);
+               _bb.subscribe(symbol_tag);
+               _dirty = true;
+            }
+         }
+      }
+
+      private void _on_timer() {
+         if (_dirty) {
+            _dirty = false;
+            Dictionary<string, TData> output = new Dictionary<string, TData>();
+            foreach (var kv in _tag_map) {
+               var symbol = kv.Key;
+               var symbol_tag = kv.Value;
+               TData symbol_data = _bb.read_state(symbol_tag);
+               output.Add(symbol, symbol_data);
+            }
+            IReadOnlyDictionary<string, TData> ro_output = output;
+            bts.Log.Gen.info($"SymbolAggregationPublisher._on_timer publishing " +
+                             $"tag: {_out_tag} sz: {ro_output.Count}");
+            _bb.post(_out_tag, ro_output);
+         }
+      }
+
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         _bb.timer_callback -= _on_timer;
+      }
+   }
+}

src/client/spark/AW2/Bus/VolSurfaceBlackboardManager.cs

@@ -0,0 +1,257 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Threading;
+using mbts.analytics;
+using bts.api;
+using bts;
+using bts.api.analytics;
+using bts.api.core;
+using bts.api.position;
+using mbts;
+using System.Reactive.Linq;
+using System.Collections;
+using mbts.spark;
+using System.DirectoryServices.ActiveDirectory;
+// using mbts.bb;
+
+namespace mbts.spark {
+   internal class ResourceAllocator : IDisposable {
+      private List<IDisposable> _disps = new List<IDisposable>();
+      private Dictionary<SecurityTuple, SingleOptionDriverPricePublisher> _option_driver_map =
+         new Dictionary<SecurityTuple, SingleOptionDriverPricePublisher>();
+      ThreadedBlackboard _bb;
+      public ResourceAllocator(IBus bus, ThreadedBlackboard bb) {
+         bts.Log.Gen.info("ResourceAllocator started");
+         _bb = bb;
+         var s = bus.subscribe(SparkTags.SystemContractsTag).OnDispatcher().Subscribe(_on_data);
+         _disps.Add(s);
+      }
+      private void _on_data(SystemContractData d) {
+         bts.Log.Gen.info(String.Format("ResourceAllocator._on_data sz: {0}", d.sec_md_map.Count()));
+         foreach (SecurityTuple sec_tup in d.get_options()) {
+            if (!_option_driver_map.ContainsKey(sec_tup)) {
+               bts.Log.Gen.info($"ResourceAllocator._on_data allocating SingleOptionDriverPricePublisher for '{sec_tup}'");
+               _option_driver_map.Add(sec_tup, new SingleOptionDriverPricePublisher(sec_tup, _bb));
+            }
+         }
+      }
+      public void Dispose() {
+         _disps.ForEach(d => d.Dispose());
+      }
+   }
+   // This is the anologous to the QuoteSetBlackboardManager. There
+   // is only instance of this per running app and it does the folliwing
+   // 1. Publishes
+   //  - SystemContractsData 
+   //  - Vol Surface symbol usage tag (VolSurfaceUsageTag)
+   //  - Vol Surface List tag (VolSurfaceListTag)
+   //  - Vol Surface Non Vol Input (config + exp_params) (VolSurfaceNonVolInputTag)
+   //  - Activation Tag for newly created VS's (VolSurfaceActivationTag) (retired)
+   // 2. Listens to the activation tag (also published by the UI) and
+   //    creates the SingleVolSurfaceManager for the VS   
+   public class VolSurfaceBusManager : IDisposable {
+      private ThreadedBlackboard _bb;
+      private bts.api.analytics.AnalyticsService _analytics_service;
+      // in tags
+      private readonly ITag<SystemContractData> _in_scdata_tag =
+         SparkTags.SystemContractsTag;
+      private readonly ITag<VolSurfaceSettings> _in_bb_create_tag = SparkTags.VolSurfaceCreateTag;
+      private readonly ITag<int> _in_bb_delete_tag = SparkTags.VolSurfaceDeleteTag;
+      private readonly ITag<AnalyticsExpirationParametersMap> _in_bb_exp_params_tag =
+         SparkTags.ExpirationParametersInputTag;
+      private readonly ITag<ClientArchivedVolRequest> _in_bb_req_vol = SparkTags.RequestArchivedVols;
+      // state
+      private SystemContractData _contract_data = null;
+      private IDictionary<int, SingleVolSurfaceManager> _vs_manager_map =
+         new Dictionary<int, SingleVolSurfaceManager>();
+      private Queue<mbts.analytics.VolSurfaceSettings> _waiting_creations =
+         new Queue<mbts.analytics.VolSurfaceSettings>();
+      private bts.api.IBus _bus;
+      private List<IDisposable> _subs = new List<IDisposable>();
+      private HighPerformanceTimer _timer = new HighPerformanceTimer();
+
+      public VolSurfaceBusManager(bts.api.IBus bus,
+                                         bts.api.analytics.AnalyticsService analytics_service) {
+         bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
+         _bus = bus;
+         _bb = new ThreadedBlackboard(bus);
+         _analytics_service = analytics_service;
+         // subs to bb
+         _bb.subscribe(_in_scdata_tag);
+         _bb.subscribe(_in_bb_create_tag);
+         _bb.subscribe(_in_bb_delete_tag);
+         _bb.subscribe(_in_bb_exp_params_tag);
+         _bb.subscribe(_in_bb_req_vol);
+         _bb.data_callback += _on_bb_update;
+         _bb.timer_callback += _on_timer;
+         // sub to service
+         var vs_sub = _analytics_service.subscribei_volsurfaces()
+            .ObserveOn(SynchronizationContext.Current)
+            .Subscribe(_on_vss);
+         var vs_usage_sub = _analytics_service.subscribei_volsurface_usage()
+            .ObserveOn(SynchronizationContext.Current)
+            .Subscribe(_on_vs_usage_update);
+         _subs.Add(vs_sub);
+         _subs.Add(vs_usage_sub);
+         _subs.Add(new AnalyticsParametersManager(_bb, _analytics_service));
+         _subs.Add(new ResourceAllocator(bus, _bb));
+         _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
+            _bb, (sym) => SparkTags.OptionDriverBBOTag(sym),
+            SparkTags.AllOptionDriverBBOTag));
+         _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
+            _bb, (sym) => SparkTags.SymbolInterpGreeksTag(sym),
+            SparkTags.AllInterpGreeks));
+         _subs.Add(new LiveTheoPublisher(_bb));
+         _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
+         //_subs.Add(new AnalyticsServiceTester(_bb));
+         // TODO: temporatily publish values
+         VolSurfaceUsageList ulist = new VolSurfaceUsageList();
+         ulist.UsageList.Add(new VolSurfaceUsageEntry() {
+            VsId = 6,
+            SecTup = new bts.api.SecurityTuple() {
+               Type = SecurityType.Option,
+               Venue = VolSurfaceTemp.get_default_venue(SecurityType.Option, "BTC"),
+               Symbol = "BTC"
+            }
+         });
+         ulist.UsageList.Add(new VolSurfaceUsageEntry() {
+            VsId = 7,
+            SecTup = new bts.api.SecurityTuple() {
+               Type = SecurityType.Option,
+               Venue = VolSurfaceTemp.get_default_venue(SecurityType.Option, "ETH"),
+               Symbol = "ETH"
+            }
+         });
+         _bb.post(SparkTags.VolSurfaceUsageTag, new VolSurfaceUsageListImmutable(ulist));
+      }
+
+      void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
+         // TODO
+         return;
+         // int vs_count = update.all.Count();
+         // Log.Gen.info($"VSBusManager._on_vs_usage_update " +
+         //              $"tid:{Thread.CurrentThread.ManagedThreadId} count:{update.all.Count()}");
+         // Log.assert(vs_count <= 1);
+         // if (update.all.TryGetSingle(out var to_write)) {
+         //    _bb.post(SparkTags.VolSurfaceUsageTag, to_write);
+         // }
+      }
+
+      void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
+         bts.Log.Gen.info(String.Format("VSBusManager._on_vss tid:{0} count:{1}",
+                          System.Threading.Thread.CurrentThread.ManagedThreadId, update.all.Count()));
+         IDictionary<int, string> to_publish = new Dictionary<int, string>();
+         // publish a dictionary of vs id vs vs names
+         foreach (VolSurfaceEntryImmutable vs in update.all) {
+            to_publish[vs.VsId] = vs.VsName;
+         }
+         _bb.post(SparkTags.VolSurfaceListTag, to_publish);
+         _init_vss(to_publish.Keys);
+      }
+
+      private void _init_vss(IEnumerable<int> vs_ids) {
+         // we consider every vs in the db as "activated" which might prove to be expensive
+         // (will take care of it later)
+         foreach (var vs_id in vs_ids) {
+            if (!_vs_manager_map.ContainsKey(vs_id)) {
+               _vs_manager_map.Add(vs_id, new SingleVolSurfaceManager(
+                  vs_id, _bb, _analytics_service));
+            }
+         }
+      }
+
+      private void _on_bb_update(object tag, object data) {
+         if (_in_scdata_tag.Equals(tag)) {
+            _contract_data = _bb.read_state(_in_scdata_tag);
+         }
+         if (_in_bb_create_tag.Equals(tag)) {
+            // creations are written in a queue and handled later in the timer
+            // callback
+            mbts.analytics.VolSurfaceSettings vs_settings = data as mbts.analytics.VolSurfaceSettings;
+            bts.Log.Gen.info(String.Format("VSBusManager._on_bb_update received vs creation tag vs:{0}",
+                              VolSurfaceUtilityFunctions.serialize_proto_to_text(vs_settings)));
+            _waiting_creations.Enqueue(vs_settings);
+         } else if (_in_bb_delete_tag.Equals(tag)) {
+            int vs_id = (int)data;
+            try {
+               IntWrapper vs_id_w = new IntWrapper();
+               vs_id_w.Data = vs_id;
+               _analytics_service.delete_volsurface(vs_id_w);
+            } catch (Exception ex) {
+               Log.Gen.error(String.Format("Vol Surface deletion failed with exception:{0}", ex.Message));
+               _bb.post(SparkTags.MessageDisplayTag,
+                        new MessageDisplayData("Vol Surface Deletion",
+                                 String.Format("Could not delete Vol Surface, Error : {0}", ex.Message)));
+            }
+         } else if (_in_bb_exp_params_tag.Equals(tag)) {
+            AnalyticsExpirationParametersMap exp_param_map = data as AnalyticsExpirationParametersMap;
+            // TODO, add whatever else is needed to AnalyticsExpirationParametersMap -> VolSurfaceNonVolInputTag
+            _bb.post(SparkTags.VolSurfaceNonVolInputTag,
+                                          new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
+         } else if (_in_bb_req_vol.Equals(tag)) {
+            ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
+            ArchivedTheoRetrieval ret = client_req.ret;
+            if (ret == null || ret.SecTup == null) {
+               bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");
+               ArchivedTheoList empty = new ArchivedTheoList();
+               _bb.post(SparkTags.ResponseArchivedVols, Tuple.Create(client_req, empty));
+               return;
+            }
+            bts.Log.Ui.info($"VolSurfaceBusManager ArchivedTheoRetrieval id: {client_req.id} save_time: {ret.SaveTime} " +
+                           $"sec_tup: {ret.SecTup.Venue}_{ret.SecTup.Type}_{ret.SecTup.Symbol}");
+            _timer.start();
+            ArchivedTheoList arch_theos = _analytics_service.get_archived_theos(ret);
+            _timer.stop();
+            bts.Log.Ui.info($"VolSurfaceBusManager ArchivedTheoRetrieval time: {_timer.lastIntervalTime} " +
+                            $"n_entries: {arch_theos.SecTheo.Count}");
+            _bb.post(SparkTags.ResponseArchivedVols, Tuple.Create(client_req, arch_theos));
+         }
+      }
+
+      private int _timer_count = 0;
+      private void _on_timer() {
+         Action<string> report_err = (string err_txt) => {
+            Log.Gen.error(String.Format("VSBusManager, creation failed with message:{0}", err_txt));
+            _bb.post(SparkTags.MessageDisplayTag, new MessageDisplayData("Vol Surface Addition",
+                                          String.Format("Could not create Vol Surface, Error : {0}", err_txt)));
+         };
+         bts.Log.Gen.diag(String.Format("VSBusManager._on_timer tid:{0} count:{1}",
+                         System.Threading.Thread.CurrentThread.ManagedThreadId, _timer_count++));
+         if (_waiting_creations.Count == 0) {
+            return;
+         }
+         if (_contract_data == null) {
+            return;
+         }
+         mbts.analytics.VolSurfaceSettings vs_settings = _waiting_creations.Dequeue();
+         IDictionary<string, IEnumerable<DateTime>> exp_map = _contract_data.get_option_expirations(VolSurfaceDataFunctions.get_symbols(vs_settings), false);
+         VolSurfaceInput vs_input = mbts.analytics.VolSurfaceDataFunctions.get_default_vs_input(vs_settings, exp_map);
+         var reply = _analytics_service.get_new_volsurface_id(new VoidMessage());
+         if (!reply.Ok) {
+            report_err("Could not obtain new ID");
+            return;
+         }
+         bts.Log.Gen.info(String.Format("VSBusManager, successfully obtained new vs_id:{0}", reply.NewId));
+         vs_input.surface_settings.core_settings.vol_surface_id = reply.NewId;
+         _timer.start();
+         ResultMessage res = VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service);
+         _timer.stop();
+         if (!res.Success) {
+            report_err(res.ErrorMessage);
+            return;
+         }
+         Log.Gen.info(String.Format("VSBusManager, successfully created vol surface, vs_id:{0} ts:{1} msecs",
+                                 vs_input.surface_settings.core_settings.vol_surface_id,
+                                 _timer.lastIntervalTime.ToString()));
+         _bb.post(SparkTags.VolSurfaceActivationTag(reply.NewId), true, false);
+      }
+
+      public void Dispose() {
+         _subs.ForEach(s => s.Dispose());
+      }
+
+   }
+}

src/client/spark/AW2/Bus/VolSurfaceInputSnapshot.cs

@@ -0,0 +1,30 @@
+using bts.api.analytics;
+
+using mbts.analytics;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace mbts.spark {
+   /// Conveniance wrapper around the VolSurfaceInputSnapshotListStream rows
+   public class VolSurfaceInputSnapshot {
+      public readonly int volsurface_id;
+      public readonly int transaction_id;
+      public readonly DateTime save_time_utc;
+      public readonly string save_marker;
+      public readonly byte[] data;
+
+      public VolSurfaceInputSnapshot(bts.api.analytics.VolSurfaceEntryImmutable vs) {
+         volsurface_id = vs.VsId;
+         transaction_id = 0;
+         save_time_utc = VolSurfaceUtilityFunctions.from_unix_epoch_msecs(vs.SaveTime);
+         data = vs.Volsurface.ToByteArray();
+         save_marker = save_time_utc.ToShortDateString() + " " +
+                        save_time_utc.ToLocalTime().ToLongTimeString();
+
+      }
+   }
+}

src/client/spark/AW2/Bus/VolSurfaceTheoAlertData.cs

@@ -0,0 +1,26 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+
+namespace mbts.spark
+{
+   public class VolSurfaceTheoAlertData
+   {
+      public readonly string guid;
+      public readonly int vs_id;
+      public readonly IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos;
+
+      public VolSurfaceTheoAlertData(string guid,
+                                     int vs_id,  
+                                     IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos)
+      {
+         this.guid = guid;
+         this.vs_id = vs_id;
+         this.theos = theos;
+      }
+                                 
+   }
+}

src/client/spark/AW2/Bus/VolSurfaceTheoData.cs

@@ -0,0 +1,69 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+
+namespace mbts.spark
+{
+   public class VolSurfaceTheoData
+   {
+      /// This is the set of all contracts in the 
+      public readonly IDictionary<VolSurfaceExpiration, HashSet<double>> all_contracts;
+      public readonly Dictionary<VolSurfaceExpiration, Dictionary<double, Theos>> committed_theo_map, candidate_theo_map;
+      private readonly bool _is_dirty;
+
+      public VolSurfaceTheoData(IDictionary<VolSurfaceExpiration, HashSet<double>> this_all_contracts,
+                                IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> this_committed_theo_map,
+                                IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> this_candidate_theo_map,
+                                bool this_is_dirty)
+      {
+         all_contracts = this_all_contracts;
+         committed_theo_map = this_committed_theo_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary(i => i.strike, i => i));
+         candidate_theo_map = this_candidate_theo_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary(i => i.strike, i => i));
+         _is_dirty = this_is_dirty;
+      }
+
+      // TODO
+      // public IBlueRowCollection get_rows()
+      // {
+      //    List<IBlueRow> rows = new List<IBlueRow>();
+      //    IBlueTableSchema schema = new VolSurfaceTheoPointRow(-1, String.Empty, true, null, null, _is_dirty).schema;
+      //    foreach (KeyValuePair<VolSurfaceExpiration, HashSet<double>> kvp in all_contracts)
+      //    {
+      //       VolSurfaceExpiration exp = kvp.Key;
+      //       Dictionary<double, Theos> exp_comm_map, exp_cand_map;
+      //       committed_theo_map.TryGetValue(exp, out exp_comm_map);
+      //       candidate_theo_map.TryGetValue(exp, out exp_cand_map);
+      //       foreach (double k in kvp.Value)
+      //       {
+      //          Theos committed_tp = null, candidate_tp = null;
+      //          committed_tp = (exp_comm_map != null && exp_comm_map.TryGetValue(k, out committed_tp)) ? committed_tp : null;
+      //          if (_is_dirty)
+      //             candidate_tp = (exp_cand_map != null && exp_cand_map.TryGetValue(k, out candidate_tp)) ? candidate_tp : null;
+      //          rows.Add(new VolSurfaceTheoPointRow(rows.Count, exp.symbol, true, committed_tp, candidate_tp, _is_dirty));
+      //          rows.Add(new VolSurfaceTheoPointRow(rows.Count, exp.symbol, false, committed_tp, candidate_tp, _is_dirty));
+      //       }
+      //    }
+      //    return new SequentialIDBlueTable(schema, rows.ToArray());
+      // }
+
+      public IEnumerable<VolSurfaceExpiration> get_all_expirations() { return all_contracts.Keys; }
+
+      // TODO
+      // public ExpStrikeKeyedData<Theos> get_exp_mapped_data(string option_sym, bool is_cand)
+      // {
+      //    ExpStrikeKeyedData<Theos> rv = new ExpStrikeKeyedData<Theos>();
+      //    IDictionary<VolSurfaceExpiration, Dictionary<double, Theos>> map = is_cand ? candidate_theo_map : committed_theo_map;
+      //    if (map != null)
+      //    foreach (KeyValuePair<VolSurfaceExpiration, Dictionary<double, Theos>> kv in map)
+      //    {
+      //       VolSurfaceExpiration exp = kv.Key;
+      //       if (exp.symbol == option_sym)
+      //          rv.set_data_for_expiration(exp.expiration, kv.Value);
+      //    }
+      //    return rv;
+      // }
+   }
+}

src/client/spark/AW2/Graph/AxisPosition.cs

@@ -0,0 +1,13 @@
+namespace mbts.spark {
+   enum AxisPosition {
+      None,
+      TopLeftToRight,
+      TopRightToLeft,
+      BottomLeftToRight,
+      BottomRightToLeft,
+      LeftTopToBottom,
+      LeftBottomToTop,
+      RightTopToBottom,
+      RightBottomToTop
+   }
+}

src/client/spark/AW2/Graph/DateTimeIntervalType.cs

@@ -0,0 +1,12 @@
+namespace mbts.spark {
+   enum DateTimeIntervalType {
+      Auto,
+      Seconds,
+      Minutes,
+      Hours,
+      Days,
+      Weeks,
+      Months,
+      Years
+   }
+}

src/client/spark/AW2/Graph/GraphPoint.cs

@@ -0,0 +1,22 @@
+namespace mbts.spark {
+   using mbts.ui.shell;
+
+   /// ** BTSGraphPoint in edge **
+   /// <summary>
+   /// Represents a point in a graph
+   /// </summary>
+   class GraphPointVM : ViewModelBase {
+      object _x;
+      object _y;
+
+      public GraphPointVM() { }
+
+      public GraphPointVM(object x, object y) {
+         this.x = x;
+         this.y = y;
+      }
+
+      public object x { get => _x; set => Set(ref _x, value); }
+      public object y { get => _y; set => Set(ref _y, value); }
+   }
+}

src/client/spark/AW2/Graph/IVolTermsSeries.cs

@@ -0,0 +1,9 @@
+namespace mbts.spark {
+   using System;
+   using System.Collections.Generic;
+
+   interface IVolTermsSeries {
+      bool is_committed { get; }
+      void update_points(IReadOnlyDictionary<DateTime, double> vol_map);
+   }
+}

src/client/spark/AW2/Graph/LineSeriesSettings.cs

@@ -0,0 +1,36 @@
+namespace mbts.spark {
+   using mbts.ui;
+
+   using ProtoBuf;
+
+   using System;
+
+   [ProtoContract]
+   class LineSeriesSettings : IEquatable<LineSeriesSettings>, ICloneable {
+      [ProtoMember(1)]
+      public LineStyle line_style { get; set; }
+      [ProtoMember(2)]
+      public double stroke_thickness { get; set; }
+      [ProtoMember(3)]
+      public BTSColor color { get; set; }
+
+      public object Clone() =>
+         new LineSeriesSettings {
+            line_style = line_style,
+            stroke_thickness = stroke_thickness,
+            color = color.clone()
+         };
+
+      public bool Equals(LineSeriesSettings other) =>
+         other != null &&
+         line_style == other.line_style &&
+         stroke_thickness.Equals(other.stroke_thickness) &&
+         color == other.color;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as LineSeriesSettings);
+
+      public override int GetHashCode() =>
+         GetType().GetHashCode();
+   }
+}

src/client/spark/AW2/Graph/LineStyle.cs

@@ -0,0 +1,16 @@
+namespace mbts.spark {
+   enum LineStyle {
+      None,
+      Solid,
+      Dashed,
+      Dot,
+      DashDot,
+      DashDashDot,
+      DashDotDot,
+      DashDashDotDot,
+      LongDash,
+      LongDashDot,
+      LongDashDotDot,
+      Automatic
+   };
+}

src/client/spark/AW2/Graph/MarkerShape.cs

@@ -0,0 +1,11 @@
+namespace mbts.spark {
+   enum MarkerShape {
+      None,
+      Circle,
+      Cross, Diamond,
+      Plus,
+      Square,
+      Star,
+      Triangle
+   }
+}

src/client/spark/AW2/Graph/ScatterSeriesSettings.cs

@@ -0,0 +1,40 @@
+namespace mbts.spark {
+   using mbts.ui;
+
+   using ProtoBuf;
+
+   using System;
+
+   [ProtoContract]
+   class ScatterSeriesSettings : IEquatable<ScatterSeriesSettings>, ICloneable {
+      [ProtoMember(1)]
+      public MarkerShape shape { get; set; }
+      [ProtoMember(2)]
+      public double size { get; set; }
+      [ProtoMember(3)]
+      public BTSColor fill { get; set; }
+      [ProtoMember(4)]
+      public BTSColor stroke { get; set; }
+
+      public object Clone() =>
+         new ScatterSeriesSettings {
+            shape = shape,
+            size = size,
+            fill = fill.clone(),
+            stroke = stroke.clone()
+         };
+
+      public bool Equals(ScatterSeriesSettings other) =>
+         other != null &&
+         shape == other.shape &&
+         size.Equals(other.size) &&
+         fill == other.fill &&
+         stroke == other.stroke;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as ScatterSeriesSettings);
+
+      public override int GetHashCode() =>
+         GetType().GetHashCode();
+   }
+}

src/client/spark/AW2/Graph/VolCurveDisplayGraph.cs

@@ -0,0 +1,49 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.spark;
+
+namespace mbts.ui.controls
+{
+   /// This is all the general data that is needed to display
+   /// a vol curve - committed or candidate.
+   /// The special_call/put_points depend on the model - there
+   /// might not be any.
+   public class VolCurveDisplayGraph
+   {
+      public readonly IEnumerable<Tuple<double, double>> all_points;
+      /// Scatter points, ex in polynomial and spline models these
+      /// will be the control points (could be null or empty)
+      public readonly IEnumerable<Tuple<double, double>> special_call_points, special_put_points;
+      /// Could also be null or Double.NaN's
+      public readonly Tuple<double, double> atm_point;
+      public readonly double call_wing_start, put_wing_start;
+      
+      public VolCurveDisplayGraph (IEnumerable<Tuple<double, double>> this_all_points,
+                                   IEnumerable<Tuple<double, double>> this_special_call_points,
+                                   IEnumerable<Tuple<double, double>> this_special_put_points,
+                                   Tuple<double, double> this_atm_point,
+                                   double this_meat_left_x, double this_meat_right_x)
+      {
+         all_points = this_all_points ?? Enumerable.Empty<Tuple<double, double>>();
+         special_call_points = this_special_call_points ?? Enumerable.Empty<Tuple<double, double>>();
+         special_put_points = this_special_put_points ?? Enumerable.Empty<Tuple<double, double>>();
+         atm_point = this_atm_point;
+         call_wing_start = this_meat_left_x;
+         put_wing_start = this_meat_right_x;
+      }
+   }
+
+   public class VolSurfaceTermsStructure
+   {
+      public VolSurfaceTermsStructure(double vol, double vega, double straddle) {
+         this.vol = vol;
+         this.vega = vega;
+         this.straddle = straddle;
+      }
+
+      public readonly double vol, vega, straddle;
+   }
+}

src/client/spark/AW2/Graph/VolTermsLineSeriesVM.cs

@@ -0,0 +1,40 @@
+namespace mbts.spark {
+   using bts.collections;
+
+   using mbts.ui;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   /// ** VolTermsLineSeries in edge **
+   /// <summary>
+   /// Represents a scatter series in a graph
+   /// </summary>
+   class VolTermsLineSeriesVM : LineSeriesVM, IVolTermsSeries {
+      bool _is_committed;
+      // public VolTermsLineSeriesVM(bool is_committed) {
+      //    this.is_committed = is_committed;
+      //    name = is_committed ? "Committed" : "Candidate";
+      //    is_visible = true;
+      //    color = BTSColors.VolSurfaceGraph.main_curve;
+      //    line_style = is_committed ? LineStyle.Solid : LineStyle.Dashed;
+      //    stroke_thickness = 1.5;
+      // }
+
+      public bool is_committed {
+         get => _is_committed;
+         set {
+            if (Set(ref _is_committed, value)) {
+               name = value ? "Committed" : "Candidate";
+            }
+         }
+      }
+
+      public void update_points(IReadOnlyDictionary<DateTime, double> vol_map) =>
+         points.SetItems(vol_map
+            .Where(kv => !double.IsNaN(kv.Value))
+            .OrderBy(kv => kv.Key)
+            .Select(kv => new GraphPointVM(OxyPlot.Axes.DateTimeAxis.ToDouble(kv.Key), kv.Value)));
+   }
+}

src/client/spark/AW2/Graph/VolTermsScatterSeriesVM.cs

@@ -0,0 +1,37 @@
+namespace mbts.spark {
+   using bts.collections;
+
+   using mbts.ui;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   class VolTermsScatterSeriesVM : ScatterSeriesVM, IVolTermsSeries {
+      bool _is_committed;
+
+      // public VolTermsScatterSeriesVM(bool is_committed) {
+      //    this.is_committed = is_committed;
+      //    name = is_committed ? "Committed" : "Candidate";
+      //    is_visible = true;
+      //    marker_color = BTSColors.VolSurfaceGraph.main_curve_atm;
+      //    marker_shape = MarkerShape.Circle;
+      //    marker_size = 3.0;
+      // }
+
+      public bool is_committed {
+         get => _is_committed;
+         set {
+            if (Set(ref _is_committed, value)) {
+               name = value ? "Committed" : "Candidate";
+            }
+         }
+      }
+
+      public void update_points(IReadOnlyDictionary<DateTime, double> vol_map) =>
+         points.SetItems(vol_map
+            .Where(kv => !double.IsNaN(kv.Value))
+            .OrderBy(kv => kv.Key)
+            .Select(kv => new GraphPointVM(OxyPlot.Axes.DateTimeAxis.ToDouble(kv.Key), kv.Value)));
+   }
+}

src/client/spark/AW2/Grid/ColumnTypes/VolSurfaceDisplayGridColumn.cs

@@ -0,0 +1,62 @@
+namespace mbts.ui.controls {
+   using bts.utils;
+
+   using mbts.spark;
+   using mbts.spark.VolSurface;
+   using mbts.user.settings;
+
+   using System;
+
+   public class VolSurfaceDisplayGridColumn : IEquatable<VolSurfaceDisplayGridColumn> {
+      public readonly Func<object, string> format;
+      public readonly Func<string, object> parse;
+      public readonly Func<object, bool, object> tick_move;
+
+      internal readonly VolSurfaceColumnSettings settings;
+
+      internal VolSurfaceDisplayGridColumn(
+         VolSurfaceColumnSettings settings,
+         Func<object, string> format = null,
+         Func<string, object> parse = null,
+         Func<object, bool, object> tick_move = null) {
+         this.settings = settings;
+         this.format = format ?? (v => v?.ToString() ?? string.Empty);
+         this.parse = parse ?? (v => v);
+         this.tick_move = tick_move ?? ((v, is_up) => v);
+      }
+
+      public string unique_col_name => settings.id;
+      public string display_name => settings.display_name;
+      public string group => settings.group;
+
+      internal VolSurfaceColumnType type => settings.type;
+
+      public TickDisplaySettings tick_display {
+         get => settings.tick_display;
+         set => settings.tick_display = value;
+      }
+
+      public TickFactors tick_factors {
+         get => settings.tick_factors;
+         set => settings.tick_factors = value;
+      }
+
+      public int tick_move_units {
+         get => settings.tick_move;
+         set => settings.tick_move = value;
+      }
+
+      public override int GetHashCode() =>
+         unique_col_name.GetHashCode();
+
+      public override string ToString() =>
+         unique_col_name;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as VolSurfaceDisplayGridColumn);
+
+      public bool Equals(VolSurfaceDisplayGridColumn other) =>
+         other is not null &&
+         settings.safe_equals(other.settings);
+   }
+}

src/client/spark/AW2/Grid/VolSurfaceColumnSettings.cs

@@ -0,0 +1,97 @@
+namespace mbts.spark {
+   using bts;
+   using bts.api;
+   using bts.utils;
+
+   using mbts.spark.VolSurface;
+   using mbts.ui.controls;
+   using mbts.ui.settings;
+   using mbts.user.settings;
+
+   using ProtoBuf;
+
+   using System;
+
+   [ProtoContract]
+   class VolSurfaceColumnSettings : ICloneable<VolSurfaceColumnSettings>, IEquatable<VolSurfaceColumnSettings> {
+      public static VolSurfaceColumnSettings Default(GridColumnSettings core = null) =>
+         new() {
+            core = core,
+            tick_factors = new(100, 1),
+            tick_move = 1,
+            tick_display = TickDisplaySettings.Default.with(nan_text: string.Empty)
+         };
+
+      public string id => core?.id;
+      public string display_name => core?.display_name;
+      public string group => core?.group;
+      public bool is_visible => core?.is_visible ?? false;
+      public VolSurfaceColumnType type { get; set; }
+
+      [ProtoMember(1)]
+      public GridColumnSettings core { get; set; }
+
+      [ProtoMember(2)]
+      public TickFactors tick_factors { get; set; }
+
+      [ProtoMember(3)]
+      public int tick_move { get; set; }
+
+      [ProtoMember(4)]
+      public TickDisplaySettings tick_display { get; set; }
+
+      [ProtoMember(5)]
+      public DateFormat date_formatting { get; set; }
+
+      public static VolSurfaceColumnSettings from_column_model(VolSurfaceDisplayGridColumn model) {
+         var rv = Default(new GridColumnSettings(
+            model.unique_col_name,
+            model.display_name,
+            is_visible: true,
+            is_expanded: true
+         ));
+         rv.type = model.type;
+         rv.tick_display = model.tick_display;
+         rv.tick_factors = model.tick_factors;
+         rv.tick_move = model.tick_move_units;
+         return rv;
+      }
+
+      public VolSurfaceDisplayGridColumn to_column_model() =>
+         type switch {
+            VolSurfaceColumnType.ReadOnly => VolSurfaceDisplayUtilities.get_double_col(
+               true, group, id, display_name, this, tick_factors, tick_display),
+            VolSurfaceColumnType.ReadWriteTick => VolSurfaceDisplayUtilities.get_double_col(
+               false, group, id, display_name, this, tick_factors, tick_display),
+            _ => null
+         };
+
+      public VolSurfaceColumnSettings Clone() =>
+         new() {
+            type = type,
+            core = core?.Clone(),
+            tick_factors = tick_factors,
+            tick_move = tick_move,
+            tick_display = tick_display.Clone(),
+            date_formatting = date_formatting
+         };
+
+      object ICloneable.Clone() =>
+         Clone();
+
+      public bool Equals(VolSurfaceColumnSettings other) =>
+         other is not null &&
+         type == other.type &&
+         core.safe_equals(other.core) &&
+         tick_factors.safe_equals(other.tick_factors) &&
+         tick_display.safe_equals(other.tick_display) &&
+         tick_move == other.tick_move &&
+         date_formatting == other.date_formatting;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as VolSurfaceColumnSettings);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(id.GetHashCode(), display_name.GetHashCode());
+   }
+}

src/client/spark/AW2/Grid/VolSurfaceDisplayGlobalGrid.cs

@@ -0,0 +1,60 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.spark;
+
+namespace mbts.ui.controls
+{
+   /// This contains the list of global values for the vol
+   /// surface (whereas VolSurfaceDisplayGrid has exp keyed
+   /// values)
+   public class VolSurfaceDisplayGlobalGrid : ICloneable
+   {
+      private IEnumerable<VolSurfaceDisplayGridColumn> _ordered_columns = null;
+      private IDictionary<VolSurfaceDisplayGridColumn, object> _data_map = new Dictionary<VolSurfaceDisplayGridColumn, object>();
+
+      public VolSurfaceDisplayGlobalGrid(IEnumerable<VolSurfaceDisplayGridColumn> this_ordered_cols,
+                                          IDictionary<VolSurfaceDisplayGridColumn, object> this_data_map)
+      {
+         _ordered_columns = this_ordered_cols;
+         _data_map = this_data_map;
+      }
+
+      public IEnumerable<VolSurfaceDisplayGridColumn> get_ordered_columns() { return _ordered_columns; }
+
+      public bool get_grid_data(VolSurfaceDisplayGridColumn col, out object data)
+      {
+         return _data_map.TryGetValue(col, out data) ? true : false;
+      }
+
+      public bool set_grid_data(VolSurfaceDisplayGridColumn col, object data)
+      {
+         if (_data_map.ContainsKey(col))
+         {
+            _data_map[col] = data;
+            return true;
+         }
+         return false;
+      }
+
+      public string format(VolSurfaceDisplayGridColumn col, object data)
+      {
+         return data != null ? data.ToString() : String.Empty;
+      }
+
+      public object unformat(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn col, string data)
+      {
+         return data;
+      }
+
+      #region ICloneable
+      public object Clone()
+      {
+         return new VolSurfaceDisplayGlobalGrid(new List<VolSurfaceDisplayGridColumn>(_ordered_columns),
+                                                new Dictionary<VolSurfaceDisplayGridColumn, object>(_data_map));
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Grid/VolSurfaceDisplayGrid.cs

@@ -0,0 +1,205 @@
+namespace mbts.ui.controls {
+   using bts;
+   using bts.utils;
+
+   using mbts.spark;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   /// Encapsulates the vol data that would show up in the top grid
+   public class VolSurfaceDisplayGrid :
+      ICellDataStore<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn, object>,
+      ICloneable<VolSurfaceDisplayGrid> {
+      readonly IEnumerable<VolSurfaceDisplayGridExpiration> _ordered_expirations = null;
+      readonly IEnumerable<VolSurfaceDisplayGridColumn> _ordered_columns = null;
+      readonly IDictionary<string, VolSurfaceDisplayGridColumn> _column_map;
+      readonly IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>> _data_map =
+         new Dictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>>();
+      public IEnumerable<VolSurfaceDisplayGridExpiration> get_ordered_expirations() { return _ordered_expirations; }
+      public IEnumerable<VolSurfaceDisplayGridColumn> get_ordered_columns() { return _ordered_columns; }
+
+      public IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>> data_map {
+         get {
+            return _data_map;
+         }
+      }
+
+      // TODO: get rid of this constructor.  The VolSurfaceDisplayGridColumn
+      // keys in the data contain more information than neccessary, a column id
+      // string will suffice.
+      public VolSurfaceDisplayGrid(
+         IEnumerable<VolSurfaceDisplayGridExpiration> ordered_expirations,
+         IEnumerable<VolSurfaceDisplayGridColumn> ordered_columns,
+         IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<VolSurfaceDisplayGridColumn, object>> data)
+            : this(ordered_expirations, ordered_columns, data.ToDictionary(
+               kv => kv.Key, kv => kv.Value.ToDictionary(_kv => _kv.Key.unique_col_name, _kv => _kv.Value).as_idictionary())) { }
+
+      public VolSurfaceDisplayGrid(IEnumerable<VolSurfaceDisplayGridExpiration> ordered_expirations,
+                                   IEnumerable<VolSurfaceDisplayGridColumn> ordered_columns,
+                                   IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>> data) {
+         _ordered_expirations = ordered_expirations;
+         _ordered_columns = ordered_columns;
+         _data_map = data;
+         _column_map = ordered_columns.ToDictionary(k => k.unique_col_name, k => k);
+      }
+
+      public object get_grid_data(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn col, object default_value) =>
+         get_grid_data(exp, col.unique_col_name, out var res) ? res : default_value;
+
+      public object get_grid_data(VolSurfaceDisplayGridExpiration exp, string col_name, object default_value) =>
+         get_grid_data(exp, col_name, out var res) ? res : default_value;
+
+      public bool get_grid_data(VolSurfaceDisplayGridExpiration exp, string col_name, out object data) {
+         if (_data_map.TryGetValue(exp, out var exp_data) && exp_data.TryGetValue(col_name, out data)) {
+            return true;
+         }
+         data = null;
+         return false;
+      }
+
+      public bool get_grid_data<T>(VolSurfaceDisplayGridExpiration exp, string col_name, out T result) {
+         if (get_grid_data(exp, col_name, out var res) && res is T res_t) {
+            result = res_t;
+            return true;
+         }
+         result = default;
+         return false;
+      }
+
+      public bool has_grid_data(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn col) =>
+         _data_map.TryGetValue(exp, out var exp_data) && exp_data.ContainsKey(col.unique_col_name);
+
+      public bool copy(
+         VolSurfaceDisplayGridExpiration source_exp,
+         VolSurfaceDisplayGridColumn source_col,
+         VolSurfaceDisplayGridExpiration target_exp,
+         VolSurfaceDisplayGridColumn target_col) =>
+         copy(source_exp, source_col?.unique_col_name, target_exp, target_col?.unique_col_name);
+
+      public bool copy(
+         VolSurfaceDisplayGridExpiration source_exp,
+         string source_col_name,
+         VolSurfaceDisplayGridExpiration target_exp,
+         string target_col_name) =>
+         get_grid_data(source_exp, source_col_name, out var data) &&
+         set_grid_data(target_exp, target_col_name, data);
+
+      /// Returns the expiration differences
+      public static void compare_exps(
+         VolSurfaceDisplayGrid new_grid,
+         VolSurfaceDisplayGrid old_grid,
+         out IEnumerable<VolSurfaceDisplayGridExpiration> deleted,
+         out IEnumerable<VolSurfaceDisplayGridExpiration> added) {
+         var new_grid_map = HashSet.create(new_grid.get_ordered_expirations());
+         var old_grid_map = HashSet.create(old_grid.get_ordered_expirations());
+         CollectionHelper.compare_hashsets(new_grid_map, old_grid_map, out var del, out var add);
+         deleted = del;
+         added = add;
+      }
+
+      public static bool cols_changed(VolSurfaceDisplayGrid d1, VolSurfaceDisplayGrid d2) {
+         compare_cols(d1, d2, out var d1_extra, out var d2_extra);
+         return d1_extra.Any() || d2_extra.Any();
+      }
+
+      /// Returns the col name differences (it will generally be very rare, but for instance when a point gets added
+      /// to a polynomial or the spline model, d1 or d2 wont be empty)
+      public static void compare_cols(
+         VolSurfaceDisplayGrid d1,
+         VolSurfaceDisplayGrid d2,
+         out IEnumerable<VolSurfaceDisplayGridColumn> d1_extra,
+         out IEnumerable<VolSurfaceDisplayGridColumn> d2_extra) {
+         var d1_exp_map = HashSet.create(d1.get_ordered_columns());
+         var d2_exp_map = HashSet.create(d2.get_ordered_columns());
+         CollectionHelper.compare_hashsets(d1_exp_map, d2_exp_map, out var del, out var add);
+         d1_extra = add;
+         d2_extra = del;
+      }
+
+      /// Returns the differernce between two VolSurfaceDisplay's.
+      /// It only returns the elements that are present in both
+      /// and are different.
+      public static IEnumerable<Tuple<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn>> compare_data(
+         VolSurfaceDisplayGrid d1, VolSurfaceDisplayGrid d2) {
+         if (d1 == d2) {
+            return Enumerable.Empty<Tuple<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn>>();
+         }
+         var exps = d1.get_ordered_expirations().Concat(d2.get_ordered_expirations());
+         var cols = d1.get_ordered_columns().Concat(d2.get_ordered_columns());
+         return exps.SelectMany(exp => cols
+            .Where(col => d1.has_grid_data(exp, col) && d2.has_grid_data(exp, col))
+            .Select(col => Tuple.Create(exp, col)));
+      }
+
+      public VolSurfaceDisplayGrid Clone() => new(
+         _ordered_expirations.ToList(),
+         _ordered_columns.ToList(),
+         _data_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary().as_idictionary()));
+
+      object ICloneable.Clone() =>
+         Clone();
+
+      public IEnumerable<VolSurfaceDisplayGridExpiration> get_rows() =>
+         get_ordered_expirations();
+
+      public ICellDataStore<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn, object> get_cell_data_store() => this;
+
+      public bool read(VolSurfaceDisplayGridExpiration row, VolSurfaceDisplayGridColumn col, out object value) =>
+         read(row, col?.unique_col_name, out value);
+
+      public bool read(VolSurfaceDisplayGridExpiration row, string col_name, out object value) =>
+         get_grid_data(row, col_name, out value);
+
+      public object read(VolSurfaceDisplayGridExpiration row, VolSurfaceDisplayGridColumn col) =>
+         read(row, col?.unique_col_name);
+
+      public object read(VolSurfaceDisplayGridExpiration row, string col_name) =>
+         get_grid_data(row, col_name, out var value) ? value : null;
+
+      public bool write(VolSurfaceDisplayGridExpiration row, VolSurfaceDisplayGridColumn col, object value) =>
+         write(row, col?.unique_col_name, value);
+
+      public bool write(VolSurfaceDisplayGridExpiration row, string col_name, object value) =>
+         set_grid_data(row, col_name, value);
+
+      internal bool set_grid_data(VolSurfaceDisplayGridExpiration exp, string col_name, object data) {
+         if (_data_map.TryGetValue(exp, out var exp_data) && exp_data.ContainsKey(col_name)) {
+            exp_data[col_name] = data;
+            return true;
+         }
+         return false;
+      }
+
+      internal void set_grid_data_text(VolSurfaceDisplayGridExpiration exp, string col_name, string formatted_data) {
+         if (_column_map.TryGetValue(col_name, out var grid_col)) {
+            write(exp, grid_col.unique_col_name, formatted_data);
+         }
+      }
+
+      // internal string log_string {
+      //    get {
+      //       Func<string, string> trim_leading_comma = (s) => {
+      //          if (!s.IsNullOrEmpty() && s.EndsWith(",")) {
+      //             return s.Remove(s.Length - 1, 1);
+      //          }
+      //          return s;
+      //       };
+      //       Func<IDictionary<VolSurfaceDisplayGridColumn, object>, string> log_exp = (map) => {
+      //          string rv = String.Empty;
+      //          foreach (var kv in map) {
+      //             string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
+      //             rv += $"{kv.Key.display_name}:{val_string},";
+      //          }
+      //          return trim_leading_comma(rv);
+      //       };
+      //       string rv = String.Empty;
+      //       foreach (var kv in _data_map) {
+      //          rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
+      //       }
+      //       return trim_leading_comma(rv);
+      //    }
+      // }
+   }
+}

src/client/spark/AW2/Grid/VolSurfaceDisplayGridExpiration.cs

@@ -0,0 +1,55 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.utils;
+
+   using System;
+
+   public class VolSurfaceDisplayGridExpiration : IComparable<VolSurfaceDisplayGridExpiration>, IEquatable<VolSurfaceDisplayGridExpiration> {
+      public VolSurfaceDisplayGridExpiration(string symbol, DateTime expiration, analytics.VolSurfaceEnums.VolSurfaceExpirationCalculationMethod calc_mode) {
+         this.symbol = symbol;
+         this.expiration = expiration;
+         this.calc_mode = calc_mode;
+      }
+
+      public string symbol { get; }
+      public DateTime expiration { get; }
+      public analytics.VolSurfaceEnums.VolSurfaceExpirationCalculationMethod calc_mode { get; }
+
+      /// Slave exps are drawn differently and selecting them does not activate
+      /// the controls
+      public bool is_slave =>
+         calc_mode == analytics.VolSurfaceEnums.VolSurfaceExpirationCalculationMethod.Slave;
+
+      public bool Equals(VolSurfaceDisplayGridExpiration other) =>
+         other != null &&
+         expiration == other.expiration &&
+         symbol == other.symbol &&
+         calc_mode == other.calc_mode;
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(symbol.GetHashCode(), expiration.GetHashCode());
+
+      public override bool Equals(object obj) =>
+         Equals(obj as VolSurfaceDisplayGridExpiration);
+
+      public override string ToString() =>
+         SecurityFormatter.format_future(symbol, expiration);
+
+      public static bool operator ==(VolSurfaceDisplayGridExpiration x, VolSurfaceDisplayGridExpiration y) =>
+         x is null ? y is null : x.Equals(y);
+
+      public static bool operator !=(VolSurfaceDisplayGridExpiration left, VolSurfaceDisplayGridExpiration right) =>
+         !(left == right);
+
+      public int CompareTo(VolSurfaceDisplayGridExpiration other) {
+         if (other is null) {
+            return 1;
+         }
+         int rv = expiration.CompareTo(other.expiration);
+         if (rv == 0) {
+            rv = string.Compare(symbol, other.symbol);
+         }
+         return rv;
+      }
+   }
+}

src/client/spark/AW2/Grid/VolSurfaceDisplayUtilities.cs

@@ -0,0 +1,119 @@
+namespace mbts.ui.controls {
+   using bts;
+   using bts.utils;
+
+   using mbts.spark;
+   using mbts.spark.VolSurface;
+   using mbts.user.settings;
+
+   using System;
+
+   class VolSurfaceDisplayUtilities {
+      public static TickDisplaySettings default_tick_display =>
+         TickDisplaySettings.Default.with(
+            show_commas: false,
+            nan_text: string.Empty);
+
+      public static TickDisplaySettings percent_tick_display =>
+         default_tick_display.with(display_multiplier: 100);
+
+      public static double parse_double(object obj) {
+         Log.assert(obj is double);
+         obj = obj ?? Double.NaN;
+         double rv = obj is Double ? (double)obj : (Double.TryParse(obj.ToString(), out rv) ? rv : Double.NaN);
+         return rv;
+      }
+
+      public static bool parse_boolean(object obj, bool def_value) {
+         Log.assert(obj is bool);
+         bool rv;
+         rv = Boolean.TryParse(obj == null ? String.Empty : obj.ToString(), out rv) ? rv : def_value;
+         return rv;
+      }
+
+      public static Func<string, object> get_parse_double(TickFactors tick_factors, TickDisplaySettings tick_display) =>
+         tick_factors is null ?
+            text => double.TryParse(text, out var res) ? res : double.NaN :
+            text => tick_factors.parse(text, tick_display);
+
+      public static Func<object, string> get_double_tostring(TickFactors tick_factors, TickDisplaySettings tick_display) {
+         if (tick_factors is null) {
+            return data => data is double d_data && !d_data.is_nan() ? d_data.ToString() : string.Empty;
+         }
+         return data => {
+            if (data is not double d_data) {
+               return string.Empty;
+            }
+            return tick_factors.format(d_data, tick_display);
+         };
+      }
+
+      public static Func<object, bool, object> get_double_tickmove(TickFactors tick_factors, int tick_move) =>
+         (data, is_up) => data is double d_data ?
+            tick_factors.tick(d_data, is_up ? tick_move : -tick_move) :
+            data;
+
+      public static VolSurfaceDisplayGridColumn get_double_output_col(
+         string group,
+         string name,
+         string display_name,
+         VolSurfaceMacroGridSettings grid_settings,
+         TickFactors tick_factors,
+         TickDisplaySettings tick_display = null) =>
+         get_double_col(true, group, name, display_name, grid_settings, tick_factors, tick_display);
+
+      public static VolSurfaceDisplayGridColumn get_double_input_col(
+         string group,
+         string name,
+         string display_name,
+         VolSurfaceMacroGridSettings grid_settings,
+         TickFactors tick_factors,
+         TickDisplaySettings tick_display = null) =>
+         get_double_col(false, group, name, display_name, grid_settings, tick_factors, tick_display);
+
+      public static VolSurfaceDisplayGridColumn get_double_col(
+         bool is_readonly,
+         string group,
+         string name,
+         string display_name,
+         VolSurfaceMacroGridSettings grid_settings,
+         TickFactors tick_factors,
+         TickDisplaySettings tick_display = null) => get_double_col(
+            is_readonly, group, name, display_name, grid_settings?.get_column(name), tick_factors, tick_display);
+
+      public static VolSurfaceDisplayGridColumn get_double_col(
+         bool is_readonly,
+         string group,
+         string name,
+         string display_name,
+         VolSurfaceColumnSettings col_config,
+         TickFactors tick_factors,
+         TickDisplaySettings tick_display = null) {
+         if (col_config is null) {
+            col_config = VolSurfaceColumnSettings.Default(new(name, display_name));
+            if (tick_factors?.is_valid() ?? false) {
+               col_config.tick_factors = tick_factors;
+            }
+            if (tick_display is not null) {
+               col_config.tick_display = tick_display;
+            }
+         } else {
+            if (!(col_config.tick_factors?.is_valid() ?? false) && (tick_factors?.is_valid() ?? false)) {
+               col_config.tick_factors = tick_factors;
+            }
+            if (col_config.tick_display is null) {
+               col_config.tick_display = tick_display;
+            }
+         }
+
+         col_config.core.group = group;
+         col_config.type = is_readonly ? VolSurfaceColumnType.ReadOnly : VolSurfaceColumnType.ReadWriteTick;
+
+         return new VolSurfaceDisplayGridColumn(
+            col_config,
+            format: get_double_tostring(col_config.tick_factors, col_config.tick_display),
+            parse: get_parse_double(col_config.tick_factors, col_config.tick_display),
+            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move));
+      }
+   }
+}

src/client/spark/AW2/Grid/VolSurfaceMacroGridSettings.cs

@@ -0,0 +1,56 @@
+namespace mbts.ui.controls {
+   using bts;
+   using bts.utils;
+
+   using mbts.spark;
+
+   using ProtoBuf;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   [ProtoContract]
+   class VolSurfaceMacroGridSettings : ICloneable<VolSurfaceMacroGridSettings> {
+      [ProtoMember(1)]
+      readonly List<VolSurfaceColumnSettings> _column_settings = new();
+
+      public static VolSurfaceMacroGridSettings Default =>
+         new();
+
+      public IReadOnlyList<VolSurfaceColumnSettings> column_settings => _column_settings;
+
+      public void set_column(VolSurfaceColumnSettings column_settings) {
+         var idx = _column_settings.FindIndex(c => c.core?.id == column_settings?.core?.id);
+         if (idx >= 0) {
+            _column_settings[idx] = column_settings;
+            return;
+         }
+         _column_settings.Add(column_settings);
+      }
+
+      public void set_columns(IEnumerable<VolSurfaceColumnSettings> column_settings) {
+         foreach (var c in column_settings) {
+            set_column(c);
+         }
+      }
+
+      public VolSurfaceColumnSettings get_column(string col_name) {
+         if (col_name is null) {
+            throw new ArgumentNullException(nameof(col_name));
+         }
+
+         var lcol_name = col_name.ToLower();
+         return _column_settings.FirstOrDefault(c => c.core?.id?.ToLower() == lcol_name);
+      }
+
+      public VolSurfaceMacroGridSettings Clone() {
+         var rv = new VolSurfaceMacroGridSettings();
+         rv._column_settings.AddRange(_column_settings.clone_all());
+         return rv;
+      }
+
+      object ICloneable.Clone() =>
+         Clone();
+   }
+}

src/client/spark/AW2/LiveTheoPublisher.cs

@@ -0,0 +1,160 @@
+using System;
+using System.Collections.Generic;
+using mbts.analytics;
+using bts.api;
+using mbts.ui;
+
+namespace mbts.spark {
+   // Publishes theos for all options (on the side, also publishes the theos for TC2)
+   public class LiveTheoPublisher : IDisposable {
+      private ThreadedBlackboard _bb;
+      private readonly ITag<IReadOnlyDictionary<string, OptionTheoInterpolationData>>
+         _greeks_tag = SparkTags.AllInterpGreeks;
+      private readonly ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>>
+         _drivers_tag = SparkTags.AllOptionDriverBBOTag;
+      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 100);
+      private readonly string _log_id = "LiveTheoPublisher";
+
+      public LiveTheoPublisher(ThreadedBlackboard bb) {
+         _bb = bb;
+         _bb.subscribe(_greeks_tag);
+         _bb.subscribe(_drivers_tag);
+         _bb.data_callback += _on_data;
+         _interp_and_publish();
+      }
+
+      private void _on_data(object tag, object data) {
+         if (tag.Equals(_drivers_tag) ||
+            tag.Equals(_greeks_tag)) {
+            _interp_and_publish();
+         }
+      }
+
+      private void _log_interpgreeks(
+         IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks) {
+         string log_msg = String.Empty;
+         foreach (var kv in interp_greeks) {
+            string symbol = kv.Key;
+            var symbol_ig = kv.Value;
+            if (symbol_ig == null) {
+               continue;
+            }
+            var exps = symbol_ig.get_expirations();
+            foreach (DateTime e in exps) {
+               var e_data = symbol_ig.get_expiration_data(e);
+               foreach (var e_kv in e_data) {
+                  double driver = e_kv.Key;
+                  foreach (var k_kv in e_kv.Value) {
+                     double k = k_kv.Key;
+                     TheoPoint tp = k_kv.Value;
+                     log_msg += "\n" + $"s: {symbol} e: {e} k: {k} d: {driver} " +
+                                $"c: {tp.call} p: {tp.put}";
+                  }
+               }
+            }
+         }
+         if (!String.IsNullOrEmpty(log_msg))
+            bts.Log.Gen.info($"LiveTheoPublisher state: {log_msg}");
+      }
+
+      private void _log_theos(SystemContractData sc_data,
+                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map,
+                               DateTime? exp_filt = null) {
+         string rv = "LiveTheosPublisher data: ";
+         foreach (var kv in greeks_map) {
+            var id = kv.Key;
+            var g_tup = kv.Value;
+            if (sc_data.sec_md_map.TryGetValue(id, out var smd)) {
+               if (exp_filt == null ||
+               (smd.security.security_type() == SecurityType.Option &&
+                  smd.security.Option.expiration_date().Equals(exp_filt.Value))) {
+                  string sec_str = smd.ToString();
+                  rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               }
+            }
+         }
+         bts.Log.Gen.info(rv);
+      }
+
+      private static DriverMD _get_option_driver(
+                  IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
+                  SecurityStrike k) {
+         if (driver_map.TryGetValue(k.expiration.symbol, out var exp_map) &&
+            exp_map != null)
+            return exp_map.get_driver_md(k.expiration);
+         return DriverMD.empty;
+      }
+      private static TheoPoint _interp_theo(
+         IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks_map,
+         SecurityStrike k, double driver_price) {
+         if (interp_greeks_map.TryGetValue(k.expiration.symbol, out var interp_greeks) &&
+            interp_greeks != null)
+            return interp_greeks.interpolate_theos(k.expiration.expiration, k.strike,
+                                                   driver_price);
+         return TheoPoint.getNulledObject();
+      }
+
+      private void _publish_tc2_theos(IDictionary<SecurityStrike, TheoPoint> theos) {
+         var rv = new Dictionary<string, ExpStrikeKeyedData<TheoPoint>>();
+         foreach (var kv in theos) {
+            SecurityStrike k = kv.Key;
+            TheoPoint tp = kv.Value;
+            ExpStrikeKeyedData<TheoPoint> sym_theos = null;
+            if (!rv.TryGetValue(k.expiration.symbol, out sym_theos)) {
+               sym_theos = new ExpStrikeKeyedData<TheoPoint>();
+               rv.Add(k.expiration.symbol, sym_theos);
+            }
+            sym_theos.set_data(k, tp);
+         }
+         foreach (var kv in rv) {
+            _bb.post(SparkTags.TC2Tags.LiveTheosTag(kv.Key), kv.Value);
+         }
+      }
+
+
+      private void _interp_and_publish() {
+         _timer.start();
+         var res = new Dictionary<uint, GreeksTuple>();
+         IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map =
+            _bb.read_state(_drivers_tag);
+         IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks =
+            _bb.read_state(SparkTags.AllInterpGreeks);
+         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
+         if (driver_map == null || interp_greeks == null || sc_data == null) {
+            return;
+         }
+         var k_theos = new Dictionary<SecurityStrike, TheoPoint>();
+         foreach (var kv in sc_data.strike_map) {
+            foreach (SecurityStrike k in kv.Value) {
+               var cp_id = k.call_put_id;
+               var driver = _get_option_driver(driver_map, k);
+               var tp = _interp_theo(interp_greeks, k, driver.get_driver());
+               k_theos[k] = tp;
+               // put it in the output map
+               if (cp_id.Item1.HasValue) {
+                  res.Add(cp_id.Item1.Value,
+                           new GreeksTuple(tp.vol, tp.driver, tp.call, tp.cdelta, tp.cgamma,
+                                           tp.cvega, tp.c_theta, Double.NaN));
+               }
+               if (cp_id.Item2.HasValue) {
+                  res.Add(cp_id.Item2.Value,
+                           new GreeksTuple(tp.vol, tp.driver, tp.put, tp.pdelta, tp.pgamma,
+                                           tp.pvega, tp.p_theta, Double.NaN));
+               }
+            }
+         }
+         IReadOnlyDictionary<uint, GreeksTuple> res_ro = res;
+         bts.Log.Gen.info($"LiveTheoPublisher._interp_and_publish posting " +
+                          $"count: {res_ro.Count}");
+         _timer.stop();
+         _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
+         _bb.post(SparkTags.Greeks, res_ro);
+         _publish_tc2_theos(k_theos);
+      }
+
+      public void Dispose() {
+         _bb.data_callback -= _on_data;
+      }
+   }
+}

src/client/spark/AW2/Misc/AnalyticsExpirationParametersMap.cs

@@ -0,0 +1,130 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+
+using bts.api;
+
+using mbts.analytics;
+
+
+namespace mbts.spark {
+   // Conveniant wrapper with some functions added
+   // around map of AnalyticsExpirationParameters
+   public class AnalyticsExpirationParametersMap {
+      public readonly
+         IReadOnlyDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters> exp_map;
+      public AnalyticsExpirationParametersMap(
+         IDictionary<SecurityExpiration, AnalyticsExpirationParameters> exp_map_arg,
+         SystemContractData sc_data) {
+         var empty = SecurityExpiration.empty;
+         var temp = new Dictionary<SecurityExpiration,
+                                   AnalyticsExpirationParameters>(exp_map_arg);
+         foreach (var kv in sc_data.exp_map) {
+            var exp = kv.Key;
+            if (!temp.ContainsKey(kv.Key)) {
+               temp.Add(kv.Key,
+                  new AnalyticsExpirationParameters(exp, empty, empty, empty, 0, 0, 0, 0, 0));
+            }
+         }
+         exp_map = temp;
+      }
+
+      public IEnumerable<mbts.SecurityExpiration> get_sorted_exps() {
+         List<SecurityExpiration> sorted_exps = new List<SecurityExpiration>(exp_map.Keys);
+         sorted_exps.Sort((e1, e2) => {
+            int rv = e1.expiration.CompareTo(e2.expiration);
+            if (rv == 0)
+               rv = e1.symbol.CompareTo(e2.symbol);
+            if (rv == 0)
+               rv = e1.security_type.ToString().CompareTo(e2.security_type.ToString());
+            return rv;
+         });
+         return sorted_exps;
+      }
+
+      public AnalyticsExpirationParameters get_parameter(mbts.SecurityExpiration sec_expiration) {
+         mbts.analytics.AnalyticsExpirationParameters rv = null;
+         return exp_map.TryGetValue(sec_expiration, out rv) ? rv : null;
+      }
+
+      /// Ignores the exchange and gets the first match
+      public AnalyticsExpirationParameters get_option_parameter(string symbol, DateTime exp) {
+         var rv = exp_map.Where(i => i.Key.security_type == SecurityType.Option &&
+                                i.Key.symbol == symbol && i.Key.expiration == exp);
+         return rv != null && rv.Count() == 1 ?
+            rv.ElementAt(0).Value : mbts.analytics.AnalyticsExpirationParameters.empty;
+      }
+
+      public IEnumerable<mbts.SecurityExpiration> get_futures() {
+         return exp_map.Keys.Where(i => i.security_type == SecurityType.Future);
+      }
+
+      /// Ignores the exchange
+      // public IDictionary<DateTime, AnalyticsExpirationParameters> get_future_map(string future_name) {
+      //    return exp_map.ToList().Where(
+      //       kv => kv.Key.security_type == SecurityType.Future &&
+      //       kv.Key.symbol == future_name).ToDictionary(kv => kv.Key.expiration, kv => kv.Value);
+      // }
+
+      /// Ignores the exchange
+      // public IDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>
+      // get_symbol_params(SecurityType sec_type, string symbol) {
+      //    return exp_map.ToList().Where(kv => kv.Key.security_type == sec_type &&
+      //                kv.Key.symbol == symbol).ToDictionaryDupes(kv => kv.Key, kv => kv.Value);
+      // }
+
+      // public IEnumerable<mbts.SecurityExpiration> get_stocks() {
+      //    return exp_map.Keys.Where(i => i.security_type == SecurityType.Stock);
+      // }
+
+      // public IDictionary<DateTime, double> get_option_rolls(string option_name) {
+      //    IDictionary<DateTime, double> rv = new Dictionary<DateTime, double>();
+      //    var list = exp_map.Where(kv => kv.Key.security_type == SecurityType.Option &&
+      //                            kv.Key.symbol == option_name);
+      //    foreach (var kv in list)
+      //       rv[kv.Key.expiration] = kv.Value.roll_target;
+      //    return rv;
+      // }
+
+      // Returns a driver to expiration it drives
+      public IDictionary<mbts.SecurityExpiration, IEnumerable<mbts.SecurityExpiration>>
+      get_option_driver_map() {
+         var rv = new Dictionary<mbts.SecurityExpiration, HashSet<mbts.SecurityExpiration>>();
+         foreach (var kv in exp_map.Where(kv_arg => kv_arg.Key.security_type == SecurityType.Option)) {
+            mbts.SecurityExpiration sec = kv.Key, driver_sec = kv.Value.driver_security;
+            HashSet<mbts.SecurityExpiration> driven_by_this_driver;
+            if (!rv.TryGetValue(driver_sec, out driven_by_this_driver))
+               rv[driver_sec] = driven_by_this_driver = new HashSet<mbts.SecurityExpiration>();
+            driven_by_this_driver.Add(sec);
+         }
+         return rv.ToDictionary(kv => kv.Key, kv => kv.Value as IEnumerable<mbts.SecurityExpiration>);
+      }
+
+      public IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration>
+      get_option_to_driver_map(string option_name) {
+         var filt = exp_map.Where(kv => kv.Key.security_type == SecurityType.Option &&
+                                   kv.Key.symbol == option_name);
+         return filt.ToDictionary(kv => kv.Key, kv => kv.Value.driver_security);
+      }
+
+      // public IList<Tuple<mbts.SecurityExpiration, mbts.SecurityExpiration, double>>
+      // get_expiring_expirations(DateTime expiration_date) {
+      //    var rv = new List<Tuple<mbts.SecurityExpiration, mbts.SecurityExpiration, double>>();
+      //    foreach (var kv in exp_map.Where(kv_arg => kv_arg.Key.expiration == expiration_date.Date &&
+      //             kv_arg.Value.deliverable_security != mbts.SecurityExpiration.empty)) {
+      //       mbts.SecurityExpiration sec = kv.Key;
+      //       mbts.SecurityExpiration deliverable = kv.Value.deliverable_security;
+      //       rv.Add(Tuple.Create(sec, deliverable, kv.Value.settlement_price));
+      //    }
+      //    return rv;
+      // }
+
+      // public IList<Tuple<mbts.SecurityExpiration, mbts.SecurityExpiration, double>>
+      // get_expiring_expirations() {
+      //    return get_expiring_expirations(DateTime.Now);
+      // }
+
+
+   }
+}

src/client/spark/AW2/Misc/ExpStrikeKeyedData.cs

@@ -0,0 +1,160 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+using mbts.spark;
+
+namespace mbts.ui {
+   /// <summary>
+   /// just a conveniant way to store exp,K based data
+   /// </summary>
+   /// <typeparam name="T"></typeparam>
+   public class ExpStrikeKeyedData<T> {
+      public delegate T CreateT(DateTime exp, double strike);
+
+      private IDictionary<DateTime, IDictionary<double, T>> _map = new Dictionary<DateTime, IDictionary<double, T>>();
+
+      public ExpStrikeKeyedData() { }
+
+      public ExpStrikeKeyedData(ExpStrikeKeyedData<T> data) {
+         foreach (KeyValuePair<DateTime, IDictionary<double, T>> p in data._map)
+            _map[p.Key] = new Dictionary<double, T>(p.Value);
+      }
+
+      public ExpStrikeKeyedData(ICollection<Pair<DateTime, double>> exp_strikes, CreateT del) {
+         foreach (Pair<DateTime, double> p in exp_strikes)
+            set_data(p.first, p.second, del(p.first, p.second));
+      }
+
+      #region Mutators
+      public void set_data(SecurityStrike k, T t) {
+         set_data(k.expiration.expiration, k.strike, t);
+      }
+      public void set_data(DateTime exp, double strike, T t) {
+         IDictionary<double, T> strike_vs_t_map = null;
+         if (!_map.TryGetValue(exp, out strike_vs_t_map)) {
+            strike_vs_t_map = new Dictionary<double, T>();
+            _map.Add(exp, strike_vs_t_map);
+         }
+         strike_vs_t_map[strike] = t;
+      }
+
+      public void set_data_for_expiration(DateTime expiration, IDictionary<double, T> strike_data) {
+         _map[expiration] = strike_data;
+      }
+
+      public void clear() { _map.Clear(); }
+
+      public bool delete_data(DateTime exp, double strike) {
+         IDictionary<double, T> strike_vs_t_map = null;
+         if (_map.TryGetValue(exp, out strike_vs_t_map))
+            return strike_vs_t_map.Remove(strike);
+         return false;
+      }
+      #endregion
+
+      #region Accessors
+      public T get_data(DateTime exp, double strike) {
+         IDictionary<double, T> strike_vs_t_map = null;
+         if (_map.TryGetValue(exp, out strike_vs_t_map)) {
+            T rv;
+            if (strike_vs_t_map.TryGetValue(strike, out rv))
+               return rv;
+         }
+         return default(T);
+      }
+
+      public bool contains(DateTime exp, double strike) {
+         IDictionary<double, T> strike_vs_t_map = null;
+         return _map.TryGetValue(exp, out strike_vs_t_map) && strike_vs_t_map.ContainsKey(strike);
+      }
+
+      public List<double> get_strike_list_for_expiration(DateTime expiration) {
+         List<double> rv = new List<double>();
+         IDictionary<double, T> exp_map = null;
+         if (_map.TryGetValue(expiration, out exp_map))
+            rv = new List<double>(exp_map.Keys);
+         return rv;
+      }
+
+      public T get_random_data_for_exp(DateTime option_expiration) {
+         IDictionary<double, T> exp_data = null;
+         if (_map.TryGetValue(option_expiration, out exp_data))
+            foreach (T t in exp_data.Values)
+               return t;
+         return default(T);
+      }
+
+      public DateTime[] get_expirations() {
+         return new List<DateTime>(_map.Keys).ToArray();
+      }
+
+      public double[] get_strikes() {
+         Dictionary<double, bool> strikes = new Dictionary<double, bool>();
+         foreach (Pair<DateTime, double> p in get_expstrike_pairs())
+            if (!strikes.ContainsKey(p.second))
+               strikes.Add(p.second, true);
+         double[] rv = new double[strikes.Count];
+         strikes.Keys.CopyTo(rv, 0);
+         return rv;
+      }
+
+      public ICollection<Pair<DateTime, double>> get_expstrike_pairs() {
+         List<Pair<DateTime, double>> rv = new List<Pair<DateTime, double>>();
+         foreach (KeyValuePair<DateTime, IDictionary<double, T>> kv1 in _map) {
+            DateTime exp = kv1.Key;
+            foreach (KeyValuePair<double, T> kv2 in kv1.Value)
+               rv.Add(new Pair<DateTime, double>(exp, kv2.Key));
+         }
+         return rv;
+      }
+
+      private ICollection<Tuple<DateTime, double, T>> _get_data_linearly() {
+         List<Tuple<DateTime, double, T>> rv = new List<Tuple<DateTime, double, T>>();
+         foreach (KeyValuePair<DateTime, IDictionary<double, T>> kv1 in _map) {
+            DateTime exp = kv1.Key;
+            foreach (KeyValuePair<double, T> kv2 in kv1.Value)
+               rv.Add(new Tuple<DateTime, double, T>(exp, kv2.Key, kv2.Value));
+         }
+         return rv;
+      }
+
+      public ICollection<Triplet<DateTime, double, T>> get_data_linearly() {
+         var rv = _get_data_linearly();
+         return rv.Select(i => new Triplet<DateTime, double, T>(i)).ToList();
+      }
+
+      public ExpStrikeKeyedData<T> clone_filtered_set(HashSet<DateTime> filtered_expirations, bool is_exp_inclusive,
+                                                      HashSet<double> filtered_strikes, bool is_strike_inclusive) {
+         ExpStrikeKeyedData<T> rv = new ExpStrikeKeyedData<T>();
+         foreach (KeyValuePair<DateTime, IDictionary<double, T>> ep in _map)
+            if ((is_exp_inclusive && filtered_expirations.Contains(ep.Key)) || (!is_exp_inclusive && !filtered_expirations.Contains(ep.Key)))
+               foreach (KeyValuePair<double, T> kp in ep.Value)
+                  if ((is_strike_inclusive && filtered_strikes.Contains(kp.Key)) || (!is_strike_inclusive && !filtered_strikes.Contains(kp.Key)))
+                     rv.set_data(ep.Key, kp.Key, kp.Value);
+         return rv;
+      }
+
+      public IDictionary<double, T> get_data_for_single_exp(DateTime exp) {
+         IDictionary<double, T> rv = null;
+         _map.TryGetValue(exp, out rv);
+         return rv;
+      }
+
+      public IReadOnlyDictionary<DateTime, IReadOnlyDictionary<double, T>> get_full_data() {
+         IDictionary<DateTime, IReadOnlyDictionary<double, T>> rv = _map.ToDictionary(kv => kv.Key, kv => (IReadOnlyDictionary<double, T>)kv.Value);
+         return (IReadOnlyDictionary<DateTime, IReadOnlyDictionary<double, T>>)rv;
+      }
+
+      public int count {
+         get {
+            int count = 0;
+            foreach (Dictionary<double, T> exp_map in _map.Values)
+               count += exp_map.Count;
+            return count;
+         }
+      }
+      #endregion
+   }
+}

src/client/spark/AW2/Misc/HighPerformanceTimer.cs

@@ -0,0 +1,119 @@
+using System;
+using System.Runtime.InteropServices;
+
+namespace mbts.spark
+{
+   /// <summary>
+   /// Provides a timer, much more accurate than using timers based on System.DateTime. It does not accumulate time, as the
+   /// stress was on small time intervals.
+   /// </summary>
+   public class HighPerformanceTimer
+   {
+      [DllImport("kernel32.dll")]
+      public extern static short QueryPerformanceCounter(ref long x);
+      [DllImport("kernel32.dll")]
+      public extern static short QueryPerformanceFrequency(ref long x);
+      
+      private long myStartCount = 0, myEndCount = 0, myFreq = 0, myTotalCount = 0;
+      private long myZeroTime;
+      /// <summary>
+      /// This a static instance that can be shared across a running process. 
+      /// The only member function that is thread-safe right now
+      /// is 'runningMilliseconds'
+      /// </summary>
+      public readonly static HighPerformanceTimer sharedTimer = new HighPerformanceTimer ();
+
+
+      public HighPerformanceTimer()
+      {
+         QueryPerformanceFrequency(ref myFreq);
+         if (myFreq == 0)
+            throw new ApplicationException ("High resolution timers not supported by this machine's hardware");
+         QueryPerformanceCounter(ref myZeroTime);
+      }
+      /// <summary>
+      /// starts measuring the time
+      /// </summary>
+      public void start()
+      {
+         QueryPerformanceCounter (ref myStartCount);
+      }
+
+      public double runningMilliseconds()
+      {
+         double rv = 0;
+         lock (this)
+         {
+            long  t = 0;
+            QueryPerformanceCounter (ref t);
+            rv = (t - myZeroTime) * 1000.0 / myFreq; 
+         }
+         return rv;
+      }
+
+      public double toMilliseconds(long count)
+      {
+         lock (this)
+            return count * 1000.0 / myFreq;
+      }
+      public double getRunningMilliseconds (long count)
+      {
+         double rv = 0;
+         lock (this)
+         {
+            rv = (count - myZeroTime) * 1000.0 / myFreq;
+         }
+         return rv;
+      }
+
+      public long nowCount
+      {
+         get
+         {
+            long t = 0;
+            QueryPerformanceCounter (ref t);
+            return t;
+         }
+      }
+
+      /// <summary>
+      /// stops recording time
+      /// </summary>
+      public void stop()
+      {
+         QueryPerformanceCounter (ref myEndCount);
+         myTotalCount += myEndCount - myStartCount;
+      }
+
+      /// <summary>
+      /// total milliseconds, ie aggregated time of all intervals
+      /// </summary>
+      public double totalMilliseconds  {get{return myTotalCount * 1000.0 / myFreq ; }}
+
+      public double getMilliseconds (long count)
+      {
+         return count * 1000.0 / myFreq;
+      }
+
+      public long ticks {get{return myEndCount - myStartCount;}}
+
+      /// <summary>
+      /// time between the last start-stop
+      /// </summary>
+      public double lastIntervalTime {get{return (myEndCount - myStartCount) * 1000.0 / myFreq ; }}
+
+      /// <summary>
+      /// Resets the running time
+      /// </summary>
+      public void reset ()
+      {
+         QueryPerformanceCounter(ref myZeroTime);
+         myTotalCount = 0;
+      }
+
+      public long freq
+      {
+         get { return myFreq; }
+      }
+   }
+}

src/client/spark/AW2/Misc/IVolSurfaceBroker.cs

@@ -0,0 +1,19 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+
+namespace mbts.spark
+{
+   public interface IVolSurfaceBroker
+   {
+      int get_new_volsurface_id();
+      void save_volsurface(int volsurface_id, string volsurface_name, byte[] data, string save_marker = null);
+      void delete_volsurface(int volsurface_id);
+      /// Cleans up all the vol surfaces, leeping the
+      /// last active_list_size around
+      void clean_up(int active_list_size);
+   }
+}

src/client/spark/AW2/Misc/MessageDisplayData.cs

@@ -0,0 +1,21 @@
+namespace mbts.spark {
+   public enum MessageDisplayType { Info, Warn, Error }
+
+   public class MessageDisplayData {
+      public MessageDisplayData(string caption, string message)
+         : this(caption, message, true) { }
+
+      public MessageDisplayData(string caption, string message, bool move_to_mouse)
+         : this(caption, message, MessageDisplayType.Info, move_to_mouse) { }
+
+      public MessageDisplayData(string caption, string message, MessageDisplayType type, bool move_to_mouse) {
+         this.caption = caption;
+         this.message = message;
+         this.type = type;
+         this.move_to_mouse = move_to_mouse;
+      }
+      public readonly string message, caption;
+      public readonly MessageDisplayType type;
+      public readonly bool move_to_mouse;
+   }
+}

src/client/spark/AW2/Misc/OptionDriverPriceMap.cs

@@ -0,0 +1,58 @@
+using System;
+using System.Collections.Generic;
+using mbts.analytics;
+using bts.api;
+using bts.api.persistence;
+using System.Linq;
+
+namespace mbts.spark {
+   // All driver prices (along with some more info) for an option symbol
+   public class OptionDriverPriceMap {
+      public readonly String option_symbol = null;
+      public readonly IDictionary<SecurityExpiration, DriverMD> exp_price_map = null;
+      public OptionDriverPriceMap(
+                           string option_symbol_a,
+                           IDictionary<SecurityExpiration, DriverMD> exp_price_map_a) {
+         option_symbol = option_symbol_a;
+         exp_price_map = exp_price_map_a;
+      }
+      public IDictionary<SecurityExpiration, DriverMD> unexpired_exp_price_map {
+         get {
+            return exp_price_map.Where(
+               kv => kv.Key.expiration >= DateTime.Now.Date).ToDictionary(
+                  kv => kv.Key, kv => kv.Value);
+         }
+      }
+      // this is the BS needed because of ignoring exchange
+      public DriverMD get_driver_md(DateTime exp) {
+         foreach (var kv in exp_price_map) {
+            if (kv.Key.expiration == exp) {
+               return kv.Value;
+            }
+         }
+         return DriverMD.empty;
+      }
+      public DriverMD get_driver_md(SecurityExpiration exp) {
+         if (exp_price_map.TryGetValue(exp, out var d))
+            return d;
+         return DriverMD.empty;
+      }
+
+      public static IDictionary<VolSurfaceExpiration, DriverMD> get_vs_price_map(
+         IReadOnlyDictionary<string, OptionDriverPriceMap> all_sym_map,
+         Func<string, bool> sym_filter = null) {
+         var rv = new Dictionary<VolSurfaceExpiration, DriverMD>();
+         if (all_sym_map != null)
+            foreach (var kv in all_sym_map) {
+               string sym = kv.Key;
+               OptionDriverPriceMap sym_map = kv.Value;
+               if (sym_filter == null || sym_filter(sym)) {
+                  foreach (var kv_int in sym_map.exp_price_map) {
+                     rv[new VolSurfaceExpiration(kv_int.Key)] = kv_int.Value;
+                  }
+               }
+            }
+         return rv;
+      }
+   }
+}

src/client/spark/AW2/Misc/OptionInterpolationData.cs

@@ -0,0 +1,128 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace mbts.spark {
+
+   // A conveniant way to hold precomputed theo values
+   // indexed by option_expiration->driver_price->option_strike->TheoPoint
+   public class OptionTheoInterpolationData {
+      public readonly string symbol;
+      private IDictionary<DateTime, Dictionary<double, Dictionary<double, TheoPoint>>> _map =
+         new Dictionary<DateTime, Dictionary<double, Dictionary<double, TheoPoint>>>();
+      private IDictionary<DateTime, double> _zero_move_driver_map = new Dictionary<DateTime, double>();
+
+      public OptionTheoInterpolationData(string symbol) { this.symbol = symbol; }
+
+      public void set_data(DateTime option_expiration, double driver_price,
+          double move, double option_strike, TheoPoint theo_point) {
+         Dictionary<double, Dictionary<double, TheoPoint>> driver_map = null;
+         if (!_map.TryGetValue(option_expiration, out driver_map))
+            _map.Add(option_expiration, driver_map = new Dictionary<double, Dictionary<double, TheoPoint>>());
+         Dictionary<double, TheoPoint> strike_map = null;
+         if (!driver_map.TryGetValue(driver_price, out strike_map))
+            driver_map.Add(driver_price, strike_map = new Dictionary<double, TheoPoint>());
+         strike_map[option_strike] = theo_point;
+         if (move == 0)
+            _zero_move_driver_map[option_expiration] = driver_price;
+      }
+
+      /// Returns NULL if data is not present (should it return a nulled out TheoPoint ?)
+      public TheoPoint get_data(DateTime option_expiration, double driver_price, double option_strike) {
+         Dictionary<double, Dictionary<double, TheoPoint>> driver_map = null;
+         Dictionary<double, TheoPoint> strike_map = null;
+         TheoPoint rv = null;
+         if (_map.TryGetValue(option_expiration, out driver_map))
+            if (driver_map.TryGetValue(driver_price, out strike_map))
+               if (strike_map.TryGetValue(option_strike, out rv))
+                  return rv;
+         return null;
+      }
+
+      public Dictionary<double, Dictionary<double, TheoPoint>> get_expiration_data(
+         DateTime option_expiration) {
+         Dictionary<double, Dictionary<double, TheoPoint>> rv = null;
+         _map.TryGetValue(option_expiration, out rv);
+         return rv;
+      }
+
+      public List<double> get_sorted_driverprices_for_expiration(DateTime option_expiration) {
+         List<double> rv = new List<double>();
+         Dictionary<double, Dictionary<double, TheoPoint>> driver_map = null;
+         if (_map.TryGetValue(option_expiration, out driver_map)) {
+            rv = new List<double>(driver_map.Keys);
+            rv.Sort();
+         }
+         return rv;
+      }
+
+      public IEnumerable<DateTime> get_expirations() { return _map.Keys; }
+
+      public bool contains_expiration(DateTime exp) {
+         Dictionary<double, Dictionary<double, TheoPoint>> price_map = null;
+         return _map.TryGetValue(exp, out price_map) && price_map != null && price_map.Count > 0;
+      }
+
+      public IDictionary<DateTime, HashSet<double>> get_contracts() {
+         Dictionary<DateTime, HashSet<double>> rv = new Dictionary<DateTime, HashSet<double>>();
+         foreach (KeyValuePair<DateTime, Dictionary<double, Dictionary<double, TheoPoint>>> exp_p in _map) {
+            HashSet<double> strike_map = new HashSet<double>();
+            foreach (KeyValuePair<double, Dictionary<double, TheoPoint>> driver_p in exp_p.Value)
+               strike_map.AddRange(driver_p.Value.Keys);
+            rv.Add(exp_p.Key, strike_map);
+         }
+         return rv;
+      }
+
+      public int get_n_exps() { return _map.Count; }
+
+      public double get_zero_move_driver(DateTime option_exp) {
+         double rv = _zero_move_driver_map.TryGetValue(option_exp, out rv) ? rv : Double.NaN;
+         return rv;
+      }
+
+      #region Interpoaltion
+
+      public TheoPoint interpolate_theos(DateTime option_expiration,
+                                       double option_strike,
+                                       double driver_price) {
+         Tuple<double, double> neighbor_driver_points =
+            _find_neighboring_drivers(this, option_expiration, driver_price);
+         return _interpolate_theos(this, driver_price,
+            neighbor_driver_points, option_expiration, option_strike);
+      }
+
+      private static Tuple<double, double> _find_neighboring_drivers(
+         OptionTheoInterpolationData interp_data, DateTime option_expiration, double driver_price) {
+         if (interp_data != null) {
+            List<double> sorted_drivers =
+               interp_data.get_sorted_driverprices_for_expiration(option_expiration);
+            for (int i = 0; i < sorted_drivers.Count - 1; i++)
+               if (driver_price >= sorted_drivers[i] && driver_price <= sorted_drivers[i + 1])
+                  return new Tuple<double, double>(sorted_drivers[i], sorted_drivers[i + 1]);
+         }
+         return null;
+      }
+
+      private static TheoPoint _interpolate_theos(OptionTheoInterpolationData interp_data,
+            double driver_price, Tuple<double, double> neighbors,
+            DateTime option_expiration,
+            double option_strike) {
+         TheoPoint rv = TheoPoint.getNulledObject();
+         rv.driver = driver_price;
+         if (interp_data != null && neighbors != null) {
+            TheoPoint p1 = interp_data.get_data(option_expiration, neighbors.Item1, option_strike),
+                     p2 = interp_data.get_data(option_expiration, neighbors.Item2, option_strike);
+
+            if (p1 != null && p2 != null)
+               TheoPoint.interp(TheoPoint.InterpolationMethod.TAYLOR,
+                  p1, p2, driver_price, rv, option_expiration, option_strike);
+         }
+         return rv;
+      }
+
+      #endregion
+   }
+}

src/client/spark/AW2/Misc/Pair.cs

@@ -0,0 +1,78 @@
+using ProtoBuf;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   // TODO move it out or replace it with Tuple
+   [Serializable]
+   public class Pair<F, S> {
+      public F first;
+      public S second;
+
+      public Pair() { }
+      public Pair(F f, S s) {
+         first = f;
+         second = s;
+      }
+
+      public Pair(KeyValuePair<F, S> kvp)
+         : this(kvp.Key, kvp.Value) { }
+
+      public override string ToString() {
+         return String.Format("{0},{1}", first != null ? first.ToString() : "NULL",
+                                 second != null ? second.ToString() : "NULL");
+      }
+
+      public override int GetHashCode() {
+         return ToString().GetHashCode();
+      }
+
+      public override bool Equals(object obj) {
+         return obj != null && obj is Pair<F, S> && ToString() == obj.ToString();
+      }
+   }
+
+   [Serializable]
+   public class Triplet<F, S, T> {
+      public F first;
+      public S second;
+      public T third;
+
+      public Triplet() { }
+
+      public Triplet(Tuple<F, S, T> tp) {
+         first = tp.Item1;
+         second = tp.Item2;
+         third = tp.Item3;
+      }
+
+      public Triplet(F f, S s, T t) {
+         first = f;
+         second = s;
+         third = t;
+      }
+
+      public static Triplet<F, S, T> from_tuple(Tuple<F, S, T> t) { return new Triplet<F, S, T>(t.Item1, t.Item2, t.Item3); }
+
+      public override string ToString() {
+         return String.Format("{0},{1},{2}", first != null ? first.ToString() : "NULL",
+                                             second != null ? second.ToString() : "NULL",
+                                             third != null ? third.ToString() : "NULL");
+      }
+
+      public override bool Equals(object obj) {
+         return obj != null && obj is Triplet<F, S, T> && ToString() == obj.ToString();
+      }
+
+      public override int GetHashCode() {
+         return ToString().GetHashCode();
+      }
+   }
+
+}

src/client/spark/AW2/Misc/PerfStatsLogger.cs

@@ -0,0 +1,78 @@
+using System;
+using System.Collections.Generic;
+using System.Drawing.Text;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+using bts;
+
+namespace mbts.spark {
+   public class PerfStatsLogger {
+      private class Entry {
+         public uint tot_count = 0;
+         public List<double> logs = new List<double>();
+      }
+      private Dictionary<string, Entry> _entry_map =
+         new Dictionary<string, Entry>();
+      private readonly int _log_period_updates, _max_size;
+      private DateTime _last_write_time = DateTime.Now;
+      private readonly string _default_id = String.Empty;
+      private readonly HighPerformanceTimer _defaut_timer = new HighPerformanceTimer();
+
+
+      public PerfStatsLogger() : this(100, 200) { }
+
+      /// <summary>
+      /// log_period_updates tells how often are the stats logged
+      /// max_size is the max size of the sample before it is cleaned out
+      /// </summary>
+      /// <param name="log_period_updates"></param>
+      /// <param name="max_size"></param>
+      public PerfStatsLogger(int log_period_updates, int max_size, string default_id = "") {
+         _log_period_updates = log_period_updates;
+         _max_size = max_size;
+         _default_id = default_id;
+      }
+
+      public void start_default_timer() {
+         _defaut_timer.start();
+      }
+
+      public void stop_default_timer() {
+         if (String.IsNullOrEmpty(_default_id))
+            return;
+         _defaut_timer.stop();
+         log(_default_id, _default_id, _defaut_timer.lastIntervalTime);
+      }
+
+      public void log_default(double time) {
+         log(_default_id, _default_id, time);
+      }
+
+      public void log(string id, string msg, double time) {
+         Entry entry = null;
+         if (!_entry_map.TryGetValue(id, out entry))
+            _entry_map.Add(id, entry = new Entry());
+         List<double> logs = entry.logs;
+         logs.Add(time);
+         entry.tot_count++;
+         if (logs.Count > 0 && logs.Count % _log_period_updates == 0) {
+            TimeSpan period = DateTime.Now - _last_write_time;
+            _last_write_time = DateTime.Now;
+            logs.Sort();
+            double sum = 0;
+            logs.ForEach(d => sum += d);
+            Log.Gen.info(String.Format("Perf: {0} sample_size: {1} min: {2:0.00} max: {3:0.00} " +
+                                       "mean: {4:0.00} median: {5:0.00} upate_period: {6:0.00} " +
+                                       "updates_per_sec: {7:0.00} tot_count: {8}", msg, logs.Count,
+                                       logs[0], logs[logs.Count - 1], sum / logs.Count,
+                                       logs[logs.Count / 2],
+                                       period.TotalMilliseconds,
+                                       1000.0 * logs.Count / period.TotalMilliseconds,
+                                       entry.tot_count));
+            logs.Clear();
+         }
+      }
+   }
+}

src/client/spark/AW2/Misc/SymbolResourceAllocationUnit.cs

@@ -0,0 +1,24 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace mbts.spark
+{
+   public class SymbolResourceAllocationUnit
+   {
+      public readonly IEnumerable<mbts.SecurityTuple> sectups;
+      public readonly object user_id;
+      public readonly bool is_activate;
+
+      public SymbolResourceAllocationUnit(IEnumerable<mbts.SecurityTuple> this_sectups,
+                                          object this_user_id,
+                                          bool this_is_activate)
+      {
+         sectups = this_sectups;
+         user_id = this_user_id;
+         is_activate = this_is_activate;
+      }
+   }
+}

src/client/spark/AW2/Misc/SystemContractData.cs

@@ -0,0 +1,247 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+using bts.api;
+using bts.utils;
+
+using mbts.analytics;
+using mbts.co2;
+
+namespace mbts.spark {
+   // Data structure for securities stored in the system
+   // (These dont have to be exchange securities).
+   public class SystemContractData {
+      internal readonly IReadOnlyDictionary<UInt32, SecurityMD> sec_md_map;
+      public readonly HashSet<SecurityTuple> sectup_map = new HashSet<SecurityTuple>();
+      // for expirations that are contracts themselves (ie non options)
+      public readonly IReadOnlyDictionary<SecurityExpiration, UInt32> exp_map =
+         new Dictionary<SecurityExpiration, UInt32>();
+      public readonly IReadOnlyDictionary<SecurityExpiration, HashSet<SecurityStrike>>
+         strike_map = new Dictionary<SecurityExpiration, HashSet<SecurityStrike>>();
+
+      private SystemContractData() { }
+      public static readonly SystemContractData empty = new SystemContractData();
+
+      class CPKey {
+         public Nullable<UInt32> ckey = null, pkey = null;
+      }
+
+      static void _add_strike(
+            ref Dictionary<SecurityExpiration, Dictionary<double, CPKey>> exp_k_map,
+            SecurityImmutable sec) {
+         bts.Log.assert(sec.HasOption);
+         SecurityExpiration sec_exp = new SecurityExpiration(sec.Exchange,
+            SecurityType.Option, sec.Symbol, sec.Option.expiration_date());
+         Dictionary<double, CPKey> k_map = null;
+         if (!exp_k_map.TryGetValue(sec_exp, out k_map)) {
+            k_map = new Dictionary<double, CPKey>();
+            exp_k_map.Add(sec_exp, k_map);
+         }
+         CPKey cp_key = null;
+         if (!k_map.TryGetValue(sec.Option.Strike, out cp_key)) {
+            cp_key = new CPKey();
+            k_map.Add(sec.Option.Strike, cp_key);
+         }
+         if (sec.Option.CallPut == PutOrCall.Put) {
+            cp_key.pkey = sec.Id;
+         } else {
+            cp_key.ckey = sec.Id;
+         }
+      }
+
+      internal SystemContractData(IReadOnlyDictionary<uint, SecurityMD> sec_map_arg) {
+         sec_md_map = sec_map_arg;
+         HashSet<SecurityTuple> sectup_map_aux = new HashSet<SecurityTuple>();
+         Dictionary<SecurityExpiration, UInt32> exp_map_aux =
+            new Dictionary<SecurityExpiration, uint>();
+         Dictionary<SecurityExpiration, Dictionary<double, CPKey>> strike_map_temp =
+           new Dictionary<SecurityExpiration, Dictionary<double, CPKey>>();
+         foreach (var kv in sec_md_map) {
+            SecurityImmutable sec = kv.Value.security;
+            SecurityTuple sec_tup =
+               new SecurityTuple(sec.security_type(), sec.Symbol, sec.Exchange);
+            sectup_map_aux.Add(sec_tup);
+            SecurityExpiration sec_exp =
+               new SecurityExpiration(sec_tup, sec.security_expiration() ?? default, sec.Id);
+            exp_map_aux[sec_exp] = sec.Id;
+            if (sec.HasOption) {
+               _add_strike(ref strike_map_temp, sec);
+            }
+         }
+         Dictionary<SecurityExpiration, HashSet<SecurityStrike>> strike_map_aux =
+            new Dictionary<SecurityExpiration, HashSet<SecurityStrike>>();
+         foreach (var kv in strike_map_temp) {
+            SecurityExpiration exp = kv.Key;
+            HashSet<SecurityStrike> k_map = new HashSet<SecurityStrike>();
+            foreach (var kv_i in kv.Value) {
+               double k = kv_i.Key;
+               CPKey cp_key = kv_i.Value;
+               SecurityStrike sec_k =
+                  new SecurityStrike(exp, k, new Tuple<uint?, uint?>(cp_key.ckey, cp_key.pkey));
+               k_map.Add(sec_k);
+            }
+            strike_map_aux.Add(exp, k_map);
+         }
+         sectup_map = sectup_map_aux;
+         exp_map = exp_map_aux;
+         strike_map = strike_map_aux;
+         _log_data();
+      }
+
+      private void _log_data() {
+         bts.Log.Gen.info(
+            String.Format(
+               "SystemContractData constructed, sec_tups:{0} total_exps:{1} option_exps:{2}",
+               sectup_map.Count, exp_map.Count, strike_map.Count));
+         sectup_map.ForEach(st => bts.Log.Gen.info(
+            String.Format("SystemContractData loaded sectup:{0}", st.ToString())));
+         foreach (var kv in exp_map) {
+            var log_txt = String.Format("SystemContractData loaded exp:{0} id:{1}",
+                                          kv.Key.ToString(), kv.Value);
+            if (kv.Key.security_type == SecurityType.Option) {
+               strike_map.TryGetValue(kv.Key, out var k_map);
+               log_txt += " n_strikes:" + ((k_map == null) ? 0 : k_map.Count);
+            }
+            bts.Log.Gen.info(log_txt);
+         }
+      }
+
+      public Tuple<uint?, uint?> get_option_sec_id(
+         Venue venue, string symbol, DateTime exp, double strike) {
+         var s_exp = new SecurityExpiration(venue, SecurityType.Option, symbol, exp);
+         if (strike_map.TryGetValue(s_exp, out var exp_strikes)) {
+            foreach (var k in exp_strikes) {
+               if (k.strike == strike) {
+                  return k.call_put_id;
+               }
+            }
+         }
+         return null;
+      }
+
+      public SystemContractData Default { get { return empty; } }
+
+      public IEnumerable<string> get_symbols(SecurityType sec_type) {
+         return new HashSet<string>(
+            sectup_map.Where(s => s.security_type == sec_type).Select(s => s.security_name));
+      }
+
+      public HashSet<SecurityStrike> get_strikes_for_exp(SecurityExpiration sec_exp) {
+         HashSet<SecurityStrike> rv = null;
+         if (strike_map.TryGetValue(sec_exp, out rv)) {
+            return rv;
+         }
+         return new HashSet<SecurityStrike>();
+      }
+
+      public Tuple<SecurityImmutable, VolSurfaceMDUnit> get_sec_md(UInt32? id) {
+         if (!id.HasValue) {
+            return null;
+         }
+         SecurityMD sec_md;
+         if (!sec_md_map.TryGetValue(id.Value, out sec_md)) {
+            return null;
+         }
+         NativePriceSize bid, ask;
+         ulong time = 0;
+         sec_md.md.get_bbo(ref time, out bid, out ask);
+         return Tuple.Create(sec_md.security,
+                             new VolSurfaceMDUnit(bid, ask, sec_md.md.fixing_price));
+      }
+
+      public Tuple<SecurityImmutable, VolSurfaceMDUnit>
+      get_exp_md(SecurityExpiration sec_exp) {
+         uint sec_id = 0;
+         if (!exp_map.TryGetValue(sec_exp, out sec_id)) {
+            return null;
+         }
+         return get_sec_md(sec_id);
+      }
+
+      internal Tuple<SecurityExpiration,
+                     IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>>
+      get_option_bbo_vsexp(VolSurfaceExpiration exp) {
+         // this is a workaround for VSExp not having an exchange
+         foreach (Venue v in System.Enum.GetValues(typeof(Venue))) {
+            var sec_exp =
+               new SecurityExpiration(v, SecurityType.Option, exp.symbol, exp.expiration);
+            var rv = get_option_bbo(sec_exp);
+            if (rv != null && rv.Count > 0) {
+               return Tuple.Create(sec_exp, rv);
+            }
+         }
+         IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv_data =
+            new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
+         return Tuple.Create(exp.to_security_expiration(), rv_data);
+      }
+
+      internal IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> get_option_bbo(
+                                                            SecurityExpiration option_exp) {
+         HashSet<SecurityStrike> strikes = get_strikes_for_exp(option_exp);
+         Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv =
+            new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
+         foreach (SecurityStrike k in strikes) {
+            // call
+            uint? call_id = k.call_put_id.Item1;
+            var call_sec_md = get_sec_md(call_id);
+            VolSurfaceMDUnit call_bbo = call_sec_md == null ? VolSurfaceMDUnit.empty : call_sec_md.Item2;
+            // put
+            uint? put_id = k.call_put_id.Item2;
+            var put_sec_md = get_sec_md(put_id);
+            VolSurfaceMDUnit put_bbo = put_sec_md == null ? VolSurfaceMDUnit.empty : put_sec_md.Item2;
+            rv.Add(k.strike, new Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>(call_bbo, put_bbo));
+         }
+         return rv;
+      }
+
+      public IDictionary<DateTime, IEnumerable<double>> get_option_strikes(string option_name) {
+         return strike_map.Where(kv => kv.Key.symbol == option_name)
+            .ToDictionary(kv => kv.Key.expiration, kv => kv.Value.Select(k => k.strike));
+      }
+
+      public IDictionary<SecurityExpiration, IEnumerable<double>>
+      get_option_strikes(HashSet<string> option_names) {
+         return strike_map.Where(kv => option_names.Contains(kv.Key.symbol))
+            .ToDictionary(kv => kv.Key, kv => kv.Value.Select(k => k.strike));
+      }
+
+      public Nullable<UInt32> get_exp_sec_id(SecurityExpiration sec_exp) {
+         UInt32 rv;
+         if (exp_map.TryGetValue(sec_exp, out rv)) {
+            return rv;
+         }
+         return null;
+      }
+
+      public IEnumerable<DateTime> get_option_expirations(string option_name,
+         bool is_display_expiration = false) {
+         return exp_map.Keys.Where(e => e.security_type == SecurityType.Option &&
+                                    e.symbol == option_name).Select(e => e.expiration);
+      }
+
+      public IDictionary<string, IEnumerable<DateTime>> get_option_expirations(
+         IEnumerable<string> option_names, bool is_display_expiration) {
+         return option_names.ToDictionaryDupes(kv => kv, kv => get_option_expirations(kv));
+      }
+
+      public IEnumerable<SecurityTuple> get_options() {
+         return sectup_map.Where(st => st.security_type == SecurityType.Option);
+      }
+
+      public IEnumerable<double> get_all_option_strikes(string option_name) {
+         HashSet<double> rv = new HashSet<double>();
+         foreach (var kv in strike_map.Where(kv => kv.Key.symbol == option_name))
+            foreach (var k in kv.Value)
+               rv.Add(k.strike);
+         return rv;
+      }
+
+      public IEnumerable<DateTime> get_option_expirations_with_strikes(string option_name,
+            bool is_display_expiration) {
+         return strike_map.Where(kv => kv.Key.symbol == option_name &&
+                                 kv.Value.Count > 0).Select(kv => kv.Key.expiration);
+      }
+
+   }
+}

src/client/spark/AW2/Misc/TheoPoint.cs

@@ -0,0 +1,285 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace mbts.spark {
+   public class TheoPoint : ICloneable {
+      //if true, SPX mode -- assumes you hedge the whole thing with combos at the tie price
+      //false, Merc mode -- assumes you get what you get
+      private static bool assume_tied_spreads_fully_hedged = true;
+      static TheoPoint() {
+         // assume_tied_spreads_fully_hedged = mbts.config.Configuration.get<bts.config.toggles.
+         //    Assume_tied_spreads_hedged_gamma_price>().enabled;
+      }
+      //Rationale
+      //If the market is at live_driver, and I pay for a spread tied to locked_driver that is not the current futures price
+      //and perfectly hedge it, I will receive gamma for that spread that, if in the event the market moves
+      //to the locked price, I will be able sell additional hedge units against that new delta.
+      //Thus, here we compute the value of those extra hedge units and incorporate them into the theo.
+      //Delta's and gammas here are as a percent, like 45 instead of .45
+
+      //9 Jan 2015
+      //Randy / Kev conversation (spurred on by questions from Lorry)
+      //Let's say we consider a spread buying 2 35 delta options worth 10 bucks a piece at und == 1000
+      //Now I do the spread tied to 1010, wherein those options are now worth 14 (delta gets us to 13.5, add .5 for gamma, approx)
+      //and the delta is now 50 (because of gamma).
+      //Hedging the delta up at 1010 (the essence of the locked trade), I sell 1 future at 1010 (because 2*50 delta = 1 future)
+      //BUT I get to sell that future 10 dollars higher than the current market of 1000.  
+
+      //I could now turn around and buy that future back at 1000 and yield a profit of 10 bucks on that 1 future, and then 
+      //sell the spread back out at a price of 10 bucks per option (it's current theo at the live market), 
+      //so I'd lose 4 bucks per option (bought at 14 sld at 10), or 8 bucks total on the options, but I made 10 on the future,
+      //netting me a 2 dollar profit for simply unwinding the trade I just did. 
+
+      //Therefore I can choose to reflect this windfall in what we call the gamma-adjusted theoretical value by 
+      //adding that 2 bucks of profit back into the theoretical value of the package.     
+      public static void compute_enhanced_spread(double live_driver, double locked_driver,
+                                                 double spread_locked_price, double spread_locked_delta_no_futs, double spread_locked_gamma,
+                                                 double spread_live_price, double spread_live_delta_no_futs, double spread_live_gamma,
+                                                 double initial_hedge,
+
+                                                 ref double new_spread_price,
+                                                 ref double spread_delta_difference, ref double unused) {
+         //travel from locked to live with the option
+         double spread_change = spread_live_price - spread_locked_price;
+
+         //NEW 10/28/2015 KD travel from locked to live with initial hedge (if it's an exchange-listed covered)
+         double initial_hedge_change = (assume_tied_spreads_fully_hedged) ? 0.0
+            : (initial_hedge * (live_driver - locked_driver));
+
+         //travel from locked to live with the sold hedge (note it's locked-live here to negate for hedge)
+         //NEW 11/24/2015 -- only hedge this spread if it's not a covered, hedging it twice doesn't make sense         
+         double hedge_change = 0.0;
+         if (initial_hedge == 0.0 || assume_tied_spreads_fully_hedged)
+            hedge_change = (spread_locked_delta_no_futs + initial_hedge) * (locked_driver - live_driver);
+
+         new_spread_price = spread_locked_price + spread_change + initial_hedge_change + hedge_change;
+         spread_delta_difference = 100.0 * (spread_locked_delta_no_futs - spread_live_delta_no_futs);
+         unused = 0.0;
+      }
+
+      public enum InterpolationMethod {
+         TAYLOR = 0, LINEAR = 1, POLY = 2
+      }
+
+      public double call = Double.NaN, put = Double.NaN,
+                     cdelta = Double.NaN, pdelta = Double.NaN,
+                     c_interp_delta = Double.NaN, p_interp_delta = Double.NaN,
+                     cgamma = Double.NaN, pgamma = Double.NaN,
+                     c_interp_gamma = Double.NaN, p_interp_gamma = Double.NaN,
+                     cvega = Double.NaN, pvega = Double.NaN, driver = Double.NaN,
+                     vol = Double.NaN,
+                     /// added 02/18/2014
+                     c_oev = Double.NaN, p_oev = Double.NaN,
+                     c_slope_vega = Double.NaN, p_slope_vega = Double.NaN,
+                     c_vanna = Double.NaN, p_vanna = Double.NaN,
+                     veganovr = double.NaN,
+                     c_adj_vega = Double.NaN, p_adj_vega = Double.NaN,
+                     c_theta = Double.NaN, p_theta = Double.NaN, fwd = double.NaN, standard_strike = double.NaN, theo_time = Double.NaN,
+                     /// added 7/30/2016
+                     driver_bid, driver_ask;
+
+      private TheoPoint() { }
+
+      public readonly static TheoPoint shared_null_tp = getNulledObject();
+
+      public static TheoPoint getNulledObject() {
+         return new TheoPoint();
+      }
+
+      public TheoPoint(double theCall, double thePut, double theCDelta, double thePDelta, double theCVega, double thePVega, double theDriver) {
+         call = theCall;
+         put = thePut;
+         cdelta = theCDelta;
+         pdelta = thePDelta;
+         cvega = theCVega;
+         pvega = thePVega;
+         driver = theDriver;
+      }
+
+      public double fwd_normalized_call {
+         get => (fwd == 0 ? Double.NaN : call / fwd);
+      }
+
+      public double fwd_normalized_put {
+         get => (fwd == 0 ? Double.NaN : put / fwd);
+      }
+
+      public TheoPoint(double theCall, double thePut, double theCDelta, double thePDelta, double theCGamma, double thePGamma, double theCVega, double thePVega, double theVol, double theDriver)
+         : this(theCall, thePut, theCDelta, thePDelta, theCVega, thePVega, theDriver) {
+         cgamma = theCGamma;
+         pgamma = thePGamma;
+         vol = theVol;
+      }
+
+      public void copy_from(TheoPoint other) {
+         call = other.call;
+         put = other.put;
+         cdelta = other.cdelta;
+         pdelta = other.pdelta;
+         cvega = other.cvega;
+         pvega = other.pvega;
+         driver = other.driver;
+         cgamma = other.cgamma;
+         pgamma = other.pgamma;
+         vol = other.vol;
+         c_oev = other.c_oev;
+         p_oev = other.p_oev;
+         c_slope_vega = other.c_slope_vega;
+         p_slope_vega = other.p_slope_vega;
+         c_vanna = other.c_vanna;
+         p_vanna = other.p_vanna;
+         veganovr = other.veganovr;
+         c_adj_vega = other.c_adj_vega;
+         p_adj_vega = other.p_adj_vega;
+         c_theta = other.c_theta;
+         p_theta = other.p_theta;
+         fwd = other.fwd;
+         standard_strike = other.standard_strike;
+         theo_time = other.theo_time;
+      }
+
+      public void copy_view_delta_gamma_to_interp() {
+         c_interp_delta = cdelta;
+         p_interp_delta = pdelta;
+         c_interp_gamma = cgamma;
+         p_interp_gamma = pgamma;
+      }
+
+      public void mult_interp_delta_gamma(double delta_mult, double gamma_mult) {
+         c_interp_delta *= delta_mult;
+         p_interp_delta *= delta_mult;
+         c_interp_gamma *= gamma_mult;
+         p_interp_gamma *= gamma_mult;
+      }
+
+      public object Clone() {
+         return new TheoPoint(call, put, cdelta, pdelta, cgamma, pgamma, cvega, pvega, vol, driver) { c_interp_delta = this.c_interp_delta, p_interp_delta = this.p_interp_delta, c_interp_gamma = this.c_interp_gamma, p_interp_gamma = this.p_interp_gamma, standard_strike = this.standard_strike, theo_time = this.theo_time };
+      }
+
+      public static double _weighted_mean_taylor_interp(double x1, double f1, double df1, double d2f1,
+                                                         double x2, double f2, double df2, double d2f2, double x) {
+         double t_f_x1 = _taylor_interp(x1, f1, df1, d2f1, x),
+               t_f_x2 = _taylor_interp(x2, f2, df2, d2f2, x);
+         return (t_f_x1 * Math.Abs(x2 - x) + t_f_x2 * Math.Abs(x1 - x)) / (Math.Abs(x2 - x1));
+      }
+
+      public static double _taylor_interp(double x1, double f1, double df1, double d2f1, double x) {
+         return f1 + df1 * (x - x1) + d2f1 * Math.Pow(x - x1, 2) * 0.5;
+      }
+
+      private class point_info {
+         public double x, f, df, d2f;
+      };
+
+      public static double _poly_interp(double x1, double f1, double df1, double d2f1,
+                                          double x2, double f2, double df2, double d2f2, double x) {
+         if (x1 == x2)
+            return f1;
+         else {
+            point_info p1 = new point_info() { x = x1, f = f1, df = df1, d2f = d2f1 },
+                        p2 = new point_info() { x = x2, f = f2, df = df2, d2f = d2f2 };
+            double dx = p2.x - p1.x;
+            double p1mult = (p2.d2f - p1.d2f) * dx * dx;
+            double p2mult = (p2.df - p1.df - p1.d2f * dx) * dx;
+            double p3mult = p2.f - p1.f - (p1.df + 0.5 * p1.d2f * dx) * dx;
+            x = (x - p1.x) / dx;
+            return p1.f + x * (p1.df * dx + x * (0.5 * p1.d2f * dx * dx + x * (0.5 * p1mult - 4.0 * p2mult + 10.0 * p3mult + x * (-p1mult + 7.0 * p2mult - 15.0 * p3mult + x * (0.5 * p1mult - 3.0 * p2mult + 6.0 * p3mult)))));
+         }
+      }
+
+      public static double _linear_interp(double x1, double y1, double x2, double y2, double x) {
+         /// return SplineCalcsCLR.linear_interp(x, new double[] { x1, x2 }, new double[] { y1, y2 }, 2);
+         return ((y2 - y1) / (x2 - x1)) * (x - x1) + y1;
+      }
+
+      //This is a copy of _interp in UIFramework d:/home/darby/bts/blue2-hotfix-akuna/blue2/UIFramework/tc2/Calculator2/InterpolationCalculation/XFEDInterpolationCalculator.cs
+      //I since removed it from there
+      public static void interp(InterpolationMethod interp_method, TheoPoint p1, TheoPoint p2, double driver, TheoPoint result,
+                                   DateTime exp, double strike) {
+         if (interp_method == InterpolationMethod.LINEAR) {
+            result.driver = driver;
+            result.call = _linear_interp(p1.driver, p1.call, p2.driver, p2.call, driver);
+            result.put = _linear_interp(p1.driver, p1.put, p2.driver, p2.put, driver);
+            result.cdelta = _linear_interp(p1.driver, p1.cdelta, p2.driver, p2.cdelta, driver);
+            result.pdelta = _linear_interp(p1.driver, p1.pdelta, p2.driver, p2.pdelta, driver);
+         } else if (interp_method == InterpolationMethod.TAYLOR) {
+            result.driver = driver;
+            double parity_roll = strike + p1.call - p1.put - p1.driver;
+            double fwd = driver + parity_roll;
+            if ((p1.c_interp_gamma == 0.0 || p2.c_interp_gamma == 0.0) && (DateTime.Now.Date >= exp)) {
+               result.call = Math.Max(fwd - strike, 0.0);
+               result.cdelta = (strike < fwd) ? 1.0 : 0.0;
+               //BCG.Utilities.BlueEventLog.logEvent(String.Format("Parity : {0} {1} {2} {3} {4} {5}", p1.driver, p2.driver, driver, exp, strike, true), BCG.Utilities.BlueEventLevel.Information);
+            } else {
+               result.call = _weighted_mean_taylor_interp(p1.driver, p1.call, p1.c_interp_delta, p1.c_interp_gamma,
+                                                          p2.driver, p2.call, p2.c_interp_delta, p2.c_interp_gamma, driver);
+               result.cdelta = _linear_interp(p1.driver, p1.cdelta, p2.driver, p2.cdelta, driver);
+            }
+
+            if ((p1.p_interp_gamma == 0.0 || p2.p_interp_gamma == 0.0) && (DateTime.Now.Date >= exp)) {
+               result.put = Math.Max(strike - fwd, 0.0);
+               result.pdelta = (strike > fwd) ? -1.0 : 0.0;
+               //BCG.Utilities.BlueEventLog.logEvent (String.Format ("Parity : {0} {1} {2} {3} {4} {5}", p1.driver, p2.driver, driver, exp, strike, false), BCG.Utilities.BlueEventLevel.Information);
+            } else {
+               result.put = _weighted_mean_taylor_interp(p1.driver, p1.put, p1.p_interp_delta, p1.p_interp_gamma,
+                                                      p2.driver, p2.put, p2.p_interp_delta, p2.p_interp_gamma, driver);
+               result.pdelta = _linear_interp(p1.driver, p1.pdelta, p2.driver, p2.pdelta, driver);
+            }
+         } else if (interp_method == InterpolationMethod.POLY) {
+            result.driver = driver;
+            double parity_roll = strike + p1.call - p1.put - p1.driver;
+            double fwd = driver + parity_roll;
+            if ((p1.c_interp_gamma == 0.0 || p2.c_interp_gamma == 0.0) && (DateTime.Now.Date >= exp)) {
+               result.call = Math.Max(fwd - strike, 0.0);
+               result.cdelta = (strike < fwd) ? 1.0 : 0.0;
+               //BCG.Utilities.BlueEventLog.logEvent(String.Format("Parity : {0} {1} {2} {3} {4} {5}", p1.driver, p2.driver, driver, exp, strike, true), BCG.Utilities.BlueEventLevel.Information);
+            } else {
+               result.call = _poly_interp(p1.driver, p1.call, p1.c_interp_delta, p1.c_interp_gamma, p2.driver, p2.call, p2.c_interp_delta, p2.c_interp_gamma, driver);
+               result.cdelta = _poly_interp(p1.driver, p1.cdelta, p1.c_interp_gamma, 0.0, p2.driver, p2.cdelta, p2.c_interp_gamma, 0.0, driver);
+            }
+
+            if ((p1.p_interp_gamma == 0.0 || p2.p_interp_gamma == 0.0) && (DateTime.Now.Date >= exp)) {
+               result.put = Math.Max(strike - fwd, 0.0);
+               result.pdelta = (strike > fwd) ? -1.0 : 0.0;
+               //BCG.Utilities.BlueEventLog.logEvent(String.Format("Parity : {0} {1} {2} {3} {4} {5}", p1.driver, p2.driver, driver, exp, strike, false), BCG.Utilities.BlueEventLevel.Information);
+            } else {
+               result.put = _poly_interp(p1.driver, p1.put, p1.p_interp_delta, p1.p_interp_gamma, p2.driver, p2.put, p2.p_interp_delta, p2.p_interp_gamma, driver);
+               result.pdelta = _poly_interp(p1.driver, p1.pdelta, p1.p_interp_gamma, 0.0, p2.driver, p2.pdelta, p2.p_interp_gamma, 0.0, driver);
+            }
+         }
+         /// the rest can only be linear, because we dont have the derivatives         
+         result.cgamma = _linear_interp(p1.driver, p1.cgamma, p2.driver, p2.cgamma, driver);
+         result.pgamma = _linear_interp(p1.driver, p1.pgamma, p2.driver, p2.pgamma, driver);
+         result.cvega = _linear_interp(p1.driver, p1.cvega, p2.driver, p2.cvega, driver);
+         result.pvega = _linear_interp(p1.driver, p1.pvega, p2.driver, p2.pvega, driver);
+         result.c_theta = _linear_interp(p1.driver, p1.c_theta, p2.driver, p2.c_theta, driver);
+         result.p_theta = _linear_interp(p1.driver, p1.p_theta, p2.driver, p2.p_theta, driver);
+         result.vol = _linear_interp(p1.driver, p1.vol, p2.driver, p2.vol, driver);
+         result.fwd = _linear_interp(p1.driver, p1.fwd, p2.driver, p2.fwd, driver);
+         result.standard_strike = _linear_interp(p1.driver, p1.standard_strike, p2.driver, p2.standard_strike, driver);
+         result.c_adj_vega = _linear_interp(p1.driver, p1.c_adj_vega, p2.driver, p2.c_adj_vega, driver);
+         result.p_adj_vega = _linear_interp(p1.driver, p1.p_adj_vega, p2.driver, p2.p_adj_vega, driver);
+         result.c_oev = _linear_interp(p1.driver, p1.c_oev, p2.driver, p2.c_oev, driver);
+         result.p_oev = _linear_interp(p1.driver, p1.p_oev, p2.driver, p2.p_oev, driver);
+         result.c_slope_vega = _linear_interp(p1.driver, p1.c_slope_vega, p2.driver, p2.c_slope_vega, driver);
+         result.p_slope_vega = _linear_interp(p1.driver, p1.p_slope_vega, p2.driver, p2.p_slope_vega, driver);
+         result.c_vanna = _linear_interp(p1.driver, p1.c_vanna, p2.driver, p2.c_vanna, driver);
+         result.p_vanna = _linear_interp(p1.driver, p1.p_vanna, p2.driver, p2.p_vanna, driver);
+         result.veganovr = _linear_interp(p1.driver, p1.veganovr, p2.driver, p2.veganovr, driver);
+         result.standard_strike = _linear_interp(p1.driver, p1.standard_strike, p2.driver, p2.standard_strike, driver);
+         result.theo_time = p1.theo_time;
+      }
+
+      /// Computes theos at a given driver price (extrapolating using taylors)
+      public static double get_theo_at_driver(TheoPoint tp, double driver, bool is_call) {
+         tp = tp ?? TheoPoint.shared_null_tp;
+         double driver_diff = driver - tp.driver;
+         if (is_call)
+            return tp.call + (tp.cdelta * driver_diff) + (0.5 * tp.cgamma * driver_diff * driver_diff);
+         else
+            return tp.put + (tp.pdelta * driver_diff) + (0.5 * tp.pgamma * driver_diff * driver_diff);
+      }
+   }
+}

src/client/spark/AW2/Misc/ThreadedBlackboard.cs

@@ -0,0 +1,108 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Security.AccessControl;
+using System.Text;
+using System.Threading.Tasks;
+
+using BCG;
+
+using bts.api;
+
+namespace mbts.spark {
+   /// <summary>
+   /// For classes, that are constructed and run on their
+   /// own thread, this class provides a threaded wrapper
+   /// around the main blackboard.
+   /// The assumption here is that this class will
+   /// be constructed in the secondary thread, and 
+   /// all functions prefixed with 'sec_thread' will be called
+   /// from the same secondary thread.
+   /// </summary>
+   public class ThreadedBlackboard {
+      private IBus _bus;
+      private List<IDisposable> _subs = new List<IDisposable>();
+      private HashSet<object> _tag_map = new HashSet<object>();
+      public event Action<object, object> data_callback = (t, v) => { };
+      public event Action timer_callback = () => { };
+
+      private IDictionary<object, object> _cache = new
+         Dictionary<object, object>();
+      private static int _tid() { return VolSurfaceTroubleshootingFunctions.tid(); }
+      public ThreadedBlackboard(IBus bus) {
+         bts.Log.Ui.info($"ThreadedBlackBoard.cons tid:{ _tid()}");
+         _bus = bus;
+         subscribe(SparkTags.SparkTimer);
+         System.Threading.Thread timer_thread = new System.Threading.Thread(() => {
+            DateTime start_time = DateTime.Now;
+            while (true) {
+               System.Threading.Thread.Sleep(100);
+               _bus.post(SparkTags.SparkTimer, DateTime.Now - start_time);
+            }
+         });
+         timer_thread.IsBackground = true;
+         timer_thread.Start();
+      }
+
+      #region Public API
+
+      public T read_state<T>(ITag<T> tag, T not_found_default = default(T)) {
+         var rv = _retrieve_from_cache(tag);
+         if (rv is null) {
+            return not_found_default;
+         }
+         return (T)rv;
+      }
+
+      public void subscribe<T>(ITag<T> tag) {
+         if (_tag_map.Contains(tag)) {
+            return;
+         }
+         _tag_map.Add(tag);
+         bts.Log.Ui.info($"ThreadedBlackBoard.subscribe tag:{tag} tid:{ _tid()}");
+         var observable = _bus.subscribe(tag).OnDispatcher().Subscribe(
+            data => _on_bus_data(tag, data));
+         _subs.Add(observable);
+      }
+
+      public void post<T>(ITag<T> tag, T data, bool block_until_written = false) {
+         bts.Log.Ui.diag($"ThreadedBlackBoard.post tag:{tag} data:{_data_string(data)} " +
+                         $"tid:{_tid()}");
+         _cache[tag] = data;
+         _bus.post(tag, data);
+      }
+
+      #endregion
+
+      private static string _data_string<T>(T data) {
+         string rv = "Null";
+         try {
+            rv = data.ToString();
+         } catch (Exception ex) {
+            bts.Log.Ui.error($"ThreadedBlackBoard data:Null ex:{ex.Message}");
+         }
+         return rv;
+      }
+
+      private void _on_bus_data<T>(ITag<T> tag, T data) {
+         _cache[tag] = data;
+         if (tag == SparkTags.SparkTimer) {
+            timer_callback();
+            return;
+         }
+         bts.Log.Ui.diag($"ThreadedBlackBoard._on_bus_data tag:{tag} data:{_data_string(data)} " +
+                         $"tid:{_tid()}");
+         data_callback(tag, data);
+      }
+
+      private object _retrieve_from_cache(object tag) {
+         object rv = null;
+         if (_cache.TryGetValue(tag, out rv))
+            return rv;
+         else
+            return null;
+      }
+   }
+}

src/client/spark/AW2/Misc/VolSurfaceTroubleshootingFunctions.cs

@@ -0,0 +1,185 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts;
+using mbts.analytics;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.spark;
+using bts.utils;
+using bts.api;
+using bts.collections;
+using System.Collections.Immutable;
+
+namespace mbts.spark {
+   /// This contains the list of global values for the vol
+   /// surface (whereas VolSurfaceDisplayGrid has exp keyed
+   /// values)
+   public static class VolSurfaceTroubleshootingFunctions {
+      public static string log_string(this VolSurfaceInput vs_inp) {
+         string rv = "Null";
+         if (vs_inp.surface_parameters != null && vs_inp.surface_parameters.curve_parameters_map != null) {
+            rv = String.Empty;
+            foreach (var kv in vs_inp.surface_parameters.curve_parameters_map) {
+               var exp = kv.Item1;
+               var exp_data = kv.Item2;
+               double atm_vol = VolSurfaceDataFunctions.get_atm_vol(vs_inp.surface_settings, exp_data);
+               rv += $"exp:{exp.expiration.ToShortDateString()} atm_vol:{atm_vol} \n";
+            }
+         }
+         return rv;
+      }
+
+      public static string log_string(this VolSurfaceOutput vs_out,
+                                      DateTime? exp_filter = null) {
+         if (vs_out == null) {
+            return "Null";
+         }
+         var vs_inp = vs_out.volsurface_input;
+         string rv = "vs_inp:" + vs_inp == null ? "Null" : vs_inp.log_string() + "\n";
+         rv += "vs_output:" + "\n";
+         if (vs_out.exp_output_map != null) {
+            foreach (var exp_kv in vs_out.exp_output_map) {
+               var exp = exp_kv.Key;
+               var exp_output = exp_kv.Value;
+               rv += $"exp: {exp} fwd: {exp_output.fwd} c_fwd: {exp_output.conversion_fwd} " +
+                     $"atm_vol: {exp_output.atm_vol}" + "\n";
+               var sorted_k_map = exp_output.strike_vol_map.ToImmutableSortedDictionary();
+               foreach (var k_kv in sorted_k_map) {
+                  rv += $"exp: {exp} k: {k_kv.Key} vol: {k_kv.Value}" + "\n";
+               }
+            }
+         }
+         return rv;
+      }
+
+      private static string _trim_leading_char(string s, char c) {
+         if (!s.is_null_or_empty() && s.EndsWith(c)) {
+            return s.Remove(s.Length - 1, 1);
+         }
+         return s;
+      }
+
+      internal static string log_string(this VolSurfaceDisplayModel.DisplayModelData dm_data) {
+         string rv = String.Empty;
+         string global_grid_str = dm_data.global_grid == null ? "Null" : dm_data.global_grid.log_string();
+         rv += $"global_grid: {global_grid_str} \n";
+         string exp_grid_str = dm_data.exp_grid == null ? "Null" : dm_data.exp_grid.log_string();
+         rv += $"exp_grid: {exp_grid_str} \n";
+         return rv;
+      }
+
+      public static string log_string(this VolSurfaceDisplayGlobalGrid ggrid) {
+         string rv = String.Empty;
+         foreach (var col in ggrid.get_ordered_columns()) {
+            object col_data = null;
+            ggrid.get_grid_data(col, out col_data);
+            string col_data_str = col_data == null ? "Null" : col_data.ToString();
+            rv += $"{col.display_name}:{col_data_str} ";
+         }
+         return rv;
+      }
+
+      internal static string log_string(this VolSurfaceDisplayGrid dgrid) {
+         Func<IDictionary<string, object>, string> log_exp = (map) => {
+            string rv = String.Empty;
+            foreach (var kv in map) {
+               string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
+               rv += $"{kv.Key}:{val_string},";
+            }
+            return _trim_leading_char(rv, ',');
+         };
+         string rv = String.Empty;
+         foreach (var kv in dgrid.data_map) {
+            rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
+         }
+         return _trim_leading_char(rv, ',');
+      }
+
+      internal static string log_string(this OptionDriverPriceMap map) {
+         string rv = String.Empty;
+         foreach (var kv in map.exp_price_map) {
+            DriverMD dmd = kv.Value;
+            var dmd_pr = dmd.get_driver();
+            var dmd_sec = !dmd.driver_security.HasValue ? "NULL" :
+               dmd.driver_security.Value.security_desc();
+            rv += $"{kv.Key.ToString()}:{dmd_sec},{dmd_pr}\n";
+         }
+         return _trim_leading_char(rv, ',');
+      }
+
+      internal static string log_string(this VolCurveMarketImpliedVolData d,
+                                        bool log_all_vols = false) {
+         string rv = $"atm_strike: {d.atm_strike} atm_vol: {d.atm_vol}";
+         if (log_all_vols) {
+            var pk_vols = new SortedDictionary<double, double>(d.put_rawk_vols);
+            var ck_vols = new SortedDictionary<double, double>(d.call_rawk_vols);
+            foreach (var kv in pk_vols) {
+               rv += "\n" + $"pk: {kv.Key} vol: {kv.Value}";
+            }
+            foreach (var kv in ck_vols) {
+               rv += "\n" + $"ck: {kv.Key} vol: {kv.Value}";
+            }
+         } else {
+            int n_vol_points = d.put_rawk_vols.Where(kv => !kv.Value.is_nan()).Count() +
+                              d.put_rawk_vols.Where(kv => !kv.Value.is_nan()).Count();
+            rv += $" n_vol_points: {n_vol_points}";
+         }
+         return rv;
+      }
+
+      internal static string log_string(this Theos t) {
+         string rv = $"strike: {t.strike} fwd: {t.fwd} driver: {t.driver} " +
+                     $"move: { t.move} vol: {t.vol} c_theo: {t.call} " +
+                     $"p_theo: {t.put}";
+         return rv;
+      }
+
+      internal static string log_string(this VolMatrix v) {
+         string rv = $"strike: {v.strike} fwd: {v.fwd} driver: {v.driver} " +
+                     $"vol: {v.vol}";
+         return rv;
+      }
+
+      internal static string log_string(this SystemContractData sc_data) {
+         Func<uint?, string> k_id = (id) => {
+            return !id.HasValue ? "NULL" : id.Value.ToString();
+         };
+         string rv = "SystemContractData data:" + "\n";
+         foreach (var kv in sc_data.strike_map) {
+            var exp = kv.Key;
+            foreach (var k in kv.Value) {
+               rv += $"exp: {exp} k: {k} c_id: {k_id(k.call_put_id.Item1)} " +
+                     $"p_id: {k.call_put_id.Item2}" + "\n";
+            }
+         }
+         return rv;
+      }
+
+      internal static string log_string(this VolCurveDisplayGraph g) {
+         Func<string, IEnumerable<Tuple<double, double>>, string> points_txt =
+         (t, points) => {
+            string rv = t + "\n";
+            if (points != null)
+               foreach (var kv in points) {
+                  rv += $"{kv.Item1},{kv.Item2}" + "\n";
+               }
+            return rv;
+         };
+         string rv = "VolCurveDisplayGraph:" + "\n";
+         rv += points_txt("all_points", g.all_points);
+         rv += points_txt("special_call_points", g.special_call_points);
+         rv += points_txt("special_put_points", g.special_put_points);
+         rv += points_txt("atm_point", new Tuple<double, double>[] { g.atm_point });
+         rv += $"call_wing_start: {g.call_wing_start}" + "\n";
+         rv += $"put_wing_start: {g.put_wing_start}";
+         return rv;
+      }
+
+      internal static int tid() {
+         return System.Threading.Thread.CurrentThread.ManagedThreadId;
+      }
+   }
+}