add symbol column to mview

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

@@ -138,6 +138,7 @@ namespace mbts.spark {
          public event Action invalidated;
 
          #region Bound Properties
+         public string symbol => security.display_symbol();
          public bool inside_bids => _inside_bids.value;
          public bool inside_asks => _inside_asks.value;
          public int position => _position.value;
@@ -423,4 +424,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

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

@@ -41,6 +41,7 @@ namespace mbts.spark {
          const double working_orders_col_width = 105;
          IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
          add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.Symbol, DefaultColumnHeaders.Symbol, r => r.symbol, nameof(Row.symbol), DefaultColumnWidths.Symbol, symbol_filter, DataGridFilterKnownTemplates.DiscreteValues);
          add_col(Columns.Volume, "Volume", r => r.volume_text, nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
          add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);         
@@ -134,6 +135,7 @@ namespace mbts.spark {
                   }
                   if (s.filters is FilterStates filters) {
                      security_filter.load_state(filters.security);
+                     symbol_filter.load_state(filters.symbols);
                      bid_price_filter.load_state(filters.bid_price);
                      bid_merged_size_filter.load_state(filters.bid_merged_size);
                      bid_direct_size_filter.load_state(filters.bid_direct_size);
@@ -184,6 +186,7 @@ namespace mbts.spark {
       public static IComparer<Row> get_column_comparer(Columns column) {
          switch (column) {
             case Columns.Security: return wrap(r => r.security);
+            case Columns.Symbol: return wrap(r => r.symbol);
             case Columns.SecurityKey: return wrap(r => r.security.Id);
             case Columns.Volume: return wrap(r => r.volume);
             case Columns.Last: return wrap(r => r.last_price);
@@ -217,6 +220,7 @@ namespace mbts.spark {
 
       #region Filters
       public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
+      public IDataGridColumnPersistentFilter<Row, string[]> symbol_filter { get; } = DiscreteValuesFilterVM.Common.symbol<Row>(r => r.symbol, nameof(Row.symbol));
       public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_merged_size, nameof(Row.bid_merged_size));
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_direct_size, nameof(Row.bid_direct_size));
@@ -252,6 +256,7 @@ namespace mbts.spark {
       public FilterStates get_filter_states() {
          return new FilterStates {
             security = security_filter.get_state(),
+            symbols = symbol_filter.get_state(),
             bid_price = bid_price_filter.get_state(),
             bid_merged_size = bid_merged_size_filter.get_state(),
             bid_direct_size = bid_direct_size_filter.get_state(),

src/client/spark/Modules/Market/MarketView/MarketViewView.xaml.cs

@@ -10,6 +10,7 @@ namespace mbts.ui.spark {
    partial class MarketViewView : UserControl {
       public enum Columns {
          Security,
+         Symbol,
          Volume,
          Last,
          LastSpd,
@@ -49,4 +50,4 @@ namespace mbts.ui.spark {
    }
 
    class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row> { }
-}
+}

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

@@ -1,7 +1,6 @@
 using bts.api;
 using bts.proto;
 using bts.settings;
-using bts.view;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -101,6 +100,7 @@ namespace bts.shell {
          static class DefaultColumns {
 
             public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol, is_visible: false);
             public static GridColumnSettings volume => new GridColumnSettings(col_id(Columns.Volume), DefaultColumnHeaders.Volume, width: DefaultColumnWidths.Volume);
             public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
             public static GridColumnSettings last_from_spread => new GridColumnSettings(col_id(Columns.LastSpd), DefaultColumnHeaders.S, width: DefaultColumnWidths.Price, is_visible: false);
@@ -140,6 +140,7 @@ namespace bts.shell {
             public static IEnumerable<GridColumnSettings> all {
                get {
                   yield return security;
+                  yield return symbol;
                   yield return volume;
                   yield return last;
                   yield return last_from_spread;
@@ -232,6 +233,8 @@ namespace bts.shell {
          public string last_price_from_spread;
          [ProtoMember(28)]         
          public string mic_code;
+         [ProtoMember(29)]
+         public string[] symbols;
       }
 
       // migration rules

src/client/spark/Modules/Market/TimeAndSales/Settings/TimeAndSalesFilterStates.cs

@@ -1,11 +1,13 @@
-using mbts.spark.filters;
+using bts.utils;
+using Google.Protobuf;
+using mbts.spark.filters;
 using mbts.ui;
 using ProtoBuf;
 using System;
-
+
 namespace bts.shell.time_and_sales {
    [ProtoContract]
-   class FilterStates {
+   class FilterStates : IDeepCloneable<FilterStates> {
       [ProtoMember(1)]
       public TimeFilterTuple time;
       [ProtoMember(2)]
@@ -20,12 +22,24 @@ namespace bts.shell.time_and_sales {
       public string security_key;
       [ProtoMember(7)]
       public co2.AggressorSide[] aggressor_sides;
+      [ProtoMember(8)]
+      public string[] symbols;
+
+      public FilterStates Clone() =>
+         new FilterStates {
+            time = time.Clone(),
+            security = security?.Copy(),
+            price = price?.Clone(),
+            size = size?.Clone(),
+            symbols = ArrayHelper.safe_convert(symbols, sym => sym?.Copy())
+         };
    }
 
    static class TimeAndSalesFilterStatesExtensions {
       public static Func<TimeAndSalesRowVM, bool> build_predicate(this FilterStates fs) {
          var pb = new ColumnPredicateBuilder<TimeAndSalesRowVM>();
          pb.add_regex(fs.security, r => r.security.ToString());
+         pb.add_discrete_values(fs.symbols, r => r.symbol);
          pb.add_time_filter(fs.time, r => r.time);
          pb.add_price(fs.price, r => r.price, r => r.security);
          pb.add_numeric(fs.size, r => r.size);

src/client/spark/Modules/Market/TimeAndSales/Settings/TimeAndSalesSettings.cs

@@ -1,74 +1,90 @@
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.settings;
-using ProtoBuf;
-using System.Collections.Generic;
-using System.Linq;
-using static mbts.ui.controls.DIYGrid;
-using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
-
-namespace bts.shell.time_and_sales {
-   [ProtoContract]
-   class TimeAndSalesSettings {
-      [ProtoMember(1)]
-      public readonly SecurityCriteria security_criteria;
-      [ProtoMember(2)]
-      List<SortingCriteria> _sorting_criterion;
-      [ProtoMember(3)]
-      public FilterStates filters;
-      [ProtoMember(4)]
-      public GridSettings grid;
-      [ProtoMember(5)]
-      public SparkMenuDisplaySettings menu_display;
-      [ProtoMember(6)]
-      public bool use_defaults;
-
-      public TimeAndSalesSettings() { }
-
-      public TimeAndSalesSettings(SecurityCriteria security_criteria) :
-         this(security_criteria, new FilterStates(), null, null) { }
-
-      public TimeAndSalesSettings(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
-         this.security_criteria = security_criteria;
-         this.filters = filters;
-         this.grid = grid;
-         _sorting_criterion = sorting_criterion;
-      }
-
-      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
-
-      public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
-
-      public static TimeAndSalesSettings Default(SecurityCriteria security_criteria) =>
-        new TimeAndSalesSettings(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
-
-      public TimeAndSalesSettings with(SecurityCriteria security_criteria) =>
-         new TimeAndSalesSettings(security_criteria, filters, grid);
-
-      public static class DefaultColumns {
-         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.col_id(), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
-         public static GridColumnSettings time => new GridColumnSettings(Columns.Time.col_id(), DefaultColumnHeaders.Time, width: DefaultColumnWidths.TimeOfDay);
-         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.col_id(), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-         public static GridColumnSettings size => new GridColumnSettings(Columns.Size.col_id(), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-         public static GridColumnSettings aggressor => new GridColumnSettings(Columns.Aggressor.col_id(), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
-         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.col_id(), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
-
-         public static IEnumerable<SortingCriteria> default_sorting_criterion {
-            get {
-               yield return new SortingCriteria(time.id, false);
-            }
-         }
-
-         public static IEnumerable<GridColumnSettings> all {
-            get {
-               yield return security;
-               yield return time;
-               yield return price;
-               yield return size;
-               yield return aggressor;
-               yield return security_key;
-            }
-         }
-      }
-   }
-}
+using bts.utils;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using static mbts.ui.controls.DIYGrid;
+using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
+
+namespace bts.shell.time_and_sales {
+   [ProtoContract]
+   class TimeAndSalesSettings {
+      [ProtoMember(1)]
+      public readonly SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      List<SortingCriteria> _sorting_criterion;
+      [ProtoMember(3)]
+      public FilterStates filters;
+      [ProtoMember(4)]
+      public GridSettings grid;
+      [ProtoMember(5)]
+      public SparkMenuDisplaySettings menu_display;
+      [ProtoMember(6)]
+      public bool use_defaults;
+      [ProtoMember(7)]
+      string[] _symbols;
+
+      public TimeAndSalesSettings() { }
+
+      public TimeAndSalesSettings(SecurityCriteria security_criteria) :
+         this(security_criteria, new FilterStates(), null, null) { }
+
+      public TimeAndSalesSettings(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
+         this.security_criteria = security_criteria;
+         this.filters = filters;
+         this.grid = grid;
+         _sorting_criterion = sorting_criterion;
+      }
+
+      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+      public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
+      public IReadOnlyList<string> symbols => _symbols ?? Array.Empty<string>();
+
+      public static TimeAndSalesSettings Default(SecurityCriteria security_criteria) =>
+        new TimeAndSalesSettings(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
+
+      // todo: should prob clone new instances of each member;
+      // prob won't make a difference in practice, but it's weird that 2 instances of TimeAndSalesSettings
+      // share the same instances of internal members.
+      public TimeAndSalesSettings with(SecurityCriteria security_criteria) =>
+         new TimeAndSalesSettings(security_criteria, filters, grid.clone()) {
+            filters = filters?.Clone(),
+            grid = grid?.clone(),
+            menu_display = menu_display.Clone(),
+            use_defaults = use_defaults,
+            _symbols = ArrayHelper.safe_convert(_symbols, sym => sym?.Copy())
+         };
+
+      public static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.col_id(), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+         public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.col_id(), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol, is_visible: false);
+         public static GridColumnSettings time => new GridColumnSettings(Columns.Time.col_id(), DefaultColumnHeaders.Time, width: DefaultColumnWidths.TimeOfDay);
+         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.col_id(), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings size => new GridColumnSettings(Columns.Size.col_id(), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings aggressor => new GridColumnSettings(Columns.Aggressor.col_id(), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.col_id(), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+
+         public static IEnumerable<SortingCriteria> default_sorting_criterion {
+            get {
+               yield return new SortingCriteria(time.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return symbol;
+               yield return time;
+               yield return price;
+               yield return size;
+               yield return aggressor;
+               yield return security_key;
+            }
+         }
+      }
+   }
+}

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

@@ -39,6 +39,7 @@ namespace bts.shell.time_and_sales {
       public uint trade_key { get; }
       public uint security_key => security.Id;
       public SecurityImmutable security { get; }
+      public string symbol => security.display_symbol();
       public DateTime time => ((ulong)_trade.Time).lldatetime().ToLocalTime();
       public double price => _trade.price();
       public uint size => _trade.Size;

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

@@ -80,6 +80,13 @@ namespace bts.shell.time_and_sales {
             DefaultColumnWidths.Security,
             security_filter,
             DataGridFilterKnownTemplates.Regex);
+         add_column(
+            TimeAndSalesView.Columns.Symbol,
+            r => r.symbol,
+            DefaultColumnHeaders.Symbol,
+            DefaultColumnWidths.Symbol,
+            symbol_filter,
+            DataGridFilterKnownTemplates.DiscreteValues);
          add_column(
             TimeAndSalesView.Columns.Time,
             r => r.time.ToString("h:mm:ss tt"),
@@ -131,7 +138,10 @@ namespace bts.shell.time_and_sales {
             return Disposable.Create(() => f.filter_changed -= _refresh_filter.execute);
          }));
          _sort_manager.active_sorting_changed += _refresh_sort.execute;
-         resources.Add(Disposable.Create(() => _sort_manager.active_sorting_changed -= _refresh_sort.execute));
+         resources.Add(Disposable.Create(() => {
+            _sort_manager.active_sorting_changed -= _refresh_sort.execute;
+            _filters.OfType<IDisposable>().DisposeAll();
+         }));
          _dispose = Disposable.Create(resources.ToArray());
          // local methods
          void add_column(
@@ -182,6 +192,7 @@ namespace bts.shell.time_and_sales {
       // filters
       public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<TimeAndSalesRowVM>(r => r.time);
       public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security.ToString(), nameof(TimeAndSalesRowVM.security));
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string[]> symbol_filter { get; } = DiscreteValuesFilterVM.Common.symbol<TimeAndSalesRowVM>(r => r.symbol, nameof(TimeAndSalesRowVM.symbol));
       public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<TimeAndSalesRowVM>(r => r.price);
       public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, UIntMinMaxState> size_filter { get; } = new UIntMinMax<TimeAndSalesRowVM>(r => r.size, nameof(TimeAndSalesRowVM.size));
       public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<TimeAndSalesRowVM, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side);
@@ -259,6 +270,7 @@ namespace bts.shell.time_and_sales {
             // load filters
             time_filter.load_state(filters.time);
             security_filter.load_state(filters.security);
+            symbol_filter.load_state(filters.symbols);
             price_filter.load_state(filters.price);
             size_filter.load_state(filters.size);
             aggressor_filter.load_state(filters.aggressor_sides);
@@ -349,6 +361,7 @@ namespace bts.shell.time_and_sales {
             case TimeAndSalesView.Columns.Aggressor: return wrap(r => r.aggressor_side);
             case TimeAndSalesView.Columns.Time: return wrap(r => r.time);
             case TimeAndSalesView.Columns.Security: return wrap(r => r.security);
+            case TimeAndSalesView.Columns.Symbol: return wrap(r => r.symbol);
             case TimeAndSalesView.Columns.Price: return wrap(r => r.price);
             case TimeAndSalesView.Columns.Size: return wrap(r => r.size);
             case TimeAndSalesView.Columns.SecurityKey: return wrap(r => r.security_key);
@@ -373,6 +386,7 @@ namespace bts.shell.time_and_sales {
          new FilterStates {
             time = time_filter.get_state(),
             security = security_filter.get_state(),
+            symbols = symbol_filter.get_state(),
             price = price_filter.get_state(),
             size = size_filter.get_state(),
             security_key = security_key_filter.get_state(),

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

@@ -6,7 +6,7 @@ namespace bts.shell.time_and_sales {
    /// Interaction logic for TimeAndSalesView.xaml
    /// </summary>
    partial class TimeAndSalesView : UserControl {
-      public enum Columns { Time, Security, Price, Size, SecurityKey, Aggressor, RowKey }
+      public enum Columns { Time, Security, Symbol, Price, Size, SecurityKey, Aggressor, RowKey }
 
       public TimeAndSalesView() =>
          InitializeComponent();

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

@@ -1,18 +1,20 @@
 using bts.api;
-using bts.spark;
+using bts.settings;
 using bts.shell.time_and_sales;
+using bts.spark;
 using mbts;
 using mbts.co2;
+using mbts.config;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
 using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
 using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
-using mbts.config;
 
 namespace bts.shell {
    class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesSettings> {
@@ -40,7 +42,7 @@ namespace bts.shell {
 
       public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
          Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon,
-            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g)),
+            _settings_hub.create_time_and_sales_settings_manager(state.grid),
             _time_and_sales_conf.can_pause_updates,
             _security_auxiliary_model.get_display_quantity_divisor));
 
@@ -55,5 +57,12 @@ namespace bts.shell {
          public TimeAndSalesConfig(bts.config.TimeAndSalesOptions options) =>
             can_pause_updates = options.can_pause_updates;
       }
+
+      // migration rules
+      [Export(typeof(ITimeAndSalesGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : ITimeAndSalesGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(TimeAndSalesSettings.DefaultGridSettings.columns, out new_settings);
+      }
    }
 }

src/client/spark/Modules/Trading/PNL/VM/PNLVM.cs

@@ -118,7 +118,15 @@ namespace bts.shell.pnl {
             ).FilterWithRaw(filter_src, PNLRowData.key_fn, null)
             .OnDispatcher()
             .Subscribe(_update),
-            _symbols_source(pnl_source).OnDispatcher().Subscribe(symbol_filter_items_observer),
+            // Note: the symbol filter items don't really need to be an IObservable
+            // (the symbol items used to be extracted from the IObservable pnl_source).
+            // It is only an IObservable now due to legacy; the filter was designed to observe incremental updates.
+            // This is can be easily changed if need be.
+            Observable.Return(
+               TableUpdate<string, string>.mk_empty(sym => sym).with_added(
+               SecurityHelper.get_all_display_symbols()))
+            .OnDispatcher()
+            .Subscribe(symbol_filter_items_observer),
             Disposable.Create(() => {
                foreach (var f in _all_filters)
                   f.filter_changed -= _refresh_filter.execute;

src/client/spark/core/ShellInterface/UserSettings/ISettingsMigrationRule.cs

@@ -18,6 +18,7 @@ namespace bts.settings {
    interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
    interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface ITimeAndSalesGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
 
    static class SettingsMigrationHelper {
       public static bool apply<T>(T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, out T new_settings) {

src/client/spark/core/ShellInterface/UserSettings/UserSettingsHub.cs

@@ -26,7 +26,8 @@ namespace mbts.persist {
          _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
          _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
          _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs)),
-         _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
+         _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs)),
+         _time_and_sales_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.time_and_sales_grid, (us, gs) => us.with(time_and_sales: gs));
 
       static readonly IImmutableProperty<UserSettings, PNLSettings>
          _pnl_propi = ImmutableProperty.create<UserSettings, PNLSettings>(us => us.pnl, (us, pnl) => us.with(pnl: pnl));
@@ -38,6 +39,7 @@ namespace mbts.persist {
       readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
       readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
       readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
+      readonly IEnumerable<ITimeAndSalesGridSettingsMigrationRule> _time_and_sales_migration_rules;
       readonly IUserPersist _persist;
 
       UserSettings _default_settings;
@@ -49,7 +51,8 @@ namespace mbts.persist {
          [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
          [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
          [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
-         [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules) {
+         [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules,
+         [ImportMany]IEnumerable<ITimeAndSalesGridSettingsMigrationRule> time_and_sales_migration_rules) {
          //
          _persist = persist;
          _fills_migration_rules = fills_migration_rules ?? Enumerable.Empty<IFillsGridSettingsMigrationRule>();
@@ -57,6 +60,7 @@ namespace mbts.persist {
          _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
          _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
          _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
+         _time_and_sales_migration_rules = time_and_sales_migration_rules ?? Enumerable.Empty<ITimeAndSalesGridSettingsMigrationRule>();
          init();
          async void init() {
             UserSettings s;
@@ -148,6 +152,12 @@ namespace mbts.persist {
             _synth_migration_rules,
             _synth_propi);
 
+      public IWindowSettingsManager<GridSettings> create_time_and_sales_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _time_and_sales_migration_rules,
+            _time_and_sales_propi);
+
       public async Task save_default(UserSettings value) {
          // notify observers before persisting so the changes are reflected immediately in the ui
          lock (_default_settings_lock) {

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

@@ -402,8 +402,10 @@ namespace mbts.spark.filters {
          public static IDataGridColumnPersistentFilter<TRow, Venue[]> exchange<TRow>(Func<TRow, Venue> get_row_exchange, string prop_name) =>
             Create(EnumHelper.get_values_except(Venue.Unset).ToList(), get_row_exchange, prop_name);
          // Symbol
-         public static IDataGridColumnPersistentFilter<TRow, string[]> symbol<TRow>(Func<TRow, string> get_row_symbol, string prop_name) =>
-            Create(co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(), get_row_symbol, prop_name);
+         public static IDataGridColumnPersistentFilter<TRow, string[]> symbol<TRow>(Func<TRow, string> get_row_symbol, string prop_name, bool use_display_symbols = true) {
+            var symbols = use_display_symbols ? SecurityHelper.get_all_display_symbols() : co2.UserSymbol.get_all().Select(u => u.symbol);
+            return Create(symbols.Distinct().Ordered().ToList(), get_row_symbol, prop_name);
+         }
          // Security Type
          public static IDataGridColumnPersistentFilter<TRow, Security.ContractOneofCase[]> security_type<TRow>(Func<TRow, Security.ContractOneofCase> get_row_security_type, string prop_name) =>
             Create(EnumHelper.get_values_except(

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

@@ -1,4 +1,5 @@
 using bts.utils;
+using Google.Protobuf;
 using ProtoBuf;
 using System;
 
@@ -9,7 +10,7 @@ namespace mbts.spark.filters {
    }
 
    [ProtoContract]
-   class DoubleStatus : INullableStructProto<double>, IEquatable<DoubleStatus> {
+   class DoubleStatus : INullableStructProto<double>, IDeepCloneable<DoubleStatus>, IEquatable<DoubleStatus> {
       [ProtoMember(1)]
       bool _active;
       [ProtoMember(2)]
@@ -21,6 +22,12 @@ namespace mbts.spark.filters {
          set { if (_active = value.HasValue && !double.IsNaN(value.Value)) _value = value.Value; }
       }
 
+      public DoubleStatus Clone() =>
+         new DoubleStatus {
+            _active = _active,
+            _value = _value
+         };
+
       public bool Equals(DoubleStatus other) =>
          other != null &&
          _active == other._active &&
@@ -32,20 +39,25 @@ namespace mbts.spark.filters {
    }
 
    [ProtoContract]
-   class DoubleMinMaxState : IMinMaxState<double>, IEquatable<DoubleMinMaxState> {
+   class DoubleMinMaxState : IMinMaxState<double>, IDeepCloneable<DoubleMinMaxState>, IEquatable<DoubleMinMaxState> {
       [ProtoMember(1)]
       readonly DoubleStatus _minimum;
       [ProtoMember(2)]
       readonly DoubleStatus _maximum;
 
-      public DoubleMinMaxState() {
-         _minimum = new DoubleStatus();
-         _maximum = new DoubleStatus();
+      public DoubleMinMaxState() : this(new DoubleStatus(), new DoubleStatus()) { }
+
+      DoubleMinMaxState(DoubleStatus minimum, DoubleStatus maximum) {
+         _minimum = minimum;
+         _maximum = maximum;
       }
 
       public INullableStructProto<double> minimum => _minimum;
       public INullableStructProto<double> maximum => _maximum;
 
+      public DoubleMinMaxState Clone() =>
+         new DoubleMinMaxState(_minimum?.Clone(), _maximum?.Clone());
+
       public bool Equals(DoubleMinMaxState other) =>
          other != null &&
          _minimum.safe_equals(other._minimum) &&

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

@@ -1,4 +1,5 @@
 using bts.utils;
+using Google.Protobuf;
 using ProtoBuf;
 using System;
 
@@ -9,7 +10,7 @@ namespace mbts.spark.filters {
    }
 
    [ProtoContract]
-   class UIntStatus : INullableStructProto<uint>, IEquatable<UIntStatus> {
+   class UIntStatus : INullableStructProto<uint>, IDeepCloneable<UIntStatus>, IEquatable<UIntStatus> {
       [ProtoMember(1)]
       bool _active;
       [ProtoMember(2)]
@@ -21,6 +22,12 @@ namespace mbts.spark.filters {
          set { if (_active = value.HasValue) _value = value.Value; }
       }
 
+      public UIntStatus Clone() =>
+         new UIntStatus {
+            _active = _active,
+            _value = _value
+         };
+
       public bool Equals(UIntStatus other) =>
          other != null &&
          _active == other._active &&
@@ -32,20 +39,25 @@ namespace mbts.spark.filters {
    }
 
    [ProtoContract]
-   class UIntMinMaxState : IMinMaxState<uint>, IEquatable<UIntMinMaxState> {
+   class UIntMinMaxState : IMinMaxState<uint>, IDeepCloneable<UIntMinMaxState>, IEquatable<UIntMinMaxState> {
       [ProtoMember(1)]
       readonly UIntStatus _minimum;
       [ProtoMember(2)]
       readonly UIntStatus _maximum;
 
-      public UIntMinMaxState() {
-         _minimum = new UIntStatus();
-         _maximum = new UIntStatus();
+      public UIntMinMaxState() : this(new UIntStatus(), new UIntStatus()) { }
+
+      UIntMinMaxState(UIntStatus minimum, UIntStatus maximum) {
+         _minimum = minimum;
+         _maximum = maximum;
       }
 
       public INullableStructProto<uint> minimum => _minimum;
       public INullableStructProto<uint> maximum => _maximum;
 
+      public UIntMinMaxState Clone() =>
+         new UIntMinMaxState(_minimum?.Clone(), _maximum?.Clone());
+
       public bool Equals(UIntMinMaxState other) =>
          other != null &&
          _minimum.safe_equals(other._minimum) &&

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

@@ -1,11 +1,12 @@
-using mbts.ui.controls;
+using Google.Protobuf;
+using mbts.ui.controls;
 using ProtoBuf;
 using System;
 using System.Globalization;
 
 namespace mbts.ui {
    [ProtoContract]
-   public struct TimeFilterTuple : IEquatable<TimeFilterTuple> {
+   public struct TimeFilterTuple : IDeepCloneable<TimeFilterTuple>, IEquatable<TimeFilterTuple> {
       [ProtoMember(1)]
       readonly TimeFilterMode _mode;
       [ProtoMember(2)]
@@ -27,6 +28,8 @@ namespace mbts.ui {
          _mode == TimeFilterMode.CMEOpen ||
          (_mode == TimeFilterMode.Period && (_begin.result.HasValue || _end.result.HasValue));
 
+      public TimeFilterTuple Clone() =>
+         new TimeFilterTuple(_mode, _begin.Clone(), _end.Clone());
 
       public bool Equals(TimeFilterTuple other) =>
          other._mode == _mode && other._begin.Equals(_begin) && other._end.Equals(_end);
@@ -42,7 +45,7 @@ namespace mbts.ui {
    }
 
    [ProtoContract]
-   public struct TimeTextTuple : IEquatable<TimeTextTuple> {
+   public struct TimeTextTuple : IDeepCloneable<TimeTextTuple>, IEquatable<TimeTextTuple> {
       [ProtoMember(1)]
       readonly string _month_text;
       [ProtoMember(2)]
@@ -86,6 +89,9 @@ namespace mbts.ui {
          }
       }
 
+      public TimeTextTuple Clone() =>
+         new TimeTextTuple(_month_text, _day_text, _year_text, _time_text);
+
       public bool Equals(TimeTextTuple other) =>
          other._month_text == month_text &&
          other._day_text == _day_text &&

src/client/spark/view/Spark/ContractPicker/SecurityCriteria.cs

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.utils;
+using Google.Protobuf;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -8,7 +9,7 @@ using System.Reactive.Linq;
 
 namespace mbts.spark {
    [ProtoContract]
-   class SecurityCriteria : IEquatable<SecurityCriteria> {
+   class SecurityCriteria : IDeepCloneable<SecurityCriteria>, IEquatable<SecurityCriteria> {
       public SecurityCriteria()
       {
          clauses = new SecurityCriteriaClause[] { };
@@ -40,13 +41,16 @@ namespace mbts.spark {
       internal static IObservable<IEnumerable<SecurityImmutable>> to_securities(SecurityCriteria security_criteria, IBus bus) =>
          security_criteria == null ? Observable.Empty<IEnumerable<SecurityImmutable>>() : security_criteria.subscribe(bus);
 
+      public SecurityCriteria Clone() =>
+         new SecurityCriteria(ArrayHelper.convert(clauses, c => c.Clone()));
+
       public bool Equals(SecurityCriteria other) => EqualityComparer.safe_sequence_equals(clauses, other?.clauses);
       public override bool Equals(object obj) => Equals(obj as SecurityCriteria);
       public override int GetHashCode() => EqualityComparer.safe_aggregate_hash(clauses);
    }
 
    [ProtoContract]
-   readonly struct SecurityCriteriaClause : IEquatable<SecurityCriteriaClause> {
+   readonly struct SecurityCriteriaClause : IDeepCloneable<SecurityCriteriaClause>, IEquatable<SecurityCriteriaClause> {
       public SecurityCriteriaClause(
          Venue[] exchanges = null,
          SecurityType[] security_types = null,
@@ -86,6 +90,14 @@ namespace mbts.spark {
          !symbols.is_null_or_empty() ||
          !security_keys.is_null_or_empty();
 
+      public SecurityCriteriaClause Clone() =>
+         new SecurityCriteriaClause(
+            ArrayHelper.safe_clone(exchanges),
+            ArrayHelper.safe_clone(security_types),
+            ArrayHelper.safe_clone(symbols),
+            ArrayHelper.safe_clone(security_keys),
+            pretty_name == null ? null : string.Copy(pretty_name));
+
       public override string ToString()
       {
          return pretty_name;

src/client/spark/view/Spark/SparkMenuDisplaySettings.cs

@@ -1,26 +1,30 @@
-using bts.view;
-using ProtoBuf;
-using System;
-using System.Windows.Controls;
-
-namespace bts.shell {
-   [ProtoContract]
-   struct SparkMenuDisplaySettings : IEquatable<SparkMenuDisplaySettings> {
-      [ProtoMember(1)]
-      public readonly SparkMenuDisplayState display_state;
-      [ProtoMember(2)]
-      public readonly Dock dock;
-
-      public SparkMenuDisplaySettings(SparkMenuDisplayState display_state, Dock dock) {
-         this.display_state = display_state;
-         this.dock = dock;
-      }
-
-      public static SparkMenuDisplaySettings Default =>
-         new SparkMenuDisplaySettings(SparkMenuDisplayState.Collapsed, Dock.Left);
-
-      public bool Equals(SparkMenuDisplaySettings other) =>
-         display_state == other.display_state &&
-         dock == other.dock;
-   }
-}
+using bts.view;
+using Google.Protobuf;
+using ProtoBuf;
+using System;
+using System.Windows.Controls;
+
+namespace bts.shell {
+   [ProtoContract]
+   struct SparkMenuDisplaySettings : IDeepCloneable<SparkMenuDisplaySettings>, IEquatable<SparkMenuDisplaySettings> {
+      [ProtoMember(1)]
+      public readonly SparkMenuDisplayState display_state;
+      [ProtoMember(2)]
+      public readonly Dock dock;
+
+      public SparkMenuDisplaySettings(SparkMenuDisplayState display_state, Dock dock) {
+         this.display_state = display_state;
+         this.dock = dock;
+      }
+
+      public static SparkMenuDisplaySettings Default =>
+         new SparkMenuDisplaySettings(SparkMenuDisplayState.Collapsed, Dock.Left);
+
+      public SparkMenuDisplaySettings Clone() =>
+         new SparkMenuDisplaySettings(display_state, dock);
+
+      public bool Equals(SparkMenuDisplaySettings other) =>
+         display_state == other.display_state &&
+         dock == other.dock;
+   }
+}

src/client/spark/view/Utility/SortingCriteria.cs

@@ -1,4 +1,5 @@
 using bts.utils;
+using Google.Protobuf;
 using ProtoBuf;
 using System;
 using System.ComponentModel;
@@ -6,7 +7,7 @@ using System.ComponentModel;
 namespace mbts.ui {
    [Serializable]
    [ProtoContract]
-   class SortingCriteria : IEquatable<SortingCriteria> {
+   class SortingCriteria : IDeepCloneable<SortingCriteria>, IEquatable<SortingCriteria> {
       public SortingCriteria() { }
       public SortingCriteria(SortDescription sort_description) : this(sort_description.PropertyName, sort_description.Direction == ListSortDirection.Ascending) { }
       public SortingCriteria(string col_name, bool is_ascending) {
@@ -19,6 +20,9 @@ namespace mbts.ui {
       [ProtoMember(2)]
       public bool is_ascending;
 
+      public SortingCriteria Clone() =>
+         new SortingCriteria(col_name?.Copy(), is_ascending);
+
       public bool Equals(SortingCriteria other) =>
          other != null &&
          col_name == other.col_name &&

src/client/spark_api/security/SecurityExtensions.cs

@@ -11,5 +11,8 @@ namespace bts.api {
             default: return SecurityType.Unset;
          }
       }
+
+      public static string display_symbol(this SecurityImmutable security) =>
+         SecurityHelper.get_display_symbol(security);
    }
 }

src/client/spark_api/security/SecurityHelper.cs

@@ -1,10 +1,24 @@
-using System;
+using mbts.co2;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using static bts.api.Security;
 
 namespace bts.api {
    internal static class SecurityHelper {
+      public static IEnumerable<string> get_all_display_symbols() =>
+         get_all_display_symbols(UserSymbol.get_all().Select(usym => usym.symbol));
+
+      public static IEnumerable<string> get_all_display_symbols(IEnumerable<string> system_symbols) {
+         // todo: actual impl
+         return system_symbols;
+      }
+
+      public static string get_display_symbol(SecurityImmutable security) {
+         // todo: actual impl
+         return security.Symbol;
+      }
+
       public static IEnumerable<FutureLeg> get_flat_future_legs(SecurityImmutable sec) {
          switch (sec.ContractCase) {
             case ContractOneofCase.Spread: return _get_flat_future_legs(sec.Spread.Legs, 1);

src/client/spark_core/utils/ArrayUtils.cs

@@ -1,4 +1,6 @@
-using mbts.utils;
+using bts.api.test;
+using Google.Protobuf;
+using mbts.utils;
 using System;
 using System.Collections;
 using System.Collections.Generic;
@@ -30,9 +32,6 @@ namespace bts.utils {
          }
       }
 
-      public static TResult[] safe_convert<T, TResult>(T[] array, Func<T, TResult> convert) =>
-         array == null ? Array.Empty<TResult>() : Array.ConvertAll(array, new Converter<T, TResult>(convert));
-
       public static TResult[] convert<T, TResult>(ICollection<T> source, Func<T, TResult> convert) {
          var array = new TResult[source.Count];
          int i = 0;
@@ -41,12 +40,21 @@ namespace bts.utils {
          return array;
       }
 
+      public static T[] safe_deep_clone<T>(T[] array) where T : IDeepCloneable<T> =>
+         array == null ? null : Array.ConvertAll(array, v => v.Clone());
+
+      public static TResult[] safe_convert<T, TResult>(T[] array, Func<T, TResult> convert) =>
+         array == null ? Array.Empty<TResult>() : Array.ConvertAll(array, new Converter<T, TResult>(convert));
+
       public static T[] clone<T>(T[] array) {
          T[] rv = new T[array.Length];
          Array.Copy(array, rv, array.Length);
          return rv;
       }
 
+      public static T[] safe_clone<T>(T[] array) =>
+         array == null ? Array.Empty<T>() : clone(array);
+
       /// <summary>
       /// Attemps to get an exact item count (to initialize the resultant array with an exact length, thus avoiding unneccessary allocations) by checking if the specified source implements <see cref="ICollection{T}"/>, <see cref="IReadOnlyCollection{T}"/>, or <see cref="ICollection"/>.
       /// </summary>

src/client/spark_core/utils/StringExtensions.cs

@@ -16,5 +16,8 @@ namespace bts.utils {
 
       public static bool SafeContains(this string str, string value) =>
          str != null && str.Contains(value);
+
+      public static string Copy(this string str) =>
+         string.Copy(str);
    }
 }