fix: Revert accidental change to externals

Updating generated files (and minor code adjustment) for CME schema 8 changes:
build (sparkd): Pipe 'eval' cmd stdout/err back to shell
2023-01-10 09:51:54 -05:00 · 2023-01-09 10:28:10 -05:00 · 2023-01-05 14:03:40 -05:00 · 2023-01-05 14:03:40 -05:00 · 2023-01-05 14:03:40 -05:00 · 2023-01-05 14:03:40 -05:00
388 changed files with 38064 additions and 20003 deletions
@@ -37,3 +37,4 @@ trace_data/
 *.rej
 /build
 .clangd/
+.venv/**
@@ -48,9 +48,9 @@
         }
      },
      {
-         "label": "linux build (Debug)",
+         "label": "linux_build",
         "type": "shell",
-         "command": "cd build/ninja_debug; time ninja",
+         "command": "docker exec -i ${USER}s_docker bash -c \"cd build/ninja_${input:build_configuration} && ninja\"",
         "group": {
            "kind": "build",
            "isDefault": true
@@ -59,5 +59,17 @@
            "$gcc"
         ]
      }
+   ],
+   "inputs": [
+      {
+         "id": "build_configuration",
+         "type": "pickString",
+         "default": "debug",
+         "description": "Configuration:",
+         "options": [
+            "debug",
+            "release"
+         ]
+      }
   ]
 } 
@@ -1,6 +1,8 @@
 cmake_minimum_required(VERSION 3.5)
 project(spark)

+set (USE_ONIX "TRUE")
+
 if (WIN32)
  set (platform "windows")
 else ()
@@ -40,12 +42,17 @@ else ()
                               -fPIC -Wall -pedantic -Wextra -Werror \
                               -Wno-missing-braces -Wno-ignored-qualifiers \
                               --std=c++17 -fdiagnostics-color")
+
+  if (${USE_ONIX})
+    set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DUSE_ONIX")
+  endif()
+
  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
  set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
-  add_subdirectory(src/web)
+  # add_subdirectory(src/web)
  add_subdirectory(doc/user)
  add_subdirectory(src/sdk)
  add_subdirectory(src/data_files)
@@ -63,4 +70,7 @@ else ()
    DEPENDS sparkd data_files_dir)  

  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
 endif()
@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/pfisher/bts/DJ_ICE/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -0,0 +1,21 @@
+astroid==2.7.3
+autopep8==1.5.7
+cffi==1.14.6
+colorama==0.4.4
+isort==5.9.3
+lazy-object-proxy==1.6.0
+mccabe==0.6.1
+pkg_resources==0.0.0
+platformdirs==2.3.0
+protobuf==3.19.1
+pybars3==0.9.7
+pycodestyle==2.7.0
+pycparser==2.20
+pylint==2.10.2
+PyMeta3==0.5.1
+termcolor==1.1.0
+toml==0.10.2
+typed-ast==1.4.3
+typing_extensions==4.1.1
+wrapt==1.12.1
+yapf==0.31.0
@@ -0,0 +1,10 @@
+using System.Windows;
+
+[assembly: ThemeInfo(
+    ResourceDictionaryLocation.None, //where theme specific resource dictionaries are located
+                                     //(used if a resource is not found in the page,
+                                     // or application resource dictionaries)
+    ResourceDictionaryLocation.SourceAssembly //where the generic resource dictionary is located
+                                              //(used if a resource is not found in the page,
+                                              // app, or any theme specific resource dictionaries)
+)]
@@ -0,0 +1,51 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace RiskUI {
+   /// <summary>
+   /// Follow steps 1a or 1b and then 2 to use this custom control in a XAML file.
+   ///
+   /// Step 1a) Using this custom control in a XAML file that exists in the current project.
+   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
+   /// to be used:
+   ///
+   ///     xmlns:MyNamespace="clr-namespace:RiskUI"
+   ///
+   ///
+   /// Step 1b) Using this custom control in a XAML file that exists in a different project.
+   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
+   /// to be used:
+   ///
+   ///     xmlns:MyNamespace="clr-namespace:RiskUI;assembly=RiskUI"
+   ///
+   /// You will also need to add a project reference from the project where the XAML file lives
+   /// to this project and Rebuild to avoid compilation errors:
+   ///
+   ///     Right click on the target project in the Solution Explorer and
+   ///     "Add Reference"->"Projects"->[Select this project]
+   ///
+   ///
+   /// Step 2)
+   /// Go ahead and use your control in the XAML file.
+   ///
+   ///     <MyNamespace:CustomControl1/>
+   ///
+   /// </summary>
+   public class CustomControl1 : Control {
+      static CustomControl1() {
+         DefaultStyleKeyProperty.OverrideMetadata(typeof(CustomControl1), new FrameworkPropertyMetadata(typeof(CustomControl1)));
+      }
+   }
+}
@@ -0,0 +1,24 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net471</TargetFramework>
+    <RootNamespace>bts</RootNamespace>
+    <LangVersion>7.2</LangVersion>
+    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
+    <WarningsAsErrors />
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Reference Include="PresentationCore" />
+    <Reference Include="PresentationFramework" />
+    <Reference Include="System.Xaml" />
+    <Reference Include="WindowsBase" />
+  </ItemGroup>
+  <ItemGroup>
+    <ProjectReference Include="../spark_api/spark_api.csproj" />
+    <ProjectReference Include="../Spark/Spark.csproj" />
+  </ItemGroup>
+
+</Project>
@@ -0,0 +1,17 @@
+<ResourceDictionary
+    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+    xmlns:local="clr-namespace:RiskUI">
+    <Style TargetType="{x:Type local:CustomControl1}">
+        <Setter Property="Template">
+            <Setter.Value>
+                <ControlTemplate TargetType="{x:Type local:CustomControl1}">
+                    <Border Background="{TemplateBinding Background}"
+                            BorderBrush="{TemplateBinding BorderBrush}"
+                            BorderThickness="{TemplateBinding BorderThickness}">
+                    </Border>
+                </ControlTemplate>
+            </Setter.Value>
+        </Setter>
+    </Style>
+</ResourceDictionary>
@@ -1,24 +1,33 @@
 using bts;
+using bts.admin.risk;
+using bts.api;
 using bts.api.admin;
 using bts.api.core;
+using bts.spark;
 using bts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;

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

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

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

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

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

+      public async Task<Result<AdminServiceOperationResult>[]> set_risk_limits(IReadOnlyDictionary<uint, IEnumerable<(uint, RiskLimits)>> state) {
+         var results = await Task.WhenAll(state.Select(impl));
+         return results;
+         async Task<Result<AdminServiceOperationResult>> impl(KeyValuePair<uint, IEnumerable<(uint, RiskLimits)>> kv) {
+            var prlimits = new ProprietaryRiskLimits();
+            foreach (var (sec, lim) in kv.Value) {
+               var api_lim = AccountSecurityRiskLimitsDataHelper.from_client_data(sec, lim);
+               prlimits.SecurityLimits.Add(api_lim);
+            }
+            return await _service.update_proprietary_risk_limits_async(new ProprietaryRiskLimitsAPIArgument {
+               AccountId = kv.Key,
+               ProprietaryRiskLimits = prlimits
+            });
+         }
+      }
+
+      public Task<(bool success, string error_msg)> add_or_update_risk_limits(uint account_key, IEnumerable<(uint security_key, RiskLimits limits)> new_limits) {
+         return _modify_risk_limits("Updating Risk Limits", account_key, add_limits);
+         //
+         ProprietaryRiskLimits add_limits(ProprietaryRiskLimits prlimits) {
+            foreach (var (security_key, limits) in new_limits) {
+               var api_limits = AccountSecurityRiskLimitsDataHelper.from_client_data(security_key, limits);
+               if (prlimits.SecurityLimits.TryGetFirstIndex(l => l.SecurityKey == security_key, out int index)) {
+                  prlimits.SecurityLimits[index] = api_limits;
+               } else {
+                  prlimits.SecurityLimits.Add(api_limits);
+               }
+            }
+            return prlimits;
+         }
+      }
+
+      public Task<(bool success, string error_msg)> delete_risk_limits(uint account_key, IEnumerable<uint> security_keys) {
+         return _modify_risk_limits("Deleting Risk Limits", account_key, remove_secs);
+         //
+         ProprietaryRiskLimits remove_secs(ProprietaryRiskLimits prlimits) {
+            var sec_key_set = new HashSet<uint>(security_keys);
+            for (int i = 0; i < prlimits.SecurityLimits.Count;) {
+               if (sec_key_set.Contains(prlimits.SecurityLimits[i].SecurityKey)) {
+                  prlimits.SecurityLimits.RemoveAt(i);
+               } else i++;
+            }
+            return prlimits;
+         }
+      }
+
      public void Dispose() =>
         Disposable.dispose(ref _dispose);
+
+      async Task<(bool success, string error_msg)> _modify_risk_limits(string op_desc, uint account_key, Func<ProprietaryRiskLimits, ProprietaryRiskLimits> modify) {
+         var api_limits = new ProprietaryRiskLimits();
+         var snapshot = await _get_current_admin_data_async();
+         if (!snapshot.HasValue)
+            return (false, "Timed out waiting for data from server.");
+         var mutable_snap = snapshot.Value.CloneToMutable();
+         if (!snapshot.Value.Accounts.TryGetFirst(acc => acc.Id == account_key, out var target_acci)) {
+            return (false, $"Account id '{account_key}' not found.");
+         }
+         var prlimits = target_acci.HasProprietaryRiskLimits ? target_acci.ProprietaryRiskLimits.CloneToMutable() : new ProprietaryRiskLimits();
+         prlimits = modify(prlimits);
+         if (prlimits is null) {
+            return (false, "Client-side modification function returned null.");
+         }
+         var req = new ProprietaryRiskLimitsAPIArgument {
+            AccountId = account_key,
+            ProprietaryRiskLimits = prlimits
+         };
+         var reply = await _error_reporter.safe_execute<AdminServiceOperationResult>(
+            () => _service.update_proprietary_risk_limits_async(req),
+            r => r.IsSuccess,
+            r => r.ErrorText,
+            op_desc);
+         return (reply.success, reply.value.ErrorText);
+      }
+
+      async Task<AdminDataImmutable?> _get_current_admin_data_async() =>
+         await _service.subscribei_admin_data()
+            .Where(upd => upd.all.Any())
+            .Select(upd => (AdminDataImmutable?)upd.all.First())
+            .FirstOrDefaultAsync(TimeSpan.FromSeconds(5));
+      //async Task<AdminDataImmutable?>
   }
-}
+}
@@ -0,0 +1,183 @@
+using bts.api;
+using bts.api.admin;
+using bts.utils;
+using System;
+
+namespace bts.admin.risk {
+   readonly struct AccountSecurityKey : IEquatable<AccountSecurityKey> {
+      public AccountSecurityKey(uint account, uint security) {
+         this.account = account;
+         this.security = security;
+      }
+
+      public uint account { get; }
+      public uint security { get; }
+
+      public bool Equals(AccountSecurityKey other) =>
+         security == other.security &&
+         account == other.account;
+
+      public override bool Equals(object obj) =>
+         obj is AccountSecurityKey other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(security.GetHashCode(), account.GetHashCode());
+
+      public static bool operator ==(AccountSecurityKey a, AccountSecurityKey b) => a.Equals(b);
+      public static bool operator !=(AccountSecurityKey a, AccountSecurityKey b) => !a.Equals(b);
+   }
+
+   readonly struct AccountSecurityRiskLimits : IEquatable<AccountSecurityRiskLimits> {
+      readonly AccountTuple? _account;
+
+      public AccountSecurityRiskLimits(AccountSecurityKey key, RiskLimits limits, SecurityImmutable? security = null, AccountTuple? account = null) {
+         this.key = key;
+         this.limits = limits;
+         this.security = security;
+         _account = account;
+      }
+
+      public AccountSecurityKey key { get; }
+      public uint account_key => key.account;
+      public uint security_key => key.security;
+      public string account_name => _account?.name;
+      public SecurityImmutable? security { get; }
+      public RiskLimits limits { get; }
+
+      public bool Equals(AccountSecurityRiskLimits other) =>
+         key.Equals(other.key) &&
+         limits.Equals(other.limits);
+
+      public override bool Equals(object obj) =>
+         obj is AccountSecurityRiskLimits other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(key.GetHashCode(), limits.GetHashCode());
+   }
+
+   readonly struct RiskLimits : IEquatable<RiskLimits> {
+      public RiskLimits(
+         bool is_position_limit_enabled,
+         uint max_long_position,
+         uint max_short_position,
+         bool is_clip_limit_enabled,
+         uint clip_limit,
+         bool is_price_limit_enabled,
+         double min_price,
+         double max_price) {
+         //
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         this.clip_limit = clip_limit;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+         this.min_price = min_price;
+         this.max_price = max_price;
+      }
+
+      // position
+      public bool is_position_limit_enabled { get; }
+      public uint max_long_position { get; }
+      public uint max_short_position { get; }
+      // clip
+      public bool is_clip_limit_enabled { get; }
+      public uint clip_limit { get; }
+      // price
+      public bool is_price_limit_enabled { get; }
+      public double min_price { get; }
+      public double max_price { get; }
+
+      public bool Equals(RiskLimits other) =>
+         is_position_limit_enabled == other.is_position_limit_enabled &&
+         max_long_position == other.max_long_position &&
+         max_short_position == other.max_short_position &&
+         is_clip_limit_enabled == other.is_clip_limit_enabled &&
+         clip_limit == other.clip_limit &&
+         is_price_limit_enabled == other.is_price_limit_enabled &&
+         min_price == other.min_price &&
+         max_price == other.max_price;
+
+      public override bool Equals(object obj) =>
+         obj is RiskLimits other && Equals(other);
+
+      public override int GetHashCode() {
+         const int non_bin_bits = 28;
+         // Evenly split the non-binary props across the first 28 bits.
+         // The last 3 bits are used to represent each of the 'is_enabled' (binary) props.
+         var hash = EqualityComparer.auto_phase(new[] {
+               max_long_position.GetHashCode(),
+               max_short_position.GetHashCode(),
+               clip_limit.GetHashCode(),
+               min_price.GetHashCode(),
+               max_price.GetHashCode()
+            }, non_bin_bits);
+         if (is_position_limit_enabled)
+            hash |= 1 << (non_bin_bits + 1);
+         if (is_clip_limit_enabled)
+            hash |= 1 << (non_bin_bits + 2);
+         if (is_price_limit_enabled)
+            hash |= 1 << (non_bin_bits + 3);
+         return hash;
+      }
+   }
+
+   static class AccountSecurityRiskLimitsDataHelper {
+      public static readonly Func<AccountSecurityRiskLimits, AccountSecurityKey> key_fn =
+         a => a.key;
+
+      // Don't make this a constructor.  Subscribers to this data are discouraged
+      // from using the server side data (client/server coupling should be minimal).
+      public static AccountSecurityRiskLimits to_client_data(uint account_key, SecurityRiskLimitUnitImmutable api_data) =>
+         new AccountSecurityRiskLimits(
+            new AccountSecurityKey(account_key, api_data.SecurityKey),
+            new RiskLimits(
+               api_data.EnforceNetPosLimits,
+               api_data.NetLongPositionLimit,
+               api_data.NetShortPositionLimit,
+               api_data.EnforceClipLimits,
+               api_data.ClipSize,
+               api_data.EnforcePriceBands,
+               api_data.MinSellPrice,
+               api_data.MaxBuyPrice));
+
+      public static AccountSecurityRiskLimits with(this AccountSecurityRiskLimits cli_data, RiskLimits? limits = null, AccountTuple? account = null, SecurityImmutable? security = null, AccountSecurityKey? key = null) =>
+         new AccountSecurityRiskLimits(
+            key ?? cli_data.key,
+            limits ?? cli_data.limits,
+            account: account ?? new AccountTuple(cli_data.account_key, cli_data.account_name),
+            security: security ?? cli_data.security);
+
+      public static RiskLimits with(this RiskLimits limits,
+         bool? is_position_limit_enabled = null,
+         uint? max_long_position = null,
+         uint? max_short_position = null,
+         bool? is_clip_limit_enabled = null,
+         uint? clip_limit = null,
+         bool? is_price_limit_enabled = null,
+         double? min_price = null,
+         double? max_price = null) =>
+         new RiskLimits(
+            is_position_limit_enabled ?? limits.is_position_limit_enabled,
+            max_long_position ?? limits.max_long_position,
+            max_short_position ?? limits.max_short_position,
+            is_clip_limit_enabled ?? limits.is_clip_limit_enabled,
+            clip_limit ?? limits.clip_limit,
+            is_price_limit_enabled ?? limits.is_price_limit_enabled,
+            min_price ?? limits.min_price,
+            max_price ?? limits.max_price);
+
+      public static SecurityRiskLimitUnit from_client_data(uint security_key, RiskLimits limits) =>
+         new SecurityRiskLimitUnit {
+            SecurityKey = security_key,
+            NetLongPositionLimit = limits.max_long_position,
+            NetShortPositionLimit = limits.max_short_position,
+            MaxBuyPrice = limits.max_price,
+            MinSellPrice = limits.min_price,
+            ClipSize = limits.clip_limit,
+            EnforceNetPosLimits = limits.is_position_limit_enabled,
+            EnforceClipLimits = limits.is_clip_limit_enabled,
+            EnforcePriceBands = limits.is_price_limit_enabled
+         };
+   }
+}
@@ -276,7 +276,7 @@ namespace mbts.spark {
            ob_settings.filters = new bts.shell.orderbook.FilterStates {
               statuses = new[] { OrderStatus.Working },
               sides = new[] { side },
-               security_criteria = new SecurityCriteria(security)
+               security_criteria = SecurityCriteria.from_securities(security)
            };
            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
         }
@@ -66,7 +66,7 @@ namespace mbts.spark {
               if (_sorted_selected_security_criteria_backing != null) {
                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
               } else if (_vm != null)
-                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+                  _selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Select(r => r.security));
            }
            return _selected_security_criteria_backing;
         }
@@ -92,7 +92,7 @@ namespace mbts.spark {
                     }
                  }
                  var comp = comp_builder.to_comparer();
-                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+                  _sorted_selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Ordered(comp).Select(r => r.security));
               }
            }
            return _sorted_selected_security_criteria_backing;
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.co2;
 using bts.utils;
+using bts.utils.csv;
 using mbts;
 using mbts.spark;
 using mbts.ui.controls;
@@ -49,6 +50,18 @@ namespace bts.shell.time_and_sales {
      public void raise_invalidated() =>
         invalidated?.Invoke();

+      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(
+               typeof(TimeAndSalesRowVM),
+               new string[] {
+                  nameof(security),
+                  nameof(time),
+                  nameof(price),
+                  nameof(size),
+                  nameof(aggressor_side),
+                  nameof(security_key),
+               });
+
      public bool Equals(TimeAndSalesRowVM other) =>
         other != null &&
         row_key == other.row_key;
@@ -2,6 +2,7 @@
 using bts.shell.fills;
 using bts.spark;
 using bts.view;
+using bts.utils.csv;
 using mbts;
 using mbts.co2;
 using mbts.persist;
@@ -124,6 +125,8 @@ namespace bts.shell.time_and_sales {
            show_in_context_menu = _can_pause_updates
         };
         _commands = new SparkCommand[] {
+            // csv export
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(TimeAndSalesRowVM.csv_ordered_properties), "TaS")),
            // ladder
            SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder)
               .complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
@@ -135,7 +138,7 @@ namespace bts.shell.time_and_sales {
               .complete(selected_rows_src, always_true, get_fills_startup_data),
            // mview
            SparkCommands.ShowMarketView
-               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria),
            // pause
            toggle_is_paused_cmd,
            // change securities
@@ -180,7 +183,7 @@ namespace bts.shell.time_and_sales {

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

         string get_is_paused_cmd_title() =>
@@ -114,6 +114,8 @@ namespace bts.shell {
         public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
         public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
         public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
+
+         public static QuoteTimeBasedThrottle QuoteTimeBasedThrottle => new QuoteTimeBasedThrottle { DelayToImprove = 0, DelayToRun = 0 };
         #endregion

         #region PreHedge
@@ -79,7 +79,7 @@ namespace mbts.spark {
            ), SparkCommands.ShowOrders.complete(() => {
               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
               ob_settings.filters = new bts.shell.orderbook.FilterStates {
-                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+                  security_criteria = SecurityCriteria.from_securities(_vm.value.row_vms.Select(r => r.security))
               };
               return ob_settings;
            }), SparkCommands.window_settings_command(new DialogCommand(() => {
@@ -10,13 +10,13 @@ namespace mbts.spark {
         public override string man_page { get; } = string.Empty;

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

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

+         public static ParameterSection TimeThrottle =>
+            new ParameterSection("Time Throttle", true,
+               "Reduces re-quoting updates by requiring a minimum amount of time to elapse between quotes.");
+
         public static ParameterSection Conditional =>
            new ParameterSection("Conditional", true,
               "Reduces re-quoting updates by only quoting if N ticks away from the opposite " + 
@@ -196,6 +196,9 @@ namespace mbts.spark {
         var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
         var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();

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

@@ -223,17 +226,24 @@ namespace mbts.spark {
            _quantity_model,
            _price_mult_model,
            is_quote_model,
-            //new EnableHedgeModel(), //TAHA_SPREADER
+            new EnableHedgeModel(), //TAHA_SPREADER
            new HedgeRatioModel(),
            //new MinLeanQtyModel(), //TAHA_SPREADER
+            new LeanOffsetTicksModel(),
            //new QuoteHiddenModel(),
            new QuoteQueueHolderModel(),
            new MarketDataTypeModel(),
            new ShowQuantityEnabledModel(show_quantity_quantity),
            show_quantity_quantity,
+            // Throttle
            new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
            quote_throttle_inside_ticks,
            quote_throttle_outside_ticks,
+            // Time Throttle
+            new QuoteTimeThrottleEnabledModel(quote_time_throttle_delay_to_run, quote_time_throttle_delay_to_improve),
+            quote_time_throttle_delay_to_run,
+            quote_time_throttle_delay_to_improve,
+
            new ConditionalQuoteEnabledModel(conditional_quoting_ticks, conditional_quoting_price_type),
            conditional_quoting_ticks,
            //conditional_quoting_price_type,
@@ -169,7 +169,7 @@ namespace mbts.spark {
         void _show_order_book() {
            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
            ob_settings.filters = new bts.shell.orderbook.FilterStates {
-               security_criteria = new SecurityCriteria(security)
+               security_criteria = SecurityCriteria.from_securities(security)
            };
            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
         }
@@ -5,6 +5,7 @@ using bts.collections;
 using bts.shell.fills;
 using bts.spark;
 using bts.utils;
+using bts.utils.csv;
 using mbts.collections;
 using mbts.persist;
 using mbts.spark.filters;
@@ -333,6 +334,27 @@ namespace mbts.spark {
         public override bool Equals(object obj) => Equals(obj as Row);
         public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();

+         public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(typeof(Row),
+               new string[] {
+                  nameof(security),
+                  nameof(order_type),
+                  nameof(root_algo_display_name),
+                  nameof(side),
+                  nameof(fill_time),
+                  nameof(user),
+                  nameof(account),
+                  nameof(exchange),
+                  nameof(time_in_force),
+                  nameof(size),
+                  nameof(price),
+                  nameof(fill_kind),
+                  nameof(fill_status),
+                  nameof(fill_key),
+                  nameof(order_key),
+                  nameof(security_key)
+               });
+
         public event Action invalidated;
         void IRowVM.raise_invalidated() => invalidated?.Invoke();
      }
@@ -4,6 +4,7 @@ using bts.shell;
 using bts.shell.fills;
 using bts.spark;
 using bts.view;
+using bts.utils.csv;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -61,6 +62,7 @@ namespace mbts.spark {
         _view = new FillsView { DataContext = _vm };

         _commands = new List<SparkCommand> {
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(FillsVM.Row.csv_ordered_properties), "Fills")),
            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
            SparkCommands.window_settings_command(new DialogCommand(() => {
               var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
@@ -6,6 +6,7 @@ using bts.utils;
 using mbts.ui;
 using mbts.ui.settings;
 using mbts.ui.spark;
+using mbts.ui.utility.text;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -13,6 +14,7 @@ using System.Collections.Immutable;
 using System.ComponentModel;
 using System.Linq;
 using System.Windows;
+using System.Windows.Media;

 namespace mbts.spark {
   // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -166,6 +168,10 @@ namespace mbts.spark {

   [ProtoContract]
   class LadderMarketBreakLine : IEquatable<LadderMarketBreakLine> {
+      public enum RefreshMode {
+         Auto,
+         Manual
+      }
      // this class is 100% mutable (there are literally 0 readonly members),
      // so GetHashCode must return the same hash for every instance.
      static readonly int _type_hash = typeof(LadderMarketBreakLine).GetHashCode();
@@ -173,6 +179,8 @@ namespace mbts.spark {
      public bool show { get; set; }
      [ProtoMember(2)]
      public uint color { get; set; }
+      [ProtoMember(3)]
+      public RefreshMode refresh_mode { get; set; }

      public uint? color_nullable {
         get {
@@ -185,7 +193,8 @@ namespace mbts.spark {
      public bool Equals(LadderMarketBreakLine other) =>
         other != null &&
         other.show == show &&
-         other.color == color;
+         other.color == color &&
+         other.refresh_mode == refresh_mode;

      public override bool Equals(object obj) =>
         Equals(obj as LadderMarketBreakLine);
@@ -194,6 +203,37 @@ namespace mbts.spark {
         _type_hash;
   }

+   [ProtoContract]
+   class FairValueLine : IEquatable<FairValueLine> {
+      public enum PriceType {
+         Bid,
+         Ask,
+         Mid
+      }
+
+      [ProtoMember(1)]
+      public uint security_key { get; set; }
+      [ProtoMember(2)]
+      public PriceType price_type { get; set; }
+      [ProtoMember(3)]
+      public LadderMarketBreakLine display { get; set; }      
+      
+      public bool Equals(FairValueLine other) {
+         return other != null &&
+         security_key == other.security_key &&
+         price_type == other.price_type &&
+         display.safe_equals(other.display);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as FairValueLine);
+      }
+
+      public override int GetHashCode() {
+         return (int)security_key;
+      }
+   }
+
   [Flags]
   enum LadderFavoriteAlgoFlags {
      Sticky = 1,
@@ -317,6 +357,139 @@ namespace mbts.spark {
      public static bool operator !=(LadderMiniOrderBookSettings a, LadderMiniOrderBookSettings b) => !a.Equals(b);
   }

+   [ProtoContract]
+   class LadderPanelPricePointSettings : IEquatable<LadderPanelPricePointSettings> {
+      public static LadderPanelPricePointSettings historic_default =>
+         new LadderPanelPricePointSettings {
+            day_change = new DaySettings {
+               // (neutral)
+               font = _default_font,
+               background_color = Colors.Transparent.rgb_color(),
+               // negative
+               negative_font_color = Colors.White.rgb_color(),
+               negative_background_color = Colors.Red.rgb_color(),
+               // positive
+               positive_font_color = Colors.White.rgb_color(),
+               positive_background_color = Colors.Green.rgb_color()
+            },
+            session_low = _default_item,
+            session_high = _default_item,
+            open = _default_item,
+            settlement = _default_item,
+            volume = _default_item
+         };
+
+      public static LadderPanelPricePointSettings tt_default {
+         get {
+            var rv = historic_default;
+            rv.day_change.background_color = Color.FromRgb(113, 201, 69).rgb_color();
+            rv.day_change.font.font_color = Colors.Black.rgb_color();
+            return rv;
+         }
+      }
+
+      public static LadderPanelPricePointSettings Default => LadderSettings.mimic_tt ?
+         tt_default : historic_default;
+         
+      [ProtoMember(1)]
+      public DaySettings day_change { get; set; }
+      [ProtoMember(2)]
+      public ItemSettings session_low { get; set; }
+      [ProtoMember(3)]
+      public ItemSettings session_high { get; set; }
+      [ProtoMember(4)]
+      public ItemSettings open { get; set; }
+      [ProtoMember(5)]
+      public ItemSettings settlement { get; set; }
+      [ProtoMember(6)]
+      public ItemSettings volume { get; set; }
+
+      public bool Equals(LadderPanelPricePointSettings other) =>
+         other != null &&
+         day_change.safe_equals(other.day_change) &&
+         session_high.safe_equals(other.session_high) &&
+         session_high.safe_equals(other.session_high) &&
+         open.safe_equals(other.open) &&
+         settlement.safe_equals(other.settlement) &&
+         volume.safe_equals(other.volume);
+
+      static FontParamsProto _default_font =>
+         new FontParamsProto {
+            font_color = Colors.Black.rgb_color(),
+            font_size = FontSizes.Regular,
+            typeface = new TypefaceProto(TextUtils.StandardFontFamilyName, FontWeights.Bold.ToOpenTypeWeight())
+         };
+
+      static ItemSettings _default_item =>
+         new ItemSettings {
+            font = _default_font,
+            background_color = Colors.Transparent.rgb_color()
+         };
+
+      [ProtoContract]
+      readonly struct SignedColorPair : IEquatable<SignedColorPair> {
+         [ProtoMember(1)]
+         public uint positive_color { get; }
+         [ProtoMember(2)]
+         public uint negative_color { get; }
+
+         public bool Equals(SignedColorPair other) =>
+            positive_color == other.positive_color &&
+            negative_color == other.negative_color;
+      }
+
+      [ProtoContract]
+      public class ItemSettings : IEquatable<ItemSettings> {
+         [ProtoMember(1)]
+         public FontParamsProto font { get; set; }
+         [ProtoMember(2)]
+         public uint background_color { get; set; }
+         [ProtoMember(3)]
+         public bool show_label { get; set; }
+
+         public bool Equals(ItemSettings other) =>
+            other != null &&
+            font.safe_equals(other.font) &&
+            background_color == other.background_color &&
+            show_label == other.show_label;
+      }
+
+      [ProtoContract]
+      public class DaySettings : IEquatable<DaySettings> {
+         [ProtoMember(1)]
+         public FontParamsProto font { get; set; }
+         // [neutral] background
+         [ProtoMember(2)]
+         public uint background_color { get; set; }
+         [ProtoMember(3)]
+         public bool show_label { get; set; }
+
+         // negative
+         [ProtoMember(4)]
+         public uint negative_font_color { get; set; }
+         [ProtoMember(5)]
+         public uint negative_background_color { get; set; }
+
+         // positive
+         [ProtoMember(6)]
+         public uint positive_font_color { get; set; }
+         [ProtoMember(7)]
+         public uint positive_background_color { get; set; }
+
+         public uint neutral_foreground => font?.font_color ?? 0;
+
+         public bool Equals(DaySettings other) =>
+            other != null &&
+            font.safe_equals(other.font) &&
+            background_color == other.background_color &&
+            show_label == other.show_label &&
+            negative_font_color == other.negative_font_color &&
+            negative_background_color == other.negative_background_color &&
+            positive_font_color == other.positive_font_color &&
+            positive_background_color == other.positive_background_color;
+      }
+   }
+
   // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
   // 1 important reason at this time:
   // From the settings dialog, default settings will only be persisted when they are NOT EQUAL to the current default settings.
@@ -334,6 +507,13 @@ namespace mbts.spark {
      // this class is 100% mutable (there are literally 0 readonly members),
      // so GetHashCode must return the same hash for every instance.
      static readonly int _type_hash = typeof(LadderSettings).GetHashCode();
+      uint _ticks_per_row;
+      List<FairValueLine> _fair_value_lines;
+
+      static LadderSettings() {
+         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
+         mimic_tt = knobs.mimic_tt;
+      }

      // Default proto constructor
      // Added this so that when clients upgrade to a version with new settings,
@@ -365,8 +545,10 @@ namespace mbts.spark {
         enforce_max_clip = _default_enforce_max_clip;
         status_message_visible = true;
      }
+      
+      public static bool mimic_tt { get; }

-      public static LadderSettings Default {
+      public static LadderSettings historic_default {
         get {
            LadderColumnSettings
               orders_column = LadderColumnSettings.DefaultOrderColumnSettings,
@@ -376,12 +558,12 @@ namespace mbts.spark {
               last_column = LadderColumnSettings.Default,
               piq_column = LadderColumnSettings.DefaultPiqColumnSettings;
            orders_column.background = BTSColors.LadderSpecial.default_column_background;
-            bid_column.foreground = 0xFFFFFF;
+            bid_column.foreground = 0xFFFFFFFF;
            bid_column.background = BTSColors.MarketData.bid;
-            ask_column.foreground = 0xFFFFFF;
+            ask_column.foreground = 0xFFFFFFFF;
            ask_column.background = BTSColors.MarketData.ask;
            price_column.background = BTSColors.LadderSpecial.default_column_background;
-            last_column.background = 0xFFFFFF;
+            last_column.background = 0xFFFFFFFF;
            piq_column.background = BTSColors.LadderSpecial.default_column_background;
            var rv = new LadderSettings {
               row_height = 22,
@@ -425,6 +607,7 @@ namespace mbts.spark {
               auto_clear_visible = true,
               clear_visible = true,
               order_entry_panel_initial_width = _default_order_entry_panel_width,
+               panel_price_point_settings = LadderPanelPricePointSettings.Default,
               zoom_slider_visible = false,
               zoom_factor = _default_zoom_factor,
               net_change = NetChangeTerms.None,
@@ -437,6 +620,28 @@ namespace mbts.spark {
            return rv;
         }
      }
+      
+      public static LadderSettings tt_default {
+         get {
+            var rv = historic_default;
+            rv.orders_column.background = Color.FromRgb(223, 223, 223).rgb_color();
+            // Since the price column sits atop the session range fill in tt
+            // mode (normally it is the other way around), the former is made
+            // partially translucent while the latter is fully opaque (obv the
+            // top layer cannot be opaque, since it would completely hide the
+            // layer beneath it).
+            rv.session_range_fill.color = rv.session_range_fill.color.rgb_color().with(255).rgb_color();
+            rv.price_column.background = Color.FromArgb(226, 166, 166, 166).rgb_color();
+            rv.price_column.foreground = Colors.White.rgb_color();
+            rv.bid_column.background = Color.FromRgb(0, 30, 160).rgb_color();
+            rv.ask_column.background = Color.FromRgb(160, 0, 0).rgb_color();
+            rv.ask_column.foreground = Colors.Black.rgb_color();
+            return rv;
+         }
+      }
+   
+      public static LadderSettings Default => mimic_tt ?
+         tt_default : historic_default;

      public enum BadgeStyle { Normal, Alternate }

@@ -603,8 +808,21 @@ namespace mbts.spark {
      [ProtoMember(61), DefaultValue(true)]
      public bool status_message_visible { get; set; }

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

      public void sanitize() =>
         sanitize(this);
@@ -639,6 +857,11 @@ namespace mbts.spark {
            s.mini_ob = new LadderMiniOrderBookSettings(s.mini_ob.value.with(sorting_criterion: bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general.sorting_criterion));
 #pragma warning restore CS0612 // Type or member is obsolete
         s.row_height = LadderRender.measure_row_height(s);
+         if (s.panel_price_point_settings is null)
+            s.panel_price_point_settings = LadderPanelPricePointSettings.Default; 
+         if (s.fair_value_lines is null) {
+            s.fair_value_lines = new List<FairValueLine>(0);
+         }
         return s;
      }

@@ -712,7 +935,10 @@ namespace mbts.spark {
         a.max_clip == b.max_clip &&
         a.price_display_format == b.price_display_format &&
         a.status_message_visible == b.status_message_visible &&
-         a.ladder_order_limits.safe_equals(b.ladder_order_limits);
+         a.ladder_order_limits.safe_equals(b.ladder_order_limits) &&
+         a.panel_price_point_settings.safe_equals(b.panel_price_point_settings) &&
+         a._ticks_per_row == b._ticks_per_row &&
+         EqualityComparer.safe_sequence_equals(a.fair_value_lines, b.fair_value_lines);

      public bool Equals(LadderSettings other) =>
         profile_equals(this, other) &&
@@ -208,6 +208,10 @@ namespace bts.shell {
                  s => {
                     var svm = new LadderSettingsVM(model.order_gateway, vm.security);
                     svm.load(s);
+                     svm.SubscribeDisposed(
+                        _bus.subscribe(SparkTags.SecuritiesTag)
+                           .OnDispatcher()
+                           .Subscribe(sec_map => svm.security_map = sec_map));
                     return svm;
                  },
                  _ => _,
@@ -331,4 +335,4 @@ namespace bts.shell {
      [ProtoMember(3)]
      public uint settings_id;
   }
-}
+}
@@ -0,0 +1,93 @@
+using mbts.ui;
+using mbts.ui.controls.color_picker;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   class FairValueLineSettingsVM : ui.shell.ViewModelBase {
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public FairValueLineSettingsVM() {
+         add_item_cmd = new DelegateCommand(() => items.Add(new FairValueLineItemSettingsVM()));
+         remove_item_cmd = new DelegateCommand<FairValueLineItemSettingsVM>(item => items.Remove(item));
+      }
+
+      public ObservableCollection<FairValueLineItemSettingsVM> items { get; } =
+         new ObservableCollection<FairValueLineItemSettingsVM>();
+
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set => Set(ref _security_map, value);
+      }
+
+      public ICommand add_item_cmd { get; }
+      public ICommand remove_item_cmd { get; }
+   }
+
+   class FairValueLineItemSettingsVM : ui.shell.ViewModelBase {
+      uint _selected_security_key;
+      FairValueLine.PriceType _selected_price_type;
+      Color _color;
+      bool _show = true;
+      bool _auto_refresh = true;
+
+      public FairValueLineItemSettingsVM() {
+         palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
+      }
+
+      public uint selected_security_key {
+         get => _selected_security_key;
+         set => Set(ref _selected_security_key, value);
+      }
+
+      public IEnumerable<FairValueLine.PriceType> price_types =>
+         ui.utility.EnumHelper.get_values<FairValueLine.PriceType>();
+
+      public FairValueLine.PriceType selected_price_type {
+         get => _selected_price_type;
+         set => Set(ref _selected_price_type, value);
+      }
+
+      public Color color { get => _color; set => Set(ref _color, value); }
+      public bool show { get => _show; set => Set(ref _show, value); }
+      public bool auto_refresh {
+         get => _auto_refresh; set {
+            if (Set(ref _auto_refresh, value)) {
+               RaisePropertyChanged(nameof(refresh_mode));
+            }
+         }
+      }
+      public LadderMarketBreakLine.RefreshMode refresh_mode {
+         get => _auto_refresh ? LadderMarketBreakLine.RefreshMode.Auto : LadderMarketBreakLine.RefreshMode.Manual;
+         set => auto_refresh = value == LadderMarketBreakLine.RefreshMode.Auto;
+      }
+      public ObservableCollection<ColorPaletteVM> palettes { get; }
+
+      public void assign_from(FairValueLine settings) {
+         if (settings is null) {
+            settings = new FairValueLine();
+         }
+         selected_security_key = settings.security_key;
+         selected_price_type = settings.price_type;
+         var display = settings.display ?? new LadderMarketBreakLine();
+         show = display.show;
+         color = display.color.rgb_color();
+         refresh_mode = display.refresh_mode;
+      }
+
+      public FairValueLine create() {
+         return new FairValueLine {
+            security_key = selected_security_key,
+            price_type = _selected_price_type,
+            display = new LadderMarketBreakLine {
+               color = color.rgb_color(),
+               show = show,
+               refresh_mode = refresh_mode
+            }
+         };
+      }
+   }
+}
@@ -0,0 +1,121 @@
+using mbts.co2;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   class FairValueLineVM {
+      NativePriceSize _bid;
+      NativePriceSize _ask;
+      double _settlement;
+      double _frozen;
+      ulong _last_update;
+
+      public FairValueLineVM(uint sec_id) {
+         this.sec_id = sec_id;
+      }
+
+      public FairValueLineVM(FairValueLine fvl, SecurityMD? sec_md = null) {
+         sec_id = fvl.security_key;
+         price_type = fvl.price_type;
+         settings = fvl.display;
+         this.sec_md = sec_md;
+      }
+
+      public FairValueLine.PriceType price_type { get; private set; }
+      public double price { get; private set; }
+      public double price_view {
+         get {
+            if (!settings.show) {
+               return double.NaN;
+            }
+            switch (settings.refresh_mode) {
+               case LadderMarketBreakLine.RefreshMode.Auto:
+                  return price;
+               case LadderMarketBreakLine.RefreshMode.Manual:
+                  return frozen;
+               default: return double.NaN;
+            }
+         }
+      }
+      public double frozen {
+         get {
+            if (double.IsNaN(_frozen)) {
+               _frozen = price;
+            }
+            return _frozen;
+         }
+      }
+      public Color color { get; set; }
+      public uint sec_id { get; }
+      SecurityMD? _sec_md;
+      public SecurityMD? sec_md {
+         get => _sec_md;
+         set {
+            if (_sec_md == value) {
+               return;
+            }
+            if (value.HasValue && value.Value.security.Id != sec_id) {
+               throw new ArgumentException("'sec_md' security id must be equal to 'sec_id'", nameof(sec_md));
+            }
+            _sec_md = value;
+            refresh(true);
+         }
+      }
+
+      public LadderMarketBreakLine settings { get; set; } = new LadderMarketBreakLine();
+
+      public void load(LadderMarketBreakLine settings, FairValueLine.PriceType price_type) {
+         this.settings = settings;
+         if (this.price_type != price_type) {
+            this.price_type = price_type;
+            refresh(true);
+         }
+      }
+
+      public void refresh(bool update_frozen) {
+         if (sec_md.HasValue) {
+            var old_settlement = _settlement;
+            _settlement = sec_md.Value.md.settlement_price;
+            if (sec_md.Value.md.get_bbo(ref _last_update, out _bid, out _ask) || _settlement != old_settlement) {
+               price = _read_price();
+            }
+         } else {
+            price = double.NaN;
+         }
+         if (update_frozen) {
+            _frozen = price;
+         }
+      }
+
+      double _read_price() {
+         if (!_sec_md.HasValue) {
+            return double.NaN;
+         }
+         var bid = _bid.price;
+         var ask = _ask.price;
+         switch (price_type) {
+            case FairValueLine.PriceType.Bid:
+               return LadderPriceLineViewAdapter.bid_line(
+                  _bid.price, _ask.price, _settlement, sec_md.Value.security.ContractSpec);
+            case FairValueLine.PriceType.Ask:
+               return _ask.is_nan ? double.NaN : _ask.price;
+            case FairValueLine.PriceType.Mid:
+               if (_bid.is_nan) {
+                  if (_ask.is_nan) {
+                     return double.NaN;
+                  }
+                  return _ask.price;
+               }
+               if (_ask.is_nan) {
+                  return _bid.price;
+               }
+               return (_bid.price + _ask.price) / 2;
+            default: return double.NaN;
+         }
+      }
+   }
+}
@@ -1,13 +1,16 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell.orderbook;
+using bts.utils;
 using mbts.persist;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
 using System;
 using System.Collections;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
@@ -52,9 +55,9 @@ namespace mbts.spark {
      public event Action piq_changed;

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

-      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
+      public LadderOrderVM(ImmutableDictionary<uint, OrderSecurity> orders, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
         _owner = owner;
         _bus = bus;
         _bs = bs;
@@ -78,8 +81,7 @@ namespace mbts.spark {
         double get_font_size(LadderSettings s) => s.orders_column.font_size;
         Brush get_foreground(LadderSettings s) => s.orders_column.foreground.rgb_brush();
         double get_row_height(LadderSettings s) => s.row_height;
-         //
-         add_order(op);
+         _orders = orders;

         _dispose = Disposable.Create(
            _bs.Subscribe(badge => {
@@ -175,41 +177,6 @@ namespace mbts.spark {
         RaisePropertyChanged(nameof(text_lines));
      }

-      /// <summary>
-      /// Add Order performs an add the first time it's called via the constructor. When it's called, directly
-      /// it really serves as an update/replace. Also note that since the min_piq is a separate piece of state representing
-      /// the lowest piq of the orders the badge represents, we must reevaluate if that has changed on said update.
-      /// </summary>
-      public void add_order((OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta) new_op) {
-         _orders[new_op.order.Key] = new_op;
-         // reevaluate min piq if this order's piq is less
-         if (new_op.p.HasValue) {
-            // if this lovm only represents 1 order and the piq is now different, regardless of what it is that's our piq
-            if (_orders.Count == 1 && new_op.p.Value != min_piq) {
-               min_piq = new_op.p.Value;
-            } else if (new_op.p.Value < min_piq) {
-               min_piq = new_op.p.Value;
-            }
-         }
-      }
-
-      public void remove_order(uint order_key) {
-         _orders.Remove(order_key);
-         // on a remove, potentially the order w/ the lowest piq has been removed, so
-         // if the min() is now > than the current min_piq, update the min_piq
-         var prospective_piq = _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
-         if (prospective_piq > min_piq) {
-            min_piq = prospective_piq;
-         }
-      }
-
-      //public void update(OrderRecordImmutable neworder) {
-      //   Log.assert(neworder.Key == id, $"OrderVM.update was called with an order with a different Key({neworder.Key}) from original({id})");
-      //   using (detect_property_changes()) {
-      //      _init(neworder);
-      //   }
-      //}
-
      public uint security_key => _owner.security.Id;
      public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
      public uint? min_piq {
@@ -261,9 +228,13 @@ namespace mbts.spark {
      public CustomOrderDefinition.CustomOneofCase algo_type { get => _algo_type.Value; private set => _algo_type.Value = value; }
      public string algo_studio_abbreviation { get => _algo_studio_abbreviation.Value; private set => _algo_studio_abbreviation.Value = value; }

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

+      public void sync_orders(ImmutableDictionary<uint, OrderSecurity> new_orders) {
+         _orders = new_orders;
+         min_piq = new_orders.Count == 0 ? null : new_orders.Values.Select(o => o.piq).Min();
+      }
+
      void _cancel_order() {
         foreach (var order in _root_nodes()) {
            model.order_gateway.cancel_order(order).ignore();
@@ -296,14 +267,16 @@ namespace mbts.spark {
         // I checked with Eric and he guesses that what is happening is that the Popup is throwing away the grid, but the binding doesn't remove the columns from that grid
         // 
         // I think returning a new OrderbookVM is okay at the moment since this Popup window will not be saving any state at this time
-         var price_filter = new filters.DoubleMinMaxState();
-         price_filter.minimum.value = real_price;
-         price_filter.maximum.value = real_price;
-
+         var ticks = _owner.spec.full_ticks_from_zero(real_price);
+         if (!ticks.HasValue) {
+            // this is an unexpected code path, but not necessarily a reason to crash, so log a warning and return null
+            return null;
+         }
+         var min_price = _owner.spec.tickup(0, ticks.Value);
+         var max_price = _owner.spec.tickup(min_price, 1);
         var state = new bts.shell.orderbook.OrderBookStartupData(
            new bts.shell.orderbook.FilterStates {
-               security_criteria = new SecurityCriteria(_owner.security),
-               price = price_filter,
+               security_criteria = SecurityCriteria.from_securities(_owner.security),
               statuses = new[] { OrderStatus.Working },
               order_types = AlgoID.exchange_algo_keys
            },
@@ -311,7 +284,8 @@ namespace mbts.spark {
            use_defaults: false
         );
         var settings_man = new WindowSettingsManager<OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
-         var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true);
+         var obvm = new OrderBookVM(_owner.bus, null, _owner.model.order_gateway, settings_man, true,
+            global_filter: o => o.order.order.ui_price() >= min_price - MathUtils.epsilon && o.order.order.ui_price() <= max_price - MathUtils.epsilon);
         _owner.settings.Subscribe(s => settings_man.instance_settings = settings_man.instance_settings.with(s.mini_ob.value));
         obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
         obvm.columns.Insert(0, new OrderBookVM.CommitColumn());
@@ -0,0 +1,116 @@
+using bts.proto;
+using mbts.ui;
+using mbts.ui.shell;
+using System.Windows;
+using System.Windows.Media;
+using mbts.ui.utility.text;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace mbts.spark {
+   class LadderPanelPricePointVM : ViewModelBase, IValueFactoryVM<LadderPanelPricePointSettings.ItemSettings> {
+      Color _background_color = Colors.Transparent, _font_color = Colors.Black;
+      FontFamily _font_family = TextUtils.StandardFontFamily;
+      double _font_size = FontSizes.Small;
+      FontWeight _font_weight = FontWeights.Bold;
+      bool _show = true, _show_label = true;
+
+      public Color background_color { get => _background_color; set => Set(ref _background_color, value); }
+      public Color font_color { get => _font_color; set => Set(ref _font_color, value); }
+      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
+      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
+      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
+      public bool show {
+         get => _show;
+         set {
+            if (Set(ref _show, value))
+               RaisePropertyChanged(nameof(actual_show_label));
+         }
+      }
+      public bool show_label {
+         get => _show_label;
+         set {
+            if (Set(ref _show_label, value))
+               RaisePropertyChanged(nameof(actual_show_label));
+         }
+      }
+      public bool actual_show_label => _show && _show_label;
+
+      public LadderPanelPricePointSettings.ItemSettings create() =>
+         new LadderPanelPricePointSettings.ItemSettings {
+            font = new FontParamsProto {
+               font_color = font_color.rgb_color(),
+               font_size = font_size,
+               typeface = new TypefaceProto(font_family.name_or_default(), font_weight.ToOpenTypeWeight())
+            },
+            background_color = background_color.rgb_color(),
+            show_label = show_label
+         };
+
+      public void load_from(LadderPanelPricePointSettings.ItemSettings value) {
+         if (value is null)
+            return;
+         load_from(value.font);
+         show_label = value.show_label;
+         background_color = value.background_color.argb_color();
+      }
+
+      protected void load_from(FontParamsProto font) {
+         if (font is null) {
+            font_weight = FontWeights.Bold;
+            font_size = FontSizes.Small;
+            show_label = true;
+         } else {
+            font_family = string.IsNullOrEmpty(font.font_family) ?
+               TextUtils.StandardFontFamily :
+               new FontFamily(font.font_family);
+            font_weight = FontWeight.FromOpenTypeWeight(font.font_weight);
+            font_size = font.font_size;
+            font_color = font.font_color.argb_color();
+         }
+      }
+   }
+
+   class LadderPanelRelativePricePointVM : LadderPanelPricePointVM, IValueFactoryVM<LadderPanelPricePointSettings.DaySettings> {
+      Color
+         _negative_font_color = Colors.Red,
+         _negative_background_color = Colors.Transparent,
+         _positive_font_color = Colors.Green,
+         _positive_background_color = Colors.Transparent;
+
+      // negative
+      public Color negative_font_color { get => _negative_font_color; set => Set(ref _negative_font_color, value); }
+      public Color negative_background_color { get => _negative_background_color; set => Set(ref _negative_background_color, value); }
+      // positive
+      public Color positive_font_color { get => _positive_font_color; set => Set(ref _positive_font_color, value); }
+      public Color positive_background_color { get => _positive_background_color; set => Set(ref _positive_background_color, value); }
+
+      public void load_from(LadderPanelPricePointSettings.DaySettings value) {
+         if (value is null)
+            return;
+         load_from(value.font);
+         show_label = value.show_label;
+         background_color = value.background_color.argb_color();
+         // negative
+         negative_font_color = value.negative_font_color.argb_color();
+         negative_background_color = value.negative_background_color.argb_color();
+         // positive
+         positive_font_color = value.positive_font_color.argb_color();
+         positive_background_color = value.positive_background_color.argb_color();
+      }
+
+      public new LadderPanelPricePointSettings.DaySettings create() {
+         var base_settings = base.create();
+         return new LadderPanelPricePointSettings.DaySettings {
+            font = base_settings.font,
+            show_label = base_settings.show_label,
+            background_color = base_settings.background_color,
+            // negative
+            negative_font_color = negative_font_color.rgb_color(),
+            negative_background_color = negative_background_color.rgb_color(),
+            // positive
+            positive_font_color = positive_font_color.rgb_color(),
+            positive_background_color = positive_background_color.rgb_color()
+         };
+      }
+   }
+}
@@ -16,6 +16,7 @@ using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Collections.Immutable;
 using System.Collections.ObjectModel;
@@ -31,6 +32,10 @@ using TextUtils = mbts.ui.utility.text.TextUtils;

 namespace mbts.spark {
   class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
+      public static Type PanelPricePointType  => typeof(PanelPricePointVM);
+      public static Type PanelRelativePricePointType => typeof(PanelRelativePricePointVM);
+      public static Type PanelVisibilityType  => typeof(OrderEntryPanelItemVisibilityVM);
+
      readonly Property<LadderSettings.BadgeStyle> _badge_style;
      readonly Property<uint> _alternate_order_size, _max_clip;
      readonly DelegateProperty<double> _row_height;
@@ -40,6 +45,10 @@ namespace mbts.spark {
      readonly ObservableKeyedCollection<AccountTuple?, uint> _accounts = new ObservableKeyedCollection<AccountTuple?, uint>(AccountTuple.nullable_key_fn);
      readonly ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> _algo_definitions = new ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey>(d => d.key);
      readonly OrdersModel _model;
+      readonly SecurityImmutable _security;
+      IReadOnlyDictionary<uint, SecurityMD> _security_map =
+         DictionaryHelper.empty<uint, SecurityMD>();
+
      uint? _desired_account;
      AlgoID? _desired_algo;
      TimeInForce _default_time_in_force;
@@ -48,6 +57,7 @@ namespace mbts.spark {
      double _order_entry_panel_width, _zoom_factor;
      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip, _enforce_max_settlement_cross_ticks;
      int _max_settlement_cross_ticks;
+      uint _ticks_per_row;
      LadderSettings _current;
      LadderColumnSettingsVM
         _orders = new OrdersColumnSettingsVM(),
@@ -61,17 +71,11 @@ namespace mbts.spark {
         _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
         _ask_mkt_line = new LadderMarketBreakLineVM("Ask"),
         _mid_mkt_line = new LadderMarketBreakLineVM("Mid"),
-         _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1),
-         _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false),
-         _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false);
+         _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1, can_edit_refresh_mode: false),
+         _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false, can_edit_refresh_mode: false),
+         _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false, can_edit_refresh_mode: false);
      OrderEntryPanelItemVisibilityVM
         _zoom_slider_visbility = new OrderEntryPanelItemVisibilityVM("Zoom Slider"),
-         _day_visibility = new OrderEntryPanelItemVisibilityVM("Day Change"),
-         _high_visibility = new OrderEntryPanelItemVisibilityVM("High"),
-         _low_visibility = new OrderEntryPanelItemVisibilityVM("Low"),
-         _open_visibility = new OrderEntryPanelItemVisibilityVM("Open"),
-         _settle_visibility = new OrderEntryPanelItemVisibilityVM("Settle"),
-         _volume_visibility = new OrderEntryPanelItemVisibilityVM("Volume"),
         _account_visibility = new OrderEntryPanelItemVisibilityVM("Account"),
         _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
@@ -85,10 +89,18 @@ namespace mbts.spark {
         _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
         _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All"),
         _status_message_visibility = new OrderEntryPanelItemVisibilityVM("Status Message");
+      PanelRelativePricePointVM
+         _day_change = new PanelRelativePricePointVM("Day Change");
+      PanelPricePointVM
+         _session_high = new PanelPricePointVM("High"),
+         _session_low = new PanelPricePointVM("Low"),
+         _open = new PanelPricePointVM("Open"),
+         _settlement = new PanelPricePointVM("Settle"),
+         _volume_panel_item = new PanelPricePointVM("Volume");

      public LadderSettingsVM(OrdersModel model, SecurityImmutable security) {
         _model = model;
-         is_synthetic = security.ContractCase == Security.ContractOneofCase.Synthetic;
+         _security = security;
         favorite_algos_vm = new FavoriteAlgosVM(_algo_definitions);
         size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
         size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
@@ -110,6 +122,9 @@ namespace mbts.spark {
         accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
            CustomSort = Comparer<AccountTuple>.Default.to_nullable().to_non_generic()
         };
+         // cmds
+         tick_up_ticks_per_row_cmd = new DelegateCommand(increment_ticks_per_row);
+         tick_down_ticks_per_row_cmd = new DelegateCommand(decrement_ticks_per_row);
         // update
         _update = new DeferrableActionWrapper(() => result_changed?.Invoke());
         mini_ob.result_changed += _update.execute;
@@ -131,17 +146,22 @@ namespace mbts.spark {
               _accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
               _try_select_desired_account();
            }),
-            ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, connect_favorite_algo),
+            ObservableAutoWrapper.connect_item_hooks(favorite_algos_vm.items, observe_prop_changes),
            _model.algo_model.definitions.OnDispatcher().Subscribe(update => {
               AlgoCollectionHelper.update_persisted_definitions(_algo_definitions, update, algo_factory);
               _try_select_desired_algo();
+            }),
+            ObservableAutoWrapper.connect_item_hooks(fair_value_line_settings_vm.items, item => {
+               _update.execute();
+               var prop_changes_sub = observe_prop_changes(item);
+               return Disposable.Create(_update.execute, prop_changes_sub.Dispose);
            })
         ) { dispose_resources };
         // local methods
         void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
         void on_prop_changed(object sender, PropertyChangedEventArgs e) => _update.execute();
         void on_favorite_algo_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) => _update.execute();
-         IDisposable connect_favorite_algo(FavoriteAlgoItem item) {
+         IDisposable observe_prop_changes(INotifyPropertyChanged item) {
            item.PropertyChanged += on_prop_changed;
            return Disposable.Create(() => item.PropertyChanged -= on_prop_changed);
         }
@@ -155,6 +175,26 @@ namespace mbts.spark {
         }
         AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
+         void increment_ticks_per_row() {
+            var tpr = ticks_per_row;
+            for (uint i = 1; i < 100; i++) {
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, ticks_per_row + i);
+               if (new_tpr != tpr) {
+                  ticks_per_row = new_tpr;
+                  break;
+               }
+            }
+         }
+         void decrement_ticks_per_row() {
+            var tpr = ticks_per_row;
+            for (uint i = 1; i < tpr; i++) {
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, tpr - i);
+               if (new_tpr != tpr) {
+                  ticks_per_row = new_tpr;
+                  break;
+               }
+            }
+         }
      }

      public event Action result_changed;
@@ -177,6 +217,16 @@ namespace mbts.spark {
         get => _alternate_order_size.Value;
         set => _alternate_order_size.Value = value;
      }
+      public uint ticks_per_row {
+         get => _ticks_per_row;
+         set => Set(ref _ticks_per_row, value, dependent_props: nameof(rounded_ticks_per_row));
+      }
+      public ICommand tick_up_ticks_per_row_cmd { get; }
+      public ICommand tick_down_ticks_per_row_cmd { get; }
+      // since settings profiles may be shared among ladders
+      // of different securities/tick sizes, the ticks per row setting
+      // may need to be rounded to a number that is a factor of $1.00
+      public uint? rounded_ticks_per_row => TickUtils.fit_ticks_per_row_to_dollars(_security.ContractSpec, ticks_per_row);

      public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
      public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
@@ -209,7 +259,15 @@ namespace mbts.spark {
      public FavoriteAlgosVM favorite_algos_vm { get; }

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

      public IEnumerable<LadderColumnSettingsVM> column_items {
         get {
@@ -248,15 +306,18 @@ namespace mbts.spark {
         }
      }

-      public IEnumerable<OrderEntryPanelItemVisibilityVM> order_entry_panel_items {
+      public FairValueLineSettingsVM fair_value_line_settings_vm { get; } = new
+         FairValueLineSettingsVM();
+
+      public IEnumerable order_entry_panel_items {
         get {
            yield return _zoom_slider_visbility;
-            yield return _day_visibility;
-            yield return _high_visibility;
-            yield return _low_visibility;
-            yield return _open_visibility;
-            yield return _settle_visibility;
-            yield return _volume_visibility;
+            yield return _day_change;
+            yield return _session_high;
+            yield return _session_low;
+            yield return _open;
+            yield return _settlement;
+            yield return _volume_panel_item;
            yield return _account_visibility;
            yield return _tif_visibility;
            yield return _order_type_visibility;
@@ -295,12 +356,12 @@ namespace mbts.spark {
            yield return _session_range_fill;
            // left panel
            yield return _zoom_slider_visbility;
-            yield return _day_visibility;
-            yield return _high_visibility;
-            yield return _low_visibility;
-            yield return _open_visibility;
-            yield return _settle_visibility;
-            yield return _volume_visibility;
+            yield return _day_change;
+            yield return _session_high;
+            yield return _session_low;
+            yield return _open;
+            yield return _settlement;
+            yield return _volume_panel_item;
            yield return _account_visibility;
            yield return _tif_visibility;
            yield return _order_type_visibility;
@@ -326,6 +387,7 @@ namespace mbts.spark {
            _current = settings;
            badge_style = settings.badge_style;
            alternate_order_size = settings.alternate_order_size;
+            ticks_per_row = settings.ticks_per_row;
            favorite_algos_vm.load_from(settings.favorite_algos);
            size_display.load_from(settings.size_display);
            size_presets.SetItems(settings.calculator_buttons.empty_if_null().Select(s => _create_size_preset_vm((uint)s)));
@@ -345,6 +407,14 @@ namespace mbts.spark {
            _session_low_mkt_line.assign_from(_current.session_low_line);
            _session_high_mkt_line.assign_from(_current.session_high_line);
            _session_range_fill.assign_from(_current.session_range_fill);
+            // fair value lines
+            fair_value_line_settings_vm.items.SetItems(
+               _current.fair_value_lines.Select(fvl => {
+                  var fvl_vm = new FairValueLineItemSettingsVM();
+                  fvl_vm.assign_from(fvl);
+                  fvl_vm.selected_security_key = fvl.security_key;
+                  return fvl_vm;
+               }));
            // left-panel (defaults)
            default_time_in_force = settings.default_time_in_force;
            // - account
@@ -359,12 +429,18 @@ namespace mbts.spark {
            zoom_factor = settings.zoom_factor;
            // left-panel (show/hide)
            _zoom_slider_visbility.show = settings.zoom_slider_visible;
-            _day_visibility.show = settings.day_visible;
-            _high_visibility.show = settings.high_visible;
-            _low_visibility.show = settings.low_visible;
-            _open_visibility.show = settings.open_visible;
-            _settle_visibility.show = settings.settle_visible;
-            _volume_visibility.show = settings.volume_visible;
+            _day_change.show = settings.day_visible;
+            _day_change.load_from(settings.panel_price_point_settings.day_change);
+            _session_high.show = settings.high_visible;
+            _session_high.load_from(settings.panel_price_point_settings.session_high);
+            _session_low.show = settings.low_visible;
+            _session_low.load_from(settings.panel_price_point_settings.session_low);
+            _open.show = settings.open_visible;
+            _open.load_from(settings.panel_price_point_settings.open);
+            _settlement.show = settings.settle_visible;
+            _settlement.load_from(settings.panel_price_point_settings.settlement);
+            _volume_panel_item.show = settings.volume_visible;
+            _volume_panel_item.load_from(settings.panel_price_point_settings.volume);
            _account_visibility.show = settings.account_visible;
            _tif_visibility.show = settings.tif_visible;
            _order_type_visibility.show = settings.order_type_visible;
@@ -407,6 +483,7 @@ namespace mbts.spark {
         }
         clone.badge_style = badge_style;
         clone.alternate_order_size = alternate_order_size;
+         clone.ticks_per_row = ticks_per_row;
         clone.favorite_algos = favorite_algos_vm.create();
         clone.size_display = size_display.create();
         clone.calculator_buttons = size_presets.Select(vm => (int)vm.value).ToArray();
@@ -426,6 +503,20 @@ namespace mbts.spark {
         clone.session_low_line = _session_low_mkt_line.get_settings();
         clone.session_high_line = _session_high_mkt_line.get_settings();
         clone.session_range_fill = _session_range_fill.get_settings();
+         // fair value lines
+         clone.fair_value_lines = fair_value_line_settings_vm.items
+            .Select(fvl => fvl.create())
+            .Where(fvl => fvl.security_key != 0)
+            .ToList();
+         // left-panel price items
+         clone.panel_price_point_settings = new LadderPanelPricePointSettings {
+            day_change = _day_change.create(),
+            open = _open.create(),
+            session_low = _session_low.create(),
+            session_high = _session_high.create(),
+            volume = _volume_panel_item.create(),
+            settlement = _settlement.create(),
+         };
         // left-panel (defaults)
         clone.default_time_in_force = default_time_in_force;
         // - account
@@ -440,12 +531,12 @@ namespace mbts.spark {
         clone.order_entry_panel_initial_width = _order_entry_panel_width;
         clone.zoom_factor = zoom_factor;
         // left-panel (components)
-         clone.day_visible = _day_visibility.show;
-         clone.high_visible = _high_visibility.show;
-         clone.low_visible = _low_visibility.show;
-         clone.open_visible = _open_visibility.show;
-         clone.settle_visible = _settle_visibility.show;
-         clone.volume_visible = _volume_visibility.show;
+         clone.day_visible = _day_change.show;
+         clone.high_visible = _session_high.show;
+         clone.low_visible = _session_low.show;
+         clone.open_visible = _open.show;
+         clone.settle_visible = _settlement.show;
+         clone.volume_visible = _volume_panel_item.show;
         clone.account_visible = _account_visibility.show;
         clone.tif_visible = _tif_visibility.show;
         clone.order_type_visible = _order_type_visibility.show;
@@ -569,8 +660,8 @@ namespace mbts.spark {
            font_size = settings.font_size;
            width = settings.width;
            show = settings.show;
-            foreground = settings.foreground.rgb_color();
-            background = settings.background.rgb_color();
+            foreground = settings.foreground.argb_color();
+            background = settings.background.argb_color();
         }

         public LadderColumnSettings get_settings() {
@@ -580,8 +671,8 @@ namespace mbts.spark {
               font_weight = font_weight.ToOpenTypeWeight(),
               width = width,
               show = show,
-               foreground = new BTSColor(foreground).ToUint(),
-               background = new BTSColor(background).ToUint()
+               foreground = foreground.rgb_color(),
+               background = background.rgb_color()
            };
         }
      }
@@ -601,12 +692,14 @@ namespace mbts.spark {
      public class LadderMarketBreakLineVM : ViewModelBase {
         readonly Property<Color> _color;
         readonly Property<bool> _show;
+         LadderMarketBreakLine.RefreshMode _refresh_mode;

-         public LadderMarketBreakLineVM(string name, int column_index = 0, int column_span = 5, bool show_session_range = true) {
+         public LadderMarketBreakLineVM(string name, int column_index = 0, int column_span = 5, bool show_session_range = true, bool can_edit_refresh_mode = true) {
            this.name = name;
            this.column_index = column_index;
            this.column_span = column_span;
            this.show_session_range = show_session_range;
+            this.can_edit_refresh_mode = can_edit_refresh_mode;
            palettes = new ObservableCollection<ColorPaletteVM>(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
            _color = backing(nameof(color), Colors.Black);
            _show = backing(nameof(show), false);
@@ -618,21 +711,25 @@ namespace mbts.spark {
         public Color color { get => _color.Value; set => _color.Value = value; }
         public bool show { get => _show.Value; set => _show.Value = value; }
         public bool show_session_range { get; }
+         public bool can_edit_refresh_mode { get; }
+         public LadderMarketBreakLine.RefreshMode refresh_mode { get => _refresh_mode; set => Set(ref _refresh_mode, value); }
         public ObservableCollection<ColorPaletteVM> palettes { get; }

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

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

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

         public OrderEntryPanelItemVisibilityVM(string name) {
@@ -643,6 +740,63 @@ namespace mbts.spark {
         public string name { get; }
         public bool show { get => _show.Value; set => _show.Value = value; }

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

      public class VolumeColumnVM : ViewModelBase {
@@ -1,14 +1,18 @@
 using bts.api;
+using bts.api.core;
 using bts.api.orderman;
 using bts.proto;
 using bts.shell;
 using bts.spark;
 using bts.utils;
 using mbts.co2;
+using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
+using mbts.ui.utility;
+using mbts.user.settings;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -27,15 +31,25 @@ namespace mbts.spark {

      readonly IBus _bus;
      readonly LadderModel _model;
-      readonly Property<double> _high, _low, _change, _open, _settlement, _left_panel_width, _zoom_factor;
-      //readonly Property<double> _window_width, _window_height;
+      readonly Property<double> _session_high, _session_low, _day_change, _open, _settlement, _left_panel_width, _zoom_factor;
      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
      readonly Property<ulong> _volume;
      readonly Property<bool> _auto_clear;
-      readonly PropertyAutoWrapper<LadderSettings, bool> _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
-         _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
-         _show_cancel_sells, _show_cancel_all, _show_zoom, _show_status_message;
+      readonly PropertyAutoWrapper<LadderSettings, bool>
+         _show_account,
+         _show_tif,
+         _show_order_type,
+         _show_size_preset,
+         _show_auto_clear,
+         _show_clear,
+         _show_cancel_buys,
+         _show_cancel_sells,
+         _show_cancel_all,
+         _show_zoom,
+         _show_status_message;
      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      readonly ObservableCollection<FairValueLine> _fair_value_line_inputs =
+         new ObservableCollection<FairValueLine>();
      double
         _position,
         _day_position,
@@ -49,8 +63,11 @@ namespace mbts.spark {
      ulong _last_trade_time = 0;
      IEqualityComparer<double> _equality;
      Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
+      ImmutableSortedDictionary<double, LadderOrderVM> _order_price_index;
      IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
      ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> _favorite_algo_map = ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem>.Empty;
+      ContractSpecificationImmutable? _spec;

      public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
         new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
@@ -65,15 +82,16 @@ namespace mbts.spark {
         _bus = bus;
         _model = model;
         current_settings = init;
+         _order_price_index = ImmutableSortedDictionary.Create<double, LadderOrderVM>(spec.price_comparer());
         this.settings = settings;
         _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
         display_quantity_divisor = model.order_gateway.security_auxiliary_model.get_display_quantity_divisor(model.security);
         size_calculator.display_divisor = display_quantity_divisor;
         _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
         this.order_properties_vm = order_properties_vm;
-         _high = backing(nameof(high), double.NaN);
-         _low = backing(nameof(low), double.NaN);
-         _change = backing(nameof(change), double.NaN);
+         _session_high = backing(nameof(session_high), double.NaN);
+         _session_low = backing(nameof(session_low), double.NaN);
+         _day_change = backing(nameof(day_change), double.NaN);
         _open = backing(nameof(open), double.NaN);
         _settlement = backing(nameof(settlement), double.NaN);
         // init window-specific settings: these properties should not observe settings updates; they are independent from the settings dialog, so it doesn't make sense that the settings dialog should cause them to change.
@@ -104,12 +122,6 @@ namespace mbts.spark {
            (_ask_background = brush_prop(nameof(ask_background), s => s.ask_column.background)).set,
            (_ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground)).set,
            // bool visibility props
-            (_show_day = bool_prop(nameof(show_day), s => s.day_visible)).set,
-            (_show_high = bool_prop(nameof(show_high), s => s.high_visible)).set,
-            (_show_low = bool_prop(nameof(show_low), s => s.low_visible)).set,
-            (_show_open = bool_prop(nameof(show_open), s => s.open_visible)).set,
-            (_show_settle = bool_prop(nameof(show_settle), s => s.settle_visible)).set,
-            (_show_volume = bool_prop(nameof(show_volume), s => s.volume_visible)).set,
            (_show_account = bool_prop(nameof(show_account), s => s.account_visible)).set,
            (_show_tif = bool_prop(nameof(show_tif), s => s.tif_visible)).set,
            (_show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible)).set,
@@ -122,6 +134,8 @@ namespace mbts.spark {
            (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
            (_show_status_message = bool_prop(nameof(show_status_message), s => s.status_message_visible)).set,
            s => {
+               // invalidate spec in case 'ticks per row' changed
+               _spec = null;
               if (
                  Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) |
                  Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position)) |
@@ -139,8 +153,33 @@ namespace mbts.spark {
               _piq_column_width.set(s.piq_column.width);
               _volume_column_width.set(s.volume_column.general.width);
               // left panel/zoom
+               day_change_style.load_from(s.panel_price_point_settings.day_change);
+               day_change_style.show = s.day_visible;
+               // open
+               open_style.load_from(s.panel_price_point_settings.open);
+               open_style.show = s.open_visible;
+               // session low
+               session_low_style.load_from(s.panel_price_point_settings.session_low);
+               session_low_style.show = s.low_visible;
+               // session high
+               session_high_style.load_from(s.panel_price_point_settings.session_high);
+               session_high_style.show = s.high_visible;
+               // settlement
+               settlement_style.load_from(s.panel_price_point_settings.settlement);
+               settlement_style.show = s.settle_visible;
+               // volume
+               volume_style.load_from(s.panel_price_point_settings.volume);
+               volume_style.show = s.volume_visible;
+               // left panel gen display
               _left_panel_width.set(s.order_entry_panel_initial_width);
               _zoom_factor.set(s.zoom_factor);
+               RaisePropertyChanged(nameof(day_change_font_color), nameof(day_change_background_color));
+               // fair value lines
+               var new_fvls = s.fair_value_lines
+                  .DistinctOn(fvl => fvl.security_key)
+                  .OrderBy(fvl => fvl.security_key)
+                  .ToList();
+               _fair_value_line_inputs.sync_with(new_fvls);
            }
         };
         PropertyAutoWrapper<LadderSettings, bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
@@ -159,71 +198,46 @@ namespace mbts.spark {
         settings_command = new DelegateCommand(() => request_settings_dialog?.Invoke());

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

         _dispose = Disposable.Create(
            settings.OnDispatcher().Subscribe(settings_observer),
            get_order_properties_editor_hooks(),
            bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
-            // we need to hook this up to model.orders which is filtered for just the security
-            model.orders.OnDispatcher().Subscribe(working => {
+            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(on_security_map),
+            ObservableAutoWrapper.connect(
+               _fair_value_line_inputs,
+               fair_value_lines,
+               fvl => new FairValueLineVM(fvl, _find_sec_md(fvl.security_key))),
+            orders_source.OnDispatcher().Subscribe(tup => {
               // Here we manage N orders to 1 price slot in the ladder
               Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
-               _cache = working.state;
-
-               foreach (var os in _cache.Values) {
-                  var wo = os.order;
-                  var slot_price_target = wo.ui_price();
-                  var order_type = wo.order_type();
-                  var filled = wo.filled();
-
-                  if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
-                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
-                  } else {
-                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, settings.Select(s => s.badge_style).OnDispatcher());
-                     _slot_price_vs_orders[slot_price_target] = slot_vm;
-                  }
-
-                  // keep track of slot prices vs orders; we use this below to remove orders from the LadderOrderVMs
-                  // that are not found in this callback run
-                  if (!orders_used_in_this_update.TryGetValue(slot_price_target, out HashSet<uint> orders_at_level)) {
-                     orders_at_level = new HashSet<uint>();
-                  }
-                  orders_at_level.Add(wo.Key);
-                  orders_used_in_this_update[slot_price_target] = orders_at_level;
-
+               _cache = tup.map;
+               /// remove empty price slots (the vm will be disposed automatically when it is removed from <see cref="orders"/>)
+               var removed_prices = _slot_price_vs_orders.Keys.Except(tup.price_index.Keys).ToList();
+               foreach (var p in removed_prices)
+                  _slot_price_vs_orders.Remove(p);
+               // add or update current price slots
+               foreach (var kv in tup.price_index) {
+                  _slot_price_vs_orders.AddOrUpdate(kv.Key,
+                     order_vm => order_vm.sync_orders(kv.Value),
+                     () => new LadderOrderVM(kv.Value, kv.Key, this, _bus, settings.Select(s => s.badge_style).OnDispatcher()));
               }
-
-               // remove any orders from the lovm that aren't in here
-               foreach(var kvp in orders_used_in_this_update) {
-                  var slot_vm = _slot_price_vs_orders[kvp.Key];
-                  foreach(var existing_order_key in slot_vm.order_keys) {
-                     if (!kvp.Value.Contains(existing_order_key)) {
-                        slot_vm.remove_order(existing_order_key);
-                     }
-                  }
-               }
-
-
-               // update dirty brushes and text
-               foreach (var lovm in _slot_price_vs_orders.Values) {
-                  lovm.update();
-               }
-
-               // complete removal of slots that were not updated
-               // orders_used_in_this_update.Keys are the price levels in the update
-               foreach (var slot_price in _slot_price_vs_orders.Keys.ToList()) {
-                  if (!orders_used_in_this_update.Keys.Contains(slot_price)) {
-                     _slot_price_vs_orders.TryGetValue(slot_price, out LadderOrderVM removal_candidate);
-                     if (removal_candidate != null) {
-                        removal_candidate.Dispose();
-                     }
-                     _slot_price_vs_orders.Remove(slot_price);
-                  }
-               }
-
+               // sync the collection
               orders.sync_with(_slot_price_vs_orders.Values);
+               // update badge colors, text, etc.
+               foreach (var lovm in orders)
+                  lovm.update();
            }),
            WorkLoop.Start($"Ladder '{security}'", _tick),
+            ObservableAutoWrapper.dispose_on_removed(orders, true),
            Disposable.Create(() => _on_disposed_impl?.Invoke(true))
         );
         IDisposable get_order_properties_editor_hooks() {
@@ -256,6 +270,15 @@ namespace mbts.spark {
                     RaisePropertyChanged(nameof(position_display_text));
               }));
         }
+         void on_security_map(IReadOnlyDictionary<uint, SecurityMD> security_map) {
+            _security_map = security_map;
+            foreach (var fvl_vm in fair_value_lines) {
+               if (fvl_vm.sec_md.HasValue) {
+                  continue;
+               }
+               fvl_vm.sec_md = _find_sec_md(fvl_vm.sec_id);
+            }
+         }
      }

      public IBus bus => _bus;
@@ -299,17 +322,34 @@ namespace mbts.spark {
         remove => _on_disposed_impl -= value;
      }
      public SecurityImmutable security => _model.security;
+      public ContractSpecificationImmutable spec => _spec ?? (
+         _spec = TickUtils.multiply_tick_size(security.ContractSpec, current_settings?.ticks_per_row ?? 1)).Value;
      public uint display_quantity_divisor { get; }
      public LadderSettings current_settings { get; private set; }
-      public double high => _high.Value;
-      public double low => _low.Value;
-      public double change => _change.Value;
+      // left panel values
+      public double session_high => _session_high.Value;
+      public double session_low => _session_low.Value;
+      public double day_change => _day_change.Value;
      public double open => _open.Value;
      public double settlement => _settlement.Value;
      public double position => _position;
      public double day_position => _day_position;
      public double raw_day_position => _raw_day_position;
      public ulong volume => _volume.Value;
+      // left panel styles
+      public LadderPanelRelativePricePointVM day_change_style { get; } = new LadderPanelRelativePricePointVM();
+      public Color day_change_font_color => day_change > 0 ?
+         day_change_style.positive_font_color :
+         (day_change < 0 ? day_change_style.negative_font_color : day_change_style.font_color);
+      public Color day_change_background_color => day_change > 0 ?
+         day_change_style.positive_background_color :
+         (day_change < 0 ? day_change_style.negative_background_color : day_change_style.background_color);
+      public LadderPanelPricePointVM open_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM settlement_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM session_high_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM session_low_style { get; } = new LadderPanelPricePointVM();
+      public LadderPanelPricePointVM volume_style { get; } = new LadderPanelPricePointVM();
+      //
      public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
      public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
      /// Important: <see cref="order_properties_vm"/> can be null.
@@ -324,12 +364,6 @@ namespace mbts.spark {
      public Brush bid_foreground => _bid_foreground.view;
      public Brush ask_background => _ask_background.view;
      public Brush ask_foreground => _ask_foreground.view;
-      public bool show_day => _show_day.view;
-      public bool show_high => _show_high.view;
-      public bool show_low => _show_low.view;
-      public bool show_open => _show_open.view;
-      public bool show_settle => _show_settle.view;
-      public bool show_volume => _show_volume.view;
      public bool show_account => _show_account.view;
      public bool show_tif => _show_tif.view;
      public bool show_order_type => _show_order_type.view;
@@ -344,6 +378,11 @@ namespace mbts.spark {
      public bool show_cancel_all => _show_cancel_all.view;
      public bool show_zoom => _show_zoom.view;
      public bool show_status_message => _show_status_message.view;
+      
+      public TickDisplaySettings day_change_display_settings =>
+         TickDisplaySettings.Default.with(
+            pad_with_leading_zeros: false,
+            show_zero_integer: false);
      // left panel scroll props
      public double left_panel_view_port_height {
         get => _left_panel_view_port_height;
@@ -389,6 +428,10 @@ namespace mbts.spark {
            return rv ?? "";
         }
      }
+
+      public ObservableCollection<FairValueLineVM> fair_value_lines { get; } =
+         new ObservableCollection<FairValueLineVM>();
+
      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
      //public double window_width { get => _window_width.Value; set => _window_width.set(value); }
      public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
@@ -409,11 +452,11 @@ namespace mbts.spark {
      double _max_left_panel_scroll_position =>
         Math.Max(0, _left_panel_extent_height - _left_panel_view_port_height);

-      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
+      internal OrderRecordImmutable get_root_at_price(OrderSecurity op) {
         var order = op.order;
-         double p = order.ui_price();
+         double p = _normalize_price(order.ui_price());
         foreach (var o in lineage(order.ParentKey)) {
-            if (_equality.Equals(p, o.ui_price()))
+            if (_equality.Equals(p, _normalize_price(o.ui_price())))
               order = o;
         }
         return order;
@@ -447,6 +490,14 @@ namespace mbts.spark {
            if (order_properties_vm.selected_algo_definition != null)
               rv.default_algo = AlgoID.from_algo_key(order_properties_vm.selected_algo_definition.key);
         }
+         rv.panel_price_point_settings = new LadderPanelPricePointSettings {
+            day_change = day_change_style.create(),
+            open = open_style.create(),
+            settlement = settlement_style.create(),
+            session_low = session_low_style.create(),
+            session_high = session_high_style.create(),
+            volume = volume_style.create()
+         };
         return rv;
      }

@@ -542,6 +593,64 @@ namespace mbts.spark {
         }
      }

+      static IObservable<(ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderSecurity>> price_index, IReadOnlyDictionary<uint, OrderSecurity> map)> _order_price_source(
+         IObservable<TableUpdate<OrderSecurity, uint>> source,
+         IComparer<double> price_comp,
+         Func<double, double> normalize_price) {
+         //
+         return Observable.Create<(ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderSecurity>>, IReadOnlyDictionary<uint, OrderSecurity>)>(o => {
+            var state = ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderSecurity>>(price_comp);
+            var sub = source.Subscribe(table => {
+               var bd = state.ToBuilder();
+               // removes
+               var removes = table.removed.Concat(table.changes.Where(price_changed).Old());
+               foreach (var old_order in removes) {
+                  var price = get_price(old_order);
+                  if (bd.TryGetValue(price, out var index)) {
+                     var new_index = index.Remove(old_order.order.Key);
+                     if (new_index.Count == 0) {
+                        bd.Remove(price);
+                     } else {
+                        bd[price] = new_index;
+                     }
+                  }
+               }
+               // changes
+               var changes = table.changes.Where(ch => !price_changed(ch)).New();
+               foreach (var changed_order in changes) {
+                  var price = get_price(changed_order);
+                  bd[price] = bd[price].SetItem(changed_order.order.Key, changed_order);
+               }
+               // adds
+               var adds = table.added.Concat(table.changes.Where(price_changed).New());
+               foreach (var new_order in adds) {
+                  var price = get_price(new_order);
+                  if (bd.TryGetValue(price, out var index)) {
+                     bd[price] = index.Add(new_order.order.Key, new_order);
+                  } else {
+                     bd[price] = ImmutableDictionary.CreateRange(
+                        new[] { new  KeyValuePair<uint, OrderSecurity>(new_order.order.Key, new_order) });
+                  }
+               }
+               o.OnNext((state = bd.ToImmutable(), table.state));
+            });
+            return sub;
+         });
+
+         bool price_changed(Change<OrderSecurity> ch) =>
+            price_comp.Compare(ch.New.order.ui_price(), ch.Old.order.ui_price()) != 0;
+
+         double get_price(OrderSecurity order) {
+            var p = order.order.ui_price();
+            if (!(normalize_price is null))
+               p = normalize_price(p);
+            return p;
+         }
+      }
+
+      double _normalize_price(double price) =>
+         TickUtils.normalize_price(spec, price);
+
      bool _validate_price(Side side, double price, out string msg) {
         msg = null;
         if (!price.is_real()) {
@@ -562,17 +671,17 @@ namespace mbts.spark {
      void _update_header() {
         bool last_updated = md.get_last_trade(ref _last_trade_time, out NativePriceSize last, out DateTime time, out ulong volume);
         if (_misc_time != _model.md.misc_timestamp || last_updated) {
-            _high.set(md.session_high);
-            _low.set(md.session_low);
+            _session_high.set(md.session_high);
+            _session_low.set(md.session_low);
            _open.set(md.open_price);
            _settlement.set(md.settlement_price);
            if (!double.IsNaN(last.price)) {
-               _change.set(last.price - md.settlement_price);
+               _day_change.set(last.price - md.settlement_price);
            } else {
               ulong unused = 0;
               _model.md.get_bbo(ref unused, out NativePriceSize bid, out NativePriceSize ask);
               double mid = TickUtils.mid_tick(security.ContractSpec, bid.price, ask.price);
-               _change.set(mid - md.settlement_price);
+               _day_change.set(mid - md.settlement_price);
            }
            _volume.set(volume);
            _misc_time = _model.md.misc_timestamp;
@@ -583,7 +692,7 @@ namespace mbts.spark {
      void _show_book() {
         var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
         ob_settings.filters = new bts.shell.orderbook.FilterStates {
-            security_criteria = new SecurityCriteria(security)
+            security_criteria = SecurityCriteria.from_securities(security)
         };
         _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
      }
@@ -597,5 +706,12 @@ namespace mbts.spark {
         _update_header();
         on_tick?.Invoke();
      }
+
+      SecurityMD? _find_sec_md(uint sec_key) {
+         if (_security_map.TryGetValue(sec_key, out var sec_md)) {
+            return sec_md;
+         }
+         return null;
+      }
   }
 }
@@ -0,0 +1,127 @@
+<UserControl
+  x:Class="mbts.ui.spark.FairValueLineSettingsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+  xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+  xmlns:mbts="clr-namespace:mbts"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:stg="clr-namespace:mbts.ui.settings"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <Thickness x:Key="CellPadding">10,6</Thickness>
+    <Style x:Key="DisabledColumnHeader" TargetType="GridViewColumnHeader">
+      <Setter Property="Template">
+        <Setter.Value>
+          <ControlTemplate TargetType="GridViewColumnHeader">
+            <Border HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Background="{x:Static u:BTSColors.header_brush}"/>
+          </ControlTemplate>
+        </Setter.Value>
+      </Setter>
+    </Style>
+  </UserControl.Resources>
+  <Grid>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="*"/>
+      <RowDefinition Height="Auto"/>
+    </Grid.RowDefinitions>
+    <c:DIYGrid
+      Grid.Row="0"
+      Grid.IsSharedSizeScope="True"
+      BorderBrush="Black"
+      BorderThickness="1"
+      Rows="{Binding items}"
+      RowsHorizontalScrollBarVisibility="Collapsed"
+      SelectionMode="Single"
+    >
+      <c:DIYGrid.Columns>
+        <c:DIYGridColumnCollection>
+          <usp:FairValueLineSettingsColumn key="Delete" HeaderContainerStyle="{StaticResource DisabledColumnHeader}" Width="23" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="Security" Header="Security" Width="130" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="Show" Header="Show" Width="40" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="AutoRefresh" Header="Auto Refresh" Width="80" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="Color" Header="Color" Width="80" is_visible="True"/>
+          <usp:FairValueLineSettingsColumn key="PriceType" Header="Type" Width="80" is_visible="True"/>
+        </c:DIYGridColumnCollection>
+      </c:DIYGrid.Columns>
+      <c:DIYGrid.RowTemplate>
+        <DataTemplate DataType="{x:Type sp:FairValueLineItemSettingsVM}">
+          <Grid c:DIYGrid.SyncWithColumnGeometry="True">
+            <!--Delete-->
+            <Button
+              c:DIYGrid.ColumnKey="Delete"
+              HorizontalAlignment="Center"
+              Command="{Binding DataContext.remove_item_cmd,
+                RelativeSource={RelativeSource AncestorType=usp:FairValueLineSettingsView}}"
+              CommandParameter="{Binding}"
+              Style="{StaticResource RoundCloseButton}"
+              ToolTip="Delete"
+            />
+            <!--Security-->
+            <c:ContractPickerPopup
+              c:DIYGrid.ColumnKey="Security"
+              Grid.Column="0"
+              Margin="{StaticResource CellPadding}"
+              CloseOnOK="True"
+              CloseOnCancel="True"
+                  IsEditMode="False"
+              MaxWidth="180"
+              SecurityMap="{Binding DataContext.security_map,
+                RelativeSource={RelativeSource AncestorType=usp:FairValueLineSettingsView}}"
+              SelectedSecurityKey="{Binding selected_security_key}"
+              Header="{Binding SelectedSecurity,
+                RelativeSource={RelativeSource Self},
+                Converter={StaticResource SelectedSecurityTextConverter}}"
+            />
+            <!--Show-->
+            <CheckBox
+              c:DIYGrid.ColumnKey="Show"
+              HorizontalAlignment="Center"
+              VerticalAlignment="Center"
+              IsChecked="{Binding show}"
+            />
+            <!--AutoRefresh-->
+            <CheckBox
+              c:DIYGrid.ColumnKey="AutoRefresh"
+              HorizontalAlignment="Center"
+              VerticalAlignment="Center"
+              IsChecked="{Binding auto_refresh}"
+            />
+            <!--Color-->
+            <c:ColorPickerPopup
+              c:DIYGrid.ColumnKey="Color"
+              HorizontalAlignment="Stretch"
+              VerticalAlignment="Center"
+              Margin="{StaticResource CellPadding}"
+              Palettes="{Binding color_palettes}"
+              SelectedColor="{Binding color}"
+            />
+            <!--PriceType-->
+            <ComboBox
+              c:DIYGrid.ColumnKey="PriceType"
+              Margin="{StaticResource CellPadding}"
+              ItemsSource="{Binding price_types}"
+              SelectedItem="{Binding selected_price_type}"
+            />
+            <Rectangle Grid.Column="0" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="1" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="2" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="3" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+            <Rectangle Grid.Column="4" HorizontalAlignment="Right" Width="1" Fill="Gray"/>
+          </Grid>
+        </DataTemplate>
+      </c:DIYGrid.RowTemplate>
+    </c:DIYGrid>
+    <TextBlock Grid.Row="1" HorizontalAlignment="Left" Margin="4,8">
+      <Hyperlink Command="{Binding add_item_cmd}">
+        Click to Add Item
+      </Hyperlink>
+    </TextBlock>
+  </Grid>
+</UserControl>
@@ -0,0 +1,40 @@
+using mbts.ui.controls;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace mbts.ui.spark {
+   /// <summary>
+   /// Interaction logic for FairValueLineSettingsView.xaml
+   /// </summary>
+   partial class FairValueLineSettingsView : UserControl {
+      public FairValueLineSettingsView() =>
+         InitializeComponent();
+
+      public enum Columns {
+         None = 0,
+         Delete,
+         Security,
+         Show,
+         AutoRefresh,
+         Color,
+         PriceType
+      }
+   }
+
+   class FairValueLineSettingsColumn : DIYGrid.ColumnBase<FairValueLineSettingsView.Columns> {
+      protected override void on_key_initialized(FairValueLineSettingsView.Columns key) =>
+         id = key.ToString();
+   }
+}
@@ -29,6 +29,10 @@ using System.Windows.Media.Animation;
 namespace mbts.spark {
   partial class LadderGridHost : Control {
      const int _min_row_count = 501, _max_row_count = 2001;
+      static readonly bool _show_scrollbar;
+      static readonly bool _lighten_market_cells;
+      static readonly Color? _bid_market_cell_background;
+      static readonly Color? _ask_market_cell_background;

      int _row_count = _min_row_count;

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

-      IDisposable _settings_sub, _volume_sub, _tick_sub, _vm_sub;
+      IDisposable _settings_sub, _volume_sub, _tick_sub, _fair_value_lines_sub, _vm_sub;
      ScrollViewer _scrollViewer;
      LadderSettings _settings;
      LadderVM _vm;
@@ -75,6 +79,19 @@ namespace mbts.spark {
      ToolTip tooltip_view = new ToolTip();
      IDisposable _parameterized_order_popup;

+      static LadderGridHost() {
+         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
+         _show_scrollbar = knobs.show_scrollbar;
+         _lighten_market_cells = knobs.lighten_market_cells;
+         // For market cell backgrounds, 0 means null.  Note that the full
+         // range of colors can still be expressed, as zero is merely one of
+         // 2^24 possible representations of 'transparent.'
+         if (knobs.bid_market_cell_background != 0)
+            _bid_market_cell_background = knobs.bid_market_cell_background.argb_color();
+         if (knobs.ask_market_cell_background != 0)
+            _ask_market_cell_background = knobs.ask_market_cell_background.argb_color();
+      }
+
      public LadderGridHost() {
         AllowDrop = true;
         UseLayoutRounding = true;
@@ -82,6 +99,8 @@ namespace mbts.spark {
         _ordershost = new LadderOrdersHost(this) { HorizontalAlignment = HorizontalAlignment.Left, VerticalAlignment = VerticalAlignment.Stretch };
         var scrollViewerFactory = new FrameworkElementFactory(typeof(ScrollViewer));
         scrollViewerFactory.SetValue(FocusableProperty, false);
+         if (!_show_scrollbar)
+            scrollViewerFactory.SetValue(ScrollViewer.VerticalScrollBarVisibilityProperty, ScrollBarVisibility.Hidden);
         Template = new ControlTemplate() {
            VisualTree = scrollViewerFactory
         };
@@ -296,6 +315,18 @@ namespace mbts.spark {

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

      public void drag_out_of_bounds() =>
         _tactile_adorner?.drag_out_of_bounds();
@@ -303,7 +334,7 @@ namespace mbts.spark {
      public void scroll_to_price(double price) {
         if (_scrollViewer == null || _price_list.is_null_or_empty())
            return;
-         if (security.ContractSpec.tickdiff(_price_list[0], price) is int target_row) {
+         if (_spec.tickdiff(_price_list[0], price) is int target_row) {
            int visible_row_count = (int)(_scrollViewer.ActualHeight / _settings.row_height);
            int curr_row = visible_row_count + (int)(_scrollViewer.VerticalOffset / _settings.row_height);
            if ((target_row > curr_row && target_row < _row_count) || (target_row < (curr_row - visible_row_count) && target_row >= 0))
@@ -533,10 +564,10 @@ namespace mbts.spark {
         _price_list == null ? double.NaN : _price_list[row];

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

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

      uint _volume_from_row(int row) {
         const int max_tries = 3;
@@ -622,7 +653,9 @@ namespace mbts.spark {
         if (_price_list != null) {
            switch (column.column_type) {
               case ColumnType.Order: _ordershost.set_col_width(column.settings.width); break;
-               case ColumnType.Bid: render_market_col(_bids); break;
+               case ColumnType.Bid:
+                  render_market_col(_bids, _bid_market_cell_background);
+                  break;
               case ColumnType.Price:
                  if (_settings.net_change != LadderSettings.NetChangeTerms.None) {
                     LadderRender.render_prices(
@@ -634,7 +667,7 @@ namespace mbts.spark {
                        _vm.md.settlement_price,
                        _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
                        column.settings,
-                        security.ContractSpec);
+                        _spec);
                  } else {
                     LadderRender.render_prices(
                        column.visual_tup.visual,
@@ -643,11 +676,13 @@ namespace mbts.spark {
                        _settings.row_height,
                        _price_list,
                        column.settings,
-                        security.ContractSpec,
+                        _spec,
                        _settings.price_display_format);
                  }
                  break;
-               case ColumnType.Ask: render_market_col(_asks); break;
+               case ColumnType.Ask:
+                  render_market_col(_asks, _ask_market_cell_background);
+                  break;
               case ColumnType.Volume:
                  _volume_container.mark_dirty();
                  _refresh_volume_at_price();
@@ -659,9 +694,9 @@ namespace mbts.spark {
               if (_mkt_break_lines.high_render_index.HasValue)
                  _render_session_line(_session_high_vis, _mkt_break_lines.high_render_index.Value, _settings.session_high_line.color);
            }
-            void render_market_col(NativePriceSize[] depth) {
+            void render_market_col(NativePriceSize[] depth, Color? market_cell_background) {
               var mid = LadderRender.index_of(_price_list, _last_origin_price, _price_comparer);
-               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_mkt_depth_item);
+               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, _spec, column.settings, _fmt_mkt_depth_item, _lighten_market_cells, market_cell_background);
            }
         }
         _apply_column_visual_offset();
@@ -696,7 +731,12 @@ namespace mbts.spark {
         } else {
            _vm.OnDisposed += _on_vm_disposed;
            _prices_updated = 0;
-            _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
+            // invalidate the contract spec here, as well as in the 'settings update' callback.
+            // While it is assumed that the settings IObservable will always fire at least once (on subscribe),
+            // this serves as a redundancy/fail-safe; it ensures that the vm's security's
+            // contract spec will be used, even if the settings sequence is empty.
+            _invalidate_spec();
+            _price_comparer = Comparer<double>.Create((x, y) => _spec.tick_equals(_normalize_price(x), _normalize_price(y)) ? 0 : y.CompareTo(x));
            _price_dirty = true;
            _piq_dirty = true;
            // **use local vm to protect against re-assignment,
@@ -713,8 +753,10 @@ namespace mbts.spark {
            // with meticulous attention to detail.
            _tick_sub = Disposable.Create(() => local_vm.on_tick -= _tick);
            _vm_sub = Disposable.Create(() => local_vm.request_recenter -= on_request_recenter);
-            void on_request_recenter() =>
+            void on_request_recenter() {
               RecenterCommand?.ExecuteIfCan(null);
+               _refresh_frozen_mkt_lines();
+            }
         }
      }

@@ -783,6 +825,15 @@ namespace mbts.spark {

      #endregion

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

      void _on_vm_disposed(bool obj) =>
         _dispose_resources();
@@ -791,6 +842,7 @@ namespace mbts.spark {
         Disposable.dispose(ref _settings_sub);
         Disposable.dispose(ref _volume_sub);
         Disposable.dispose(ref _tick_sub);
+         Disposable.dispose(ref _fair_value_lines_sub);
         if (_vm != null)
            _vm.OnDisposed -= _on_vm_disposed;
      }
@@ -814,6 +866,7 @@ namespace mbts.spark {
            } else {
               _scroll_to_row(_row_count / 2);
            }
+            _refresh_frozen_mkt_lines();
         }
      }

@@ -846,6 +899,7 @@ namespace mbts.spark {
               _refresh_bid_mkt_break();
               _refresh_ask_mkt_break();
               _refresh_mid_mkt_break();
+               _refresh_fair_value_lines(true);
               _refresh_session_low_line();
               _refresh_session_high_line();
               _refresh_session_range();
@@ -858,6 +912,7 @@ namespace mbts.spark {
                  _refresh_ask_mkt_break();
               if (_mkt_break_lines.mid_dirty)
                  _refresh_mid_mkt_break();
+               _refresh_fair_value_lines(false);
               if (_mkt_break_lines.session_low_dirty)
                  _refresh_session_low_line();
               if (_mkt_break_lines.session_high_dirty)
@@ -888,13 +943,36 @@ namespace mbts.spark {
      }

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

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

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

      void _refresh_session_low_line() {
         if (_settings.session_low_line.show && _mkt_break_lines.low_render_index.HasValue)
@@ -916,14 +994,14 @@ namespace mbts.spark {
         if (!_settings.piq_column.show)
            return;
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column, _fmt_mkt_quantity);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, _spec, _settings.piq_column, _fmt_mkt_quantity);
      }

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

      /// <summary>
@@ -951,7 +1029,7 @@ namespace mbts.spark {
               _price_list,
               vapls,
               _settings.row_height,
-               security.ContractSpec,
+               _spec,
               _settings.volume_column,
               last_index,
               _get_last_arrow_string(),
@@ -988,8 +1066,8 @@ namespace mbts.spark {
      void _refresh_prices() {
         var prev_price_list = _price_list;
         _price_list = (!(_settings.net_change == LadderSettings.NetChangeTerms.None)) ?
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec) :
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec, _settings.price_display_format);
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, _spec) :
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, _spec, _settings.price_display_format);
         _ordershost.update_settings(_price_list, _price_comparer, _settings.row_height, _settings.orders_column);
         if (prev_price_list != null) {
            // maintain previous visible price range if possible
@@ -1017,8 +1095,8 @@ namespace mbts.spark {
            SparkUtils.lazy_warn(!double.IsNaN(_mkt_break_lines.origin) && _mkt_break_lines.origin >= low && _mkt_break_lines.origin <= high,
               () => fmt_log_msg($"market break ({_mkt_break_lines.origin}) is unacceptable for the market range ({low} - {high})"));
            int prev_row_count = _row_count;
-            int n_ticks_to_low = security.ContractSpec.tickdiff(_mkt_break_lines.origin, low) ?? 0;
-            int n_ticks_to_high = security.ContractSpec.tickdiff(high, _mkt_break_lines.origin) ?? 0;
+            int n_ticks_to_low = _spec.tickdiff(_mkt_break_lines.origin, low) ?? 0;
+            int n_ticks_to_high = _spec.tickdiff(high, _mkt_break_lines.origin) ?? 0;
            int desired_row_count = Math.Max(n_ticks_to_low, n_ticks_to_high) * 2 + 1;
            _row_count = Math.Min(_max_row_count, desired_row_count);
            if (_row_count != prev_row_count) {
@@ -1034,7 +1112,7 @@ namespace mbts.spark {
            _last_price_range_calc_time = now;
            //
            string fmt_log_msg(string msg) =>
-               $"Ladder {security} (id:{security.Id}, low/high tick:{security.ContractSpec.LowTick}/{security.ContractSpec.HighTick}): {msg}.";
+               $"Ladder {security} (id:{security.Id}, low/high tick:{_spec.LowTick}/{_spec.HighTick}): {msg}.";
         }
         return prices_changed;
      }
@@ -1067,6 +1145,7 @@ namespace mbts.spark {
         _refresh_bid_mkt_break();
         _refresh_ask_mkt_break();
         _refresh_mid_mkt_break();
+         _refresh_fair_value_lines(true);
         _refresh_session_low_line();
         _refresh_session_high_line();
         _refresh_session_range();
@@ -1082,29 +1161,29 @@ namespace mbts.spark {
      double _get_bid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
-            best_bid;
+         return LadderPriceLineViewAdapter.bid_line(best_bid, best_ask, _vm.settlement, _spec);
      }

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

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

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

      void _render_mkt_break(DrawingVisual vis, double price, uint color) =>
         LadderRender.render_mkt_break(vis, _row_for_price(price), _settings.row_height, color);
@@ -1113,6 +1192,9 @@ namespace mbts.spark {
         LadderRender.render_single_grid_line(vis, row, _settings.row_height, color, _price_column.x_left, _settings.price_column.width);
      #endregion

+      void _invalidate_spec() =>
+         _spec_backing = null;
+
      void _settings_updated(LadderSettings s) {
         bool init;
         double prev_row_height;
@@ -1126,6 +1208,7 @@ namespace mbts.spark {
         /// The viewmodel will always have the most up-to-date settings, so ignore <see cref="s"/> and just get it from <see cref="_vm"/>.
         /// This is a workaround for the global settings-defaults issue: when defaults are updated, some properties are inadvertantly overwritten, such as column-widths, etc.
         _settings = _vm.get_save_state();
+         _invalidate_spec();
         _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
         _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
         _price_vis_tup.glyph_context = glyph_context(s.price_column);
@@ -1144,8 +1227,22 @@ namespace mbts.spark {
         if (prev_row_height != _settings.row_height)
            _reset_height();
         _price_dirty = _settings.price_column.show;
+         Disposable.dispose(ref _fair_value_lines_sub);
+         _mkt_break_lines.fair_value_line_views.Clear();
         // Clear and re-add the columns to the viewer to ensure offset/visibility is correct
         _visualHost.Clear();
+         if (LadderSettings.mimic_tt) {
+            // The session_range_vis sits beneath the grid backgrounds (on the
+            // z-axis) to avoid obfuscating the font color (dj wants it to be
+            // pure white).  Historically, it sat atop the price column, with a
+            // low opacity to slightly darken the range of prices inside of the
+            // session range (i.e., the price-band of the day's trades).  In
+            // conjuction with this change, the price column's background
+            // opacity is made slightly less than 1 (in the default settings),
+            // while the font color remains fully opaque, so this layer will
+            // darken the background without affecting the font color.
+            _visualHost.AddVisualChild(_session_range_vis);
+         }
         // Renders the grid lines and column backgrounds
         _visualHost.AddVisualChild(_gridvis);
         // Orders column
@@ -1170,12 +1267,23 @@ namespace mbts.spark {
               }
            }
         }
+         _refresh_frozen_mkt_lines();
         _visualHost.AddVisualChild(_mid_mkt_break_vis);
         _visualHost.AddVisualChild(_ask_mkt_break_vis);
         _visualHost.AddVisualChild(_bid_mkt_break_vis);
+         _fair_value_lines_sub = ui.utility.ObservableAutoWrapper.connect(
+            _vm.fair_value_lines,
+            _mkt_break_lines.fair_value_line_views,
+            vm => {
+               var with_vis = new FairValueLineWithVis(vm);
+               _visualHost.AddVisualChild(with_vis.vis);
+               return with_vis;
+            },
+            with_vis => _visualHost.RemoveVisualChild(with_vis.vis));
         _visualHost.AddVisualChild(_session_low_vis);
         _visualHost.AddVisualChild(_session_high_vis);
-         _visualHost.AddVisualChild(_session_range_vis);
+         if (!LadderSettings.mimic_tt)
+            _visualHost.AddVisualChild(_session_range_vis);
         _render_grid_background();
         _init_tactile_adorner();
         // this effectively sets the background of the "Last" column
@@ -1261,11 +1369,30 @@ namespace mbts.spark {
            !(x == y);
      }

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

         public MarketBreakLines(LadderGridHost owner) =>
@@ -1279,6 +1406,11 @@ namespace mbts.spark {
         public bool session_range_dirty => session_low_dirty || session_high_dirty;
         public bool origin_dirty { get; private set; }

+         public double frozen_bid => double.IsNaN(_frozen_bid) ? (_frozen_bid = _bid) : _frozen_bid;
+         public double frozen_ask => double.IsNaN(_frozen_ask) ? (_frozen_ask = _ask) : _frozen_ask;
+         public double frozen_mid => double.IsNaN(_frozen_mid) ? (_frozen_mid = _mid) : _frozen_mid;
+         public double frozen_origin => double.IsNaN(_frozen_origin) ? (_frozen_origin = _origin) : _frozen_origin;
+
         public double bid => _bid;
         public double ask => _ask;
         public double mid => _mid;
@@ -1317,17 +1449,30 @@ namespace mbts.spark {
            }
         }

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

         LadderSettings _settings => _owner._settings;

+         public void refresh_frozen() {
+            _refresh(true);
+         }
+
         public void refresh() {
+            _refresh(false);
+         }
+         void _refresh(bool update_frozen) {
            bid_dirty = ConvertUtils.update_value_type(ref _bid, _settings.bid_break_line.show ? _owner._get_bid_market_break() : double.NaN);
            ask_dirty = ConvertUtils.update_value_type(ref _ask, _settings.ask_break_line.show ? _owner._get_ask_market_break() : double.NaN);
            mid_dirty = ConvertUtils.update_value_type(ref _mid, _settings.mid_break_line.show ? _owner._get_mid_market_break() : double.NaN);
            session_low_dirty = ConvertUtils.update_value_type(ref _session_low, (_settings.session_low_line.show || _settings.session_range_fill.show) ? _owner._get_session_low() : double.NaN);
            session_high_dirty = ConvertUtils.update_value_type(ref _session_high, (_settings.session_high_line.show || _settings.session_range_fill.show) ? _owner._get_session_high() : double.NaN);
+            foreach (var fvlv in fair_value_line_views) {
+               fvlv.refresh(update_frozen);
+            }
            if (session_low_dirty)
               _low_index = null;
            if (session_high_dirty)
@@ -1342,6 +1487,11 @@ namespace mbts.spark {
            if (double.IsNaN(new_origin))
               new_origin = _owner._get_bid_market_break();
            origin_dirty = ConvertUtils.update_value_type(ref _origin, new_origin);
+            if (update_frozen) {
+               _frozen_bid = _bid;
+               _frozen_ask = _ask;
+               _frozen_mid = _mid;
+            }
         }
      }
   }
@@ -130,6 +130,8 @@ namespace mbts.spark {
            if (e.ChangedButton == MouseButton.Middle) {
               // create the new popup window in here
               var obvm = order.create_orderbook_vm();
+               if (obvm is null)
+                  return;
               await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
               var view = new MiniOrderBookView(obvm);
               var popup = new System.Windows.Controls.Primitives.Popup {
@@ -0,0 +1,60 @@
+using bts.api;
+
+namespace mbts.spark {
+   class LadderPriceLineViewAdapter {
+      public static double bid_line(
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         return TickUtils.normalize_price(spec, impl());
+         double impl() {
+            if (!double.IsNaN(bid)) {
+               return bid;
+            }
+            if (!double.IsNaN(ask)) {
+               return _try_tick_down(spec, ask);
+            }
+            return settlement;
+         }
+      }
+
+      public static double ask_line(
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         return TickUtils.normalize_price(spec, impl());
+         double impl() {
+            if (!double.IsNaN(ask)) {
+               return _try_tick_down(spec, ask);
+            }
+            if (!double.IsNaN(bid)) {
+               return bid;
+            }
+            return settlement;
+         }
+      }
+
+      public static double mid_line(
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         return TickUtils.normalize_price(spec, impl());
+         double impl() {
+            if (double.IsNaN(bid)) {
+               if (double.IsNaN(ask)) {
+                  return settlement;
+               }
+               return _try_tick_down(spec, ask);
+            }
+            if (double.IsNaN(ask)) {
+               return bid;
+            }
+            if (spec.HasValue) {
+               return TickUtils.mid_tick(spec.Value, bid, ask);
+            }
+            return bid;
+         }
+      }
+
+      static double _try_tick_down(ContractSpecificationImmutable? spec, double value) {
+         if (spec.HasValue) {
+            return spec.Value.tickdown(value);
+         }
+         return value;
+      }
+   }
+}
@@ -43,9 +43,12 @@ namespace mbts.spark {
   static class LadderRender {
      // Note: the orders-column has a separate "row_padding" value: Badge.DefaultMargin
      // (see how it is incorporated in measure_row_height() below)
-      public static readonly Thickness row_padding = new Thickness(6);
+      public static Thickness row_padding => LadderSettings.mimic_tt ?
+         new Thickness(4, 2, 4, 2) : new Thickness(6);
+
      const string tick_separator_period = ".";
      const string tick_separator_dash = "-";
+      const int GRID_LINE_HEIGHT = 1;

      // IMPORTANT: this method ONLY WORKS if Badges use the BadgeRender.margin/border_thickness/padding values.
      // TODO: elminate the dependency on BadgeRender.margin/border_thickness/padding by integrating them into settings.
@@ -58,11 +61,20 @@ namespace mbts.spark {
      public static int index_of(double[] prices, double price, IComparer<double> comparer) =>
         Array.BinarySearch(prices, price, comparer);

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

      public static double[] gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
         // require odd number
@@ -85,7 +97,7 @@ namespace mbts.spark {
      public static GlyphRun[] format_prices(double[] prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
         var result = new GlyphRun[prices.Length];
         Parallel.For(0, prices.Length, i =>
-            result[i] = format_text(spec.format(prices[i], reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
+            result[i] = format_text(spec.format(prices[i] - reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
         return result;
      }
      public static GlyphRun[] format_prices(double[] prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
@@ -149,14 +161,13 @@ namespace mbts.spark {
         using (var dc = dv.RenderOpen()) {
            // draw column backgrounds
            foreach (var col in columns) {
-               var background = col.settings.background.rgb_brush();
-               background.Freeze();
+               var background = col.settings.background.argb_brush();
               dc.DrawRectangle(background, null, new Rect(col.x_left, 0, col.settings.width, rowcount * row_height));
            }
            // draw grid lines
            for (int row = 1; row < rowcount; ++row) {
               double y = row * row_height;
-               dc.DrawRectangle(brush, null, new Rect(0, y, 500, 1));
+               dc.DrawRectangle(brush, null, new Rect(0, y, 500, GRID_LINE_HEIGHT));
            }
         }
      }
@@ -170,9 +181,18 @@ namespace mbts.spark {
         double row_height,
         ContractSpecificationImmutable spec,
         LadderColumnSettings settings,
-         Func<NativePriceSize, string> fmt
-         ) {
+         Func<NativePriceSize, string> fmt,
+         bool lighten_market_cells,
+         Color? market_cell_background) {
         //var background = new SolidColorBrush(settings.background.rgb_color());
+         Brush market_cell_background_brush;
+         if (market_cell_background.HasValue) {
+            market_cell_background_brush = new SolidColorBrush(market_cell_background.Value);
+         } else if (lighten_market_cells) {
+            market_cell_background_brush = settings.background.rgb_color().blend_with(Colors.White).to_brush();
+         } else {
+            market_cell_background_brush = null;
+         }
         using (var dc = dv.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, prices.Length * row_height));
@@ -181,15 +201,32 @@ namespace mbts.spark {
            var foreground = settings.foreground.rgb_brush();
            int curr_index = origin_index;
            double curr_price = prices[curr_index];
-            for (int i = 0; i < rungs.Length; i++) {
-               if (rungs[i].is_nan) break;
-               double price = rungs[i].price;
+            NativePriceSize curr_size = NativePriceSize.NO_MARKET;
+            var row_tick_groups = rungs
+               .TakeWhile(nps => !nps.is_nan)
+               .AggregateConsecutiveGroups(() => NativePriceSize.NO_MARKET,
+                  (aggr, rung) => rung.with(
+                     direct_size: aggr.direct_size + rung.direct_size,
+                     implied_size: aggr.implied_size + rung.implied_size),
+                  rung => {
+                     //spec.round_to_tick(rung.price);
+                     var ticks = spec.full_ticks_from_zero(rung.price);
+                     return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
+                  });
+            foreach (var rung in row_tick_groups) {
+               //double price = spec.round_to_tick(rung.price);
+               var ticks = spec.full_ticks_from_zero(rung.price);
+               var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
               // prices are in descending order, so get diff from curr_price - price
               int tick_diff = spec.tickdiff_unchecked(curr_price, price);
               curr_index += tick_diff;
               curr_price = price;
               if (curr_index >= 0 && curr_index < prices.Length) {
-                  var gr = format_text(fmt(rungs[i]), curr_index, row_height, settings, glyph_context);
+                  if (market_cell_background_brush != null)
+                     dc.DrawRectangle(market_cell_background_brush, null,
+                        new Rect(0, curr_index * row_height + GRID_LINE_HEIGHT,
+                           settings.width, row_height - GRID_LINE_HEIGHT));
+                  var gr = format_text(fmt(rung), curr_index, row_height, settings, glyph_context);
                  dc.DrawGlyphRun(foreground, gr);
               } else break;
            }
@@ -374,7 +411,7 @@ namespace mbts.spark {
      public static void render_session_range(DrawingVisual dv, uint color, LadderColumnSettings settings, int low_index, int high_index, double[] prices, double row_height) {
         using (var dc = dv.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, prices.Length))
-            dc.DrawRectangle(new SolidColorBrush(color.rgb_color()) { Opacity = 0.2 }, null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
+            dc.DrawRectangle(new SolidColorBrush(color.argb_color()), null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
      }

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

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

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

         #region UI Event Handlers
@@ -37,7 +37,7 @@
      <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
      <converters:ResponsiveTextConverter x:Key="LowTextConverter" LongText="Low:" ShortText="L:" Threshold="99" />
      <converters:ResponsiveTextConverter x:Key="OpenTextConverter" LongText="Open:" ShortText="O:" Threshold="99" />
-      <converters:ResponsiveTextConverter x:Key="SettleTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="SettlementTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
      <converters:ResponsiveTextConverter x:Key="VolumeTextConverter" LongText="Volume:" ShortText="V:" Threshold="99" />
      <converters:DoubleSubtractionConverter x:Key="DoubleSubtractionConverter" Value="4" />
      <converters:DoubleSubtractionConverter x:Key="HeightDoubleSubtractionConverter" Value="6" />
@@ -141,7 +141,61 @@
        <Setter Property="Margin" Value="2,0,2,5"/>
        <Setter Property="Padding" Value="2"/>
      </Style>
+      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
+        <Setter Property="Grid.Row" Value="2" />
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
+          </Setter.Value>
+        </Setter>
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="Button">
+              <Border 
+                x:Name="Border"
+                BorderThickness="{TemplateBinding BorderThickness}"
+                BorderBrush="{mbts:BTSColor UI.Button.normal_border}"
+                Background="{mbts:BTSColor UI.Button.normal_background}"
+                Padding="{TemplateBinding Padding}"
+                SnapsToDevicePixels="True">
+                <ContentPresenter 
+                  HorizontalAlignment="Center"
+                  VerticalAlignment="Center"
+                  RecognizesAccessKey="True"
+                  Name="button_content" 
+                  />
+              </Border>
+              <ControlTemplate.Triggers>
+                <Trigger Property="IsMouseOver" Value="True">
+                  <Setter TargetName="Border" Property="Background" Value="{mbts:BTSColor UI.Button.mouseover_background}" />
+                  <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}" />
+                </Trigger>
+              </ControlTemplate.Triggers>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="TT_CancelAll" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+        <Setter Property="Grid.Row" Value="0"/>
+      </Style>
+      <Style x:Key="TT_CancelBuys" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+        <Setter Property="Grid.Row" Value="1" />
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel Buys</TextBlock>
+          </Setter.Value>
+        </Setter>
+      </Style>
+      <Style x:Key="TT_CancelSells" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+        <Setter Property="Grid.Row" Value="2" />
+        <Setter Property="Content">
+          <Setter.Value>
+            <TextBlock VerticalAlignment="Center">Cancel Sells</TextBlock>
+          </Setter.Value>
+        </Setter>
+      </Style>
      <Style x:Key="CancelBuys" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
+        <Setter Property="Grid.Row" Value="0" />
        <Setter Property="Content">
          <Setter.Value>
            <TextBlock VerticalAlignment="Center" Foreground="{Binding bid_foreground}">Cancel Buys</TextBlock>
@@ -177,6 +231,7 @@
      </Style>
      <Style x:Key="CancelSells" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
        <Setter Property="Background" Value="{mbts:BTSColor MarketData.ask}" />
+        <Setter Property="Grid.Row" Value="1" />
        <Setter Property="Content">
          <Setter.Value>
            <TextBlock VerticalAlignment="Center" Foreground="{Binding ask_foreground}">Cancel Sells</TextBlock>
@@ -210,39 +265,6 @@
          </Setter.Value>
        </Setter>
      </Style>
-      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border 
-                x:Name="Border"
-                BorderThickness="{TemplateBinding BorderThickness}"
-                BorderBrush="{mbts:BTSColor UI.Button.normal_border}"
-                Background="{mbts:BTSColor UI.Button.normal_background}"
-                Padding="{TemplateBinding Padding}"
-                SnapsToDevicePixels="True">
-                <ContentPresenter 
-                  HorizontalAlignment="Center"
-                  VerticalAlignment="Center"
-                  RecognizesAccessKey="True"
-                  Name="button_content" 
-                  />
-              </Border>
-              <ControlTemplate.Triggers>
-                <Trigger Property="IsMouseOver" Value="True">
-                  <Setter TargetName="Border" Property="Background" Value="{mbts:BTSColor UI.Button.mouseover_background}" />
-                  <Setter TargetName="Border" Property="BorderBrush" Value="{mbts:BTSColor UI.Button.mouseover_border}" />
-                </Trigger>
-              </ControlTemplate.Triggers>
-            </ControlTemplate>
-          </Setter.Value>
-        </Setter>
-      </Style>
      <Style x:Key="SettingsButton" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
        <Setter Property="Content">
          <Setter.Value>
@@ -277,6 +299,23 @@
          </Setter.Value>
        </Setter>
      </Style>
+
+      <!-- Left Panel Price Points -->
+      <Style x:Key="LeftPanelPricePointLabel" TargetType="TextBlock">
+        <Setter Property="Margin" Value="0,1,0,4"/>
+        <Setter Property="VerticalAlignment" Value="Top"/>
+      </Style>
+      <Style x:Key="LeftPanelPricePointBorder" TargetType="Border">
+        <Setter Property="Grid.Column" Value="2"/>
+        <Setter Property="HorizontalAlignment" Value="Stretch"/>
+        <Setter Property="Margin" Value="0,0,0,2"/>
+        <Setter Property="Padding" Value="1"/>
+      </Style>
+      <Style x:Key="LeftPanelPricePointText" TargetType="TextBlock">
+        <Setter Property="FontWeight" Value="Bold"/>
+        <Setter Property="Foreground" Value="{mbts:BTSColor UI.default_text}"/>
+      </Style>
+
      <sys:Double x:Key="MaxZoomFactor">1.5</sys:Double>
      <sys:Double x:Key="MinZoomFactor">0.5</sys:Double>
    </ResourceDictionary>
@@ -345,107 +384,188 @@
                <ColumnDefinition Width="6"/>
                <ColumnDefinition Width="Auto"/>
              </Grid.ColumnDefinitions>
-              <!-- Day -->
-              <TextBlock Grid.Column="0" Grid.Row="0"
-                     Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="0" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" 
-                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="change"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- High -->
-              <TextBlock Grid.Column="0" Grid.Row="1"
-                     Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="1" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="high"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Low -->
-              <TextBlock Grid.Column="0" Grid.Row="2"
-                     Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="low"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Open -->
-              <TextBlock Grid.Column="0" Grid.Row="3"
-                     Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="3" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="open"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Settle -->
-              <TextBlock Grid.Column="0" Grid.Row="4"
-                     Text="{Binding left_panel_width, Converter={StaticResource SettleTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="4" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}">
-                <TextBlock.Text>
-                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                    <Binding Path="settlement"/>
-                    <Binding Path="security.ContractSpec"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
-              <!-- Volume -->
-              <TextBlock Grid.Column="0" Grid.Row="5"
-                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <!-- Day Change -->
              <TextBlock
-                Grid.Column="2"
-                Grid.Row="5"
-                FontWeight="Bold"
-                Margin="0,0,0,4"
-                Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Grid.Row="0"
+                Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
+                Visibility="{Binding day_change_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="0"
+                Background="{Binding day_change_background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding day_change_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Day Change"
+                Style="{StaticResource LeftPanelPricePointBorder}"
              >
-                <TextBlock.Text>
-                  <MultiBinding>
-                    <MultiBinding.Converter>
-                      <converters:MultiValueConverterPipe>
-                        <x:Static MemberType="{x:Type converters:DynamicDoubleDivisorConverter}" Member="Instance"/>
-                        <x:Static MemberType="{x:Type converters:ValueConverters}" Member="SimpleString"/>
-                      </converters:MultiValueConverterPipe>
-                    </MultiBinding.Converter>
-                    <Binding Path="volume" Mode="OneWay"/>
-                    <Binding Path="display_quantity_divisor" Mode="OneTime"/>
-                  </MultiBinding>
-                </TextBlock.Text>
-              </TextBlock>
+                <TextBlock
+                  FontFamily="{Binding day_change_style.font_family}"
+                  FontSize="{Binding day_change_style.font_size}"
+                  FontWeight="{Binding day_change_style.font_weight}"
+                  Foreground="{Binding day_change_font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="day_change"/>
+                      <Binding Path="security.ContractSpec"/>
+                      <Binding Path="day_change_display_settings"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Volume -->
+              <TextBlock
+                Grid.Column="0"
+                Grid.Row="1"
+                Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
+                Visibility="{Binding volume_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="1"
+                Background="{Binding volume_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding volume_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Volume"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding volume_style.font_family}"
+                  FontSize="{Binding volume_style.font_size}"
+                  FontWeight="{Binding volume_style.font_weight}"
+                  Foreground="{Binding volume_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding>
+                      <MultiBinding.Converter>
+                        <converters:MultiValueConverterPipe>
+                          <x:Static MemberType="{x:Type converters:DynamicDoubleDivisorConverter}" Member="Instance"/>
+                          <x:Static MemberType="{x:Type converters:ValueConverters}" Member="SimpleString"/>
+                        </converters:MultiValueConverterPipe>
+                      </MultiBinding.Converter>
+                      <Binding Path="volume" Mode="OneWay"/>
+                      <Binding Path="display_quantity_divisor" Mode="OneTime"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- High -->
+              <TextBlock
+                Grid.Row="2"
+                Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
+                Visibility="{Binding session_high_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="2"
+                Background="{Binding session_high_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding session_high_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Session High"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding session_high_style.font_family}"
+                  FontSize="{Binding session_high_style.font_size}"
+                  FontWeight="{Binding session_high_style.font_weight}"
+                  Foreground="{Binding session_high_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="session_high"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Low -->
+              <TextBlock
+                Grid.Row="3"
+                Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
+                Visibility="{Binding session_low_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="3"
+                Background="{Binding session_low_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding session_low_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Session Low"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding session_low_style.font_family}"
+                  FontSize="{Binding session_low_style.font_size}"
+                  FontWeight="{Binding session_low_style.font_weight}"
+                  Foreground="{Binding session_low_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="session_low"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Open -->
+              <TextBlock
+                Grid.Row="4"
+                Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
+                Visibility="{Binding open_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="4"
+                Background="{Binding open_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding open_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Open"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding open_style.font_family}"
+                  FontSize="{Binding open_style.font_size}"
+                  FontWeight="{Binding open_style.font_weight}"
+                  Foreground="{Binding open_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="open"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
+              <!-- Settlement -->
+              <TextBlock
+                Grid.Row="5"
+                Text="{Binding left_panel_width, Converter={StaticResource SettlementTextConverter}}"
+                Visibility="{Binding settlement_style.actual_show_label, Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}"
+              />
+              <Border
+                Grid.Row="5"
+                Background="{Binding settlement_style.background_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                Visibility="{Binding settlement_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Settlement"
+                Style="{StaticResource LeftPanelPricePointBorder}"
+              >
+                <TextBlock
+                  FontFamily="{Binding settlement_style.font_family}"
+                  FontSize="{Binding settlement_style.font_size}"
+                  FontWeight="{Binding settlement_style.font_weight}"
+                  Foreground="{Binding settlement_style.font_color, Converter={x:Static converters:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}"
+                >
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="settlement"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Border>
            </Grid>
            <!-- Account combobox -->
            <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
@@ -571,15 +691,20 @@
                </ItemsPanelTemplate>
              </uag:AlgoTemplateFavoriteButtonsView.ItemsPanel>
            </uag:AlgoTemplateFavoriteButtonsView>
-            <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
+            <Grid Margin="0,17,0,0" VerticalAlignment="Top">
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
              <!-- Cancel Buttons -->
-              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
+              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource {x:Static spark:LadderView.CancelBuysButtonStyleKey}}"
                  Visibility="{Binding show_cancel_buys, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"
+              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource {x:Static spark:LadderView.CancelSellsButtonStyleKey}}"
                  Visibility="{Binding show_cancel_sells, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"
+              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource {x:Static spark:LadderView.CancelAllButtonStyleKey}}"
                  Visibility="{Binding show_cancel_all, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-            </StackPanel>
+            </Grid>
            <StackPanel Grid.Row="1" Margin="0,17,0,0" VerticalAlignment="Bottom">
              <!-- Settings Button -->
              <Button Command="{Binding settings_command}" Style="{StaticResource SettingsButton}"/>
@@ -22,6 +22,22 @@ namespace mbts.spark {
         MaxLeftPanelWidth = 150,
         MinZoomFactor = 0.5,
         MaxZoomFactor = 1.5;
+      
+      static LadderView() {
+         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
+         MimicTT = knobs.mimic_tt;
+      }
+
+      public static bool MimicTT { get; }
+
+      public static string CancelBuysButtonStyleKey =>
+         MimicTT ? "TT_CancelBuys" : "CancelBuys";
+
+      public static string CancelSellsButtonStyleKey =>
+         MimicTT ? "TT_CancelSells" : "CancelSells";
+
+      public static string CancelAllButtonStyleKey =>
+         MimicTT ? "TT_CancelAll" : "CancelAll";

      public static IMultiValueConverter PositionToolTipConverter =
         ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
@@ -253,4 +269,4 @@ namespace mbts.spark {
      }

   }
-}
+}
@@ -4,6 +4,7 @@ using bts.api.orderman;
 using bts.collections;
 using bts.spark;
 using bts.utils;
+using bts.utils.csv;
 using mbts.ui;
 using mbts.ui.controls;
 using System;
@@ -11,6 +12,7 @@ using System.Collections.Generic;
 using System.ComponentModel;
 using System.Reactive.Linq;
 using System.Runtime.CompilerServices;
+using System.Linq;
 using System.Windows.Input;
 using System.Windows.Media;
 using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
@@ -60,6 +62,35 @@ namespace mbts.spark {
      public event Action<(OrderSecurityRootPair oldval, OrderSecurityRootPair newval)> updated;
      public event PropertyChangedEventHandler PropertyChanged;

+      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(
+               typeof(OrderBookRowVM), 
+               new string[] {
+                  nameof(security_text),
+                  nameof(symbol),
+                  nameof(time_created),
+                  nameof(last_change),
+                  nameof(user),
+                  nameof(account),
+                  nameof(exchange),
+                  nameof(time_in_force),
+                  nameof(order_type),
+                  nameof(root_algo_display_name),
+                  nameof(order_sub_type),
+                  nameof(side),
+                  nameof(quantity),
+                  nameof(filled_quantity),
+                  nameof(price),
+                  nameof(avg_price),
+                  nameof(last_price),
+                  nameof(piq),
+                  nameof(status),
+                  // last message (could contains commas, so skipping)
+                  nameof(security_key),
+                  nameof(order_key),
+                  nameof(parent_order_key),
+               });
+
      // Core
      public OrderSecurityRootPair order_tuple { get; private set; }
      public OrderRecordImmutable order => order_tuple.order.order;
@@ -52,6 +52,7 @@ namespace mbts.spark {
      readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
      readonly RightPanelModel _right_panel = new RightPanelModel();
      readonly CustomStateSynchronizer _custom_state_sync;
+      readonly Func<OrderSecurityRootPair, bool> _global_filter;
      OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
      double
         _raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
@@ -71,8 +72,8 @@ namespace mbts.spark {
      FilterData _cached_filter_data;

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

      public OrderBookVM(
         IBus bus, 
@@ -80,10 +81,12 @@ namespace mbts.spark {
         OrdersModel model, 
         IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source,
         IWindowSettingsManager<OrderBookGridSettings> settings_manager, 
-         bool rows_are_initially_expanded = false) {
+         bool rows_are_initially_expanded = false,
+         Func<OrderSecurityRootPair, bool> global_filter = null) {

         _bus = bus;
         _model = model;
+         _global_filter = global_filter;
         _selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle, k => _cached_orders.TryGetValue(k, out var o) ? o.order : (OrderSecurityAlgo?)null);
         ladder_vm = new LadderVMContainer(bus, model);
         order_mod_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditValues);
@@ -611,7 +614,7 @@ namespace mbts.spark {
         // resume column filter updates
         _columns.filter_changed += _on_filter_changed;
         grid_settings_manager.algo_tree_display_mode_changed += _on_filter_changed;
-         var new_filter = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
+         var new_filter = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states(), _global_filter);
         var new_sort = _columns.get_sorting_data();
         if (!new_filter.Equals(_cached_filter_data)) {
            _cached_filter_data = new_filter;
@@ -686,7 +689,7 @@ namespace mbts.spark {
      }

      void _on_filter_changed() {
-         var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states());
+         var fd = new FilterData(grid_settings_manager.algo_tree_display_mode, _columns.create_filter_states(), _global_filter);
         if (!fd.Equals(_cached_filter_data)) {
            _cached_filter_data = fd;
            _row_collection.filter = fd.build_predicate();
@@ -970,13 +973,25 @@ namespace mbts.spark {
      struct FilterData : IEquatable<FilterData> {
         public readonly AlgoTreeDisplayMode algo_tree_display_mode;
         public readonly FilterStates column_filters;
+         public readonly Func<OrderSecurityRootPair, bool> global_filter;

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

         public Func<OrderSecurityRootPair, bool> build_predicate() {
+            if (global_filter == null)
+               return _build_predicate_core();
+            var core_pred = _build_predicate_core();
+            if (core_pred == null)
+               return global_filter;
+            var glbf = global_filter;
+            return new Func<OrderSecurityRootPair, bool>(o => glbf(o) && core_pred(o));
+         }
+
+         Func<OrderSecurityRootPair, bool> _build_predicate_core() {
            var pred = column_filters.build_predicate();
            if (algo_tree_display_mode == AlgoTreeDisplayMode.RootAndLeafNodes) {
               if (pred == null) {
@@ -6,6 +6,7 @@ using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
 using bts.view;
+using bts.utils.csv;
 using mbts.persist;
 using mbts.spark.utilities;
 using mbts.ui;
@@ -231,6 +232,7 @@ namespace mbts.spark {
            toggle_collapse_all_command,
            toggle_expand_all_command,
            show_grid_settings_command,
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
            // hidden cmds (i.e., keyboard shortcuts at window level)
            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.ModifyOrders, null, _vm.modify_selected_orders_cmd, OrderBookView.KeyboardShortcuts.ModifyOrders)),
            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),
@@ -633,7 +633,7 @@ namespace bts.shell.pnl {
            case ColumnKeys.Exchange: filter.exchange = new[] { (Venue)group.Name }; break;
            case ColumnKeys.Security:
               if (group.Name is SecurityImmutable sec)
-                  filter.security = new SecurityCriteria(sec);
+                  filter.security = SecurityCriteria.from_securities(sec);
               break;
            default: throw new NotImplementedException();
         }
@@ -696,7 +696,7 @@ namespace bts.shell.pnl {
            case ColumnKeys.Exchange: filter.exchanges = new[] { (Venue)g.Name }; break;
            case ColumnKeys.Security:
               if (g.Name is SecurityImmutable sec)
-                  filter.security_criteria = new SecurityCriteria(sec);
+                  filter.security_criteria = SecurityCriteria.from_securities(sec);
               break;
            default: throw new NotImplementedException();
         }
@@ -0,0 +1,105 @@
+using bts.admin.risk;
+using bts.api.core;
+using bts.collections;
+using mbts;
+using mbts.ui;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+using System.Reactive.Linq;
+using Component = bts.shell.risk_management.RiskLimitsImportConflictsView.RiskLimitsComponent;
+
+namespace bts.shell.risk_management {
+   static class RiskLimitsImporter {
+      /// <summary>
+      /// Parses the specified file and passes the results to the <paramref name="on_parsed"/> delegate.
+      /// If the parser encounters improperly formatted values, a dialog is automatically opened 
+      /// </summary>
+      /// <returns>An IDisposable that will close the import-conflicts-dialog (if it was launched).</returns>
+      public static IDisposable import_limits(string file_name, IReadOnlyDictionary<uint, SecurityMD> security_map, IReadOnlyDictionary<uint, string> account_map, Action<IEnumerable<ParsedRiskLimits>> on_parsed) {
+         if (string.IsNullOrEmpty(file_name))
+            throw new ArgumentException("File name is null or empty.", nameof(file_name));
+         if (security_map is null)
+            throw new ArgumentNullException(nameof(security_map));
+         if (account_map is null)
+            throw new ArgumentNullException(nameof(account_map));
+         if (on_parsed is null)
+            throw new ArgumentNullException(nameof(on_parsed));
+         IReadOnlyList<ParsedRiskLimits> parsed_limit_items;
+         try {
+            parsed_limit_items = RiskLimitsParser.parse_rows(
+               File.ReadAllLines(file_name),
+               MappedDictionary.create(security_map, sec_md => sec_md.security),
+               account_map)
+               .ToList();
+         } catch (Exception ex) {
+            BTSMessageBox.Error($"Error importing limits: {ex}.", RiskManagementWindow.window_type_display_name);
+            return null;
+         }
+         var conflicts = RiskLimitsParser.get_conflicts(parsed_limit_items);
+         if (conflicts.Count > 0) {
+            // init vm
+            var vm = new RiskLimitsImportVM(parsed_limit_items.Count) {
+               security_map = security_map
+            };
+            // add rows
+            foreach (var kv in conflicts) {
+               var resolve_del = RiskLimitsParser.assign_component(kv.Key);
+               foreach (var text_groups in kv.Value) {
+                  var eval = get_error_value(kv.Key);
+                  var row = new RiskLimitsImportVM.Row(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
+                  vm.rows.Add(row);
+                  vm.import_request += () => {
+                     foreach (var pmf in text_groups.Value) {
+                        if (resolve_del(pmf.result, row.value) is AccountSecurityRiskLimits resolved)
+                           pmf.result = resolved;
+                     }
+                  };
+               }
+            }
+            var win = new RiskLimitsImportConflictsDialog {
+               DataContext = vm,
+               Title = RiskManagementWindow.window_type_display_name,
+               Topmost = true
+            };
+            IDisposable dispose = null;
+            vm.RequestClose += (s, e) => Disposable.dispose(ref dispose);
+            vm.import_request += () => {
+               on_parsed(parsed_limit_items);
+               Disposable.dispose(ref dispose);
+            };
+            Disposable.dispose(ref dispose);
+            vm.accounts.SetItems(account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).Cast<AccountTuple?>());
+            dispose = Disposable.Create(
+               vm,
+               Disposable.Create(close));
+            win.move_to_mouse(-200, -75);
+            win.Show();
+            return dispose;
+
+            void close() => WindowUtilities.force_close(win);
+            object get_error_value(Component component) {
+               switch (component) {
+                  case Component.MaxNetLongPosition:
+                  case Component.MaxNetShortPosition:
+                  case Component.ClipLimit:
+                     return 0;
+                  case Component.MinPrice:
+                  case Component.MaxPrice:
+                     return double.NaN;
+                  case Component.IsPositionLimitEnabled:
+                  case Component.IsClipLimitEnabled:
+                  case Component.IsPriceLimitEnabled:
+                     return false;
+                  default: return null;
+               }
+            }
+         } else {
+            on_parsed(parsed_limit_items);
+         }
+         return null;
+      }
+   }
+}
@@ -0,0 +1,250 @@
+using bts.admin.risk;
+using bts.api;
+using bts.collections;
+using bts.utils;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using RiskLimitsComponent = bts.shell.risk_management.RiskLimitsImportConflictsView.RiskLimitsComponent;
+
+namespace bts.shell.risk_management {
+   class ParsedRiskLimits {
+      public readonly Guid unpersisted_id = Guid.NewGuid();
+      public AccountSecurityRiskLimits result { get; set; }
+
+      public (string text, bool success) security { get; set; }
+      public (string text, bool success) account { get; set; }
+      public (string text, bool success) max_long_position { get; set; }
+      public (string text, bool success) max_short_position { get; set; }
+      public (string text, bool success) is_position_limit_enabled { get; set; }
+      public (string text, bool success) clip_limit { get; set; }
+      public (string text, bool success) is_clip_limit_enabled { get; set; }
+      public (string text, bool success) min_price { get; set; }
+      public (string text, bool success) max_price { get; set; }
+      public (string text, bool success) is_price_limit_enabled { get; set; }
+
+      public bool Equals(ParsedRiskLimits other) => other != null && unpersisted_id == other.unpersisted_id;
+      public override bool Equals(object obj) => Equals(obj as ParsedRiskLimits);
+      public override int GetHashCode() => unpersisted_id.GetHashCode();
+   }
+
+   static class RiskLimitsParser {
+      public const string file_extension = "csv";
+
+      public static Func<AccountSecurityRiskLimits, object, object> assign_component(RiskLimitsComponent component) {
+         switch (component) {
+            case RiskLimitsComponent.Security: return (mf, val) => mf.with(key: new AccountSecurityKey(mf.account_key, ConvertUtils.try_convert<SecurityImmutable?>(val)?.Id ?? 0));
+            case RiskLimitsComponent.Account: return (mf, val) => mf.with(key: new AccountSecurityKey(ConvertUtils.try_convert<AccountTuple?>(val)?.id ?? 0, mf.key.security));
+            case RiskLimitsComponent.MaxNetLongPosition: return (mf, val) => mf.with(mf.limits.with(max_long_position: ConvertUtils.try_convert<uint>(val)));
+            case RiskLimitsComponent.MaxNetShortPosition: return (mf, val) => mf.with(mf.limits.with(max_short_position: ConvertUtils.try_convert<uint>(val)));
+            case RiskLimitsComponent.IsPositionLimitEnabled: return (mf, val) => mf.with(mf.limits.with(is_price_limit_enabled: ConvertUtils.try_convert<bool>(val)));
+            case RiskLimitsComponent.ClipLimit: return (mf, val) => mf.with(mf.limits.with(clip_limit: ConvertUtils.try_convert<uint>(val)));
+            case RiskLimitsComponent.IsClipLimitEnabled: return (mf, val) => mf.with(mf.limits.with(is_price_limit_enabled: ConvertUtils.try_convert<bool>(val)));
+            case RiskLimitsComponent.MinPrice: return (mf, val) => mf.with(mf.limits.with(min_price: ConvertUtils.try_convert(val, double.NaN)));
+            case RiskLimitsComponent.MaxPrice: return (mf, val) => mf.with(mf.limits.with(max_price: ConvertUtils.try_convert(val, double.NaN)));
+            case RiskLimitsComponent.IsPriceLimitEnabled: return (mf, val) => mf.with(mf.limits.with(is_price_limit_enabled: ConvertUtils.try_convert<bool>(val)));
+            default: throw new NotImplementedException(); 
+         }
+      }
+
+      public static ImmutableDictionary<RiskLimitsComponent, ImmutableDictionary<string, ImmutableList<ParsedRiskLimits>>> get_conflicts(IEnumerable<ParsedRiskLimits> parsed_limits) {
+         // Add all the components up front (a simple optimizatino since there aren't many),
+         // so there is no need to check for there existence as various conflicts are added.
+         // After all conflicts have been added, remove the empty entries.
+         var missing_components = EnumHelper.get_values<RiskLimitsComponent>()
+            .ToImmutableDictionary(c => c, c => ImmutableDictionary<string, ImmutableList<ParsedRiskLimits>>.Empty)
+            .ToBuilder();
+         foreach (var pmf in parsed_limits) {
+            if (!pmf.security.success) {
+               add_missing(RiskLimitsComponent.Security, pmf.security.text, pmf);
+            }
+            if (!pmf.account.success) {
+               add_missing(RiskLimitsComponent.Account, pmf.account.text, pmf);
+            }
+            if (!pmf.max_long_position.success) {
+               add_missing(RiskLimitsComponent.MaxNetLongPosition, pmf.max_long_position.text, pmf);
+            }
+            if (!pmf.max_short_position.success) {
+               add_missing(RiskLimitsComponent.MaxNetShortPosition, pmf.max_short_position.text, pmf);
+            }
+            if (!pmf.is_position_limit_enabled.success) {
+               add_missing(RiskLimitsComponent.IsPositionLimitEnabled, pmf.is_position_limit_enabled.text, pmf);
+            }
+            if (!pmf.clip_limit.success) {
+               add_missing(RiskLimitsComponent.ClipLimit, pmf.clip_limit.text, pmf);
+            }
+            if (!pmf.is_clip_limit_enabled.success) {
+               add_missing(RiskLimitsComponent.IsClipLimitEnabled, pmf.is_clip_limit_enabled.text, pmf);
+            }
+            if (!pmf.min_price.success) {
+               add_missing(RiskLimitsComponent.MinPrice, pmf.min_price.text, pmf);
+            }
+            if (!pmf.max_price.success) {
+               add_missing(RiskLimitsComponent.MaxPrice, pmf.max_price.text, pmf);
+            }
+            if (!pmf.is_price_limit_enabled.success) {
+               add_missing(RiskLimitsComponent.IsPriceLimitEnabled, pmf.is_price_limit_enabled.text, pmf);
+            }
+         }
+         // remove empty component conflicts
+         var empty_keys = missing_components.Where(kv => kv.Value.Count == 0).Select(kv => kv.Key).ToList();
+         missing_components.RemoveRange(empty_keys);
+         return missing_components.ToImmutable();
+         // local methods
+         void add_missing(RiskLimitsComponent component, string text, ParsedRiskLimits prl) {
+            if (!missing_components.TryGetValue(component, out var conflicts)) {
+               conflicts = ImmutableDictionary<string, ImmutableList<ParsedRiskLimits>>.Empty;
+            }
+            if (!conflicts.TryGetValue(text, out var affected)) {
+               affected = ImmutableList<ParsedRiskLimits>.Empty;
+            }
+            missing_components[component] = conflicts.SetItem(text, affected.Add(prl));
+         }
+      }
+
+      // This implementation prioritizes simplicity over speed.
+      // The security desc lookup could be better optimized, but the speed at which limits are imported is probably not a paramount concern.
+      public static IEnumerable<ParsedRiskLimits> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map) =>
+         parse_rows(rows,
+            reverse_lookup(MappedDictionary.create(security_map, s => s.ToString())),
+            reverse_lookup(account_map));
+
+      public static IEnumerable<ParsedRiskLimits> parse_rows(IEnumerable<string> rows, Func<string, uint> security_id_lookup, Func<string, uint> account_id_lookup) {
+         var columns = new[] {
+            (Headers.Security, Cells.security(security_id_lookup)),
+            (Headers.Account, Cells.account(account_id_lookup)),
+            (Headers.MaxNetLongPosition, Cells.max_long_position),
+            (Headers.MaxNetShortPosition, Cells.max_short_position),
+            (Headers.IsPositionLimitEnabled, Cells.is_position_limit_enabled),
+            (Headers.ClipLimit, Cells.clip_limit),
+            (Headers.IsClipLimitEnabled, Cells.is_clip_limit_enabled),
+            (Headers.MinPrice, Cells.min_price),
+            (Headers.MaxPrice, Cells.max_price),
+            (Headers.IsPriceLimitEnabled, Cells.is_price_limit_enabled)
+         }.ToDictionary(col => col.Item1, col => col.Item2.with_null_check());
+         return RowParser.parse_rows(rows, columns, Cells.delimiter);
+      }
+
+      public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
+         var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
+         return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
+      }
+
+      static class Headers {
+         public const string
+            Security = "Security",
+            Account = "Account",
+            MaxNetLongPosition = "Max Long",
+            MaxNetShortPosition = "Max Short",
+            IsPositionLimitEnabled = "Enforce Position",
+            ClipLimit = "Clip",
+            IsClipLimitEnabled = "Enforce Clip",
+            MinPrice = "Min Price",
+            MaxPrice = "Max Price",
+            IsPriceLimitEnabled = "Enforce Price";
+      }
+
+      static class Cells {
+         public const char delimiter = ',';
+
+         public static RowParser.AssignColumnValue<ParsedRiskLimits> security(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedRiskLimits pmf, string text) {
+               pmf.result = pmf.result.with(key: new AccountSecurityKey(pmf.result.key.account, reverse_id_lookup(text)));
+               pmf.security = (text, pmf.result.key.security != 0);
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedRiskLimits> account(Func<string, uint> reverse_id_lookup) {
+            return impl;
+            void impl(ref ParsedRiskLimits pmf, string text) {
+               pmf.result = pmf.result.with(key: new AccountSecurityKey(reverse_id_lookup(text), pmf.result.key.security));
+               pmf.account = (text, pmf.result.key.account != 0);
+            }
+         }
+
+         public static void max_long_position(ref ParsedRiskLimits pmf, string cell_text) {
+            if (uint.TryParse(cell_text, out uint v)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(max_long_position: v));
+               pmf.max_long_position = (cell_text, true);
+            } else {
+               pmf.max_long_position = (cell_text, false);
+            }
+         }
+
+         public static void max_short_position(ref ParsedRiskLimits pmf, string cell_text) {
+            if (uint.TryParse(cell_text, out uint v)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(max_short_position: v));
+               pmf.max_short_position = (cell_text, true);
+            } else {
+               pmf.max_short_position = (cell_text, false);
+            }
+         }
+
+         public static void is_position_limit_enabled(ref ParsedRiskLimits pmf, string cell_text) {
+            if (_try_parse_yes_no(cell_text, out var result)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(is_position_limit_enabled: result));
+               pmf.is_position_limit_enabled = (cell_text, true);
+            } else {
+               pmf.is_position_limit_enabled = (cell_text, false);
+            }
+         }
+
+         public static void clip_limit(ref ParsedRiskLimits pmf, string cell_text) {
+            if (uint.TryParse(cell_text, out uint v)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(clip_limit: v));
+               pmf.clip_limit = (cell_text, true);
+            } else {
+               pmf.clip_limit = (cell_text, false);
+            }
+         }
+
+         public static void is_clip_limit_enabled(ref ParsedRiskLimits pmf, string cell_text) {
+            if (_try_parse_yes_no(cell_text, out var result)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(is_clip_limit_enabled: result));
+               pmf.is_clip_limit_enabled = (cell_text, true);
+            } else {
+               pmf.is_clip_limit_enabled = (cell_text, false);
+            }
+         }
+
+         static bool _try_parse_yes_no(string text, out bool result) {
+            switch (text?.Trim()?.ToLower()) {
+               case "y": result = true; break;
+               case "n": result = false; break;
+               default: result = default; return false;
+            }
+            return true;
+         }
+
+         public static void min_price(ref ParsedRiskLimits pmf, string cell_text) {
+            if (double.TryParse(cell_text, out var v)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(min_price: v));
+               pmf.min_price = (cell_text, true);
+            } else {
+               pmf.min_price = (cell_text, false);
+            }
+         }
+
+         public static void max_price(ref ParsedRiskLimits pmf, string cell_text) {
+            if (double.TryParse(cell_text, out var v)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(max_price: v));
+               pmf.max_price = (cell_text, true);
+            } else {
+               pmf.max_price = (cell_text, false);
+            }
+         }
+
+         public static void is_price_limit_enabled(ref ParsedRiskLimits pmf, string cell_text) {
+            if (_try_parse_yes_no(cell_text, out var result)) {
+               pmf.result = pmf.result.with(pmf.result.limits.with(is_price_limit_enabled: result));
+               pmf.is_price_limit_enabled = (cell_text, true);
+            } else {
+               pmf.is_price_limit_enabled = (cell_text, false);
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,230 @@
+using bts.admin.risk;
+using bts.api;
+using bts.collections;
+using bts.spark;
+using bts.view;
+using mbts;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+
+namespace bts.shell.risk_management {
+   class RiskManagementWindow : SparkWindow<RiskManagementSettings>, ISharedWindow {
+      public const string
+         window_type_id = "RiskManagement",
+         window_type_display_name = "Risk Management";
+
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
+      readonly AdminModel _model;
+      FrameworkElement _view;
+      IReadOnlyList<SparkCommand> _commands;
+      IDisposable _settings_sub, _securities_sub, _cmd_subscriptions;
+      RiskManagementSettings _settings;
+      RiskManagementVM _vm;
+      SimpleGridSettingsManagerVM<RiskManagementControl.Columns> _grid_settings_manager => _vm.grid_settings_manager;
+      SparkMenuDisplayVM _menu_display_vm;
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public RiskManagementWindow(
+         IBus bus,
+         AdminModel model,
+         IWindowSettingsManager<GridSettings> settings_manager,
+         ISaveWindow<RiskManagementSettings> isw,
+         RiskManagementSettings settings)
+         : base(window_type_display_name, bus, isw, Icons.Risk) {
+         //
+         _settings_manager = settings_manager;
+         _settings = settings;
+         _model = model;
+         thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().risk_management ? window_type_id : null;
+         _securities_sub = bus.subscribe(SparkTags.SecuritiesTag).Subscribe(sec_map => _security_map = sec_map);
+      }
+
+      public override IEnumerable<SparkCommand> Commands => _commands;
+      public override string window_type => window_type_id;
+
+      public override RiskManagementSettings SaveState =>
+         (_vm?.create() ?? RiskManagementSettings.Default).with(menu_display: _menu_display_vm.safe_create());
+
+      public override UIElement Content => _view;
+
+      public override double MinWidth =>
+         RiskManagementSettings.DefaultGrid.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
+            + SPARK_MENU_COLLAPSED_WIDTH
+            + LAUNCHER_BUTTON_BORDER_WIDTH
+            + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+
+      public string thread_id { get; }
+
+      public override void Dispose() {
+         Disposable.dispose(ref _cmd_subscriptions);
+         _commands.empty_if_null().OfType<IDisposable>().DisposeAll();
+         Disposable.dispose(ref _securities_sub);
+         Disposable.dispose(ref _settings_sub);
+         Disposable.dispose(ref _vm);
+      }
+
+      public void thread_init() {
+         // assert nothing has been initialized yet
+         Log.assert(_menu_display_vm == null, "MenuDisplay viewmodel has already been initialized.");
+         Log.assert(_vm == null, "Viewmodel has already been initialized.");
+         Log.assert(_settings != null, "Settings is null.");
+         Log.assert(_settings_sub == null, "Grid settings subscription has already been initialized.");
+         // initialize everything: menu_display_vm, vm, settings subscription, and view
+         _menu_display_vm = _init_menu_display_vm(_settings.menu_display);
+         _vm = _init_vm(_bus.subscribe(SparkTags.SecuritiesTag), _model, _settings);
+         _settings_sub = _settings_manager.subscribe_current()
+            .OnDispatcher()
+            .Subscribe(gs => _vm.load_from(gs));
+         (_commands, _cmd_subscriptions) = _mk_commands();
+         _view = new RiskManagementControl { DataContext = _vm };
+      }
+
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
+
+      static SparkMenuDisplayVM _init_menu_display_vm(SparkMenuDisplaySettings settings) {
+         var vm = new SparkMenuDisplayVM();
+         vm.load_from(settings);
+         return vm;
+      }
+
+      static RiskManagementVM _init_vm(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities_source, AdminModel model, RiskManagementSettings settings) {
+         var vm = new RiskManagementVM(model.account_security_risk_limits, model.on_account_tuples);
+         vm.request_update_limit += update_limit;
+         vm.load_from(settings);
+         var vm_sec_sub = securities_source.OnDispatcher().Subscribe(sec_map => vm.security_map = sec_map);
+         vm.OnDisposed += _ => Disposable.dispose(ref vm_sec_sub);
+         return vm;
+         void update_limit(AccountSecurityRiskLimits lim) {
+            model.set_risk_limits(
+               MappedDictionary.create(
+               vm.build_account_limits_map(), acc_sec_lims => acc_sec_lims.Select(asl => (asl.security_key, asl.limits))))
+               .ignore();
+         }
+      }
+
+      (List<SparkCommand> cmds, IDisposable subscriptions) _mk_commands() {
+         var subs = new List<IDisposable>();
+         var cmds = new List<SparkCommand>();
+         cmds.Add(new SparkCommandCommand("Add New Limits", Icons.AddBoxes, new DialogCommand(() => {
+            if (_vm is null)
+               return null;
+            var account_id = _vm.selected_account?.id ?? 0;
+            var init_state = new RiskLimitsModification(
+               is_position_limit_enabled: true,
+               is_clip_limit_enabled: true,
+               is_price_limit_enabled: true);
+            return mk_row_editor_dialog(init_state, commit, true);
+            void commit(RiskLimitsModification result) {
+               impl();
+               async void impl() {
+                  var target_secs = await result.security_criteria.securities(_bus, TimeSpan.FromSeconds(5));
+                  if (target_secs.Count > 0) {
+                     var new_limits = result.apply(new RiskLimits());
+                     await _model.add_or_update_risk_limits(account_id, target_secs.Keys.Select(k => (k, new_limits)));
+                  }
+               }
+            }
+         })));
+         var edit_cmd = new DialogCommand(() => {
+            if (!(_vm?.selected_account).HasValue)
+               return null;
+            var account_id = _vm.selected_account.Value.id;
+            var targets = _vm.selected_rows.Select(r => r.data).ToList();
+            var init_state = RiskLimitsModification.aggregate_common_props(targets);
+            return mk_row_editor_dialog(init_state, commit, false);
+            void commit(RiskLimitsModification mod) =>
+               _vm.modify_rows(targets.WrapSelector(t => t.key, null), mod);
+         }, () => _vm.selected_rows.Count > 0, true, off_x: -300, off_y: -60);
+         _vm.selected_rows_changed += edit_cmd.RaiseCanExecuteChanged;
+         cmds.Add(new SparkCommandCommand("Edit Selected Rows", Icons.ModifyOrder, edit_cmd));
+         var revert_selected_rows_cmd = ObservantCommand.create(() => _vm?.revert(_vm.selected_rows), out var revert_selected_rows_observer);
+         subs.Add(_vm.subscribe_selected_rows()
+            .Select(srs => srs.Count > 0)
+            .And(_vm.subscribe_has_dirty_rows())
+            .OnDispatcher()
+            .Subscribe(revert_selected_rows_observer));
+         cmds.Add(new SparkCommandCommand("Revert Selected Rows", Icons.UndoCircular, revert_selected_rows_cmd));
+
+         cmds.Add(new SparkCommandCommand("Import Limits", Icons.Import,
+            FileDialogCommand.open_file(file => _vm?.import_limits(file), extensions: RiskLimitsParser.file_extension)));
+
+         var save_cmd = new SparkCommandCommand("Save", Icons.Disk, ObservantCommand.create(() => {
+            //_vm.selected_account.Value.id, _vm.rows.Where(r => r.)
+            var lims = _vm.build_account_limits_map();
+            var mlims = MappedDictionary.create(lims, l => l.Select(lim => (lim.security_key, lim.limits)));
+            _model.set_risk_limits(mlims).ignore();
+         }, out var save_observer));
+         cmds.Add(save_cmd);
+         subs.Add(_vm.subscribe_has_dirty_rows().OnDispatcher().Subscribe(save_observer));
+
+         var delete_cmd = new DelegateCommand(() => {
+            if (!(_vm?.selected_account).HasValue)
+               return;
+            var to_remove = _vm.selected_rows;
+            var account_id = _vm.selected_account.Value.id;
+            if (BTSMessageBox.Confirm($"Are you sure you want to delete the selected limits ({to_remove.Count})?", "Delete Limits")) {
+               // remove unpersisted limits first (i.e., imports), then delete the persisted ones.
+               foreach (var r in to_remove) {
+                  if (!r.is_persisted) {
+                     _vm.rows.RemoveSorted(r, _vm.row_comparer);
+                     to_remove = to_remove.Remove(r);
+                  }
+               }
+               _model.delete_risk_limits(account_id, to_remove.Select(r => r.security_key)).ignore();
+            }
+         }, () => _vm.selected_rows.Count > 0);
+         _vm.selected_rows_changed += delete_cmd.RaiseCanExecuteChanged;
+
+         cmds.Add(new SparkCommandCommand("Delete", Icons.Trash, delete_cmd));
+         // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
+         cmds.Add(SparkCommands.window_settings_command(new DialogCommand(() => {
+            if (_vm is null)
+               return null;
+            _settings_manager.instance_settings = _vm.create().grid;
+            var settings_vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               _settings_manager,
+               us => us.risk_management_grid,
+               UserSettings.FileExtensions.GRID,
+               _grid_settings_manager.create_vm
+            );
+            settings_vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => settings_vm.title = t));
+            var dialog = new ShellSettingsDialog { DataContext = settings_vm };
+            settings_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+            return dialog;
+         })));
+         cmds.Add(_menu_display_vm.spark_cmd);
+         return (cmds, Disposable.wrap_collection(subs));
+
+         // although only the api only requires security keys,
+         // the actual securities are used in this method so the user can see them in the view
+         Window mk_row_editor_dialog(RiskLimitsModification init_state, Action<RiskLimitsModification> commit, bool is_add) {
+            var limits_vm = new RiskLimitsModificationVM(is_add) {
+               security_map = _security_map
+            };
+            limits_vm.load_from(init_state);
+            limits_vm.request_commit += () => commit(limits_vm.create());
+            var (title, icon) = is_add ? ("New Limits", Icons.AddBoxes) : ("Edit Limits", Icons.ModifyOrder);
+            var dialog = new RiskLimitParametersDialog {
+               DataContext = limits_vm,
+               Icon = icon,
+               Title = title
+            };
+            dialog.SetBinding(ContentControl.ContentProperty, new Binding());
+            WindowUtilities.listen_for_close_requests(dialog);
+            return dialog;
+         }
+      }
+   }
+}
@@ -0,0 +1,34 @@
+using bts.api;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using System;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+
+namespace bts.shell.risk_management {
+   class RiskManagementWindowFactory : ShellWindowFactory<RiskManagementSettings> {
+      readonly IBus _bus;
+      readonly AdminModel _model;
+      readonly UserSettingsHub _settings_hub;
+
+      public RiskManagementWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, AdminModel model) : base(owner, "RiskManagement") {
+         _bus = bus;
+         _model = model;
+         _settings_hub = settings_hub;
+         _dispose = bus.subscribe(SparkTags.ShowRiskManagement)
+            .OnDispatcher()
+            .Subscribe(show);
+
+         async void show(RiskManagementSettings settings) {
+            var win = await load(settings);
+            bus.post(SparkTags.ShowWindow, win);
+         }
+      }
+
+      public override Task<IShellWindow> load(RiskManagementSettings state) =>
+         state is null ?
+            throw new ArgumentNullException(nameof(state)) :
+            Task.FromResult<IShellWindow>(new RiskManagementWindow(_bus, _model, _settings_hub.create_risk_management_settings_manager(state.grid), this, state));
+   }
+}
@@ -0,0 +1,138 @@
+using bts.admin.risk;
+using bts.utils;
+using mbts.spark.filters;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.risk_management {
+   [ProtoContract]
+   class RiskManagementFilterSettings : IEquatable<RiskManagementFilterSettings> {
+      static readonly IEqualityComparer<RiskManagementFilterSettings> _comparer =
+         ObjectSnapshot.property_equality_comparer<RiskManagementFilterSettings>();
+
+      public RiskManagementFilterSettings() { }
+
+      public RiskManagementFilterSettings(
+         string security_regex,
+         string security_key_regex,
+         UIntMinMaxState max_long_position,
+         UIntMinMaxState max_short_position,
+         bool? is_position_limit_enabled,
+         UIntMinMaxState clip_limit,
+         bool? is_clip_limit_enabled,
+         DoubleMinMaxState min_price,
+         DoubleMinMaxState max_price,
+         bool? is_price_limit_enabled) {
+         // security
+         this.security_regex = security_regex;
+         this.security_key_regex = security_key_regex;
+         // position
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         // clip
+         this.clip_limit = clip_limit;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         // price
+         this.min_price = min_price;
+         this.max_price = max_price;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+      }
+
+      // security
+      [ProtoMember(1)]
+      public string security_regex { get; }
+      [ProtoMember(2)]
+      public string security_key_regex { get; }
+      // position
+      [ProtoMember(3)]
+      public UIntMinMaxState max_long_position { get; }
+      [ProtoMember(4)]
+      public UIntMinMaxState max_short_position { get; }
+      [ProtoMember(5)]
+      public bool? is_position_limit_enabled { get; }
+      // clip
+      [ProtoMember(6)]
+      public UIntMinMaxState clip_limit { get; }
+      [ProtoMember(7)]
+      public bool? is_clip_limit_enabled { get; }
+      // price
+      [ProtoMember(8)]
+      public DoubleMinMaxState min_price { get; }
+      [ProtoMember(9)]
+      public DoubleMinMaxState max_price { get; }
+      [ProtoMember(10)]
+      public bool? is_price_limit_enabled { get; }
+
+      // 'is limit enabled' items (for filter dropdown)
+      public bool[] is_position_limit_enabled_items => yes_no_filter_items(is_position_limit_enabled);
+      public bool[] is_clip_limit_enabled_items => yes_no_filter_items(is_clip_limit_enabled);
+      public bool[] is_price_limit_enabled_items => yes_no_filter_items(is_price_limit_enabled);
+
+      public static bool[] yes_no_filter_items(bool? state) =>
+          state.HasValue ? new[] { state.Value } : Array.Empty<bool>();
+
+      public static bool? yes_no_filter_state(IEnumerable<bool> selected_items) {
+         var set = new HashSet<bool>(selected_items);
+         return set.Count == 1 ? set.First() : (bool?)null;
+      }
+
+      public Func<AccountSecurityRiskLimits, bool> build_predicate() {
+         var pb = new ColumnPredicateBuilder<AccountSecurityRiskLimits>();
+         // security
+         pb.add_regex(security_regex, l => l.security.ToString());
+         pb.add_regex(security_key_regex, l => l.security_key.ToString());
+         // position
+         pb.add_numeric(max_long_position, l => l.limits.max_long_position);
+         pb.add_numeric(max_short_position, l => l.limits.max_short_position);
+         pb.add_discrete_values(is_position_limit_enabled_items, l => l.limits.is_position_limit_enabled);
+         // clip
+         pb.add_numeric(clip_limit, l => l.limits.clip_limit);
+         pb.add_discrete_values(is_clip_limit_enabled_items, l => l.limits.is_clip_limit_enabled);
+         // price
+         pb.add_numeric(min_price, l => l.limits.min_price);
+         pb.add_numeric(max_price, l => l.limits.max_price);
+         pb.add_discrete_values(is_price_limit_enabled_items, l => l.limits.is_price_limit_enabled);
+         return pb.to_predicate();
+      }
+
+      public RiskManagementFilterSettings with(
+         string security_regex = null,
+         string security_key_regex = null,
+         UIntMinMaxState max_long_position = null,
+         UIntMinMaxState max_short_position = null,
+         OptionalNullable<bool>? is_position_limit_enabled = null,
+         UIntMinMaxState clip_limit = null,
+         OptionalNullable<bool>? is_clip_limit_enabled = null,
+         DoubleMinMaxState min_price = null,
+         DoubleMinMaxState max_price = null,
+         OptionalNullable<bool>? is_price_limit_enabled = null) =>
+         //
+         new RiskManagementFilterSettings(
+            // security
+            security_regex ?? this.security_regex,
+            security_key_regex ?? this.security_key_regex,
+            // position
+            max_long_position ?? this.max_long_position,
+            max_short_position ?? this.max_short_position,
+            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
+            // clip
+            clip_limit ?? this.clip_limit,
+            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
+            // price
+            min_price ?? this.min_price,
+            max_price ?? this.max_price,
+            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
+
+      public bool Equals(RiskManagementFilterSettings other) =>
+         _comparer.Equals(this, other);
+
+      public override bool Equals(object obj) =>
+         obj is RiskManagementFilterSettings other && Equals(other);
+
+      public override int GetHashCode() =>
+         _comparer.GetHashCode(this);
+   }
+}
@@ -0,0 +1,93 @@
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
+using ColumnWidths = mbts.ui.controls.DIYGrid.DefaultColumnWidths;
+using ColumnHeaders = mbts.ui.controls.DIYGrid.DefaultColumnHeaders;
+
+namespace bts.shell.risk_management {
+   [ProtoContract]
+   class RiskManagementSettings {
+      [ProtoMember(3)]
+      SortingCriteria[] _sorting_criteria;
+
+      public RiskManagementSettings() { }
+      public RiskManagementSettings(
+         GridSettings grid = null,
+         RiskManagementFilterSettings filters = default,
+         IEnumerable<SortingCriteria> sorting_criteria = null,
+         uint account_id = 0,
+         SparkMenuDisplaySettings? menu_display = null) {
+         //
+         this.grid = grid;
+         this.filters = filters ?? new RiskManagementFilterSettings();
+         _sorting_criteria = sorting_criteria?.ToArray();
+         this.account_id = account_id;
+         this.menu_display = menu_display ?? SparkMenuDisplaySettings.Default;
+      }
+
+      public static RiskManagementSettings Default => new RiskManagementSettings(grid: DefaultGrid);
+      public static GridSettings DefaultGrid => new GridSettings(columns: DefaultColumns.all);
+
+      [ProtoMember(1)]
+      public GridSettings grid { get; }
+      [ProtoMember(2)]
+      public RiskManagementFilterSettings filters { get; }
+      [ProtoMember(4)]
+      public uint account_id { get; }
+      [ProtoMember(5)]
+      public SparkMenuDisplaySettings menu_display { get; }
+
+      public IReadOnlyList<SortingCriteria> sorting_criteria =>
+         _sorting_criteria ?? Array.Empty<SortingCriteria>();
+
+      public RiskManagementSettings with(
+         GridSettings grid = null,
+         RiskManagementFilterSettings filters = default,
+         IEnumerable<SortingCriteria> sorting_criteria = null,
+         uint? account_id = null,
+         SparkMenuDisplaySettings? menu_display = null) =>
+         //
+         new RiskManagementSettings(
+            grid ?? this.grid,
+            filters ?? this.filters,
+            sorting_criteria ?? this.sorting_criteria,
+            account_id ?? this.account_id,
+            menu_display ?? this.menu_display);
+
+      public static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), ColumnHeaders.Security, width: ColumnWidths.SecurityKey);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), ColumnHeaders.SecurityKey, width: ColumnWidths.SecurityKey, is_visible: false);
+         // position
+         public static GridColumnSettings max_long => new GridColumnSettings(Columns.MaxNetLongPosition.ToString(), "Max Long", width: 60, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings max_short => new GridColumnSettings(Columns.MaxNetShortPosition.ToString(), "Max Short", width: 60, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings is_position_limit_enabled => new GridColumnSettings(Columns.IsPositionLimitEnabled.ToString(), "Enforce Pos", width: 70, horizontal_alignment: HorizontalAlignment.Center);
+         // clip
+         public static GridColumnSettings clip_limit => new GridColumnSettings(Columns.ClipLimit.ToString(), "Clip Limit", horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings is_clip_limit_enabled => new GridColumnSettings(Columns.IsClipLimitEnabled.ToString(), "Enforce Clip", width: 70, horizontal_alignment: HorizontalAlignment.Center);
+         // price
+         public static GridColumnSettings min_price => new GridColumnSettings(Columns.MinPrice.ToString(), "Min Price", horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings max_price => new GridColumnSettings(Columns.MaxPrice.ToString(), "Max Price", horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings is_price_limit_enabled => new GridColumnSettings(Columns.IsPriceLimitEnabled.ToString(), "Enforce Price", width: 75, horizontal_alignment: HorizontalAlignment.Center);
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return max_long;
+               yield return max_short;
+               yield return is_position_limit_enabled;
+               yield return clip_limit;
+               yield return is_clip_limit_enabled;
+               yield return min_price;
+               yield return max_price;
+               yield return is_price_limit_enabled;
+               yield return security_key;
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,105 @@
+using bts.api;
+using bts.collections;
+using mbts;
+using mbts.collections;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows.Data;
+using System.Windows.Input;
+using Component = bts.shell.risk_management.RiskLimitsImportConflictsView.RiskLimitsComponent;
+
+namespace bts.shell.risk_management {
+   class RiskLimitsImportVM : DisposableViewModelBase, IRequestViewClose {
+      readonly RefCountMap<ParsedRiskLimits> _conflicts = new RefCountMap<ParsedRiskLimits>();
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public RiskLimitsImportVM(int num_limits) {
+         rows_view = CollectionViewSource.GetDefaultView(rows);
+         ok_cmd = new DelegateCommand(() => import_request?.Invoke());
+         cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
+         this.num_limits = num_limits;
+         _dispose = ObservableAutoWrapper.connect_item_hooks(rows, r =>
+            r.subscribe_has_error().Subscribe(has_error => {
+               if (has_error) {
+                  if (r.affected_limits.Count(_conflicts.increment_adds_key) == 0)
+                     return;
+               } else if (r.affected_limits.Count(_conflicts.decrement_removes_key) == 0)
+                  return;
+               RaisePropertyChanged(nameof(num_successfully_parsed_limits));
+            }));
+      }
+
+      public event Action import_request;
+      public event EventHandler RequestClose;
+
+      public ObservableCollection<Row> rows { get; } = new ObservableCollection<Row>();
+      public ICollectionView rows_view { get; }
+      public int num_limits { get; }
+      public int num_successfully_parsed_limits => num_limits - _conflicts.Count;
+      // misc items sources
+      public IEnumerable<Side> sides => new[] { Side.Buy, Side.Sell };
+      public ObservableCollection<AccountTuple?> accounts { get; } = new ObservableCollection<AccountTuple?>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            if (!ReferenceEquals(_security_map, value)) {
+               _security_map = value;
+               _resolve_securities();
+               RaisePropertyChanged();
+            }
+         }
+      }
+      // commands
+      public ICommand ok_cmd { get; }
+      public ICommand cancel_cmd { get; }
+
+      void _resolve_securities() {
+         if (_security_map == null)
+            return;
+         var reverse_lookup = RiskLimitsParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
+         foreach (var r in rows) {
+            if (r.component == Component.Security && r.has_error) {
+               var id = reverse_lookup(r.text);
+               if (id != 0 && _security_map.TryGetValue(id, out var smd))
+                  r.value = smd.security;
+            }
+         }
+      }
+
+      public class Row : ViewModelBase, ITemplateSelectorKey {
+         readonly DelegateProperty<bool> _has_error;
+         object _value;
+         string _text;
+
+         public Row(Component component, string text, IReadOnlyCollection<ParsedRiskLimits> affected_limits, object error_value, object value) {
+            this.component = component;
+            this.text = text;
+            this.affected_limits = affected_limits;
+            _value = value;
+            _has_error = backing(nameof(has_error), () => Equals(this.value, error_value));
+         }
+
+         public Component component { get; }
+         public string text { get => _text; set => Set(ref _text, value); }
+         public IReadOnlyCollection<ParsedRiskLimits> affected_limits { get; }
+         public object value {
+            get => _value;
+            set {
+               if (Set(ref _value, value))
+                  _has_error.refresh();
+            }
+         }
+         public bool has_error => _has_error.Value;
+         string ITemplateSelectorKey.key => component.ToString();
+
+         public IObservable<bool> subscribe_has_error() => _has_error.observe_current(true);
+      }
+   }
+}
@@ -0,0 +1,201 @@
+using bts.admin.risk;
+using bts.api;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Runtime.CompilerServices;
+using System.Windows.Input;
+
+namespace bts.shell.risk_management {
+   class RiskLimitsModificationVM : ViewModelBase, IValueFactory<RiskLimitsModification>, IRequestViewClose {
+      readonly DeferrableActionWrapper _result_changed;
+      RiskLimitsModification _modifications;
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public RiskLimitsModificationVM(bool can_edit_security) {
+         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
+         this.can_edit_security = can_edit_security;
+         commit_cmd = new DelegateCommand(commit);
+         cancel_cmd = new DelegateCommand(close);
+         //
+         void commit() {
+            request_commit?.Invoke();
+            close();
+         }
+         void close() =>
+            RequestClose?.Invoke(this, EventArgs.Empty);
+      }
+
+      public event Action result_changed, request_commit;
+      public event EventHandler RequestClose;
+
+      public SecurityImmutable? security { get => _modifications.security; set => _set_limits(_modifications.with(security: value)); }
+      public SecurityCriteria security_criteria {
+         get => _modifications.security_criteria ?? (security.HasValue ? SecurityCriteria.from_securities(security.Value) : null);
+         set => _set_limits(_modifications.with(security_criteria: value));
+      }
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            _security_map = value;
+            RaisePropertyChanged();
+         }
+      }
+      public bool can_edit_security { get; }
+      // position
+      public uint? max_long_position { get => _modifications.max_long_position; set => _set_limits(_modifications.with(max_long_position: value)); }
+      public uint? max_short_position { get => _modifications.max_short_position; set => _set_limits(_modifications.with(max_short_position: value)); }
+      public bool? is_position_limit_enabled { get => _modifications.is_position_limit_enabled; set => _set_limits(_modifications.with(is_position_limit_enabled: value)); }
+      // clip
+      public bool? is_clip_limit_enabled { get => _modifications.is_clip_limit_enabled; set => _set_limits(_modifications.with(is_clip_limit_enabled: value)); }
+      public uint? clip_limit { get => _modifications.clip_limit; set => _set_limits(_modifications.with(clip_limit: value)); }
+      // price
+      public double? max_price { get => _modifications.max_price; set => _set_limits(_modifications.with(max_price: value)); }
+      public double? min_price { get => _modifications.min_price; set => _set_limits(_modifications.with(min_price: value)); }
+      public bool? is_price_limit_enabled { get => _modifications.is_price_limit_enabled; set => _set_limits(_modifications.with(is_price_limit_enabled: value)); }
+
+      public ICommand commit_cmd { get; }
+      public ICommand cancel_cmd { get; }
+
+      public RiskLimitsModification create() =>
+         _modifications;
+
+      public void load_from(RiskLimitsModification value) {
+         using (_result_changed.defer_execution())
+         using (detect_property_changes())
+            _modifications = value;
+      }
+
+      void _set_limits(RiskLimitsModification new_modifications, [CallerMemberName] string prop = "") =>
+         _set_limits(new_modifications, new[] { prop });
+
+      void _set_limits(RiskLimitsModification new_modifications, params string[] invalidate_props) {
+         if (!_modifications.Equals(new_modifications)) {
+            _modifications = new_modifications;
+            RaisePropertyChanged(invalidate_props);
+            _result_changed.execute();
+         }
+      }
+   }
+
+   readonly struct RiskLimitsModification {
+      public RiskLimitsModification(
+         SecurityImmutable? security = null,
+         SecurityCriteria security_criteria = null,
+         AccountTuple? account = null,
+         uint? max_long_position = null,
+         uint? max_short_position = null,
+         bool? is_position_limit_enabled = null,
+         uint? clip_limit = null,
+         bool? is_clip_limit_enabled = null,
+         double? min_price = null,
+         double? max_price = null,
+         bool? is_price_limit_enabled = null) {
+         //
+         this.security = security;
+         this.security_criteria = security_criteria;
+         this.account = account;
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         this.clip_limit = clip_limit;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         this.min_price = min_price;
+         this.max_price = max_price;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+      }
+
+      public SecurityImmutable? security { get; }
+      public SecurityCriteria security_criteria { get; }
+      public AccountTuple? account { get; }
+      // position
+      public uint? max_long_position { get; }
+      public uint? max_short_position { get; }
+      public bool? is_position_limit_enabled { get; }
+      // clip
+      public uint? clip_limit { get; }
+      public bool? is_clip_limit_enabled { get; }
+      // price
+      public double? min_price { get; }
+      public double? max_price { get; }
+      public bool? is_price_limit_enabled { get; }
+
+      public static RiskLimitsModification aggregate_common_props(IEnumerable<AccountSecurityRiskLimits> limit_items) =>
+         new RiskLimitsModification(
+            _common_value(limit_items, l => l.security, s => s),
+            null,
+            _common_value(limit_items, l => new AccountTuple(l.account_key, l.account_name)),
+            _common_value(limit_items, l => l.limits.max_long_position),
+            _common_value(limit_items, l => l.limits.max_short_position),
+            _common_value(limit_items, l => l.limits.is_position_limit_enabled),
+            _common_value(limit_items, l => l.limits.clip_limit),
+            _common_value(limit_items, l => l.limits.is_clip_limit_enabled),
+            _common_value(limit_items, l => l.limits.min_price),
+            _common_value(limit_items, l => l.limits.max_price),
+            _common_value(limit_items, l => l.limits.is_price_limit_enabled));
+
+      public RiskLimits apply(RiskLimits target) =>
+         new RiskLimits(
+            is_position_limit_enabled: is_position_limit_enabled ?? target.is_position_limit_enabled,
+            max_long_position: max_long_position ?? target.max_long_position,
+            max_short_position: max_short_position ?? target.max_short_position,
+            is_clip_limit_enabled: is_clip_limit_enabled ?? target.is_clip_limit_enabled,
+            clip_limit: clip_limit ?? target.clip_limit,
+            is_price_limit_enabled: is_price_limit_enabled ?? target.is_price_limit_enabled,
+            min_price: min_price ?? target.min_price,
+            max_price: max_price ?? target.max_price);
+
+      public RiskLimitsModification with(RiskLimitsModification other_mod) =>
+         with(
+            other_mod.security.HasValue ? other_mod.security.Value : security,
+            other_mod.account.HasValue ? other_mod.account.Value : account,
+            security_criteria: other_mod.security_criteria ?? security_criteria,
+            max_long_position: other_mod.max_long_position ?? max_long_position,
+            max_short_position: other_mod.max_short_position ?? max_short_position,
+            is_position_limit_enabled: other_mod.is_position_limit_enabled ?? is_position_limit_enabled,
+            clip_limit: other_mod.clip_limit ?? clip_limit,
+            is_clip_limit_enabled: other_mod.is_clip_limit_enabled ?? is_clip_limit_enabled,
+            min_price: other_mod.min_price ?? min_price,
+            max_price: other_mod.max_price ?? max_price,
+            is_price_limit_enabled: other_mod.is_price_limit_enabled ?? is_price_limit_enabled);
+         //new RiskLimitsModification(security: other_mod.security ?? security,
+         //   security_criteria: other_mod.security ?? security);
+
+      public RiskLimitsModification with(
+         OptionalNullable<SecurityImmutable>? security = null,
+         OptionalNullable<AccountTuple>? account = null,
+         SecurityCriteria security_criteria = null,
+         OptionalNullable<uint>? max_long_position = null,
+         OptionalNullable<uint>? max_short_position = null,
+         OptionalNullable<bool>? is_position_limit_enabled = null,
+         OptionalNullable<uint>? clip_limit = null,
+         OptionalNullable<bool>? is_clip_limit_enabled = null,
+         OptionalNullable<double>? min_price = null,
+         OptionalNullable<double>? max_price = null,
+         OptionalNullable<bool>? is_price_limit_enabled = null) =>
+         //
+         new RiskLimitsModification(
+            security.HasValue ? security.Value.value : this.security,
+            security_criteria ?? this.security_criteria,
+            account.HasValue ? account.Value.value : this.account,
+            max_long_position.HasValue ? max_long_position.Value.value : this.max_long_position,
+            max_short_position.HasValue ? max_short_position.Value.value : this.max_short_position,
+            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
+            clip_limit.HasValue ? clip_limit.Value.value : this.clip_limit,
+            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
+            min_price.HasValue ? min_price.Value.value : this.min_price,
+            max_price.HasValue ? max_price.Value.value : this.max_price,
+            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
+
+      static T? _common_value<T>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get) where T : struct =>
+         _common_value(source, get, common => new T?(common));
+
+      static TResult _common_value<T, TResult>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get, Func<T, TResult> convert_common, TResult default_value = default) =>
+         source.Select(get).Distinct().TryGetSingle(out var common) ? convert_common(common) : default_value;
+   }
+}
@@ -0,0 +1,115 @@
+using bts.admin.risk;
+using bts.api;
+using bts.utils;
+using mbts.ui;
+using mbts.ui.shell;
+using System;
+
+namespace bts.shell.risk_management {
+   class RiskLimitsVM : ViewModelBase, IEquatable<RiskLimitsVM> {
+      RiskLimitsVM(AccountSecurityKey id) =>
+         this.id = id;
+
+      public event Action request_commit;
+
+      /// The user can modify some props directly in the grid,
+      /// which may or may not give the row a new sort-position.
+      /// For this reason, the owner-viewmodel (<see cref="RiskManagementVM"/>)
+      /// is notified both immediately before, and after the changes are reflected in <see cref="data"/>.
+      /// By responding to those events, the owner-viewmodel can safely process any
+      /// sorting-changes without breaking binary search functionality.
+      /// <see cref="value_changing"/>, <see cref="value_changed"/>
+
+      /// <summary>
+      /// This event is raised just before a new value is assigned to <see cref="data"/>.
+      /// </summary>
+      public event Action<(AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value)> value_changing;
+      /// <summary>
+      /// This event is raised immediately after a new value is assigned to <see cref="data"/>.
+      /// </summary>
+      public event Action<(AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value)> value_changed;
+      public event Action is_dirty_changed;
+
+      public AccountSecurityKey id { get; }
+      public SecurityImmutable? security => data.security;
+      public string security_text => is_persisted ? security.ToString() : $"*{security}";
+      public uint security_key => data.security_key;
+      public string account_name => data.account_name;
+      public uint account_key => data.key.account;
+      // position limit
+      public bool is_position_limit_enabled { get => _limits.is_position_limit_enabled; set => _modify(new RiskLimitsModification(is_position_limit_enabled: value)); }
+      public uint max_long_position { get => _limits.max_long_position; set => _modify(new RiskLimitsModification(max_long_position: value)); }
+      public uint max_short_position { get => _limits.max_short_position; set => _modify(new RiskLimitsModification(max_short_position: value)); }
+      // clip limit
+      public bool is_clip_limit_enabled { get => _limits.is_clip_limit_enabled; set => _modify(new RiskLimitsModification(is_clip_limit_enabled: value)); }
+      public uint clip_limit { get => _limits.clip_limit; set => _modify(new RiskLimitsModification(clip_limit: value)); }
+      // price limit
+      public bool is_price_limit_enabled { get => _limits.is_price_limit_enabled; set => _modify(new RiskLimitsModification(is_price_limit_enabled: value)); }
+      public double min_price { get => _limits.min_price; set => _modify(new RiskLimitsModification(min_price: value)); }
+      public double max_price { get => _limits.max_price; set => _modify(new RiskLimitsModification(max_price: value)); }
+
+      public bool is_persisted => committed_data.HasValue;
+      public bool is_dirty => !committed_data.HasValue || !committed_data.Value.Equals(data);
+
+      public AccountSecurityRiskLimits data { get; private set; }
+      public AccountSecurityRiskLimits? committed_data { get; private set; }
+      RiskLimits _limits => data.limits;
+
+      public static RiskLimitsVM create_placeholder(AccountSecurityRiskLimits state) {
+         var vm = new RiskLimitsVM(state.key);
+         vm.load(state, false);
+         return vm;
+      }
+
+      public static RiskLimitsVM create_persisted(AccountSecurityRiskLimits state) {
+         var vm = new RiskLimitsVM(state.key);
+         vm.load(state, true);
+         return vm;
+      }
+
+      public void load(AccountSecurityRiskLimits new_state, bool is_committed) {
+         using (detect_property_changes()) {
+            bool was_dirty = is_dirty;
+            if (is_committed)
+               committed_data = new_state;
+            if (!data.Equals(new_state)) {
+               value_changing?.Invoke((data, new_state));
+               var orig_state = data;
+               data = new_state;
+               value_changed?.Invoke((orig_state, new_state));
+            }
+            if (is_dirty != was_dirty)
+               is_dirty_changed?.Invoke();
+         }
+      }
+
+      public bool Equals(RiskLimitsVM other) =>
+         other != null && id == other.id;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as RiskLimitsVM);
+
+      public override int GetHashCode() =>
+         id.GetHashCode();
+
+      void _modify(RiskLimitsModification mod) {
+         var new_value = data.with(limits: mod.apply(data.limits));
+         if (committed_data.HasValue) {
+            // if the user just toggled one of the limits on/off, request an immediate update to persist the change
+            // (the on/off toggles are the only props that can be edited directly in the grid,
+            // the user might find it annoying if they have to click 'Save' just to turn the limits on/off.
+            var clims = committed_data.Value.limits;
+            load(new_value, false);
+            var revert_mod = new RiskLimitsModification(is_position_limit_enabled: clims.is_position_limit_enabled, is_clip_limit_enabled: clims.is_clip_limit_enabled, is_price_limit_enabled: clims.is_price_limit_enabled);
+            var reverted_lims = new_value = new_value.with(limits: revert_mod.apply(new_value.limits));
+            if (reverted_lims.limits.Equals(clims)) {
+               // since only the limit toggle props were reverted,
+               // the above equality indicates that only the limit toggle props were modified.
+               request_commit?.Invoke();
+            }
+         } else {
+            load(new_value, false);
+         }
+      }
+   }
+}
@@ -0,0 +1,478 @@
+using bts.admin.risk;
+using bts.api.core;
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+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.Linq;
+using System.Reactive.Linq;
+using System.Windows.Controls;
+using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
+
+namespace bts.shell.risk_management {
+   class RiskManagementColumnModel : DIYGridColumnModel<Columns, AccountSecurityRiskLimits, RiskManagementFilterSettings> {
+      public RiskManagementColumnModel(Columns id, IComparer<AccountSecurityRiskLimits> data_comparer, IDataGridColumnFilter<AccountSecurityRiskLimits> filter, string filter_template, Func<RiskManagementFilterSettings, object> get_column_filter_settings, Func<RiskManagementFilterSettings, object, RiskManagementFilterSettings> set_column_filter_settings)
+         : base(id, data_comparer, filter, filter_template, get_column_filter_settings, set_column_filter_settings) {
+      }
+   }
+
+   class RiskManagementVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection, IValueFactory<RiskManagementSettings> {
+      static readonly IComparer<AccountSecurityRiskLimits> _data_row_id_comparer =
+         new ComparerBuilder<AccountSecurityKey>(new[] {
+            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.account),
+            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.security)
+         }).to_comparer()
+         .wrap<AccountSecurityKey, AccountSecurityRiskLimits>(r => r.key);
+
+      static IComparer<RiskLimitsVM> _row_id_comparer =>
+         _data_row_id_comparer.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.data);
+
+      readonly DeferrableActionWrapper _refresh_filter_changed, _selected_rows_changed, _dirty_rows_changed;
+      readonly ColumnSortManager _sort_manager;
+      readonly ObservableCollection<RiskManagementColumnModel> _columns = new ObservableCollection<RiskManagementColumnModel>();
+      readonly Dictionary<Columns, RiskManagementColumnModel> _column_map = new Dictionary<Columns, RiskManagementColumnModel>();
+      readonly SelectorVM<AccountTuple?, uint> _accounts_vm = new SelectorVM<AccountTuple?, uint>(acc => acc?.id ?? 0) { comparer = Comparer<AccountTuple>.Default.to_nullable() };
+      IList<AccountSecurityRiskLimits> _data_rows;
+      ImmutableSortedSet<RiskLimitsVM> _selected_rows = ImmutableSortedSet.Create(_row_id_comparer);
+      IComparer<AccountSecurityRiskLimits> _data_comparer = _data_row_id_comparer;
+      IComparer<RiskLimitsVM> _row_comparer;
+      IDisposable _import_limits_op;
+      ImmutableDictionary<AccountSecurityKey, RiskLimitsVM> _dirty_rows = ImmutableDictionary<AccountSecurityKey, RiskLimitsVM>.Empty;
+      Dictionary<AccountSecurityKey, RiskLimitsVM> _imported_row_map = new Dictionary<AccountSecurityKey, RiskLimitsVM>();
+      Dictionary<AccountSecurityKey, RiskLimitsVM> _row_cache = new Dictionary<AccountSecurityKey, RiskLimitsVM>();
+
+      public RiskManagementVM(IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> data_source, IObservable<IReadOnlyList<AccountTuple>> accounts_source) {
+         _selected_rows_changed = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke());
+         _refresh_filter_changed = new DeferrableActionWrapper(() => _filter_changed?.Invoke(_mk_filter()));
+         _dirty_rows_changed = new DeferrableActionWrapper(() => dirty_rows_changed?.Invoke(dirty_rows));
+         _sort_manager = new ColumnSortManager(_columns.OfType<ISortableDIYGridColumn>(), null);
+         _sort_manager.active_sorting_changed += () =>
+            data_comparer = _sort_manager.BuildComparer(id => _find_column(id)?.row_comparer, _data_comparer);
+         _data_rows = rows.WrapSelector(r => r.data, null);
+         _accounts_vm.selected_item_changed += () => {
+            RaisePropertyChanged(nameof(selected_account));
+            _refresh_filter_changed.execute();
+         };
+         column_map = FunctionalIndex.create<string, RiskManagementColumnModel>(_find_column);
+         grid_settings_manager = new SimpleGridSettingsManagerVM<Columns>(
+            _columns, null, ordered_cols => {
+               CollectionHelper.sync_with_never_duplicate(_columns, ordered_cols, cs => {
+                  throw new InvalidOperationException();
+               }, c => c.id.ToString(), cs => cs.id);
+            }, null);
+         /////////////////
+         // Columns
+         /////////////////
+         // security
+         mk_column_model(
+            Columns.Security,
+            wrap_comp(r => r.security),
+            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security.ToString(), null),
+            DataGridFilterKnownTemplates.Regex,
+            fs => fs.security_regex,
+            (fs, v) => fs.with(security_regex: v));
+         // security key
+         mk_column_model(
+            Columns.SecurityKey,
+            wrap_comp(r => r.security_key),
+            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security_key.ToString(), null),
+            DataGridFilterKnownTemplates.Regex,
+            fs => fs.security_key_regex,
+            (fs, v) => fs.with(security_key_regex: v));
+         // max long
+         mk_column_model(
+            Columns.MaxNetLongPosition,
+            wrap_comp(r => r.limits.max_long_position),
+            new UIntMinMax<AccountSecurityRiskLimits>(
+               r => r.limits.max_long_position,
+               null),
+            DataGridFilterKnownTemplates.UIntMinMax,
+            fs => fs.max_long_position,
+            (fs, v) => fs.with(max_long_position: v));
+         // max short
+         mk_column_model(
+            Columns.MaxNetShortPosition,
+            wrap_comp(r => r.limits.max_short_position),
+            new UIntMinMax<AccountSecurityRiskLimits>(
+               r => r.limits.max_short_position,
+               null),
+            DataGridFilterKnownTemplates.UIntMinMax,
+            fs => fs.max_short_position,
+            (fs, v) => fs.with(max_short_position: v));
+         // is position limit enabled
+         mk_is_enabled_column(
+            Columns.IsPositionLimitEnabled,
+            r => r.limits.is_position_limit_enabled,
+            (fs, yes_no_items) => fs.with(is_position_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
+            nameof(RiskLimitsVM.is_position_limit_enabled));
+         // clip size
+         mk_column_model(
+            Columns.ClipLimit,
+            wrap_comp(r => r.limits.clip_limit),
+            new UIntMinMax<AccountSecurityRiskLimits>(r => r.limits.clip_limit, null),
+            DataGridFilterKnownTemplates.UIntMinMax,
+            fs => fs.clip_limit,
+            (fs, v) => fs.with(clip_limit: v));
+         // is clip limit enabled
+         mk_is_enabled_column(
+            Columns.IsClipLimitEnabled,
+            r => r.limits.is_clip_limit_enabled,
+            (fs, yes_no_items) => fs.with(is_clip_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
+            nameof(RiskLimitsVM.is_clip_limit_enabled));
+         // min price
+         mk_column_model(
+            Columns.MinPrice,
+            wrap_comp(r => r.limits.min_price),
+            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.min_price, nameof(RiskLimitsVM.min_price)),
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            fs => fs.min_price,
+            (fs, v) => fs.with(min_price: v));
+         // max price
+         mk_column_model(
+            Columns.MaxPrice,
+            wrap_comp(r => r.limits.max_price),
+            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.max_price, nameof(RiskLimitsVM.max_price)),
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            fs => fs.max_price,
+            (fs, v) => fs.with(max_price: v));
+         // is price limit enabled
+         mk_is_enabled_column(
+            Columns.IsPriceLimitEnabled,
+            r => r.limits.is_price_limit_enabled,
+            (fs, yes_no_items) => fs.with(is_price_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
+            nameof(RiskLimitsVM.is_price_limit_enabled));
+
+         data_comparer = new ComparerBuilder<AccountSecurityRiskLimits>(new[] {
+            wrap_comp(r => r.security),
+            _data_row_id_comparer
+         }).to_comparer();
+         _column_map = _columns.ToDictionary(c => c.id);
+         columns = ObservableAutoWrapper.SelectObservable(_columns, c => c);
+
+         var filter_source =
+            Observable.FromEvent<Func<AccountSecurityRiskLimits, bool>>(cb => _filter_changed += cb, cb => _filter_changed -= cb)
+            .StartWith(_mk_filter);
+         var filtered_data_source =
+            data_source.Filter(filter_source, AccountSecurityRiskLimitsDataHelper.key_fn);
+
+         var filter_hooks = _columns.Select(c => {
+            var f = c.filter;
+            f.filter_changed += _refresh_filter_changed.execute;
+            return Disposable.Create(() => f.filter_changed -= _refresh_filter_changed.execute);
+         }).ToList();
+         _accounts_vm.selected_item_changed += on_selected_account_changed;
+         _dispose = Disposable.Create(
+            ObservableAutoWrapper.connect_item_hooks(rows, subscribe_row_changes),
+            accounts_source.OnDispatcher().Subscribe(on_accounts),
+            Disposable.wrap_collection(filter_hooks),
+            filtered_data_source.OnDispatcher().Subscribe(on_data));
+         //////////////////
+         // local methods
+         //////////////////
+         IComparer<AccountSecurityRiskLimits> wrap_comp<T>(Func<AccountSecurityRiskLimits, T> get_value) =>
+            Comparer<T>.Default.wrap<T, AccountSecurityRiskLimits>(get_value);
+
+         RiskManagementColumnModel mk_column_model<T>(
+            Columns id,
+            IComparer<AccountSecurityRiskLimits> row_comp,
+            IDataGridColumnPersistentFilter<AccountSecurityRiskLimits, T> filter,
+            string filter_template,
+            Func<RiskManagementFilterSettings, T> get_filter_settings,
+            Func<RiskManagementFilterSettings, T, RiskManagementFilterSettings> set_filter_settings) {
+            //
+            var col = new RiskManagementColumnModel(id, row_comp,
+               filter,
+               filter_template,
+               fs => get_filter_settings(fs),
+               (fs, val) => val is T cfs ? set_filter_settings(fs, cfs) : fs);
+            _columns.Add(col);
+            return col;
+         }
+
+         // the 'is enabled' columns are special cases, bc their filters produces an array of bools
+         // (cheap way to reuse the discrete values filter template for true/false items),
+         // but the filter protobuf has a nullable<bool>, so an extra conversion must be done explicitly (hence the get_row_val param).
+         RiskManagementColumnModel mk_is_enabled_column(Columns id, Func<AccountSecurityRiskLimits, bool> get_row_val, Func<RiskManagementFilterSettings, IEnumerable<bool>, RiskManagementFilterSettings> set_filter_prop, string prop) {
+            var col = new RiskManagementColumnModel(
+               id,
+               wrap_comp(get_row_val),
+               DiscreteValuesFilterVM.Create(new[] { true, false }, get_row_val, prop),
+               DataGridFilterKnownTemplates.YesNo,
+               fs => RiskManagementFilterSettings.yes_no_filter_items(fs.is_position_limit_enabled),
+               (fs, fstate) => set_filter_prop(fs, fstate as IEnumerable<bool>));
+            _columns.Add(col);
+            return col;
+         }
+
+         IDisposable subscribe_row_changes(RiskLimitsVM row) {
+            row.value_changing += on_value_changing;
+            row.value_changed += on_value_changed;
+            row.request_commit += on_request_commit;
+            check_dirty();
+            return Disposable.Create(() => {
+               row.value_changing -= on_value_changing;
+               row.value_changed -= on_value_changed;
+               row.request_commit -= on_request_commit;
+            });
+
+            void on_value_changing((AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value) change) =>
+               on_row_data_changed(new Change<AccountSecurityRiskLimits>(change.old_value, change.new_value), false);
+
+            void on_value_changed((AccountSecurityRiskLimits old_value, AccountSecurityRiskLimits new_value) change) =>
+               check_dirty();
+
+            void on_request_commit() =>
+               request_update_limit?.Invoke(row.data);
+
+            void check_dirty() {
+               int dr_count = _dirty_rows.Count;
+               _dirty_rows = row.is_dirty ? _dirty_rows.Add(row.id, row) : _dirty_rows.Remove(row.id);
+               if (dr_count != _dirty_rows.Count)
+                  _dirty_rows_changed.execute();
+            }
+         }
+
+         void on_accounts(IReadOnlyList<AccountTuple> new_accounts) =>
+            _accounts_vm.update_items(new_accounts.Cast<AccountTuple?>());
+
+         void on_data(TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey> table) {
+            using (_dirty_rows_changed.defer_execution())
+            using (_selected_rows_changed.defer_execution())  {
+               foreach (var lim in table.removed) {
+                  if (_row_cache.TryGetValue(lim.key, out var row)) {
+                     _data_rows.RemoveSorted(row.data, data_comparer);
+                     if (row.committed_data.HasValue)
+                        _row_cache.Remove(lim.key);
+                  }
+               }
+               foreach (var ch in table.changes) {
+                  on_row_data_changed(ch, true);
+               }
+               foreach (var lim in table.added) {
+                  if (_row_cache.TryGetValue(lim.key, out var row)) {
+                     // if row is already here, it must be an import
+                     // overwrite the import with the persisted row (this probably won't happen in practice)
+                     rows.RemoveSorted(row, row_comparer);
+                     _imported_row_map.Remove(lim.key);
+                  }
+                  var new_row = RiskLimitsVM.create_persisted(lim);
+                  _row_cache[lim.key] = new_row;
+                  rows.InsertSorted(new_row, row_comparer);
+               }
+            }
+         }
+
+         void on_row_data_changed(Change<AccountSecurityRiskLimits> change, bool is_persisted) {
+            Log.assert(_row_cache.TryGetValue(change.Old.key, out var row));
+            int old_index = CollectionHelper.binary_search(rows, row, row_comparer);
+            Log.assert(old_index >= 0);
+            int new_index = CollectionHelper.binary_search(_data_rows, change.New, _data_comparer);
+            // if the change came from the server (i.e., a persisted change that the row-vm doesn't already know about),
+            // load the new data (current modifications will be overwritten).
+            // Otherwise, the change is presumably the result of an uncommitted user-edit, which the row must already know about.
+            if (is_persisted) {
+               row.load(change.New, true);
+               if (_dirty_rows.Remove(row.id, out _dirty_rows))
+                  _dirty_rows_changed.execute();
+            }
+            if (new_index < 0)
+               new_index = ~new_index;
+            if (Math.Abs(new_index - old_index) > 1) {
+               if (new_index > old_index)
+                  new_index--;
+               rows.Move(old_index, new_index);
+            }
+         }
+
+         void on_selected_account_changed() {
+            foreach (var ir in _imported_row_map.Values) {
+               if (ir.account_key == selected_account?.id) {
+                  rows.InsertOrReplaceSorted(ir, row_comparer);
+               } else {
+                  rows.RemoveSorted(ir, row_comparer);
+               }
+            }
+         }
+      }
+
+      public event Action selected_rows_changed;
+      public event Action<AccountSecurityRiskLimits> request_update_limit;
+      public event Action<ImmutableDictionary<AccountSecurityKey, RiskLimitsVM>> dirty_rows_changed;
+      event Action<Func<AccountSecurityRiskLimits, bool>> _filter_changed;
+
+      public IReadOnlyIndex<string, RiskManagementColumnModel> column_map { get; }
+      public bool has_unpersisted_limits => false;
+      // this collection is needed to control the column order
+      public IReadOnlyObservableCollection<IDIYGridColumn> columns { get; }
+      public ObservableCollection<RiskLimitsVM> rows { get; } = new ObservableCollection<RiskLimitsVM>();
+      /// <summary>
+      /// The selected rows are provided as an <see cref="ImmutableSortedSet{T}"/> so they can be observed/accessed on different threads.
+      /// <see cref="RiskManagementVMExtensions.subscribe_selected_rows(RiskManagementVM)"/>.
+      /// </summary>
+      public ImmutableSortedSet<RiskLimitsVM> selected_rows => _selected_rows;
+      /// <summary>
+      /// The dirty rows are provided as an <see cref="ImmutableDictionary{TKey, TValue}"/> so they can be observed/accessed on different threads.
+      /// <see cref="RiskManagementVMExtensions.subscribe_has_dirty_rows(RiskManagementVM)(RiskManagementVM)"/>.
+      /// </summary>
+      public ImmutableDictionary<AccountSecurityKey, RiskLimitsVM> dirty_rows => _dirty_rows;
+      public IReadOnlyObservableCollection<AccountTuple?> accounts => _accounts_vm.items;
+      public AccountTuple? selected_account {
+         get => _accounts_vm.selected_item ?? default;
+         set => _accounts_vm.selected_item = value;
+      }
+      public SimpleGridSettingsManagerVM<Columns> grid_settings_manager { get; }
+      public IComparer<AccountSecurityRiskLimits> data_comparer {
+         get => _data_comparer;
+         private set {
+            if (value != null) {
+               _data_comparer = value;
+               _row_comparer = null;
+               rows.sync_with(rows.Ordered(row_comparer));
+               _selected_rows = _selected_rows.WithComparer(row_comparer);
+            }
+         }
+      }
+
+      public IComparer<RiskLimitsVM> row_comparer =>
+         _row_comparer ?? (_row_comparer = data_comparer?.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.data));
+
+      public IReadOnlyDictionary<uint, SecurityMD> security_map { get; set; } = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public IReadOnlyDictionary<uint, IEnumerable<AccountSecurityRiskLimits>> build_account_limits_map() =>
+         _data_rows.GroupBy(dr => dr.account_key)
+            .ToDictionary(g => g.Key, g => g.AsEnumerable());
+
+      public RiskManagementSettings create() {
+         var grid = grid_settings_manager.create();
+         var filters = _columns.Aggregate(new RiskManagementFilterSettings(), (fs, c) => c.assign_filter_settings(fs)); 
+         return new RiskManagementSettings(grid, filters, _sort_manager.SortingCriteria, selected_account?.id ?? 0);
+      }
+
+      public void load_from(RiskManagementSettings settings) {
+         if (settings is null)
+            throw new ArgumentNullException(nameof(settings));
+         if (settings.grid != null)
+            grid_settings_manager.load_from(settings.grid);
+         _sort_manager.SortingCriteria = settings.sorting_criteria;
+         using (_refresh_filter_changed.defer_execution()) {
+            foreach (var col in _columns)
+               col.load_from(null, settings.filters);
+            _accounts_vm.try_select(settings.account_id, true);
+         }
+      }
+
+      public void load_from(GridSettings grid) {
+         if (grid is null)
+            throw new ArgumentNullException(nameof(grid));
+         grid_settings_manager.load_from(grid);
+      }
+
+      public void modify_rows(IEnumerable<AccountSecurityKey> targets, RiskLimitsModification mod) {
+         foreach (var key in targets) {
+            if (_row_cache.TryGetValue(key, out var row)) {
+               var new_data = row.data.with(limits: mod.apply(row.data.limits));
+               row.load(new_data, false);
+            }
+         }
+      }
+
+      public void revert(IEnumerable<RiskLimitsVM> targets) {
+         foreach (var row in targets) {
+            if (row.committed_data.HasValue)
+               row.load(row.committed_data.Value, true);
+         }
+      }
+
+      public void import_limits(string file_name) {
+         Disposable.dispose(ref _import_limits_op);
+         _import_limits_op = RiskLimitsImporter.import_limits(file_name,
+            security_map,
+            accounts.Where(a => a.HasValue)
+            .ToDictionary(a => a.Value.id, a => a.Value.name),
+            add_imported_rows);
+
+         void add_imported_rows(IEnumerable<ParsedRiskLimits> imported_rows) {
+            foreach (var ir in imported_rows) {
+               var res = ir.result;
+               if (!res.security.HasValue && security_map.TryGetValue(res.security_key, out var sec_md))
+                  res = res.with(security: sec_md.security);
+               if (string.IsNullOrEmpty(res.account_name) && accounts.TryGetFirst(a => a?.id == res.account_key, out var acc))
+                  res = res.with(account: acc);
+               if (_row_cache.TryGetValue(res.key, out var old_row))
+                  rows.RemoveSorted(old_row, row_comparer);
+               var new_row = RiskLimitsVM.create_placeholder(res);
+               _row_cache[res.key] = new_row;
+               _imported_row_map[res.key] = new_row;
+               if (new_row.account_key == selected_account?.id)
+                  rows.InsertSorted(new_row, row_comparer);
+            }
+         }
+      }
+
+      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
+         var bd = _selected_rows.ToBuilder();
+         RowSelectionHelper.apply_changes(bd, e);
+         _selected_rows = bd.ToImmutable();
+         _selected_rows_changed.execute();
+      }
+
+      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) {
+         _sort_manager.OnColumnClick(e.Column, KeyboardExtensions.IsShiftDown());
+         e.Handled = true;
+      }
+
+      RiskManagementColumnModel _find_column(string key_str) =>
+         Enum.TryParse(key_str, true, out Columns key) ? _find_column(key) : null;
+
+      RiskManagementColumnModel _find_column(Columns key) =>
+         _column_map.GetValueOrDefault(key);
+
+      Func<AccountSecurityRiskLimits, bool> _mk_filter() {
+         var col_filter_pred = create().filters.build_predicate();
+         if (!selected_account.HasValue)
+            return lim => false;
+         var acc_id = selected_account.Value.id;
+         return lim => lim.account_key == acc_id && (col_filter_pred is null || col_filter_pred(lim));
+      }
+   }
+
+   static class RiskManagementVMExtensions {
+      public static IObservable<ImmutableSortedSet<RiskLimitsVM>> subscribe_selected_rows(this RiskManagementVM vm) =>
+         vm is null ?
+            throw new ArgumentNullException(nameof(vm)) :
+            Observable.Create<ImmutableSortedSet<RiskLimitsVM>>(o => {
+               o.OnNext(vm.selected_rows);
+               vm.selected_rows_changed += on_selected_rows_changed;
+               return Disposable.Create(() => vm.selected_rows_changed -= on_selected_rows_changed);
+               void on_selected_rows_changed() =>
+                  o.OnNext(vm.selected_rows);
+            })
+            .SubscribeOnDispatcher();
+
+      public static IObservable<bool> subscribe_has_dirty_rows(this RiskManagementVM vm) =>
+         vm is null ?
+            throw new ArgumentNullException(nameof(vm)) :
+            Observable.Create<bool>(o => {
+               bool last_fired = vm.dirty_rows.Count > 0;
+               o.OnNext(last_fired);
+               vm.dirty_rows_changed += on_dirty_rows_changed;
+               return Disposable.Create(() => vm.dirty_rows_changed -= on_dirty_rows_changed);
+               void on_dirty_rows_changed(ImmutableDictionary<AccountSecurityKey, RiskLimitsVM> drs) {
+                  if (last_fired != drs.Count > 0)
+                     o.OnNext(last_fired = !last_fired);
+               }
+            })
+            .SubscribeOnDispatcher();
+   }
+}
@@ -0,0 +1,111 @@
+<Window
+  x:Class="bts.shell.risk_management.RiskLimitParametersDialog"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:risk="clr-namespace:bts.shell.risk_management"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  u:WindowStyle.AllowResize="False"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  FocusVisualStyle="{x:Null}"
+  Style="{StaticResource BTSDialog}"
+>
+  <Window.Resources>
+    <sys:Double x:Key="HorizontalPush">4</sys:Double>
+    <sys:Double x:Key="VerticalPush3">8</sys:Double>
+    <Thickness x:Key="ParamMargin" Left="{StaticResource HorizontalPush}"/>
+    <Style x:Key="HeaderText" TargetType="TextBlock">
+      <Setter Property="HorizontalAlignment" Value="Center"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
+      <Setter Property="Margin" Value="4"/>
+    </Style>
+    <Style x:Key="LimitToggle" TargetType="CheckBox">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="HorizontalAlignment" Value="Center"/>
+    </Style>
+  </Window.Resources>
+  <Window.ContentTemplate>
+    <DataTemplate DataType="{x:Type risk:RiskLimitsModificationVM}">
+      <Grid>
+        <Grid.RowDefinitions>
+          <RowDefinition Height="*"/>
+          <RowDefinition Height="Auto"/>
+        </Grid.RowDefinitions>
+        <Grid Margin="6">
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+          </Grid.ColumnDefinitions>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
+            <RowDefinition Height="*"/>
+          </Grid.RowDefinitions>
+          <Rectangle Grid.ColumnSpan="17" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
+          <TextBlock Grid.Column="0" Text="Security" Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="2" Text="Max Long" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="4" Text="Max Short" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="6" Text="Clip Limit" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="8" Text="Min Price" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="10" Text="Max Price" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="12" Text="Position Limit Enabled" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="14" Text="Clip Limit Enabled" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="16" Text="Price Limit Enabled" Style="{StaticResource HeaderText}"/>
+
+          <c:ContractPickerPopup
+            Grid.Row="2"
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
+            Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}"
+            IsEditMode="True"
+            IsLazy="True"
+            SecurityMap="{Binding security_map}"
+            SelectedCriteria="{Binding security_criteria}"
+            ShowDialogSkirt="True"
+            ToolTip="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
+            OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
+          />
+          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="2" Value="{Binding max_long_position}"/>
+          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="4" Value="{Binding max_short_position}"/>
+          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="6" Value="{Binding clip_limit}"/>
+          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="8" Value="{Binding min_price}"/>
+          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="10" Value="{Binding max_price}"/>
+          <CheckBox Grid.Row="2" Grid.Column="12" IsChecked="{Binding is_position_limit_enabled}" Style="{StaticResource LimitToggle}"/>
+          <CheckBox Grid.Row="2" Grid.Column="14" IsChecked="{Binding is_clip_limit_enabled}" Style="{StaticResource LimitToggle}"/>
+          <CheckBox Grid.Row="2" Grid.Column="16" IsChecked="{Binding is_price_limit_enabled}" Style="{StaticResource LimitToggle}"/>
+        </Grid>
+        <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
+          <c:DialogSkirt.RightItems>
+            <x:Array Type="{x:Type Button}">
+              <Button Content="OK" Command="{Binding commit_cmd}" IsDefault="True"/>
+              <Button Content="Cancel" Command="{Binding cancel_cmd}" IsCancel="True"/>
+            </x:Array>
+          </c:DialogSkirt.RightItems>
+        </c:DialogSkirt>
+      </Grid>
+    </DataTemplate>
+  </Window.ContentTemplate>
+</Window>
@@ -0,0 +1,11 @@
+using System.Windows;
+
+namespace bts.shell.risk_management {
+   /// <summary>
+   /// Interaction logic for RiskLimitParametersDialog.xaml
+   /// </summary>
+   partial class RiskLimitParametersDialog : Window {
+      public RiskLimitParametersDialog() =>
+         InitializeComponent();
+   }
+}
@@ -0,0 +1,39 @@
+<Window
+  x:Class="bts.shell.risk_management.RiskLimitsImportConflictsDialog"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:risk="clr-namespace:bts.shell.risk_management"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  u:WindowStyle.AllowResize="True"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  u:WindowStyle.TitleContent="Import Limits Conflicts"
+  Style="{StaticResource BTSDialogTitleTemplate}"
+>
+  <u:WindowStyle.TitleContentTemplate>
+    <DataTemplate>
+      <StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
+        <Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
+        <TextBlock Margin="4,0,0,0" Text="{Binding}"/>
+      </StackPanel>
+    </DataTemplate>
+  </u:WindowStyle.TitleContentTemplate>
+  <Window.Content>
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="*"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <risk:RiskLimitsImportConflictsView Margin="12,10,12,8"/>
+      <c:DialogSkirt Grid.Row="1">
+        <c:DialogSkirt.RightItems>
+          <x:Array Type="{x:Type Button}">
+            <Button Command="{Binding ok_cmd}">Continue</Button>
+            <Button Command="{Binding cancel_cmd}" IsCancel="True">Cancel</Button>
+          </x:Array>
+        </c:DialogSkirt.RightItems>
+      </c:DialogSkirt>
+    </Grid>
+  </Window.Content>
+</Window>
@@ -0,0 +1,11 @@
+using System.Windows;
+
+namespace bts.shell.risk_management {
+   /// <summary>
+   /// Interaction logic for RiskLimitsImportConflictsDialog.xaml
+   /// </summary>
+   partial class RiskLimitsImportConflictsDialog : Window {
+      public RiskLimitsImportConflictsDialog() =>
+         InitializeComponent();
+   }
+}
@@ -0,0 +1,141 @@
+<UserControl
+  x:Class="bts.shell.risk_management.RiskLimitsImportConflictsView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:risk="clr-namespace:bts.shell.risk_management"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  MinWidth="400"
+>
+  <UserControl.Resources>
+    <Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+    </Style>
+    <DataTemplate x:Key="UIntTemplate">
+      <c:TickUpDownUInt Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+    </DataTemplate>
+    <DataTemplate x:Key="DoubleTemplate">
+      <c:TickUpDownDouble Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+    </DataTemplate>
+    <DataTemplate x:Key="BooleanTemplate">
+      <CheckBox IsChecked="{Binding value}"/>
+    </DataTemplate>
+    <DataTemplate x:Key="PriceReadTemplate">
+      <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+    </DataTemplate>
+    <!--Value Cell Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
+      <u:KeyedTemplateSelector.Default>
+        <DataTemplate>
+          <TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:KeyedTemplateSelector.Default>
+      <u:TemplateSelectorKeyValue Key="{x:Static MinPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource PriceReadTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static MaxPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource PriceReadTemplate}"/>
+    </u:KeyedTemplateSelector>
+    <!--Value Cell Editing Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
+      <u:TemplateSelectorKeyValue Key="{x:Static Security, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}">
+        <DataTemplate>
+          <c:ContractPickerPopup
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding value}"
+            IsEditMode="False"
+            IsLazy="True"
+            SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+            SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+            ShowDialogSkirt="True"
+          />
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static Account, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}">
+        <DataTemplate>
+          <ComboBox ItemsSource="{Binding DataContext.accounts, RelativeSource={RelativeSource AncestorType=DataGrid}}" SelectedItem="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="{x:Static MaxNetLongPosition, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource UIntTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static MaxNetShortPosition, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource UIntTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static IsPositionLimitEnabled, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource BooleanTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static ClipLimit, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource UIntTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static IsClipLimitEnabled, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource BooleanTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static MinPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource DoubleTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static MaxPrice, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource DoubleTemplate}"/>
+      <u:TemplateSelectorKeyValue Key="{x:Static IsPriceLimitEnabled, MemberType={u:Nested risk:RiskLimitsImportConflictsView.RiskLimitsComponentNames}}" Value="{StaticResource BooleanTemplate}"/>
+    </u:KeyedTemplateSelector>
+  </UserControl.Resources>
+  <!--Content-->
+  <Grid x:Name="content_root">
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto"/>
+      <RowDefinition Height="*"/>
+    </Grid.RowDefinitions>
+    <Grid.ColumnDefinitions>
+      <ColumnDefinition Width="Auto"/>
+      <ColumnDefinition Width="*"/>
+    </Grid.ColumnDefinitions>
+    <Image VerticalAlignment="Center" Margin="0,0,8,0">
+      <Image.Source>
+        <Binding Source="{x:Static MessageBoxImage.Exclamation}">
+          <Binding.Converter>
+            <cv:SystemIconConverter/>
+          </Binding.Converter>
+        </Binding>
+      </Image.Source>
+    </Image>
+    <Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
+    <TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
+      <Run Text="{Binding num_successfully_parsed_limits, Mode=OneWay}"/>
+      <Run Text="/"/>
+      <Run Text="{Binding num_limits, Mode=OneWay}"/>
+      <Run Text=" limit items have been successfully converted."/>
+      <Run Text="Resolve conflicts below by selecting a value to assign each affected limit item,"/>
+      <Run Text="or modify individual limit items in the main window."/>
+      <LineBreak/>
+      <LineBreak/>
+      <Run Text="Click 'Continue' to proceed to the main window."/>
+    </TextBlock>
+    <DataGrid
+      x:Name="data_grid"
+      u:DataGridBehavior.SingleClickEdit="True"
+      Grid.Row="1"
+      Grid.ColumnSpan="2"
+      AutoGenerateColumns="False"
+      CanUserAddRows="False"
+      CanUserDeleteRows="False"
+      CanUserReorderColumns="False"
+      CanUserSortColumns="True"
+      HeadersVisibility="All"
+      ItemsSource="{Binding rows_view}"
+      Margin="0,8,0,0"
+      MinRowHeight="17"
+      RowHeaderWidth="22"
+    >
+      <DataGrid.CellStyle>
+        <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+          <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+        </Style>
+      </DataGrid.CellStyle>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
+          <Style.Triggers>
+            <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
+              <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
+            </DataTrigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.RowStyle>
+      <DataGrid.Columns>
+        <DataGridTextColumn Header="Component" Binding="{Binding component}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Affected Limit Items" Binding="{Binding affected_limits.Count}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>
@@ -0,0 +1,38 @@
+using System.Windows.Controls;
+
+namespace bts.shell.risk_management {
+   /// <summary>
+   /// Interaction logic for RiskLimitsImportConflictsView.xaml
+   /// </summary>
+   partial class RiskLimitsImportConflictsView : UserControl {
+      public RiskLimitsImportConflictsView() =>
+         InitializeComponent();
+
+      public enum RiskLimitsComponent {
+         Security,
+         Account,
+         MaxNetLongPosition,
+         MaxNetShortPosition,
+         IsPositionLimitEnabled,
+         ClipLimit,
+         IsClipLimitEnabled,
+         MinPrice,
+         MaxPrice,
+         IsPriceLimitEnabled
+      }
+
+      public static class RiskLimitsComponentNames {
+         public static readonly string
+            Security = RiskLimitsComponent.Security.ToString(),
+            Account = RiskLimitsComponent.Account.ToString(),
+            MaxNetLongPosition = RiskLimitsComponent.MaxNetLongPosition.ToString(),
+            MaxNetShortPosition = RiskLimitsComponent.MaxNetShortPosition.ToString(),
+            IsPositionLimitEnabled = RiskLimitsComponent.IsPositionLimitEnabled.ToString(),
+            ClipLimit = RiskLimitsComponent.ClipLimit.ToString(),
+            IsClipLimitEnabled = RiskLimitsComponent.IsClipLimitEnabled.ToString(),
+            MinPrice = RiskLimitsComponent.MinPrice.ToString(),
+            MaxPrice = RiskLimitsComponent.MaxPrice.ToString(),
+            IsPriceLimitEnabled = RiskLimitsComponent.IsPriceLimitEnabled.ToString();
+      }
+   }
+}
@@ -0,0 +1,181 @@
+<UserControl
+  x:Class="bts.shell.risk_management.RiskManagementControl"
+  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:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:risk="clr-namespace:bts.shell.risk_management"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  mc:Ignorable="d" 
+  d:DataContext="{d:DesignInstance risk:RiskManagementVM, IsDesignTimeCreatable=True}"
+  Background="{StaticResource CommonBackground}"
+>
+  <UserControl.Resources>
+    <cv:BooleanToObjectConverter x:Key="IsDirtyOpacityConverter">
+      <cv:BooleanToObjectConverter.ValueForFalse>
+        <sys:Double>1.0</sys:Double>
+      </cv:BooleanToObjectConverter.ValueForFalse>
+      <cv:BooleanToObjectConverter.ValueForTrue>
+        <sys:Double>0.6</sys:Double>
+      </cv:BooleanToObjectConverter.ValueForTrue>
+    </cv:BooleanToObjectConverter>
+    <Style x:Key="TextCell" TargetType="c:TextCell">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Padding" Value="2,0"/>
+      <Setter Property="HorizontalAlignment" Value="Stretch"/>
+      <Setter Property="HorizontalContentAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="VerticalContentAlignment" Value="Center"/>
+      <Setter Property="VerticalAlignment" Value="Stretch"/>
+      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="FontFamily" Value="{Binding Path='(c:DIYGrid.Column).font_family', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="FontWeight" Value="{Binding Path='(c:DIYGrid.Column).font_weight', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="FontSize" Value="{Binding Path='(c:DIYGrid.Column).font_size', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="Opacity" Value="{Binding is_dirty, Converter={StaticResource IsDirtyOpacityConverter}}"/>
+    </Style>
+    <Style x:Key="CellBorder" TargetType="Border">
+      <Setter Property="HorizontalAlignment" Value="Stretch"/>
+      <Setter Property="VerticalAlignment" Value="Stretch"/>
+      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="Padding" Value="2,0"/>
+    </Style>
+    <Style x:Key="LimitToggleSwitch" TargetType="CheckBox" BasedOn="{StaticResource {x:Type CheckBox}}">
+      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource AncestorType=Border}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="HorizontalAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource AncestorType=Border}}"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+    </Style>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="*" />
+      </Grid.RowDefinitions>
+      <Grid Margin="4,6">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="*"/>
+        </Grid.ColumnDefinitions>
+        <TextBlock VerticalAlignment="Center">Account:</TextBlock>
+        <ComboBox Grid.Column="1" Margin="8,0" ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"/>
+      </Grid>
+      <c:DIYGrid
+        Grid.Row="1"
+        c:DIYGrid.ColumnModels="{Binding columns}"
+        c:DIYGrid.SyncWithColumnGeometry="True"
+        Rows="{Binding rows}"
+        RowHeight="{u:DPIDouble 21.6}"
+      >
+        <c:DIYGrid.Resources>
+          <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+        </c:DIYGrid.Resources>
+        <c:DIYGrid.Columns>
+          <c:DIYGridColumnCollection/>
+        </c:DIYGrid.Columns>
+        <c:DIYGrid.CachedColumnParams>
+          <x:Array Type="{x:Type sys:String}">
+            <sys:String>font_weight</sys:String>
+            <sys:String>font_size</sys:String>
+            <sys:String>font_brush</sys:String>
+            <sys:String>font_family</sys:String>
+            <sys:String>horizontal_alignment</sys:String>
+          </x:Array>
+        </c:DIYGrid.CachedColumnParams>
+
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate DataType="{x:Type risk:RiskLimitsVM}">
+            <Grid c:DIYGrid.SyncWithColumnGeometry="True" Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}">
+              <!--Security-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="Security"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[Security]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding security_text}"
+                Style="{StaticResource TextCell}"
+              />
+              <c:TextCell
+                c:DIYGrid.ColumnKey="SecurityKey"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[SecurityKey]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding security_key}"
+                Style="{StaticResource TextCell}"
+              />
+              <!--Position-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MaxNetLongPosition"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetLongPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding max_long_position}"
+                Style="{StaticResource TextCell}"
+              />
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MaxNetShortPosition"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetShortPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding max_short_position}"
+                Style="{StaticResource TextCell}"
+              />
+              <Border
+                c:DIYGrid.ColumnKey="IsPositionLimitEnabled"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPositionLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <CheckBox
+                  IsChecked="{Binding is_position_limit_enabled}"
+                  Style="{StaticResource LimitToggleSwitch}"
+                />
+              </Border>
+              <!--Clip-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="ClipLimit"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[ClipLimit]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding clip_limit}"
+                Style="{StaticResource TextCell}"
+              />
+              <Border
+                c:DIYGrid.ColumnKey="IsClipLimitEnabled"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsClipLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <CheckBox
+                  IsChecked="{Binding is_clip_limit_enabled}"
+                  Style="{StaticResource LimitToggleSwitch}"
+                />
+              </Border>
+              <!--Price-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MinPrice"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MinPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding min_price, StringFormat='#,0.0000'}"
+                Style="{StaticResource TextCell}"
+              />
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MaxPrice"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding max_price, StringFormat='#,0.0000'}"
+                Style="{StaticResource TextCell}"
+              />
+              <Border
+                c:DIYGrid.ColumnKey="IsPriceLimitEnabled"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPriceLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <CheckBox
+                  IsChecked="{Binding is_price_limit_enabled}"
+                  Style="{StaticResource LimitToggleSwitch}"
+                />
+              </Border>
+              <!--<Border
+                c:DIYGrid.ColumnKey="IsDirty"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsDirty]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <Image Source="{x:Static u:Icons.CheckMark}" Visibility="{Binding is_persisted, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              </Border>-->
+            </Grid>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+    </Grid>
+  </AdornerDecorator>
+</UserControl>
@@ -0,0 +1,33 @@
+using mbts.ui.controls;
+using System.Windows.Controls;
+
+namespace bts.shell.risk_management {
+   /// <summary>
+   /// Interaction logic for RiskManagementControl.xaml
+   /// </summary>
+   partial class RiskManagementControl : UserControl {
+      public RiskManagementControl() {
+         InitializeComponent();
+      }
+
+      public enum Columns {
+         None,
+         Security,
+         MaxNetLongPosition,
+         MaxNetShortPosition,
+         ClipLimit,
+         MinPrice,
+         MaxPrice,
+         IsPositionLimitEnabled,
+         IsClipLimitEnabled,
+         IsPriceLimitEnabled,
+         SecurityKey
+      }
+   }
+
+   class RiskManagementColumn : DIYGrid.ColumnBase<RiskManagementControl.Columns> {
+      protected override void on_key_initialized(RiskManagementControl.Columns key) {
+         id = key.ToString();
+      }
+   }
+}
@@ -2,6 +2,7 @@
 using bts.api.position;
 using bts.shell.fills;
 using bts.shell.manual_fills;
+using bts.shell.risk_management;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
@@ -27,6 +28,7 @@ namespace bts.shell {
      readonly PNLWindowFactory _plwf;
      readonly AlgoStudioWindowFactory _aswf;
      readonly ManualFillsWindowFactory _mfwf;
+      readonly RiskManagementWindowFactory _rmwf;
      //
      List<SparkCommand> _actions;

@@ -54,6 +56,7 @@ namespace bts.shell {
            _old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
         _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
         _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
+         _rmwf = new RiskManagementWindowFactory(this, bus, settings_hub, orders_model.admin_model);
      }

      public ImageSource icon => Icons.Trades;
@@ -77,7 +80,8 @@ namespace bts.shell {
                  SparkCommands.PickLadder,
                  SparkCommands.PickOrderTicket,
                  SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
-                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
+                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default),
+                  SparkCommands.ShowRiskManagement.complete(() => RiskManagementSettings.Default)
               });
            }
            return _actions;
@@ -95,6 +99,7 @@ namespace bts.shell {
               yield return _old_plwf;
            yield return _aswf;
            yield return _mfwf;
+            yield return _rmwf;
         }
      }

@@ -155,9 +155,32 @@ namespace bts {
         Disposable.dispose(ref _dispose);
      }

-      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T,TKey>(
-             IObservable<Update<T, TKey>> source, Func<T,security_key> skeyfn) where TKey : IEquatable<TKey> {
-         return Observable.Create<Update<(SecurityImmutable?, T), TKey>>(observer => {
+      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T, TKey>(
+             IObservable<Update<T, TKey>> source, Func<T, security_key> skeyfn) where TKey : IEquatable<TKey> {
+         return join(source, skeyfn, get_incremental_props, mk_update);
+
+         (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor) get_incremental_props(Update<T, TKey> upd_in) =>
+            (upd_in.all, upd_in.added, upd_in.changes, upd_in.removed, upd_in.key_extractor);
+
+         Update<(SecurityImmutable? sec, T val), TKey> mk_update(
+            IEnumerable<(SecurityImmutable? sec, T val)> all,
+            IEnumerable<(SecurityImmutable? sec, T val)> added,
+            IEnumerable<Change<(SecurityImmutable? sec, T val)>> changes,
+            IEnumerable<(SecurityImmutable? sec, T val)> removed,
+            Func<(SecurityImmutable?, T), TKey> key_extractor) =>
+            //
+            new Update<(SecurityImmutable? sec, T val), TKey>(
+               all, added, changes, removed, key_extractor);
+      }
+
+      public IObservable<TOut> join<TIn, T, TKey, TOut>(
+         IObservable<TIn> source,
+         Func<T,security_key> skeyfn,
+         Func<TIn, (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor)> get_incremental_props,
+         Func<IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<Change<(SecurityImmutable? sec, T val)>>, IEnumerable<(SecurityImmutable? sec, T val)>, Func<(SecurityImmutable?, T), TKey>, TOut> create_result_update)
+         where TKey : IEquatable<TKey> {
+         //
+         return Observable.Create<TOut>(observer => {
            var state = ImmutableDictionary<TKey, (SecurityImmutable? s, T t)>.Empty;
            var gate = new object();
            // We get thie function from the first source update
@@ -186,11 +209,11 @@ namespace bts {
                     state = builder.ToImmutable();
                     // fire update
                     observer.OnNext(
-                        new Update<(SecurityImmutable?, T), TKey>(
-                           state.Values, 
-                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
-                           changed, 
-                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
+                        create_result_update(
+                           state.Values,
+                           Enumerable.Empty<(SecurityImmutable?, T)>(),
+                           changed,
+                           Enumerable.Empty<(SecurityImmutable?, T)>(),
                           rowkeyfn));
                  }
               }
@@ -198,10 +221,11 @@ namespace bts {

            return Disposable.Create(
               // Fire update when source changes
-               source.Subscribe((update) => {
+               source.Subscribe((update_in) => {
+                  var update = get_incremental_props(update_in);
                  lock (gate) {
                     rowkeyfn = rowkeyfn ?? (i => update.key_extractor(i.Item2));
-                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changed).Select(skeyfn));
+                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changes.New()).Select(skeyfn));

                     var added = new List<(SecurityImmutable?, T)>();
                     var changed = new List<Change<(SecurityImmutable? s, T t)>>();
@@ -238,8 +262,7 @@ namespace bts {
                     }
                     state = builder.ToImmutable();

-                     observer.OnNext(new Update<(SecurityImmutable?, T t), TKey>(
-                        state.Values, added, changed, removed, rowkeyfn));
+                     observer.OnNext(create_result_update(state.Values, added, changed, removed, rowkeyfn));
                  }
               }),
               // Also fire update when securities change
@@ -28,6 +28,9 @@ namespace bts.spark {
      public static PartialCommand<bts.shell.orderbook.OrderBookStartupData> ShowOrders =>
         SparkCommand.create("Order Book", Icons.Book, SparkTags.ShowOrderBookTag);

+      public static PartialCommand<shell.risk_management.RiskManagementSettings> ShowRiskManagement =>
+         SparkCommand.create("Risk Management", Icons.Risk, SparkTags.ShowRiskManagement);
+
      // Fills
      public static PartialCommand<FillsSettings> ShowFills(KeyGesture key_gesture = null) =>
         SparkCommand.create("Fills", Icons.Payment, SparkTags.ShowFillsTag, key_gesture);
@@ -63,6 +63,7 @@ namespace mbts.spark {
      public static ITag<IObservable<SecurityMD>> ShowLinkedLadder { get; } = new SparkTag<IObservable<SecurityMD>>("Linked Ladder");
      public static ITag<SecurityCriteria> ShowMarketViewTag { get; } = new SparkTag<SecurityCriteria>("Show MarketView");
      public static ITag<bts.shell.orderbook.OrderBookStartupData> ShowOrderBookTag { get; } = new SparkTag<bts.shell.orderbook.OrderBookStartupData>(nameof(ShowOrderBookTag));
+      public static ITag<bts.shell.risk_management.RiskManagementSettings> ShowRiskManagement { get; } = new SparkTag<bts.shell.risk_management.RiskManagementSettings>(nameof(ShowRiskManagement));
      public static ITag<PAndLWindowFactory.PAndLStartupData> ShowPAndLTag { get; } = new SparkTag<PAndLWindowFactory.PAndLStartupData>(nameof(ShowPAndLTag));
      public static ITag<bts.shell.pnl.PNLSettings> ShowPNLTag { get; } = new SparkTag<bts.shell.pnl.PNLSettings>(nameof(ShowPNLTag));
      public static ITag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> ShowSyntheticCloneTag { get; } = new SparkTag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)>(nameof(ShowSyntheticCloneTag));
@@ -115,7 +115,7 @@ namespace mbts.ui {

         public static BTSColor session_low { get; } = new BTSColor(89, 89, 107);
         public static BTSColor session_high { get; } = new BTSColor(35, 155, 0);
-         public static BTSColor session_range_fill { get; } = Colors.Black;
+         public static BTSColor session_range_fill { get; } = Color.FromArgb(26, 0, 0, 0);

         // Alerts
         [DisplayInfo(name = "Trade Alert")]
@@ -731,4 +731,4 @@ namespace mbts.ui {
      #endregion

   }
-}
+}
@@ -17,6 +17,7 @@ namespace bts.settings {
   interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
+   interface IRiskManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }

   static class SettingsMigrationHelper {
@@ -61,6 +61,8 @@ namespace mbts.spark {
      PNLSettings _pnl;
      [ProtoMember(14)]
      GlobalAlertSettings _alerts;
+      [ProtoMember(15)]
+      GridSettings _risk_management_grid;

      public UserSettings() { }

@@ -74,6 +76,7 @@ namespace mbts.spark {
      public GridSettings market_view_grid => _market_view_grid ?? (_market_view_grid = bts.shell.MarketViewWindowFactory.StartupData.DefaultGridSettings);
      public GridSettings time_and_sales_grid => _time_and_sales_grid ?? (_time_and_sales_grid = GridSettings.Default.with(bts.shell.time_and_sales.TimeAndSalesSettings.DefaultColumns.all));
      public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings);
+      public GridSettings risk_management_grid => _risk_management_grid ?? (_risk_management_grid = bts.shell.risk_management.RiskManagementSettings.DefaultGrid);
      public GridSettings synthetic_management_grid => _synthetic_management_grid ?? (_synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings);
      public GridSettings pnl_grid => _pnl_grid ?? (_pnl_grid = bts.shell.PAndLWindowFactory.PAndLStartupData.DefaultGridSettings);
      public PNLSettings pnl => _pnl ?? (_pnl = PNLSettings.Default);
@@ -91,7 +94,8 @@ namespace mbts.spark {
         GridSettings provided_pnl_gridsettings = null,
         PNLSettings pnl = null,
         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null,
-         GlobalAlertSettings alerts = null) {
+         GlobalAlertSettings alerts = null,
+         GridSettings risk_management_grid = null) {
         var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
            _ladder = ladder ?? _ladder,
            _notification = notification ?? _notification,
@@ -102,7 +106,8 @@ namespace mbts.spark {
            _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid, 
            _pnl = pnl ?? _pnl,
            _order_book_grid = order_book_grid ?? _order_book_grid,
-            _alerts = alerts ?? _alerts
+            _alerts = alerts ?? _alerts,
+            _risk_management_grid = risk_management_grid ?? _risk_management_grid
         };
         us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
         return us;
@@ -26,6 +26,7 @@ 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)),
+         _risk_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.risk_management_grid, (us, gs) => us.with(risk_management_grid: gs)),
         _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));

      static readonly IImmutableProperty<UserSettings, PNLSettings>
@@ -37,6 +38,7 @@ namespace mbts.persist {
      readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
      readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
      readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
+      readonly IEnumerable<IRiskManagementMigrationRule> _risk_migration_rules;
      readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
      readonly IUserPersist _persist;

@@ -49,6 +51,7 @@ namespace mbts.persist {
         [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
         [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
         [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
+         [ImportMany]IEnumerable<IRiskManagementMigrationRule> risk_migration_rules,
         [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules) {
         //
         _persist = persist;
@@ -56,6 +59,7 @@ namespace mbts.persist {
         _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
         _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
         _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
+         _risk_migration_rules = risk_migration_rules ?? Enumerable.Empty<IRiskManagementMigrationRule>();
         _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
         init();
         async void init() {
@@ -68,6 +72,7 @@ namespace mbts.persist {
                     _mview_migration_rules.merge().wrap(_mview_propi),
                     _pandl_migration_rules.merge().wrap(_pandl_propi),
                     _pnl_migration_rules.merge().wrap(_pnl_propi),
+                     _risk_migration_rules.merge().wrap(_risk_propi),
                     _synth_migration_rules.merge().wrap(_synth_propi)
                  };
                  SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
@@ -142,6 +147,12 @@ namespace mbts.persist {
            _pnl_migration_rules,
            _pnl_propi);

+      public IWindowSettingsManager<GridSettings> create_risk_management_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _risk_migration_rules,
+            _risk_propi);
+
      public IWindowSettingsManager<GridSettings> create_synth_settings_manager(GridSettings instance_settings) =>
         _create_settings_manager(
            instance_settings,
@@ -170,4 +181,4 @@ namespace mbts.persist {
         }
      }
   }
-}
+}
@@ -3,6 +3,7 @@ using mbts;
 using mbts.ui.shell;
 using mbts.utils;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
@@ -10,6 +11,13 @@ using System.Reactive.Linq;
 using System.Reflection;

 namespace bts.utils {
+   class PropertyEqualityComparerAttribute : Attribute {
+      public PropertyEqualityComparerAttribute(Type comparer_type) =>
+         this.comparer_type = comparer_type ?? throw new ArgumentNullException(nameof(comparer_type));
+
+      public Type comparer_type { get; }
+   }
+
   interface IPropertyChangedDetector<T> where T : IRaiseNotifyPropertyChanged {
      IDisposable detect_changes(T target);
   }
@@ -68,6 +76,42 @@ namespace bts.utils {
      public static IObservable<bool> dirty_monitor<T>(T instance, PropertyInfo[] props) where T : INotifyPropertyChanged =>
         _dirty_monitor(instance, props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance))));

+      public static Func<T, int> property_hash_code_delegate<T>(string prop) =>
+         DelegateStore<T>.property_hash_code(prop);
+
+      public static Func<T, int> property_hash_code_delegate<T>(IEnumerable<string> props) {
+         var prop_hash_code_dels = props.Select(DelegateStore<T>.property_hash_code).ExceptNull().ToArray();
+         return impl;
+         int impl(T a) =>
+            EqualityComparer.auto_phase(prop_hash_code_dels.Select(peq => peq(a)));
+      }
+
+      public static Func<T, T, bool> property_equals_delegate<T>(string prop) =>
+         DelegateStore<T>.property_equals(prop);
+
+      public static Func<T, T, bool> property_equals_delegate<T>(IEnumerable<string> props) {
+         var prop_equals_dels = props.Select(DelegateStore<T>.property_equals).ExceptNull().ToArray();
+         return impl;
+         bool impl(T a, T b) =>
+            prop_equals_dels.All(peq => peq(a, b));
+      }
+
+      public static IEqualityComparer<T> property_equality_comparer<T>() {
+         var prop_infos = PropertyInfoStore<T>.all_props;
+         return property_equality_comparer<T>(
+            prop_infos.Select(p => p.Name),
+            // hash code should NEVER include mutable props
+            prop_infos.Where(pi => !pi.CanWrite).Select(p => p.Name));
+      }
+
+      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> props) =>
+         property_equality_comparer<T>(props, props);
+
+      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> equals_props, IEnumerable<string> hash_code_props) =>
+         EqualityComparer.Create(
+            property_equals_delegate<T>(equals_props),
+            property_hash_code_delegate<T>(hash_code_props));
+
      static IObservable<bool> _dirty_monitor<T>(T instance, Dictionary<string, PropNode> prop_map) where T : INotifyPropertyChanged =>
         Observable.Create<bool>(o => {
            var dirty_props = new HashSet<string>();
@@ -106,6 +150,8 @@ namespace bts.utils {
         PropertyInfo prop_info { get; }
         Func<T, object> getter { get; }
         Action<T, object> setter { get; }
+         Func<T, T, bool> property_equals { get; }
+         Func<T, int> property_hash_code { get; }
         (Action<T> initialize, Func<T, bool> refresh) create_snapshot();
         (Action initialize, Func<bool> refresh) create_snapshot(T source);
      }
@@ -139,6 +185,15 @@ namespace bts.utils {
         public static Action<T, object> setter(string prop_name) =>
            accessor_data.TryGetValue(prop_name, out var dels) ? dels.setter : null;

+         public static Func<T, T, bool> property_equals(string prop_name) =>
+            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_equals : null;
+
+         public static Func<T, int> property_hash_code(string prop_name) =>
+            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_hash_code : null;
+
+         public static IPropertyAccessorData<T> get_accessor(string prop_name) =>
+            accessor_data.GetValueOrDefault(prop_name);
+
         static DelegateStore() {
            var prop_dels = new Dictionary<string, IPropertyAccessorData<T>>();
            var accessor_type_cache = new Dictionary<Type, Type>();
@@ -185,6 +240,7 @@ namespace bts.utils {
      class PropertyAccessorData<T, TValue> : IPropertyAccessorData<T, TValue> {
         readonly Func<T, object> _ng_get;
         readonly Action<T, object> _ng_set;
+         IEqualityComparer<TValue> _property_equals_comp;

         public PropertyAccessorData(PropertyInfo prop_info) {
            this.prop_info = prop_info;
@@ -200,11 +256,27 @@ namespace bts.utils {
               setter = set_method.CreateDelegate(typeof(Action<T, TValue>)) as Action<T, TValue>;
               _ng_set = (src, val) => setter(src, (TValue)val);
            }
+            if (prop_info.GetCustomAttribute<PropertyEqualityComparerAttribute>()?.comparer_type is Type comp_type) {
+               _property_equals_comp = Activator.CreateInstance(comp_type) as IEqualityComparer<TValue>;
+            }
+            if (_property_equals_comp is null) {
+               _property_equals_comp = EqualityComparer<TValue>.Default;
+            }
         }

         public Func<T, TValue> getter { get; }
         public Action<T, TValue> setter { get; }
         public PropertyInfo prop_info { get; }
+         public Func<T, T, bool> property_equals {
+            get {
+               return impl;
+               bool impl(T a, T b) =>
+                  _property_equals_comp.Equals(getter(a), getter(b));
+            }
+         }
+         public Func<T, int> property_hash_code =>
+            a => _property_equals_comp.GetHashCode(getter(a));
+
         Func<T, object> IPropertyAccessorData<T>.getter => _ng_get;
         Action<T, object> IPropertyAccessorData<T>.setter => _ng_set;

@@ -1,6 +1,11 @@
-using System;
+using bts.collections;
+using bts.utils;
+using mbts.ui.shell;
+using System;
 using System.Collections.Generic;
+using System.Collections.ObjectModel;
 using System.Collections.Specialized;
+using System.Linq;
 using System.Reactive.Linq;

 namespace mbts.ui.utility {
@@ -153,6 +158,95 @@ namespace mbts.ui.utility {
         _try_match_item(_item_to_value(item), out match);
   }

+   class SelectorVM<T, TKey> {
+      readonly IEqualityComparer<T> _eq_comparer;
+      readonly IEqualityComparer<TKey> _key_comparer;
+      readonly Func<T, TKey> _key_fn;
+      readonly ObservableCollection<T> _items = new ObservableCollection<T>();
+      readonly Dictionary<TKey, T> _map;
+      /// not as noisy as <see cref="ObservableCollection{T}.CollectionChanged"/>,
+      /// this event is only raised after a batch collection change has been completed.
+      /// <see cref="update_items(IEnumerable{T})"/>.
+      IComparer<T> _comparer;
+      T _selected_item;
+      TKey _pending_selected_item_key;
+      bool _is_pending_selection;
+
+      public SelectorVM(Func<T, TKey> key_fn)
+         : this(key_fn, EqualityComparer<TKey>.Default) { }
+
+      public SelectorVM(Func<T, TKey> key_fn, IEqualityComparer<TKey> key_comparer) {
+         _key_fn = key_fn ?? throw new ArgumentNullException(nameof(key_fn));
+         _key_comparer = key_comparer ?? throw new ArgumentNullException(nameof(key_comparer));
+         _eq_comparer = EqualityComparer.Create(_key_fn, _key_comparer);
+         _map = new Dictionary<TKey, T>(key_comparer);
+         items = ObservableAutoWrapper.create_read_only_wrapper(_items);
+      }
+
+      public event Action selected_item_changed;
+
+      public IReadOnlyObservableCollection<T> items { get; }
+      public T selected_item {
+         get => _selected_item;
+         set {
+            if (!_eq_comparer.Equals(_selected_item, value)) {
+               _selected_item = value;
+               selected_item_changed?.Invoke();
+            }
+         }
+      }
+      public IComparer<T> comparer {
+         get => _comparer;
+         set {
+            _comparer = value;
+            if (value != null)
+               _update_items(items, false);
+         }
+      }
+
+      public bool try_select(T item, bool wait_for_item_to_arrive = false) =>
+         try_select(_key_fn(item), wait_for_item_to_arrive);
+
+      public bool try_select(TKey item_key, bool wait_for_item_to_arrive = false) {
+         if (_map.TryGetValue(item_key, out var item)) {
+            selected_item = item;
+            return true;
+         } else if (wait_for_item_to_arrive) {
+            _pending_selected_item_key = item_key;
+            _is_pending_selection = true;
+         }
+         return false;
+      }
+
+      public void update_items(IEnumerable<T> items) =>
+         _update_items(items, true);
+
+      void _update_items(IEnumerable<T> items, bool map_changed) {
+         // The currently selected item may be removed during this collection change.
+         // After the items have been changed, attempt to re-select the last selected item;
+         // if there is already a particular 'pending selection,' attempt to select that instead.
+         var target_key = _is_pending_selection ? _pending_selected_item_key : _key_fn(_selected_item);
+         if (map_changed)
+            _map.Clear();
+         if (items is null) {
+            _items.Clear();
+         } else {
+            if (_comparer != null) {
+               items = items.Ordered(_comparer);
+            }
+            _items.sync_with(items);
+         }
+         if (map_changed) {
+            foreach (var i in this.items)
+               _map[_key_fn(i)] = i;
+         }
+         if (_map.Count != this.items.Count)
+            throw new InvalidOperationException("Map and items are out of sync (different item counts).");
+         if (try_select(target_key, _is_pending_selection || _items.Count == 0) && _is_pending_selection)
+            _is_pending_selection = false;
+      }
+   }
+
   static class SelectionModelExtensions {
      public static IObservable<TValue> observe_selected_item<TItem, TValue>(this SelectionModel<TItem, TValue> selection_model, bool notify_on_subscribe = false) =>
         Observable.Create<TValue>(o => {
@@ -166,4 +260,4 @@ namespace mbts.ui.utility {
         return Disposable.Create(() => selection_model.Changed -= callback);
      }
   }
-} 
+} 
@@ -112,6 +112,14 @@ namespace mbts.ui.shell {
      protected bool Set<T>(ref T backing, T value, [CallerMemberName]string name = "") =>
         Set(ref backing, value, EqualityComparer<T>.Default, name);

+      protected bool Set<T>(ref T backing, T value, [CallerMemberName] string name = "", params string[] dependent_props) {
+         if (Set(ref backing, value, EqualityComparer<T>.Default, name)) {
+            RaisePropertyChanged(dependent_props);
+            return true;
+         }
+         return false;
+      }
+
      protected bool Set<T>(ref T backing, T value, IEqualityComparer<T> comparer, [CallerMemberName]string name = "") {
         if (!comparer.Equals(backing, value)) {
            backing = value;
@@ -1,28 +0,0 @@
-using bts.api;
-using System.ComponentModel.Composition;
-
-namespace mbts.user.settings
-{
-   [InheritedExport]
-   internal interface ISecurityBasedSettingsFactory
-   {
-      SecurityBasedSettings get(Venue exchange, SecurityType type, string symbol);
-   }
-
-   internal interface ISecurityBasedSettingsFactory<T> : ISecurityBasedSettingsFactory where T : class
-   {
-   }
-
-   [ProtoBuf.ProtoContract]
-   [ProtoBuf.ProtoInclude(100, typeof(SecurityTickSettings))]
-   internal abstract class SecurityBasedSettings
-   {
-      protected SecurityBasedSettings() { }
-      protected SecurityBasedSettings(SecurityTuple security) {
-         this.security = security;
-      }
-
-      [ProtoBuf.ProtoMember(1)]
-      public SecurityTuple security;
-   }
-}
@@ -2,6 +2,7 @@
 using mbts.spark.utilities;
 using ProtoBuf;
 using System.Collections.Generic;
+using System.Collections.ObjectModel;
 using System.Linq;
 using System.Windows.Media;

@@ -119,4 +120,9 @@ namespace mbts.ui.controls.color_picker {
         };
      #endregion
   }
+
+   static class ColorPaletteExtensions {
+      public static ObservableCollection<ColorPaletteVM> to_viewmodels(this IEnumerable<ColorPalette> source) =>
+         new ObservableCollection<ColorPaletteVM>(source.empty_if_null().Select(cp => new ColorPaletteVM(cp)));
+   }
 }
@@ -229,7 +229,10 @@ namespace mbts.ui.controls {
      public string Text { get => GetValue(TextProperty) as string; set => SetValue(TextProperty, value); }
      #endregion

-      protected override Size ArrangeOverride(Size finalSize) => finalSize;
+      protected override Size ArrangeOverride(Size finalSize) {
+         _gcr.available_size = finalSize;
+         return finalSize;
+      }

      protected override Size MeasureOverride(Size availableSize) {
         _gcr.available_size = availableSize;
@@ -237,6 +237,15 @@ namespace mbts.ui.controls {
         Color? _background_color_override;
         object _header_copy;
         bool _is_visible;
+         IDisposable _model_hooks;
+
+         static ColumnBase() {
+            WidthProperty.OverrideMetadata(typeof(ColumnBase),
+               new PropertyMetadata((d, e) => {
+                  if (d is ColumnBase cb)
+                     cb.width_changed?.Invoke((double)e.NewValue);
+               }));
+         }

         protected ColumnBase() {
            var gs = GridSettings.Default;
@@ -256,10 +265,25 @@ namespace mbts.ui.controls {
            get => GetValue(SortDirectionProperty) as ListSortDirection?;
            set => SetValue(SortDirectionProperty, value);
         }
+         ListSortDirection? ISortableDIYGridColumn.SortDirection {
+            get => SortDirection;
+            set => SetCurrentValue(SortDirectionProperty, value);
+         }
+
+         #region IsVisible
+         public static readonly DependencyProperty IsVisibleProperty =
+            WPFHelper.create_dp<bool, ColumnBase>(nameof(IsVisible), (o, v) => o.is_visible = v);
+
+         public bool IsVisible {
+            get => (bool)GetValue(IsVisibleProperty);
+            set => SetValue(IsVisibleProperty, value);
+         }
+         #endregion

         public event Action<ColumnBase, ListSortDirection?> sort_direction_changed;
         public event Action font_params_changed;
         public event Action<bool> is_visible_changed;
+         public event Action<double> width_changed;

         public string id { get; set; }
         public string sort_member_path { get; set; }
@@ -273,6 +297,7 @@ namespace mbts.ui.controls {
                  _is_visible = value;
                  is_visible_changed?.Invoke(value);
                  raise_prop_changed();
+                  SetCurrentValue(IsVisibleProperty, value);
               }
            }
         }
@@ -297,6 +322,29 @@ namespace mbts.ui.controls {
            set => base.Header = (_header_copy = value);
         }

+         public void set_model(IDIYGridColumnModel model) {
+            Disposable.dispose(ref _model_hooks);
+            model.width = Width;
+            width_changed += on_width_changed;
+            model.width_changed += on_model_width_changed;
+            model.result_changed += on_result_changed;
+            _model_hooks = Disposable.Create(() => {
+               width_changed -= on_width_changed;
+               model.width_changed -= on_model_width_changed;
+            });
+            void on_model_width_changed(double value) {
+               if (!DoubleUtil.AreClose(value, Width))
+                  SetCurrentValue(WidthProperty, value);
+            }
+            void on_width_changed(double value) {
+               model.width_changed -= on_model_width_changed;
+               model.width = value;
+               model.width_changed += on_model_width_changed;
+            }
+            void on_result_changed() =>
+               load_from(model.create());
+         }
+
         /// important: don't access any dependency props in here.
         /// this may be called from a thread other than that of this dispatcher (i.e., when <see cref="IShellWindow.GetState(System.IO.Stream)"/> is called).
         public GridColumnSettings create() =>
@@ -327,9 +375,8 @@ namespace mbts.ui.controls {
            }
            if (original_width != settings.width) {
               original_width = settings.width;
-               Width = original_width;
+               SetCurrentValue(WidthProperty, original_width);
            }
-            //
         }

         // 'fallback' font-params (aka 'grid-level' font-params)
@@ -9,10 +9,10 @@ using System.Reactive.Linq;
 namespace mbts.ui {
   class ColumnSortManager {
      readonly List<ISortableDIYGridColumn> _visible_sorting = new List<ISortableDIYGridColumn>();
-      readonly IList<ISortableDIYGridColumn> _columns;
+      readonly IEnumerable<ISortableDIYGridColumn> _columns;
      readonly string _primary_key;

-      public ColumnSortManager(IList<ISortableDIYGridColumn> columns, string primary_key) {
+      public ColumnSortManager(IEnumerable<ISortableDIYGridColumn> columns, string primary_key) {
         _columns = columns;
         _primary_key = primary_key;
      }
@@ -1,4 +1,18 @@
-namespace mbts.ui.controls {
+using bts.utils;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Reflection;
+using System.Runtime.CompilerServices;
+using System.Windows;
+using System.Windows.Media;
+
+namespace mbts.ui.controls {
   class DIYGridColumn : DIYGrid.ColumnBase<string> {
      public DIYGridColumn()
         : base() {
@@ -6,4 +20,194 @@
         Width = 60;
      }
   }
+
+   interface IDIYGridColumnModel : DIYGrid.IFilterableColumn, IValueFactoryVM<GridColumnSettings> {
+      string id { get; }
+      string column_template { get; }
+      IComparer row_comparer { get; }
+      double width { get; set; }
+      event Action<double> width_changed;
+      event Action result_changed;
+   }
+
+   interface IDIYGridColumnFactory {
+      DIYGrid.ColumnBase create_view();
+   }
+
+   class DIYGridColumnModel<TKey> : ViewModelBase, IDIYGridColumnModel, ISortableDIYGridColumn<TKey>, ISortableDIYGridColumn, IValueFactoryVM<GridColumnSettings> where TKey : struct {
+      readonly DeferrableActionWrapper _result_changed;
+
+         FontWeight _fallback_font_weight;
+         Color _fallback_font_color;
+         Color _fallback_background_color;
+         double _fallback_font_size;
+         FontFamily _fallback_font_family;
+
+      double _width = 60;
+      bool _is_visible = true;
+      ListSortDirection? _sort_direction;
+      object _custom_header;
+      string _display_name;
+      HorizontalAlignment _horizontal_alignment = HorizontalAlignment.Left;
+      Color? _background_color_override, _font_color_override;
+      FontWeight? _font_weight_override;
+
+      public DIYGridColumnModel(TKey id, IComparer row_comparer, IDataGridColumnFilter filter, string filter_template = null, string column_template = null) {
+         this.id = id;
+         this.row_comparer = row_comparer;
+         this.filter = filter;
+         this.filter_template = filter_template;
+         this.column_template = column_template;
+         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
+      }
+
+      public event Action result_changed;
+      public event Action<double> width_changed;
+
+      public TKey id { get; }
+      string IDIYGridColumnModel.id => id.ToString();
+      public IComparer row_comparer { get; }
+      public string display_name {
+         get => _display_name;
+         set {
+            if (value != _display_name) {
+               _display_name = value;
+               _result_changed.execute();
+               RaisePropertyChanged();
+               if (_custom_header is null) {
+                  RaisePropertyChanged(nameof(header));
+               }
+            }
+         }
+      }
+      public object header => _custom_header ?? display_name;
+      public object custom_header { get => _custom_header;
+         set {
+            if (value != _custom_header) {
+               _custom_header = value;
+               RaisePropertyChanged(nameof(custom_header), nameof(header));
+            }
+         }
+      }
+      public double width {
+         get => _width;
+         set {
+            if (_set(ref _width, value, DoubleUtil.AreClose))
+               width_changed?.Invoke(value);
+         }
+      }
+      public bool is_visible { get => _is_visible; set => _set(ref _is_visible, value); }
+      public ListSortDirection? sort_direction { get => _sort_direction; set => Set(ref _sort_direction, value); }
+      public Color? background_color_override { get => _background_color_override; set => _set(ref _background_color_override, value); }
+      public Color? font_color_override { get => _font_color_override; set => _set(ref _font_color_override, value); }
+      public FontWeight? font_weight_override { get => _font_weight_override; set => _set(ref _font_weight_override, value); }
+      public FontFamily font_family => _fallback_font_family;
+      public FontWeight font_weight => _font_weight_override ?? _fallback_font_weight;
+      public Color font_color => font_color_override ?? _fallback_font_color;
+      public Color background_color => background_color_override ?? _fallback_background_color;
+      public double font_size => _fallback_font_size;
+      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => _set(ref _horizontal_alignment, value); }
+      public IDataGridColumnFilter filter { get; }
+      public string column_template { get; }
+      public string filter_template { get; }
+
+      string IDIYGridColumn.id => id.ToString();
+      ListSortDirection? ISortableDIYGridColumn.SortDirection { get => sort_direction; set => sort_direction = value; }
+
+      public GridColumnSettings create() =>
+         new GridColumnSettings(
+            id: id.ToString(),
+            display_name: display_name,
+            is_visible: is_visible,
+            font_color_override: font_color_override,
+            font_weight_override: font_weight_override,
+            width: width,
+            background_color_override: background_color_override,
+            horizontal_alignment: horizontal_alignment);
+
+      public void set_fallback_font_params(FontFamily font_family, double font_size, Color font_color, FontWeight font_weight, Color background_color) {
+         using (ReflectionHelper.detect_property_changes(this, RaisePropertyChanged, nameof(font_family), nameof(font_size), nameof(font_color), nameof(font_weight), nameof(background_color))) {
+            _fallback_font_family = font_family;
+            _fallback_font_size = font_size;
+            _fallback_font_color = font_color;
+            _fallback_background_color = background_color;
+            _fallback_font_weight = font_weight;
+         }
+      }
+
+      public void load_from(GridColumnSettings value) {
+         if (!value.strong_id<TKey>().Equals(id))
+            throw new ArgumentException("Column id in settings object does not match the column model's id.", nameof(value));
+         using (_result_changed.defer_execution())
+         using (_detect_result_changed())
+         using (detect_property_changes(nameof(font_color), nameof(font_weight), nameof(background_color))) {
+            display_name = value.display_name;
+            is_visible = value.is_visible;
+            font_color_override = value.font_color_override;
+            font_weight_override = value.font_weight_override;
+            background_color_override = value.background_color_override;
+            width = value.width;
+            horizontal_alignment = value.horizontal_alignment;
+         }
+      }
+
+      IDisposable _detect_result_changed() {
+         var orig_state = create();
+         return Disposable.Create(() => {
+            var curr_state = create();
+            if (!orig_state.Equals(curr_state))
+               result_changed?.Invoke();
+         });
+      }
+
+      bool _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = null) =>
+         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
+
+      bool _set<T>(ref T backing, T new_value, Func<T, T, bool> equals, [CallerMemberName] string prop = null) =>
+         // Technically, the GetHashCode impl could disagree with the equals delegate.
+         // However, this doesn't matter because the _set method only uses IEqualityComparer.Equals (not GetHashCode).
+         // It didn't seem worth the trouble of changing the method signature, as there is no conceivable reason why that method
+         // would ever be changed to use GetHashCode.
+         _set(ref backing, new_value, EqualityComparer.Create(equals, a => a.GetHashCode()), prop);
+
+      bool _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = null) {
+         if (Set(ref backing, new_value, comparer, prop)) {
+            _result_changed.execute();
+            return true;
+         }
+         return false;
+      }
+   }
+
+   class DIYGridColumnModel<TKey, TRow, TGridFilter> : DIYGridColumnModel<TKey> where TKey : struct {
+      readonly Func<TGridFilter, object> _get_column_filter_settings;
+      readonly Func<TGridFilter, object, TGridFilter> _set_column_filter_settings;
+
+      public DIYGridColumnModel(TKey id, IComparer<TRow> row_comparer, IDataGridColumnFilter<TRow> filter, string filter_template, Func<TGridFilter, object> get_column_filter_settings, Func<TGridFilter, object, TGridFilter> set_column_filter_settings)
+         : base(id, row_comparer.to_non_generic(), filter, filter_template) {
+         _get_column_filter_settings = get_column_filter_settings;
+         _set_column_filter_settings = set_column_filter_settings;
+         this.row_comparer = row_comparer;
+         this.filter = filter;
+      }
+
+      public new IComparer<TRow> row_comparer { get; }
+
+      public new IDataGridColumnFilter<TRow> filter { get; }
+
+      public void load_from(GridColumnSettings column_settings, TGridFilter grid_filter_settings) {
+         if (column_settings != null)
+            load_from(column_settings);
+         if (_get_column_filter_settings != null && grid_filter_settings != null)
+            filter?.load_state(_get_column_filter_settings(grid_filter_settings));
+      }
+
+      public TGridFilter assign_filter_settings(TGridFilter target) {
+         if (_set_column_filter_settings != null) {
+            var filter_settings = filter.get_state();
+            target = _set_column_filter_settings(target, filter_settings);
+         }
+         return target;
+      }
+   }
 }
@@ -1,4 +1,5 @@
 using bts;
+using bts.collections;
 using bts.utils;
 using mbts.spark.filters;
 using mbts.ui.controls.adorners;
@@ -867,6 +868,83 @@ namespace mbts.ui.controls {
      public static void SetColumnKey(DependencyObject d, object value) => d.SetValue(ColumnKeyProperty, value);
      #endregion

+      #region Column
+      public static readonly DependencyProperty ColumnProperty =
+         DependencyProperty.RegisterAttached("Column", typeof(object), typeof(DIYGrid), new PropertyMetadata());
+
+      public static object GetColumn(DependencyObject d) => d.GetValue(ColumnProperty);
+      public static void SetColumn(DependencyObject d, object value) => d.SetValue(ColumnProperty, value);
+      #endregion
+
+      #region ColumnModels
+      public static readonly DependencyProperty ColumnModelsProperty =
+         DependencyProperty.RegisterAttached("ColumnModels", typeof(IReadOnlyObservableCollection<IDIYGridColumn>),
+            typeof(DIYGrid),
+            new PropertyMetadata(null, OnColumnModelsChanged));
+
+      static void OnColumnModelsChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         IDisposable hook = null;
+         if (e.NewValue is IEnumerable<IDIYGridColumnModel> col_models) {
+            resort();
+            if (e.NewValue is INotifyCollectionChanged col_models_notifier) {
+               hook = CollectionHelper.buffer_collection_changed_callback(col_models_notifier, resort, TimeSpan.FromSeconds(0.3), TimeSpan.Zero);
+            }
+            void resort() {
+               if (d is DIYGrid grid) {
+                  var cols = grid.Columns;
+                  if (cols != null) {
+                     var col_map = cols.ToDictionary(c => c.id);
+                     var sorted_cols = col_models.Select(cm => {
+                        if (col_map.TryGetValue(cm.id, out var cb))
+                           return cb;
+                        if (cm is IDIYGridColumnFactory col_factory) {
+                           cb = col_factory.create_view();
+                        } else if (!string.IsNullOrEmpty(cm.column_template)) {
+                           cb = grid.TryFindResource(cm.column_template) as ColumnBase;
+                        }
+                        if (cb is null) {
+                           cb = new DIYGridColumn { id = cm.id };
+                           BindingOperations.SetBinding(cb, ColumnBase.HeaderProperty, new Binding(nameof(DIYGridColumnModel<int>.header)) { Source = cm });
+                           BindingOperations.SetBinding(cb, ColumnBase.SortDirectionProperty, new Binding(nameof(DIYGridColumnModel<int>.sort_direction)) { Source = cm, Mode = BindingMode.TwoWay });
+                           cb.set_model(cm);
+                           BindingOperations.SetBinding(cb, ColumnBase.IsVisibleProperty, new Binding(nameof(DIYGridColumnModel<int>.is_visible)) { Source = cm });
+                           if (cm is IFilterableColumn fc) {
+                              DataGridFilterProperties.SetFilter(cb, fc.filter);
+                              DataGridFilterProperties.SetFilterTemplate(cb, grid.FindResource(fc.filter_template) as DataTemplate);
+                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterActiveProperty, new Binding(nameof(IDataGridColumnFilter.active)) { Source = fc.filter });
+                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterOpenProperty, new Binding(nameof(IDataGridColumnFilter.open)) { Source = fc.filter });
+                           }
+                        }
+                        return cb;
+                     }).ToList();
+                     CollectionHelper.sync_with_never_duplicate(cols, sorted_cols);
+                  }
+               }
+            }
+         }
+         SetColumnModelsHooks(d, hook);
+      }
+
+      public static IReadOnlyObservableCollection<IDIYGridColumn> GetColumnModels(DependencyObject d) =>
+         d.GetValue(ColumnModelsProperty) as IReadOnlyObservableCollection<IDIYGridColumn>;
+
+      public static void SetColumnModels(DependencyObject d, IReadOnlyObservableCollection<IDIYGridColumn> value) =>
+         d.SetValue(ColumnModelsProperty, value);
+
+      static readonly DependencyPropertyKey ColumnModelsHooksPropertyKey =
+         DependencyProperty.RegisterAttachedReadOnly("ColumnModelsHooks", typeof(IDisposable),
+            typeof(DIYGrid),
+            new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
+
+      internal static DependencyProperty ColumnModelsHooksProperty => ColumnModelsHooksPropertyKey.DependencyProperty;
+
+      internal static IDisposable GetColumnModelsHooks(DependencyObject d) =>
+         d.GetValue(ColumnModelsHooksProperty) as IDisposable;
+
+      static void SetColumnModelsHooks(DependencyObject d, IDisposable value) =>
+         d.SetValue(ColumnModelsHooksPropertyKey, value);
+      #endregion
+
      #region SyncWithColumnGeometrySource
      public static readonly DependencyProperty SyncWithColumnGeometrySourceProperty =
         DependencyProperty.RegisterAttached(
@@ -1,5 +1,6 @@
 using bts.utils;
 using mbts.spark;
+using mbts.ui.controls;
 using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.utils;
@@ -121,4 +122,111 @@ namespace mbts.ui {
         }
      }
   }
+
+   class SimpleGridSettingsManagerVM<TColumnKey> : ViewModelBase, IObserver<GridSettings> where TColumnKey : struct {
+      readonly IReadOnlyList<DIYGridColumnModel<TColumnKey>> _columns;
+      readonly Property<GridSettings> _grid_settings;
+      readonly DelegateProperty<FontFamily> _font_family;
+      readonly DelegateProperty<FontWeight> _font_weight;
+      readonly DelegateProperty<double> _font_size;
+      readonly DelegateProperty<SolidColorBrush> _font_color, _selection_highlight, _background_color;
+      readonly IReadOnlyDictionary<string, ImmutableColumnSettingStore> _column_flags;
+      readonly Action<IEnumerable<GridColumnSettings>> _sync_column_order;
+      readonly Action _invalidate_rows;
+
+      public SimpleGridSettingsManagerVM(
+         IReadOnlyList<DIYGridColumnModel<TColumnKey>> columns,
+         IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags,
+         Action<IEnumerable<GridColumnSettings>> sync_column_order,
+         Action invalidate_rows) {
+         //
+         _columns = columns;
+         _sync_column_order = sync_column_order;
+         _invalidate_rows = invalidate_rows;
+         _column_flags = (column_flags ?? DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>())
+            .ToDictionary(kv => kv.Key, kv => ImmutableColumnSettingStore.create(kv.Value));
+         _grid_settings = backing(nameof(grid_settings), GridSettings.Default);
+         _font_family = backing(nameof(font_family), () => new FontFamily(grid_settings.font_family), nameof(grid_settings));
+         _font_weight = backing(nameof(font_weight), () => grid_settings.font_weight, nameof(grid_settings));
+         _font_size = backing(nameof(font_size), () => grid_settings.font_size, nameof(font_size));
+         _font_color = backing(nameof(font_color), () => grid_settings.font_color.rgb_solid_brush().frozen(), nameof(grid_settings));
+         _selection_highlight = backing(nameof(selection_highlight), () => grid_settings.selection_highlight.to_brush().frozen(), nameof(grid_settings));
+         _background_color = backing(nameof(background_color), () => grid_settings.background_color.argb_color().to_solid_brush().frozen(), nameof(grid_settings));
+      }
+
+      public GridSettings grid_settings => _grid_settings.Value;
+      public FontFamily font_family => _font_family.Value;
+      public FontWeight font_weight => _font_weight.Value;
+      public double font_size => _font_size.Value;
+      public SolidColorBrush font_color => _font_color.Value;
+      public SolidColorBrush selection_highlight => _selection_highlight.Value;
+      public SolidColorBrush background_color => _background_color.Value;
+
+      public SimpleGridSettingsVM create_vm(GridSettings settings) {
+         var vm = new SimpleGridSettingsVM(_column_flags.ToDictionary(kv => kv.Key, kv => kv.Value.flags));
+         vm.load_from(settings);
+         return vm;
+      }
+
+      public GridSettings create() {
+         // IMPORTANT: don't overwrite current sorting
+         _grid_settings.set(grid_settings.with(_columns.Select(c => {
+            var col_settings = c.create();
+            if (_column_flags.TryGetValue(c.id.ToString(), out ImmutableColumnSettingStore store))
+               col_settings = store.apply(col_settings);
+            return col_settings;
+         })));
+         return grid_settings;
+      }
+
+      /// <summary>
+      /// This will overwrite the columns' immutable-value store (unlike the IObserver&lt;<see cref="GridSettings"/>&gt; 'OnNext' implementation)
+      /// </summary>
+      public void load_from(GridSettings grid) => _load_from_core(grid, true);
+
+      void IObserver<GridSettings>.OnCompleted() { }
+      void IObserver<GridSettings>.OnError(Exception error) { }
+      void IObserver<GridSettings>.OnNext(GridSettings grid) {
+         if (grid.columns != null) {
+            var cols_with_applied_flags = grid.columns.ToList();
+            for (int i = 0; i < cols_with_applied_flags.Count; i++) {
+               if (_column_flags.TryGetValue(cols_with_applied_flags[i].id, out ImmutableColumnSettingStore store)) {
+                  cols_with_applied_flags[i] = store.apply(cols_with_applied_flags[i]);
+               }
+            }
+            grid = grid.with(cols_with_applied_flags);
+         }
+         _load_from_core(grid, false);
+      }
+
+      void _load_from_core(GridSettings grid, bool reset_immutable_flag_stores) {
+         grid = grid ?? GridSettings.Default;
+         _grid_settings.set(grid);
+         foreach (var col in _columns) {
+            col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight, grid.background_color.argb_color());
+         }
+         // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings
+         // don't add insult to injury by crashing **
+         if (grid_settings.columns != null) {
+            if (reset_immutable_flag_stores) {
+               foreach (var kv in _column_flags) {
+                  if (grid.columns.TryGetFirst(c => c.id == kv.Key, out GridColumnSettings cs))
+                     kv.Value.store(cs);
+               }
+            }
+            if (_columns != null) {
+               var col_settings_id_map = grid_settings.columns.ToDictionary(cs => cs.id);
+               var columns_id_map = _columns.ToDictionary(c => c.id.ToString());
+               if (col_settings_id_map.Count == columns_id_map.Count && col_settings_id_map.Count == grid_settings.columns.Count)
+                  _sync_column_order?.Invoke(grid_settings.columns);
+               // ** don't assume that columns:column_settings have a perfect 1:1 relationship (they should, but it is possible we accidentally break the settings as grids/uis change) **
+               foreach (var col in _columns) {
+                  if (col_settings_id_map.TryGetValue(col.id.ToString(), out GridColumnSettings cs))
+                     col.load_from(cs);
+               }
+            }
+            _invalidate_rows?.Invoke();
+         }
+      }
+   }
 }
@@ -60,6 +60,7 @@ namespace mbts.spark.filters {
         TimeFilter = "TimeFilterTemplate",
         DiscreteValues = "DiscreteValuesTemplate",
         DiscreteValuesCollectionView = "DiscreteValuesCollectionViewTemplate",
+         SecurityCriteriaCriteria = "SecurityCriteriaCriteria",
         EnumValues = "EnumValuesTemplate",
         Regex = "RegexTemplate",
         YesNo = "YesNoTemplate";
@@ -12,6 +12,8 @@ namespace mbts.spark.filters {
      ICommand cancel { get; }
      bool filter(object row);
      event Action filter_changed;
+      void load_state(object state);
+      object get_state();
   }

   interface IDataGridColumnFilter<in TRow> : IDataGridColumnFilter {
@@ -20,6 +22,6 @@ namespace mbts.spark.filters {

   interface IDataGridColumnPersistentFilter<in TRow, TState> : IDataGridColumnFilter<TRow> {
      void load_state(TState state);
-      TState get_state();
+      new TState get_state();
   }
-}
+}
@@ -1,5 +1,6 @@
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.utils;
 using System;
 using System.Windows.Input;

@@ -53,6 +54,15 @@ namespace mbts.spark.filters {
         _raise_filter_changed();
      }

+      object IDataGridColumnFilter.get_state() =>
+         get_state();
+
+      void IDataGridColumnFilter.load_state(object state) {
+         if (state is TState fstate)
+            load_state(fstate);
+         else if (state != null) throw ExceptionBuilder.Argument.not_of_type<TState>(nameof(state), state?.GetType());
+      }
+
      protected abstract bool _get_active();
      protected abstract bool _filter(TValue value);
      protected abstract void _load_state_internal(TState state);
@@ -111,4 +121,4 @@ namespace mbts.spark.filters {
      bool IDataGridColumnFilter.filter(object row) =>
         filter(ConvertUtils.try_convert<TRow>(row));
   }
-}
+}
@@ -1,5 +1,7 @@
 using bts.api;
 using System;
+using System.Collections.Generic;
+using System.Linq;

 namespace mbts.spark.filters {
   class SecurityCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityImmutable, SecurityCriteria>, IDisposable {
@@ -43,4 +45,50 @@ namespace mbts.spark.filters {
      void _set_default_values() =>
         _security_criteria = model.result_criteria;
   }
-}
+
+   class SecurityCriteriaCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityCriteria, SecurityCriteria>, IDisposable {
+      SecurityCriteria _security_criteria;
+
+      public SecurityCriteriaCriteriaFilter(Func<TRow, SecurityCriteria> get_row_val, string prop_name)
+         : base(get_row_val, prop_name) { }
+
+      public ContractPickerModel model { get; }
+
+      public void Dispose() =>
+         model.security_criteria_clause_changed -= _on_security_criteria_clause_changed;
+
+      public override SecurityCriteria get_state() =>
+         _security_criteria;
+
+      protected override bool _filter(SecurityCriteria value) {
+         if ((_security_criteria?.clauses).is_null_or_empty())
+            return true;
+         if (!_security_criteria.is_defined())
+            return true;
+         if ((value?.clauses).is_null_or_empty())
+            return false;
+         var result = value.clauses.Any(c => c.is_defined && _security_criteria.clauses.Any(fclause => c.is_subset_of(fclause)));
+         return result;
+      }
+
+      protected override void _load_state_internal(SecurityCriteria state) =>
+         _security_criteria = state;
+
+      protected override void _clear() {
+         _close();
+         using (_clear_properties())
+            _set_default_values();
+      }
+
+      protected override bool _get_active() =>
+         _security_criteria != null && _security_criteria.clauses.Length > 0;
+
+      void _on_security_criteria_clause_changed(object sender, SecurityCriteriaClauseChangedEventsArgs e) {
+         _security_criteria = model.result_criteria;
+         _raise_filter_changed();
+      }
+
+      void _set_default_values() =>
+         _security_criteria = model.result_criteria;
+   }
+}
@@ -1,6 +1,7 @@
 using bts;
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.utils;
 using System;
 using System.Windows.Input;

@@ -60,16 +61,24 @@ namespace mbts.spark.filters {
      public TCompoundState get_state() =>
         _get_state(_filter1.get_state(), _filter2.get_state());

+      object IDataGridColumnFilter.get_state() =>
+         get_state();
+
      public void load_state(TCompoundState state) {
         _filter1.load_state(_get_filter1_state(state));
         _filter2.load_state(_get_filter2_state(state));
      }

+      void IDataGridColumnFilter.load_state(object state) {
+         if (state is TCompoundState cstate)
+            load_state(cstate);
+         else throw ExceptionBuilder.Argument.not_of_type<TCompoundState>(nameof(state), state?.GetType());
+      }
+
      protected void _raise_request_update() =>
         RequestUpdate?.Invoke();

-
      bool IDataGridColumnFilter.filter(object row) =>
         filter(ConvertUtils.try_convert<TRow>(row));
   }
-}
+}
@@ -165,6 +165,18 @@
      />
    </usp:FilterContentControl>
  </DataTemplate>
+  <DataTemplate x:Key="{x:Static filters:DataGridFilterKnownTemplates.SecurityCriteriaCriteria}">
+    <usp:FilterContentControl
+      ApplyCommandParameter="{Binding}"
+      ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+      ClearCommandParameter="{Binding}"
+      ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+    >
+      <msp:ContractPickerView DataContext="{Binding model}">
+        
+      </msp:ContractPickerView>
+    </usp:FilterContentControl>
+  </DataTemplate>
  <DataTemplate x:Key="AlgoTypeTemplate">
    <usp:FilterContentControl
      ApplyCommandParameter="{Binding}"
@@ -93,6 +93,25 @@ namespace mbts.ui.controls {

      public uint Increment { get { return (uint)GetValue(IncrementProperty); } set { SetValue(IncrementProperty, value); } }

+      #region TickUpCommand
+      public static readonly DependencyProperty TickUpCommandProperty =
+         TickUpDown.TickUpCommandProperty.AddOwner(typeof(TickUpDownUInt));
+
+      public ICommand TickUpCommand {
+         get => GetValue(TickUpCommandProperty) as ICommand;
+         set => SetValue(TickUpCommandProperty, value);
+      }
+      #endregion
+
+      #region TickDownCommand
+      public static readonly DependencyProperty TickDownCommandProperty =
+         TickUpDown.TickDownCommandProperty.AddOwner(typeof(TickUpDownUInt));
+
+      public ICommand TickDownCommand {
+         get => GetValue(TickDownCommandProperty) as ICommand;
+         set => SetValue(TickDownCommandProperty, value);
+      }
+      #endregion
      // explicit props
      public bool EnableArrowKeyTick { get => _enable_arrow_key_tick.value; set => _enable_arrow_key_tick.value = value; }
      public ModifierKeys ArrowKeyTickModifiers { get => _arrow_key_tick_modifiers.value; set => _arrow_key_tick_modifiers.value = value; }
@@ -120,13 +139,19 @@ namespace mbts.ui.controls {
      }

      void _tick_up() {
-         if (TickUpDownHelper.tick_up(Value, Increment, out uint result))
+         if (TickUpCommand is ICommand cmd) {
+            cmd.ExecuteIfCan(null);
+         } else if (TickUpDownHelper.tick_up(Value, Increment, out uint result)) {
            SetCurrentValue(ValueProperty, result);
+         }
      }

      void _tick_down() {
-         if (TickUpDownHelper.tick_down(Value, Increment, out uint result))
+         if (TickDownCommand is ICommand cmd) {
+            cmd.ExecuteIfCan(null);
+         } else if (TickUpDownHelper.tick_down(Value, Increment, out uint result)) {
            SetCurrentValue(ValueProperty, result);
+         }
      }
   }
 }
@@ -5,6 +5,8 @@ using System.Windows.Media;

 namespace mbts.ui.converters {
   class ColorToBrushConverter : IValueConverter {
+      public static ColorToBrushConverter Instance => new ColorToBrushConverter();
+
      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
         if (value is Color color) return new SolidColorBrush(color);
         if (value is BTSColor bts_color) return new SolidColorBrush(bts_color);
@@ -6,10 +6,12 @@ using System.Windows.Data;
 namespace mbts.ui.converters {
   [ValueConversion(typeof(SecurityTuple), typeof(string))]
   public class SecurityDisplayTextConverter : IValueConverter {
+      public string TextForNull { get; set; } = "Unknown";
+
      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
         if (value is Security s)
            return SecurityFormatter.format(s);
-         return value?.ToString() ?? "Unknown";
+         return value?.ToString() ?? TextForNull;
      }
      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) => throw new NotImplementedException();
   }
@@ -1,4 +1,5 @@
 using bts.api;
+using mbts;
 using mbts.spark;
 using System;
 using System.Globalization;
@@ -17,7 +18,8 @@ namespace mbts.ui.spark.converters {
      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
         var price = get_val<double>(values, 0);
         var spec = get_val<ContractSpecificationImmutable?>(values, 1) ?? SecurityDataHelper.Defaults.ContractSpecificationImmutable;
-         return spec.format(price);
+         var settings = get_val<mbts.user.settings.TickDisplaySettings>(values, 2);
+         return spec.format(price, settings);
      }

      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) =>
@@ -64,6 +64,25 @@ namespace mbts.ui {
            }
         }, can_execute == null ? null : new Func<object, bool>(_ => can_execute()));

+      public static IDialogCommand export_csv(
+         Func<string> get_file_content,
+         string source_window_name) =>
+         new AnonymousFileDialogCommand<object>(_ =>
+            _create_save_file_dialog(
+               Environment.GetFolderPath(Environment.SpecialFolder.Desktop),
+               $"BTS_Spark_{source_window_name}_{DateTime.Now.ToString("yyyyMMdd_HHmm")}.csv",
+               new[] { ("CSV (comma delimited)", new string[] { "csv" }) }
+            ),
+            (_, file) => {
+               try {
+                  File.WriteAllText(file, get_file_content.Invoke());
+               } catch (Exception ex) {
+                  BTSMessageBox.Show($"Error exporting data to csv: {ex}.", "CSV Export Error", BTSMessageBoxButtons.OK, System.Windows.MessageBoxImage.Error, true, false, true);
+               }
+            },
+            // we are always able to perform an export, even when no rows (it will just be a header)
+            (_) => true);
+
      static TDialog _create_file_dialog<TDialog>(string initial_dir = null, IReadOnlyList<(string name, string[] extensions)> filter_items = null) where TDialog : FileDialog, new() {
         var rv = new TDialog();
         if (!string.IsNullOrEmpty(initial_dir))
Author	SHA1	Message	Date
John Colvin	9a85a475db	fix: Revert accidental change to externals	2023-01-10 09:51:54 -05:00
Taha Afzal	8a1ab0ba9e	Updating generated files (and minor code adjustment) for CME schema 8 changes:	2023-01-09 10:28:10 -05:00
John Colvin	57ac54b6c5	build (sparkd): Pipe 'eval' cmd stdout/err back to shell So we can actually see the build output	2023-01-05 14:03:40 -05:00
johncolvin-og	4a8433246c	build: Use unix eol in build_sparkd, exec not eval	2023-01-05 14:03:40 -05:00
John Colvin	d6351cd187	Update docker/linux To get python3-venv	2023-01-05 14:03:40 -05:00
John Colvin	eef263f2e7	build: Ensure python virtual env is installed/up-to-date	2023-01-05 14:03:40 -05:00
johncolvin-og	2009027586	build: Port build/publish_spark scripts over from crypto branches	2023-01-05 14:03:40 -05:00
John Colvin	feaad6335d	build: Set up cmake 'install' build target The 'install' build target creates a self-contained (deployable) sparkd package. It copies the sparkd executable and its dependencies into a single directory (no symlinks), which can then be copied/deployed to another machine. Run `cmake --build . --target install` to install sparkd in the directory defined by the CMAKE_INSTALL_PREFIX variable.	2023-01-05 14:03:40 -05:00
John Colvin	b96612d37b	fix build (linux): Port py3 build scripts over from spark_crypto.dev	2023-01-05 14:03:40 -05:00
John Colvin	84f9338005	Add .venv dirs to .gitignore	2023-01-05 14:03:40 -05:00
John Colvin	2837f3edfb	chore: Add requirements.txt (py venv)	2023-01-05 14:03:40 -05:00
John Colvin	a82932652b	fix build: Copy a handful of files over from spark_crypto.dev This fixes the last of the boost-related errors	2022-09-28 19:49:17 -04:00
John Colvin	c9b5ff844f	fix build (partial): Update externals to get new websocketpp This fixes some of the boost errors related to the recent boost upgrade	2022-09-28 19:47:39 -04:00
John Colvin	b0cbc2cb71	fix build: Disable web build That's one way to fix it!	2022-09-28 19:33:19 -04:00
BTS User	b2a2cae9c1	test	2022-09-28 13:44:48 -04:00
BTS User	93d9a924e9	test	2022-09-28 13:39:09 -04:00
BTS User	9d699711c1	test	2022-09-28 13:31:29 -04:00
BTS User	5951691cbd	test	2022-09-28 13:28:20 -04:00
BTS Devs	cbff70d5a1	plugin.py edited online with Bitbucket	2022-09-28 16:10:31 +00:00
BTS Devs	b59d45ae28	plugin.py edited online with Bitbucket	2022-09-28 16:07:14 +00:00
BTS Devs	ea6e158e63	plugin.py edited online with Bitbucket	2022-09-28 15:54:41 +00:00
BTS Devs	55a32935a9	plugin.py edited online with Bitbucket	2022-09-28 15:41:32 +00:00
BTS Devs	9f895df70c	audit_ice.py edited online with Bitbucket	2022-09-23 21:25:37 +00:00
BTS Devs	8551936383	audit_upload.sh edited online with Bitbucket	2022-09-20 15:36:21 +00:00
John Colvin	cb0378d785	fix: Load FairValueLine price type in settings dialog	2021-07-02 13:55:34 -04:00
John Colvin	489ac45722	Add fair value lines for DJ	2021-06-29 14:07:08 -04:00
John Colvin	d910c65e20	fix: ContractPicker syncs selected sec/md w/ selected key	2021-06-29 15:18:06 -04:00
Pedro Pinto	cb0e4de6c5	Updated TradingSystemName in IL3 connection.	2021-04-29 15:13:09 -04:00
Pete Fisher	71539424cc	updated ilink3 schema to v7	2021-03-25 12:46:49 -04:00
Pete Fisher	602929b945	updating submodule to latest	2021-03-18 12:13:11 -04:00
Pete Fisher	07591f8e28	ice audit scripts	2021-03-18 11:05:34 -04:00
Pedro Pinto	0cb11b7f8d	Made parsing of dump security easier to facilitate locating ice symbols.	2021-03-16 11:32:59 -04:00
Pete Fisher	1921f02d30	Merged in DJ_ICE_ManualOrderIndicator (pull request #417 ) added ManualOrderIndicator to ICENativeOrder.cpp after merge with Prod	2021-03-02 15:47:34 +00:00
Pete Fisher	2199efc95d	added ManualOrderIndicator to ICENativeOrder.cpp after merge with Prod	2021-02-26 15:43:41 -05:00
Pete Fisher	54ff55f22f	merge with prod	2021-02-26 14:59:38 -05:00
John Colvin	ca00f256e1	ui (DJ): Avoid darkening price text in session range in ladder Put the session range visual beneath the column backgrounds (on the z axis), and make the background slightly translucent while leaving the font color fully opaque. This effectively darkens the former without changing the latter.	2021-02-17 12:57:26 -06:00
John Colvin	733ce7dfc6	Set alpha bits to 'FF' in historic ladder settings colors	2021-02-17 12:38:51 -06:00
John Colvin	fda812d792	ui (dj): Reduce opacity of session range layer in ladder	2021-02-11 23:03:53 -06:00
John Colvin	1bf9d0aa4a	ui (dj): Replace hand cursor with arrow in ladder bid/ask	2021-02-11 22:57:48 -06:00
John Colvin	54eec61f46	ui (dj): Make ladder look more like tt These changes can be configured via LadderKnobs (defined in UI.proto)	2021-02-11 22:57:40 -06:00
Pete Fisher	b84ba1d3f5	changed ICEMain.cpp from NonImplied to FullImplied	2021-02-03 10:26:47 -05:00
John Colvin	70bf5e0c95	fix: Correct visibility binding in ladder session high/low The other price points visibility bindings were refactored in a similar manner, for consistency's sake.	2021-01-14 11:06:17 -06:00
John Colvin	2bae938549	feat (DJ): Right align bid, price, and ask column text in ladder This is hardcoded (not configurable via settings).	2021-01-14 10:12:04 -06:00
John Colvin	a67b32fd33	ui-tweak (DJ): Display 'volume' just below 'day change' in ladder	2021-01-07 11:36:35 -06:00
John Colvin	3da8fbd25d	feat (DJ): Give bid/ask cells with markets a lighter background in ladder There is a small chance this will impact performance when a large number of ladders (50+) are open. Therefore, this behavior can be toggled on/off in config, via LadderKnobs.lighten_market_background.	2021-01-07 11:18:13 -06:00
John Colvin	a8cd07cbd2	refactor: Consolidate tick tests after tricky merge The branches that were merged, DJ_ICE and DJ_ICE_ladder_price_aggregation, both added new tick tests. The former put them in a new file, "TickTests.cs," while the latter added them to "SecurityTests.cs." This commit places all tick tests in "TickTests.cs."	2021-01-07 10:37:02 -06:00
John Colvin	badb463e03	Merge remote-tracking branch 'origin/DJ_ICE_ladder_price_aggregation' into DJ_ICE	2021-01-06 12:08:39 -06:00
John Colvin	b6a942d6b2	Add tooltips to ladder left-panel price points	2021-01-06 11:00:51 -06:00
John Colvin	7d8bc13282	Tailor default ladder price point settings for DJ	2021-01-06 11:00:51 -06:00
Pete Fisher	cbad79b909	fixed use_onixs	2021-01-06 11:00:51 -06:00
Pedro Pinto	58768567d1	Added operator id to tag 116.	2021-01-06 11:00:51 -06:00
Pedro Pinto	2475ca3662	Used clearing account to populate tag 116 (ATID)	2021-01-06 11:00:51 -06:00
John Colvin	f12b8fedc0	feat (DJ): Display settings for ladder left-panel price points * Add background and font settings for all price points * Indicate 'day change' sign with modal settings (positive, zero, and negative) for background and font color * Hide 'day change' leading zeros in tick part * Don't show 'day change' zero integer part (e.g., '25' instead of '0.25')	2021-01-06 11:00:51 -06:00
John Colvin	ed920c7c5a	Move security/tick data classes to spark_core * spark_core is the appropriate project for such 'vocabulary' types. * unit tests in the spark_tests project can now reference these types (this was the immediate impetus for the move).	2021-01-04 18:23:27 -06:00
John Colvin	db20473949	add some docker scripts (start_docker.sh, docker_bash.sh)	2021-01-04 10:12:20 -06:00
John Colvin	5bf8162fcf	vscode (build): change linux build task to run in docker * prompts user for configuration (debug or release) * looks for docker instance named "${USER}s_docker"	2021-01-04 10:10:23 -06:00
Taha Afzal	447d3303d1	Time based throttles code complete	2020-09-28 09:57:29 -04:00
Taha Afzal	5693fc4444	Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE	2020-09-27 22:48:30 -04:00
Taha Afzal	8896066e2c	Time based price throttles	2020-09-25 09:49:19 -04:00
John Colvin	4992f4e0cf	config toggle to show/hide ladder scrollbar for dj (defaults to hide)	2020-09-24 16:25:43 -05:00
John Colvin	3503946011	add quote-time-throttle params to SyntheticEditor gui	2020-09-21 19:28:41 -05:00
Pedro Pinto	e7806d2fec	Merge branch 'master' into prod	2020-09-16 16:28:36 -04:00
John Colvin	d31d8648f1	frozen price lines in ladder (for dj)	2020-09-09 16:39:53 -04:00
Taha Afzal	2c15f83c85	merge fix	2020-08-26 09:49:16 -04:00
Taha Afzal	f9dfb04fca	tooltip change	2020-08-25 23:02:02 -04:00
Taha Afzal	680b19b6fb	Enable Hedging and Lean Ticks Offset	2020-08-25 22:58:15 -04:00
John Colvin	f790b8f59b	RiskManagement view updates when imported row overwrites existing one	2020-08-20 11:14:56 -05:00
John Colvin	fbed8e5428	fix AdminModel.delete_risk_limits: don't increment i at end of iteration when an item is removed	2020-08-14 13:15:35 -05:00
John Colvin	524f3be25a	RiskManagementWindow - imported rows weren't filtered by account	2020-08-14 11:21:49 -05:00
John Colvin	9823b44083	RiskManagementWindow - hook up menu display vm	2020-08-14 11:04:14 -05:00
John Colvin	30feda72bb	Merged DJ_ICE_proprietary_risk into DJ_ICE	2020-08-14 10:54:47 -05:00
John Colvin	2d0e63546d	Merge branch 'DJ_ICE' into DJ_ICE_proprietary_risk	2020-08-14 10:53:26 -05:00
John Colvin	cc02fa1c84	risk limits import dialog (for dj)	2020-08-13 14:13:44 -05:00
Taha Afzal	6139d53e49	Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE	2020-08-12 15:04:34 -04:00
Taha Afzal	7f3c2e75a3	Fixed the qty in the leg fills for spreads with different exchange_qty_mults	2020-08-12 15:04:15 -04:00
John Colvin	0f61e24ae5	fix ColumnBase.SortDirection binding to DIYGridColumnModel	2020-08-12 13:00:03 -05:00
John Colvin	8da2ebee5c	SelectionModel should only select the pending selection once (was reselecting it every time the items changed)	2020-08-12 12:59:19 -05:00
Pedro Pinto	a1faf685eb	CMake, you suck.	2020-08-11 15:59:40 -04:00
Pedro Pinto	9e2b01a723	Cleaned up branch for delivery to DJ	2020-08-11 13:54:27 -04:00
John Colvin	d03c74f270	remove unused 'actual_width' prop from DIYGridColumnModel	2020-08-05 15:11:06 -05:00
John Colvin	834a28916b	synchronize column model's GridColumnSettings with the column view	2020-08-05 15:10:23 -05:00
John Colvin	43ccb4e3e7	fix risk management thread name typo	2020-08-05 12:20:24 -05:00
Taha Afzal	f199cb4157	Fixed the broken test (needed to update the size attribute on the managed ColdEntry	2020-08-05 10:54:43 -04:00
Taha Afzal	5a3bfd7f81	Merge branch 'DJ_ICE_proprietary_risk' of bitbucket.org:bluetradesys/spark into DJ_ICE_proprietary_risk	2020-08-04 15:40:29 -04:00
Taha Afzal	bf6461c126	More logs and TAS HNG can not be the master	2020-08-04 15:40:21 -04:00
John Colvin	8892505d11	RiskManagement price cells show 4 decimal places, use commas	2020-08-04 12:11:55 -05:00
John Colvin	5d0a29432a	RiskManagementVM - row sorting must refer to immutable data (else binary search can break)	2020-08-04 12:11:55 -05:00
John Colvin	cd01c7ae5a	RiskManagementVM - remove unused props/methods	2020-08-04 12:11:55 -05:00
Taha Afzal	bf19ec0fda	Merge branch 'DJ_ICE_proprietary_risk' of bitbucket.org:bluetradesys/spark into DJ_ICE_proprietary_risk	2020-08-04 13:08:14 -04:00
John Colvin	1a0158817e	remove size constraints on RiskManagementControl	2020-08-04 11:28:23 -05:00
John Colvin	53853591fe	move RiskManagementControl.xaml/cs to 'View' dir	2020-08-04 11:28:23 -05:00
Taha Afzal	80d4899f2c	removing fake data functions (when the UI was not around)	2020-08-04 09:51:32 -04:00
Taha Afzal	75f15c50d8	working long/short pos was not getting copied in copy_positions_from	2020-08-03 18:25:40 -04:00
John Colvin	f197f213f3	Risk Management ui - open edit-rows dialog near mouse	2020-08-03 15:52:26 -05:00
John Colvin	a7e1b71883	TextCell available_size is updated in ArrangeOverride	2020-08-03 15:28:41 -05:00
John Colvin	f9f22e1e36	add risk management window	2020-08-03 15:28:41 -05:00
John Colvin	cda50f562d	AdminModel - add methods to subscribe, and modify proprietary risk limits (dj)	2020-08-03 15:28:41 -05:00
John Colvin	4010298a46	parameterize SecurityStore.join (don't mess with core logic/impl)	2020-08-03 15:28:41 -05:00
John Colvin	48e701ba00	client side data types that mirror api protos (minimize client/server coupling)	2020-08-03 15:28:41 -05:00
John Colvin	cb07abbf42	made new SelectorVM (todo: replace refs to old one)	2020-08-03 15:28:41 -05:00
John Colvin	3c8e2c636f	add SimpleGridSettingsManagerVM (uses DIYGridColumnModels instead of the view type ColumnBase)	2020-08-03 15:28:41 -05:00
John Colvin	6a3b4ebe75	add DIYGridColumnModel, so the DIYGrid column paradigm is cleanear mvvm	2020-08-03 15:28:41 -05:00
John Colvin	80256fbe12	add get/load_state methods to non-generic IDataGridColumnFilter	2020-08-03 15:28:41 -05:00
John Colvin	a0a5d82139	add PropertyEqualityComparerAttribute (supports simple automatic equality impl)	2020-08-03 15:28:41 -05:00
John Colvin	ee6b00b9f2	unify SecurityCriteria initialization with securities (use pretty_name if single sec)	2020-08-03 15:28:41 -05:00
Taha Afzal	9a494ce24f	Parent Child Secrity Pos Limit	2020-08-03 16:25:24 -04:00
Taha Afzal	ae78ebac9a	All sec based risk done (master, slave remain)	2020-07-31 17:27:06 -04:00
Taha Afzal	5c11eecbd1	SecurityLimitNode keeps working qty and positions differently	2020-07-31 00:21:17 -04:00
Taha Afzal	78a47c33c7	Fixing order rejection message	2020-07-30 14:55:11 -04:00
Taha Afzal	9dcd80e3db	Security level risk controls are passed to update order	2020-07-30 13:02:22 -04:00
Taha Afzal	f7563413bd	New security level controls hooked to order entry	2020-07-30 11:14:45 -04:00
Taha Afzal	29c418db42	Routed the SecLimit to SecurityLimitNode	2020-07-29 18:15:18 -04:00
Taha Afzal	f177efde70	Added price arg to the Limiter's can_send and can_update functions	2020-07-29 14:28:16 -04:00
Taha Afzal	3b83d105a0	Filled in the prop risk limits persistence code	2020-07-29 12:29:56 -04:00
Taha Afzal	34aafd79cd	Added new risk proto and Admin API function to update it	2020-07-29 11:30:36 -04:00
Taha Afzal	c30bab899f	Changing TASCounter to use the new formula	2020-07-29 09:43:00 -04:00
Taha Afzal	d3de164c53	Moved the 2500 translation to the end points of the system	2020-07-27 17:05:19 -04:00
Taha Afzal	46544f36f1	Pyramid Algo now sends hedges for fills while a cancel is in flight	2020-07-23 13:13:52 -04:00
John Colvin	c7df3ac43c	Merge remote-tracking branch 'origin/csv_export' into prod	2020-07-22 10:44:58 -05:00
Taha Afzal	1d1c0d6b85	Jan exps' are showing 12 for the month, adjustment for risk	2020-07-21 12:09:41 -04:00
Taha Afzal	2f127ecc18	Using day positions for risk enforcement	2020-07-20 23:48:35 -04:00
Taha Afzal	3fc080d02c	Better position violation comments	2020-07-20 23:21:20 -04:00
Taha Afzal	d86543261c	Risk enforcement changes for ICE NG OTC markets	2020-07-20 13:01:56 -04:00
John Colvin	8761f313f5	remove with_reguard_to_price param from tick 'format' extension	2020-07-20 10:50:15 -05:00
John Colvin	3906ef6507	fix typo in ConvertUtils.update_value_type (was missing negation '!')	2020-07-19 13:28:09 -05:00
John Colvin	78055d79c6	fix tick unit tests, and reorganize security tests a bit	2020-07-19 13:27:12 -05:00
John Colvin	885a9dd939	add precision param (epsilon) to tickup/down methods	2020-07-19 13:20:00 -05:00
John Colvin	20c449de60	TickFactors are cached in a ThreadStatic dictionary rather than concurrent (no locks required)	2020-07-15 11:22:11 -05:00
John Colvin	52b487946a	ticksize extension handles invalid tick props gracefully	2020-07-15 10:50:25 -05:00
John Colvin	98144ea939	remove unused parameter from TickTestHelper.full_ticks_from_zero	2020-07-14 15:46:06 -05:00
John Colvin	5e27a5fa7c	fix ladder session low/high grid animation (was not using the ticks per row setting)	2020-07-14 15:39:55 -05:00
John Colvin	6cfc15ccd8	LadderGridHost invalidates '_spec' on connect_vm (not just on settings updates)	2020-07-14 15:38:21 -05:00
John Colvin	2de08c2c48	fix typo in LadderGridHost._spec getter (was accidentally returning the fallback value)	2020-07-14 15:27:03 -05:00
John Colvin	fb6e05560b	make tick unit tests more robust (test tick_up/down, use these methods to covalidate results)	2020-07-14 12:48:21 -05:00
John Colvin	1abf84337f	include Sim ContractSpecs in tick unit tests	2020-07-14 11:53:57 -05:00
John Colvin	d691e0aeee	ladder settings dialog - fix 'when implied is > 0' label alignment	2020-07-14 11:01:32 -05:00
John Colvin	5e0f1b59fb	added tick unit test (namely for 'full_ticks_from_zero' method)	2020-07-14 10:53:30 -05:00
John Colvin	a234ecbf26	added 'full_ticks_from' method which accepts an origin price (instead of just an arbitrary 0)	2020-07-14 10:53:27 -05:00
John Colvin	062cabf075	TickUtils.full_ticks_from_zero checks pricebreak	2020-07-13 13:52:29 -05:00
Taha Afzal	1a7fcb2027	Added is_ice_lots to the ICE sec proto	2020-07-12 17:03:37 -04:00
John Colvin	39e1fd4a1a	move LadderUtils methods to TickUtils (all were related to ticks)	2020-07-09 12:05:17 -05:00
John Colvin	4d902747df	move tick data\utils to spark_core	2020-07-09 11:58:19 -05:00
John Colvin	50d0078556	add 'ticks per row' ladder setting	2020-07-09 11:45:31 -05:00
John Colvin	d86b7c6c50	add TickUp/DownCommand dependency props to TickUpDownUInt	2020-07-08 12:48:45 -05:00
Jake Norbut	9d1b03d1e2	fixing merge	2020-03-04 11:51:05 -06:00
Jake Norbut	9a677cf980	merging master into csv_export; taking master	2020-03-04 11:50:56 -06:00
Jake Norbut	25445d58d0	refactoring TaS CSV export	2019-12-18 13:48:14 -06:00
Jake Norbut	0b313a8aa8	refactoring Fills CSV export	2019-12-18 13:47:36 -06:00
Jake Norbut	54f954fd4b	adding CSV export to order book	2019-12-18 13:47:03 -06:00
Jake Norbut	980f38ba03	using OrderedDictionary to CSVs are output with a predictable column order	2019-12-18 13:46:22 -06:00
Jake Norbut	9eada2724b	Having the Command be on the Window rather than the VM; nice thinking John	2019-12-18 10:11:10 -06:00
Jake Norbut	b5f53ee918	adding csv_properties to TimeAndSalesVM.Row	2019-12-18 10:10:04 -06:00
Jake Norbut	efc175f654	adding export to csv command to Fills window	2019-12-17 10:32:58 -06:00
Jake Norbut	6074afd999	adding csv export command to fills vm	2019-12-17 10:32:15 -06:00
Jake Norbut	219dff4055	adding new export_csv IDialogCommand which just creates a new file	2019-12-17 10:28:57 -06:00
Jake Norbut	9a3b07b622	adding ToCsv IEnumerable ext method in a new util namespace	2019-12-17 10:21:38 -06:00