Merging

Fix: Exchange sec id fixed
Add: small changes
2025-03-03 23:21:30 -05:00 · 2025-03-03 17:50:25 +00:00 · 2025-03-03 12:03:13 -05:00 · 2025-03-03 00:07:31 -05:00 · 2025-03-02 02:23:17 -05:00 · 2025-03-02 02:23:17 -05:00
478 changed files with 27213 additions and 25680 deletions
@@ -9,7 +9,7 @@
      ]
    },
    "fable": {
-      "version": "4.0.6",
+      "version": "4.24.0",
      "commands": [
        "fable"
      ]
@@ -27,4 +27,4 @@
      ]
    }
  }
-}
+}
@@ -1,15 +1,10 @@
 {
  "dockerFile": "Dockerfile",
-  // Creates local dir to mount to HOME in docker 
-  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
  "hostRequirements": {
-    "memory": "4gb",
-    "storage": "6gb"
+    "memory": "8gb",
+    "storage": "10gb"
  },
-  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
  "containerUser": "bts",
-  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
  "updateRemoteUserUID": true,
  "shutdownAction": "none",
  // Note: If running multiple containers on the same host, each must use a
@@ -17,7 +12,7 @@
  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
  "runArgs": [
    "--shm-size",
-    "2gb",
+    "8gb",
    "-p",
    "8000:8000",
    "-p",
@@ -29,22 +24,15 @@
    "-p",
    "12345:12345"
  ],
-  "mounts": [
-    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
-  ],
  "customizations": {
    "vscode": {
-      "settings": {
-        "clangd.arguments": [
-          "--compile-commands-dir=${workspaceFolder}/build/clang/debug"
-        ]
-      },
      "extensions": [
        "eamodio.gitlens",
        "llvm-vs-code-extensions.vscode-clangd",
        "ms-vscode.cmake-tools",
-        "ms-vscode.cpptools"
+        "ms-vscode.cpptools",
+        "xaver.clang-format"
      ]
    }
  }
-}
+}
@@ -31,7 +31,39 @@
      "type": "cppdbg",
      "request": "launch",
      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
-      "args": ["run"],
+      "args": [
+        "run"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
+      "environment": [],
+      "externalConsole": false,
+      "MIMode": "gdb",
+    },
+    {
+      "name": "spreader tests2",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
+      "args": [
+        "test",
+        "[spreader2]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
+      "environment": [],
+      "externalConsole": false,
+      "MIMode": "gdb",
+    },
+    {
+      "name": "spreader tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
+      "args": [
+        "test",
+        "[spreader]"
+      ],
      "stopAtEntry": false,
      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
      "environment": [],
@@ -91,6 +123,18 @@
      "stopAtEntry": false,
      "console": "integratedTerminal"
    },
+    {
+      "name": "Spark (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "Spark.exe",
+        "cwd": "build/Debug/bin/net7.0-windows",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
    {
      "name": "Spark (Parameterized)",
      "type": "coreclr",
@@ -109,21 +153,138 @@
      "console": "integratedTerminal"
    },
    {
-      "name": "Sparkd",
+      "name": "Spark Test",
      "type": "coreclr",
      "request": "launch",
-      "preLaunchTask": "Build Sparkd (Debug | Clang)",
      "program": "",
-      "linux": {
-        "program": "sparkd",
+      "windows": {
+        "preLaunchTask": "Build Spark (Debug)",
+        "program": "Spark.Console.exe",
+        "cwd": "build/Debug/bin/net7.0",
+        "args": [
+          "test",
+          "${input:sparkTest}"
+        ]
      },
-      "args": [
-        "run"
-      ],
-      "cwd": "build/sparkd-debug-clang/server",
      "stopAtEntry": false,
      "console": "integratedTerminal"
-    }
+    },
+    {
+      "name": "Spark Test (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "Spark.Console.exe",
+        "cwd": "build/Debug/bin/net7.0",
+        "args": [
+          "test",
+          "${input:sparkTest}"
+        ]
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Sparkd",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "preLaunchTask": "Build Sparkd (Debug)",
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "run"
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
+    {
+      "name": "Sparkd (Skip Build)",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "run"
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
+    {
+      "name": "Sparkd Test",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "preLaunchTask": "Build Sparkd (Debug)",
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "test",
+          "${input:sparkdTest}",
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
+    {
+      "name": "Sparkd Test (Skip Build)",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "test",
+          "${input:sparkdTest}",
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
  ],
  "inputs": [
    {
@@ -154,5 +315,15 @@
      "description": "Config Server URL",
      "default": "http://localhost:8000/config",
    },
+    {
+      "id": "sparkTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
+    {
+      "id": "sparkdTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
  ]
-}
+}
@@ -641,6 +641,21 @@
        "color": "terminal.ansiGreen",
      }
    },
+    {
+      "label": "Run Spark (Skip Build)",
+      "type": "process",
+      "command": "",
+      "windows": {
+        "command": "Spark.exe",
+        "options": {
+          "cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
+        },
+      },
+      "icon": {
+        "id": "run",
+        "color": "terminal.ansiGreen",
+      }
+    },
    {
      "label": "Run Spark Config Query",
      "dependsOn": "Build Spark",
@@ -684,6 +699,24 @@
        "color": "terminal.ansiGreen",
      },
    },
+    {
+      "label": "Run Sparkd (Skip Build)",
+      "type": "process",
+      "command": "",
+      "linux": {
+        "command": "sparkd",
+      },
+      "args": [
+        "run"
+      ],
+      "options": {
+        "cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
+      },
+      "icon": {
+        "id": "run",
+        "color": "terminal.ansiGreen",
+      },
+    },
    {
      "label": "Run Sparkd Config Query",
      "dependsOn": "Build Sparkd",
@@ -705,6 +738,65 @@
        "color": "terminal.ansiGreen",
      },
    },
+    {
+      "label": "Test Spark (Debug)",
+      "dependsOn": "Build Spark (Debug)",
+      "type": "process",
+      "icon": {
+        "id": "coverage",
+        "color": "terminal.ansiYellow",
+      },
+      "command": "",
+      "windows": {
+        "command": "Spark.Console.exe",
+        "args": [
+          "test",
+          "${input:sparkTest}"
+        ],
+        "options": {
+          "cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
+        }
+      },
+    },
+    {
+      "label": "Test Sparkd",
+      "dependsOn": "Build Sparkd",
+      "type": "process",
+      "command": "",
+      "linux": {
+        "command": "sparkd",
+      },
+      "args": [
+        "test",
+        "${input:sparkdTest}",
+      ],
+      "options": {
+        "cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
+      },
+      "icon": {
+        "id": "coverage",
+        "color": "terminal.ansiYellow",
+      },
+    },
+    {
+      "label": "Test Sparkd (Skip Build)",
+      "type": "process",
+      "command": "",
+      "linux": {
+        "command": "sparkd",
+      },
+      "args": [
+        "test",
+        "${input:sparkdTest}",
+      ],
+      "options": {
+        "cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
+      },
+      "icon": {
+        "id": "coverage",
+        "color": "terminal.ansiYellow",
+      },
+    },
    {
      "label": "View DataStreamQueryAnalyzer Logs (Last Run)",
      "type": "process",
@@ -823,6 +915,16 @@
      "id": "sparkdConfigQuery",
      "type": "promptString",
      "description": "Config Type(s)"
-    }
+    },
+    {
+      "id": "sparkTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
+    {
+      "id": "sparkdTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
  ]
 }
@@ -1,5 +1,6 @@
 cmake_minimum_required(VERSION 3.12)
 project(spark)
+include(GNUInstallDirs)
 set(CMAKE_CXX_STANDARD 20)

 if(WIN32)
@@ -49,8 +50,6 @@ else()
  # make sparkd look for libspark.so in its directory
  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
-  set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")

  if(BUILD_SPARKD)
    # Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
@@ -89,9 +88,15 @@ else()
    add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")

    # ** Binance USDS Futures **
-    add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
-    add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
-    add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
+    add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
+    add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
+    add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
+    add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
+
+    # ** Binance Coin Futures **
+    add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
+    add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
+    add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")

    # ** Deribit **
    add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -111,6 +116,7 @@ else()

  # subdirs
  if (BUILD_SPARKD)
+    add_subdirectory(src/lib_binance_execution)
    add_subdirectory(src/server/sparkd)
    add_subdirectory(src/data_files)
  endif()
@@ -147,11 +153,14 @@ else()

    install(
      DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
+      DESTINATION "${CMAKE_INSTALL_BINDIR}")
    install(
      FILES
      "${SPARK_LIB}/libACE-5.7.5.so"
      "${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
+      "${SPARK_LIB}/libonixs-fix-engine.so.4.10.1"
+      "${SPARK_LIB}/libonixs-fix-engine.so.4"
+      "${SPARK_LIB}/libonixs-fix-engine.so"
+      DESTINATION "${CMAKE_INSTALL_BINDIR}")
  endif()
 endif()
@@ -26,6 +26,7 @@
        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
        "CMAKE_CXX_STANDARD": "20",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
        "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
@@ -61,7 +62,7 @@
        },
        "CMAKE_CXX_STANDARD": "20",
        "CMAKE_INSTALL_RPATH": ".",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
        "BUILD_SDK": {
@@ -302,16 +303,7 @@
        "lhs": "${hostSystemName}",
        "rhs": "Linux"
      },
-      "hidden": true,
-      "targets": [
-        "data_files_dir",
-        "admin_web_app_bundle",
-        "install",
-        "libspark",
-        "rapidjson_project",
-        "server_layout",
-        "sparkd"
-      ]
+      "hidden": true
    },

    {
@@ -14,6 +14,34 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\sp
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
 EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -70,6 +98,102 @@ Global
 		{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.Build.0 = Release|x64
 		{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
 		{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.Build.0 = Debug|x64
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.Build.0 = Debug|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.ActiveCfg = Release|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.Build.0 = Release|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.Build.0 = Debug|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.ActiveCfg = Release|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.Build.0 = Release|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.Build.0 = Debug|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.Release|x64.ActiveCfg = Release|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.Release|x64.Build.0 = Release|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.Build.0 = Debug|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.ActiveCfg = Release|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.Build.0 = Release|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.Build.0 = Debug|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.ActiveCfg = Release|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.Build.0 = Release|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.Build.0 = Debug|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.ActiveCfg = Release|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.Build.0 = Release|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.Build.0 = Debug|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.ActiveCfg = Release|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.Build.0 = Release|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.Build.0 = Debug|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.ActiveCfg = Release|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.Build.0 = Release|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.Build.0 = Debug|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.ActiveCfg = Release|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.Build.0 = Release|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.ActiveCfg = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.Build.0 = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.Build.0 = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.ActiveCfg = Release|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.Build.0 = Release|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -80,4 +204,19 @@ Global
 	GlobalSection(Performance) = preSolution
 		HasPerformanceSessions = true
 	EndGlobalSection
+	GlobalSection(NestedProjects) = preSolution
+		{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
+		{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+	EndGlobalSection
 EndGlobal
@@ -0,0 +1,49 @@
+include_guard(DIRECTORY)
+
+function(protobuf_generate_fs)
+  set(_options)
+  set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_TARGET_NAME)
+    set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
+  endif()
+  if (NOT DEFINED _ARGS_PROTOC)
+    set(_ARGS_PROTOC "${SPARK_BIN}/protoc")
+  endif()
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -I ${_dir})
+  endforeach()
+
+  set(_outputs)
+  foreach(_proto_source ${_ARGS_PROTO_SOURCES})
+    # get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
+    get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
+    # get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
+    list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
+  endforeach()
+
+  set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
+  set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py)
+  set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs)
+  add_custom_command(
+    OUTPUT ${_outputs}
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND ${_venv_exec}
+      ${_ARGS_PROTOC}
+      --plugin=protoc-gen-service=${_plugin_py}
+      --service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
+      ${_proto_include_cli_args}
+      ${_ARGS_PROTO_SOURCES}
+    DEPENDS
+      ${_venv_exec}
+      ${_plugin_py}
+      ${_template_fs}
+      ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+      ${_ARGS_PROTO_SOURCES}
+  )
+  add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
+endfunction()
@@ -0,0 +1,33 @@
+include_guard(DIRECTORY)
+
+function(protobuf_generate_js)
+  set(_options)
+  set(_one_value_args TARGET_NAME OUTPUT)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_TARGET_NAME)
+    set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
+  endif()
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -p ${_dir})
+  endforeach()
+
+  add_custom_command(
+    OUTPUT ${_ARGS_OUTPUT}
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND npx
+      --no-install pbjs
+      -t json-module
+      -w commonjs
+      -o ${_ARGS_OUTPUT}
+      ${_proto_include_cli_args}
+      ${_ARGS_PROTO_SOURCES}
+    DEPENDS
+      ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+      ${_ARGS_PROTO_SOURCES}
+  )
+  add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
+endfunction()
@@ -0,0 +1,49 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
+
+function(sym_link_dir)
+  set(_options)
+  set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  add_custom_command(
+    OUTPUT ${_ARGS_DEST}
+    COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
+  )
+  set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
+  add_custom_target(
+    ${_ARGS_TARGET_NAME} ALL
+    DEPENDS ${_ARGS_DEST}
+    COMMENT "${_comment}"
+  )
+endfunction()
+
+function(sym_link_file)
+  set(_options)
+  set(_one_value_args SOURCE DEST INSTALL_DEST)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  file(
+    CREATE_LINK
+      ${_ARGS_SOURCE}
+      ${_ARGS_DEST}
+    SYMBOLIC
+  )
+  if (DEFINED _ARGS_INSTALL_DEST)
+    install(
+      FILES
+      ${_ARGS_SOURCE}
+      DESTINATION ${_ARGS_INSTALL_DEST}
+    )
+  endif()
+endfunction()
+
+function(sym_link_local_lib LIB_NAME)
+  set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
+  file(
+    CREATE_LINK
+      "${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
+      "${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
+    SYMBOLIC
+  )
+endfunction()
@@ -0,0 +1,9 @@
+include_guard(GLOBAL)
+
+macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
+  if(${CONDITION})
+    set(${RESULT} ${TRUE_VALUE})
+  else()
+    set(${RESULT} ${FALSE_VALUE})
+  endif()
+endmacro()
@@ -4,6 +4,8 @@ namespace bts.SilverPine {
   using System;

   public class NullFilterStream : ViewStream {
+      public NullFilterStream(ViewStream parent_str, string col_name)
+      : this(parent_str, col_name, true) { }
      public NullFilterStream(ViewStream parent_str, string col_name, bool filter_out_doublenans = false) {
         ViewStream rs = new FilterStream(parent_str,
         r => {
@@ -0,0 +1,91 @@
+namespace bts.SilverPine {
+   using BCG;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   using ZstdSharp.Unsafe;
+
+   public enum GroupByBundleOp {
+      Mean,
+      Median,
+      Mode,
+      StdDev,
+      Max,
+      Min,
+      First,
+      Last,
+      Sum
+   }
+   public class GroupByBundle {
+      public readonly List<Tuple<string, GroupByBundleOp>> operations;
+
+      public static GroupByBundle parse(string text) {
+         // text is inp_col: op, inp_col: op, inp_col:op
+         List<Tuple<string, GroupByBundleOp>> rv = new List<Tuple<string, GroupByBundleOp>>();
+         string[] calcs = text.Split(',');
+         foreach (string c in calcs) {
+            string[] toks = c.Split(':');
+            string inp_col = toks[0].Trim();
+            string op_txt = toks[1].Trim();
+            GroupByBundleOp op = Enum.Parse<GroupByBundleOp>(op_txt, true);
+            rv.Add(Tuple.Create(inp_col, op));
+         }
+         return new GroupByBundle(rv);
+      }
+
+      public GroupByBundle(List<Tuple<string, GroupByBundleOp>> operations_) {
+         operations = operations_;
+      }
+
+      public static IBlueRow group_by(List<IBlueRow> rows, GroupByBundle parameters) {
+         if (rows.Count() == 0) {
+            return null;
+         }
+
+         IBlueRow ir = rows.ElementAt(0);
+         IBlueTableSchema in_schema = ir.schema;
+         IBlueTableSchema out_schema = in_schema;
+         IDictionary<string, Tuple<string, GroupByBundleOp>> out_col_map =
+            new Dictionary<string, Tuple<string, GroupByBundleOp>>();
+         foreach (var t in parameters.operations) {
+            string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
+            out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
+            out_col_map[out_col_name] = t;
+         }
+         MutableBlueRow or = new MutableBlueRow(out_schema, ir);
+         foreach (var kv in out_col_map) {
+            string out_col_name = kv.Key;
+            string in_col_name = kv.Value.Item1;
+            GroupByBundleOp op = kv.Value.Item2;
+            IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, in_col_name);
+            double comp_res = compute_op(col_vals, op);
+            or.setValue(out_col_name, comp_res);
+         }
+         return or;
+      }
+
+      public static double compute_op(IEnumerable<double> col_vals, GroupByBundleOp op) {
+         switch (op) {
+            case GroupByBundleOp.Max:
+               return col_vals.Max<double>();
+            case GroupByBundleOp.Min:
+               return col_vals.Min<double>();
+            case GroupByBundleOp.Mean:
+               return col_vals.Sum() / col_vals.Count();
+            case GroupByBundleOp.Sum:
+               return col_vals.Sum();
+            case GroupByBundleOp.First:
+               return col_vals.First();
+            case GroupByBundleOp.Last:
+               return col_vals.Last();
+            default:
+               // TODO
+               Log.assert(false);
+               return Double.NaN;
+         }
+      }
+
+   }
+}
@@ -2,10 +2,13 @@
 using System.Collections.Generic;
 using System.Diagnostics;
 using System.Linq;
+using System.Text.Json;

 using bts;
+using bts.SilverPine;

 namespace BCG {
+   [DataStreamUserRespresentation("aggregate")]
   public class NonIncGroupByStream : ViewStream {
      private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
         Func<string[]> _groupby_cols_func;
@@ -43,13 +46,31 @@ namespace BCG {
         _main_stream = main_stream;
         _groupby_func = groupby_func;
         _groupby_cols = _groupby_func.get_group_by_cols();
-         _row_hasher = new BlueRowHasher(_groupby_cols.Length);
+         _row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
      }

      public NonIncGroupByStream(ViewStream main_stream, Func<string[]> groupby_cols_func,
                                 Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
                                 : this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }

+      public NonIncGroupByStream(ViewStream parent_str, string groupby_col, string standard_group_by_text, string optional_sort_col = null) {
+         GroupByBundle std_group_by = GroupByBundle.parse(standard_group_by_text);
+         Func<string[]> groupby_cols_func = () => {
+            return String.IsNullOrEmpty(groupby_col) ? null : new string[] { groupby_col };
+         };
+         Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
+            if (!String.IsNullOrEmpty(optional_sort_col))
+               group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
+            IBlueRow rv = GroupByBundle.group_by(group_rows, std_group_by);
+            return new IBlueRow[] { rv }.ToList();
+         };
+         ViewStream rs = new NonIncGroupByStream(parent_str, groupby_cols_func, evaluate_func);
+         mySetRealSource(rs);
+      }
+      public NonIncGroupByStream(ViewStream parent_str, string standard_group_by_text) :
+      this(parent_str, String.Empty, standard_group_by_text) {
+      }
+

      protected override void myOnFirstSubscriber() { _main_stream.onChange += _main_stream_onchange; }

@@ -79,7 +100,9 @@ namespace BCG {
            Log.DataFlow.info(
               $"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
         }
-         myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
+         // TODO,
+         if (total_state != null)
+            myFireEvent(new DataPacket(total_state, total_state, myLastValue == null ? new BlueTable(total_state.schema) : (myLastValue as DataPacket).newRows));
      }
   }
 }
@@ -1,10 +1,12 @@
 using bts;
+using bts.collections;

 using mbts;

 using System;
 using System.Collections.Generic;
 using System.Diagnostics;
+using System.Linq;
 using System.Security.Cryptography;

 namespace BCG {
@@ -35,6 +37,38 @@ namespace BCG {
         _is_tag_along = _join_spec.join_col_names.Length == 0;
      }

+      private bool _filled_missing_data = false;
+      private void _fill_missing_data(DataPacket dp) {
+         if (_filled_missing_data)
+            return;
+         Func<string[], bool> null_or_empty = (str_arr) => {
+            if (str_arr == null || str_arr.Length == 0)
+               return true;
+            foreach (string s in str_arr) {
+               if (!String.IsNullOrEmpty(s)) {
+                  return false;
+               }
+            }
+            return true;
+         };
+         Func<string[], string[]> remove_bad_cols = (col_names) => {
+            HashSet<string> schema_col_map = new HashSet<string>(dp.schema.columnNames);
+            List<string> cols_list = new List<string>(col_names);
+            cols_list.RemoveWhere(c => !schema_col_map.Contains(c));
+            return cols_list.ToArray();
+         };
+         if (null_or_empty(_join_spec.data_col_names)) {
+            _join_spec.data_col_names = dp.schema.columnNames;
+         }
+         _join_spec.data_col_names = remove_bad_cols(_join_spec.data_col_names);
+         if (null_or_empty(_join_spec.data_col_names)) {
+            _join_spec.data_col_names = dp.schema.columnNames;
+         }
+         if (null_or_empty(_join_spec.projected_col_names)) {
+            _join_spec.projected_col_names = _join_spec.data_col_names;
+         }
+      }
+
      public void init() {
         _join_spec.stream.onChange += _on_stream_cb;
      }
@@ -43,6 +77,7 @@ namespace BCG {
         Log.Gen.info($"NonIncJoinBookkeeper._on_stream_cb dp_obj: {dp_obj}");
         var timer = Stopwatch.StartNew();
         DataPacket dp = (DataPacket)dp_obj;
+         _fill_missing_data(dp);
         if (_schema == null) {
            _schema = dp.schema;
            _join_col_indices = BlueDataUtility.get_column_indices(_schema, _join_spec.join_col_names);
@@ -7,11 +7,12 @@ using System.Threading.Tasks;
 using mbts;

 namespace BCG {
+   // this a collection of data, theres no joining logic in here
   public class NonIncJoinSpec {
      public ViewStream stream;
      // join col names are the names on which the streams are joined (for equality),
      // data col names are the names in the original stream
-      // projected col naes are their new names, ie if its x:l_x, then x is in the 
+      // projected col names are their new names, ie if its x:l_x, then x is in the 
      // data_col_names and l_x in projected cols
      public string[] join_col_names, data_col_names, projected_col_names;

@@ -1,9 +1,8 @@
-using Google.Protobuf.WellKnownTypes;
-
 using System;
-using BCG.Utilities.General;

-namespace BCG {
+using BCG;
+
+namespace bts.SilverPine {
   // Keeps adding changing rows to the stream, hence preserving the history
   // and creating a time series, for example this can be used to make bbo updates
   // into a time series of prices/qty 
@@ -9,161 +9,16 @@ using BCG;
 using System.Linq;
 using System.Data.Entity;
 using System.Collections.Generic;
+using System.Data.SQLite;
+

 namespace bts.SilverPine {

-   public class DataRowWrapperRow : IBlueRow {
-      private readonly DataRow _row;
-      private readonly IBlueTableSchema _schema;
-      private readonly int _id;
-      public DataRowWrapperRow(IBlueTableSchema schema, DataRow row, int id) {
-         _row = row;
-         _id = id;
-         _schema = schema;
-      }
-      public virtual IBlueTableSchema schema { get { return _schema; } }
-
-      public virtual object this[string col_name] {
-         get {
-            ColumnInfo ci = _schema[col_name];
-            return this[ci.colNo];
-         }
-      }
-      public virtual object this[int index] {
-         get {
-            if (_schema[index].colName == "id")
-               return _id;
-            return _row[index];
-         }
-      }
-
-      public virtual int Count { get { return _row.ItemArray.Length; } }
-
-      public virtual bool IsSynchronized { get { return false; } }
-
-      public virtual object SyncRoot { get { return this; } }
-
-      public virtual void CopyTo(Array array, int index) { _row.ItemArray.CopyTo(array, index); }
-
-      public virtual bool IsFixedSize { get { return true; } }
-
-      virtual public bool IsReadOnly { get { return true; } }
-
-      /// <summary>
-      /// The key can either be the string corrsponding to the column name or
-      /// the order of the column
-      /// </summary>
-      public virtual object this[object key] {
-         get {
-            if (key is string)
-               return this[(string)key];
-            else if (key is int)
-               return this[(int)key];
-            throw new BlueDataException("Wrong type while indexing the row");
-         }
-         set { throw new NotSupportedException("The IBlueRow is readonly"); }
-      }
-
-      public virtual ICollection Keys { get { return _schema.columnNames; } }
-
-      public virtual ICollection Values { get { return _row.ItemArray; } }
-
-      public virtual void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
-
-      public virtual void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
-
-      public virtual bool Contains(object key) { return _schema[(string)key] != null; }
-
-      public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
-
-      IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
-
-      public virtual void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
-
-   }
-
-   public class DataTableWrapperTable : IBlueRowCollection {
-
-      public class DataTableWrapperTableEnumerator : IEnumerator {
-         private IEnumerator _enumerator;
-         private IBlueTableSchema _schema;
-         private int _id = 0;
-         public DataTableWrapperTableEnumerator(DataTable table) {
-            _enumerator = table.Rows.GetEnumerator();
-            _schema = BlueDataUtility.getSchema(table);
-
-         }
-         public object Current {
-            get {
-               DataRow r = _enumerator.Current as DataRow;
-               return new DataRowWrapperRow(_schema, r, _id);
-            }
-         }
-         public bool MoveNext() {
-            _id++;
-            return _enumerator.MoveNext();
-         }
-         public void Reset() {
-            _id = 0;
-            _enumerator.Reset();
-         }
-      }
-
-      private readonly DataTable _table;
-      private IBlueTableSchema _schema;
-      private IEnumerator _enumerator;
-
-      public DataTableWrapperTable(DataTable table) {
-         _table = table;
-         _schema = BlueDataUtility.getSchema(_table);
-         _enumerator = new DataTableWrapperTableEnumerator(table);
-      }
-      public virtual IBlueRow this[int id] {
-         get {
-            // its assumed the rows index == id
-            DataRow dr = _table.Rows[id];
-            return new DataRowWrapperRow(_schema, dr, id);
-         }
-         set {
-
-         }
-      }
-
-      public virtual IBlueTableSchema schema { get { return _schema; } }
-
-      public virtual bool containsID(int id) { return id < _table.Rows.Count; }
-
-      // private List<IBlueRow> _rows() {
-      //    List<IBlueRow> rv = new List<IBlueRow>();
-      //    int id = 0;
-      //    foreach (DataRow r in _table.Rows) {
-      //       rv.Add(new DataRowWrapperRow(r, id++));
-      //    }
-      //    return rv;
-      // }
-
-      public virtual IEnumerator GetEnumerator() {
-         // var rows = _rows();
-         // return rows.GetEnumerator();
-         return _enumerator;
-      }
-
-      public virtual bool IsSynchronized { get { return false; } }
-
-      public virtual object SyncRoot { get { return this; } }
-
-      public virtual void CopyTo(Array array, int index) {
-         Log.assert(false);
-         //_rows().CopyTo(array as IBlueRow[], index); 
-      }
-
-      public virtual int Count {
-         get { return _table.Rows.Count; }
-      }
-   }
-
   public static class SQLiteHelper {
-      public static DataTable ExecuteSelectQuery(string connection_string, string query) {
+      public static string location = "C:\\Users\\m_tah\\development\\data\\";
+      public static string db_name = "stream_data.db";
+
+      public static DataTable execute_select_query(string connection_string, string query) {
         // Create a new DataTable to store the results
         DataTable dataTable = new DataTable();

@@ -183,48 +38,85 @@ namespace bts.SilverPine {
               Console.WriteLine("An error occurred: " + ex.Message);
            }
         }
-
         // Return the populated DataTable
         return dataTable;
      }
-   }

-   [DataStreamUserRespresentation("SQLite")]
-   public class SQLiteStream : ViewStream {
-      private readonly string _connection_string, _query;
-      private Stopwatch _stopwatch = new Stopwatch();
-      public SQLiteStream(string connection_string, string query) {
-         _connection_string = connection_string;
-         _query = query;
+      public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query) {
+         var result = new List<Dictionary<string, object>>();
+
+         using (var connection = new SQLiteConnection(connectionString)) {
+            connection.Open();
+
+            // Begin a transaction to optimize read speed
+            using (var transaction = connection.BeginTransaction())
+            using (var command = new SQLiteCommand(query, connection, transaction))
+            using (var reader = command.ExecuteReader()) {
+               while (reader.Read()) {
+                  var row = new Dictionary<string, object>();
+
+                  for (int i = 0; i < reader.FieldCount; i++) {
+                     string columnName = reader.GetName(i);
+                     object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                     row[columnName] = columnValue;
+                  }
+
+                  result.Add(row);
+               }
+
+               // Commit the transaction
+               transaction.Commit();
+            }
+         }
+
+         return result;
      }

+      public static List<Dictionary<string, object>> get_table(string connectionString, string query) {
+         var result = new List<Dictionary<string, object>>();

-      private void _read_from_sqlite_nd_fire() {
-         _stopwatch.Start();
-         DataTable dt = SQLiteHelper.ExecuteSelectQuery(_connection_string, _query);
-         _stopwatch.Stop();
-         Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
-         _stopwatch.Start();
-         IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
-         //IBlueRowCollection rows = new DataTableWrapperTable(dt);
-         _stopwatch.Stop();
-         Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
-         DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
-         myFireEvent(dp);
+         using (var connection = new SQLiteConnection(connectionString)) {
+            try {
+               connection.Open();
+
+               using (var command = new SQLiteCommand(query, connection))
+               using (var reader = command.ExecuteReader()) {
+                  while (reader.Read()) {
+                     var row = new Dictionary<string, object>();
+
+                     for (int i = 0; i < reader.FieldCount; i++) {
+                        string columnName = reader.GetName(i);
+                        object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                        row[columnName] = columnValue;
+                     }
+
+                     result.Add(row);
+                  }
+               }
+            } catch (Exception ex) {
+               Console.WriteLine("An error occurred: " + ex.Message);
+            }
+         }
+         return result;
      }

-      protected override void myOnFirstSubscriber() {
-         _read_from_sqlite_nd_fire();
+      public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query) {
+         using (var connection = new SQLiteConnection(connectionString)) {
+            connection.Open();
+            using (var command = new SQLiteCommand(query, connection))
+            using (var reader = command.ExecuteReader()) {
+               while (reader.Read()) {
+                  var row = new Dictionary<string, object>();
+                  for (int i = 0; i < reader.FieldCount; i++) {
+                     string columnName = reader.GetName(i);
+                     object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                     row[columnName] = columnValue;
+                  }
+                  yield return row;
+               }
+            }
+         }
      }
-
-      protected override void myOnLastSubscriber() {
-         // this value will be cleared by the base class
-         // but in this particular stream this behaviour
-         // is not usefull since any new subscribers 
-         // would force the query to be recreated
-         //myLastDP = myLastValue;
-      }
-
   }
 }

@@ -0,0 +1,73 @@
+namespace bts.SilverPine {
+   using System;
+   using System.Data;
+   using System.Data.SQLite;
+   using System.Diagnostics;
+   using System.Collections;
+
+
+   using BCG;
+
+   [DataStreamUserRespresentation("SQLite")]
+   public class SQLiteStream : ViewStream {
+      private readonly string _connection_string, _query;
+      private Stopwatch _stopwatch = new Stopwatch();
+
+      private SQLiteStream(string connection_string, string query, bool noop) {
+         _connection_string = connection_string;
+         _query = query;
+      }
+
+      public SQLiteStream(string db_name, string query)
+      :
+      this($"Data Source={SQLiteHelper.location}{db_name};Version=3", query, true) { }
+
+      public SQLiteStream(string query)
+      :
+      this(SQLiteHelper.db_name, query) {
+      }
+
+
+      private void _read_from_sqlite_and_fire() {
+         _stopwatch.Start();
+         DataTable dt = SQLiteHelper.execute_select_query(_connection_string, _query);
+         _stopwatch.Stop();
+         Log.Gen.info($"SQLiteStream.ExecuteSelectQuery time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
+         _stopwatch.Restart();
+         #region perf measures
+         // SQLiteHelper.get_table(_connection_string, _query);
+         // _stopwatch.Stop();
+         // Log.Gen.info($"SQLiteStream.get_table time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
+         // _stopwatch.Restart();
+         // SQLiteHelper.ExecuteBulkRead(_connection_string, _query);
+         // _stopwatch.Stop();
+         // Log.Gen.info($"SQLiteStream.ExecuteBulkRead time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
+         // _stopwatch.Restart();
+         // SQLiteHelper.get_table_2(_connection_string, _query);
+         // _stopwatch.Stop();
+         // Log.Gen.info($"SQLiteStream.get_table_2 time to read db: {_stopwatch.ElapsedMilliseconds} msecs");
+         // _stopwatch.Restart();
+         #endregion
+         IBlueRowCollection rows = BCG.BlueDataUtility.toIBlueRowCollection(dt);
+         //IBlueRowCollection rows = new DataTableWrapperTable(dt);
+         _stopwatch.Stop();
+         Log.Gen.info($"SQLiteStream._read_from_sqlite_and_fire time to load into IBlueRowCollection: {_stopwatch.ElapsedMilliseconds} msecs");
+         DataPacket dp = BlueDataUtility.build_dp_inc(rows, myLastValue as DataPacket);
+         myFireEvent(dp);
+      }
+
+      protected override void myOnFirstSubscriber() {
+         _read_from_sqlite_and_fire();
+      }
+
+      protected override void myOnLastSubscriber() {
+         // this value will be cleared by the base class
+         // but in this particular stream this behaviour
+         // is not usefull since any new subscribers 
+         // would force the query to be recreated
+         //myLastDP = myLastValue;
+      }
+
+   }
+
+}
@@ -80,7 +80,7 @@ namespace BCG {

      public IBlueRow map(IBlueRow row) {
         MutableBlueRow rv = new MutableBlueRow(getOutputSchema(row.schema), row);
-         rv.setValue(myConversionColName, mapDateTime(row[myConversionColName], myConversion));
+         rv.setValue(myConversionColName, mapDateTime(row.get_datetime(myConversionColName), myConversion));
         return rv;
         //return BlueDataUtility.getNewReplacedRow(row, mapDateTime(row[myConversionColName], myConversion), myConversionColName);
      }
@@ -4,15 +4,17 @@ namespace bts.SilverPine {
   using BCG;

   using System;
-
+   [DataStreamUserRespresentation("DateTimeExpanderStream")]
   public class DateTimeExpanstionStream : ViewStream {
      public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
         Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
            IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
            rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day");
-            rv = rv.add_column(System.TypeCode.String, $"{inp_col}_month");
-            rv = rv.add_column(System.TypeCode.String, $"{inp_col}_hour");
-            rv = rv.add_column(System.TypeCode.String, $"{inp_col}_min");
+            rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_day_of_month");
+            rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_month");
+            rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_hour");
+            rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_min");
+            rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_seconds_of_day");
            return rv;
         };
         ViewStream rs = new MapStream(parent_stream,
@@ -22,10 +24,12 @@ namespace bts.SilverPine {
            IBlueTableSchema s = get_schema(r.schema);
            MutableBlueRow rv = new MutableBlueRow(s, r);
            rv.setValue($"{inp_col}_date", dt.Date);
-            rv.setValue($"{inp_col}_day", dt.DayOfWeek.ToString());
-            rv.setValue($"{inp_col}_month", dt.Date.Month.ToString());
+            rv.setValue($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
+            rv.setValue($"{inp_col}_day_of_month", dt.Day);
+            rv.setValue($"{inp_col}_month", dt.Date.Month);
            rv.setValue($"{inp_col}_hour", dt.Hour);
-            rv.setValue($"{inp_col}_min", dt.Minute);
+            rv.setValue($"{inp_col}_minute", dt.Minute);
+            rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
            return rv;
         });
         mySetRealSource(rs);
@@ -39,7 +39,7 @@ namespace bts.SilverPine {
         mySetRealSource(rs);
      }

-      // for each row, does a row[new_ol_name] = row[col1] - rows[row_ffset][col2]
+      // for each row, does a row[new_col_name] = row[col1] - rows[row_ffset][col2]
      // we should generlize this for any math operation
      public ColumnDifferenceStream(ViewStream parent_stream, string sort_col_name, int row_offset, string col1, string col2, string diff_col_name, double optional_perc_diff_filter = 0.0) {
         // use GlobalMapStream
@@ -91,19 +91,32 @@ namespace bts.SilverPine {
         DataPacket dp = dp_obj as DataPacket;
         List<IBlueRow> rows = dp.newRows.to_list();
         var f1_rows = rows.Where(r => _f1(r));
-         Log.assert(f1_rows.Count() == 1);
+         //Log.assert(f1_rows.Count() == 1);
         var f2_rows = rows.Where(r => _f2(r));
-         Log.assert(f2_rows.Count() == 1);
-         IBlueRow f1_r = f1_rows.ElementAt(0);
-         IBlueRow f2_r = f2_rows.ElementAt(0);
-         double diff = f1_r.get<double>(_c1) - f2_r.get<double>(_c2);
-         IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
-         BlueTable out_table = new BlueTable(out_schema);
-         MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
-         out_row.setValue("diff", diff);
-         out_table.addRow(out_row);
-         DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
-         myFireEvent(dp_out);
+         //Log.assert(f2_rows.Count() == 1);
+         if (f1_rows != null && f1_rows.Count() > 0 && f2_rows != null && f2_rows.Count() > 0) {
+            IBlueRow f1_r = f1_rows.ElementAt(0);
+            IBlueRow f2_r = f2_rows.ElementAt(0);
+            double diff = f1_r.get<double>(_c1) - f2_r.get<double>(_c2);
+            IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
+            BlueTable out_table = new BlueTable(out_schema);
+            MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
+            out_row.setValue("diff", diff);
+            out_table.addRow(out_row);
+            DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
+            myFireEvent(dp_out);
+         } else {
+            IBlueRow f1_r = rows.ElementAt(0);
+            IBlueRow f2_r = rows.ElementAt(0);
+            double diff = Double.NaN;
+            IBlueTableSchema out_schema = f1_r.schema.add_columns(Tuple.Create(typeof(double), "diff"));
+            BlueTable out_table = new BlueTable(out_schema);
+            MutableBlueRow out_row = new MutableBlueRow(out_schema, f1_r);
+            out_row.setValue("diff", diff);
+            out_table.addRow(out_row);
+            DataPacket dp_out = BlueDataUtility.build_dp(out_table, myLastValue as DataPacket);
+            myFireEvent(dp_out);
+         }

      }
   }
@@ -18,6 +18,7 @@ using System.Text.Json.Nodes;
 using Newtonsoft.Json;
 using BCG;
 using System.Runtime.CompilerServices;
+using bts;

 namespace bts {

@@ -207,6 +208,10 @@ namespace BCG {
         return rv;
      }

+      public static bool contains_column(this IBlueTableSchema input_schema, string col) {
+         return input_schema.columnNames.Contains(col);
+      }
+
      public static IBlueTableSchema add_columns(this IBlueTableSchema input_schema, params Tuple<Type, string>[] cols) {
         List<ColumnInfo> cis = new List<ColumnInfo>(input_schema.columnInfo);
         foreach (Tuple<Type, string> c in cols)
@@ -1719,8 +1724,10 @@ namespace BCG {

      public static int[] get_column_indices(IBlueTableSchema schema, string[] col_names) {
         List<int> rv = new List<int>();
-         foreach (string c in col_names)
+         foreach (string c in col_names) {
+            Log.assert(schema.contains_column(c), $"Could not find col: {c} in table: {schema.tableName}");
            rv.Add(schema[c].colNo);
+         }
         return rv.ToArray();
      }

@@ -2207,23 +2214,53 @@ namespace BCG {
         try {
            if (v == null || v == DBNull.Value)
               return error_val;
-            else {
-               if (v is DateTime)
-                  return (DateTime)v;
-               else if (v is string) {
-                  DateTime rv_dt = error_val;
-                  DateTime.TryParse((string)v, out rv_dt);
+
+            if (v is DateTime) {
+               return (DateTime)v;
+            } else if (v is string) {
+               DateTime rv_dt;
+
+               // Try parsing the string as a DateTime
+               if (DateTime.TryParse((string)v,
+                                     System.Globalization.CultureInfo.InvariantCulture,
+                                     System.Globalization.DateTimeStyles.RoundtripKind,
+                                     out rv_dt)) {
                  return rv_dt;
               } else {
-                  double oa_date = (double)Convert.ChangeType(v, typeof(Double));
-                  return DateTime.FromOADate(oa_date);
+                  return error_val; // Return the error value if parsing fails
               }
+            } else {
+               // Assume the input can be converted to a double and use FromOADate
+               double oa_date = (double)Convert.ChangeType(v, typeof(Double));
+               return DateTime.FromOADate(oa_date);
            }
         } catch {
            return error_val;
         }
      }

+
+      // private static DateTime _get_datetime_value(object v, DateTime error_val) {
+      //    try {
+      //       if (v == null || v == DBNull.Value)
+      //          return error_val;
+      //       else {
+      //          if (v is DateTime)
+      //             return (DateTime)v;
+      //          else if (v is string) {
+      //             DateTime rv_dt = error_val;
+      //             DateTime.TryParse((string)v, out rv_dt);
+      //             return rv_dt;
+      //          } else {
+      //             double oa_date = (double)Convert.ChangeType(v, typeof(Double));
+      //             return DateTime.FromOADate(oa_date);
+      //          }
+      //       }
+      //    } catch {
+      //       return error_val;
+      //    }
+      // }
+
      #endregion

      #region CSV methods
@@ -47,6 +47,11 @@ namespace BCG {
      /// </summary>
      /// <param name="assemblyName"></param>
      public void loadAssembly(string assemblyName) {
+         Func<Type, bool> is_silverpine_only = (t) => {
+            if (!assemblyName.Contains("SharedStreams.dll"))
+               return true;
+            return t.Namespace == "bts.SilverPine";
+         };
         bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assemblyName}");
         if (myAssemblyNames.Contains(assemblyName))
            return;
@@ -56,7 +61,7 @@ namespace BCG {
            Assembly.LoadFrom(assemblyName);

         foreach (Type type in loadedAssembly.GetTypes())
-            if (!type.IsInterface
+            if (!type.IsInterface && is_silverpine_only(type)
               && !type.IsAbstract
               && type.IsSubclassOf(typeof(ViewStream))
               && type.IsPublic) {
@@ -1,60 +1,62 @@
-"user": "bts",
-"pubsub": {
-  "milliseconds_between_sub_info_updates": 1000,
-  "milliseconds_between_time_slice_updates": 5000,
-  "milliseconds_between_no_buffer_space_retries": 100,
-  "retries_on_no_buffer_space": 1,
-  "do_it_all_seconds_between_logs": 0,
-  "heartbeat_interval": 15000,
-  "missing_heartbeats_before_gc": 50,
-  "use_managed_sockets": true,
-  "state_update_period": 5000,
-  "statistics_update_period": 5000,
-  "disposed_connection_check_period": 1000,
-  "message_processing_warning_threshold": 1000,
-  "server_port": 12345,
-  "publisher_routes": [
-    {
-      "name": "default",
-      "server_address": "bts-cloud://192.168.1.80:12345",
-      "tag": ".*"
-    }
-  ],
-  "subscriber_routes": [
-    {
-      "name": "default",
-      "server_address": "bts-cloud://192.168.1.80:12345",
-      "tag": ".*"
-    }
-  ],
-  "max_packet_size": 500000000,
-  "blue_comm_must_die": true,
-  "crushable_tags": [],
-  "tag_type_to_assembly_map": [
-    {
-      "handler_class": "BCG.PubSubServerTagHandler",
-      "assembly": "DataStreamCore.dll"
-    }
-  ],
-  "server_queue": "PubSubQueue",
-  "port_range": {
-    "first": 30400,
-    "last": 31700
-  },
-  "bind_to_random_port": false,
-  "debug_tags": "^NOTAGS$",
-  "latency_report_threshold_ms": 1500,
-  "use_substations": false,
-  "use_dynamic_clients": false,
-  "is_substation": false,
-  "internally_publish_sub_info": true,
-  "use_managed_clients_in_native_code": false,
-  "compressed_tags": "^NOTAGS$",
-  "tags_to_report_compression_ratio": "^NOTAGS$",
-  "disable_msmq": false,
-  "use_prepublished_server_state": false,
-  "ip_translation": null,
-  "gc_activation_threshold": 0,
-  "wait_period_after_gc": 1000
-}
+{
+  "user": "bts",
+  "sparkd": "http://192.168.1.80:8000/config",
+  "pubsub": {
+    "milliseconds_between_sub_info_updates": 1000,
+    "milliseconds_between_time_slice_updates": 5000,
+    "milliseconds_between_no_buffer_space_retries": 100,
+    "retries_on_no_buffer_space": 1,
+    "do_it_all_seconds_between_logs": 0,
+    "heartbeat_interval": 15000,
+    "missing_heartbeats_before_gc": 50,
+    "use_managed_sockets": true,
+    "state_update_period": 5000,
+    "statistics_update_period": 5000,
+    "disposed_connection_check_period": 1000,
+    "message_processing_warning_threshold": 1000,
+    "server_port": 12345,
+    "publisher_routes": [
+      {
+        "name": "default",
+        "server_address": "bts-cloud://192.168.1.80:12345",
+        "tag": ".*"
+      }
+    ],
+    "subscriber_routes": [
+      {
+        "name": "default",
+        "server_address": "bts-cloud://192.168.1.80:12345",
+        "tag": ".*"
+      }
+    ],
+    "max_packet_size": 500000000,
+    "blue_comm_must_die": true,
+    "crushable_tags": [],
+    "tag_type_to_assembly_map": [
+      {
+        "handler_class": "BCG.PubSubServerTagHandler",
+        "assembly": "DataStreamCore.dll"
+      }
+    ],
+    "server_queue": "PubSubQueue",
+    "port_range": {
+      "first": 30400,
+      "last": 31700
+    },
+    "bind_to_random_port": false,
+    "debug_tags": "^NOTAGS$",
+    "latency_report_threshold_ms": 1500,
+    "use_substations": false,
+    "use_dynamic_clients": false,
+    "is_substation": false,
+    "internally_publish_sub_info": true,
+    "use_managed_clients_in_native_code": false,
+    "compressed_tags": "^NOTAGS$",
+    "tags_to_report_compression_ratio": "^NOTAGS$",
+    "disable_msmq": false,
+    "use_prepublished_server_state": false,
+    "ip_translation": null,
+    "gc_activation_threshold": 0,
+    "wait_period_after_gc": 1000
+  }
 }
@@ -36,6 +36,8 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "Bt
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}"
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamQueryAnalyzer", "DataStreamQueryAnalyzer\DataStreamQueryAnalyzer.csproj", "{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -113,5 +115,9 @@ Global
 		{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}.Release|Any CPU.Build.0 = Release|Any CPU
+		{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{BFA5BA5C-927A-41A9-A696-1E2F4B5FFD15}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 EndGlobal
@@ -9,8 +9,90 @@ namespace bts.SilverPine {
   using ZstdSharp.Unsafe;

   public static class ContractUtils {
+      public class FutureTradableContract {
+         public string symbol;
+         public DateTime expiration;
+         public Exchange exchange;
+         public string contract_text;
+      }
+      public class FutureSpreadContract {
+         public List<Tuple<double, bts.SilverPine.ContractUtils.FutureTradableContract>> legs;
+         public string symbol {
+            get {
+               return legs == null || legs.Count == 0 ? String.Empty : legs.ElementAt(0).Item2.symbol;
+            }
+         }
+         public string contract_text;
+      }
+      public class FutureContinousContract {
+         public string symbol;
+         public Exchange exchange;
+      }
+      // this is for all future conytracts belonging to a symbol
+      public class FutureWildcardContract {
+         public string symbol;
+         public Exchange exchange;
+      }
+      public class FutureContract {
+         public FutureWildcardContract wildcard_contract = null;
+         public FutureTradableContract future_tradable_contract = null;
+         public FutureSpreadContract spread_tradable_contract = null;
+         public FutureContinousContract continous_constract = null;
+
+         public FutureContract(string txt) {
+            wildcard_contract = parse_wildcard_contract(txt);
+            if (wildcard_contract != null)
+               return;
+            FutureTradableContract fc = parse_future_contract(txt);
+            if (fc != null) {
+               future_tradable_contract = fc;
+               return;
+            }
+            FutureSpreadContract sc = parse_future_spread_contract(txt);
+            if (sc != null) {
+               spread_tradable_contract = sc;
+               return;
+            }
+            // this is not totally true, since ParseFutureSpreadContract does not
+            // parse ICS spreads
+            continous_constract = new FutureContinousContract() { symbol = txt };
+         }
+         public bool is_continous_contract => continous_constract != null;
+         public string symbol() {
+            if (wildcard_contract != null)
+               return wildcard_contract.symbol;
+            if (continous_constract != null) {
+               return continous_constract.symbol;
+            } else if (future_tradable_contract != null) {
+               return future_tradable_contract.symbol;
+            } else if (spread_tradable_contract != null) {
+               return spread_tradable_contract.symbol;
+            }
+            Log.assert(false);
+            return String.Empty;
+         }
+         public string contract_text {
+            get {
+               if (future_tradable_contract != null)
+                  return future_tradable_contract.contract_text;
+               if (spread_tradable_contract != null)
+                  return spread_tradable_contract.contract_text;
+               return null;
+            }
+         }
+      }
      #region Parsing
-      public static FutureContract ParseFutureContract(string contract_txt, Exchange exchange = Exchange.CME) {
+      public static FutureWildcardContract parse_wildcard_contract(string contract_txt, Exchange exchange = Exchange.CME) {
+         if (contract_txt.EndsWith("*")) {
+            contract_txt = contract_txt.Replace("*", String.Empty);
+            return new FutureWildcardContract() {
+               symbol = contract_txt,
+               exchange = exchange
+            };
+         }
+         return null;
+      }
+      public static FutureTradableContract parse_future_contract(string contract_txt, Exchange exchange = Exchange.CME) {
         // Validate the future string length
         if (!contract_txt.All(c => Char.IsLetterOrDigit(c)))
            return null;
@@ -56,23 +138,24 @@ namespace bts.SilverPine {

         // Create the FutureContract instance and set its properties
         DateTime expiration = new DateTime(year, month, 1);
-         var futureContract = new FutureContract {
+         var futureContract = new FutureTradableContract {
            symbol = symbol,
            expiration = expiration,
-            exchange = exchange
+            exchange = exchange,
+            contract_text = contract_txt
         };

         return futureContract;
      }
      // Method to parse a futures spread, e.g. "CLX4-CLZ4"
-      public static FutureSpreadContract ParseFutureSpreadContract(string spreadString, Exchange exchange = Exchange.CME) {
+      public static FutureSpreadContract parse_future_spread_contract(string contract_txt, Exchange exchange = Exchange.CME) {
         // Split the string by '-' to handle each leg
-         var spreadParts = spreadString.Split('-');
+         var spreadParts = contract_txt.Split('-');
         if (spreadParts.Length < 2) {
            return null; // Not a valid spread format
         }

-         var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureContract>>() };
+         var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureTradableContract>>() };

         foreach (var part in spreadParts) {
            // Split each leg by '*', assuming the format is weight*future or just future
@@ -92,33 +175,32 @@ namespace bts.SilverPine {
            }

            // Parse the future contract
-            var futureContract = ParseFutureContract(futurePart, exchange);
+            var futureContract = parse_future_contract(futurePart, exchange);
            if (futureContract == null) {
               return null; // Failed to parse the future part
            }

            // Add the leg to the spread contract
-            spreadContract.legs.Add(new Tuple<double, FutureContract>(weight, futureContract));
+            spreadContract.legs.Add(new Tuple<double, FutureTradableContract>(weight, futureContract));
         }
-
         return spreadContract;
      }

-      public static ContractType DetermineFutureOrSpread(string contract) {
-         if (contract.Contains("-")) {
-            return ContractType.FutureSpread;
-         } else {
-            return ContractType.Future;
-         }
-      }
+      // public static ContractType DetermineFutureOrSpread(string contract) {
+      //    if (contract.Contains("-")) {
+      //       return ContractType.FutureSpread;
+      //    } else {
+      //       return ContractType.Future;
+      //    }
+      // }
      #endregion

      public static ContractType get_type(string contract_txt) {
-         FutureContract fc = ParseFutureContract(contract_txt);
+         FutureTradableContract fc = parse_future_contract(contract_txt);
         if (fc != null) {
            return ContractType.Future;
         }
-         FutureSpreadContract sc = ParseFutureSpreadContract(contract_txt);
+         FutureSpreadContract sc = parse_future_spread_contract(contract_txt);
         if (sc != null) {
            return ContractType.FutureSpread;
         }
@@ -133,11 +215,11 @@ namespace bts.SilverPine {
      }

      public static Tuple<ContractCategory, string> get_symbol_category(string symbol) {
-         ContractUtils.FutureContract fc = ParseFutureContract(symbol);
+         ContractUtils.FutureTradableContract fc = parse_future_contract(symbol);
         if (fc != null) {
            return Tuple.Create(ContractCategory.FutureString, fc.symbol);
         }
-         var sc = ParseFutureSpreadContract(symbol);
+         var sc = parse_future_spread_contract(symbol);
         if (sc != null) {
            return Tuple.Create(ContractCategory.FutureString, sc.symbol);
         }
@@ -165,18 +247,6 @@ namespace bts.SilverPine {
      public enum Exchange {
         CME
      }
-      public class FutureContract {
-         public string symbol;
-         public DateTime expiration;
-         public Exchange exchange;
-      }
-      public class FutureSpreadContract {
-         public List<Tuple<double, bts.SilverPine.ContractUtils.FutureContract>> legs;
-         public string symbol {
-            get {
-               return legs == null || legs.Count == 0 ? String.Empty : legs.ElementAt(0).Item2.symbol;
-            }
-         }
-      }
+
   }
 }
@@ -1,35 +1,105 @@
-namespace BCG {
+namespace bts.SilverPine {
   using BCG.Utilities.General;

-   using bts.api;
-   using bts.api.domain;
-   using bts.api.synthetic;
   using bts.md;
-   using bts.spark;
-   using bts.utils;
-
-   using mbts;
-   using mbts.co2;
-   using mbts.config;
-   using mbts.spark;
-   using mbts.ui;
-
-   using Spark.Core.Data;
-   using Spark.Core.Disposables;
+   using BCG;
   using Spark.Core.Reactive;

   using System;
-   using System.Collections.Concurrent;
   using System.Collections.Generic;
-   using System.Collections.ObjectModel;
   using System.Linq;
   using System.Reactive.Linq;
   using bts.api.core;
   using Spark.Api.MarketData;

   using SecurityKey = System.UInt32;
-   using System.Data;
-   using System.Reflection.Metadata;
+   using System.Data.Entity.Infrastructure;
+
+   public class FakeBBOStream : ViewStream, IWorker {
+      private string _symbol;
+      public BlueTable _table = new BlueTable(BBOStream._bbo_schema);
+      private DateTime _last_fired_time = DateTime.MinValue;
+      private TimeSpan _period = TimeSpan.FromMilliseconds(333);
+      private double _start_price;
+      private double _inc;
+      private int _total_count = 5;
+      private Random _rnd = new Random(DateTime.Now.Millisecond);
+      private string[] _months = new string[]{
+         "F","G", "H", "J","K", "M", "N","Q","U","V","X","Z"
+      };
+      private ViewStreamDatabase _vsd;
+      public FakeBBOStream(string contract_type, string exchange, string symbol, double start_price, double inc)
+      :
+      this(contract_type, exchange, symbol, start_price, inc, ViewStreamDatabase.instance) { }
+
+      public FakeBBOStream(string contract_type, string exchange, string symbol, double start_price, double inc, ViewStreamDatabase vsd) {
+         _symbol = symbol;
+         _start_price = start_price;
+         _inc = inc;
+         _vsd = vsd;
+         Log.assert(contract_type.ToLower() == "future");
+      }
+
+      protected override void myOnFirstSubscriber() {
+         _vsd.addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber() {
+         _vsd.removeWorker(this);
+      }
+
+      private bool _random_truefase() {
+         int r = _rnd.Next(0, 100);
+         return r % 2 == 0;
+      }
+
+      private IBlueRow _perturb_row(IBlueRow er) {
+         MutableBlueRow rv = new MutableBlueRow(er);
+         double bid_price = rv.get<double>("bid_price");
+         bid_price += _inc;
+         double ask_price = bid_price + _inc;
+         rv.setValue("bid_price", bid_price);
+         rv.setValue("ask_price", ask_price);
+         return rv;
+      }
+
+      public void doWork() {
+         if (DateTime.Now - _last_fired_time < _period)
+            return;
+         _last_fired_time = DateTime.Now;
+         if (_table.Count == 0) {
+            // first fire_symbol
+            string year_code = DateTime.Now.Year.ToString().Last().ToString();
+            for (int i = 0; i < _total_count; i++) {
+               string month_code = _months[i % _months.Length];
+               string sec = $"{_symbol}{month_code}{year_code}";
+               double bid_price = _start_price + _rnd.Next(-10, 10) * _inc;
+               double ask_price = bid_price + _inc;
+               BlueRow nr = new BlueRow(_table.schema, _table.Count, _table.Count, sec,
+                                       bid_price, _rnd.Next(1, 10),
+                                       ask_price, _rnd.Next(1, 10));
+               _table.addRow(nr);
+               var dp = BlueDataUtility.build_dp(new BlueTable(_table), myLastValue as DataPacket);
+               myFireEvent(dp);
+            }
+         } else {
+            BlueTable deleted_rows = new BlueTable(_table.schema);
+            BlueTable added_rows = new BlueTable(_table.schema);
+            // go through all rows, select some at random, add them to deleted, get
+            // the replaced one and add it to added, updates table state and fire
+            for (int i = 0; i < _table.Count; i++) {
+               if (_random_truefase()) {
+                  IBlueRow er = _table[i];
+                  IBlueRow nr = _perturb_row(er);
+                  _table.deleteRow(er);
+                  _table.addRow(nr);
+               }
+            }
+            var dp = BlueDataUtility.build_dp_inc(new BlueTable(_table), myLastValue as DataPacket, true);
+            myFireEvent(dp);
+         }
+      }
+   }

   [DataStreamUserRespresentation("bbo")]
   public class BBOStream : ViewStream, IWorker {
@@ -39,7 +109,7 @@ namespace BCG {
      private int _id = 0;
      IReadOnlyDictionary<SecurityKey, BookTuple> _cached_state = null;
      MarketDataClient _md_client;
-      private readonly IBlueTableSchema _bbo_schema = BlueDataUtility.form_schema("bbo",
+      internal static IBlueTableSchema _bbo_schema = BlueDataUtility.form_schema("bbo",
                                                Tuple.Create("id", TypeCode.Int32),
                                                Tuple.Create("sec_key", TypeCode.UInt32),
                                                Tuple.Create("sec", TypeCode.String),
@@ -54,9 +124,11 @@ namespace BCG {
      }

      public BBOStream(ViewStreamDatabase vsd) {
-         bts.Log.Gen.info("BBOStream.cons");
-         _vsd = vsd;
-         _md_client = new MarketDataClient(new MDSource(TimeSpan.FromSeconds(0.5)));
+         // bts.Log.Gen.info("BBOStream.cons");
+         // _vsd = vsd;
+         // _md_client = new MarketDataClient(new MDSource(TimeSpan.FromSeconds(0.5)));
+         FakeBBOStream rs = new FakeBBOStream("Future", "CME", "ES", 5000, 0.25, vsd);
+         mySetRealSource(rs);
      }

      protected override void myOnFirstSubscriber() {
@@ -0,0 +1,249 @@
+namespace bts.SilverPine {
+   using BCG;
+
+   using System.Runtime.CompilerServices;
+
+   using ZstdSharp.Unsafe;
+
+   public class DateTimeRange {
+      public readonly DateTime range_beg;
+      public readonly DateTime range_end;
+      public DateTimeRange(DateTime range_beg_, DateTime range_end_) {
+         range_beg = range_beg_;
+         range_end = range_end_;
+      }
+      public static DateTimeRange parse(string range_beg_, string range_end_) {
+         DateTime range_beg = String.IsNullOrEmpty(range_beg_) ? DateTime.MinValue : DateTime.Parse(range_beg_);
+         DateTime range_end = String.IsNullOrEmpty(range_end_) ? DateTime.MaxValue : DateTime.Parse(range_end_);
+         return new DateTimeRange(range_beg, range_end);
+      }
+   }
+
+   public class FutureBarsLoader {
+      public static string get_db_table_name(BarSize bar_size, string symbol, bool is_continous) {
+         switch (bar_size) {
+            case BarSize.ONE_DAY: {
+                  if (is_continous) {
+                     return $"bars_future_{symbol}_continous_1day";
+                  } else
+                     return $"bars_future_{symbol}_all_1day";
+               }
+            case BarSize.ONE_MIN: {
+                  if (is_continous) {
+                     return $"bars_future_{symbol}_continous_1min";
+                  } else
+                     return $"bars_future_{symbol}_all_1min";
+               }
+         }
+         Log.assert(false);
+         return null;
+      }
+   }
+   public enum BarSize {
+      ONE_DAY = 0,
+      ONE_MIN
+   }
+
+   [DataStreamUserRespresentation("FuturesHistorical1DayBars")]
+   public class FuturesHistorical1DayBarsStream : ViewStream {
+
+      // this gets the raw bars for a symbol (perhaps make it into a raw bars stream?)
+      public FuturesHistorical1DayBarsStream(string symbol) :
+      this(symbol, DateTime.MinValue, DateTime.MaxValue) { }
+
+      // creates the non raw stream (ie for tradable contract, or continous contract)
+      public FuturesHistorical1DayBarsStream(string future_contract, DateTime range_beg, DateTime range_end)
+     : this(new ContractUtils.FutureContract(future_contract), new DateTimeRange(range_beg, range_end)) { }
+
+      // this creates a tradable contracts bars  streams or continous contracts stream. if get_all_rows is true, 
+      // it gets the raw table with all contracts for that symbol
+      public FuturesHistorical1DayBarsStream(ContractUtils.FutureContract future_contract,
+                                             DateTimeRange dt_range) {
+         DateTime beg = dt_range.range_beg;//.ToUniversalTime(),
+         DateTime end = dt_range.range_end;//.ToUniversalTime();
+         beg = beg.Date;
+         end = end.Date.Add(new TimeSpan(23, 59, 59));
+         // this returns rows from beg and end inclusive
+         Func<string, SQLiteStream> get_sqlite_str = (table_name) => {
+            string range_beg_iso8601 = beg.ToString("yyyy-MM-ddTHH:mm:ss"),
+               range_end_iso8601 = end.ToString("yyyy-MM-ddTHH:mm:ss");
+            string sql_str = $"select * from {table_name} where ts_event >= '{range_beg_iso8601}' AND ts_event <= '{range_end_iso8601}'";
+            return new SQLiteStream(SQLiteHelper.db_name, sql_str);
+         };
+         string symbol = future_contract.symbol();
+         if (future_contract.wildcard_contract != null) {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, future_contract.symbol(), false);
+            ViewStream rs = get_sqlite_str(table_name);
+            //rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
+            mySetRealSource(rs);
+            return;
+         }
+         if (future_contract.wildcard_contract != null) {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, future_contract.symbol(), false);
+            ViewStream rs = get_sqlite_str(table_name);
+            //rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
+            mySetRealSource(rs);
+            return;
+         }
+         if (future_contract.is_continous_contract) {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, symbol, true);
+            ViewStream rs = get_sqlite_str(table_name);
+            //rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
+            mySetRealSource(rs);
+            return;
+         } else {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_DAY, future_contract.symbol(), false);
+            ViewStream rs = get_sqlite_str(table_name);
+            //rs = new DateStandardizationStream(rs, "ts_event", DateConversion.ChopTime);
+            //TODO: filter it 
+            rs = new FilterStream(rs, $"symbol = '{future_contract.contract_text}'");
+            mySetRealSource(rs);
+         }
+      }
+   }
+
+   [DataStreamUserRespresentation("FuturesHistorical1MinBars")]
+   public class FuturesHistorical1MinuteBarsStream : ViewStream {
+      // same as the above but for one min
+      // this gets the raw bars for a symbol
+      public FuturesHistorical1MinuteBarsStream(string symbol) :
+      this(symbol, DateTime.MinValue, DateTime.MaxValue) { }
+
+      // creates the non raw stream (ie for tradable contract, or continous contract)
+      public FuturesHistorical1MinuteBarsStream(string future_contract, DateTime range_beg, DateTime range_end)
+     : this(new ContractUtils.FutureContract(future_contract), new DateTimeRange(range_beg, range_end)) { }
+
+      // this creates a tradable contracts bars  streams or continous contracts stream. if get_all_rows is true, 
+      // it gets the raw table with all contracts for that symbol
+      public FuturesHistorical1MinuteBarsStream(ContractUtils.FutureContract future_contract,
+                                             DateTimeRange dt_range) {
+         Func<string, SQLiteStream> get_sqlite_str = (table_name) => {
+            string range_beg_iso8601 = dt_range.range_beg.ToString("yyyy-MM-ddTHH:mm:ss"),
+               range_end_iso8601 = dt_range.range_end.ToString("yyyy-MM-ddTHH:mm:ss");
+            //string sql_str = $"select * from {table_name} where DATE(ts_event) >= '{range_beg_iso8601}' AND DATE(ts_event) <= '{range_end_iso8601}'";
+            string sql_str = $"select * from {table_name} where ts_event >= '{range_beg_iso8601}' AND ts_event <= '{range_end_iso8601}'";
+            return new SQLiteStream(SQLiteHelper.db_name, sql_str);
+         };
+         string symbol = future_contract.symbol();
+         if (future_contract.wildcard_contract != null) {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_MIN, future_contract.symbol(), false);
+            ViewStream rs = get_sqlite_str(table_name);
+            mySetRealSource(rs);
+            return;
+         }
+         if (future_contract.is_continous_contract) {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_MIN, symbol, true);
+            ViewStream rs = get_sqlite_str(table_name);
+            mySetRealSource(rs);
+            return;
+         } else {
+            string table_name = FutureBarsLoader.get_db_table_name(BarSize.ONE_MIN, future_contract.symbol(), false);
+            ViewStream rs = get_sqlite_str(table_name);
+            // TODO: filter
+            rs = new FilterStream(rs, $"symbol = '{future_contract.contract_text}'");
+            mySetRealSource(rs);
+         }
+      }
+   }
+
+   [DataStreamUserRespresentation("FutureHistoricalBars")]
+   public class FutureHistoricalBarsStream : ViewStream {
+      public FutureHistoricalBarsStream(string fut_contract, string range_beg, string range_end) {
+         DateTime dt_range_beg = DateTime.Parse(range_beg);
+         DateTime dt_range_end = DateTime.Parse(range_end);
+         TimeSpan diff = dt_range_end - dt_range_beg;
+         BarSize bar_size = diff < TimeSpan.FromDays(1.0) ? BarSize.ONE_MIN : BarSize.ONE_DAY;
+         ViewStream rs = new FutureHistoricalBarsStream(fut_contract, bar_size.ToString(), dt_range_beg, dt_range_end);
+         mySetRealSource(rs);
+      }
+      public FutureHistoricalBarsStream(string fut_contract, string bar_size)
+      : this(fut_contract, bar_size, DateTime.MinValue, DateTime.MaxValue) { }
+
+      public FutureHistoricalBarsStream(string fut_contract, string bar_size,
+                                        string dt_range_beg, string dt_range_end)
+                                        : this(fut_contract, bar_size, DateTime.Parse(dt_range_beg),
+                                        DateTime.Parse(dt_range_end)) { }
+
+      public FutureHistoricalBarsStream(string fut_contract, string bar_size,
+                                        DateTime dt_range_beg, DateTime dt_range_end)
+                                        :
+      this(new ContractUtils.FutureContract(fut_contract), Enum.Parse<BarSize>(bar_size, true),
+         new DateTimeRange(dt_range_beg, dt_range_end)) { }
+
+      public FutureHistoricalBarsStream(ContractUtils.FutureContract fut_contract, BarSize bar_size,
+                                        DateTimeRange dt_range) {
+         switch (bar_size) {
+            case BarSize.ONE_DAY: {
+                  ViewStream rs = new FuturesHistorical1DayBarsStream(fut_contract, dt_range);
+                  mySetRealSource(rs);
+                  break;
+               }
+            case BarSize.ONE_MIN: {
+                  ViewStream rs = new FuturesHistorical1MinuteBarsStream(fut_contract, dt_range);
+                  mySetRealSource(rs);
+                  break;
+               }
+         }
+      }
+   }
+
+   [DataStreamUserRespresentation("FuturePriceDiff")]
+   public class FutureHistoricalBarsPriceDiffStream : ViewStream {
+
+      public FutureHistoricalBarsPriceDiffStream(string future_contract, string dt1, string dt2)
+      :
+      this(new ContractUtils.FutureContract(future_contract), DateTime.Parse(dt1), DateTime.Parse(dt2), "close", ViewStreamDatabase.instance) {
+      }
+
+
+      public FutureHistoricalBarsPriceDiffStream(string future_contract, DateTime dt1, DateTime dt2)
+      :
+      this(new ContractUtils.FutureContract(future_contract), dt1, dt2, "close", ViewStreamDatabase.instance) {
+      }
+
+      public FutureHistoricalBarsPriceDiffStream(string future_contract, DateTime dt1, DateTime dt2, string col)
+      :
+      this(new ContractUtils.FutureContract(future_contract), dt1, dt2, col, ViewStreamDatabase.instance) {
+      }
+
+
+      public FutureHistoricalBarsPriceDiffStream(ContractUtils.FutureContract fc, DateTime dt1, DateTime dt2, string col, ViewStreamDatabase vsd) {
+         BarSize bsize = dt2 - dt1 >= TimeSpan.FromDays(1.0) ? BarSize.ONE_DAY : BarSize.ONE_MIN;
+         ViewStream rs = new FutureHistoricalBarsStream(fc, BarSize.ONE_DAY, new DateTimeRange(dt1, dt2));
+
+         rs = new ColumnDifferenceStream(rs, r => {
+            DateTime r_dt = r.get_datetime("ts_event");
+            var rv = dt1.Equals(r_dt);
+            return rv;
+         },
+         //r => dt2.Equals(r.get_datetime("ts_event")), col, col);
+         r => {
+            DateTime r_dt = r.get_datetime("ts_event");
+            var rv = dt2.Equals(r_dt);
+            return rv;
+         }, col, col);
+         rs = new NewProjectStream(rs, "diff !");
+         mySetRealSource(rs);
+      }
+   }
+
+   // takes the contract name and expands it into multuiple columns corresponding to the contracts.
+   // the contract columns are a union, of all properties with some of them empty
+   public class ContractExpanderStream : ViewStream {
+      private static IBlueTableSchema map_schema(IBlueTableSchema schema) {
+         return schema.add_column(TypeCode.String, "contract_type");
+      }
+      public ContractExpanderStream(ViewStream parent_str, string contract_col_name) {
+         ViewStream rs = new MapStream(parent_str, (schema) => map_schema(schema),
+         r => {
+            string contract = r.get<string>(contract_col_name);
+            var ct = ContractUtils.get_type(contract);
+            MutableBlueRow rv = new MutableBlueRow(map_schema(r.schema), r);
+            rv.setValue("contract_type", ct.ToString());
+            return rv;
+         });
+         mySetRealSource(rs);
+      }
+   }
+
+}
@@ -0,0 +1,46 @@
+using BCG;
+
+namespace bts.SilverPine {
+   /*
+      ----------------------------------------------------------------------
+                                  *Expression*
+      ----------------------------------------------------------------------
+          //r=FutureHistoricalBars("ES*", "02/01/2024 09:30 AM", "02/01/2024 09:30 PM")
+          r=FutureHistoricalBars("ES*","One_Day", 02/01/2024, 02/01/2025)
+          r=contractExpander(r,"symbol")
+          r=filter(r,"contract_type='FutureSpread'")
+          r=aggregate(r,"symbol","volume:Sum","ts_event")
+          r=aggregate(r,"volume_sum:Max")
+          r=newProject(r,"volume_sum_max:volume symbol !")
+
+      ----------------------------------------------------------------------
+                                    *Schema*
+      ----------------------------------------------------------------------
+          symbol                          System.String
+          id                              System.Int32
+          volume                          System.Double
+   */
+
+   [DataStreamUserRespresentation("VolumeAgg")]
+   public class VolumeAggregationStream : ViewStream {
+      public VolumeAggregationStream(string future_contract, string contract_type, DateTime range_beg, DateTime range_end)
+      : this(future_contract, contract_type, range_beg, range_end, ViewStreamDatabase.instance) { }
+
+      public VolumeAggregationStream(string future_contract, string contract_type, string range_beg, string range_end)
+      :
+      this(future_contract, contract_type, DateTime.Parse(range_beg), DateTime.Parse(range_end), ViewStreamDatabase.instance) { }
+
+      public VolumeAggregationStream(string future_contract, string contract_type, DateTime range_beg, DateTime range_end, ViewStreamDatabase db) {
+         future_contract = future_contract.EndsWith("*") ? future_contract : future_contract + "*";
+         ViewStream r;
+         r = new FutureHistoricalBarsStream(future_contract,
+                                             range_beg.ToString(), range_end.ToString());
+         r = new ContractExpanderStream(r, "symbol");
+         r = new FilterStream(r, $"contract_type='{contract_type}'");
+         r = new NonIncGroupByStream(r, "symbol", "volume:Sum", "ts_event");
+         r = new NonIncGroupByStream(r, "volume_sum:Max");
+         r = new NewProjectStream(r, "volume_sum_max:volume symbol !");
+         mySetRealSource(r);
+      }
+   }
+}
@@ -1,68 +1,117 @@
+// namespace bts.SilverPine {
+//    using bts;
+//    using BCG;
+//    using MongoDB.Driver.Linq;
+//    using System.ComponentModel.DataAnnotations;
+//    using ZstdSharp.Unsafe;
+
+//    [DataStreamUserRespresentation("VWAP")]
+//    public class VWAPStream : ViewStream {
+//       // returns the VWAP stream for each contract 
+//       private static ViewStream build_vwap_stream(string symbol, DateTime begin_dt, DateTime end_dt) {
+//          var ohlcv_params = OHLCVStream.get_params(begin_dt, end_dt);
+//          ViewStream ohlc_str = new OHLCVStream(symbol, ohlcv_params);
+//          // stream is grouped per contract and then vwap is calculated per contract
+//          GlobalMapStream rs = new GlobalMapStream(ohlc_str, "ts_event", "contract",
+//          (rows, idx) => {
+//             Log.Gen.info($"VWAPStream.GlobalMapStream delegate n_rows: {rows.Count} idx: {idx}");
+//             IBlueRow ir = rows.ElementAt((int)idx);
+//             var sel_rows = rows.Skip((int)idx).Where(r => r.get_datetime("ts_event") >= end_dt && r.get_datetime("ts_event") <= begin_dt);
+//             var volumeprices = sel_rows.Select(r => Tuple.Create(r.get<int>("volume"), r.get<double>("close"))).ToList();
+//             double vwap = IndicatorCalc.calculate_VWAP(volumeprices);
+//             IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "vwap"));
+//             MutableBlueRow nr = new MutableBlueRow(schema, ir);
+//             //vwap = -313.987;
+//             nr.setValue("vwap", vwap);
+//             return nr;
+//          });
+//          return rs;
+//       }
+//       // the args want dt1 > dt2, if its nto we, swap them
+//       static void swap_if_necessary(ref DateTime dt1, ref DateTime dt2) {
+//          if (dt1 < dt2) {
+//             DateTime aux = dt1;
+//             dt1 = dt2;
+//             dt2 = aux;
+//          }
+//       }
+
+//       // this assumes the ohlc_str has diff contracts
+//       public VWAPStream(string symbol_or_contract, DateTime begin_dt, DateTime end_dt) {
+//          swap_if_necessary(ref begin_dt, ref end_dt);
+//          Tuple<ContractUtils.ContractCategory, string> ccat_sym_contr = ContractUtils.get_symbol_category(symbol_or_contract);
+//          string symbol = String.Empty;
+//          symbol = ccat_sym_contr.Item2;
+//          var ohlcv_params = OHLCVStream.get_params(begin_dt, end_dt);
+//          ViewStream vwap_str = build_vwap_stream(symbol, begin_dt, end_dt);
+//          // vwap_str now has vwap for all contracts. if the arg was a symbol, we need to filter it for the active contract,
+//          // whihc we do with FutureActivesContractStream. If the arg was a contract we'll simply filter it
+//          ViewStream rs = vwap_str;
+//          switch (ccat_sym_contr.Item1) {
+//             case ContractUtils.ContractCategory.FutureString:
+//             case ContractUtils.ContractCategory.SpreadString:
+//                rs = new FilterStream(vwap_str, r => r.get<string>("contract").CompareTo(ccat_sym_contr.Item2) == 0);
+//                break;
+//             case ContractUtils.ContractCategory.Symbol:
+//                rs = new FuturesActiveContractStream(vwap_str);
+//                break;
+//          }
+//          rs = new FilterStream(rs, r => r.get_datetime("ts_event").CompareTo(begin_dt) == 0);
+//          rs = new NewProjectStream(rs, "! vwap");
+//          mySetRealSource(rs);
+//       }
+
+//       public VWAPStream(string symbol_or_contract, string begin_dt, string end_dt)
+//       :
+//       this(symbol_or_contract, DateTime.Parse(begin_dt), DateTime.Parse(end_dt)) { }
+//    }
+// }
+
+using System;
+
+using BCG;
+
+using bts.api;
+
 namespace bts.SilverPine {
-   using bts;
-   using BCG;
-   using MongoDB.Driver.Linq;
-   using System.ComponentModel.DataAnnotations;
-   using ZstdSharp.Unsafe;
+   /*
+      ----------------------------------------------------------------------
+                                  *Expression*
+      ----------------------------------------------------------------------
+          //nl("Find Settlement price of the SP500 future in the first week of 2023.")
+
+          r=FutureHistoricalBars("ES", "One_Day", "1/1/2024", "2/1/2024")
+          r=math(r, "vprice = volume * close")
+          r=aggregate(r, "vprice:Sum, volume:Sum")
+          r=math(r, "vwap = vprice_sum / volume_sum")
+          r=newProject(r, "vwap !")
+
+      ----------------------------------------------------------------------
+                                    *Schema*
+      ----------------------------------------------------------------------
+          id                              System.Int32
+          vwap                            System.Double
+   */

   [DataStreamUserRespresentation("VWAP")]
   public class VWAPStream : ViewStream {
-      // returns the VWAP stream for each contract 
-      private static ViewStream build_vwap_stream(string symbol, DateTime begin_dt, DateTime end_dt) {
-         var ohlcv_params = OHLCVStream.get_params(begin_dt, end_dt);
-         ViewStream ohlc_str = new OHLCVStream(symbol, ohlcv_params);
-         // stream is grouped per contract and then vwap is calculated per contract
-         GlobalMapStream rs = new GlobalMapStream(ohlc_str, "ts_event", "contract",
-         (rows, idx) => {
-            Log.Gen.info($"VWAPStream.GlobalMapStream delegate n_rows: {rows.Count} idx: {idx}");
-            IBlueRow ir = rows.ElementAt((int)idx);
-            var sel_rows = rows.Skip((int)idx).Where(r => r.get_datetime("ts_event") >= end_dt && r.get_datetime("ts_event") <= begin_dt);
-            var volumeprices = sel_rows.Select(r => Tuple.Create(r.get<int>("volume"), r.get<double>("close"))).ToList();
-            double vwap = IndicatorCalc.calculate_VWAP(volumeprices);
-            IBlueTableSchema schema = ir.schema.add_columns(Tuple.Create(typeof(double), "vwap"));
-            MutableBlueRow nr = new MutableBlueRow(schema, ir);
-            //vwap = -313.987;
-            nr.setValue("vwap", vwap);
-            return nr;
-         });
-         return rs;
-      }
-      // the args want dt1 > dt2, if its nto we, swap them
-      static void swap_if_necessary(ref DateTime dt1, ref DateTime dt2) {
-         if (dt1 < dt2) {
-            DateTime aux = dt1;
-            dt1 = dt2;
-            dt2 = aux;
-         }
-      }
-
-      // this assumes the ohlc_str has diff contracts
-      public VWAPStream(string symbol_or_contract, DateTime begin_dt, DateTime end_dt) {
-         swap_if_necessary(ref begin_dt, ref end_dt);
-         Tuple<ContractUtils.ContractCategory, string> ccat_sym_contr = ContractUtils.get_symbol_category(symbol_or_contract);
-         string symbol = String.Empty;
-         symbol = ccat_sym_contr.Item2;
-         var ohlcv_params = OHLCVStream.get_params(begin_dt, end_dt);
-         ViewStream vwap_str = build_vwap_stream(symbol, begin_dt, end_dt);
-         // vwap_str now has vwap for all contracts. if the arg was a symbol, we need to filter it for the active contract,
-         // whihc we do with FutureActivesContractStream. If the arg was a contract we'll simply filter it
-         ViewStream rs = vwap_str;
-         switch (ccat_sym_contr.Item1) {
-            case ContractUtils.ContractCategory.FutureString:
-            case ContractUtils.ContractCategory.SpreadString:
-               rs = new FilterStream(vwap_str, r => r.get<string>("contract").CompareTo(ccat_sym_contr.Item2) == 0);
-               break;
-            case ContractUtils.ContractCategory.Symbol:
-               rs = new FuturesActiveContractStream(vwap_str);
-               break;
-         }
-         rs = new FilterStream(rs, r => r.get_datetime("ts_event").CompareTo(begin_dt) == 0);
-         rs = new NewProjectStream(rs, "! vwap");
-         mySetRealSource(rs);
-      }
-
-      public VWAPStream(string symbol_or_contract, string begin_dt, string end_dt)
+      public VWAPStream(string symbol_or_contract, DateTime beg_dt, DateTime end_dt)
      :
-      this(symbol_or_contract, DateTime.Parse(begin_dt), DateTime.Parse(end_dt)) { }
+      this(symbol_or_contract, beg_dt, end_dt, ViewStreamDatabase.instance) { }
+
+      public VWAPStream(string symbol_or_contract, DateTime beg_dt, DateTime end_dt, ViewStreamDatabase db) {
+         var fc = new ContractUtils.FutureContract(symbol_or_contract);
+         ViewStream r = new FutureHistoricalBarsStream(fc, BarSize.ONE_DAY, new DateTimeRange(beg_dt, end_dt));
+
+         r = new MathStream(r,
+                 "vprice = volume * close");
+         r = new NonIncGroupByStream(r,
+                                      "vprice:Sum, volume:Sum");
+         r = new MathStream(r,
+                             "vwap = vprice_sum / volume_sum");
+         r = new NewProjectStream(r,
+                                   "vwap !");
+         mySetRealSource(r);
+      }
   }
-}
+}
@@ -75,4 +75,36 @@ namespace bts.SilverPine {
         mySetRealSource(rs);
      }
   }
+}
+
+
+namespace bts.SilverPine {
+   using BCG;
+
+   using bts.api;
+
+   using Newtonsoft.Json.Serialization;
+
+   [DataStreamUserRespresentation("FuturesContinousContract")]
+   public class FuturesContinousContractStream : ViewStream {
+      // the argument is symbol, like "ES" etc and not the contract itself
+      public FuturesContinousContractStream(string symbol) : this(symbol, ViewStreamDatabase.instance) { }
+      public FuturesContinousContractStream(string symbol, ViewStreamDatabase db) {
+         ViewStream r = new FuturesHistorical1DayBarsStream(symbol);
+         // filtering for futures only
+         r = new FilterStream(r, r => {
+            string contract = r.get<string>("symbol");
+            var fc = new ContractUtils.FutureContract(contract);
+            return fc.future_tradable_contract != null;
+         });
+         r = new NonIncGroupByStream(r,
+                                      "ts_event",
+                                      "volume:Max");
+         r = new NewProjectStream(r,
+                                   "ts_event symbol !");
+         r = new SortStream(r,
+                             "-ts_event");
+         mySetRealSource(r);
+      }
+   }
 }
@@ -2,6 +2,93 @@ namespace bts.SilverPine {
   using bts;
   using BCG;
   using MongoDB.Driver;
+
+   // OHLCV request breakdown
+   // symbol_or_contract (if symbol, get continous, otherwise get raw and filter it)
+   // bar_size (one min, one day)
+   // live/historic
+   // time range
+
+   // internal code oranization only
+   public class OHLCV_1min_stream : ViewStream {
+
+      public OHLCV_1min_stream(string symbol_or_contract, string range_beg, string range_end) :
+      this(symbol_or_contract, DateTime.Parse(range_beg), DateTime.Parse(range_end)) { }
+
+      public OHLCV_1min_stream(string symbol_or_contract, DateTime range_beg, DateTime range_end) {
+         Func<string, bool, SQLiteStream> get_sqlite_str = (symbol, is_continous_contracts) => {
+            string table_name = is_continous_contracts ? $"ohlcv_1min_{symbol}_continous" : $"{symbol}_ohlcv_1min";
+            string db_str = $"Data Source={SQLiteHelper.location}{SQLiteHelper.db_name};Version=3";
+            string range_beg_iso8601 = range_beg.ToString("yyyy-MM-ddTHH:mm:ss"),
+               range_end_iso8601 = range_end.ToString("yyyy-MM-ddTHH:mm:ss");
+            string sql_str = $"select * from {table_name} where DATE(ts_event) >= '{range_beg_iso8601}' AND DATE(ts_event) <= '{range_end_iso8601}'";
+            return new SQLiteStream(db_str, sql_str);
+         };
+
+         Tuple<ContractUtils.ContractCategory, string> tup = ContractUtils.get_symbol_category(symbol_or_contract);
+         var contract_cat = tup.Item1;
+         switch (contract_cat) {
+            case ContractUtils.ContractCategory.Symbol: {
+                  ViewStream res = get_sqlite_str(tup.Item2, true);
+                  mySetRealSource(res);
+                  // this creates the continous stream for 1 min bars, but we store it in the DB, so we just read it from it
+                  // ViewStream ohlcv_1min = get_sqlite_str(tup.Item2, false);
+                  // // the following is whats written to the DB in the _contionous table
+                  // ohlcv_1min = new DateTimeExpanstionStream(ohlcv_1min, "ts_event");
+                  // ViewStream active_contr_str = new FuturesActiveContractStream(tup.Item2);
+                  // ViewStream res = new NonIncJoinStream(ohlcv_1min, "ts_event_date symbol", "ts_event ts_event_date symbol open high low close volume",
+                  //                                     active_contr_str, "ts_event contract", "ts_event:date contract:continous_contract");
+                  // res = new NullFilterStream(res, "continous_contract", true);
+                  // res = new NewProjectStream(res, "ts_event date continous_contract open high low close volume !");
+                  // mySetRealSource(res);
+                  break;
+               }
+            default: {
+                  ViewStream sql_str = get_sqlite_str(tup.Item2, false);
+                  ViewStream rs = new FilterStream(sql_str, $"symbol='{symbol_or_contract}'");
+                  // filter here
+                  mySetRealSource(rs);
+                  break;
+               }
+         }
+      }
+   }
+
+   // this is to make bigger bars form smaller bars. Right now the assumption it only works
+   // with symbols vs contracts, and the 1min <= aggregation_period < 1day
+   [DataStreamUserRespresentation("OHLCVAggregated")]
+   public class OHLCVAggregatedStream : ViewStream {
+      public OHLCVAggregatedStream(string symbol, string agregation_period, string range_beg, string range_end) :
+      this(symbol, TimeBasedFilter.parse_duration(agregation_period), DateTime.Parse(range_beg), DateTime.Parse(range_end)) {
+      }
+
+      public OHLCVAggregatedStream(string symbol, TimeSpan aggregation_period, DateTime range_beg, DateTime range_end) {
+         Tuple<ContractUtils.ContractCategory, string> tup = ContractUtils.get_symbol_category(symbol);
+         Log.assert(tup.Item1 == ContractUtils.ContractCategory.Symbol);
+         if (aggregation_period < TimeSpan.FromDays(1.0) &&
+            aggregation_period > TimeSpan.FromMinutes(1.0)) {
+            ViewStream r = new OHLCV_1min_stream(symbol, range_beg, range_end);
+            r = new DateTimeExpanstionStream(r,
+                                              "ts_event");
+            double tot_secs = aggregation_period.TotalSeconds;
+            r = new MathStream(r,
+                                $"bucket = Floor(ts_event_seconds_of_day / {tot_secs})");
+            r = new NonIncGroupByStream(r,
+                                         "bucket",
+                                         // column:operation
+                                         "open:first, high:max, low:min, close:last, volume:sum",
+                                         "ts_event");
+            r = new SortStream(r,
+                                "-ts_event");
+            mySetRealSource(r);
+         } else {
+            // fix it later
+            Log.assert(false);
+         }
+      }
+   }
+
+
   [DataStreamUserRespresentation("OHLCV")]
   // This stream retreives the OHLCV table as is, and fires it as-is. 
   // The only logic here is as follows:
@@ -80,12 +167,13 @@ namespace bts.SilverPine {
         switch (ohlcv_params.type) {
            case OHLCVType.LIVE:
            case OHLCVType.LIVE_AND_HISTORIC:
+               // TODO
               Log.assert(false);
               break;
            case OHLCVType.HISTORIC:
               // TODO: assuming 1 day only for historic               
               string table_name = get_table_from_barsize(ohlcv_params.bar_size, symbol);// $"{symbol}_OHLCV_1DAY";
-               //string table_name = $"{symbol}_{ohlcv_params.bar_size}";
+                                                                                         //string table_name = $"{symbol}_{ohlcv_params.bar_size}";
               string db_str = $"Data Source={_location}{_db_name};Version=3";
               string sql_str = $"select * from {table_name}";
               // "Data Source=C:\\Users\\m_tah\\development\\data\\stream_data.db;Version=3;"
@@ -111,6 +199,11 @@ namespace bts.SilverPine {
      :
      this(symbol, Enum.Parse<OHLCVBarSize>(bar_size)) { }

+      // aggregates the bars
+      public OHLCVStream(string symbol, TimeSpan agregation_period) {
+
+      }
+


   }
@@ -3,49 +3,22 @@ namespace bts.SilverPine {

   using bts;

-   using DnsClient.Protocol;
-
-   using MongoDB.Driver;
-
   [DataStreamUserRespresentation("Settlement")]
   public class SettlementPriceStream : ViewStream {

      public SettlementPriceStream(string future_name, string date_txt)
-      : this(future_name, date_txt, String.Empty) { }
+      : this(future_name, date_txt, date_txt) { }

      public SettlementPriceStream(string future_name, string begin_dt, string end_dt)
      : this(future_name, DateTime.Parse(begin_dt).Date, DateTime.Parse(end_dt).Date) { }

      public SettlementPriceStream(string symbol_or_contract, DateTime begin_dt)
-      : this(symbol_or_contract, begin_dt, DateTime.MinValue) { }
+      : this(symbol_or_contract, begin_dt, begin_dt) { }

      public SettlementPriceStream(string symbol_or_contract, DateTime begin_dt, DateTime end_dt) {
-         // DateTime begin_dt = DateTime.Parse(begin_dt_txt);
-         // DateTime end_dt = String.IsNullOrEmpty(end_dt_txt) ? DateTime.MinValue : DateTime.Parse(end_dt_txt);
-         Tuple<ContractUtils.ContractCategory, string> ccat_sym_contr = ContractUtils.get_symbol_category(symbol_or_contract);
-         ContractUtils.ContractCategory contr_cat = ccat_sym_contr.Item1;
-         string symbol = ccat_sym_contr.Item2;
-         ViewStream settl_str = new OHLCVStream(symbol);
-         // TODO: close != settlement, get settlement from somewhere
-         ViewStream rs = new NewProjectStream(settl_str, "close:settlement");
-         switch (contr_cat) {
-            case ContractUtils.ContractCategory.FutureString:
-            case ContractUtils.ContractCategory.SpreadString:
-               rs = new FilterStream(settl_str, r => r.get<string>("contract").CompareTo(symbol_or_contract) == 0);
-               break;
-            case ContractUtils.ContractCategory.Symbol:
-               rs = new FuturesActiveContractStream(settl_str);
-               break;
-         }
-         if (DateTime.MinValue.Equals(end_dt)) {
-            rs = new FilterStream(rs, r => r.get_datetime("ts_event").CompareTo(begin_dt) == 0);
-         }
-         rs = new FilterStream(rs, r => {
-            DateTime dt = r.get_datetime("ts_event");
-            return dt <= begin_dt && dt >= end_dt;
-         });
-         rs = new MathStream(rs, "settlement = close * 1.0");
-         rs = new NewProjectStream(rs, " ! ts_event:date settlement");
+         ContractUtils.FutureContract fc = new ContractUtils.FutureContract(symbol_or_contract);
+         ViewStream rs = new FutureHistoricalBarsStream(fc, BarSize.ONE_DAY, new DateTimeRange(begin_dt, end_dt));
+         rs = new NewProjectStream(rs, "symbol ts_event:date close:settlement !");
         mySetRealSource(rs);
      }

@@ -41,70 +41,74 @@
      },
      {
         "category": "VWAP",
-         "description": "This is a few shot learning example for an NL to DSL. The DSL function in question is VWAP (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil, or ES for SP 500) or a specific future contract like crude oil Dec 24 future (CLZ4) or SP 500 Dec 2024 (ESZ4). The second argument is where the VWAP has to be calculated (also the beginning of the time window), and the third argument is datetime specifying the end of the time window. So, for example, a 20-day VWAP on 9/30/2023, the first argument will be 9/30/2023, and the third argument will be 9/10/2023 (20 days prior). This will also have datetimes expressed as Today, Yesterday, Last Friday, Last Sunday, etc. For the purpose of this few-shot prompts, let's assume today is 10/11/2024.",
+         "description": "This is a few shot learning example for an NL to DSL. The DSL function in question is VWAP (symbol_or_contract, perio_end_date, period_start_date). The first argument is a future (like CL, for crude oil, or ES for SP 500) or a specific future contract like crude oil Dec 24 future (CLZ4) or SP 500 Dec 2024 (ESZ4). The second and third argument define the end and start of the VWAP period, respectively. So for example, if we are calculating the 10 day VWAP on 10/15/2023, the period will be from 10/15/2023 going back to 10/05/2023. so the second argument will 10/05/2023 and the third argument will be 10/15/2023. The NL prompt  will also have datetimes expressed as Today, Yesterday, Last Friday, Last Sunday, First day of quarter, Today etc. You will need to translate these as dates that need to be passed to the VWAP DSL function. ",
         "prompt": "What was the VWAP for SP 500 Future over the past 30 days?",
         "examples": [
            {
               "natural_language": "Find the 20 day VWAP of the SP future on 04/22/2023.",
-               "dsl": "VWAP(\"ES\", 4/22/2023, 4/02/2023)"
+               "dsl": "VWAP(\"ES\", 4/02/2023, 4/22/2023)"
            },
            {
               "natural_language": "Find Yesterday's 10 day VWAP of the Crude Oil Future.",
-               "dsl": "VWAP(\"CL\", 10/10/2024, 10/1/2024)"
+               "dsl": "VWAP(\"CL\", 10/01/2024, 10/10/2024)"
            },
            {
               "natural_language": "Find today's 30-day VWAP of the 10 year treasury future.",
-               "dsl": "VWAP(\"ZN\", 10/11/2024, 9/11/2024)"
+               "dsl": "VWAP(\"ZN\", 9/11/2024, 10/11/2024)"
            },
            {
               "natural_language": "Find the 10 hour VWAP of the Natural Gas future from yesterday at 5:00 PM.",
-               "dsl": "VWAP(\"NG\", 9/27/2024 17:00:00, 9/27/2024 7:00:00)"
+               "dsl": "VWAP(\"NG\", 9/27/2024 7:00:00, 9/27/2024 17:00:00)"
            }
         ]
      },
      {
-         "category": "Price Diff",
-         "description": "This is a few shot learning example for an NL to DSL. The DSL function in question is OHLCVPriceDiff (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). The second and third arguments are dates, that the function finds the difference of prices at. Assume today is 10/15/2024",
-         "prompt": "What is the difference in  SP 500 Future from July 10th to July 14th?",
+         "category": "FuturePriceDiff",
+         "description": "This is a few-shot learning example for an NL to DSL. The DSL function in question is FuturePriceDiff(symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil, or ES for SP 500 and so on and so forth) or a specific future contract like crude oil Dec 24 future (CLZ4). The second and third arguments are datetimes (usually dates) that the function finds the difference of prices at. If the dates are given like \"first day of quarter\", \"first week of August\" I expect you to convert them into exact dates since the function only takes specific dates. The second argument should be the smaller datetime and the 3rd argument should be the end of the range, ie the higher one. Any prompt asking for price difference or price move should call FuturePriceDiff. If the dates you compute to pass to FuturePriceDiff are dates on which futures exchange might be closed (like 1/1, 12/25, Thanksgiving etc)  please adjust the date to the nearest viable trading date, for example if the date falls on christmas day, change it to 12/24 and so on and so on and so forth, or the date happens to be a saturday or sunday, change it to Friday or Monday depending on which is closest",
+         "prompt": "What is the difference in SP 500 Future from July 10th to July 14th?",
         "examples": [
            {
               "natural_language": "What is the difference in ZN price from July 10th to July 14th?",
-               "dsl": "OHLCVPriceDiff(\"ZN\", 7/14/2024, 7/10/2024)"
+               "dsl": "FuturePriceDiff(\"ZN\", 7/10/2024, 7/14/2024)"
            },
            {
               "natural_language": "What is the price difference in SP Future price from Sept 10th and Sept 5th?",
-               "dsl": "OHLCVPriceDiff(\"ES\", 9/10/2024, 9/5/2024)"
+               "dsl": "FuturePriceDiff(\"ES\", 9/5/2024, 9/10/2024)"
            },
            {
               "natural_language": "What is the price difference in Natural Gas Dec Future price from Aug 30th and Aug 20th?",
-               "dsl": "OHLCVPriceDiff(\"NGZ4\", 8/30/2024, 8/20/2024)"
+               "dsl": "FuturePriceDiff(\"NGZ4\", 8/20/2024, 8/30/2024)"
+            },
+            {
+               "natural_language": "What is the price move in  SP 500 Future from Aug 30th 2023 to October 10th 2023",
+               "dsl": "FuturePriceDiff(\"ES\", 8/30/2023, 10/10/2023)"
+            },
+            {
+               "natural_language": "What is the price move in  SP 500 Future during teh first quarter of last year",
+               "dsl": "FuturePriceDiff(\"ES\", 1/1/2023, 3/31/2023)"
            }
         ]
      },
      {
-         "category": "Absolute Volume",
-         "description": "this is a few shot learning example for an NL to DSL. The DSL function in question is AbsVolume(symbol, ContractType, datetime1, datetime2), which computes the highest volume in the date range, specified by datetime1, and datetime2. The first argument is a future symbol (like CL for crude oil, ES for SP 500 etc).  The second argument is the ContractType, which is \"Future\" for futures and \"FutureSpread\" for future spreads. the 3rd argument is the begin date and the 4th argument is the end date, between which the max volume is computed. If no future is specified use \"*\" from the first arugment. For this prompt, assume today is 10/11/2024 ",
+         "category": "Aggregate Volume",
+         "description": "this is a few shot learning example for an NL to DSL. The DSL function in question is VolumeAgg(symbol, contract_type, datetime1, datetime2), which computes the highest volume in the date range, specified by datetime1, and datetime2. The first argument is a future symbol (like CL for crude oil, ES for SP 500 etc).  The second argument is the ContractType, which is \"Future\" for futures and \"FutureSpread\" for future spreads. the 3rd argument is the begin date and the 4th argument is the end date, between which the max volume is computed. If no future is specified use \"*\" from the first arugment.",
         "prompt": "Which  SP 500 Future traded the most between 7/14/2024 and 7/10/2024",
         "examples": [
            {
-               "natural_language": "Which SP Future traded the most between 7/14/2024 and 7/10/2024",
-               "dsl": "AbsVolume(\"ES\", \"Future\", 7/14/2024, 7/10/2024)"
+               "natural_language": "Which SP Future traded the most between 7/10/2024 and 7/14/2024",
+               "dsl": "VolumeAgg(\"ES\", \"Future\", 1/1/2024, 1/7/2024)"
            },
            {
-               "natural_language": "Which Gold Spread traded the most between Today and Sept 20th",
-               "dsl": "AbsVolume(\"GC\", \"FutureSpread\", 10/1/2024, 9/20/2024)"
+               "natural_language": "Which Gold Spread traded the most in the first month of this year",
+               "dsl": "VolumeAgg(\"GC\", \"FutureSpread\", 1/1/2024, 1/31/2024)"
            },
            {
-               "natural_language": "Which 10 year Spread traded the highest volume last week?",
-               "dsl": "AbsVolume(\"ZN\", \"FutureSpread\", 9/27/2024, 9/23/2024)"
+               "natural_language": "Which 10 year Spread traded the highest volume last week to now?(in this example(only) we are assuming today is 11/26/2024)",
+               "dsl": "VolumeAgg(\"ZN\", \"FutureSpread\", 11/19/2024, 11/26/2024)"
            },
            {
-               "natural_language": "Which Corn Spread traded the most today?",
-               "dsl": "AbsVolume(\"ZC\", \"FutureSpread\", 10/1/2024, 10/1/2024)"
-            },
-            {
-               "natural_language": "Which Gold Future traded the most today?",
-               "dsl": "AbsVolume(\"GC\", \"Future\", 9/30/2024, 9/30/2024)"
+               "natural_language": "Which Corn Spread traded the most today (in this example(only) we are assuming today is 11/26/2024)?",
+               "dsl": "VolumeAgg(\"ZC\", \"FutureSpread\", 11/26/2024, 11/26/2024)"
            }
         ]
      },
@@ -218,6 +222,17 @@
               "dsl": "r=standardDeviation(\"ZN\", \"30d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
            }
         ]
+      },
+      {
+         "category": "Price Movement",
+         "description": "This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking for the average price movement for e-minis (aka ES aka SP Futures aka SP 500 Futures)) on Wednesday between 9:30 am and 9:40 AM?  the multiline DSL is as follows (along with the explaination in comments before each line, dont include the comments in the asnwer):  //following line gets the 1 min ohlcv bars of ES \n r=OHLCV_1min_stream(\"ES\")\n //this passes it to the filter stream, which filters the rows for Wednesday, and time bw 9:30 and 9:40.\nr=filter(r,\"ts_event_day = 'Wednesday' and ts_event_hour = 9 and ts_event_min >= 30 and ts_event_min < 40\")\n// this aggregates it using the date as the agregation key, it find the max of the column called high, and the low of the column called min, to find the max and the min prices in that time window\nr=aggregate(r, \"ts_event_date\", \"high: max, low: min\")\n/// this then passes the previous result to the math stream operator which calculates the move, which is the difference between high_max and low_min (columns that were added from the previous aggregate)\nr=math(r,\"move = high_max - low_min\")\n// At the end we compute the mean of the move column, notice this is the total mean, so we are not providing an aggregation col to agregate\nr=aggregate(r, \"move:mean\")\n// we project out every col by the ! operator and call rename move_mean as average_vol\nr=newProject(r,\"move_mean:average_move !\")",
+         "prompt": "What is the average price movement for SP Futures (ES) on Wednesday between 9:30 am and 9:40 AM ?",
+         "examples": [
+            {
+               "natural_language": "What is the average price movement for SP Futures (ES) on Wednesday between 9:30 am and 9:40 AM?",
+               "dsl": "r=OHLCV_1min_stream(\"ES\")\nr=filter(r,\"ts_event_day = 'Wednesday' and ts_event_hour = 9 and ts_event_min >= 30 and ts_event_min < 40\")\nr=aggregate(r, \"ts_event_date\", \"high: max, low: min\")\nr=math(r,\"move = high_max - low_min\")\nr=aggregate(r, \"move:mean\")\nr=newProject(r,\"move_mean:average_move !\")"
+            }
+         ]
      }
   ]
 }
@@ -1,4 +1,4 @@
-namespace sbts.SilverPine {
+namespace bts.SilverPine {
   using BCG;

   using bts;
@@ -1,56 +1,42 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.10)
 project(Spark.Admin.WebApp)

+include(GNUInstallDirs)
 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateJs.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateFs.cmake)

-# dependencies
-set(PROTO_GLOBS
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_PROTO_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
  ../lib/api/*.proto
  ../lib/api/services/*.proto
  ../lib/domain_model/*.proto
  ../lib/sparkproto/*.proto
  ../lib/md/protos/*.proto
  ../../externals/linux/include/google/protobuf/descriptor.proto
-  ../../externals/linux/include/google/protobuf/timestamp.proto)
+  ../../externals/linux/include/google/protobuf/timestamp.proto
+)

-file(
-  GLOB_RECURSE _proto_rel_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _proto_abs_SOURCES
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _ts_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.ts)
-
-file(
-  GLOB_RECURSE _fs_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.fs)
+add_custom_command(
+  OUTPUT ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+  COMMAND npm install --include=dev
+  DEPENDS ${CMAKE_CURRENT_SOURCE_DIR}/package.json
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+)

 set(_tools ${CMAKE_SOURCE_DIR}/tools)
 set(_quiet_exec ${_tools}/quiet_exec.sh)
 set(_venv_exec ${_tools}/venv_exec.sh)
 set(_tools_py ${CMAKE_SOURCE_DIR}/tools/py)

-# The tsconfig file is generated as a function of the cmake build type, and
-# binary dir. Depending on the build type, it extends either
-# 'tsconfig.debug.json' or 'tsconfig.release.json'.
 set(_tsconfig_base "${CMAKE_CURRENT_SOURCE_DIR}/tsconfig.$<IF:$<CONFIG:Debug>,debug,release>.json")
-set(WEBPACK_MODE $<IF:$<CONFIG:Debug>,"development","production">)
 set(_tsconfig "${CMAKE_CURRENT_BINARY_DIR}/tsconfig.json")

 set(_venv_python ${CMAKE_SOURCE_DIR}/.venv/bin/python)
 set(_gen_tsconfig_py ${_tools_py}/gen_tsconfig.py)
 set(_build_admin_web_app_py ${_tools_py}/build_admin_web_app.py)
-
-set(_gen_tsconfig_deps ${_venv_exec} ${_venv_python} ${_gen_tsconfig_py} ${_tsconfig_base})
-
 set(_build_admin_web_app_deps
  ${_quiet_exec}
  ${_venv_exec}
@@ -60,49 +46,142 @@ set(_build_admin_web_app_deps
  ${CMAKE_CURRENT_SOURCE_DIR}/webpack.config.js
  ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs
  ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
-  ${_proto_rel_SOURCES}
+  ${${PROJECT_NAME}_PROTO_SOURCES}
  ${_api_ts_SOURCES}
  ${_ui_fs_SOURCES}
  ${_tsconfig})

 update_deps_file("${_build_admin_web_app_deps}")

-function(npm_install path)
-  add_custom_command(
-    OUTPUT ${path}/package-lock.json
-    COMMAND "npm" ARGS "install" "--include=dev"
-    DEPENDS ${path}/package.json
-    WORKING_DIRECTORY ${path}
-    COMMENT "Run 'npm install' in ${path}")
-endfunction()
-
-npm_install(${CMAKE_CURRENT_SOURCE_DIR})
-
 add_custom_command(
  OUTPUT ${_tsconfig}
  COMMAND ${_venv_exec}
  ARGS
-  ${_venv_python}
-  ${_gen_tsconfig_py}
-  --config-base ${_tsconfig_base}
-  --config-out ${_tsconfig}
-  --build-out ${CMAKE_CURRENT_BINARY_DIR}
-  DEPENDS ${_gen_tsconfig_deps})
+    ${_venv_python}
+    ${_gen_tsconfig_py}
+    --config-base ${_tsconfig_base}
+    --config-out ${_tsconfig}
+    --build-out ${CMAKE_CURRENT_BINARY_DIR}
+  DEPENDS
+    ${_venv_exec}
+    ${_venv_python}
+    ${_gen_tsconfig_py}
+    ${_tsconfig_base}
+    ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+)
+
+protobuf_generate_js(
+  TARGET_NAME generate_js_protos
+  PROTO_INCLUDE_DIRS
+    ..
+    ../../externals/linux/include
+  PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
+  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/proto.js
+)
+
+protobuf_generate_fs(
+  TARGET_NAME generate_fs_protos
+  PROTO_INCLUDE_DIRS
+    ..
+    ../../externals/linux/include
+  PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
+  OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}/fable
+)
+
+# Each input file maps to multiple output files with different extensions
+# (js, js.map, d.ts, fs). Transpile ts -> d.ts (and js), then d.ts -> fs.
+# Who knew front-end development could be so complicated? `\_(=_=)_/`
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_TS_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  src/*.ts
+)
+set(${PROJECT_NAME}_JS_PROTOS)
+set(${PROJECT_NAME}_TS_PROTOS)
+set(${PROJECT_NAME}_FS_PROTOS)
+foreach(_ts_source ${${PROJECT_NAME}_TS_SOURCES})
+  get_filename_component(_ts_source_we ${_ts_source} NAME_WE)
+  set(_prefix ${CMAKE_CURRENT_BINARY_DIR}/${_ts_source_we})
+  list(APPEND ${PROJECT_NAME}_JS_PROTOS ${_prefix}.js ${_prefix}.js.map)
+  list(APPEND ${PROJECT_NAME}_TS_PROTOS ${_prefix}.d.ts ${_prefix}.d.ts.map)
+  list(APPEND ${PROJECT_NAME}_FS_PROTOS ${_prefix}.fs)
+  add_custom_command(
+    OUTPUT ${_prefix}.fs
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND npx --no-install ts2fable ${_prefix}.d.ts ${_prefix}.fs
+    DEPENDS ${_prefix}.d.ts
+  )
+endforeach()

 add_custom_command(
-  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
-  COMMAND ${_quiet_exec}
-  ARGS
-  ${_venv_exec}
-  ${_venv_python}
-  ${_build_admin_web_app_py}
-  --protos ${_proto_abs_SOURCES}
-  --tsconfig ${_tsconfig}
-  --mode ${WEBPACK_MODE}
-  --output-dir ${CMAKE_CURRENT_BINARY_DIR}
-  COMMENT "Building Spark.Admin.WebApp"
-  DEPENDS ${_build_admin_web_app_deps})
+  OUTPUT
+    ${${PROJECT_NAME}_JS_PROTOS}
+    ${${PROJECT_NAME}_TS_PROTOS}
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+  COMMAND npx
+    --no-install tsc
+    -p ${_tsconfig}
+  DEPENDS
+    ${_tsconfig}
+    ${CMAKE_CURRENT_BINARY_DIR}/proto.js
+)
+add_custom_target(
+  transpile_type_script
+  ALL
+  DEPENDS
+    ${${PROJECT_NAME}_JS_PROTOS}
+    ${${PROJECT_NAME}_TS_PROTOS}
+)
+add_custom_target(generate_fsts_stubs ALL DEPENDS ${${PROJECT_NAME}_FS_PROTOS})

-add_custom_target(admin_web_app_bundle ALL DEPENDS ${CMAKE_CURRENT_BINARY_DIR}/bundle.js)
+sym_link_dir(
+  TARGET_NAME link_webapp_public
+  SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/public
+  DEST ${CMAKE_CURRENT_BINARY_DIR}/public
+)
+sym_link_dir(
+  TARGET_NAME link_webapp_root
+  SOURCE ${CMAKE_CURRENT_BINARY_DIR}
+  DEST ${CMAKE_SOURCE_DIR}/build/Spark.Admin.WebApp
+)
+
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_FS_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  src/*.fs
+)
+add_custom_command(
+  OUTPUT
+    ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
+    $<$<CONFIG:DEBUG>:${CMAKE_CURRENT_BINARY_DIR}/bundle.js.map>
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/src
+  COMMAND dotnet restore
+  COMMAND dotnet tool restore
+  COMMAND export SPARK_ADMIN_WEB_APP_OUTPUT_DIR=${CMAKE_CURRENT_BINARY_DIR}
+  COMMAND dotnet fable -o ${CMAKE_CURRENT_BINARY_DIR} --verbose
+  COMMAND npm run build -- --mode $<IF:$<CONFIG:Debug>,"development","production">
+  DEPENDS
+    ${${PROJECT_NAME}_FS_SOURCES}
+    ${${PROJECT_NAME}_FS_PROTOS}
+    ${CMAKE_CURRENT_SOURCE_DIR}/src/Spark.Admin.WebApp.fsproj
+)
+add_custom_target(
+  bundle_spark_admin_webapp ALL
+  DEPENDS
+    ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
+    $<$<CONFIG:DEBUG>:${CMAKE_CURRENT_BINARY_DIR}/bundle.js.map>
+  COMMENT "Bundling Spark.Admin.WebApp"
+)
+
+# Exclude 'public' dir because it is a symlink
+install(
+  DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}"
+  DESTINATION "${CMAKE_INSTALL_BINDIR}"
+  PATTERN "public" EXCLUDE
+)
+# Install actual (non-symlinked) 'public' dir
+install(
+  DIRECTORY "${CMAKE_CURRENT_SOURCE_DIR}/public"
+  DESTINATION "${CMAKE_INSTALL_BINDIR}/${PROJECT_NAME}"
+)

-install(DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}" DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
@@ -42,7 +42,7 @@
    "ts-loader": "^9.4.2",
    "tsutils": "^3.21.0",
    "typescript": "^4.9.5",
-    "webpack-cli": "^5.0.1",
+    "webpack-cli": "^5.1.4",
    "webpack-dev-server": "^4.11.1",
    "ws": "^8.12.1"
  }
@@ -17,7 +17,7 @@ type Tab =
  | PositionManagementTab
  | MarginTab

-let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.SIM; |]
+let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.OKX; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.SIM; |]

 let securityTypes = [| SecurityType.SPOT; SecurityType.FUTURE; SecurityType.OPTION; SecurityType.SPREAD; |]

@@ -74,6 +74,11 @@ type TaifexExchangeField =
  | Origin of CustomerOrFirm
  | ClearingAccount of string

+type OkxExchangeField =
+  | CTI of CTICode
+  | Origin of CustomerOrFirm
+  | ClearingAccount of string
+
 type SIMExchangeField =
  | CTI of CTICode
  | Origin of CustomerOrFirm
@@ -8,6 +8,7 @@ using MathNet.Numerics.Providers.FourierTransform;
 using BCG;
 using System.Windows.Automation;
 using bts.collections;
+using mbts.co2;

 namespace mbts.spark {
   // Publishes theos for all options (on the side, also publishes the theos for TC2).
@@ -114,13 +115,59 @@ namespace mbts.spark {
            }
            sym_theos.set_data(k, tp);
         }
+         _override_theos(ref rv);
         foreach (var kv in rv) {
            _bb.post(SparkTags.TC2Tags.LiveTheosTag(kv.Key), kv.Value);
         }
      }

+      private void _override_theos(ref Dictionary<(string, Venue), ExpStrikeKeyedData<TheoPoint>> theos) {
+         if (_compute_midmarket) {
+            SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
+            foreach (var kv in theos) {
+               string sym = kv.Key.Item1;
+               Venue exchange = kv.Key.Item2;
+               foreach (var t in kv.Value.get_data_linearly()) {
+                  DateTime exp = t.first;
+                  double strike = t.second;
+                  TheoPoint tp = t.third;
+                  var call_sec_md = sc_data.get_option(exchange, sym, exp, strike, PutOrCall.Call);
+                  {
+                     double bid_price, ask_price;
+                     float bid_sz, ask_sz;
+                     call_sec_md.Value.md.get_bbo(out bid_price, out bid_sz, out ask_price, out ask_sz);
+                     double call_mid = (bid_price + ask_price) / 2;
+                     tp.call = call_mid;
+                  }
+                  {
+                     var put_sec_md = sc_data.get_option(exchange, sym, exp, strike, PutOrCall.Put);
+                     double bid_price, ask_price;
+                     float bid_sz, ask_sz;
+                     put_sec_md.Value.md.get_bbo(out bid_price, out bid_sz, out ask_price, out ask_sz);
+                     double put_mid = (bid_price + ask_price) / 2;
+                     tp.put = put_mid;
+                  }
+               }
+            }
+            //replace theos with market bid
+            // get it from the bus and override
+         } else {
+            // do nothing, passes unchanged
+         }
+      }
+
+      private bool _compute_midmarket {
+         get {
+            return true;
+         }
+      }
+

      private void _interp_and_publish() {
+         // int i = 0;
+         // if (i < Int32.MaxValue) {
+         //    return;
+         // }
         var timer = Stopwatch.StartNew();
         var res = new Dictionary<uint, GreeksTuple>();
         var driver_map = _bb.read_state(_drivers_tag);
@@ -3,6 +3,8 @@ using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;

+using Apache.Arrow;
+
 using bts;
 using bts.api;
 using bts.collections;
@@ -161,11 +163,11 @@ namespace mbts.spark {
         if (!sec_md_map.TryGetValue(id.Value, out sec_md)) {
            return null;
         }
-         NativePriceSize bid, ask;
-         ulong time = 0;
-         sec_md.md.get_bbo(ref time, out bid, out ask);
+         double bid_price, ask_price;
+         float bid_sz, ask_sz;
+         sec_md.md.get_bbo(out bid_price, out bid_sz, out ask_price, out ask_sz);
         return Tuple.Create(sec_md.security,
-                             new VolSurfaceMDUnit(bid, ask, sec_md.md.fixing_price));
+                             new VolSurfaceMDUnit(bid_price, bid_sz, ask_price, ask_sz, sec_md.md.fixing_price));
      }

      public Tuple<SecurityImmutable, VolSurfaceMDUnit> get_exp_md(SecurityExpiration sec_exp) {
@@ -281,5 +281,16 @@ namespace mbts.spark {
         else
            return tp.put + (tp.pdelta * driver_diff) + (0.5 * tp.pgamma * driver_diff * driver_diff);
      }
+
+      public static TheoPoint extrapolate(TheoPoint tp, double driver, bool is_call) {
+         TheoPoint rv = tp.Clone() as TheoPoint;
+         double h = driver - tp.driver;
+         if (is_call) {
+            rv.call = tp.call + h * (tp.cdelta);
+         } else {
+            rv.put = tp.put + h * (tp.cdelta);
+         }
+         return rv;
+      }
   }
 }
@@ -13,7 +13,7 @@ namespace mbts.analytics {
   // prices (specified in the vs settings).
   // It has public setters that get
   // 1. contracts
-   // 2. vs inout
+   // 2. vs input
   // 3. exp params(drivers, interst rate etc)
   // 4. driver prices
   // 5. vol time
@@ -0,0 +1,243 @@
+using bts.api;
+
+using mbts.co2;
+
+using System;
+using System.Diagnostics;
+using System.IO;
+using System.IO.Pipes;
+using System.Text;
+using System.Threading;
+
+namespace bts {
+   public class LocalMDConsumerHandle : mbts.co2.IMDConsumerHandle {
+      private readonly SecurityImmutable _sec;
+      private readonly LocalMDDaemon.BBO _bbo;
+      // private static NativePriceSize bid_nps = new NativePriceSize(new IntPrice(123.45), Convert.ToSingle(100));
+      // private static NativePriceSize ask_nps = new NativePriceSize(new IntPrice(123.46), Convert.ToSingle(100));
+      public LocalMDConsumerHandle(SecurityImmutable sec, LocalMDDaemon.BBO bbo) {
+         _sec = sec;
+         _bbo = bbo;
+      }
+
+      public UInt32 key => _sec.Id;
+      // The exchange key can change at CBOE. This numeric_id will always be correct
+      public ulong numeric_id => Convert.ToUInt64(_sec.Cboe.ExchangeId);
+
+      public void set_bbo(double bid_price, UInt32 bid_qty, double ask_price, UInt32 ask_qty) {
+         _bbo.bid_price = bid_price;
+         _bbo.bid_qty = bid_qty;
+         _bbo.ask_price = ask_price;
+         _bbo.ask_qty = ask_qty;
+      }
+
+      public bool is_heart_beating => true;
+      public bool has_depth => true;
+
+      // This property exists for specific performance optimization purposes
+      // Most callers should just use get_bbo/get_depth
+      public ulong market_timestamp => 0;
+      public ulong misc_timestamp => 0;
+
+      public ulong total_volume => 0;
+
+      public double settlement_price => Double.NaN;
+      public DateTime settlement_date => DateTime.Now;
+      public double previous_settlement_price => Double.NaN;
+      public DateTime previous_settlement_date => DateTime.Now;
+
+      public double open_price => Double.NaN;
+      public DateTime open_date => DateTime.Now;
+
+      public double close_price => Double.NaN;
+      public DateTime close_date => DateTime.Now;
+      public double session_high => Double.NaN;
+      public double session_low => Double.NaN;
+      public double fixing_price => Double.NaN;
+
+
+      public bool get_bbo(out double bid_price, out float bid_sz, out double ask_price, out float ask_sz) {
+         bid_price = _bbo.bid_price;
+         bid_sz = _bbo.bid_qty;
+         ask_price = _bbo.ask_price;
+         ask_sz = _bbo.ask_qty;
+         return true;
+      }
+
+      public bool get_bbo(ref ulong time, out NativePriceSize bid, out NativePriceSize ask) {
+         bid = new NativePriceSize(new IntPrice(_bbo.bid_price), Convert.ToSingle(_bbo.bid_qty));
+         ask = new NativePriceSize(new IntPrice(_bbo.ask_price), Convert.ToSingle(_bbo.ask_qty));
+         // bid = bid_nps;
+         // ask = ask_nps;
+         return true;
+      }
+
+      public bool get_depth(
+         ref ulong time, ref NativePriceSize[] bids, ref NativePriceSize[] asks, uint depth) {
+         return true;
+      }
+
+      public bool get_last_trade(
+         ref ulong time, out NativePriceSize ps, out DateTime timestamp, out ulong total_volume) {
+         ps = new NativePriceSize();
+         timestamp = DateTime.MinValue;
+         total_volume = 0;
+         return false;
+      }
+
+      public bool get_last_trade(
+         ref ulong time,
+         out NativePriceSize ps,
+         out DateTime timestamp,
+         out ulong total_volume,
+         out bool from_spread
+      ) {
+         ps = new NativePriceSize();
+         timestamp = DateTime.MinValue;
+         total_volume = 0;
+         from_spread = false;
+         return false;
+      }
+
+      public class PriceLevel {
+         public double price;
+         public uint qty;
+
+         public PriceLevel(double price_arg, uint qty_arg) {
+            price = price_arg;
+            qty = qty_arg;
+         }
+
+         public static PriceLevel empty => new(double.NaN, 0);
+
+         public static IntPrice intprice_from_double(double d) =>
+            double.IsNaN(d) ? IntPrice.NaN : new IntPrice((long)d, 0);
+
+         public NativePriceSize get_native_ps() =>
+            new(intprice_from_double(price), qty);
+      }
+   }
+
+   public class LocalMDDaemon {
+
+      public class BBO {
+         public double bid_price = Double.NaN;
+         public UInt32 bid_qty = 0;
+         public double ask_price = Double.NaN;
+         public UInt32 ask_qty = 0;
+         public UInt32 exchange_id = 0;
+         public BBO(uint exchange_id) :
+         this(Double.NaN, 0, Double.NaN, 0, exchange_id) { }
+         public BBO(double bid_price_, uint bid_qty_, double ask_price_, uint ask_qty_, uint exchange_id_) {
+            bid_price = bid_qty_ == 0 ? Double.NaN : bid_price_;
+            bid_qty = bid_qty_;
+            ask_price = ask_qty_ == 0 ? Double.NaN : ask_price_;
+            ask_qty = ask_qty_;
+            exchange_id = exchange_id_;
+         }
+
+         public override string ToString() {
+            return $"bid_price: {bid_price} bid_qty: {bid_qty} ask_price: {ask_price} ask_qty: {ask_qty} exchange_id: {exchange_id}";
+         }
+      }
+      static Process producer_process = null;
+      static void start_or_restart_producer_process(string exePath) {
+         foreach (var process in Process.GetProcessesByName(Path.GetFileNameWithoutExtension(exePath))) {
+            try {
+               bts.Log.Gen.info($"Stopping existing producer process (PID: {process.Id})...");
+               process.Kill();
+               process.WaitForExit();
+            } catch (Exception ex) {
+               bts.Log.Gen.error($"Stopping existing producer process (PID: {process.Id})...ex: {ex.Message}");
+            }
+         }
+         if (producer_process != null && !producer_process.HasExited) {
+            bts.Log.Gen.info("Stopping existing producer process...");
+            producer_process.Kill();
+            producer_process.WaitForExit();
+            producer_process.Dispose();
+         }
+
+         bts.Log.Gen.info("Starting new producer process...");
+
+         producer_process = new Process();
+         producer_process.StartInfo.FileName = exePath;  // Path to the EXE
+         producer_process.StartInfo.UseShellExecute = false;
+         // producer_process.StartInfo.RedirectStandardOutput = true;
+         // producer_process.StartInfo.RedirectStandardError = true;
+         producer_process.Start();
+
+         bts.Log.Gen.info("Producer process started.");
+      }
+      public Action<LocalMDDaemon.BBO> on_bbo = (bbo) => { };
+
+      public LocalMDDaemon() {
+         Log.Gen.info("LocalMDDaemon.cons called, starting the reading thread now");
+         System.Threading.Thread pipe_read_thr = new Thread(_start_reading);
+         pipe_read_thr.IsBackground = true;
+         pipe_read_thr.Start();
+
+      }
+
+      private void _start_reading() {
+         // TODO, fix this
+         string exe_path = @"dist\producer_delayed\producer_delayed.exe";
+         //@"dist\producer\producer.exe";
+
+         // delete pipe if already exists
+         using NamedPipeClientStream old_pipe_client = new NamedPipeClientStream(".", "MyPipe", PipeDirection.In);
+         try {
+            old_pipe_client.Close();
+            old_pipe_client.Dispose();
+         } catch (Exception ex) {
+            Log.Gen.error($"LocalMDDaemon._start_reading ex: {ex}");
+         }
+         start_or_restart_producer_process(exe_path);
+
+         // Connect to the named pipe
+         using NamedPipeClientStream pipe_client = new NamedPipeClientStream(".", "MyPipe", PipeDirection.In);
+
+         System.Threading.Thread.Sleep(100);
+         pipe_client.Connect();
+
+         bts.Log.Gen.info("Connected to pipe. Waiting for messages...");
+
+         byte[] buffer = new byte[1024];
+
+         while (true) {
+            try {
+               int bytes_read = pipe_client.Read(buffer, 0, buffer.Length);
+
+               if (bytes_read == 0)// this means there was an error
+               {
+                  System.Threading.Thread.Sleep(2);
+                  continue;
+               }
+               Func<double, bool> qty_ok = (d) => {
+                  if (d < 0 || d > Convert.ToDouble(UInt32.MaxValue))
+                     return false;
+                  return true;
+               };
+               double double1 = BitConverter.ToDouble(buffer, 0);
+               double double2 = BitConverter.ToDouble(buffer, 8);
+               double double3 = BitConverter.ToDouble(buffer, 16);
+               double double4 = BitConverter.ToDouble(buffer, 24);
+               uint int5 = BitConverter.ToUInt32(buffer, 32);
+               //Log.Gen.info($"Read from pipe {double1} ,  {double2} , {double3} , {double4} , {int5}");
+               if (!qty_ok(double2) || !qty_ok(double4))
+                  continue;
+               LocalMDDaemon.BBO bbo = new BBO(double1, Convert.ToUInt32(double2),
+                                          double3, Convert.ToUInt32(double4), int5);
+               on_bbo(bbo);
+            } catch (IOException) {
+               bts.Log.Gen.error("Pipe disconnected. Attempting to reconnect...");
+               pipe_client.Dispose();
+               System.Threading.Thread.Sleep(1000);
+               pipe_client.Connect(); // Try reconnecting
+            } catch (Exception ex) {
+               bts.Log.Gen.error($"Exception: {ex.Message}");
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,104 @@
+using bts;
+
+using System;
+using System.Diagnostics;
+using System.IO;
+using System.IO.Pipes;
+using System.Text;
+
+class LocalMDDaemon2 {
+   static Process producerProcess = null;
+   static void StartOrRestartProducerProcess(string exePath) {
+      // foreach (var process in Process.GetProcessesByName(Path.GetFileNameWithoutExtension(exePath)))
+      // {
+      //     try
+      //     {
+      //         Console.WriteLine($"Stopping existing producer process (PID: {process.Id})...");
+      //         process.Kill();
+      //         process.WaitForExit();
+      //     }
+      //     catch (Exception ex)
+      //     {
+      //         Console.WriteLine($"Error stopping process: {ex.Message}");
+      //     }
+      // }
+      // if (producerProcess != null && !producerProcess.HasExited)
+      // {
+      //     Console.WriteLine("Stopping existing producer process...");
+      //     producerProcess.Kill();
+      //     producerProcess.WaitForExit();
+      //     producerProcess.Dispose();
+      // }
+
+      Console.WriteLine("Starting new producer process...");
+
+      producerProcess = new Process();
+      producerProcess.StartInfo.FileName = exePath;  // Path to the EXE
+      producerProcess.StartInfo.UseShellExecute = false;
+      // producerProcess.StartInfo.RedirectStandardOutput = true;
+      // producerProcess.StartInfo.RedirectStandardError = true;
+      producerProcess.Start();
+      Console.WriteLine("Producer process started.");
+   }
+
+   public static void start() {
+
+      // string exePath = @".\dist\producer\producer.exe"; //uncomment for live
+      // string exePath = @".\dist\producer_delayed\producer_delayed.exe"; //UNCOMMENT FOR DELAYED
+      string exePath = //@".\dist\producer_replay\producer_replay.exe"; //UNCOMMENT FOR replay
+      @"C:\Users\m_tah\Downloads\HelloWorld\HelloWorld\dist\producer_replay\producer_replay.exe";
+
+
+      // delete pipe if already exists
+      // using NamedPipeClientStream oldpipeClient = new NamedPipeClientStream(".", "MyPipe", PipeDirection.In);
+      // try{
+      //     oldpipeClient.Close();
+      //     oldpipeClient.Dispose();
+      // }catch{
+
+      // }
+      StartOrRestartProducerProcess(exePath);
+
+      // Connect to the named pipe
+      using NamedPipeClientStream pipeClient = new NamedPipeClientStream(".", "MyPipe", PipeDirection.In);
+
+      // Thread.Sleep(2000);
+      pipeClient.Connect();
+
+      Console.WriteLine("Connected to pipe. Waiting for messages...");
+
+      byte[] buffer = new byte[1024];
+      var start = true;
+      while (true) {
+         try {
+            int bytesRead = pipeClient.Read(buffer, 0, buffer.Length);
+
+            if (bytesRead == 0)// this means there was an error
+            {
+               Console.WriteLine("0 bytes recieved ending...");
+               if (start) {
+                  start = false;
+                  continue;
+               }
+               break;
+            }
+
+            double double1 = BitConverter.ToDouble(buffer, 0);
+            double double2 = BitConverter.ToDouble(buffer, 8);
+            double double3 = BitConverter.ToDouble(buffer, 16);
+            double double4 = BitConverter.ToDouble(buffer, 24);
+            uint int5 = BitConverter.ToUInt32(buffer, 32);
+            Log.Gen.info($"Received: {double1}, {double2}, {double3}, {double4}, {int5}");
+
+         } catch (IOException) {
+            Console.WriteLine("Pipe disconnected. Attempting to reconnect...");
+            pipeClient.Dispose();
+            System.Threading.Thread.Sleep(1000);
+            pipeClient.Connect(); // Try reconnecting
+         }
+      }
+
+      // Console.WriteLine("Pipe closed. Exiting...");
+      // producerProcess?.WaitForExit();
+   }
+}
@@ -133,16 +133,31 @@ namespace bts {

            // set 'unit quantity' for each sec
            foreach (var smd in exch_secs.Values) {
-               var meta = _security_metadata.get(smd.security);
-               if (meta.HasValue) {
-                  exch_secs[smd.id] = new(
-                     smd.security,
-                     smd.md,
-                     meta.Value.HasPriceDisplay ? meta.Value.PriceDisplay : null,
-                     meta.Value.HasQuantityDisplay ? meta.Value.QuantityDisplay : null);
+               var (priceDisplay, qtyDisplay) = GetDisplaySettings(smd.security);
+               exch_secs[smd.id] = new(smd.security, smd.md, priceDisplay, qtyDisplay);
+            }
+            Log.Gen.info($"MDDaemon.initialize posting sec, n: {exch_secs.Count}");
+            _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);
+         }
+
+         (TickDisplaySettingsImmutable? Price, TickDisplaySettingsImmutable? Quantity) GetDisplaySettings(SecurityImmutable sec) {
+            var meta = _security_metadata.get(sec);
+            var priceDisplay = meta?.PriceDisplay ?? Security.Defaults.price_display_settingsi;
+            var qtyDisplay = meta?.QuantityDisplay ?? Security.Defaults.quantity_display_settingsi;
+            if (sec.HasContractSpec) {
+               var pd = priceDisplay.CloneToMutable();
+               pd.TickFactors = TickUtils.get_tick(sec, 0).to_api_tick_factors();
+               priceDisplay = new(pd);
+               if (sec.ContractSpec.QuantityInfos.TryGetFirst(out var qtyInfo)) {
+                  var qd = qtyDisplay.CloneToMutable();
+                  qd.ShowDecimalPart = qtyInfo.TickBase.is_real_non_zero() && !(qtyInfo.TickUnit / qtyInfo.TickBase).is_int();
+                  qd.TickFactors ??= new();
+                  qd.TickFactors.TickBase = qtyInfo.TickBase;
+                  qd.TickFactors.TickUnit = qtyInfo.TickUnit;
+                  qtyDisplay = new(qd);
               }
            }
-            _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);
+            return (priceDisplay, qtyDisplay);
         }
      }

@@ -1,10 +1,7 @@
 using BCG;

 using bts.api;
-using bts.api.synthetic;
-using bts.collections;
-using bts.md;
-using bts.utils;
+

 using mbts;
 using mbts.co2;
@@ -14,78 +11,103 @@ using mbts.ui;
 using Spark.Core.Disposables;

 using System;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
+using System.Threading;

 using SecurityKey = System.UInt32;

-namespace bts
-{
+namespace bts {
+
   [Export(typeof(IShellDaemon))]
-   internal class MergedMDDaemon : IShellDaemon, IDisposable
-   {
+   internal class MergedMDDaemon : IShellDaemon, IDisposable {
      private readonly IBus _bus;
+      private LocalMDDaemon _local_md_daemon;
      IDisposable _dispose;
-      Dictionary<uint, SecurityMD> _server_sec_map = new Dictionary<uint, SecurityMD>();
+      ConcurrentDictionary<uint, SecurityMD> _server_sec_map = new ConcurrentDictionary<uint, SecurityMD>();
      Dictionary<uint, SecurityMD> _fake_sec_map = new Dictionary<uint, SecurityMD>();
+      private ConcurrentDictionary<uint, SecurityKey> _exchange_id_sec_id_map = new ConcurrentDictionary<uint, SecurityKey>();
      private readonly IList<IDisposable> _subs = new List<IDisposable>();
+      private SyncQueue<LocalMDDaemon.BBO> _waiting_bbo = new SyncQueue<LocalMDDaemon.BBO>();
+      private readonly Venue _local_md_exchange = Venue.Cboe;
+      private bool _localmd_daemon_inited = false;
+
+      private void _init_local_md_daemon() {
+         if (_localmd_daemon_inited)
+            return;
+         //LocalMDDaemon2.start();
+         _localmd_daemon_inited = true;
+         _local_md_daemon = new LocalMDDaemon();
+         _local_md_daemon.on_bbo += (bbo_pack) => {
+            //bts.Log.Gen.info($"MergedMDDaemon on_bbo, local bbo callback, bbo: {bbo_pack}");
+            _waiting_bbo.enqueue(bbo_pack);
+         };
+         System.Threading.Thread dequeue_bbo_thr = new Thread(_dequeue_bbo_thread_func);
+         dequeue_bbo_thr.IsBackground = true;
+         dequeue_bbo_thr.Priority = ThreadPriority.Normal;
+         dequeue_bbo_thr.Start();
+      }

      [ImportingConstructor]
-      public MergedMDDaemon(IBus bus)
-      {
-         //TempTester.test_analytics();
+      public MergedMDDaemon(IBus bus) {
         bts.Log.Gen.info("MergedMDDaemon started");
         _bus = bus;
+
         _subs.Add(_bus.subscribe(SparkTags.ServerSecuritiesTag).OnDispatcher().Subscribe(
            d => _on_server_sec_map(d)));
         _subs.Add(_bus.subscribe(SparkTags.FakeSecuritiesTag).OnDispatcher().Subscribe(
            d => _on_fake_sec_map(d)));
-         // This is done periodically to remove expired contracts
-         // (disabling it right now because we are not sure if deleting securities 
-         // works with the various UI windows)
-         // _subs.Add(_bus.subscribe(SparkTags.SparkTimer).BufferLatest(TimeSpan.FromMinutes(1))
-         //             .Subscribe(t => _merge_and_post()));
-         //_test_md_stream();
-      }
-      // BCG.MDStream _md_stream = null;
-      // private void _test_md_stream()
-      // {
-      //    _bus.subscribe(SparkTags.SparkTimer).Subscribe(t =>
-      //       {
-      //          if (_md_stream == null)
-      //          {
-      //             _md_stream = new BCG.MDStream();
-      //             _md_stream.onChange += _on_md;
-      //          }
-      //          else
-      //          {
-      //             BCG.ViewStreamDatabase.instance.doWork();
-      //          }
-      //       });
-      // }
-
-      private void _on_md(object obj)
-      {
-         BCG.DataPacket dp = obj as DataPacket;
-         bts.Log.Gen.info($"MDStream callback dp: {dp}");
      }

-      private void _log_options(IReadOnlyDictionary<uint, SecurityMD> sec_map)
-      {
+      private void _dequeue_bbo_thread_func() {
+         while (true) {
+            System.Threading.Thread.Sleep(TimeSpan.FromMilliseconds(0.1));
+            _process_local_bbo_updates();
+         }
+      }
+
+      private void _process_local_bbo_updates() {
+         if (_waiting_bbo.getCount() == 0)
+            return;
+         var bbo_list = _waiting_bbo.dequeue_all();
+         // if (bbo_list.Count > -1)
+         //    return;
+         if (bbo_list.Count >= 10) {
+            Log.Gen.warn($"MergedMDDaemon._process_local_bbo_updates dequeued item count: {bbo_list.Count}");
+         }
+         List<LocalMDDaemon.BBO> unprocessed_bbo_list = new List<LocalMDDaemon.BBO>();
+         foreach (var bbo in bbo_list) {
+            bool processed = false;
+            //bts.Log.Gen.info($"MergedMDDaemon._process_local_bbo_updates read from queue bbo: {bbo}");
+            UInt32 exchange_id = bbo.exchange_id;
+            SecurityKey sec_key;
+            if (_exchange_id_sec_id_map.TryGetValue(exchange_id, out sec_key)) {
+               SecurityMD sec_md;
+               if (_server_sec_map.TryGetValue(sec_key, out sec_md)) {
+                  sec_md.md.set_bbo(bbo.bid_price, bbo.bid_qty, bbo.ask_price, bbo.ask_qty);
+                  processed = true;
+               }
+            }
+            if (!processed) {
+               // TODO: put it back in the queue
+            }
+         }
+      }
+
+      private void _log_options(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
         string rv = "MergedMDDaemon Options:\n";
-         foreach (var kv in sec_map)
-         {
+         foreach (var kv in sec_map) {
            var sec = kv.Value.security;
            var md = kv.Value.md;
            ulong time = 0;
            NativePriceSize bid, ask;
            var has_md = md.get_bbo(ref time, out bid, out ask);
-            if (sec.HasOption)
-            {
+            if (sec.HasOption) {
               rv += $"id: {kv.Key} desc: {sec.security_desc()} sym: {sec.Symbol} " +
                     $"exp: {sec.security_expiration()} " +
                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut} " +
@@ -96,31 +118,40 @@ namespace bts
         Log.Gen.info(rv);
      }

-      private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map)
-      {
+      private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
         //_log_options(sec_map);
         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz: {0}", sec_map.Count()));
-         _server_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
+         foreach (var kv in sec_map) {
+            SecurityMD md = kv.Value;
+            uint sec_id = kv.Key;
+            SecurityMD sec_md = kv.Value;
+            if (kv.Value.security.Exchange == _local_md_exchange) {
+               UInt32 exchange_sec_id = Convert.ToUInt32(kv.Value.security.Cboe.ExchangeId);
+               _exchange_id_sec_id_map[exchange_sec_id] = sec_id;
+               _server_sec_map[sec_id] = new SecurityMD(sec_md.security, new LocalMDConsumerHandle(sec_md.security, new LocalMDDaemon.BBO(exchange_sec_id)));
+            } else {
+               _server_sec_map[sec_id] = sec_md;
+            }
+         }
         _merge_and_post();
+         _init_local_md_daemon();
      }

-      private void _on_fake_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map)
-      {
+      private void _on_fake_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_fake_sec_map sz: {0}", sec_map.Count()));
         _fake_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
         _merge_and_post();
      }

-      private void _merge_and_post()
-      {
-         Func<SecurityMD, bool> is_active = (sec_md) =>
-         {
+      private void _merge_and_post() {
+         Func<SecurityMD, bool> is_active = (sec_md) => {
            var sec = sec_md.security;
            return SecurityExpirationHelper.is_unexpired(sec);
         };
+         // server secs
         var to_pub = _server_sec_map.Where(kv => is_active(kv.Value)).ToDictionary(kv => kv.Key, kv => kv.Value);
-         foreach (var kv in _fake_sec_map)
-         {
+         // add fake secs to the map
+         foreach (var kv in _fake_sec_map) {
            to_pub[kv.Key] = kv.Value;
         }
         bts.Log.Gen.info(String.Format("MergedMDDaemon._merge_and_post sz: {0}", to_pub.Count()));
@@ -132,7 +163,9 @@ namespace bts
         _bus.post(SparkTags.TC2Tags.ExchangeSecurityMapTag, exs_map);
      }

-      public void Dispose() =>
+      public void Dispose() {
         Disposable.dispose(ref _dispose);
+         Log.Gen.info("LocalMDDaemon.DIspose called collecting resources now");
+      }
   }
 }
@@ -1,6 +1,7 @@
 namespace mbts.spark {
   public enum MarketViewColumnType {
      None,
+      Venue,
      Security,
      Volume,
      Last,
@@ -1,4 +1,6 @@
 namespace bts.shell.market_view {
+   using bts.api;
+
   using mbts.spark;
   using mbts.spark.filters;

@@ -8,8 +10,15 @@ namespace bts.shell.market_view {

   [ProtoContract]
   class MarketViewFilterStates {
+      [ProtoMember(37)]
+      public Venue[] venue { get; set; }
+
+      [ProtoMember(38)]
+      public string[] currency { get; set; }
+
      [ProtoMember(1)]
      public string security { get; set; }
+
      [ProtoMember(2)]
      public DoubleMinMaxState bid_price { get; set; }

@@ -123,6 +132,8 @@ namespace bts.shell.market_view {
      public Func<MarketViewVM.Row, bool> build_predicate() {
         var pb = new ColumnPredicateBuilder<MarketViewVM.Row>();
         // security
+         pb.add_discrete_values(venue, r => r.venue);
+         pb.add_discrete_values(currency, r => r.currency);
         pb.add_regex(security, r => r.security.ToString());
         pb.add_regex(security_key, r => r.security_key.ToString());

@@ -206,6 +206,7 @@
         // security
         public SecurityMD security_md { get; }
         public SecurityImmutable security => security_md.security;
+         public bts.api.Venue venue => security_md.security.Exchange;
         public uint security_key => security_md.security.Id;
         public string currency => security_md.security.Currency;

@@ -92,6 +92,7 @@ namespace bts.shell.market_view {
      }

      static class DefaultColumns {
+         public static GridColumnSettings venue => _mk(Columns.Venue, ColHeader.Exchange, ColWidth.Exchange, h_align: HorizontalAlignment.Left);
         public static GridColumnSettings security => _mk(Columns.Security, ColHeader.Security, ColWidth.Security, h_align: HorizontalAlignment.Left);
         public static GridColumnSettings currency => _mk(Columns.Currency, ColHeader.Currency, ColWidth.Currency, h_align: HorizontalAlignment.Left, is_visible: false);
         public static GridColumnSettings volume => _mk(Columns.Volume, ColHeader.Volume, ColWidth.Volume, h_align: HorizontalAlignment.Left);
@@ -98,7 +98,14 @@ namespace mbts.spark {
         _sec_meta_store = sec_meta_store;
         _settings_hub = settings_hub;
         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         currency_filter =new RegexFilterVM<Row>(r => r.currency, nameof(Row.currency));
+         currency_filter = DiscreteValuesFilterVM.Create<Row, string>(
+            bus.subscribe(SparkTags.SecuritiesTag)
+               .Sample(TimeSpan.FromSeconds(1))
+               .Select(sec_mds => sec_mds.Values.Select(smd => smd.security.Currency).Distinct().ToList()),
+            r => r.currency,
+            nameof(Row.currency),
+            EqualityComparer<string>.Default,
+            Comparer<string>.Default);
         // rows
         _wrapped_rows = _rows.WrapSelector(r => r.security_md, s => {
            var r = new Row(_bus, s, _orders_model, _position_model);
@@ -122,8 +129,9 @@ namespace mbts.spark {
         const double working_orders_col_width = 105;
         var price_converter = new TickDisplayConverter();

+         add_col(ColKey.Venue, r => r.venue.ToString(), nameof(Row.venue), venue_filter, FilterType.DiscreteValues, ColWidth.Exchange);
         add_col(ColKey.Security, r => r.security.ToString(), nameof(Row.security), security_filter, FilterType.Regex, ColWidth.Security);
-         add_col(ColKey.Currency, r => r.currency, nameof(Row.currency), currency_filter, FilterType.Regex, ColWidth.Currency);
+         add_col(ColKey.Currency, r => r.currency, nameof(Row.currency), currency_filter, FilterType.DiscreteValues, ColWidth.Currency);
         add_col(ColKey.Volume, r => r.volume_text, nameof(Row.volume), volume_filter, FilterType.ULongMinMax, ColWidth.Volume);

         // last
@@ -388,8 +396,9 @@ namespace mbts.spark {
      internal IBus bus => _bus;
      internal OrdersModel orders_model => _orders_model;

+      public IDataGridColumnPersistentFilter<Row, Venue[]> venue_filter { get; } = DiscreteValuesFilterVM.Common.exchange<Row>(r => r.venue, nameof(Row.venue));
      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
-      public IDataGridColumnPersistentFilter<Row, string> currency_filter { get; }
+      public IDataGridColumnPersistentFilter<Row, string[]> currency_filter { get; }
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_qty_filter { get; } = new DoubleMinMax<Row>(r => r.bid_qty_display, nameof(Row.bid_qty_display));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> dbid_qty_filter { get; } = new DoubleMinMax<Row>(r => r.dbid_qty_display, nameof(Row.dbid_qty_display));
@@ -535,6 +544,8 @@ namespace mbts.spark {

      public MarketViewFilterStates get_filter_states() =>
         new() {
+            venue = venue_filter.get_state(),
+            currency = currency_filter.get_state(),
            security = security_filter.get_state(),
            bid_price = bid_price_filter.get_state(),
            bid_merged_size = bid_qty_filter.get_state(),
@@ -580,6 +591,8 @@ namespace mbts.spark {
         }

         using var _ = rows_view.DeferRefresh();
+         venue_filter.load_state(filters.venue);
+         currency_filter.load_state(filters.currency);
         security_filter.load_state(filters.security);
         bid_price_filter.load_state(filters.bid_price);
         bid_qty_filter.load_state(filters.bid_merged_size);
@@ -6,6 +6,7 @@ using mbts.ui.controls;
 using mbts.ui.converters;
 using mbts.ui.extensions;

+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
@@ -127,7 +128,11 @@ namespace mbts.ui.spark {
            size,
            Observable.Return(calc_buttons));

-         _show_popup(ticket_vm, new OrderTicketHeader { bbo = ticket_vm.bbo }, resources);
+         _show_popup(
+            ticket_vm,
+            new OrderTicketHeader { bbo = ticket_vm.bbo },
+            resources,
+            view => Behavior.SetAutoFocusTargetProvider(view, AutoFocusTargetProvider.TypeProvider(typeof(TextBox), view)));
      }

      void _show_popup(object content, object header) {
@@ -136,7 +141,7 @@ namespace mbts.ui.spark {
         _show_popup(content, header, resources);
      }

-      void _show_popup(object content, object header, ResourceDictionary resources) {
+      void _show_popup(object content, object header, ResourceDictionary resources, Action<HeaderedContentControl> init_view = null) {
         var view = new HeaderedContentControl {
            DataContext = content,
            Content = content,
@@ -146,6 +151,7 @@ namespace mbts.ui.spark {
            Resources = resources ?? new AuxiliaryDataResources()
         };
         view.Style = view.Resources[AuxiliaryDataResources.PopupChildStyleKey] as Style;
+         init_view?.Invoke(view);
         _popup_man.show(view);
      }

@@ -10,6 +10,8 @@ using bts.view;

 using mbts.persist;
 using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.extensions;
 using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
@@ -27,12 +29,18 @@ using System.Collections.Immutable;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading;
 using System.Windows;
+using System.Windows.Input;
+using System.Windows.Threading;

 namespace mbts.spark {
   class MarketViewWindow : SparkWindow<MarketViewSettings>, ISharedWindow, ISlowMeasureContentSize {
      const string _window_type = "MarketView", _window_type_display_name = "Market View";

+      static int _window_id_counter = 0;
+
+      readonly string _window_id = $"{_window_type}_{Interlocked.Increment(ref _window_id_counter)}";
      readonly OrdersModel _orders_model;
      readonly ISecurityMetadataStore _sec_meta_store;
      readonly IPositionModel _position_model;
@@ -122,7 +130,7 @@ namespace mbts.spark {
         Log.notnull(_state);
         _menu_display_vm = new SparkMenuDisplayVM();
         _menu_display_vm.load_from(_state.menu_display);
-         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
+         var update_securities_cmd = SparkCommands.change_securities_callback(_window_id);
         var security_md_map_src = Observable.Create<IReadOnlyDictionary<uint, SecurityMD>>(o => {
            IDisposable sub = null;
            _security_criteria_changed += on_security_criteria_changed;
@@ -286,7 +294,32 @@ namespace mbts.spark {
         }
      }

-      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+      protected override void OnParentViewCreated(SparkWindowView parent_view) {
         _menu_display_vm.safe_bind_to_view(parent_view);
+         ui.WindowStyle.AddWinFormsHostChangedHandler(parent_view, OnWinFormsHostChanged);
+
+         void OnWinFormsHostChanged(object sender, RoutedPropertyChangedEventArgs<WPFPanel> e) {
+            // If this window is "activated" by the user clicking on a popup window (such as an
+            // order ticket), it never receives keyboard focus (seems like a bug in Windows). As a
+            // workaround we explicitly focus the view when the parent WPFPanel gets focus. If the
+            // user clicks on the popup a second time, it should get keyboard focus.
+            if (e.OldValue is not null) {
+               e.OldValue.GotFocus -= OnGotFocus;
+            }
+            if (e.NewValue is not null) {
+               e.NewValue.GotFocus += OnGotFocus;
+            }
+
+            void OnGotFocus(object sender, EventArgs e) =>
+               _view.Dispatcher.InvokeAsync(StealFocus, DispatcherPriority.Send);
+
+            void StealFocus() {
+               if (_view.IsVisible) {
+                  Log.Ui.info($"MarketViewWindow. Stealing focus from WPFPanel");
+                  _view.Focus();
+               }
+            }
+         }
+      }
   }
 }
@@ -24,6 +24,7 @@
   using System.Diagnostics.CodeAnalysis;
   using System.Linq;
   using System.Reactive.Linq;
+   using System.Threading;
   using System.Windows;

   class TimeAndSalesWindow : SparkWindow<TimeAndSalesSettings>, ISharedWindow {
@@ -35,7 +36,9 @@
      const double _VERTICAL_SCROLLBAR_OVERLAP = 9;

      static readonly TimeSpan _trade_poll_interval = TimeSpan.FromSeconds(0.4);
+      static int _window_id_counter = 0;

+      readonly string _window_id = $"{WINDOW_TYPE_NAME}_{Interlocked.Increment(ref _window_id_counter)}";
      [DisallowNull]
      readonly MDConsumer _consumer;
      [DisallowNull]
@@ -133,7 +136,7 @@
            }
            return result;
         });
-         var update_securities_cmd = SparkCommands.change_securities_callback(WINDOW_DISPLAY_NAME);
+         var update_securities_cmd = SparkCommands.change_securities_callback(_window_id);
         var security_criteria_changed = new Action<SecurityCriteria>(sc => { });

         SparkCommand toggle_is_paused_cmd = null;
@@ -314,6 +314,12 @@
            <TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
          </DataTemplate>
        </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Nullable Double-->
+        <usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
        <!--Enum-->
        <usp:AlgoParamTemplateSelector.EnumTemplate>
          <DataTemplate>
@@ -435,6 +441,20 @@
            </c:TickUpDownDouble>
          </DataTemplate>
        </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Nullable Double-->
+        <usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
+          <DataTemplate>
+            <c:TickUpDownNullableDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownNullableDouble.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownNullableDouble.CommandBindings>
+              <c:TickUpDownNullableDouble.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownNullableDouble.InputBindings>
+            </c:TickUpDownNullableDouble>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
        <!--Enum-->
        <usp:AlgoParamTemplateSelector.EnumTemplate>
          <DataTemplate>
@@ -33,6 +33,7 @@ namespace mbts.ui.spark {
      public DataTemplate UIntTemplate { get; set; }
      public DataTemplate NullableUIntTemplate { get; set; }
      public DataTemplate DoubleTemplate { get; set; }
+      public DataTemplate NullableDoubleTemplate { get; set; }
      public DataTemplate EnumTemplate { get; set; }
      public DataTemplate NullableEnumTemplate { get; set; }
      public DataTemplate StringTemplate { get; set; }
@@ -52,6 +53,7 @@ namespace mbts.ui.spark {
         IAlgoParamVM pvm = item as IAlgoParamVM ?? (item as AlgoParamRowVM)?.param;
         if (pvm != null) {
            if (pvm is IAlgoParamVM<double>) return DoubleTemplate;
+            if (pvm is IAlgoParamVM<double?>) return NullableDoubleTemplate;
            if (pvm is IAlgoParamVM<int>) return IntTemplate;
            if (pvm is IAlgoParamVM<int?>) return NullableIntTemplate;
            if (pvm is IAlgoParamVM<uint>) return UIntTemplate;
@@ -237,6 +237,17 @@ namespace mbts.spark {
            DefaultColumnWidths.Qty,
            get_fg: r => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask);

+         add_col(
+            Columns.NotionalValue,
+            DefaultColumnHeaders.NotionalValue,
+            r => _get_row(r).security.spec_or_default().format(r.fill.notional_value()),
+            new DoubleMinMax<FillTuple>(r => r.fill.notional_value()),
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            fs => fs.notional_value,
+            (fs, cf) => fs.notional_value = cf,
+            DefaultColumnWidths.NotionalValue,
+            get_fg: r => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask);
+
         add_col(
            Columns.Price,
            DefaultColumnHeaders.Price,
@@ -21,6 +21,7 @@ namespace mbts.ui.spark {
         Side,
         Price,
         Size,
+         NotionalValue,
         FillKind,
         FillStatus,
         FillKey,
@@ -61,6 +61,10 @@ namespace bts.shell.fills {
      [DIYGridColumnID(nameof(Columns.Size))]
      public DoubleMinMaxState size { get; set; }

+      [ProtoMember(18)]
+      [DIYGridColumnID(nameof(Columns.NotionalValue))]
+      public DoubleMinMaxState notional_value { get; set; }
+
      [ProtoMember(11)]
      [DIYGridColumnID(nameof(Columns.FillKey))]
      public string fill_key { get; set; }
@@ -113,6 +117,7 @@ namespace bts.shell.fills {
         pb.add_discrete_values(fs.fill_status, ft => ft.fill.FillStatus);
         // numeric
         pb.add_numeric(fs.size, ft => ft.fill.LastShares);
+         pb.add_numeric(fs.notional_value, ft => ft.fill.notional_value());
         pb.add_numeric(fs.price, ft => ft.fill.LastPrice);

         if (fs.exp_date.HasValue) {
@@ -66,8 +66,12 @@ namespace mbts.spark {
         _orders = orders;
         _real_price = real_price;
         _text_lines = backing(nameof(text_lines), () => {
-            var fmt = MDDisplayHelper.get_value_formatter(_owner.model.security_md.quantity_display);
-            return BadgeRender.format(side, _quantity, _filled, _current_badge_style, fmt);
+            var tf = _owner.model.security.tick_factors();
+            var fmt = MDDisplayHelper.get_value_formatter(
+               owner.current_settings.size_display,
+               _owner.model.security_md.quantity_display,
+               tf.to_api_tick_display_settingsi());
+            return BadgeRender.format(side, _quantity, _filled, price, _current_badge_style, fmt);
         });
         _clear_phantom_price = new(() => {
            _phantom_price = double.NaN;
@@ -100,6 +100,9 @@ namespace mbts.spark {
      readonly OrderEntryPanelItemVisibilityVM _cancel_all_visibility = new("Cancel All");
      readonly OrderEntryPanelItemVisibilityVM _status_message_visibility = new("Status Message");

+      readonly PanelPricePointVM _bid_price = new("Bid");
+      readonly PanelPricePointVM _ask_price = new("Ask");
+      readonly PanelPricePointVM _mid_price = new("Mid");
      readonly PanelRelativePricePointVM _day_change = new("Day Change");
      readonly PanelPricePointVM _session_high = new("High");
      readonly PanelPricePointVM _session_low = new("Low");
@@ -139,9 +142,6 @@ namespace mbts.spark {
         accounts_view = new ListCollectionView<AccountTuple?>(_accounts) {
            CustomSort = NullCheckComparer<AccountTuple>.Default
         };
-         // 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 DeferrableAction(() => result_changed?.Invoke());
         mini_ob.result_changed += _update.Invoke;
@@ -191,26 +191,6 @@ namespace mbts.spark {
         }

         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, 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, tpr - i);
-               if (new_tpr != tpr) {
-                  ticks_per_row = new_tpr;
-                  break;
-               }
-            }
-         }
      }

      public event Action result_changed;
@@ -235,15 +215,8 @@ namespace mbts.spark {
      }
      public uint ticks_per_row {
         get => _ticks_per_row;
-         set => Set(ref _ticks_per_row, value, dependent_props: nameof(rounded_ticks_per_row));
+         set => Set(ref _ticks_per_row, value);
      }
-      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, ticks_per_row);

      public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
      public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
@@ -327,7 +300,12 @@ namespace mbts.spark {

      public IEnumerable order_entry_panel_items {
         get {
+            // Order these items according to their display order in the actual ladder (from top to
+            // bottom). There are a lot of them, so this is a simple convenience for the user.
            yield return _zoom_slider_visbility;
+            yield return _ask_price;
+            yield return _mid_price;
+            yield return _bid_price;
            yield return _day_change;
            yield return _session_high;
            yield return _session_low;
@@ -450,6 +428,12 @@ namespace mbts.spark {
            zoom_factor = settings.zoom_factor;
            // left-panel (show/hide)
            _zoom_slider_visbility.show = settings.zoom_slider_visible;
+            _bid_price.show = settings.bid_price_visible;
+            _bid_price.load_from(settings.panel_price_point_settings.bid_price);
+            _ask_price.show = settings.ask_price_visible;
+            _ask_price.load_from(settings.panel_price_point_settings.ask_price);
+            _mid_price.show = settings.mid_price_visible;
+            _mid_price.load_from(settings.panel_price_point_settings.mid_price);
            _day_change.show = settings.day_visible;
            _day_change.load_from(settings.panel_price_point_settings.day_change);
            _session_high.show = settings.high_visible;
@@ -537,6 +521,9 @@ namespace mbts.spark {
            .ToList();
         // left-panel price items
         clone.panel_price_point_settings = new LadderPanelPricePointSettings {
+            bid_price = _bid_price.create(),
+            ask_price = _ask_price.create(),
+            mid_price = _mid_price.create(),
            day_change = _day_change.create(),
            open = _open.create(),
            session_low = _session_low.create(),
@@ -561,6 +548,9 @@ namespace mbts.spark {
         clone.order_entry_panel_initial_width = _order_entry_panel_width;
         clone.zoom_factor = zoom_factor;
         // left-panel (components)
+         clone.bid_price_visible = _bid_price.show;
+         clone.ask_price_visible = _ask_price.show;
+         clone.mid_price_visible = _mid_price.show;
         clone.day_visible = _day_change.show;
         clone.high_visible = _session_high.show;
         clone.low_visible = _session_low.show;
@@ -715,6 +705,7 @@ namespace mbts.spark {

         public uint sample_quantity { get; } = 50;
         public uint sample_filled { get; } = 12;
+         public double sample_price => 2175.50;
         public Side sample_side { get; } = Side.Buy;
         public Brush badge_border { get; } = new SolidColorBrush(BTSColors.MarketData.ask);
         public Brush badge_background { get; } = Brushes.White;
@@ -14,9 +14,9 @@ using mbts.ui.utility.text;
 using mbts.utils;

 using Spark.Core.Disposables;
+using Spark.Core.Math;

 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
@@ -37,9 +37,6 @@ namespace mbts.spark {
   partial class LadderGridHost : Control {
      static readonly int _initial_row_count;
      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;

      readonly VisualHost _visual_host = new();
      readonly LadderOrdersHost _ordershost;
@@ -62,6 +59,7 @@ namespace mbts.spark {
      readonly RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>> _volume_container = new();

      IDisposable _settings_sub, _volume_sub, _tick_sub, _fair_value_lines_sub, _vm_sub;
+      readonly ThrottledAction _scroll_to_tick_log_throttle = new(TimeSpan.FromSeconds(5));
      readonly SingleValuePump<ScrollViewer> _scroll_viewer_source;

      ScrollViewer _scroll_viewer {
@@ -82,6 +80,7 @@ namespace mbts.spark {
      LadderTactileAdorner _tactile_adorner;
      ulong _prices_updated;
      NativePriceSize[] _bids = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH], _asks = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH];
+      SecurityMDExtensions.Book _depth = SecurityMDExtensions.Book.Empty;
      bool _price_dirty = false, _piq_dirty = false;
      LadderPriceList _price_list = new() {
         length = _initial_row_count,
@@ -92,8 +91,10 @@ namespace mbts.spark {
      readonly MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
      Func<NativePriceSize, string> _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(
-         MarketSizeDisplay.get_default(), Security.Defaults.quantity_display_settingsi);
-      Func<double, string> _fmt_mkt_quantity_impl = v => v.ToString();
+         MarketSizeDisplay.get_default(), Security.Defaults.quantity_display_settingsi, Security.Defaults.price_display_settingsi);
+      Func<double, double, string> _fmt_mkt_quantity_impl = (v, p) => v.ToString();
+      Func<LadderPriceLevel, string> _fmt_price_level_impl = MDDisplayHelper.get_formatter_lpl(
+         MarketSizeDisplay.get_default(), Security.Defaults.quantity_display_settingsi, Security.Defaults.price_display_settingsi);
      int _old_tooltip_row = int.MaxValue;
      NativePriceSize? _old_last_trade;
      string _direction_arrow = string.Empty;
@@ -105,17 +106,7 @@ namespace mbts.spark {
      static LadderGridHost() {
         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
         _show_scrollbar = knobs.ShowScrollbar;
-         _lighten_market_cells = knobs.LightenMarketCells;
         _initial_row_count = (int)knobs.ScrollableTickWindowSize;
-         // 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.BidMarketCellBackground != 0) {
-            _bid_market_cell_background = BTSColors.Ladder.bid_column_background;
-         }
-         if (knobs.AskMarketCellBackground != 0) {
-            _ask_market_cell_background = BTSColors.Ladder.ask_column_background;
-         }
      }

      public LadderGridHost() {
@@ -452,8 +443,8 @@ namespace mbts.spark {

      public bool scroll_to_tick(long tick) {
         if (tick > int.MaxValue) {
-            Log.Ui.error(
-               $"Unable to scroll to tick {tick} because it exceeds int.MaxValue");
+            _scroll_to_tick_log_throttle.Execute(() =>
+               Log.Ui.error($"Unable to scroll to tick {tick} because it exceeds int.MaxValue"));
            return false;
         }
         return scroll_to_tick((int)tick);
@@ -735,8 +726,8 @@ namespace mbts.spark {
            };
            view.RequestClose += (o, _) => popup.IsOpen = false;
         }
-         string fmt_mbo_qty(int value) =>
-            value < 0 ? $"-{_fmt_mkt_quantity((uint)value)}" : _fmt_mkt_quantity((uint)value);
+         string fmt_mbo_qty(double value, double price) =>
+            value < 0 ? $"-{_fmt_mkt_quantity(value, price)}" : _fmt_mkt_quantity(value, price);
      }

      protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
@@ -870,32 +861,13 @@ namespace mbts.spark {
            switch (column.column_type) {
               case ColumnType.Order: _ordershost.set_col_width(column.settings.width); break;
               case ColumnType.Bid:
-                  render_market_col(_bids, _bid_market_cell_background);
+                  render_market_col(_depth.Bids);
                  break;
               case ColumnType.Price:
-                  if (_settings.net_change != LadderSettings.NetChangeTerms.None) {
-                     LadderRender.render_prices(
-                        column.visual_tup.visual,
-                        column.visual_tup.glyph_context,
-                        _price_list,
-                        _settings.row_height,
-                        column.settings,
-                        _spec,
-                        _vm.md.settlement_price,
-                        _settings.net_change == LadderSettings.NetChangeTerms.Ticks);
-                  } else {
-                     LadderRender.render_prices(
-                        column.visual_tup.visual,
-                        column.visual_tup.glyph_context,
-                        _price_list,
-                        _settings.row_height,
-                        column.settings,
-                        _spec,
-                        _settings.price_display_format);
-                  }
+                  _refresh_prices(column);
                  break;
               case ColumnType.Ask:
-                  render_market_col(_asks, _ask_market_cell_background);
+                  render_market_col(_depth.Asks);
                  break;
               case ColumnType.Volume:
                  _volume_container.mark_dirty();
@@ -908,9 +880,9 @@ 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, Color? market_cell_background) {
+            void render_market_col(IEnumerable<(double Price, double Volume, double NotionalValue)> depth) {
               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, _spec, column.settings, _fmt_mkt_depth_item, _lighten_market_cells, market_cell_background);
+               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, _spec, column.settings, _fmt_price_level);
            }
         }
         _apply_column_visual_offset();
@@ -956,6 +928,7 @@ namespace mbts.spark {
            // **use local vm to protect against re-assignment,
            // so the events are unhooked from the same instance to which they were added
            // when the subs are disposed.
+            Disposable.dispose(ref _vm_sub);
            var local_vm = _vm;
            local_vm.on_tick += _tick;
            local_vm.request_recenter += on_request_recenter;
@@ -1014,8 +987,10 @@ namespace mbts.spark {
                  //System.Diagnostics.Debug.WriteLine("   Tooltip - Previous tooltip is visible, but we've changed rows");
                  _hide_tool_tip();
               }
-
-               _tooltip_view.Content = _fmt_mkt_quantity(volume);
+               double price = row < 0 || row >= (_price_list?.Count ?? 0)
+                  ? double.NaN
+                  : _price_for_row(row);
+               _tooltip_view.Content = _fmt_mkt_quantity(volume, price);
               _tooltip_view.IsOpen = true;
               ToolTip = _tooltip_view;
            } else {
@@ -1102,19 +1077,34 @@ namespace mbts.spark {
            return Disposable.Create(() => _can_user_send_orders_changed -= o.OnNext);
         });

+      LadderPriceList _create_price_list() {
+         if (_settings is not null) {
+            switch (_settings.net_change) {
+               case LadderSettings.NetChangeTerms.BasisPoints:
+               case LadderSettings.NetChangeTerms.NetBasisPoints:
+                  return new() {
+                     length = _initial_row_count,
+                     regional_tick = new RegionalTickFactors(new user.settings.TickFactors(10000, 1)),
+                  };
+            }
+         }
+         return new() {
+            length = _initial_row_count,
+            regional_tick = _spec
+         };
+      }
+
      #region Timer.Tick, Refresh Methods
      void _tick() {
         if (_settings != null) {
            ulong unused = 0;
            bool last_trade_changed = _vm.md.get_last_trade(ref unused, out _last_trade, out DateTime _, out ulong __);
            bool depth_changed = _vm.md.get_depth(ref _prices_updated, ref _bids, ref _asks, NativePriceHelpers.COCONUT_MAX_DEPTH);
+            _depth = _vm.security_md.Depth(_bids, _asks, _vm.securities);
            _mkt_break_lines.refresh();
            if (_price_list is null) {
               Log.assert(_price_dirty);
-               _price_list = new LadderPriceList {
-                  length = _initial_row_count,
-                  security = security
-               };
+               _price_list = _create_price_list();
               var mid_tick = security.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
               if (mid_tick > int.MaxValue) {
                  Log.Ui.error(
@@ -1151,10 +1141,8 @@ namespace mbts.spark {
                        _scroll_viewer.ScrollToVerticalOffset(new_vertical_offset);
                     }
                  }
-                  _refresh_prices();
-               } else {
-                  _refresh_prices();
               }
+               _refresh_prices();
               scroll_to_pending_target();
               _refresh_all_visuals();
            } else {
@@ -1163,8 +1151,17 @@ namespace mbts.spark {
                  _refresh_bid_mkt_break();
               if (_mkt_break_lines.ask_dirty)
                  _refresh_ask_mkt_break();
-               if (_mkt_break_lines.mid_dirty)
+               if (_mkt_break_lines.mid_dirty) {
+                  switch (_settings.net_change) {
+                     case LadderSettings.NetChangeTerms.BasisPoints:
+                     case LadderSettings.NetChangeTerms.NetBasisPoints:
+                        _refresh_prices();
+                        break;
+                     default:
+                        break;
+                  }
                  _refresh_mid_mkt_break();
+               }
               _refresh_fair_value_lines(false);
               if (_mkt_break_lines.session_low_dirty)
                  _refresh_session_low_line();
@@ -1174,8 +1171,16 @@ namespace mbts.spark {
                  _refresh_session_range();
               if (last_trade_changed) {
                  var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
-                  if (last_index > 0)
-                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
+                  if (last_index > 0) {
+                     LadderRender.render_last(
+                        _last_vis_tup.visual,
+                        _last_vis_tup.glyph_context,
+                        _last_trade,
+                        last_index,
+                        _settings.row_height,
+                        _settings.last_column,
+                        _fmt_mkt_depth_item);
+                  }
               }
               if (depth_changed)
                  _refresh_sizes();
@@ -1190,25 +1195,27 @@ namespace mbts.spark {
         }
      }

-      void _refresh_prices() {
+      void _refresh_prices(Column column = null) {
         if (_settings is null) {
            return;
         }
-
-         if (_settings.net_change != LadderSettings.NetChangeTerms.None) {
-            LadderRender.render_prices(
-               _price_vis_tup.visual, _price_vis_tup.glyph_context,
-               _price_list, _vm.md.settlement_price,
-               _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
-               _settings.row_height, _settings.price_column,
-               _spec);
-         } else {
-            LadderRender.render_prices(
-               _price_vis_tup.visual, _price_vis_tup.glyph_context,
-               _price_list, _settings.row_height,
-               _settings.price_column, _spec,
-               _settings.price_display_format);
-         }
+         column ??= _price_column;
+         var ref_price = _settings.net_change switch {
+            LadderSettings.NetChangeTerms.BasisPoints or
+            LadderSettings.NetChangeTerms.NetBasisPoints or
+            LadderSettings.NetChangeTerms.Ticks => _get_mid_market_break(),
+            _ => 0.0
+         };
+         LadderRender.render_prices(
+            column.visual_tup.visual,
+            column.visual_tup.glyph_context,
+            _price_list,
+            ref_price,
+            _settings.net_change,
+            _settings.row_height,
+            column.settings,
+            _spec,
+            _settings.price_display_format);
      }

      void _refresh_all_visuals() {
@@ -1264,33 +1271,50 @@ namespace mbts.spark {
      }

      void _refresh_session_low_line() {
-         if (_settings.session_low_line.show && _mkt_break_lines.low_render_index.HasValue)
-            _render_session_line(_session_low_vis, _mkt_break_lines.low_render_index.Value, _settings.session_low_line.color);
+         if (_settings.session_low_line.show) {
+            _render_session_line(_session_low_vis, _mkt_break_lines.low_render_index ?? -1, _settings.session_low_line.color);
+         }
      }

      void _refresh_session_high_line() {
-         if (_settings.session_high_line.show && _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);
+         if (_settings.session_high_line.show) {
+            _render_session_line(_session_high_vis, _mkt_break_lines.high_render_index ?? -1, _settings.session_high_line.color);
+         }
      }

      void _refresh_last_trade() {
         var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
         if (last_index > 0)
-            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
+            LadderRender.render_last(
+               _last_vis_tup.visual,
+               _last_vis_tup.glyph_context,
+               _last_trade,
+               last_index,
+               _settings.row_height,
+               _settings.last_column,
+               _fmt_mkt_depth_item);
      }

      void _refresh_piq() {
         if (!_settings.piq_column.show)
            return;
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, _price_list, _vm.price_vs_piq, _settings.row_height, _spec, _settings.piq_column, _fmt_mkt_quantity);
+         LadderRender.render_piqs(
+            _piq_vis_tup.visual,
+            _last_vis_tup.glyph_context,
+            _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, _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);
+         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _depth.Bids, _settings.row_height, _spec, _settings.bid_column, _fmt_price_level);
+         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _depth.Asks, _settings.row_height, _spec, _settings.ask_column, _fmt_price_level);
      }

      /// <summary>
@@ -1345,7 +1369,7 @@ namespace mbts.spark {
            }
            // regardless of if we've arrived here via a new Last (and new direction arrow)
            // or we're reusing the old one, this format bit is the same
-            return $"{_direction_arrow} {_fmt_mkt_quantity(_last_trade.size)} ";
+            return $"{_direction_arrow} {_fmt_mkt_quantity(_last_trade.size, _last_trade.price)} ";
         }
      }

@@ -1361,7 +1385,7 @@ namespace mbts.spark {
            return;
         if (_price_list is null) {
            _price_list = new LadderPriceList {
-               security = security
+               regional_tick = _spec
            };
         }
         _price_list.reset(null, null, _initial_row_count);
@@ -1398,7 +1422,10 @@ namespace mbts.spark {
      double _get_bid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return LadderPriceLineViewAdapter.bid_line(best_bid, best_ask, _vm.settlement, _spec);
+         var v = best_bid
+            .if_nan(_spec.tickdown(best_ask))
+            .if_nan(_vm.settlement);
+         return _spec.round_to_tick(v, RoundingMode.AbsDown);
      }

      double _normalize_price(double price) =>
@@ -1407,13 +1434,20 @@ namespace mbts.spark {
      double _get_ask_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return LadderPriceLineViewAdapter.ask_line(best_bid, best_ask, _vm.settlement, _spec);
+         var v = _spec.tickdown(best_ask)
+            .if_nan(best_bid)
+            .if_nan(_vm.settlement);
+         return _spec.round_to_tick(v, RoundingMode.AbsDown);
      }

      double _get_mid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return LadderPriceLineViewAdapter.mid_line(best_bid, best_ask, _vm.settlement, _spec);
+         var v = TickUtils.mid_tick(_spec, best_bid, best_ask)
+            .if_nan(best_bid)
+            .if_nan(_spec?.tickdown(best_ask) ?? double.NaN)
+            .if_nan(_vm.settlement);
+         return _spec.round_to_tick(v, RoundingMode.AbsDown);
      }

      double _get_session_low() => _normalize_price(_get_session_low_raw());
@@ -1445,7 +1479,13 @@ namespace mbts.spark {
         _pending_scroll_to_origin |= _settings == null;
         _invalidate_spec();
         if (_price_list != null) {
-            _price_list.security = security;
+            _pending_price_list = null;
+            if (_price_list.Count > 0) {
+               var high_price = _price_list.First();
+               var new_tickdiff = _spec.count_ticks(high_price);
+               _price_list.high_tick = (long)new_tickdiff;
+            }
+            _price_list.regional_tick = _spec;
         }
         _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
         _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
@@ -1457,9 +1497,13 @@ namespace mbts.spark {
         static GlyphContext glyph_context(LadderColumnSettings cs) =>
            GlyphContext.create(cs.font_family, cs.font_weight);

+         var price_display = security.regional_ticks().tick_factors(0).to_api_tick_display_settingsi();
         _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(
-            _settings.size_display, _qty_display);
-         _fmt_mkt_quantity_impl = MDDisplayHelper.get_value_formatter(_qty_display);
+            _settings.size_display, _qty_display, price_display);
+         _fmt_mkt_quantity_impl = MDDisplayHelper.get_value_formatter(
+            _settings.size_display, _qty_display, price_display);
+         _fmt_price_level_impl = MDDisplayHelper.get_formatter_lpl(
+            _settings.size_display, _qty_display, price_display);
         _set_columns();
         _apply_column_visual_offset();
         if (prev_row_height != _settings.row_height)
@@ -1469,18 +1513,16 @@ namespace mbts.spark {
         _mkt_break_lines.fair_value_line_views.Clear();
         // Clear and re-add the columns to the viewer to ensure offset/visibility is correct
         _visual_host.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.
-            _visual_host.AddVisualChild(_session_range_vis);
-         }
+         // 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.
+         _visual_host.AddVisualChild(_session_range_vis);
         // Renders the grid lines and column backgrounds
         _visual_host.AddVisualChild(_gridvis);
         // Orders column
@@ -1520,8 +1562,6 @@ namespace mbts.spark {
            with_vis => _visual_host.RemoveVisualChild(with_vis.vis));
         _visual_host.AddVisualChild(_session_low_vis);
         _visual_host.AddVisualChild(_session_high_vis);
-         if (!LadderSettings.mimic_tt)
-            _visual_host.AddVisualChild(_session_range_vis);
         _render_grid_background();
         _init_tactile_adorner();
         // this effectively sets the background of the "Last" column //deleted to fix color
@@ -1530,6 +1570,7 @@ namespace mbts.spark {
         // }
         scroll_to_pending_target();
         visible_columns_changed?.Invoke();
+         _refresh_all_visuals();
      }

      // This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
@@ -1537,16 +1578,27 @@ namespace mbts.spark {
         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
         var impl = _fmt_mkt_depth_item_impl;
-         impl ??= MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default(), _qty_display);
+         impl ??= MDDisplayHelper.get_formatter_nps(
+            MarketSizeDisplay.get_default(), _qty_display, _spec.tick_factors(0).to_api_tick_display_settingsi());
+         return impl(value);
+      }
+
+      // This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
+      string _fmt_price_level(LadderPriceLevel value) {
+         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
+         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
+         var impl = _fmt_price_level_impl;
+         impl ??= MDDisplayHelper.get_formatter_lpl(
+            MarketSizeDisplay.get_default(), _qty_display, security.regional_ticks().tick_factors(0).to_api_tick_display_settingsi());
         return impl(value);
      }

      // This is designed to be a redundant null check for _fmt_mkt_quantity_impl.
-      string _fmt_mkt_quantity(double value) {
+      string _fmt_mkt_quantity(double value, double price) {
         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
         var impl = _fmt_mkt_quantity_impl;
-         return impl is null ? value.ToString() : impl(value);
+         return impl is null ? value.ToString() : impl(value, price);
      }

      void _init_tactile_adorner() {
@@ -0,0 +1,98 @@
+namespace mbts.spark;
+
+using bts;
+using bts.utils;
+
+using System;
+using System.Collections.Generic;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+
+readonly struct LadderPriceLevel : IEquatable<LadderPriceLevel> {
+   public LadderPriceLevel(double price = double.NaN, double volume = 0, double notionalValue = double.NaN) {
+      Price = price;
+      Volume = volume;
+      NotionalValue = notionalValue.is_nan() ? volume * price : notionalValue;
+   }
+
+   public static LadderPriceLevel Empty => new();
+
+   public double Price { get; }
+   public double Volume { get; }
+   public double NotionalValue { get; }
+
+   public LadderPriceLevel Add(double price, double volume) {
+      if (!(volume > 0)) {
+         return this;
+      }
+      if (!(Volume > 0)) {
+         return new(price, volume);
+      }
+      Log.assert(Price.is_real());
+      Log.assert(price.is_real());
+      var newVolume = Volume + volume;
+      var newPrice = (Price * Volume + price * volume) / newVolume;
+      return new(newPrice, newVolume);
+   }
+
+   public LadderPriceLevel Add(IEnumerable<(double Price, double Volume)> items) {
+      var (totalPrice, totalVolume) = items.Sum();
+      return totalVolume > 0
+         ? Add(totalPrice / totalVolume, totalVolume)
+         : this;
+   }
+
+   public Builder ToBuilder() =>
+      new() { Cost = Price, Volume = Volume };
+
+   public LadderPriceLevel With(double price = double.NaN, double volume = double.NaN, double notionalValue = double.NaN) =>
+      new(price.if_nan(Price), volume.if_nan(Volume), notionalValue.if_nan(NotionalValue));
+
+   public bool Equals(LadderPriceLevel other) =>
+      MathUtils.epsilon_eq_comparer.Equals(Price, other.Price)
+      && MathUtils.epsilon_eq_comparer.Equals(Volume, other.Volume);
+
+   public override bool Equals([NotNullWhen(true)] object obj) =>
+      obj is LadderPriceLevel other && Equals(other);
+
+   public override int GetHashCode() =>
+      HashCode.Combine(
+         MathUtils.epsilon_eq_comparer.GetHashCode(Price),
+         MathUtils.epsilon_eq_comparer.GetHashCode(Volume));
+
+   public class Builder {
+      double notionalValue = double.NaN;
+
+      public double Cost { get; set; } = double.NaN;
+      public double Volume { get; set; } = 0;
+      public double NotionalValue => notionalValue.is_nan() ? Volume * Cost : notionalValue;
+
+      public void Add(double price, double volume) {
+         if (!(volume > 0)) {
+            return;
+         }
+         Log.assert(price.is_real());
+         Cost += price * volume;
+         Volume += volume;
+      }
+
+      public void Add(double price, double volume, double notionalValue) {
+         if (!(volume > 0)) {
+            return;
+         }
+         Log.assert(price.is_real());
+         Cost += price * volume;
+         Volume += volume;
+         if (this.notionalValue.is_nan()) {
+            this.notionalValue = notionalValue;
+         } else{
+            this.notionalValue += notionalValue;
+         }
+      }
+
+      public LadderPriceLevel ToImmutable() =>
+         Volume > 0
+            ? new(Cost / Volume, Volume, NotionalValue)
+            : Empty;
+   }
+}
@@ -1,62 +0,0 @@
-using bts.api;
-
-namespace mbts.spark {
-   using RegionalTickFactors = user.settings.RegionalTickFactors;
-
-   class LadderPriceLineViewAdapter {
-      public static double bid_line(
-         double bid, double ask, double settlement, RegionalTickFactors 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, RegionalTickFactors 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, RegionalTickFactors 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 is not null) {
-               return TickUtils.mid_tick(spec, bid, ask);
-            }
-            return bid;
-         }
-      }
-
-      static double _try_tick_down(RegionalTickFactors spec, double value) {
-         if (spec is not null) {
-            return spec.tickdown(value);
-         }
-         return value;
-      }
-   }
-}
@@ -16,33 +16,34 @@ namespace mbts.spark {
      long _length;
      long _high_tick;
      SecurityImmutable? _security;
-      RegionalTickFactors _regional_tick_backing;
-      RegionalTickFactors _regional_tick =>
-         _regional_tick_backing ??= TickUtils.get_regional_ticks(_security);

-      public LadderPriceList() { }
+      public LadderPriceList()
+         : this(RegionalTickFactors.Default) { }
+
+      public LadderPriceList(RegionalTickFactors regional_tick) =>
+         this.regional_tick = regional_tick;

      public LadderPriceList(LadderPriceList other) {
         _length = other._length;
         _high_tick = other._high_tick;
         _security = other._security;
+         regional_tick = other.regional_tick;
      }

      public event NotifyCollectionChangedEventHandler CollectionChanged;

-      public SecurityImmutable? security {
-         get => _security;
+      RegionalTickFactors _regional_tick;
+      public RegionalTickFactors regional_tick {
+         get => _regional_tick;
         set {
-            if (value == _security) {
-               return;
+            if (value is null) {
+               _regional_tick = RegionalTickFactors.Default;
+            } else {
+               _regional_tick = value;
            }
-            _security = value;
-            _regional_tick_backing = null;
         }
      }

-      public ContractSpecificationImmutable spec { get; set; }
-
      public long high_tick {
         get => _high_tick;
         set => _high_tick = value;
@@ -54,8 +55,8 @@ namespace mbts.spark {
      }

      public double start {
-         get => _regional_tick.tickup<double>(0, (uint)high_tick);
-         set => high_tick = _regional_tick.tickdiff(value, 0) ?? high_tick;
+         get => regional_tick.tickup<double>(0, (uint)high_tick);
+         set => high_tick = regional_tick.tickdiff(value, 0) ?? high_tick;
      }

      public long length {
@@ -80,7 +81,7 @@ namespace mbts.spark {
      public bool IsReadOnly => false;

      public double this[int idx] {
-         get => _regional_tick.tick<double>(0, high_tick - idx);
+         get => regional_tick.tick<double>(0, high_tick - idx);
         set => throw new NotSupportedException();
      }

@@ -94,7 +95,7 @@ namespace mbts.spark {
         GetEnumerator();

      public int IndexOf(double item) {
-         var idx = _regional_tick.tickdiff(start, item) ?? -1;
+         var idx = regional_tick.tickdiff(start, item) ?? -1;
         if (idx < 0 || idx >= length) {
            return -1;
         }
@@ -209,7 +210,7 @@ namespace mbts.spark {
         other != null &&
         _high_tick == other._high_tick &&
         _length == other._length &&
-         _regional_tick.safe_equals(other._regional_tick);
+         regional_tick.safe_equals(other.regional_tick);

      public override bool Equals(object obj) =>
         Equals(obj as LadderPriceList);
@@ -218,7 +219,7 @@ namespace mbts.spark {
         HashCode.Combine(_high_tick, _length);

      double _tick_to_price(long tick) =>
-         _regional_tick.tick<double>(0, tick);
+         regional_tick.tick<double>(0, tick);

      void _add_tick(long tick) {
         int idx;
@@ -31,19 +31,19 @@ namespace mbts.spark {
         Side side,
         double quantity,
         double filled,
+         double price,
         LadderSettings.BadgeStyle style,
-         Func<double, string> fmt_value = null
+         Func<double, double, string> fmt_value = null
      ) {
-         if (fmt_value is null)
-            fmt_value = FormattingDelegates.default_string<double>();
+         fmt_value ??= (v, p) => v.ToString();
         switch (style) {
            case LadderSettings.BadgeStyle.Alternate:
               var working_qty = quantity > filled ? quantity - filled : 0;
               return new[] {
-                  $"{side.abbreviate()}:{fmt_value(filled)}",
-                  $"W:{fmt_value(working_qty)}"
+                  $"{side.abbreviate()}:{fmt_value(filled, price)}",
+                  $"W:{fmt_value(working_qty, price)}"
               };
-            default: return new[] { $"{fmt_value(filled)}/{fmt_value(quantity)}" };
+            default: return new[] { $"{fmt_value(filled, price)}/{fmt_value(quantity, price)}" };
         }
      }

@@ -57,8 +57,7 @@ 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 Thickness row_padding => LadderSettings.mimic_tt ?
-         new Thickness(4, 2, 4, 2) : new Thickness(6);
+      public static Thickness row_padding => new Thickness(4, 2, 4, 2);

      const string tick_separator_period = ".";
      const string tick_separator_dash = "-";
@@ -79,13 +78,6 @@ namespace mbts.spark {
      public static int index_of(IList<double> prices, double price, IComparer<double> comparer, bool relative_idx) {
         for (int i = 1; i < prices.Count; i++) {
            Log.assert(prices[i - 1] > prices[i]);
-            var c = comparer.Compare(prices[i - 1], prices[i]);
-            if (c >= 0) {
-               c = comparer.Compare(prices[i - 1], prices[i]);
-            } else {
-               c = comparer.Compare(prices[i - 1], prices[i]);
-            }
-            Log.assert(c < 0);
         }
         var idx = CollectionHelper.binary_search(prices, price, comparer);
         if (relative_idx && idx < 0) {
@@ -109,17 +101,64 @@ namespace mbts.spark {
            settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
            -4, VerticalAlignment.Center, row * row_height, true);

-      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec) {
+      public static GlyphRun[] format_prices(
+         IList<double> prices,
+         double reference_price,
+         LadderSettings.NetChangeTerms terms,
+         double row_height,
+         LadderColumnSettings settings,
+         GlyphContext glyph_context,
+         RegionalTickFactors spec,
+         LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default
+      ) {
         var result = new GlyphRun[prices.Count];
+         string basis_pts_fmt = terms switch {
+            LadderSettings.NetChangeTerms.BasisPoints or
+            LadderSettings.NetChangeTerms.NetBasisPoints => get_basis_pts_fmt(),
+            _ => null
+         };
         Parallel.For(0, prices.Count, i =>
-            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(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec, LadderSettings.PriceDisplayFormat price_display_format) {
-         var result = new GlyphRun[prices.Count];
-         Parallel.For(0, prices.Count, i =>
-            result[i] = format_text(spec.format(prices[i]), i, row_height, settings, glyph_context, price_display_format));
+            result[i] = format_text(fmt(i), i, row_height, settings, glyph_context, price_display_format));
         return result;
+
+         string fmt(int i) {
+            switch (terms) {
+               case LadderSettings.NetChangeTerms.Dollars:
+                  return prices[i].ToString("0.00");
+               case LadderSettings.NetChangeTerms.BasisPoints: {
+                     if (!reference_price.is_real_non_zero()) {
+                        return spec.format(double.NaN);
+                     }
+                     var basis_pts = prices[i] * 10000.0 / reference_price;
+                     return basis_pts.ToString(basis_pts_fmt);
+                  }
+               case LadderSettings.NetChangeTerms.NetBasisPoints: {
+                     if (!reference_price.is_real_non_zero()) {
+                        return spec.format(double.NaN);
+                     }
+                     var net_basis_pts = prices[i] * 10000.0 / reference_price - 10000.0;
+                     return net_basis_pts.ToString(basis_pts_fmt);
+                  }
+               default:
+                  return spec.format(prices[i]);
+            }
+         }
+
+         string get_basis_pts_fmt() {
+            if (!reference_price.is_real_non_zero()) {
+               return "0.000";
+            }
+            var tick_sz = spec.ticksize(reference_price);
+            var basis_pt = reference_price.abs() / 10000.0;
+            var precision_log10 = Math.Log10(tick_sz / basis_pt);
+            int n = 0;
+            if (precision_log10 < 0) {
+               n = (int)Math.Ceiling(-precision_log10);
+            }
+            return n < 1
+               ? "0"
+               : "0." + new string('0', n);
+         }
      }

      public static void clear_prices(DrawingVisual price, int row_count, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) {
@@ -135,51 +174,20 @@ namespace mbts.spark {
      public static void render_prices(
         DrawingVisual price,
         GlyphContext glyph_context,
-         IList<double> price_list,
+         IList<double> dprices,
         double wrt_price,
-         bool format_in_tick_terms,
+         LadderSettings.NetChangeTerms terms,
         double row_height,
         LadderColumnSettings settings,
-         RegionalTickFactors tick) {
-         if (price_list.IsNullOrEmpty()) {
+         RegionalTickFactors tick,
+         LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default) {
+         if (dprices.IsNullOrEmpty()) {
            return;
         }
-         render_prices(
-            price, glyph_context, price_list, row_height, settings, tick,
-            wrt_price, format_in_tick_terms);
-      }
-
-      public static void render_prices(
-         DrawingVisual price,
-         GlyphContext glyph_context,
-         IList<double> dprices,
-         double row_height,
-         LadderColumnSettings settings,
-         RegionalTickFactors tick,
-         double wrt_price,
-         bool format_in_tick_terms) {
         var foreground = settings.foreground.rgb_brush();
         //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, tick);
-         using (var dc = price.RenderOpen())
-         using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
-            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
-            for (int x = 0; x < dprices.Count; ++x)
-               dc.DrawGlyphRun(foreground, fprices[x]);
-         }
-      }
-
-      public static void render_prices(
-         DrawingVisual price,
-         GlyphContext glyph_context,
-         IList<double> dprices,
-         double row_height,
-         LadderColumnSettings settings,
-         RegionalTickFactors tick,
-         LadderSettings.PriceDisplayFormat price_display_format) {
-         var foreground = settings.foreground.rgb_brush();
-         //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, row_height, settings, glyph_context, tick, price_display_format);
+         var fprices = format_prices(
+            dprices, wrt_price, terms, row_height, settings, glyph_context, tick, price_display_format);
         using (var dc = price.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -205,69 +213,78 @@ namespace mbts.spark {
         }
      }

+      public static void RenderSizes(
+         DrawingVisual dv,
+         GlyphContext glyphContext,
+         int originIndex,
+         IList<double> prices,
+         IEnumerable<LadderPriceLevel> levels,
+         double rowHeight,
+         RegionalTickFactors spec,
+         LadderColumnSettings settings,
+         Func<LadderPriceLevel, string> fmt) {
+         var bg = settings.background.rgb_color().blend((BTSColor)0x2AFFFFFF).to_brush();
+         using (var dc = dv.RenderOpen())
+         using (_draw_with_clip(dc, settings, rowHeight, prices.Count))
+         using (var levelsEn = (levels ?? Enumerable.Empty<LadderPriceLevel>()).GetEnumerator()) {
+            var fg = settings.foreground.rgb_brush();
+            var currIdx = originIndex;
+            var currPrice = prices[currIdx];
+            while (levelsEn.MoveNext()) {
+               var level = levelsEn.Current;
+               var ticks = spec.count_ticks(level.Price);
+               var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : level.Price;
+               // prices are in descending order, so get diff from curr_price - price
+               var tickDiff = spec.tickdiff(currPrice, price).assert_value();
+               if (!MathUtils.try_increment(ref currIdx, tickDiff) || currIdx < 0 || currIdx >= prices.Count) {
+                  continue;
+               }
+               currPrice = price;
+               if (bg is not null) {
+                  var y = currIdx * rowHeight + GRID_LINE_HEIGHT;
+                  var height = rowHeight - GRID_LINE_HEIGHT;
+                  dc.DrawRectangle(bg, null, new Rect(0, y, settings.width, height));
+               }
+               var gr = format_text(fmt(level), currIdx, rowHeight, settings, glyphContext);
+               dc.DrawGlyphRun(fg, gr);
+            }
+         }
+      }
+
+      public static IEnumerable<LadderPriceLevel> GetLevels(IEnumerable<(double Price, double Volume, double NotionalValue)> depth, RegionalTickFactors spec) =>
+          depth.TakeWhile(nps => nps.Volume > 0 && nps.Price.is_real())
+            .AggregateConsecutiveGroups(
+               LadderPriceLevel.Empty.ToBuilder,
+               (bd, rung) => {
+                  bd.Add(rung.Price, rung.Volume, rung.NotionalValue);
+                  return bd;
+               },
+               rung => {
+                  var ticks = spec.count_ticks(rung.Price);
+                  return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.Price;
+               })
+            .Select(bd => bd.ToImmutable());
+
      public static void render_sizes(
         DrawingVisual dv,
         GlyphContext glyph_context,
         int origin_index,
         IList<double> prices,
-         NativePriceSize[] rungs,
+         IEnumerable<(double Price, double Volume, double NotionalValue)> rungs,
         double row_height,
         RegionalTickFactors spec,
         LadderColumnSettings settings,
-         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((BTSColor)0x2AFFFFFF)
-            .to_brush();
-         } else {
-            market_cell_background_brush = null;
-         }
-         // market_cell_background_brush = settings.background.rgb_color().blend((BTSColor)0xFF000000).to_brush();
-         using (var dc = dv.RenderOpen())
-         using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
-            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, prices.Count * row_height));
-            if (!prices.within_range(origin_index) || rungs.is_null_or_empty())
-               return;
-            var foreground = settings.foreground.rgb_brush();
-            int curr_index = origin_index;
-            double curr_price = prices[curr_index];
-            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 => {
-                     var ticks = spec.count_ticks(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.count_ticks(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
-               var tick_diff = spec.tickdiff(curr_price, price).assert_value();
-               checked {
-                  curr_index += (int)tick_diff;
-               }
-               curr_price = price;
-               if (curr_index >= 0 && curr_index < prices.Count) {
-                  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;
-            }
-         }
+         Func<LadderPriceLevel, string> fmt) {
+         RenderSizes(
+            dv,
+            glyph_context,
+            origin_index,
+            prices,
+            GetLevels(rungs, spec),
+            row_height,
+            spec,
+            settings,
+            fmt);
      }

      public static void render_volumes(
@@ -280,7 +297,7 @@ namespace mbts.spark {
         VolumeColumnSettings settings,
         int last_index,
         string last_size_and_direction,
-         Func<double, string> fmt_value) {
+         Func<double, double, string> fmt_value) {
         //
         if (!data.Any()) {
            _clear_visual(dv);
@@ -303,12 +320,12 @@ namespace mbts.spark {
            _clear_visual(dv);
            return;
         }
-         fmt_value ??= FormattingDelegates.default_string<double>();
+         fmt_value ??= (v, p) => v.ToString();
         // inflate the max so that the graph never fills the available space
         double max = data.Max(v => v.Volume) * 1.1;
         _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
         /// local methods
-         void render_cell(DrawingContext dc, int r, VolumeAtPriceLevelImmutable vap) {
+         void render_cell(DrawingContext dc, int r, double price, VolumeAtPriceLevelImmutable vap) {
            Brush text_brush = settings.general.foreground.rgb_brush();
            double y = row_height * r;
            var last_trade_here = r == last_index;
@@ -335,11 +352,11 @@ namespace mbts.spark {
               }
               x_bar += width;
               if (show_numbers)
-                  numbers_text.Add(fmt_value(v));
+                  numbers_text.Add(fmt_value(v, vap.Price));
            }

            if (settings.total.show_numbers) {
-               numbers_text.Add(fmt_value(vap.Volume));
+               numbers_text.Add(fmt_value(vap.Volume, vap.Price));
            }
            if (settings.show_ltq && last_trade_here) {
               numbers_text.Clear();
@@ -366,9 +383,17 @@ namespace mbts.spark {
         }
      }

-      public delegate void RenderCell<T>(DrawingContext dc, int row, T data_item);
+      public delegate void RenderCell<T>(DrawingContext dc, int row, double price, T data_item);

-      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> cells, LadderColumnSettings settings, IList<double> prices, RegionalTickFactors spec, RenderCell<T> render_cell) {
+      static void _render_cells<T>(
+         DrawingVisual dv,
+         double row_height,
+         IEnumerable<(double price, T value)> cells,
+         LadderColumnSettings settings,
+         IList<double> prices,
+         RegionalTickFactors spec,
+         RenderCell<T> render_cell
+      ) {
         using (var dc = dv.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
            if (prices.is_null_or_empty() || cells.is_null_or_empty()) {
@@ -388,7 +413,7 @@ namespace mbts.spark {
               var check_price = spec.tickdown(max_price, idx);
               Log.assert(spec.tick_equals(price, check_price));
               Log.assert(idx >= 0 && idx < prices.Count);
-               render_cell(dc, idx, value);
+               render_cell(dc, idx, price, value);
            }
         }
      }
@@ -400,10 +425,10 @@ namespace mbts.spark {
         int index,
         double row_height,
         LadderColumnSettings settings,
-         Func<double, string> fmt_value) {
-         fmt_value ??= FormattingDelegates.default_string<double>();
+         Func<NativePriceSize, string> fmt_value) {
+         fmt_value ??= nps => nps.size.ToString();
         using (var dc = dv.RenderOpen()) {
-            var gr = format_text(fmt_value(last.size), index, row_height, settings, glyph_context);
+            var gr = format_text(fmt_value(last), index, row_height, settings, glyph_context);
            dc.DrawGlyphRun(settings.foreground.rgb_brush(), gr);
         }
      }
@@ -417,13 +442,13 @@ namespace mbts.spark {
         double row_height,
         RegionalTickFactors spec,
         LadderColumnSettings settings,
-         Func<double, string> fmt_value
+         Func<double, double, string> fmt_value
      ) {
-         fmt_value ??= FormattingDelegates.default_string<double>();
+         fmt_value ??= (v, p) => v.ToString();
         var fg = settings.foreground.rgb_brush();
-         _render_cells(dv, row_height, pvp, settings, prices, spec, (dc, row, piq) =>
+         _render_cells(dv, row_height, pvp, settings, prices, spec, (dc, row, price, piq) =>
            dc.DrawGlyphRun(
-               fg, format_text(fmt_value(piq), row, row_height, settings, glyph_context)));
+               fg, format_text(fmt_value(piq, price), row, row_height, settings, glyph_context)));
      }

      public static void render_mkt_break(DrawingVisual dv, int index, double row_height, uint color) =>
@@ -39,6 +39,9 @@

      <cv:EnumCharacterCasingConverter x:Key="casing_converter"/>
      <cv:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel" />
+      <cv:ResponsiveTextConverter x:Key="BidPriceTextConverter" LongText="Bid:" ShortText="B:" Threshold="99" />
+      <cv:ResponsiveTextConverter x:Key="AskPriceTextConverter" LongText="Ask:" ShortText="A:" Threshold="99" />
+      <cv:ResponsiveTextConverter x:Key="MidPriceTextConverter" LongText="Mid:" ShortText="M:" Threshold="99" />
      <cv:ResponsiveTextConverter x:Key="DayTextConverter" LongText="Day:" ShortText="D:" Threshold="99" />
      <cv:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
      <cv:ResponsiveTextConverter x:Key="LowTextConverter" LongText="Low:" ShortText="L:" Threshold="99" />
@@ -179,7 +182,7 @@
      </Style>

      <Style x:Key="CancelAll" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
-        <Setter Property="Grid.Row" Value="2" />
+        <Setter Property="Grid.Row" Value="0"/>
        <Setter Property="Content">
          <Setter.Value>
            <TextBlock VerticalAlignment="Center">Cancel All</TextBlock>
@@ -217,10 +220,7 @@
          </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}">
+      <Style x:Key="CancelBuys" TargetType="Button" BasedOn="{StaticResource CancelAll}">
        <Setter Property="Grid.Row" Value="1" />
        <Setter Property="Content">
          <Setter.Value>
@@ -228,7 +228,7 @@
          </Setter.Value>
        </Setter>
      </Style>
-      <Style x:Key="TT_CancelSells" TargetType="Button" BasedOn="{StaticResource CancelAll}">
+      <Style x:Key="CancelSells" TargetType="Button" BasedOn="{StaticResource CancelAll}">
        <Setter Property="Grid.Row" Value="2" />
        <Setter Property="Content">
          <Setter.Value>
@@ -236,83 +236,6 @@
          </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>
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border
-                x:Name="Border"
-                BorderThickness="{TemplateBinding BorderThickness}"
-                BorderBrush="{u:BTSColor UI.Button.normal_border}"
-                Background="{Binding bid_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="#99167ed3" />
-                  <Setter
-                    TargetName="Border"
-                    Property="BorderBrush"
-                    Value="{u:BTSColor UI.Button.mouseover_border}" />
-                </Trigger>
-              </ControlTemplate.Triggers>
-            </ControlTemplate>
-          </Setter.Value>
-        </Setter>
-      </Style>
-      <Style x:Key="CancelSells" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
-        <Setter Property="Background" Value="{u:BTSColor MarketData.ask}" />
-        <Setter Property="Grid.Row" Value="1" />
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center" Foreground="{Binding ask_foreground}">
-              Cancel Sells
-            </TextBlock>
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border
-                x:Name="Border"
-                BorderThickness="{TemplateBinding BorderThickness}"
-                BorderBrush="{u:BTSColor UI.Button.normal_border}"
-                Background="{Binding ask_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="#99c00000" />
-                  <Setter
-                    TargetName="Border"
-                    Property="BorderBrush"
-                    Value="{u: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>
@@ -363,13 +286,103 @@
        <Setter Property="Grid.Column" Value="2"/>
        <Setter Property="HorizontalAlignment" Value="Stretch"/>
        <Setter Property="Margin" Value="0,0,0,2"/>
-        <Setter Property="Padding" Value="1"/>
+        <Setter Property="Padding" Value="4,1"/>
      </Style>
      <Style x:Key="LeftPanelPricePointText" TargetType="TextBlock">
+        <Setter Property="HorizontalAlignment" Value="Right" />
        <Setter Property="FontWeight" Value="Bold"/>
        <Setter Property="Foreground" Value="{u:BTSColor UI.default_text}"/>
      </Style>

+      <Style x:Key="LeftPanelPricePointButton" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+        <Setter Property="Grid.Column" Value="2" />
+        <Setter Property="BorderThickness" Value="0" />
+        <Setter Property="HorizontalAlignment" Value="Stretch" />
+        <Setter Property="HorizontalContentAlignment" Value="Right" />
+        <Setter Property="Margin" Value="0,0,0,2" />
+        <Setter Property="Padding" Value="4,1" />
+        <Setter Property="Cursor" Value="Hand" />
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="Button">
+              <Border
+                x:Name="Border"
+                Background="{TemplateBinding Background}"
+                BorderThickness="{TemplateBinding BorderThickness}"
+                CornerRadius="0"
+                Height="Auto"
+                Padding="0"
+                SnapsToDevicePixels="True">
+                <VisualStateManager.VisualStateGroups>
+                  <VisualStateGroup Name="CommonStates">
+                    <VisualState Name="Normal" />
+
+                    <VisualState Name="MouseOver">
+                      <Storyboard>
+                        <DoubleAnimation Storyboard.TargetName="HoverRect" Storyboard.TargetProperty="Fill.Opacity" BeginTime="0" Duration="00:00:00.15" To="0.20">
+                          <DoubleAnimation.EasingFunction>
+                            <QuadraticEase />
+                          </DoubleAnimation.EasingFunction>
+                        </DoubleAnimation>
+                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Border" Storyboard.TargetProperty="BorderBrush">
+                          <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSBrush UI.Button.mouseover_border}" />
+                        </ObjectAnimationUsingKeyFrames>
+                      </Storyboard>
+                    </VisualState>
+
+                    <VisualState Name="Pressed">
+                      <Storyboard>
+                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Border" Storyboard.TargetProperty="Background">
+                          <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSBrush UI.Button.pressed_background}" />
+                        </ObjectAnimationUsingKeyFrames>
+                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Border" Storyboard.TargetProperty="BorderBrush">
+                          <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSBrush UI.Button.pressed_border}" />
+                        </ObjectAnimationUsingKeyFrames>
+                      </Storyboard>
+                    </VisualState>
+
+                    <VisualState Name="Disabled">
+                      <Storyboard>
+                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Border" Storyboard.TargetProperty="Background">
+                          <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSBrush UI.Button.disabled_background}" />
+                        </ObjectAnimationUsingKeyFrames>
+                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Border" Storyboard.TargetProperty="BorderBrush">
+                          <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSBrush UI.Button.disabled_border}" />
+                        </ObjectAnimationUsingKeyFrames>
+                      </Storyboard>
+                    </VisualState>
+                  </VisualStateGroup>
+
+                  <VisualStateGroup Name="FocusStates">
+                    <VisualState Name="Unfocused" />
+
+                    <VisualState Name="Focused">
+                      <Storyboard>
+                        <ObjectAnimationUsingKeyFrames Storyboard.TargetName="Border" Storyboard.TargetProperty="BorderBrush">
+                          <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSBrush UI.Button.focused_border}" />
+                        </ObjectAnimationUsingKeyFrames>
+                      </Storyboard>
+                    </VisualState>
+                  </VisualStateGroup>
+                </VisualStateManager.VisualStateGroups>
+                <Grid>
+                <Rectangle Name="HoverRect" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" IsHitTestVisible="False">
+                  <Rectangle.Fill>
+                    <SolidColorBrush Color="White" Opacity="0" />
+                  </Rectangle.Fill>
+                </Rectangle>
+                <ContentPresenter
+                  Margin="{TemplateBinding Padding}"
+                  HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
+                  VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
+                  RecognizesAccessKey="True" />
+                </Grid>
+              </Border>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
+
      <sys:Double x:Key="MaxZoomFactor">1.5</sys:Double>
      <sys:Double x:Key="MinZoomFactor">0.5</sys:Double>
    </ResourceDictionary>
@@ -434,6 +447,9 @@
                <RowDefinition Height="Auto"/>
                <RowDefinition Height="Auto"/>
                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
              </Grid.RowDefinitions>
              <Grid.ColumnDefinitions>
                <ColumnDefinition Width="Auto"/>
@@ -441,9 +457,123 @@
                <ColumnDefinition Width="Auto"/>
              </Grid.ColumnDefinitions>

-              <!-- Day Change (label) -->
+              <!-- Ask Price (label) -->
              <TextBlock
                Grid.Row="0"
+                Text="{Binding left_panel_width, Converter={StaticResource AskPriceTextConverter}}"
+                Visibility="{Binding
+                  ask_price_style.actual_show_label,
+                  Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}" />
+
+              <!-- Ask Price (value) -->
+              <Button
+                Grid.Row="0"
+                Visibility="{Binding
+                  ask_price_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Ask"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding ask_price}"
+                Style="{StaticResource LeftPanelPricePointButton}">
+                <Button.Background>
+                  <SolidColorBrush Color="{Binding ask_price_style.background_color}" Opacity="1" />
+                </Button.Background>
+                <TextBlock
+                  FontFamily="{Binding ask_price_style.font_family}"
+                  FontSize="{Binding ask_price_style.font_size}"
+                  FontWeight="{Binding ask_price_style.font_weight}"
+                  Foreground="{Binding
+                    ask_price_style.font_color,
+                    Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="ask_price"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Button>
+
+              <!-- Mid Price (label) -->
+              <TextBlock
+                Grid.Row="1"
+                Text="{Binding left_panel_width, Converter={StaticResource MidPriceTextConverter}}"
+                Visibility="{Binding
+                  mid_price_style.actual_show_label,
+                  Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}" />
+
+              <!-- Mid Price (value) -->
+              <Button
+                Grid.Row="1"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding mid_price}"
+                Visibility="{Binding
+                  mid_price_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Mid"
+                Style="{StaticResource LeftPanelPricePointButton}">
+                <Button.Background>
+                  <SolidColorBrush Color="{Binding mid_price_style.background_color}" Opacity="1" />
+                </Button.Background>
+                <TextBlock
+                  FontFamily="{Binding mid_price_style.font_family}"
+                  FontSize="{Binding mid_price_style.font_size}"
+                  FontWeight="{Binding mid_price_style.font_weight}"
+                  Foreground="{Binding
+                    mid_price_style.font_color,
+                    Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="mid_price"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Button>
+
+              <!-- Bid Price (label) -->
+              <TextBlock
+                Grid.Row="2"
+                Text="{Binding left_panel_width, Converter={StaticResource BidPriceTextConverter}}"
+                Visibility="{Binding
+                  bid_price_style.actual_show_label,
+                  Converter={StaticResource BooleanToVisibilityConverter}}"
+                Style="{StaticResource LeftPanelPricePointLabel}" />
+
+              <!-- Bid Price (value) -->
+              <Button
+                Grid.Row="2"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding bid_price}"
+                Visibility="{Binding
+                  bid_price_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
+                ToolTip="Bid"
+                Style="{StaticResource LeftPanelPricePointButton}">
+                <Button.Background>
+                  <SolidColorBrush Color="{Binding bid_price_style.background_color}" Opacity="1" />
+                </Button.Background>
+                <TextBlock
+                  FontFamily="{Binding bid_price_style.font_family}"
+                  FontSize="{Binding bid_price_style.font_size}"
+                  FontWeight="{Binding bid_price_style.font_weight}"
+                  Foreground="{Binding
+                    bid_price_style.font_color,
+                    Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                  Style="{StaticResource LeftPanelPricePointText}">
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="bid_price"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Button>
+
+              <!-- Day Change (label) -->
+              <TextBlock
+                Grid.Row="3"
                Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
                Visibility="{Binding
                  day_change_style.actual_show_label,
@@ -452,7 +582,7 @@

              <!-- Day Change (value) -->
              <Border
-                Grid.Row="0"
+                Grid.Row="3"
                Background="{Binding
                  day_change_background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -479,7 +609,7 @@

              <!-- High (label) -->
              <TextBlock
-                Grid.Row="1"
+                Grid.Row="4"
                Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
                Visibility="{Binding
                  session_high_style.actual_show_label,
@@ -487,15 +617,17 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <!-- High (value) -->
-              <Border
-                Grid.Row="1"
+              <Button
+                Grid.Row="4"
                Background="{Binding
                  session_high_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding session_high}"
                Visibility="{Binding
                  session_high_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
                ToolTip="Session High"
-                Style="{StaticResource LeftPanelPricePointBorder}">
+                Style="{StaticResource LeftPanelPricePointButton}">
                <TextBlock
                  FontFamily="{Binding session_high_style.font_family}"
                  FontSize="{Binding session_high_style.font_size}"
@@ -504,24 +636,19 @@
                    session_high_style.font_color,
                    Converter={x:Static cv:ColorToBrushConverter.Instance}}"
                  Style="{StaticResource LeftPanelPricePointText}">
-                  <Hyperlink
-                    Command="{Binding go_to_price_cmd}" CommandParameter="{Binding session_high}">
-                    <TextBlock>
-                      <TextBlock.Text>
-                        <MultiBinding
-                          Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                          <Binding Path="session_high"/>
-                          <Binding Path="security.ContractSpec"/>
-                        </MultiBinding>
-                      </TextBlock.Text>
-                    </TextBlock>
-                  </Hyperlink>
+                  <TextBlock.Text>
+                    <MultiBinding
+                      Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="session_high"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
                </TextBlock>
-              </Border>
+              </Button>

              <!-- Low (label) -->
              <TextBlock
-                Grid.Row="2"
+                Grid.Row="5"
                Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
                Visibility="{Binding
                  session_low_style.actual_show_label,
@@ -529,15 +656,17 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <!-- Low (value) -->
-              <Border
-                Grid.Row="2"
+              <Button
+                Grid.Row="5"
                Background="{Binding
                  session_low_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding session_low}"
                Visibility="{Binding
                  session_low_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
                ToolTip="Session Low"
-                Style="{StaticResource LeftPanelPricePointBorder}">
+                Style="{StaticResource LeftPanelPricePointButton}">
                <TextBlock
                  FontFamily="{Binding session_low_style.font_family}"
                  FontSize="{Binding session_low_style.font_size}"
@@ -546,24 +675,19 @@
                    session_low_style.font_color,
                    Converter={x:Static cv:ColorToBrushConverter.Instance}}"
                  Style="{StaticResource LeftPanelPricePointText}">
-                  <Hyperlink
-                    Command="{Binding go_to_price_cmd}" CommandParameter="{Binding session_low}">
-                    <TextBlock>
-                      <TextBlock.Text>
-                        <MultiBinding
-                          Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                          <Binding Path="session_low"/>
-                          <Binding Path="security.ContractSpec"/>
-                        </MultiBinding>
-                      </TextBlock.Text>
-                    </TextBlock>
-                  </Hyperlink>
+                  <TextBlock.Text>
+                    <MultiBinding
+                      Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="session_low"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
                </TextBlock>
-              </Border>
+              </Button>

              <!-- Open (label) -->
              <TextBlock
-                Grid.Row="3"
+                Grid.Row="6"
                Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
                Visibility="{Binding
                  open_style.actual_show_label,
@@ -571,15 +695,17 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <!-- Open (value) -->
-              <Border
-                Grid.Row="3"
+              <Button
+                Grid.Row="6"
                Background="{Binding
                  open_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding open}"
                Visibility="{Binding
                  open_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
                ToolTip="Open"
-                Style="{StaticResource LeftPanelPricePointBorder}">
+                Style="{StaticResource LeftPanelPricePointButton}">
                <TextBlock
                  FontFamily="{Binding open_style.font_family}"
                  FontSize="{Binding open_style.font_size}"
@@ -587,23 +713,19 @@
                  Foreground="{Binding
                    open_style.font_color, Converter={x:Static cv:ColorToBrushConverter.Instance}}"
                  Style="{StaticResource LeftPanelPricePointText}">
-                  <Hyperlink Command="{Binding go_to_price_cmd}" CommandParameter="{Binding open}">
-                    <TextBlock>
-                      <TextBlock.Text>
-                        <MultiBinding
-                          Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                          <Binding Path="open"/>
-                          <Binding Path="security.ContractSpec"/>
-                        </MultiBinding>
-                      </TextBlock.Text>
-                    </TextBlock>
-                  </Hyperlink>
+                  <TextBlock.Text>
+                    <MultiBinding
+                      Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="open"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
                </TextBlock>
-              </Border>
+              </Button>

              <!-- Settlement (label) -->
              <TextBlock
-                Grid.Row="4"
+                Grid.Row="7"
                Text="{Binding
                  left_panel_width, Converter={StaticResource SettlementTextConverter}}"
                Visibility="{Binding
@@ -612,15 +734,17 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <!-- Settlement (value) -->
-              <Border
-                Grid.Row="4"
+              <Button
+                Grid.Row="7"
                Background="{Binding
                  settlement_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding settlement}"
                Visibility="{Binding
                  settlement_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
                ToolTip="Settlement"
-                Style="{StaticResource LeftPanelPricePointBorder}">
+                Style="{StaticResource LeftPanelPricePointButton}">
                <TextBlock
                  FontFamily="{Binding settlement_style.font_family}"
                  FontSize="{Binding settlement_style.font_size}"
@@ -629,23 +753,18 @@
                    settlement_style.font_color,
                    Converter={x:Static cv:ColorToBrushConverter.Instance}}"
                  Style="{StaticResource LeftPanelPricePointText}">
-                  <Hyperlink
-                    Command="{Binding go_to_price_cmd}" CommandParameter="{Binding settlement}">
-                    <TextBlock>
-                      <TextBlock.Text>
-                        <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                          <Binding Path="settlement"/>
-                          <Binding Path="security.ContractSpec"/>
-                        </MultiBinding>
-                      </TextBlock.Text>
-                    </TextBlock>
-                  </Hyperlink>
+                  <TextBlock.Text>
+                    <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="settlement"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
                </TextBlock>
-              </Border>
+              </Button>

              <!-- Theo (label) -->
              <TextBlock
-                Grid.Row="5"
+                Grid.Row="8"
                Text="{Binding left_panel_width, Converter={StaticResource TheoTextConverter}}"
                Visibility="{Binding
                  theo_style.actual_show_label,
@@ -653,15 +772,17 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <!-- Theo (value) -->
-              <Border
-                Grid.Row="5"
+              <Button
+                Grid.Row="8"
                Background="{Binding
                  theo_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
+                Command="{Binding go_to_price_cmd}"
+                CommandParameter="{Binding theo}"
                Visibility="{Binding
                  theo_style.show, Converter={StaticResource BooleanToVisibilityConverter}}"
                ToolTip="Theo"
-                Style="{StaticResource LeftPanelPricePointBorder}">
+                Style="{StaticResource LeftPanelPricePointButton}">
                <TextBlock
                  FontFamily="{Binding theo_style.font_family}"
                  FontSize="{Binding theo_style.font_size}"
@@ -669,23 +790,19 @@
                  Foreground="{Binding
                    theo_style.font_color, Converter={x:Static cv:ColorToBrushConverter.Instance}}"
                  Style="{StaticResource LeftPanelPricePointText}">
-                  <Hyperlink Command="{Binding go_to_price_cmd}" CommandParameter="{Binding theo}">
-                    <TextBlock>
-                      <TextBlock.Text>
-                        <MultiBinding
-                          Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                          <Binding Path="theo"/>
-                          <Binding Path="security.ContractSpec"/>
-                        </MultiBinding>
-                      </TextBlock.Text>
-                    </TextBlock>
-                  </Hyperlink>
+                  <TextBlock.Text>
+                    <MultiBinding
+                      Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                      <Binding Path="theo"/>
+                      <Binding Path="security.ContractSpec"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
                </TextBlock>
-              </Border>
+              </Button>

              <!-- Delta -->
              <TextBlock
-                Grid.Row="6"
+                Grid.Row="9"
                Text="{Binding left_panel_width, Converter={StaticResource DeltaTextConverter}}"
                Visibility="{Binding
                  delta_style.actual_show_label,
@@ -693,7 +810,7 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <Border
-                Grid.Row="6"
+                Grid.Row="9"
                Background="{Binding
                  delta_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -714,7 +831,7 @@

              <!-- Vega -->
              <TextBlock
-                Grid.Row="7"
+                Grid.Row="10"
                Text="{Binding left_panel_width, Converter={StaticResource VegaTextConverter}}"
                Visibility="{Binding
                  vega_style.actual_show_label,
@@ -722,7 +839,7 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <Border
-                Grid.Row="7"
+                Grid.Row="10"
                Background="{Binding
                  vega_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -743,7 +860,7 @@
              <!-- Volume (label) -->
              <TextBlock
                Grid.Column="0"
-                Grid.Row="8"
+                Grid.Row="11"
                Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
                Visibility="{Binding
                  volume_style.actual_show_label,
@@ -752,7 +869,7 @@

              <!-- Volume (price) -->
              <Border
-                Grid.Row="8"
+                Grid.Row="11"
                Background="{Binding
                  volume_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -793,6 +910,7 @@
              Margin="2,10,2,2"
              ItemsSource="{Binding accounts}"
              SelectedItem="{Binding selected_account}"
+              ToolTip="Account"
              Visibility="{Binding
                DataContext.show_account,
                RelativeSource={RelativeSource AncestorType=UserControl},
@@ -802,6 +920,7 @@
            <ComboBox
              DataContext="{Binding order_properties_vm}" ItemsSource="{Binding time_in_forces}"
              SelectedItem="{Binding selected_time_in_force}" Margin="2"
+              ToolTip="Time In Force"
              Visibility="{Binding
                DataContext.show_tif,
                RelativeSource={RelativeSource AncestorType=UserControl},
@@ -824,6 +943,7 @@
              IsOpen="{Binding is_expanded}"
              ItemsSource="{Binding algo_definitions_view}"
              SelectedItem="{Binding selected_algo_definition}"
+              ToolTip="Order/Algo Type"
              Visibility="{Binding
                DataContext.show_order_type,
                RelativeSource={RelativeSource AncestorType=UserControl},
@@ -879,6 +999,7 @@
              Increment="{Binding size_calculator.unit_quantity}"
              Minimum="0"
              TickDisplaySettings="{Binding size_calculator.display_settings}"
+              ToolTip="Size"
              Value="{Binding size_calculator.display_value, Mode=TwoWay}" />

            <!-- Qty quick buttons -->
@@ -901,7 +1022,8 @@
                      RelativeSource={RelativeSource AncestorType=ItemsControl}}"
                    Content="{Binding}"
                    Focusable="False"
-                    Foreground="{u:BTSColor UI.Button.normal_foreground}">
+                    Foreground="{u:BTSColor UI.Button.normal_foreground}"
+                    ToolTip="Add to Size">
                    <Button.CommandParameter>
                      <MultiBinding
                        Converter="{x:Static cv:DynamicDoubleMultiplierConverter.Instance}">
@@ -921,6 +1043,7 @@
              Margin="2"
              HorizontalAlignment="Stretch"
              Command="{Binding size_calculator.clear}"
+              ToolTip="Clear Size"
              Visibility="{Binding
                show_clear, Converter={StaticResource BooleanToVisibilityConverter}}"
              Style="{StaticResource CommonButton}">
@@ -931,6 +1054,7 @@
            <CheckBox
              Margin="2"
              IsChecked="{Binding auto_clear}"
+              ToolTip="Clear Size after order"
              Visibility="{Binding
                show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
              Auto Clear
@@ -973,19 +1097,19 @@
              <Button
                Command="{Binding cancel_cmd}"
                CommandParameter="Bids"
-                Style="{StaticResource {x:Static sp:LadderView.CancelBuysButtonStyleKey}}"
+                Style="{StaticResource CancelBuys}"
                Visibility="{Binding
                  show_cancel_buys, Converter={StaticResource BooleanToVisibilityConverter}}" />
              <Button
                Command="{Binding cancel_cmd}"
                CommandParameter="Asks"
-                Style="{StaticResource {x:Static sp:LadderView.CancelSellsButtonStyleKey}}"
+                Style="{StaticResource CancelSells}"
                Visibility="{Binding
                  show_cancel_sells, Converter={StaticResource BooleanToVisibilityConverter}}" />
              <Button
                Command="{Binding cancel_cmd}"
                CommandParameter="All"
-                Style="{StaticResource {x:Static sp:LadderView.CancelAllButtonStyleKey}}"
+                Style="{StaticResource CancelAll}"
                Visibility="{Binding
                  show_cancel_all, Converter={StaticResource BooleanToVisibilityConverter}}" />
            </Grid>
@@ -27,22 +27,6 @@ namespace mbts.spark {
         MinZoomFactor = 0.5,
         MaxZoomFactor = 1.5;

-      static LadderView() {
-         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         MimicTT = knobs.MimicTt;
-      }
-
-      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) => {
            const string day_pos_text = "day", raw_day_pos_text = "raw day", total_pos_text = "total";
@@ -76,14 +60,8 @@ namespace mbts.spark {
            if (show_total_pos) add_part(total_pos_text, " (", ")");
            //
            if (part_count > 1) {
-               // This is a complex expression (showing more than 1 value) - wrap it in single quotes.
-               // Explicitly state which value will be copied to the size input.
-               sb.Insert(0, "'");
-               sb.Add("'");
               sb.Add(" position\n(click to copy ", primary_pos, " to size)");
            } else {
-               // Only showing 1 value, no need for single quotes,
-               // nor an explicit statement that indicates which value will be copied to the size input.
               sb.Add(" position\n(click to copy to size)");
            }
            return sb.ToString();
@@ -1,4 +1,4 @@
-using bts;
+using bts;
 using bts.api;
 using bts.api.core;
 using bts.api.orderman;
@@ -223,6 +223,10 @@ namespace mbts.spark {
            Add(qty_column = new SizeColumn(
               new DoubleMinMax<OrderRecordTupleWithRoot>(
                  ort => ort.order.order.quantity(), nameof(OrderBookRowVM.quantity))));
+            // notional value
+            Add(notional_value_column = new NotionalValueColumn(
+               new DoubleMinMax<OrderRecordTupleWithRoot>(
+                  ort => ort.notional_value, nameof(OrderBookRowVM.notional_value))));
            // edit quantity column
            // not usually part of the main order book, but it's useful to add it
            // rather than debugging the popup window
@@ -232,6 +236,10 @@ namespace mbts.spark {
               new DoubleMinMax<OrderRecordTupleWithRoot>(
                  ort => ort.order.order.filled_quantity(),
                  nameof(OrderBookRowVM.filled_quantity))));
+            // filled notional value
+            Add(filled_notional_value_column = new FilledNotionalValueColumn(
+               new DoubleMinMax<OrderRecordTupleWithRoot>(
+                  ort => ort.filled_notional_value, nameof(OrderBookRowVM.filled_notional_value))));
            // price
            Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
               Columns.Price,
@@ -363,9 +371,11 @@ namespace mbts.spark {
         public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
         public SideColumn side_column { get; }
         public SizeColumn qty_column { get; }
+         public NotionalValueColumn notional_value_column { get; }
         public EditableQtyColumn edit_qty_column { get; }
         public SimpleTextColumn<DoubleMinMaxState> price_column { get; }
         public FilledColumn filled_qty_column { get; }
+         public FilledNotionalValueColumn filled_notional_value_column { get; }
         public SimpleTextColumn<DoubleMinMaxState> last_price_column { get; }
         public SimpleTextColumn<DoubleMinMaxState> avg_price_column { get; }
         public SimpleTextColumn<OrderStatus[]> status_column { get; }
@@ -391,8 +401,10 @@ namespace mbts.spark {
               order_sub_types = sub_type_column.filter.get_state(),
               sides = side_column.filter.get_state(),
               qty = qty_column.filter.get_state(),
+               notional_value = notional_value_column.filter.get_state(),
               price = price_column.filter.get_state(),
               qty_filled = filled_qty_column.filter.get_state(),
+               filled_notional_value = filled_notional_value_column.filter.get_state(),
               avg_price = avg_price_column.filter.get_state(),
               last_price = last_price_column.filter.get_state(),
               statuses = status_column.filter.get_state(),
@@ -415,7 +427,9 @@ namespace mbts.spark {
               account_column.filter.load_state(fs.accounts);
               price_column.filter.load_state(fs.price);
               qty_column.filter.load_state(fs.qty);
+               notional_value_column.filter.load_state(fs.notional_value);
               filled_qty_column.filter.load_state(fs.qty_filled);
+               filled_notional_value_column.filter.load_state(fs.filled_notional_value);
               side_column.filter.load_state(fs.sides);
               order_type_column.filter.load_state(fs.order_types);
               root_algo_type_column.filter.load_state(fs.root_algo_types);
@@ -645,6 +659,32 @@ namespace mbts.spark {
               DefaultCellPadding);
      }

+      public class NotionalValueColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
+         public NotionalValueColumn(IDataGridColumnPersistentFilter<OrderRecordTupleWithRoot, DoubleMinMaxState> filter)
+            : base(
+                 Columns.NotionalValue,
+                 DefaultColumnHeaders.NotionalValue,
+                 r => r.notional_value_text,
+                 DefaultColumnWidths.NotionalValue,
+                 filter,
+                 DataGridFilterKnownTemplates.DoubleMinMax,
+                 _wrap_comparer(r => r.notional_value)) { }
+
+         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
+            CellRender.draw_text(
+               dc,
+               _get_glyph_context(row),
+               font_size,
+               row.notional_value_text,
+               position,
+               row_height,
+               RenderUtils.get_side_brush(row),
+               background_brush,
+               horizontal_alignment,
+               VerticalAlignment.Center,
+               DefaultCellPadding);
+      }
+
      public class FilledColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
         public FilledColumn(IDataGridColumnPersistentFilter<OrderRecordTupleWithRoot, DoubleMinMaxState> filter)
            : base(Columns.Filled, "Filled Qty", r => r.display_filled_quantity.ToString(), DefaultColumnWidths.Qty, filter, DataGridFilterKnownTemplates.DoubleMinMax, _wrap_comparer(r => r.filled_quantity)) { }
@@ -664,6 +704,32 @@ namespace mbts.spark {
               DefaultCellPadding);
      }

+      public class FilledNotionalValueColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
+         public FilledNotionalValueColumn(IDataGridColumnPersistentFilter<OrderRecordTupleWithRoot, DoubleMinMaxState> filter)
+            : base(
+                 Columns.FilledNotionalValue,
+                 DefaultColumnHeaders.FilledNotionalValue,
+                 r => r.filled_notional_value_text,
+                 DefaultColumnWidths.FilledNotionalValue,
+                 filter,
+                 DataGridFilterKnownTemplates.DoubleMinMax,
+                 _wrap_comparer(r => r.filled_notional_value)) { }
+
+         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
+            CellRender.draw_text(
+               dc,
+               _get_glyph_context(row),
+               font_size,
+               row.filled_notional_value_text,
+               position,
+               row_height,
+               RenderUtils.get_side_brush(row),
+               background_brush,
+               horizontal_alignment,
+               VerticalAlignment.Center,
+               DefaultCellPadding);
+      }
+
      public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
         readonly BindingBase _foreground_binding;
         ListSortDirection? _cached_sort_direction;
@@ -1,4 +1,4 @@
-using bts;
+using bts;
 using bts.api;
 using bts.api.orderman;
 using bts.collections;
@@ -108,6 +108,8 @@ namespace mbts.spark {
      public double display_quantity => quantity.safe_divide(_display_qty_divisor);
      public string display_quantity_text =>
         quantity_display_settings.to_tick_display_settings().format(display_quantity);
+      public double notional_value => order_tuple.notional_value;
+      public string notional_value_text => _fmt_price(notional_value);
      public TickDisplaySettingsImmutable quantity_display_settings {
         get => _quantity_display_settings;
         set {
@@ -128,6 +130,8 @@ namespace mbts.spark {
         filled_quantity.safe_divide(_display_qty_divisor);
      public string display_filled_quantity_text =>
         quantity_display_settings.to_tick_display_settings().format(display_filled_quantity);
+      public double filled_notional_value => order_tuple.filled_notional_value;
+      public string filled_notional_value_text => _fmt_price(filled_notional_value);
      public string last_msg => order.last_msg();
      // piq
      public uint piq => order_tuple.order.piq ?? uint.MaxValue;
@@ -355,9 +359,15 @@ namespace mbts.spark {
            if (_prospective_qty_translator_backing != null)
               _prospective_qty_translator_backing.actual_value = quantity;
         }
+         if ((Columns.NotionalValue & dirty) == Columns.NotionalValue) {
+            RaisePropertyChanged(nameof(notional_value), nameof(notional_value_text));
+         }
         if ((Columns.Filled & dirty) != 0) {
            RaisePropertyChanged(nameof(filled_quantity), nameof(display_filled_quantity));
         }
+         if ((Columns.FilledNotionalValue & dirty) == Columns.FilledNotionalValue) {
+            RaisePropertyChanged(nameof(filled_notional_value), nameof(filled_notional_value_text));
+         }
         // badge fill
         if (old_order_tuple.order.meta?.badge_color != order_tuple.order.meta?.badge_color) {
            // invalidate by setting to null (will be re-instantiated in the public getter)
@@ -521,6 +531,12 @@ namespace mbts.spark {
            if (oldval.order.piq != newval.order.piq) {
               dirty |= Columns.Piq;
            }
+            if (oldval.notional_value != newval.notional_value) {
+               dirty |= Columns.NotionalValue;
+            }
+            if (oldval.filled_notional_value != newval.filled_notional_value) {
+               dirty |= Columns.FilledNotionalValue;
+            }
            return dirty;
         }
      }
@@ -389,7 +389,7 @@ namespace mbts.spark {
         }

         void refresh_quantity_display() {
-            foreach (var row in _row_collection.all_rows) {
+            foreach (var row in _row_collection.GetAllRows()) {
               if (_cached_securities.TryGetValue(row.security_key, out var smd)) {
                  row.quantity_display_settings = smd.quantity_display;
               }
@@ -1,160 +1,170 @@
-using bts.api;
-using bts.api.orderman;
-using bts.utils;
-
-using mbts;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui;
-using mbts.ui.utility;
-
-using ProtoBuf;
-
-using Spark.Api.Orders;
-
-using System;
-
-namespace bts.shell.orderbook {
-   [ProtoContract]
-   class FilterStates : IEquatable<FilterStates> {
-      [ProtoMember(1)]
-      public SecurityCriteria security_criteria;
-      [ProtoMember(2)]
-      public string order_key_regex;
-      [ProtoMember(3)]
-      public TimeFilterTuple time_created;
-      [ProtoMember(4)]
-      public string[] users;
-      [ProtoMember(5)]
-      public string[] accounts;
-      [ProtoMember(6)]
-      public Venue[] exchanges;
-      [ProtoMember(7)]
-      public TimeInForce[] tifs;
-      //[ProtoMember(8)]
-      //public CustomOrderDefinition.CustomOneofCase[] order_types;
-      [ProtoMember(23)]
-      public AlgoID[] order_types;
-      [ProtoMember(24)]
-      public AlgoID[] root_algo_types;
-      [ProtoMember(9)]
-      public Side[] sides;
-      [ProtoMember(10)]
-      public DoubleMinMaxState qty;
-      [ProtoMember(11)]
-      public DoubleMinMaxState price;
-      [ProtoMember(12)]
-      public DoubleMinMaxState qty_filled;
-      [ProtoMember(13)]
-      public DoubleMinMaxState avg_price;
-      [ProtoMember(14)]
-      public DoubleMinMaxState last_price;
-      [ProtoMember(15)]
-      public OrderStatus[] statuses;
-      [ProtoMember(16)]
-      public string exchange_message_regex;
-      [ProtoMember(17)]
-      public TimeFilterTuple last_change;
-      //[ProtoMember(18)]
-      //public string security_regex;
-      [ProtoMember(19)]
-      public api.orderman.OrderSubType[] order_sub_types;
-      [ProtoMember(20)]
-      public string[] symbols;
-      [ProtoMember(21)]
-      public string parent_key_regex;
-      [ProtoMember(22)]
-      public string attached_target_order_key_regex;
-      [ProtoMember(25)]
-      public UIntMinMaxState piq;
-
-      public bool Equals(FilterStates other) =>
-         other != null &&
-         security_criteria.safe_equals(other.security_criteria) &&
-         order_key_regex == other.order_key_regex &&
-         parent_key_regex == other.parent_key_regex &&
-         attached_target_order_key_regex == other.attached_target_order_key_regex &&
-         time_created.Equals(other.time_created) &&
-         EqualityComparer.safe_sequence_equals(users, other.users) &&
-         EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
-         EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
-         EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
-         EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
-         EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
-         EqualityComparer.safe_sequence_equals(sides, other.sides) &&
-         qty.safe_equals(other.qty) &&
-         price.safe_equals(other.price) &&
-         qty_filled.safe_equals(other.qty_filled) &&
-         avg_price.safe_equals(other.avg_price) &&
-         last_price.safe_equals(other.last_price) &&
-         EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
-         exchange_message_regex == other.exchange_message_regex &&
-         last_change.Equals(other.last_change) &&
-         EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
-         EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
-         piq.safe_equals(other.piq);
-
-      public override bool Equals(object obj) => Equals(obj as FilterStates);
-
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            security_criteria?.GetHashCode() ?? 0,
-            order_key_regex?.GetHashCode() ?? 0,
-            parent_key_regex?.GetHashCode() ?? 0,
-            attached_target_order_key_regex?.GetHashCode() ?? 0,
-            time_created.GetHashCode(),
-            EqualityComparer.safe_aggregate_hash(users),
-            EqualityComparer.safe_aggregate_hash(accounts),
-            EqualityComparer.safe_aggregate_hash(exchanges),
-            EqualityComparer.safe_aggregate_hash(tifs),
-            EqualityComparer.safe_aggregate_hash(order_types),
-            EqualityComparer.safe_aggregate_hash(root_algo_types),
-            EqualityComparer.safe_aggregate_hash(sides),
-            qty?.GetHashCode() ?? 0,
-            price?.GetHashCode() ?? 0,
-            qty_filled?.GetHashCode() ?? 0,
-            avg_price?.GetHashCode() ?? 0,
-            last_price?.GetHashCode() ?? 0,
-            EqualityComparer.safe_aggregate_hash(statuses),
-            exchange_message_regex?.GetHashCode() ?? 0,
-            last_change.GetHashCode(),
-            EqualityComparer.safe_aggregate_hash(order_sub_types),
-            EqualityComparer.safe_aggregate_hash(symbols),
-            piq?.GetHashCode() ?? 0);
-   }
-
-   static class FilterStatesExtensions {
-      public static Func<OrderRecordTupleWithRoot, bool> build_predicate(this FilterStates fs) {
-         var pb = new ColumnPredicateBuilder<OrderRecordTupleWithRoot>();
-         // security
-         pb.add_security_criteria(fs.security_criteria, o => o.order.security);
-         // regex
-         pb.add_regex(fs.order_key_regex, o => o.order.order.Key.ToString());
-         pb.add_regex(fs.exchange_message_regex, o => o.order.order.State.LastMsg);
-         pb.add_regex(fs.attached_target_order_key_regex, o => o.order.order.attached_target_order_key().ToString());
-         pb.add_regex(fs.parent_key_regex, o => o.order.order.ParentKey.ToString());
-         // time
-         pb.add_time_filter(fs.time_created, o => o.order.order.created());
-         pb.add_time_filter(fs.last_change, o => o.order.order.last_change());
-         // discrete values
-         pb.add_discrete_values(fs.users, o => o.order.order.user());
-         pb.add_discrete_values(fs.accounts, o => o.order.order.account());
-         pb.add_discrete_values(fs.exchanges, o => o.order.security?.Exchange ?? Venue.Unset);
-         pb.add_discrete_values(fs.tifs, o => o.order.order.time_in_force());
-         pb.add_discrete_values(fs.order_types, o => AlgoID.from_custom_def(o.order.order.Def.CustomDef));
-         pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root.algo?.key ?? default));
-         pb.add_discrete_values(fs.order_sub_types, o => o.order.order.sub_type());
-         pb.add_discrete_values(fs.sides, o => o.order.order.side());
-         pb.add_discrete_values(fs.statuses, o => o.order.order.status());
-         pb.add_discrete_values(fs.symbols, o => o.order.security?.Symbol);
-         // numeric
-         pb.add_numeric(fs.qty, o => o.order.order.quantity());
-         pb.add_price(fs.price, o => o.order.order.ui_price(), o => o.order.security);
-         pb.add_numeric(fs.qty_filled, o => o.order.order.filled_quantity());
-         pb.add_numeric(fs.avg_price, o => o.order.order.avg_price());
-         pb.add_numeric(fs.last_price, o => o.order.order.last_price());
-         pb.add_numeric(fs.piq, o => o.order.piq ?? uint.MaxValue);
-         return pb.to_predicate();
-      }
-   }
-}
+using bts.api;
+using bts.api.orderman;
+using bts.utils;
+
+using mbts;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.utility;
+
+using ProtoBuf;
+
+using Spark.Api.Orders;
+
+using System;
+
+namespace bts.shell.orderbook {
+   [ProtoContract]
+   class FilterStates : IEquatable<FilterStates> {
+      [ProtoMember(1)]
+      public SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      public string order_key_regex;
+      [ProtoMember(3)]
+      public TimeFilterTuple time_created;
+      [ProtoMember(4)]
+      public string[] users;
+      [ProtoMember(5)]
+      public string[] accounts;
+      [ProtoMember(6)]
+      public Venue[] exchanges;
+      [ProtoMember(7)]
+      public TimeInForce[] tifs;
+      //[ProtoMember(8)]
+      //public CustomOrderDefinition.CustomOneofCase[] order_types;
+      [ProtoMember(23)]
+      public AlgoID[] order_types;
+      [ProtoMember(24)]
+      public AlgoID[] root_algo_types;
+      [ProtoMember(9)]
+      public Side[] sides;
+      [ProtoMember(10)]
+      public DoubleMinMaxState qty;
+      [ProtoMember(26)]
+      public DoubleMinMaxState notional_value;
+      [ProtoMember(11)]
+      public DoubleMinMaxState price;
+      [ProtoMember(12)]
+      public DoubleMinMaxState qty_filled;
+      [ProtoMember(27)]
+      public DoubleMinMaxState filled_notional_value;
+      [ProtoMember(13)]
+      public DoubleMinMaxState avg_price;
+      [ProtoMember(14)]
+      public DoubleMinMaxState last_price;
+      [ProtoMember(15)]
+      public OrderStatus[] statuses;
+      [ProtoMember(16)]
+      public string exchange_message_regex;
+      [ProtoMember(17)]
+      public TimeFilterTuple last_change;
+      //[ProtoMember(18)]
+      //public string security_regex;
+      [ProtoMember(19)]
+      public api.orderman.OrderSubType[] order_sub_types;
+      [ProtoMember(20)]
+      public string[] symbols;
+      [ProtoMember(21)]
+      public string parent_key_regex;
+      [ProtoMember(22)]
+      public string attached_target_order_key_regex;
+      [ProtoMember(25)]
+      public UIntMinMaxState piq;
+
+      public bool Equals(FilterStates other) =>
+         other != null &&
+         security_criteria.safe_equals(other.security_criteria) &&
+         order_key_regex == other.order_key_regex &&
+         parent_key_regex == other.parent_key_regex &&
+         attached_target_order_key_regex == other.attached_target_order_key_regex &&
+         time_created.Equals(other.time_created) &&
+         EqualityComparer.safe_sequence_equals(users, other.users) &&
+         EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
+         EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
+         EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
+         EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
+         EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
+         EqualityComparer.safe_sequence_equals(sides, other.sides) &&
+         qty.safe_equals(other.qty) &&
+         notional_value.safe_equals(other.notional_value) &&
+         price.safe_equals(other.price) &&
+         qty_filled.safe_equals(other.qty_filled) &&
+         filled_notional_value.safe_equals(other.filled_notional_value) &&
+         avg_price.safe_equals(other.avg_price) &&
+         last_price.safe_equals(other.last_price) &&
+         EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
+         exchange_message_regex == other.exchange_message_regex &&
+         last_change.Equals(other.last_change) &&
+         EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
+         EqualityComparer.safe_sequence_equals(symbols, other.symbols) &&
+         piq.safe_equals(other.piq);
+
+      public override bool Equals(object obj) => Equals(obj as FilterStates);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            security_criteria?.GetHashCode() ?? 0,
+            order_key_regex?.GetHashCode() ?? 0,
+            parent_key_regex?.GetHashCode() ?? 0,
+            attached_target_order_key_regex?.GetHashCode() ?? 0,
+            time_created.GetHashCode(),
+            EqualityComparer.safe_aggregate_hash(users),
+            EqualityComparer.safe_aggregate_hash(accounts),
+            EqualityComparer.safe_aggregate_hash(exchanges),
+            EqualityComparer.safe_aggregate_hash(tifs),
+            EqualityComparer.safe_aggregate_hash(order_types),
+            EqualityComparer.safe_aggregate_hash(root_algo_types),
+            EqualityComparer.safe_aggregate_hash(sides),
+            qty?.GetHashCode() ?? 0,
+            notional_value?.GetHashCode() ?? 0,
+            price?.GetHashCode() ?? 0,
+            qty_filled?.GetHashCode() ?? 0,
+            filled_notional_value?.GetHashCode() ?? 0,
+            avg_price?.GetHashCode() ?? 0,
+            last_price?.GetHashCode() ?? 0,
+            EqualityComparer.safe_aggregate_hash(statuses),
+            exchange_message_regex?.GetHashCode() ?? 0,
+            last_change.GetHashCode(),
+            EqualityComparer.safe_aggregate_hash(order_sub_types),
+            EqualityComparer.safe_aggregate_hash(symbols),
+            piq?.GetHashCode() ?? 0);
+   }
+
+   static class FilterStatesExtensions {
+      public static Func<OrderRecordTupleWithRoot, bool> build_predicate(this FilterStates fs) {
+         var pb = new ColumnPredicateBuilder<OrderRecordTupleWithRoot>();
+         // security
+         pb.add_security_criteria(fs.security_criteria, o => o.order.security);
+         // regex
+         pb.add_regex(fs.order_key_regex, o => o.order.order.Key.ToString());
+         pb.add_regex(fs.exchange_message_regex, o => o.order.order.State.LastMsg);
+         pb.add_regex(fs.attached_target_order_key_regex, o => o.order.order.attached_target_order_key().ToString());
+         pb.add_regex(fs.parent_key_regex, o => o.order.order.ParentKey.ToString());
+         // time
+         pb.add_time_filter(fs.time_created, o => o.order.order.created());
+         pb.add_time_filter(fs.last_change, o => o.order.order.last_change());
+         // discrete values
+         pb.add_discrete_values(fs.users, o => o.order.order.user());
+         pb.add_discrete_values(fs.accounts, o => o.order.order.account());
+         pb.add_discrete_values(fs.exchanges, o => o.order.security?.Exchange ?? Venue.Unset);
+         pb.add_discrete_values(fs.tifs, o => o.order.order.time_in_force());
+         pb.add_discrete_values(fs.order_types, o => AlgoID.from_custom_def(o.order.order.Def.CustomDef));
+         pb.add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root.algo?.key ?? default));
+         pb.add_discrete_values(fs.order_sub_types, o => o.order.order.sub_type());
+         pb.add_discrete_values(fs.sides, o => o.order.order.side());
+         pb.add_discrete_values(fs.statuses, o => o.order.order.status());
+         pb.add_discrete_values(fs.symbols, o => o.order.security?.Symbol);
+         // numeric
+         pb.add_numeric(fs.qty, o => o.order.order.quantity());
+         pb.add_numeric(fs.notional_value, o => o.notional_value);
+         pb.add_price(fs.price, o => o.order.order.ui_price(), o => o.order.security);
+         pb.add_numeric(fs.qty_filled, o => o.order.order.filled_quantity());
+         pb.add_numeric(fs.filled_notional_value, o => o.filled_notional_value);
+         pb.add_numeric(fs.avg_price, o => o.order.order.avg_price());
+         pb.add_numeric(fs.last_price, o => o.order.order.last_price());
+         pb.add_numeric(fs.piq, o => o.order.piq ?? uint.MaxValue);
+         return pb.to_predicate();
+      }
+   }
+}
@@ -29,7 +29,7 @@ namespace bts.shell.orderbook {
      static OrderBookGridSettingsManager() {
         // make font-weight immutable for all columns (the font-weight rule is hard-coded: Regular for root-orders, Light for all others)
         // TODO: Remove the immutable font-weight flags when cell animation is ready
-         var col_settings_flags = EnumHelper.get_values<Columns>().ToDictionary(
+         var col_settings_flags = Enum.GetValuesAsUnderlyingType<Columns>().Cast<Columns>().ToDictionary(
            c => c.ToString(), c => GridColumnSettingsFeatureFlags.ImmutableFontWeight);
         // make font-color immutable for Side, Size, and Filled columns (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
         // TODO: Remove the immutable font-color flags when cell animation is ready
@@ -1,270 +1,277 @@
-using bts.api.orderman;
-using bts.shell.fills;
-
-using mbts;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.settings;
-
-using ProtoBuf;
-
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows;
-
-using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
-using GridSettings = mbts.ui.settings.GridSettings;
-
-namespace bts.shell.orderbook {
-   using ColHeader = mbts.ui.controls.DIYGrid.DefaultColumnHeaders;
-   using ColWidth = mbts.ui.controls.DIYGrid.DefaultColumnWidths;
-
-   [ProtoContract]
-   class OrderBookStartupData {
-      const bool
-         _default_show_right_panel = true,
-         _default_show_order_params = true;
-      const double
-         _default_right_panel_width = 400,
-         _default_order_params_height = 250,
-         _default_fills_height = 300,
-         _default_ladder_height = 350;
-      [ProtoMember(16)]
-      OrderBookRightPanelSettings _right_panel;
-      // ALREADY USED TAGS
-      // [ProtoMember(5)]
-      // public readonly List<SortingCriteria> sort_criteria;
-
-      public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
-      /// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
-      // right panel (host)
-      public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
-      public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
-      // order params
-      public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
-      public double order_params_height { get; set; }
-      // ladder
-      public bool show_ladder { get; set; }
-      public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
-      // fills
-      public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
-      public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
-
-      // filters
-      [ProtoMember(10)]
-      public FilterStates filters;
-      // grid
-      [ProtoMember(15)]
-      [Obsolete]
-      public GridSettings grid { get; set; }
-      // orderbook grid
-      [ProtoMember(17)]
-      public OrderBookGridSettings orderbook_grid { get; set; }
-      // fills settings
-      [ProtoMember(26)]
-      public OrderBookFillsGridSettings fills_settings { get; set; }
-      // predicate animations
-      [ProtoMember(20)]
-      [Obsolete]
-      List<OrderRecordTuplePredicateAnimations> _predicate_animations;
-      // use defaults
-      [ProtoMember(25)]
-      public bool use_defaults;
-      // menu display
-      [ProtoMember(27)]
-      public SparkMenuDisplaySettings menu_display { get; set; }
-
-      /// <summary>
-      /// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
-      /// </summary>
-      [Obsolete]
-      public OrderBookStartupData() {
-         show_right_panel = _default_show_right_panel;
-         show_order_params = _default_show_order_params;
-         right_panel_width = _default_right_panel_width;
-         order_params_height = _default_order_params_height;
-         fills_height = _default_fills_height;
-         ladder_height = _default_ladder_height;
-      }
-
-      public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
-         this.filters = filters;
-         this.use_defaults = use_defaults;
-         this.show_right_panel = show_right_panel;
-         this.right_panel_width = right_panel_width;
-         this.fills_height = fills_height;
-         this.show_fills = show_fills;
-         this.orderbook_grid = orderbook_grid;
-#pragma warning disable CS0612 // Type or member is obsolete
-         _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
-         if (predicate_animations != null)
-            _predicate_animations.AddRange(predicate_animations);
-#pragma warning restore CS0612 // Type or member is obsolete
-      }
-
-#pragma warning disable CS0612 // Type or member is obsolete
-      [Obsolete]
-      public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
-      public OrderBookGridSettings grid_settings_wrapper() {
-         if (use_defaults)
-            return null;
-         if (orderbook_grid == null) {
-            if (grid == null)
-               grid = _default_general_grid;
-            orderbook_grid = new OrderBookGridSettings(grid.Clone(), _predicate_animations);
-         }
-         return orderbook_grid;
-      }
-#pragma warning restore CS0612 // Type or member is obsolete
-
-      public static OrderBookStartupData Default =>
-        new OrderBookStartupData(
-           new FilterStates { statuses = new[] { OrderStatus.Working } },
-           DefaultGrid,
-           _default_show_right_panel,
-           _default_right_panel_width,
-           _default_fills_height,
-           use_defaults: true) {
-           show_order_params = _default_show_order_params,
-           order_params_height = _default_order_params_height,
-           fills_settings = DefaultFillsGrid
-        };
-
-      public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
-         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
-      };
-
-      public static OrderBookFillsGridSettings DefaultFillsGrid {
-         get {
-            var default_fills = FillsSettings.Default();
-            var rv = new OrderBookFillsGridSettings {
-               sorting_criteria = default_fills.sorting_criteria.ToList(),
-               filters = default_fills.filters,
-               general = FillsSettings.MiniGridSettings
-            };
-            return rv;
-         }
-      }
-      static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.standard, DefaultColumns.sorting_criteria);
-      public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criteria)) {
-         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
-      };
-
-      static class DefaultColumns {
-         // standard
-         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
-         public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
-         public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
-         public static GridColumnSettings root_algo_type => new GridColumnSettings(Columns.RootAlgoType.ToString(), DIYGrid.DefaultColumnHeaders.RootAlgoType, width: DIYGrid.DefaultColumnWidths.OrderType);
-         public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Left);
-
-         public static GridColumnSettings side => new(
-            Columns.Side.ToString(), ColHeader.Side,
-            width: ColWidth.Side,
-            horizontal_alignment: HorizontalAlignment.Left);
-
-         public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Qty, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
-
-         public static GridColumnSettings filled_quantity => new(
-            Columns.Filled.ToString(),
-            ColHeader.FilledQuantity,
-            width: ColWidth.Filled,
-            horizontal_alignment: HorizontalAlignment.Right);
-
-         public static GridColumnSettings avg_price => new(
-            Columns.AvgFilled.ToString(),
-            ColHeader.AvgFilled,
-            width: ColWidth.AveragePrice,
-            horizontal_alignment: HorizontalAlignment.Right);
-
-         public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
-         public static GridColumnSettings piq => new GridColumnSettings(Columns.Piq.ToString(), "PIQ", width: DIYGrid.DefaultColumnWidths.Qty, horizontal_alignment: HorizontalAlignment.Right);
-         // editable
-         public static GridColumnSettings cancel => new GridColumnSettings(Columns.Cancel.ToString(), DIYGrid.DefaultColumnHeaders.Cancel, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Cancel);
-         public static GridColumnSettings attach_detach => new GridColumnSettings(Columns.Attach.ToString(), DIYGrid.DefaultColumnHeaders.AttachDetach, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.AttachDetach);
-         public static GridColumnSettings update => new GridColumnSettings(Columns.Update.ToString(), DIYGrid.DefaultColumnHeaders.Update, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Update);
-         public static GridColumnSettings edit_quantity => new GridColumnSettings(Columns.EditableQty.ToString(), DIYGrid.DefaultColumnHeaders.Qty, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditableSize);
-         public static GridColumnSettings edit_price => new GridColumnSettings(Columns.EditablePrice.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditablePrice);
-         public static GridColumnSettings commit => new GridColumnSettings(Columns.Commit.ToString(), width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Commit);
-
-         public static IEnumerable<SortingCriteria> sorting_criteria {
-            get {
-               yield return new SortingCriteria(time_created.id, false);
-            }
-         }
-
-         public static IEnumerable<GridColumnSettings> standard {
-            get {
-               yield return security;
-               yield return symbol;
-               yield return time_created;
-               yield return last_change;
-               yield return user;
-               yield return account;
-               yield return exchange;
-               yield return time_in_force;
-               yield return order_type;
-               yield return root_algo_type;
-               yield return sub_type;
-               yield return side;
-               yield return quantity;
-               yield return price;
-               yield return piq;
-               yield return filled_quantity;
-               yield return avg_price;
-               yield return last_price;
-               yield return status;
-               yield return last_message;
-               yield return security_key;
-               yield return order_key;
-               yield return parent_key;
-               yield return attached_target_order_key;
-            }
-         }
-
-         public static IEnumerable<GridColumnSettings> editable {
-            get {
-               yield return cancel;
-               yield return update;
-               yield return edit_quantity;
-               yield return edit_price;
-               yield return commit;
-               yield return attach_detach;
-            }
-         }
-
-         private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
-               symbol, last_change, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key, attached_target_order_key
-            };
-
-         public static IEnumerable<GridColumnSettings> mini {
-            get {
-               foreach (var col_setting in editable)
-                  yield return col_setting;
-               foreach (var col_setting in standard) {
-                  if (_mini_mode_columns_to_hide.Contains(col_setting)) {
-                     yield return col_setting.with(is_visible: false);
-                  } else {
-                     yield return col_setting;
-                  }
-               }
-            }
-         }
-      }
-   }
-}
+using bts.api.orderman;
+using bts.shell.fills;
+
+using mbts;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+
+using ProtoBuf;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
+using GridSettings = mbts.ui.settings.GridSettings;
+
+namespace bts.shell.orderbook {
+   using ColHeader = mbts.ui.controls.DIYGrid.DefaultColumnHeaders;
+   using ColWidth = mbts.ui.controls.DIYGrid.DefaultColumnWidths;
+
+   [ProtoContract]
+   class OrderBookStartupData {
+      const bool
+         _default_show_right_panel = true,
+         _default_show_order_params = true;
+      const double
+         _default_right_panel_width = 400,
+         _default_order_params_height = 250,
+         _default_fills_height = 300,
+         _default_ladder_height = 350;
+      [ProtoMember(16)]
+      OrderBookRightPanelSettings _right_panel;
+      // ALREADY USED TAGS
+      // [ProtoMember(5)]
+      // public readonly List<SortingCriteria> sort_criteria;
+
+      public OrderBookRightPanelSettings right_panel => _right_panel ?? (_right_panel = new OrderBookRightPanelSettings());
+      /// TODO: remove properties below, and redirect callers to <see cref="right_panel"/>
+      // right panel (host)
+      public bool show_right_panel { get => right_panel.show; set => right_panel.show = value; }
+      public double right_panel_width { get => right_panel.width; set => right_panel.width = value; }
+      // order params
+      public bool show_order_params { get => right_panel.stack.show_order_params; set => right_panel.stack.show_order_params = value; }
+      public double order_params_height { get; set; }
+      // ladder
+      public bool show_ladder { get; set; }
+      public double ladder_height { get => right_panel.stack.ladder_height; set => right_panel.stack.ladder_height = value; }
+      // fills
+      public bool show_fills { get => right_panel.stack.show_fills; set => right_panel.stack.show_fills = value; }
+      public double fills_height { get => right_panel.stack.fills_height; set => right_panel.stack.fills_height = value; }
+
+      // filters
+      [ProtoMember(10)]
+      public FilterStates filters;
+      // grid
+      [ProtoMember(15)]
+      [Obsolete]
+      public GridSettings grid { get; set; }
+      // orderbook grid
+      [ProtoMember(17)]
+      public OrderBookGridSettings orderbook_grid { get; set; }
+      // fills settings
+      [ProtoMember(26)]
+      public OrderBookFillsGridSettings fills_settings { get; set; }
+      // predicate animations
+      [ProtoMember(20)]
+      [Obsolete]
+      List<OrderRecordTuplePredicateAnimations> _predicate_animations;
+      // use defaults
+      [ProtoMember(25)]
+      public bool use_defaults;
+      // menu display
+      [ProtoMember(27)]
+      public SparkMenuDisplaySettings menu_display { get; set; }
+
+      /// <summary>
+      /// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
+      /// </summary>
+      [Obsolete]
+      public OrderBookStartupData() {
+         show_right_panel = _default_show_right_panel;
+         show_order_params = _default_show_order_params;
+         right_panel_width = _default_right_panel_width;
+         order_params_height = _default_order_params_height;
+         fills_height = _default_fills_height;
+         ladder_height = _default_ladder_height;
+      }
+
+      public OrderBookStartupData(FilterStates filters, OrderBookGridSettings orderbook_grid = default, bool show_right_panel = false, double right_panel_width = 0, double fills_height = 0, bool show_fills = false, bool use_defaults = false) {
+         this.filters = filters;
+         this.use_defaults = use_defaults;
+         this.show_right_panel = show_right_panel;
+         this.right_panel_width = right_panel_width;
+         this.fills_height = fills_height;
+         this.show_fills = show_fills;
+         this.orderbook_grid = orderbook_grid;
+#pragma warning disable CS0612 // Type or member is obsolete
+         _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
+         if (predicate_animations != null)
+            _predicate_animations.AddRange(predicate_animations);
+#pragma warning restore CS0612 // Type or member is obsolete
+      }
+
+#pragma warning disable CS0612 // Type or member is obsolete
+      [Obsolete]
+      public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
+      public OrderBookGridSettings grid_settings_wrapper() {
+         if (use_defaults)
+            return null;
+         if (orderbook_grid == null) {
+            if (grid == null)
+               grid = _default_general_grid;
+            orderbook_grid = new OrderBookGridSettings(grid.Clone(), _predicate_animations);
+         }
+         return orderbook_grid;
+      }
+#pragma warning restore CS0612 // Type or member is obsolete
+
+      public static OrderBookStartupData Default =>
+        new OrderBookStartupData(
+           new FilterStates { statuses = new[] { OrderStatus.Working } },
+           DefaultGrid,
+           _default_show_right_panel,
+           _default_right_panel_width,
+           _default_fills_height,
+           use_defaults: true) {
+           show_order_params = _default_show_order_params,
+           order_params_height = _default_order_params_height,
+           fills_settings = DefaultFillsGrid
+        };
+
+      public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid) {
+         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
+      };
+
+      public static OrderBookFillsGridSettings DefaultFillsGrid {
+         get {
+            var default_fills = FillsSettings.Default();
+            var rv = new OrderBookFillsGridSettings {
+               sorting_criteria = default_fills.sorting_criteria.ToList(),
+               filters = default_fills.filters,
+               general = FillsSettings.MiniGridSettings
+            };
+            return rv;
+         }
+      }
+      static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.standard, DefaultColumns.sorting_criteria);
+      public static OrderBookGridSettings default_mini_grid => new OrderBookGridSettings(GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criteria)) {
+         algo_tree_display_mode = AlgoTreeDisplayMode.RootAndLeafNodes
+      };
+
+      static class DefaultColumns {
+         // standard
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
+         public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
+         public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
+         public static GridColumnSettings root_algo_type => new GridColumnSettings(Columns.RootAlgoType.ToString(), DIYGrid.DefaultColumnHeaders.RootAlgoType, width: DIYGrid.DefaultColumnWidths.OrderType);
+         public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80, horizontal_alignment: HorizontalAlignment.Left);
+
+         public static GridColumnSettings side => new(
+            Columns.Side.ToString(), ColHeader.Side,
+            width: ColWidth.Side,
+            horizontal_alignment: HorizontalAlignment.Left);
+
+         public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings notional_value => new GridColumnSettings(Columns.NotionalValue.ToString(), DIYGrid.DefaultColumnHeaders.NotionalValue, width: DIYGrid.DefaultColumnWidths.NotionalValue, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
+
+         public static GridColumnSettings filled_quantity => new(
+            Columns.Filled.ToString(),
+            ColHeader.FilledQuantity,
+            width: ColWidth.Filled,
+            horizontal_alignment: HorizontalAlignment.Right);
+
+         public static GridColumnSettings filled_notional_value => new(
+            Columns.FilledNotionalValue.ToString(),
+            ColHeader.FilledNotionalValue,
+            width: ColWidth.FilledNotionalValue,
+            horizontal_alignment: HorizontalAlignment.Right);
+
+         public static GridColumnSettings avg_price => new(
+            Columns.AvgFilled.ToString(),
+            ColHeader.AvgFilled,
+            width: ColWidth.AveragePrice,
+            horizontal_alignment: HorizontalAlignment.Right);
+
+         public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings attached_target_order_key => new GridColumnSettings(Columns.AttachedTargetOrderKey.ToString(), DIYGrid.DefaultColumnHeaders.AttachedTargetOrderKey, width: DIYGrid.DefaultColumnWidths.ParentKey, horizontal_alignment: HorizontalAlignment.Left);
+         public static GridColumnSettings piq => new GridColumnSettings(Columns.Piq.ToString(), "PIQ", width: DIYGrid.DefaultColumnWidths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         // editable
+         public static GridColumnSettings cancel => new GridColumnSettings(Columns.Cancel.ToString(), DIYGrid.DefaultColumnHeaders.Cancel, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Cancel);
+         public static GridColumnSettings attach_detach => new GridColumnSettings(Columns.Attach.ToString(), DIYGrid.DefaultColumnHeaders.AttachDetach, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.AttachDetach);
+         public static GridColumnSettings update => new GridColumnSettings(Columns.Update.ToString(), DIYGrid.DefaultColumnHeaders.Update, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Update);
+         public static GridColumnSettings edit_quantity => new GridColumnSettings(Columns.EditableQty.ToString(), DIYGrid.DefaultColumnHeaders.Qty, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditableSize);
+         public static GridColumnSettings edit_price => new GridColumnSettings(Columns.EditablePrice.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.MiniOrderBook.EditablePrice);
+         public static GridColumnSettings commit => new GridColumnSettings(Columns.Commit.ToString(), width: DIYGrid.DefaultColumnWidths.MiniOrderBook.Commit);
+
+         public static IEnumerable<SortingCriteria> sorting_criteria {
+            get {
+               yield return new SortingCriteria(time_created.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> standard {
+            get {
+               yield return security;
+               yield return symbol;
+               yield return time_created;
+               yield return last_change;
+               yield return user;
+               yield return account;
+               yield return exchange;
+               yield return time_in_force;
+               yield return order_type;
+               yield return root_algo_type;
+               yield return sub_type;
+               yield return side;
+               yield return quantity;
+               yield return price;
+               yield return piq;
+               yield return filled_quantity;
+               yield return avg_price;
+               yield return last_price;
+               yield return status;
+               yield return last_message;
+               yield return security_key;
+               yield return order_key;
+               yield return parent_key;
+               yield return attached_target_order_key;
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> editable {
+            get {
+               yield return cancel;
+               yield return update;
+               yield return edit_quantity;
+               yield return edit_price;
+               yield return commit;
+               yield return attach_detach;
+            }
+         }
+
+         private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
+               symbol, last_change, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key, attached_target_order_key
+            };
+
+         public static IEnumerable<GridColumnSettings> mini {
+            get {
+               foreach (var col_setting in editable)
+                  yield return col_setting;
+               foreach (var col_setting in standard) {
+                  if (_mini_mode_columns_to_hide.Contains(col_setting)) {
+                     yield return col_setting.with(is_visible: false);
+                  } else {
+                     yield return col_setting;
+                  }
+               }
+            }
+         }
+      }
+   }
+}
@@ -1,107 +1,109 @@
-using bts.api.orderman;
-
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.converters;
-
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-using System.Windows.Media;
-
-namespace mbts.spark {
-   internal partial class OrderBookGridView : DIYGrid {
-      public const string
-         SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
-         ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
-         RowStyleKey = "RowStyle",
-         RowTemplateKey = "RowTemplateKey",
-         CVRowStyleKey = "CVRowStyle",
-         CVRowTemplateKey = "CVRowTemplateKey";
-
-      // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
-      // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum ColumnKeys {
-         Security = 1,
-         Symbol = 1 << 1,
-         Time = 1 << 2,
-         LastChange = 1 << 3,
-         User = 1 << 4,
-         Account = 1 << 5,
-         Exchange = 1 << 6,
-         TimeInForce = 1 << 7,
-         OrderType = 1 << 8,
-         SubType = 1 << 9,
-         Side = 1 << 10,
-         Size = 1 << 11,
-         Price = 1 << 12,
-         Filled = 1 << 13,
-         AvgFilled = 1 << 14,
-         LastPrice = 1 << 15,
-         Status = 1 << 16,
-         LastMessage = 1 << 17,
-         SecurityKey = 1 << 18,
-         OrderKey = 1 << 19,
-         ParentKey = 1 << 20,
-         AttachedTargetOrderKey = 1 << 21,
-         Cancel = 1 << 22,
-         EditableQty = 1 << 23,
-         EditablePrice = 1 << 24,
-         Attach = 1 << 25,
-         Detach = 1 << 26,
-         Update = 1 << 27,
-         Commit = 1 << 28,
-         RootAlgoType = 1 << 29,
-         Piq = 1 << 30,
-         Check = 1 << 31
-      }
-
-      public OrderBookGridView() {
-         InitializeComponent();
-         var row_template_factory = new FrameworkElementFactory(typeof(OrderBookRowView));
-         row_template_factory.SetValue(OrderBookRowView.BackgroundProperty, RowBackgroundHelper.row_background_binding);
-         RowTemplate = new DataTemplate { VisualTree = row_template_factory };
-      }
-
-      static class RowBackgroundHelper {
-         public static readonly BindingBase row_background_binding;
-
-         static RowBackgroundHelper() {
-            var bg_binding = new MultiBinding();
-            bg_binding.Bindings.Add(new Binding(nameof(OrderBookRowVM.status)));
-            bg_binding.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
-            double overlay_opacity = config.Configuration.get<bts.config.OrderBookOptions>().StatusColorOpacityWhenSelected;
-            if (overlay_opacity > 0.1 && overlay_opacity < 0.9) {
-               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
-                  var color = _status_color(status);
-                  return color.HasValue ? new SolidColorBrush(color.Value) { Opacity = is_selected ? overlay_opacity : 1.0 } : null;
-               });
-            } else {
-               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
-                  if (is_selected)
-                     return null;
-                  var color = _status_color(status);
-                  return color.HasValue ? new SolidColorBrush(color.Value) : null;
-               });
-            }
-            row_background_binding = bg_binding;
-         }
-
-         static Color? _status_color(OrderStatus status) {
-            switch (status) {
-               case OrderStatus.Canceled: return BTSColors.Orders.canceled_order_background;
-               case OrderStatus.Completed: return BTSColors.Orders.completed_order_background;
-               case OrderStatus.Disconnected:
-               case OrderStatus.RejectedBySpark:
-               case OrderStatus.Error:
-                  return BTSColors.Orders.error_order_background;
-               default: return null;
-            }
-         }
-      }
-   }
-
-   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM> {
-      public OrderBookRowView() : base() { }
-   }
-}
+using bts.api.orderman;
+
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.converters;
+
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Media;
+
+namespace mbts.spark {
+   internal partial class OrderBookGridView : DIYGrid {
+      public const string
+         SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
+         ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
+         RowStyleKey = "RowStyle",
+         RowTemplateKey = "RowTemplateKey",
+         CVRowStyleKey = "CVRowStyle",
+         CVRowTemplateKey = "CVRowTemplateKey";
+
+      // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
+      // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
+      public enum ColumnKeys : long {
+         Security = 1,
+         Symbol = 1 << 1,
+         Time = 1 << 2,
+         LastChange = 1 << 3,
+         User = 1 << 4,
+         Account = 1 << 5,
+         Exchange = 1 << 6,
+         TimeInForce = 1 << 7,
+         OrderType = 1 << 8,
+         SubType = 1 << 9,
+         Side = 1 << 10,
+         Size = 1 << 11,
+         Price = 1 << 12,
+         Filled = 1 << 13,
+         AvgFilled = 1 << 14,
+         LastPrice = 1 << 15,
+         Status = 1 << 16,
+         LastMessage = 1 << 17,
+         SecurityKey = 1 << 18,
+         OrderKey = 1 << 19,
+         ParentKey = 1 << 20,
+         AttachedTargetOrderKey = 1 << 21,
+         Cancel = 1 << 22,
+         EditableQty = 1 << 23,
+         EditablePrice = 1 << 24,
+         Attach = 1 << 25,
+         Detach = 1 << 26,
+         Update = 1 << 27,
+         Commit = 1 << 28,
+         RootAlgoType = 1 << 29,
+         Piq = 1 << 30,
+         Check = 1 << 31,
+         NotionalValue = 1L << 32,
+         FilledNotionalValue = 1L << 33,
+      }
+
+      public OrderBookGridView() {
+         InitializeComponent();
+         var row_template_factory = new FrameworkElementFactory(typeof(OrderBookRowView));
+         row_template_factory.SetValue(OrderBookRowView.BackgroundProperty, RowBackgroundHelper.row_background_binding);
+         RowTemplate = new DataTemplate { VisualTree = row_template_factory };
+      }
+
+      static class RowBackgroundHelper {
+         public static readonly BindingBase row_background_binding;
+
+         static RowBackgroundHelper() {
+            var bg_binding = new MultiBinding();
+            bg_binding.Bindings.Add(new Binding(nameof(OrderBookRowVM.status)));
+            bg_binding.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
+            double overlay_opacity = config.Configuration.get<bts.config.OrderBookOptions>().StatusColorOpacityWhenSelected;
+            if (overlay_opacity > 0.1 && overlay_opacity < 0.9) {
+               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
+                  var color = _status_color(status);
+                  return color.HasValue ? new SolidColorBrush(color.Value) { Opacity = is_selected ? overlay_opacity : 1.0 } : null;
+               });
+            } else {
+               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
+                  if (is_selected)
+                     return null;
+                  var color = _status_color(status);
+                  return color.HasValue ? new SolidColorBrush(color.Value) : null;
+               });
+            }
+            row_background_binding = bg_binding;
+         }
+
+         static Color? _status_color(OrderStatus status) {
+            switch (status) {
+               case OrderStatus.Canceled: return BTSColors.Orders.canceled_order_background;
+               case OrderStatus.Completed: return BTSColors.Orders.completed_order_background;
+               case OrderStatus.Disconnected:
+               case OrderStatus.RejectedBySpark:
+               case OrderStatus.Error:
+                  return BTSColors.Orders.error_order_background;
+               default: return null;
+            }
+         }
+      }
+   }
+
+   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM> {
+      public OrderBookRowView() : base() { }
+   }
+}
@@ -289,7 +289,8 @@ namespace bts.shell.pnl {

      public AccountTuple account => new(account_id, account_name);
      public string symbol => security?.pnl_symbol() ?? string.Empty;
-      public DateTime expiration => security?.earliest_expiration() ?? DateTime.MinValue;
+      public DateTime expiration =>
+         security?.normal_expirations()?.MinOrDefault(DateTime.MinValue) ?? DateTime.MinValue;
      public double effective_cpp => override_cpp ?? default_cpp;

      /// Market/Calc
@@ -1,378 +1,380 @@
-using bts.api;
-using bts.utils;
-
-using mbts;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.shell;
-
-using Spark.Core.Collections;
-using Spark.Core.Data;
-
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Linq;
-using System.Reactive.Linq;
-
-using ColumnKeys = bts.shell.pnl.PNLView.Columns;
-using PNLKey = bts.AccountSecurityKey;
-
-namespace bts.shell.pnl {
-   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
-      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
-      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
-      //
-      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
-      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
-      readonly ISecurityMetadataStore _sec_meta_store;
-      bool _refresh_normalized_data = true, _is_selected;
-      PNLNormalizedData _normalized_data;
-      api.domain.TickDisplaySettingsImmutable? _quantity_display_backing;
-
-      public PNLRowVM(
-         PNLRowData data,
-         ISecurityMetadataStore sec_meta_store,
-         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
-         IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers,
-         Func<double, string> fmt_fill_price,
-         Func<double, string> fmt_market_price) {
-         //
-         this.data = data;
-         _sec_meta_store = sec_meta_store;
-         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
-         _animator.on_row(data);
-         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
-         account_cell = _cell_map.add(ColumnKeys.Account, d => d.account);
-         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
-         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
-         expiration_cell = _cell_map.add(
-            ColumnKeys.Expiration,
-            d => d.expiration,
-            e => SecurityFormatter.format_expiration(e));
-         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.symbol);
-         security_cell = _cell_map.add(
-            ColumnKeys.Security,
-            d => d.security,
-            null,
-            EqualityComparer<SecurityImmutable?>.Default,
-            Comparer<SecurityImmutable?>.Default);
-         security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
-         cpp = _cell_map.add(ColumnKeys.CPP, d => d.effective_cpp);
-         // sod
-         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
-         sod_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.SODNetPos, d => d.display_sod_net_pos, fmt_qty);
-         sod_long_pos = _cell_map.add_long_pos(
-            ColumnKeys.SODLongPos, d => d.display_sod_long_pos, fmt_qty);
-         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price);
-         sod_short_pos = _cell_map.add_short_pos(
-            ColumnKeys.SODShortPos, d => d.display_sod_short_pos, fmt_qty);
-         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price);
-         sod_delta = _cell_map.add_pnl_double(ColumnKeys.SODDelta, d => d.sod_delta, fmt_greek);
-         sod_gamma = _cell_map.add_pnl_double(ColumnKeys.SODGamma, d => d.sod_gamma, fmt_greek);
-         sod_vega = _cell_map.add_pnl_double(ColumnKeys.SODVega, d => d.sod_vega, fmt_greek);
-         sod_theta = _cell_map.add_pnl_double(ColumnKeys.SODTheta, d => d.sod_theta, fmt_greek);
-
-         // day
-         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
-         day_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.DayNetPos, d => d.display_day_net_pos, fmt_qty);
-         day_long_pos = _cell_map.add_long_pos(
-            ColumnKeys.DayLongPos, d => d.display_day_long_pos, fmt_qty);
-         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price);
-         day_short_pos = _cell_map.add_short_pos(
-            ColumnKeys.DayShortPos, d => d.display_day_short_pos, fmt_qty);
-         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price);
-         day_delta = _cell_map.add_pnl_double(ColumnKeys.DayDelta, d => d.day_delta, fmt_greek);
-         day_gamma = _cell_map.add_pnl_double(ColumnKeys.DayGamma, d => d.day_gamma, fmt_greek);
-         day_vega = _cell_map.add_pnl_double(ColumnKeys.DayVega, d => d.day_vega, fmt_greek);
-         day_theta = _cell_map.add_pnl_double(ColumnKeys.DayTheta, d => d.day_theta, fmt_greek);
-         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
-         // working
-         working_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.WorkingNetPos, d => d.display_working_net_pos, fmt_qty);
-         var qty_display = _sec_meta_store.get_qty_display(security);
-         working_long_pos = _cell_map.add_working_long(
-            ColumnKeys.WorkingLongPos,
-            d => d.working.long_data,
-            d => d.bid_price,
-            qty_display);
-         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price);
-         working_short_pos = _cell_map.add_working_short(
-            ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price, qty_display);
-         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price);
-         // total
-         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
-         total_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.TotalNetPos, d => d.display_total_net_pos, fmt_qty);
-         total_long_pos = _cell_map.add_long_pos(
-            ColumnKeys.TotalLongPos, d => d.display_total_long_pos, fmt_qty);
-         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price);
-         total_short_pos = _cell_map.add_short_pos(
-            ColumnKeys.TotalShortPos, d => d.display_total_short_pos, fmt_qty);
-         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price);
-         total_delta = _cell_map.add_pnl_double(
-            ColumnKeys.TotalDelta, d => d.total_delta, fmt_greek);
-         total_gamma = _cell_map.add_pnl_double(
-            ColumnKeys.TotalGamma, d => d.total_gamma, fmt_greek);
-         total_vega = _cell_map.add_pnl_double(ColumnKeys.TotalVega, d => d.total_vega, fmt_greek);
-         total_theta = _cell_map.add_pnl_double(
-            ColumnKeys.TotalTheta, d => d.total_theta, fmt_greek);
-
-         // market
-         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
-         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
-         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
-         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
-         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
-
-         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
-         _cell_map.on_row(data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
-            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
-            RaisePropertyChanged(nameof(animations));
-         });
-
-         static string fmt_greek(double v) =>
-            v.is_nan() ? "-" : v.ToString("#,0.00");
-
-         string fmt_qty(double v) =>
-            quantity_display.format(v);
-      }
-
-      // events
-      public event Action<PNLNormalizedData> updated;
-      public event Action<bool> is_selected_changed;
-
-      // data
-      public PNLKey key => data.key;
-      public PNLRowData data { get; private set; }
-      public PNLNormalizedData normalized_data {
-         get {
-            if (_refresh_normalized_data) {
-               _refresh_normalized_data = false;
-               // Only count outrights (spread positions should be normalized into outrights)
-               var sec_type = security?.ContractCase ?? Security.ContractOneofCase.None;
-               var (
-                  sod_long,
-                  sod_short,
-                  sod_delta,
-                  sod_gamma,
-                  sod_vega,
-                  sod_theta,
-                  day_long,
-                  day_short,
-                  day_delta,
-                  day_gamma,
-                  day_vega,
-                  day_theta) = sec_type switch {
-                  Security.ContractOneofCase.Future or Security.ContractOneofCase.Option => (
-                     data.sod.long_pos.round_to_decimal(),
-                     data.sod.short_pos.round_to_decimal(),
-                     data.sod.delta.round_to_decimal(),
-                     data.sod.gamma.round_to_decimal(),
-                     data.sod.vega.round_to_decimal(),
-                     data.sod.theta.round_to_decimal(),
-                     data.day.long_pos.round_to_decimal(),
-                     data.day.short_pos.round_to_decimal(),
-                     data.day.delta.round_to_decimal(),
-                     data.day.gamma.round_to_decimal(),
-                     data.day.vega.round_to_decimal(),
-                     data.day.theta.round_to_decimal()),
-                  _ => (0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)
-               };
-
-               var working_long = data.working_long_pos.round_to_decimal();
-               var working_short = data.working_short_pos.round_to_decimal();
-
-               var nd = new PNLNormalizedData() {
-                  // sod
-                  sod_pnl = sod_pnl.value.round_to_decimal(),
-                  sod_long_pos = sod_long,
-                  sod_short_pos = sod_short,
-                  sod_delta = sod_delta,
-                  sod_gamma = sod_gamma,
-                  sod_vega = sod_vega,
-                  sod_theta = sod_theta,
-                  display_sod_long_pos = sod_long,
-                  display_sod_short_pos = sod_short,
-
-                  // day
-                  day_pnl = day_pnl.value.round_to_decimal(),
-                  day_long_pos = day_long,
-                  day_short_pos = day_short,
-                  day_delta = day_delta,
-                  day_gamma = day_gamma,
-                  day_vega = day_vega,
-                  day_theta = day_theta,
-                  display_day_long_pos = day_long,
-                  display_day_short_pos = day_short,
-
-                  // working
-                  working_long_pos = working_long,
-                  working_short_pos = working_short,
-                  display_working_long_pos = working_long,
-                  display_working_short_pos = working_short
-               };
-               if (_normalized_data != nd) {
-                  _normalized_data = nd;
-                  updated?.Invoke(nd);
-               }
-            }
-            return _normalized_data;
-         }
-      }
-      // security
-      public string account_name => data.account_name;
-      public Venue exchange => security?.Exchange ?? Venue.Unset;
-      public string symbol => security.symbol_or_default();
-      public DateTime expiration => data.expiration;
-      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
-      public SecurityImmutable? security => data.security;
-      // cells
-      public PNLCellVM<PNLRowData, AccountTuple> account_cell { get; }
-      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
-      public PNLCellVM<PNLRowData, DateTime> expiration_cell { get; }
-      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
-      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
-      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
-      public PNLCellVM<PNLRowData, uint> security_key { get; }
-      public PNLCellVM<PNLRowData, double> cpp { get; }
-      // sod
-      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
-      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> sod_delta { get; }
-      public PNLCellVM<PNLRowData, double> sod_gamma { get; }
-      public PNLCellVM<PNLRowData, double> sod_vega { get; }
-      public PNLCellVM<PNLRowData, double> sod_theta { get; }
-
-      // day
-      public PNLCellVM<PNLRowData, double> day_pnl { get; }
-      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> day_delta { get; }
-      public PNLCellVM<PNLRowData, double> day_gamma { get; }
-      public PNLCellVM<PNLRowData, double> day_vega { get; }
-      public PNLCellVM<PNLRowData, double> day_theta { get; }
-      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
-      // working
-      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
-      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
-      // total
-      public PNLCellVM<PNLRowData, double> total_pnl { get; }
-      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> total_delta { get; }
-      public PNLCellVM<PNLRowData, double> total_gamma { get; }
-      public PNLCellVM<PNLRowData, double> total_vega { get; }
-      public PNLCellVM<PNLRowData, double> total_theta { get; }
-
-      // (market)
-      public PNLCellVM<PNLRowData, double> bid_price { get; }
-      public PNLCellVM<PNLRowData, double> mid_price { get; }
-      public PNLCellVM<PNLRowData, double> ask_price { get; }
-      public PNLCellVM<PNLRowData, double> last_price { get; }
-      public PNLCellVM<PNLRowData, double> settlement_price { get; }
-      public PNLCellVM<PNLRowData, double> pnl_price { get; }
-
-      // display
-      public api.domain.TickDisplaySettingsImmutable quantity_display {
-         get {
-            if (_quantity_display_backing.HasValue) {
-               return _quantity_display_backing.Value;
-            }
-            if (security.HasValue) {
-               _quantity_display_backing = _sec_meta_store.get_qty_display(security.Value);
-            }
-            return _quantity_display_backing ??= Security.Defaults.quantity_display_settingsi;
-         }
-      }
-
-      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
-
-      public bool is_selected {
-         get => _is_selected;
-         set {
-            if (Set(ref _is_selected, value))
-               is_selected_changed?.Invoke(value);
-         }
-      }
-
-      IEnumerable<PNLCellVM<PNLRowData, double>> _market_price_cells {
-         get {
-            yield return pnl_price;
-            yield return last_price;
-            yield return bid_price;
-            yield return mid_price;
-            yield return ask_price;
-            yield return settlement_price;
-         }
-      }
-
-      // includes sod, day, total, and working avg price columns
-      IEnumerable<PNLCellVM<PNLRowData, double>> _fill_price_cells {
-         get {
-            // sod
-            yield return sod_long_avg_price;
-            yield return sod_short_avg_price;
-            // day
-            yield return day_long_avg_price;
-            yield return day_short_avg_price;
-            // total
-            yield return total_long_avg_price;
-            yield return total_short_avg_price;
-            // working
-            yield return working_long_avg_price;
-            yield return working_short_avg_price;
-         }
-      }
-
-      public void update(PNLRowData data) {
-         _quantity_display_backing = null;
-         _refresh_normalized_data = true;
-         this.data = data;
-         _cell_map.on_row(data);
-         _animator.on_row(data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-      }
-
-      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers, Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
-         _animator.on_settings(defaults, triggers);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
-      }
-
-      public bool Equals(PNLRowVM other) =>
-         other != null && key == other.key;
-
-      public override int GetHashCode() =>
-         key.GetHashCode();
-
-      public override string ToString() =>
-         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
-
-      void _set_price_formatting_delegates(Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
-         foreach (var cell in _fill_price_cells) {
-            cell.format = fmt_fill_price;
-         }
-         foreach (var cell in _market_price_cells) {
-            cell.format = fmt_market_price;
-         }
-      }
-   }
-}
+using bts.api;
+using bts.utils;
+
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+
+using Spark.Core.Collections;
+using Spark.Core.Data;
+
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+using PNLKey = bts.AccountSecurityKey;
+
+namespace bts.shell.pnl {
+   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
+      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
+      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
+      //
+      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
+      readonly ISecurityMetadataStore _sec_meta_store;
+      bool _refresh_normalized_data = true, _is_selected;
+      PNLNormalizedData _normalized_data;
+      api.domain.TickDisplaySettingsImmutable? _quantity_display_backing;
+
+      public PNLRowVM(
+         PNLRowData data,
+         ISecurityMetadataStore sec_meta_store,
+         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
+         IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers,
+         Func<double, string> fmt_fill_price,
+         Func<double, string> fmt_market_price) {
+         //
+         this.data = data;
+         _sec_meta_store = sec_meta_store;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
+         _animator.on_row(data);
+         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
+         account_cell = _cell_map.add(ColumnKeys.Account, d => d.account);
+         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
+         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
+         expiration_cell = _cell_map.add(
+            ColumnKeys.Expiration,
+            d => d.expiration,
+            e => e == DateTime.MinValue
+               ? "N/A"
+               : SecurityFormatter.format_expiration(e));
+         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.symbol);
+         security_cell = _cell_map.add(
+            ColumnKeys.Security,
+            d => d.security,
+            null,
+            EqualityComparer<SecurityImmutable?>.Default,
+            Comparer<SecurityImmutable?>.Default);
+         security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
+         cpp = _cell_map.add(ColumnKeys.CPP, d => d.effective_cpp);
+         // sod
+         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.SODNetPos, d => d.display_sod_net_pos, fmt_qty);
+         sod_long_pos = _cell_map.add_long_pos(
+            ColumnKeys.SODLongPos, d => d.display_sod_long_pos, fmt_qty);
+         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price);
+         sod_short_pos = _cell_map.add_short_pos(
+            ColumnKeys.SODShortPos, d => d.display_sod_short_pos, fmt_qty);
+         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price);
+         sod_delta = _cell_map.add_pnl_double(ColumnKeys.SODDelta, d => d.sod_delta, fmt_greek);
+         sod_gamma = _cell_map.add_pnl_double(ColumnKeys.SODGamma, d => d.sod_gamma, fmt_greek);
+         sod_vega = _cell_map.add_pnl_double(ColumnKeys.SODVega, d => d.sod_vega, fmt_greek);
+         sod_theta = _cell_map.add_pnl_double(ColumnKeys.SODTheta, d => d.sod_theta, fmt_greek);
+
+         // day
+         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.DayNetPos, d => d.display_day_net_pos, fmt_qty);
+         day_long_pos = _cell_map.add_long_pos(
+            ColumnKeys.DayLongPos, d => d.display_day_long_pos, fmt_qty);
+         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price);
+         day_short_pos = _cell_map.add_short_pos(
+            ColumnKeys.DayShortPos, d => d.display_day_short_pos, fmt_qty);
+         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price);
+         day_delta = _cell_map.add_pnl_double(ColumnKeys.DayDelta, d => d.day_delta, fmt_greek);
+         day_gamma = _cell_map.add_pnl_double(ColumnKeys.DayGamma, d => d.day_gamma, fmt_greek);
+         day_vega = _cell_map.add_pnl_double(ColumnKeys.DayVega, d => d.day_vega, fmt_greek);
+         day_theta = _cell_map.add_pnl_double(ColumnKeys.DayTheta, d => d.day_theta, fmt_greek);
+         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
+         // working
+         working_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.WorkingNetPos, d => d.display_working_net_pos, fmt_qty);
+         var qty_display = _sec_meta_store.get_qty_display(security);
+         working_long_pos = _cell_map.add_working_long(
+            ColumnKeys.WorkingLongPos,
+            d => d.working.long_data,
+            d => d.bid_price,
+            qty_display);
+         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price);
+         working_short_pos = _cell_map.add_working_short(
+            ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price, qty_display);
+         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price);
+         // total
+         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
+         total_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.TotalNetPos, d => d.display_total_net_pos, fmt_qty);
+         total_long_pos = _cell_map.add_long_pos(
+            ColumnKeys.TotalLongPos, d => d.display_total_long_pos, fmt_qty);
+         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price);
+         total_short_pos = _cell_map.add_short_pos(
+            ColumnKeys.TotalShortPos, d => d.display_total_short_pos, fmt_qty);
+         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price);
+         total_delta = _cell_map.add_pnl_double(
+            ColumnKeys.TotalDelta, d => d.total_delta, fmt_greek);
+         total_gamma = _cell_map.add_pnl_double(
+            ColumnKeys.TotalGamma, d => d.total_gamma, fmt_greek);
+         total_vega = _cell_map.add_pnl_double(ColumnKeys.TotalVega, d => d.total_vega, fmt_greek);
+         total_theta = _cell_map.add_pnl_double(
+            ColumnKeys.TotalTheta, d => d.total_theta, fmt_greek);
+
+         // market
+         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
+         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
+         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
+         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
+         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
+
+         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
+         _cell_map.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
+            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
+            RaisePropertyChanged(nameof(animations));
+         });
+
+         static string fmt_greek(double v) =>
+            v.is_nan() ? "-" : v.ToString("#,0.00");
+
+         string fmt_qty(double v) =>
+            quantity_display.format(v);
+      }
+
+      // events
+      public event Action<PNLNormalizedData> updated;
+      public event Action<bool> is_selected_changed;
+
+      // data
+      public PNLKey key => data.key;
+      public PNLRowData data { get; private set; }
+      public PNLNormalizedData normalized_data {
+         get {
+            if (_refresh_normalized_data) {
+               _refresh_normalized_data = false;
+               // Only count outrights (spread positions should be normalized into outrights)
+               var sec_type = security?.ContractCase ?? Security.ContractOneofCase.None;
+               var (
+                  sod_long,
+                  sod_short,
+                  sod_delta,
+                  sod_gamma,
+                  sod_vega,
+                  sod_theta,
+                  day_long,
+                  day_short,
+                  day_delta,
+                  day_gamma,
+                  day_vega,
+                  day_theta) = sec_type switch {
+                  Security.ContractOneofCase.Future or Security.ContractOneofCase.Option => (
+                     data.sod.long_pos.round_to_decimal(),
+                     data.sod.short_pos.round_to_decimal(),
+                     data.sod.delta.round_to_decimal(),
+                     data.sod.gamma.round_to_decimal(),
+                     data.sod.vega.round_to_decimal(),
+                     data.sod.theta.round_to_decimal(),
+                     data.day.long_pos.round_to_decimal(),
+                     data.day.short_pos.round_to_decimal(),
+                     data.day.delta.round_to_decimal(),
+                     data.day.gamma.round_to_decimal(),
+                     data.day.vega.round_to_decimal(),
+                     data.day.theta.round_to_decimal()),
+                  _ => (0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)
+               };
+
+               var working_long = data.working_long_pos.round_to_decimal();
+               var working_short = data.working_short_pos.round_to_decimal();
+
+               var nd = new PNLNormalizedData() {
+                  // sod
+                  sod_pnl = sod_pnl.value.round_to_decimal(),
+                  sod_long_pos = sod_long,
+                  sod_short_pos = sod_short,
+                  sod_delta = sod_delta,
+                  sod_gamma = sod_gamma,
+                  sod_vega = sod_vega,
+                  sod_theta = sod_theta,
+                  display_sod_long_pos = sod_long,
+                  display_sod_short_pos = sod_short,
+
+                  // day
+                  day_pnl = day_pnl.value.round_to_decimal(),
+                  day_long_pos = day_long,
+                  day_short_pos = day_short,
+                  day_delta = day_delta,
+                  day_gamma = day_gamma,
+                  day_vega = day_vega,
+                  day_theta = day_theta,
+                  display_day_long_pos = day_long,
+                  display_day_short_pos = day_short,
+
+                  // working
+                  working_long_pos = working_long,
+                  working_short_pos = working_short,
+                  display_working_long_pos = working_long,
+                  display_working_short_pos = working_short
+               };
+               if (_normalized_data != nd) {
+                  _normalized_data = nd;
+                  updated?.Invoke(nd);
+               }
+            }
+            return _normalized_data;
+         }
+      }
+      // security
+      public string account_name => data.account_name;
+      public Venue exchange => security?.Exchange ?? Venue.Unset;
+      public string symbol => security.symbol_or_default();
+      public DateTime expiration => data.expiration;
+      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
+      public SecurityImmutable? security => data.security;
+      // cells
+      public PNLCellVM<PNLRowData, AccountTuple> account_cell { get; }
+      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
+      public PNLCellVM<PNLRowData, DateTime> expiration_cell { get; }
+      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
+      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
+      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
+      public PNLCellVM<PNLRowData, uint> security_key { get; }
+      public PNLCellVM<PNLRowData, double> cpp { get; }
+      // sod
+      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
+      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> sod_delta { get; }
+      public PNLCellVM<PNLRowData, double> sod_gamma { get; }
+      public PNLCellVM<PNLRowData, double> sod_vega { get; }
+      public PNLCellVM<PNLRowData, double> sod_theta { get; }
+
+      // day
+      public PNLCellVM<PNLRowData, double> day_pnl { get; }
+      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> day_delta { get; }
+      public PNLCellVM<PNLRowData, double> day_gamma { get; }
+      public PNLCellVM<PNLRowData, double> day_vega { get; }
+      public PNLCellVM<PNLRowData, double> day_theta { get; }
+      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
+      // working
+      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
+      // total
+      public PNLCellVM<PNLRowData, double> total_pnl { get; }
+      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> total_delta { get; }
+      public PNLCellVM<PNLRowData, double> total_gamma { get; }
+      public PNLCellVM<PNLRowData, double> total_vega { get; }
+      public PNLCellVM<PNLRowData, double> total_theta { get; }
+
+      // (market)
+      public PNLCellVM<PNLRowData, double> bid_price { get; }
+      public PNLCellVM<PNLRowData, double> mid_price { get; }
+      public PNLCellVM<PNLRowData, double> ask_price { get; }
+      public PNLCellVM<PNLRowData, double> last_price { get; }
+      public PNLCellVM<PNLRowData, double> settlement_price { get; }
+      public PNLCellVM<PNLRowData, double> pnl_price { get; }
+
+      // display
+      public api.domain.TickDisplaySettingsImmutable quantity_display {
+         get {
+            if (_quantity_display_backing.HasValue) {
+               return _quantity_display_backing.Value;
+            }
+            if (security.HasValue) {
+               _quantity_display_backing = _sec_meta_store.get_qty_display(security.Value);
+            }
+            return _quantity_display_backing ??= Security.Defaults.quantity_display_settingsi;
+         }
+      }
+
+      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
+
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (Set(ref _is_selected, value))
+               is_selected_changed?.Invoke(value);
+         }
+      }
+
+      IEnumerable<PNLCellVM<PNLRowData, double>> _market_price_cells {
+         get {
+            yield return pnl_price;
+            yield return last_price;
+            yield return bid_price;
+            yield return mid_price;
+            yield return ask_price;
+            yield return settlement_price;
+         }
+      }
+
+      // includes sod, day, total, and working avg price columns
+      IEnumerable<PNLCellVM<PNLRowData, double>> _fill_price_cells {
+         get {
+            // sod
+            yield return sod_long_avg_price;
+            yield return sod_short_avg_price;
+            // day
+            yield return day_long_avg_price;
+            yield return day_short_avg_price;
+            // total
+            yield return total_long_avg_price;
+            yield return total_short_avg_price;
+            // working
+            yield return working_long_avg_price;
+            yield return working_short_avg_price;
+         }
+      }
+
+      public void update(PNLRowData data) {
+         _quantity_display_backing = null;
+         _refresh_normalized_data = true;
+         this.data = data;
+         _cell_map.on_row(data);
+         _animator.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers, Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
+         _animator.on_settings(defaults, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
+      }
+
+      public bool Equals(PNLRowVM other) =>
+         other != null && key == other.key;
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public override string ToString() =>
+         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
+
+      void _set_price_formatting_delegates(Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
+         foreach (var cell in _fill_price_cells) {
+            cell.format = fmt_fill_price;
+         }
+         foreach (var cell in _market_price_cells) {
+            cell.format = fmt_market_price;
+         }
+      }
+   }
+}
@@ -16,7 +16,7 @@ namespace mbts.spark {
      private readonly ThreadedBlackboard _bb;
      HashSet<BCG.NMSheetSymbol> _sym_map;
      private Action _cb = () => { };
-      private readonly TimeSpan fire_period = TimeSpan.FromMilliseconds(300);
+      private readonly TimeSpan fire_period = TimeSpan.FromMilliseconds(333);

      public NMSheetBBODataSource(ThreadedBlackboard bb, List<BCG.NMSheetSymbol> syms, Action cb) {
         _bb = bb;
@@ -65,9 +65,9 @@ namespace BCG {
      public static NMSheetTheoBBOCross get_cross_state(double bid_price, double ask_price, double theo, double delta, bool is_call, double driver_tick_size, bool is_proximity_alert_enabled) {
         double abs_delta = Math.Abs(delta);
         abs_delta = abs_delta == 0 ? Double.Epsilon : abs_delta;
-         if (!Double.IsNaN(theo) && !Double.IsNaN(bid_price) && theo < bid_price)
+         if (!Double.IsNaN(theo) && !Double.IsNaN(bid_price) && (bid_price - theo) > _basic_crosss_eps)
            return new NMSheetTheoBBOCross(CrossState.bid_cross, 0);
-         else if (!Double.IsNaN(theo) && !Double.IsNaN(ask_price) && theo > ask_price)
+         else if (!Double.IsNaN(theo) && !Double.IsNaN(ask_price) && (theo - ask_price) > _basic_crosss_eps)
            return new NMSheetTheoBBOCross(CrossState.ask_cross, 0);
         else if (is_proximity_alert_enabled) {
            /// bool is passed to bypass doing the below
@@ -87,6 +87,7 @@ namespace BCG {
         return NMSheetTheoBBOCross.get_nulled_obj();
      }

+      private static double _basic_crosss_eps = 0.01;
      private static double _n_max_ticks = 100.0;
      private static NMSheetTheoBBOCross _nulled_obj = new NMSheetTheoBBOCross(CrossState.none, 0);
      public static NMSheetTheoBBOCross get_nulled_obj() { return _nulled_obj; }
@@ -18,7 +18,7 @@
      <sys:Double x:Key="VerticalSpacing">4.0</sys:Double>
      <sys:Double x:Key="ButtonHeight">22.0</sys:Double>
      <cv:NullableDoubleConverter x:Key="TickDefaultPriceConverter" DefaultValue="0"/>
-      <Style TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+      <Style TargetType="Button" BasedOn="{StaticResource DefaultButton}">
        <Setter Property="Height" Value="{StaticResource ButtonHeight}"/>
        <Setter Property="HorizontalAlignment" Value="Stretch"/>
      </Style>
@@ -53,8 +53,6 @@
      <RowDefinition Height="Auto"/>
      <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
      <RowDefinition Height="Auto"/>
-      <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
-      <RowDefinition Height="Auto"/>
    </Grid.RowDefinitions>
    <Grid.ColumnDefinitions>
      <ColumnDefinition Width="140"/>
@@ -77,6 +75,7 @@
        RegionalTick="{Binding price_tick}"
        Focusable="false"
        TickDefaultValue="{Binding current_price, Converter={StaticResource TickDefaultPriceConverter}, FallbackValue={u:Double 0}}"
+        ToolTip="Price"
        Value="{Binding price}"
      />
      <c:TickUpDownNullableDouble
@@ -88,6 +87,7 @@
        Increment="{Binding size_calculator.unit_quantity}"
        Minimum="0"
        TickDisplaySettings="{Binding size_calculator.display_settings}"
+        ToolTip="Size"
        Value="{Binding size_calculator.display_value}"
      />
    </Grid>
@@ -97,13 +97,24 @@
        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalSpacing}}"/>
        <ColumnDefinition/>
      </Grid.ColumnDefinitions>
-      <Button Command="{Binding set_price_command}" CommandParameter="{Binding bbo.bid}" Foreground="{u:BTSColor MarketData.bid}" FontWeight="Bold">
+      <Button
+        Command="{Binding set_price_command}"
+        CommandParameter="{Binding bbo.bid}"
+        Foreground="{u:BTSColor MarketData.bid}"
+        FontWeight="Bold"
+        ToolTip="Bid Price">
        <MultiBinding Converter="{StaticResource TickDisplayConverter}">
          <Binding Path="bbo.bid"/>
          <Binding Path="security.ContractSpec"/>
        </MultiBinding>
      </Button>
-      <Button Grid.Column="2" Command="{Binding set_price_command}" CommandParameter="{Binding bbo.ask}" Foreground="{u:BTSColor MarketData.ask}" FontWeight="Bold">
+      <Button
+        Grid.Column="2"
+        Command="{Binding set_price_command}"
+        CommandParameter="{Binding bbo.ask}"
+        Foreground="{u:BTSColor MarketData.ask}"
+        FontWeight="Bold"
+        ToolTip="Ask Price">
        <MultiBinding Converter="{StaticResource TickDisplayConverter}">
          <Binding Path="bbo.ask"/>
          <Binding Path="security.ContractSpec"/>
@@ -120,7 +131,7 @@
        Command="{Binding size_calculator.set_actual_value_command}"
        CommandParameter="{Binding bbo.bid_size}"
        Foreground="{u:BTSColor MarketData.bid}"
-      >
+        ToolTip="Bid Size">
        <MultiBinding Converter="{x:Static cv:TickDisplayConverter.Instance}">
          <Binding Path="bbo.bid_size" />
          <Binding Path="qty_display" />
@@ -131,20 +142,20 @@
        Command="{Binding size_calculator.set_actual_value_command}"
        CommandParameter="{Binding bbo.ask_size}"
        Foreground="{u:BTSColor MarketData.ask}"
-      >
+        ToolTip="Ask Size">
        <MultiBinding Converter="{x:Static cv:TickDisplayConverter.Instance}">
          <Binding Path="bbo.ask_size" />
          <Binding Path="qty_display" />
        </MultiBinding>
      </Button>
    </Grid>
-    <Grid Grid.Row="4" Grid.RowSpan="3">
+    <Grid Grid.Row="4">
      <Grid.RowDefinitions>
        <RowDefinition Height="Auto"/>
        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
        <RowDefinition/>
      </Grid.RowDefinitions>
-      <ItemsControl Margin="-2,-2,-2,0" DataContext="{Binding size_calculator}" ItemsSource="{Binding buttons}" Focusable="False">
+      <ItemsControl Margin="0,0,-4,-4" DataContext="{Binding size_calculator}" ItemsSource="{Binding buttons}" Focusable="False">
        <ItemsControl.ItemsPanel>
          <ItemsPanelTemplate>
            <UniformGrid Columns="3" Focusable="False"/>
@@ -153,11 +164,11 @@
        <ItemsControl.ItemTemplate>
          <DataTemplate>
            <Button
-              Margin="2,4,2,0"
+              Margin="0,0,4,4"
              Content="{Binding}"
              Focusable="False"
              Command="{Binding Path=DataContext.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}"
-            >
+              ToolTip="Add to Size">
              <Button.CommandParameter>
                <MultiBinding Converter="{x:Static cv:TickDisplayConverter.Instance}">
                  <Binding />
@@ -170,35 +181,35 @@
          </DataTemplate>
        </ItemsControl.ItemTemplate>
      </ItemsControl>
-      <Button Grid.Row="2" Command="{Binding size_calculator.clear}">Clear</Button>
+      <Button
+        Grid.Row="2"
+        Command="{Binding size_calculator.clear}"
+        Content="Clear"
+        ToolTip="Clear Size" />
    </Grid>
-    <Grid Grid.Row="4" Grid.Column="2" Grid.RowSpan="3">
+    <Grid Grid.Row="4" Grid.Column="2">
      <Grid.RowDefinitions>
        <RowDefinition/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
        <RowDefinition/>
-        <RowDefinition/>
+        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}"/>
        <RowDefinition/>
      </Grid.RowDefinitions>
      <ComboBox
-        Grid.ColumnSpan="2"
        usp:OrderModificationControl.IsDirty="{Binding account_dirty, FallbackValue={u:False}}"
        IsEnabled="{Binding can_change_account, FallbackValue={u:True}}"
        ItemsSource="{Binding properties_vm.accounts}"
-        Margin="0,2"
        SelectedItem="{Binding properties_vm.selected_account}"
-      />
+        ToolTip="Account" />
      <ComboBox
-        Grid.Row="1"
-        Grid.ColumnSpan="2"
+        Grid.Row="2"
        usp:OrderModificationControl.IsDirty="{Binding time_in_force_dirty, FallbackValue={u:False}}"
        IsEnabled="{Binding can_change_time_in_force, FallbackValue={u:True}}"
        ItemsSource="{Binding properties_vm.time_in_forces}" 
-        Margin="0,2"
        SelectedItem="{Binding properties_vm.selected_time_in_force}"
-      />
+        ToolTip="Time In Force" />
      <uag:OrderDetailsPopupControl
-        Grid.Row="2"
-        Margin="0,2"
+        Grid.Row="4"
        DataContext="{Binding properties_vm}"
        usp:OrderModificationControl.IsDirty="{Binding DataContext.order_type_dirty, RelativeSource={RelativeSource AncestorType=usp:OrderModificationControl}, FallbackValue={u:False}}"
        HasEditableProperties="{Binding can_expand, FallbackValue={u:False}}"
@@ -207,7 +218,7 @@
        IsOpen="{Binding is_expanded, FallbackValue={u:False}}"
        ItemsSource="{Binding algo_definitions_view}"
        SelectedItem="{Binding selected_algo_definition}"
-      >
+        ToolTip="Order/Algo Type">
        <uag:OrderDetailsPopupControl.Style>
          <Style TargetType="uag:OrderDetailsPopupControl" BasedOn="{StaticResource {x:Type uag:OrderDetailsPopupControl}}">
            <Style.Triggers>
@@ -128,7 +128,7 @@ namespace mbts.spark {
               new PropertyValidation<AccountTuple?>(
                  a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account"))
            });
-         attach(_accounts, accounts_src.Select(accs => accs.Values.ToList()), inline_account_src);
+         attach(_accounts, accounts_src.Select(accs => accs.Values.ToListSorted()), inline_account_src);

         // time in force
         _time_in_force = new SelectorProperty<TimeInForce>(
@@ -398,7 +398,7 @@
            $"Expected rounded qty to be real, non-negative.  " +
            $"qty: {qty}; rounded_qty: {rounded_qty}; display: {display})");
         var iqty = Math.Floor(rounded_qty);
-         return ((uint)iqty, new() { Fraction = Math.Round(rounded_qty - iqty, 2) });
+         return ((uint)iqty, new() { Fraction = Math.Round(rounded_qty - iqty, 6) });
      }

      private CustomOrderDefinitionImmutable? _create_custom_def_for_stop_and_stop_limit(OrderRecordImmutable order, ref double stop_price) {
@@ -64,8 +64,7 @@ namespace mbts.analytics {
               if (tl.tl_row.size > 0) {
                  start_long_pos += tl.tl_row.size;
                  start_long_total_cost += cost;
-               }
-               else {
+               } else {
                  start_short_pos += Math.Abs(tl.tl_row.size);
                  start_short_total_cost += cost;
               }
@@ -78,8 +77,7 @@ namespace mbts.analytics {
               if (tl.tl_row.size > 0) {
                  day_long_pos += tl.tl_row.size;
                  day_long_total_cost += cost;
-               }
-               else {
+               } else {
                  day_short_pos += Math.Abs(tl.tl_row.size);
                  day_short_total_cost += cost;
               }
@@ -165,6 +163,13 @@ namespace mbts.analytics {
                  is_day_trade = _is_day_trade(tl)
               };
               pnl_trades.Add(pnl_tl);
+            } else if (tl.security_type == SecurityType.Spot) {
+               PNLTradeRow pnl_tl = new PNLTradeRow() {
+                  tl_row = tl,
+                  md = tl_md,
+                  is_day_trade = _is_day_trade(tl)
+               };
+               pnl_trades.Add(pnl_tl);
            }
         }
         return pnl_trades;
@@ -32,6 +32,7 @@ namespace mbts.analytics {
         return now_asset_value - init_asset_value;
      }

+
      public double driver {
         get {
            if (tl_row.security_type == SecurityType.Option) {
@@ -44,13 +45,18 @@ namespace mbts.analytics {
      }
      public double theo {
         get {
-            if (tl_row.security_type == SecurityType.Option) {
-               return tl_row.call_put == PutOrCall.Call ?
-                  opt_theo.fwd_normalized_call : opt_theo.fwd_normalized_put;
-            } else if (tl_row.security_type == SecurityType.Future) {
-               return fut_theo.theo;
+            switch (tl_row.security_type) {
+               case SecurityType.Option:
+                  return tl_row.call_put == PutOrCall.Call ?
+                     opt_theo.fwd_normalized_call : opt_theo.fwd_normalized_put;
+               case SecurityType.Future:
+               //return fut_theo.theo;
+               case SecurityType.Spot:
+                  var bbo = top_of_book;
+                  return (bbo.Item1 + bbo.Item2) / 2;
+               default:
+                  return Double.NaN;
            }
-            return Double.NaN;
         }
      }
      public double pnl {
@@ -61,6 +67,8 @@ namespace mbts.analytics {
                  rv = _future_pnl(tl_row.price, theo);
               } else if (tl_row.security_type == SecurityType.Option) {
                  rv = _option_pnl(tl_row.price, theo);
+               } else if (tl_row.security_type == SecurityType.Spot) {
+                  rv = tl_row.size * (theo - tl_row.price);
               }
               return rv;
            }
@@ -69,7 +77,10 @@ namespace mbts.analytics {
               rv = _future_pnl(tl_row.price, theo);
            } else if (tl_row.security_type == SecurityType.Option) {
               rv = _option_pnl(tl_row.price, theo);
+            } else if (tl_row.security_type == SecurityType.Spot) {
+               rv = tl_row.size * tl_row.price - settle_price;
            }
+
            return rv;
         }
      }
@@ -36,6 +36,10 @@ namespace mbts {
      }

      public static bool is_unexpired(bts.api.SecurityTuple st, DateTime exp_date) {
+         if (st.Venue == Venue.Cboe || st.Venue == Venue.Glbx) {
+            // server is already getting teh righ contracts
+            return true;
+         }
         TimeSpan exp_time = get_exp_time(st);
         DateTime full_exp_utc = exp_date.ToUniversalTime().Date.Add(exp_time);
         DateTime now_utc = DateTime.UtcNow;
@@ -43,6 +47,8 @@ namespace mbts {
      }

      public static bool is_unexpired(bts.api.SecurityImmutable sec) {
+         if (sec.security_tuple().Venue == Venue.Cboe || sec.security_tuple().Venue == Venue.Glbx)
+            return true;
         var sec_type = sec.security_type();
         switch (sec_type) {
            case bts.api.SecurityType.Future:
@@ -58,9 +58,10 @@ namespace BCG {
            }
            // TODO: put it as a setting
            bts.Log.assert(theos.Length == drivers.Length);
-            for (int i = 0; i < theos.Length; i++) {
-               theos[i] /= drivers[i];
-            }
+            // only do this when its deribit crypto option, TODO
+            // for (int i = 0; i < theos.Length; i++) {
+            //    theos[i] /= drivers[i];
+            // }
            return new SpreadValue(spread_spec, theos, deltas, gammas, vegas, adj_vegas, oevs, thetas, slope_vegas, drivers, qs_midpoint_theos, pos, additional_delta);
         }
      }
@@ -142,9 +143,21 @@ namespace BCG {
         return tp ?? mbts.spark.TheoPoint.getNulledObject();
      }

-      private static mbts.spark.TheoPoint _compute_single_option_leg_at_tied_price(DateTime option_expiration, double strike, bool is_call, OptionTheoInterpolationData sparse_theo_map, double driver_price) {
-         mbts.spark.TheoPoint tp = sparse_theo_map == null ? mbts.spark.TheoPoint.getNulledObject() : sparse_theo_map.interpolate_theos(option_expiration, strike, driver_price);
-         return tp ?? mbts.spark.TheoPoint.getNulledObject();
+      private static mbts.spark.TheoPoint _compute_single_option_leg_at_tied_price(DateTime option_expiration, double strike, bool is_call, OptionTheoInterpolationData sparse_theo_map,
+                                                                                    ExpStrikeKeyedData<mbts.spark.TheoPoint> live_symbol_theo_map, double driver_price) {
+         // mbts.spark.TheoPoint tp = sparse_theo_map == null ? mbts.spark.TheoPoint.getNulledObject() : sparse_theo_map.interpolate_theos(option_expiration, strike, driver_price);
+         // return tp ?? mbts.spark.TheoPoint.getNulledObject();
+         // TOD: config here
+         return _compute_single_option_leg_at_tied_price_from_live(option_expiration, strike, is_call, live_symbol_theo_map, driver_price);
+      }
+
+      private static mbts.spark.TheoPoint _compute_single_option_leg_at_tied_price_from_live(DateTime option_expiration, double strike, bool is_call,
+                                                                                             ExpStrikeKeyedData<mbts.spark.TheoPoint> live_symbol_theo_map, double driver_price) {
+         var tp = live_symbol_theo_map.get_data(option_expiration, strike);
+         if (tp == null)
+            return mbts.spark.TheoPoint.getNulledObject();
+         return TheoPoint.extrapolate(tp, driver_price, is_call);
+
      }

      /// this is the only relatively tricky thing here      
@@ -174,7 +187,7 @@ namespace BCG {
                  if (leg_price_spec.primaryFrozen)   /// tied
                  {
                     effective_driver = leg_price_spec.primary;
-                     return _compute_single_option_leg_at_tied_price(spread_option_leg.contract.expiration, spread_option_leg.contract.strike, spread_option_leg.contract.isCall, symbol_sparse_theo_map, leg_price_spec.primary);
+                     return _compute_single_option_leg_at_tied_price(spread_option_leg.contract.expiration, spread_option_leg.contract.strike, spread_option_leg.contract.isCall, symbol_sparse_theo_map, live_symbol_theo_map, leg_price_spec.primary);
                  } else {
                     mbts.spark.TheoPoint tp = _compute_single_option_leg_at_live_price(spread_option_leg.contract.expiration, spread_option_leg.contract.strike, spread_option_leg.contract.isCall, live_symbol_theo_map);
                     effective_driver = tp.driver;
@@ -188,7 +201,7 @@ namespace BCG {
                        future_theo_map.TryGetValue(driver_price_info.first, out symbol_future_theo_map);
                     double driver_price = StatelessFutureTheoCalculator.transform_price(symbol_future_theo_map, leg_price_spec.driverExpiration, leg_price_spec.primary, driver_price_info.second);
                     effective_driver = leg_price_spec.primary;
-                     return _compute_single_option_leg_at_tied_price(spread_option_leg.contract.expiration, spread_option_leg.contract.strike, spread_option_leg.contract.isCall, symbol_sparse_theo_map, driver_price);
+                     return _compute_single_option_leg_at_tied_price(spread_option_leg.contract.expiration, spread_option_leg.contract.strike, spread_option_leg.contract.isCall, symbol_sparse_theo_map, live_symbol_theo_map, driver_price);
                  } else {
                     bts.Log.Ui.error(String.Format("This spread is live but the driver expiration {0} is different from the system driver expiration {1} for {2}",
                                                      spread_option_leg.legPriceSpec.driverExpiration, driver_price_info.second, spread_option_leg.contract.product));
@@ -1,41 +0,0 @@
-// using System;
-// using System.Collections.Generic;
-// using System.Linq;
-// using System.Text;
-
-// namespace BCG
-// {
-//    public class DateTimeFormatter
-//    {
-//       private delegate string MyFormatDateTime (DateTime v);
-//       public enum ExpirationShortForms
-//       {
-//          DayMonthYearDiff2000,
-//          MonthYearDiff2000
-//       }
-//       public enum DateTimeFormats { Regular, ShortDate, DayMonthYearDiff2000, MonthYearDiff2000 }
-//       private static Dictionary<string, MyFormatDateTime> _local_formats = null;
-//       private static void _init()
-//       {
-//          if (_local_formats == null)
-//          {
-//             _local_formats = new Dictionary<string, MyFormatDateTime>();
-//             _local_formats.Add(DateTimeFormats.Regular.ToString(), v => v.ToString());
-//             _local_formats.Add(DateTimeFormats.ShortDate.ToString(), v => v.ToShortDateString());
-//             _local_formats.Add(DateTimeFormats.DayMonthYearDiff2000.ToString(),
-//                (DateTime v) => { return String.Format("{0} {1}{2}", v.Day, BCG.Utilities.Dates.DateCode.getMonthSymbol(v.Month), v.Year - 2000); });
-//             _local_formats.Add(DateTimeFormats.MonthYearDiff2000.ToString(),
-//                (DateTime v) => { return String.Format("{0}{1}", BCG.Utilities.Dates.DateCode.getMonthSymbol(v.Month), v.Year - 2000); });            
-//          }
-//       }
-//       public static string format(DateTime val, string format)
-//       {
-//          _init ();
-//          MyFormatDateTime f = null;
-//          if (_local_formats.TryGetValue(format, out f))
-//             return f(val);
-//          else
-//             return val.ToString(format);
-//       }
-//    }
-// }
@@ -227,7 +227,7 @@ namespace mbts.ui {

         public static BTSColor atm_background => BTSCoreColors.gray_dark;

-         public static BTSColor session_low => 0xff59596b;
+         public static BTSColor session_low => 0xff8f5924;
         public static BTSColor session_high => 0xff239b00;
         public static BTSColor session_range_fill => 0x1a000000;

@@ -984,7 +984,7 @@ namespace mbts.ui {
         public static BTSColor alternate_column_foreground => UI.foreground_standout;
         public static BTSColor bid_line => BTSCoreColors.blue_light_dark_saturated;
         public static BTSColor ask_line => BTSCoreColors.red_light_dark_saturated;
-         public static BTSColor mid_line => 0x40000000;
+         public static BTSColor mid_line => 0xffa4a4a4;

         public static BTSColor default_column_background => 0xff141420;//0xff28283b;
         public static BTSColor alternate_column_background => 0xff141420;// 0xff494957;
@@ -5,7 +5,8 @@ using mbts.ui.utility.text;

 using ProtoBuf;

-using System;
+using Spark.Core.Protobuf;
+
 using System.Windows;
 using System.Windows.Media;

@@ -13,7 +14,7 @@ using FontFamily = System.Windows.Media.FontFamily;

 namespace bts.proto {
   [ProtoContract]
-   class FontParamsProto : IEquatable<FontParamsProto> {
+   class FontParamsProto : IProtobuf<FontParamsProto> {
      [ProtoMember(1)]
      public TypefaceProto typeface { get; set; }
      [ProtoMember(2)]
@@ -24,6 +25,27 @@ namespace bts.proto {
      public string font_family => typeface.font_family;
      public int font_weight => typeface.font_weight;

+      public FontParamsProto With(TypefaceProto? typeface = null, double? font_size = null, uint? font_color = null, bool in_place = false) {
+         var rv = in_place ? this : Clone();
+         if (typeface.HasValue) {
+            rv.typeface = typeface.Value;
+         }
+         if (font_size.HasValue) {
+            rv.font_size = font_size.Value;
+         }
+         if (font_color.HasValue) {
+            rv.font_color = font_color.Value;
+         }
+         return rv;
+      }
+
+      public FontParamsProto Clone() =>
+         new() {
+            typeface = typeface.Clone(),
+            font_size = font_size,
+            font_color = font_color,
+         };
+
      public bool Equals(FontParamsProto other) =>
         other != null &&
         typeface == other.typeface &&
@@ -4,14 +4,15 @@ using mbts.ui.utility.text;

 using ProtoBuf;

-using System;
+using Spark.Core.Protobuf;
+
 using System.Windows;

 using FontFamily = System.Windows.Media.FontFamily;

 namespace bts.proto {
   [ProtoContract]
-   readonly struct TypefaceProto : IEquatable<TypefaceProto> {
+   readonly struct TypefaceProto : IProtobuf<TypefaceProto> {
      static readonly int _type_hash = typeof(TypefaceProto).GetHashCode();

      [ProtoMember(1)]
@@ -30,6 +31,9 @@ namespace bts.proto {
            font_family ?? this.font_family,
            font_weight ?? this.font_weight);

+      public TypefaceProto Clone() =>
+         new(font_family.ToString(), font_weight);
+
      public bool Equals(TypefaceProto other) =>
         font_family == other.font_family &&
         font_weight == other.font_weight;
@@ -379,8 +379,15 @@ namespace mbts.ui.controls {

   class BadgeTextLinesConverter : IMultiValueConverter {
      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) {
-         if (ConvertUtils.try_convert_args(values, out Side side, out uint quantity, out uint filled, out mbts.spark.LadderSettings.BadgeStyle style))
-            return BadgeRender.format(side, quantity, filled, style);
+         if (ConvertUtils.TryConvertArgs(
+            values,
+            out Side side,
+            out uint quantity,
+            out uint filled,
+            out double price,
+            out LadderSettings.BadgeStyle style)) {
+            return BadgeRender.format(side, quantity, filled, price, style);
+            }
         else return new string[0];
      }

@@ -1,4 +1,4 @@
-namespace mbts.ui.controls {
+namespace mbts.ui.controls {
   using bts;
   using bts.utils;

@@ -26,7 +26,7 @@
         public const double
            Account = 62,
            CheckMark = 42,
-            Currency = 54,
+            Currency = 68,
            Exchange = 66,
            FillKey = 68,
            OrderKey = 78,
@@ -43,7 +43,9 @@
            Side = 47,
            Qty = 48,
            MergedQty = 68,
+            NotionalValue = 68,
            Filled = 56,
+            FilledNotionalValue = 81,
            Symbol = 60,
            Time = 112,
            TimeOfDay = 84,
@@ -122,6 +124,7 @@
            SecurityType = "Security Type",
            Side = "B/S",
            Qty = "Qty",
+            NotionalValue = "Notional",
            MergedQty = "Qty",
            DirectQty = "Qty (D)",
            ImpliedQty = "Qty (I)",
@@ -144,6 +147,7 @@
            FillKind = "Fill Kind",
            FilledPrice = "Fill Price",
            FilledQuantity = "Fill Qty",
+            FilledNotionalValue = "Fill Notional",
            FillStatus = "Fill Status",
            Name = "Name",
            Description = "Description",
@@ -20,13 +20,23 @@ namespace mbts.ui {
   }

   public static class AutoFocusTargetProvider {
-      public static IAutoFocusTargetProvider<T> TypeProvider<T>(FrameworkElement root, bool focus, bool focus_keyboard, bool release_keyboard, bool capture_mouse, bool release_mouse) where T : FrameworkElement =>
-         new AnonymousProvider<T>(() => root.descendants_of_type<T>().FirstOrDefault(), focus, focus_keyboard, release_keyboard, capture_mouse, release_mouse);
-
-      public static IAutoFocusTargetProvider TypeProvider(Type type, FrameworkElement root, bool focus, bool focus_keyboard, bool release_keybobard, bool capture_mouse, bool release_mouse) =>
+      public static IAutoFocusTargetProvider TypeProvider(
+         Type type,
+         FrameworkElement root,
+         bool focus = true,
+         bool focus_keyboard = false,
+         bool release_keyboard = true,
+         bool capture_mouse = false,
+         bool release_mouse = true) =>
         new AnonymousProvider<FrameworkElement>(
-            () => root.visual_children_where(el => type.IsAssignableFrom(el.GetType())).Cast<FrameworkElement>().FirstOrDefault(),
-            focus, focus_keyboard, release_keybobard, capture_mouse, release_mouse);
+            () => root.visual_children_where(el => type.IsAssignableFrom(el.GetType()))
+               .Cast<FrameworkElement>()
+               .FirstOrDefault(),
+            focus,
+            focus_keyboard,
+            release_keyboard,
+            capture_mouse,
+            release_mouse);

      private class AnonymousProvider<T> : IAutoFocusTargetProvider<T> where T : FrameworkElement {
         readonly Func<T> _get_target;