Fix: Added GCHandle in attempt to fix ui crash

Add: Version to first log
Fix benign typo in publish_spark.py
2025-01-22 02:15:55 -05:00 · 2025-01-22 02:14:19 -05:00 · 2025-01-21 17:28:50 -05:00 · 2025-01-21 17:28:05 -05:00 · 2025-01-21 17:19:15 -05:00 · 2025-01-21 13:11:16 -05:00
303 changed files with 18988 additions and 21914 deletions
@@ -9,7 +9,7 @@
      ]
    },
    "fable": {
-      "version": "4.0.6",
+      "version": "4.24.0",
      "commands": [
        "fable"
      ]
@@ -27,4 +27,4 @@
      ]
    }
  }
-}
+}
@@ -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",
@@ -705,6 +720,26 @@
        "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": "View DataStreamQueryAnalyzer Logs (Last Run)",
      "type": "process",
@@ -823,6 +858,11 @@
      "id": "sparkdConfigQuery",
      "type": "promptString",
      "description": "Config Type(s)"
-    }
+    },
+    {
+      "id": "sparkTest",
+      "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)
@@ -87,9 +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")
@@ -109,6 +116,7 @@ else()

  # subdirs
  if (BUILD_SPARKD)
+    add_subdirectory(src/lib_binance_execution)
    add_subdirectory(src/server/sparkd)
    add_subdirectory(src/data_files)
  endif()
@@ -145,11 +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
    },

    {
@@ -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()
@@ -4,7 +4,7 @@ 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) => {
@@ -24,11 +24,11 @@ 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($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
            rv.setValue($"{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;
         });
@@ -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
@@ -156,6 +156,14 @@ namespace bts.SilverPine {
         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)
                                        :
@@ -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
@@ -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;

@@ -8,6 +10,8 @@ namespace bts.shell.market_view {

   [ProtoContract]
   class MarketViewFilterStates {
+      [ProtoMember(37)]
+      public Venue[] venue { get; set; }
      [ProtoMember(1)]
      public string security { get; set; }
      [ProtoMember(2)]
@@ -123,6 +127,7 @@ 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_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);
@@ -122,6 +122,7 @@ 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.Volume, r => r.volume_text, nameof(Row.volume), volume_filter, FilterType.ULongMinMax, ColWidth.Volume);
@@ -388,6 +389,7 @@ 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, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
@@ -535,6 +537,7 @@ namespace mbts.spark {

      public MarketViewFilterStates get_filter_states() =>
         new() {
+            venue = venue_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 +583,7 @@ namespace mbts.spark {
         }

         using var _ = rows_view.DeferRefresh();
+         venue_filter.load_state(filters.venue);
         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;
@@ -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;
@@ -14,6 +14,7 @@ using mbts.ui.utility.text;
 using mbts.utils;

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

 using System;
 using System.Collections;
@@ -62,6 +63,7 @@ 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 {
@@ -92,8 +94,8 @@ 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();
      int _old_tooltip_row = int.MaxValue;
      NativePriceSize? _old_last_trade;
      string _direction_arrow = string.Empty;
@@ -452,8 +454,8 @@ 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 +737,8 @@ 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) {
@@ -873,26 +875,7 @@ namespace mbts.spark {
                  render_market_col(_bids, _bid_market_cell_background);
                  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);
@@ -1014,8 +997,10 @@ 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 {
@@ -1102,6 +1087,23 @@ 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) {
@@ -1111,10 +1113,7 @@ namespace mbts.spark {
            _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 +1150,8 @@ 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 +1160,17 @@ 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 +1180,16 @@ 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 +1204,27 @@ 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() {
@@ -1264,26 +1280,43 @@ 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() {
@@ -1345,7 +1378,7 @@ 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 +1394,7 @@ 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 +1431,10 @@ 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 +1443,20 @@ 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 +1488,13 @@ 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 +1506,11 @@ namespace mbts.spark {
         static GlyphContext glyph_context(LadderColumnSettings cs) =>
            GlyphContext.create(cs.font_family, cs.font_weight);

+         var price_display = _spec.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);
         _set_columns();
         _apply_column_visual_offset();
         if (prev_row_height != _settings.row_height)
@@ -1530,6 +1581,7 @@ 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 +1589,17 @@ 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_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() {
@@ -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)}" };
         }
      }

@@ -79,13 +79,6 @@ 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 +102,64 @@ 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 +175,20 @@ 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));
@@ -232,8 +241,9 @@ namespace mbts.spark {
         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())
+            if (rungs.is_null_or_empty()) {
               return;
+            }
            var foreground = settings.foreground.rgb_brush();
            int curr_index = origin_index;
            double curr_price = prices[curr_index];
@@ -254,8 +264,8 @@ namespace mbts.spark {
               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;
+               if (!MathUtils.try_increment(ref curr_index, tick_diff)) {
+                  continue;
               }
               curr_price = price;
               if (curr_index >= 0 && curr_index < prices.Count) {
@@ -280,7 +290,7 @@ 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 +313,12 @@ 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 +345,11 @@ 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 +376,17 @@ 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 +406,7 @@ 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 +418,10 @@ 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 +435,13 @@ 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" />
@@ -363,13 +366,103 @@
        <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 +527,9 @@
                <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 +537,123 @@
                <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 +662,7 @@

              <!-- Day Change (value) -->
              <Border
-                Grid.Row="0"
+                Grid.Row="3"
                Background="{Binding
                  day_change_background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -479,7 +689,7 @@

              <!-- 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 +697,17 @@
                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 +716,19 @@
                    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 +736,17 @@
                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 +755,19 @@
                    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 +775,17 @@
                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 +793,19 @@
                  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 +814,17 @@
                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 +833,18 @@
                    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 +852,17 @@
                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 +870,19 @@
                  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 +890,7 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <Border
-                Grid.Row="6"
+                Grid.Row="9"
                Background="{Binding
                  delta_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -714,7 +911,7 @@

              <!-- 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 +919,7 @@
                Style="{StaticResource LeftPanelPricePointLabel}" />

              <Border
-                Grid.Row="7"
+                Grid.Row="10"
                Background="{Binding
                  vega_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -743,7 +940,7 @@
              <!-- 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 +949,7 @@

              <!-- Volume (price) -->
              <Border
-                Grid.Row="8"
+                Grid.Row="11"
                Background="{Binding
                  volume_style.background_color,
                  Converter={x:Static cv:ColorToBrushConverter.Instance}}"
@@ -793,6 +990,7 @@
              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 +1000,7 @@
            <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 +1023,7 @@
              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 +1079,7 @@
              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 +1102,8 @@
                      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 +1123,7 @@
              Margin="2"
              HorizontalAlignment="Stretch"
              Command="{Binding size_calculator.clear}"
+              ToolTip="Clear Size"
              Visibility="{Binding
                show_clear, Converter={StaticResource BooleanToVisibilityConverter}}"
              Style="{StaticResource CommonButton}">
@@ -931,6 +1134,7 @@
            <CheckBox
              Margin="2"
              IsChecked="{Binding auto_clear}"
+              ToolTip="Clear Size after order"
              Visibility="{Binding
                show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
              Auto Clear
@@ -76,14 +76,8 @@ 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();
@@ -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;
               }
@@ -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
@@ -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) {
@@ -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];
      }

@@ -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;
@@ -473,7 +473,7 @@ namespace mbts.spark.filters {
         // Exchange
         public static IDataGridColumnPersistentFilter<TRow, Venue[]> exchange<TRow>(
            Func<TRow, Venue> get_row_exchange, string? prop_name = null) =>
-            Create(EnumHelper.get_values_except(Venue.Unset).ToList(), get_row_exchange, prop_name);
+            Create(EnumHelper.get_values_except(Venue.Unset).ToListSorted(e => e.ToString()), get_row_exchange, prop_name);

         // Symbol
         public static IDataGridColumnPersistentFilter<TRow, string[]> symbol<TRow>(
@@ -12,7 +12,10 @@ namespace mbts.spark.filters {
         str = str.Trim();
         if (str == string.Empty)
            return null;
-         return new Regex(str, RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
+         try {
+            return new Regex(str, RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
+         } catch (RegexParseException) { }
+         return null;
      }
   }
   class RegexFilterVM<TRow> : FilterVMBase<TRow, string, string> {
@@ -3,6 +3,7 @@
  x:ClassModifier="internal"
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
  xmlns:c="clr-namespace:mbts.ui.controls"
 >
  <UserControl.Resources>
@@ -21,7 +22,7 @@
    <GroupBox Header="Font Family" Height="{Binding ActualHeight, ElementName=_panel_right}">
      <ListBox
        x:Name="_font_family_list_box"
-        Background="White"
+        Background="{u:BTSBrush UI.ListBox.normal_background}"
        ItemsSource="{Binding FontFamilies, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
        SelectedItem="{Binding SelectedFontFamily, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
      >
@@ -40,7 +41,7 @@
      </Grid.RowDefinitions>
      <GroupBox Header="Font Weight">
        <ListBox
-          Background="White"
+          Background="{u:BTSBrush UI.ListBox.normal_background}"
          ItemsSource="{Binding FontWeights, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
          SelectedItem="{Binding SelectedFontWeight, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
        >
@@ -73,7 +74,7 @@
          FontFamily="{Binding SelectedFontFamily, Mode=OneWay, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
          FontSize="{Binding SelectedFontSize, Mode=OneWay, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
          FontWeight="{Binding SelectedFontWeight, Mode=OneWay, RelativeSource={RelativeSource AncestorType=c:FontPicker}}"
-          Foreground="{Binding SelectedFontColor, Mode=OneWay, RelativeSource={RelativeSource AncestorType=c:FontPicker}, Converter={StaticResource ColorToBrushConverter}}"
+          Foreground="{u:BTSBrush UI.default_text}"
          TextWrapping="Wrap"
        >
          <TextBlock.Inlines>
@@ -12,8 +12,12 @@
        x:Name="order_type"
        Text="{Binding algo_root.order_type, Converter={StaticResource OrderTypeDisplayTextConverter}, StringFormat='{}{0}: ', Mode=OneWay}"
        FontWeight="Bold"
-      />
-      <TextBlock x:Name="display_name" Text="{Binding name, Mode=OneWay}" FontWeight="Normal"/>
+        Foreground="{u:BTSBrush UI.default_text}" />
+      <TextBlock
+        x:Name="display_name"
+        Text="{Binding name, Mode=OneWay}"
+        FontWeight="Normal"
+        Foreground="{u:BTSBrush UI.default_text}" />
    </StackPanel>
    <DataTemplate.Triggers>
      <DataTrigger Value="{u:True}">
@@ -87,10 +87,10 @@
    </c:TickUpDown>
  </ControlTemplate>
  <Style TargetType="usp:PriceEntryControl">
-    <Setter Property="Background" Value="{u:BTSColor UI.input_background}" />
+    <Setter Property="Background" Value="{u:BTSBrush UI.Button.normal_background}" />
    <Setter Property="Foreground" Value="{u:BTSColor UI.input_text}" />
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1" />
+    <Setter Property="BorderThickness" Value="0" />
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="Template" Value="{StaticResource PriceEntryTemplate}"/>
  </Style>
@@ -14,7 +14,7 @@
  <Style TargetType="{x:Type c:TickUpDown}">
    <Setter Property="Background" Value="{StaticResource TextBox.Static.Background.Brush}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalAlignment" Value="Stretch"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="Height" Value="20" />
@@ -75,7 +75,8 @@
          </Border>
          <ControlTemplate.Triggers>
            <Trigger Property="IsMouseOver" Value="True">
-              <Setter TargetName="Bd" Property="BorderBrush" Value="{StaticResource TextBox.MouseOver.Border.Brush}"/>
+              <Setter TargetName="Bd" Property="Background" Value="{u:BTSBrush UI.Button.mouseover_background}"/>
+              <Setter TargetName="Bd" Property="BorderBrush" Value="{u:BTSBrush UI.Button.mouseover_border}"/>
            </Trigger>
          </ControlTemplate.Triggers>
        </ControlTemplate>
@@ -133,7 +134,8 @@
          </Border>
          <ControlTemplate.Triggers>
            <Trigger Property="IsMouseOver" Value="True">
-              <Setter TargetName="Bd" Property="BorderBrush" Value="{StaticResource TextBox.MouseOver.Border.Brush}"/>
+              <Setter TargetName="Bd" Property="Background" Value="{u:BTSBrush UI.Button.mouseover_background}"/>
+              <Setter TargetName="Bd" Property="BorderBrush" Value="{u:BTSBrush UI.Button.mouseover_border}"/>
            </Trigger>
          </ControlTemplate.Triggers>
        </ControlTemplate>
@@ -145,7 +147,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -188,7 +190,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -230,7 +232,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -272,7 +274,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -310,7 +312,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -348,7 +350,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -384,7 +386,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -428,7 +430,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -466,7 +468,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -548,7 +550,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -586,7 +588,7 @@
    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}"/>
    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}"/>
    <Setter Property="BorderBrush" Value="{StaticResource TextBox.Static.Border.Brush}"/>
-    <Setter Property="BorderThickness" Value="1"/>
+    <Setter Property="BorderThickness" Value="0"/>
    <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
    <Setter Property="VerticalContentAlignment" Value="Stretch"/>
    <Setter Property="IsTabStop" Value="False"/>
@@ -1,248 +1,264 @@
-using bts.utils;
-
-using mbts.utils;
-
-using Spark.Core.Disposables;
-using Spark.ViewModel.Commands;
-
-using System;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Controls.Primitives;
-using System.Windows.Data;
-using System.Windows.Input;
-
-namespace mbts.ui {
-   static class Behavior {
-      #region CloseWindow
-      public static readonly DependencyProperty CloseWindowProperty = DependencyProperty.RegisterAttached("CloseWindow", typeof(bool), typeof(Behavior),
-         new PropertyMetadata(false, (d, dpc_args) => {
-            var button = d as Button;
-            if (button != null && (bool)dpc_args.NewValue) {
-               RoutedEventHandler close_window = (sender, e) => {
-                  var window = button.find_ancestor_of_type<Window>();
-                  if (window != null)
-                     window.Close();
-               };
-               button.Click += close_window;
-               IDisposable dispose = Disposable.Create(() => {
-                  button.Click -= close_window;
-                  close_window = null;
-               });
-               IDisposable early_dispose = button.ObserveProperty(CloseWindowProperty, (sender, e) => {
-                  if (!GetCloseWindow(button))
-                     Disposable.dispose(ref dispose);
-               });
-               DisposeExtensions.attach_to_disposer(button, dispose);
-               DisposeExtensions.attach_to_disposer(button, early_dispose);
-            }
-         }));
-      public static bool GetCloseWindow(Button obj) { return (bool)obj.GetValue(CloseWindowProperty); }
-      public static void SetCloseWindow(Button obj, bool value) { obj.SetValue(CloseWindowProperty, value); }
-      #endregion
-
-      #region AnimatedScrollViewerVerticalOffset
-      static double GetAnimatedScrollViewerVerticalOffset(DependencyObject obj) =>
-         (double)obj.GetValue(AnimatedScrollViewerVerticalOffsetProperty);
-
-      public static void SetAnimatedScrollViewerVerticalOffset(DependencyObject obj, double value) =>
-         obj.SetValue(AnimatedScrollViewerVerticalOffsetProperty, value);
-
-      public static readonly DependencyProperty AnimatedScrollViewerVerticalOffsetProperty =
-          DependencyProperty.RegisterAttached("AnimatedScrollViewerVerticalOffset", typeof(double), typeof(Behavior), new PropertyMetadata(0.0, scroll_changed));
-
-      static void scroll_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         ScrollViewer target = d as ScrollViewer;
-         if (target != null) {
-            target.ScrollToVerticalOffset((double)e.NewValue);
-         }
-      }
-      #endregion
-
-      #region AutoFocusTargetProvider
-      public static readonly DependencyProperty AutoFocusTargetProviderProperty = DependencyProperty.RegisterAttached("AutoFocusTargetProvider", typeof(bool),
-         typeof(Behavior), new PropertyMetadata(OnAutoFocusTargetProviderChanged));
-
-      static void OnAutoFocusTargetProviderChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if (e.NewValue is IAutoFocusTargetProvider aftp) {
-            var el = ExceptionAssert.Argument.Is<FrameworkElement>(d, nameof(d));
-            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, new AutoFocusTargetProviderLifeDependency(el, aftp));
-         } else
-            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, null);
-      }
-
-      public static bool GetAutoFocusTargetProvider(DependencyObject d) => (bool)d.GetValue(AutoFocusTargetProviderProperty);
-      public static void SetAutoFocusTargetProvider(DependencyObject d, bool value) => d.SetValue(AutoFocusTargetProviderProperty, value);
-      #endregion
-
-      #region AutoFocusTargetProviderLifeDependency (ReadOnly)
-      static readonly DependencyPropertyKey AutoFocusTargetProviderLifeDependencyPropertyKey = DependencyProperty.RegisterAttachedReadOnly("AutoFocusTargetProviderLifeDependency",
-         typeof(FrameworkElementLifeDependency), typeof(Behavior), new PropertyMetadata(FrameworkElementLifeDependencyHelper.DisposeOldInitializeNew));
-
-      public static readonly DependencyProperty AutoFocusTargetProviderLifeDependencyProperty = AutoFocusTargetProviderLifeDependencyPropertyKey.DependencyProperty;
-
-      public static FrameworkElementLifeDependency GetAutoFocusTargetProviderLifeDependency(DependencyObject d) => d.GetValue(AutoFocusTargetProviderLifeDependencyProperty) as FrameworkElementLifeDependency;
-      public static void SetAutoFocusTargetProviderLifeDependency(DependencyObject d, FrameworkElementLifeDependency value) => d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, value);
-
-      class AutoFocusTargetProviderLifeDependency : FrameworkElementLifeDependency {
-         readonly IAutoFocusTargetProvider _focus_target_provider;
-
-         public AutoFocusTargetProviderLifeDependency(FrameworkElement root, IAutoFocusTargetProvider focus_target_provider) : base(root) =>
-            _focus_target_provider = focus_target_provider;
-
-         protected override void OnLoaded() {
-            var el = _focus_target_provider.Target;
-            if (el != null) {
-               if (_focus_target_provider.Focus)
-                  el.Focus();
-               if (_focus_target_provider.FocusKeyboard)
-                  Keyboard.Focus(el);
-               if (_focus_target_provider.CaptureMouse)
-                  el.CaptureMouse();
-            }
-         }
-
-         protected override void OnUnloaded() {
-            var el = _focus_target_provider.Target;
-            if (el != null) {
-               if (_focus_target_provider.ReleaseKeyboard) {
-                  ReferenceEquals(Keyboard.FocusedElement, el);
-                  Keyboard.ClearFocus();
-               }
-               if (_focus_target_provider.ReleaseMouse)
-                  el.ReleaseMouseCapture();
-            }
-         }
-      }
-      #endregion
-
-      #region EatMouseDown
-      public static readonly DependencyProperty EatMouseDownProperty =
-         DependencyProperty.RegisterAttached("EatMouseDown", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnEatMouseDownChanged));
-
-      static void OnEatMouseDownChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var el = (FrameworkElement)d;
-         if ((bool)e.NewValue) el.MouseDown += _eat_mouse_down;
-         else el.MouseDown -= _eat_mouse_down;
-      }
-
-      static void _eat_mouse_down(object sender, MouseButtonEventArgs e) =>
-         e.Handled = true;
-
-      public static bool GetEatMouseDown(DependencyObject d) => (bool)d.GetValue(EatMouseDownProperty);
-      public static void SetEatMouseDown(DependencyObject d, bool value) => d.SetValue(EatMouseDownProperty, value);
-      #endregion
-
-      #region DisablePaste
-      public static readonly DependencyProperty DisablePasteProperty = DependencyProperty.RegisterAttached(
-         "DisablePaste", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnDisablePasteChanged));
-
-      static void OnDisablePasteChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if ((bool)e.NewValue)
-            DataObject.AddPastingHandler(d, _disable_paste_pasting_handler);
-         else DataObject.RemovePastingHandler(d, _disable_paste_pasting_handler);
-      }
-      static void _disable_paste_pasting_handler(object sender, DataObjectPastingEventArgs e) => e.CancelCommand();
-
-      public static bool GetDisablePaste(DependencyObject d) => (bool)d.GetValue(DisablePasteProperty);
-      public static void SetDisablePaste(DependencyObject d, bool value) => d.SetValue(DisablePasteProperty, value);
-      #endregion
-
-      public static readonly DependencyProperty BindingUpdateGroupsProperty =
-         DependencyProperty.RegisterAttached("BindingUpdateGroups", typeof(BindingUpdateGroupCollection), typeof(Behavior), new PropertyMetadata(null));
-
-      public static BindingUpdateGroupCollection GetBindingUpdateGroups(DependencyObject d) => d.GetValue(BindingUpdateGroupsProperty) as BindingUpdateGroupCollection;
-      public static void SetBindingUpdateGroups(DependencyObject d, BindingUpdateGroupCollection value) => d.SetValue(BindingUpdateGroupsProperty, value);
-
-      #region AutoRaiseCanExecuteChanged
-      public static readonly DependencyProperty AutoRaiseCanExecuteChangedProperty =
-         DependencyProperty.RegisterAttached("AutoRaiseCanExecuteChanged", typeof(bool), typeof(Behavior),
-            new PropertyMetadata(false, (d, e) => {
-               if ((bool)e.NewValue) {
-                  BindingOperations.SetBinding(d, AutoCommandProperty, new Binding(nameof(ButtonBase.Command)) { Source = d, Mode = BindingMode.OneWay });
-                  BindingOperations.SetBinding(d, AutoCommandParameterProperty, new Binding(nameof(ButtonBase.CommandParameter)) { Source = d, Mode = BindingMode.OneWay });
-               } else {
-                  BindingOperations.ClearBinding(d, AutoCommandProperty);
-                  BindingOperations.ClearBinding(d, AutoCommandParameterProperty);
-               }
-            }));
-
-      public static bool GetAutoRaiseCanExecuteChanged(DependencyObject d) => (bool)d.GetValue(AutoRaiseCanExecuteChangedProperty);
-      public static void SetAutoRaiseCanExecuteChanged(DependencyObject d, bool value) => d.SetValue(AutoRaiseCanExecuteChangedProperty, value);
-
-      /// Do not bind directly to <see cref="AutoCommandProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
-      public static readonly DependencyProperty AutoCommandProperty =
-         DependencyProperty.RegisterAttached("AutoCommand", typeof(ICommand), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
-
-      public static ICommand GetAutoCommand(DependencyObject d) => d.GetValue(AutoCommandProperty) as ICommand;
-      public static void SetAutoCommand(DependencyObject d, ICommand value) => d.SetValue(AutoCommandProperty, value);
-
-      /// Do not bind directly to <see cref="AutoCommandParameterProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
-      public static readonly DependencyProperty AutoCommandParameterProperty =
-         DependencyProperty.RegisterAttached("AutoCommandParameter", typeof(object), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
-
-      public static object GetAutoCommandParameter(DependencyObject d) => d.GetValue(AutoCommandParameterProperty);
-      public static void SetAutoCommandParameter(DependencyObject d, object value) => d.SetValue(AutoCommandParameterProperty, value);
-
-      static void _try_raise_can_execute(DependencyObject d, DependencyPropertyChangedEventArgs e) =>
-            (d.GetValue(ButtonBase.CommandProperty) as IRaiseCanExecuteChangedCommand)?.RaiseCanExecuteChanged();
-      #endregion
-
-      #region FocusOnLoaded
-      public static readonly DependencyProperty FocusOnLoadedProperty =
-         DependencyProperty.RegisterAttached("FocusOnLoaded", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnFocusOnLoadedChanged));
-
-      static void OnFocusOnLoadedChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var target = (FrameworkElement)d;
-         if ((bool)e.NewValue) target.Loaded += _target_Loaded;
-         else target.Loaded -= _target_Loaded;
-      }
-
-      static void _target_Loaded(object sender, RoutedEventArgs e) {
-         var target = (FrameworkElement)sender;
-         Keyboard.Focus(target);
-      }
-      public static bool GetFocusOnLoaded(DependencyObject d) => (bool)d.GetValue(FocusOnLoadedProperty);
-      public static void SetFocusOnLoaded(DependencyObject d, bool value) => d.SetValue(FocusOnLoadedProperty, value);
-      #endregion
-
-      #region MirrorLayout
-      static readonly DependencyProperty[] _layout_props = new[] {
-         FrameworkElement.HeightProperty,
-         FrameworkElement.WidthProperty,
-         FrameworkElement.MarginProperty,
-         Control.PaddingProperty,
-         FrameworkElement.HorizontalAlignmentProperty,
-         Control.HorizontalContentAlignmentProperty,
-         FrameworkElement.VerticalAlignmentProperty,
-         Control.VerticalContentAlignmentProperty
-      };
-
-      public static readonly DependencyProperty MirrorLayoutForProperty =
-         DependencyProperty.RegisterAttached("MirrorLayoutFor", typeof(FrameworkElement), typeof(Behavior),
-            new PropertyMetadata(OnMirrorLayoutForChanged));
-
-      static void OnMirrorLayoutForChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var target = new LazyCast<FrameworkElement, DependencyObject>(d);
-         if (e.OldValue is FrameworkElement old_src) {
-            target.value.clear_bindings(_layout_props);
-         }
-         if (e.NewValue is FrameworkElement new_src) {
-            target.value.bind(FrameworkElement.WidthProperty, new_src, FrameworkElement.ActualWidthProperty);
-            target.value.bind(FrameworkElement.HeightProperty, new_src, FrameworkElement.ActualHeightProperty);
-            target.value.bind(FrameworkElement.MarginProperty, new_src, FrameworkElement.MarginProperty);
-            target.value.bind(FrameworkElement.HorizontalAlignmentProperty, new_src, FrameworkElement.HorizontalAlignmentProperty);
-            target.value.bind(FrameworkElement.VerticalAlignmentProperty, new_src, FrameworkElement.VerticalAlignmentProperty);
-            if (target.value is Control && new_src is Control) {
-               target.value.bind(Control.PaddingProperty, new_src, Control.PaddingProperty);
-               target.value.bind(Control.HorizontalContentAlignmentProperty, new_src, Control.HorizontalContentAlignmentProperty);
-               target.value.bind(Control.VerticalContentAlignmentProperty, new_src, Control.VerticalContentAlignmentProperty);
-            }
-         }
-      }
-
-      public static FrameworkElement GetMirrorLayoutFor(DependencyObject d) => d.GetValue(MirrorLayoutForProperty) as FrameworkElement;
-      public static void SetMirrorLayoutFor(DependencyObject d, FrameworkElement value) => d.SetValue(MirrorLayoutForProperty, value);
-      #endregion
-   }
-}
+using bts.utils;
+
+using mbts.utils;
+
+using Spark.Core.Disposables;
+using Spark.ViewModel.Commands;
+
+using System;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+using System.Windows.Data;
+using System.Windows.Input;
+
+namespace mbts.ui {
+   static class Behavior {
+      #region CloseWindow
+      public static readonly DependencyProperty CloseWindowProperty = DependencyProperty.RegisterAttached("CloseWindow", typeof(bool), typeof(Behavior),
+         new PropertyMetadata(false, (d, dpc_args) => {
+            var button = d as Button;
+            if (button != null && (bool)dpc_args.NewValue) {
+               RoutedEventHandler close_window = (sender, e) => {
+                  var window = button.find_ancestor_of_type<Window>();
+                  if (window != null)
+                     window.Close();
+               };
+               button.Click += close_window;
+               IDisposable dispose = Disposable.Create(() => {
+                  button.Click -= close_window;
+                  close_window = null;
+               });
+               IDisposable early_dispose = button.ObserveProperty(CloseWindowProperty, (sender, e) => {
+                  if (!GetCloseWindow(button))
+                     Disposable.dispose(ref dispose);
+               });
+               DisposeExtensions.attach_to_disposer(button, dispose);
+               DisposeExtensions.attach_to_disposer(button, early_dispose);
+            }
+         }));
+      public static bool GetCloseWindow(Button obj) { return (bool)obj.GetValue(CloseWindowProperty); }
+      public static void SetCloseWindow(Button obj, bool value) { obj.SetValue(CloseWindowProperty, value); }
+      #endregion
+
+      #region AnimatedScrollViewerVerticalOffset
+      static double GetAnimatedScrollViewerVerticalOffset(DependencyObject obj) =>
+         (double)obj.GetValue(AnimatedScrollViewerVerticalOffsetProperty);
+
+      public static void SetAnimatedScrollViewerVerticalOffset(DependencyObject obj, double value) =>
+         obj.SetValue(AnimatedScrollViewerVerticalOffsetProperty, value);
+
+      public static readonly DependencyProperty AnimatedScrollViewerVerticalOffsetProperty =
+          DependencyProperty.RegisterAttached("AnimatedScrollViewerVerticalOffset", typeof(double), typeof(Behavior), new PropertyMetadata(0.0, scroll_changed));
+
+      static void scroll_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         ScrollViewer target = d as ScrollViewer;
+         if (target != null) {
+            target.ScrollToVerticalOffset((double)e.NewValue);
+         }
+      }
+      #endregion
+
+      #region AutoFocusTargetProvider
+      public static readonly DependencyProperty AutoFocusTargetProviderProperty = DependencyProperty.RegisterAttached(
+         "AutoFocusTargetProvider", typeof(IAutoFocusTargetProvider), typeof(Behavior), new PropertyMetadata(OnAutoFocusTargetProviderChanged));
+
+      static void OnAutoFocusTargetProviderChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (e.NewValue is IAutoFocusTargetProvider aftp) {
+            var el = ExceptionAssert.Argument.Is<FrameworkElement>(d, nameof(d));
+            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, new AutoFocusTargetProviderLifeDependency(el, aftp));
+         } else
+            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, null);
+      }
+
+      public static IAutoFocusTargetProvider GetAutoFocusTargetProvider(DependencyObject d) =>
+         d.GetValue(AutoFocusTargetProviderProperty) as IAutoFocusTargetProvider;
+
+      public static void SetAutoFocusTargetProvider(DependencyObject d, IAutoFocusTargetProvider value) =>
+         d.SetValue(AutoFocusTargetProviderProperty, value);
+      #endregion
+
+      #region AutoFocusTargetProviderLifeDependency (ReadOnly)
+      static readonly DependencyPropertyKey AutoFocusTargetProviderLifeDependencyPropertyKey = DependencyProperty.RegisterAttachedReadOnly("AutoFocusTargetProviderLifeDependency",
+         typeof(FrameworkElementLifeDependency), typeof(Behavior), new PropertyMetadata(FrameworkElementLifeDependencyHelper.DisposeOldInitializeNew));
+
+      public static readonly DependencyProperty AutoFocusTargetProviderLifeDependencyProperty = AutoFocusTargetProviderLifeDependencyPropertyKey.DependencyProperty;
+
+      public static FrameworkElementLifeDependency GetAutoFocusTargetProviderLifeDependency(DependencyObject d) => d.GetValue(AutoFocusTargetProviderLifeDependencyProperty) as FrameworkElementLifeDependency;
+      public static void SetAutoFocusTargetProviderLifeDependency(DependencyObject d, FrameworkElementLifeDependency value) => d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, value);
+
+      class AutoFocusTargetProviderLifeDependency : FrameworkElementLifeDependency {
+         readonly IAutoFocusTargetProvider _focus_target_provider;
+
+         public AutoFocusTargetProviderLifeDependency(FrameworkElement root, IAutoFocusTargetProvider focus_target_provider) : base(root) =>
+            _focus_target_provider = focus_target_provider;
+
+         protected override void OnLoaded() {
+            var el = _focus_target_provider.Target;
+            if (el != null) {
+               if (_focus_target_provider.Focus) {
+                  var fs = FocusManager.GetFocusScope(el);
+                  if (fs is not null) {
+                     FocusManager.SetFocusedElement(fs, el);
+                     if (fs is UIElement fsUiEl) {
+                        fsUiEl.Focus();
+                     } else if (fs is IInputElement fsInputEl) {
+                        Keyboard.Focus(fsInputEl);
+                     } else {
+                        el.Focus();
+                     }
+                  } else {
+                     el.Focus();
+                  }
+               }
+               if (_focus_target_provider.FocusKeyboard)
+                  Keyboard.Focus(el);
+               if (_focus_target_provider.CaptureMouse)
+                  el.CaptureMouse();
+            }
+         }
+
+         protected override void OnUnloaded() {
+            var el = _focus_target_provider.Target;
+            if (el != null) {
+               if (_focus_target_provider.ReleaseKeyboard) {
+                  ReferenceEquals(Keyboard.FocusedElement, el);
+                  Keyboard.ClearFocus();
+               }
+               if (_focus_target_provider.ReleaseMouse)
+                  el.ReleaseMouseCapture();
+            }
+         }
+      }
+      #endregion
+
+      #region EatMouseDown
+      public static readonly DependencyProperty EatMouseDownProperty =
+         DependencyProperty.RegisterAttached("EatMouseDown", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnEatMouseDownChanged));
+
+      static void OnEatMouseDownChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var el = (FrameworkElement)d;
+         if ((bool)e.NewValue) el.MouseDown += _eat_mouse_down;
+         else el.MouseDown -= _eat_mouse_down;
+      }
+
+      static void _eat_mouse_down(object sender, MouseButtonEventArgs e) =>
+         e.Handled = true;
+
+      public static bool GetEatMouseDown(DependencyObject d) => (bool)d.GetValue(EatMouseDownProperty);
+      public static void SetEatMouseDown(DependencyObject d, bool value) => d.SetValue(EatMouseDownProperty, value);
+      #endregion
+
+      #region DisablePaste
+      public static readonly DependencyProperty DisablePasteProperty = DependencyProperty.RegisterAttached(
+         "DisablePaste", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnDisablePasteChanged));
+
+      static void OnDisablePasteChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if ((bool)e.NewValue)
+            DataObject.AddPastingHandler(d, _disable_paste_pasting_handler);
+         else DataObject.RemovePastingHandler(d, _disable_paste_pasting_handler);
+      }
+      static void _disable_paste_pasting_handler(object sender, DataObjectPastingEventArgs e) => e.CancelCommand();
+
+      public static bool GetDisablePaste(DependencyObject d) => (bool)d.GetValue(DisablePasteProperty);
+      public static void SetDisablePaste(DependencyObject d, bool value) => d.SetValue(DisablePasteProperty, value);
+      #endregion
+
+      public static readonly DependencyProperty BindingUpdateGroupsProperty =
+         DependencyProperty.RegisterAttached("BindingUpdateGroups", typeof(BindingUpdateGroupCollection), typeof(Behavior), new PropertyMetadata(null));
+
+      public static BindingUpdateGroupCollection GetBindingUpdateGroups(DependencyObject d) => d.GetValue(BindingUpdateGroupsProperty) as BindingUpdateGroupCollection;
+      public static void SetBindingUpdateGroups(DependencyObject d, BindingUpdateGroupCollection value) => d.SetValue(BindingUpdateGroupsProperty, value);
+
+      #region AutoRaiseCanExecuteChanged
+      public static readonly DependencyProperty AutoRaiseCanExecuteChangedProperty =
+         DependencyProperty.RegisterAttached("AutoRaiseCanExecuteChanged", typeof(bool), typeof(Behavior),
+            new PropertyMetadata(false, (d, e) => {
+               if ((bool)e.NewValue) {
+                  BindingOperations.SetBinding(d, AutoCommandProperty, new Binding(nameof(ButtonBase.Command)) { Source = d, Mode = BindingMode.OneWay });
+                  BindingOperations.SetBinding(d, AutoCommandParameterProperty, new Binding(nameof(ButtonBase.CommandParameter)) { Source = d, Mode = BindingMode.OneWay });
+               } else {
+                  BindingOperations.ClearBinding(d, AutoCommandProperty);
+                  BindingOperations.ClearBinding(d, AutoCommandParameterProperty);
+               }
+            }));
+
+      public static bool GetAutoRaiseCanExecuteChanged(DependencyObject d) => (bool)d.GetValue(AutoRaiseCanExecuteChangedProperty);
+      public static void SetAutoRaiseCanExecuteChanged(DependencyObject d, bool value) => d.SetValue(AutoRaiseCanExecuteChangedProperty, value);
+
+      /// Do not bind directly to <see cref="AutoCommandProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
+      public static readonly DependencyProperty AutoCommandProperty =
+         DependencyProperty.RegisterAttached("AutoCommand", typeof(ICommand), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
+
+      public static ICommand GetAutoCommand(DependencyObject d) => d.GetValue(AutoCommandProperty) as ICommand;
+      public static void SetAutoCommand(DependencyObject d, ICommand value) => d.SetValue(AutoCommandProperty, value);
+
+      /// Do not bind directly to <see cref="AutoCommandParameterProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
+      public static readonly DependencyProperty AutoCommandParameterProperty =
+         DependencyProperty.RegisterAttached("AutoCommandParameter", typeof(object), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
+
+      public static object GetAutoCommandParameter(DependencyObject d) => d.GetValue(AutoCommandParameterProperty);
+      public static void SetAutoCommandParameter(DependencyObject d, object value) => d.SetValue(AutoCommandParameterProperty, value);
+
+      static void _try_raise_can_execute(DependencyObject d, DependencyPropertyChangedEventArgs e) =>
+            (d.GetValue(ButtonBase.CommandProperty) as IRaiseCanExecuteChangedCommand)?.RaiseCanExecuteChanged();
+      #endregion
+
+      #region FocusOnLoaded
+      public static readonly DependencyProperty FocusOnLoadedProperty =
+         DependencyProperty.RegisterAttached("FocusOnLoaded", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnFocusOnLoadedChanged));
+
+      static void OnFocusOnLoadedChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var target = (FrameworkElement)d;
+         if ((bool)e.NewValue) target.Loaded += _target_Loaded;
+         else target.Loaded -= _target_Loaded;
+      }
+
+      static void _target_Loaded(object sender, RoutedEventArgs e) {
+         var target = (FrameworkElement)sender;
+         Keyboard.Focus(target);
+      }
+      public static bool GetFocusOnLoaded(DependencyObject d) => (bool)d.GetValue(FocusOnLoadedProperty);
+      public static void SetFocusOnLoaded(DependencyObject d, bool value) => d.SetValue(FocusOnLoadedProperty, value);
+      #endregion
+
+      #region MirrorLayout
+      static readonly DependencyProperty[] _layout_props = new[] {
+         FrameworkElement.HeightProperty,
+         FrameworkElement.WidthProperty,
+         FrameworkElement.MarginProperty,
+         Control.PaddingProperty,
+         FrameworkElement.HorizontalAlignmentProperty,
+         Control.HorizontalContentAlignmentProperty,
+         FrameworkElement.VerticalAlignmentProperty,
+         Control.VerticalContentAlignmentProperty
+      };
+
+      public static readonly DependencyProperty MirrorLayoutForProperty =
+         DependencyProperty.RegisterAttached("MirrorLayoutFor", typeof(FrameworkElement), typeof(Behavior),
+            new PropertyMetadata(OnMirrorLayoutForChanged));
+
+      static void OnMirrorLayoutForChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var target = new LazyCast<FrameworkElement, DependencyObject>(d);
+         if (e.OldValue is FrameworkElement old_src) {
+            target.value.clear_bindings(_layout_props);
+         }
+         if (e.NewValue is FrameworkElement new_src) {
+            target.value.bind(FrameworkElement.WidthProperty, new_src, FrameworkElement.ActualWidthProperty);
+            target.value.bind(FrameworkElement.HeightProperty, new_src, FrameworkElement.ActualHeightProperty);
+            target.value.bind(FrameworkElement.MarginProperty, new_src, FrameworkElement.MarginProperty);
+            target.value.bind(FrameworkElement.HorizontalAlignmentProperty, new_src, FrameworkElement.HorizontalAlignmentProperty);
+            target.value.bind(FrameworkElement.VerticalAlignmentProperty, new_src, FrameworkElement.VerticalAlignmentProperty);
+            if (target.value is Control && new_src is Control) {
+               target.value.bind(Control.PaddingProperty, new_src, Control.PaddingProperty);
+               target.value.bind(Control.HorizontalContentAlignmentProperty, new_src, Control.HorizontalContentAlignmentProperty);
+               target.value.bind(Control.VerticalContentAlignmentProperty, new_src, Control.VerticalContentAlignmentProperty);
+            }
+         }
+      }
+
+      public static FrameworkElement GetMirrorLayoutFor(DependencyObject d) => d.GetValue(MirrorLayoutForProperty) as FrameworkElement;
+      public static void SetMirrorLayoutFor(DependencyObject d, FrameworkElement value) => d.SetValue(MirrorLayoutForProperty, value);
+      #endregion
+   }
+}
@@ -557,6 +557,8 @@
    </Style.Triggers>
  </Style>

+  <Style x:Key="DefaultButton" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}" />
+
  <Style TargetType="RepeatButton">
    <Setter Property="Foreground" Value="{u:BTSBrush UI.Button.normal_foreground}" />
    <Setter Property="Background" Value="{u:BTSBrush UI.Button.normal_background}" />
@@ -1,348 +1,371 @@
-using bts;
-
-using mbts.ui.native;
-
-using System;
-using System.Runtime.InteropServices;
-using System.Windows;
-using System.Windows.Input;
-using System.Windows.Interop;
-
-namespace mbts.ui {
-   public partial class WindowStyle : ResourceDictionary {
-      // 'Top' is 0 because the window's TitleContent overlaps the top-resize-border.
-      public static readonly Thickness NegativeResizeBorderThickness = new Thickness(-5, 0, -5, -5);
-
-      public static readonly ExecutedRoutedEventHandler
-         CloseWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Close(), "closing"),
-         HideWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Visibility = Visibility.Hidden, "hiding"),
-         MinimizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = WindowState.Minimized),
-         MaximizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = w.WindowState == WindowState.Maximized ? WindowState.Normal : WindowState.Maximized);
-
-      #region UnsafeWindow
-      // UnsafeWindow is described as 'Unsafe' because the window may be on a different dispatcher than the DependencyObject target. 
-      public static readonly DependencyProperty UnsafeWindowProperty =
-         DependencyProperty.RegisterAttached("UnsafeWindow", typeof(Window), typeof(WindowStyle), new PropertyMetadata(OnUnsafeWindowChanged));
-
-      static void OnUnsafeWindowChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if (d is UIElement el)
-            el.RaiseEvent(new RoutedPropertyChangedEventArgs<Window>(e.OldValue as Window, e.NewValue as Window, UnsafeWindowChangedEvent));
-      }
-
-      public static Window GetUnsafeWindow(DependencyObject d) => d.GetValue(UnsafeWindowProperty) as Window;
-      public static void SetUnsafeWindow(DependencyObject d, Window value) => d.SetValue(UnsafeWindowProperty, value);
-      #endregion
-
-      #region UnsafeWindowChanged (Event)
-      internal static readonly RoutedEvent UnsafeWindowChangedEvent = EventManager.RegisterRoutedEvent("UnsafeWindowChanged", RoutingStrategy.Direct, typeof(RoutedPropertyChangedEventHandler<Window>), typeof(WindowStyle));
-
-      internal static void AddUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
-         el.AddHandler(UnsafeWindowChangedEvent, handler);
-
-      internal static void RemoveUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
-         el.RemoveHandler(UnsafeWindowChangedEvent, handler);
-      #endregion
-
-      static class WindowCallbackHelper {
-         public static ExecutedRoutedEventHandler safe_command_executed_handler(Action<Window> action, string action_name) =>
-            (s, e) => _safe_execute_on_window(s, action, action_name);
-
-         public static ExecutedRoutedEventHandler command_executed_handler(Action<Window> action) =>
-            (s, e) => _execute_on_window(s, action);
-
-         public static RoutedEventHandler routed_event_handler(Action<Window> action) =>
-            (s, e) => _execute_on_window(s, action);
-
-         static void _execute_on_window(object sender, Action<Window> action) {
-            if (_get_host_window(sender) is Window window)
-               action(window);
-         }
-
-         static void _safe_execute_on_window(object sender, Action<Window> action, string action_name) {
-            try {
-               _execute_on_window(sender, action);
-            } catch (Exception err) {
-               Log.Ui.warn($"Exception {action_name} window : {err}");
-            }
-         }
-
-         static Window _get_host_window(object sender) =>
-            sender is Window w ? w : sender is DependencyObject d ? Window.GetWindow(d) : null;
-      }
-
-      #region Attached properties to control the style b/c the default Window properties are lame
-
-      #region Close button
-      public static bool GetShowCloseButton(DependencyObject obj) {
-         return (bool)obj.GetValue(ShowCloseButtonProperty);
-      }
-      public static void SetShowCloseButton(DependencyObject obj, bool value) {
-         obj.SetValue(ShowCloseButtonProperty, value);
-      }
-      public static readonly DependencyProperty ShowCloseButtonProperty =
-          DependencyProperty.RegisterAttached("ShowCloseButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
-      #endregion
-
-      #region Minimize Button
-      public static bool GetShowMinimizeButton(DependencyObject obj) {
-         return (bool)obj.GetValue(ShowMinimizeButtonProperty);
-      }
-      public static void SetShowMinimizeButton(DependencyObject obj, bool value) {
-         obj.SetValue(ShowMinimizeButtonProperty, value);
-      }
-      public static readonly DependencyProperty ShowMinimizeButtonProperty =
-          DependencyProperty.RegisterAttached("ShowMinimizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
-      #endregion
-
-      #region Maximize Button
-
-      public static bool GetShowMaximizeButton(DependencyObject obj) {
-         return (bool)obj.GetValue(ShowMaximizeButtonProperty);
-      }
-      public static void SetShowMaximizeButton(DependencyObject obj, bool value) {
-         obj.SetValue(ShowMaximizeButtonProperty, value);
-      }
-      public static readonly DependencyProperty ShowMaximizeButtonProperty =
-          DependencyProperty.RegisterAttached("ShowMaximizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false));
-      #endregion
-
-      #region AllowResize
-      public static bool GetAllowResize(DependencyObject obj) {
-         return (bool)obj.GetValue(AllowResizeProperty);
-      }
-      public static void SetAllowResize(DependencyObject obj, bool value) {
-         obj.SetValue(AllowResizeProperty, value);
-      }
-      public static readonly DependencyProperty AllowResizeProperty =
-          DependencyProperty.RegisterAttached("AllowResize", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, (s, e) => {
-             var wnd = s as Window;
-             if (wnd != null) {
-                if ((bool)e.NewValue == true) {
-                   wnd.ResizeMode = ResizeMode.CanResize;
-                } else {
-                   wnd.ResizeMode = ResizeMode.NoResize;
-                }
-             }
-          }));
-      #endregion
-
-      #region IsNonClientArea Inherited property
-
-      public static bool GetIsNonClientArea(DependencyObject obj) {
-         return (bool)obj.GetValue(IsNonClientAreaProperty);
-      }
-
-      public static void SetIsNonClientArea(DependencyObject obj, bool value) {
-         obj.SetValue(IsNonClientAreaProperty, value);
-      }
-
-      public static readonly DependencyProperty IsNonClientAreaProperty =
-          DependencyProperty.RegisterAttached("IsNonClientArea", typeof(bool), typeof(WindowStyle), new FrameworkPropertyMetadata(false, FrameworkPropertyMetadataOptions.Inherits));
-      #endregion
-
-      #region [Custom]SizeToContent property (some additional logic is needed to avoid ugly black border margins on the edge of the window)
-
-      public static readonly DependencyProperty SizeToContentProperty = DependencyProperty.RegisterAttached("SizeToContent", typeof(SizeToContent), typeof(WindowStyle), new PropertyMetadata(SizeToContent.Manual, OnSizeToContentChanged));
-      private static void OnSizeToContentChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         SizeToContent old_val = (SizeToContent)e.OldValue;
-         SizeToContent new_val = (SizeToContent)e.NewValue;
-         Window w = (Window)d;
-         if (old_val != SizeToContent.Manual) {
-            if (new_val == SizeToContent.Manual) w.ContentRendered -= InvalidateVisualOnContentRendered;
-         } else w.ContentRendered += InvalidateVisualOnContentRendered;
-         w.SizeToContent = new_val;
-      }
-      private static void InvalidateVisualOnContentRendered(object sender, EventArgs e) { ((Window)sender).InvalidateVisual(); }
-      public static SizeToContent GetSizeToContent(Window w) { return (SizeToContent)w.GetValue(SizeToContentProperty); }
-      public static void SetSizeToContent(Window w, SizeToContent value) { w.SetValue(SizeToContentProperty, value); }
-
-      #endregion
-
-      #region TitleContent
-      public static readonly DependencyProperty TitleContentProperty = DependencyProperty.RegisterAttached("TitleContent", typeof(object), typeof(WindowStyle), new PropertyMetadata(null));
-      public static object GetTitleContent(DependencyObject d) { return d.GetValue(TitleContentProperty); }
-      public static void SetTitleContent(DependencyObject d, object value) { d.SetValue(TitleContentProperty, value); }
-      #endregion
-
-      #region TitleContentTemplate
-      public static readonly DependencyProperty TitleContentTemplateProperty = DependencyProperty.RegisterAttached("TitleContentTemplate", typeof(DataTemplate), typeof(WindowStyle), new PropertyMetadata(null));
-      public static DataTemplate GetTitleContentTemplate(DependencyObject d) { return d.GetValue(TitleContentTemplateProperty) as DataTemplate; }
-      public static void SetTitleContentTemplate(DependencyObject d, DataTemplate value) { d.SetValue(TitleContentTemplateProperty, value); }
-      #endregion
-
-      #region DisposeVMOnClose
-      public static readonly DependencyProperty DisposeVMOnCloseProperty = DependencyProperty.RegisterAttached("DisposeVMOnClose", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, OnDisposeVMOnCloseChanged));
-      private static void OnDisposeVMOnCloseChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var target = d as Window;
-         target?.SetValue(DisposeVMOnCloseHandlerWrapperPropertyKey, (bool)e.NewValue ? new DisposeVMOnCloseHandlerWrapper(target) : null);
-      }
-      public static bool GetDisposeVMOnClose(DependencyObject d) { return (bool)d.GetValue(DisposeVMOnCloseProperty); }
-      public static void SetDisposeVMOnClose(DependencyObject d, bool value) { d.SetValue(DisposeVMOnCloseProperty, value); }
-
-      private static readonly DependencyPropertyKey DisposeVMOnCloseHandlerWrapperPropertyKey = DependencyProperty.RegisterAttachedReadOnly("DisposeVMOnCloseHandlerWrapper", typeof(IDisposable), typeof(WindowStyle), new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
-      internal static readonly DependencyProperty DisposeVMOnCloseHandlerWrapperProperty = DisposeVMOnCloseHandlerWrapperPropertyKey.DependencyProperty;
-      internal static IDisposable GetDisposeVMOnCloseHandlerWrapper(Window w) { return w.GetValue(DisposeVMOnCloseHandlerWrapperProperty) as IDisposable; }
-      private static void SetDisposeVMOnCloseHandlerWrapper(Window w, IDisposable value) { w.SetValue(DisposeVMOnCloseHandlerWrapperProperty, value); }
-
-      private class DisposeVMOnCloseHandlerWrapper : IDisposable {
-         public DisposeVMOnCloseHandlerWrapper(Window target) { (_target = target).Closed += _target_Closed; }
-         private readonly Window _target;
-         private void _target_Closed(object sender, EventArgs e) { (_target.DataContext as IDisposable)?.Dispose(); }
-         public void Dispose() { _target.Closed -= _target_Closed; }
-      }
-      #endregion
-
-      #endregion
-
-      private void style_loaded(object sender, RoutedEventArgs _) {
-         if (sender is DependencyObject) {
-            var window = Window.GetWindow(((DependencyObject)sender));
-            if (window != null) {
-               if (WindowStyle.GetAllowResize(window)) {
-                  set_resize_window_events(sender as FrameworkElement, window);
-               } else {
-                  // Simpler dragmove interaction
-                  var border = (FrameworkElement)sender;
-                  border.MouseLeftButtonDown += (s, e) => {
-                     if (Mouse.LeftButton == MouseButtonState.Pressed) {
-                        window.DragMove();
-                     }
-                  };
-               }
-
-               // Handle Close command automagically
-               if (window.CommandBindings.Count == 0) {
-                  window.CommandBindings.Add(new CommandBinding(SystemCommands.CloseWindowCommand, CloseWindowExecutedHandler));
-                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MinimizeWindowCommand, MinimizeWindowExecutedHandler));
-                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MaximizeWindowCommand, MaximizeWindowExecutedHandler));
-               }
-            }
-         }
-      }
-
-      private static void set_resize_window_events(FrameworkElement border, Window window) {
-         HookWndProc(window);
-         Log.assert(border != null);
-         var restore_on_move = false;
-         border.MouseLeftButtonDown += (s, e) => {
-            FrameworkElement fe = e.OriginalSource as FrameworkElement;
-            if (fe != null && (bool)fe.GetValue(WindowStyle.IsNonClientAreaProperty)) {
-               if (e.ClickCount == 2) {
-                  toggle_max(window);
-               } else {
-                  if (window.WindowState == WindowState.Maximized) { restore_on_move = true; }
-                  if (Mouse.LeftButton == MouseButtonState.Pressed) {
-                     window.DragMove();
-                  }
-               }
-            }
-         };
-         border.MouseLeftButtonUp += (s, e) => restore_on_move = false;
-         border.MouseMove += (s, e) => {
-            if (restore_on_move && window.WindowState == WindowState.Maximized && Mouse.LeftButton == MouseButtonState.Pressed) {
-               window.WindowState = WindowState.Normal;
-               window.Top = 0;
-               if (Mouse.LeftButton == MouseButtonState.Pressed) {
-                  window.DragMove();
-               }
-            }
-         };
-      }
-
-      private static void toggle_max(Window window) {
-         if (window.WindowState == WindowState.Maximized) {
-            window.WindowState = WindowState.Normal;
-         } else {
-            window.WindowState = WindowState.Maximized;
-         }
-      }
-
-
-
-      private static void HookWndProc(Window window) {
-         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
-         if (source != null) {
-            source.AddHook(new HwndSourceHook(WndProc));
-         }
-      }
-      private static void UnhookWndProc(Window window) {
-         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
-         if (source != null) {
-            source.RemoveHook(new HwndSourceHook(WndProc));
-         }
-      }
-
-      private static IntPtr WndProc(IntPtr hwnd, int msg, IntPtr wparam, IntPtr lparam, ref bool handled) {
-         WM wmsg = (WM)msg;
-         if (WM.NCHITTEST == wmsg /*|| WM.MOUSEMOVE == wmsg*/) {
-            Thickness t = new Thickness(6);
-            // Get the mouse coordinates in screen space
-            short x = (short)lparam.ToInt32();
-            short y = (short)(lparam.ToInt32() >> 16);
-            // Get the window bounds in screen coords
-            Win32Rect w;
-            NativeMethods.GetWindowRect(hwnd, out w);
-            // Assume that mouse position is inside the window
-            bool left = x < (w.Left + t.Left);
-            bool right = x > (w.Right - t.Right);
-            bool top = y < (w.Top + t.Top);
-            bool bottom = y > (w.Bottom - t.Bottom);
-
-            //  A  B  C
-            //  D     E
-            //  F  G  H
-
-            HT ret = HT.CLIENT;
-            if (top) {
-               if (left) ret = HT.TOPLEFT; // A
-               else if (right) ret = HT.TOPRIGHT; // C
-               else ret = HT.TOP; // B
-            } else if (bottom) {
-               if (left) ret = HT.BOTTOMLEFT; // F
-               else if (right) ret = HT.BOTTOMRIGHT; // H
-               else ret = HT.BOTTOM; // G
-            } else {
-               if (left) ret = HT.LEFT; // D
-               if (right) ret = HT.RIGHT; // E
-            }
-
-            handled = true;
-            return new IntPtr((int)ret);
-         } else if (wmsg == WM.NCCALCSIZE) {
-            handled = true;
-         } else if (wmsg == WM.NCPAINT) {
-            handled = true;
-         } else if (wmsg == WM.NCACTIVATE) {
-            handled = true;
-            return NativeMethods.DefWindowProc(hwnd, msg, wparam, new IntPtr(-1));
-         } else if (wmsg == WM.ERASEBKGND) {
-            handled = true;
-         } else if (wmsg == WM.GETMINMAXINFO) {
-            SetMinMaxInfo(hwnd, lparam);
-            handled = true;
-         }
-
-         return IntPtr.Zero;
-      }
-
-      private static void SetMinMaxInfo(IntPtr hwnd, IntPtr lparam) {
-         var mminfo = (MINMAXINFO)Marshal.PtrToStructure(lparam, typeof(MINMAXINFO));
-
-         var hmonitor = NativeMethods.MonitorFromWindow(hwnd, NativeMethods.MONITOR_DEFAULTONNEAREST);
-         if (hmonitor != IntPtr.Zero) {
-            MONITORINFO minfo = new MONITORINFO();
-            minfo.cbSize = Marshal.SizeOf(minfo);
-            NativeMethods.GetMonitorInfo(hmonitor, ref minfo);
-            var rc_monitor = minfo.rcMonitor;
-            var rc_work = minfo.rcWork;
-            mminfo.ptMaxPosition.x = Math.Abs(rc_work.Left - rc_monitor.Left);
-            mminfo.ptMaxPosition.y = Math.Abs(rc_work.Top - rc_monitor.Top);
-            mminfo.ptMaxSize.x = Math.Abs(rc_work.Right - rc_work.Left);
-            mminfo.ptMaxSize.y = Math.Abs(rc_work.Bottom - rc_work.Top);
-
-            Marshal.StructureToPtr(mminfo, lparam, true);
-         }
-      }
-
-   }
-}
+using bts;
+
+using mbts.ui.native;
+
+using System;
+using System.Runtime.InteropServices;
+using System.Windows;
+using System.Windows.Input;
+using System.Windows.Interop;
+
+namespace mbts.ui {
+   public partial class WindowStyle : ResourceDictionary {
+      // 'Top' is 0 because the window's TitleContent overlaps the top-resize-border.
+      public static readonly Thickness NegativeResizeBorderThickness = new Thickness(-5, 0, -5, -5);
+
+      public static readonly ExecutedRoutedEventHandler
+         CloseWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Close(), "closing"),
+         HideWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Visibility = Visibility.Hidden, "hiding"),
+         MinimizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = WindowState.Minimized),
+         MaximizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = w.WindowState == WindowState.Maximized ? WindowState.Normal : WindowState.Maximized);
+
+      #region UnsafeWindow
+      // UnsafeWindow is described as 'Unsafe' because the window may be on a different dispatcher than the DependencyObject target. 
+      public static readonly DependencyProperty UnsafeWindowProperty =
+         DependencyProperty.RegisterAttached("UnsafeWindow", typeof(Window), typeof(WindowStyle), new PropertyMetadata(OnUnsafeWindowChanged));
+
+      static void OnUnsafeWindowChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is UIElement el)
+            el.RaiseEvent(new RoutedPropertyChangedEventArgs<Window>(e.OldValue as Window, e.NewValue as Window, UnsafeWindowChangedEvent));
+      }
+
+      public static Window GetUnsafeWindow(DependencyObject d) => d.GetValue(UnsafeWindowProperty) as Window;
+      public static void SetUnsafeWindow(DependencyObject d, Window value) => d.SetValue(UnsafeWindowProperty, value);
+      #endregion
+
+      #region UnsafeWindowChanged (Event)
+      internal static readonly RoutedEvent UnsafeWindowChangedEvent = EventManager.RegisterRoutedEvent("UnsafeWindowChanged", RoutingStrategy.Direct, typeof(RoutedPropertyChangedEventHandler<Window>), typeof(WindowStyle));
+
+      internal static void AddUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
+         el.AddHandler(UnsafeWindowChangedEvent, handler);
+
+      internal static void RemoveUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
+         el.RemoveHandler(UnsafeWindowChangedEvent, handler);
+      #endregion
+
+      #region WinFormsHost
+      public static readonly DependencyProperty WinFormsHostProperty =
+         DependencyProperty.RegisterAttached("WinFormsHost", typeof(WPFPanel), typeof(WindowStyle), new PropertyMetadata(OnWinFormsHostChanged));
+
+      static void OnWinFormsHostChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is UIElement el)
+            el.RaiseEvent(new RoutedPropertyChangedEventArgs<WPFPanel>(e.OldValue as WPFPanel, e.NewValue as WPFPanel, WinFormsHostChangedEvent));
+      }
+
+      public static WPFPanel GetWinFormsHost(DependencyObject d) => d.GetValue(WinFormsHostProperty) as WPFPanel;
+      public static void SetWinFormsHost(DependencyObject d, WPFPanel value) => d.SetValue(WinFormsHostProperty, value);
+      #endregion
+
+      #region WinFormsHostChanged (Event)
+      internal static readonly RoutedEvent WinFormsHostChangedEvent = EventManager.RegisterRoutedEvent("WinFormsHostChanged", RoutingStrategy.Direct, typeof(RoutedPropertyChangedEventHandler<WPFPanel>), typeof(WindowStyle));
+
+      internal static void AddWinFormsHostChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<WPFPanel> handler) =>
+         el.AddHandler(WinFormsHostChangedEvent, handler);
+
+      internal static void RemoveWinFormsHostChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<WPFPanel> handler) =>
+         el.RemoveHandler(WinFormsHostChangedEvent, handler);
+      #endregion
+
+      static class WindowCallbackHelper {
+         public static ExecutedRoutedEventHandler safe_command_executed_handler(Action<Window> action, string action_name) =>
+            (s, e) => _safe_execute_on_window(s, action, action_name);
+
+         public static ExecutedRoutedEventHandler command_executed_handler(Action<Window> action) =>
+            (s, e) => _execute_on_window(s, action);
+
+         public static RoutedEventHandler routed_event_handler(Action<Window> action) =>
+            (s, e) => _execute_on_window(s, action);
+
+         static void _execute_on_window(object sender, Action<Window> action) {
+            if (_get_host_window(sender) is Window window)
+               action(window);
+         }
+
+         static void _safe_execute_on_window(object sender, Action<Window> action, string action_name) {
+            try {
+               _execute_on_window(sender, action);
+            } catch (Exception err) {
+               Log.Ui.warn($"Exception {action_name} window : {err}");
+            }
+         }
+
+         static Window _get_host_window(object sender) =>
+            sender is Window w ? w : sender is DependencyObject d ? Window.GetWindow(d) : null;
+      }
+
+      #region Attached properties to control the style b/c the default Window properties are lame
+
+      #region Close button
+      public static bool GetShowCloseButton(DependencyObject obj) {
+         return (bool)obj.GetValue(ShowCloseButtonProperty);
+      }
+      public static void SetShowCloseButton(DependencyObject obj, bool value) {
+         obj.SetValue(ShowCloseButtonProperty, value);
+      }
+      public static readonly DependencyProperty ShowCloseButtonProperty =
+          DependencyProperty.RegisterAttached("ShowCloseButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
+      #endregion
+
+      #region Minimize Button
+      public static bool GetShowMinimizeButton(DependencyObject obj) {
+         return (bool)obj.GetValue(ShowMinimizeButtonProperty);
+      }
+      public static void SetShowMinimizeButton(DependencyObject obj, bool value) {
+         obj.SetValue(ShowMinimizeButtonProperty, value);
+      }
+      public static readonly DependencyProperty ShowMinimizeButtonProperty =
+          DependencyProperty.RegisterAttached("ShowMinimizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
+      #endregion
+
+      #region Maximize Button
+
+      public static bool GetShowMaximizeButton(DependencyObject obj) {
+         return (bool)obj.GetValue(ShowMaximizeButtonProperty);
+      }
+      public static void SetShowMaximizeButton(DependencyObject obj, bool value) {
+         obj.SetValue(ShowMaximizeButtonProperty, value);
+      }
+      public static readonly DependencyProperty ShowMaximizeButtonProperty =
+          DependencyProperty.RegisterAttached("ShowMaximizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false));
+      #endregion
+
+      #region AllowResize
+      public static bool GetAllowResize(DependencyObject obj) {
+         return (bool)obj.GetValue(AllowResizeProperty);
+      }
+      public static void SetAllowResize(DependencyObject obj, bool value) {
+         obj.SetValue(AllowResizeProperty, value);
+      }
+      public static readonly DependencyProperty AllowResizeProperty =
+          DependencyProperty.RegisterAttached("AllowResize", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, (s, e) => {
+             var wnd = s as Window;
+             if (wnd != null) {
+                if ((bool)e.NewValue == true) {
+                   wnd.ResizeMode = ResizeMode.CanResize;
+                } else {
+                   wnd.ResizeMode = ResizeMode.NoResize;
+                }
+             }
+          }));
+      #endregion
+
+      #region IsNonClientArea Inherited property
+
+      public static bool GetIsNonClientArea(DependencyObject obj) {
+         return (bool)obj.GetValue(IsNonClientAreaProperty);
+      }
+
+      public static void SetIsNonClientArea(DependencyObject obj, bool value) {
+         obj.SetValue(IsNonClientAreaProperty, value);
+      }
+
+      public static readonly DependencyProperty IsNonClientAreaProperty =
+          DependencyProperty.RegisterAttached("IsNonClientArea", typeof(bool), typeof(WindowStyle), new FrameworkPropertyMetadata(false, FrameworkPropertyMetadataOptions.Inherits));
+      #endregion
+
+      #region [Custom]SizeToContent property (some additional logic is needed to avoid ugly black border margins on the edge of the window)
+
+      public static readonly DependencyProperty SizeToContentProperty = DependencyProperty.RegisterAttached("SizeToContent", typeof(SizeToContent), typeof(WindowStyle), new PropertyMetadata(SizeToContent.Manual, OnSizeToContentChanged));
+      private static void OnSizeToContentChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         SizeToContent old_val = (SizeToContent)e.OldValue;
+         SizeToContent new_val = (SizeToContent)e.NewValue;
+         Window w = (Window)d;
+         if (old_val != SizeToContent.Manual) {
+            if (new_val == SizeToContent.Manual) w.ContentRendered -= InvalidateVisualOnContentRendered;
+         } else w.ContentRendered += InvalidateVisualOnContentRendered;
+         w.SizeToContent = new_val;
+      }
+      private static void InvalidateVisualOnContentRendered(object sender, EventArgs e) { ((Window)sender).InvalidateVisual(); }
+      public static SizeToContent GetSizeToContent(Window w) { return (SizeToContent)w.GetValue(SizeToContentProperty); }
+      public static void SetSizeToContent(Window w, SizeToContent value) { w.SetValue(SizeToContentProperty, value); }
+
+      #endregion
+
+      #region TitleContent
+      public static readonly DependencyProperty TitleContentProperty = DependencyProperty.RegisterAttached("TitleContent", typeof(object), typeof(WindowStyle), new PropertyMetadata(null));
+      public static object GetTitleContent(DependencyObject d) { return d.GetValue(TitleContentProperty); }
+      public static void SetTitleContent(DependencyObject d, object value) { d.SetValue(TitleContentProperty, value); }
+      #endregion
+
+      #region TitleContentTemplate
+      public static readonly DependencyProperty TitleContentTemplateProperty = DependencyProperty.RegisterAttached("TitleContentTemplate", typeof(DataTemplate), typeof(WindowStyle), new PropertyMetadata(null));
+      public static DataTemplate GetTitleContentTemplate(DependencyObject d) { return d.GetValue(TitleContentTemplateProperty) as DataTemplate; }
+      public static void SetTitleContentTemplate(DependencyObject d, DataTemplate value) { d.SetValue(TitleContentTemplateProperty, value); }
+      #endregion
+
+      #region DisposeVMOnClose
+      public static readonly DependencyProperty DisposeVMOnCloseProperty = DependencyProperty.RegisterAttached("DisposeVMOnClose", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, OnDisposeVMOnCloseChanged));
+      private static void OnDisposeVMOnCloseChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var target = d as Window;
+         target?.SetValue(DisposeVMOnCloseHandlerWrapperPropertyKey, (bool)e.NewValue ? new DisposeVMOnCloseHandlerWrapper(target) : null);
+      }
+      public static bool GetDisposeVMOnClose(DependencyObject d) { return (bool)d.GetValue(DisposeVMOnCloseProperty); }
+      public static void SetDisposeVMOnClose(DependencyObject d, bool value) { d.SetValue(DisposeVMOnCloseProperty, value); }
+
+      private static readonly DependencyPropertyKey DisposeVMOnCloseHandlerWrapperPropertyKey = DependencyProperty.RegisterAttachedReadOnly("DisposeVMOnCloseHandlerWrapper", typeof(IDisposable), typeof(WindowStyle), new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
+      internal static readonly DependencyProperty DisposeVMOnCloseHandlerWrapperProperty = DisposeVMOnCloseHandlerWrapperPropertyKey.DependencyProperty;
+      internal static IDisposable GetDisposeVMOnCloseHandlerWrapper(Window w) { return w.GetValue(DisposeVMOnCloseHandlerWrapperProperty) as IDisposable; }
+      private static void SetDisposeVMOnCloseHandlerWrapper(Window w, IDisposable value) { w.SetValue(DisposeVMOnCloseHandlerWrapperProperty, value); }
+
+      private class DisposeVMOnCloseHandlerWrapper : IDisposable {
+         public DisposeVMOnCloseHandlerWrapper(Window target) { (_target = target).Closed += _target_Closed; }
+         private readonly Window _target;
+         private void _target_Closed(object sender, EventArgs e) { (_target.DataContext as IDisposable)?.Dispose(); }
+         public void Dispose() { _target.Closed -= _target_Closed; }
+      }
+      #endregion
+
+      #endregion
+
+      private void style_loaded(object sender, RoutedEventArgs _) {
+         if (sender is DependencyObject) {
+            var window = Window.GetWindow(((DependencyObject)sender));
+            if (window != null) {
+               if (WindowStyle.GetAllowResize(window)) {
+                  set_resize_window_events(sender as FrameworkElement, window);
+               } else {
+                  // Simpler dragmove interaction
+                  var border = (FrameworkElement)sender;
+                  border.MouseLeftButtonDown += (s, e) => {
+                     if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                        window.DragMove();
+                     }
+                  };
+               }
+
+               // Handle Close command automagically
+               if (window.CommandBindings.Count == 0) {
+                  window.CommandBindings.Add(new CommandBinding(SystemCommands.CloseWindowCommand, CloseWindowExecutedHandler));
+                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MinimizeWindowCommand, MinimizeWindowExecutedHandler));
+                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MaximizeWindowCommand, MaximizeWindowExecutedHandler));
+               }
+            }
+         }
+      }
+
+      private static void set_resize_window_events(FrameworkElement border, Window window) {
+         HookWndProc(window);
+         Log.assert(border != null);
+         var restore_on_move = false;
+         border.MouseLeftButtonDown += (s, e) => {
+            FrameworkElement fe = e.OriginalSource as FrameworkElement;
+            if (fe != null && (bool)fe.GetValue(WindowStyle.IsNonClientAreaProperty)) {
+               if (e.ClickCount == 2) {
+                  toggle_max(window);
+               } else {
+                  if (window.WindowState == WindowState.Maximized) { restore_on_move = true; }
+                  if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                     window.DragMove();
+                  }
+               }
+            }
+         };
+         border.MouseLeftButtonUp += (s, e) => restore_on_move = false;
+         border.MouseMove += (s, e) => {
+            if (restore_on_move && window.WindowState == WindowState.Maximized && Mouse.LeftButton == MouseButtonState.Pressed) {
+               window.WindowState = WindowState.Normal;
+               window.Top = 0;
+               if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                  window.DragMove();
+               }
+            }
+         };
+      }
+
+      private static void toggle_max(Window window) {
+         if (window.WindowState == WindowState.Maximized) {
+            window.WindowState = WindowState.Normal;
+         } else {
+            window.WindowState = WindowState.Maximized;
+         }
+      }
+
+
+
+      private static void HookWndProc(Window window) {
+         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
+         if (source != null) {
+            source.AddHook(new HwndSourceHook(WndProc));
+         }
+      }
+      private static void UnhookWndProc(Window window) {
+         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
+         if (source != null) {
+            source.RemoveHook(new HwndSourceHook(WndProc));
+         }
+      }
+
+      private static IntPtr WndProc(IntPtr hwnd, int msg, IntPtr wparam, IntPtr lparam, ref bool handled) {
+         WM wmsg = (WM)msg;
+         if (WM.NCHITTEST == wmsg /*|| WM.MOUSEMOVE == wmsg*/) {
+            Thickness t = new Thickness(6);
+            // Get the mouse coordinates in screen space
+            short x = (short)lparam.ToInt32();
+            short y = (short)(lparam.ToInt32() >> 16);
+            // Get the window bounds in screen coords
+            Win32Rect w;
+            NativeMethods.GetWindowRect(hwnd, out w);
+            // Assume that mouse position is inside the window
+            bool left = x < (w.Left + t.Left);
+            bool right = x > (w.Right - t.Right);
+            bool top = y < (w.Top + t.Top);
+            bool bottom = y > (w.Bottom - t.Bottom);
+
+            //  A  B  C
+            //  D     E
+            //  F  G  H
+
+            HT ret = HT.CLIENT;
+            if (top) {
+               if (left) ret = HT.TOPLEFT; // A
+               else if (right) ret = HT.TOPRIGHT; // C
+               else ret = HT.TOP; // B
+            } else if (bottom) {
+               if (left) ret = HT.BOTTOMLEFT; // F
+               else if (right) ret = HT.BOTTOMRIGHT; // H
+               else ret = HT.BOTTOM; // G
+            } else {
+               if (left) ret = HT.LEFT; // D
+               if (right) ret = HT.RIGHT; // E
+            }
+
+            handled = true;
+            return new IntPtr((int)ret);
+         } else if (wmsg == WM.NCCALCSIZE) {
+            handled = true;
+         } else if (wmsg == WM.NCPAINT) {
+            handled = true;
+         } else if (wmsg == WM.NCACTIVATE) {
+            handled = true;
+            return NativeMethods.DefWindowProc(hwnd, msg, wparam, new IntPtr(-1));
+         } else if (wmsg == WM.ERASEBKGND) {
+            handled = true;
+         } else if (wmsg == WM.GETMINMAXINFO) {
+            SetMinMaxInfo(hwnd, lparam);
+            handled = true;
+         }
+
+         return IntPtr.Zero;
+      }
+
+      private static void SetMinMaxInfo(IntPtr hwnd, IntPtr lparam) {
+         var mminfo = (MINMAXINFO)Marshal.PtrToStructure(lparam, typeof(MINMAXINFO));
+
+         var hmonitor = NativeMethods.MonitorFromWindow(hwnd, NativeMethods.MONITOR_DEFAULTONNEAREST);
+         if (hmonitor != IntPtr.Zero) {
+            MONITORINFO minfo = new MONITORINFO();
+            minfo.cbSize = Marshal.SizeOf(minfo);
+            NativeMethods.GetMonitorInfo(hmonitor, ref minfo);
+            var rc_monitor = minfo.rcMonitor;
+            var rc_work = minfo.rcWork;
+            mminfo.ptMaxPosition.x = Math.Abs(rc_work.Left - rc_monitor.Left);
+            mminfo.ptMaxPosition.y = Math.Abs(rc_work.Top - rc_monitor.Top);
+            mminfo.ptMaxSize.x = Math.Abs(rc_work.Right - rc_work.Left);
+            mminfo.ptMaxSize.y = Math.Abs(rc_work.Bottom - rc_work.Top);
+
+            Marshal.StructureToPtr(mminfo, lparam, true);
+         }
+      }
+
+   }
+}
@@ -100,7 +100,7 @@
      }

      void PerformMEFComposition(string config_source) {
-         Log.Ui.info($"Generating MEF dependencies for the shell " +
+         Log.Ui.info($"this is v2.2.1 Generating MEF dependencies for the shell" +
               $"({typeof(IInitializable)}s, {typeof(IShellModule)}s, " +
               $"{typeof(IShellDaemon)}s, etc.)");
         try {
@@ -1,241 +1,242 @@
-namespace mbts.ui.shell {
-   using bts;
-
-   using Spark.Core;
-   using Spark.Core.Async;
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Reactive.Linq;
-   using System.Runtime.InteropServices;
-   using System.Windows;
-   using System.Windows.Controls;
-   using System.Windows.Input;
-   using System.Windows.Media;
-   using System.Windows.Threading;
-
-   public class ShellWindowVM : DisposableViewModelBase {
-      readonly IWindowManager _window_manager;
-      readonly Property<bool> _edit_mode;
-      readonly Property<string> _title;
-      readonly Property<string> _title_override;
-      readonly Property<bool> _has_custom_title;
-
-      IShellWindow _model;
-      UIElement _ui;
-      ShellWindowUI _document;
-      HwndContentHost _hwnd_host;
-      FloatingWindow _owner;
-      ImageSource _icon;
-      ICommand _close_command;
-      ICommand _rename_command;
-      ICommand _unrename_command;
-
-      public ShellWindowVM(IShellWindow model, IWindowManager wm, IShellThreadFactory threads, string host = null) {
-         Log.assert(model != null);
-         _model = model;
-         _model.IconChanged += on_icon_changed;
-         _window_manager = wm;
-         host_id = (model as ITabAffineWindow)?.tab_group ?? host ?? string.Empty;
-
-         // init Dispatcher
-         var stf = (ShellThreadFactory)threads;
-         if (IsShared) {
-            Dispatcher = stf.get_dispatcher((ISharedWindow)model);
-         } else if (IsSlow) {
-            Dispatcher = stf.create_dispatcher((ISlowWindow)model);
-         } else {
-            Dispatcher = Dispatcher.CurrentDispatcher;
-         }
-
-         _edit_mode = backing(nameof(EditMode), false);
-
-         _title_override = backing<string>(nameof(TitleOverride));
-         _title = backing(
-            nameof(Title),
-            _model.observe_title()
-            .CombineLatest(
-               _title_override.observe_current(true),
-               (title, title_override) => (title, title_override))
-            .Select(t => t.title_override ?? t.title)
-            .OnDispatcher());
-         _has_custom_title = backing(
-            nameof(HasCustomTitle),
-            _title_override.observe_current(true).Select(t => !t.is_null_or_white_space()).OnDispatcher());
-
-         model.on_shell_window_vm(this);
-
-         _dispose = Disposable.Create(() => {
-            _model.IconChanged -= on_icon_changed;
-            if (IsShared) {
-               // Shared threads continue running
-               Dispatcher.Invoke(() => Disposable.dispose(ref _model));
-            } else if (IsSlow) {
-               // Terminating the background thread will dispose the model on that thread
-               Log.Ui.info("Beginning asyncronous dispose of slow window {0} .".fmt(_model.GetType().ToString()));
-               Dispatcher.BeginInvokeShutdown(DispatcherPriority.Background);
-            } else {
-               Disposable.dispose(ref _model);
-            }
-            _ui = null;
-            Disposable.dispose(ref _hwnd_host);
-         });
-
-         void on_icon_changed() {
-            _icon = null;
-            RaisePropertyChanged(nameof(Icon));
-         }
-      }
-
-      public AsyncEvent<(object sender, ShellWindowVM e)> Closing { get; } = new();
-
-      public string host_id { get; set; }
-      public string OwnerName => _model.Owner?.name ?? string.Empty;
-      public IShellWindow Model => _model;
-      public Dispatcher Dispatcher { get; }
-
-      // title
-      public string Title => _title.Value;
-      public string TitleOverride {
-         get => _title_override.Value;
-         set {
-            _title_override.Value = value;
-            _edit_mode.set(false);
-         }
-      }
-      public bool HasCustomTitle => _has_custom_title.Value;
-
-      public ImageSource Icon =>
-         _icon ??= _model.Icon ?? _model.Owner?.icon;
-
-      public bool EditMode => _edit_mode.Value;
-      public double InitialWidth { get; private set; }
-      public double InitialHeight { get; private set; }
-
-      public UIElement AppContent =>
-         _ui ??= _create_contents();
-
-      public bool IsSlow => _model is ISlowWindow;
-      public bool IsShared => _model is ISharedWindow;
-      public bool HasTabAffinity => _model is ITabAffineWindow;
-
-      public ICommand rename_command =>
-         _rename_command ??= new DelegateCommand(_begin_rename);
-
-      public ICommand unrename_command =>
-         _unrename_command ??= new DelegateCommand(() => TitleOverride = string.Empty);
-
-      public ICommand CloseCommand =>
-         _close_command ??= new DelegateCommand(_begin_close);
-
-      internal FloatingWindow owner {
-         get => _owner;
-         set {
-            if (Set(ref _owner, value)) {
-               _try_set_wpf_bus();
-            }
-         }
-      }
-
-      public IObservable<string> observe_title() =>
-         _title.observe_current(true);
-
-      void _begin_rename() {
-         if (string.IsNullOrEmpty(TitleOverride)) {
-            _title_override.Value = Title;
-         }
-         _edit_mode.set(true);
-      }
-
-      async void _begin_close(object sender) {
-         if (_window_manager is null) {
-            return;
-         }
-         if (!_window_manager.contains(_model)) {
-            return;
-         }
-         await Closing?.InvokeAsync((sender, this));
-         // Removing the window will cause this object to be Disposed
-         // Which will terminate the background thread
-         // Which will dispose the model (on that thread)
-         await _window_manager.remove(_model);
-      }
-
-      UIElement _create_contents() {
-         string error_text = null;
-
-         Dispatcher.Invoke(() => {
-            // Executes possibly on background thread
-            try {
-               _document = _model.GetContent();
-            } catch (Exception ex) {
-               error_text = ex.Message;
-               Log.Ui.error($"Error getting window contents: {ex}");
-            }
-         }, DispatcherPriority.Send);
-
-         if (_document == null && string.IsNullOrEmpty(error_text)) {
-            error_text = $"No content for window {_model.GetType()}";
-         }
-
-         // If there's an error draw a big red X
-         if (!error_text.is_null_or_empty()) {
-            _document = new ShellWindowUI(new TextBlock() {
-               HorizontalAlignment = HorizontalAlignment.Center,
-               VerticalAlignment = VerticalAlignment.Center,
-               Foreground = Brushes.Red,
-               Text = error_text
-            });
-            _model = new ErrorShellWindow {
-               Content = _document,
-               Icon = _model.Icon,
-               Title = $"Error: {_model.GetType()}"
-            };
-            RaisePropertyChanged("Title");
-         }
-
-         Log.assert(_document != null);
-         return _document.content.Match(on_wpf_element, on_handle_ref);
-
-         UIElement on_wpf_element(UIElement element) {
-            if (IsSlow || IsShared) {
-               // Create a WPFPanel (a Winforms window), then attach it with the HwndContentHost.
-               // This gives the document content a separate thread affinity from the shell window,
-               // and lets the win32 layer handle the thread boundary.
-               var retval = Dispatcher.Invoke(() => {
-                  var interop_window = new WPFPanel(element);
-                  return new HandleRef(interop_window, interop_window.Handle);
-               }, DispatcherPriority.Send);
-               _hwnd_host = new HwndContentHost(retval);
-               InitialHeight = _hwnd_host.InitialHeight;
-               InitialWidth = _hwnd_host.InitialWidth;
-               return _hwnd_host;
-            }
-            if (element is FrameworkElement fe) {
-               InitialHeight = fe.Height;
-               InitialWidth = fe.Width;
-               fe.Height = fe.Width = double.NaN;
-            }
-            return element;
-         }
-
-         UIElement on_handle_ref(HandleRef handle_ref) {
-            _hwnd_host = new HwndContentHost(handle_ref);
-            InitialHeight = _hwnd_host.Height;
-            InitialWidth = _hwnd_host.Width;
-            return _hwnd_host;
-         }
-      }
-
-      void _try_set_wpf_bus() {
-         if (_owner is null) {
-            return;
-         }
-         _document.content.try_match(on_wpf_element);
-
-         void on_wpf_element(UIElement element) =>
-            element.Dispatcher.InvokeAsync(() =>
-               ui.WindowStyle.SetUnsafeWindow(element, _owner));
-      }
-   }
-}
+namespace mbts.ui.shell {
+   using bts;
+
+   using Spark.Core;
+   using Spark.Core.Async;
+   using Spark.Core.Disposables;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Runtime.InteropServices;
+   using System.Windows;
+   using System.Windows.Controls;
+   using System.Windows.Input;
+   using System.Windows.Media;
+   using System.Windows.Threading;
+
+   public class ShellWindowVM : DisposableViewModelBase {
+      readonly IWindowManager _window_manager;
+      readonly Property<bool> _edit_mode;
+      readonly Property<string> _title;
+      readonly Property<string> _title_override;
+      readonly Property<bool> _has_custom_title;
+
+      IShellWindow _model;
+      UIElement _ui;
+      ShellWindowUI _document;
+      HwndContentHost _hwnd_host;
+      FloatingWindow _owner;
+      ImageSource _icon;
+      ICommand _close_command;
+      ICommand _rename_command;
+      ICommand _unrename_command;
+
+      public ShellWindowVM(IShellWindow model, IWindowManager wm, IShellThreadFactory threads, string host = null) {
+         Log.assert(model != null);
+         _model = model;
+         _model.IconChanged += on_icon_changed;
+         _window_manager = wm;
+         host_id = (model as ITabAffineWindow)?.tab_group ?? host ?? string.Empty;
+
+         // init Dispatcher
+         var stf = (ShellThreadFactory)threads;
+         if (IsShared) {
+            Dispatcher = stf.get_dispatcher((ISharedWindow)model);
+         } else if (IsSlow) {
+            Dispatcher = stf.create_dispatcher((ISlowWindow)model);
+         } else {
+            Dispatcher = Dispatcher.CurrentDispatcher;
+         }
+
+         _edit_mode = backing(nameof(EditMode), false);
+
+         _title_override = backing<string>(nameof(TitleOverride));
+         _title = backing(
+            nameof(Title),
+            _model.observe_title()
+            .CombineLatest(
+               _title_override.observe_current(true),
+               (title, title_override) => (title, title_override))
+            .Select(t => t.title_override ?? t.title)
+            .OnDispatcher());
+         _has_custom_title = backing(
+            nameof(HasCustomTitle),
+            _title_override.observe_current(true).Select(t => !t.is_null_or_white_space()).OnDispatcher());
+
+         model.on_shell_window_vm(this);
+
+         _dispose = Disposable.Create(() => {
+            _model.IconChanged -= on_icon_changed;
+            if (IsShared) {
+               // Shared threads continue running
+               Dispatcher.Invoke(() => Disposable.dispose(ref _model));
+            } else if (IsSlow) {
+               // Terminating the background thread will dispose the model on that thread
+               Log.Ui.info("Beginning asyncronous dispose of slow window {0} .".fmt(_model.GetType().ToString()));
+               Dispatcher.BeginInvokeShutdown(DispatcherPriority.Background);
+            } else {
+               Disposable.dispose(ref _model);
+            }
+            _ui = null;
+            Disposable.dispose(ref _hwnd_host);
+         });
+
+         void on_icon_changed() {
+            _icon = null;
+            RaisePropertyChanged(nameof(Icon));
+         }
+      }
+
+      public AsyncEvent<(object sender, ShellWindowVM e)> Closing { get; } = new();
+
+      public string host_id { get; set; }
+      public string OwnerName => _model.Owner?.name ?? string.Empty;
+      public IShellWindow Model => _model;
+      public Dispatcher Dispatcher { get; }
+
+      // title
+      public string Title => _title.Value;
+      public string TitleOverride {
+         get => _title_override.Value;
+         set {
+            _title_override.Value = value;
+            _edit_mode.set(false);
+         }
+      }
+      public bool HasCustomTitle => _has_custom_title.Value;
+
+      public ImageSource Icon =>
+         _icon ??= _model.Icon ?? _model.Owner?.icon;
+
+      public bool EditMode => _edit_mode.Value;
+      public double InitialWidth { get; private set; }
+      public double InitialHeight { get; private set; }
+
+      public UIElement AppContent =>
+         _ui ??= _create_contents();
+
+      public bool IsSlow => _model is ISlowWindow;
+      public bool IsShared => _model is ISharedWindow;
+      public bool HasTabAffinity => _model is ITabAffineWindow;
+
+      public ICommand rename_command =>
+         _rename_command ??= new DelegateCommand(_begin_rename);
+
+      public ICommand unrename_command =>
+         _unrename_command ??= new DelegateCommand(() => TitleOverride = string.Empty);
+
+      public ICommand CloseCommand =>
+         _close_command ??= new DelegateCommand(_begin_close);
+
+      internal FloatingWindow owner {
+         get => _owner;
+         set {
+            if (Set(ref _owner, value)) {
+               _try_set_wpf_bus();
+            }
+         }
+      }
+
+      public IObservable<string> observe_title() =>
+         _title.observe_current(true);
+
+      void _begin_rename() {
+         if (string.IsNullOrEmpty(TitleOverride)) {
+            _title_override.Value = Title;
+         }
+         _edit_mode.set(true);
+      }
+
+      async void _begin_close(object sender) {
+         if (_window_manager is null) {
+            return;
+         }
+         if (!_window_manager.contains(_model)) {
+            return;
+         }
+         await Closing?.InvokeAsync((sender, this));
+         // Removing the window will cause this object to be Disposed
+         // Which will terminate the background thread
+         // Which will dispose the model (on that thread)
+         await _window_manager.remove(_model);
+      }
+
+      UIElement _create_contents() {
+         string error_text = null;
+
+         Dispatcher.Invoke(() => {
+            // Executes possibly on background thread
+            try {
+               _document = _model.GetContent();
+            } catch (Exception ex) {
+               error_text = ex.Message;
+               Log.Ui.error($"Error getting window contents: {ex}");
+            }
+         }, DispatcherPriority.Send);
+
+         if (_document == null && string.IsNullOrEmpty(error_text)) {
+            error_text = $"No content for window {_model.GetType()}";
+         }
+
+         // If there's an error draw a big red X
+         if (!error_text.is_null_or_empty()) {
+            _document = new ShellWindowUI(new TextBlock() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+               Foreground = Brushes.Red,
+               Text = error_text
+            });
+            _model = new ErrorShellWindow {
+               Content = _document,
+               Icon = _model.Icon,
+               Title = $"Error: {_model.GetType()}"
+            };
+            RaisePropertyChanged("Title");
+         }
+
+         Log.assert(_document != null);
+         return _document.content.Match(on_wpf_element, on_handle_ref);
+
+         UIElement on_wpf_element(UIElement element) {
+            if (IsSlow || IsShared) {
+               // Create a WPFPanel (a Winforms window), then attach it with the HwndContentHost.
+               // This gives the document content a separate thread affinity from the shell window,
+               // and lets the win32 layer handle the thread boundary.
+               var retval = Dispatcher.Invoke(() => {
+                  var interop_window = new WPFPanel(element);
+                  element.SetCurrentValue(ui.WindowStyle.WinFormsHostProperty, interop_window);
+                  return new HandleRef(interop_window, interop_window.Handle);
+               }, DispatcherPriority.Send);
+               _hwnd_host = new HwndContentHost(retval);
+               InitialHeight = _hwnd_host.InitialHeight;
+               InitialWidth = _hwnd_host.InitialWidth;
+               return _hwnd_host;
+            }
+            if (element is FrameworkElement fe) {
+               InitialHeight = fe.Height;
+               InitialWidth = fe.Width;
+               fe.Height = fe.Width = double.NaN;
+            }
+            return element;
+         }
+
+         UIElement on_handle_ref(HandleRef handle_ref) {
+            _hwnd_host = new HwndContentHost(handle_ref);
+            InitialHeight = _hwnd_host.Height;
+            InitialWidth = _hwnd_host.Width;
+            return _hwnd_host;
+         }
+      }
+
+      void _try_set_wpf_bus() {
+         if (_owner is null) {
+            return;
+         }
+         _document.content.try_match(on_wpf_element);
+
+         void on_wpf_element(UIElement element) =>
+            element.Dispatcher.InvokeAsync(() =>
+               ui.WindowStyle.SetUnsafeWindow(element, _owner));
+      }
+   }
+}
@@ -47,16 +47,16 @@ namespace mbts.spark {
      readonly SecurityImmutable _security;
      readonly MBOSecurityQueryImmutable _query;
      readonly Dictionary<(string, bool), FormattedText> _cache;
-      readonly Func<int, string> _fmt_mbo_qty;
+      readonly Func<double, double, string> _fmt_mbo_qty;
      int _max_order_size = 1;
      double _height = 0;
      double _number_width = 0;

-      public MBOPopupModel(MBOService mbo, SecurityImmutable security, MBOSecurityQueryImmutable query, Func<int, string> fmt_mbo_qty) {
+      public MBOPopupModel(MBOService mbo, SecurityImmutable security, MBOSecurityQueryImmutable query, Func<double, double, string> fmt_mbo_qty) {
         _mbo = mbo;
         _security = security;
         _query = query;
-         _fmt_mbo_qty = fmt_mbo_qty ?? new Func<int, string>(v => v.ToString());
+         _fmt_mbo_qty = fmt_mbo_qty ?? new Func<double, double, string>((v, p) => v.ToString());

         // prime the cache with numbers on the left hand side
         _cache =
@@ -112,7 +112,7 @@ namespace mbts.spark {

         pdp.row_numbers = p.orders.Select((o, i) => format_text((i + 1).ToString(), ismine(o))).ToList();
         pdp.numbers_width = _number_width = Math.Max(_number_width, (int)pdp.row_numbers.Max(r => r.Width) + text_margin);
-         pdp.row_labels = p.orders.Select(o => format_text(_fmt_mbo_qty(o.Size) + (ismine(o) ? "*" : ""), ismine(o))).ToList();
+         pdp.row_labels = p.orders.Select(o => format_text(_fmt_mbo_qty(o.Size, o.Price) + (ismine(o) ? "*" : ""), ismine(o))).ToList();
         var max_label_width = pdp.row_labels.Max(l => l.Width) + text_margin;

         var available_width = pdp.width - pdp.numbers_width - max_label_width;
@@ -1,335 +1,389 @@
-using bts.api;
-using bts.api.domain;
-using bts.utils;
-
-using mbts.co2;
-using mbts.spark;
-using mbts.ui.shell;
-using mbts.utils;
-
-using ProtoBuf;
-
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
-namespace mbts.ui.spark {
-   [ProtoContract]
-   class MarketSizeDisplay : IEquatable<MarketSizeDisplay> {
-      [ProtoMember(1)]
-      public readonly SizeFormattingElement[] normal;
-      [ProtoMember(2)]
-      public readonly SizeFormattingElement[] implied_present;
-
-      public MarketSizeDisplay() { }
-      public MarketSizeDisplay(SizeFormattingElement[] normal, SizeFormattingElement[] implied_present) {
-         this.normal = normal;
-         this.implied_present = implied_present;
-      }
-
-      public enum SizeFormattingElementType {
-         Merged,
-         Direct,
-         Implied,
-         Const
-      }
-
-      public static MarketSizeDisplay get_default() =>
-         new MarketSizeDisplay(SizeFormattingElement.merged, SizeFormattingElement.merged_asterisk);
-
-      public MarketSizeDisplay with(SizeFormattingElement[] normal = null, SizeFormattingElement[] implied_present = null) =>
-         new MarketSizeDisplay(normal ?? this.normal, implied_present ?? this.implied_present);
-
-      public bool Equals(MarketSizeDisplay other) =>
-         other != null &&
-         EqualityComparer.safe_sequence_equals(normal, other.normal) &&
-         EqualityComparer.safe_sequence_equals(implied_present, other.implied_present);
-
-      public override bool Equals(object obj) =>
-         Equals(obj as MarketSizeDisplay);
-
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(implied_present.GetHashCode(), normal.GetHashCode());
-
-      [ProtoContract]
-      public struct SizeFormattingElement : IEquatable<SizeFormattingElement> {
-         [ProtoMember(1)]
-         public readonly SizeFormattingElementType type;
-         [ProtoMember(2)]
-         public readonly string data;
-
-         SizeFormattingElement(SizeFormattingElementType type, string data = null) {
-            this.type = type;
-            this.data = data;
-         }
-
-         public bool Equals(SizeFormattingElement other) => other.type == type && string.Equals(data, other.data);
-         public override bool Equals(object obj) => obj is SizeFormattingElement other && Equals(other);
-         public override int GetHashCode() => EqualityComparer.aggregate_hash(type.GetHashCode(), EqualityComparer.safe_get_hash_code(data));
-         public override string ToString() => type == SizeFormattingElementType.Const ? data ?? string.Empty : type.ToString();
-
-         public static bool operator ==(SizeFormattingElement a, SizeFormattingElement b) => a.Equals(b);
-         public static bool operator !=(SizeFormattingElement a, SizeFormattingElement b) => !a.Equals(b);
-
-         public static SizeFormattingElement[] direct => new[] { new SizeFormattingElement(SizeFormattingElementType.Direct) };
-         public static SizeFormattingElement[] implied => new[] { new SizeFormattingElement(SizeFormattingElementType.Implied) };
-         public static SizeFormattingElement[] direct_implied => new[] {
-            new SizeFormattingElement(SizeFormattingElementType.Direct),
-            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
-            new SizeFormattingElement(SizeFormattingElementType.Implied),
-            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
-         };
-         public static SizeFormattingElement[] merged => new[] { new SizeFormattingElement(SizeFormattingElementType.Merged) };
-         public static SizeFormattingElement[] merged_asterisk => new[] { new SizeFormattingElement(SizeFormattingElementType.Merged), new SizeFormattingElement(SizeFormattingElementType.Const, "*") };
-         public static SizeFormattingElement[] merged_implied => new[] {
-            new SizeFormattingElement(SizeFormattingElementType.Merged),
-            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
-            new SizeFormattingElement(SizeFormattingElementType.Implied),
-            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
-         };
-         public static SizeFormattingElement[] merged_direct => new[] {
-            new SizeFormattingElement(SizeFormattingElementType.Merged),
-            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
-            new SizeFormattingElement(SizeFormattingElementType.Direct),
-            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
-         };
-         public static SizeFormattingElement[] merged_direct_implied => new[] {
-            new SizeFormattingElement(SizeFormattingElementType.Merged),
-            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
-            new SizeFormattingElement(SizeFormattingElementType.Direct),
-            new SizeFormattingElement(SizeFormattingElementType.Const, ":"),
-            new SizeFormattingElement(SizeFormattingElementType.Implied),
-            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
-         };
-      }
-   }
-
-   static class MDDisplayHelper {
-      /// This delegate should be created by calling <see cref="get_formatter(MarketSizeDisplay)"/>
-      public delegate string SizeFormatter(double merged, double implied);
-      /// The private delegates below use refs bc the <see cref="SizeFormatter"/> returned by <see cref="get_formatter(MarketSizeDisplay)"/>
-      /// internally uses several <see cref="_SizeFormatter"/>s to add different text components to the resultant string.
-      /// The refs, therefor, avoid making extra copies of the variables.
-      /// These are private members, so any code-readability cost is confined to a limited scope.
-      delegate void _SizeFormatter(ref double merged, ref double implied, ref StringBuilder sb);
-      delegate void _SizeFormatterNPS(ref NativePriceSize nps, ref StringBuilder sb);
-
-      public static Func<double, string> get_value_formatter(double divisor) =>
-         value => (value / divisor).ToString();
-
-      public static Func<double, string> get_value_formatter(
-         TickDisplaySettingsImmutable display) =>
-         v => display.format(v);
-
-      public static Func<NativePriceSize, string> get_formatter_nps(
-         MarketSizeDisplay size_display, TickDisplaySettingsImmutable display) {
-         var raw_fmt_size = get_formatter(size_display, display);
-         return nps => raw_fmt_size(
-            nps.implied_size + nps.direct_size,
-            nps.implied_size);
-      }
-
-      public static SizeFormatter get_formatter(MarketSizeDisplay size_display, TickDisplaySettingsImmutable display) {
-         _SizeFormatter implied_absent = _get_formatter(size_display.normal, display);
-         _SizeFormatter implied_present = _get_formatter(
-            size_display.implied_present ?? size_display.normal, display);
-         return (merged, implied) => {
-            StringBuilder sb = new StringBuilder();
-            (implied > 0 ? implied_present : implied_absent)(ref merged, ref implied, ref sb);
-            return sb.ToString();
-         };
-      }
-
-      static _SizeFormatterNPS _get_formatter_nps(
-         MarketSizeDisplay.SizeFormattingElement[] fmt_elements,
-         TickDisplaySettingsImmutable display) {
-         var formatters = fmt_elements.is_null_or_empty() ?
-            Array.Empty<_SizeFormatterNPS>() :
-            CollectionHelper.convert_array(fmt_elements, sfe => _get_formatter_nps(sfe, display));
-         return new _SizeFormatterNPS((ref NativePriceSize nps, ref StringBuilder sb) => {
-            foreach (var f in formatters)
-               f(ref nps, ref sb);
-         });
-      }
-
-      static _SizeFormatter _get_formatter(
-         MarketSizeDisplay.SizeFormattingElement[] fmt_elements,
-         TickDisplaySettingsImmutable display) {
-         _SizeFormatter[] formatters = fmt_elements.is_null_or_empty() ?
-            Array.Empty<_SizeFormatter>() :
-            CollectionHelper.convert_array(fmt_elements, sfe => _get_formatter(sfe, display));
-         return new _SizeFormatter((ref double m, ref double i, ref StringBuilder sb) => {
-            foreach (var f in formatters)
-               f(ref m, ref i, ref sb);
-         });
-      }
-
-      static _SizeFormatterNPS _get_formatter_nps(
-         MarketSizeDisplay.SizeFormattingElement fmt_element,
-         TickDisplaySettingsImmutable display) =>
-         fmt_element.type switch {
-            MarketSizeDisplay.SizeFormattingElementType.Const =>
-               SizeTokenFormatters.char_formatter_nps(fmt_element.data ?? string.Empty),
-            MarketSizeDisplay.SizeFormattingElementType.Direct =>
-               SizeTokenFormatters.direct_formatter_nps(display),
-            MarketSizeDisplay.SizeFormattingElementType.Implied =>
-               SizeTokenFormatters.implied_formatter_nps(display),
-            MarketSizeDisplay.SizeFormattingElementType.Merged =>
-               SizeTokenFormatters.merged_formatter_nps(display),
-            _ => throw ExceptionBuilder.Argument.unexpected_case(
-               fmt_element.type, nameof(fmt_element.type)),
-         };
-
-      static _SizeFormatter _get_formatter(
-         MarketSizeDisplay.SizeFormattingElement fmt_element,
-         TickDisplaySettingsImmutable display) =>
-         fmt_element.type switch {
-            MarketSizeDisplay.SizeFormattingElementType.Const =>
-               SizeTokenFormatters.char_formatter(fmt_element.data ?? string.Empty),
-            MarketSizeDisplay.SizeFormattingElementType.Direct =>
-               SizeTokenFormatters.direct_formatter(display),
-            MarketSizeDisplay.SizeFormattingElementType.Implied =>
-               SizeTokenFormatters.implied_formatter(display),
-            MarketSizeDisplay.SizeFormattingElementType.Merged =>
-               SizeTokenFormatters.merged_formatter(display),
-            _ => throw ExceptionBuilder.Argument.unexpected_case(
-               fmt_element.type, nameof(fmt_element.type)),
-         };
-
-      static class SizeTokenFormatters {
-         public static _SizeFormatter char_formatter(string data) {
-            string local = data.ToString();
-            return new _SizeFormatter((ref double m, ref double i, ref StringBuilder sb) => sb.Append(local));
-         }
-         public static _SizeFormatter merged_formatter(TickDisplaySettingsImmutable display) =>
-            (ref double m, ref double i, ref StringBuilder sb) => sb.Append(display.format(m));
-
-         public static _SizeFormatter direct_formatter(TickDisplaySettingsImmutable display) =>
-            (ref double m, ref double i, ref StringBuilder sb) => sb.Append(display.format(m - i));
-
-         public static _SizeFormatter implied_formatter(TickDisplaySettingsImmutable display) =>
-            (ref double m, ref double i, ref StringBuilder sb) => sb.Append(display.format(i));
-
-         public static _SizeFormatterNPS char_formatter_nps(string data) {
-            string local = data.ToString();
-            return new _SizeFormatterNPS((ref NativePriceSize _, ref StringBuilder sb) => sb.Append(local));
-         }
-
-         public static _SizeFormatterNPS merged_formatter_nps(TickDisplaySettingsImmutable display) =>
-            (ref NativePriceSize nps, ref StringBuilder sb) =>
-               sb.Append(display.format((double)nps.size));
-
-         public static _SizeFormatterNPS direct_formatter_nps(TickDisplaySettingsImmutable display) =>
-            (ref NativePriceSize nps, ref StringBuilder sb) =>
-               sb.Append(display.format((double)nps.direct_size));
-
-         public static _SizeFormatterNPS implied_formatter_nps(TickDisplaySettingsImmutable display) =>
-            (ref NativePriceSize nps, ref StringBuilder sb) =>
-               sb.Append(display.format((double)nps.implied_size));
-      }
-   }
-
-   class MarketSizeDisplayVM : ViewModelBase, IValueFactory<MarketSizeDisplay> {
-      readonly IEqualityComparer<MarketSizeDisplay.SizeFormattingElement[]> _comp = EqualityComparer.Create<MarketSizeDisplay.SizeFormattingElement[]>((a, b) => EqualityComparer.safe_sequence_equals(a, b));
-      readonly Property<FormattingVM> _selected_format, _selected_alternate_implied_format;
-      readonly DelegateProperty<bool> _can_choose_alternate_implied_format;
-
-      public MarketSizeDisplayVM() {
-         _selected_format = backing<FormattingVM>(nameof(selected_format));
-         _selected_alternate_implied_format = backing<FormattingVM>(nameof(selected_alternate_implied_format));
-         _can_choose_alternate_implied_format = backing(nameof(can_choose_alternate_implied_format), () =>
-            _comp.Equals(MarketSizeDisplay.SizeFormattingElement.merged, selected_format?.value));
-         sample_items = new[] {
-            new SampleItem(90, 0, this),
-            new SampleItem(75, 25, this)
-         };
-         _selected_format.Changed += refresh_sample_items;
-         _selected_alternate_implied_format.Changed += refresh_sample_items;
-         void refresh_sample_items(FormattingVM oldval, FormattingVM newval) {
-            _can_choose_alternate_implied_format.refresh();
-            foreach (var si in sample_items)
-               si.refresh();
-         }
-      }
-
-      public IEnumerable<FormattingVM> format_options { get; } = new[] {
-         MarketSizeDisplay.SizeFormattingElement.direct,
-         MarketSizeDisplay.SizeFormattingElement.implied,
-         MarketSizeDisplay.SizeFormattingElement.direct_implied,
-         MarketSizeDisplay.SizeFormattingElement.merged_implied,
-         MarketSizeDisplay.SizeFormattingElement.merged_direct_implied,
-         MarketSizeDisplay.SizeFormattingElement.merged
-      }.Select(ts => new FormattingVM(ts)).ToArray();
-
-      public IEnumerable<FormattingVM> alternate_implied_format_options { get; } = new[] {
-         MarketSizeDisplay.SizeFormattingElement.merged,
-         MarketSizeDisplay.SizeFormattingElement.merged_asterisk,
-         MarketSizeDisplay.SizeFormattingElement.merged_implied,
-         MarketSizeDisplay.SizeFormattingElement.merged_direct,
-         MarketSizeDisplay.SizeFormattingElement.merged_direct_implied
-      }.Select(ts => new FormattingVM(ts)).ToArray();
-
-      public FormattingVM selected_format {
-         get => _selected_format.Value;
-         set => _selected_format.Value = value;
-      }
-      public FormattingVM selected_alternate_implied_format {
-         get => _selected_alternate_implied_format.Value;
-         set => _selected_alternate_implied_format.Value = value;
-      }
-
-      public bool can_choose_alternate_implied_format => _can_choose_alternate_implied_format.Value;
-
-      public IEnumerable<SampleItem> sample_items { get; }
-
-      public MarketSizeDisplay create() {
-         var normal_fmt = selected_format?.value;
-         var alt_implied_fmt = can_choose_alternate_implied_format ? selected_alternate_implied_format?.value : normal_fmt;
-         return new MarketSizeDisplay(normal_fmt, alt_implied_fmt);
-      }
-
-      public void load_from(MarketSizeDisplay msd) {
-         selected_format = format_options.FirstOrDefault(f => _comp.Equals(f.value, msd.normal));
-         if (can_choose_alternate_implied_format)
-            selected_alternate_implied_format = alternate_implied_format_options.FirstOrDefault(f => _comp.Equals(f.value, msd.implied_present));
-      }
-
-      public class FormattingVM : ViewModelBase, IEquatable<FormattingVM> {
-         public FormattingVM(MarketSizeDisplay.SizeFormattingElement[] tokens) =>
-            value = tokens;
-
-         public MarketSizeDisplay.SizeFormattingElement[] value { get; }
-
-         public bool Equals(FormattingVM other) =>
-            other != null &&
-            EqualityComparer.safe_sequence_equals(value, other.value);
-
-         public override bool Equals(object obj) => Equals(obj as FormattingVM);
-         public override int GetHashCode() => EqualityComparer.safe_aggregate_hash(value);
-         public override string ToString() => string.Join(string.Empty, value);
-      }
-
-      public class SampleItem : ViewModelBase {
-         readonly DelegateProperty<string> _display;
-
-         public SampleItem(uint direct, uint implied, MarketSizeDisplayVM owner) {
-            this.direct = direct;
-            this.implied = implied;
-            _display = backing(nameof(display), fmt);
-
-            string fmt() {
-               var impl = MDDisplayHelper.get_formatter(
-                  owner.create(), Security.Defaults.quantity_display_settingsi);
-               return impl(merged, implied);
-            }
-         }
-
-         public uint direct { get; }
-         public uint implied { get; }
-         public uint merged => direct + implied;
-         public string display => _display.Value;
-         public void refresh() => _display.refresh();
-      }
-   }
-}
+using bts.api;
+using bts.api.domain;
+using bts.utils;
+
+using mbts.co2;
+using mbts.spark;
+using mbts.ui.shell;
+using mbts.utils;
+
+using ProtoBuf;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace mbts.ui.spark {
+   [ProtoContract]
+   class MarketSizeDisplay : IEquatable<MarketSizeDisplay> {
+      [ProtoMember(1)]
+      public readonly SizeFormattingElement[] normal;
+      [ProtoMember(2)]
+      public readonly SizeFormattingElement[] implied_present;
+
+      public MarketSizeDisplay() { }
+      public MarketSizeDisplay(SizeFormattingElement[] normal, SizeFormattingElement[] implied_present) {
+         this.normal = normal;
+         this.implied_present = implied_present;
+      }
+
+      public enum SizeFormattingElementType {
+         Merged,
+         Direct,
+         Implied,
+         Const,
+         MergedNotional,
+      }
+
+      public static MarketSizeDisplay get_default() =>
+         new MarketSizeDisplay(SizeFormattingElement.merged, SizeFormattingElement.merged_asterisk);
+
+      public static bool TryParse(string expression, out List<SizeFormattingElement> elements) {
+         elements = new List<SizeFormattingElement>();
+         if (expression is null) {
+            return false;
+         }
+         int tokenStart = 0;
+         for (int i = 0; i < expression.Length - 3; i++) {
+            if (expression[i] != '$' || expression[i + 1] != '{') {
+               continue;
+            }
+            if (i > tokenStart) {
+               elements.Add(SizeFormattingElement.Create(expression.Substring(tokenStart, i - tokenStart)));
+            }
+            i += 2;
+            tokenStart = i;
+            while (i < expression.Length && expression[i] != '}') {
+               i++;
+            }
+            if (i == expression.Length
+               || !Enum.TryParse(expression.Substring(tokenStart, i - tokenStart), out SizeFormattingElementType typ)
+               || typ == SizeFormattingElementType.Const) {
+               elements = null;
+               return false;
+            }
+            elements.Add(SizeFormattingElement.Create(typ));
+            tokenStart = i + 1;
+         }
+         if (tokenStart < expression.Length) {
+            elements.Add(SizeFormattingElement.Create(expression.Substring(tokenStart)));
+         }
+         return true;
+      }
+
+      public MarketSizeDisplay with(SizeFormattingElement[] normal = null, SizeFormattingElement[] implied_present = null) =>
+         new MarketSizeDisplay(normal ?? this.normal, implied_present ?? this.implied_present);
+
+      public bool Equals(MarketSizeDisplay other) =>
+         other != null &&
+         EqualityComparer.safe_sequence_equals(normal, other.normal) &&
+         EqualityComparer.safe_sequence_equals(implied_present, other.implied_present);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as MarketSizeDisplay);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(implied_present.GetHashCode(), normal.GetHashCode());
+
+      [ProtoContract]
+      public struct SizeFormattingElement : IEquatable<SizeFormattingElement> {
+         [ProtoMember(1)]
+         public readonly SizeFormattingElementType type;
+         [ProtoMember(2)]
+         public readonly string data;
+
+         SizeFormattingElement(SizeFormattingElementType type, string data = null) {
+            this.type = type;
+            this.data = data;
+         }
+
+         internal static SizeFormattingElement Create(string str) =>
+            new(SizeFormattingElementType.Const, str);
+
+         internal static SizeFormattingElement Create(SizeFormattingElementType type) =>
+            new(type);
+
+         public bool Equals(SizeFormattingElement other) => other.type == type && string.Equals(data, other.data);
+         public override bool Equals(object obj) => obj is SizeFormattingElement other && Equals(other);
+         public override int GetHashCode() => EqualityComparer.aggregate_hash(type.GetHashCode(), EqualityComparer.safe_get_hash_code(data));
+
+         public override string ToString() =>
+            type == SizeFormattingElementType.Const
+               ? data ?? string.Empty
+               : "${" + type.ToString() + "}";
+
+         public static bool operator ==(SizeFormattingElement a, SizeFormattingElement b) => a.Equals(b);
+         public static bool operator !=(SizeFormattingElement a, SizeFormattingElement b) => !a.Equals(b);
+
+         public static SizeFormattingElement[] direct => new[] { new SizeFormattingElement(SizeFormattingElementType.Direct) };
+         public static SizeFormattingElement[] implied => new[] { new SizeFormattingElement(SizeFormattingElementType.Implied) };
+         public static SizeFormattingElement[] direct_implied => new[] {
+            new SizeFormattingElement(SizeFormattingElementType.Direct),
+            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
+            new SizeFormattingElement(SizeFormattingElementType.Implied),
+            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
+         };
+         public static SizeFormattingElement[] merged => new[] { new SizeFormattingElement(SizeFormattingElementType.Merged) };
+         public static SizeFormattingElement[] merged_asterisk => new[] { new SizeFormattingElement(SizeFormattingElementType.Merged), new SizeFormattingElement(SizeFormattingElementType.Const, "*") };
+         public static SizeFormattingElement[] merged_implied => new[] {
+            new SizeFormattingElement(SizeFormattingElementType.Merged),
+            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
+            new SizeFormattingElement(SizeFormattingElementType.Implied),
+            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
+         };
+         public static SizeFormattingElement[] merged_direct => new[] {
+            new SizeFormattingElement(SizeFormattingElementType.Merged),
+            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
+            new SizeFormattingElement(SizeFormattingElementType.Direct),
+            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
+         };
+         public static SizeFormattingElement[] merged_direct_implied => new[] {
+            new SizeFormattingElement(SizeFormattingElementType.Merged),
+            new SizeFormattingElement(SizeFormattingElementType.Const, " ("),
+            new SizeFormattingElement(SizeFormattingElementType.Direct),
+            new SizeFormattingElement(SizeFormattingElementType.Const, ":"),
+            new SizeFormattingElement(SizeFormattingElementType.Implied),
+            new SizeFormattingElement(SizeFormattingElementType.Const, ")")
+         };
+         public static SizeFormattingElement[] merged_notional => new SizeFormattingElement[] {
+            new(SizeFormattingElementType.MergedNotional)
+         };
+      }
+   }
+
+   static class MDDisplayHelper {
+      /// This delegate should be created by calling <see cref="get_formatter(MarketSizeDisplay)"/>
+      public delegate string SizeFormatter(double merged, double implied, double price);
+      /// The private delegates below use refs bc the <see cref="SizeFormatter"/> returned by <see cref="get_formatter(MarketSizeDisplay)"/>
+      /// internally uses several <see cref="_SizeFormatter"/>s to add different text components to the resultant string.
+      /// The refs, therefor, avoid making extra copies of the variables.
+      /// These are private members, so any code-readability cost is confined to a limited scope.
+      delegate void _SizeFormatter(ref double merged, ref double implied, ref double price, ref StringBuilder sb);
+      delegate void _SizeFormatterNPS(ref NativePriceSize nps, ref StringBuilder sb);
+
+      public static Func<double, double, string> get_value_formatter(
+         MarketSizeDisplay size_display, TickDisplaySettingsImmutable display, TickDisplaySettingsImmutable price_display) {
+         var raw_fmt_size = get_formatter(size_display, display, price_display);
+         return (q, p) => raw_fmt_size(q, 0, p);
+      }
+
+      public static Func<NativePriceSize, string> get_formatter_nps(
+         MarketSizeDisplay size_display, TickDisplaySettingsImmutable display, TickDisplaySettingsImmutable price_display) {
+         var raw_fmt_size = get_formatter(size_display, display, price_display);
+         return nps => raw_fmt_size(
+            nps.implied_size + nps.direct_size,
+            nps.implied_size,
+            nps.price);
+      }
+
+      public static SizeFormatter get_formatter(
+         MarketSizeDisplay size_display, TickDisplaySettingsImmutable display, TickDisplaySettingsImmutable price_display) {
+         _SizeFormatter implied_absent = _get_formatter(size_display.normal, display, price_display);
+         _SizeFormatter implied_present = _get_formatter(
+            size_display.implied_present ?? size_display.normal, display, price_display);
+         return (merged, implied, price) => {
+            StringBuilder sb = new StringBuilder();
+            (implied > 0 ? implied_present : implied_absent)(ref merged, ref implied, ref price, ref sb);
+            return sb.ToString();
+         };
+      }
+
+      static _SizeFormatterNPS _get_formatter_nps(
+         MarketSizeDisplay.SizeFormattingElement[] fmt_elements,
+         TickDisplaySettingsImmutable display,
+         TickDisplaySettingsImmutable price_display) {
+         var formatters = fmt_elements.is_null_or_empty() ?
+            Array.Empty<_SizeFormatterNPS>() :
+            CollectionHelper.convert_array(fmt_elements, sfe => _get_formatter_nps(sfe, display, price_display));
+         return new _SizeFormatterNPS((ref NativePriceSize nps, ref StringBuilder sb) => {
+            foreach (var f in formatters)
+               f(ref nps, ref sb);
+         });
+      }
+
+      static _SizeFormatter _get_formatter(
+         MarketSizeDisplay.SizeFormattingElement[] fmt_elements,
+         TickDisplaySettingsImmutable display,
+         TickDisplaySettingsImmutable price_display) {
+         _SizeFormatter[] formatters = fmt_elements.is_null_or_empty() ?
+            Array.Empty<_SizeFormatter>() :
+            CollectionHelper.convert_array(fmt_elements, sfe => _get_formatter(sfe, display, price_display));
+         return new _SizeFormatter((ref double m, ref double i, ref double p, ref StringBuilder sb) => {
+            foreach (var f in formatters)
+               f(ref m, ref i, ref p, ref sb);
+         });
+      }
+
+      static _SizeFormatterNPS _get_formatter_nps(
+         MarketSizeDisplay.SizeFormattingElement fmt_element,
+         TickDisplaySettingsImmutable display,
+         TickDisplaySettingsImmutable price_display) =>
+         fmt_element.type switch {
+            MarketSizeDisplay.SizeFormattingElementType.Const =>
+               SizeTokenFormatters.char_formatter_nps(fmt_element.data ?? string.Empty),
+            MarketSizeDisplay.SizeFormattingElementType.Direct =>
+               SizeTokenFormatters.direct_formatter_nps(display),
+            MarketSizeDisplay.SizeFormattingElementType.Implied =>
+               SizeTokenFormatters.implied_formatter_nps(display),
+            MarketSizeDisplay.SizeFormattingElementType.Merged =>
+               SizeTokenFormatters.merged_formatter_nps(display),
+            MarketSizeDisplay.SizeFormattingElementType.MergedNotional =>
+               SizeTokenFormatters.merged_notional_formatter_nps(price_display),
+            _ => throw ExceptionBuilder.Argument.unexpected_case(
+               fmt_element.type, nameof(fmt_element.type)),
+         };
+
+      static _SizeFormatter _get_formatter(
+         MarketSizeDisplay.SizeFormattingElement fmt_element,
+         TickDisplaySettingsImmutable display,
+         TickDisplaySettingsImmutable price_display) =>
+         fmt_element.type switch {
+            MarketSizeDisplay.SizeFormattingElementType.Const =>
+               SizeTokenFormatters.char_formatter(fmt_element.data ?? string.Empty),
+            MarketSizeDisplay.SizeFormattingElementType.Direct =>
+               SizeTokenFormatters.direct_formatter(display),
+            MarketSizeDisplay.SizeFormattingElementType.Implied =>
+               SizeTokenFormatters.implied_formatter(display),
+            MarketSizeDisplay.SizeFormattingElementType.Merged =>
+               SizeTokenFormatters.merged_formatter(display),
+            MarketSizeDisplay.SizeFormattingElementType.MergedNotional =>
+               SizeTokenFormatters.merged_notional_formatter(price_display),
+            _ => throw ExceptionBuilder.Argument.unexpected_case(
+               fmt_element.type, nameof(fmt_element.type)),
+         };
+
+      static class SizeTokenFormatters {
+         public static _SizeFormatter char_formatter(string data) {
+            string local = data.ToString();
+            return (ref double m, ref double i, ref double p, ref StringBuilder sb) =>
+               sb.Append(local);
+         }
+         public static _SizeFormatter merged_formatter(TickDisplaySettingsImmutable display) =>
+            (ref double m, ref double i, ref double p, ref StringBuilder sb) =>
+               sb.Append(display.format(m));
+
+         public static _SizeFormatter direct_formatter(TickDisplaySettingsImmutable display) =>
+            (ref double m, ref double i, ref double p, ref StringBuilder sb) =>
+               sb.Append(display.format(m - i));
+
+         public static _SizeFormatter implied_formatter(TickDisplaySettingsImmutable display) =>
+            (ref double m, ref double i, ref double p, ref StringBuilder sb) =>
+               sb.Append(display.format(i));
+
+         public static _SizeFormatter merged_notional_formatter(TickDisplaySettingsImmutable display) =>
+            (ref double m, ref double i, ref double p, ref StringBuilder sb) =>
+               sb.Append(display.format(m * p));
+
+         public static _SizeFormatterNPS char_formatter_nps(string data) {
+            string local = data.ToString();
+            return new _SizeFormatterNPS((ref NativePriceSize _, ref StringBuilder sb) => sb.Append(local));
+         }
+
+         public static _SizeFormatterNPS merged_formatter_nps(TickDisplaySettingsImmutable display) =>
+            (ref NativePriceSize nps, ref StringBuilder sb) =>
+               sb.Append(display.format((double)nps.size));
+
+         public static _SizeFormatterNPS direct_formatter_nps(TickDisplaySettingsImmutable display) =>
+            (ref NativePriceSize nps, ref StringBuilder sb) =>
+               sb.Append(display.format((double)nps.direct_size));
+
+         public static _SizeFormatterNPS implied_formatter_nps(TickDisplaySettingsImmutable display) =>
+            (ref NativePriceSize nps, ref StringBuilder sb) =>
+               sb.Append(display.format((double)nps.implied_size));
+
+         public static _SizeFormatterNPS merged_notional_formatter_nps(TickDisplaySettingsImmutable display) =>
+            (ref NativePriceSize nps, ref StringBuilder sb) =>
+               sb.Append(display.format(nps.notional_size));
+      }
+   }
+
+   class MarketSizeDisplayVM : ViewModelBase, IValueFactory<MarketSizeDisplay> {
+      readonly IEqualityComparer<MarketSizeDisplay.SizeFormattingElement[]> _comp = EqualityComparer.Create<MarketSizeDisplay.SizeFormattingElement[]>((a, b) => EqualityComparer.safe_sequence_equals(a, b));
+      readonly Property<string> _selected_format, _selected_alternate_implied_format;
+
+      public MarketSizeDisplayVM() {
+         _selected_format = backing<string>(nameof(selected_format));
+         _selected_alternate_implied_format = backing<string>(nameof(selected_alternate_implied_format));
+         sample_items = new[] {
+            new SampleItem(90, 0, this),
+            new SampleItem(75, 25, this)
+         };
+         _selected_format.Changed += refresh_sample_items;
+         _selected_alternate_implied_format.Changed += refresh_sample_items;
+         void refresh_sample_items(string oldval, string newval) {
+            foreach (var si in sample_items)
+               si.refresh();
+         }
+      }
+
+      public IEnumerable<string> format_options { get; } = new[] {
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.direct),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.implied),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.direct_implied),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_implied),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_direct_implied),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_notional),
+      };
+
+      public IEnumerable<string> alternate_implied_format_options { get; } = new[] {
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_asterisk),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_implied),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_direct),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_direct_implied),
+         string.Concat(MarketSizeDisplay.SizeFormattingElement.merged_notional),
+      };
+
+      public string selected_format {
+         get => _selected_format.Value;
+         set => _selected_format.Value = value;
+      }
+      public string selected_alternate_implied_format {
+         get => _selected_alternate_implied_format.Value;
+         set => _selected_alternate_implied_format.Value = value;
+      }
+
+      public IEnumerable<SampleItem> sample_items { get; }
+
+      public MarketSizeDisplay create() {
+         var normal_fmt = selected_format;
+         var alt_implied_fmt = selected_alternate_implied_format;
+         if (!MarketSizeDisplay.TryParse(normal_fmt, out var normal_els)) {
+            normal_els = new(MarketSizeDisplay.SizeFormattingElement.merged);
+         }
+         if (!MarketSizeDisplay.TryParse(alt_implied_fmt, out var alt_implied_els)) {
+            alt_implied_els = new(normal_els);
+         }
+         return new MarketSizeDisplay(normal_els.ToArray(), alt_implied_els.ToArray());
+      }
+
+      public void load_from(MarketSizeDisplay msd) {
+         selected_format = string.Concat(msd.normal.empty_if_null());
+         selected_alternate_implied_format = string.Concat(msd.implied_present.empty_if_null());
+      }
+
+      public class SampleItem : ViewModelBase {
+         readonly DelegateProperty<string> _display;
+
+         public SampleItem(uint direct, uint implied, MarketSizeDisplayVM owner) {
+            this.direct = direct;
+            this.implied = implied;
+            _display = backing(nameof(display), fmt);
+
+            string fmt() {
+               var impl = MDDisplayHelper.get_formatter(
+                  owner.create(), Security.Defaults.quantity_display_settingsi, Security.Defaults.price_display_settingsi);
+               return impl(merged, implied, 1);
+            }
+         }
+
+         public uint direct { get; }
+         public uint implied { get; }
+         public uint merged => direct + implied;
+         public string display => _display.Value;
+         public void refresh() => _display.refresh();
+      }
+   }
+}
@@ -41,6 +41,7 @@ namespace mbts.co2 {
      public Size size => _size;
      public Size direct_size => _direct_size;
      public Size implied_size => _size - _direct_size;
+      public double notional_size => price * size;
      public double price => _price.price();
      public bool is_nan => _price.is_nan;

@@ -10,58 +10,64 @@ using System.IO;
 using System.Reactive.Disposables;
 using mbts;
 using System.Threading;
+using System.Runtime.InteropServices;
+

 namespace bts.api.core {

-   internal class QuickbusClientChannel : ClientChannel {
-      IntPtr _client;
+ internal class QuickbusClientChannel : ClientChannel {
+        IntPtr _client;

-      public QuickbusClientChannel(ServiceContext context, string type_name, string qualifier) : base(context) {
-         _client = ApiNativeMethods.api_client_create(context.native_context, type_name, qualifier);
-         System.Diagnostics.Trace.Assert(_client != IntPtr.Zero);
-      }
+        public QuickbusClientChannel(ServiceContext context, string type_name, string qualifier) : base(context) {
+            Log.QBus.diag($"Created QuickbusClientChannel");
+            _client = ApiNativeMethods.api_client_create(context.native_context, type_name, qualifier);
+            System.Diagnostics.Trace.Assert(_client != IntPtr.Zero);
+        }

-      public override void Dispose() {
-         ApiNativeMethods.api_client_destroy(_client);
-         _client = IntPtr.Zero;
-      }
+        public override void Dispose() {
+            Log.QBus.diag($"Disposed QuickbusClientChannel");
+            ApiNativeMethods.api_client_destroy(_client);
+            _client = IntPtr.Zero;
+        }


      int _req_id = 0;
      Dictionary<int, PBCallbackWrapper> _keepalive_cache = new();

      unsafe public override Task<Result<Response>> send<Request, Response>(int method_id, Request request) {
-         var id = Interlocked.Increment(ref _req_id);
-         var header = new RequestHeader() {
-            Method = method_id,
-            RequestId = id,
-            Token = _context.token.HasValue ? new AuthToken() { Token = _context.token?.Token } : null
-         };
-         var buffer = header.serialize(request);
-         var tcs = new TaskCompletionSource<Result<Response>>();
-         //ApiNativeMethods.api_client_log_error($"Call {id}");
-         ApiNativeMethods.raw_pb_callback callback = (rbuffer, rlength, _) => {
-            //ApiNativeMethods.api_client_log_error($"Reply {id}");
-            var res = ApiUtils.deserialize<ResponseHeader, Response>(rbuffer, (long)rlength);
-            if (res.header.Code == ApiError.Success) {
-               tcs.TrySetResult(new Result<Response>(res.body));
-            }
-            else {
-               tcs.TrySetResult(new Result<Response>(res.header.Code));
-            }
+            var id = Interlocked.Increment(ref _req_id);
+    var header = new RequestHeader() {
+                Method = method_id,
+                RequestId = id,
+                Token = _context.token.HasValue ? new AuthToken() { Token = _context.token?.Token } : null
+            };
+            var buffer = header.serialize(request);
+            var tcs = new TaskCompletionSource<Result<Response>>();
+    ApiNativeMethods.raw_pb_callback callback = (rbuffer, rlength, _) => {
+                var res = ApiUtils.deserialize<ResponseHeader, Response>(rbuffer, (long)rlength);
+        if (res.header.Code == ApiError.Success) {
+                    tcs.TrySetResult(new Result<Response>(res.body));
+                }
+        else {
+                    tcs.TrySetResult(new Result<Response>(res.header.Code));
+                }
+        lock (_keepalive_cache) {
+                    _keepalive_cache.Remove(id);
+                }
+            };
+            System.Diagnostics.Trace.Assert(_client != IntPtr.Zero, "Channel may have been disposed");
+            var cb_wrapper = new PBCallbackWrapper(callback);
            lock (_keepalive_cache) {
-               _keepalive_cache.Remove(id);
+                _keepalive_cache.Add(id, cb_wrapper);
            }
-         };
-         System.Diagnostics.Trace.Assert(_client != IntPtr.Zero, "Channel may have been disposed");
-         var cb_wrapper = new PBCallbackWrapper(callback);
-         lock (_keepalive_cache) {
-            _keepalive_cache.Add(id, cb_wrapper);
-         }
-         ApiNativeMethods.api_client_send(
-            _client, buffer, buffer.Length, cb_wrapper.callback, IntPtr.Zero);
-         return tcs.Task;
-      }
+            ApiNativeMethods.api_client_send(
+               _client, buffer, buffer.Length, cb_wrapper.Callback, IntPtr.Zero);
+            // Return a task that will free the handle once the task is completed
+            return tcs.Task.ContinueWith(task => {
+                cb_wrapper.Free(); // Ensure the GCHandle is freed when the callback is done
+                return task.Result;
+            });
+        }

      public override IObservable<RawUpdate<TOut>> subscribe<TParse,TOut>(int method_id, string method, string qualifier, MessageParser<TParse> parser, Func<TParse,TOut> converter) {
         var result = Observable.Create<RawUpdate<TOut>>(async observer => {
@@ -206,11 +212,29 @@ namespace bts.api.core {
      /// garbage-collector race may yield the infamous error, "A callback was made on a garbage
      /// collected delegate of type...").
      /// </remarks>
-      class PBCallbackWrapper {
-         public readonly ApiNativeMethods.raw_pb_callback callback;
+      class PBCallbackWrapper
+        {
+            public readonly ApiNativeMethods.raw_pb_callback Callback;
+            private GCHandle _handle;

-         public PBCallbackWrapper(ApiNativeMethods.raw_pb_callback callback) =>
-            this.callback = callback;
-      }
+            public PBCallbackWrapper(ApiNativeMethods.raw_pb_callback callback)
+            {
+                // Pin the callback to prevent garbage collection
+                Log.QBus.diag($"Created PBCallbackWrapper");
+                _handle = GCHandle.Alloc(callback);
+                Callback = callback;
+            }
+
+            public void Free()
+            {  
+                // Free the GCHandle when the delegate is no longer needed
+                Log.QBus.diag($"Deleting PBCallbackWrapper");
+                
+                if (_handle.IsAllocated)
+                {
+                    _handle.Free();
+                }
+            }
+        }
   }
 }
@@ -16,6 +16,9 @@ namespace mbts.user.settings {
      public RegionalTickFactors()
         : this(new TickFactors(), new TickFactors(), double.MinValue) { }

+      public RegionalTickFactors(TickFactors tick)
+         : this(tick, tick, double.PositiveInfinity) { }
+
      public RegionalTickFactors(TickFactors low_tick, TickFactors high_tick, double low_tick_inclusive_end) {
         _low_tick = low_tick;
         _high_tick = high_tick;
@@ -78,14 +78,16 @@ namespace mbts.user.settings {
         bool? show_commas = null,
         string? nan_text = null,
         bool? show_decimal_part = null,
-         bool? show_zero_integer = null) =>
+         bool? show_zero_integer = null,
+         TickFactors? tick_factors = null) =>
         new() {
            pad_with_leading_zeros = pad_with_leading_zeros ?? settings.pad_with_leading_zeros,
            display_multiplier = display_multiplier ?? settings.display_multiplier,
            show_commas = show_commas ?? settings.show_commas,
            nan_text = nan_text ?? settings.nan_text,
            show_decimal_part = show_decimal_part ?? settings.show_decimal_part,
-            show_zero_integer = show_zero_integer ?? settings.show_zero_integer
+            show_zero_integer = show_zero_integer ?? settings.show_zero_integer,
+            tick_factors = tick_factors ?? settings.tick_factors,
         };

      public static double to_display_value(this TickDisplaySettings settings, double value) =>
@@ -7,6 +7,7 @@ namespace mbts {
   using mbts.user.settings;

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

   using System;
   using System.Collections.Generic;
@@ -63,7 +64,7 @@ namespace mbts {
         if (ticks_per_base.is_int()) {
            return true;
         }
-         return tick.tick_unit > tick.tick_base && tick.tick_base == 1;
+         return tick.tick_unit > tick.tick_base && tick.tick_unit_frac().is_int();
      }

      public static bool is_valid(this RegionalTickFactors regional_tick) =>
@@ -95,7 +96,7 @@ namespace mbts {

      public static double reduced_base(this TickFactors tick) => MathUtils.factor_out(tick.tick_base, 10);

-      public static bool tick_equals(this RegionalTickFactors regional_tick, double x, double y) {
+      public static bool tick_equals(this RegionalTickFactors regional_tick, double x, double y, RoundingMode rounding_mode = RoundingMode.Closest) {
         if (x.is_nan()) {
            return y.is_nan();
         }
@@ -107,15 +108,15 @@ namespace mbts {
         return xtick is not null
            && ytick is not null
            && xtick.Equals(ytick)
-            && xtick.tick_equals(x, y);
+            && xtick.tick_equals(x, y, rounding_mode);
      }

-      public static bool tick_equals(this TickFactors tick, double x, double y) {
+      public static bool tick_equals(this TickFactors tick, double x, double y, RoundingMode rounding_mode = RoundingMode.Closest) {
         if (x.is_nan()) {
            return y.is_nan();
         }
-         var x_units = MathUtils.round_fractional_units(x, tick.tick_unit_frac());
-         var y_units = MathUtils.round_fractional_units(y, tick.tick_unit_frac());
+         var x_units = MathUtils.round_fractional_units(x, tick.tick_unit_frac(), rounding_mode, TickUtils.precision_const<double>());
+         var y_units = MathUtils.round_fractional_units(y, tick.tick_unit_frac(), rounding_mode, TickUtils.precision_const<double>());
         return x_units == y_units;
      }

@@ -137,10 +138,10 @@ namespace mbts {
            x => NumericCastConverter<T, int>.convert(
               MathUtils.round_fractional_units(x, tick.tick_unit_frac<T>())));

-      public static IEqualityComparer<double> tick_equality_comparer(this TickFactors tick) =>
+      public static IEqualityComparer<double> tick_equality_comparer(this TickFactors tick, RoundingMode rounding_mode = RoundingMode.Closest) =>
         EqualityComparer.Create<double>(
-            (a, b) => tick_equals(tick, a, b),
-            x => (int)MathUtils.round_fractional_units(x, tick.tick_unit_frac()));
+            (a, b) => tick_equals(tick, a, b, rounding_mode),
+            x => (int)MathUtils.round_fractional_units(x, tick.tick_unit_frac(), rounding_mode));

      public static TickFactors get_tick_for(this RegionalTickFactors rtick, double value) =>
         value > rtick.low_tick_inclusive_end ? rtick.high_tick : rtick.low_tick;
@@ -179,10 +180,7 @@ namespace mbts {
         if (T.IsInfinity(value)) {
            return value.ToString();
         }
-         return tick?.is_valid() ?? false ?
-            _format_tick(tick, value, settings) :
-            _format_no_tick(
-               value, settings.display_multiplier.as_type<double, T>(), settings.show_commas);
+         return _format_tick(tick, value, settings);
      }

      public static string format<T>(
@@ -6,6 +6,7 @@ using bts.utils;
 using mbts.user.settings;

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

 using System;
 using System.Collections.Generic;
@@ -189,52 +190,58 @@ namespace mbts.spark {
      public static int compare_tick_fallback_to_double(this ContractSpecificationImmutable contract, double x, double y) =>
         tick_equals(contract, x, y) ? 0 : x.CompareTo(y);

-      public static double round_to_tick(this ContractSpecificationImmutable spec, double value) =>
-         round_to_tick(spec.ticksize(value), value);
+      public static double round_to_tick(this ContractSpecificationImmutable spec, double value, RoundingMode rounding_mode = RoundingMode.Closest) =>
+         round_to_tick(spec.ticksize(value), value, rounding_mode);

-      public static decimal round_to_tick(this ContractSpecificationImmutable spec, decimal value) =>
-         round_to_tick((decimal)spec.ticksize((double)value), value);
+      public static decimal round_to_tick(this ContractSpecificationImmutable spec, decimal value, RoundingMode rounding_mode = RoundingMode.Closest) =>
+         round_to_tick((decimal)spec.ticksize((double)value), value, rounding_mode);

-      public static double round_to_tick(this RegionalTickFactors rtick, double value) =>
-         round_to_tick(rtick.ticksize(value), value);
+      public static double round_to_tick(this RegionalTickFactors rtick, double value, RoundingMode rounding_mode = RoundingMode.Closest) =>
+         round_to_tick(rtick.ticksize(value), value, rounding_mode);

-      public static decimal round_to_tick(this RegionalTickFactors rtick, decimal value) =>
-         round_to_tick((decimal)rtick.ticksize((double)value), value);
+      public static decimal round_to_tick(this RegionalTickFactors rtick, decimal value, RoundingMode rounding_mode = RoundingMode.Closest) =>
+         round_to_tick((decimal)rtick.ticksize((double)value), value, rounding_mode);

-      public static double round_to_tick(double tick_size, double value) {
-         double intpart = (long)value;
-         double floatpart = value % 1;
-         floatpart = ((int)Math.Round(floatpart / tick_size)) * tick_size;
-         return intpart + floatpart;
+      public static double round_to_tick(double tick_size, double value, RoundingMode rounding_mode = RoundingMode.Closest) {
+         double n = rounding_mode switch {
+            RoundingMode.Closest => Math.Round(value / tick_size),
+            RoundingMode.Up => Math.Ceiling((value - _precision_const) / tick_size),
+            RoundingMode.Down => Math.Floor((value + _precision_const) / tick_size),
+            RoundingMode.AbsUp => value < 0
+               ? Math.Floor((value + _precision_const) / tick_size)
+               : Math.Ceiling((value - _precision_const) / tick_size),
+            RoundingMode.AbsDown => value < 0
+               ? Math.Ceiling((value - _precision_const) / tick_size)
+               : Math.Floor((value + _precision_const) / tick_size),
+            _ => double.NaN,
+         };
+         return n * tick_size;
      }

-      public static decimal round_to_tick(decimal tick_size, decimal value) {
-         decimal intpart = (long)value;
-         decimal floatpart = value % 1;
-         floatpart = ((int)(floatpart / tick_size)) * tick_size;
-         return intpart + floatpart;
+      public static decimal round_to_tick(decimal tick_size, decimal value, RoundingMode rounding_mode = RoundingMode.Closest) {
+         decimal n = rounding_mode switch {
+            RoundingMode.Closest => Math.Round(value / tick_size),
+            RoundingMode.Up => Math.Ceiling(value / tick_size),
+            RoundingMode.Down => Math.Floor(value / tick_size),
+            RoundingMode.AbsUp => value < 0
+               ? Math.Floor(value / tick_size)
+               : Math.Ceiling(value / tick_size),
+            RoundingMode.AbsDown => value < 0
+               ? Math.Ceiling(value / tick_size)
+               : Math.Floor(value / tick_size),
+            _ => throw new ArgumentException("Invalid rounding mode", nameof(rounding_mode)),
+         };
+         return n * tick_size;
      }

-      public static long? count_ticks(this RegionalTickFactors rtick, double value) {
-         if (!rtick.is_valid()) {
-            return null;
-         }
+      public static long? count_ticks(this RegionalTickFactors rtick, double value, RoundingMode rounding_mode = RoundingMode.AbsDown) {
+         var rounded_value = rtick.round_to_tick(value, rounding_mode);
         var n = _count_ticks(
            rtick.low_tick.tick_unit_frac(),
            rtick.low_tick_inclusive_end,
            rtick.high_tick.tick_unit_frac(),
            0,
-            value);
-         var orig_n = n;
-         // Enforce proper rounding
-         var rounded_val = rtick.round_to_tick(value);
-         var half_tick = rtick.get_tick_for(value).tick_unit_frac() / 2;
-         if (n < 0 && (value - rounded_val) > half_tick) {
-            ++n;
-         } else if (n > 0 && (rounded_val - value) > half_tick) {
-            --n;
-         }
-         Log.assert(n == orig_n);
+            rounded_value);
         return n;
      }

@@ -253,71 +260,19 @@ namespace mbts.spark {
         return tick;
      }

-      public static RegionalTickFactors multiply_tick_size(RegionalTickFactors spec, uint factor) {
-         factor = _fit_ticks_per_row_to_dollars(spec, factor) ?? 1;
-         return new(
+      public static RegionalTickFactors multiply_tick_size(RegionalTickFactors spec, uint factor) =>
+         new(
            new(spec.low_tick.tick_base, spec.low_tick.tick_unit * factor),
            new(spec.high_tick.tick_base, spec.high_tick.tick_unit * factor),
            spec.low_tick_inclusive_end);
-      }

      public static double normalize_price(RegionalTickFactors rtick, double price) {
-         if (!price.is_real()) {
+         var maybe_ticks = rtick.count_ticks(price);
+         if (!maybe_ticks.HasValue) {
            return price;
         }
-         var ticks = rtick.count_ticks(price);
-         if (!ticks.HasValue) {
-            return price;
-         }
-         var normalized = rtick.tick(0, ticks.Value);
-         var tick = price > rtick.low_tick_inclusive_end ? rtick.high_tick : rtick.low_tick;
-         // Diff should always be < 1/2 tick
-         Log.assert((normalized - price).abs() < tick.tick_unit_frac() * 0.5);
-         return normalized;
-      }
-
-      public static uint fit_ticks_per_row_to_dollars(SecurityImmutable sec, uint ticks_per_row) =>
-         _fit_ticks_per_row_to_dollars(sec, ticks_per_row) ?? 1;
-
-      public static uint fit_ticks_per_row_to_dollars(RegionalTickFactors rtick, uint ticks_per_row) =>
-         _fit_ticks_per_row_to_dollars(rtick, ticks_per_row) ?? 1;
-
-      static uint? _fit_ticks_per_row_to_dollars(SecurityImmutable sec, uint ticks_per_row) =>
-         _fit_ticks_per_row_to_dollars(sec.regional_ticks(), ticks_per_row);
-
-      static uint? _fit_ticks_per_row_to_dollars(RegionalTickFactors tf, uint ticks_per_row) {
-         if (ticks_per_row == 0)
-            return null;
-         // it is assumed that low tick will be the same as high tick;
-         // however, best to double check - return null if this isn't the case (let the caller decide what to do).
-         if (!tf.low_tick.Equals(tf.high_tick) || !tf.is_valid() || tf.low_tick.is_integer())
-            return null;
-         var ticks_per_dollar = (uint)(tf.low_tick.tick_base / tf.low_tick.tick_unit);
-         // if ticks_per_row is greater than ticks_per_dollar, round to a multiple of ticks_per_dollar
-         if (ticks_per_row > ticks_per_dollar) {
-            if (ticks_per_dollar == 0) {
-               return null;
-            }
-            return (uint)(ticks_per_dollar * Math.Floor((double)(ticks_per_row / ticks_per_dollar)));
-         } else if (ticks_per_row == ticks_per_dollar) {
-            return ticks_per_row;
-         } else {
-            uint max_decrease_adj = ticks_per_row;
-            uint max_increase_adj = ticks_per_dollar - ticks_per_row - 1;
-            for (uint adj = 0; adj < Math.Max(max_decrease_adj, max_increase_adj); adj++) {
-               if (adj < max_decrease_adj) {
-                  var result = ticks_per_row - adj;
-                  if (ticks_per_dollar % result == 0)
-                     return result;
-               }
-               if (adj < max_increase_adj) {
-                  var result = ticks_per_row + adj;
-                  if (ticks_per_dollar % result == 0)
-                     return result;
-               }
-            }
-         }
-         return null;
+         var ticks = maybe_ticks.Value;
+         return rtick.tick(0, (long)ticks);
      }

      static long? _count_ticks(
@@ -367,8 +322,20 @@ namespace mbts.spark {

            static long count_single_tick_sz(
               double tick_sz, double from, double to) {
-               var from_n = (long)MathUtils.round_fractional_units(from, tick_sz);
-               var to_n = (long)MathUtils.round_fractional_units(to, tick_sz);
+               from = round_to_tick(tick_sz, from, RoundingMode.AbsDown);
+               to = round_to_tick(tick_sz, to, RoundingMode.AbsDown);
+               if (from < 0) {
+                  from -= _precision_const;
+               } else {
+                  from += _precision_const;
+               }
+               if (to < 0) {
+                  to -= _precision_const;
+               } else {
+                  to += _precision_const;
+               }
+               var from_n = (long)(from / tick_sz);
+               var to_n = (long)(to / tick_sz);
               return to_n - from_n;
            }
         }
@@ -39,7 +39,6 @@

      static IEnumerable<ContractLegImmutable> _get_root_legs(
         ContractLegImmutable leg, double root_quantity) {
-         _validate_root_quantity(root_quantity);
         if (leg.HasSecurity) {
            return _get_root_legs(leg.Security, leg.signed_quantity() * root_quantity);
         }
@@ -54,10 +53,8 @@
         return new[] { new ContractLegImmutable(mleg) };
      }

-      static IEnumerable<ContractLegImmutable> _get_root_legs(
-         SecurityImmutable security, double root_quantity) {
-         _validate_root_quantity(root_quantity);
-         return security.ContractCase switch {
+      static IEnumerable<ContractLegImmutable> _get_root_legs(SecurityImmutable security, double root_quantity) =>
+         security.ContractCase switch {
            Security.ContractOneofCase.Spread => security.Spread.Legs.SelectMany(l => _get_root_legs(l.Security, root_quantity * l.signed_quantity())).ToArray(),
            Security.ContractOneofCase.Synthetic => security.Synthetic.Legs.SelectMany(l => _get_root_legs(l.Security, root_quantity * l.signed_quantity())).ToArray(),
            _ => new[] {
@@ -69,13 +66,5 @@
                  })
               },
         };
-      }
-
-      static void _validate_root_quantity(double root_quantity) {
-         if (!root_quantity.is_real_non_zero()) {
-            throw new ArgumentException(
-               $"Expected real non-zero value (actually {root_quantity})", nameof(root_quantity));
-         }
-      }
   }
 }
@@ -1,5 +1,6 @@
 namespace bts.api {
   using System;
+   using System.Collections.Generic;
   using System.Linq;
   using System.Reflection.Metadata.Ecma335;

@@ -36,6 +37,15 @@ namespace bts.api {
         };
      }

+      public static IEnumerable<DateTime> normal_expirations(this SecurityImmutable security) =>
+         security.ContractCase switch {
+            Security.ContractOneofCase.Future => new[] { security.Future.expiration_date() },
+            Security.ContractOneofCase.Option => new[] { security.Option.expiration_date() },
+            Security.ContractOneofCase.Spread => security.Spread.Legs.SelectMany(l => l.Security.normal_expirations()),
+            Security.ContractOneofCase.Synthetic => security.Synthetic.Legs.SelectMany(l => l.Security.normal_expirations()),
+            _ => Enumerable.Empty<DateTime>()
+         };
+
      public static ProductImmutable product(this SecurityImmutable security) =>
         new(new() {
            Exchange = security.Exchange,
@@ -59,13 +69,7 @@ namespace bts.api {
         new((int)future.ExpirationYear, (int)future.ExpirationMonth, (int)future.ExpirationDay);

      internal static DateTime earliest_expiration(this SecurityImmutable security) =>
-         security.ContractCase switch {
-            Security.ContractOneofCase.Synthetic => security.Synthetic.Legs.First().Security.earliest_expiration(),
-            Security.ContractOneofCase.Spread => security.Spread.Legs.First().Security.earliest_expiration(),
-            Security.ContractOneofCase.Future => security.Future.expiration_date(),
-            Security.ContractOneofCase.Option => security.Option.expiration_date(),
-            _ => throw new NotImplementedException(),
-         };
+         security.normal_expirations().Min();

      public static double strike(this SecurityImmutable security) =>
         security.HasOption ? security.Option.Strike : double.NaN;
@@ -105,6 +109,7 @@ namespace bts.api {
            Security.ExchangeDataOneofCase.Deribit => security.Deribit.SecurityDesc,
            Security.ExchangeDataOneofCase.Ftx => security.Ftx.SecurityDesc,
            Security.ExchangeDataOneofCase.Binance => security.Binance.SecurityDesc,
+            Security.ExchangeDataOneofCase.BinanceCoinFutures => security.BinanceCoinFutures.SecurityDesc,
            Security.ExchangeDataOneofCase.BinanceUs => security.BinanceUs.SecurityDesc,
            Security.ExchangeDataOneofCase.BinanceUsdsFutures => security.BinanceUsdsFutures.SecurityDesc,
            Security.ExchangeDataOneofCase.Coinbase => security.Coinbase.SecurityDesc,
@@ -151,12 +156,13 @@ namespace bts.api {
            domain.Venue.Deribit => Venue.Deribit,
            domain.Venue.Ftx => Venue.Ftx,
            domain.Venue.Binance => Venue.Binance,
+            domain.Venue.BinanceCoinFutures => Venue.BinanceCoinFutures,
            domain.Venue.BinanceUs => Venue.BinanceUs,
            domain.Venue.BinanceUsdsFutures => Venue.BinanceUsdsFutures,
            domain.Venue.Glbx => Venue.Glbx,
            domain.Venue.Coinbase => Venue.Coinbase,
            domain.Venue.Okx => Venue.Okx,
-                        domain.Venue.Cboe => Venue.Cboe,
+            domain.Venue.Cboe => Venue.Cboe,
            domain.Venue.Taifex => Venue.Taifex,


@@ -171,6 +177,7 @@ namespace bts.api {
            Venue.Deribit => domain.Venue.Deribit,
            Venue.Ftx => domain.Venue.Ftx,
            Venue.Binance => domain.Venue.Binance,
+            Venue.BinanceCoinFutures => domain.Venue.BinanceCoinFutures,
            Venue.BinanceUs => domain.Venue.BinanceUs,
            Venue.BinanceUsdsFutures => domain.Venue.BinanceUsdsFutures,
            Venue.Coinbase => domain.Venue.Coinbase,
@@ -162,7 +162,7 @@
         return leg.signed_quantity() switch {
            1.0 => sec_str,
            -1.0 => $"-{sec_str}",
-            _ => ""
+            _ => $"{leg.signed_quantity()}{sec_str}",
         };
      }

@@ -172,7 +172,7 @@
         return leg.signed_quantity() switch {
            1.0 => $"+{sec_str}",
            -1.0 => $"-{sec_str}",
-            _ => $"{leg.signed_quantity():+0;-0}{sec_str}",
+            _ => $"{leg.signed_quantity():+0.######;-0.######}{sec_str}",
         };
      }
   }
@@ -640,6 +640,9 @@ namespace System.Collections.Generic {
      public static List<T> ToListSorted<T, TKey>(this IEnumerable<T> enumerable, Func<T, TKey> key_selector, IComparer<TKey> key_comparer) =>
         enumerable.ToListSorted(key_comparer.wrap(key_selector));

+      public static List<T> ToListSorted<T>(this IEnumerable<T> enumerable) where T : IComparable<T> =>
+         enumerable.ToListSorted(Comparer<T>.Default);
+
      public static List<T> ToListSorted<T>(this IEnumerable<T> enumerable, IComparer<T> comparer) {
         var list = new List<T>(enumerable);
         list.Sort(comparer);
@@ -73,7 +73,8 @@ namespace bts.collections {
      public IEnumerable<TRow> all_rows => _tree.all_rows;
      public int Count => _rows.Count;
      public int total_row_count => _tree.total_row_count;
-
+      public IEnumerable<TRow> GetAllRows(bool excludeFiltered = false) =>
+         _tree.GetAllRows(excludeFiltered);
      public IDisposable defer_refresh() =>
         _refresh.defer();

@@ -61,6 +61,8 @@ namespace bts.collections {
      IEnumerable<INode<TRow>> _root_nodes =>
         _filter == null ? _tree.RootNodes : _cached_filtered ?? (_cached_filtered = _tree.RootNodes.filtered(_filter).sorted_hard(_comparer));

+      public IEnumerable<TRow> GetAllRows(bool excludeFiltered = false) =>
+         excludeFiltered ? all_rows : _tree;
      // collapse
      public void collapse_row(TKey key) => _toggle_is_expanded(key, false);
      public void collapse_all() => _toggle_is_expanded(false);
@@ -0,0 +1,17 @@
+#nullable enable
+
+namespace Spark.Core.Math;
+
+public enum RoundingMode {
+   None,
+   // Round to the closest integer (up if decimal part is >= 0.5, otherwise down)
+   Closest,
+   // Round up
+   Up,
+   // Round down
+   Down,
+   // Round positive numbers up, and negative numbers down
+   AbsUp,
+   // Round positive numbers down, and negative numbers up
+   AbsDown
+}
@@ -0,0 +1,31 @@
+#nullable enable
+namespace bts;
+
+using System;
+
+public class ThrottledAction {
+   readonly TimeSpan interval;
+   readonly bool measureEndToNextStart;
+   DateTime lastInvokedTime = DateTime.MinValue;
+
+   public ThrottledAction(TimeSpan interval, bool measureEndToNextStart = true) {
+      this.interval = interval;
+      this.measureEndToNextStart = measureEndToNextStart;
+   }
+
+   public bool Execute(Action action) {
+      var now = DateTime.Now;
+      var elapsed = now - lastInvokedTime;
+      if (elapsed < interval) {
+         return false;
+      }
+      if (measureEndToNextStart) {
+         action();
+         lastInvokedTime = DateTime.Now;
+      } else {
+         lastInvokedTime = now;
+         action();
+      }
+      return true;
+   }
+}
@@ -1,143 +1,163 @@
-namespace System {
-   using bts;
-
-   using System.Diagnostics.CodeAnalysis;
-
-   public static class ConvertUtils {
-      public static object try_convert(Type type, object obj) {
-         try_convert(type, obj, out object result);
-         return result;
-      }
-
-      #nullable enable
-      public static bool try_convert<T>(
-         object obj,
-         [NotNullWhen(true)]out T? result,
-         LogLevel? log_level = null,
-         LogSubsystem log_subsystem = LogSubsystem.gen,
-         string? name = null) {
-         if (obj is T t) {
-            result = t;
-            return true;
-         }
-         if (try_convert(typeof(T), obj, out var result_obj)) {
-            result = (T)result_obj;
-            return true;
-         }
-         if (log_level.HasValue) {
-            name = name is null ? "obj" : $"'{name}'";
-            var msg = $"Expected {name} to be of type '{typeof(T)}', actually " +
-               $"'{obj?.GetType()?.ToString() ?? "null"}'.";
-            Log.log(new(log_subsystem, log_level.Value, msg));
-         }
-         result = default;
-         return false;
-      }
-      #nullable disable
-
-      public static bool try_convert(Type type, object obj, out object result) {
-         if (obj == null) {
-            result = get_default(type);
-            return false;
-         } else if (type.IsPrimitive && obj is IConvertible) {
-            result = Convert.ChangeType(obj, type);
-            return true;
-         } else if (type.IsAssignableFrom(obj.GetType())) {
-            result = obj;
-            return true;
-         } else if (type.IsEnum && obj is string) {
-            result = try_parse_enum(type, obj.ToString());
-            return true;
-         } else if (type.IsNullable()) {
-            if (try_convert(type.GetGenericArguments()[0], obj, out result)) {
-               return true;
-            }
-            result = null;
-            return false;
-         } else {
-            result = get_default(type);
-            return false;
-         }
-      }
-
-      public static T try_convert<T>(object obj) =>
-         (T)try_convert(typeof(T), obj);
-
-      public static T try_convert<T>(object obj, T default_value) =>
-         try_convert(obj, out T result) ? result : default_value;
-
-      public static bool try_convert<T>(object obj, out T result) {
-         bool rv = try_convert(typeof(T), obj, out object r_obj);
-         result = (T)r_obj;
-         return rv;
-      }
-
-      public static object get_default(Type type) =>
-         type.IsValueType ? Activator.CreateInstance(type) : null;
-
-      public static T ValueOrDefault<T>(T? nullable) where T : struct => nullable.HasValue ? nullable.Value : default;
-
-      public static bool is_compatible<T>(object obj) { return obj is T || (obj == null && default(T) == null); }
-
-      public static bool try_convert_args<T1, T2>(object[] args, out T1 arg1, out T2 arg2) {
-         if (args == null || args.Length != 2) {
-            arg1 = default;
-            arg2 = default;
-            return false;
-         }
-         bool rv = try_convert(args[0], out arg1);
-         rv |= try_convert(args[1], out arg2);
-         return rv;
-      }
-
-      public static bool try_convert_args<T1, T2, T3>(object[] args, out T1 arg1, out T2 arg2, out T3 arg3) {
-         if (args == null || args.Length != 3) {
-            arg1 = default;
-            arg2 = default;
-            arg3 = default;
-            return false;
-         }
-         bool rv = try_convert(args[0], out arg1);
-         rv |= try_convert(args[1], out arg2);
-         rv |= try_convert(args[2], out arg3);
-         return rv;
-      }
-
-      public static bool try_convert_args<T1, T2, T3, T4>(object[] args, out T1 arg1, out T2 arg2, out T3 arg3, out T4 arg4) {
-         if (args == null || args.Length != 4) {
-            arg1 = default;
-            arg2 = default;
-            arg3 = default;
-            arg4 = default;
-            return false;
-         }
-         bool rv = try_convert(args[0], out arg1);
-         rv |= try_convert(args[1], out arg2);
-         rv |= try_convert(args[2], out arg3);
-         rv |= try_convert(args[3], out arg4);
-         return rv;
-      }
-
-      public static object try_parse_enum(Type enum_type, string value, bool ignore_case = true) {
-         if (!enum_type.IsEnum) throw new ArgumentException("Must an enum type.", nameof(enum_type));
-         Array vals = Enum.GetValues(enum_type);
-         var str_comp = ignore_case ? StringComparison.CurrentCultureIgnoreCase : StringComparison.CurrentCulture;
-         foreach (object v in vals) {
-            if (string.Equals(v.ToString(), value, str_comp))
-               return v;
-         }
-         return Activator.CreateInstance(enum_type);
-      }
-
-      public static bool update_value_type<T>(ref T field, T newval) where T : struct, IEquatable<T> {
-         bool rv = !field.Equals(newval);
-         field = newval;
-         return rv;
-      }
-
-      public static class CastDelegate<T, TResult> {
-         public static readonly Func<T, TResult> value =
-            v => v is TResult r ? r : throw new InvalidCastException($"Failed to cast element in source collection from type {typeof(T)} to {typeof(TResult)}.");
-      }
-   }
-}
+namespace System {
+   using bts;
+
+   using System.Collections.Generic;
+   using System.Diagnostics.CodeAnalysis;
+
+   public static class ConvertUtils {
+      public static object try_convert(Type type, object obj) {
+         try_convert(type, obj, out object result);
+         return result;
+      }
+
+      #nullable enable
+      public static bool try_convert<T>(
+         object obj,
+         [NotNullWhen(true)]out T? result,
+         LogLevel? log_level = null,
+         LogSubsystem log_subsystem = LogSubsystem.gen,
+         string? name = null) {
+         if (obj is T t) {
+            result = t;
+            return true;
+         }
+         if (try_convert(typeof(T), obj, out var result_obj)) {
+            result = (T)result_obj;
+            return true;
+         }
+         if (log_level.HasValue) {
+            name = name is null ? "obj" : $"'{name}'";
+            var msg = $"Expected {name} to be of type '{typeof(T)}', actually " +
+               $"'{obj?.GetType()?.ToString() ?? "null"}'.";
+            Log.log(new(log_subsystem, log_level.Value, msg));
+         }
+         result = default;
+         return false;
+      }
+      #nullable disable
+
+      public static bool try_convert(Type type, object obj, out object result) {
+         if (obj == null) {
+            result = get_default(type);
+            return false;
+         } else if (type.IsPrimitive && obj is IConvertible) {
+            result = Convert.ChangeType(obj, type);
+            return true;
+         } else if (type.IsAssignableFrom(obj.GetType())) {
+            result = obj;
+            return true;
+         } else if (type.IsEnum && obj is string) {
+            result = try_parse_enum(type, obj.ToString());
+            return true;
+         } else if (type.IsNullable()) {
+            if (try_convert(type.GetGenericArguments()[0], obj, out result)) {
+               return true;
+            }
+            result = null;
+            return false;
+         } else {
+            result = get_default(type);
+            return false;
+         }
+      }
+
+      public static T try_convert<T>(object obj) =>
+         (T)try_convert(typeof(T), obj);
+
+      public static T try_convert<T>(object obj, T default_value) =>
+         try_convert(obj, out T result) ? result : default_value;
+
+      public static bool try_convert<T>(object obj, out T result) {
+         bool rv = try_convert(typeof(T), obj, out object r_obj);
+         result = (T)r_obj;
+         return rv;
+      }
+
+      public static object get_default(Type type) =>
+         type.IsValueType ? Activator.CreateInstance(type) : null;
+
+      public static T ValueOrDefault<T>(T? nullable) where T : struct => nullable.HasValue ? nullable.Value : default;
+
+      public static bool is_compatible<T>(object obj) { return obj is T || (obj == null && default(T) == null); }
+
+      public static bool try_convert_args<T1, T2>(object[] args, out T1 arg1, out T2 arg2) {
+         if (args == null || args.Length != 2) {
+            arg1 = default;
+            arg2 = default;
+            return false;
+         }
+         bool rv = try_convert(args[0], out arg1);
+         rv |= try_convert(args[1], out arg2);
+         return rv;
+      }
+
+      public static bool try_convert_args<T1, T2, T3>(object[] args, out T1 arg1, out T2 arg2, out T3 arg3) {
+         if (args == null || args.Length != 3) {
+            arg1 = default;
+            arg2 = default;
+            arg3 = default;
+            return false;
+         }
+         bool rv = try_convert(args[0], out arg1);
+         rv |= try_convert(args[1], out arg2);
+         rv |= try_convert(args[2], out arg3);
+         return rv;
+      }
+
+      public static bool try_convert_args<T1, T2, T3, T4>(object[] args, out T1 arg1, out T2 arg2, out T3 arg3, out T4 arg4) {
+         if (args == null || args.Length != 4) {
+            arg1 = default;
+            arg2 = default;
+            arg3 = default;
+            arg4 = default;
+            return false;
+         }
+         bool rv = try_convert(args[0], out arg1);
+         rv |= try_convert(args[1], out arg2);
+         rv |= try_convert(args[2], out arg3);
+         rv |= try_convert(args[3], out arg4);
+         return rv;
+      }
+
+      public static bool TryConvertArgs<T1, T2, T3, T4, T5>(IEnumerable<object> args, out T1 arg1, out T2 arg2, out T3 arg3, out T4 arg4, out T5 arg5) {
+         using var en = args.GetEnumerator();
+         bool success = true;
+         convertNext(en, ref success, out arg1);
+         convertNext(en, ref success, out arg2);
+         convertNext(en, ref success, out arg3);
+         convertNext(en, ref success, out arg4);
+         convertNext(en, ref success, out arg5);
+         return success;
+      }
+
+      public static object try_parse_enum(Type enum_type, string value, bool ignore_case = true) {
+         if (!enum_type.IsEnum) throw new ArgumentException("Must an enum type.", nameof(enum_type));
+         Array vals = Enum.GetValues(enum_type);
+         var str_comp = ignore_case ? StringComparison.CurrentCultureIgnoreCase : StringComparison.CurrentCulture;
+         foreach (object v in vals) {
+            if (string.Equals(v.ToString(), value, str_comp))
+               return v;
+         }
+         return Activator.CreateInstance(enum_type);
+      }
+
+      public static bool update_value_type<T>(ref T field, T newval) where T : struct, IEquatable<T> {
+         bool rv = !field.Equals(newval);
+         field = newval;
+         return rv;
+      }
+
+      static void convertNext<T>(IEnumerator<object> enumerator, ref bool success, out T arg) {
+         if (!success || !enumerator.MoveNext()) {
+            arg = default;
+            success = false;
+         }
+         success = try_convert(enumerator.Current, out arg);
+      }
+
+      public static class CastDelegate<T, TResult> {
+         public static readonly Func<T, TResult> value =
+            v => v is TResult r ? r : throw new InvalidCastException($"Failed to cast element in source collection from type {typeof(T)} to {typeof(TResult)}.");
+      }
+   }
+}
@@ -1,5 +1,6 @@
 namespace bts.utils {
   using Spark.Core;
+   using Spark.Core.Math;

   using System;
   using System.Collections.Generic;
@@ -50,6 +51,30 @@ namespace bts.utils {
      public static bool is_nan<T>(T value) where T : INumber<T> =>
         NormalNumericOps<T>.is_nan(value);

+      public static bool can_increment<T>(T value, T addend) where T : INumber<T>, IMinMaxValue<T> {
+         if (value > T.Zero != addend > T.Zero) {
+            return true;
+         }
+         if (value > T.Zero) {
+            return addend < T.MaxValue - value;
+         }
+         if (value < T.Zero) {
+            return addend > T.MinValue - value;
+         }
+         return true;
+      }
+
+      public static bool try_increment<T>(ref T value, T addend) where T : INumber<T>, IMinMaxValue<T> {
+         if (can_increment(value, addend)) {
+            value += addend;
+            return true;
+         }
+         return false;
+      }
+
+      public static bool try_increment(ref int value, long addend) =>
+         addend <= int.MaxValue && addend >= int.MinValue && try_increment(ref value, (int)addend);
+
      public static float gcd(IEnumerable<float> nums) =>
         gcd<float, NumericCastConverter>(nums);

@@ -170,6 +195,22 @@ namespace bts.utils {
      public static T round_fractional_units<T>(T value, T fractional_unit) where T : IFloatingPoint<T> =>
         T.Round(value / fractional_unit);

+      public static T round_fractional_units<T>(T value, T fractional_unit, RoundingMode rounding_mode) where T : struct, IFloatingPoint<T> =>
+         round_fractional_units(value, fractional_unit, rounding_mode, T.Zero);
+
+      public static T round_fractional_units<T>(T value, T fractional_unit, RoundingMode rounding_mode, T epsilon) where T : IFloatingPoint<T> =>
+         rounding_mode switch {
+            RoundingMode.Up => T.Ceiling((value - epsilon) / fractional_unit),
+            RoundingMode.Down => T.Floor((value + epsilon) / fractional_unit),
+            RoundingMode.AbsUp => value < T.Zero
+               ? T.Floor((value + epsilon) / fractional_unit)
+               : T.Ceiling((value - epsilon) / fractional_unit),
+            RoundingMode.AbsDown => value < T.Zero
+               ? T.Ceiling((value - epsilon) / fractional_unit)
+               : T.Floor((value + epsilon) / fractional_unit),
+            _ => T.Round(value / fractional_unit),
+         };
+
      public static double round_down_abs(double value) =>
         round_down_abs(value, EPSILON);

@@ -449,10 +490,12 @@ namespace bts.utils {
            }

            static bool try_mk_floating_point_type([NotNullWhen(true)] out Type type) {
-               try {
-                  type = typeof(IFloatingPoint<>).MakeGenericType(typeof(T));
-                  return type.IsAssignableFrom(typeof(T));
-               } catch { }
+               if (typeof(T).GetInterfaces().Any(iface => iface.IsGenericType && iface.GetGenericTypeDefinition().Equals(typeof(IFloatingPoint<>)))) {
+                  try {
+                     type = typeof(IFloatingPoint<>).MakeGenericType(typeof(T));
+                     return type.IsAssignableFrom(typeof(T));
+                  } catch { }
+               }
               type = null;
               return false;
            }
@@ -6,6 +6,8 @@ using mbts;
 using mbts.spark;
 using mbts.user.settings;

+using Spark.Core.Math;
+
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -159,7 +161,7 @@ namespace bts.tests.security {
         var price_break = tick.low_tick_inclusive_end;
         foreach (var p in prices) {
            var expected_ticks_from_zero = TickTestHelper.count_ticks(tick, p);
-            var actual_ticks_from_zero = TickUtils.count_ticks(tick, p);
+            var actual_ticks_from_zero = TickUtils.count_ticks(tick, p, RoundingMode.Closest);
            Assert.That(expected_ticks_from_zero == actual_ticks_from_zero,
               $"Expected ticks from zero to be '{expected_ticks_from_zero}', actually '{actual_ticks_from_zero}' " +
               $"(low/high/pricebreak: {tick.low_tick}/{tick.high_tick}/{price_break}, price: {p}).");
@@ -177,24 +179,6 @@ namespace bts.tests.security {
         }
      }

-      void _test_tick_increment(ContractSpecificationImmutable spec, double from, double to) {
-         if (!from.is_real() || !to.is_real())
-            return;
-         var (min, max) = MathUtils.get_outliers(from, to);
-         if (spec.PriceBreak.is_real()) {
-            if (min >= spec.PriceBreak) {
-               //_test_single_tick(spec.HighTick, min, max);
-            } else if (max <= spec.PriceBreak) {
-               _test_tick_increment(spec, spec.LowTick, min, max);
-            } else {
-               //if (round_ticks(spec.LowTick, min, out var ))
-               _test_tick_increment_across_break(spec, min, max);
-            }
-         } else {
-            _test_tick_increment(spec, spec.LowTick, min, max);
-         }
-      }
-
      void _test_tick_increment(RegionalTickFactors tick, double from, double to) {
         if (!from.is_real() || !to.is_real())
            return;
@@ -260,18 +244,6 @@ namespace bts.tests.security {
         Assert.That(MathUtils.marginal_equals(batch_tick_down_result, rounded_min, TickUtils.precision_const<double>()));
      }

-      void _test_tick_increment(ContractSpecificationImmutable spec, double tick_size, double min, double max) {
-         // min round/partial tick
-         Assert.That(TickTestHelper.round_ticks(tick_size, min, out var rounded_min, out var rounded_min_ticks));
-         var min_partial_tick = TickTestHelper.check_partial_tick(spec, min, rounded_min, true);
-         // max round/partial tick
-         Assert.That(TickTestHelper.round_ticks(tick_size, max, out var rounded_max, out var rounded_max_ticks));
-         var max_partial_tick = TickTestHelper.check_partial_tick(spec, max, rounded_max, false);
-         var full_ticks = rounded_max_ticks - rounded_min_ticks;
-         Assert.That(MathUtils.marginal_equals(rounded_max, spec.tickup(min, full_ticks + min_partial_tick), TickUtils.precision_const<double>()));
-         Assert.That(MathUtils.marginal_equals(rounded_min, spec.tickup(max, -(full_ticks + max_partial_tick)), TickUtils.precision_const<double>()));
-      }
-
      void _test_tick_increment(RegionalTickFactors tick, double tick_size, double min, double max) {
         // min round/partial tick
         Assert.That(TickTestHelper.round_ticks(tick_size, min, out var rounded_min, out var rounded_min_ticks));
@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.10)
 project(data_files)

 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.10)
 project(libspark)
 set(CMAKE_SHARED_LIBRARY_PREFIX "")
 include(GNUInstallDirs)
@@ -0,0 +1,34 @@
+syntax = "proto3";
+
+import "lib/api/domain/SecurityCriteria.proto";
+import "lib/api/core/RegexFormatting.proto";
+
+package bts.api.md;
+
+option csharp_namespace = "bts.api.md";
+option cc_enable_arenas = true;
+
+message BinanceCoinFuturesMarketDataConfig {
+  uint32 num_depth_levels = 1;
+  uint32 depth_throttle_ms = 2;
+  bts.api.domain.SecurityCriteria security_criteria = 3;
+  // Market data isn't subscribed for securities listed here (even if they are
+  // included by 'security_criteria'). There are some securities that don't
+  // fit into our system just yet, such as 'BTCBIDR', which trades in prices
+  // larger than our cpp 'domain::Price' class supports.
+  repeated string excluded_securities = 4;
+
+  // The list of instruments at Binance is obtained via an 'exchangeInfo' http
+  // rest request. In the corresponding response, each instrument has a 'pair'
+  // field, which is analgous to a security desc in our system (a unique
+  // human-readable string representation of the security). For some
+  // instruments, the string representation used in the market depth request is
+  // slightly different.
+  //
+  // 'depth_symbol_mappings' is a list of regex find/replace patterns to
+  // apply (to the 'pair' field) when subscribing to depth.
+  repeated bts.api.core.RegexFormatting security_desc_formattings = 5;
+
+  string url_rest_base = 6;
+  string url_ws_base = 7;
+}
@@ -1,7 +1,6 @@
 syntax = "proto3";

 import "lib/api/domain/SecurityCriteria.proto";
-import "lib/api/core/RegexFormatting.proto";

 package bts.api.md;

@@ -9,6 +8,13 @@ option csharp_namespace = "bts.api.md";
 option cc_enable_arenas = true;

 message BinanceUsdsFuturesMarketDataConfig {
+  message Subscription {
+    string symbol = 1;
+    string pair = 2;
+    string contract_type = 3;
+    string base_asset = 4;
+    string quote_asset = 5;
+  }
  uint32 num_depth_levels = 1;
  uint32 depth_throttle_ms = 2;
  bts.api.domain.SecurityCriteria security_criteria = 3;
@@ -17,17 +23,7 @@ message BinanceUsdsFuturesMarketDataConfig {
  // fit into our system just yet, such as 'BTCBIDR', which trades in prices
  // larger than our cpp 'domain::Price' class supports.
  repeated string excluded_securities = 4;
-
-  // The list of instruments at Binance is obtained via an 'exchangeInfo' http
-  // rest request. In the corresponding response, each instrument has a 'pair'
-  // field, which is analgous to a security desc in our system (a unique
-  // human-readable string representation of the security). For some
-  // instruments, the string representation used in the market depth request is
-  // slightly different.
-  //
-  // 'depth_symbol_mappings' is a list of regex find/replace patterns to
-  // apply (to the 'pair' field) when subscribing to depth.
-  repeated bts.api.core.RegexFormatting security_desc_formattings = 5;
+  repeated Subscription subscriptions = 8;

  string url_rest_base = 6;
  string url_ws_base = 7;
@@ -2,6 +2,7 @@ syntax = "proto3";

 import "lib/api/md/FTXMarketDataConfig.proto";
 import "lib/api/md/BinanceMarketDataConfig.proto";
+import "lib/api/md/BinanceCoinFuturesMarketDataConfig.proto";
 import "lib/api/md/BinanceUsMarketDataConfig.proto";
 import "lib/api/md/CoinbaseMarketDataConfig.proto";
 import "lib/api/md/BinanceUsdsFuturesMarketDataConfig.proto";
@@ -21,6 +22,7 @@ package bts.api.md;
 message MarketDataConfig {
  repeated FTXMarketDataConfig ftx = 1;
  repeated BinanceMarketDataConfig binance = 2;
+  repeated BinanceCoinFuturesMarketDataConfig binance_coin_futures = 11;
  repeated BinanceUsdsFuturesMarketDataConfig binance_usds_futures = 3;
  repeated BinanceUsMarketDataConfig binance_us = 4;
  repeated DeribitMarketDataConfig deribit = 5;
@@ -9,7 +9,9 @@ option cc_enable_arenas = true;
 // Config to control the recording of the market data for an exchange.
 // This config is part of MarketDataConfig.proto
 message MarketDataRecordingConfig {
-   uint32 num_of_seconds_to_run = 10;
+   uint32 num_of_seconds_to_run_file_writer=12;
+   uint32 num_of_seconds_to_run_db_writer=13;
   bts.api.Venue venue = 20;
   uint32 n_book_levels = 30;
+   uint32 batch_size = 40;
 }
@@ -13,4 +13,6 @@ option cc_enable_arenas = true;
 message MarketDataReplayConfig {
   bts.api.Venue venue = 10;
   double replay_speed = 20;
+   // whether to replay books 
+   bool publish_boostrap_books_only = 30;
 }
@@ -66,6 +66,7 @@ bool AdminServiceUtils::has_exchange(
   case api::Venue::VENUE_DERIBIT: // TODO
   case api::Venue::VENUE_FTX:
   case api::Venue::VENUE_BINANCE:
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
   case api::Venue::VENUE_BINANCE_US:
   case api::Venue::VENUE_COINBASE:
   case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -185,6 +186,7 @@ AdminServiceUtils::resolve_connection(
   case api::Venue::VENUE_FTX:
   case api::Venue::VENUE_OKX:
   case api::Venue::VENUE_BINANCE:
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
   case api::Venue::VENUE_BINANCE_US:
   case api::Venue::VENUE_COINBASE:
   case api::Venue::VENUE_TAIFEX:
@@ -454,6 +456,7 @@ std::string AdminServiceUtils::find_account_exchange_account(
   case api::Venue::VENUE_DERIBIT: // TODO
   case api::Venue::VENUE_FTX:     // TODO
   case api::Venue::VENUE_BINANCE: // TODO
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
   case api::Venue::VENUE_BINANCE_US:
   case api::Venue::VENUE_COINBASE:
   case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -580,6 +583,21 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(
      out_result.set_is_success(true);
      return rv;
   }
+   case api::VENUE_OKX: {
+      rv.set_session("okx_1");
+      rv.set_account(account_ptr->name());
+      rv.set_operator_id(user_ptr->name());
+      // AdminServiceUtils::ExchangeSubAccountResolver resolver;
+      // auto sub_acc_ptr = resolver.find_entry(&sec, account_ptr->name(), true);
+      // if (!sub_acc_ptr) {
+      //    out_result.set_is_success(false);
+      //    out_result.set_error_text("Could not resolve sub account");
+      //    return rv;
+      // }
+      // rv.set_account_code(sub_acc_ptr->exchange_subaccount());
+      out_result.set_is_success(true);
+      return rv;
+   }
   case api::Venue::VENUE_DERIBIT: {
      rv.set_session("deribit_1");
      rv.set_account(account_ptr->name());
@@ -749,12 +767,24 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(
      out_result.set_is_success(true);
      return rv;
   }
+   case api::VENUE_BINANCE_USDS_FUTURES: {
+      rv.set_session("binance_usds_futures_1");
+      rv.set_account(account_ptr->name());
+      rv.set_account(user_ptr->name());
+      out_result.set_is_success(true);
+      return rv;
+   }
+   case api::VENUE_BINANCE: {
+      rv.set_session("binance_1");
+      rv.set_account(account_ptr->name());
+      rv.set_account(user_ptr->name());
+      out_result.set_is_success(true);
+      return rv;
+   }
   case api::VENUE_FTX:     // TODO
-   case api::VENUE_BINANCE: // TODO
+   case api::VENUE_BINANCE_COIN_FUTURES:
   case api::VENUE_BINANCE_US:
   case api::Venue::VENUE_COINBASE:
-   case api::VENUE_BINANCE_USDS_FUTURES:
-   case api::VENUE_OKX:
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOECFE:
@@ -1145,6 +1175,7 @@ std::string AdminServiceUtils::find_user_exchange_id(
   case api::Venue::VENUE_DERIBIT: // TODO
   case api::Venue::VENUE_FTX:     // TODO
   case api::Venue::VENUE_BINANCE: // TODO
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
   case api::Venue::VENUE_BINANCE_US:
   case api::Venue::VENUE_COINBASE:
   case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -1180,6 +1211,7 @@ std::string AdminServiceUtils::find_user_company_id(
   case api::Venue::VENUE_DERIBIT:
   case api::Venue::VENUE_FTX:     // TODO
   case api::Venue::VENUE_BINANCE: // TODO
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
   case api::Venue::VENUE_BINANCE_US:
   case api::Venue::VENUE_COINBASE:
   case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -41,6 +41,18 @@ class AdminServiceUtils {
         }
         return nullptr;
      }
+
+      bts::config::toggles::ExchangeSubAccountUnit const *find_entry(
+          const std::string &account, bool is_internal_account) {
+         for (const auto &esa : exch_sub_accounts.accounts()) {
+            const auto &a = is_internal_account ? esa.bts_account_name()
+                                                : esa.exchange_subaccount();
+            if (a == account) {
+               return &esa;
+            }
+         }
+         return nullptr;
+      }
   };
   ////////////////////////////////////////////
   // connection accessors ////////////////////
@@ -74,11 +74,6 @@ function(get_cpp_sources dest)
    expression/ParserExceptions.cpp
    expression/Value.cpp
    expression/tests/expression_parser_tests.cpp
-    io/http/CurlHandle.cpp
-    io/http/HTTPClient.cpp
-    io/http/HTTPHeaders.cpp
-    io/http/HTTPRequest.cpp
-    io/http/HTTPResponse.cpp
    logging/LoggerHub.cpp
    logging/Sink.cpp
    logging/logging.cpp
@@ -4,6 +4,7 @@ SecurityMetadataCollection {
      scope {
        clauses {
          symbols: "BTC"
+          symbols: "ETH"
          security_types: SECURITY_TYPE_FUTURE
          security_types: SECURITY_TYPE_SPREAD
          venues: VENUE_BINANCE
@@ -13,11 +14,11 @@ SecurityMetadataCollection {
      value {
        quantity_display {
          tick_factors {
-            tick_base: 1
-            tick_unit: 10
+            tick_base: 1000
+            tick_unit: 1
          }
          display_multiplier: NaN
-          show_decimal_part: false
+          show_decimal_part: true
          pad_with_leading_zeros: true
          show_zero_integer: true
          nan_text: ""
@@ -4026,8 +4026,34 @@ JetFIX {
      connection: @JetFIXSimConnection.sim
      connection {
         name: "deribit_1"
+         max_order_msgs_per_window: 300
         venue: VENUE_DERIBIT
      }
+      connection {
+         name: "okx_1"
+         max_order_msgs_per_window: 300
+         venue: VENUE_OKX
+      }
+      connection {
+         name: "binance_usds_futures_1"
+         max_order_msgs_per_window: 300
+         venue: VENUE_BINANCE_USDS_FUTURES
+      }
+      connection {
+         name: "binance_1"
+         max_order_msgs_per_window: 300
+         venue: VENUE_BINANCE
+      }
+      connection {
+         name: "cboe_1"
+         max_order_msgs_per_window: 300
+         venue: VENUE_CBOE
+      }
+      connection {
+         name: "taifex_1"
+         max_order_msgs_per_window: 300
+         venue: VENUE_TAIFEX
+      }
      # CME EXECUTION NEEDS TO BE UPDATED, probably below
      # connection {
      #    name: "onixs_sim"
@@ -1,5 +1,6 @@
 Spreader {
   value {
      n_failed_iocs: 20
+      qty_multiplier: 100000
   }
 }
@@ -19,6 +19,11 @@ SymbolLists {
      symbol: "BTC"
      symbol: "ETH"
    }
+    list {
+      key: "BINANCE_COIN_FUTURES"
+      symbol: "BTC"
+      symbol: "ETH"
+    }
    list {
      key: "TAIFEX"
      symbol: "QFFH"
@@ -140,6 +145,11 @@ Symbols {
      spot: @SymbolLists.list[BINANCE].symbol
      spread: @SymbolLists.list[BINANCE].symbol
    }
+    venues {
+      name: "VENUE_BINANCE_COIN_FUTURES"
+      future: @SymbolLists.list[BINANCE_COIN_FUTURES].symbol
+      spread: @SymbolLists.list[BINANCE_COIN_FUTURES].symbol
+    }
    venues {
      name: "VENUE_BINANCE_US"
      spot: @SymbolLists.list[BINANCE_US].symbol
@@ -13,6 +13,19 @@ MarketDataConfig {
      }
    }

+    binance_coin_futures {
+      num_depth_levels: 5
+      url_rest_base: "https://testnet.binancefuture.com"
+      url_ws_base: "wss://dstream.binance.com"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_FUTURE
+          symbols: "BTC"
+          symbols: "ETH"
+        }
+      }
+    }
+
    binance_us {
      num_depth_levels: 5
      url_rest_base: "https://api.binance.us"
@@ -13,6 +13,19 @@ MarketDataConfig {
      }
    }

+    binance_coin_futures {
+      num_depth_levels: 5
+      url_rest_base: "https://dapi.binance.com"
+      url_ws_base: "wss://dstream.binance.com"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_FUTURE
+          symbols: "BTC"
+          symbols: "ETH"
+        }
+      }
+    }
+
    binance_usds_futures {
      num_depth_levels: 5
      url_rest_base: "https://dapi.binance.com"
@@ -4,6 +4,7 @@ package bts.config;

 message Spreader {
  uint32 n_failed_iocs = 10;
+  uint32 qty_multiplier = 15;

  // if this is set to true, the spreader internally
  // generates fake fills to keep the cache (data and
@@ -28,6 +28,9 @@ class TimeSpan {
   static constexpr TimeSpan from_micros(std::int64_t value);
   static constexpr TimeSpan from_millis(std::int64_t value);
   static constexpr TimeSpan from_seconds(std::int64_t value);
+   static constexpr TimeSpan from_minutes(std::int64_t value);
+   static constexpr TimeSpan from_hours(std::int64_t value);
+   static constexpr TimeSpan from_days(std::int64_t value);
   static TimeSpan from_posix_duration(boost::posix_time::time_duration t);
   static TimeSpan from_iso_string(const std::string &iso_string);

@@ -53,6 +56,8 @@ constexpr bool operator<(TimeSpan lhs, TimeSpan rhs) noexcept;
 constexpr bool operator<=(TimeSpan lhs, TimeSpan rhs) noexcept;
 constexpr bool operator>(TimeSpan lhs, TimeSpan rhs) noexcept;
 constexpr bool operator>=(TimeSpan lhs, TimeSpan rhs) noexcept;
+constexpr TimeSpan operator-(TimeSpan lhs, TimeSpan rhs) noexcept;
+constexpr TimeSpan operator+(TimeSpan lhs, TimeSpan rhs) noexcept;

 std::ostream &operator<<(std::ostream &out, const TimeSpan &ts) noexcept;

@@ -83,6 +88,21 @@ constexpr TimeSpan TimeSpan::from_seconds(std::int64_t value) {
   return TimeSpan{value * nanos_per_second};
 }

+constexpr TimeSpan TimeSpan::from_minutes(std::int64_t value) {
+   constexpr const auto nanos_per_minute = 60'000'000'000;
+   return TimeSpan{value * nanos_per_minute};
+}
+
+constexpr TimeSpan TimeSpan::from_hours(std::int64_t value) {
+   constexpr const auto nanos_per_hour = 3'600'000'000'000;
+   return TimeSpan{value * nanos_per_hour};
+}
+
+constexpr TimeSpan TimeSpan::from_days(std::int64_t value) {
+   constexpr const auto nanos_per_day = 86'400'000'000'000;
+   return TimeSpan{value * nanos_per_day};
+}
+
 constexpr std::int64_t TimeSpan::nanos() const { return ticks_; }

 constexpr std::int64_t TimeSpan::micros() const { return ticks_ / 1'000; }
@@ -130,6 +150,14 @@ constexpr bool operator>=(TimeSpan lhs, TimeSpan rhs) noexcept {
   return lhs.nanos() >= rhs.nanos();
 }

+constexpr TimeSpan operator-(TimeSpan lhs, TimeSpan rhs) noexcept {
+   return TimeSpan{lhs.nanos() - rhs.nanos()};
+}
+
+constexpr TimeSpan operator+(TimeSpan lhs, TimeSpan rhs) noexcept {
+   return TimeSpan{lhs.nanos() + rhs.nanos()};
+}
+
 } // namespace bts::core

 FMT_IMPL(bts::core::TimeSpan, t, "{}", t.to_iso_string());
@@ -5,12 +5,19 @@
 namespace bts::core {

 using std::uint32_t;
+using std::uint8_t;

-static bool is_valid_ymd(uint32_t year, uint32_t month, uint32_t day) {
+static bool is_valid_ymd(uint32_t year, uint8_t month, uint8_t day) {
   return year >= 1970 && month >= 1 && month <= 12 && day >= 1 && day <= 31;
 }

-TimeStamp::TimeStamp(uint32_t year, uint32_t month, uint32_t day) {
+TimeStamp::TimeStamp(
+    uint32_t year,
+    uint8_t month,
+    uint8_t day,
+    uint8_t hour,
+    uint8_t minute,
+    uint8_t second) {
   bts_assert_msgf(
       is_valid_ymd(year, month, day), "Invalid timestamp {}/{}/{} (y/m/d)",
       year, month, day);
@@ -18,6 +25,9 @@ TimeStamp::TimeStamp(uint32_t year, uint32_t month, uint32_t day) {
   date.tm_year = year - 1900;
   date.tm_mon = month - 1;
   date.tm_mday = day;
+   date.tm_hour = hour;
+   date.tm_min = minute;
+   date.tm_sec = second;
   auto time = std::chrono::system_clock::from_time_t(mktime(&date));
   auto duration = time.time_since_epoch();
   value_ =
@@ -25,7 +35,7 @@ TimeStamp::TimeStamp(uint32_t year, uint32_t month, uint32_t day) {
 }

 bool TimeStamp::from_ymd(
-    std::uint32_t year, std::uint32_t month, std::uint32_t day, TimeStamp *result) {
+    uint32_t year, uint8_t month, uint8_t day, TimeStamp *result) {
   if (!is_valid_ymd(year, month, day)) {
      return false;
   }
@@ -8,7 +8,6 @@
 #include <boost/date_time/posix_time/posix_time_duration.hpp>
 #include <boost/date_time/posix_time/ptime.hpp>
 #include <boost/date_time/time.hpp>
-#include <chrono>
 #include <cstdint>
 #include <fmt/format.h>
 #include <limits>
@@ -16,6 +15,9 @@

 namespace bts::core {

+#define VALID_YMD(year, month, day)                                            \
+   (year >= 1970 && month >= 1 && month <= 12 && day >= 1 && day <= 31)
+
 /**
 * @brief Represents time as nano-seconds since the unix epoch (Jan 1, 1970)
 */
@@ -23,8 +25,14 @@ struct TimeStamp {
 public:
   constexpr TimeStamp() = default;
   explicit constexpr TimeStamp(std::uint64_t value);
-   // constructs a TimeStamp from a UTC date
-   explicit TimeStamp(uint32_t year, uint32_t month, uint32_t day);
+   TimeStamp(std::uint32_t year, std::uint8_t month, std::uint8_t day);
+   TimeStamp(
+       std::uint32_t year,
+       std::uint8_t month,
+       std::uint8_t day,
+       std::uint8_t hour,
+       std::uint8_t minute,
+       std::uint8_t second);

   static constexpr TimeStamp min();
   static constexpr TimeStamp max();
@@ -36,10 +44,33 @@ struct TimeStamp {
   static constexpr TimeStamp from_seconds(std::int64_t value);
   static TimeStamp from_ptime(boost::posix_time::ptime t);
   static TimeStamp from_iso_string(const std::string &iso_string);
+
+   // Constructs a TimeStamp from a UTC date
+   static TimeStamp from_ymd(
+       std::uint32_t year, std::uint8_t month, std::uint8_t day);
+
   static bool from_ymd(
       std::uint32_t year,
-       std::uint32_t month,
-       std::uint32_t day,
+       std::uint8_t month,
+       std::uint8_t day,
+       TimeStamp *result);
+
+   static TimeStamp from_ymdhms(
+       std::uint32_t year,
+       std::uint8_t month,
+       std::uint8_t day,
+       std::uint8_t hour,
+       std::uint8_t minute,
+       std::uint8_t second);
+
+   // Constructs a TimeStamp from a UTC date
+   static bool from_ymdhms(
+       std::uint32_t year,
+       std::uint8_t month,
+       std::uint8_t day,
+       std::uint8_t hour,
+       std::uint8_t minute,
+       std::uint8_t second,
       TimeStamp *result);

   constexpr std::uint64_t nanos() const;
@@ -50,8 +81,11 @@ struct TimeStamp {
   constexpr double total_millis() const;
   constexpr double total_seconds() const;

-   constexpr std::int64_t to_int64();
-   inline void to_date(uint32_t &year, uint32_t &month, uint32_t &day);
+   constexpr std::int64_t to_int64() const;
+   std::int64_t to_date_int() const;
+   void to_date(uint32_t &year, uint32_t &month, uint32_t &day) const;
+   // Gets a TimeStamp representing this date at midnight.
+   TimeStamp date() const;
   constexpr boost::posix_time::ptime to_ptime() const;
   std::string to_iso_string() const;
   // current epoch ns
@@ -82,7 +116,9 @@ constexpr bool operator>=(TimeStamp lhs, TimeStamp rhs) noexcept;

 constexpr TimeSpan operator-(TimeStamp lhs, TimeStamp rhs) noexcept;
 constexpr TimeStamp operator-(TimeStamp lhs, TimeSpan rhs) noexcept;
+TimeStamp &operator-=(TimeStamp &lhs, TimeSpan rhs) noexcept;
 constexpr TimeStamp operator+(TimeStamp lhs, TimeSpan rhs) noexcept;
+TimeStamp &operator+=(TimeStamp &lhs, TimeSpan rhs) noexcept;

 std::ostream &operator<<(std::ostream &out, const TimeStamp &ts) noexcept;

@@ -92,6 +128,10 @@ std::ostream &operator<<(std::ostream &out, const TimeStamp &ts) noexcept;

 constexpr TimeStamp::TimeStamp(std::uint64_t value) : value_(value) {}

+inline TimeStamp::TimeStamp(
+    std::uint32_t year, std::uint8_t month, std::uint8_t day)
+    : TimeStamp(year, month, day, 0, 0, 0) {}
+
 constexpr TimeStamp TimeStamp::min() { return TimeStamp{0}; }

 constexpr TimeStamp TimeStamp::max() {
@@ -144,13 +184,21 @@ constexpr double TimeStamp::total_seconds() const {
   return static_cast<double>(value_) / 1000'000'000;
 }

-constexpr std::int64_t TimeStamp::to_int64() {
+constexpr std::int64_t TimeStamp::to_int64() const {
   bts_assert(
       value_ <=
       static_cast<std::int64_t>(std::numeric_limits<std::int64_t>::max()));
   return static_cast<std::int64_t>(value_);
 }
-void TimeStamp::to_date(uint32_t &year, uint32_t &month, uint32_t &day) {
+
+inline std::int64_t TimeStamp::to_date_int() const {
+   std::uint32_t y, m, d;
+   to_date(y, m, d);
+   return y << 6 | m << 4 | d;
+}
+
+inline void TimeStamp::to_date(
+    uint32_t &year, uint32_t &month, uint32_t &day) const {
   std::uint64_t epoch_secs = value_ / (1000 * 1000 * 1000);
   time_t ts_tt(epoch_secs);
   struct tm *ptm = gmtime(&ts_tt);
@@ -159,6 +207,12 @@ void TimeStamp::to_date(uint32_t &year, uint32_t &month, uint32_t &day) {
   day = ptm->tm_mday;
 }

+inline TimeStamp TimeStamp::date() const {
+   std::uint32_t y, m, d;
+   to_date(y, m, d);
+   return from_ymd(y, m, d);
+}
+
 constexpr boost::posix_time::ptime TimeStamp::to_ptime() const {
   constexpr const auto nanos_per_sec = 1'000'000'000;
   constexpr const auto nanos_per_micro = 1'000;
@@ -170,6 +224,36 @@ constexpr boost::posix_time::ptime TimeStamp::to_ptime() const {
          boost::posix_time::microseconds(nanos_rem / nanos_per_micro);
 }

+inline TimeStamp TimeStamp::from_ymd(
+    std::uint32_t year, std::uint8_t month, std::uint8_t day) {
+   return {year, month, day, 0, 0, 0};
+}
+
+inline TimeStamp TimeStamp::from_ymdhms(
+    std::uint32_t year,
+    std::uint8_t month,
+    std::uint8_t day,
+    std::uint8_t hour,
+    std::uint8_t minute,
+    std::uint8_t second) {
+   return {year, month, day, hour, minute, second};
+}
+
+inline bool TimeStamp::from_ymdhms(
+    std::uint32_t year,
+    std::uint8_t month,
+    std::uint8_t day,
+    std::uint8_t hour,
+    std::uint8_t minute,
+    std::uint8_t second,
+    TimeStamp *result) {
+   if (!VALID_YMD(year, month, day)) {
+      return false;
+   }
+   *result = TimeStamp{year, month, day, hour, minute, second};
+   return true;
+}
+
 constexpr bool operator==(TimeStamp lhs, TimeStamp rhs) noexcept {
   return lhs.nanos() == rhs.nanos();
 }
@@ -202,10 +286,20 @@ constexpr TimeStamp operator-(TimeStamp lhs, TimeSpan rhs) noexcept {
   return TimeStamp{lhs.nanos() - rhs.nanos()};
 }

+inline TimeStamp &operator-=(TimeStamp &lhs, TimeSpan rhs) noexcept {
+   lhs = lhs - rhs;
+   return lhs;
+}
+
 constexpr TimeStamp operator+(TimeStamp lhs, TimeSpan rhs) noexcept {
   return TimeStamp{lhs.nanos() + rhs.nanos()};
 }

+inline TimeStamp &operator+=(TimeStamp &lhs, TimeSpan rhs) noexcept {
+   lhs = lhs + rhs;
+   return lhs;
+}
+
 } // namespace bts::core

 FMT_IMPL(bts::core::TimeStamp, t, "{}", t.to_iso_string());
@@ -43,8 +43,6 @@ class BookT {

   void reset_merged_quantity();
   void reset_n_orders();
-   template <class Container>
-   void apply_changes(Side side, const Container &changes);

   /**
    * Removes price levels of the non-dominant side that cross the dominant
@@ -203,12 +201,6 @@ bool BookT<BS>::is_sorted() const {
   return Side::forboth([&](Side s) { return operator[](s).is_sorted(s); });
 }

-template <class BS>
-template <class Container>
-void BookT<BS>::apply_changes(Side side, const Container &changes) {
-   _books[static_cast<std::size_t>(side.value)].apply_changes(side, changes);
-}
-
 template <class BS>
 void from_json(const nlohmann::json &j, BookT<BS> &book) {
   io::JsonReader jr{&j};
@@ -33,6 +33,8 @@ api::domain::Venue DomainSecurityUtils::convert(bts::api::Venue venue) {
      return DOMAIN_VENUE(SIM);
   case bts::api::Venue::VENUE_BINANCE:
      return DOMAIN_VENUE(BINANCE);
+   case bts::api::Venue::VENUE_BINANCE_COIN_FUTURES:
+      return DOMAIN_VENUE(BINANCE_COIN_FUTURES);
   case bts::api::Venue::VENUE_BINANCE_US:
      return DOMAIN_VENUE(BINANCE_US);
   case bts::api::VENUE_BINANCE_USDS_FUTURES:
@@ -65,6 +67,8 @@ bts::api::Venue DomainSecurityUtils::convert(api::domain::Venue venue) {
      return api::Venue::VENUE_FTX;
   case DOMAIN_VENUE(BINANCE):
      return api::Venue::VENUE_BINANCE;
+   case DOMAIN_VENUE(BINANCE_COIN_FUTURES):
+      return api::Venue::VENUE_BINANCE_COIN_FUTURES;
   case DOMAIN_VENUE(BINANCE_US):
      return api::Venue::VENUE_BINANCE_US;
   case DOMAIN_VENUE(BINANCE_USDS_FUTURES):
@@ -166,8 +170,6 @@ std::string DomainSecurityUtils::get_exchange_id(const bts::api::Security &s) {
 bool DomainSecurityUtils::get_security_desc(
    const bts::api::Security &security, std::string &desc) {
   switch (security.ExchangeData_case()) {
-   case bts::api::Security::ExchangeDataCase::EXCHANGEDATA_NOT_SET:
-      bts_assert(false);
   case bts::api::Security::ExchangeDataCase::kCboe:
      desc = security.cboe().security_desc();
      break;
@@ -189,6 +191,9 @@ bool DomainSecurityUtils::get_security_desc(
   case bts::api::Security::ExchangeDataCase::kBinance:
      desc = security.binance().security_desc();
      break;
+   case bts::api::Security::ExchangeDataCase::kBinanceCoinFutures:
+      desc = security.binance_coin_futures().security_desc();
+      break;
   case bts::api::Security::ExchangeDataCase::kBinanceUs:
      desc = security.binance_us().security_desc();
      break;
@@ -205,6 +210,10 @@ bool DomainSecurityUtils::get_security_desc(
      desc = security.ftx().security_desc();
      break;
   default:
+      if (security.has_synthetic()) {
+         desc = security.synthetic().name();
+         break;
+      }
      return false;
   }
   return true;
Author	SHA1	Message	Date
Mohammad Arham	40e44db597	Fix: Added GCHandle in attempt to fix ui crash	2025-01-22 02:15:55 -05:00
Mohammad Arham	4a447e44e1	Add: Version to first log	2025-01-22 02:14:19 -05:00
John Colvin	b1f4654b3c	Fix benign typo in publish_spark.py	2025-01-21 17:28:50 -05:00
John Colvin	9d350334c0	fix build (installer): Fix install path typo in publish_spark.py	2025-01-21 17:28:05 -05:00
John Colvin	ac597f505f	fix build (installer): Set CMAKE_INSTALL_PATH for spark preset	2025-01-21 17:19:15 -05:00
John Colvin	147d9ceb1f	ui: Enable net change price display for synths in ladder	2025-01-21 13:11:16 -05:00
John Colvin	377804dfb9	fix (ui): Don't crash on bad regex in grid filters Wrap Regex construction in try/catch. This is from user input, so of course we can't assume it will be valid.	2025-01-21 09:26:37 -05:00
John Colvin	0d26401961	fix: Preserve tick_factors in TickDisplaySettings "with" ext Not sure this was a bug in practice, but it was definitely wrong.	2025-01-21 01:24:23 -05:00
John Colvin	889e226151	feat: Add setting to show notional values in ladder	2025-01-21 01:24:23 -05:00
John Colvin	986d53f4e0	ui: Make ladder size format text editable This is the best of both worlds: the user can choose from one of the canned presets in the dropdown, or specify a custom string format.	2025-01-21 01:24:23 -05:00
Taha	d13ba2968a	DateTimeExpanstionStream col name changes	2025-01-20 15:34:11 -05:00
John Colvin	1a192c8117	feat: Add setting to show ladder prices in basis pts from mid	2025-01-20 14:15:49 -05:00
John Colvin	5e36d4801c	cleanup: Remove redundant if/else code	2025-01-20 13:31:41 -05:00
John Colvin	2cf6411ca7	fix: Send exchangeInfo req via our HttpClient instead of ccapi Bugs (fixed): * We get a boost beast exception about the read limit being exceeded when requesting securities from Binance prod url (testnet works).	2025-01-19 14:21:11 +00:00
John Colvin	e99df129d5	cleanup: Remove erroneous include	2025-01-18 22:54:06 +00:00
John Colvin	d07c01bd17	ui: Support ladder ticks-per-row setting for synths The ticks-per-row control was likely hidden by accident in the first place. I'm guessing the original intent was to only hide the Price Terms control for synthetics. At the time, there were no other controls in the group box, so it made since to hide the whole thing. Some time later, we added the ticks-per-row setting to the same group box, and forgot to make the groupbox visible again.	2025-01-17 13:11:09 -05:00
Taha Afzal	d69673c524	Previous change was not setting the create time for orders, fixing that + changign one log level to Dag	2025-01-17 07:00:57 +00:00
Taha Afzal	4ee595cdaf	Fixing the issue were fractional fills on a working order could result in overfills being reported (it was only a reporting issue)	2025-01-17 06:38:38 +00:00
Mohammad Arham	6fcaf07df0	Fix: binance execution working on sim	2025-01-17 00:59:22 +00:00
Taha Afzal	492d48d886	Added qty_multiplier to spreader.proto	2025-01-16 20:18:26 +00:00
Taha Afzal	b6a56e768b	Adding config boolan config publish_boostrap_books_only to MarketDataReplayConfig which allows MDReplayer to only publish the bootstrap of all the books	2025-01-16 20:18:26 +00:00
Taha Afzal	3e2b5976a8	Minor changes and ocmments, to allow for fractional qtys	2025-01-16 20:18:26 +00:00
Mohammad Arham	edd3f6cbd6	FIX: Orderbook quantity display fixed	2025-01-15 14:47:09 -05:00
John Colvin	2e9347341b	fix: Don't throw ex just because leg qty is 0 ContractLegEnumerable shouldn't be responsible for security validation.	2025-01-14 12:58:58 -05:00
John Colvin	2061e38349	fix: Hook up mview venue filter in vm	2025-01-13 00:11:43 -05:00
Mohammad Arham	650dd57b6d	FIX: increase max symbo count from 32 to 1024	2025-01-13 04:42:13 +00:00
Mohammad Arham	82747f7dc0	Fix: OKX perp swaps are same as futures now	2025-01-13 04:41:29 +00:00
John Colvin	04b26904a3	ui: Sort exchanges in grid filter dropdown	2025-01-12 15:10:20 -05:00
John Colvin	f123e4c72c	ui: Add Exchange col to mview	2025-01-12 15:10:20 -05:00
John Colvin	b887cbebab	fix: Actually capture emumba deribit cfg obj by value The previous "fix" didn't actually work because, although the lambda captured the obj by value, the thread captured the lambda by reference!	2025-01-09 16:53:22 +00:00
John Colvin	14e975bc7e	vscode: Add Spark (Skip Build) entry to tasks.json	2025-01-09 11:23:30 -05:00
John Colvin	064f557057	ui: Sort accounts in ladder/ticket dropdown	2025-01-09 11:23:30 -05:00
John Colvin	4d106b5e6c	ui: Fix alignment issues in order ticket	2025-01-09 11:23:30 -05:00
John Colvin	9fbeaf0d68	ui: Make TickUpDown style match default (dark) Button * Set BorderThickness to 0 * Use same mouse-hover background as Button	2025-01-09 11:23:30 -05:00
John Colvin	4018ac8b78	ui: Add tooltips to order ticket	2025-01-09 11:23:30 -05:00
John Colvin	81c9503300	ui: Apply dark theme to order ticket buttons	2025-01-09 11:23:30 -05:00
John Colvin	477210926d	ui: Fix text color in algo popup	2025-01-09 11:23:29 -05:00
John Colvin	0aa48a79a9	ui: Remove single quotes from tooltip It looked busy	2025-01-09 01:38:26 -05:00
John Colvin	9e71c7af02	ui: Add tooltips to ladder	2025-01-09 01:38:26 -05:00
John Colvin	4647751409	vscode: Add Spark Test entry to launch.json, tasks.json	2025-01-09 01:03:33 -05:00
John Colvin	a3087b874b	cleanup: Remove unused code	2025-01-09 01:03:32 -05:00
John Colvin	5b2f5c5c8f	Don't throw/catch type exception needlessly	2025-01-09 01:03:32 -05:00
John Colvin	479227090e	ui: Remove overly rigid validation for "ticks per row" setting	2025-01-09 01:03:32 -05:00
John Colvin	2dfcf320f5	fix: Refresh ladder levels when "ticks per row" changes	2025-01-09 01:03:32 -05:00
John Colvin	b4c7213cb2	fix: Refresh ladder prices in view when they change Bugs (fixed): * Sometimes the prices in the left panel of the ladder get stale	2025-01-09 01:03:32 -05:00
John Colvin	c7dfd69b90	Consolidate tick rounding functions Too many functions were performing essentially the same service: rounding ticks. It was confusing.	2025-01-09 01:03:32 -05:00
John Colvin	4fdc866485	build: Propagate py script exit codes back to the shell I noticed the build cmds were broken on Windows because the debugger would still start even when the preLaunchTask (build) failed!	2025-01-09 01:03:32 -05:00
John Colvin	f5d5ca9a1c	ui: Use appropriate colors in font picker control We must have missed this when we switched to dark theme.	2025-01-09 01:03:32 -05:00
John Colvin	cfafcf77b9	ui: Use appropriate text color in ladder settings dialog We must have missed this black text when we switched to dark theme. While we're at it, freeze the brushes it uses, since they are stored in a StaticResource which could potentially be shared by multiple controls.	2025-01-09 01:03:32 -05:00
John Colvin	8ebe783139	fix: Clear low/high lines in ladder when scrolled out of view	2025-01-09 01:03:32 -05:00
John Colvin	1851a96a58	vscode: Add Spark (Skip Build) entry to launch.json	2025-01-09 01:03:32 -05:00
John Colvin	0b334ef870	fix: Remove erroneous early exit condition in Ladder render Bugs (fixed): * The ladder doesn't always render ask prices	2025-01-09 01:03:32 -05:00
John Colvin	ee811a729a	ui: Make ladder price line colors match button text	2025-01-09 01:03:32 -05:00
John Colvin	cb15be276d	ui: Show bid, ask, mid lines in ladder by default	2025-01-09 01:03:32 -05:00
John Colvin	7d5af6729b	ui: Show bid, ask, mid prices in ladder left panel	2025-01-09 01:03:31 -05:00
John Colvin	e5679cf082	ui: Make ladder price links prettier * Change them from hyperlinks to buttons * Add mouse hover animation * Align text to the right (so decimal places line up)	2025-01-09 01:03:31 -05:00
John Colvin	98f89b9ad4	fix: Capture emumba deribit cfg by value in thread body Bugs (fixed): * Sparkd occasionally assert crashes on startup because it fails to read emumba deribit config. Cause: This is a simple race bug. The config obj isn't captured by value, so it can be destructed before the thread references it.	2025-01-08 19:03:01 +00:00
John Colvin	ba4f8f67e3	fix: Disable binance usds futs symbol filter config This was a premature optimization, and has become a burden now that we need to subscribe to large symbol sets for Alphaworx.	2025-01-06 05:00:04 +00:00
John Colvin	9c78380490	fix build (gcc rel): Don't fallthrough switch cases	2025-01-06 03:52:25 +00:00
John Colvin	f6166f0674	fix: Show iceberg show qty in algo params grid Bugs (fixed): * In the ladder, you can't view/edit the iceberg show quantity. Cause: No view template was defined for nullable double params. Most likely, we changed the show qty in the vm from double to nullable double at some point, and forgot to reflect this change in the view. An easy mistake to make as it would not have broken the build.	2025-01-05 15:58:29 -05:00
John Colvin	6334a902e7	fix: Reclaim keyboard focus when mview popup is clicked	2025-01-05 15:29:11 -05:00
John Colvin	082ca62fff	fix: Focus price textbox when mview order ticket popup opens	2025-01-05 15:18:46 -05:00
John Colvin	9dbd8dd7c6	fix: Set focus through FocusScope element if one exists	2025-01-05 15:18:46 -05:00
John Colvin	8f7a4d0df6	Fix typo in AutoFocusTargetProvider dependency prop	2025-01-05 15:18:46 -05:00
John Colvin	f372dd56b3	fix: Return synthetic name in get_security_desc If the security is a synthetic (of course). Bugs (fixed): * Changing limits in the risk ui causes sparkd to assert crash	2025-01-05 20:15:10 +00:00
John Colvin	86eba20d61	build: Make compiler/build type case insensitive	2025-01-05 06:25:11 +00:00
John Colvin	35a985280d	fix: Run heartbeat timer in MarketDataGateway This is why we were getting those heartbeat asserts. Previously, only ExchangeSimApplication would start this timer. Since MarketDataGateway doesn't share its MDProducer with ExchangeSimApplication, it must start one itself.	2025-01-03 16:59:07 +00:00
John Colvin	f5e1b3319c	cleanup: Don't write to cout in SparkDataDirectory Don't need that noise.	2025-01-03 16:59:07 +00:00
John Colvin	65c3948e4f	cleanup: Remove unused code	2025-01-03 16:59:07 +00:00
John Colvin	002bdff9a3	fix: Don't parse non-existent json files in SparkDataDirectory Bugs (fixed): * Sparkd assert crashes if binance_usds_futures_execution.json file doesn't exist	2025-01-03 16:59:07 +00:00
John Colvin	bb6e5dd548	diag: Fix sparkd log path in show_last_run.sh	2025-01-03 16:59:07 +00:00
John Colvin	7c1aed3339	fix build (api server): Remove old cpps from source file list	2025-01-03 16:59:07 +00:00
John Colvin	22ae51fb99	build: Clean up build py scripts	2025-01-03 16:59:07 +00:00
John Colvin	a53d347f81	fix build (warns): Update cmake min version to 3.10 Versions < 3.10 will soon be deprecated (we just started getting warnings about it).	2025-01-03 16:59:07 +00:00
John Colvin	838dbcd886	build: In py build scripts, exit with code 1 on failure Previously, they would exit with 0 no matter what happened.	2025-01-03 16:59:07 +00:00
John Colvin	5ed2309d22	fix: Add switch case for VENUE_BTS in VenueIndex	2025-01-03 16:59:07 +00:00
John Colvin	4d41704dd2	build: Configure admin webapp build entirely in CMakeLists Get rid of build_admin_web_app.py	2025-01-03 16:59:07 +00:00
John Colvin	bd1000e518	build: Get rid of explicit "targets" in CMakePresets for sparkd So we don't have to worry about keeping it synchronized with the actual targets in the build (just one more thing that can break). You can build specific targets via the cmake cli anyways.	2025-01-03 16:59:07 +00:00
John Colvin	dd4aa3c2ed	build: Update fable in dotnet-tools.json	2025-01-03 16:59:07 +00:00
John Colvin	fee9d3f597	build: Update webpack-cli in admin webapp	2025-01-03 16:59:07 +00:00
John Colvin	416f9aef31	vscode: Add Sparkd Test to launch.json	2025-01-03 16:59:07 +00:00
John Colvin	48f5e4c201	vscode: Fix sparkd launch.json	2025-01-03 16:59:07 +00:00
John Colvin	4438b4ca8d	feat: Support fractional quantities in synthetic book	2025-01-03 16:59:07 +00:00
John Colvin	73356e0d61	cli: Add cmd to print security info from the db to console Usage: sparkd md dump --db	2025-01-03 16:59:07 +00:00
John Colvin	4a285fa581	cleanup: Make fn const	2025-01-03 16:59:07 +00:00
John Colvin	cfa82c2177	cleanup: Remove erroneous fwd declared class	2025-01-03 16:59:07 +00:00
John Colvin	0410a0431a	fix: Encode exp in valid date int when storing in sqlite The strange bit shifting we were doing before doesn't support large dates. Bugs (fixed): * Synthetics with Binance perpetual future legs don't appear on the front end after sparkd restarts. * Cause: Exp dates for Binance perpetual futures aren't properly encoded in the database. As a result, when loaded from disk, they are mistakenly identified as expired, along with any synthetics that have them as legs.	2025-01-03 16:59:07 +00:00
John Colvin	02843f14ff	cleanup: Get rid of trivial fn that's only used in one place Move the logic into the function that used to call it.	2025-01-03 16:59:07 +00:00
John Colvin	f1f1d4259c	diag: Add logs around security discovery in MDConsumer This is multi-threaded event driven code. Without descriptive logs in the right places, diagnosing problems is difficult and tedious.	2025-01-03 16:59:07 +00:00
John Colvin	71fc43af68	cleanup: Flatten nested if blocks with continue statements Easier to read	2025-01-03 16:59:07 +00:00
John Colvin	350144ffd5	fix: Use security desc to get unique id (along with venue, type) I'm guessing this typo went unnoticed because it didn't break the build (another arg of the same was being used instead).	2025-01-03 16:59:07 +00:00
John Colvin	da227a5550	Support synths at Binance, Binance USDS Futures, Deribit, and Okx	2025-01-03 16:59:07 +00:00
John Colvin	0c92cf3a87	Add double ops to IntPrice	2025-01-03 16:59:07 +00:00
John Colvin	1188af391e	Add trivial fns to TimeStamp for convenience * += and -= operators * 'date' fn * 'to_date_int' fn	2025-01-03 16:59:07 +00:00
John Colvin	0bb85cf915	refactor: Change month and day params from uint32 to uint8 They only need to hold values 1-12 and 1-31, respectively. A single byte is more than sufficient. Also add ymdhms TimeStamp constructor.	2025-01-03 16:59:07 +00:00
John Colvin	d77f5996fe	cleanup: Make a couple TimeStamp fns const	2025-01-03 16:59:07 +00:00
John Colvin	940c41a274	Add int32 arithmetic operators to domain::Price	2025-01-03 16:59:07 +00:00
John Colvin	e671960dc3	Add double arithmetic operators to domain::Price	2025-01-03 16:59:07 +00:00
John Colvin	8fa34b6b39	fix: Multiply additive factors by exponent in domain::Price We must not have been using these operators because the implementation was very broken (yet it doesn't seemed to have caused any bugs).	2025-01-03 16:59:07 +00:00
John Colvin	f9d5429b5b	cleanup: Remove unused code	2025-01-03 16:53:05 +00:00
Mohammad Arham	2c342482eb	Merge branch 'development.crypto' of bitbucket.org:bluetradesys/spark into development.crypto	2025-01-02 15:30:13 -05:00
Mohammad Arham	3aefac26c2	fix: Timer condition was incorrect	2025-01-02 20:15:38 +00:00
John Colvin	1554594cdd	diag: Throttle noisy log in Ladder	2025-01-02 12:15:22 -05:00
John Colvin	727a0f38b5	fix: Prevent arithmetic overflow when converting long to int in Ladder	2025-01-02 12:13:58 -05:00
John Colvin	7a0e8cdb26	fix: Properly format spread/synth leg qty in generated desc	2025-01-01 13:12:17 -05:00
John Colvin	a4e97b04d7	fix: Don't propagate security criteria changes to other windows Bugs (fixed): * Security criteria changes in mview and time/sales propagate to other windows of the same type.	2024-12-31 11:06:24 -05:00
John Colvin	463980a6ef	Fix typo in get_binance_md.py	2024-12-29 18:37:54 +00:00
John Colvin	9b25857042	fix: Ensure "earliest_expiration" fn actually returns min exp Previously, it assumed the first leg would have the earliest exp. While this may be true for most securities, it isn't guarenteed by our data model.	2024-12-29 13:26:44 -05:00
John Colvin	ef19e7d76b	fix: Don't assume all securities have expirations in pnl vm Bugs (fixed): * PNL window crashes if data has Spots (i.e., securities without exps)	2024-12-29 13:17:17 -05:00
Taha Afzal	471faec2cb	Added more etsts for fractional qtys	2024-12-28 08:31:16 +00:00
Taha Afzal	ce96d42db8	Merging	2024-12-26 07:01:30 +00:00
Mohammad Arham	187894ca84	FIX: makes gateway factory work	2024-12-24 17:56:49 +00:00
John Colvin	63492c4575	fix: Remove erroneous assert in LadderRender	2024-12-21 23:24:52 -05:00
John Colvin	e150c611f6	fix: Round fractional order qty to 6 decimal places It was previously rounding to 2 decimal places, which isn't enough for many crypto currencies (e.g., BTCUSDT at Binance)	2024-12-21 23:17:52 -05:00
John Colvin	bb837d6c26	fix build: Trivial changes in DatabentoDataHandler	2024-12-22 04:00:23 +00:00
John Colvin	965e541ac8	Fix json structures and endpoints for Binance USDS Futures md	2024-12-22 04:00:23 +00:00
John Colvin	1b232aa610	feat: Add Binance USDS Futures execution	2024-12-22 04:00:23 +00:00
John Colvin	25439b094a	improvement: Perform sec lookup in const time	2024-12-21 20:08:19 +00:00
John Colvin	f927ef2c5e	Add conf_json dir to spark data file tree So we don't have to add proto files to the build for trivial config.	2024-12-21 20:08:19 +00:00
John Colvin	d42389b75a	Don't needlessly download cme config xml When we aren't subscribing to cme md (i.e., no glbx symbols in spark conf).	2024-12-21 20:08:19 +00:00
John Colvin	671cbcf03a	Fix bts::Quantity string fmt so it includes fractional qty	2024-12-21 20:01:55 +00:00
John Colvin	e589e23f41	Add py script to get md at binance For quick/easy troubleshooting (much easier than doing stuff in c++)	2024-12-21 20:01:55 +00:00
John Colvin	11fadc0a3e	Expose "run" fn in WebsocketClient So it doesn't have to be hidden in a background thread	2024-12-21 20:01:55 +00:00
John Colvin	b8c2d93866	Add ping/pong facilities to WebsocketClient	2024-12-21 20:01:55 +00:00
John Colvin	67a23dd196	Add open/close callbacks to WebsocketClient	2024-12-21 20:01:55 +00:00
John Colvin	ff22c4eb5f	diag: Change WebsocketClient log category to "Http" A better fit than "Gen"	2024-12-21 20:01:55 +00:00
John Colvin	5addff4c50	cleanup: Remove redundant fn HttpRequest::perform This was doing the same thing as HttpClient::send. I likely refactored this function during development, then forgot to remove it.	2024-12-21 20:01:55 +00:00
John Colvin	142e1bd2da	Add HttpMethod "DELETE" In Binance's REST api, orders are canceled via DELETE requests.	2024-12-21 20:01:55 +00:00
John Colvin	d05d91bbe7	diag: Log Http requests	2024-12-21 20:01:55 +00:00
Mohammad Arham	3a90ca9cb5	Add: Johns changes to sec oracle	2024-12-17 14:47:37 +00:00
John Colvin	85a46727be	Improve c++ http client facilities	2024-12-11 19:28:36 +00:00
Mohammad Arham	624fd2c976	FIX: BUILD Error	2024-12-09 01:34:29 +00:00
Mohammad Arham	16d599d2d6	Add: OKX execution gateway connected	2024-12-08 20:14:16 -05:00
John Colvin	c00e4fcb6b	feat: Add Binance Coin Futures market data	2024-12-06 00:39:41 +00:00
John Colvin	03e19afe1d	Fix qty display conf for BTC/ETH futs at Binance Need to show 3 decimal places (qty tick size is 0.001)	2024-12-05 21:05:53 +00:00
John Colvin	058e11eadc	fix build: Fix install path for sparkd	2024-12-05 18:31:36 +00:00
John Colvin	6ff52e7107	fix build: Add onixs libs again Taha accidentally reverted externals	2024-12-04 16:56:46 +00:00
John Colvin	ee4c28ed41	Port ws client over from cme-websocket-connector Need this to implement execution at crypto exchanges (beginning with Binance and OKX)	2024-12-04 16:56:46 +00:00
Mohammad Arham	50d26f0060	Merge branch 'development' of bitbucket.org:bluetradesys/spark into development	2024-12-03 09:52:09 -05:00
Mohammad Arham	36378e6074	Add:: Recording md to sql	2024-12-03 14:51:32 +00:00
Mohammad Arham	420b46741e	ADD: Config for sql writer in mdrecorder	2024-11-24 19:14:45 +00:00
Mohammad Arham	e8f65f95bd	Wrapped proto write in function in mdrecorder	2024-11-24 19:13:36 +00:00