checkpoint b4 trip

Client sdk

.vscode/c_cpp_properties.json

@@ -5,7 +5,9 @@
             "includePath": [
                 "/usr/include",
                 "/usr/local/include",
-                "${workspaceRoot}"
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
             ],
             "defines": [],
             "intelliSenseMode": "clang-x64",
@@ -13,13 +15,16 @@
                 "path": [
                     "/usr/include",
                     "/usr/local/include",
-                    "${workspaceRoot}"
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
                 ],
                 "limitSymbolsToIncludedHeaders": true,
                 "databaseFilename": ""
             },
             "cStandard": "c11",
-            "cppStandard": "c++17"
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
         },
         {
             "name": "Windows",

.vscode/launch.json

@@ -44,7 +44,8 @@
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark/": "${workspaceRoot}",
+                "/home/bts/spark_host/": "${workspaceRoot}",
             }
         },     
         {
@@ -98,19 +99,87 @@
             "externalConsole": true,
             "requireExactSource": false
         },
+            {
+         "name": "sparkcmd Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+         "args": [
+            "vol", 
+            "--server",
+             //"--rstart", "11/22/2019",
+             //"--rend", "11/25/2019",
+             //"--rsymbol", "ES",
+             //"--rsecuritytype", "Synthetic",
+             //"--post_process_file_type", "Trade",
+             //"--upload_to_aws", 
+         ],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },  
+      {
+         "name": "sparkcmd simulation",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+         "args": [
+            "historical",
+            "--rstart", "11/26/2019",
+            "--rend", "11/26/2019",
+            "--rsymbol", "ZN",
+            "--rsecuritytype", "Synthetic",
+            "--algo_security", "ZNH0;ZNZ9-ZNH0;ZNZ9",
+            "--algo_type", "RoundTrip",
+            "--algo_params", "size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,1,-1",
+            "--skip_preanalysis", "true",         
+         ],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },       
         {
             "name": "Excel Launch",
             "type": "clr",
             "request": "launch",
-            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "program": "C:/Program Files/Microsoft Office/Office16/EXCEL.EXE",
             "args": [
                 "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
             ],
-            "cwd": "${workspaceRoot}",
+            "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
             "stopAtEntry": false,
             "externalConsole": true,
             "requireExactSource": false
         },
+      {
+         "name": "Win C++ Launch",
+         "type": "cppvsdbg",
+         "request": "launch",
+         "program": "C:/Program Files/Microsoft Office/Office16/EXCEL.EXE",
+         "args": [
+            "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+         ],
+         "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
+         "stopAtEntry": false,
+         "environment": [],
+         "externalConsole": false
+      },        
+        {
+           "name": "Fix Launch",
+           "type": "clr",
+           "request": "launch",
+           "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+           "args": [
+              "fix",
+              "-order_session",
+           ],
+           "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
+           "stopAtEntry": false,
+           "externalConsole": true,
+           "requireExactSource": false
+        },        
         {
             "name": "Client Tests",
             "type": "clr",
@@ -126,11 +195,18 @@
             "requireExactSource": false
         },
         {
-            "name": "Client Attach",
+            "name": ".NET Framework Attach",
             "type": "clr",
             "request": "attach",
             "processId": "${command:pickProcess}"
         },
+         {
+            "name": ".NET Core Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickProcess}",
+            "requireExactSource": false
+         },        
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
@@ -337,17 +413,22 @@
                 "quoteArgs": true
             },
             "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark_host/": "${workspaceRoot}"
             },
             "justMyCode": true
         },
         {
-            "name": ".NET Core Remote Launch",
+            "name": "sparkcmd vsdbg (c#)",
             "type": "coreclr",
             "request": "launch",
             "program": "sparkcmd",
             "args": [
-                "test",
+            "historical",
+            "--rstart", "11/20/2019",
+            "--rend", "11/20/2019",
+            "--rsymbol", "CL",
+            "--rsecuritytype", "Spread",
+            "--post_process_db", "mbo_history",
             ],
             "env": {"LD_LIBRARY_PATH" : "."},
             "stopAtEntry": false,
@@ -365,6 +446,72 @@
                 "/home/bts/spark/": "${workspaceRoot}"
             },
             "justMyCode": false
-        },               
+        },                  
+         {
+            "name": "sparkcmd gdb (c++)",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkcmd",
+            "args": [
+            "historical",
+            "--rstart", "10/21/2019",
+            "--rend", "10/21/2019",
+            "--rsymbol", "CL",
+            "--rsecuritytype", "Future",
+            "--algo_security", "CLX9",
+            "--algo_type", "TWAP",
+            "--algo_params", "'size=100;profit_ticks=1;tick_size=1,1,1;;hedge_factors=1,1,-1'",
+            "--skip_preanalysis", "true",
+            ],   
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+               "engineLogging": false
+            },
+            "setupCommands": [
+               {
+                  "description": "Enable pretty-printing for gdb",
+                  "text": "enable pretty-printer",
+                  "ignoreFailures": true
+               },
+               {
+                  "description": "Skip STL",
+                  "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                  "ignoreFailures": true
+               },
+               {
+                  "description": "LD LIBRARY",
+                  "text": "set env LD_LIBRARY_PATH=.",
+                  "ignoreFailures": false
+               }
+            ],
+            "pipeTransport": {
+               "pipeCwd": "${workspaceRoot}",
+               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+               "pipeArgs": [
+                  "bts@sparkvm"
+               ],
+               "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+               "/home/bts/spark/": "${workspaceRoot}"
+            }
+         },
+         {
+            "name": "Jupyter notebook",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "jupyter",
+            "args": ["notebook", "--notebook-dir=c:\\code\\bts\\spark\\src\\client\\spark_historical\\Notebooks"],
+            "cwd": "${workspaceFolder}",
+            "stopAtEntry": false,
+            "console": "internalConsole",
+            
+         },
+         
     ]
 }

.vscode/tasks.json

@@ -14,24 +14,21 @@
             "focus": false,
             "panel": "shared"
          },
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         }
+         "group": "build"
       },
       {
-         "label": "server_build",         
+         "label": "server_build",
          "type": "shell",
          "command": ".\\tools\\buildsparkd.cmd",
-         "problemMatcher": {                        
-            "base": "$gcc",       
+         "problemMatcher": {
+            "base": "$gcc",
             "owner": "cpp",
             "fileLocation": [
                "relative",
-               "${workspaceFolder}"               
+               "${workspaceFolder}"
             ],
             "pattern": {
-               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",               
+               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
                "file": 8,
                "line": 9,
                "column": 10,
@@ -49,6 +46,18 @@
             "kind": "build",
             "isDefault": true
          }
-      }      
+      },
+      {
+         "label": "linux build (Debug)",
+         "type": "shell",
+         "command": "cd build/ninja_debug; time ninja",
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         },
+         "problemMatcher": [
+            "$gcc"
+         ]
+      }
    ]
 } 

debug.log

@@ -0,0 +1 @@
+[0108/231015.447:ERROR:file_io.cc(89)] ReadExactly: expected 36, observed 0

doc/api/content/client/_index.md

@@ -1,6 +1,6 @@
 +++
 title="Client API"
-template="client.html"
+redirect_to = "client/getting-started/overview/"
 sort_by="weight"
 +++
 

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

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="client.html"
 sort_by="weight"
 weight = 1
 +++ 

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

@@ -1,9 +1,25 @@
 +++
 title = "Install Prerequisites"
-template="client.html"
-weight = 1
+weight = 10
 +++
 
-## Coming Soon
+# C#/.NET
+
+We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://nuget.org) to get started.
+
+```
+dotnet new console -lang c#
+dotnet add package spark_sdk
+dotnet build
+```
+
+# C++
+
+The easiest way to get started with C++ is to use the Spark Server SDK to develop your application.  Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
+
+# JavaScript
+
+We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet.  If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
+
+
 
-* Install .net core

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

@@ -0,0 +1,31 @@
++++
+title = "Overview"
+weight = 1
++++
+
+The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem.  The API is divided into several independent **"services"** responsible for different aspects of the system.  A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
+
+The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
+
+Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol.  We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
+
+## Orders
+
+Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
+
+## Spreader
+
+Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads.  Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
+
+## Position
+
+Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
+
+## Administration
+
+Use the [AdminService](/client/services/adminservice) to manage users and control limits.
+
+## Market Data
+
+For .NET subscribe to market data though the high level MarketDataClient interface.  From C++ or JavaScript use the MarketDataRelay service directly.
+

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

@@ -0,0 +1,127 @@
++++
+title = "Services"
+weight = 20
++++
+
+The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner.  Services have both functions which return a single result and streams of data which return values continuously while subscribed.  This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
+
+# ServiceContext
+
+To connect your client to the Spark Server you need to get or create a `ServiceContext` instance.  A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection.  Generally there should be a single `ServiceContext` per process.  All of the methods on the `ServiceContext` are safe thread safe.
+
+Construct a ServiceContext by calling the default constructor.  The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection.  To determine the URL it will search the following locations and use the first one that is present.  
+
+* A command line argument `-configserver <url>`
+* An environment variable `BTSCONFIG`
+* `%APPDATA%/bts/conf/spark.conf` (Windows)
+* /sparkdata/conf/spark.conf (Linux)
+* $HOME/sparkdata/conf/spark.conf (Linux)
+
+If your application is running on a system with the BTS Client installed this will probably work without any further configuration.  If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
+</div>
+
+To get a proxy for a given service call ServiceContext.locate&lt;T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service.  The locate call cannot fail but it may return a disconnected proxy.  When you make a call on the proxy you should check the call result to see if the method call succeeded.
+
+# RPC
+
+Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value.  In this example the `create_order` call takes a `Create` instance and returns a `Response`.  
+
+```C
+service OrderService { 
+  rpc create_order(Create) returns (Response);
+  ...
+}
+```
+
+The `Create` and `Response` types are also defined as protocol buffer messages.  Each field can either be a primitive type another message or a list or map.
+
+```C
+message Create {
+  OrderDefinition new_order = 1;
+  double price = 2;
+  uint32 quantity = 3;
+}
+
+message Response {
+    uint32 order_key = 1; 
+    OrderError error_code = 2; 
+    string msg = 3;
+}
+```
+
+Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`.  In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
+
+To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`.  If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
+
+
+### C# example
+```c#
+var ctx = new ServiceContext();
+var orders = ctx.locate<OrderService>();
+var response = 
+  await orders.create_order_async(
+    new Create { price = 2.25, quantity = 42 });
+if (response.success) {
+  Console.WriteLine($"success: {response.value}");
+}
+else {
+  Console.WriteLine($"Error: {response.error_message}");
+}
+```
+### C++ example
+```cpp
+auto ctx = ServiceContext{};
+auto orders = ctx.locate<OrderService>();
+Create c;
+c.set_price(2.25);
+c.set_quantity(42);
+// Instead of providing an _async method C++ uses overloading.
+// To make a syncronous call simply omit the callback
+orders.create_order(c, [=](const Result<Response>& response) {
+  if(response.success()) {
+    std::cout << "success.";
+  }
+  else {
+    std::cout << "error: " << response.error_message();
+  }
+});
+```
+
+# Streams
+
+Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects.  Similar to a database row each item has an `id` which uniquely identifies it within the collection.  Updates from the Spark server can add, remove or replace entries in the collection.  Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
+
+Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
+
+When defined in a proto file streams use the `stream` keyword on the result type.
+```C
+service OrderService { 
+  ...
+  rpc fills (FillsSub) returns (stream Fill);
+}
+```
+
+### C# example
+```c#
+  var sc = new ServiceContext();
+  var orders = sc.locate<OrderService>();
+  var fills_observable = orders.subscribei_fills();
+  var unsub = fills_observable.Subscribe(update => {
+    Console.WriteLine(
+        "Added {0} items, Removed {1} items, Updated {2} items.  Total items {3}", 
+        update.added.Count(), 
+        update.removed.Count(), 
+        update.changes.Count(), 
+        update.all.Count());
+  });
+
+  Thread.Sleep(TimeSpan.FromMinutes(5));
+  unsub.Dispose();
+```
+### C++ Example
+```cpp
+```

doc/api/content/client/samples/_index.md

@@ -0,0 +1,6 @@
++++
+title="Samples"
+sort_by="weight"
+weight = 30
++++ 
+

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

@@ -0,0 +1,3 @@
++++
+title = "AdminService"
++++

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

@@ -0,0 +1,3 @@
++++
+title = "OrderService"
++++

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

@@ -0,0 +1,3 @@
++++
+title = "PositionService"
++++

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

@@ -0,0 +1,3 @@
++++
+title = "SyntheticService"
++++

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

@@ -0,0 +1,6 @@
++++
+title="Services"
+#sort_by="weight"
+weight = 10
++++ 
+

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

@@ -0,0 +1,3 @@
++++
+title = "Market Data"
++++

doc/api/content/server/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Algo API"
-template="documentation.html"
 redirect_to = "server/getting-started/overview/"
 sort_by="weight"
 +++ 

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

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="documentation.html"
 sort_by="weight"
 weight = 1
 +++ 

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

@@ -5,7 +5,7 @@ weight = 2
 
 ## Request Access 🔑
 
-To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:info@bluetradesys.com">info@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
+To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
 
 ## Download
 

doc/api/content/server/ref/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Reference"
-template="documentation.html"
 sort_by="weight"
 weight = 2
 +++ 

doc/api/content/server/ref/faq.md

@@ -6,3 +6,9 @@ weight = 40
 ## I need to make a call that might take a few seconds. What is the best way to do this?
 
 Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work.  Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
+
+## I don't see the header files in the .zip file. Where are they?
+
+The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include`  This will copy the headers to the current directory in headers.tar.  We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
+
+

doc/api/content/server/samples/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Samples"
-template="documentation.html"
 sort_by="weight"
 weight = 3
 +++ 

doc/api/templates/client.html

@@ -1,31 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{% set section = get_section(path="client/_index.md") %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/documentation.html

@@ -1,36 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{%if page.extra.section %}
-{% set section = get_section(path="{{page.extra.section}}/_index.md") %}
-{% else %}
-{% set section = get_section(path="server/_index.md") %}
-{% endif %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-        {% block next_link %} {% endblock next_link %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/index.html

@@ -1,5 +1,5 @@
 <!DOCTYPE html>
-<html lang="en-gb">
+<html lang="en-us">
     <head>
         <meta charset="UTF-8">
         <meta http-equiv="X-UA-Compatible" content="IE=edge">
@@ -14,6 +14,7 @@
         <link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
         <link rel="icon" href="{{ get_url(path="favicon.ico") }}">
         <link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
+        <script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
     </head>
     <body>
 
@@ -36,13 +37,13 @@
             </nav>
         </header>
 
-        <div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
+        <div class="content content--reversed">
             {% block content %}
                 <div class="hero">
                     <h1>Spark SDK</h1>
                     <p class="hero__tagline">
                         Spark consists of a client UI 
-                        (<a class="white" href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
+                        (<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
                         a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
                         Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
                     </p>
@@ -64,7 +65,7 @@
                             <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
                         </div>
 
-                        <div class="selling-point disabled">
+                        <div class="selling-point">
                             <h2>
                                 Client SDK
                                 <i class="fa fa-gamepad" aria-hidden="true"></i>
@@ -72,19 +73,9 @@
                             <p>
                                 The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
                             </p>
-                            <a href="" class="button" disabled>Get started</a>
+                            <a href="" class="button">Get started</a>
                         </div>
                         
-                        <!-- <div class="selling-point disabled">
-                            <h2>
-                                Microsoft Excel
-                                <i class="fa fa-table" aria-hidden="true"></i>
-                            </h2>
-                            <p>
-                                More of your business is built on excel than probably should be. Continue this worrying trend with the Spark Excel API.
-                            </p>
-                            <a href="" class="button" disabled>Get started</a>
-                        </div> -->
                     </div>
                 </div>
 
@@ -94,6 +85,15 @@
             © Blue Trading Systems
         </footer>
 
+        <script>
+            if (location.hostname == "api.bluetradesys.com") {
+                (function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
+                new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
+                j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
+                'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
+                })(window,document,'script','dataLayer','GTM-56FHG8R');
+            }
+        </script>
         <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>

doc/api/templates/page.html

@@ -1,13 +1,39 @@
-{% extends "documentation.html" %}
+{% extends "index.html" %}
+{# this has access to the "page" variable but documentation.html does not #}
 
 {% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
-{% block doc_content %}
-    <h1>{{page.title}}</h1>
-    {{page.content | safe}}
-{% endblock doc_content %}
 
 {% block next_link %}
-<p>
+{% endblock next_link %}
+
+{% block content %}
+{% set section = get_section(path=page.ancestors[1]) %}
+{# 
+{#<div>{{ section.title }} </div>#}
+<div class="documentation">
+    <aside class="documentation__sidebar">
+        <ul>
+        {% for p in section.subsections %}
+            {% set subsection = get_section(path=p) %}
+            <li>
+                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
+                <ul>
+                    {% for page in subsection.pages %}
+                        <li class="{% if current_path == page.path %}active{% endif %}">
+                            <a href="{{page.permalink}}">{{page.title}}</a>
+                        </li>
+                    {% endfor %}
+                </ul>
+            </li>
+        {% endfor %}
+        </ul>
+    </aside>
+    <div class="documentation__content">
+        <h1>{{page.title}}</h1>
+        {{page.content | safe}}
+
+    {# next/pre links #}
+    <p>
     {% if page.lighter %}
         <a href="{{ page.lighter.permalink }}">
             <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
@@ -21,5 +47,7 @@
             <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
         </a>
     {% endif %}
-</p>
-{% endblock next_link %}
+    </p>
+    </div>
+</div>
+{% endblock content %}

doc/user/content/release_notes/_index.md

@@ -4,6 +4,15 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.15.3
+### Bug Fixes
+  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
+## 2.15.2
+### User Visible Changes  
+  - Excel RTD plugin can now receive ICE market data
+## 2.15.1
+### Bug Fixes
+  - Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
 ## 2.15.0
 ### User Visible Changes  
   - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message

spark_client.core.sln

@@ -1,95 +0,0 @@
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 16
-VisualStudioVersion = 16.0.29609.76
-MinimumVisualStudioVersion = 15.0.26124.0
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	# The dotnet (core) build cli does not support c++ projects.
-	# Until this changes, c++ projects/solutions must be built with msbuild.
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Debug|x64.ActiveCfg = Debug|x64
-		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Debug|x64.Build.0 = Debug|x64
-		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Release|x64.ActiveCfg = Release|x64
-		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Release|x64.Build.0 = Release|x64
-		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.Build.0 = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.ActiveCfg = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.Build.0 = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Debug|x64.ActiveCfg = Debug|x64
-		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Debug|x64.Build.0 = Debug|x64
-		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Release|x64.ActiveCfg = Release|x64
-		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Release|x64.Build.0 = Release|x64
-		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
-	EndGlobalSection
-	GlobalSection(Performance) = preSolution
-		HasPerformanceSessions = true
-	EndGlobalSection
-EndGlobal

spark_client.sln

@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 16
-VisualStudioVersion = 16.0.29609.76
+# Visual Studio 15
+VisualStudioVersion = 15.0.27130.2024
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,81 +12,287 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4} = {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}
+		{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
 	EndProjectSection
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
+EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_historical", "src\client\spark_historical\spark_historical.csproj", "{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_analytics", "src\client\spark_analytics\spark_analytics.csproj", "{22DBF34A-961F-4620-91B8-21B0C257A8C6}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
 		Debug|x64 = Debug|x64
+		Debug|x86 = Debug|x86
+		MinSizeRel|Any CPU = MinSizeRel|Any CPU
 		MinSizeRel|x64 = MinSizeRel|x64
+		MinSizeRel|x86 = MinSizeRel|x86
+		Release|Any CPU = Release|Any CPU
 		Release|x64 = Release|x64
+		Release|x86 = Release|x86
+		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
 		RelWithDebInfo|x64 = RelWithDebInfo|x64
+		RelWithDebInfo|x86 = RelWithDebInfo|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.ActiveCfg = Debug|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.Build.0 = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x86.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
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+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.Build.0 = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x86.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.Build.0 = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x86.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x64.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x86.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|Any CPU.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x64.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x64.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x86.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x86.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
+		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x64.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Debug|x86.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|Any CPU.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x64.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x64.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x86.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.Release|x86.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
+		{22DBF34A-961F-4620-91B8-21B0C257A8C6}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -97,4 +303,7 @@ Global
 	GlobalSection(Performance) = preSolution
 		HasPerformanceSessions = true
 	EndGlobalSection
+	GlobalSection(Performance) = preSolution
+		HasPerformanceSessions = true
+	EndGlobalSection
 EndGlobal

src/client/Directory.Build.targets

@@ -97,7 +97,7 @@
     <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
     <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
     <Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
-    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
+    <Exec Command="PYTHONPATH=$(Externals)/python $(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
           WorkingDirectory="$(WorkingDirectory)" />
     <ItemGroup>
         <Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />

src/client/spark/App.xaml

@@ -2,7 +2,7 @@
              xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
              xmlns:local="clr-namespace:mbts.ui.shell"
-             xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+             xmlns:sys="clr-namespace:System;assembly=mscorlib"
              xmlns:converters="clr-namespace:mbts.ui.converters">
    <Application.Resources>
       <ResourceDictionary>

src/client/spark/Images/Vector/Icons.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
   xmlns:mbts="clr-namespace:mbts.ui"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
 
   <sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">

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

@@ -1,6 +1,7 @@
 using bts.api;
 using bts.co2;
 using bts.collections;
+using bts.utils.csv;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
@@ -52,7 +53,7 @@ namespace mbts.spark {
             columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
             { id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
          );
-         
+
          // be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
          // if the collection is not populated, the column settings will not be applied
          grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
@@ -173,6 +174,19 @@ namespace mbts.spark {
             }
          }
 
+         public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(
+               typeof(TimeAndSalesVM.Row),
+               new string[] {
+                  nameof(security),
+                  nameof(time),
+                  nameof(price),
+                  nameof(size),
+                  nameof(aggressor_side),
+                  nameof(security_key),
+               });
+
+
          public void raise_invalidated() => invalidated?.Invoke();
       }
    }

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

@@ -3,6 +3,7 @@ using bts.api;
 using bts.shell;
 using bts.shell.fills;
 using bts.spark;
+using bts.utils.csv;
 using mbts.co2;
 using mbts.persist;
 using mbts.ui;
@@ -63,6 +64,7 @@ namespace mbts.spark {
          var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
          var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
          _commands = new SparkCommand[] {
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.value.row_vms.ToCsv(TimeAndSalesVM.Row.csv_ordered_properties), "TaS")),
             SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
             SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
             SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml

@@ -6,7 +6,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:usp="clr-namespace:mbts.ui.spark"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/Modules/Spreader/ParameterSectionView.xaml

@@ -4,7 +4,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:usp="clr-namespace:mbts.ui.spark"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <cv:ValueMap x:Key="EmptyStringVisibilityConverter" Default="{u:Visibility Visible}">
     <cv:KeyValue Key="{x:Static sys:String.Empty}" Value="{u:Visibility Collapsed}"/>
     <cv:KeyValue Key="{x:Null}" Value="{u:Visibility Collapsed}"/>

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketDistance/QuoteInsideMarketDistanceTowardModel.cs

@@ -5,7 +5,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
-         readonly Dictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Toward Distance";
          public override string help_text { get; } = string.Empty;
@@ -21,7 +21,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
                inside_market_distance.OnTowardDistance = value;
          }
@@ -33,7 +33,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
+            _value_store.GetValueOrDefault(leg_tup.id);
       }
    }
 }

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml

@@ -11,7 +11,7 @@
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   u:StateManager.VisualState="{Binding selected_definition.algo_root, Converter={x:Static usp:AlgoStudioView.EditPaneVisualStateConverter}}"
   Background="{StaticResource CommonBackground}"
 >

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoEditorGridView.xaml

@@ -11,7 +11,7 @@
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <UserControl.Resources>
     <ResourceDictionary>

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorView.xaml

@@ -9,7 +9,7 @@
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <UserControl.Resources>
     <ResourceDictionary>

src/client/spark/Modules/Trading/Fills/FillsVM.cs

@@ -5,6 +5,7 @@ using bts.collections;
 using bts.shell.fills;
 using bts.spark;
 using bts.utils;
+using bts.utils.csv;
 using mbts.collections;
 using mbts.persist;
 using mbts.spark.filters;
@@ -23,6 +24,7 @@ using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows.Data;
+using System.Windows.Input;
 using System.Windows.Media;
 using static bts.api.orderman.Fill.Types;
 using static bts.shell.FillsWindowFactory;
@@ -310,6 +312,7 @@ namespace mbts.spark {
          public FillStatus fill_status => _fill.FillStatus;
          public string fill_key => _fill.FillKey;
          public string order_key => _order.Key.ToString();
+         public string symbol => fill_tuple.security?.Symbol;
          public bool is_selected {
             get => _is_selected;
             set => Set(ref _is_selected, value);
@@ -330,6 +333,28 @@ namespace mbts.spark {
          public override bool Equals(object obj) => Equals(obj as Row);
          public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
 
+         public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(typeof(Row),
+               new string[] {
+                  nameof(security),
+                  nameof(symbol),
+                  nameof(order_type),
+                  nameof(root_algo_display_name),
+                  nameof(side),
+                  nameof(fill_time),
+                  nameof(user),
+                  nameof(account),
+                  nameof(exchange),
+                  nameof(time_in_force),
+                  nameof(size),
+                  nameof(price),
+                  nameof(fill_kind),
+                  nameof(fill_status),
+                  nameof(fill_key),
+                  nameof(order_key),
+                  nameof(security_key)
+               });
+
          public event Action invalidated;
          void IRowVM.raise_invalidated() => invalidated?.Invoke();
       }

src/client/spark/Modules/Trading/Fills/FillsWindow.cs

@@ -3,6 +3,7 @@ using bts.api;
 using bts.shell;
 using bts.shell.fills;
 using bts.spark;
+using bts.utils.csv;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -54,6 +55,7 @@ namespace mbts.spark {
          _view = new FillsView { DataContext = _vm };
 
          _commands = new List<SparkCommand> {
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(FillsVM.Row.csv_ordered_properties), "Fills")),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
                var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(

src/client/spark/Modules/Trading/Ladder/View/LadderSettingsView.xaml

@@ -9,7 +9,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   xmlns:scm="clr-namespace:System.ComponentModel;assembly=WindowsBase"
   TextElement.FontSize="{x:Static u:FontSizes.Small}"
 >

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml

@@ -9,7 +9,7 @@
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:converters="clr-namespace:mbts.ui.converters"
   xmlns:txt="clr-namespace:mbts.ui.utility.text"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   Height="600"
   Width="420"
   Background="{x:Static mbts:BTSColors.common_background_brush}"

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml

@@ -6,7 +6,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   FocusVisualStyle="{x:Null}"
 >
   <UserControl.Resources>

src/client/spark/Modules/Trading/OrderBook/MiniOrderBook/MiniOrderBookView.xaml

@@ -10,7 +10,7 @@
              xmlns:c="clr-namespace:mbts.ui.controls"
              xmlns:usp="clr-namespace:mbts.ui.spark"
              xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-             xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+             xmlns:sys="clr-namespace:System;assembly=mscorlib"
              xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
              mc:Ignorable="d"
              MaxHeight="240"

src/client/spark/Modules/Trading/OrderBook/OrderBookRowVM.cs

@@ -4,6 +4,7 @@ using bts.api.orderman;
 using bts.collections;
 using bts.spark;
 using bts.utils;
+using bts.utils.csv;
 using mbts.ui;
 using mbts.ui.controls;
 using System;
@@ -11,6 +12,7 @@ using System.Collections.Generic;
 using System.ComponentModel;
 using System.Reactive.Linq;
 using System.Runtime.CompilerServices;
+using System.Linq;
 using System.Windows.Input;
 using System.Windows.Media;
 using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
@@ -60,6 +62,35 @@ namespace mbts.spark {
       public event Action<(OrderSecurityRootPair oldval, OrderSecurityRootPair newval)> updated;
       public event PropertyChangedEventHandler PropertyChanged;
 
+      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
+            CsvHelper.create_ordering_maintainer(
+               typeof(OrderBookRowVM), 
+               new string[] {
+                  nameof(security_text),
+                  nameof(symbol),
+                  nameof(time_created),
+                  nameof(last_change),
+                  nameof(user),
+                  nameof(account),
+                  nameof(exchange),
+                  nameof(time_in_force),
+                  nameof(order_type),
+                  nameof(root_algo_display_name),
+                  nameof(order_sub_type),
+                  nameof(side),
+                  nameof(quantity),
+                  nameof(filled_quantity),
+                  nameof(price),
+                  nameof(avg_price),
+                  nameof(last_price),
+                  nameof(piq),
+                  nameof(status),
+                  // last message (could contains commas, so skipping)
+                  nameof(security_key),
+                  nameof(order_key),
+                  nameof(parent_order_key),
+               });
+
       // Core
       public OrderSecurityRootPair order_tuple { get; private set; }
       public OrderRecordImmutable order => order_tuple.order.order;

src/client/spark/Modules/Trading/OrderBook/OrderBookWindow.cs

@@ -4,6 +4,7 @@ using bts.shell;
 using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
+using bts.utils.csv;
 using bts.view;
 using mbts.persist;
 using mbts.ui;
@@ -184,6 +185,7 @@ namespace mbts.spark {
          show_grid_settings_command.group = CommandGroups.Auxiliary;
 
          _commands = new SparkCommand[] {
+            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
             toggle_show_right_panel_command,
             attach_selected_orders_command,
             detach_selected_orders_command,

src/client/spark/Modules/Trading/OrderBook/View/OrderBookGridView.xaml

@@ -8,7 +8,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   InactiveSelectionOpacity="0.3"
 >
   <c:DIYGrid.Resources>

src/client/spark/Modules/Trading/OrderBook/View/OrderBookToolBar.xaml

@@ -1,5 +1,7 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:ie="http://schemas.microsoft.com/expression/2010/interactions"
+  xmlns:i="http://schemas.microsoft.com/expression/2010/interactivity"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:ob="clr-namespace:bts.shell.orderbook"
   xmlns:sp="clr-namespace:mbts.spark"
@@ -430,11 +432,11 @@
                     BorderBrush="{u:BTSColor UI.Button.normal_border}"
                     Background="{StaticResource ControlBackground}"
                   >
-                    <!--<i:Interaction.Triggers>
+                    <i:Interaction.Triggers>
                       <i:EventTrigger EventName="MouseLeave">
                         <ie:ChangePropertyAction TargetName="OverflowPopup" PropertyName="IsOpen" Value="False"/>
                       </i:EventTrigger>
-                    </i:Interaction.Triggers>-->
+                    </i:Interaction.Triggers>
                     <StackPanel Orientation="Vertical">
                       <MenuItem
                         c:RadioButtonGroupManager.Manager="{Binding Path='(c:RadioButtonGroupManager.Manager)', RelativeSource={RelativeSource AncestorType=ToolBar}}"

src/client/spark/Modules/Trading/OrderBook/View/OrderBookView.xaml

@@ -11,7 +11,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:ut="clr-namespace:mbts.ui.utilities"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   xmlns:ob="clr-namespace:bts.shell.orderbook"
   Grid.Row="0"
   FocusManager.IsFocusScope="True"

src/client/spark/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml

@@ -5,7 +5,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <cv:MultiValueConverterPipe x:Key="CalculatorButtonsVisualStateConverter">
     <cv:BooleanNoneConverter/>

src/client/spark/Modules/Trading/PNL/View/PNLView.xaml

@@ -9,7 +9,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >

src/client/spark/Orders/OrderDataHelper.cs

@@ -653,54 +653,25 @@ namespace mbts.spark.utilities {
             return def;
          }
       }
+      
+      static CustomOrderDefinition.CustomOneofCase[] algo_config(
+         Func<bts.config.AlgoPermissions, List<string>> selector)
+      {
+         var conf = mbts.config.Configuration.get<bts.config.AlgoPermissions>();
+         return selector(conf).Select(x => 
+         {
+            return (CustomOrderDefinition.CustomOneofCase)System.Enum.Parse(typeof(CustomOrderDefinition.CustomOneofCase), x, true);
+         }).ToArray();
+      }
 
       public static readonly CustomOrderDefinition.CustomOneofCase[]
 
          // exchange_order_types are the types which can be submitted on an exchange security
-         exchange_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Market,
-            CustomOrderDefinition.CustomOneofCase.Limit,
-            CustomOrderDefinition.CustomOneofCase.Stop,
-            CustomOrderDefinition.CustomOneofCase.StopLimit,
-            CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
-            CustomOrderDefinition.CustomOneofCase.Iceberg,
-            CustomOrderDefinition.CustomOneofCase.Lean,
-            CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover,
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Offset,
-            CustomOrderDefinition.CustomOneofCase.Splitter,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
-         },
-         spreader_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Spreader,
-            CustomOrderDefinition.CustomOneofCase.Iceberg,
-            CustomOrderDefinition.CustomOneofCase.Lean,
-            CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover, 
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Splitter,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
-         },
-         attachable_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Iceberg,
-            CustomOrderDefinition.CustomOneofCase.Lean,
-            CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover,
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Offset,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
-         },
-         outright_order_types = new[] {
-            CustomOrderDefinition.CustomOneofCase.Market,
-            CustomOrderDefinition.CustomOneofCase.Limit,
-            CustomOrderDefinition.CustomOneofCase.Stop,
-            CustomOrderDefinition.CustomOneofCase.StopLimit,
-            CustomOrderDefinition.CustomOneofCase.GlbxIceberg,
-         };
+         exchange_order_types = algo_config(x => x.exchange_order_types),
+         spreader_order_types = algo_config(x => x.spreader_order_types),
+         attachable_order_types = algo_config(x => x.attachable_order_types),
+         outright_order_types = algo_config(x => x.outright_order_types);
+         
       public static readonly CustomOrderDefinition.CustomOneofCase[] all_order_types = exchange_order_types.Union(spreader_order_types).ToArray();
 
       public static void copy_values(CustomOrderDefinitionImmutable source, ref CustomOrderDefinition target) =>

src/client/spark/Orders/OrderModificationControl.xaml

@@ -6,7 +6,7 @@
              xmlns:cv="clr-namespace:mbts.ui.converters"
              xmlns:usp="clr-namespace:mbts.ui.spark"
              xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-             xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+             xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <UserControl.Resources>
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>

src/client/spark/Orders/OrderModificationDialog.xaml

@@ -4,7 +4,7 @@
         xmlns:u="clr-namespace:mbts.ui"
         xmlns:cv="clr-namespace:mbts.ui.converters"
         xmlns:usp="clr-namespace:mbts.ui.spark"
-        xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+        xmlns:sys="clr-namespace:System;assembly=mscorlib"
         u:WindowStyle.SizeToContent="WidthAndHeight"
         u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
         Style="{StaticResource BTSWindowTitleTemplate}">

src/client/spark/Orders/OrderTicket.xaml

@@ -4,7 +4,7 @@
         xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
         xmlns:u="clr-namespace:mbts.ui"
         xmlns:usp="clr-namespace:mbts.ui.spark"
-        xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+        xmlns:sys="clr-namespace:System;assembly=mscorlib"
         u:WindowStyle.SizeToContent="WidthAndHeight"
         u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
         Style="{StaticResource BTSWindowTitleTemplate}">

src/client/spark/Orders/OrderTypeVMs/GenericOrderParamVM.cs

@@ -28,15 +28,17 @@ namespace mbts.spark
       where TMutable : class, IMessage, new() 
    {
       TMutable _message;
+      readonly protected Func<IMessage, IMessage> _message_override;
 
-      protected GenericOrderParamVM(FieldDescriptor descriptor)
+      protected GenericOrderParamVM(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null)
       {
          _message = new TMutable();
+         _message_override = message_override;
          this.descriptor = descriptor;
       }
 
       public FieldDescriptor descriptor { get; set; }
-      public Google.Protobuf.IMessage message 
+      public virtual Google.Protobuf.IMessage message 
       {
          get => _message;
          set 
@@ -53,11 +55,12 @@ namespace mbts.spark
       where TMutable : class, IMessage, new()
    {
       readonly Func<TModel, TView> _convert;
-      readonly Func<TView, TModel> _convert_back;
+      readonly Func<TView, TModel> _convert_back;      
       TView _value;
 
-      public GenericOrderParamVM(FieldDescriptor field_descriptor, Func<TModel, TView> convert, Func<TView, TModel> convert_back) : 
-         base(field_descriptor) 
+      public GenericOrderParamVM(FieldDescriptor field_descriptor, Func<TModel, TView> convert, 
+                                 Func<TView, TModel> convert_back, Func<IMessage, IMessage> message_override = null) : 
+         base(field_descriptor, message_override) 
       {
          _convert = convert;
          _convert_back = convert_back;
@@ -68,7 +71,8 @@ namespace mbts.spark
          get => _value;
          set 
          {
-            this.descriptor.Accessor.SetValue(this.message, _convert_back(_value = value));
+            this.descriptor.Accessor.SetValue( _message_override == null ? this.message : _message_override(this.message), 
+                                              _convert_back(_value = value));
             RaisePropertyChanged();
          }
       }
@@ -84,7 +88,7 @@ namespace mbts.spark
 
       protected override void on_param_changed() 
       {
-         _value = _convert(ConvertUtils.try_convert<TModel>(this.descriptor.Accessor.GetValue(this.message)));
+         _value = _convert(ConvertUtils.try_convert<TModel>(this.descriptor.Accessor.GetValue(_message_override == null ? this.message : _message_override(this.message))));
          RaisePropertyChanged(nameof(value));
       }
    }
@@ -92,8 +96,8 @@ namespace mbts.spark
    class GenericOrderEnumeratedVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<string>
       where TMutable : class, IMessage, new()   
    {
-      public GenericOrderEnumeratedVM(FieldDescriptor descriptor)
-         : base(descriptor)
+      public GenericOrderEnumeratedVM(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null)
+         : base(descriptor, message_override)
       {
          elements = new ObservableCollection<string>(_get_elements(descriptor));
       }
@@ -102,11 +106,13 @@ namespace mbts.spark
 
       public string selected_element 
       {
-         get => GenericOrderHelper.get_enumerated_value(message, descriptor);
+         get => GenericOrderHelper.get_enumerated_value(_message_override == null ? this.message : _message_override(this.message),
+                                                        descriptor);
          set 
          {
             var orig = selected_element;
-            GenericOrderHelper.set_enumerated_value(message, descriptor, value);
+            GenericOrderHelper.set_enumerated_value(_message_override == null ? this.message : _message_override(this.message), 
+                                                    descriptor, value);
             if (selected_element != orig)
                RaisePropertyChanged();
          }
@@ -148,22 +154,23 @@ namespace mbts.spark
    class GenericOrderQuantityVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<QuantityMeasureImmutable?>
       where TMutable : class, IMessage, new()
    {
-      public GenericOrderQuantityVM(FieldDescriptor descriptor)
-         : base(descriptor) { }
+      public GenericOrderQuantityVM(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null)
+         : base(descriptor, message_override) { }
 
       QuantityMeasureImmutable? IGenericOrderParamVM<QuantityMeasureImmutable?>.value { get => quantity; set => quantity= value; }
       public QuantityMeasureImmutable? quantity 
       {
-         get => GenericOrderHelper.get_quantity_value(message, descriptor);
+         get => GenericOrderHelper.get_quantity_value(_message_override == null ? this.message : _message_override(this.message), 
+                                                      descriptor);
          set 
          {
             var orig = quantity;
-            GenericOrderHelper.set_quantity_value(message, descriptor, value);
+            GenericOrderHelper.set_quantity_value(_message_override == null ? this.message : _message_override(this.message), 
+                                                  descriptor, value);
             if (quantity != orig)
                RaisePropertyChanged();
          }
       }      
-
       public IObservable<QuantityMeasureImmutable?> subscribe_value() 
       {
          return Observable.Create<QuantityMeasureImmutable?>(o =>
@@ -174,10 +181,9 @@ namespace mbts.spark
                o.OnNext(quantity);
          });
       }
-
       protected override void on_param_changed()
       {
          RaisePropertyChanged(nameof(quantity));
       }
-   }   
+   }
 }

src/client/spark/Orders/OrderTypeVMs/GenericOrderVM.cs

@@ -96,9 +96,41 @@ namespace mbts.spark {
             {               
                Google.Protobuf.Reflection.MessageDescriptor desc = new TMutable().Descriptor;               
                _parameters.SyncWithDictionary(
-                  desc.Fields.InDeclarationOrder().Where(_is_value_param_desc).ToDictionary(p => p.Name), _mk_param_vm);
+                  desc.Fields.InDeclarationOrder().Where(_is_value_param_desc).ToDictionary(p => p.Name), x => _mk_param_vm(x));
+               add_message_params(desc);
             }
          }
+         void add_message_params(Google.Protobuf.Reflection.MessageDescriptor desc)
+         {
+            var msgs = desc.Fields.InDeclarationOrder().Where(x => !_is_value_param_desc(x) && 
+                                                              x.MessageType.ClrType != typeof(CustomOrderDefinition) );
+            foreach(var message_field in msgs)
+            {
+               foreach (var fd in message_field.MessageType.Fields.InDeclarationOrder())
+               {
+                  if(_is_value_param_desc(fd)) //one level deep
+                  {
+                     var mk = _mk_param_vm(fd, 
+                     outside_object => 
+                     {                        
+                        var msgfield = message_field.Accessor.GetValue(outside_object);
+                        if(msgfield == null)
+                        {
+                           message_field.Accessor.SetValue(outside_object, Activator.CreateInstance(message_field.MessageType.ClrType));
+                           msgfield = message_field.Accessor.GetValue(outside_object);
+                        }
+                        return (IMessage)msgfield;
+                     });
+                     if(mk == null) 
+                        continue;
+                        
+                     if(!_parameters.Add(mk))
+                        _parameters.Add(message_field.Name + "_" + mk.descriptor.Name, mk);                     
+                  }
+               }
+            }            
+         }
+         
          static bool _is_value_param_desc(FieldDescriptor desc)
          {
             return (desc.FieldType != Google.Protobuf.Reflection.FieldType.Message || 
@@ -117,50 +149,53 @@ namespace mbts.spark {
             return v;
          }
 
-         GenericOrderParamVM<TMutable> _mk_param_vm(FieldDescriptor descriptor) 
+         GenericOrderParamVM<TMutable> _mk_param_vm(FieldDescriptor descriptor, Func<IMessage, IMessage> message_override = null) 
          {
             ExceptionAssert.Argument.NotNull(descriptor, nameof(descriptor));
 
             if (descriptor.FieldType == FieldType.Message && 
                 descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName)
             {
-               var qm = new GenericOrderQuantityVM<TMutable>(descriptor);
-               return attached(qm, GenericOrderHelper.get_quantity_value, GenericOrderHelper.set_quantity_value);
+               var qm = new GenericOrderQuantityVM<TMutable>(descriptor, message_override);
+               return attached(qm, GenericOrderHelper.get_quantity_value, GenericOrderHelper.set_quantity_value, message_override);
             }
             else if(descriptor.FieldType == FieldType.Enum)
             {
-               var pvm = new GenericOrderEnumeratedVM<TMutable>(descriptor);
-               attached(pvm, GenericOrderHelper.get_enumerated_value, GenericOrderHelper.set_enumerated_value);
+               var pvm = new GenericOrderEnumeratedVM<TMutable>(descriptor, message_override);
+               attached(pvm, GenericOrderHelper.get_enumerated_value, GenericOrderHelper.set_enumerated_value, message_override);
                return pvm;
             }
             else if (descriptor.FieldType == FieldType.Bool)
-               return mk<bool?, bool>(descriptor, v => v, v => v.GetValueOrDefault());
+               return mk<bool?, bool>(descriptor, v => v, v => v.GetValueOrDefault(), message_override);
             else if (descriptor.FieldType == FieldType.Double || descriptor.FieldType == FieldType.Float)
-               return mk<double, double>(descriptor, v => v, v => v, double.NaN);
+               return mk<double, double>(descriptor, v => v, v => v, message_override, double.NaN);
             else if (descriptor.FieldType == FieldType.Int32)
-               return mk<int?, int>(descriptor, v => v, v => v.GetValueOrDefault());
+               return mk<int?, int>(descriptor, v => v, v => v.GetValueOrDefault(), message_override);
             else if (descriptor.FieldType == FieldType.UInt32)
-               return mk<uint?, uint>(descriptor, v => v, v => v.GetValueOrDefault());
+               return mk<uint?, uint>(descriptor, v => v, v => v.GetValueOrDefault(), message_override);
             else if (descriptor.FieldType == FieldType.String)
-               return mk<string, string>(descriptor, v => v, v => v);
+               return mk<string, string>(descriptor, v => v, v => v, message_override);
             else
                return null;
          }
-         GenericOrderParamVM<TMutable, TView, TModel> mk<TView, TModel>(FieldDescriptor fdesc, Func<TModel, TView> convert, Func<TView, TModel> convert_back, TView default_value = default)
+         GenericOrderParamVM<TMutable, TView, TModel> mk<TView, TModel>(FieldDescriptor fdesc, Func<TModel, TView> convert, Func<TView, TModel> convert_back, 
+                                                                        Func<IMessage, IMessage> message_override = null, TView default_value = default)
          {
-            var pvm = new GenericOrderParamVM<TMutable, TView, TModel>(fdesc, convert, convert_back);
-            return attached<TView, GenericOrderParamVM<TMutable, TView, TModel>>(pvm, get_from_param, assign_to_param, default_value);
+            var pvm = new GenericOrderParamVM<TMutable, TView, TModel>(fdesc, convert, convert_back, message_override);
+            return attached<TView, GenericOrderParamVM<TMutable, TView, TModel>>(pvm, get_from_param, assign_to_param,
+                                                                                 message_override, default_value);
 
             TView get_from_param(IMessage param, FieldDescriptor fd) => convert(ConvertUtils.try_convert<TModel>(fdesc.Accessor.GetValue(param)));
             void assign_to_param(IMessage param, FieldDescriptor fd, TView value) => fdesc.Accessor.SetValue(param, convert_back(value));
          }
 
-         TParam attached<T, TParam>(TParam pvm, Func<IMessage, FieldDescriptor, T> selector, Action<IMessage, FieldDescriptor, T> assign_to_param, T default_value = default) where TParam : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<T>
+         TParam attached<T, TParam>(TParam pvm, Func<IMessage, FieldDescriptor, T> selector, Action<IMessage, FieldDescriptor, T> assign_to_param, 
+                                    Func<IMessage, IMessage> message_override = null, T default_value = default) where TParam : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<T>
          {
             add_property<T>(
                pvm.descriptor.Name,
-               mdef => mdef != null ? selector(mdef, pvm.descriptor) : default_value,
-               (mdef, v) => assign_to_param(mdef, pvm.descriptor, v),
+               mdef => mdef != null ? selector( message_override == null ?  mdef : message_override(mdef), pvm.descriptor) : default_value,
+               (mdef, v) => assign_to_param(message_override == null ? mdef : message_override(mdef), pvm.descriptor, v),
                () => pvm.value,
                v => pvm.value = v,
                pvm.subscribe_value(),

src/client/spark/Orders/OrderTypeVMs/OffsetOrderVM.cs

@@ -4,14 +4,14 @@ using OffsetDefi = bts.api.orderman.OffsetOrderDefinitionImmutable;
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       class OffsetOrderVM : OrderTypeVMBase<OffsetDef, OffsetDefi> {
-         readonly Property<uint?> _tick_offset_on_deploy;
+         readonly Property<int?> _tick_offset_on_deploy;
 
          public OffsetOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
             : base(key, display_name, editing_permissions) {
-            _tick_offset_on_deploy = add_nullable_property(nameof(tick_offset_on_deploy), OffsetDef.TickOffsetOnDeployFieldNumber, 0u);
+            _tick_offset_on_deploy = add_nullable_property(nameof(tick_offset_on_deploy), OffsetDef.TickOffsetOnDeployFieldNumber, 0);
          }
 
-         public uint? tick_offset_on_deploy { get => _tick_offset_on_deploy.Value; set => _tick_offset_on_deploy.set(value); }
+         public int? tick_offset_on_deploy { get => _tick_offset_on_deploy.Value; set => _tick_offset_on_deploy.set(value); }
       }
    }
 }

src/client/spark/Predicates/View/Primitive/StringIgnoreCaseView.xaml

@@ -4,7 +4,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Colors.xaml"/>

src/client/spark/Properties/Resources.Designer.cs

@@ -19,7 +19,7 @@ namespace bts.Properties {
     // class via a tool like ResGen or Visual Studio.
     // To add or remove a member, edit your .ResX file then rerun ResGen
     // with the /str option, or rebuild your VS project.
-    [global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "16.0.0.0")]
+    [global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "15.0.0.0")]
     [global::System.Diagnostics.DebuggerNonUserCodeAttribute()]
     [global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()]
     internal class Resources {
@@ -59,7 +59,34 @@ namespace bts.Properties {
                 resourceCulture = value;
             }
         }
-        
+
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream reload_1911 {
+            get {
+                return ResourceManager.GetStream("reload_1911", resourceCulture);
+            }
+        }
+
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream cash_register_purchase {
+            get {
+                return ResourceManager.GetStream("cash_register_purchase", resourceCulture);
+            }
+        }
+
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream powerup {
+            get {
+                return ResourceManager.GetStream("powerup", resourceCulture);
+            }
+        }
+
         /// <summary>
         ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
         /// </summary>
@@ -72,18 +99,9 @@ namespace bts.Properties {
         /// <summary>
         ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
         /// </summary>
-        internal static System.IO.UnmanagedMemoryStream cash_register_purchase {
+        internal static System.IO.UnmanagedMemoryStream whistle {
             get {
-                return ResourceManager.GetStream("cash_register_purchase", resourceCulture);
-            }
-        }
-        
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream game_over_arcade {
-            get {
-                return ResourceManager.GetStream("game_over_arcade", resourceCulture);
+                return ResourceManager.GetStream("whistle", resourceCulture);
             }
         }
         
@@ -105,6 +123,15 @@ namespace bts.Properties {
             }
         }
         
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream game_over_arcade {
+            get {
+                return ResourceManager.GetStream("game_over_arcade", resourceCulture);
+            }
+        }
+        
         /// <summary>
         ///   Looks up a localized resource of type System.Byte[].
         /// </summary>
@@ -124,32 +151,5 @@ namespace bts.Properties {
                 return ((byte[])(obj));
             }
         }
-        
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream powerup {
-            get {
-                return ResourceManager.GetStream("powerup", resourceCulture);
-            }
-        }
-        
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream reload_1911 {
-            get {
-                return ResourceManager.GetStream("reload_1911", resourceCulture);
-            }
-        }
-        
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream whistle {
-            get {
-                return ResourceManager.GetStream("whistle", resourceCulture);
-            }
-        }
     }
 }

src/client/spark/Properties/Resources.resx

@@ -118,34 +118,34 @@
     <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </resheader>
   <assembly alias="System.Windows.Forms" name="System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" />
-  <data name="bell_counter" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\bell_counter.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
-  <data name="cash_register_purchase" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\cash_register_purchase.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
-  <data name="game_over_arcade" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\game_over_arcade.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
   <data name="game_sound_correct" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\game_sound_correct.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
-  <data name="game_sound_wrong" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\game_sound_wrong.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
   <data name="Grab" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Images\Cursors\Grab.cur;System.Byte[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
   <data name="Grabbing" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Images\Cursors\Grabbing.cur;System.Byte[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
+  <data name="whistle" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\whistle.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
+  <data name="bell_counter" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\bell_counter.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
   <data name="powerup" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\powerup.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
+  <data name="cash_register_purchase" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\cash_register_purchase.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
+  <data name="game_over_arcade" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\game_over_arcade.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
+  <data name="game_sound_wrong" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\game_sound_wrong.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
   <data name="reload_1911" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\reload_1911.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
-  <data name="whistle" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\whistle.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
 </root>

src/client/spark/Spark.csproj

@@ -1,48 +1,56 @@
-<Project Sdk="Microsoft.NET.Sdk.WindowsDesktop">
-
+<Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <TargetFramework>netcoreapp3.1</TargetFramework>
-    <Platforms>x64</Platforms>
-    <Platform>x64</Platform>
-    <OutputType>WinExe</OutputType>
-    <RuntimeIdentifier>win7-x64</RuntimeIdentifier>
+    <TargetFramework>net471</TargetFramework>
     <Authors>Blue Trading Systems</Authors>
     <Company>Blue Trading Systems</Company>
     <Product>Spark</Product>
     <Description>Advanced Derivatives Trading</Description>
     <ApplicationManifest>spark.manifest</ApplicationManifest>
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
-    <RootNamespace>bts</RootNamespace>
-    <UseWPF>true</UseWPF>
-    <UseWindowsForms>true</UseWindowsForms>
-    <WarningsAsErrors>true</WarningsAsErrors>
-    <TreatWarningsAsErrors />
-    <GenerateProgramFile>false</GenerateProgramFile>
     <Configurations>Debug;Release</Configurations>
+    <Platforms>x64</Platforms>
+    <PlatformTarget>AnyCPU</PlatformTarget>
+    <LanguageTargets>$(MSBuildExtensionsPath)\$(VisualStudioVersion)\Bin\Microsoft.CSharp.targets</LanguageTargets>
+    <ApplicationIcon>logo.ico</ApplicationIcon>
+    <OutputType>WinExe</OutputType>
+    <StartupObject>mbts.ui.shell.App</StartupObject>
+    <RootNamespace>bts</RootNamespace>
+    <LangVersion>7.2</LangVersion>
+    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
+    <WarningsAsErrors />
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
   </PropertyGroup>
-
   <ItemGroup>
-    <PackageReference Include="Google.Protobuf" Version="3.11.2" />
-    <PackageReference Include="IronPython" Version="2.7.9" />
-    <PackageReference Include="NAudio" Version="1.9.0" />
-    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="16.4.0" />
-    <PackageReference Include="NUnit" Version="3.12.0" />
-    <PackageReference Include="NUnit3TestAdapter" Version="3.15.1" />
-    <PackageReference Include="System.ComponentModel.Composition" Version="4.7.0" />
-    <PackageReference Include="System.Composition.AttributedModel" Version="1.4.0" />
-    <FrameworkReference Remove="Microsoft.WindowsDesktop.App" />
-    <PackageReference Include="System.Reactive.Linq" Version="4.3.1" />
-    <FrameworkReference Update="Microsoft.WindowsDesktop.App" />
-    <PackageReference Include="protobuf-net" Version="2.4.4" />
-    <PackageReference Include="System.Reactive.Interfaces" Version="4.3.1" />
     <ProjectReference Include="../spark_api/spark_api.csproj" />
     <ProjectReference Include="../spark_core/spark_core.csproj" />
+    <Reference Include="PresentationCore" />
+    <Reference Include="PresentationFramework" />
+    <Reference Include="PresentationFramework.Aero" />
+    <Reference Include="System.Windows.Forms" />
+    <Reference Include="System.Xaml" />
+    <Reference Include="WindowsBase" />
+    <Reference Include="Microsoft.CSharp" />
+    <Reference Include="System.ComponentModel.Composition" />
+    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
+    <PackageReference Include="IronPython" Version="2.7.7" />
+    <PackageReference Include="NAudio" Version="1.8.4" />
+    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="15.0.0" />
+    <PackageReference Include="NUnit" Version="3.10.1" />
+    <PackageReference Include="NUnit3TestAdapter" Version="3.8.0" />
+    <PackageReference Include="System.Reactive" Version="3.1.1" />
+    <PackageReference Include="protobuf-net" Version="2.3.2" />
+    <PackageReference Include="System.Windows.Interactivity.WPF" Version="2.0.20525" />
+    <PackageReference Include="WPFTextBoxAutoComplete" Version="1.0.5" />
   </ItemGroup>
   <ItemGroup>
+    <ApplicationDefinition Include="App.xaml" Generator="MSBuild:Compile" />
+    <Page Include="**\*.xaml" Exclude="App.xaml" SubType="Designer" Generator="MSBuild:Compile" />
+    <Compile Update="**\*.xaml.cs" SubType="Designer" DependentUpon="%(Filename)" />
+    <Proto3 Include="core\Settings\UISettings.proto" />
     <Resource Include="**\*.ico" />
     <Resource Include="**\*.png" />
-    <Proto3 Include="core\Settings\UISettings.proto" />
     <ConfigDefaults Include="../../lib/config/defaults/*.conf" />
   </ItemGroup>
   <ItemGroup>
@@ -52,17 +60,8 @@
     <Content Include="logo.ico" />
   </ItemGroup>
   <ItemGroup>
-    <Compile Update="Properties\Resources.Designer.cs">
-      <DesignTime>True</DesignTime>
-      <AutoGen>True</AutoGen>
-      <DependentUpon>Resources.resx</DependentUpon>
-    </Compile>
+    <EmbeddedResource Include="Sounds\game_sound_correct.wav" />
+    <EmbeddedResource Include="Sounds\whistle.wav" />
   </ItemGroup>
-  <ItemGroup>
-    <EmbeddedResource Update="Properties\Resources.resx">
-      <Generator>ResXFileCodeGenerator</Generator>
-      <LastGenOutput>Resources.Designer.cs</LastGenOutput>
-    </EmbeddedResource>
-  </ItemGroup>
-
+  <Target Name="diagnostic" AfterTargets="PreBuildEvent" />
 </Project>

src/client/spark/core/Diagnostics/ShellDiagnosticsServiceServer.cs

@@ -147,8 +147,15 @@ namespace bts.api.diagnostic {
          }
       }
 
-      public override Task<ScriptResultMessage> run(ScriptLines request) =>
-         _dispatcher.InvokeAsync(() => {
+      public override Task<ScriptResultMessage> run(ScriptLines request) {
+
+         var tcs = new TaskCompletionSource<ScriptResultMessage>();
+         void ret(ScriptResultMessage r) {
+            tcs.TrySetResult(r);
+         }
+
+         _dispatcher.BeginInvoke(() => {
+
             // append lines to _pending
             foreach (var line in request.Lines) {
                _pending.AppendLine(line);
@@ -164,18 +171,23 @@ namespace bts.api.diagnostic {
                // If 'complete' run code
                case ScriptCodeParseResult.Complete:
                   _pending.Clear();
-                  //ret(run_code(code));
-                  return run_code(code);
+                  ret(run_code(code));
+                  break;
                // if 'invalid' return error
                case ScriptCodeParseResult.Invalid:
                   Console.WriteLine("Invalid");
                   _pending.Clear();
-                  return new ScriptResultMessage { Res = ScriptResult.Invalid, Message = code.GetCode() };
+                  ret(new ScriptResultMessage { Res = ScriptResult.Invalid, Message = code.GetCode() });
+                  break;
                // otherwise continue buffering
                default:
                   Console.WriteLine("Incomplete");
-                  return new ScriptResultMessage { Res = ScriptResult.Incomplete };
+                  ret(new ScriptResultMessage { Res = ScriptResult.Incomplete });
+                  break;
             }
-         }).Task;
+         });
+
+         return tcs.Task;
+      }
    }
 }

src/client/spark/core/ShellInterface/UserSettings/NotificationSettingsView.xaml

@@ -8,7 +8,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   FocusManager.IsFocusScope="True"
   u:WindowStyle.SizeToContent="WidthAndHeight"
   Background="{StaticResource CommonBackground}"

src/client/spark/core/Utility/DispatcherHelper.cs

@@ -1,15 +1,23 @@
-using System.Threading.Tasks;
-
-namespace System.Windows.Threading {
-   public static class DispatcherHelper {
-      public static void Ignore(this DispatcherOperation dispatcher_operation) { }
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
 
+namespace System.Windows.Threading
+{
+   public static class DispatcherHelper
+   {
       #region Easy Invoke
 
       public static void Invoke(this Dispatcher d, Action action) {
          d.Invoke(action);
       }
 
+      public static void BeginInvoke(this Dispatcher d, Action action) {
+         d.BeginInvoke(action);
+      }
+
       public static void Invoke<T>(this Dispatcher d, Action<T> action, T arg1) {
          d.Invoke(action, arg1);
       }

src/client/spark/view/Controls/DIYGrid/Settings/Animation/CellAnimationView.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/DIYGrid/Settings/Animation/RowAnimationView.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/DIYGrid/Settings/Animation/SoundAnimationView.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/DIYGrid/Settings/GridSettingsView.xaml

@@ -11,7 +11,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:ut="clr-namespace:mbts.ui.utilities"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <UserControl.Resources>
     <ResourceDictionary>

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml

@@ -4,7 +4,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:usp="clr-namespace:mbts.ui.spark"
                     xmlns:msp="clr-namespace:mbts.spark"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>
     <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/DoubleMinMaxFilterControl.xaml"/>

src/client/spark/view/Controls/DialogSkirts/DialogSkirt.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Buttons.xaml"/>

src/client/spark/view/Controls/LogViewer.xaml

@@ -4,7 +4,7 @@
              xmlns:u="clr-namespace:mbts.ui"
              xmlns:converters="clr-namespace:mbts.ui.converters"
              xmlns:controls="clr-namespace:mbts.ui.controls"
-             xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+             xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Order/AlgoContentTemplateSelector.xaml

@@ -8,7 +8,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Controls/TickUpDown/TickUpDown.xaml"/>
@@ -691,7 +691,7 @@
             <TextBlock VerticalAlignment="Center" >Tick Offset</TextBlock>
             <c:HelpButton Margin="{StaticResource Margin.LP1}" ToolTip="How many ticks off the inside market to deploy the order, this guards against crossing the market inadventently" />
           </StackPanel>
-          <c:TickUpDownUInt x:Name="PART_TickOffsetOnDeploy_TickUpDownUInt" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
+          <c:TickUpDownInt x:Name="PART_TickOffsetOnDeploy_TickUpDownUInt" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
           <uag:AlgoPickerNodeView
             x:Name="PART_Child_AlgoPickerNodeView"
             Grid.Row="2"

src/client/spark/view/Controls/Order/OrderDetailsPopupControl.xaml

@@ -6,7 +6,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Controls/Popup/PopupControl.xaml"/>

src/client/spark/view/Controls/Order/QuantityMeasureControl.xaml

@@ -6,7 +6,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <!--Primitives--> 
   <sys:Double x:Key="TickUpDownMinWidth">37</sys:Double>

src/client/spark/view/Controls/TickFactorsPicker/TickFactorsPicker.xaml

@@ -5,7 +5,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:txt="clr-namespace:mbts.ui.utility.text"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/Time/DateTimePeriodProviderView.xaml

@@ -4,7 +4,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   xmlns:proto="clr-namespace:bts.proto"
 >
   <ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Time/DateTimePicker.xaml

@@ -3,7 +3,7 @@
                     xmlns:u="clr-namespace:mbts.ui"
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Colors.xaml"/>
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Time/DateTimeProviderView.xaml

@@ -4,7 +4,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   xmlns:proto="clr-namespace:bts.proto"
 >
   <ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Time/TimeSpanControl.xaml

@@ -4,7 +4,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:txt="clr-namespace:mbts.ui.utility.text"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Colors.xaml"/>
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/ToolBar/ToolBar.xaml

@@ -1,9 +1,13 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:ie="http://schemas.microsoft.com/expression/2010/interactions"
+  xmlns:i="http://schemas.microsoft.com/expression/2010/interactivity"
   xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <!--Primitive Constants-->
   <sys:Double x:Key="VerticalPush1">4</sys:Double>
@@ -190,11 +194,11 @@
                     BorderBrush="{u:BTSColor UI.Button.normal_border}"
                     Background="{x:Static u:BTSColors.common_background_brush}"
                   >
-                    <!--<i:Interaction.Triggers>
+                    <i:Interaction.Triggers>
                       <i:EventTrigger EventName="MouseLeave">
                         <ie:ChangePropertyAction TargetName="OverflowPopup" PropertyName="IsOpen" Value="False"/>
                       </i:EventTrigger>
-                    </i:Interaction.Triggers>-->
+                    </i:Interaction.Triggers>
                     <ToolBarOverflowPanel x:Name="PART_ToolBarOverflowPanel"/>
                   </Border>
                 </Popup>

src/client/spark/view/DragDrop/DragDropHelper.cs

@@ -288,7 +288,7 @@ namespace mbts.ui {
                if (selector != null) {
                   selector.Dispatcher.BeginInvoke(() => {
                      selector.SelectedItem = src;
-                  }).Ignore();
+                  });
                }
 
                new_window.Activate();

src/client/spark/view/Extensions/Command/FileDialogCommand.cs

@@ -64,6 +64,25 @@ namespace mbts.ui {
             }
          }, can_execute == null ? null : new Func<object, bool>(_ => can_execute()));
 
+      public static IDialogCommand export_csv(
+         Func<string> get_file_content,
+         string source_window_name) =>
+         new AnonymousFileDialogCommand<object>(_ =>
+            _create_save_file_dialog(
+               Environment.GetFolderPath(Environment.SpecialFolder.Desktop),
+               $"BTS_Spark_{source_window_name}_{DateTime.Now.ToString("yyyyMMdd_HHmm")}.csv",
+               new[] { ("CSV (comma delimited)", new string[] { "csv" }) }
+            ),
+            (_, file) => {
+               try {
+                  File.WriteAllText(file, get_file_content.Invoke());
+               } catch (Exception ex) {
+                  BTSMessageBox.Show($"Error exporting data to csv: {ex}.", "CSV Export Error", BTSMessageBoxButtons.OK, System.Windows.MessageBoxImage.Error, true, false, true);
+               }
+            },
+            // we are always able to perform an export, even when no rows (it will just be a header)
+            (_) => true);
+
       static TDialog _create_file_dialog<TDialog>(string initial_dir = null, IReadOnlyList<(string name, string[] extensions)> filter_items = null) where TDialog : FileDialog, new() {
          var rv = new TDialog();
          if (!string.IsNullOrEmpty(initial_dir))

src/client/spark/view/Extensions/DropDownButtonBehavior.cs

@@ -1,54 +1,52 @@
-//// from https://gist.github.com/ryanvs/8059757
+// from https://gist.github.com/ryanvs/8059757
 
-/// This class was commented out during the migration to .NET Core 3,
-/// bc it derives from a type defined in an assembly, System.Interactivity, that is incompatible w/ .NET Core 3.
-//using System;
-//using System.Threading;
-//using System.Windows;
-//using System.Windows.Controls;
-//using System.Windows.Controls.Primitives;
-//using System.Windows.Interactivity;
+using System;
+using System.Threading;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+using System.Windows.Interactivity;
 
-//namespace mbts.ui
-//{
-//   internal class DropDownButtonBehavior : Behavior<Button> {
-//      private long attachedCount;
-//      private bool isContextMenuOpen;
+namespace mbts.ui
+{
+   internal class DropDownButtonBehavior : Behavior<Button> {
+      private long attachedCount;
+      private bool isContextMenuOpen;
 
-//      protected override void OnAttached() {
-//         base.OnAttached();
-//         AssociatedObject.AddHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click), true);
-//      }
+      protected override void OnAttached() {
+         base.OnAttached();
+         AssociatedObject.AddHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click), true);
+      }
 
-//      void AssociatedObject_Click(object sender, System.Windows.RoutedEventArgs e) {
-//         Button source = sender as Button;
-//         if (source != null && source.ContextMenu != null) {
-//            // Only open the ContextMenu when it is not already open. If it is already open,
-//            // when the button is pressed the ContextMenu will lose focus and automatically close.
-//            if (!isContextMenuOpen) {
-//               source.ContextMenu.AddHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed), true);
-//               Interlocked.Increment(ref attachedCount);
-//               // If there is a drop-down assigned to this button, then position and display it 
-//               source.ContextMenu.PlacementTarget = source;
-//               source.ContextMenu.Placement = PlacementMode.Bottom;
-//               source.ContextMenu.IsOpen = true;
-//               isContextMenuOpen = true;
-//            }
-//         }
-//      }
+      void AssociatedObject_Click(object sender, System.Windows.RoutedEventArgs e) {
+         Button source = sender as Button;
+         if (source != null && source.ContextMenu != null) {
+            // Only open the ContextMenu when it is not already open. If it is already open,
+            // when the button is pressed the ContextMenu will lose focus and automatically close.
+            if (!isContextMenuOpen) {
+               source.ContextMenu.AddHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed), true);
+               Interlocked.Increment(ref attachedCount);
+               // If there is a drop-down assigned to this button, then position and display it 
+               source.ContextMenu.PlacementTarget = source;
+               source.ContextMenu.Placement = PlacementMode.Bottom;
+               source.ContextMenu.IsOpen = true;
+               isContextMenuOpen = true;
+            }
+         }
+      }
 
-//      protected override void OnDetaching() {
-//         base.OnDetaching();
-//         AssociatedObject.RemoveHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click));
-//      }
+      protected override void OnDetaching() {
+         base.OnDetaching();
+         AssociatedObject.RemoveHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click));
+      }
 
-//      void ContextMenu_Closed(object sender, RoutedEventArgs e) {
-//         isContextMenuOpen = false;
-//         var contextMenu = sender as ContextMenu;
-//         if (contextMenu != null) {
-//            contextMenu.RemoveHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed));
-//            Interlocked.Decrement(ref attachedCount);
-//         }
-//      }
-//   }
-//}
+      void ContextMenu_Closed(object sender, RoutedEventArgs e) {
+         isContextMenuOpen = false;
+         var contextMenu = sender as ContextMenu;
+         if (contextMenu != null) {
+            contextMenu.RemoveHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed));
+            Interlocked.Decrement(ref attachedCount);
+         }
+      }
+   }
+}

src/client/spark/view/Resources/ComboBoxes.xaml

@@ -3,7 +3,7 @@
     xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
 		xmlns:ui="clr-namespace:mbts.ui"
-		xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+		xmlns:sys="clr-namespace:System;assembly=mscorlib"
     xmlns:control="clr-namespace:mbts.ui.controls">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Controls/MultiSelectDropDown.xaml" />

src/client/spark/view/Resources/Common.xaml

@@ -1,7 +1,7 @@
 <ResourceDictionary 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:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <Color x:Key="OptionMark.MouseOver.Background.Color">#FFF3F9FF</Color>
   <Color x:Key="OptionMark.MouseOver.Border.Color">#FF5593FF</Color>
   <Color x:Key="OptionMark.MouseOver.Glyph.Color">#FF212121</Color>

src/client/spark/view/Resources/Converters.xaml

@@ -4,7 +4,7 @@
                     xmlns:u="clr-namespace:mbts.ui"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <cv:BooleanOrConverter x:Key="OrConverter" />
   <cv:BooleanAndConverter x:Key="AndConverter" />
   <cv:NotConverter x:Key="NotConverter" />

src/client/spark/view/Resources/DataTemplates.xaml

@@ -2,7 +2,7 @@
                     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
                     xmlns:u="clr-namespace:mbts.ui"
                     xmlns:c="clr-namespace:mbts.ui.controls"
-                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
+                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Converters.xaml" />
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Resources/DefinedColors.xaml

@@ -4,6 +4,6 @@
     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
     xmlns:mbts="clr-namespace:mbts.ui"
 		xmlns:ui="clr-namespace:mbts.ui"
-		xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+		xmlns:sys="clr-namespace:System;assembly=mscorlib"
     xmlns:control="clr-namespace:mbts.ui.controls">
 </ResourceDictionary>

src/client/spark/view/Shell/Login/LoginView.xaml

@@ -7,7 +7,8 @@
   xmlns:shell="clr-namespace:mbts.ui.shell"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:converters="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:autocomplete="clr-namespace:WPFTextBoxAutoComplete;assembly=WPFTextBoxAutoComplete"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   x:Name="_login_view"
   Width="520"
   Height="230"
@@ -150,6 +151,7 @@
 
         <TextBox
           x:Name="_username"
+          autocomplete:AutoCompleteBehavior.AutoCompleteItemsSource="{Binding KnownUsers}"
           HorizontalAlignment="Stretch"
           Text="{Binding Name, UpdateSourceTrigger=PropertyChanged}"
         >

src/client/spark/view/Shell/Settings/Global/GlobalAlertsView.xaml

@@ -10,7 +10,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:stg="clr-namespace:mbts.ui.settings"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
   <Grid>
     <Grid.Resources>

src/client/spark/view/Shell/Settings/ShellSettingsDialog.xaml

@@ -10,7 +10,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:scm="clr-namespace:System.ComponentModel;assembly=WindowsBase"
-  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
   u:WindowStyle.AllowResize="True"
   u:WindowStyle.SizeToContent="WidthAndHeight"
   u:WindowStyle.TitleContent="{Binding}"

src/client/spark/view/Shell/Settings/ShellSettingsDialogVM.cs

@@ -266,7 +266,7 @@ namespace mbts.spark {
          Window choose_name_dialog(string title, ProfileVM target, Action<ProfileVM, string> commit) {
             var text_box = new TextBox { Width = 160, Margin = new Thickness(8, 0, 0, 0), Text = target?.name ?? string.Empty };
             Behavior.SetFocusOnLoaded(text_box, true);
-            //WPFTextBoxAutoComplete.AutoCompleteBehavior.SetAutoCompleteItemsSource(text_box, skip_local.Select(vm => vm.name).ToList());
+            WPFTextBoxAutoComplete.AutoCompleteBehavior.SetAutoCompleteItemsSource(text_box, skip_local.Select(vm => vm.name).ToList());
             // panel
             var panel = new StackPanel { Orientation = Orientation.Horizontal, Margin = new Thickness(8) };
             panel.Children.Add(new TextBlock { Text = "Name:", VerticalAlignment = VerticalAlignment.Center });

src/client/spark/view/Shell/Workspaces/WorkspacesDialogView.xaml

@@ -6,7 +6,7 @@
              xmlns:local="clr-namespace:mbts.ui.shell"
              mc:Ignorable="d" 
              xmlns:controls="clr-namespace:mbts.ui.controls"
-             xmlns:sys="clr-namespace:System;assembly=System.Runtime"
+             xmlns:sys="clr-namespace:System;assembly=mscorlib"
              xmlns:ui="clr-namespace:mbts.ui"
              Width="250"
              MaxHeight="700"

src/client/spark/view/Spark/Core/TickUtils.cs

@@ -292,7 +292,9 @@ namespace mbts.spark {
             int count = 0;
             double factored_base = log10_diff > 0 ? reduced_target_base * Math.Pow(10, Math.Ceiling(log10_diff)) : reduced_target_base;
             do {
-               if (factored_base % raw_base == 0)
+               // Note that the modulus operator is not used here due to rounding errors.
+               // Such a rounding errror was the cause of the bug https://bluetradesys.atlassian.net/browse/SP-283.
+               if (MathUtils.is_int(factored_base / raw_base))
                   return new TickFactors(factored_base, factored_base / raw_base);
                factored_base *= 10;
             } while (++count < 10);