Release notes

Made the fractional_hedging test a bit easier to do
Fixing the test
2019-11-04 13:07:02 -05:00 · 2019-11-04 10:41:27 -05:00 · 2019-11-01 14:15:11 -04:00 · 2019-10-29 18:53:17 -04:00 · 2019-10-29 14:58:11 -04:00 · 2019-10-29 14:40:00 -04:00
637 changed files with 31458 additions and 6493 deletions
@@ -32,5 +32,5 @@ trace_data/
 /src/lib/orderman/perf_analysis/last_pretty_log.csv
 /src/lib/orderman/perf_analysis/log.csv
 /doc/user/public/*
-.ionide/*
-src/web/ui/.ionide/symbolCache.db
+.ionide/*
+/.ignore
@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Logging-In-to-the-System/index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/index.md;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Spreader/index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/index.md;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -154,7 +154,7 @@ insert_anchor_links = "right"

        -  Pay Less - If enabled by checking the checkbox, the spreader will
            attempt to pay less when the quantity at the level of the calculated
-            hedge price is more than the threshold defined.  The hedge order is
+            hedge price is less than the threshold defined.  The hedge order is
            paid less by the “Payless Ticks” as defined per leg.
        -  Pay Up - If enabled by checking the checkbox, the spreader will pay
            up when the quantity at the level of the calculated hedge price is
@@ -4,6 +4,94 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.13.0
+### User Visible Changes  
+  - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
+  - Added support for sounds for new orders
+  - Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
+  - Enabled the ladder to remember the left panel scroll position across front end restarts
+### Bug Fixes
+  - Fixed the local fills window so that it does not show the admin fills
+  - Removed the deleted accounts from the ladder accounts dropdown
+  - Fixed the orderbook price for iceberg of spreaders
+  
+## 2.12.0
+### User Visible Changes
+  - Added support for ICE market data and order execution
+### Internal Changes
+  - Lots of permission / admin changes to facilitate ICE
+
+## 2.11.0
+### User Visible Changes
+  - Fixed fills form time filter to also apply to SOD fills
+  - Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
+  - Removed the option to enter manual spread fills
+  - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
+### Internal Changes
+  - Added support for tag 1031. Currently defaults to Y, can it be override through config.
+  - To facilitate support, allowed the bts user to view and edit algos from all other users 
+  - Improved system tests
+  - Improved log messages in UI to include dispatcher thread name
+  - Added support for Windows core dumps in the UI
+  
+## 2.10.0
+### User Visible Changes
+  - Fills now include information about the algo that originated the fill
+  - A new, more powerful PnL form is now available
+### API Changes
+  - Added security state information (pre open, halted, normal, closed, etc)
+### Bug Fixes
+  - Brought back the "select all" check box in the mini order book
+  - Fixed an issue in the market data subsystem that on rare occasions could result in a startup crash
+### Internal Changes
+  - Fixed an issue that was stopping us from interpreting SOD times as local rather than GMT
+## 2.9.3
+### Internal Changes
+  - Fixed system test scripts
+## 2.9.2
+### Bug Fixes
+  - Fixed an issue with the exchange simulator that could lead to crossed markets
+## 2.9.1
+### Bug Fixes
+  - Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.
+  - Fixed an issue with the display of the new raw position column in the market view window.
+  - Fixed the popup label that describes the raw position information in the ladder
+### Internal Changes
+  - Avoided shipping production configuration defaults that lead to trying to download a position file for the development sftp server.
+### Api
+  - C# API sample now uses synchronous calls.
+
+## 2.9.0
+### User Visible Changes
+  - Improved Workspace management User Interface
+  - Added the ability to change grid background colors
+  - The Spark UI Window group now has a title in the Windows task bar
+  - Added sound alerts for trade events, see Launcher -> Settings -> Alerts
+  - Allowed composite algos that are attached to existing orders to identify fills that were already present prior to attachment
+  - Added import facilities for GMI position files
+  - Added the ability for risk managers to enter manual fills
+  - Added "raw" P&L columns, that is columns that *do not* include spread legs in their accounting
+### Bug Fixes
+  - Fixed the settings action menu (Load/Save/Reset to Factory)
+  - Fixed the method used to determine if a security is expired to take into account the start of day time
+### API Changes
+  - Fixed an issue in the Client SDK that could lead to occasional failures to connect to the spark server as well as excessive memory usage.
+  - Added the ability for algo orders to distinguish fills existing prior to launch
+### Internal Changes
+  - Changed how we packaged certain third-party components
+  - Added logging of entitlement status
+  - Tagged outgoing orders with sequence number of marketdata or FIX event that triggered them
+## 2.8.3
+### Bug Fixes
+  - Fixed a bug that could cause an OrderBook's Security column filter to be blank
+  - Fixed a bug that could cause a UI failure when clearing a filter selection on a filtering widget
+## 2.8.2
+### Bug Fixes
+  - Added proper display factors for SOM spreads
+  - Fixed a bug that could cause a UI failure when trying to change settings in a synthetic ladder
+## 2.8.1
+### Bug fixes
+  - Fixed an error in the UI grids filtering widget
 ## 2.8.0
 ### User Visible Changes
  - Added ProRata and Scratch algos
@@ -16,14 +104,15 @@ insert_anchor_links = "right"
    selected by default
  - Increased width of login panel to better show login error messages
  - Added optional 'Maker/Taker' pricing to Spreader algo
+  - Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
 ### Internal changes
  - Made it easier to generate simple UI's for new order types
 ### API Changes
  - Dynamic orders can now use QuantityMeasure parameter types
-  
+
 ## 2.7.2
 ### User Visible Changes
-  - Changed the login dialog to avoid leaking workspace names from other users. 
+  - Changed the login dialog to avoid leaking workspace names from other users.
  - Added new Splitter algo. From the manual: The splitter is useful
    for pro-rata markets where you want to vary your exposure
    independent of the order quantity that you want to fill.  The
@@ -31,13 +120,13 @@ insert_anchor_links = "right"
    the order quantity but it will put exposed_qty total size on the
    market. Splitter favors order size over queue position.
 ### Internal Changes
-  - Made spark more resilient to lack of connectivity to the CME web site for downloading of templates. 
-  
+  - Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
+
 ## 2.7.1
 ### User Visible Changes
  - Fixed some issues with the Cover algo, where in some circumstances
    it would erroneously cancel launched hedges on completion.
-	
+
 ## 2.7.0
 ### User Visible Changes
  - Allowed algos to process "in-flight" fills while shutting down
@@ -56,25 +145,25 @@ insert_anchor_links = "right"
 ### User Visible Changes
  - Fixed an issue in the ladder where in some cases the mini order book could not be brought up from a badge
  - Fixed a rare race condition that could lead to erroneous limit enforcement
-  - Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used  
+  - Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used

 ## 2.6.1
 ### User Visible Changes
  - Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
-  
+
 ## 2.6.0
 ### User Visible Changes
  - In the ladder made last trade more distinctive when overlayed on the volumn column
-  - In the ladder, corrected display of volume tool tip 
+  - In the ladder, corrected display of volume tool tip
  - In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
  - Added an option for the Top Algo to delete itself if within N ticks from top of book
  - Address a rare issue that could lead to an error report on UI exit
  - Added margin risk limits
  - Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
-  - Avoided switching the current account and order type on open ladders when limits are changed 
+  - Avoided switching the current account and order type on open ladders when limits are changed
 ### Internal Changes
  - Ensure that admin logins are always allowed to login, regardless of keycode status.
-  
+
 ## 2.5.0
 ### User Visible Changes
  - Added loss limit risk check
@@ -104,13 +193,13 @@ insert_anchor_links = "right"
  - Made Cover order more independent from its hedging chidren:
     - Cover continues to operate even if an hedging child is canceled
 	 - When a cover is canceled it will detach from any running hedging children, instead of canceling them
-  - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work 
+  - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
  - Changed manual fills to appear in day PnL rather than in the SOD records
  - Add buy/sell coloring to fill rows in fills window
  - Streamlined the mini order book:
    - Display of the mini order book popup is quicker
    - Only exchange orders are displayed
-	- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order 
+	- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
    - We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
    - A checkbox column has been added to make clearer which rows are selected
 ### API Changes
@@ -120,7 +209,7 @@ insert_anchor_links = "right"
  - Added system requirements to Spark documentation
  - Implemented keycodes
  - Temporarily rejected stop and stop limit orders, pending bug fixes
-  
+
 ## 2.2.0
 ### User Visible Changes
  - Made our orders easier to spot in MBO display
@@ -131,30 +220,30 @@ insert_anchor_links = "right"
  - Improved handling of orders with undiscovered securities
  - Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
  - Fixed display of algo studio algo types in order book
-  - Hid net change setting in synthetic ladders 
+  - Hid net change setting in synthetic ladders
  - Fixed a number of problems with filtering on the Fills form
  - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
  - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
  - Added security symbol column to fills window
  - Re-organized ladder settings dialog to make it clearer and easier to use
-  
+
 ## 2.1.4
 ### User Visible Changes
  - Fixed handling of cancel button in security picker
-  
+
 ## 2.1.3
 ### User Visible Changes
-  - Fixed a simulator bug in the handling of 0 sized orders 
+  - Fixed a simulator bug in the handling of 0 sized orders

 ## 2.2.1
 ### User Visible Changes
  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
-  
+
 ## 2.1.1
 ### User Visible Changes
  - Added PIQ to GLBX Iceberg orders
  - Corrected handling of stop limit orders
-  
+
 ## 2.1.0
 ### User Visible Changes
  - Added support for the GLBX Iceberg order type
@@ -165,7 +254,7 @@ insert_anchor_links = "right"
  - Added PIQ to the mini order book
  - Fixed a rare bug that could lead to server failure when requesting market data
  - Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
- 
+
 ## 2.0.5
 ### User Visible Changes
  - Fixed a bug in the handling of rejected QHO orders
@@ -175,19 +264,19 @@ insert_anchor_links = "right"
 ## 2.0.4
 ### User Visible Changes
  - Fixed performance regression in order manager
-  
+
 ### Internal changes
  - Improved market data diagnostics for bad configurations
  - Changed market data default buffer size
-  
+
 ## 2.0.3
 ### Internal changes
  - Improved backwards compatibility in UI settings

-  
+
 ## 2.0.2
 ### User Visible Changes
-  - Middle click the ladder price column to show the orders for that price level 
+  - Middle click the ladder price column to show the orders for that price level
  - Middle click the bid or ask column in the ladder no longer sends an order

 ### Internal changes
@@ -215,8 +304,8 @@ insert_anchor_links = "right"
  - Improved settings manager tool output
  - Added diagnostics in the event MD memory corruption is detected
  - Added systems tests for join,lean, iceberg and spreader orders
-  - Made exchange order recovery more resilient in the presence of database loss 
-  
+  - Made exchange order recovery more resilient in the presence of database loss
+
 ## 1.6.2
 ### User Visible Changes
 ### Exchange simulator
@@ -255,21 +344,21 @@ insert_anchor_links = "right"
    - These columns can be restored by toggling their visibility within the PnL's Settings form
    - A new Traded Today column has been added to the PnL
      - Filtering on this column will allow a user to restrict the report to only show today's position
-### Internal changes 
-  - Improved organization of the shell notification architecture 
+### Internal changes
+  - Improved organization of the shell notification architecture
  - Added logging to help troubleshoot shell exit hang

 ## 1.5.6
 ### User Visible Changes
-  - Fixed a bug that could cause limits to be erroneously enforced 
+  - Fixed a bug that could cause limits to be erroneously enforced
  - Improved algo documentation
  - Changed how the spreader uses net change
  - Simplified trigger algo user interface
-### Internal changes 
+### Internal changes
  - Defaulted to not recording sim market data
-  - Improved documentation build 
+  - Improved documentation build
  - Added additional performance tracing
-  
+
 ## 1.5.5
  - Fixed Market View 'stale working orders' bug

@@ -277,11 +366,11 @@ insert_anchor_links = "right"
  - Avoided logging when warming up cache

 ## 1.5.3
-  - Fixed sounds startup issue 
+  - Fixed sounds startup issue

 ## 1.5.2
  - Added better logging to AlgoDefinitionService
-  
+
 ## 1.5.1
  - Fixed missing securities in the Fills and P&L windows.

@@ -302,7 +391,7 @@ insert_anchor_links = "right"
 #### Bug Fixes
  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
  - Fixed a bug in the order book where sometimes parent orders would not update their last message column.
-  
+
 #### Algos
  - Added OCO Algo
    - An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.  Composing this order with Cover simulates scalping functionality
@@ -310,7 +399,7 @@ insert_anchor_links = "right"
  - Improved SDK documentation and usability
  - Dynamic orders are now properly identified in the order book
 #### Documentation
-  - Information on the Spark API has been added to the Spark manual 
+  - Information on the Spark API has been added to the Spark manual
  - The documentation has been updated and reorganized to make information easier to find
 ### Internal Changes
  - Improved robustness of limit system test
@@ -1,83 +1,74 @@
 using bts;
 using bts.api.admin;
+using bts.api.core;
+using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
-using bts.api.core;
-using mbts.ui.shell;

 namespace mbts.spark {
   [Export]
   class AdminModel : IDisposable {
      public readonly UserTuple user;
-      
-      readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
-         _accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
-         _users_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>());               
-      IReadOnlyDictionary<uint, string>
-         _account_map = new Dictionary<uint, string>(),
-         _user_map = new Dictionary<uint, string>();
-      readonly BehaviorSubject<AdminModelWrapper> _wrapper_subject = new BehaviorSubject<AdminModelWrapper>(new AdminModelWrapper());         
-      IDisposable _dispose;      
+
+      IDisposable _dispose;
+      IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();

      [ImportingConstructor]
-      AdminModel(AdminService service, [Import]UserTuple user) {
+      AdminModel(AdminService service, UserTuple user) {
         this.user = user;
-         _dispose = service.subscribei_admin_data().Select(update => {
-            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
-            IEnumerable<BTSUserImmutable> active_users =
-               from admin_data in update.all
-               from bts_user in admin_data.Users
-               where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
-               select bts_user;
-
-            IEnumerable<BTSAccountImmutable> active_accounts =
-               from admin_data in update.all
-               from bts_account in admin_data.Accounts
-               where bts_account.IsPresent && _wrapper_subject.Value.can_view_account(bts_account.Name)
-               join account_id in (
-                  from bts_user in active_users
-                  from account_id in bts_user.UserData.AccountPermissions.AccountPermissions.Keys
-                  select account_id
-               ) on bts_account.Id equals account_id
-               select bts_account;
-
-            var users = active_users.ToDictionary(u => u.Id, u => u.Name);
-            var accounts = active_accounts.ToDictionary(a => a.Id, a => a.Name);
-            return (users, accounts);
-         }).Subscribe(t => {
-            _account_map = t.accounts;
-            _user_map = t.users;
-            _users_subject.OnNext(_user_map = t.users);
-            _accounts_subject.OnNext(_account_map = t.accounts);
-         });
+         // accounts
+         on_accounts = service.subscribei_admin_data()
+            .Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
+               usr.UserData.AccountPermissions.AccountPermissions
+                  .Where(kv => (kv.Value.TradingPermission != null && kv.Value.TradingPermission.HasPermissions) || kv.Value.AdminPermission.HasPermissions)
+                  .Select(kv => ad.Accounts.Where(a => a.Id == kv.Key).TryGetSingle(out var acc) ? acc : (BTSAccountImmutable?)null)
+                  .Where(acc => acc.HasValue && acc.Value.IsPresent)
+                  .Select(acc => acc.Value)
+                  .ToDictionary(acc => acc.Id, acc => acc.Name) :
+               new Dictionary<uint, string>(0))
+            .Replay(1)
+            .RefCount();
+         // users
+         on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
+         all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
+            service.subscribei_admin_data()
+               .Select(u => u.all.TryFirst())
+               .Where(ad => ad.HasValue)
+               .Select(ad => ad.Value.Users
+                  .Where(u => user.can_access_user_data(u.Id))
+                  .Select(u => new UserTuple(u.Id, u.Name))
+                  .ToDictionary(UserTuple.key_fn))
+               .Table(UserTuple.key_fn)
+               .Cache() :
+               Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
+         _dispose = on_accounts.Subscribe(map => _account_map = map);
      }

-      public IObservable<IReadOnlyDictionary<uint, string>> on_users => _users_subject.AsObservable();
-      public IObservable<IReadOnlyDictionary<uint, string>> on_accounts => _accounts_subject.AsObservable();      
-      public IObservable<IReadOnlyList<UserTuple>> on_user_tuples => on_users.Select(d => d.Select(kv => new UserTuple(kv.Key, kv.Value)).ToList());
-      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
-      public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();
+      public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
+      public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
+      public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
+      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));

-      public AccountTuple? get_default_account() {
-         foreach (var kv in _account_map) {
-            return new AccountTuple(kv.Key, kv.Value);
-         }
-         return null;
-      }
-      public uint? get_user_id(string user) => _id_for_name(user, _user_map);
-      public uint? get_account_id(string account) => _id_for_name(account, _account_map);
-      public void Dispose() => Disposable.dispose(ref _dispose);
+      public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
+         user.permissions == UserTuple.Permissions.Admin ?
+            positions :
+            positions.Filter(on_accounts.Select(map => new Func<T, bool>(p => map.ContainsKey(get_account_id(p)))));

-      static uint? _id_for_name(string name, IReadOnlyDictionary<uint, string> map) {
-         foreach (var kv in map) {
-            if (kv.Value == name)
-               return kv.Key;
-         }
-         return null;
-      }
+      public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, string> get_account_name) where TKey : IEquatable<TKey> =>
+         user.permissions == UserTuple.Permissions.Admin ?
+            positions :
+            positions.Filter(on_accounts.Select(map => {
+               var hash = new HashSet<string>(map.Values);
+               return new Func<T, bool>(v => hash.Contains(get_account_name(v)));
+            }));
+
+      public AccountTuple? get_default_account() =>
+         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
   }
 }
@@ -70,7 +70,6 @@ namespace mbts.ui.shell
      {
         Log.Gen.info("Application.OnExit");
         if (_runtime != null) _runtime.Dispose();
-         utils.BTSNativeMethods.finit_spark_lib();
         base.OnExit(e);
         Environment.Exit(0);
      }
@@ -3,15 +3,10 @@ using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;
-using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Diagnostics;
-using System.Linq;
 using System.Reactive.Linq;
-using System.Text;
-using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Input;

@@ -23,8 +18,8 @@ namespace bts.ui {
      IDisposable _dispose;

      [ImportingConstructor]
-      public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
-         _user = username;
+      public AboutDaemon(IBus bus, UserTuple user) {
+         _user = user.name;
         _bus = bus;
         _dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
      }
@@ -63,4 +58,4 @@ namespace bts.ui {
         Disposable.dispose(ref _dispose);
      }
   }
-}
+}
@@ -7,13 +7,11 @@ using mbts.ui;
 using System;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
-using System.Windows.Threading;
-using System.Windows;
 using System.Threading.Tasks;
-using mbts.ui.shell;
+using System.Windows;
+using System.Windows.Threading;

-namespace bts.spark
-{
+namespace bts.spark {
   [Export, Export(typeof(IShellDaemon))]
   public class ErrorReporter : IShellDaemon, IDisposable {
      readonly ErrorReportService _svc;
@@ -21,9 +19,9 @@ namespace bts.spark
      IDisposable _dispose;

      [ImportingConstructor]
-      public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
+      public ErrorReporter(ErrorReportService svc, IBus bus, UserTuple user) {
         _svc = svc;
-         _username = username;
+         _username = user.name;
         _dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
      }

@@ -48,6 +46,45 @@ namespace bts.spark
            ErrorMessage = message,
         });
      }
+      public async Task report_silently(string contact, string description, string userdata) {
+         var request = append_logs(new ErrorReport {
+            User = _username,
+            ErrorMessage = description,
+            UserDescription = userdata,
+            Contact = contact
+         }.immutable());
+         var reply = await _svc.send_report_async(request);
+      }
+
+      public static ErrorReportImmutable append_logs(ErrorReportImmutable src) {
+         var result = src.CloneToMutable();
+
+         var windows_log = LogUtil.read_windows_event_log();
+         if (!windows_log.IsEmpty) {
+            result.Files.Add(new FileData {
+               Name = "Application.evtx.gz",
+               Contents = windows_log
+            });
+         }
+
+         var (data,date) = LogUtil.read_latest_crash_dump();
+         if (!data.IsEmpty) {
+            result.Files.Add(new FileData {
+               Name = $"spark-{date.ToString("s")}.dmp.gz",
+               Contents = data
+            });
+         }
+
+         var spark_log = LogUtil.read_logs_compressed();
+         if (!spark_log.IsEmpty) {
+            result.Files.Add(new FileData {
+               Name = "log.gz",
+               Contents = spark_log
+            });
+         }
+         return result.immutable();
+      }
+
   }

   static class ErrorReporterExtensions {
@@ -0,0 +1,68 @@
+using bts.api;
+using bts.shell;
+using mbts;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.spark;
+using mbts.ui.utilities;
+using System;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Disposables;
+using System.Reactive.Linq;
+using System.Windows;
+using Disposable = mbts.Disposable;
+
+namespace bts {
+   [Export(typeof(IShellDaemon))]
+   class GlobalAlertsDaemon : IShellDaemon, IDisposable {
+      const string
+         // used for logging/diagnostic purposes
+         _window_name = "Global Alerts Dialog",
+         // actual window title
+         _window_title = "Alerts";
+
+      readonly ThreadedWindowLauncher _launcher;
+      readonly UserSettingsHub _hub;
+      readonly IBus _bus;
+      readonly INotificationService _notification_service;
+      IDisposable _dispose;
+
+      [ImportingConstructor]
+      public GlobalAlertsDaemon(IBus bus, UserSettingsHub hub, INotificationService notification_service) {
+         _bus = bus;
+         _hub = hub;
+         _notification_service = notification_service;
+         _launcher = new ThreadedWindowLauncher(_window_name);
+         _dispose = Disposable.Create(
+            bus.subscribe(SparkTags.ShowGlobalAlertsTag)
+            .Subscribe(_ => _launcher.show(_view_factory)),
+            _hub.subscribe_default_settings()
+            .SubscribeEach(s => new CompositeDisposable(
+               s.alerts.trade_alerts.Where(t => t.is_enabled).Select(
+                  a => _notification_service.link_to_trades(
+                     a.predicate.security_criteria, a.predicate.create(), a.sound)))));
+      }
+
+      Window _view_factory() {
+         var vm = new GlobalAlertsVM();
+         vm.load_from(_hub.current.alerts);
+         vm.request_commit += commit;
+         var sec_sub = _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => vm.security_map = m);
+         var win = new GlobalAlertsDialog {
+            Title = "Alerts",
+            DataContext = vm
+         };
+         win.Closed += (s, e) => Disposable.dispose(ref sec_sub);
+         return win;
+         void commit() {
+            var s = _hub.current.with(alerts: vm.create());
+            _hub.save_default(s).ignore();
+         }
+      }
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
+   }
+}
@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.synthetic;
+using bts.md;
 using mbts;
 using mbts.co2;
 using mbts.spark;
@@ -7,15 +8,10 @@ using mbts.ui;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using System.Linq;
 using SecurityKey = System.UInt32;
-using System.Collections.Concurrent;
-using System.Threading;
-using bts.api.user;
-using bts.md;
-using mbts.ui.shell;

 namespace bts {
   [Export(typeof(IInitializable))]
@@ -25,17 +21,21 @@ namespace bts {
      readonly Lazy<SyntheticSecurityService> _ss;
      readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();

-      static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;
-
      [ImportingConstructor]
-      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) : 
-         base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, UserTuple user)
+         : base(mbts.config.Configuration.get<md.RelayOptions>().naggle_ms, MDSourceOptions.DeferInit, user) {
         _bus = bus;
         _token = token;
-         _ss = ss;         
+         _ss = ss;
      }

-      override public void initialize() {
+      public int priority => 55;
+
+      [Export]
+      MDConsumer consumer => _consumer;
+      IBus bus => _bus.Value;
+
+      public override void initialize() {
         _relay.set_token(_token.Value);
         _dispose.Add(
            _ss.Value.subscribei_metadata()
@@ -60,16 +60,8 @@ namespace bts {
               // Post full dictionary of syntheics here
               bus.post(SparkTags.SyntheticstrategiesTag, t);
            }));
-         _dispose.Add( this.on_securities.Subscribe( (md) => {
-            bus.post(SparkTags.SecuritiesTag, md);
-         }));            
+         _dispose.Add(on_securities.Subscribe(md => bus.post(SparkTags.SecuritiesTag, md)));
         Task.Run(run);
      }
-
-      [Export]
-      MDConsumer consumer => _consumer;
-
-      public int priority => 55;
-      IBus bus => _bus.Value;
   }
 }
@@ -0,0 +1,55 @@
+using System;
+using System.ComponentModel.Composition;
+using mbts.ui;
+using mbts;
+using Newtonsoft.Json;
+using System.Threading.Tasks;
+
+namespace bts.spark {
+   [Export(typeof(IShellDaemon))]
+   class OopsDaemon : IShellDaemon, IDisposable {
+      [ImportingConstructor]
+      public OopsDaemon(ErrorReporter e) {
+         var pid = get_pid();
+         if (pid.HasValue) {
+            handle_unclean_shutdown(e, pid.Value);
+         }
+         save_pid();
+      }
+
+      public void Dispose() {
+         clear_pid();
+      }
+
+      void handle_unclean_shutdown(ErrorReporter e, int oldpid) {
+         string extra = "";
+         try {
+            var conf = mbts.config.Configuration.get<bts.config.System>();
+            extra = JsonConvert.SerializeObject(conf, Formatting.Indented);
+         }
+         catch { }
+         Task.Run(() => e.report_silently(
+               $"Host: {Environment.MachineName}",
+               $"pid: {oldpid}\n{extra}",
+               "Automated crash report")
+         );
+      }
+
+      const string _subkey = @"Software\BTS";
+      private void save_pid() {
+         using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
+            key.SetValue("pid", System.Diagnostics.Process.GetCurrentProcess().Id, Microsoft.Win32.RegistryValueKind.DWord);
+         }
+      }
+      private void clear_pid() {
+         using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
+            key.DeleteValue("pid",false);
+         }
+      }
+      private int? get_pid() {
+         using (var key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(_subkey)) {
+            return key.GetValue("pid") as int?;
+         }
+      }
+   }
+}
@@ -43,6 +43,11 @@ namespace bts.shell {
      void _show_order_window(Window window) {
         foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(_model.algo_model.ui_configuration))
            window.Resources[kv.Key] = kv.Value;
+         // the dynamic algo 'SecurityKey' template has a ContractPickerPopup that expects the security map to be available as a DynamicResource.
+         var sub = _bus.subscribe(SparkTags.SecuritiesTag)
+            .OnDispatcher()
+            .Subscribe(sec_map => window.Resources[ResourceKeys.Securities] = sec_map);
+         window.Closed += (s, e) => Disposable.dispose(ref sub);
         window.Show(-200, -160, true);
      }

@@ -3,17 +3,13 @@ using bts.metrics;
 using mbts;
 using mbts.config;
 using mbts.ui;
-using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Net.NetworkInformation;
-using System.Text;
 using System.Threading.Tasks;

 namespace bts.perf {
-
   [Export, Export(typeof(IShellDaemon))]
   class ShellLatencyDaemon : IShellDaemon, IDisposable {
      readonly ShellLatencyService _service;
@@ -24,10 +20,10 @@ namespace bts.perf {
      Ping _pinger = new Ping();

      [ImportingConstructor]
-      public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
+      public ShellLatencyDaemon(ShellLatencyService service, UserTuple user) {
         _service = service;
         _version = Configuration.get<bts.config.System>().version;
-         _username = user;
+         _username = user.name;
         _hostname = Environment.MachineName;

         _forever_ping_host(_pinger);
@@ -105,4 +101,4 @@ namespace bts.perf {
         Disposable.dispose(ref _subs);
      }
   }
-}
+}
@@ -40,14 +40,18 @@ namespace mbts.ui {
         EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
         EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
         GearGeometryKey = nameof(GearGeometryKey),
+         HornGeometryKey = nameof(HornGeometryKey),
+         KeyGeometryKey = nameof(KeyGeometryKey),
         LetterAKey = nameof(LetterAKey),
         LetterDKey = nameof(LetterDKey),
         OrdersGeometryKey = nameof(OrdersGeometryKey),
+         PauseGeometryKey = nameof(PauseGeometryKey),
         PaymentGeometryKey = nameof(PaymentGeometryKey),
         PencilGeometryKey = nameof(PencilGeometryKey),
         PlayGeometryKey = nameof(PlayGeometryKey),
         ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
         RubberStampGeometryKey = nameof(RubberStampGeometryKey),
+         SpeakerGeometryKey = nameof(SpeakerGeometryKey),
         StarGeometryKey = nameof(StarGeometryKey),
         ToolsGeometryKey = nameof(ToolsGeometryKey),
         TrashGeometryKey = nameof(TrashGeometryKey),
@@ -149,7 +153,7 @@ namespace mbts.ui {
      public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
      public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
-      public static ImageSource DataEdit => create_icon(DataEditGeometryKey, Brushes.White, new Pen(Brushes.Black, 1).frozen());
+      public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
      public static ImageSource Disk => create_icon(DiskGeometryKey);
@@ -168,14 +172,19 @@ namespace mbts.ui {
      public static ImageSource FilterActive { get { return load_resource_and_freeze("FilterActive"); } }
      public static ImageSource FilterError { get { return load_resource_and_freeze("FilterError"); } }
      public static ImageSource Gear => create_icon(GearGeometryKey);
+      public static ImageSource Horn => create_icon(HornGeometryKey);
      public static ImageSource Import => load_resource_and_freeze("Import");
+      public static ImageSource Key => create_icon(KeyGeometryKey);
      public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
+      public static ImageSource Pause => create_icon(PauseGeometryKey);
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
+      public static ImageSource Play => create_icon(PlayGeometryKey);
      public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
      public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
      public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
      public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
+      public static ImageSource Speaker => create_icon(SpeakerGeometryKey);
      public static ImageSource Star => create_icon(StarGeometryKey);
      public static ImageSource Target { get { return load_resource_and_freeze("Target"); } }
      public static ImageSource Tetris { get { return load_resource_and_freeze("Tetris"); } }
@@ -1,7 +1,7 @@
 <ResourceDictionary
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
  xmlns:mbts="clr-namespace:mbts.ui"
  xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
@@ -18,9 +18,7 @@
    Ttile: Add free icon
    Credit: Icon made by Gregor Cresnar from www.flaticon.com-->
  <sys:String x:Key="{x:Static mbts:Icons.AddBoxesGeometryKey}">
-    M393,480.3c0-5-4.1-9.1-9.1-9.1H18.2V105.5c0-5-4.1-9.1-9.1-9.1S0,100.5,0,105.5v374.8c0,5,4.1,9.1,9.1,9.1h374.8    C388.9,489.4,393,485.3,393,480.3z
-    M373.9,187.5H302v-71.9c0-5-4.1-9.1-9.1-9.1s-9.1,4.1-9.1,9.1v71.9h-71.9c-5,0-9.1,4.1-9.1,9.1s4.1,9.1,9.1,9.1h71.9v71.9    c0,5,4.1,9.1,9.1,9.1s9.1-4.1,9.1-9.1v-71.9h71.9c5,0,9.1-4.1,9.1-9.1C382.9,191.5,378.9,187.5,373.9,187.5z
-    M105.5,393h374.8c5,0,9.1-4.1,9.1-9.1V9.1c0-5-4.1-9.1-9.1-9.1H105.5c-5,0-9.1,4.1-9.1,9.1v374.8    C96.4,388.9,100.5,393,105.5,393z M114.5,18.2h356.7v356.7H114.5V18.2z
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          />
        </DrawingGroup.Children>
      </DrawingGroup>
@@ -1149,10 +1164,10 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
  </DrawingImage>


-  <!-- Pin 
+  <!-- Pin
        <Path Data="F1M3,11L3,7 0,7 0,6 1,6 1,1 1,0 6,0 6,1 6,6 7,6 7,7 4,7 4,11 3,11z M2,1L2,6 4,6 4,1 2,1z" />
-        Unpin 
+        Unpin
        <Path Data="F1M0,3L4,3 4,0 5,0 5,1 10,1 11,1 11,6 10,6 5,6 5,7 4,7 4,4 0,4 0,3z M10,2L5,2 5,4 10,4 10,2z" />
     -->

-</ResourceDictionary>   
+</ResourceDictionary>
@@ -5,7 +5,6 @@ using mbts.co2;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
-using mbts.ui.shell;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
@@ -13,13 +12,11 @@ using System.Threading.Tasks;
 using System.Windows.Media;
 using static mbts.ui.shell.ProtoBufSerializationHelper;

-namespace bts.shell
-{
+namespace bts.shell {
   [Export(typeof(IShellModule))]
-   class MarketShellModule : IShellModule
-   {
+   class MarketShellModule : IShellModule {
      [ImportingConstructor]
-      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
+      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }
@@ -26,6 +26,7 @@ namespace mbts.spark {
         readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
         readonly string _security_text, _security_key_text;
         readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
+         readonly Property<bool> _last_price_from_spread;
         readonly CellProperty<int> _position;
         readonly CellProperty<uint> _last_size;
         readonly CellProperty<ulong> _volume;
@@ -36,6 +37,7 @@ namespace mbts.spark {
         readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
         readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
         Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
+         double _raw_day_position;
         string _bid_merged_size_text, _ask_merged_size_text;
         ulong _bbo_ref, _last_ref;

@@ -53,6 +55,7 @@ namespace mbts.spark {
            _day_change = backing(nameof(day_change), double.NaN);
            _session_low = backing(nameof(session_low), double.NaN);
            _session_high = backing(nameof(session_high), double.NaN);
+            _last_price_from_spread = backing(nameof(last_price_from_spread), false);
            _settlement = backing(nameof(settlement), double.NaN);
            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
@@ -89,6 +92,10 @@ namespace mbts.spark {
            _dispose = Disposable.Create(
               _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
+               _orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
+                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
+                     raise_invalidated();
+               }),
               _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
               _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
               _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
@@ -102,7 +109,9 @@ namespace mbts.spark {
         public bool inside_bids => _inside_bids.value;
         public bool inside_asks => _inside_asks.value;
         public int position => _position.value;
+         public double raw_day_position => _raw_day_position;
         public double last_price => _last_price.Value;
+         public bool last_price_from_spread => _last_price_from_spread.Value;
         public uint last_size => _last_size.value;
         public double bid_price => _bid_price.Value;
         public uint bid_direct_size => _bid_direct_size.Value;
@@ -161,15 +170,17 @@ namespace mbts.spark {
               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
            }
-            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
+            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v, out bool from_spread)) {               
               _last_price.set(ps.price);
+               _last_price_from_spread.set(from_spread);
               _last_size.on_next_distinct(ps.size, ref dirty);
               _volume.on_next_distinct(v, ref dirty);
            }
-            _settlement.set(md.md.settlement_price);
-            _session_low.set(md.md.session_low);
-            _session_high.set(md.md.session_high);
-            _day_change.set(last_price - settlement);
+            dirty |= _settlement.set_new(md.md.settlement_price);
+            dirty |= _session_low.set_new(md.md.session_low);
+            dirty |= _session_high.set_new(md.md.session_high);
+            dirty |= _day_change.set_new(last_price - settlement);
+            _volume.on_next_distinct(md.md.total_volume, ref dirty);
            if (dirty)
               invalidated?.Invoke();

@@ -10,7 +10,6 @@ using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.MarketViewWindowFactory;
@@ -39,15 +38,17 @@ namespace mbts.spark {
         IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
-         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);         
         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -77,18 +78,18 @@ namespace mbts.spark {
               horizontal_alignment = h_alignment
            });

-         void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Brush background, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, DefaultSelectionHighlight, h_alignment);
+         void add_hl_price_col(Columns col_key, string header, string prop, string command_prop, IDataGridColumnFilter filter, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment) =>
+            add_hl_col(col_key, header, price_binding(prop), prop, command_prop, filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.MViewPrice, foreground, background, h_alignment);

         void add_hl_merged_size_col(Columns col_key, string header, string sort_prop, string text_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, null, h_alignment);
+            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.ImpliedDirectMergedSize, foreground, null, h_alignment);

         void add_hl_working_orders_col(Columns col_key, string header, string text_prop, string sort_prop, string command_prop, IDataGridColumnFilter filter, Color foreground, System.Windows.HorizontalAlignment h_alignment) =>
-            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, null, h_alignment);
+            add_hl_col(col_key, header, new Binding(text_prop), sort_prop, command_prop, filter, DataGridFilterKnownTemplates.IntMinMax, working_orders_col_width, foreground, null, h_alignment);

         void add_hl_col(
            Columns col_key, string header, BindingBase binding, string prop, string command_prop,
-            IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Brush background, Brush background_overlay, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
+            IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Color? background, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
         columns.Add(new HyperlinkElementColumn<Row, Columns>(
            col_key, binding, new Binding(command_prop), filter, filter_template) {
            // it's necessary to have this id populated for grid settings
@@ -96,8 +97,7 @@ namespace mbts.spark {
            Header = header,
            sort_member_path = prop,
            font_color_override = foreground,
-            background = background,
-            background_overlay = background_overlay,
+            background_color_override = background,
            Width = DefaultColumnWidths.Price,
            horizontal_alignment = h_alignment
         });
@@ -111,14 +111,8 @@ namespace mbts.spark {
         //
         // make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
         var col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
-            { Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.BidImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.BidDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.BidMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.AskImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.AskDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
-            { Columns.AskMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor },
+            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableBackgroundColor},
            { Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
            { Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
         };
@@ -145,12 +139,14 @@ namespace mbts.spark {
                     ask_direct_size_filter.load_state(filters.ask_direct_size);
                     ask_implied_size_filter.load_state(filters.ask_implied_size);
                     last_price_filter.load_state(filters.last_price);
+                     last_price_from_spread_filter.load_state(filters.last_price_from_spread);
                     last_size_filter.load_state(filters.last_size);
                     day_change_filter.load_state(filters.day_change);
                     settlement_filter.load_state(filters.settlement);
                     session_low_filter.load_state(filters.session_low);
                     session_high_filter.load_state(filters.session_high);
                     position_filter.load_state(filters.position);
+                     raw_day_position_filter.load_state(filters.raw_day_position);
                     working_bid_volume_filter.load_state(filters.working_bid_volume);
                     working_ask_volume_filter.load_state(filters.working_ask_volume);
                     volume_filter.load_state(filters.volume);
@@ -161,8 +157,8 @@ namespace mbts.spark {
            }), DataGridFilterHelper.hook_filters(rows_view, security_filter,
            bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
-            last_price_filter, last_size_filter, day_change_filter, settlement_filter,
-            session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
+            last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
+            session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            WorkLoop.Start("MarketView", _refresh)
         );
@@ -224,12 +220,14 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
+      public IDataGridColumnPersistentFilter<Row, string> last_price_from_spread_filter { get; } = new RegexFilterVM<Row>(r => r.last_price_from_spread.ToString(), nameof(Row.last_price_from_spread));
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<Row>(r => r.last_size, nameof(Row.last_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> settlement_filter { get; } = new DoubleMinMax<Row>(r => r.settlement, nameof(Row.settlement));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_low_filter { get; } = new DoubleMinMax<Row>(r => r.session_low, nameof(Row.session_low));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> session_high_filter { get; } = new DoubleMinMax<Row>(r => r.session_high, nameof(Row.session_high));
      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> position_filter { get; } = new IntMinMax<Row>(r => r.position, nameof(Row.position));
+      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> raw_day_position_filter { get; } = new DoubleMinMax<Row>(r => r.raw_day_position, nameof(Row.raw_day_position));
      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_bid_volume_filter { get; } = new IntMinMax<Row>(r => r.working_bid_volume, nameof(Row.working_bid_volume));
      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> working_ask_volume_filter { get; } = new IntMinMax<Row>(r => r.working_ask_volume, nameof(Row.working_ask_volume));
      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
@@ -255,12 +253,14 @@ namespace mbts.spark {
            ask_direct_size = ask_direct_size_filter.get_state(),
            ask_implied_size = ask_implied_size_filter.get_state(),
            last_price = last_price_filter.get_state(),
+            last_price_from_spread = last_price_from_spread_filter.get_state(),
            last_size = last_size_filter.get_state(),
            day_change = day_change_filter.get_state(),
            settlement = settlement_filter.get_state(),
            session_low = session_low_filter.get_state(),
            session_high = session_high_filter.get_state(),
            position = position_filter.get_state(),
+            raw_day_position = raw_day_position_filter.get_state(),
            working_bid_volume = working_bid_volume_filter.get_state(),
            working_ask_volume = working_ask_volume_filter.get_state(),
            volume = volume_filter.get_state(),
@@ -8,8 +8,35 @@ namespace mbts.ui.spark {
   /// Interaction logic for MarketSheetsView.xaml
   /// </summary>
   partial class MarketViewView : UserControl {
-      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey,
-         MarketDescription, ClearedAlias, ProductDescription, HubAlias, StripName, MicCode
+      public enum Columns {
+         Security,
+         Volume,
+         Last,
+         LastSpd,
+         LastSize,
+         Position,
+         RawDayPosition,
+         WorkingBids,
+         Bid,
+         BidMergedSize,
+         BidDirectSize,
+         BidImpliedSize,
+         Ask,
+         AskMergedSize,
+         AskDirectSize,
+         AskImpliedSize,
+         WorkingAsks,
+         Settlement,
+         DayChange,
+         SessionLow,
+         SessionHigh,
+         SecurityKey,
+         MarketDescription,
+         ClearedAlias,
+         ProductDescription,
+         HubAlias,
+         StripName,
+         MicCode
      }

      public MarketViewView() {
@@ -33,7 +33,7 @@ namespace mbts.spark {
         _selected_security_criteria_backing,
         _sorted_selected_security_criteria_backing;

-      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
+      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
         _orders_model = orders_model;
         _state = state;
@@ -1,4 +1,6 @@
 using bts.api;
+using bts.proto;
+using bts.settings;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -7,6 +9,7 @@ using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
@@ -35,13 +38,8 @@ namespace bts.shell {
      void _show(SecurityCriteria criteria) =>
         _bus.post(SparkTags.ShowWindow, _create(StartupData.Default(criteria)));

-      IShellWindow _create(StartupData state) {
-         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub, 
-            state.grid, 
-            get: us => us.market_view_grid, 
-            set: (us, gs) => us.with(provided_market_view_gridsettings: gs));
-         return new MarketViewWindow(this, _bus, _orders_model, state, settings_manager);
-      }
+      IShellWindow _create(StartupData state) =>
+         new MarketViewWindow(this, _bus, _orders_model, state, _settings_hub.create_mview_settings_manager(state.grid));

      [ProtoContract]
      public class StartupData {
@@ -68,7 +66,29 @@ namespace bts.shell {
            _sorting_criteria = sort;
         }

-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+         public static GridSettings sanitize(GridSettings s) {
+            if (s == null) {
+               return null;
+            }
+
+            // column upgrade
+            var columns = s.columns.ToList();
+            var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
+            var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
+            if (bid_col_index > -1 && ask_col_index > -1) {
+               if (!columns[bid_col_index].background_color_override.HasValue) {
+                  columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
+               }
+               if (!columns[ask_col_index].background_color_override.HasValue) {
+                  columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
+               }
+            }
+            // and enable background color upgrade
+            return s.with(columns, enable_background_color: true);
+         }
+
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion, enable_background_color: true);

         public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());

@@ -80,14 +100,16 @@ namespace bts.shell {
            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
            public static GridColumnSettings volume => new GridColumnSettings(col_id(Columns.Volume), DefaultColumnHeaders.Volume, width: DefaultColumnWidths.Volume);
            public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
+            public static GridColumnSettings last_from_spread => new GridColumnSettings(col_id(Columns.LastSpd), DefaultColumnHeaders.S, width: DefaultColumnWidths.Price, is_visible: false);
            public static GridColumnSettings last_size => new GridColumnSettings(col_id(Columns.LastSize), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings position => new GridColumnSettings(col_id(Columns.Position), DefaultColumnHeaders.Pos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings raw_day_position => new GridColumnSettings(col_id(Columns.RawDayPosition), DefaultColumnHeaders.RawDayPos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right, is_visible: false);
            public static GridColumnSettings working_bids => new GridColumnSettings(col_id(Columns.WorkingBids), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings bid_implied_size => new GridColumnSettings(col_id(Columns.BidImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings bid_direct_size => new GridColumnSettings(col_id(Columns.BidDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings bid_merged_size => new GridColumnSettings(col_id(Columns.BidMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.bid);
+            public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right, background_color_override: BTSColors.MarketData.ask);
            public static GridColumnSettings ask_merged_size => new GridColumnSettings(col_id(Columns.AskMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings ask_direct_size => new GridColumnSettings(col_id(Columns.AskDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings ask_implied_size => new GridColumnSettings(col_id(Columns.AskImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -117,8 +139,10 @@ namespace bts.shell {
                  yield return security;
                  yield return volume;
                  yield return last;
+                  yield return last_from_spread;
                  yield return last_size;
                  yield return position;
+                  yield return raw_day_position;
                  yield return working_bids;
                  yield return bid_implied_size;
                  yield return bid_direct_size;
@@ -173,6 +197,8 @@ namespace bts.shell {
         public DoubleMinMaxState session_high;
         [ProtoMember(12)]
         public IntMinMaxState position;
+         [ProtoMember(27)]
+         public DoubleMinMaxState raw_day_position;
         [ProtoMember(13)]
         public IntMinMaxState working_bid_volume;
         [ProtoMember(14)]
@@ -200,7 +226,50 @@ namespace bts.shell {
         [ProtoMember(25)]
         public string strip_name;
         [ProtoMember(26)]
+         public string last_price_from_spread;
+         [ProtoMember(28)]         
         public string mic_code;
      }
+
+      // migration rules
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
+      }
+
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class InitBidAskBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings s, out GridSettings new_settings) {
+            var columns = s.columns.ToList();
+            var bid_col_index = columns.FindIndex(x => x.id == col_id(Columns.Bid));
+            var ask_col_index = columns.FindIndex(x => x.id == col_id(Columns.Ask));
+            bool applied = false;
+            if (bid_col_index > -1 && ask_col_index > -1) {
+               if (!columns[bid_col_index].background_color_override.HasValue) {
+                  columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.ToUint()));
+                  applied = true;
+               }
+               if (!columns[ask_col_index].background_color_override.HasValue) {
+                  columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.ToUint()));
+                  applied = true;
+               }
+            }
+            new_settings = applied ? s.with(columns) : default;
+            return applied;
+         }
+      }
+
+      [Export(typeof(IMarketViewGridSettingsMigrationRule))]
+      class InitBackgroundOverrideMigrationRule : IMarketViewGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) {
+            if (!settings.enable_background_color) {
+               new_settings = settings.with(enable_background_color: true);
+               return true;
+            }
+            new_settings = default;
+            return false;
+         }
+      }
   }
-}
+}
@@ -7,16 +7,6 @@ using System.Linq;
 using System.Reactive.Linq;

 namespace mbts.spark {
-   struct TradeInfo {
-      public readonly SecurityImmutable security;
-      public readonly TradeMessageImmutable trade;
-
-      public TradeInfo(SecurityImmutable security, TradeMessageImmutable trade) {
-         this.security = security;
-         this.trade = trade;
-      }
-   }
-
   class TimeAndSalesModel : IDisposable {
      internal readonly SecurityCriteria security_criteria;

@@ -137,7 +137,7 @@ namespace mbts.spark {
         public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
            _trade_key = trade.Key;
            time = ((ulong)trade.Time).lldatetime().ToLocalTime();
-            price = trade.Mantissa * Math.Pow(10, trade.Exponent);
+            price = trade.price();
            size = trade.Size;
            aggressor_side = trade.AggressorSide;
            show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
@@ -26,7 +26,10 @@ namespace bts.ui {
      public SettingsShellModule(IBus bus, UserSettingsHub settings_hub, WorkspacesModel ws) {
         // todo: settings dialog
         ws_model = ws;
-         var actions_list = new List<SparkCommand>(2) { SparkCommands.ShowWorkspaces };
+         var actions_list = new List<SparkCommand>(2) {
+            SparkCommands.ShowGlobalAlerts,
+            SparkCommands.ShowWorkspaces
+         };
         if (Configuration.get<bts.config.toggles.ToastNotifications>().enabled) {
            actions_list.Add(SparkCommands.ShowSettings);
         }
@@ -227,7 +227,7 @@ namespace mbts.ui.spark {
      }

      DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
-         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter) { Width = 75, };
+         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
         col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
         DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
         return col;
@@ -1,7 +1,9 @@
-using bts.api;
+using bts;
+using bts.api;
+using bts.api.core;
 using bts.api.synthetic;
+using bts.collections;
 using bts.spark;
-using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -18,11 +20,36 @@ namespace mbts.spark {
      readonly uint _user_id;

      [ImportingConstructor]
-      public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
+      public SpreaderModel(IBus bus, SyntheticSecurityService service, AdminModel admin_model, ErrorReporter error, UserTuple user) {
         _bus = bus;
         _service = service;
         _error = error;
-         _user_id = user_id;
+         _user_id = user.id;
+         // synthetic tuples
+         var strategy_source = _bus.subscribe(SparkTags.SyntheticstrategiesTag)
+            .Select(map => MappedDictionary.create<uint, ExecutionStrategyImmutable, (uint security_id, ExecutionStrategyImmutable strategy)>(map, (k, v) => (k, v)))
+            .Table(tup => tup.security_id);
+
+         var synthetic_source = _bus.subscribe(SparkTags.SecuritiesTag)
+            .Select(map => new FilteredDictionary<uint, SecurityMD>(map, smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic))
+            .Table(smd => smd.security.Id);
+
+         var synthetic_user_join = synthetic_source.LeftJoin(
+            admin_model.all_user_tuples,
+            SecurityMD.key_fn,
+            UserTuple.key_fn,
+            smd => smd.security.Synthetic.UserId,
+            (smd, sid, ut, uid) => new SyntheticTuple(smd.security, ut.name, null),
+            (smd, sid, uid) => new SyntheticTuple(smd.security, null, null),
+            SyntheticTuple.key_fn);
+
+         synthetic_tuples = synthetic_user_join.LeftJoin(
+            strategy_source,
+            SyntheticTuple.key_fn,
+            tup => tup.security_id,
+            (synth_tup, id, strat_tup) => new SyntheticTuple(synth_tup.security, synth_tup.user_name, strat_tup.strategy),
+            (synth_tup, id) => synth_tup,
+            SyntheticTuple.key_fn);
      }

      public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
@@ -36,6 +63,8 @@ namespace mbts.spark {
               .LeftJoin(strategies, (security, strategy) => (new ExecutionStrategyImmutable?(strategy), security), security => (new ExecutionStrategyImmutable?(), security))
         );

+      public IObservable<TableUpdate<SyntheticTuple, uint>> synthetic_tuples { get; }
+
      public IObservable<ExecutionStrategyImmutable> security_strategy(uint security_key) =>
         strategy.TrySelect(s => {
            bool success = s.TryGetValue(security_key, out ExecutionStrategyImmutable result);
@@ -81,9 +81,9 @@ namespace bts.shell {
         #region QuoteParams
         public static QuoteParams QuoteParams => new QuoteParams {
            LeanQuantityRatio = 1,
-            QuoteInsideMarketDistance = QuoteInsideMarketDistance,
+            //QuoteInsideMarketDistance = QuoteInsideMarketDistance,
            QuoteMaxOrderMove = QuoteMaxOrderMove,
-            QuoteMuteZone = QuoteMuteZone,
+            //QuoteMuteZone = QuoteMuteZone,
            QuoteRepriceThrottle = QuoteRepriceThrottle,
            QuoteInsideMarketDistanceWithTravel = QuoteInsideMarketDistanceWithTravel,
         };
@@ -113,6 +113,7 @@ namespace bts.shell {
         };
         public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
         public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
+         public static QuoteInsideMarketDistanceThrottle QuoteInsideMarketDistanceThrottle => new QuoteInsideMarketDistanceThrottle();
         #endregion

         #region PreHedge
@@ -7,8 +7,15 @@ namespace mbts.ui.spark {
   /// Interaction logic for SyntheticManagementView.xaml
   /// </summary>
   partial class SyntheticManagementView : UserControl {
+      public enum Columns {
+         Name,
+         Description,
+         n_legs,
+         n_working_orders,
+         SecurityKey,
+         User
+      }

-      public enum Columns { Name, Description, n_legs, n_working_orders, SecurityKey}
      public SyntheticManagementView() =>
         InitializeComponent();
   }
@@ -10,6 +10,7 @@ using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
@@ -27,7 +28,7 @@ namespace mbts.spark {
      readonly IWindowSettingsManager<GridSettings> _settings_manager;


-      public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
+      public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
         : base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
         _orders_model = orders_model;
         _state = state;
@@ -66,8 +67,8 @@ namespace mbts.spark {
            ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
               current_row_connectable_builder.create(observe_row_strategy),
               rs => rs.HasValue, select_row_strategy_tuple
-            ), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
-               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
+            ), SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder).complete(
+               vm_connectable_builder.create(vm => vm.current_security_observable.Select(s => s.HasValue ? ImmutableHashSet<uint>.Empty.Add(s.Value.Id) : null)), id => id != null
            ), SparkCommands.ShowOrders.complete(() => {
               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
               ob_settings.filters = new bts.shell.orderbook.FilterStates {
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.settings;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -7,6 +8,7 @@ using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
 using static mbts.ui.controls.DIYGrid;
@@ -33,13 +35,8 @@ namespace bts.shell {
      public async void show(SparkTags.Nothing nothing) =>
         _bus.post(SparkTags.ShowWindow, await load(new StartupData()));

-      IShellWindow _create(StartupData state) {
-         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
-            state.grid,
-            get: us => us.synthetic_management_grid,
-            set: (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
-         return new SyntheticManagementWindow(this, _bus, _orders_model, state, settings_manager);
-      }
+      IShellWindow _create(StartupData state) =>
+         new SyntheticManagementWindow(this, _bus, _orders_model, state, _settings_hub.create_synth_settings_manager(state.grid));

      [ProtoContract]
      public class StartupData {
@@ -67,6 +64,7 @@ namespace bts.shell {
            public static GridColumnSettings n_legs => new GridColumnSettings(col_id(Columns.n_legs), DefaultColumnHeaders.N_Legs, width: DefaultColumnWidths.N_Legs);
            public static GridColumnSettings n_working_orders => new GridColumnSettings(col_id(Columns.n_working_orders), DefaultColumnHeaders.N_Working_Orders, width: DefaultColumnWidths.N_Working_Orders);
            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, is_visible: false, width: DefaultColumnWidths.User);

            public static IEnumerable<SortingCriteria> default_sorting_criterion {
               get {
@@ -81,6 +79,7 @@ namespace bts.shell {
                  yield return n_legs;
                  yield return n_working_orders;
                  yield return security_key;
+                  yield return user;
               }
            }

@@ -101,6 +100,15 @@ namespace bts.shell {
         public UIntMinMaxState n_working_orders;
         [ProtoMember(6)]
         public string security_key;
+         [ProtoMember(7)]
+         public uint[] user;
+      }
+
+      // migration rules
+      [Export(typeof(ISyntheticManagementMigrationRule))]
+      class AddMissingColumnsMigrationRule : ISyntheticManagementMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(StartupData.DefaultGridSettings.columns, out new_settings);
      }
   }
-}
+}
@@ -0,0 +1,33 @@
+using bts.shell;
+using mbts.ui.spark;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteInsideMarketDistanceEnabledModel : RowModelBase<bool> {
+         readonly QuoteInsideMarketDistanceTowardModel  _toward;
+
+         public QuoteInsideMarketDistanceEnabledModel(QuoteInsideMarketDistanceTowardModel toward) =>
+            _toward = toward;
+
+         public override string display_name { get; } = string.Empty;
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle != null;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (value) {
+               if (leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle == null) {
+                  leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceThrottle;
+                  _toward.apply_value(leg_tup);
+               }
+            } else {
+               leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle = null;
+            }
+            _toward.set_enabled(leg_tup, value);
+         }
+      }
+   }
+}
@@ -0,0 +1,39 @@
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+
+         public override string display_name { get; } = "Toward Distance";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.InsideMarketDistance };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_inside_market_distance(leg_tup).OnTowardDistance = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance ?
+               inside_market_distance.OnTowardDistance :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
+               inside_market_distance.OnTowardDistance = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_inside_market_distance(leg_tup) != null;
+
+         QuoteInsideMarketDistanceThrottle _get_inside_market_distance(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
+      }
+   }
+}
@@ -115,6 +115,11 @@ namespace mbts.spark {
               "dictates if this logic applies to the quoting market or to the synthetic spread " + 
               "market");

+         public static ParameterSection InsideMarketDistance =>
+            new ParameterSection("Inside Market Distance", true,
+               "Reduces re-quoting by throttling quotes that are moving toward the inside market " +
+               "but are more than 'Toward Distance' away from the inside market");
+
         public static ParameterSection InsideMarketThrottleThresholds =>
            new ParameterSection("Inside Market Throttle Thresholds", true,
               "Reduces re-quoting for quotes that are moving toward the inside market. " +
@@ -190,6 +190,8 @@ namespace mbts.spark {
         var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
         var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();

+         var quote_inside_market_distance_toward = new QuoteInsideMarketDistanceTowardModel();
+
         var pre_hedge_payless_threshold = new PreHedgePaylessThresholdModel();
         var pre_hedge_payless_ticks = new PreHedgePaylessTicksModel();

@@ -227,6 +229,8 @@ namespace mbts.spark {
            //quote_inside_market_throttle_ticks,
            //quote_inside_market_throttle_min_move,
            //new MaxTicksInsideMarketModel(),
+            new QuoteInsideMarketDistanceEnabledModel(quote_inside_market_distance_toward),
+            quote_inside_market_distance_toward,
            new PreHedgePaylessEnabledModel(pre_hedge_payless_threshold, pre_hedge_payless_ticks),
            pre_hedge_payless_threshold,
            pre_hedge_payless_ticks,
@@ -1,12 +1,15 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.collections;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
 using System.Linq;
 using System.Reactive.Linq;
@@ -17,43 +20,45 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.SyntheticManagementView;

 namespace mbts.spark {
-   class SyntheticManagementDialogVM : SecurityMDGrid<SyntheticManagementDialogVM.Row, (ExecutionStrategyImmutable? strategy, SecurityMD md)> {
+   class SyntheticManagementDialogVM : SecurityGrid<SyntheticManagementDialogVM.Row, SyntheticTuple> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
-      IWindowSettingsManager<GridSettings> _settings_manager;
-
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;

      public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager) : this(bus, orders_model, settings_manager, null, null) { }
      public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
-         : base(orders_model.spreader.strategy_tuple.Select(map => map.Values), sorting) {
+         : base(orders_model.spreader.synthetic_tuples.Select(t => t.state.Values), sorting) {
         _bus = bus;
         _orders_model = orders_model;
+         _settings_manager = settings_manager;
+         // init filters
+         user_filter = DiscreteValuesFilterVM.CreateTableUpdate<Row, UserTuple, uint>(r => r.user_tuple, UserTuple.key_fn, out var user_filter_items_observer, out var user_filter_items_view, nameof(Row.user_tuple));
+         user_filter_items_view.CustomSort = Comparer<string>.Default.wrap<string, UserTuple>(ut => ut.name).to_non_generic();
         if (filters != null) {
            create_time_filter.load_state(filters.create_time);
            name_filter.load_state(filters.name);
            description_filter.load_state(filters.description);
            n_legs_filter.load_state(filters.n_legs);
            n_working_orders_filter.load_state(filters.n_working_orders);
-			security_key_filter.load_state(filters.security_key);
+            security_key_filter.load_state(filters.security_key);
+            user_filter.load_state(filters.user);
         }
-         _settings_manager = settings_manager;
         // columns
         add_col(Columns.Name, DefaultColumnHeaders.Name, r => r.name, nameof(Row.name), name_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Security);
         add_col(Columns.Description, DefaultColumnHeaders.Description, r => r.description, nameof(Row.description), description_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Description);
         add_col(Columns.n_legs, DefaultColumnHeaders.N_Legs, r => r.n_legs.ToString(), nameof(Row.n_legs), n_legs_filter, DataGridFilterKnownTemplates.IntMinMax, DefaultColumnWidths.N_Legs);
         columns.Add(new HyperlinkElementColumn<Row, Columns>(
-            Columns.n_working_orders, 
-            new Binding(nameof(Row.n_working_orders)), 
+            Columns.n_working_orders,
+            new Binding(nameof(Row.n_working_orders)),
            new Binding(nameof(Row.show_order_book)),
            n_working_orders_filter,
            DataGridFilterKnownTemplates.UIntMinMax) {
               id = col_id(Columns.n_working_orders),
               Header = DefaultColumnHeaders.N_Working_Orders,
               Width = DefaultColumnWidths.N_Working_Orders
-            }
-         );
+            });
         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
-
+         add_col(Columns.User, DefaultColumnHeaders.User, r => r.user_name, nameof(Row.user_name), user_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
         //
         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, IDataGridColumnFilter filter, string filter_template, double width) =>
            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -63,42 +68,39 @@ namespace mbts.spark {
               Width = width
            });
         //
-         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
+         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>(), row_vms);
         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
         grid_settings_manager.load_from(settings_manager.current_settings());

         _resources.AddRange(
-            DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter),
+            orders_model.admin_model.all_user_tuples.OnDispatcher().Subscribe(user_filter_items_observer),
+            DataGridFilterHelper.hook_all<SyntheticManagementDialogVM, Row>(this, rows_view),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
         );
      }

-      protected override Row row_factory((ExecutionStrategyImmutable? strategy, SecurityMD md) row_model) =>
-         new Row(_bus, row_model.md, row_model.strategy, _orders_model);
-
-      protected override void on_row_removed(Row row) => row.Dispose();
-
-      public ObservableCollection<ColumnBase> columns { get; } =  new ObservableCollection<ColumnBase>();
+      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }

-      public GridSettings get_grid_save_state() {
-         if (_settings_manager.instance_settings == null)
-            return null;
-         else
-            return grid_settings_manager.create();
-      }
-
-      public StartupData create() =>
-         new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
-
-
-      #region Filters
      public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> create_time_filter { get; } = new TimeFilterVM<Row>(r => r.create_time, nameof(Row.create_time));
      public IDataGridColumnPersistentFilter<Row, string> name_filter { get; } = new RegexFilterVM<Row>(r => r.name, nameof(Row.name));
      public IDataGridColumnPersistentFilter<Row, string> description_filter { get; } = new RegexFilterVM<Row>(r => r.description, nameof(Row.description));
      public IDataGridColumnPersistentFilter<Row, IntMinMaxState> n_legs_filter { get; } = new IntMinMax<Row>(r => r.n_legs, nameof(Row.n_legs));
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> n_working_orders_filter { get; } = new UIntMinMax<Row>(r => r.n_working_orders, nameof(Row.n_legs));
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
+      public IDataGridColumnPersistentFilter<Row, uint[]> user_filter { get; }
+
+      public GridSettings get_grid_save_state() =>
+         _settings_manager.instance_settings == null ? null : grid_settings_manager.create();
+
+      public StartupData create() =>
+         new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
+
+      protected override Row row_factory(SyntheticTuple row_model) =>
+         new Row(_bus, row_model, _orders_model);
+
+      protected override void on_row_removed(Row row) =>
+         row.Dispose();

      FilterStates _get_filter_states() =>
         new FilterStates {
@@ -107,19 +109,19 @@ namespace mbts.spark {
            name = name_filter.get_state(),
            n_legs = n_legs_filter.get_state(),
            n_working_orders = n_working_orders_filter.get_state(),
-            security_key = security_key_filter.get_state()
+            security_key = security_key_filter.get_state(),
+            user = user_filter.get_state()
         };
-      #endregion

-      public class Row : SecurityMDRow, IEquatable<Row>, IRowVM, IActionableRowVM {
-         public readonly ExecutionStrategyImmutable? strategy;
+      public class Row : SecurityRow, IEquatable<Row>, IRowVM, IActionableRowVM {
+         public readonly SyntheticTuple synthetic_tuple;

         readonly IBus _bus;
         readonly Property<uint> _n_working_orders;

-         public Row(IBus bus, SecurityMD security_md, ExecutionStrategyImmutable? strategy, OrdersModel orders_model) : base(security_md) {
+         public Row(IBus bus, SyntheticTuple synthetic_tuple, OrdersModel orders_model) : base(synthetic_tuple.security) {
            _bus = bus;
-            this.strategy = strategy;
+            this.synthetic_tuple = synthetic_tuple;
            _n_working_orders = backing(nameof(n_working_orders),
               orders_model.on_security_orders(security_key)
               .Select(t => (uint)(t.state
@@ -133,25 +135,23 @@ namespace mbts.spark {
            show_order_book = new DelegateCommand(_show_order_book);
         }

+         public event Action invalidated;
+
         public DateTime create_time => DateTime.MinValue; //TODO
         public string name { get; }
+         public string user_name => synthetic_tuple.user_name;
+         public UserTuple user_tuple => new UserTuple(synthetic_tuple.security.Synthetic.UserId, user_name);
         public int n_legs { get; }
         public string description { get; }
+         public ExecutionStrategyImmutable? strategy => synthetic_tuple.strategy;
         public bool strategy_present => strategy.HasValue;
         public uint n_working_orders => _n_working_orders.Value;
         public ICommand show_ladder { get; }
         public ICommand show_order_book { get; }
         public ICommand default_command => show_ladder;

-
-         public ObservableCollection<RowAnimation> row_animations => new ObservableCollection<RowAnimation>();
-
-         public IReadOnlyList<IGridCellStore> cell_stores => new IGridCellStore[0];
-
-
-         public event Action invalidated;
-
-         public void raise_invalidated() => invalidated?.Invoke();
+         public void raise_invalidated() =>
+            invalidated?.Invoke();

         public bool Equals(Row other) =>
            other != null &&
@@ -163,10 +163,8 @@ namespace mbts.spark {
         public override int GetHashCode() =>
            security_key.GetHashCode();

-
-
         void _show_ladder() =>
-            _bus.post(SparkTags.ShowLadderTag, md);
+            _bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet<uint>.Empty.Add(security.Id));

         void _show_order_book() {
            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
@@ -177,4 +175,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -62,7 +62,10 @@ namespace mbts.spark {
         _vm = new AlgoStudioVM(_model);
         _vm.load_from(_state);
         _view = new AlgoStudioView { DataContext = _vm };
-         _resources = new CompositeDisposable();
+         _resources = new CompositeDisposable(
+            _bus.subscribe(SparkTags.SecuritiesTag)
+            .OnDispatcher()
+            .Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
         // add definition
         _commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
         // clone definition
@@ -19,6 +19,8 @@ namespace mbts.spark {
         this.key = key;
      }

+      public static AlgoData empty => from_custom_def(new CustomOrderDefinitionImmutable(new CustomOrderDefinition()));
+
      /// <summary>
      /// This is the only <see cref="AlgoData"/> factory method that allows callers to explicitly specify a name.
      /// It should only be used within the context of creating, or renaming, studio algos.
@@ -65,6 +67,8 @@ namespace mbts.spark {
   }

   struct AlgoDataVM : IEquatable<AlgoDataVM> {
+      public static readonly Func<AlgoDataVM, AlgoID> id_fn = vm => AlgoID.from_algo_key(vm.data.key);
+
      public readonly AlgoData data;
      public readonly AlgoDefinitionMetadata? meta;

@@ -27,7 +27,7 @@ namespace mbts.spark {
         _error_reporter = error_reporter;
         definitions =
            service.subscribei_algo_definitions()
-            .Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
+            .Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
            .SelectKeyValue(_definition_data, d => d.key)
            .Table()
            .Cache();
@@ -13,6 +13,9 @@ namespace mbts.spark {
      string _template_key;
      ICommand _set_value_cmd;

+      public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent)
+         : this(algo, param, parent, (param as ITemplateSelectorKey)?.key) { }
+
      public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
         this.param = param;
         this.algo = algo;
@@ -247,6 +247,31 @@
              </TextBlock>
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
+          <u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
+            <DataTemplate>
+              <Grid>
+                <!--Note: Ideally, this 'securities BindingProxy' would be a static resource, but it only seems to detect the dynamic securities when it is in the visual tree.-->
+                <!--<Grid.Resources>
+                  <u:BindingProxy x:Key="SecuritiesBindingProxy" x:Shared="False" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
+                </Grid.Resources>-->
+                <u:BindingProxy x:Name="SecuritiesBindingProxy" Value="{DynamicResource {x:Static u:ResourceKeys.Securities}}"/>
+                <TextBlock>
+                  <TextBlock.Text>
+                    <MultiBinding>
+                      <MultiBinding.Converter>
+                        <cv:MultiValueConverterPipe>
+                          <cv:DictionaryLookupConverter/>
+                          <x:Static MemberType="cv:ValueConverters" Member="SecuritySelectorText"/>
+                        </cv:MultiValueConverterPipe>
+                      </MultiBinding.Converter>
+                      <Binding Path="Value" ElementName="SecuritiesBindingProxy"/>
+                      <Binding Path="param.value"/>
+                    </MultiBinding>
+                  </TextBlock.Text>
+                </TextBlock>
+              </Grid>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -320,6 +345,21 @@
              </usp:PriceEntryControl>
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
+          <u:TemplateSelectorKeyValue Key="{x:Static u:TemplateKeys.SecurityKey}">
+            <DataTemplate>
+              <c:ContractPickerPopup
+                CloseOnCancel="True"
+                CloseOnOK="True"
+                Header="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+                IsEditMode="False"
+                IsLazy="True"
+                SecurityMap="{DynamicResource {x:Static u:ResourceKeys.Securities}}"
+                SelectedSecurityKey="{Binding param.value}"
+                ShowDialogSkirt="True"
+                OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityKeyHandler}"
+              />
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -10,7 +10,7 @@ using System.Reactive.Disposables;
 namespace mbts.spark {
   static class AlgoParamRowsHelper {
      public static IDisposable connect(AlgoDefinitionVM algo, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) =>
-         algo == null ? null : new CompositeDisposable(algo.observe_algo_root().SubscribeEach(a => {
+         algo == null ? null : new CompositeDisposable(algo.observe_algo_root().OnDispatcher().SubscribeEach(a => {
            rows.clear_collections();
            if (a == null)
               return Disposable.empty;
@@ -77,7 +77,7 @@ namespace mbts.spark {
               include_algo_type_rows ?
                  (ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
                  child_rows,
-               s.subscribe_selected_algo().SubscribeEach(a => {
+               s.subscribe_selected_algo().OnDispatcher().SubscribeEach(a => {
                  s.value = a;
                  child_rows.clear_collections();
                  return _wrap_rows(a, selector_wrapper, child_rows, include_algo_type_rows);
@@ -21,7 +21,7 @@ namespace mbts.ui.spark {
   class AlgoParamTemplateSelector : DataTemplateSelector {
      public static readonly Type generic_algo_param_itype = typeof(IAlgoParamVM<>);

-      KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key);
+      KeyedCollection<TemplateSelectorKeyValue, string> _keyed_templates = new KeyedCollection<TemplateSelectorKeyValue, string>(tsk => tsk.Key.ToString());

      public DataTemplate BoolTemplate { get; set; }
      public DataTemplate NullableBoolTemplate { get; set; }
@@ -68,25 +68,64 @@ namespace mbts.spark {
               nameof(OrderBookRowVM.symbol)),
               DataGridFilterKnownTemplates.DiscreteValues,
               DefaultColumnWidths.Symbol);
+         // algo items view (common resources)
+         var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
+         var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
         // order type
-         var order_type_filter = dv_filter(OrderDataHelper.all_order_types, r => r.order?.order_type() ?? OrderType.None);
+         var order_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID, OrderType[]>(
+               ft => new AlgoDataVM(ft.algo ?? AlgoData.empty),
+               AlgoDataVM.id_fn,
+               ots => Array.ConvertAll(ots ?? Array.Empty<OrderType>(), ot => AlgoID.from_algo_key(AlgoKey.from_known_type(ot))),
+               ids => ids.empty_if_null().Select(AlgoID.to_algo_key).Where(k => k.mode == AlgoKey.Mode.Factory).Select(k => k.factory).ToArray(),
+               out var order_type_observer,
+               out var order_type_items_view);
+
+         order_type_items_view.CustomSort = algo_items_comp;
+         order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
+         order_type_observer.OnNext(TableUpdate<AlgoDataVM, AlgoID>.mk_empty(AlgoDataVM.id_fn)
+            .with_added(OrderDataHelper.all_order_types
+               .Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
+               .Select(AlgoData.from_custom_def)
+               .Select(d => new AlgoDataVM(d))));
+
         add_col_expl(Columns.OrderType,
            new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.badge_fill)), new Binding(nameof(Row.display_name)), order_type_filter) {
               id = col_id(Columns.OrderType),
               sort_member_path = nameof(Row.order_type)
            }, order_type_filter);
+         // root algo type
+         var root_algo_type_filter = DiscreteValuesFilterVM.CreateTableUpdate<FillTuple, AlgoDataVM, AlgoID>(
+               ft => new AlgoDataVM(ft.root_algo ?? AlgoData.empty),
+               AlgoDataVM.id_fn,
+               out var root_algo_type_observer,
+               out var root_algo_type_items_view);
+
+         root_algo_type_items_view.CustomSort = algo_items_comp;
+         root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
+
+         add_col_expl(Columns.RootAlgoType,
+            new OrderTypeColumn<Columns>(
+               Columns.RootAlgoType,
+               new Binding(nameof(Row.root_algo_badge_color)) { Converter = new ui.converters.ColorToBrushConverter() },
+               new Binding(nameof(Row.root_algo_display_name)),
+               root_algo_type_filter,
+               DefaultColumnHeaders.RootAlgoType) {
+               id = col_id(Columns.RootAlgoType),
+               sort_member_path = nameof(Row.root_algo_order_type)
+            }, root_algo_type_filter);
         // side
         var side_filter = dv_filter(new[] { Side.Buy, Side.Sell }, r => r.fill.Side);
         add_col_expl(Columns.Side, new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { id = col_id(Columns.Side) }, side_filter);
         // all others (easily identified by the enum 'Columns.Foo')
         add_col(Columns.FillTime, DefaultColumnHeaders.FillTime, r => r.fill_time.ToString("M/d h:mm:ss tt"), new TimeFilterVM<FillTuple>(r => r.fill.Timestamp.ToDateTimeOffset().LocalDateTime), DataGridFilterKnownTemplates.TimeFilter, DefaultColumnWidths.Time);
-         add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
-         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
+         add_col(Columns.User, DefaultColumnHeaders.User, r => r.user, dv_filter_rx(_model.factory.subscribe_users().Select(d => d.Values.Ordered()), r => r.order?.user() ?? string.Empty), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.User);
+         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
         add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
         add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
         add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
         add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
+         add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
         add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.FillKey), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
         add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
@@ -108,6 +147,7 @@ namespace mbts.spark {
         });
         _dispose = new CompositeDisposable(
            ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
+            ObservableAutoWrapper.connect_item_hooks(col_tups, ct => ct.filter as IDisposable),
            RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
            fills_source.OnDispatcher().Subscribe(t => {
               last_unfiltered_fills = t;
@@ -128,6 +168,7 @@ namespace mbts.spark {
               };
               _rows_manager.on_settings(fs, s.sorting_criterion);
            }),
+            model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher().Subscribe(root_algo_type_observer),
            settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
         );
         // local methods
@@ -175,8 +216,8 @@ namespace mbts.spark {
      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, FillsSettings state) {
         if (!state.orders.is_null_or_empty()) {
            var orders_hash = new HashSet<uint>(state.orders);
-            return model.on_fill_tuples.Filter(f => orders_hash.Contains(f.fill.OrderKey));
-         } else return model.on_fill_tuples;
+            return model.on_fill_tuples_with_root.Filter(f => orders_hash.Contains(f.fill.OrderKey));
+         } else return model.on_fill_tuples_with_root;
      }

      static IObservable<TableUpdate<FillTuple, string>> _get_observable(IBus bus, OrdersModel model, IObservable<FillsSettings> state) =>
@@ -188,9 +229,11 @@ namespace mbts.spark {
            case Columns.Exchange: return wrap_default(ft => ft.security.exchange_or_default());
            case Columns.FillKey: return wrap(ft => ft.fill.FillKey);
            case Columns.FillKind: return wrap_default(ft => ft.fill.FillKind);
+            case Columns.FillStatus: return wrap_default(ft => ft.fill.FillStatus);
            case Columns.FillTime: return wrap(ft => ft.fill.Timestamp.to_local_time());
            case Columns.OrderKey: return wrap(ft => ft.fill.OrderKey);
            case Columns.OrderType: return wrap_default(ft => ft.order?.order_type() ?? OrderType.None);
+            case Columns.RootAlgoType: return wrap_default(ft => ft.root_algo.HasValue ? ft.root_algo.Value.value.CustomCase : OrderType.None);
            case Columns.Price: return wrap(ft => ft.fill.LastPrice);
            case Columns.Security: return wrap(ft => ft.security ?? SecurityDataHelper.Defaults.SecurityImmutable);
            case Columns.SecurityKey: return wrap(ft => ft.fill.SecurityKey);
@@ -224,7 +267,10 @@ namespace mbts.spark {
         readonly OrdersModel _model;
         readonly FillImmutable _fill;
         readonly OrderRecordImmutable _order;
+         AlgoData? _root_algo => fill_tuple.root_algo;
+         AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
         Brush _badge_fill;
+         Color? _root_algo_badge_color;
         OrderMetadata _order_metadata;

         public Row(FillTuple fill_tuple, OrdersModel model) : 
@@ -249,9 +295,16 @@ namespace mbts.spark {
         public double price => _fill.LastPrice;
         public double size => _fill.LastShares;
         public FillKind fill_kind => _fill.FillKind;
+         public FillStatus fill_status => _fill.FillStatus;
         public string fill_key => _fill.FillKey;
         public string order_key => _order.Key.ToString();

+         // Root Algo
+         public OrderType root_algo_order_type => _root_algo.HasValue ? _root_algo.Value.value.CustomCase : OrderType.None;
+         public OrderMetadata root_algo_order_metadata => _model.factory.get_metadata(root_algo_order_type);
+         public Color root_algo_badge_color => _root_algo_badge_color ??  (_root_algo_badge_color = OrderUtils.badge_color(_root_algo_meta, root_algo_order_metadata)).Value;
+         public string root_algo_display_name => fill_tuple.root_order_security?.display_name() ?? OrderType.None.display_name();
+
         public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
         public override bool Equals(object obj) => Equals(obj as Row);
         public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
@@ -16,10 +16,12 @@ namespace mbts.ui.spark {
         Symbol,
         TimeInForce,
         OrderType,
+         RootAlgoType,
         Side,
         Price,
         Size,
         FillKind,
+         FillStatus,
         FillKey,
         OrderKey,
         SecurityKey
@@ -1,19 +1,15 @@
 using bts.api;
-using bts.api.orderman;
+using bts.settings;
 using bts.shell.fills;
 using mbts.persist;
 using mbts.spark;
-using mbts.spark.filters;
 using mbts.ui;
-using mbts.ui.controls;
 using mbts.ui.settings;
-using ProtoBuf;
 using System;
 using System.Collections.Generic;
-using System.Linq;
+using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.FillsView;

 namespace bts.shell {
@@ -34,13 +30,15 @@ namespace bts.shell {
            { nameof(FillsVM.Row.fill_time), Columns.FillTime },
            { nameof(FillsVM.Row.order_key), Columns.OrderKey },
            { nameof(FillsVM.Row.order_type), Columns.OrderType },
+            { nameof(FillsVM.Row.root_algo_order_type), Columns.RootAlgoType },
            { nameof(FillsVM.Row.price), Columns.Price },
            { nameof(FillsVM.Row.security), Columns.Security },
            { nameof(FillsVM.Row.security_key), Columns.SecurityKey },
            { nameof(FillsVM.Row.side), Columns.Side },
            { nameof(FillsVM.Row.size), Columns.Size },
            { nameof(FillsVM.Row.time_in_force), Columns.TimeInForce },
-            { nameof(FillsVM.Row.user), Columns.User }
+            { nameof(FillsVM.Row.user), Columns.User },
+            { nameof(FillsVM.Row.fill_status ), Columns.FillStatus },
         };

      public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
@@ -67,5 +65,12 @@ namespace bts.shell {
            set: (us, gs) => us.with(provided_fills_gridsettings: gs));
         return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
      }
+
+      // migration rules
+      [Export(typeof(IFillsGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IFillsGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(FillsSettings.DefaultGridSettings.columns, out new_settings);
+      }
   }
 }
@@ -23,6 +23,10 @@ namespace bts.shell.fills {
      [DIYGridColumnID(nameof(Columns.OrderType))]
      public CustomOrderDefinition.CustomOneofCase[] order_type { get; set; }

+      [ProtoMember(16)]
+      [DIYGridColumnID(nameof(Columns.RootAlgoType))]
+      public AlgoID[] root_algo_type { get; set; }
+
      [ProtoMember(4)]
      [DIYGridColumnID(nameof(Columns.Account))]
      public string[] account { get; set; }
@@ -70,6 +74,10 @@ namespace bts.shell.fills {
      [ProtoMember(15)]
      [DIYGridColumnID(nameof(Columns.Symbol))]
      public string[] symbol { get; set; }
+
+      [ProtoMember(17)]
+      [DIYGridColumnID(nameof(Columns.FillStatus))]
+      public Fill.Types.FillStatus[] fill_status { get; set; }
   }

   static class FillsFilterStatesExtensions {
@@ -88,9 +96,11 @@ namespace bts.shell.fills {
         pb.add_discrete_values(fs.exchange, ft => ft.exchange());
         pb.add_discrete_values(fs.time_in_force, ft => ft.time_in_force());
         pb.add_discrete_values(fs.order_type, ft => ft.order_type());
+         pb.add_discrete_values(fs.root_algo_type, ft => AlgoID.from_algo_key((ft.root_algo ?? AlgoData.empty).key));
         pb.add_discrete_values(fs.side, ft => ft.fill.Side);
         pb.add_discrete_values(fs.fill_kind, ft => ft.fill.FillKind);
         pb.add_discrete_values(fs.symbol, ft => ft.security?.Symbol ?? string.Empty);
+         pb.add_discrete_values(fs.fill_status, ft => ft.fill.FillStatus);
         // numeric
         pb.add_numeric(fs.size, ft => ft.fill.LastShares);
         pb.add_numeric(fs.price, ft => ft.fill.LastPrice);
@@ -47,6 +47,7 @@ namespace bts.shell.fills {
         public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
         public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
         public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
+         public static GridColumnSettings root_algo_type => new GridColumnSettings(col_id(Columns.RootAlgoType), DefaultColumnHeaders.RootAlgoType, width: DefaultColumnWidths.OrderType);
         public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
         public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
         public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
@@ -70,6 +71,7 @@ namespace bts.shell.fills {
               yield return exchange;
               yield return time_in_force;
               yield return order_type;
+               yield return root_algo_type;
               yield return side;
               yield return quantity;
               yield return price;
@@ -23,6 +23,10 @@ namespace mbts.spark {
   // TODO: somehow allow windows that are using the default settings to still have individual column widths.
   [ProtoContract]
   class LadderColumnSettings : IEquatable<LadderColumnSettings> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(LadderColumnSettings).GetHashCode();
+
      public static LadderColumnSettings Default => new LadderColumnSettings {
         show = true,
         width = 50,
@@ -74,14 +78,7 @@ namespace mbts.spark {
         other.show == show;

      public override bool Equals(object obj) => Equals(obj as LadderColumnSettings);
-
-      public override int GetHashCode() =>
-         width.GetHashCode() +
-         background.GetHashCode() +
-         foreground.GetHashCode() +
-         font_family.GetHashCode() +
-         font_size.GetHashCode() +
-         font_weight.GetHashCode();
+      public override int GetHashCode() => _type_hash;

      public static bool operator ==(LadderColumnSettings x, LadderColumnSettings y) => x.safe_equals(y);
      public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
@@ -89,6 +86,9 @@ namespace mbts.spark {

   [ProtoContract]
   class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(HistogramBarAnimation).GetHashCode();
      [ProtoMember(1)]
      public ColorShowProto bars { get; set; }
      [ProtoMember(2)]
@@ -102,14 +102,14 @@ namespace mbts.spark {
         show_numbers == other.show_numbers;

      public override bool Equals(object obj) => Equals(obj as HistogramBarAnimation);
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            bars.GetHashCode(),
-            show_numbers.GetHashCode());
+      public override int GetHashCode() => _type_hash;
   }

   [ProtoContract]
   class VolumeColumnSettings : IEquatable<VolumeColumnSettings> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(VolumeColumnSettings).GetHashCode();
      public static VolumeColumnSettings Default {
         get {
            var gen = LadderColumnSettings.Default;
@@ -149,19 +149,14 @@ namespace mbts.spark {
         show_ltq.Equals(other.show_ltq);

      public override bool Equals(object obj) => Equals(obj as VolumeColumnSettings);
-
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            general.GetHashCode(),
-            buy.GetHashCode(),
-            sell.GetHashCode(),
-            passive.GetHashCode(),
-            total.GetHashCode(),
-            show_ltq.GetHashCode());
+      public override int GetHashCode() => _type_hash;
   }

   [ProtoContract]
   class LadderMarketBreakLine : IEquatable<LadderMarketBreakLine> {
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(LadderMarketBreakLine).GetHashCode();
      [ProtoMember(1)]
      public bool show { get; set; }
      [ProtoMember(2)]
@@ -184,8 +179,7 @@ namespace mbts.spark {
         Equals(obj as LadderMarketBreakLine);

      public override int GetHashCode() =>
-         show.GetHashCode() +
-         (int)color;
+         _type_hash;
   }

   [ProtoContract]
@@ -194,20 +188,27 @@ namespace mbts.spark {
      readonly bts.persist.algo.AlgoPersistedKey[] _favorite_algos;
      [ProtoMember(2)]
      public readonly int column_count;
+      [ProtoMember(3)]
+      readonly bts.persist.algo.AlgoPersistedKey[] _stickied_algos;

-      public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count)
-         : this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)), column_count) { }
+      public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count, AlgoKey[] stickied_algos)
+         : this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)),
+              column_count,
+              ArrayHelper.safe_convert(stickied_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted))) { }

-      LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count) {
+      LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count, bts.persist.algo.AlgoPersistedKey[] stickied_algos) {
         _favorite_algos = favorite_algos;
         this.column_count = column_count;
+         _stickied_algos = stickied_algos;
      }

      public IReadOnlyList<AlgoKey> favorite_algos => ArrayHelper.safe_convert(_favorite_algos, k => k.to_algo_key());
+      public IReadOnlyList<AlgoKey> stickied_algos => ArrayHelper.safe_convert(_stickied_algos, k => k.to_algo_key());

      public bool Equals(LadderFavoriteAlgosSettings other) =>
         column_count == other.column_count &&
-         favorite_algos.SequenceEqual(other.favorite_algos);
+         favorite_algos.SequenceEqual(other.favorite_algos) &&
+         stickied_algos.SequenceEqual(other.stickied_algos);

      public override bool Equals(object obj) =>
         EqualityComparer.equals_obj(this, obj);
@@ -215,7 +216,8 @@ namespace mbts.spark {
      public override int GetHashCode() =>
         EqualityComparer.aggregate_hash(
            column_count,
-            EqualityComparer.aggregate_hash_limited(favorite_algos));
+            EqualityComparer.aggregate_hash_limited(favorite_algos),
+            EqualityComparer.aggregate_hash_limited(stickied_algos));

      public static bool operator ==(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => a.Equals(b);
      public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
@@ -247,6 +249,11 @@ namespace mbts.spark {
      const double _default_order_entry_panel_width = 110.0;
      const double _default_zoom_factor = 1.0;
      const bool _default_show_warn_on_cross = true;
+      public static readonly IEqualityComparer<LadderSettings> profile_equality_comparer =
+         EqualityComparer.Create<LadderSettings>(profile_equals);
+      // this class is 100% mutable (there are literally 0 readonly members),
+      // so GetHashCode must return the same hash for every instance.
+      static readonly int _type_hash = typeof(LadderSettings).GetHashCode();

      // Default proto constructor
      // Added this so that when clients upgrade to a version with new settings,
@@ -273,7 +280,7 @@ namespace mbts.spark {
         order_entry_panel_initial_width = _default_order_entry_panel_width;
         zoom_factor = _default_zoom_factor;
         use_defaults = true;
-         favorite_algos = new LadderFavoriteAlgosSettings(null, 2);
+         favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null);
         show_warn_on_cross = _default_show_warn_on_cross;
      }

@@ -442,6 +449,8 @@ namespace mbts.spark {
      public bool account_position_visible { get; set; }
      [ProtoMember(50), DefaultValue(true)]
      public bool day_position_visible { get; set; }
+      [ProtoMember(56)]
+      public bool raw_day_position_visible { get; set; }
      [ProtoMember(37), DefaultValue(true)]
      public bool size_presets_visible { get; set; }
      [ProtoMember(38), DefaultValue(true)]
@@ -487,6 +496,9 @@ namespace mbts.spark {
      [ProtoMember(55)]
      public LadderMiniOrderBookSettings mini_ob { get; set; }

+      [ProtoMember(57)]
+      public double left_panel_scroll_position { get; set; }
+
      public void sanitize() =>
         sanitize(this);

@@ -523,111 +535,81 @@ namespace mbts.spark {
         return s;
      }

+      /// <summary>
+      /// Determines whether or not the specified LadderSettings are 'profile equivalent.'
+      /// This means that 2 ladders, each with a different one of the specified settings, could share the same profile.
+      /// </summary>
+      /// 
+      /// Note: the impetus for this version of equality is to avoid disconnecting a ladder from its profile due to 'trivial' settings changes.
+      /// Consider the '<see cref="default_algo"/>' property:
+      ///   If a ladder is using a settings profile with Limit as the default algo, and the user decides to send a 'Market' order,
+      ///   the ladder would suddenly be disconnected from the profile, because it's settings state would no longer be equal to the profile's settings,
+      ///   since they changed the selected algo type to 'Market.'
+      ///   To avoid such travesties, a separate equals logic is needed: this is called 'profile-equivalent' and is implemented in <see cref="profile_equals)"/>.
+      /// Devs: be sure to account for properties that are excluded in the 'profile-equals' logic in the [regular]'equals' logic.
+      public static bool profile_equals(LadderSettings a, LadderSettings b) =>
+         a == null ? b == null :
+         b != null &&
+         a.row_height == b.row_height &&
+         a.grid_line_color == b.grid_line_color &&
+         a.orders_column.safe_equals(b.orders_column) &&
+         a.bid_column.safe_equals(b.bid_column) &&
+         a.ask_column.safe_equals(b.ask_column) &&
+         a.price_column.safe_equals(b.price_column) &&
+         a.last_column.safe_equals(b.last_column) &&
+         a.piq_column.safe_equals(b.piq_column) &&
+         a.calculator_buttons.safe_equals(b.calculator_buttons, Enumerable.SequenceEqual) &&
+         a.scroll_bar_visible == b.scroll_bar_visible &&
+         a.default_account == b.default_account &&
+         a.default_time_in_force == b.default_time_in_force &&
+         a.size == b.size &&
+         a.animate_recenter == b.animate_recenter &&
+         a.badge_style == b.badge_style &&
+         a.auto_clear == b.auto_clear &&
+         a.bid_break_line.safe_equals(b.bid_break_line) &&
+         a.ask_break_line.safe_equals(b.ask_break_line) &&
+         a.mid_break_line.safe_equals(b.mid_break_line) &&
+         a.alternate_order_size == b.alternate_order_size &&
+         a.session_low_line.safe_equals(b.session_low_line) &&
+         a.session_high_line.safe_equals(b.session_high_line) &&
+         a.session_range_fill.safe_equals(b.session_range_fill) &&
+         a.volume_column.safe_equals(b.volume_column) &&
+         a.size_display.safe_equals(b.size_display) &&
+         a.day_visible == b.day_visible &&
+         a.high_visible == b.high_visible &&
+         a.low_visible == b.low_visible &&
+         a.open_visible == b.open_visible &&
+         a.settle_visible == b.settle_visible &&
+         a.volume_visible == b.volume_visible &&
+         a.account_visible == b.account_visible &&
+         a.tif_visible == b.tif_visible &&
+         a.order_type_visible == b.order_type_visible &&
+         a.account_position_visible == b.account_position_visible &&
+         a.day_position_visible == b.day_position_visible &&
+         a.raw_day_position_visible == b.raw_day_position_visible &&
+         a.size_presets_visible == b.size_presets_visible &&
+         a.cancel_buys_visible == b.cancel_buys_visible &&
+         a.cancel_sells_visible == b.cancel_sells_visible &&
+         a.cancel_all_visible == b.cancel_all_visible &&
+         a.auto_clear_visible == b.auto_clear_visible &&
+         a.clear_visible == b.clear_visible &&
+         a.order_entry_panel_initial_width == b.order_entry_panel_initial_width &&
+         a.zoom_slider_visible == b.zoom_slider_visible &&
+         a.zoom_factor == b.zoom_factor &&
+         a.use_defaults == b.use_defaults &&
+         a.favorite_algos == b.favorite_algos &&
+         a.net_change == b.net_change &&
+         a.show_warn_on_cross == b.show_warn_on_cross &&
+         a.mini_ob == b.mini_ob;
+
      public bool Equals(LadderSettings other) =>
-         other != null &&
-         row_height == other.row_height &&
-         grid_line_color == other.grid_line_color &&
-         orders_column.safe_equals(other.orders_column) &&
-         bid_column.safe_equals(other.bid_column) &&
-         ask_column.safe_equals(other.ask_column) &&
-         price_column.safe_equals(other.price_column) &&
-         last_column.safe_equals(other.last_column) &&
-         piq_column.safe_equals(other.piq_column) &&
-         calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
-         scroll_bar_visible == other.scroll_bar_visible &&
-         default_account == other.default_account &&
+         profile_equals(this, other) &&
         default_algo == other.default_algo &&
-         default_time_in_force == other.default_time_in_force &&
-         size == other.size &&
-         animate_recenter == other.animate_recenter &&
-         badge_style == other.badge_style &&
-         auto_clear == other.auto_clear &&
-         bid_break_line.safe_equals(other.bid_break_line) &&
-         ask_break_line.safe_equals(other.ask_break_line) &&
-         mid_break_line.safe_equals(other.mid_break_line) &&
-         alternate_order_size == other.alternate_order_size &&
-         session_low_line.safe_equals(other.session_low_line) &&
-         session_high_line.safe_equals(other.session_high_line) &&
-         session_range_fill.safe_equals(other.session_range_fill) &&
-         volume_column.safe_equals(other.volume_column) &&
-         size_display.safe_equals(other.size_display) &&
-         day_visible == other.day_visible &&
-         high_visible == other.high_visible &&
-         low_visible == other.low_visible &&
-         open_visible == other.open_visible &&
-         settle_visible == other.settle_visible &&
-         volume_visible == other.volume_visible &&
-         account_visible == other.account_visible &&
-         tif_visible == other.tif_visible &&
-         order_type_visible == other.order_type_visible &&
-         account_position_visible == other.account_position_visible &&
-         day_position_visible == other.day_position_visible &&
-         size_presets_visible == other.size_presets_visible &&
-         cancel_buys_visible == other.cancel_buys_visible &&
-         cancel_sells_visible == other.cancel_sells_visible &&
-         cancel_all_visible == other.cancel_all_visible &&
-         auto_clear_visible == other.auto_clear_visible &&
-         clear_visible == other.clear_visible &&
-         order_entry_panel_initial_width == other.order_entry_panel_initial_width &&
-         zoom_slider_visible == other.zoom_slider_visible &&
-         zoom_factor == other.zoom_factor &&
-         use_defaults == other.use_defaults &&
-         favorite_algos == other.favorite_algos &&
-         net_change == other.net_change &&
-         show_warn_on_cross == other.show_warn_on_cross &&
-         mini_ob == other.mini_ob;
+         left_panel_scroll_position == other.left_panel_scroll_position;

      public override bool Equals(object obj) => Equals(obj as LadderSettings);

-      // TODO: remove mutable props from hash logic (or conversely, make them immutable).
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            row_height.GetHashCode(),
-            grid_line_color.GetHashCode(),
-            EqualityComparer.safe_get_hash_code(orders_column),
-            EqualityComparer.safe_get_hash_code(bid_column),
-            EqualityComparer.safe_get_hash_code(ask_column),
-            EqualityComparer.safe_get_hash_code(price_column),
-            EqualityComparer.safe_get_hash_code(last_column),
-            EqualityComparer.safe_get_hash_code(piq_column),
-            EqualityComparer.safe_get_hash_code(calculator_buttons),
-            scroll_bar_visible.GetHashCode(),
-            default_time_in_force.GetHashCode(),
-            size.GetHashCode(),
-            animate_recenter.GetHashCode(),
-            badge_style.GetHashCode(),
-            EqualityComparer.safe_get_hash_code(bid_break_line),
-            EqualityComparer.safe_get_hash_code(ask_break_line),
-            EqualityComparer.safe_get_hash_code(mid_break_line),
-            alternate_order_size.GetHashCode(),
-            EqualityComparer.safe_get_hash_code(session_low_line),
-            EqualityComparer.safe_get_hash_code(session_high_line),
-            EqualityComparer.safe_get_hash_code(session_range_fill),
-            EqualityComparer.safe_get_hash_code(volume_column),
-            EqualityComparer.safe_get_hash_code(size_display),
-            day_visible.GetHashCode(),
-            high_visible.GetHashCode(),
-            low_visible.GetHashCode(),
-            open_visible.GetHashCode(),
-            settle_visible.GetHashCode(),
-            volume_visible.GetHashCode(),
-            account_visible.GetHashCode(),
-            tif_visible.GetHashCode(),
-            order_type_visible.GetHashCode(),
-            account_position_visible.GetHashCode(),
-            size_presets_visible.GetHashCode(),
-            cancel_buys_visible.GetHashCode(),
-            cancel_sells_visible.GetHashCode(),
-            cancel_all_visible.GetHashCode(),
-            auto_clear_visible.GetHashCode(),
-            clear_visible.GetHashCode(),
-            order_entry_panel_initial_width.GetHashCode(),
-            zoom_slider_visible.GetHashCode(),
-            zoom_factor.GetHashCode(),
-            use_defaults.GetHashCode(),
-            favorite_algos.GetHashCode(),
-            net_change.GetHashCode(),
-            show_warn_on_cross.GetHashCode());
+      public override int GetHashCode() => _type_hash;

      public struct WindowSpecifics {
         public readonly double order_entry_panel_width, zoom_factor;
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.md;
 using mbts;
 using mbts.config;
@@ -11,10 +12,10 @@ using ProtoBuf;
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
+using System.IO;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
-using System.Threading;
 using System.Threading.Tasks;
 using System.Windows;
 using LadderSettings = mbts.spark.LadderSettings;
@@ -22,31 +23,35 @@ using LadderSettings = mbts.spark.LadderSettings;
 namespace bts.shell {
   class LadderWindowFactory : ShellWindowFactory<LadderSaveState> {
      const string _window_type = "ladder";
+      const int _version_where_stickied_algos_introduced = 2;
      readonly LadderConfig _ladder_conf;
      readonly IBus _bus;
      readonly IWindowManager _wm;
      readonly MBOService _mbo;
      readonly UserSettingsHub _settings_hub;
      readonly OrdersModel _orders_model;
+      readonly IShellWindowThreadIDProvider _thread_id_provider;
      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();

      public LadderWindowFactory(
-         IShellModule owner, 
-         IBus bus, 
-         IWindowManager wm, 
-         UserSettingsHub settings_hub, 
+         IShellModule owner,
+         IBus bus,
+         IWindowManager wm,
+         UserSettingsHub settings_hub,
         OrdersModel orders_model,
         MBOService mbo)

-         : base(owner, "SparkLadder") {
+         : base(owner, "SparkLadder", 2) {
         _bus = bus;
         _wm = wm;
         _settings_hub = settings_hub;
         _orders_model = orders_model;
         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
+         _thread_id_provider = ShellWindowThreadIDFactory.create("Ladder", _ladder_conf.ladders_on_threads);
         _mbo = mbo;
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
+            bus.subscribe(SparkTags.ShowLadderAutoLookupTag).Subscribe(_show_windows),
            bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
            bus.subscribe(SparkTags.ShowLaddersTag).OnDispatcher().Subscribe(show_windows)
         );
@@ -60,26 +65,32 @@ namespace bts.shell {
         return null;
      }

+      protected override Task<IShellWindow> try_upgrade_state(Stream load_stream, int version) {
+         var state = ProtoBuf.Serializer.DeserializeWithLengthPrefix<LadderSaveState>(load_stream, ProtoBuf.PrefixStyle.Fixed32);
+         if (version < _version_where_stickied_algos_introduced) {
+            // We want to assign any existing favorite algos to stickied algos upon setting upgrade
+            var favorite_algos_array = state.settings.favorite_algos.favorite_algos.ToArray();
+            state.settings.favorite_algos = new LadderFavoriteAlgosSettings(favorite_algos_array, state.settings.favorite_algos.column_count, favorite_algos_array);
+         }
+         return load(state);
+      }
+
      LadderSaveState _get_state(LadderVM vm, uint id) {
         LadderSettings s = vm.get_save_state();
         if (id != 0) {
            if (!_settings_hub.current.ladder_profiles.TryGetFirst(lp => lp.id == id, out var result)) {
               // profile was deleted
               id = 0;
-            } else {
-               if (!s.Equals(result.value)) {
-                  // ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
-                  id = 0;
-               }
+            } else if (!LadderSettings.profile_equals(s, result.value)) {
+               // ladder's settings diverged from the profile (this happens when the user changes settings outside of the settings dialog, such as column widths, left panel width, etc.)
+               id = 0;
            }
         }
         return new LadderSaveState { security_key = vm.security.Id, settings = s, settings_id = id };
      }

-      int _ladder_count = 0;
      IShellWindow create_ladder_window(SecurityMD md, LadderSettings last_value, uint settings_id = 0) {
         IDisposable active_settings_dialog = null;
-         var thread_id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
         // on_shell_window_vm should behave like an event (do not set to null)
         Action<ShellWindowVM> on_shell_window_vm = _ => { };
         ShellWindowVM shell_window_vm = null;
@@ -136,7 +147,7 @@ namespace bts.shell {
               var curr = vm.get_save_state();
               if (settings_id == 0) {
                  last_value = curr;
-               } else if (!curr.Equals(last_value)) {
+               } else if (!LadderSettings.profile_equals(curr, last_value)) {
                  settings_id = 0;
                  last_value = curr;
               }
@@ -150,7 +161,7 @@ namespace bts.shell {
                     // not on a profile, don't respond to default settings changes
                     return;
                  } else if (us.ladder_profiles.TryGetFirst(p => p.id == settings_id, out var profile)) {
-                     if (!last_value.Equals(vm.get_save_state())) {
+                     if (!LadderSettings.profile_equals(last_value, vm.get_save_state())) {
                        settings_id = 0;
                     } else {
                        settings_subject.OnNext(last_value = profile.value);
@@ -198,6 +209,7 @@ namespace bts.shell {
                  _ => _,
                  vm.get_save_state(),
                  UserSettings.FileExtensions.LADDER,
+                  LadderSettings.profile_equals,
                  settings_id);
               dialog_vm.applied += apply;
               // dialog
@@ -251,19 +263,32 @@ namespace bts.shell {
                  Log.Ui.warn($"LadderSettingsDialog error {action_desc}: {error}.");
            }
         });
-         string thread = _ladder_conf.ladders_on_threads ? $"Ladder{thread_id:00}" : "";
         return shell_window = ShellWindow.create(
            module, md.security.ToString(), _window_type, view,
            (v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
            icon: Icons.Ladder,
-            thread_id: thread,
+            thread_id: _thread_id_provider.next_id(),
            vm => {
               shell_window_vm = vm;
               title_source.connect();
            });
      }

-      void show_windows(IReadOnlyCollection<SecurityMD> securities) {
+      async void _show_windows(IImmutableSet<uint> securities) {
+         if (securities == null)
+            return;
+         var start_time = DateTime.Now;
+         do {
+            var found = securities.KeyJoin(_securities).ToList();
+            securities = securities.RemoveRange(found.Select(SecurityMD.key_fn));
+            show_windows(found);
+            if (securities.Count == 0)
+               break;
+            await Task.Delay(500);
+         } while ((DateTime.Now - start_time) < _ladder_conf.security_timeout);
+      }
+
+      void show_windows(IEnumerable<SecurityMD> securities) {
         int n_allowed = (int)_ladder_conf.max_open_ladders - _wm.list_windows().Where(w => w.window_type == _window_type).Count();
         int n_opened = 0;
         foreach (var s in securities) {
@@ -301,4 +326,4 @@ namespace bts.shell {
      [ProtoMember(3)]
      public uint settings_id;
   }
-}
+}
@@ -2,6 +2,7 @@
 using bts.api;
 using bts.api.orderman;
 using bts.collections;
+using bts.persist.algo;
 using bts.shell.orderbook;
 using bts.utils;
 using mbts.collections;
@@ -71,6 +72,7 @@ namespace mbts.spark {
         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
         _account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
         _day_position_visibility = new OrderEntryPanelItemVisibilityVM("Day Position"),
+         _raw_day_position_visibility = new OrderEntryPanelItemVisibilityVM("Raw Day Position"),
         _size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
         _auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
         _clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
@@ -135,8 +137,8 @@ namespace mbts.spark {
            foreach (var c in _observable_components)
               c.PropertyChanged -= on_prop_changed;
         }
-         AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
-         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
+         AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
      }

      public event Action result_changed;
@@ -238,6 +240,7 @@ namespace mbts.spark {
            yield return _order_type_visibility;
            yield return _account_position_visibility;
            yield return _day_position_visibility;
+            yield return _raw_day_position_visibility;
            yield return _size_preset_visibility;
            yield return _clear_visibility;
            yield return _auto_clear_visibility;
@@ -280,6 +283,7 @@ namespace mbts.spark {
            yield return _order_type_visibility;
            yield return _account_position_visibility;
            yield return _day_position_visibility;
+            yield return _raw_day_position_visibility;
            yield return _size_preset_visibility;
            yield return _auto_clear_visibility;
            yield return _clear_visibility;
@@ -342,6 +346,7 @@ namespace mbts.spark {
            _order_type_visibility.show = settings.order_type_visible;
            _account_position_visibility.show = settings.account_position_visible;
            _day_position_visibility.show = settings.day_position_visible;
+            _raw_day_position_visibility.show = settings.raw_day_position_visible;
            _size_preset_visibility.show = settings.size_presets_visible;
            _clear_visibility.show = settings.clear_visible;
            _auto_clear_visibility.show = settings.auto_clear_visible;
@@ -414,6 +419,7 @@ namespace mbts.spark {
         clone.order_type_visible = _order_type_visibility.show;
         clone.account_position_visible = _account_position_visibility.show;
         clone.day_position_visible = _day_position_visibility.show;
+         clone.raw_day_position_visible = _raw_day_position_visibility.show;
         clone.size_presets_visible = _size_preset_visibility.show;
         clone.auto_clear_visible = _auto_clear_visibility.show;
         clone.clear_visible = _clear_visibility.show;
@@ -723,12 +729,15 @@ namespace mbts.spark {
         readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
         readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
         int _column_count = 2;
+         HashSet<AlgoPersistedKey> _sticky_algo_keys;
+         IDisposable _sticky_algos_hook;

         public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
            _algo_definitions = algo_definitions;
            items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
            add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
            remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
+            _dispose = Disposable.Create(() => Disposable.dispose(ref _sticky_algos_hook));
         }

         public ObservableCollection<FavoriteAlgoItem> items { get; }
@@ -745,6 +754,17 @@ namespace mbts.spark {
               fai.selector.try_select(k);
               return fai;
            }));
+            _sticky_algo_keys = new HashSet<AlgoPersistedKey>(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
+            Disposable.replace(ref _sticky_algos_hook,
+               ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
+                  x.selector.subscribe_value().Subscribe(algo => {
+                     if (algo != null &&
+                        algo.key.is_persisted &&
+                        (x.is_sticky = _sticky_algo_keys.Remove(new AlgoPersistedKey(algo.key.persisted))) &&
+                        _sticky_algo_keys.Count == 0)
+                        //
+                        Disposable.dispose(ref _sticky_algos_hook);
+                  })));
         }

         public LadderFavoriteAlgosSettings create() =>
@@ -753,7 +773,13 @@ namespace mbts.spark {
               .Where(k => k.HasValue && k.Value.is_persisted)
               .Select(k => k.Value)
               .ToArray(),
-               column_count);
+               column_count,
+               _raw_items
+               .Where(fai => fai.is_sticky)
+               .Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
+               .Where(k => k.HasValue && k.Value.is_persisted)
+               .Select(k => k.Value)
+               .ToArray());

         FavoriteAlgoItem _item_factory() =>
            new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
@@ -766,6 +792,7 @@ namespace mbts.spark {
         public static readonly FavoriteAlgoItem AddButtonPlaceholderItem = new _AddButtonPlaceholderItem();

         internal readonly KeyedItemSelector<AlgoDefinitionVM, AlgoKey> selector;
+         bool _is_sticky;

         protected FavoriteAlgoItem() { }

@@ -776,6 +803,7 @@ namespace mbts.spark {

         public ICollectionView<AlgoDefinitionVM> algo_definitions_view { get; }
         public AlgoDefinitionVM algo_definition { get => selector.value; set => selector.value = value; }
+         public bool is_sticky { get => _is_sticky; set => Set(ref _is_sticky, value); }

         class _AddButtonPlaceholderItem : FavoriteAlgoItem, ITemplateSelectorKey {
            public string key => LadderSettingsView.FavoriteAlgoAddButtonTemplateKey;
@@ -1,9 +1,11 @@
 using bts.api;
 using bts.api.orderman;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
 using mbts.co2;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.utils;
@@ -32,8 +34,16 @@ namespace mbts.spark {
         _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
         _show_cancel_sells, _show_cancel_all, _show_zoom;
      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
-      double _position, _day_position;
-      bool _show_account_position, _show_day_position;
+      readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
+      double
+         _position,
+         _day_position,
+         _raw_day_position,
+         _left_panel_extent_height,
+         _left_panel_view_port_height,
+         _left_panel_scroll_position,
+         _left_panel_scroll_position_target;
+      bool _show_account_position, _show_day_position, _show_raw_day_position;
      ulong _misc_time = 0;
      ulong _last_trade_time = 0;
      IEqualityComparer<double> _equality;
@@ -73,6 +83,7 @@ namespace mbts.spark {
         _volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
         _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
         _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
+         _left_panel_scroll_position_target = init.left_panel_scroll_position;
         // remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
         _volume = backing(nameof(volume), 0ul);
         _auto_clear = backing(nameof(auto_clear), init.auto_clear);
@@ -106,7 +117,10 @@ namespace mbts.spark {
            (_show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible)).set,
            (_show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible)).set,
            s => {
-               if (Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) | Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position))) {
+               if (
+                  Set(ref _show_account_position, s.account_position_visible, nameof(show_account_position)) |
+                  Set(ref _show_day_position, s.day_position_visible, nameof(show_day_position)) |
+                  Set(ref _show_raw_day_position, s.raw_day_position_visible, nameof(show_raw_day_position))) {
                  RaisePropertyChanged(nameof(position_display_text));
               }
               size_calculator.buttons = s.calculator_buttons;
@@ -132,8 +146,8 @@ namespace mbts.spark {
         //
         //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
         //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
-         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
-         send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
+         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : (_show_raw_day_position ? _raw_day_position : position))));
+         send_order_command = new AsyncCommand<(double price, Side? side, MouseButton button)>(send_order_async);
         cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
         show_book_command = new DelegateCommand(_show_book);
         show_ticket_command = new DelegateCommand(_show_ticket);
@@ -223,17 +237,25 @@ namespace mbts.spark {
               .SelectManyInSeries(a => _model.order_gateway.on_security_positions(security.Id)
                  .Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
            return Disposable.Create(
-               settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
+               settings.OnDispatcher().Subscribe(s => {
+                  _sticky_algos.SetItems(s.favorite_algos.stickied_algos);
+                  order_properties_vm.on_favorite_algos(s.favorite_algos);
+               }),
               order_properties_vm,
               position_src.OnDispatcher().Subscribe(pos => {
-                  double total, day;
+                  double total, day, raw_day;
                  if (pos.HasValue) {
                     total = pos.Value.total_pos();
                     day = pos.Value.day_pos();
+                     raw_day = pos.Value.raw_day_pos();
                  } else {
-                     total = day = double.NaN;
+                     total = day = raw_day = double.NaN;
                  }
-                  if ((Set(ref _position, total, nameof(position)) | Set(ref _day_position, day, nameof(day_position))) && (show_day_position || show_account_position))
+                  if ((
+                        Set(ref _position, total, nameof(position)) |
+                        Set(ref _day_position, day, nameof(day_position)) |
+                        Set(ref _raw_day_position, raw_day, nameof(raw_day_position))
+                     ) && (show_day_position || show_account_position || show_raw_day_position))
                     RaisePropertyChanged(nameof(position_display_text));
               }));
         }
@@ -284,6 +306,7 @@ namespace mbts.spark {
      public double settlement => _settlement.Value;
      public double position => _position;
      public double day_position => _day_position;
+      public double raw_day_position => _raw_day_position;
      public ulong volume => _volume.Value;
      public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
      public CalculatorLogic size_calculator { get; } = new CalculatorLogic(0);
@@ -310,6 +333,7 @@ namespace mbts.spark {
      public bool show_order_type => _show_order_type.view;
      public bool show_account_position => _show_account_position;
      public bool show_day_position => _show_day_position;
+      public bool show_raw_day_position => _show_raw_day_position;
      public bool show_size_preset => _show_size_preset.view;
      public bool show_auto_clear => _show_auto_clear.view;
      public bool show_clear => _show_clear.view;
@@ -317,16 +341,49 @@ namespace mbts.spark {
      public bool show_cancel_sells => _show_cancel_sells.view;
      public bool show_cancel_all => _show_cancel_all.view;
      public bool show_zoom => _show_zoom.view;
+      // left panel scroll props
+      public double left_panel_view_port_height {
+         get => _left_panel_view_port_height;
+         set {
+            using (detect_property_changes(nameof(left_panel_scroll_position)))
+               _left_panel_view_port_height = value;
+         }
+      }
+      public double left_panel_scroll_position {
+         get {
+            if (!_left_panel_scroll_position_target.is_nan()) {
+               if (_left_panel_scroll_position_target < _max_left_panel_scroll_position) {
+                  _left_panel_scroll_position = _left_panel_scroll_position_target;
+                  _left_panel_scroll_position_target = double.NaN;
+               }
+            }
+            return Math.Min(_left_panel_scroll_position, _left_panel_extent_height);
+         }
+         set => Set(ref _left_panel_scroll_position, value);
+      }
+      public double left_panel_extent_height {
+         get => _left_panel_extent_height;
+         set {
+            using (detect_property_changes(nameof(left_panel_scroll_position)))
+               Set(ref _left_panel_extent_height, value);
+         }
+      }
      public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
      public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
      public string position_display_text {
         get {
-            if (show_day_position) {
-               string day_pos_text = SparkUtils.fmt_position(day_position);
-               return show_account_position ? $"{day_pos_text} ({SparkUtils.fmt_position(position)})" : day_pos_text;
-            } else if (show_account_position) {
-               return SparkUtils.fmt_position(position);
-            } else return string.Empty;
+            string rv = null;
+            if (show_day_position)
+               rv = SparkUtils.fmt_position(day_position);
+            if (show_raw_day_position) {
+               var raw_day_text = SparkUtils.fmt_position(raw_day_position);
+               rv = rv == null ? raw_day_text : $"{rv} / {raw_day_text}";
+            }
+            if (show_account_position) {
+               var acc_text = SparkUtils.fmt_position(position);
+               rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
+            }
+            return rv ?? "";
         }
      }
      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
@@ -342,6 +399,10 @@ namespace mbts.spark {
      public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
      internal LadderModel model => _model;
      internal IObservable<LadderSettings> settings { get; }
+
+      double _max_left_panel_scroll_position =>
+         Math.Max(0, _left_panel_extent_height - _left_panel_view_port_height);
+
      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
         var order = op.order;
         double p = order.price();
@@ -372,6 +433,7 @@ namespace mbts.spark {
               zoom_factor,
               piq_column_width));
         rv.auto_clear = auto_clear;
+         rv.left_panel_scroll_position = left_panel_scroll_position;
         if (order_properties_vm != null) {
            rv.default_time_in_force = order_properties_vm.selected_time_in_force;
            if (order_properties_vm.selected_account.HasValue)
@@ -400,20 +462,19 @@ namespace mbts.spark {
         settings_invalidated?.Invoke();
      }

-      public void send_order((double price, Side? side, MouseButton button) args) {
-         if (order_properties_vm == null || args.button == MouseButton.Middle)
-            return;
-         var size_from_alternate = args.button == MouseButton.Right;
-         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && current_settings.alternate_order_size == 0)) {
-            return;
-         }
-         if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
-            size_calculator.flash_error();
-         }
-         else {
-            uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
-            send_order_async(args.side.Value, size, args.price).ignore();
+      public Task send_order_async((double price, Side? side, MouseButton button) args) {
+         if (order_properties_vm != null && args.button != MouseButton.Middle) {
+            var size_from_alternate = args.button == MouseButton.Right;
+            if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || current_settings.alternate_order_size > 0)) {
+               if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
+                  size_calculator.flash_error();
+               } else {
+                  uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+                  return send_order_async(args.side.Value, size, args.price);
+               }
+            }
         }
+         return Task.CompletedTask;
      }

      public async Task send_order_async(Side side, uint size, double price) {
@@ -430,9 +491,16 @@ namespace mbts.spark {
               price = temp_price;
            }
         }
-         await _model.order_gateway.send_order(order, price, size);
+         await _model.order_gateway.send_order(security, order, price, size);
         if (auto_clear)
            size_calculator.value = 0;
+         var fav_algo = order_properties_vm.selected_favorite_algo_definition;
+         if (fav_algo != null && !_sticky_algos.Contains(fav_algo.key) && !order_properties_vm.try_pop_selected_algo_definition()) {
+            var key = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.ContractCase)));
+            if (order_properties_vm.try_get_algo_definition(key, out var r)) {
+               order_properties_vm.selected_algo_definition = r;
+            }
+         }
      }

      void _update_header() {
@@ -805,6 +805,7 @@
                    <Grid.ColumnDefinitions>
                      <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
                      <ColumnDefinition Width="*"/>
+                      <ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
                    </Grid.ColumnDefinitions>
                    <Button Command="{Binding DataContext.remove_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"/>
                    <ComboBox Grid.Column="1" ItemsSource="{Binding algo_definitions_view}" SelectedItem="{Binding algo_definition}">
@@ -814,6 +815,7 @@
                        </DataTemplate>
                      </ComboBox.ItemTemplate>
                    </ComboBox>
+                    <CheckBox Grid.Column="2" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}"> Stay Enabled?</CheckBox>
                  </Grid>
                </DataTemplate>
              </u:KeyedTemplateSelector.Default>
@@ -823,6 +825,7 @@
                    <Grid.ColumnDefinitions>
                      <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
                      <ColumnDefinition Width="*"/>
+                      <ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
                    </Grid.ColumnDefinitions>
                    <Button Grid.Column="1" HorizontalAlignment="Stretch" Command="{Binding DataContext.add_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}">Add</Button>
                  </Grid>
@@ -301,7 +301,14 @@
        <RowDefinition Height="Auto" />
        <RowDefinition Height="*" />
      </Grid.RowDefinitions>
-      <ScrollViewer Grid.Row="0" Grid.RowSpan="2" VerticalScrollBarVisibility="Hidden">
+      <ScrollViewer
+        x:Name="_left_panel_scroll"
+        Grid.Row="0"
+        Grid.RowSpan="2"
+        mbts:ScrollViewerBehavior.VerticalOffset="{Binding left_panel_scroll_position, Mode=TwoWay}"
+        mbts:ScrollViewerBehavior.EnableTwoWayVerticalOffsetBinding="True"
+        VerticalScrollBarVisibility="Hidden"
+      >
        <Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
          <Grid.RowDefinitions>
            <RowDefinition Height="*"/>
@@ -476,6 +483,7 @@
                    </converters:MultiValueConverterPipe>
                  </MultiBinding.Converter>
                  <Binding Path="show_day_position"/>
+                  <Binding Path="show_raw_day_position"/>
                  <Binding Path="show_account_position"/>
                </MultiBinding>
              </Button.Visibility>
@@ -486,6 +494,7 @@
                    <MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
                      <Binding Path="order_properties_vm.selected_account"/>
                      <Binding Path="show_day_position"/>
+                      <Binding Path="show_raw_day_position"/>
                      <Binding Path="show_account_position"/>
                    </MultiBinding>
                  </TextBlock.Text>
@@ -1,11 +1,17 @@
 using bts;
 using bts.collections;
 using bts.utils;
+using mbts.ui;
 using mbts.ui.converters;
+using mbts.ui.extensions;
 using mbts.utils;
+using System;
+using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Input;

@@ -18,32 +24,60 @@ namespace mbts.spark {
         MaxZoomFactor = 1.5;

      public static IMultiValueConverter PositionToolTipConverter =
-         ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
-            const string day_pos_text = "day", total_pos_text = "total";
+         ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
+            const string day_pos_text = "day", raw_day_pos_text = "raw day", total_pos_text = "total";
            if (!account.HasValue)
               return string.Empty;
-            var sb = new StringBuilderEx(account.Value.name);
-            string primary_pos;
-            if (show_day_pos) {
-               primary_pos = day_pos_text;
-               if (show_total_pos) {
-                  sb.Add(" '", primary_pos, " ");
-                  sb.Add("(", total_pos_text, ")' ");
-               } else {
-                  sb.Add(" ", primary_pos, " ");
-               }
-            } else if (show_total_pos) {
-               primary_pos = total_pos_text;
-               sb.Add(" ", primary_pos, " ");
+            /// Note: 'day,' and 'raw day,' are interchangeable wrt the string format, 'total' however is treated differently.
+            /// Different Formats:
+            // No parts are visible:
+            //    null
+            //
+            // 1 part 'foo' is visible:
+            //    "<account> foo position
+            //    click to copy to size"
+            //
+            // 2 parts 'day' and 'raw day' are visible:
+            //    "<account> 'day / raw day' position
+            //     click to copy day to size"
+            // 
+            // 2 parts 'day' and 'total' are visible:
+            //    "<account> 'day (total)' position
+            //     click to copy day to size"
+            //
+
+            string primary_pos = null;
+            // part count is incremented in the 'add_part' method
+            int part_count = 0;
+            var sb = new StringBuilderEx();
+
+            if (show_day_pos) add_part(day_pos_text, " / ");
+            if (show_raw_day_pos) add_part(raw_day_pos_text, " / ");
+            if (show_total_pos) add_part(total_pos_text, " (", ")");
+            //
+            if (part_count > 1) {
+               // This is a complex expression (showing more than 1 value) - wrap it in single quotes.
+               // Explicitly state which value will be copied to the size input.
+               sb.Insert(0, "'");
+               sb.Add("'");
+               sb.Add(" position\n(click to copy ", primary_pos, " to size)");
            } else {
-               // unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
-               return string.Empty;
+               // Only showing 1 value, no need for single quotes,
+               // nor an explicit statement that indicates which value will be copied to the size input.
+               sb.Add(" position\n(click to copy to size)");
            }
-            sb.Add("position\n(click to copy ");
-            if (show_day_pos && show_total_pos)
-               sb.Add(primary_pos, " position ");
-            sb.Add("to size)");
            return sb.ToString();
+
+            void add_part(string part_name, string separator = null, string separator_suffix = null) {
+               if (part_count++ > 0) {
+                  sb.Add(separator);
+                  sb.Add(part_name);
+                  sb.Add(separator_suffix);
+               } else {
+                  primary_pos = part_name;
+                  sb.Add($"{account.Value.name} {part_name}");
+               }
+            }
         });

      internal LadderView(LadderVM vm) {
@@ -52,6 +86,8 @@ namespace mbts.spark {
         _ladder.visible_columns_changed += () => _column_headers_presenter.Columns.SetItems(
            _ladder.visible_column_types.Select(t => ColumnFactory.create(_ladder, t)));
         this.vm = vm;
+         this.ConnectDataContext<LadderVM>(lvm => lvm.bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(sec_map => Resources[ResourceKeys.Securities] = sec_map));
+         vm.SubscribeDisposed(_connect_left_panel_scroll());
         DataContext = vm;
         DataContextChanged += datacontext_changed;
         _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
@@ -59,7 +95,39 @@ namespace mbts.spark {
         this.PreviewMouseDown += LadderView_PreviewMouseDown;
      }

-
+      IDisposable _connect_left_panel_scroll() {
+         // extent height
+         bool busy = false;
+         var extent_height_hook = _left_panel_scroll.ObserveProperty(ScrollViewer.ExtentHeightProperty, (s, e) => {
+            if (!busy) {
+               double scroll_pos = vm.left_panel_scroll_position;
+               busy = true;
+               Dispatcher.InvokeAsync(() => {
+                  vm.left_panel_extent_height = _left_panel_scroll.ExtentHeight;
+                  if (_left_panel_scroll.VerticalOffset != scroll_pos)
+                     _left_panel_scroll.TryScrollToVerticalOffset(scroll_pos);
+                  busy = false;
+               }, System.Windows.Threading.DispatcherPriority.ApplicationIdle);
+            }
+         });
+         // view port height
+         _left_panel_scroll.Loaded += on_loaded;
+         var dispose = Disposable.CreateDisposeOnce(dispose_impl);
+         return Disposable.Create(dispose, vm.SubscribeDisposed(dispose));
+         // local methods
+         void on_loaded(object sender, RoutedEventArgs e) {
+            if (_left_panel_scroll.descendants_of_type<ScrollBar>().TryGetFirst(sb => sb.Orientation == Orientation.Vertical, out var vscroll)) {
+               vscroll.SetBinding(ScrollBar.ViewportSizeProperty, new Binding(nameof(LadderVM.left_panel_view_port_height)) {
+                  Converter = ValueConverter.create<double, Size>(d => new Size(0, d), sz => sz.Height),
+                  Mode = BindingMode.OneWayToSource
+               });
+            }
+         }
+         void dispose_impl() {
+            Disposable.dispose(ref extent_height_hook);
+            _left_panel_scroll.Loaded -= on_loaded;
+         }
+      }

      // (Left|Right) CTRL + Wheel to zoom
      // This is neat b/c the user doesn't even need to have the slider visible to zoom
@@ -62,15 +62,15 @@
        Header="{Binding security}"
        IsEditMode="False"
        IsLazy="True"
-        SecurityMap="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SecuritiesKey}}"
+        SecurityMap="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Securities}}"
        SelectedSecurity="{Binding security, UpdateSourceTrigger=Explicit}"
        ShowDialogSkirt="True"
        ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
        OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
      />
-      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.AccountsKey}}" SelectedItem="{Binding account}"/>
-      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.UsersKey}}" SelectedItem="{Binding user}"/>
-      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static usp:ManualFillRowEditor.SidesKey}}" SelectedItem="{Binding side}" Width="48"/>
+      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Accounts}}" SelectedItem="{Binding account}"/>
+      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Users}}" SelectedItem="{Binding user}"/>
+      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Sides}}" SelectedItem="{Binding side}" Width="48"/>
      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
      <usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
    </Grid>
@@ -6,12 +6,6 @@ namespace mbts.ui.spark {
   /// Interaction logic for ManualFillRowEditor.xaml
   /// </summary>
   partial class ManualFillRowEditor : UserControl {
-      public const string
-         SecuritiesKey = nameof(SecuritiesKey),
-         AccountsKey = nameof(AccountsKey),
-         UsersKey = nameof(UsersKey),
-         SidesKey = nameof(SidesKey);
-
      public static readonly RoutedCommand
         CommitCommand = new RoutedCommand(),
         CancelCommand = new RoutedCommand();
@@ -79,8 +79,8 @@ namespace bts.shell.manual_fills {

      public ManualFillsModel(OrdersModel model)
         : this(model, model.on_manual_fill_tuples,
-              model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(u => u.id),
-              model.factory.subscribe_users().Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id)) { }
+              model.factory.subscribe_accounts().Select(d => MappedDictionary.create(d, (k, v) => new AccountTuple(k, v))).Table(u => u.id),
+              model.factory.subscribe_users().Select(d => MappedDictionary.create(d, (k, v) => new UserTuple(k, v))).Table(a => a.id)) { }

      public ManualFillsModel(OrdersModel model, IObservable<TableUpdate<ManualFillTuple, int>> manual_fills, IObservable<TableUpdate<AccountTuple, uint>> accounts, IObservable<TableUpdate<UserTuple, uint>> users) {
         _model = model;
@@ -73,7 +73,7 @@ namespace bts.shell.manual_fills {
      // The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
      public static IEnumerable<ParsedManualFill> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, IReadOnlyDictionary<uint, string> account_map, IReadOnlyDictionary<uint, string> user_map) =>
         parse_rows(rows,
-            reverse_lookup(MappedDictionary.create(security_map, kv => kv.Value.ToString())),
+            reverse_lookup(MappedDictionary.create(security_map, s => s.ToString())),
            reverse_lookup(account_map),
            reverse_lookup(user_map));

@@ -70,7 +70,7 @@ namespace bts.shell.manual_fills {
               mfd => new ManualFillRow(mfd),
               mfr => mfr.data),
            _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
-               security_map = m;
+               security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
               RaisePropertyChanged(nameof(security_map));
            }),
            ObservableAutoWrapper.connect_item_hooks(_persisted_rows, r => Disposable.Create(dirty_mon.join(r), selection_mon.join(r))),
@@ -157,7 +157,7 @@ namespace bts.shell.manual_fills {
            var lines = File.ReadAllLines(file_name);
            var parsed_fills = ManualFillsParser.parse_rows(
               lines,
-               MappedDictionary.create(security_map, kv => kv.Value.security),
+               MappedDictionary.create(security_map, smd => smd.security),
               accounts.ToDictionary(a => a.Value.id, a => a.Value.name),
               users.ToDictionary(u => u.Value.id, u => u.Value.name)
            ).ToList();
@@ -50,11 +50,11 @@ namespace mbts.ui.spark {
         row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CommitCommand, commit_executed));
         row_editor.CommandBindings.Add(new CommandBinding(ManualFillRowEditor.CancelCommand, cancel_executed));
         // dynamic resources
-         row_editor.Resources[ManualFillRowEditor.AccountsKey] = vm.accounts;
-         row_editor.Resources[ManualFillRowEditor.UsersKey] = vm.users;
-         row_editor.Resources[ManualFillRowEditor.SidesKey] = vm.sides;
+         row_editor.Resources[ResourceKeys.Accounts] = vm.accounts;
+         row_editor.Resources[ResourceKeys.Users] = vm.users;
+         row_editor.Resources[ResourceKeys.Sides] = vm.sides;
         FocusManager.SetIsFocusScope(row_editor, true);
-         var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ManualFillRowEditor.SecuritiesKey] = v);
+         var sec_hook = vm.as_demuxer().subscribe(nameof(ManualFillsVM.security_map)).OnDispatcher().Subscribe(v => row_editor.Resources[ResourceKeys.Securities] = v);
         // popup adorner
         var popup_adorner = new PopupAdorner(
           data_grid, data_grid,
@@ -15,10 +15,11 @@ namespace mbts.spark {
         CVRowStyleKey = "CVRowStyle",
         CVRowTemplateKey = "CVRowTemplateKey";

-      public MiniOrderBookView(OrderBookVM vm) {
+      public MiniOrderBookView() =>
         InitializeComponent();
+
+      public MiniOrderBookView(OrderBookVM vm) : this() =>
         DataContext = vm;
-      }
   }

   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
@@ -121,7 +121,7 @@ namespace mbts.spark {
               r => r.user,
               DefaultColumnWidths.User,
               DiscreteValuesFilterVM.Create<OrderSecurityRootPair, string>(
-                  model.factory.subscribe_users().Select(d => d.Values),
+                  model.factory.subscribe_users().Select(d => d.Values.Ordered()),
                  ort => ort.order.order.user(),
                  nameof(OrderBookRowVM.user)),
               DataGridFilterKnownTemplates.DiscreteValues,
@@ -133,7 +133,7 @@ namespace mbts.spark {
               r => r.account,
               DefaultColumnWidths.Account,
               DiscreteValuesFilterVM.Create<OrderSecurityRootPair, string, string[]>(
-                  model.factory.subscribe_accounts().Select(d => d.Values),
+                  model.factory.subscribe_accounts().Select(d => d.Values.Ordered()),
                  ort => ort.order.order.account(),
                  vals => vals.ToArray(),
                  vals => Observable.Return(vals),
@@ -327,6 +327,18 @@ namespace mbts.spark {

         public event Action filter_changed;

+         public static IEnumerable<ColumnBase> editable_columns {
+            get {
+               yield return new AttachDetachColumn(typeof(MiniOrderBookView));
+               yield return new CommitColumn();
+               yield return new EditablePriceColumn();
+               yield return new EditableQtyColumn();
+               yield return new UpdateColumn(typeof(MiniOrderBookView));
+               yield return new CancelColumn(nameof(OrderBookRowVM.cancel_command));
+               yield return new CheckColumn(nameof(OrderBookRowVM.is_selected));
+            }
+         }
+
         public SecurityColumn security_column { get; }
         public SimpleTextColumn<string[]> symbol_column { get; }
         public SimpleTextColumn<TimeFilterTuple> time_created_column { get; }
@@ -731,10 +743,14 @@ namespace mbts.spark {
            Width = 30;
            _checked_binding = new Binding(checked_property);

-            var header_cb = new CheckBox();
-            header_cb.ToolTip = "Select / Unselect All";
+            var header_cb = new CheckBox {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+               ToolTip = "Select / Unselect All"
+            };
            header_cb.SetBinding(CheckBox.IsCheckedProperty, new Binding(nameof(OrderBookVM.all_rows_selected)));
            this.Header = header_cb;
+            is_visible = true;
         }

         public override FrameworkElement view_factory() {
@@ -1164,6 +1180,7 @@ namespace mbts.spark {

         public override FrameworkElement view_factory() {
            var price_up_down = new PriceEntryCommitControl();
+            price_up_down.SetBinding(PriceEntryCommitControl.RealPriceProperty, new Binding(nameof(OrderBookRowVM.price)));
            price_up_down.SetBinding(PriceEntryCommitControl.SourceValueProperty, nameof(OrderBookRowVM.prospective_price));
            price_up_down.SetBinding(PriceEntryCommitControl.SourceContractSpecProperty, nameof(OrderBookRowVM.contract_spec));
            price_up_down.SetBinding(PriceEntryCommitControl.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
@@ -108,7 +108,7 @@ namespace mbts.spark {
      public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
      public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
      public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
-      public string root_algo_display_name => order_tuple.root.algo.name;
+      public string root_algo_display_name => order_tuple.root.display_name();

      // Tree
      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
@@ -69,10 +69,15 @@ namespace mbts.spark {
         _detachable_selected_orders = new HashSet<uint>();
      FilterData _cached_filter_data;

+      public OrderBookVM(
+         IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool rows_are_initially_expanded = false)
+         : this(bus, notification_service, model, OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root, settings_manager, rows_are_initially_expanded) { }
+
      public OrderBookVM(
         IBus bus, 
         INotificationService notification_service, 
         OrdersModel model, 
+         IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source,
         IWindowSettingsManager<OrderBookGridSettings> settings_manager, 
         bool rows_are_initially_expanded = false) {

@@ -157,7 +162,6 @@ namespace mbts.spark {
         begin_attaching += on_begin_attaching;
         end_attaching += on_end_attaching;
         // switch between orders and/or orders w/ piq
-         var orders_source = OrdersModel.piq_enabled ? model.on_order_tuples_with_root_and_piq : model.on_order_tuples_with_root;
         concat_disposable(
            connect_order_mod_vm(),
            _can_attach_selected_orders.observe_current().Subscribe(send_attached_orders_async_cmd, begin_attach_cmd),
@@ -235,7 +239,7 @@ namespace mbts.spark {
            grid_settings_manager,
            order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
            order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
-            order_mod_vm.algo_vm,
+            order_mod_vm,
            attach_vm,
            _show_fills.observe_current(true)
            .Subscribe(is_visible => {
@@ -284,7 +288,14 @@ namespace mbts.spark {
               double price = attach_vm.price;
               uint? size = attach_vm.size;
               uint algo_template_key = attach_vm.algo_vm.algo_root.id.is_persisted ? attach_vm.algo_vm.algo_root.id.persisted : 0u;
-               var order_tups = selected_rows.Select(r => r.order_tuple).ToList();
+               // Don't pass any order tuples that don't have a security defined.
+               // The actual security is passed to the OrdersModel - instead of just the security key -
+               // so it can prevent GlbxIceberg orders from being sent to a non-glbx exchange (such as Ice).
+               /// Impl details: <see cref="OrdersModel.send_order(SecurityImmutable, OrderDefinitionImmutable?, double, uint)"/>
+               var order_tups = selected_rows
+                  .Select(r => r.order_tuple)
+                  .Where(ot => ot.order.security.HasValue)
+                  .ToList();
               var mod_algo_vm = attach_vm.algo_vm.algo_root;
               await Task.WhenAll(order_tups.Select(t => {
                  var algo = t.order.order.Def.CustomDef.actual().CloneToMutable();
@@ -298,6 +309,7 @@ namespace mbts.spark {
                     };
                  }
                  return _model.send_order(
+                     t.order.security.Value,
                     t.order.order.Def.with(
                        attach_target_order_key: t.order.order.Key,
                        custom_def: algo
@@ -723,17 +735,13 @@ namespace mbts.spark {
            _size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
         SecurityMD? _security_md;

-         public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions)
-            : this(owner,
-                 AlgoDefinitionVM.create(
-                    owner._model,
-                     AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
-                     init_format: init_format,
-                     editing_permissions: init_permissions)) { }
-
-         OrderParamsVM(OrderBookVM owner, AlgoDefinitionVM algo_vm) {
+         public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
            _owner = owner;
-            this.algo_vm = algo_vm;
+            algo_vm = AlgoDefinitionVM.create(
+               owner._model,
+               AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
+               init_format: init_format,
+               editing_permissions: init_permissions);
            _accounts = backing(
               nameof(selected_account),
               _model.factory.subscribe_account_tuples(),
@@ -761,7 +769,7 @@ namespace mbts.spark {
                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size) {
                        permissions = _size_permissions & _param_permissions
                     };
-                     var price_param = new AlgoParamVM<double>("price", "Price", owner._selected_params_mon.price, spec?.tick_equality_comparer() ?? MathUtils.epsilon_comparer) {
+                     var price_param = new AlgoParamVM<double>("price", "Price", owner._selected_params_mon.price, spec?.tick_equality_comparer() ?? MathUtils.epsilon_eq_comparer) {
                        permissions = _price_permissions & _param_permissions
                     };
                     _price_param = price_param;
@@ -772,7 +780,8 @@ namespace mbts.spark {
                     appended_param_rows.insert_front(new AlgoParamRowVM(root, _price_param, null, AlgoParamTemplateKeys.Price));
                  }
               }),
-               ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join));
+               ObservableAutoWrapper.connect_item_hooks(param_rows, dirty_params_mon.join),
+               algo_vm);
            // payup methods
            void payup_bid(int ticks) => payup(bbo.bid, -ticks);
            void payup_ask(int ticks) => payup(bbo.ask, ticks);
@@ -66,6 +66,10 @@ namespace mbts.spark {
         _vm = new OrderBookVM(_bus, _notification_service, _model, _settings_manager);
         _vm.load_from(_state);
         _view = new OrderBookView(_vm);
+         _vm.SubscribeDisposed(
+            _bus.subscribe(SparkTags.SecuritiesTag)
+            .OnDispatcher()
+            .Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));

         var show_fills_command = SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(() => new FillsSettings(_vm.selected_orders.Select(r => r.Key).ToArray()));

@@ -54,7 +54,7 @@ namespace bts.shell.orderbook {
               pvm.selected_predicate_type = _corresponding_predicate_type(EnumHelper.parse_or_default<Columns>(col_id));
               return pvm;
            },
-            (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_data, a.cell_animations, a.row_animations, a.sound_notifications))) { algo_tree_display_mode = _algo_tree_display_mode },
+            (gen, anims) => new OrderBookGridSettings(gen, anims.empty_if_null().Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_data, a.cell_animations, a.row_animations, a.sound_notifications))) { algo_tree_display_mode = _algo_tree_display_mode },
            p => p.create_predicate(notification_service.data_cache),
            p => p.create_notification_predicate(notification_service.data_cache),
            notification_service == null ? new Func<IPredicate<OrderSecurity>, SoundNotification, IDisposable>((p, sn) => Disposable.empty) : notification_service.link_to_order,
@@ -1,15 +1,15 @@
 using bts.api;
-using bts.api.orderman;
+using bts.settings;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.settings;
-using mbts.ui.spark;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
@@ -40,13 +40,14 @@ namespace bts.shell {
         _bus.post(SparkTags.ShowWindow, w);
      }

-      IShellWindow _create(PAndLStartupData state) {
-         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
-            state.grid,
-            get: us => us.pnl_grid,
-            set: (us, gs) => us.with(provided_pnl_gridsettings: gs));
-         return new PAndLWindow(_orders_model, this, _bus, state, SparkCommands.ShowPAndL.icon, settings_manager);
-      }
+      IShellWindow _create(PAndLStartupData state) =>
+         new PAndLWindow(
+            _orders_model,
+            this,
+            _bus,
+            state,
+            SparkCommands.ShowPAndL.icon,
+            _settings_hub.create_pandl_settings_manager(state.grid));

      [ProtoContract]
      public class PAndLStartupData {
@@ -92,10 +93,12 @@ namespace bts.shell {
            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings raw_day_net_position => new GridColumnSettings(col_id(Columns.RawDayPos), DefaultColumnHeaders.RawDayPos, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right, is_visible: false);
            public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, false, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, false, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
            public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings has_day_trades => new GridColumnSettings(col_id(Columns.TradedToday), "Traded Today", width: 100, horizontal_alignment: System.Windows.HorizontalAlignment.Center);

            public static IEnumerable<SortingCriteria> default_sorting_criterion {
               get {
@@ -117,10 +120,12 @@ namespace bts.shell {
                  yield return start_pnl;
                  yield return day_long_pnl;
                  yield return day_short_pnl;
+                  yield return raw_day_net_position;
                  yield return day_pnl;
                  yield return total_net_pos;
                  yield return total_pnl;
                  yield return pnl_price;
+                  yield return has_day_trades;
               }
            }

@@ -145,6 +150,8 @@ namespace bts.shell {
         public UIntMinMaxState day_long_pos;
         [ProtoMember(8)]
         public UIntMinMaxState day_short_pos;
+         [ProtoMember(16)]
+         public DoubleMinMaxState raw_day_net_pos;
         [ProtoMember(9)]
         public DoubleMinMaxState day_pnl;
         [ProtoMember(10)]
@@ -162,7 +169,11 @@ namespace bts.shell {
         public bool[] has_day_trades;
      }

+      // migration rules
+      [Export(typeof(IPAndLGridSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IPAndLGridSettingsMigrationRule {
+         public bool apply(GridSettings settings, out GridSettings new_settings) =>
+            settings.add_missing_columns(PAndLStartupData.DefaultGridSettings.columns, out new_settings);
+      }
   }
-   
-
-}
+}
@@ -0,0 +1,559 @@
+using bts.api;
+using bts.api.orderman;
+using bts.api.position;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.spark.utilities;
+using mbts.ui.controls;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.ComponentModel;
+using System.Linq;
+
+namespace bts.shell.pnl {
+   public enum PNLCalculationType {
+      None,
+      Bid,
+      Ask,
+      Opposite,
+      Same,
+      [Description("Cascade")]
+      Waterfall,
+      Last,
+      Mid,
+      Settle
+   }
+
+   readonly struct PositionPriceSize : IEquatable<PositionPriceSize> {
+      public static readonly PositionPriceSize empty = new PositionPriceSize(0, 0, 0, 0);
+      public readonly double long_pos, short_pos, long_avg, short_avg;
+      public double net_pos => long_pos - short_pos;
+      public bool has_position => long_pos > 0 || short_pos > 0;
+
+      public PositionPriceSize(double long_pos, double long_avg, double short_pos, double short_avg) {
+         this.long_pos = long_pos;
+         this.long_avg = long_avg;
+         this.short_pos = short_pos;
+         this.short_avg = short_avg;
+      }
+
+      public bool Equals(PositionPriceSize other) =>
+         MathUtils.epsilon_equals(long_pos, other.long_pos) &&
+         MathUtils.epsilon_equals(long_avg, other.long_avg) &&
+         MathUtils.epsilon_equals(short_pos, other.short_pos) &&
+         MathUtils.epsilon_equals(short_avg, other.short_avg);
+
+      public override bool Equals(object obj) =>
+         obj is PositionPriceSize other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            long_pos.GetHashCode(),
+            long_avg.GetHashCode(),
+            short_pos.GetHashCode(),
+            short_avg.GetHashCode());
+
+      public static bool operator ==(PositionPriceSize a, PositionPriceSize b) => a.Equals(b);
+      public static bool operator !=(PositionPriceSize a, PositionPriceSize b) => !a.Equals(b);
+   }
+
+   readonly struct PNLRowKey : IEquatable<PNLRowKey>, IComparable<PNLRowKey>, IComparable {
+      public static readonly PNLRowKey empty = new PNLRowKey();
+      static readonly IComparer<PNLRowKey> _comparer_inst = new ComparerBuilder<PNLRowKey>(
+         new[] {
+            Comparer<uint>.Default.wrap<uint, PNLRowKey>(r => r.account ?? 0),
+            Comparer<uint>.Default.wrap<uint, PNLRowKey>(r => r.security ?? 0)
+         }).to_comparer();
+
+      public readonly Venue? exchange;
+      public readonly Security.ContractOneofCase? security_type;
+      public readonly string symbol;
+      public readonly PNLKey data_key;
+      public uint? security => data_key.security_id;
+      public uint? account => data_key.account_id;
+
+      public PNLRowKey(
+         Venue? exchange = null,
+         Security.ContractOneofCase? security_type = null,
+         string symbol = null,
+         uint? security = null,
+         uint? account = null) {
+         //
+         this.exchange = exchange;
+         this.security_type = security_type;
+         this.symbol = symbol;
+         data_key = new PNLKey(account.Value, security.Value);
+      }
+
+      int IComparable.CompareTo(object obj) =>
+         obj is PNLRowKey other ? CompareTo(other) : 1;
+
+      public int CompareTo(PNLRowKey other) =>
+         _comparer_inst.Compare(this, other);
+
+      public bool Equals(PNLRowKey other) =>
+         exchange == other.exchange &&
+         security_type == other.security_type &&
+         symbol == other.symbol &&
+         security == other.security &&
+         account == other.account;
+
+      public override bool Equals(object obj) =>
+         obj is PNLRowKey other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            exchange?.GetHashCode() ?? 0,
+            security_type?.GetHashCode() ?? 0,
+            symbol?.GetHashCode() ?? 0,
+            security?.GetHashCode() ?? 0,
+            account?.GetHashCode() ?? 0);
+
+      public static bool operator ==(PNLRowKey a, PNLRowKey b) => a.Equals(b); 
+      public static bool operator !=(PNLRowKey a, PNLRowKey b) => !a.Equals(b); 
+   }
+
+   readonly struct WorkingOrderData {
+      public readonly WorkingOrderSideData long_data, short_data;
+
+      WorkingOrderData(WorkingOrderSideData long_data, WorkingOrderSideData short_data) {
+         this.long_data = long_data;
+         this.short_data = short_data;
+      }
+
+      public static WorkingOrderData Empty =>
+         new WorkingOrderData(WorkingOrderSideData.EmptyLong, WorkingOrderSideData.EmptyShort);
+
+      public double top_bid =>
+         long_data.data.Count > 0 ?
+            long_data.data.First().Key :
+            double.NaN;
+
+      public double top_ask =>
+         short_data.data.Count > 0 ?
+            short_data.data.First().Key :
+            double.NaN;
+
+      public PositionPriceSize summary =>
+         new PositionPriceSize(long_data.working_total, long_data.avg_price, short_data.working_total, short_data.avg_price);
+
+      public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders) =>
+         orders.Aggregate(Empty, (seed, order) => seed.Add(order));
+
+      public WorkingOrderData Add(OrderRecordImmutable order) {
+         if (order.working_quantity() <= 0)
+            return new WorkingOrderData(long_data, short_data);
+         switch (order.side()) {
+            case Side.Buy: return new WorkingOrderData(long_data.Add(order), short_data);
+            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order));
+            default: throw ExceptionBuilder.Argument.unexpected_case(order.side(), "order.side");
+         }
+      }
+
+      public WorkingOrderData Remove(OrderRecordImmutable order) {
+         if (order.working_quantity() <= 0)
+            return new WorkingOrderData(long_data, short_data);
+         switch (order.side()) {
+            case Side.Buy: return new WorkingOrderData(long_data.Remove(order.Key, order.price()), short_data);
+            case Side.Sell: return new WorkingOrderData(long_data, short_data.Remove(order.Key, order.price()));
+            default: throw ExceptionBuilder.Argument.unexpected_case(order.side(), "order.side");
+         }
+      }
+   }
+
+   readonly struct WorkingOrderSideData {
+      public readonly double avg_price;
+      public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data;
+      public readonly int working_total;
+
+      WorkingOrderSideData(double avg_price, int working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data) {
+         this.avg_price = avg_price;
+         this.working_total = working_total;
+         this.data = data;
+      }
+
+      public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
+      public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(OrderDataHelper.PriceComparer));
+
+      public double top_price =>
+         data.Count > 0 ?
+            data.First().Key :
+            double.NaN;
+
+      public int top_volume =>
+         data.Count > 0 ?
+            data.Values.First().Values.Sum(o => o.working_quantity()) :
+            0;
+
+      public WorkingOrderSideData Add(OrderRecordImmutable order_record) {
+         uint order = order_record.Key;
+         int working_qty = order_record.working_quantity();
+         double price = order_record.price();
+         if (working_qty <= 0)
+            throw new ArgumentException(nameof(working_qty));
+         if (working_total == 0) {
+            return new WorkingOrderSideData(price, working_qty, data.Add(price, ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
+         } else return new WorkingOrderSideData(
+              avg_price + ((price - avg_price) * ((double)working_qty / (working_total + working_qty))),
+              working_total + working_qty,
+              data.SetItem(price, data.TryGetValue(price, out var curr) ?
+                 curr.Add(order, order_record) :
+                 ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
+      }
+
+      public WorkingOrderSideData Remove(uint order, double price) {
+         var tmp_data = data;
+         if (!tmp_data.TryGetValue(price, out var wdata))
+            throw new KeyNotFoundException(nameof(price));
+         if (!wdata.TryGetValue(order, out var worder))
+            throw new KeyNotFoundException(nameof(order));
+         var wqty = worder.working_quantity();
+         wdata = wdata.Remove(order);
+         if (wdata.Count == 0)
+            tmp_data = tmp_data.Remove(price);
+         if (tmp_data.Count == 0)
+            return new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(data.KeyComparer));
+         return new WorkingOrderSideData(
+            avg_price - ((price - avg_price) * (wqty / (working_total - wqty))),
+            working_total - wqty,
+            tmp_data);
+      }
+
+      public override string ToString() {
+         if (data.Count > 0) {
+            var best_order = data.Values.First().Values.First();
+            return OrderUtils.order_collection_summary(best_order.price(), avg_price, best_order.working_quantity(), working_total, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
+         }
+         return string.Empty;
+      }
+   }
+
+   readonly struct PNLRowData : IEquatable<PNLRowData> {
+      public static readonly Func<PNLRowData, PNLKey> key_fn = d => d.key;
+      public static IComparer<PNLRowData> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowData>(d => d.key);
+
+      static readonly WaterfallPriceFlags[] _waterfall_preferences = new[] {
+         WaterfallPriceFlags.LastInsideSpread,
+         WaterfallPriceFlags.Mid,
+         WaterfallPriceFlags.LastGTEBid,
+         WaterfallPriceFlags.Bid,
+         WaterfallPriceFlags.LastLTEAsk,
+         WaterfallPriceFlags.Ask,
+         WaterfallPriceFlags.Last,
+         WaterfallPriceFlags.Settle
+      };
+
+      public readonly PNLKey key;
+      public readonly SecurityImmutable? security;
+      public readonly string account_name;
+      public readonly PNLCalculationType calc_type;
+      public readonly PositionPriceSize day, raw_day, sod;
+      public readonly WorkingOrderData working;
+
+      public readonly double
+         cpp,
+         bid_price,
+         ask_price,
+         last_price,
+         settlement_price;
+
+      public PNLRowData(
+         PNLKey key,
+         double cpp = 0,
+         double bid_price = 0,
+         double ask_price = 0,
+         double last_price = 0,
+         double settlement_price = 0,
+         PositionPriceSize? sod = null,
+         PositionPriceSize? day = null,
+         PositionPriceSize? raw_day = null,
+         WorkingOrderData? working = null,
+         SecurityImmutable? security = null,
+         string account_name = null,
+         PNLCalculationType calc_type = PNLCalculationType.Mid) {
+         //
+         this.key = key;
+         this.cpp = cpp;
+         this.bid_price = bid_price;
+         this.ask_price = ask_price;
+         this.last_price = last_price;
+         this.settlement_price = settlement_price;
+         this.sod = sod ?? PositionPriceSize.empty;
+         this.day = day ?? PositionPriceSize.empty;
+         this.raw_day = raw_day ?? PositionPriceSize.empty;
+         this.working = working ?? WorkingOrderData.Empty;
+         this.security = security;
+         this.account_name = account_name;
+         this.calc_type = calc_type;
+      }
+
+      [Flags]
+      enum WaterfallPriceFlags {
+         None = 0,
+         Bid = 1,
+         Ask = 1 << 1,
+         Last = 1 << 2,
+         Settle = 1 << 3,
+         Mid = Bid | Ask,
+         LastGTEBid = Bid | Last | 1 << 4,
+         LastLTEAsk = Ask | Last | 1 << 5,
+         LastInsideSpread = LastGTEBid | LastLTEAsk,
+         BidGTESettle = Bid | Settle | 1 << 6,
+         AskLTESettle = Ask | Settle | 1 << 7
+      }
+
+      /// Market/Calc
+      public double mid_price => (bid_price + ask_price) / 2;
+      public double pnl_price {
+         get {
+            if (!day.has_position && !sod.has_position)
+               return double.NaN;
+            switch (calc_type) {
+               case PNLCalculationType.Bid: return bid_price;
+               case PNLCalculationType.Ask: return ask_price;
+               case PNLCalculationType.Mid: return mid_price;
+               case PNLCalculationType.Last: return last_price;
+               // waited averages must be used when the pnl price varies, depending on the side.
+               case PNLCalculationType.Same: return MathUtils.weighted_average(bid_price, day_long_pos, ask_price, day_short_pos);
+               case PNLCalculationType.Opposite: return MathUtils.weighted_average(ask_price, day_long_pos, bid_price, day_short_pos);
+               case PNLCalculationType.Settle: return settlement_price;
+               case PNLCalculationType.Waterfall:
+               default: return _waterfall_price();
+            }
+         }
+      }
+      public double long_pnl_price {
+         get {
+            switch (calc_type) {
+               case PNLCalculationType.Same: return bid_price;
+               case PNLCalculationType.Opposite: return ask_price;
+               default: return pnl_price;
+            }
+         }
+      }
+      public double short_pnl_price {
+         get {
+            switch (calc_type) {
+               case PNLCalculationType.Same: return ask_price;
+               case PNLCalculationType.Opposite: return bid_price;
+               default: return pnl_price;
+            }
+         }
+      }
+      /// Sod
+      public double sod_pnl => cpp *
+         DoubleUtil.nan_to_zero_sum(
+            sod_long_avg_price_delta_raw * sod_long_pos,
+            sod_short_avg_price_delta_raw * sod_short_pos
+         );
+      // long
+      public double sod_long_pos => sod.long_pos;
+      public double sod_long_avg_price => cpp * sod.long_avg;
+      public double sod_long_avg_price_raw => sod.long_avg;
+      public double sod_long_avg_price_delta => cpp * sod_long_avg_price_delta_raw;
+      public double sod_long_avg_price_delta_raw => sod.long_pos == 0 ? double.NaN : long_pnl_price - sod.long_avg;
+      // short
+      public double sod_short_pos => sod.short_pos;
+      public double sod_short_avg_price => cpp * sod.short_avg;
+      public double sod_short_avg_price_raw => sod.short_avg;
+      public double sod_short_avg_price_delta => cpp * sod_short_avg_price_delta_raw;
+      public double sod_short_avg_price_delta_raw => sod.short_pos == 0 ? double.NaN : sod.short_avg - short_pnl_price;
+      // net
+      public double sod_net_pos => sod.net_pos;
+      public double sod_net_avg_price_delta => cpp * sod_net_avg_price_delta_raw;
+      public double sod_net_avg_price_delta_raw =>
+         MathUtils.weighted_average(
+            sod_long_avg_price_delta_raw, sod.long_pos,
+            sod_short_avg_price_delta_raw, sod.short_pos);
+
+      /// Day
+      public double day_pnl => cpp *
+         DoubleUtil.nan_to_zero_sum(
+            day_long_avg_price_delta_raw * day_long_pos,
+            day_short_avg_price_delta_raw * day_short_pos
+         );
+      // long
+      public double day_long_pos => day.long_pos;
+      public double day_long_avg_price => cpp * day.long_avg;
+      public double day_long_avg_price_raw => day.long_avg;
+      public double day_long_avg_price_delta => cpp * day_long_avg_price_delta_raw;
+      public double day_long_avg_price_delta_raw => day.long_pos == 0 ? double.NaN : long_pnl_price - day.long_avg;
+      // short
+      public double day_short_pos => day.short_pos;
+      public double day_short_avg_price => cpp * day.short_avg;
+      public double day_short_avg_price_raw => day.short_avg;
+      public double day_short_avg_price_delta => cpp * day_short_avg_price_delta_raw;
+      public double day_short_avg_price_delta_raw => day.short_pos == 0 ? double.NaN : day.short_avg - short_pnl_price;
+      public bool has_day_trades => day.long_pos > 0 || day.short_pos > 0;
+      // net
+      public double day_net_pos => day.net_pos;
+      public double day_net_avg_price_delta => cpp * day_net_avg_price_delta_raw;
+      public double day_net_avg_price_delta_raw =>
+         MathUtils.weighted_average(
+            day_long_avg_price_delta_raw, day.long_pos,
+            day_short_avg_price_delta_raw, day.short_pos);
+
+      /// Raw Day
+      public double raw_day_long_pos => raw_day.long_pos;
+      public double raw_day_short_pos => raw_day.short_pos;
+      public double raw_day_net_pos => raw_day.net_pos;
+
+      /// Total
+      public double total_pnl => DoubleUtil.nan_to_zero_sum(sod_pnl, day_pnl);
+      // long
+      public double total_long_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, day.long_pos);
+      public double total_long_avg_price => cpp * total_long_avg_price_raw;
+      public double total_long_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.long_avg, day.long_avg);
+      public double total_long_avg_price_delta => cpp * total_long_avg_price_delta_raw;
+      public double total_long_avg_price_delta_raw =>
+         MathUtils.weighted_average(
+            sod_long_avg_price_delta_raw, sod.long_pos,
+            day_long_avg_price_delta_raw, day.long_pos);
+      // short
+      public double total_short_pos => DoubleUtil.nan_to_zero_sum(sod.short_pos, day.short_pos);
+      public double total_short_avg_price => cpp * total_short_avg_price_raw;
+      public double total_short_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.short_avg, day.short_avg);
+      public double total_short_avg_price_delta => cpp * total_short_avg_price_delta_raw;
+      public double total_short_avg_price_delta_raw =>
+         MathUtils.weighted_average(
+            sod_short_avg_price_delta_raw, sod.short_pos,
+            day_short_avg_price_delta_raw, day.short_pos);
+      // net
+      public double total_net_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, -sod.short_pos, day.long_pos, -day.short_pos);
+      public double total_net_avg_price_delta => cpp * total_net_avg_price_delta_raw;
+      public double total_net_avg_price_delta_raw =>
+         MathUtils.weighted_average(
+            total_long_avg_price_delta_raw, total_long_pos,
+            total_short_avg_price_delta_raw, total_short_pos);
+
+      #region Working
+      // long
+      public double working_long_pos => working.long_data.working_total;
+      public double working_long_avg_price => cpp * working_long_avg_price_raw;
+      public double working_long_top_price => cpp * working_long_top_price_raw;
+      public double working_long_top_price_raw => working.top_bid;
+      public double working_long_avg_price_raw => working.long_data.avg_price;
+      public double working_long_avg_price_delta => cpp * working_long_avg_price_delta_raw;
+      public double working_long_avg_price_delta_raw => working_long_pos == 0 ? double.NaN : long_pnl_price - working_long_avg_price_raw;
+      // short
+      public double working_short_pos => working.short_data.working_total;
+      public double working_short_avg_price => cpp * working_short_avg_price_raw;
+      public double working_short_top_price => cpp * working_short_top_price_raw;
+      public double working_short_top_price_raw => working.top_ask;
+      public double working_short_avg_price_raw => working.short_data.avg_price;
+      public double working_short_avg_price_delta => cpp * working_short_avg_price_delta_raw;
+      public double working_short_avg_price_delta_raw => working_short_pos == 0 ? double.NaN : working_short_avg_price_raw - short_pnl_price;
+      // net
+      public double working_net_pos => working_long_pos - working_short_pos;
+      public double working_net_avg_price_delta => cpp * working_net_avg_price_delta_raw;
+      public double working_net_avg_price_delta_raw =>
+         MathUtils.weighted_average(
+            working_long_avg_price_delta_raw, working_long_pos,
+            working_short_avg_price_delta_raw, working_short_pos);
+      #endregion
+
+      WaterfallPriceFlags _waterfall_flags() {
+         var flags = WaterfallPriceFlags.None;
+         if (!double.IsNaN(bid_price)) flags |= WaterfallPriceFlags.Bid;
+         if (!double.IsNaN(ask_price)) flags |= WaterfallPriceFlags.Ask;
+         if (!double.IsNaN(last_price)) flags |= WaterfallPriceFlags.Last;
+         if (last_price >= bid_price) flags |= WaterfallPriceFlags.LastGTEBid;
+         if (last_price <= ask_price) flags |= WaterfallPriceFlags.LastLTEAsk;
+         if (!double.IsNaN(settlement_price)) flags |= WaterfallPriceFlags.Settle;
+         if (bid_price >= settlement_price) flags |= WaterfallPriceFlags.BidGTESettle;
+         if (ask_price <= settlement_price) flags |= WaterfallPriceFlags.AskLTESettle;
+         return flags;
+      }
+
+      double _waterfall_price() {
+         var flags = _waterfall_flags();
+         // return price for the best match
+         for (int i = 0; i < _waterfall_preferences.Length; i++) {
+            if ((_waterfall_preferences[i] & flags) == _waterfall_preferences[i])
+               return _waterfall_price(_waterfall_preferences[i]);
+         }
+         return double.NaN;
+      }
+
+      double _waterfall_price(WaterfallPriceFlags ltp) {
+         switch (ltp) {
+            case WaterfallPriceFlags.Last:
+            case WaterfallPriceFlags.LastInsideSpread:
+            case WaterfallPriceFlags.LastGTEBid:
+            case WaterfallPriceFlags.LastLTEAsk: return last_price;
+            case WaterfallPriceFlags.Mid: return mid_price;
+            case WaterfallPriceFlags.Bid:
+            case WaterfallPriceFlags.BidGTESettle: return bid_price;
+            case WaterfallPriceFlags.Ask:
+            case WaterfallPriceFlags.AskLTESettle: return ask_price;
+            case WaterfallPriceFlags.Settle: return settlement_price;
+            default: return double.NaN;
+         }
+      }
+
+      public bool Equals(PNLRowData other) =>
+         key == other.key &&
+         cpp == other.cpp &&
+         security.HasValue == other.security.HasValue &&
+         account_name == other.account_name &&
+         sod == other.sod &&
+         day == other.day &&
+         bid_price.Equals(other.bid_price) &&
+         ask_price.Equals(other.ask_price) &&
+         last_price.Equals(other.last_price) &&
+         mid_price.Equals(other.mid_price) &&
+         settlement_price.Equals(other.settlement_price) &&
+         calc_type.Equals(other.calc_type) &&
+         raw_day == other.raw_day &&
+         working.summary == other.working.summary;
+
+      public override bool Equals(object obj) =>
+         obj is PNLRowData other && Equals(other);
+
+      // assuming callers will not combine different values with the same key,
+      // the other components shouldn't be included in the hash calculation.
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public static bool operator ==(PNLRowData a, PNLRowData b) => a.Equals(b);
+      public static bool operator !=(PNLRowData a, PNLRowData b) => !a.Equals(b);
+   }
+
+   static class PNLRowDataFactory {
+      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value) t) =>
+         new PNLRowData(new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
+            t.value.CashValue,
+            t.value.BidPrice,
+            t.value.AskPrice,
+            t.value.LastPrice,
+            t.value.SettlementPrice,
+            new PositionPriceSize(t.value.Pos.SodLongPos, t.value.Pos.SodLongAvgPrice, t.value.Pos.SodShortPos, t.value.Pos.SodShortAvgPrice),
+            new PositionPriceSize(t.value.Pos.DayLongPos, t.value.Pos.DayLongAvgPrice, t.value.Pos.DayShortPos, t.value.Pos.DayShortAvgPrice),
+            t.value.Pos.raw_day_pps(),
+            WorkingOrderData.Empty,
+            t.sec,
+            t.value.Pos.Account);
+   }
+
+   static class PNLDataExtensions {
+      // Note: PNLRowData is passed by ref because it is fairly large struct, and since it is a readonly struct, we know it cannot be modified (so might as well avoid excessive copying).
+      public static PNLRowData with(this PNLRowData pnl_data, SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
+         new PNLRowData(
+            pnl_data.key,
+            pnl_data.cpp,
+            pnl_data.bid_price,
+            pnl_data.ask_price,
+            pnl_data.last_price,
+            pnl_data.settlement_price,
+            pnl_data.sod,
+            pnl_data.day,
+            pnl_data.raw_day,
+            working ?? pnl_data.working,
+            security ?? pnl_data.security,
+            account_name ?? pnl_data.account_name,
+            calc_type ?? pnl_data.calc_type);
+   }
+}
@@ -0,0 +1,40 @@
+using bts.utils;
+using System;
+
+namespace bts.shell.pnl {
+   readonly struct PNLKey : IEquatable<PNLKey>, IComparable<PNLKey>, IComparable {
+      public readonly uint account_id, security_id;
+
+      public PNLKey(uint account_id, uint security_id) {
+         this.account_id = account_id;
+         this.security_id = security_id;
+      }
+
+      public int CompareTo(PNLKey other) {
+         int c = account_id.CompareTo(other.account_id);
+         if (c == 0)
+            c = security_id.CompareTo(other.security_id);
+         return c;
+      }
+
+      int IComparable.CompareTo(object obj) =>
+         obj is PNLKey other ? CompareTo(other) : 1;
+
+      public bool Equals(PNLKey other) =>
+         security_id == other.security_id &&
+         account_id == other.account_id;
+
+      public override bool Equals(object obj) =>
+         obj is PNLKey other && Equals(other);
+
+      public override int GetHashCode() =>
+         (security_id.GetHashCode() % MathUtils.Primes.P_65449) |
+         ((account_id.GetHashCode() % MathUtils.Primes.P_65449) << 16);
+
+      public override string ToString() =>
+         $"Account: {account_id}, Security: {security_id}";
+
+      public static bool operator ==(PNLKey a, PNLKey b) => a.Equals(b);
+      public static bool operator !=(PNLKey a, PNLKey b) => !a.Equals(b);
+   }
+}
@@ -0,0 +1,120 @@
+using bts.utils;
+using System;
+
+namespace bts.shell.pnl {
+   readonly struct PNLNormalizedData : IEquatable<PNLNormalizedData> {
+      public static readonly PNLNormalizedData zero =
+         new PNLNormalizedData(0, 0, 0, 0, 0, 0, 0, 0);
+
+      public PNLNormalizedData(
+         decimal day_pnl,
+         decimal day_long_pos,
+         decimal day_short_pos,
+         decimal raw_day_long_pos,
+         decimal raw_day_short_pos,
+         decimal sod_pnl,
+         decimal sod_long_pos,
+         decimal sod_short_pos,
+         decimal working_long_pos = 0,
+         decimal working_short_pos = 0) {
+         //
+         this.day_pnl = day_pnl;
+         this.day_long_pos = day_long_pos;
+         this.day_short_pos = day_short_pos;
+         this.raw_day_long_pos = raw_day_long_pos;
+         this.raw_day_short_pos = raw_day_short_pos;
+         this.sod_pnl = sod_pnl;
+         this.sod_long_pos = sod_long_pos;
+         this.sod_short_pos = sod_short_pos;
+         this.working_long_pos = working_long_pos;
+         this.working_short_pos = working_short_pos;
+      }
+
+      // sod
+      public decimal sod_pnl { get; }
+      public decimal sod_long_pos { get; }
+      public decimal sod_short_pos { get; }
+      public decimal sod_net_pos => sod_long_pos - sod_short_pos;
+      // day
+      public decimal day_pnl { get; }
+      public decimal day_long_pos { get; }
+      public decimal day_short_pos { get; }
+      public decimal day_net_pos => day_long_pos - day_short_pos;
+      // raw day
+      public decimal raw_day_long_pos { get; }
+      public decimal raw_day_short_pos { get; }
+      public decimal raw_day_net_pos => raw_day_long_pos - raw_day_short_pos;
+      // total
+      public decimal total_pnl => sod_pnl + day_pnl;
+      public decimal total_net_pos => total_long_pos - total_short_pos;
+      public decimal total_long_pos => sod_long_pos + day_long_pos;
+      public decimal total_short_pos => sod_short_pos + day_short_pos;
+      // working
+      public decimal working_long_pos { get; }
+      public decimal working_net_pos => working_long_pos - working_short_pos;
+      public decimal working_short_pos { get; }
+
+      public bool Equals(PNLNormalizedData other) =>
+         day_pnl == other.day_pnl &&
+         day_long_pos == other.day_long_pos &&
+         day_short_pos == other.day_short_pos &&
+         raw_day_long_pos == other.raw_day_long_pos &&
+         raw_day_short_pos == other.raw_day_short_pos &&
+         sod_pnl == other.sod_pnl &&
+         sod_long_pos == other.sod_long_pos &&
+         sod_short_pos == other.sod_short_pos &&
+         working_long_pos == other.working_long_pos &&
+         working_short_pos == other.working_short_pos;
+
+      public override bool Equals(object obj) =>
+         obj is PNLNormalizedData other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            day_pnl.GetHashCode(),
+            sod_pnl.GetHashCode());
+
+      public override string ToString() =>
+         string.Join(",", new[] {
+            $"SOD PNL  : {sod_pnl}",
+            $"SOD Long : {sod_long_pos}",
+            $"SOD Short: {sod_short_pos}",
+            $"Day PNL  : {day_pnl}",
+            $"Day Long : {day_long_pos}",
+            $"Day Short: {day_short_pos}",
+            $"Raw Day Long : {raw_day_long_pos}",
+            $"Raw Day Short: {raw_day_short_pos}",
+            $"Work Long : {working_long_pos}",
+            $"Work Short: {working_short_pos}",
+         });
+
+      public static bool operator ==(PNLNormalizedData a, PNLNormalizedData b) => a.Equals(b);
+      public static bool operator !=(PNLNormalizedData a, PNLNormalizedData b) => !a.Equals(b);
+
+      public static PNLNormalizedData operator +(PNLNormalizedData a, PNLNormalizedData b) =>
+         new PNLNormalizedData(
+            a.day_pnl + b.day_pnl,
+            a.day_long_pos + b.day_long_pos,
+            a.day_short_pos + b.day_short_pos,
+            a.raw_day_long_pos + b.raw_day_long_pos,
+            a.raw_day_short_pos + b.raw_day_short_pos,
+            a.sod_pnl + b.sod_pnl,
+            a.sod_long_pos + b.sod_long_pos,
+            a.sod_short_pos + b.sod_short_pos,
+            a.working_long_pos + b.working_long_pos,
+            a.working_short_pos + b.working_short_pos);
+
+      public static PNLNormalizedData operator -(PNLNormalizedData a, PNLNormalizedData b) =>
+         new PNLNormalizedData(
+            a.day_pnl - b.day_pnl,
+            a.day_long_pos - b.day_long_pos,
+            a.day_short_pos - b.day_short_pos,
+            a.raw_day_long_pos - b.raw_day_long_pos,
+            a.raw_day_short_pos - b.raw_day_short_pos,
+            a.sod_pnl - b.sod_pnl,
+            a.sod_long_pos - b.sod_long_pos,
+            a.sod_short_pos - b.sod_short_pos,
+            a.working_long_pos - b.working_long_pos,
+            a.working_short_pos - b.working_short_pos);
+   }
+}
@@ -0,0 +1,375 @@
+using bts.api;
+using bts.collections;
+using bts.settings;
+using bts.shell.pnl;
+using bts.spark;
+using bts.utils;
+using mbts;
+using mbts.config;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Media;
+
+namespace bts.shell {
+   class PNLWindowFactory : ShellWindowFactory<PNLSaveState> {
+      const string _window_type = "PNL", _window_title = "PNL";
+      readonly IBus _bus;
+      readonly OrdersModel _orders_model;
+      readonly UserSettingsHub _settings_hub;
+      readonly PNLConfig _pnl_conf;
+      readonly IShellWindowThreadIDProvider _thread_id_provider;
+
+      public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, _window_type) {
+         _bus = bus;
+         _orders_model = orders_model;
+         _settings_hub = settings_hub;
+         _pnl_conf = new PNLConfig(Configuration.get<bts.config.PNLOptions>());
+         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().pnl);
+         _dispose = bus.subscribe(SparkTags.ShowPNLTag).OnDispatcher().Subscribe(_show);
+      }
+
+      public override Task<IShellWindow> load(PNLSaveState state) =>
+         Task.FromResult(_create(state.settings));
+
+      void _show(PNLSettings settings) =>
+         _bus.post(SparkTags.ShowWindow, _create(settings));
+
+      IShellWindow _create(PNLSettings settings) {
+         var settings_manager = _settings_hub.create_pnl_settings_manager(settings);
+         // Need to keep a local copy of the columns, since they are defined in xaml (not the viewmodel), and get_save_state may be called on a non-dispatcher thread.
+         // If that happens, we would be unable to access _grid.Columns, and thus unable to get the current column settings.
+         // Use an ImmutableList to avoid any threading issues when responding to CollectionChanged events on the dispatcher thread.
+         ImmutableList<DIYGrid.ColumnBase> cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty;
+         return SparkWindow<PNLSaveState>.create(_window_type, _window_title, _bus, this, Icons.Accounting, _thread_id_provider.next_id(), () => {
+            var vm = new PNLVM(_bus, _orders_model, settings ?? PNLSettings.Default);
+            var content = new PNLView {
+               DataContext = vm
+            };
+            vm.sorting_changed += sh => {
+               try {
+                  DIYGridSortHelper.set_sort_directions(sh, content._grid.Columns);
+               } catch { }
+            };
+            vm.SubscribeDisposed(
+               DIYGridSortHelper.observe_active_comparers<PNLView.Columns, PNLRowVM>(content._grid, PNLVM.get_column_comparer)
+               .OnDispatcher()
+               .Subscribe(sh => vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
+            cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
+
+            Func<PNLSaveState> get_save_state = () => {
+               var cols = cached_columns.ToArray(c => c.create());
+               var filters = vm.get_filters_states();
+               var sorting_criterion = vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == ListSortDirection.Ascending)).ToArray();
+               var calc_type = vm.calculation_type;
+               var state = settings_manager.instance_settings;
+               if (state == null) {
+                  // don't use defaults if the user manipulated the window state outside of the settings dialog (e.g., resized column(s) via drag, or changed sort/filter)
+                  var defaults = settings_manager.default_settings;
+                  if (calc_type == defaults.calculation_type &&
+                     defaults.sorting_criterion.SequenceEqual(sorting_criterion) &&
+                     defaults.grid.columns.SequenceEqual(cols) && defaults.filters.safe_equals(filters)) {
+                     // the user's current state still matches the defaults (i.e., no outside manipulation was performed); return null so this window will use the latest default settings when restored
+                     return new PNLSaveState { use_defaults = true, settings = null };
+                  }
+                  state = defaults;
+               }
+               // assign latest values, as they may have be modified outside of the settings dialog (in which case the settings manager would be out of date)
+               state = state.with(
+                  sorting_criterion,
+                  vm.anchors,
+                  filters,
+                  state.grid.with(columns: cols, background: vm.grid_background_color.rgb_color()),
+                  calc_type,
+                  vm.header_row_display);
+               return new PNLSaveState { use_defaults = false, settings = state };
+            };
+            IEnumerable<SparkCommand> commands = new[] {
+               new SparkCommandCommand("Collapse All", Icons.RightArrow, new DelegateCommand(() => vm.set_all_expanded(false))),
+               new SparkCommandCommand("Expand All", Icons.DownArrow, new DelegateCommand(() => vm.set_all_expanded(true))),
+               new SparkCommandCommand("Play", Icons.Play, new DelegateCommand(() => vm.is_paused = false)) {
+                  show_in_context_menu = _pnl_conf.show_pause_resume,
+                  show_in_toolbar = _pnl_conf.show_pause_resume
+               },
+               new SparkCommandCommand("Pause", Icons.Pause, new DelegateCommand(() => vm.is_paused = true)) {
+                  show_in_context_menu = _pnl_conf.show_pause_resume,
+                  show_in_toolbar = _pnl_conf.show_pause_resume
+               },
+               SparkCommands.window_settings_command(new DialogCommand(() => {
+                  settings_manager.instance_settings = get_save_state().settings;
+                  var dialog_vm = new ShellSettingsDialogVM<PNLSettings, PNLSettingsVM>(
+                        settings_manager,
+                        us => us.pnl,
+                        UserSettings.FileExtensions.PNL,
+                        s => new PNLSettingsVM(s));
+                  var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
+                  dialog_vm.RequestClose += on_request_close;
+                  return dialog;
+                  void on_request_close(object sender, EventArgs e) =>
+                  WindowUtilities.force_close(dialog);
+               }))
+            };
+            IDisposable dispose = Disposable.Create(
+               settings_manager.subscribe_current().OnDispatcher().Subscribe(s => {
+                  vm.load_from(s);
+                  var col_setting_map = s.grid.columns.ToDictionary(c => c.id);
+                  var fallback_family = new FontFamily(s.grid.font_family);
+                  // group
+                  var group_col_setting_map = s.group_columns.ToDictionary(c => c.id);
+                  var group_appearance = s.group_cell_appearance.to_appearance();
+                  // header
+                  var header_col_setting_map = s.header_columns.ToDictionary(c => c.id);
+                  var header_appearance = s.header_cell_appearance.to_appearance();
+                  //
+                  foreach (var c in content._grid.Columns.OfType<PNLColumn>()) {
+                     if (col_setting_map.TryGetValue(c.id, out var cs)) {
+                        c.load_from(cs);
+                     }
+                     if (group_col_setting_map.TryGetValue(c.id, out var gcs)) {
+                        c.load_group_params(
+                           group_appearance.font_size,
+                           gcs.font_weight_override ?? group_appearance.font_weight,
+                           gcs.font_color_override ?? group_appearance.foreground,
+                           group_appearance.font_family);
+                     }
+                     if (header_col_setting_map.TryGetValue(c.id, out var hcs)) {
+                        c.load_header_params(
+                           header_appearance.font_size,
+                           hcs.font_weight_override ?? header_appearance.font_weight,
+                           hcs.font_color_override ?? header_appearance.foreground,
+                           header_appearance.font_family);
+                     }
+                  }
+                  CollectionHelper.sync_with_never_duplicate(content._grid.Columns, s.grid.columns, cs => {
+                     throw new InvalidOperationException();
+                  }, c => c.id.ToLower(), cs => cs.id.ToLower());
+               }),
+               content._grid.Columns.Subscribe((s, e) => {
+                  switch (e.Action) {
+                     case NotifyCollectionChangedAction.Add: add_new(); break;
+                     case NotifyCollectionChangedAction.Remove: remove_old(); break;
+                     case NotifyCollectionChangedAction.Replace:
+                     case NotifyCollectionChangedAction.Move:
+                        remove_old();
+                        add_new();
+                        break;
+                     case NotifyCollectionChangedAction.Reset:
+                        cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
+                        break;
+                  }
+                  void add_new() =>
+                     cached_columns = e.NewStartingIndex >= 0 ?
+                        cached_columns.InsertRange(e.NewStartingIndex, e.NewItems.OfType<DIYGrid.ColumnBase>()) :
+                        cached_columns.AddRange(e.NewItems.OfType<DIYGrid.ColumnBase>());
+
+                  void remove_old() =>
+                     cached_columns = e.OldStartingIndex >= 0 ?
+                        cached_columns.RemoveRange(e.OldStartingIndex, e.OldItems.Count) :
+                        cached_columns.RemoveRange(e.OldItems.OfType<DIYGrid.ColumnBase>());
+               }),
+               Disposable.wrap_collection(commands.OfType<IDisposable>()),
+               vm);
+            return (content, commands, get_save_state, dispose);
+         },
+         min_width_offset: SystemParameters.HorizontalScrollBarButtonWidth + 8,
+         min_height_offset: 60);
+      }
+
+      readonly struct PNLConfig {
+         public readonly bool
+            enable_animations,
+            show_pause_resume;
+
+         public PNLConfig(bts.config.PNLOptions options) {
+            enable_animations = options.enable_animations;
+            show_pause_resume = options.show_pause_resume;
+         }
+      }
+      
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class AddMissingAnimationsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && (
+               _apply(ref settings, settings.animations, PNLSettings.default_animations, (s, anims) => s.with(animations: anims)) |
+               _apply(ref settings, settings.group_header_animations, PNLSettings.default_group_header_animations, (s, anims) => s.with(group_header_animations: anims)) |
+               _apply(ref settings, settings.header_row_animations, PNLSettings.default_header_row_animations, (s, anims) => s.with(header_row_animations: anims)))) {
+               //
+               new_settings = settings;
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+
+         static bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, Func<PNLSettings, PNLAnimationTriggerData[], PNLSettings> set_triggers) {
+            if (_apply(actual_triggers, default_triggers, out var result)) {
+               settings = set_triggers(settings, actual_triggers.Concat(result).ToArray());
+               return true;
+            }
+            return false;
+         }
+
+         static bool _apply(IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, out IEnumerable<PNLAnimationTriggerData> result) {
+            var default_trigger_map = default_triggers.ToDictionary(t => t.expression);
+            var actual_trigger_map = actual_triggers.ToImmutableDictionary(t => t.expression);
+            var snapshot = actual_trigger_map;
+            foreach (var kv in snapshot) {
+               if (default_trigger_map.TryGetValue(kv.Key, out var default_anims)) {
+                  // assume 1 animation per column
+                  var actual_col_anims = kv.Value.animations.ToDictionaryCrushed(a => a.column);
+                  var default_col_anims = default_anims.animations.ToDictionaryCrushed(a => a.column);
+                  actual_col_anims.Difference(default_col_anims,
+                     out var exclusive_actual,
+                     out var exclusive_defaults,
+                     out var diff);
+                  var new_col_anims = exclusive_defaults.ToList();
+                  if (new_col_anims.Count > 0) {
+                     // add the original col animations to the new ones (combine them)
+                     new_col_anims.AddRange(actual_col_anims);
+                     actual_trigger_map = actual_trigger_map.SetItem(kv.Key, kv.Value.with(animations: new_col_anims.Select(col_anim => col_anim.Value).ToArray()));
+                  }
+               }
+            }
+            foreach (var kv in default_trigger_map) {
+               if (!actual_trigger_map.ContainsKey(kv.Key))
+                  actual_trigger_map = actual_trigger_map.Add(kv.Key, kv.Value);
+            }
+            if (actual_trigger_map != snapshot) {
+               result = actual_trigger_map.Values;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+      
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               var defaults = PNLSettings.Default;
+               if (_apply(ref settings, settings.grid.columns, defaults.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
+                  _apply(ref settings, settings.group_columns, defaults.group_columns, (s, cols) => s.with(group_columns: cols)) |
+                  _apply(ref settings, settings.header_columns, defaults.header_columns, (s, cols) => s.with(header_columns: cols))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         static bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> actual_columns, IEnumerable<GridColumnSettings> default_columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
+            if (GridSettingsHelper.add_missing_columns(actual_columns, default_columns, out var new_cols)) {
+               settings = set_columns(settings, new_cols);
+               return true;
+            }
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class RemoveColumnsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               if (_apply(ref settings, settings.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
+                  _apply(ref settings, settings.group_columns, (s, cols) => s.with(group_columns: cols)) |
+                  _apply(ref settings, settings.header_columns, (s, cols) => s.with(header_columns: cols))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
+            if (_apply(columns, out var new_cols)) {
+               settings = set_columns(settings, new_cols);
+               return true;
+            }
+            return false;
+         }
+
+         bool _apply(IEnumerable<GridColumnSettings> columns, out IEnumerable<GridColumnSettings> result) {
+            var col_list = columns.ToList();
+            int orig_count = col_list.Count;
+            col_list.RemoveWhere(c => !Enum.TryParse<PNLView.Columns>(c.id, true, out var _));
+            if (col_list.Count < orig_count) {
+               result = col_list;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class RemoveColumnAnimationsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               if (_apply(ref settings, settings.animations, (s, t) => s.with(animations: t)) |
+                  _apply(ref settings, settings.group_header_animations, (s, t) => s.with(group_header_animations: t)) |
+                  _apply(ref settings, settings.header_row_animations, (s, t) => s.with(header_row_animations: t))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> triggers, Func<PNLSettings, IEnumerable<PNLAnimationTriggerData>, PNLSettings> set_triggers) {
+            if (_apply(triggers, out var new_triggers)) {
+               settings = set_triggers(settings, new_triggers);
+               return true;
+            }
+            return false;
+         }
+
+         bool _apply(IEnumerable<PNLAnimationTriggerData> triggers, out IEnumerable<PNLAnimationTriggerData> result) {
+            var trigger_map = triggers.ToImmutableDictionary(t => t.expression);
+            var snapshot = trigger_map;
+            foreach (var t in trigger_map.Values) {
+               var anims = t.animations.ToList();
+               int orig_count = anims.Count;
+               anims.RemoveWhere(a => !Enum.IsDefined(typeof(PNLView.Columns), a.column));
+               if (anims.Count < orig_count)
+                  trigger_map = trigger_map.SetItem(t.expression, t.with(animations: anims.ToArray()));
+            }
+            if (trigger_map != snapshot) {
+               result = trigger_map.Values;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class EnableGridBackgroundColorMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && !settings.grid.enable_background_color) {
+               new_settings = settings.with(grid: settings.grid.with(enable_background_color: true));
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+      }
+   }
+}
@@ -0,0 +1,94 @@
+using bts.utils;
+using mbts.expression;
+using mbts.ui;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using static bts.shell.pnl.PNLView;
+
+namespace bts.shell.pnl {
+   interface IPNLAnimationTrigger<T> {
+      IReadOnlyDictionary<Columns, PNLCellAppearance> trigger(T value);
+   }
+
+   readonly struct PNLAnimationTrigger<T> : IPNLAnimationTrigger<T> {
+      public readonly Func<T, bool> predicate;
+      public readonly IReadOnlyDictionary<Columns, PNLCellAppearance> animations;
+
+      public PNLAnimationTrigger(Func<T, bool> predicate, IReadOnlyDictionary<Columns, PNLCellAppearance> animations) {
+         this.predicate = predicate;
+         this.animations = animations;
+      }
+
+      public IReadOnlyDictionary<Columns, PNLCellAppearance> trigger(T value) =>
+         predicate(value) ? animations : DictionaryHelper.empty<Columns, PNLCellAppearance>();
+   }
+
+   [ProtoContract]
+   class PNLAnimationTriggerData : IEquatable<PNLAnimationTriggerData> {
+      static readonly int _type_hash = typeof(PNLAnimationTriggerData).GetHashCode();
+
+      [ProtoMember(1)]
+      public string expression { get; set; }
+      [ProtoMember(2)]
+      public PNLAnimation[] animations { get; set; }
+
+      public IPNLAnimationTrigger<T> to_trigger<T>() =>
+         new PNLAnimationTrigger<T>(
+            CoreExpressionEvaluator<T>.try_create(expression, out var eval) ?
+            eval.apply : new Func<T, bool>(_ => true),
+            animations.ToDictionary(a => a.column, a => a.to_appearance()));
+
+      public PNLAnimationTriggerData with(string expression = null, PNLAnimation[] animations = null) =>
+         new PNLAnimationTriggerData {
+            expression = expression ?? this.expression,
+            animations = animations ?? this.animations
+         };
+
+      public bool Equals(PNLAnimationTriggerData other) =>
+         other != null &&
+         expression == other.expression &&
+         EqualityComparer.safe_sequence_equals(animations, other.animations);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as PNLAnimationTriggerData);
+
+      public override int GetHashCode() =>
+         _type_hash;
+   }
+
+   [ProtoContract]
+   class PNLAnimation : IEquatable<PNLAnimation> {
+      static readonly int _type_hash = typeof(PNLAnimation).GetHashCode();
+
+      [ProtoMember(1)]
+      public Columns column { get; set; }
+      [ProtoMember(2)]
+      public int? font_weight { get; set; }
+      [ProtoMember(3)]
+      public uint? foreground { get; set; }
+      [ProtoMember(4)]
+      public uint? background { get; set; }
+
+      public PNLCellAppearance to_appearance() =>
+         new PNLCellAppearance(
+            foreground?.argb_color(),
+            background?.argb_color(),
+            font_weight.HasValue ? FontWeight.FromOpenTypeWeight(font_weight.Value) : (FontWeight?)null);
+
+      public bool Equals(PNLAnimation other) =>
+         other != null &&
+         column == other.column &&
+         font_weight == other.font_weight &&
+         foreground == other.foreground &&
+         background == other.background;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as PNLAnimation);
+
+      public override int GetHashCode() =>
+         _type_hash;
+   }
+}
@@ -0,0 +1,99 @@
+using bts.proto;
+using bts.utils;
+using mbts;
+using mbts.ui;
+using mbts.ui.utility.text;
+using ProtoBuf;
+using System;
+using System.Windows;
+using System.Windows.Media;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   readonly struct PNLCellAppearance : IEquatable<PNLCellAppearance> {
+      public readonly FontWeight? font_weight;
+      public readonly Color? foreground, background;
+      public readonly double font_size;
+      public readonly FontFamily font_family;
+
+      public PNLCellAppearance(Color? foreground = null, Color? background = null, FontWeight? font_weight = null, FontFamily font_family = null, double font_size = double.NaN) {
+         this.foreground = foreground;
+         this.background = background;
+         this.font_weight = font_weight;
+         this.font_family = font_family;
+         this.font_size = font_size;
+      }
+
+      /// <summary>
+      /// Uses the specified appearance to replace null/absent values.
+      /// </summary>
+      public PNLCellAppearance merge(PNLCellAppearance other) =>
+         new PNLCellAppearance(
+            foreground ?? other.foreground,
+            background ?? other.background,
+            font_weight ?? other.font_weight,
+            font_family ?? other.font_family,
+            double.IsNaN(font_size) || font_size == 0 ? other.font_size : font_size);
+
+      public bool Equals(PNLCellAppearance other) =>
+         font_weight == other.font_weight &&
+         foreground == other.foreground &&
+         background == other.background &&
+         font_size.Equals(other.font_size) &&
+         Equals(font_family, other.font_family);
+
+      public override bool Equals(object obj) =>
+         obj is PNLCellAppearance other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            font_weight?.GetHashCode() ?? 0,
+            foreground?.GetHashCode() ?? 0,
+            background?.GetHashCode() ?? 0,
+            font_size.GetHashCode(),
+            font_family?.GetHashCode() ?? 0);
+   }
+
+   [ProtoContract]
+   class PNLCellAppearanceProto : IEquatable<PNLCellAppearanceProto> {
+      static readonly int _type_hash = typeof(PNLCellAppearanceProto).GetHashCode();
+
+      [ProtoMember(1)]
+      public FontParamsProto font_params { get; set; }
+      [ProtoMember(2)]
+      public uint? background { get; set; }
+
+      public static PNLCellAppearanceProto from_appearance(PNLCellAppearance cell_appearance) =>
+         new PNLCellAppearanceProto {
+            font_params = new FontParamsProto {
+               typeface = new TypefaceProto(
+                  cell_appearance.font_family?.name(),
+                  (cell_appearance.font_weight ?? FontWeights.Normal).ToOpenTypeWeight()),
+               font_color = cell_appearance.foreground?.rgb_color() ?? 0,
+               font_size = cell_appearance.font_size,
+            },
+            background = cell_appearance.background?.rgb_color()
+         };
+
+      public PNLCellAppearance to_appearance() {
+         var font = font_params?.to_wpf_params();
+         return new PNLCellAppearance(
+            font?.color,
+            background?.argb_color(),
+            font?.weight,
+            font?.family,
+            font?.size ?? double.NaN);
+      }
+
+      public bool Equals(PNLCellAppearanceProto other) =>
+         other != null &&
+         background == other.background &&
+         font_params.safe_equals(other.font_params);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as PNLCellAppearanceProto);
+
+      public override int GetHashCode() =>
+         _type_hash;
+   }
+}
@@ -0,0 +1,255 @@
+using bts.api;
+using mbts;
+using mbts.spark;
+using mbts.spark.filters;
+using ProtoBuf;
+using System;
+using System.Linq;
+
+namespace bts.shell.pnl {
+   [ProtoContract]
+   class FilterStates : IEquatable<FilterStates> {
+      static readonly int _type_hash = typeof(FilterStates).GetHashCode();
+
+      // account
+      [ProtoMember(1)]
+      uint[] _account;
+      public uint[] account {
+         get => _account ?? Array.Empty<uint>();
+         set => _account = value;
+      }
+      // exchange
+      [ProtoMember(2)]
+      Venue[] _exchange;
+      public Venue[] exchange {
+         get => _exchange ?? Array.Empty<Venue>();
+         set => _exchange = value;
+      }
+      // symbol
+      [ProtoMember(3)]
+      string[] _symbol;
+      public string[] symbol {
+         get => _symbol ?? Array.Empty<string>();
+         set => _symbol = value;
+      }
+      // security type
+      [ProtoMember(4)]
+      Security.ContractOneofCase[] _security_type;
+      public Security.ContractOneofCase[] security_type {
+         get => _security_type ?? Array.Empty<Security.ContractOneofCase>();
+         set => _security_type = value;
+      }
+      // security
+      [ProtoMember(5)]
+      public string security { get; set; }
+      [ProtoMember(6)]
+      public string security_key { get; set; }
+      // cpp
+      [ProtoMember(7)]
+      public DoubleMinMaxState cpp { get; set; }
+
+      /// sod
+      [ProtoMember(8)]
+      public DoubleMinMaxState sod_pnl { get; set; }
+      // sod long
+      [ProtoMember(9)]
+      public DoubleMinMaxState sod_long_pos { get; set; }
+      [ProtoMember(10)]
+      public DoubleMinMaxState sod_long_avg_price { get; set; }
+      // sod short
+      [ProtoMember(11)]
+      public DoubleMinMaxState sod_short_pos { get; set; }
+      [ProtoMember(12)]
+      public DoubleMinMaxState sod_short_avg_price { get; set; }
+      // sod net
+      [ProtoMember(13)]
+      public DoubleMinMaxState sod_net_pos { get; set; }
+
+      /// day
+      [ProtoMember(14)]
+      public DoubleMinMaxState day_pnl { get; set; }
+      // day long
+      [ProtoMember(15)]
+      public DoubleMinMaxState day_long_pos { get; set; }
+      [ProtoMember(16)]
+      public DoubleMinMaxState day_long_avg_price { get; set; }
+      // day short
+      [ProtoMember(17)]
+      public DoubleMinMaxState day_short_pos { get; set; }
+      [ProtoMember(18)]
+      public DoubleMinMaxState day_short_avg_price { get; set; }
+      // day net
+      [ProtoMember(19)]
+      public DoubleMinMaxState day_net_pos { get; set; }
+      // has day trades
+      [ProtoMember(20)]
+      bool[] _has_day_trades;
+      public bool[] has_day_trades {
+         get => _has_day_trades ?? Array.Empty<bool>();
+         set => _has_day_trades = value;
+      }
+
+      /// raw day
+      [ProtoMember(21)]
+      public DoubleMinMaxState raw_day_long_pos { get; set; }
+      [ProtoMember(22)]
+      public DoubleMinMaxState raw_day_short_pos { get; set; }
+      [ProtoMember(23)]
+      public DoubleMinMaxState raw_day_net_pos { get; set; }
+
+      /// working (long)
+      [ProtoMember(24)]
+      public DoubleMinMaxState working_long_pos { get; set; }
+      [ProtoMember(25)]
+      public DoubleMinMaxState working_long_avg_price { get; set; }
+      [ProtoMember(26)]
+      // working short
+      public DoubleMinMaxState working_short_pos { get; set; }
+      [ProtoMember(27)]
+      public DoubleMinMaxState working_short_avg_price { get; set; }
+      // working net
+      [ProtoMember(28)]
+      public DoubleMinMaxState working_net_pos { get; set; }
+
+      /// total
+      [ProtoMember(29)]
+      public DoubleMinMaxState total_pnl { get; set; }
+      // total long
+      [ProtoMember(30)]
+      public DoubleMinMaxState total_long_pos { get; set; }
+      [ProtoMember(31)]
+      public DoubleMinMaxState total_long_avg_price { get; set; }
+      // total short
+      [ProtoMember(32)]
+      public DoubleMinMaxState total_short_pos { get; set; }
+      [ProtoMember(33)]
+      public DoubleMinMaxState total_short_avg_price { get; set; }
+      // total net
+      [ProtoMember(34)]
+      public DoubleMinMaxState total_net_pos { get; set; }
+
+      /// market
+      [ProtoMember(35)]
+      public DoubleMinMaxState bid_price { get; set; }
+      [ProtoMember(36)]
+      public DoubleMinMaxState mid_price { get; set; }
+      [ProtoMember(37)]
+      public DoubleMinMaxState ask_price { get; set; }
+      [ProtoMember(38)]
+      public DoubleMinMaxState last_price { get; set; }
+      [ProtoMember(39)]
+      public DoubleMinMaxState settlement_price { get; set; }
+      [ProtoMember(40)]
+      public DoubleMinMaxState pnl_price { get; set; }
+
+      public bool Equals(FilterStates other) =>
+         other != null &&
+         account.SequenceEqual(other.account) &&
+         exchange.SequenceEqual(other.exchange) &&
+         symbol.SequenceEqual(other.symbol) &&
+         security_type.SequenceEqual(other.security_type) &&
+         security == other.security &&
+         security_key == other.security_key &&
+         cpp.safe_equals(other.cpp) &&
+         /// sod
+         sod_pnl.safe_equals(other.sod_pnl) &&
+         sod_long_pos.safe_equals(other.sod_long_pos) &&
+         sod_long_avg_price.safe_equals(other.sod_long_avg_price) &&
+         sod_short_pos.safe_equals(other.sod_short_pos) &&
+         sod_short_avg_price.safe_equals(other.sod_short_avg_price) &&
+         sod_net_pos.safe_equals(other.sod_net_pos) &&
+         /// day
+         day_pnl.safe_equals(other.day_pnl) &&
+         day_long_pos.safe_equals(other.day_long_pos) &&
+         day_long_avg_price.safe_equals(other.day_long_avg_price) &&
+         day_short_pos.safe_equals(other.day_short_pos) &&
+         day_short_avg_price.safe_equals(other.day_short_avg_price) &&
+         day_net_pos.safe_equals(other.day_net_pos) &&
+         has_day_trades.SequenceEqual(other.has_day_trades) &&
+         /// raw day
+         raw_day_long_pos.safe_equals(other.raw_day_long_pos) &&
+         raw_day_short_pos.safe_equals(other.raw_day_short_pos) &&
+         raw_day_net_pos.safe_equals(other.raw_day_net_pos) &&
+         /// working
+         working_long_pos.safe_equals(other.working_long_pos) &&
+         working_long_avg_price.safe_equals(other.working_long_avg_price) &&
+         working_short_pos.safe_equals(other.working_short_pos) &&
+         working_short_avg_price.safe_equals(other.working_short_avg_price) &&
+         working_net_pos.safe_equals(other.working_net_pos) &&
+         /// total
+         total_pnl.safe_equals(other.total_pnl) &&
+         total_long_pos.safe_equals(other.total_long_pos) &&
+         total_long_avg_price.safe_equals(other.total_long_avg_price) &&
+         total_short_pos.safe_equals(other.total_short_pos) &&
+         total_short_avg_price.safe_equals(other.total_short_avg_price) &&
+         total_net_pos.safe_equals(other.total_net_pos) &&
+         /// market
+         bid_price.safe_equals(other.bid_price) &&
+         ask_price.safe_equals(other.ask_price) &&
+         mid_price.safe_equals(other.mid_price) &&
+         last_price.safe_equals(other.last_price) &&
+         settlement_price.safe_equals(other.settlement_price) &&
+         pnl_price.safe_equals(other.pnl_price);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as FilterStates);
+
+      public override int GetHashCode() =>
+         _type_hash;
+   }
+
+   static class PNLFilterStatesExtensions {
+      public static Func<PNLRowData, bool> build_predicate(this FilterStates fs) {
+         var bd = new ColumnPredicateBuilder<PNLRowData>();
+         // impl (add all)
+         bd.add_discrete_values(fs.account, d => d.key.account_id);
+         bd.add_discrete_values(fs.exchange, d => d.security.exchange_or_default());
+         bd.add_discrete_values(fs.symbol, d => d.security.symbol_or_default());
+         bd.add_discrete_values(fs.security_type, d => d.security.HasValue ? d.security.Value.ContractCase : Security.ContractOneofCase.None);
+         bd.add_regex(fs.security, d => d.security.ToString());
+         bd.add_regex(fs.security_key, d => d.key.security_id.ToString());
+         bd.add_numeric(fs.cpp, d => d.cpp);
+         /// sod
+         bd.add_numeric(fs.sod_pnl, d => d.sod_pnl);
+         bd.add_numeric(fs.sod_long_pos, d => d.sod_long_pos);
+         bd.add_numeric(fs.sod_long_avg_price, d => d.sod_long_avg_price_raw);
+         bd.add_numeric(fs.sod_short_pos, d => d.sod_short_pos);
+         bd.add_numeric(fs.sod_short_avg_price, d => d.sod_short_avg_price_raw);
+         bd.add_numeric(fs.sod_net_pos, d => d.sod_net_pos);
+         /// day
+         bd.add_numeric(fs.day_pnl, d => d.day_pnl);
+         bd.add_numeric(fs.day_long_pos, d => d.day_long_pos);
+         bd.add_numeric(fs.day_long_avg_price, d => d.day_long_avg_price_raw);
+         bd.add_numeric(fs.day_short_pos, d => d.day_short_pos);
+         bd.add_numeric(fs.day_short_avg_price, d => d.day_short_avg_price_raw);
+         bd.add_numeric(fs.day_net_pos, d => d.day_net_pos);
+         bd.add_discrete_values(fs.has_day_trades, d => d.has_day_trades);
+         /// raw day
+         bd.add_numeric(fs.raw_day_long_pos, d => d.raw_day_long_pos);
+         bd.add_numeric(fs.raw_day_short_pos, d => d.raw_day_short_pos);
+         bd.add_numeric(fs.raw_day_net_pos, d => d.raw_day_net_pos);
+         /// working
+         bd.add_numeric(fs.working_long_pos, d => d.working_long_pos);
+         bd.add_numeric(fs.working_long_avg_price, d => d.working_long_avg_price_raw);
+         bd.add_numeric(fs.working_short_pos, d => d.working_short_pos);
+         bd.add_numeric(fs.working_short_avg_price, d => d.working_short_avg_price_raw);
+         bd.add_numeric(fs.working_net_pos, d => d.working_net_pos);
+         /// total
+         bd.add_numeric(fs.total_pnl, d => d.total_pnl);
+         bd.add_numeric(fs.total_long_pos, d => d.total_long_pos);
+         bd.add_numeric(fs.total_long_avg_price, d => d.total_long_avg_price_raw);
+         bd.add_numeric(fs.total_short_pos, d => d.total_short_pos);
+         bd.add_numeric(fs.total_short_avg_price, d => d.total_short_avg_price_raw);
+         bd.add_numeric(fs.total_net_pos, d => d.total_net_pos);
+         /// market
+         bd.add_numeric(fs.bid_price, d => d.bid_price);
+         bd.add_numeric(fs.ask_price, d => d.ask_price);
+         bd.add_numeric(fs.mid_price, d => d.mid_price);
+         bd.add_numeric(fs.last_price, d => d.last_price);
+         bd.add_numeric(fs.settlement_price, d => d.settlement_price);
+         bd.add_numeric(fs.pnl_price, d => d.pnl_price);
+         //
+         return bd.to_predicate();
+      }
+   }
+}
@@ -0,0 +1,489 @@
+using bts.api;
+using bts.proto;
+using mbts;
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using System.Windows.Media;
+using static bts.shell.pnl.PNLView;
+using static mbts.ui.controls.DIYGrid;
+using Headers = mbts.ui.controls.DIYGrid.DefaultColumnHeaders.PNLHeaders;
+using Widths = mbts.ui.controls.DIYGrid.DefaultColumnWidths.PNL;
+
+namespace bts.shell.pnl {
+   [ProtoContract]
+   class PNLSaveState : IEquatable<PNLSaveState> {
+      [ProtoMember(1)]
+      public bool use_defaults { get; set; }
+      [ProtoMember(2)]
+      public PNLSettings settings { get; set; }
+
+      public bool Equals(PNLSaveState other) =>
+         other != null &&
+         use_defaults == other.use_defaults &&
+         (use_defaults || settings.safe_equals(other.settings));
+   }
+
+   [ProtoContract]
+   class PNLSettings : IEquatable<PNLSettings> {
+      const double _default_group_font_size = double.NaN;
+      // bold
+      const int _default_group_font_weight = 700;
+
+      public static readonly IReadOnlyList<PNLHeaderRowDisplay> header_row_display_options =
+         new[] {
+            PNLHeaderRowDisplay.None,
+            PNLHeaderRowDisplay.Total,
+            PNLHeaderRowDisplay.SelectedTotal,
+            PNLHeaderRowDisplay.Total | PNLHeaderRowDisplay.SelectedTotal
+         };
+
+      public static readonly IReadOnlyList<Columns> anchorable_columns =
+         new[] {
+            Columns.Account,
+            Columns.Exchange,
+            Columns.Symbol,
+            Columns.SecurityType,
+            Columns.Security
+         };
+
+      [ProtoMember(1)]
+      SortingCriteria[] _sorting_criterion;
+      [ProtoMember(5)]
+      Columns[] _anchors;
+      [ProtoMember(7)]
+      PNLCellAppearanceProto _group_cell_appearance;
+      [ProtoMember(8)]
+      PNLCellAppearanceProto _header_cell_appearance;
+      // don't store in proto yet (this type may change)
+      [ProtoMember(9)]
+      PNLAnimationTriggerData[] _animations;
+      [ProtoMember(10)]
+      PNLAnimationTriggerData[] _group_header_animations;
+      [ProtoMember(11)]
+      GridColumnSettings[] _group_columns;
+      [ProtoMember(12)]
+      GridColumnSettings[] _header_columns;
+      [ProtoMember(13)]
+      PNLAnimationTriggerData[] _header_row_animations;
+      [ProtoMember(14)]
+      List<uint> _group_background_colors;
+
+      GridSettings _grid_backing;
+      PNLCellAppearanceProto _grid_cell_appearance_backing;
+
+      public static PNLSettings Default =>
+         new PNLSettings {
+            _sorting_criterion = new[] {
+               new SortingCriteria(nameof(Columns.Account), true),
+               new SortingCriteria(nameof(Columns.Security), true)
+            },
+            filters = new FilterStates {
+               security_type = new Security.ContractOneofCase[] {
+                  Security.ContractOneofCase.Future
+               },
+               has_day_trades = new[] { true }
+            },
+            grid = DefaultGridSettings,
+            calculation_type = PNLCalculationType.Mid,
+            header_row_display = PNLHeaderRowDisplay.None,
+            _anchors = new[] { Columns.Account, Columns.Symbol },
+            _group_background_colors = BTSColors.PNL.group_alternating_background_colors.Select(c => c.rgb_color()).ToList(),
+            _group_cell_appearance = new PNLCellAppearanceProto {
+               font_params = new FontParamsProto {
+                  typeface = new TypefaceProto(
+                     GridSettings.Default.font_family,
+                     FontWeights.Bold.ToOpenTypeWeight()),
+                  font_color = Colors.Black.rgb_color(),
+                  font_size = 11
+               },
+               background = Colors.Transparent.rgb_color()
+            },
+            _header_cell_appearance = new PNLCellAppearanceProto {
+               font_params = new FontParamsProto {
+                  typeface = new TypefaceProto(
+                     GridSettings.Default.font_family,
+                     FontWeights.Bold.ToOpenTypeWeight()),
+                  font_color = Colors.Black.rgb_color(),
+                  font_size = 12
+               },
+               background = BTSColors.PNL.header_row_background_color.rgb_color()
+            }
+         };
+
+      public static GridSettings DefaultGridSettings =>
+         GridSettings.Default.with(
+            DefaultColumns.all,
+            DefaultColumns.default_sorting_criterion,
+            enable_background_color: true);
+
+      public static fills.FillsSettings DefaultAuxiliaryFills {
+         get {
+            var grid = fills.FillsSettings.MiniGridSettings;
+            if (grid.columns.TryGetFirst(c => c.id == nameof(mbts.ui.spark.FillsView.Columns.Side), out var side_col, out int side_col_pos)) {
+               var cols = grid.columns.ToList();
+               cols[side_col_pos] = side_col.with(is_visible: false);
+               grid = grid.with(cols);
+            }
+            var rv = fills.FillsSettings.Default();
+            rv.grid = grid;
+            return rv;
+         }
+      }
+
+      public static IEnumerable<PNLAnimationTriggerData> default_animations {
+         get {
+            yield return _trigger($"{nameof(PNLRowData.sod_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, font_weight: FontWeights.Bold, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLRowData.sod_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, font_weight: FontWeights.Bold, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLRowData.sod_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLRowData.sod_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.SODNetPos));
+            // day
+            yield return _trigger($"{nameof(PNLRowData.day_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, font_weight: FontWeights.Bold, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLRowData.day_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, font_weight: FontWeights.Bold, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLRowData.day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLRowData.day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.DayNetPos));
+            // raw day
+            yield return _trigger($"{nameof(PNLRowData.raw_day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.RawDayNetPos));
+            yield return _trigger($"{nameof(PNLRowData.raw_day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.RawDayNetPos));
+            // total
+            yield return _trigger($"{nameof(PNLRowData.total_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, font_weight: FontWeights.Bold, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLRowData.total_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, font_weight: FontWeights.Bold, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLRowData.total_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLRowData.total_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.TotalNetPos));
+            // working
+            yield return _trigger($"{nameof(PNLRowData.working_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLRowData.working_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.WorkingNetPos));
+         }
+      }
+
+      public static IEnumerable<PNLAnimationTriggerData> default_group_header_animations {
+         get {
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.SODNetPos));
+            // day
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.DayNetPos));
+            // raw day
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.RawDayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.RawDayNetPos));
+            // total
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.TotalNetPos));
+            // working
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.WorkingNetPos));
+         }
+      }
+
+      public static IEnumerable<PNLAnimationTriggerData> default_header_row_animations {
+         get {
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.SODPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.SODNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.sod_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.SODNetPos));
+            // day
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.DayPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.DayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.DayNetPos));
+            // raw day
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.RawDayNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.raw_day_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.RawDayNetPos));
+            // total
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} > 0", _animation(foreground: BTSColors.PNL.profit_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_pnl)} < 0", _animation(foreground: BTSColors.PNL.loss_color, column: Columns.TotalPNL));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.TotalNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.total_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.TotalNetPos));
+            // working
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} > 0", _animation(foreground: BTSColors.MarketData.bid_color, column: Columns.WorkingNetPos));
+            yield return _trigger($"{nameof(PNLNormalizedData.working_net_pos)} < 0", _animation(foreground: BTSColors.MarketData.ask_color, column: Columns.WorkingNetPos));
+         }
+      }
+
+      [ProtoMember(2)]
+      public FilterStates filters { get; set; }
+      [ProtoMember(3)]
+      public PNLCalculationType calculation_type { get; set; }
+      [ProtoMember(4)]
+      public GridSettings grid {
+         get => _grid_backing;
+         set {
+            _grid_backing = value;
+            _grid_cell_appearance_backing = null;
+         }
+      }
+      [ProtoMember(6)]
+      public PNLHeaderRowDisplay header_row_display { get; set; }
+
+      public IReadOnlyList<Columns> anchors => _anchors ?? (_anchors = Array.Empty<Columns>());
+      public IReadOnlyList<PNLAnimationTriggerData> animations => _animations ?? (_animations = default_animations.ToArray());
+
+      public PNLCellAppearance grid_defaults =>
+         new PNLCellAppearance(
+            font_family: new FontFamily(grid.font_family),
+            font_size: grid.font_size,
+            font_weight: grid.font_weight,
+            background: grid.background,
+            foreground: grid.font_color.rgb_color());
+
+      // Group
+      public List<uint> group_background_colors => _group_background_colors ?? (_group_background_colors = new List<uint>(0));
+      public PNLCellAppearanceProto group_cell_appearance { get => _group_cell_appearance ?? _grid_cell_appearance; set => _group_cell_appearance = value; }
+      public IReadOnlyList<GridColumnSettings> group_columns => _group_columns ?? (_group_columns = DefaultColumns.group_columns.ToArray());
+      public PNLCellAppearance group_defaults => group_cell_appearance.to_appearance().merge(grid_defaults);
+      public IReadOnlyList<PNLAnimationTriggerData> group_header_animations => _group_header_animations ?? (_group_header_animations = default_group_header_animations.ToArray());
+      // Header
+      public Color header_background_color => header_cell_appearance.background?.argb_color() ?? Colors.Transparent;
+      public PNLCellAppearanceProto header_cell_appearance { get => _header_cell_appearance ?? _grid_cell_appearance; set => _header_cell_appearance = value; }
+      public IReadOnlyList<GridColumnSettings> header_columns => _header_columns ?? (_header_columns = DefaultColumns.header_columns.ToArray());
+      public PNLCellAppearance header_defaults => header_cell_appearance.to_appearance().merge(grid_defaults);
+      public IReadOnlyList<PNLAnimationTriggerData> header_row_animations => _header_row_animations ?? (_header_row_animations = default_header_row_animations.ToArray());
+      //
+      public IReadOnlyList<SortingCriteria> sorting_criterion =>
+         _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToArray());
+
+      PNLCellAppearanceProto _grid_cell_appearance => _grid_cell_appearance_backing ?? (
+         _grid_cell_appearance_backing = new PNLCellAppearanceProto {
+            background = grid.background.rgb_color(),
+            font_params = new FontParamsProto {
+               font_color = grid.font_color,
+               typeface = new TypefaceProto(
+                  grid.font_family,
+                  grid.font_weight.ToOpenTypeWeight()),
+               font_size = grid.font_size
+            }
+         });
+
+      public PNLSettings with(
+         IEnumerable<SortingCriteria> sorting_criterion = null,
+         IEnumerable<Columns> anchors = null,
+         FilterStates filters = null,
+         GridSettings grid = null,
+         PNLCalculationType? calculation_type = null,
+         PNLHeaderRowDisplay? header_row_display = null,
+         IEnumerable<GridColumnSettings> group_columns = null,
+         IEnumerable<PNLAnimationTriggerData> animations = null,
+         IEnumerable<PNLAnimationTriggerData> group_header_animations = null,
+         IEnumerable<PNLAnimationTriggerData> header_row_animations = null,
+         IEnumerable<GridColumnSettings> header_columns = null) =>
+         new PNLSettings {
+            calculation_type = calculation_type ?? this.calculation_type,
+            header_row_display = header_row_display ?? this.header_row_display,
+            // row operators (anchors, sorting, filters)
+            _anchors = (anchors ?? _anchors.empty_if_null()).ToArray(),
+            _sorting_criterion = (sorting_criterion ?? _sorting_criterion.empty_if_null()).ToArray(),
+            filters = filters ?? this.filters,
+            // cell appearance (group/header)
+            _group_background_colors = _group_background_colors?.ToList(),
+            _group_cell_appearance = _group_cell_appearance,
+            _header_cell_appearance = _header_cell_appearance,
+            // columns (group/header)
+            _group_columns = group_columns?.ToArray() ?? _group_columns,
+            _header_columns = header_columns?.ToArray() ?? _header_columns,
+            // animations
+            _animations = animations?.ToArray() ?? _animations,
+            _group_header_animations = group_header_animations?.ToArray() ?? _group_header_animations,
+            _header_row_animations = header_row_animations?.ToArray() ?? _header_row_animations,
+            // grid
+            grid = grid ?? this.grid
+         };
+
+      public bool Equals(PNLSettings other) =>
+         other != null &&
+         calculation_type == other.calculation_type &&
+         header_row_display == other.header_row_display &&
+         // row operators (anchors, sorting, filters)
+         anchors.SequenceEqual(other.anchors) &&
+         sorting_criterion.SequenceEqual(other.sorting_criterion) &&
+         filters.safe_equals(other.filters) &&
+         // cell appearance (group/header)
+         group_background_colors.SequenceEqual(other.group_background_colors) &&
+         group_cell_appearance.safe_equals(other.group_cell_appearance) &&
+         header_cell_appearance.safe_equals(other.header_cell_appearance) &&
+         // columns (group/header)
+         group_columns.SequenceEqual(other.group_columns) &&
+         header_columns.SequenceEqual(other.header_columns) &&
+         // animations
+         animations.SequenceEqual(other.animations) &&
+         group_header_animations.SequenceEqual(other.group_header_animations) &&
+         header_row_animations.SequenceEqual(other.header_row_animations) &&
+         // grid
+         grid.safe_equals(other.grid);
+
+      static PNLAnimationTriggerData _trigger(string expression, params PNLAnimation[] animations) =>
+         new PNLAnimationTriggerData {
+            expression = expression,
+            animations = animations
+         };
+
+      static PNLAnimation _animation(
+         Columns column,
+         Color? foreground = null,
+         Color? background = null,
+         FontWeight? font_weight = null) =>
+         new PNLAnimation {
+            column = column,
+            foreground = foreground?.rgb_color(),
+            background = background?.rgb_color(),
+            font_weight = font_weight?.ToOpenTypeWeight()
+         };
+
+      static class DefaultColumns {
+         public static GridColumnSettings account => new GridColumnSettings(nameof(Columns.Account), DefaultColumnHeaders.Account, width: Widths.Account);
+         public static GridColumnSettings exchange => new GridColumnSettings(nameof(Columns.Exchange), DefaultColumnHeaders.Exchange, false, width: Widths.Exchange);
+         public static GridColumnSettings symbol => new GridColumnSettings(nameof(Columns.Symbol), DefaultColumnHeaders.Symbol, width: Widths.Symbol);
+         public static GridColumnSettings security_type => new GridColumnSettings(nameof(Columns.SecurityType), Headers.SecurityType, width: Widths.SecurityType);
+         public static GridColumnSettings security => new GridColumnSettings(nameof(Columns.Security), DefaultColumnHeaders.Security, width: Widths.Security);
+         public static GridColumnSettings security_key => new GridColumnSettings(nameof(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, false, width: DefaultColumnWidths.SecurityKey);
+         public static GridColumnSettings cpp => new GridColumnSettings(nameof(Columns.CPP), "CPP", false, width: 50, horizontal_alignment: HorizontalAlignment.Right);
+         // sod
+         public static GridColumnSettings sod_pnl => new GridColumnSettings(nameof(Columns.SODPNL), Headers.SOD.PNL, false, width: Widths.PriceBig, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings sod_long_pos => new GridColumnSettings(nameof(Columns.SODLongPos), Headers.SOD.Long, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings sod_long_avg_price => new GridColumnSettings(nameof(Columns.SODLongAvgPrice), Headers.SOD.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings sod_short_pos => new GridColumnSettings(nameof(Columns.SODShortPos), Headers.SOD.Short, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings sod_short_avg_price => new GridColumnSettings(nameof(Columns.SODShortAvgPrice), Headers.SOD.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings sod_net_pos => new GridColumnSettings(nameof(Columns.SODNetPos), Headers.SOD.Net, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         // day
+         public static GridColumnSettings day_pnl => new GridColumnSettings(nameof(Columns.DayPNL), Headers.Day.PNL, width: Widths.PriceBig, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings day_long_pos => new GridColumnSettings(nameof(Columns.DayLongPos), Headers.Day.Long, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings day_long_avg_price => new GridColumnSettings(nameof(Columns.DayLongAvgPrice), Headers.Day.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings day_short_pos => new GridColumnSettings(nameof(Columns.DayShortPos), Headers.Day.Short, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings day_short_avg_price => new GridColumnSettings(nameof(Columns.DayShortAvgPrice), Headers.Day.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings day_net_pos => new GridColumnSettings(nameof(Columns.DayNetPos), Headers.Day.Net, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings has_day_trades => new GridColumnSettings(nameof(Columns.HasDayTrades), Headers.HasDayTrades, width: Widths.HasDayTrades, horizontal_alignment: HorizontalAlignment.Right);
+         // raw day
+         public static GridColumnSettings raw_day_long_pos => new GridColumnSettings(nameof(Columns.RawDayLongPos), Headers.RawDay.Long, false, width: Widths.RawDayQty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings raw_day_short_pos => new GridColumnSettings(nameof(Columns.RawDayShortPos), Headers.RawDay.Short, false, width: Widths.RawDayQty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings raw_day_net_pos => new GridColumnSettings(nameof(Columns.RawDayNetPos), Headers.RawDay.Net, false, width: Widths.RawDayQty, horizontal_alignment: HorizontalAlignment.Right);
+         // working
+         public static GridColumnSettings working_long_pos => new GridColumnSettings(nameof(Columns.WorkingLongPos), Headers.Working.Long, false, width: Widths.WorkingQty, font_color_override: BTSColors.MarketData.bid, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_long_avg_price => new GridColumnSettings(nameof(Columns.WorkingLongAvgPrice), Headers.Working.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_short_pos => new GridColumnSettings(nameof(Columns.WorkingShortPos), Headers.Working.Short, false, width: Widths.WorkingQty, font_color_override: BTSColors.MarketData.ask, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_short_avg_price => new GridColumnSettings(nameof(Columns.WorkingShortAvgPrice), Headers.Working.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings working_net_pos => new GridColumnSettings(nameof(Columns.WorkingNetPos), Headers.Working.Net, width: Widths.WorkingQty, horizontal_alignment: HorizontalAlignment.Right);
+         // total
+         public static GridColumnSettings total_pnl => new GridColumnSettings(nameof(Columns.TotalPNL), Headers.Total.PNL, false, width: Widths.PriceBig, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings total_long_pos => new GridColumnSettings(nameof(Columns.TotalLongPos), Headers.Total.Long, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings total_long_avg_price => new GridColumnSettings(nameof(Columns.TotalLongAvgPrice), Headers.Total.LongAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings total_short_pos => new GridColumnSettings(nameof(Columns.TotalShortPos), Headers.Total.Short, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings total_short_avg_price => new GridColumnSettings(nameof(Columns.TotalShortAvgPrice), Headers.Total.ShortAvg, false, width: Widths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings total_net_pos => new GridColumnSettings(nameof(Columns.TotalNetPos), Headers.Total.Net, false, width: Widths.Qty, horizontal_alignment: HorizontalAlignment.Right);
+         // market
+         public static GridColumnSettings bid_price => new GridColumnSettings(nameof(Columns.BidPrice), DefaultColumnHeaders.Bid, false, width: DefaultColumnWidths.Price, font_color_override: BTSColors.MarketData.bid, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings ask_price => new GridColumnSettings(nameof(Columns.AskPrice), DefaultColumnHeaders.Ask, false, width: DefaultColumnWidths.Price, font_color_override: BTSColors.MarketData.ask, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings mid_price => new GridColumnSettings(nameof(Columns.MidPrice), DefaultColumnHeaders.Mid, false, width: DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings last_price => new GridColumnSettings(nameof(Columns.LastPrice), DefaultColumnHeaders.Last, false, width: DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings settlement_price => new GridColumnSettings(nameof(Columns.SettlementPrice), DefaultColumnHeaders.Settlement, false, width: DefaultColumnWidths.Settlement, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings pnl_price => new GridColumnSettings(nameof(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
+
+         public static IEnumerable<SortingCriteria> default_sorting_criterion {
+            get {
+               yield return new SortingCriteria(account.id, true);
+               yield return new SortingCriteria(security.id, true);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return account;
+               yield return exchange;
+               yield return symbol;
+               yield return security_type;
+               yield return security;
+               yield return security_key; // hidden
+
+               yield return total_pnl; // hidden
+               yield return sod_pnl;
+               yield return day_pnl;
+               /// total
+               yield return total_net_pos;
+               // total long
+               yield return total_long_pos;             // hidden
+               yield return total_long_avg_price;       // hidden
+               // total short
+               yield return total_short_pos;             // hidden
+               yield return total_short_avg_price;       // hidden
+               /// sod
+               yield return sod_net_pos;
+               // sod long
+               yield return sod_long_pos;             // hidden
+               yield return sod_long_avg_price;       // hidden
+               // sod short
+               yield return sod_short_pos;             // hidden
+               yield return sod_short_avg_price;       // hidden
+               /// day
+               yield return day_net_pos;
+               // day long
+               yield return day_long_pos;             // hidden
+               yield return day_long_avg_price;       // hidden
+               // day short
+               yield return day_short_pos;             // hidden
+               yield return day_short_avg_price;       // hidden
+               /// raw day
+               yield return raw_day_long_pos;          // hidden
+               yield return raw_day_short_pos;         // hidden
+               yield return raw_day_net_pos;           // hidden
+
+               yield return has_day_trades;
+               /// working
+               // working net
+               yield return working_net_pos;
+               // working long
+               yield return working_long_pos;
+               yield return working_long_avg_price;
+               // working short
+               yield return working_short_pos;
+               yield return working_short_avg_price;
+               /// market
+               yield return bid_price;
+               yield return ask_price;
+               yield return mid_price;
+               yield return last_price;
+               yield return settlement_price;
+               yield return pnl_price;
+               yield return cpp;
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> group_columns {
+            get {
+               var rv = all.Select(cs => cs.with(font_weight_override: new NullableFontWeightProto(FontWeights.Bold))).ToList();
+               GridSettingsHelper.try_replace_column(rv, Columns.SODPNL, _override_color);
+               GridSettingsHelper.try_replace_column(rv, Columns.DayPNL, _override_color);
+               return rv;
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> header_columns {
+            get {
+               var rv = all.Select(cs => cs.with(font_weight_override: new NullableFontWeightProto(FontWeights.Bold))).ToList();
+               GridSettingsHelper.try_replace_column(rv, Columns.SODPNL, _override_color);
+               GridSettingsHelper.try_replace_column(rv, Columns.DayPNL, _override_color);
+               return rv;
+            }
+         }
+
+         static GridColumnSettings _override_color(GridColumnSettings col_settings) =>
+            _override_color(col_settings, 0);
+
+         static GridColumnSettings _override_color(GridColumnSettings col_settings, uint color) =>
+            col_settings.with(font_color_override: new NullableColorProto(color));
+      }
+   }
+
+   static class PNLSettingsExtensions {
+      public static IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers(this PNLSettings settings) => settings.animations.Select(a => a.to_trigger<PNLRowData>()).ToList();
+      public static IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> group_triggers(this PNLSettings settings) => settings.group_header_animations.Select(a => a.to_trigger<PNLNormalizedData>()).ToList();
+      public static IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> header_triggers(this PNLSettings settings) => settings.header_row_animations.Select(a => a.to_trigger<PNLNormalizedData>()).ToList();
+   }
+}
@@ -0,0 +1,122 @@
+using bts.proto;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.ui.utility.text;
+using System.Windows;
+using System.Windows.Media;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLCellAppearanceOverrideVM : ViewModelBase {
+      bool
+         _is_background_overridden,
+         _is_font_color_overridden,
+         _is_font_weight_overridden,
+         _is_font_family_overridden,
+         _is_font_size_overridden;
+
+      FontWeight _font_weight_override;
+      FontFamily _font_family_override;
+      double _font_size_override = double.NaN;
+
+      // background
+      public bool is_background_overridden { get => _is_background_overridden; set => Set(ref _is_background_overridden, value); }
+      public ColorPickerPopupVM background_override { get; } = new ColorPickerPopupVM {
+         bind_opacity_to_alpha = true,
+         opacity = 1
+      };
+      // font color
+      public bool is_font_color_overridden { get => _is_font_color_overridden; set => Set(ref _is_font_color_overridden, value); }
+      public ColorPickerPopupVM font_color_override { get; } = new ColorPickerPopupVM();
+      // font weight
+      public bool is_font_weight_overridden { get => _is_font_weight_overridden; set => Set(ref _is_font_weight_overridden, value); }
+      public FontWeight font_weight_override { get => _font_weight_override; set => Set(ref _font_weight_override, value); }
+      // font family
+      public bool is_font_family_overriden { get => _is_font_family_overridden; set => Set(ref _is_font_family_overridden, value); }
+      public FontFamily font_family_override { get => _font_family_override; set => Set(ref _font_family_override, value); }
+      // font size
+      public bool is_font_size_overriden { get => _is_font_size_overridden; set => Set(ref _is_font_size_overridden, value); }
+      public double font_size_override { get => _font_size_override; set => Set(ref _font_size_override, value); }
+
+      public GridColumnSettings apply_to(GridColumnSettings target) =>
+         target.with(
+            font_weight_override: new NullableFontWeightProto(is_font_weight_overridden ? font_weight_override : (FontWeight?)null),
+            font_color_override: new NullableColorProto(is_font_color_overridden ? font_color_override.color : (Color?)null),
+            background_color_override: new NullableColorProto(is_background_overridden ? background_override.color : (Color?)null));
+
+      public void load(GridColumnSettings settings) {
+         if (settings != null)
+            load(settings.font_weight_override, settings.font_color_override, settings.background_color_override);
+      }
+
+      public void load(FontParamsProto font_params) {
+         if (font_params == null)
+            return;
+         // font weight
+         is_font_weight_overridden = font_params.font_weight > 0;
+         if (is_font_weight_overridden)
+            font_weight_override = FontWeight.FromOpenTypeWeight(font_params.font_weight);
+         // font color
+         is_font_color_overridden = font_params.font_color > 0;
+         if (is_font_color_overridden)
+            font_color_override.color = font_params.font_color.rgb_color();
+         // font family
+         if (!string.IsNullOrEmpty(font_params.font_family)) {
+            font_family_override = new FontFamily(font_params.font_family);
+         }
+         if (!double.IsNaN(font_params.font_size) && font_params.font_size > 0) {
+            font_size_override = font_params.font_size;
+         } else {
+            font_size_override = double.NaN;
+         }
+      }
+
+      public void load(PNLAnimation animation) {
+         if (animation != null)
+            load(
+               animation.font_weight.HasValue ? FontWeight.FromOpenTypeWeight(animation.font_weight.Value) : (FontWeight?)null,
+               animation.foreground?.argb_color(),
+               animation.background?.argb_color());
+      }
+
+      public void load(FontWeight? font_weight, Color? font_color, Color? background) {
+         // font weight
+         is_font_weight_overridden = font_weight.HasValue;
+         if (is_font_weight_overridden)
+            font_weight_override = font_weight.Value;
+         // font color
+         is_font_color_overridden = font_color.HasValue;
+         if (is_font_color_overridden)
+            font_color_override.color = font_color.Value;
+         // background
+         is_background_overridden = background.HasValue;
+         if (background.HasValue)
+            background_override.color = background.Value;
+      }
+
+      public PNLAnimation to_animation(PNLView.Columns key) =>
+         new PNLAnimation {
+            column = key,
+            foreground = is_font_color_overridden ? font_color_override.color.rgb_color() : (uint?)null,
+            background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
+            font_weight = is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : (int?)null
+         };
+
+      public PNLCellAppearanceProto to_appearance_proto() =>
+         new PNLCellAppearanceProto {
+            background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
+            font_params = to_font_params()
+         };
+
+      public FontParamsProto to_font_params() =>
+         new FontParamsProto {
+            typeface = new TypefaceProto(
+               font_family_override?.name(),
+               is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : 0),
+            font_color = is_font_color_overridden ? font_color_override.color.rgb_color() : 0,
+            font_size = font_size_override
+         };
+   }
+}
@@ -0,0 +1,34 @@
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System.Windows;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLCellAppearanceVM : ViewModelBase {
+      FontWeight _font_weight;
+      FontFamily _font_family;
+      double _font_size = double.NaN;
+
+      public ColorPickerPopupVM background { get; } = new ColorPickerPopupVM { bind_opacity_to_alpha = true, opacity = 1 };
+      public ColorPickerPopupVM font_color { get; } = new ColorPickerPopupVM();
+      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
+      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
+      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
+
+      public PNLCellAppearance to_appearance() =>
+         new PNLCellAppearance(font_color.color, background.color, font_weight, font_family, font_size);
+
+      public void load(PNLCellAppearance appearance) {
+         if (appearance.background.HasValue)
+            background.color = appearance.background.Value;
+         if (appearance.foreground.HasValue)
+            font_color.color = appearance.foreground.Value;
+         if (appearance.font_family != null)
+            font_family = appearance.font_family;
+         if (appearance.font_weight.HasValue)
+            font_weight = appearance.font_weight.Value;
+         if (appearance.font_size > 0)
+            font_size = appearance.font_size;
+      }
+   }
+}
@@ -0,0 +1,133 @@
+using bts.collections;
+using mbts.spark;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+
+namespace bts.shell.pnl {
+   class PNLColumnVM : ViewModelBase, ISimpleColumnVM {
+      readonly SimpleGridSettingsVM _owner;
+      readonly PNLView.Columns _pnl_id;
+      object _selected_item;
+      string _display_name;
+      bool _is_visible;
+      double _width;
+      HorizontalAlignment _horizontal_alignment;
+
+      public PNLColumnVM(SimpleGridSettingsVM owner, PNLView.Columns id) {
+         _owner = owner;
+         _pnl_id = id;
+         default_column_vm.PropertyChanged += echo;
+         void echo(object sender, PropertyChangedEventArgs e) {
+            switch (e.PropertyName) {
+               case nameof(is_font_weight_overridden):
+               case nameof(is_font_color_overridden):
+                  RaisePropertyChanged(e.PropertyName);
+                  break;
+            }
+         }
+      }
+
+      public PNLCellAppearanceOverrideVM default_column_vm { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM group_column_vm { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM header_column_vm { get; } = new PNLCellAppearanceOverrideVM();
+      //
+      public ObservableCollection<PNLRuleColumnVM> rule_columns { get; } = new ObservableCollection<PNLRuleColumnVM>();
+
+      public object selected_item {
+         get => _selected_item;
+         set {
+            if (value != null)
+               Set(ref _selected_item, value);
+         }
+      }
+
+      public string id { get => _pnl_id.ToString(); set => Log.assert(value == _pnl_id.ToString()); }
+      public string display_name { get => _display_name; set => Set(ref _display_name, value); }
+      public double width { get => _width; set => Set(ref _width, value); }
+      public bool is_visible { get => _is_visible; set => Set(ref _is_visible, value); }
+      public bool is_font_color_overridden {
+         get => default_column_vm.is_font_color_overridden;
+         set => default_column_vm.is_font_color_overridden = value;
+      }
+      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => Set(ref _horizontal_alignment, value); }
+
+      public ColorPickerPopupVM font_color_override => default_column_vm.font_color_override;
+
+      public bool is_font_weight_overridden { get => default_column_vm.is_font_weight_overridden; set => default_column_vm.is_font_weight_overridden = value; }
+      public FontWeight font_weight_override { get => default_column_vm.font_weight_override; set => default_column_vm.font_weight_override = value; }
+
+      public void apply_flags(GridColumnSettingsFeatureFlags flags) { }
+
+      public GridColumnSettings create() {
+         var result = new GridColumnSettings(id: id, display_name: display_name, is_visible: is_visible, horizontal_alignment: horizontal_alignment, width: width);
+         result = default_column_vm.apply_to(result);
+         return result;
+      }
+
+      public void load_from(GridColumnSettings value) {
+         _assert_id(value.id);
+         default_column_vm.load(value);
+         display_name = value.display_name;
+         width = value.width;
+         is_visible = value.is_visible;
+         horizontal_alignment = value.horizontal_alignment;
+      }
+
+      public void load_from(GridColumnSettings value, IReadOnlyDictionary<string, PNLAnimation> triggers, GridColumnSettings group, IReadOnlyDictionary<string, PNLAnimation> group_triggers, IReadOnlyDictionary<string, PNLAnimation> header_triggers, GridColumnSettings header) {
+         _assert_id(value.id);
+         load_from(value);
+         if (group != null)
+            group_column_vm.load(group);
+         if (header != null)
+            header_column_vm.load(header);
+         rule_columns.SetItems(triggers.Select(kv => {
+            var rule_col = new PNLRuleColumnVM(kv.Key);
+            rule_col.load_from(kv.Value, group_triggers.GetValueOrDefault(kv.Key), header_triggers.GetValueOrDefault(kv.Key));
+            return rule_col;
+         }));
+      }
+
+      public IEnumerable<(string expression, PNLAnimation row, PNLAnimation group, PNLAnimation header)> get_triggers() {
+         foreach (var col in rule_columns)
+            yield return (col.rule_text, col.row_params.to_animation(_pnl_id), col.group_params.to_animation(_pnl_id), col.header_params.to_animation(_pnl_id));
+      }
+
+      void _assert_id(string id) =>
+         Log.assert(id == _pnl_id.ToString(), $"PNLColumn id string '{id}' does not match the expected {typeof(PNLView.Columns)} key '{_pnl_id}.'");
+
+      public override string ToString() => "Default";
+   }
+
+   class PNLRuleColumnVM : ViewModelBase, IEquatable<PNLRuleColumnVM> {
+      public PNLRuleColumnVM(string rule_text) =>
+         this.rule_text = rule_text;
+
+      public string rule_text { get; }
+
+      public PNLCellAppearanceOverrideVM row_params { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM group_params { get; } = new PNLCellAppearanceOverrideVM();
+      public PNLCellAppearanceOverrideVM header_params { get; } = new PNLCellAppearanceOverrideVM();
+
+      public void load_from(PNLAnimation row, PNLAnimation group, PNLAnimation header) {
+         row_params.load(row);
+         group_params.load(group);
+         header_params.load(header);
+      }
+
+      public bool Equals(PNLRuleColumnVM other) =>
+         other != null && rule_text == other.rule_text;
+
+      public override bool Equals(object obj) => Equals(obj as PNLRuleColumnVM);
+      public override int GetHashCode() => rule_text.GetHashCode();
+      public override string ToString() => rule_text;
+   }
+}
@@ -0,0 +1,58 @@
+using bts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Windows;
+using System.Windows.Input;
+using System.Windows.Media;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLGroupRowAppearanceVM : ViewModelBase, IValueFactory<(PNLCellAppearance appearance, IReadOnlyList<Color> background_colors)> {
+      FontWeight _font_weight;
+      FontFamily _font_family;
+      double _font_size = double.NaN;
+
+      public PNLGroupRowAppearanceVM() {
+         add_background_cmd = new DelegateCommand(_add_background);
+         // 4 elements is enough to alternate through any reasonable number of groups,
+         // and clicking to add new backgrounds seems awkward
+         for (int i = 0; i < 4; i++)
+            _add_background();
+      }
+
+      public ObservableCollection<NamedColorPickerPopupVM> background_colors { get; } = new ObservableCollection<NamedColorPickerPopupVM>();
+      public ColorPickerPopupVM font_color { get; } = new ColorPickerPopupVM();
+      public FontWeight font_weight { get => _font_weight; set => Set(ref _font_weight, value); }
+      public FontFamily font_family { get => _font_family; set => Set(ref _font_family, value); }
+      public double font_size { get => _font_size; set => Set(ref _font_size, value); }
+      public ICommand add_background_cmd { get; }
+
+      public (PNLCellAppearance appearance, IReadOnlyList<Color> background_colors) create() =>
+         (new PNLCellAppearance(font_color.color, Colors.Transparent, font_weight, font_family, font_size),
+         background_colors.WrapSelectorRO(cp => cp.color));
+
+      public void load_from((PNLCellAppearance appearance, IReadOnlyList<Color> background_colors) value) {
+         var (app, bg_colors) = value;
+         // background colors
+         while (background_colors.Count < bg_colors.Count)
+            _add_background();
+         for (int i = 0; i < bg_colors.Count; i++)
+            background_colors[i].color = bg_colors[i];
+         //
+         if (app.foreground.HasValue) font_color.color = app.foreground.Value;
+         if (app.font_family != null) font_family = app.font_family;
+         if (app.font_weight.HasValue) font_weight = app.font_weight.Value;
+         if (app.font_size > 0) font_size = app.font_size;
+      }
+
+      void _add_background() =>
+         background_colors.Add(new NamedColorPickerPopupVM {
+            bind_opacity_to_alpha = true,
+            name = $"Background {background_colors.Count + 1}"
+         });
+   }
+}
@@ -0,0 +1,220 @@
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.collections;
+using mbts.expression;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.Dynamic;
+using System.Linq;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLSettingsVM : DisposableViewModelBase, IWindowSettingsVM<PNLSettings>, IValueFactory<PNLSettings>, IObservable<PNLSettings>, ITemplateSelectorKey {
+      readonly IReadOnlyDictionary<ColumnKeys, AnchorItemVM> _anchor_cache;
+      readonly DeferrableActionWrapper _sync_anchors;
+
+      PNLCalculationType _calculation_type;
+      PNLHeaderRowDisplay _header_row_display;
+      PNLSettings _last_loaded;
+
+      public PNLSettingsVM(PNLSettings settings) {
+         // init anchor cache, deferrable resync
+         _anchor_cache = PNLSettings.anchorable_columns.ToDictionary(k => k, k => new AnchorItemVM(this, k));
+         _sync_anchors = new DeferrableActionWrapper(() => {
+            for (int i = 0; i < anchor_items.Count; i++) {
+               anchor_items[i].anchor_index = i + 1;
+               anchor_items[i].refresh();
+            }
+         });
+         core_settings_vm = new SimpleGridSettingsVM(column_factory: col_settings => {
+            var col_vm = new PNLColumnVM(core_settings_vm, EnumHelper.parse<ColumnKeys>(col_settings.id));
+            col_vm.load_from(col_settings);
+            return col_vm;
+         });
+         core_settings_vm.selection_highlight.bind_opacity_to_alpha = true;
+         _dispose = Disposable.Create(
+            anchor_items.Subscribe((s, e) => _sync_anchors.execute()));
+         load(settings);
+      }
+
+      public IEnumerable<AnchorItemVM> anchor_item_headers => _anchor_cache.Values;
+      public ObservableCollection<AnchorItemVM> anchor_items { get; } = new ObservableCollection<AnchorItemVM>();
+      public SimpleGridSettingsVM core_settings_vm { get; }
+      public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
+      public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
+      public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
+      public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
+      public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
+      public IEnumerable<PNLHeaderRowDisplay> header_row_display_options => PNLSettings.header_row_display_options;
+
+      string ITemplateSelectorKey.key => GridSettingsTemplateKeys.PNL;
+
+      public PNLSettings get_result() {
+         var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
+         s.calculation_type = _calculation_type;
+         s.grid = core_settings_vm.create();
+         // move anchor cols to the left, order wrt grouping hierarchy
+         var new_cols = new Lazy<List<GridColumnSettings>>(() => s.grid.columns.ToList());
+         for (int i = 0; i < s.grid.columns.Count; i++) {
+            var key = s.grid.columns[i].strong_id<ColumnKeys>();
+            if (_anchor_cache.TryGetValue(key, out var a) && a.anchor_index.HasValue) {
+               // anchor index is 1 based, subtract 1 to get 0 based
+               int anchor_index = a.anchor_index.Value - 1;
+               if (anchor_index != i && anchor_index >= 0 && anchor_index < s.grid.columns.Count) {
+                  new_cols.Value.RemoveAt(i);
+                  new_cols.Value.Insert(anchor_index, s.grid.columns[i]);
+               }
+            }
+         }
+         // rule-based animations
+         var trigger_anims = core_settings_vm.columns
+            .OfType<PNLColumnVM>()
+            .SelectMany(c => c.get_triggers())
+            .GroupBy(tup => tup.expression)
+            .Where(g => CoreExpressionEvaluator<PNLRowData>.validate(g.Key))
+            .Select(g => (
+               expression: g.Key,
+               animations: g.ToArray()))
+            .ToList();
+
+         var normalized_anims = trigger_anims
+            .Where(tup => CoreExpressionEvaluator<PNLNormalizedData>.validate(tup.expression))
+            .ToList();
+
+         s = s.with(anchors: anchor_items.Select(vm => vm.key),
+            grid: new_cols.IsValueCreated ? s.grid.with(columns: new_cols.Value) : null,
+            group_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
+               var col_settings = c.create();
+               col_settings = c.group_column_vm.apply_to(col_settings);
+               return col_settings;
+            }),
+            header_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
+               var col_settings = c.create();
+               col_settings = c.header_column_vm.apply_to(col_settings);
+               return col_settings;
+            }),
+            animations: trigger_anims.Select(
+               ta => new PNLAnimationTriggerData {
+                  expression = ta.expression,
+                  animations = Array.ConvertAll(ta.animations, t => t.row)
+               }),
+            group_header_animations: normalized_anims
+            .Select(
+               ta => new PNLAnimationTriggerData {
+                  expression = ta.expression,
+                  animations = Array.ConvertAll(ta.animations, t => t.group)
+               }),
+            header_row_animations: normalized_anims.Select(
+               ta => new PNLAnimationTriggerData {
+                  expression = ta.expression,
+                  animations = Array.ConvertAll(ta.animations, t => t.header)
+               }));
+         s.header_row_display = header_row_display;
+         s.header_cell_appearance = PNLCellAppearanceProto.from_appearance(header_row_defaults.to_appearance());
+         // group
+         var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
+         s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
+         s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
+         //
+         return s;
+      }
+
+      public void load(PNLSettings value) {
+         _last_loaded = value;
+         header_row_defaults.load(value.header_cell_appearance.to_appearance());
+         group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
+         var column_map = _map_column_data(value.grid.columns, value.animations);
+         var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
+         var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
+
+         core_settings_vm.load_from(value.grid);
+
+         for (int i = 0; i < core_settings_vm.columns.Count; i++) {
+            var col_vm = core_settings_vm.columns[i] as PNLColumnVM ?? throw new InvalidOperationException($"In {nameof(PNLSettingsVM)}, all columns should be of type {typeof(PNLColumnVM)}.");
+            var key = EnumHelper.parse<ColumnKeys>(col_vm.id);
+            var (col_settings, trigger_animations) = column_map[key];
+            var group_data = group_column_map.GetNullable(key);
+            var header_data = header_column_map.GetNullable(key);
+            col_vm.load_from(col_settings, trigger_animations, group_data?.settings, group_data?.triggers, header_data?.triggers, header_data?.settings);
+         }
+         using (_sync_anchors.defer_execution())
+            anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
+         header_row_display = value.header_row_display;
+         calculation_type = value.calculation_type;
+       }
+
+      PNLSettings IValueFactory<PNLSettings>.create() => get_result();
+      void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
+      IDisposable IObservable<PNLSettings>.Subscribe(IObserver<PNLSettings> observer) => throw new NotImplementedException();
+
+      static Dictionary<ColumnKeys, (GridColumnSettings settings, Dictionary<string, PNLAnimation> triggers)> _map_column_data(IEnumerable<GridColumnSettings> columns, IEnumerable<PNLAnimationTriggerData> triggers) {
+         var map = columns.ToDictionary(
+            c => c.strong_id<ColumnKeys>(),
+            c => (settings: c, triggers: new Dictionary<string, PNLAnimation>()));
+         foreach (var trig in triggers) {
+            foreach (var anim in trig.animations) {
+               if (map.TryGetValue(anim.column, out var col_data))
+                     col_data.triggers[trig.expression] = anim;
+            }
+         }
+         return map;
+      }
+
+      void _append_or_remove_anchor(ColumnKeys key, bool include) {
+         if (!_anchor_cache.TryGetValue(key, out var vm))
+            throw new KeyNotFoundException($"Column key '{key}' is not anchorable (expected one of: {string.Join(", ", PNLSettings.anchorable_columns)}).");
+         if (vm.include == include)
+            return;
+         if (include) {
+            if (anchor_items.Any(a => a.key == key))
+               throw new InvalidOperationException($"{nameof(anchor_items)} already contains an element with key '{key}.'");
+            anchor_items.Add(vm);
+            vm.anchor_index = anchor_items.Count;
+         } else {
+            if (!anchor_items.Remove(vm))
+               throw new InvalidOperationException($"{nameof(anchor_items)} does not contain an element with key '{key}.'");
+            vm.anchor_index = null;
+         }
+         _sync_anchors.execute();
+      }
+
+      public class AnchorItemVM : ViewModelBase, IEquatable<AnchorItemVM> {
+         readonly PNLSettingsVM _owner;
+         int? _anchor_index;
+
+         public AnchorItemVM(PNLSettingsVM owner, ColumnKeys key) {
+            _owner = owner;
+            this.key = key;
+         }
+
+         public ColumnKeys key { get; }
+         public bool include { get => anchor_index.HasValue; set => _owner._append_or_remove_anchor(key, value); }
+         public int? anchor_index { get => _anchor_index; set => Set(ref _anchor_index, value); }
+
+         public void refresh() =>
+            RaisePropertyChanged(nameof(include), nameof(anchor_index));
+
+         public bool Equals(AnchorItemVM other) =>
+            other != null && key == other.key;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as AnchorItemVM);
+
+         public override int GetHashCode() =>
+            key.GetHashCode();
+
+         public override string ToString() =>
+            EnumHelper.get_display_name(key);
+      }
+   }
+}
@@ -0,0 +1,39 @@
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLCellEmbeddedAnimationModel<TRow> {
+      IReadOnlyList<IPNLAnimationTrigger<TRow>> _triggers;
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults;
+      TRow _row;
+
+      public PNLCellEmbeddedAnimationModel(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<TRow>> triggers) {
+         _defaults = defaults;
+         _triggers = triggers;
+      }
+
+      public IReadOnlyDictionary<ColumnKeys, PNLCellAppearance> cell_appearances { get; private set; }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<TRow>> triggers) {
+         _defaults = defaults;
+         _triggers = triggers;
+         on_row(_row);
+      }
+
+      public void on_row(TRow data) {
+         _row = data;
+         var bd = _defaults.ToBuilder();
+         foreach (var t in _triggers) {
+            foreach (var kv in t.trigger(data)) {
+               if (!bd.TryGetValue(kv.Key, out var app)) {
+                  app = _defaults[kv.Key];
+               }
+               app = kv.Value.merge(app);
+               bd[kv.Key] = app;
+            }
+         }
+         cell_appearances = bd.ToImmutable();
+      }
+   }
+}
@@ -0,0 +1,151 @@
+using bts.utils;
+using mbts.spark;
+using mbts.spark.utilities;
+using mbts.ui;
+using mbts.ui.spark;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Windows.Media;
+
+namespace bts.shell.pnl {
+   class PNLCellIndexBuilder<TRow> {
+      public readonly DIYGridAnimationModel<PNLView.Columns, TRow> animation_model = new DIYGridAnimationModel<PNLView.Columns, TRow>(TimeSpan.FromSeconds(0.3));
+
+      static readonly Func<WorkingOrderSideData, string> _fmt_working_order_data =
+         d => OrderUtils.order_collection_summary(d.top_price, d.top_volume, d.working_total);
+
+      static readonly IComparer<WorkingOrderSideData> _working_total_comparer =
+         Comparer<int>.Default.wrap<int, WorkingOrderSideData>(d => d.working_total);        
+
+      readonly Dictionary<PNLView.Columns, IPNLCellVM<TRow>> _cell_index = new Dictionary<PNLView.Columns, IPNLCellVM<TRow>>();
+
+      public PNLCellVM<TRow, T> add<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt = null) =>
+         add(key, get, fmt, EqualityComparer<T>.Default, Comparer<T>.Default);
+
+      public PNLCellVM<TRow, T> add_pnl<T>(PNLView.Columns key, Func<TRow, T> get) where T : struct, IComparable<T>, IFormattable =>
+         add_delta(key, BTSColors.PNL.profit_color, BTSColors.PNL.loss_color, get, FormattingDelegates.Price<T>.Value);
+
+      public PNLCellVM<TRow, decimal> add_pnl_decimal(PNLView.Columns key, Func<TRow, decimal> get) =>
+         add_delta<decimal>(key, BTSColors.PNL.profit_color, BTSColors.PNL.loss_color, OrderDataHelper.PriceComparerDecimal, get, FormattingDelegates.Price<decimal>.Value);
+
+      public PNLCellVM<TRow, double> add_pnl_double(PNLView.Columns key, Func<TRow, double> get) =>
+         add_delta(key, BTSColors.PNL.profit_color, BTSColors.PNL.loss_color, OrderDataHelper.PriceComparer, get, FormattingDelegates.Price<double>.Value);
+
+      public PNLCellVM<TRow, double> add_net_price(PNLView.Columns key, Func<TRow, double> get) =>
+         add_delta(key, BTSColors.MarketData.bid, BTSColors.MarketData.ask, OrderDataHelper.PriceComparer, get, FormattingDelegates.Price<double>.Value);
+
+      public PNLCellVM<TRow, T> add_net_pos<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt = null) where T : struct, IComparable<T> =>
+         add_delta(key, BTSColors.MarketData.bid, BTSColors.MarketData.ask, get, fmt);
+
+      public PNLCellVM<TRow, double> add_long_price(PNLView.Columns key, Func<TRow, double> get) =>
+         add_delta(key, BTSColors.MarketData.bid, BTSColors.MarketData.bid, OrderDataHelper.PriceComparer, get, FormattingDelegates.Price<double>.Value);
+
+      public PNLCellVM<TRow, T> add_long_pos<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt = null) where T : struct, IComparable<T> =>
+         add_delta(key, BTSColors.MarketData.bid, BTSColors.MarketData.ask, get, fmt);
+
+      public PNLCellVM<TRow, double> add_short_price(PNLView.Columns key, Func<TRow, double> get) =>
+         add_delta(key, BTSColors.MarketData.ask, BTSColors.MarketData.ask, OrderDataHelper.PriceComparer, get, FormattingDelegates.Price<double>.Value);
+
+      public PNLCellVM<TRow, T> add_short_pos<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt = null) where T : struct, IComparable<T> =>
+         add_delta(key, BTSColors.MarketData.ask, BTSColors.MarketData.bid, get, fmt);
+
+      public PNLCellVM<TRow, T> add_price<T>(PNLView.Columns key, Func<TRow, T> get) where T : struct, IComparable<T>, IFormattable =>
+         add_delta(key, BTSColors.PNL.profit_color, BTSColors.PNL.loss_color, get, FormattingDelegates.Price<T>.Value);
+
+      public PNLCellVM<TRow, double> add_price_double(PNLView.Columns key, Func<TRow, double> get) =>
+         add_delta(key, BTSColors.PNL.profit_color, BTSColors.PNL.loss_color, OrderDataHelper.PriceComparer, get, FormattingDelegates.Price<double>.Value);
+
+      public PNLCellVM<TRow, WorkingOrderSideData> add_working_long(PNLView.Columns key, Func<TRow, WorkingOrderSideData> get, Func<TRow, double> get_market) =>
+         _add_working(key, BTSColors.MarketData.bid, BTSColors.MarketData.ask, get, get_market, OrderDataHelper.PriceComparer);
+
+      public PNLCellVM<TRow, WorkingOrderSideData> add_working_short(PNLView.Columns key, Func<TRow, WorkingOrderSideData> get, Func<TRow, double> get_market) =>
+         _add_working(key, BTSColors.MarketData.ask, BTSColors.MarketData.bid, get, get_market, new ReverseComparer<double>(OrderDataHelper.PriceComparer));
+
+      PNLCellVM<TRow, WorkingOrderSideData> _add_working(PNLView.Columns key, Color increase, Color decrease, Func<TRow, WorkingOrderSideData> get, Func<TRow, double> get_market, IComparer<double> price_comparer) {
+         var delta_trig = DIYGridTriggerAnimations.delta_trigger<int, PNLView.Columns>(key, increase, decrease)
+            .wrap<int, TRow, PNLView.Columns>(r => get(r).working_total);
+         var top_of_book_trig = new TopOfBookTrigger<int, double>(key, increase,
+            r => get(r).working_total,
+            r => get(r).top_price,
+            get_market,
+            price_comparer);
+         var zipped_trig = delta_trig.zip_indefinite_frame(r => {
+            var frames = top_of_book_trig.on_data(r);
+            return frames.TryGetFirst(out var f) ? f.animation : null;
+         });
+         var cell = add(key, get, _fmt_working_order_data, EqualityComparer<WorkingOrderSideData>.Default, _working_total_comparer);
+         animation_model.add_trigger(delta_trig);
+         animation_model.add_trigger(top_of_book_trig);
+         return cell;
+      }
+
+      public PNLCellVM<TRow, T> add_delta<T>(PNLView.Columns key, Color increase, Color decrease, Func<TRow, T> get, Func<T, string> fmt = null) where T : struct, IComparable<T> =>
+         add_delta(key, increase, decrease, Comparer<T>.Default, get, fmt);
+
+      public PNLCellVM<TRow, T> add_delta<T>(PNLView.Columns key, Color increase, Color decrease, IComparer<T> comparer, Func<TRow, T> get, Func<T, string> fmt = null) where T : struct {
+         var cell = add(key, get, fmt, EqualityComparer<T>.Default, Comparer<T>.Default);
+         animation_model.add_trigger(
+            DIYGridTriggerAnimations.delta_trigger(key, increase, decrease, comparer)
+            .wrap(get));
+         return cell;
+      }
+
+      public PNLCellVM<TRow, T> add<T>(PNLView.Columns key, Func<TRow, T> get, Func<T, string> fmt, IEqualityComparer<T> eq_comparer, IComparer<T> comparer) {
+         var cell = new PNLCellVM<TRow, T>(key, get, fmt, eq_comparer, comparer);
+         _cell_index[key] = cell;
+         return cell;
+      }
+
+      public void on_row(TRow row) {
+         foreach (var cell in _cell_index.Values)
+            cell.on_row(row);
+         animation_model.on_row(row);
+      }
+
+      public void set_appearances(IReadOnlyDictionary<PNLView.Columns, PNLCellAppearance> appearances) {
+         foreach (var kv in appearances) {
+            if (_cell_index.TryGetValue(kv.Key, out var c))
+               c.apply_appearance(kv.Value);
+         }
+      }
+
+      class TopOfBookTrigger<TPosition, TPrice> : ITriggerAnimation<TRow, PNLView.Columns> where TPosition : struct, IComparable<TPosition> where TPrice : struct, IComparable<TPrice> {
+         readonly PNLView.Columns _column;
+         readonly Func<TRow, TPosition> _get_pos;
+         readonly Func<TRow, TPrice> _get_price, _get_market;
+         readonly IComparer<TPrice> _comparer;
+         readonly Color _border_color;
+
+         public TopOfBookTrigger(
+            PNLView.Columns column,
+            Color border_color,
+            Func<TRow, TPosition> get_pos,
+            Func<TRow, TPrice> get_price,
+            Func<TRow, TPrice> get_market,
+            IComparer<TPrice> comparer) {
+            _column = column;
+            _border_color = border_color;
+            _get_pos = get_pos;
+            _get_price = get_price;
+            _get_market = get_market;
+            _comparer = comparer;
+         }
+
+         public IEnumerable<AnimationFrame<PNLView.Columns>> on_data(TRow value) {
+            var pos = _get_pos(value);
+            if (pos.CompareTo(default) > 0) {
+               var price = _get_price(value);
+               var market = _get_market(value);
+               if (_comparer.Compare(price, market) >= 0)
+                  yield return new AnimationFrame<PNLView.Columns>(
+                     TimeSpan.Zero,
+                     ImmutableDictionary<SymbolKey<PNLView.Columns>, Animation>.Empty.Add(
+                        new SymbolKey<PNLView.Columns>(_column, mbts.ui.spark.CellAnimation.Type.Border),
+                        new Animation(mbts.ui.spark.CellAnimation.Type.Border, _border_color)));
+            }
+         }
+      }
+   }
+}
@@ -0,0 +1,166 @@
+using bts.utils;
+using mbts.ui;
+using mbts.ui.shell;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Windows;
+using System.Windows.Media;
+
+namespace bts.shell.pnl {
+   interface IPNLCellVM {
+      object value { get; }
+      IPNLCellData cell_data { get; }
+      FontWeight font_weight { get; set; }
+      Color foreground { get; set; }
+      Color background { get; set; }
+      Color border { get; set; }
+   }
+
+   interface IPNLCellVM<TRow> : IPNLCellVM {
+      void on_row(TRow row);
+   }
+
+   /// <see cref="IPNLCellData"/> is needed for the non-generic rows/group IComparer impl.
+   /// The groups are bound to IPNLCellData, so the column property can be used to retrieve the appropriate comparer for that cell. 
+   interface IPNLCellData {
+      PNLView.Columns column { get; }
+      object value { get; }
+   }
+
+   readonly struct PNLCellValue<T> : IPNLCellData {
+      public readonly T value;
+      readonly string _text;
+
+      public PNLCellValue(PNLView.Columns column, T value, string text) {
+         this.value = value;
+         this.column = column;
+         _text = text;
+      }
+
+      public PNLView.Columns column { get; }
+      object IPNLCellData.value => value;
+
+      public bool Equals(PNLCellValue<T> other) =>
+         column == other.column &&
+         Equals(value, other.value);
+
+      public override bool Equals(object obj) =>
+         obj is PNLCellValue<T> other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase((int)column, value?.GetHashCode() ?? 0);
+
+      public override string ToString() => _text;
+   }
+
+   class PNLCellVM<TRow, TValue> : ViewModelBase, IObserver<PNLAnimation>, IPNLCellVM<TRow>, IComparable<PNLCellVM<TRow, TValue>>, IComparable {
+      readonly Func<TValue, string> _fmt;
+      readonly Func<TRow, TValue> _get;
+      readonly IEqualityComparer<TValue> _eq_comparer;
+      readonly IComparer<TValue> _comparer;
+      readonly PNLView.Columns _column;
+      IComparer _value_comparer;
+      Color
+         _foreground = Colors.Black,
+         _background = Colors.Transparent,
+         _border = Colors.Transparent;
+      string _text;
+      TValue _value;
+      IPNLCellData _cell_value;
+
+      public PNLCellVM(PNLView.Columns column, Func<TRow, TValue> get)
+         : this(column, get, null, EqualityComparer<TValue>.Default, Comparer<TValue>.Default) { }
+
+      public PNLCellVM(PNLView.Columns column, Func<TRow, TValue> get, Func<TValue, string> fmt)
+         : this(column, get, fmt, EqualityComparer<TValue>.Default, Comparer<TValue>.Default) { }
+
+      public PNLCellVM(PNLView.Columns column, Func<TRow, TValue> get, Func<TValue, string> fmt, IEqualityComparer<TValue> eq_comparer, IComparer<TValue> comparer) {
+         _column = column;
+         _get = get;
+         _fmt = fmt;
+         _eq_comparer = eq_comparer;
+         _comparer = comparer;
+      }
+
+      public IComparer value_comparer => _value_comparer ?? (_value_comparer = _comparer.to_non_generic());
+
+      object IPNLCellVM.value => value;
+      public IPNLCellData cell_data => _cell_value ?? (_cell_value = new PNLCellValue<TValue>(_column, _value, text));
+      public TValue value {
+         get => _value;
+         set {
+            if (Set(ref _value, value)) {
+               _text = null;
+               _cell_value = null;
+               RaisePropertyChanged(nameof(cell_data), nameof(text));
+            }
+         }
+      }
+      public string text {
+         get => _text ?? (_text = _fmt?.Invoke(value) ?? value?.ToString());
+         set => Set(ref _text, value);
+      }
+
+      public Color foreground {
+         get => _foreground;
+         set => Set(ref _foreground, value);
+      }
+
+      public Color background {
+         get => _background;
+         set => Set(ref _background, value);
+      }
+
+      public Color border {
+         get => _border;
+         set => Set(ref _border, value);
+      }
+
+      FontWeight _font_weight;
+      public FontWeight font_weight {
+         get => _font_weight;
+         set => Set(ref _font_weight, value);
+      }
+
+      public void on_row(TRow row) =>
+         value = _get(row);
+
+      public void OnNext(PNLAnimation animation) {
+         if (animation.foreground.HasValue)
+            foreground = animation.foreground.Value.argb_color();
+         if (animation.background.HasValue)
+            background = animation.background.Value.argb_color();
+         if (animation.font_weight.HasValue)
+            font_weight = FontWeight.FromOpenTypeWeight(animation.font_weight.Value);
+      }
+      public void OnError(Exception error) { }
+      public void OnCompleted() { }
+
+      bool Equals(PNLCellVM<TRow, TValue> other) =>
+         Equals(value, other.value);
+
+      public override string ToString() =>
+         text;
+
+      int IComparable<PNLCellVM<TRow, TValue>>.CompareTo(PNLCellVM<TRow, TValue> other) =>
+         other == null ? throw new ArgumentNullException(nameof(other)) : _comparer.Compare(value, other.value);
+
+      int IComparable.CompareTo(object obj) =>
+         obj is PNLCellVM<TRow, TValue> other ?
+            _comparer.Compare(value, other.value) :
+            throw new ArgumentException(nameof(obj), $"The specified object is not of type {typeof(PNLCellVM<TRow, TValue>)} (actually {obj?.GetType()}).");
+   }
+
+   static class PNLCellVMExtensions {
+      public static void apply_appearance(this IPNLCellVM cell, PNLCellAppearance animation) {
+         if (animation.foreground.HasValue)
+            cell.foreground = animation.foreground.Value;
+         if (animation.background.HasValue)
+            cell.background = animation.background.Value;
+         if (animation.font_weight.HasValue)
+            cell.font_weight = animation.font_weight.Value;
+         // TODO: font family, size
+      }
+   }
+}
@@ -0,0 +1,112 @@
+using bts.utils;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.ComponentModel;
+using System.Windows.Media;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLHeaderRowVM : ViewModelBase, IRaiseNotifyPropertyChanged, INotifyPropertyChanged {
+      static readonly IPropertyChangedDetector<PNLHeaderRowVM> _change_detector =
+         ObjectSnapshot.build_detector_except<PNLHeaderRowVM>(nameof(data));
+
+      readonly PNLCellIndexBuilder<PNLNormalizedData> _cell_map = new PNLCellIndexBuilder<PNLNormalizedData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLNormalizedData> _animator;
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _default_appearances;
+      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
+      PNLNormalizedData _data = PNLNormalizedData.zero;
+      Color _background_color;
+
+      public PNLHeaderRowVM(
+         Color background_color,
+         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
+         IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         //
+         _background_color = background_color;
+         _default_appearances = default_appearances;
+         _triggers = triggers;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLNormalizedData>(default_appearances, triggers);
+         _cell_map.set_appearances(default_appearances);
+         // sod
+         sod_pnl = _cell_map.add_pnl_decimal(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
+         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
+         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
+         // day
+         day_pnl = _cell_map.add_pnl(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
+         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
+         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
+         // raw day
+         raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
+         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
+         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
+         // working
+         working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
+         working_long_pos = _cell_map.add_long_pos(ColumnKeys.WorkingLongPos, d => d.working_long_pos);
+         working_short_pos = _cell_map.add_short_pos(ColumnKeys.WorkingShortPos, r => r.working_short_pos);
+         // total
+         total_pnl = _cell_map.add_pnl_decimal(ColumnKeys.TotalPNL, d => d.total_pnl);
+         total_net_pos = _cell_map.add_net_pos(ColumnKeys.TotalNetPos, d => d.total_net_pos);
+         total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.total_long_pos);
+         total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.total_short_pos);
+      }
+
+      public event Action data_changed;
+
+      public PNLNormalizedData data {
+         get => _data;
+         set {
+            if (value != _data) {
+               _data = value;
+               _cell_map.on_row(value);
+               _animator.on_row(value);
+               _cell_map.set_appearances(_animator.cell_appearances);
+               data_changed?.Invoke();
+            }
+         }
+      }
+      public Color background_color {
+         get => _background_color;
+         set => Set(ref _background_color, value);
+      }
+
+      // day
+      public PNLCellVM<PNLNormalizedData, decimal> day_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_short_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_net_pos { get; }
+      // raw day
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_short_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_net_pos { get; }
+      // sod
+      public PNLCellVM<PNLNormalizedData, decimal> sod_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_short_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_net_pos { get; }
+      // total
+      public PNLCellVM<PNLNormalizedData, decimal> total_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_short_pos { get; }
+      // working
+      public PNLCellVM<PNLNormalizedData, decimal> working_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> working_short_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> working_net_pos { get; }
+
+      public void on_settings(
+         Color background_color,
+         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
+         IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         //
+         this.background_color = background_color;
+         _default_appearances = default_appearances;
+         _triggers = triggers;
+         _animator.on_settings(_default_appearances, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+   }
+}
@@ -0,0 +1,101 @@
+using bts.utils;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Windows.Data;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   interface IPNLColumnComparer {
+      IComparer value_comparer { get; }
+      IComparer<PNLRowVM> row_comparer { get; }
+   }
+
+   class PNLColumnComparer<TInner> : IPNLColumnComparer, IComparer<PNLRowVM>, IComparer {
+      public readonly IComparer<TInner> inner_comparer;
+      IComparer _value_comparer;
+      readonly Func<PNLRowVM, TInner> _get;
+
+      public PNLColumnComparer(Func<PNLRowVM, TInner> get)
+         : this(get, Comparer<TInner>.Default) { }
+
+      public PNLColumnComparer(Func<PNLRowVM, TInner> get, IComparer<TInner> inner_comparer) {
+         _get = get;
+         this.inner_comparer = inner_comparer;
+      }
+
+      public IComparer value_comparer => _value_comparer ?? (_value_comparer = inner_comparer.to_non_generic());
+      public IComparer<PNLRowVM> row_comparer => this;
+
+      public int Compare(object x, object y) =>
+         Compare(x as PNLRowVM, y as PNLRowVM);
+
+      public int Compare(PNLRowVM x, PNLRowVM y) {
+         if (x == null) return y == null ? 0 : -1;
+         if (y == null) return 1;
+         var xval = _get(x);
+         var yval = _get(y);
+         return inner_comparer.Compare(xval, yval);
+      }
+   }
+
+   class ReversePNLColumnComparer : IPNLColumnComparer, IComparer<PNLRowVM>, IComparer {
+      readonly IPNLColumnComparer _comp_tuple;
+
+      public ReversePNLColumnComparer(IPNLColumnComparer comp_tuple) =>
+         _comp_tuple = comp_tuple;
+
+      public IComparer value_comparer => this;
+      public IComparer<PNLRowVM> row_comparer => this;
+
+      int IComparer.Compare(object x, object y) =>
+         _comp_tuple.value_comparer.Compare(y, x);
+
+      int IComparer<PNLRowVM>.Compare(PNLRowVM x, PNLRowVM y) =>
+         _comp_tuple.row_comparer.Compare(y, x);
+   }
+
+   /// <summary>
+   /// An <see cref="IComparer"/> that can compare 2 objects of type <see cref="PNLRowVM"/>, and 2 objects of type <see cref="CollectionViewGroup"/>
+   /// (assuming the latter's <see cref="CollectionViewGroup.Name"/> is of type <see cref="IPNLCellData"/>).  Cross type comparisons are not supported.
+   /// </summary>
+   class PNLSuperRowComparer : IComparer, IComparer<PNLRowVM>, IComparer<CollectionViewGroup> {
+      readonly Func<ColumnKeys, IPNLColumnComparer> _get_column_comparer;
+      IComparer<PNLRowVM> _row_comp;
+
+      public PNLSuperRowComparer(IComparer<PNLRowVM> row_comp, Func<ColumnKeys, IPNLColumnComparer> get_column_comparer) {
+         _row_comp = row_comp;
+         _get_column_comparer = get_column_comparer;
+      }
+
+      public int Compare(object x, object y) {
+         var rc = _try_compare_rows(x as PNLRowVM, y as PNLRowVM);
+         if (rc.HasValue)
+            return rc.Value;
+         var gc = _try_compare_groups(x as CollectionViewGroup, y as CollectionViewGroup);
+         if (gc.HasValue)
+            return gc.Value;
+         throw new InvalidOperationException($"{nameof(PNLSuperRowComparer)} unexpected comparison '{x}' with '{y}.'");
+      }
+
+      int IComparer<PNLRowVM>.Compare(PNLRowVM x, PNLRowVM y) =>
+         _try_compare_rows(x, y) ?? throw new InvalidOperationException($"Failed to compare '{x}' with '{y}' (expected both to be of type {typeof(PNLRowVM)}).");
+
+      int IComparer<CollectionViewGroup>.Compare(CollectionViewGroup x, CollectionViewGroup y) =>
+         _try_compare_groups(x, y) ?? throw new InvalidOperationException($"Failed to compare '{x}' with '{y}' (expected both to be of type {typeof(CollectionViewGroup)}, with Names of type {typeof(IPNLCellVM)}).");
+
+      int? _try_compare_rows(PNLRowVM x, PNLRowVM y) {
+         if (x == null || y == null) return null;
+         return _row_comp.Compare(x, y);
+      }
+
+      int? _try_compare_groups(CollectionViewGroup x, CollectionViewGroup y) {
+         if (x == null || y == null)
+            return null;
+         var xcell = (IPNLCellData)x.Name;
+         var ycell = (IPNLCellData)y.Name;
+         var comp = _get_column_comparer(xcell.column);
+         return comp.value_comparer.Compare(xcell.value, ycell.value);
+      }
+   }
+}
@@ -0,0 +1,209 @@
+using bts.api;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
+      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
+      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
+      //
+      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
+      bool _refresh_normalized_data = true, _is_selected;
+      PNLNormalizedData _normalized_data;
+
+      public PNLRowVM(PNLRowData data, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
+         this.data = data;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
+         _animator.on_row(data);
+         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
+         account_name_cell = _cell_map.add(ColumnKeys.Account, d => d.account_name);
+         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
+         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
+         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.security?.Symbol ?? string.Empty);
+         security_cell = _cell_map.add(ColumnKeys.Security, d => d.security, null, EqualityComparer<SecurityImmutable?>.Default, Comparer<SecurityImmutable>.Default.to_nullable());
+         security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
+         cpp = _cell_map.add(ColumnKeys.CPP, d => d.cpp);
+         // sod
+         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
+         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
+         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price_raw);
+         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
+         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price_raw);
+         // day
+         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
+         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
+         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price_raw);
+         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
+         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price_raw);
+         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
+         // raw day
+         raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
+         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
+         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
+         // working
+         working_net_pos = _cell_map.add_net_pos(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
+         working_long_pos = _cell_map.add_working_long(ColumnKeys.WorkingLongPos, d => d.working.long_data, d => d.bid_price);
+         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price_raw);
+         working_short_pos = _cell_map.add_working_short(ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price);
+         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price_raw);
+         // total
+         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
+         total_net_pos = _cell_map.add_net_pos(ColumnKeys.TotalNetPos, d => d.total_net_pos);
+         total_long_pos = _cell_map.add_long_pos(ColumnKeys.TotalLongPos, d => d.total_long_pos);
+         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price_raw);
+         total_short_pos = _cell_map.add_short_pos(ColumnKeys.TotalShortPos, d => d.total_short_pos);
+         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price_raw);
+         // market
+         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
+         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
+         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
+         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
+         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
+
+         _cell_map.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
+            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
+            RaisePropertyChanged(nameof(animations));
+         });
+      }
+
+      // events
+      public event Action<PNLNormalizedData> updated;
+      public event Action<bool> is_selected_changed;
+
+      // data
+      public PNLKey key => data.key;
+      public PNLRowData data { get; private set; }
+      public PNLNormalizedData normalized_data {
+         get {
+            if (_refresh_normalized_data) {
+               _refresh_normalized_data = false;
+               // only count futures for [non-raw] positions (they already take spread legs into account)
+               decimal day_long, day_short, sod_long, sod_short;
+               if (security.HasValue && security.Value.ContractCase != Security.ContractOneofCase.Future) {
+                  day_long = day_short = sod_long = sod_short = 0;
+               } else {
+                  day_long = DoubleUtil.round_to_decimal(data.day.long_pos);
+                  day_short = DoubleUtil.round_to_decimal(data.day.short_pos);
+                  sod_long = DoubleUtil.round_to_decimal(data.sod.long_pos);
+                  sod_short = DoubleUtil.round_to_decimal(data.sod.short_pos);
+               }
+               var nd = new PNLNormalizedData(
+                  DoubleUtil.round_to_decimal(day_pnl.value),
+                  day_long,
+                  day_short,
+                  DoubleUtil.round_to_decimal(data.raw_day.long_pos),
+                  DoubleUtil.round_to_decimal(data.raw_day.short_pos),
+                  DoubleUtil.round_to_decimal(sod_pnl.value),
+                  sod_long,
+                  sod_short,
+                  DoubleUtil.round_to_decimal(data.working_long_pos),
+                  DoubleUtil.round_to_decimal(data.working_short_pos));
+               if (_normalized_data != nd) {
+                  _normalized_data = nd;
+                  updated?.Invoke(nd);
+               }
+            }
+            return _normalized_data;
+         }
+      }
+      // security
+      public string account_name => data.account_name;
+      public Venue exchange => security?.Exchange ?? Venue.Unset;
+      public string symbol => security.symbol_or_default();
+      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
+      public SecurityImmutable? security => data.security;
+      // cells
+      public PNLCellVM<PNLRowData, string> account_name_cell { get; }
+      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
+      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
+      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
+      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
+      public PNLCellVM<PNLRowData, uint> security_key { get; }
+      public PNLCellVM<PNLRowData, double> cpp { get; }
+      // sod
+      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
+      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
+      // day
+      public PNLCellVM<PNLRowData, double> day_pnl { get; }
+      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
+      // raw day
+      public PNLCellVM<PNLRowData, double> raw_day_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> raw_day_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> raw_day_short_pos { get; }
+      // working
+      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
+      // total
+      public PNLCellVM<PNLRowData, double> total_pnl { get; }
+      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
+      // (market)
+      public PNLCellVM<PNLRowData, double> bid_price { get; }
+      public PNLCellVM<PNLRowData, double> mid_price { get; }
+      public PNLCellVM<PNLRowData, double> ask_price { get; }
+      public PNLCellVM<PNLRowData, double> last_price { get; }
+      public PNLCellVM<PNLRowData, double> settlement_price { get; }
+      public PNLCellVM<PNLRowData, double> pnl_price { get; }
+
+      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (Set(ref _is_selected, value))
+               is_selected_changed?.Invoke(value);
+         }
+      }
+
+      public void update(PNLRowData data) {
+         _refresh_normalized_data = true;
+         this.data = data;
+         _cell_map.on_row(data);
+         _animator.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers) {
+         _animator.on_settings(defaults, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+
+      public bool Equals(PNLRowVM other) =>
+         other != null && key == other.key;
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public override string ToString() =>
+         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
+   }
+}
@@ -0,0 +1,764 @@
+using bts.api;
+using bts.api.core;
+using bts.api.orderman;
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.collections;
+using mbts.persist;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
+using System.Windows.Media;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+using SecurityType = bts.api.Security.ContractOneofCase;
+
+namespace bts.shell.pnl {
+   class PNLVM : DisposableViewModelBase, IHandleRowSelection {
+      static readonly IReadOnlyList<Func<PNLVM, IDataGridColumnFilter<PNLRowData>>> _filter_getters =
+         ObjectSnapshot.property_delegates_of_type<PNLVM, IDataGridColumnFilter<PNLRowData>>().ToReadOnlyList();
+      static readonly TimeSpan _auxiliary_grid_update_throttle = TimeSpan.FromSeconds(0.2);
+      // delegates
+      static readonly Func<OrderSecurityRootPair, PNLKey> _order_pnl_key_fn = o => new PNLKey(o.order.order.account_id(), o.order.order.security_key());
+      static readonly Func<FillTuple, PNLKey> _fill_pnl_key_fn = f => new PNLKey(f.account_id, f.fill.SecurityKey);
+
+      readonly IBus _bus;
+      readonly OrdersModel _orders_model;
+      readonly IObservableCollectionAddRemoveOnly<PNLRowVM> _selected_rows = new ObservableSortedCollection<PNLRowVM>(PNLRowVM.key_comparer);
+      readonly IList<PNLRowData> _rows_data_wrapper;
+      readonly IList<PNLKey> _rows_key_wrapper;
+      readonly DeferrableActionWrapper _refresh_filter;
+      //
+      readonly Property<PNLCalculationType> _calculation_type;
+      PNLHeaderRowDisplay _header_row_display = PNLHeaderRowDisplay.Total;
+      PNLRowCollectionView _rows_view;
+      IReadOnlyList<(ColumnKeys key, ListSortDirection direction)> _sorting_hierarchy;
+      Brush _selection_highlight;
+      Color _grid_background_color = Colors.Transparent;
+      bool _is_paused;
+      // default appearances
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance>
+         _default_appearances = ImmutableDictionary<ColumnKeys, PNLCellAppearance>.Empty,
+         _default_group_appearances = ImmutableDictionary<ColumnKeys, PNLCellAppearance>.Empty,
+         _default_header_appearances = ImmutableDictionary<ColumnKeys, PNLCellAppearance>.Empty;
+      // triggers
+      IReadOnlyList<IPNLAnimationTrigger<PNLRowData>>
+         _triggers = Array.Empty<IPNLAnimationTrigger<PNLRowData>>();
+      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>>
+         _group_triggers = Array.Empty<IPNLAnimationTrigger<PNLNormalizedData>>(),
+         _header_triggers = Array.Empty<IPNLAnimationTrigger<PNLNormalizedData>>();
+      // pause/resume
+      (TableUpdate<PNLRowData, PNLKey> filtered, TableUpdate<PNLRowData, PNLKey> raw)? _resume;
+      TableUpdate<PNLRowData, PNLKey> _last_table = TableUpdate<PNLRowData, PNLKey>.mk_empty(PNLRowData.key_fn);
+      AlternationConverter _group_background_converter = new AlternationConverter();
+
+      public PNLVM(IBus bus, OrdersModel orders_model, PNLSettings settings)
+         : this(bus, orders_model, settings, orders_model.security_account_pnl) { }
+
+      PNLVM(IBus bus, OrdersModel orders_model, PNLSettings settings, IObservable<TableUpdate<PNLRowData, PNLKey>> pnl_source) {
+         _bus = bus;
+         _orders_model = orders_model;
+         _rows_data_wrapper = rows.WrapSelector(r => r.data, d => new PNLRowVM(d, _default_appearances, _triggers));
+         _rows_key_wrapper = rows.WrapSelector(r => r.key, null);
+         _rows_view = new PNLRowCollectionView(rows, _default_group_appearances, _group_triggers);
+         _calculation_type = backing(nameof(calculation_type), PNLCalculationType.Waterfall);
+         anchors.AddRange(settings.anchors);
+         _group_background_converter.Values.AddRange(BTSColors.PNL.group_alternating_background_colors);
+         // commands
+         set_anchor_cmd = new DelegateCommand<ColumnKeys>(key => anchors.SetItems(new[] { key }));
+         append_anchor_cmd = new DelegateCommand<ColumnKeys>(key => {
+            if (!anchors.Remove(key))
+               anchors.Add(key);
+         });
+         // filters
+         account_filter = DiscreteValuesFilterVM.Common.account<PNLRowData>(orders_model, r => new AccountTuple(r.key.account_id, r.account_name), nameof(PNLRowVM.account_name));
+         _refresh_filter = new DeferrableActionWrapper(() => _filter_changed?.Invoke(get_filters_states().build_predicate()));
+         var filter_src = Observable.Create<Func<PNLRowData, bool>>(o => {
+            o.OnNext(get_filters_states().build_predicate());
+            _filter_changed += o.OnNext;
+            return Disposable.Create(() => _filter_changed -= o.OnNext);
+         });
+         foreach (var f in _all_filters)
+            f.filter_changed += _refresh_filter.execute;
+         // totals/selected headers
+         total_aggregate = new PNLHeaderRowVM(settings.header_background_color, _default_header_appearances, _header_triggers);
+         selected_aggregate = new PNLHeaderRowVM(settings.header_background_color, _default_header_appearances, _header_triggers);
+         // load/subscribe to data
+         load_from(settings);
+         _dispose = Disposable.Create(
+            pnl_source.Operate(
+               _calculation_type.observe_current(true),
+               (data, calc) => data.with(calc_type: calc)
+            ).FilterWithRaw(filter_src, PNLRowData.key_fn, null)
+            .OnDispatcher()
+            .Subscribe(_update),
+            Disposable.Create(() => {
+               foreach (var f in _all_filters)
+                  f.filter_changed -= _refresh_filter.execute;
+               rows.DisposeAll();
+               _rows_view.Groups.OfTypeSafe<IDisposable>().DisposeAll();
+            }));
+      }
+
+      public event Action<IReadOnlyList<(ColumnKeys key, ListSortDirection direction)>> sorting_changed;
+      event Action<SelectionChangedEventArgs> _selection_changed;
+      event Action<TableUpdate<PNLRowData, PNLKey>> _updated;
+      event Action<Func<PNLRowData, bool>> _filter_changed;
+
+      // rows/selected rows
+      public ObservableCollection<PNLRowVM> rows { get; } = new ObservableCollection<PNLRowVM>();
+      public ICollectionView rows_view => _rows_view;
+      public int filtered_row_count => rows.Count;
+      public int total_row_count { get; private set; }
+      public IReadOnlyObservableCollection<PNLRowVM> selected_rows => _selected_rows;
+      // sorting
+      public IReadOnlyList<(ColumnKeys key, ListSortDirection direction)> sorting_hierarchy {
+         get => _sorting_hierarchy ?? (_sorting_hierarchy = Array.Empty<(ColumnKeys, ListSortDirection)>());
+         set {
+            _sorting_hierarchy = value;
+            // use 'sorting_hierarchy' instead of 'value' bc the getter ensures not null
+            comparer = DIYGridSortHelper.build_comparer(sorting_hierarchy, get_column_comparer, ColumnKeys.Account, ColumnKeys.Security);
+            var column_comp_map = sorting_hierarchy.ToDictionary(c => c.key, c => _get_column_comparer(c.key, c.direction));
+            var rows_view_comparer = new PNLSuperRowComparer(comparer, col => {
+               if (column_comp_map.TryGetValue(col, out var comp_tup))
+                  return comp_tup;
+               return _get_column_comparer(col);
+            });
+            _rows_view.CustomSort = rows_view_comparer;
+            foreach (var g in _rows_view.GroupDescriptions)
+               g.CustomSort = _rows_view.CustomSort;
+            sorting_changed?.Invoke(sorting_hierarchy);
+         }
+      }
+
+      public IComparer<PNLRowVM> comparer { get; private set; }
+      // display/grouping
+      public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
+      public ObservableCollection<ColumnKeys> anchors { get; } = new ObservableCollection<ColumnKeys>();
+      // calc
+      public PNLCalculationType calculation_type { get => _calculation_type.Value; set => _calculation_type.set(value); }
+      public PNLHeaderRowVM total_aggregate { get; }
+      public PNLHeaderRowVM selected_aggregate { get; }
+      public bool is_paused {
+         get => _is_paused;
+         set {
+            if (Set(ref _is_paused, value) && !value && _resume.HasValue) {
+               var curr_state = ImmutableDictionary<PNLKey, PNLRowData>.Empty.AddRange(rows.Select(r => new KeyValuePair<PNLKey, PNLRowData>(r.key, r.data)));
+               var reset = TableUpdate<PNLRowData, PNLKey>.update(
+                  new TableUpdate<PNLRowData, PNLKey>(
+                     curr_state,
+                     curr_state.Values,
+                     Enumerable.Empty<Change<PNLRowData>>(),
+                     Enumerable.Empty<PNLRowData>(),
+                     PNLRowData.key_fn),
+                  _resume.Value.filtered.state,
+                  EqualityComparer<PNLRowData>.Default);
+               _update((reset, _resume.Value.raw));
+               _resume = null;
+            }
+         }
+      }
+
+      public Brush selection_highlight { get => _selection_highlight; set => Set(ref _selection_highlight, value); }
+      public Color grid_background_color { get => _grid_background_color; set => Set(ref _grid_background_color, value); }
+      public IValueConverter group_background_converter => _group_background_converter;
+
+      // commands
+      public ICommand set_anchor_cmd { get; }
+      public ICommand append_anchor_cmd { get; }
+      public ICommand show_working_orders_cmd { get; }
+
+      /// security
+      public IDataGridColumnPersistentFilter<PNLRowData, uint[]> account_filter { get; }
+      public IDataGridColumnPersistentFilter<PNLRowData, Venue[]> exchange_filter { get; } = DiscreteValuesFilterVM.Common.exchange<PNLRowData>(r => r.security.exchange_or_default(), nameof(PNLRowVM.exchange));
+      public IDataGridColumnPersistentFilter<PNLRowData, string[]> symbol_filter { get; } = DiscreteValuesFilterVM.Common.symbol<PNLRowData>(r => r.security.symbol_or_default(), nameof(PNLRowVM.symbol));
+      public IDataGridColumnPersistentFilter<PNLRowData, string> security_filter { get; } = new RegexFilterVM<PNLRowData>(r => r.security?.ToString(), nameof(PNLRowData.security));
+      public IDataGridColumnPersistentFilter<PNLRowData, string> security_key_filter { get; } = new RegexFilterVM<PNLRowData>(r => r.key.security_id.ToString());
+      public IDataGridColumnPersistentFilter<PNLRowData, SecurityType[]> security_type_filter { get; } = DiscreteValuesFilterVM.Create<PNLRowData, SecurityType>(
+         EnumHelper.get_values_except(SecurityType.Option, SecurityType.Synthetic).ToArray(),
+         r => r.security?.ContractCase ?? SecurityType.None,
+         nameof(PNLRowData.security));
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> cpp_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.cpp);
+      /// sod
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_pnl);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_long_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod_short_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> sod_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.sod.net_pos);
+      /// day
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_pnl);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_long_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_short_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> day_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.day_net_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, bool[]> has_day_trades_filter { get; } = DiscreteValuesFilterVM.Create<PNLRowData, bool>(new[] { true, false }, r => r.has_day_trades);
+      /// raw day
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> raw_day_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.raw_day_long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> raw_day_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.raw_day_short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> raw_day_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.raw_day_net_pos);
+      /// working (long)
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_long_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_short_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> working_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.working_net_pos);
+      /// total
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_pnl_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_pnl);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_long_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_long_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_long_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_long_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_short_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_short_pos);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_short_avg_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_short_avg_price_raw);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> total_net_pos_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.total_net_pos);
+      /// market
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.bid_price);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> ask_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.ask_price);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> mid_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.mid_price);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.last_price);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> settlement_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.settlement_price);
+      public IDataGridColumnPersistentFilter<PNLRowData, DoubleMinMaxState> pnl_price_filter { get; } = new DoubleMinMax<PNLRowData>(r => r.pnl_price);
+
+      IEnumerable<IDataGridColumnFilter<PNLRowData>> _all_filters =>
+         _filter_getters.Select(get => get(this));
+
+      public static IComparer<PNLRowVM> get_column_comparer(ColumnKeys column) =>
+         _get_column_comparer(column).row_comparer;
+
+      public FilterStates get_filters_states() => new FilterStates {
+         account = account_filter.get_state(),
+         exchange = exchange_filter.get_state(),
+         symbol = symbol_filter.get_state(),
+         security_type = security_type_filter.get_state(),
+         security = security_filter.get_state(),
+         security_key = security_key_filter.get_state(),
+         cpp = cpp_filter.get_state(),
+         /// sod
+         sod_pnl = sod_pnl_filter.get_state(),
+         sod_long_pos = sod_long_pos_filter.get_state(),
+         sod_long_avg_price = sod_long_avg_price_filter.get_state(),
+         sod_short_pos = sod_short_pos_filter.get_state(),
+         sod_short_avg_price = sod_short_avg_price_filter.get_state(),
+         sod_net_pos = sod_net_pos_filter.get_state(),
+         /// day
+         day_pnl = day_pnl_filter.get_state(),
+         day_long_pos = day_long_pos_filter.get_state(),
+         day_long_avg_price = day_long_avg_price_filter.get_state(),
+         day_short_pos = day_short_pos_filter.get_state(),
+         day_short_avg_price = day_short_avg_price_filter.get_state(),
+         day_net_pos = day_net_pos_filter.get_state(),
+         has_day_trades = has_day_trades_filter.get_state(),
+         /// raw day
+         raw_day_long_pos = raw_day_long_pos_filter.get_state(),
+         raw_day_short_pos = raw_day_short_pos_filter.get_state(),
+         raw_day_net_pos = raw_day_net_pos_filter.get_state(),
+         /// total
+         total_pnl = total_pnl_filter.get_state(),
+         total_long_pos = total_long_pos_filter.get_state(),
+         total_long_avg_price = total_long_avg_price_filter.get_state(),
+         total_short_pos = total_short_pos_filter.get_state(),
+         total_short_avg_price = total_short_avg_price_filter.get_state(),
+         total_net_pos = total_net_pos_filter.get_state(),
+         /// working
+         working_long_pos = working_long_pos_filter.get_state(),
+         working_long_avg_price = working_long_avg_price_filter.get_state(),
+         working_short_pos = working_short_pos_filter.get_state(),
+         working_short_avg_price = working_short_avg_price_filter.get_state(),
+         working_net_pos = working_net_pos_filter.get_state(),
+         /// market
+         bid_price = bid_price_filter.get_state(),
+         ask_price = ask_price_filter.get_state(),
+         mid_price = mid_price_filter.get_state(),
+         last_price = last_price_filter.get_state(),
+         settlement_price = settlement_price_filter.get_state(),
+         pnl_price = pnl_price_filter.get_state(),
+      };
+
+      public void load_from(PNLSettings settings) {
+         selection_highlight = settings.grid.selection_highlight.to_brush();
+         grid_background_color = settings.grid.background;
+         calculation_type = settings.calculation_type;
+         if (settings.filters != null) {
+            using (_refresh_filter.defer_execution()) {
+               var f = settings.filters;
+               /// security
+               account_filter.load_state(f.account);
+               exchange_filter.load_state(f.exchange);
+               symbol_filter.load_state(f.symbol);
+               security_type_filter.load_state(f.security_type);
+               security_filter.load_state(f.security);
+               security_key_filter.load_state(f.security_key);
+               cpp_filter.load_state(f.cpp);
+               /// sod
+               sod_pnl_filter.load_state(f.sod_pnl);
+               sod_long_pos_filter.load_state(f.sod_long_pos);
+               sod_long_avg_price_filter.load_state(f.sod_long_avg_price);
+               sod_short_pos_filter.load_state(f.sod_short_pos);
+               sod_short_avg_price_filter.load_state(f.sod_short_avg_price);
+               sod_net_pos_filter.load_state(f.sod_net_pos);
+               /// day
+               day_pnl_filter.load_state(f.day_pnl);
+               day_long_pos_filter.load_state(f.day_long_pos);
+               day_long_avg_price_filter.load_state(f.day_long_avg_price);
+               day_short_pos_filter.load_state(f.day_short_pos);
+               day_short_avg_price_filter.load_state(f.day_short_avg_price);
+               day_net_pos_filter.load_state(f.day_net_pos);
+               has_day_trades_filter.load_state(f.has_day_trades);
+               /// raw day
+               raw_day_long_pos_filter.load_state(f.raw_day_long_pos);
+               raw_day_short_pos_filter.load_state(f.raw_day_short_pos);
+               raw_day_net_pos_filter.load_state(f.raw_day_net_pos);
+               /// total
+               total_pnl_filter.load_state(f.total_pnl);
+               total_long_pos_filter.load_state(f.total_long_pos);
+               total_long_avg_price_filter.load_state(f.total_long_avg_price);
+               total_short_pos_filter.load_state(f.total_short_pos);
+               total_short_avg_price_filter.load_state(f.total_short_avg_price);
+               total_net_pos_filter.load_state(f.total_net_pos);
+               /// working
+               working_long_pos_filter.load_state(f.working_long_pos);
+               working_long_avg_price_filter.load_state(f.working_long_avg_price);
+               working_short_pos_filter.load_state(f.working_short_pos);
+               working_short_avg_price_filter.load_state(f.working_short_avg_price);
+               working_net_pos_filter.load_state(f.working_net_pos);
+               /// market
+               bid_price_filter.load_state(f.bid_price);
+               mid_price_filter.load_state(f.mid_price);
+               ask_price_filter.load_state(f.ask_price);
+               last_price_filter.load_state(f.last_price);
+               settlement_price_filter.load_state(f.settlement_price);
+               pnl_price_filter.load_state(f.pnl_price);
+            }
+         }
+         anchors.sync_with(settings.anchors);
+         header_row_display = settings.header_row_display;
+         sorting_hierarchy = DIYGridSortHelper.convert_sorting_criterion<ColumnKeys>(settings.sorting_criterion).ToList();
+         // group background colors
+         _group_background_converter = new AlternationConverter();
+         _group_background_converter.Values.AddRange(settings.group_background_colors.Select(c => c.argb_color()));
+         RaisePropertyChanged(nameof(group_background_converter));
+         //
+         map_appearances(ref _default_appearances, settings.grid.columns, settings.grid_defaults);
+         map_appearances(ref _default_group_appearances, settings.group_columns, settings.group_cell_appearance.to_appearance().merge(settings.group_defaults));
+         map_appearances(ref _default_header_appearances, settings.header_columns, settings.header_cell_appearance.to_appearance().merge(settings.header_defaults));
+         _triggers = settings.triggers();
+         _group_triggers = settings.group_triggers();
+         _header_triggers = settings.header_triggers();
+         foreach (var r in rows)
+            r.on_settings(_default_appearances, _triggers);
+         total_aggregate.on_settings(settings.header_background_color, _default_header_appearances, _header_triggers);
+         selected_aggregate.on_settings(settings.header_background_color,_default_header_appearances, _header_triggers);
+         void map_appearances(ref ImmutableDictionary<ColumnKeys, PNLCellAppearance> from, IEnumerable<GridColumnSettings> col_settings, PNLCellAppearance fallback_appearance) {
+            var dabd = from.ToBuilder();
+            foreach (var k in EnumHelper.get_values<ColumnKeys>()) {
+               if (GridSettingsHelper.try_find_column(col_settings, k, out var match))
+                  dabd[k] = new PNLCellAppearance(match.font_color_override, match.background_color_override, match.font_weight_override).merge(fallback_appearance);
+            }
+            from = dabd.ToImmutable();
+         }
+         _rows_view.on_settings(_default_group_appearances, _group_triggers);
+         _rows_view.Refresh();
+      }
+
+      public FillsVM mk_fills_vm(PNLRowVM row, ColumnKeys key) {
+         var state = PNLSettings.DefaultAuxiliaryFills;
+         _append_key_filters(state.filters, key);
+         _append_row_filters(state.filters, row);
+         // hide implicit cols
+         state.grid = _hide_cols(state.grid, anchors);
+         return new FillsVM(
+            _bus, _orders_model, Observable.Return(state), new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
+      }
+
+      public FillsVM mk_fills_vm(PNLRowCollectionViewGroup group, ColumnKeys key) {
+         var state = PNLSettings.DefaultAuxiliaryFills;
+         _append_key_filters(state.filters, key);
+         _append_group_filters(state.filters, group, anchors);
+         // hide implicit cols
+         state.grid = _hide_cols(state.grid, anchors.WrapSubRange(0, group.level));
+         return new FillsVM(
+            _bus, _orders_model, Observable.Return(state), _visible_fills_source(), new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
+      }
+
+      public FillsVM mk_fills_vm(PNLHeaderRowDisplay header, ColumnKeys key) {
+         var state = fills.FillsSettings.Default();
+         state.grid = orderbook.OrderBookStartupData.DefaultFillsGrid.general;
+         state.filters = new fills.FillsFilterStates();
+         // hide implicit cols
+         state.grid = _hide_cols(orderbook.OrderBookStartupData.DefaultFillsGrid.general, anchors);
+         _append_key_filters(state.filters, key);
+         var src = _orders_model.on_fill_tuples;
+         switch (header) {
+            case PNLHeaderRowDisplay.SelectedTotal:
+               // throttle selection changes (they have a potentially high frequency)
+               var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<SelectionChangedEventArgs, Func<FillTuple, bool>>(
+                  cb => _selection_changed += cb,
+                  cb => _selection_changed -= cb,
+                  _ => _mk_selected_items_filter(_fill_pnl_key_fn),
+                  _auxiliary_grid_update_throttle);
+               src = src.Filter(filter_src, FillTuple.key_fn, _mk_selected_items_filter(_fill_pnl_key_fn));
+               break;
+            case PNLHeaderRowDisplay.Total:
+               src = src.Filter(_visible_items_filter_source(_fill_pnl_key_fn), FillTuple.key_fn);
+               break;
+         }
+         return new FillsVM(
+            _bus, _orders_model, Observable.Return(state), src, new WindowSettingsManager<GridSettings>.DisconnectedImpl(state.grid));
+      }
+
+      public OrderBookVM mk_orderbook_vm(PNLHeaderRowDisplay header, ColumnKeys key) {
+         var filters = new orderbook.FilterStates();
+         _append_key_filters(filters, key);
+         var src = _orders_model.on_order_tuples_with_root_and_piq;
+         switch (header) {
+            case PNLHeaderRowDisplay.SelectedTotal:
+               // throttle selection changes (they have a potentially high frequency)
+               var filter_src = System.Reactive.Linq.ObservableExtensions.FromEventThrottle<SelectionChangedEventArgs, Func<OrderSecurityRootPair, bool>>(
+                  cb => _selection_changed += cb,
+                  cb => _selection_changed -= cb,
+                  _ => _mk_selected_items_filter(_order_pnl_key_fn),
+                  _auxiliary_grid_update_throttle);
+               src = src.Filter(filter_src, OrderSecurityHelper.root_pair_key_fn, _mk_selected_items_filter(_order_pnl_key_fn));
+               break;
+            case PNLHeaderRowDisplay.Total:
+               src = src.Filter(_visible_items_filter_source(_order_pnl_key_fn), OrderSecurityHelper.root_pair_key_fn);
+               break;
+         }
+         return _mk_orderbook_vm_common(
+            filters, Enumerable.Empty<ColumnKeys>(), src);
+      }
+
+      public OrderBookVM mk_orderbook_vm(PNLRowCollectionViewGroup group, ColumnKeys key) {
+         var filters = new orderbook.FilterStates();
+         _append_key_filters(filters, key);
+         _append_group_filters(filters, group, anchors);
+         return _mk_orderbook_vm_common(
+            filters, anchors.WrapSubRange(0, group.level), _visible_orders_source());
+      }
+
+      public OrderBookVM mk_orderbook_vm(PNLRowVM row, ColumnKeys key) {
+         var filters = new orderbook.FilterStates();
+         _append_key_filters(filters, key);
+         _append_row_filters(filters, row);
+         return _mk_orderbook_vm_common(
+            filters, anchors.Concat(new[] { ColumnKeys.Account, ColumnKeys.Symbol, ColumnKeys.Security }).Distinct());
+      }
+
+      public void set_all_expanded(bool is_expanded) =>
+         _rows_view.set_all_expanded(is_expanded);
+
+      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
+         RowSelectionHelper.apply_changes(_selected_rows, e);
+         // adding/subtracting pnl incrementally can lose precision over time, due to rounding errors.
+         // do the full calculation on each selection change, as long as it doesn't hurt perf (which seems unlikely).
+         selected_aggregate.data = _selected_rows.Aggregate(PNLNormalizedData.zero, (d, r) => d + r.normalized_data);
+         _selection_changed?.Invoke(e);
+      }
+
+      static IPNLColumnComparer _get_column_comparer(ColumnKeys column, ListSortDirection direction) {
+         var comp = _get_column_comparer(column);
+         if (direction == ListSortDirection.Descending)
+            comp = new ReversePNLColumnComparer(comp);
+         return comp;
+      }
+
+      static IPNLColumnComparer _get_column_comparer(ColumnKeys column) {
+         switch (column) {
+            case ColumnKeys.Account: return wrap(r => r.account_name);
+            case ColumnKeys.Exchange: return wrap(r => r.exchange);
+            case ColumnKeys.SecurityType: return wrap(r => r.security?.ContractCase ?? SecurityType.None);
+            case ColumnKeys.Symbol: return wrap(r => r.symbol);
+            case ColumnKeys.Security: return wrap(r => r.security);
+            case ColumnKeys.SecurityKey: return wrap(r => r.security_key);
+            case ColumnKeys.CPP: return wrap(r => r.cpp);
+            /// SOD
+            case ColumnKeys.SODPNL: return wrap(r => r.sod_pnl);
+            case ColumnKeys.SODLongPos: return wrap(r => r.sod_long_pos);
+            case ColumnKeys.SODLongAvgPrice: return wrap(r => r.sod_long_avg_price);
+            case ColumnKeys.SODShortPos: return wrap(r => r.sod_short_pos);
+            case ColumnKeys.SODShortAvgPrice: return wrap(r => r.sod_short_avg_price);
+            case ColumnKeys.SODNetPos: return wrap(r => r.sod_net_pos);
+            /// Day
+            case ColumnKeys.DayPNL: return wrap(r => r.day_pnl);
+            case ColumnKeys.DayLongPos: return wrap(r => r.day_long_pos);
+            case ColumnKeys.DayLongAvgPrice: return wrap(r => r.day_long_avg_price);
+            case ColumnKeys.DayShortPos: return wrap(r => r.day_short_pos);
+            case ColumnKeys.DayShortAvgPrice: return wrap(r => r.day_short_avg_price);
+            case ColumnKeys.DayNetPos: return wrap(r => r.day_net_pos);
+            case ColumnKeys.HasDayTrades: return wrap(r => r.has_day_trades);
+            /// RawDay
+            case ColumnKeys.RawDayLongPos: return wrap(r => r.raw_day_long_pos);
+            case ColumnKeys.RawDayShortPos: return wrap(r => r.raw_day_short_pos);
+            case ColumnKeys.RawDayNetPos: return wrap(r => r.raw_day_net_pos);
+            /// Total
+            case ColumnKeys.TotalPNL: return wrap(r => r.total_pnl);
+            case ColumnKeys.TotalLongPos: return wrap(r => r.total_long_pos);
+            case ColumnKeys.TotalLongAvgPrice: return wrap(r => r.total_long_avg_price);
+            case ColumnKeys.TotalShortPos: return wrap(r => r.total_short_pos);
+            case ColumnKeys.TotalShortAvgPrice: return wrap(r => r.total_short_avg_price);
+            case ColumnKeys.TotalNetPos: return wrap(r => r.total_net_pos);
+            /// Working
+            case ColumnKeys.WorkingLongPos: return wrap(r => r.working_long_pos);
+            case ColumnKeys.WorkingLongAvgPrice: return wrap(r => r.working_long_avg_price);
+            case ColumnKeys.WorkingShortPos: return wrap(r => r.working_short_pos);
+            case ColumnKeys.WorkingShortAvgPrice: return wrap(r => r.working_short_avg_price);
+            case ColumnKeys.WorkingNetPos: return wrap(r => r.working_net_pos);
+            /// Market
+            case ColumnKeys.BidPrice: return wrap(r => r.bid_price);
+            case ColumnKeys.MidPrice: return wrap(r => r.mid_price);
+            case ColumnKeys.AskPrice: return wrap(r => r.ask_price);
+            case ColumnKeys.LastPrice: return wrap(r => r.last_price);
+            case ColumnKeys.SettlementPrice: return wrap(r => r.settlement_price);
+            case ColumnKeys.PNLPrice: return wrap(r => r.pnl_price);
+            default: throw ExceptionBuilder.Argument.unexpected_case(column, nameof(column));
+         }
+         PNLColumnComparer<T> wrap<T>(Func<PNLRowVM, T> selector) =>
+            new PNLColumnComparer<T>(selector);
+      }
+
+      static GridSettings _hide_cols(GridSettings grid, IEnumerable<ColumnKeys> columns) =>
+         grid.with(_hide_cols(grid.columns, columns));
+
+      static IEnumerable<GridColumnSettings> _hide_cols(IEnumerable<GridColumnSettings> cols, IEnumerable<ColumnKeys> columns) {
+         // hide columns who's data is implied by the grouping
+         var col_hash = new HashSet<string>(columns.Select(k => k.ToString()));
+         foreach (var c in cols)
+            yield return col_hash.Contains(c.id) ? c.with(is_visible: false) : c;
+      }
+
+      #region Fills Popup Utils
+      static void _append_key_filters(fills.FillsFilterStates f, ColumnKeys key) {
+         switch (key) {
+            case ColumnKeys.SODNetPos:
+            case ColumnKeys.SODLongPos:
+            case ColumnKeys.SODShortPos:
+               f.fill_kind = new[] { Fill.Types.FillKind.Sod };
+               break;
+            case ColumnKeys.DayNetPos:
+            case ColumnKeys.DayLongPos:
+            case ColumnKeys.DayShortPos:
+               f.fill_kind = new[] { Fill.Types.FillKind.Standard, Fill.Types.FillKind.Leg };
+               break;
+            case ColumnKeys.RawDayNetPos:
+            case ColumnKeys.RawDayLongPos:
+            case ColumnKeys.RawDayShortPos:
+               f.fill_kind = new[] { Fill.Types.FillKind.Standard };
+               break;
+         }
+         switch (key) {
+            case ColumnKeys.SODLongPos:
+            case ColumnKeys.DayLongPos:
+            case ColumnKeys.RawDayLongPos:
+            case ColumnKeys.TotalLongPos:
+               f.side = new[] { Side.Buy };
+               break;
+            case ColumnKeys.SODShortPos:
+            case ColumnKeys.DayShortPos:
+            case ColumnKeys.RawDayShortPos:
+            case ColumnKeys.TotalShortPos:
+               f.side = new[] { Side.Sell };
+               break;
+         }
+      }
+
+      static void _append_group_filters(fills.FillsFilterStates f, PNLRowCollectionViewGroup group, IReadOnlyList<ColumnKeys> anchors) {
+         if (group != null) {
+            int anchor_pos = group.level - 1;
+            if (anchor_pos < 0)
+               throw new InvalidOperationException("Group level is less than 1.");
+            if (anchor_pos >= anchors.Count)
+               throw new InvalidOperationException("Group level is greater than the number of anchors.");
+            _append_fills_filter(f, group, anchors[anchor_pos]);
+            group = group.parent;
+            while (anchor_pos-- > 0 && group != null) {
+               _append_fills_filter(f, group, anchors[anchor_pos]);
+               group = group.parent;
+            }
+         }
+      }
+
+      static void _append_fills_filter(fills.FillsFilterStates filter, PNLRowCollectionViewGroup group, ColumnKeys key) {
+         switch (key) {
+            case ColumnKeys.Account: filter.account = new[] {  group.Name.ToString() }; break;
+            case ColumnKeys.Symbol: filter.symbol = new[] { group.Name.ToString() }; break;
+            case ColumnKeys.Exchange: filter.exchange = new[] { (Venue)group.Name }; break;
+            case ColumnKeys.Security:
+               if (group.Name is SecurityImmutable sec)
+                  filter.security = new SecurityCriteria(sec);
+               break;
+            default: throw new NotImplementedException();
+         }
+      }
+
+      static void _append_row_filters(fills.FillsFilterStates f, PNLRowVM row) {
+         f.account = new[] { row.account_name };
+         f.security = SecurityCriteria.from_keys(new[] { row.key.security_id });
+      }
+
+      static void _append_key_filters(orderbook.FilterStates f, ColumnKeys key) {
+         switch (key) {
+            case ColumnKeys.WorkingLongPos:
+            case ColumnKeys.DayLongPos:
+            case ColumnKeys.RawDayLongPos:
+            case ColumnKeys.TotalLongPos:
+               f.sides = new[] { Side.Buy };
+               break;
+            case ColumnKeys.WorkingShortPos:
+            case ColumnKeys.DayShortPos:
+            case ColumnKeys.RawDayShortPos:
+            case ColumnKeys.TotalShortPos:
+               f.sides = new[] { Side.Sell };
+               break;
+         }
+         switch (key) {
+            case ColumnKeys.WorkingLongPos:
+            case ColumnKeys.WorkingShortPos:
+            case ColumnKeys.WorkingNetPos:
+               f.statuses = new[] { OrderStatus.PendingWorking, OrderStatus.Working };
+               break;
+         }
+      }
+
+      static void _append_group_filters(orderbook.FilterStates f, PNLRowCollectionViewGroup group, IReadOnlyList<ColumnKeys> anchors) {
+         if (group != null) {
+            int anchor_pos = group.level - 1;
+            if (anchor_pos < 0)
+               throw new InvalidOperationException("Group level is less than 1.");
+            if (anchor_pos >= anchors.Count)
+               throw new InvalidOperationException("Group level is greater than the number of anchors.");
+            _append_orderbook_filter(f, group, anchors[anchor_pos]);
+            group = group.parent;
+            while (anchor_pos-- > 0 && group != null) {
+               _append_orderbook_filter(f, group, anchors[anchor_pos]);
+               group = group.parent;
+            }
+         }
+      }
+
+      static void _append_row_filters(orderbook.FilterStates f, PNLRowVM row) {
+         f.accounts = new[] { row.account_name };
+         f.security_criteria = SecurityCriteria.from_keys(new[] { row.key.security_id });
+      }
+
+      static void _append_orderbook_filter(orderbook.FilterStates filter, PNLRowCollectionViewGroup g, ColumnKeys key) {
+         switch (key) {
+            case ColumnKeys.Account: filter.accounts = new[] { g.Name.ToString() }; break;
+            case ColumnKeys.Symbol: filter.symbols = new[] { g.Name.ToString() }; break;
+            case ColumnKeys.Exchange: filter.exchanges = new[] { (Venue)g.Name }; break;
+            case ColumnKeys.Security:
+               if (g.Name is SecurityImmutable sec)
+                  filter.security_criteria = new SecurityCriteria(sec);
+               break;
+            default: throw new NotImplementedException();
+         }
+      }
+      #endregion
+
+      static Func<T, bool> _mk_items_filter<T>(IEnumerable<PNLKey> keys, Func<T, PNLKey> key_selector) {
+         var key_set = new HashSet<PNLKey>(keys);
+         return v => key_set.Contains(key_selector(v));
+      }
+
+      Func<T, bool> _mk_selected_items_filter<T>(Func<T, PNLKey> key_selector) =>
+         _mk_items_filter(_selected_rows.Select(r => r.key), key_selector);
+
+      OrderBookVM _mk_orderbook_vm_common(orderbook.FilterStates filters, IEnumerable<ColumnKeys> hide_counterparts, IObservable<TableUpdate<OrderSecurityRootPair, uint>> orders_source = null) {
+         var state = new orderbook.OrderBookStartupData(filters, orderbook.OrderBookStartupData.default_mini_grid, use_defaults: false);
+         state.orderbook_grid.general = _hide_cols(state.orderbook_grid.general, hide_counterparts);
+         var settings_man = new WindowSettingsManager<orderbook.OrderBookGridSettings>.DisconnectedImpl(state.orderbook_grid);
+         var obvm = orders_source == null ?
+            new OrderBookVM(_bus, null, _orders_model, settings_man, true) :
+            new OrderBookVM(_bus, null, _orders_model, orders_source, settings_man, true);
+         foreach (var c in OrderBookVM.OrderBookColumnCollection.editable_columns)
+            obvm.columns.Insert(0, c);
+         obvm.load_from(state);
+         return obvm;
+      }
+
+      IObservable<TableUpdate<FillTuple, string>> _visible_fills_source() =>
+         _orders_model.on_fill_tuples.Filter(_visible_items_filter_source(_fill_pnl_key_fn), FillTuple.key_fn);
+
+      IObservable<TableUpdate<OrderSecurityRootPair, uint>> _visible_orders_source() =>
+         _orders_model.on_order_tuples_with_root_and_piq.Filter(_visible_items_filter_source(_order_pnl_key_fn), OrderSecurityHelper.root_pair_key_fn);
+
+      IObservable<Func<T, bool>> _visible_items_filter_source<T>(Func<T, PNLKey> key_selector) =>
+         Observable.Create<Func<T, bool>>(o => {
+            o.OnNext(_visible_items_filter_snapshot(key_selector));
+            _updated += on_updated;
+            return Disposable.Create(() => _updated -= on_updated);
+            void on_updated(TableUpdate<PNLRowData, PNLKey> _) =>
+               o.OnNext(_visible_items_filter_snapshot(key_selector));
+         });
+
+      // returns a predicate that takes a snapshot of the current state, and returns true if the item's account/security pair is visible in the snapshot state.
+      // subsequent updates are not reflected in this predicate.
+      // Note: this is a necessary behavior if the predicate is used in a TableUpdate filter stream (it must always return the same value for the same item).
+      Func<T, bool> _visible_items_filter_snapshot<T>(Func<T, PNLKey> key_selector) {
+         var t = _last_table;
+         return o => t.state.ContainsKey(key_selector(o));
+      }
+
+      void _update((TableUpdate<PNLRowData, PNLKey> filtered, TableUpdate<PNLRowData, PNLKey> raw) tup) {
+         if (_is_paused) {
+            _resume = tup;
+            return;
+         }
+         var (filtered, raw) = tup;
+         _last_table = filtered;
+         int old_total_row_count = total_row_count;
+         int old_filtered_row_count = filtered_row_count;
+         var total_pnl = total_aggregate.data;
+         // don't adjust selected_pnl incrementally - it may be possible for the selection to change throughout the update, making incremental calculations tricky
+         foreach (var v in filtered.removed) {
+            int i = CollectionHelper.binary_search(_rows_data_wrapper, v, PNLRowData.key_comparer);
+            Log.assert(i >= 0, $"{typeof(PNLVM)} received an update with a removed item that was not found via binary search.");
+            if (i >= 0) {
+               total_pnl -= rows[i].normalized_data;
+               rows.RemoveAt(i);
+            }
+         }
+         foreach (var v in filtered.added) {
+            var r = new PNLRowVM(v.with(calc_type: calculation_type), _default_appearances, _triggers);
+            rows.InsertSorted(r, PNLRowVM.key_comparer);
+               total_pnl += r.normalized_data;
+         }
+         foreach (var d in filtered.changed) {
+            int i = CollectionHelper.binary_search(_rows_data_wrapper, d, PNLRowData.key_comparer);
+            if (i >= 0) {
+               var r = rows[i];
+               total_pnl -= r.normalized_data;
+               r.update(d);
+               total_pnl += r.normalized_data;
+            }
+         }
+         if (_selected_rows.Count > 0) {
+            selected_aggregate.data = _selected_rows
+               .Aggregate(PNLNormalizedData.zero, (d, r) => d + r.normalized_data);
+         }
+         //
+         total_aggregate.data = total_pnl;
+         total_row_count = tup.raw.state.Count;
+         if (total_row_count != old_total_row_count)
+            RaisePropertyChanged(nameof(total_row_count));
+         if (filtered_row_count != old_filtered_row_count)
+            RaisePropertyChanged(nameof(filtered_row_count));
+         _updated?.Invoke(filtered);
+      }
+   }
+}
@@ -0,0 +1,33 @@
+using bts.collections;
+using mbts.ui.utility;
+using System.Collections.Generic;
+using System.Dynamic;
+
+namespace bts.shell.pnl {
+   class AnchorIndex {
+      readonly IDictionary<PNLView.Columns, bool> _wrapped_anchors;
+
+      public AnchorIndex() {
+         IDictionary<string, object> anchors_dict = anchors = new ExpandoObject();
+         _wrapped_anchors = MappedDictionary.create_mutable(
+            anchors_dict,
+            EnumHelper.parse<PNLView.Columns>,
+            key => key.ToString(),
+            obj => (bool)obj,
+            _ => _);
+         // initialize the dictionary with every key (the keys should never change)
+         foreach (var k in _keys)
+            _wrapped_anchors[k] = false;
+      }
+
+      public dynamic anchors { get; }
+
+      IReadOnlyList<PNLView.Columns> _keys => EnumHelper.get_values<PNLView.Columns>();
+
+      public void reset(IEnumerable<PNLView.Columns> anchor_list) {
+         var anchor_set = new HashSet<PNLView.Columns>(anchor_list.empty_if_null());
+         foreach (var key in _keys)
+            _wrapped_anchors[key] = anchor_set.Contains(key);
+      }
+   }
+}
@@ -0,0 +1,69 @@
+<HeaderedContentControl
+  x:Class="bts.shell.pnl.PNLAuxiliaryPopupView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:pnl="clr-namespace:bts.shell.pnl"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:sp="clr-namespace:mbts.spark"
+  Background="{StaticResource CommonBackground}"
+  BorderBrush="Black"
+  BorderThickness="1"
+  MaxHeight="300"
+>
+  <HeaderedContentControl.Resources>
+    <!--Fills-->
+    <DataTemplate DataType="{x:Type sp:FillsVM}">
+      <usp:FillsView u:Behavior.FocusOnLoaded="True"/>
+    </DataTemplate>
+    <!--OrderBook-->
+    <DataTemplate DataType="{x:Type sp:OrderBookVM}">
+      <sp:MiniOrderBookView u:Behavior.FocusOnLoaded="True"/>
+    </DataTemplate>
+  </HeaderedContentControl.Resources>
+  <!--Header (Title Bar)-->
+  <HeaderedContentControl.HeaderTemplate>
+    <DataTemplate>
+      <Grid>
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="*"/>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="Auto"/>
+        </Grid.ColumnDefinitions>
+        <TextBlock VerticalAlignment="Center" Margin="4,0,0,0" FontWeight="Bold" Text="{Binding context}"/>
+        <TextBlock Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" Margin="4,0,0,0" FontWeight="Bold" Text="{Binding title}">
+          <TextBlock.Foreground>
+            <SolidColorBrush Color="{Binding title_foreground}"/>
+          </TextBlock.Foreground>
+        </TextBlock>
+        <CheckBox Grid.Column="2" VerticalAlignment="Center" Margin="4,0,0,0" Focusable="False" IsChecked="{Binding keep_open}">Keep Open</CheckBox>
+        <Button Grid.Column="3" HorizontalAlignment="Right" Margin="4" Command="{x:Static ApplicationCommands.Close}" CommandTarget="{Binding RelativeSource={RelativeSource AncestorType=pnl:PNLAuxiliaryPopupView}}" Style="{StaticResource RoundCloseButton}"/>
+      </Grid>
+    </DataTemplate>
+  </HeaderedContentControl.HeaderTemplate>
+  <!--Input Bindings-->
+  <HeaderedContentControl.InputBindings>
+    <KeyBinding Key="Esc" Command="{x:Static ApplicationCommands.Close}"/>
+  </HeaderedContentControl.InputBindings>
+  <!--Template-->
+  <HeaderedContentControl.Template>
+    <ControlTemplate TargetType="HeaderedContentControl">
+      <Border
+        Background="{TemplateBinding Background}"
+        BorderBrush="{TemplateBinding BorderBrush}"
+        BorderThickness="{TemplateBinding BorderThickness}"
+      >
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="*"/>
+          </Grid.RowDefinitions>
+          <ContentPresenter ContentSource="Header"/>
+          <ContentPresenter Grid.Row="1" Grid.ColumnSpan="4"/>
+        </Grid>
+      </Border>
+    </ControlTemplate>
+  </HeaderedContentControl.Template>
+</HeaderedContentControl> 
@@ -0,0 +1,8 @@
+using System.Windows.Controls;
+
+namespace bts.shell.pnl {
+   partial class PNLAuxiliaryPopupView : HeaderedContentControl {
+      public PNLAuxiliaryPopupView() =>
+         InitializeComponent();
+   }
+}
@@ -0,0 +1,52 @@
+namespace bts.shell.pnl {
+   readonly struct PNLCell {
+      public readonly object item;
+      public readonly PNLView.Columns column;
+
+      public PNLCell(object item, PNLView.Columns column) {
+         this.item = item;
+         this.column = column;
+      }
+
+      public override string ToString() =>
+         $"Item: {item}, Column: {column}";
+   }
+
+   readonly struct PNLRowCell {
+      public readonly PNLRowVM row;
+      public readonly PNLView.Columns column;
+
+      public PNLRowCell(PNLRowVM row, PNLView.Columns column) {
+         this.row = row;
+         this.column = column;
+      }
+   }
+
+   readonly struct PNLGroupCell {
+      public readonly PNLRowCollectionViewGroup group;
+      public readonly PNLView.Columns column;
+
+      public PNLGroupCell(PNLRowCollectionViewGroup group, PNLView.Columns column) {
+         this.group = group;
+         this.column = column;
+      }
+   }
+
+   readonly struct PNLHeaderRowCell {
+      public readonly PNLHeaderRowDisplay header_row;
+      public readonly PNLView.Columns column;
+
+      public PNLHeaderRowCell(PNLHeaderRowDisplay header_row, PNLView.Columns column) {
+         this.header_row = header_row;
+         this.column = column;
+      }
+   }
+
+   static class PNLCellExtensions {
+      public static OneOf<PNLRowCell, PNLGroupCell, PNLHeaderRowCell> oneof(this PNLCell cell) =>
+         OneOf<PNLRowVM, PNLRowCollectionViewGroup, PNLHeaderRowDisplay>.infer(cell.item).Extend(
+            r => new PNLRowCell(r, cell.column),
+            g => new PNLGroupCell(g, cell.column),
+            h => new PNLHeaderRowCell(h, cell.column));
+   }
+}
@@ -0,0 +1,84 @@
+using bts.utils;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.ui.utility.text;
+using System.Windows;
+using System.Windows.Media;
+using FontFamily = System.Windows.Media.FontFamily;
+
+namespace bts.shell.pnl {
+   class PNLColumn : DIYGrid.ColumnBase<PNLView.Columns>, IRaiseNotifyPropertyChanged {
+      static readonly IPropertyChangedDetector<PNLColumn>
+         _group_settings_change_detector = ObjectSnapshot.build_detector<PNLColumn>(
+            nameof(group_font_weight_override),
+            nameof(group_font_weight),
+            nameof(group_font_color_override),
+            nameof(group_font_color),
+            nameof(group_font_family),
+            nameof(group_font_size)),
+         _header_settings_change_detector = ObjectSnapshot.build_detector<PNLColumn>(
+            nameof(header_font_weight_override),
+            nameof(header_font_weight),
+            nameof(header_font_color_override),
+            nameof(header_font_color),
+            nameof(header_font_family),
+            nameof(header_font_size));
+
+      double _group_font_size = 11, _header_font_size = 12;
+      int? _anchor_index;
+      FontFamily
+         _group_font_family = TextUtils.StandardFontFamily,
+         _header_font_family = TextUtils.StandardFontFamily;
+
+      public PNLColumn() {
+         // default to be hidden, so columns are not rendered until their settings are loaded,
+         // in which case, they will only be rendered if 'settings.is_visible' is true.
+         is_visible = false;
+      }
+
+      public int? anchor_index {
+         get => _anchor_index;
+         set => set(ref _anchor_index, value);
+      }
+      // group
+      public FontWeight? group_font_weight_override { get; private set; }
+      public Color? group_font_color_override { get; private set; }
+      public FontFamily group_font_family => _group_font_family ?? font_family;
+      public double group_font_size => double.IsNaN(_group_font_size) || _group_font_size == 0 ? font_size : _group_font_size;
+      public FontWeight group_font_weight => group_font_weight_override ?? font_weight;
+      public Color group_font_color => group_font_color_override ?? font_color;
+
+      public FontWeight? header_font_weight_override { get; private set; }
+      public Color? header_font_color_override { get; private set; }
+      public FontFamily header_font_family => _header_font_family ?? font_family;
+      public double header_font_size => double.IsNaN(_header_font_size) || _header_font_size == 0 ? font_size : _header_font_size;
+      public FontWeight header_font_weight => header_font_weight_override ?? font_weight;
+      public Color header_font_color => header_font_color_override ?? font_color;
+
+      public void load_group_params(
+         double group_font_size = double.NaN, FontWeight? group_font_weight = null, Color? group_font_color = null, FontFamily group_font_family = null) {
+         using (_group_settings_change_detector.detect_changes(this)) {
+            _group_font_size = group_font_size;
+            _group_font_family = group_font_family;
+            group_font_weight_override = group_font_weight;
+            group_font_color_override = group_font_color;
+         }
+      }
+
+      public void load_header_params(
+         double header_font_size = double.NaN, FontWeight? header_font_weight = null, Color? header_font_color = null, FontFamily header_font_family = null) {
+         using (_header_settings_change_detector.detect_changes(this)) {
+            _header_font_size = header_font_size;
+            _header_font_family = header_font_family;
+            header_font_weight_override = header_font_weight;
+            header_font_color_override = header_font_color;
+         }
+      }
+
+      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
+         raise_prop_changed(prop);
+
+      protected override void on_key_initialized(PNLView.Columns key) =>
+         id = key.ToString();
+   }
+}
@@ -0,0 +1,467 @@
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Runtime.CompilerServices;
+using System.Windows.Data;
+using CellAnimation = mbts.ui.spark.CellAnimation;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLRowCollectionView : ListCollectionView {
+      ReadOnlyObservableCollection<object> _base_groups, _groups_wrapper;
+      ObservableAutoWrapper<object, object> _groups;
+      // appearance/triggers
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults_appearances;
+      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
+
+      public PNLRowCollectionView(IList list, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) : base(list) {
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+      }
+
+      public override bool CanFilter => true;
+      public override bool CanGroup => true;
+
+      // Must return null if there are no GroupDescriptions (i.e., instead of an empty collection).
+      // If an empty collection is returned, the view assumes grouping is active and there are no items.
+      public override ReadOnlyObservableCollection<object> Groups {
+         get {
+            if ((GroupDescriptions?.Count ?? 0) == 0)
+               return null;
+            if (_groups_wrapper == null) {
+               _base_groups = base.Groups;
+               if (_base_groups == null)
+                  return null;
+               _groups = new ObservableAutoWrapper<object, object>(_base_groups, obj => new PNLRowCollectionViewGroup((CollectionViewGroup)obj, this, _defaults_appearances, _triggers));
+               _groups_wrapper = new ReadOnlyObservableCollection<object>(_groups);
+            }
+            return _groups_wrapper;
+         }
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+         foreach (var g in _groups_wrapper.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.on_settings(default_appearances, triggers);
+      }
+
+      public void set_all_expanded(bool is_expanded) {
+         foreach (var g in Groups.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+   }
+
+   class PNLRowCollectionViewGroup : CollectionViewGroup, IRaiseNotifyPropertyChanged, IEquatable<PNLRowCollectionViewGroup> {
+      readonly PNLRowCollectionView _root;
+      readonly CollectionViewGroup _from;
+      readonly Dictionary<object, InnerGroupSubscription> _inner_groups = new Dictionary<object, InnerGroupSubscription>();
+      readonly Dictionary<PNLKey, IDisposable> _rows = new Dictionary<PNLKey, IDisposable>();
+      readonly VersionContainer<bool?> _is_all_selected;
+      readonly DeferrableActionWrapper _refresh_is_all_selected;
+      readonly HashSet<PNLRowVM> _selected_rows = new HashSet<PNLRowVM>();
+      readonly PNLCellIndexBuilder<PNLNormalizedData> _cell_map = new PNLCellIndexBuilder<PNLNormalizedData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLNormalizedData> _animator;
+
+      ImmutableDictionary<ColumnKeys, PNLCellAppearance> _defaults_appearances;
+      IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> _triggers;
+      IDisposable _dispose;
+      bool _is_expanded = true;
+      int _selected_item_count_backing;
+      PNLNormalizedData _data;
+
+      public PNLRowCollectionViewGroup(CollectionViewGroup from, PNLRowCollectionView root, ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) : base(from.Name) {
+         _root = root;
+         _from = from;
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLNormalizedData>(default_appearances, triggers);
+         _animator.on_row(data);
+         data_changed += () => {
+            _cell_map.on_row(data);
+            _animator.on_row(data);
+            _cell_map.set_appearances(_animator.cell_appearances);
+         };
+         //sod_net_pos
+         _is_all_selected = new VersionContainer<bool?>(() => {
+            if (_selected_item_count == 0)
+               return false;
+            if (_selected_item_count == ProtectedItemCount)
+               return true;
+            return null;
+         });
+         bool? last_published_all_selected = _is_all_selected.value;
+         _refresh_is_all_selected = new DeferrableActionWrapper(() => {
+            if (_is_all_selected.value != last_published_all_selected) {
+               last_published_all_selected = is_all_selected;
+               OnPropertyChanged(new PropertyChangedEventArgs(nameof(is_all_selected)));
+            }
+         });
+         // sod
+         sod_pnl = _cell_map.add_pnl(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(ColumnKeys.SODNetPos, d => d.sod_net_pos);
+         sod_long_pos = _cell_map.add_long_pos(ColumnKeys.SODLongPos, d => d.sod_long_pos);
+         sod_short_pos = _cell_map.add_short_pos(ColumnKeys.SODShortPos, d => d.sod_short_pos);
+         // day
+         day_pnl = _cell_map.add_pnl(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(ColumnKeys.DayNetPos, d => d.day_net_pos);
+         day_long_pos = _cell_map.add_long_pos(ColumnKeys.DayLongPos, d => d.day_long_pos);
+         day_short_pos = _cell_map.add_short_pos(ColumnKeys.DayShortPos, d => d.day_short_pos);
+         // raw day
+         raw_day_net_pos = _cell_map.add_net_pos(ColumnKeys.RawDayNetPos, d => d.raw_day_net_pos);
+         raw_day_long_pos = _cell_map.add_long_pos(ColumnKeys.RawDayLongPos, d => d.raw_day_long_pos);
+         raw_day_short_pos = _cell_map.add_short_pos(ColumnKeys.RawDayShortPos, d => d.raw_day_short_pos);
+         // total
+         total_pnl = _cell_map.add(ColumnKeys.TotalPNL, d => d.total_pnl, FormattingDelegates.Price<decimal>.Value);
+         total_net_pos = _cell_map.add(ColumnKeys.TotalNetPos, d => d.total_net_pos);
+         total_long_pos = _cell_map.add(ColumnKeys.TotalLongPos, d => d.total_long_pos);
+         total_short_pos = _cell_map.add(ColumnKeys.TotalShortPos, d => d.total_short_pos);
+         // working
+         working_net_pos = _cell_map.add(ColumnKeys.WorkingNetPos, d => d.working_net_pos);
+         working_long_pos = _cell_map.add(ColumnKeys.WorkingLongPos, d => d.working_long_pos);
+         working_short_pos = _cell_map.add(ColumnKeys.WorkingShortPos, d => d.working_short_pos);
+
+         _cell_map.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         ((INotifyCollectionChanged)_from.Items).CollectionChanged += _from_items_CollectionChanged;
+         _from_items_CollectionChanged(_from.Items, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _from.Items, 0));
+
+         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
+            animations = new_animations.Select(kv => new CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
+            OnPropertyChanged(new PropertyChangedEventArgs(nameof(animations)));
+         });
+      }
+
+      public IList<CellAnimation> animations { get; private set; }
+
+      public event Action
+         data_changed,
+         ProtectedItemCountChanged,
+         selected_item_count_changed;
+
+      public PNLNormalizedData data {
+         get => _data;
+         set {
+            if (_data != value) {
+               _data = value;
+               data_changed?.Invoke();
+            }
+         }
+      }
+
+      // sod
+      public PNLCellVM<PNLNormalizedData, decimal> sod_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> sod_short_pos { get; }
+      // day
+      public PNLCellVM<PNLNormalizedData, decimal> day_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> day_short_pos { get; }
+      // raw day
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> raw_day_short_pos { get; }
+      // total
+      public PNLCellVM<PNLNormalizedData, decimal> total_pnl { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> total_short_pos { get; }
+      // working
+      public PNLCellVM<PNLNormalizedData, decimal> working_net_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> working_long_pos { get; }
+      public PNLCellVM<PNLNormalizedData, decimal> working_short_pos { get; }
+      //
+      public PNLRowCollectionViewGroup parent { get; private set; }
+      public int level => parent == null ? 1 : parent.level + 1;
+      public override bool IsBottomLevel => _from.IsBottomLevel;
+
+      public IEnumerable<PNLRowCollectionViewGroup> ancestors {
+         get {
+            if (parent != null) {
+               var p = parent;
+               do {
+                  yield return p;
+                  p = p.parent;
+               } while (p != null);
+            }
+         }
+      }
+
+      public IReadOnlyList<object> GroupNamePath {
+         get {
+            var path = new List<object> { Name };
+            foreach (var a in ancestors)
+               path.Add(a.Name);
+            return path.WrapReverseRO();
+         }
+      }
+
+      public bool is_expanded { get => _is_expanded; set => _set(ref _is_expanded, value); }
+      public bool? is_all_selected {
+         get => _is_all_selected.value;
+         set {
+            // The setter should not be called while is_all_selected deferred.
+            // However, it is good to be defensive, so let's add a conditional check anyways:
+            //    if 'is_all_selected' is deferred, the value must be blindly propagated,
+            //    bc the equality comparison is erroneous, as the current state is unknown.
+            if (value.HasValue && value != is_all_selected) {
+               using (_refresh_is_all_selected.defer_execution()) {
+                  foreach (var i in Items) {
+                     if (i is PNLRowCollectionViewGroup g)
+                        g.is_all_selected = value;
+                     else if (i is PNLRowVM r)
+                        r.is_selected = value.Value;
+                  }
+               }
+            }
+         }
+      }
+
+      new int ProtectedItemCount {
+         get => base.ProtectedItemCount;
+         set {
+            if (base.ProtectedItemCount != value) {
+               base.ProtectedItemCount = value;
+               _is_all_selected.increment_version();
+               ProtectedItemCountChanged?.Invoke();
+               _refresh_is_all_selected.execute();
+            }
+         }
+      }
+
+      int _selected_item_count {
+         get => _selected_item_count_backing;
+         set {
+            Log.assert(value >= 0, $"{nameof(_selected_item_count)} cannot be negative.");
+            _selected_item_count_backing = value;
+            _is_all_selected.increment_version();
+            _refresh_is_all_selected.execute();
+            selected_item_count_changed?.Invoke();
+         }
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances, IReadOnlyList<IPNLAnimationTrigger<PNLNormalizedData>> triggers) {
+         _defaults_appearances = default_appearances;
+         _triggers = triggers;
+         _animator.on_settings(default_appearances, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         foreach (var g in ProtectedItems.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.on_settings(default_appearances, triggers);
+      }
+
+      public void set_all_expanded(bool is_expanded) {
+         this.is_expanded = is_expanded;
+         foreach (var g in Items.OfTypeSafe<PNLRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+
+      public bool Equals(PNLRowCollectionViewGroup other) =>
+         other != null &&
+         level == other.level &&
+         Equals(Name, other.Name);
+
+      void _select_all() {
+         foreach (var cvg in Items.OfType<PNLRowCollectionViewGroup>())
+            cvg._select_all();
+      }
+
+      IDisposable _detect_is_all_selected_changed() {
+         bool? was_all_selected = is_all_selected;
+         return Disposable.Create(() => {
+            if (is_all_selected != was_all_selected)
+               OnPropertyChanged(new PropertyChangedEventArgs(nameof(is_all_selected)));
+         });
+      }
+
+      void _add_item(int index, object item) {
+         Log.assert(index >= 0, "Index is less than 0.");
+         if (item is CollectionViewGroup group) {
+            var inner_group = new PNLRowCollectionViewGroup(group, _root, _defaults_appearances, _triggers);
+            _inner_groups.Add(group.Name, new InnerGroupSubscription(this, inner_group));
+            ProtectedItems.Insert(index, inner_group);
+         } else {
+            var row = (PNLRowVM)item;
+            ProtectedItems.Insert(index, item);
+            _rows.Add(row.key, _connect_row(row));
+         }
+      }
+
+      void _remove_item(int index, object item) {
+         if (item is PNLRowCollectionViewGroup inner_group) {
+            if (!_inner_groups.TryPopValue(inner_group.Name, out var ig_sub))
+               throw new InvalidOperationException($"Inner groups cache does not have an entry for the specified name '{inner_group.Name}' (entire tree structure may be compromised).");
+            ig_sub.Dispose();
+            Disposable.dispose(ref inner_group._dispose);
+         } else {
+            var row = (PNLRowVM)item;
+            if (!_rows.TryPopValue(row.key, out var row_sub))
+               throw new InvalidOperationException($"Inner rows cache does not have an entry for the specified irowstem key '{row.key}' (entire tree structure may be compromised).");
+            row_sub.Dispose();
+         }
+         ProtectedItems.RemoveAt(index);
+      }
+
+      void _from_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
+         using (_refresh_is_all_selected.defer_execution()) {
+            switch (e.Action) {
+               case NotifyCollectionChangedAction.Add:
+                  for (int i = 0; i < e.NewItems.Count; i++)
+                     _add_item(e.NewStartingIndex + i, e.NewItems[i]);
+                  break;
+               case NotifyCollectionChangedAction.Remove:
+                  for (int i = 0; i < e.OldItems.Count; i++)
+                     _remove_item(e.OldStartingIndex, ProtectedItems[e.OldStartingIndex]);
+                  break;
+               case NotifyCollectionChangedAction.Replace:
+                  for (int i = 0; i < e.OldItems.Count; i++)
+                     _remove_item(e.OldStartingIndex, ProtectedItems[e.OldStartingIndex]);
+                  for (int i = 0; i < e.NewItems.Count; i++)
+                     _add_item(e.NewStartingIndex + i, e.NewItems[i]);
+                  break;
+               case NotifyCollectionChangedAction.Reset:
+                  while (ProtectedItems.Count > 0)
+                     _remove_item(0, ProtectedItems[0]);
+                  for (int i = 0; i < _from.Items.Count; i++)
+                     _add_item(i, _from.Items[i]);
+                  break;
+            }
+            _is_all_selected.increment_version();
+            _refresh_is_all_selected.execute();
+         }
+      }
+
+      IDisposable _connect_row(PNLRowVM row) {
+         using (_detect_is_all_selected_changed()) {
+            var last_data = PNLNormalizedData.zero;
+            on_updated(row.normalized_data);
+            row.updated += on_updated;
+            row.is_selected_changed += on_is_selected_changed;
+            if (row.is_selected) {
+               Log.assert(_selected_rows.Add(row), $"Selected Rows out of sync ({Name}): hash set already contained selected row that was just added to group ({row}).");
+               _selected_item_count++;
+            }
+            ProtectedItemCount++;
+            return Disposable.Create(() => {
+               row.updated -= on_updated;
+               row.is_selected_changed -= on_is_selected_changed;
+               using (_refresh_is_all_selected.defer_execution()) {
+                  if (row.is_selected) {
+                     Log.assert(_selected_rows.Remove(row), $"Selected Rows out of sync ({Name}): hash set did not contain selected row that was just removed from group ({row}).");
+                     _selected_item_count--;
+                  }
+                  var newval = data - row.normalized_data;
+                  data = newval;
+                  ProtectedItemCount--;
+               }
+            });
+            void on_updated(PNLNormalizedData new_data) {
+               var less_last = data - last_data;
+               var plus_new = less_last + new_data;
+               data += new_data - last_data;
+               if (plus_new != data) {
+                  Log.Ui.warn($"Detected PNL arithmetic rounding error in the group sum for '{string.Join(" ", GroupNamePath)}' (this bug is under investigation).");
+               }
+               last_data = new_data;
+            }
+            void on_is_selected_changed(bool is_selected) {
+               if (is_selected) {
+                  Log.assert(_selected_rows.Add(row), $"Selected Rows out of sync ({Name}): hash set already contained row that was just selected ({row}).");
+                  _selected_item_count++;
+               } else {
+                  Log.assert(_selected_rows.Remove(row), $"Selected Rows out of sync ({Name}): hash set did not contain row that was just unselected ({row}).");
+                  _selected_item_count--;
+               }
+            }
+         }
+      }
+
+      void _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = "") =>
+         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
+
+      void _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = "") {
+         if (!comparer.Equals(backing, new_value)) {
+            backing = new_value;
+            OnPropertyChanged(new PropertyChangedEventArgs(prop));
+         }
+      }
+
+      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
+         OnPropertyChanged(new PropertyChangedEventArgs(prop));
+
+      class InnerGroupSubscription : IDisposable {
+         public readonly PNLRowCollectionViewGroup _inner_group;
+         readonly PNLRowCollectionViewGroup _parent;
+         PNLNormalizedData _last_data = PNLNormalizedData.zero;
+         int _last_count, _last_selected_item_count;
+
+         public InnerGroupSubscription(PNLRowCollectionViewGroup parent, PNLRowCollectionViewGroup inner_group) {
+            _parent = parent;
+            _inner_group = inner_group;
+            _inner_group.parent = parent;
+            // init item count
+            _on_item_count_changed();
+            // listen to item count changes
+            _inner_group.ProtectedItemCountChanged += _on_item_count_changed;
+            // init selected item count
+            _on_selected_item_count_changed();
+            // listen to selected item count changes
+            _inner_group.selected_item_count_changed += _on_selected_item_count_changed;
+            // init data
+            _on_normalized_data_changed();
+            // listen to data changes
+            _inner_group.data_changed += _on_normalized_data_changed;
+            _parent._selected_item_count += _inner_group._selected_item_count;
+         }
+
+         public void Dispose() {
+            _inner_group.ProtectedItemCountChanged -= _on_item_count_changed;
+            _inner_group.selected_item_count_changed -= _on_selected_item_count_changed;
+            _inner_group.data_changed -= _on_normalized_data_changed;
+            _inner_group.parent = null;
+            // make sure the state is valid (if a bad state goes by undetected here, nefarious/difficult-to-track bugs could arise)
+            if (_last_count != _inner_group.ProtectedItemCount) {
+               Log.Ui.warn("Cached inner count is not equal to the inner group's ItemCount (entire tree structure may be compromised).");
+            }
+            if (_last_data != _inner_group.data) {
+               Log.Ui.warn($"Cached normalized data is not equal to the inner group's normalized data (aggregated pnl data may be compromised).");
+            }
+            _parent.ProtectedItemCount -= _last_count;
+            _parent.data -= _last_data;
+            _parent._selected_item_count -= _last_selected_item_count;
+         }
+
+         void _on_item_count_changed() {
+            // add the delta
+            _parent.ProtectedItemCount += (_inner_group.ProtectedItemCount - _last_count);
+            // reset the local cache
+            _last_count = _inner_group.ProtectedItemCount;
+         }
+
+         void _on_selected_item_count_changed() {
+            _parent._selected_item_count += (_inner_group._selected_item_count - _last_selected_item_count);
+            _last_selected_item_count = _inner_group._selected_item_count;
+         }
+
+         void _on_normalized_data_changed() {
+            var new_data = _inner_group.data;
+            _parent.data += new_data - _last_data;
+            _last_data = new_data;
+         }
+      }
+   }
+}
@@ -0,0 +1,413 @@
+using bts.collections;
+using mbts;
+using mbts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.controls.adorners;
+using mbts.ui.converters;
+using mbts.ui.extensions;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Dynamic;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace bts.shell.pnl {
+   enum PNLHeaderRowDisplay {
+      None,
+      Total,
+      SelectedTotal
+   }
+
+   partial class PNLView : UserControl {
+      public enum Columns {
+         Account = 1,
+         // Security
+         Exchange,
+         Symbol,
+         SecurityType,
+         Security,
+         SecurityKey,
+         CPP,
+         // SOD
+         SODPNL,
+         SODLongPos,
+         SODLongAvgPrice,
+         SODShortPos,
+         SODShortAvgPrice,
+         SODNetPos,
+         // Day
+         DayPNL,
+         DayLongPos,
+         DayLongAvgPrice,
+         DayShortAvgPrice,
+         DayShortPos,
+         DayCalcType,
+         DayNetPos,
+         HasDayTrades,
+         // Raw Day
+         RawDayLongPos,
+         RawDayShortPos,
+         RawDayNetPos,
+         // Working
+         WorkingLongPos,
+         WorkingLongAvgPrice,
+         WorkingShortPos,
+         WorkingShortAvgPrice,
+         WorkingNetPos,
+         // Total
+         TotalPNL,
+         TotalLongPos,
+         TotalLongAvgPrice,
+         TotalShortPos,
+         TotalShortAvgPrice,
+         TotalNetPos,
+         // Market
+         BidPrice,
+         MidPrice,
+         AskPrice,
+         LastPrice,
+         SettlementPrice,
+         PNLPrice
+      }
+
+      public static readonly IValueConverter
+         IncrementalGroupLevelConverter = ValueConverter.create<int, int>(level => level + 1),
+         GroupLevelMarginConverter = ValueConverter.create<int, Thickness>(level => new Thickness(24 * level, 0, 0, 0)),
+         ExpandedVisualStateConverter = ValueConverter.create<bool, string>(is_expanded => is_expanded ? "Expanded" : "Collapsed");
+
+      public static readonly IMultiValueConverter
+         TotalHeaderRowDisplayTextConverter = ValueConverter.create<int, int, string>((filtered, total) => $"Total ({(filtered == total ? total.ToString() : $"{filtered}/{total}")})"),
+         CellParamsConverter = ValueConverter.create<object, Columns, PNLCell>((item, col) => new PNLCell(item, col));
+
+      public static readonly RoutedCommand CellClickCommand = new RoutedCommand();
+
+      static readonly string _node_path_separator = $" {SpecialCharacters.Dot} ";
+
+      IDisposable _anchors_hook, _animations_hook;
+      int _anchor_version;
+
+      public PNLView() {
+         SetCurrentValue(AnchorIndexProperty, new AnchorIndex());
+         InitializeComponent();
+         SetBinding(AnchorsProperty, new Binding(nameof(PNLVM.anchors)));
+         _grid.ConnectOnLoaded(() => {
+            if (_grid.try_find_descendent_of_type(out DIYGridRowsPresenter presenter)) {
+               presenter.GroupItemSelectionPivot += on_group_item_selection_pivot;
+               return Disposable.Create(() => presenter.GroupItemSelectionPivot -= on_group_item_selection_pivot);
+            }
+            return null;
+         });
+         void on_group_item_selection_pivot(object sender, GroupItemSelectionPivotEventArgs e) =>
+            e.Handled = e.group_item is PNLRowCollectionViewGroup pnl_group && pnl_group.is_expanded;
+      }
+
+      public new PNLVM DataContext {
+         get => base.DataContext as PNLVM;
+         set => base.DataContext = value;
+      }
+
+      public bool EnableAnimations {
+         get => _animations_hook != null;
+         set {
+            if (EnableAnimations != value) {
+               if (_animations_hook == null) {
+                  _animations_hook = AdornerHelper.attach_continuously_on_loaded(
+                     () => new GridAnimation.DIYGridAnimationAdorner<Columns>(_grid, _grid.descendants_of_type<DIYGridRowsPresenter>().First()),
+                     _grid);
+               } else {
+                  _animations_hook.Dispose();
+                  _animations_hook = null;
+               }
+            }
+         }
+      }
+
+      #region AnchorIndex
+      public static readonly DependencyProperty AnchorIndexProperty =
+         WPFHelper.create_dp<AnchorIndex, PNLView>(
+            nameof(AnchorIndex),
+            (o, v) => v?.reset(o?.Anchors));
+
+      public AnchorIndex AnchorIndex {
+         get => GetValue(AnchorIndexProperty) as AnchorIndex;
+         set => SetValue(AnchorIndexProperty, value);
+      }
+      #endregion
+
+      #region GroupLevel
+      public static readonly DependencyProperty GroupLevelProperty =
+         DependencyProperty.RegisterAttached(
+            "GroupLevel",
+            typeof(int),
+            typeof(PNLView),
+            new PropertyMetadata(0, (d, e) => {
+               if (d is GroupItem group && e.NewValue is int level)
+                  group.SetBinding(DIYGrid.ColumnKeyProperty, new Binding($"{nameof(Anchors)}[{level}]") { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(PNLView), 1) });
+            }));
+
+      public static int GetGroupLevel(DependencyObject d) => (int)d.GetValue(GroupLevelProperty);
+      public static void SetGroupLevel(DependencyObject d, int value) => d.SetValue(GroupLevelProperty, value);
+
+      void _grid_loaded(object sender, RoutedEventArgs e) {
+         // this is a hack to make room for the 'totals row' between the column headers and the regular rows. 
+         if (_grid.try_find_descendent_of_type(out DIYGridRowsPresenter rp)) {
+            rp.SetBinding(MarginProperty, new Binding(nameof(PNLVM.header_row_display)) {
+               Converter = ValueConverter.create<PNLHeaderRowDisplay, Thickness>(hrd => {
+                  double top = 0;
+                  if ((hrd & PNLHeaderRowDisplay.Total) != 0)
+                     top += 24;
+                  if ((hrd & PNLHeaderRowDisplay.SelectedTotal) != 0)
+                     top += 24;
+                  return new Thickness(0, top, 0, 0);
+               }),
+               Source = DataContext
+            });
+         }
+      }
+      #endregion
+
+      #region Anchors
+      public static readonly DependencyProperty AnchorsProperty =
+         WPFHelper.create_dp<IEnumerable<Columns>, PNLView>(
+            nameof(Anchors),
+            (o, v) => {
+               var cols = o?._grid?.Columns;
+               if (cols == null)
+                  return;
+               if (!(o._grid.Rows is ICollectionView rows_view))
+                  return;
+               if (!(v is INotifyCollectionChanged anchor_notifier && v is IReadOnlyList<Columns> anchor_keys))
+                  return;
+               int version = ++o._anchor_version;
+               bool busy = false;
+               var pnl_cols = cols.CastObservable<DIYGrid.ColumnBase, PNLColumn>();
+               Disposable.replace(ref o._anchors_hook, Disposable.Create(
+                  anchor_notifier.Subscribe((_, __) => {
+                     if (busy)
+                        return;
+                     // invoke async to avoid noisy consecutive resets due to batch changes
+                     busy = true;
+                     o.Dispatcher.InvokeAsync(() => {
+                        sync_anchor_cols();
+                        busy = false;
+                     });
+                  })));
+               o.AnchorIndex?.reset(anchor_keys);
+               sync_anchor_cols();
+               void sync_anchor_cols() {
+                  // since reset is invoked asynchronously, need to check we are still the latest version.
+                  if (o._anchor_version != version)
+                     return;
+                  o.AnchorIndex?.reset(anchor_keys);
+                  // move all the anchor columns to the left, ordered by anchor position (grouping hierarchy).
+                  for (int i = 0; i < anchor_keys.Count; i++) {
+                     if (pnl_cols.TryGetFirst(c => c.key == anchor_keys[i], out var match, out int curr_pos)) {
+                        match.is_visible = true;
+                        if (curr_pos != i) {
+                           cols.Move(curr_pos, i);
+                        }
+                        match.anchor_index = i + 1;
+                     }
+                  }
+                  for (int i = anchor_keys.Count; i < pnl_cols.Count; i++) {
+                     pnl_cols[i].anchor_index = null;
+                  }
+                  using (rows_view.DeferRefresh()) {
+                     rows_view.GroupDescriptions.Clear();
+                     var anchor_cols = from key in anchor_keys
+                                       join col in pnl_cols on key equals col.key
+                                       select new PNLGroupDescription(col);
+                     rows_view.GroupDescriptions.AddRange(anchor_cols);
+                  }
+               }
+            });
+
+      public IEnumerable<Columns> Anchors {
+         get => GetValue(AnchorsProperty) as IEnumerable<Columns>;
+         set => SetValue(AnchorsProperty, value);
+      }
+      #endregion
+
+      void _cell_click(PNLCell cell) {
+         Log.Ui.info($"PNLCell Click: {cell}.");
+         try {
+            switch (cell.column) {
+               case Columns.SODNetPos:
+               case Columns.SODLongPos:
+               case Columns.SODShortPos:
+               case Columns.DayNetPos:
+               case Columns.DayLongPos:
+               case Columns.DayShortPos:
+               case Columns.RawDayNetPos:
+               case Columns.RawDayLongPos:
+               case Columns.RawDayShortPos:
+               case Columns.TotalNetPos:
+               case Columns.TotalLongPos:
+               case Columns.TotalShortPos: {
+                     var oneof = cell.oneof();
+                     if (oneof == null)
+                        return;
+                     var (vm, context, title, fg) = cell.oneof().Match(_row_fills, _group_fills, _header_fills);
+                     _show_auxiliary_popup(vm, context, title, fg);
+                  }
+                  break;
+               case Columns.WorkingNetPos:
+               case Columns.WorkingLongPos:
+               case Columns.WorkingShortPos: {
+                     var (vm, context, title, fg) = cell.oneof().Match(_orderbook_params, _orderbook_params, _orderbook_params);
+                     _show_auxiliary_popup(vm, context, title, fg);
+                  }
+                  break;
+            }
+         } catch (Exception ex) {
+            Log.Ui.warn($"{nameof(PNLView)} error on cell click: {ex}.");
+         }
+      }
+
+      #region Fills
+      (FillsVM vm, string context, string title, Color fg) _row_fills(PNLRowCell cell) {
+         var (title_desc, fg) = _fills_title(cell.column);
+         return (DataContext.mk_fills_vm(cell.row, cell.column), $"{cell.row.account_name} {cell.row.security}", title_desc, fg);
+      }
+
+      (FillsVM vm, string context, string title, Color fg) _group_fills(PNLGroupCell cell) {
+         var (title_desc, fg) = _fills_title(cell.column);
+         return (DataContext.mk_fills_vm(cell.group, cell.column), string.Join(_node_path_separator, cell.group.GroupNamePath), title_desc, fg);
+      }
+
+      (FillsVM vm, string context, string title, Color fg) _header_fills(PNLHeaderRowCell cell) {
+         var (title_desc, fg) = _fills_title(cell.column);
+         return (DataContext.mk_fills_vm(cell.header_row, cell.column), EnumHelper.get_display_name(cell.header_row), title_desc, fg);
+      }
+
+      static (string desc, Color fg) _fills_title(Columns key) {
+         const uint net_fg = 0x333333u;
+         switch (key) {
+            case Columns.SODLongPos: return ("Open Buy Fills", BTSColors.MarketData.bid);
+            case Columns.SODShortPos: return ("Open Sell Fills", BTSColors.MarketData.ask);
+            case Columns.SODNetPos: return ("Open Fills", net_fg.rgb_color());
+            case Columns.DayLongPos: return ("Day Buy Fills", BTSColors.MarketData.bid);
+            case Columns.DayShortPos: return ("Day Sell Fills", BTSColors.MarketData.ask);
+            case Columns.DayNetPos: return ("Day Fills", net_fg.rgb_color());
+            case Columns.RawDayLongPos: return ("Raw Day Buy Fills", BTSColors.MarketData.bid);
+            case Columns.RawDayShortPos: return ("Raw Day Sell Fills", BTSColors.MarketData.ask);
+            case Columns.RawDayNetPos: return ("Raw Day Fills", net_fg.rgb_color());
+            case Columns.TotalLongPos: return ("All Buy Fills", BTSColors.MarketData.bid);
+            case Columns.TotalShortPos: return ("All Sell Fills", BTSColors.MarketData.ask);
+            case Columns.TotalNetPos: return ("All Fills", net_fg.rgb_color());
+            default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
+         }
+      }
+      #endregion
+
+      #region OrderBook
+      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLRowCell cell) {
+         var (title_desc, fg) = _orderbook_title(cell.column);
+         return (DataContext.mk_orderbook_vm(cell.row, cell.column), $"{cell.row.account_name} {cell.row.security}", title_desc, fg);
+      }
+
+      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLGroupCell cell) {
+         var (title_desc, fg) = _orderbook_title(cell.column);
+         return (DataContext.mk_orderbook_vm(cell.group, cell.column), string.Join(_node_path_separator, cell.group.GroupNamePath), title_desc, fg);
+      }
+
+      (OrderBookVM vm, string context, string title, Color fg) _orderbook_params(PNLHeaderRowCell cell) {
+         var (title_desc, fg) = _orderbook_title(cell.column);
+         return (DataContext.mk_orderbook_vm(cell.header_row, cell.column), EnumHelper.get_display_name(cell.header_row), title_desc, fg);
+      }
+
+      static (string desc, Color fg) _orderbook_title(Columns key) {
+         switch (key) {
+            case Columns.WorkingLongPos: return ("Working Buy Orders", BTSColors.MarketData.bid);
+            case Columns.WorkingShortPos: return ("Working Sell Orders", BTSColors.MarketData.ask);
+            case Columns.WorkingNetPos: return ("Working Orders", 0x333333u.rgb_color());
+            default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
+         }
+      }
+      #endregion
+
+      void _cell_click_executed(object sender, ExecutedRoutedEventArgs e) {
+         if (e.Parameter is PNLCell cell) {
+            _cell_click(cell);
+         } else Log.Ui.warn($"{nameof(PNLView)} '{nameof(_cell_click_executed)}' parameter should be a {typeof(PNLCell)} (actually '{e.Parameter}').");
+      }
+
+      void _on_group_item_mouse_down(object sender, MouseButtonEventArgs e) {
+         if (!e.Handled && sender is FrameworkElement el && el.DataContext is PNLRowCollectionViewGroup group) {
+            if (e.ClickCount == 2) {
+               group.is_expanded = !group.is_expanded;
+            } else if (el.try_find_ancestor_of_type(out DIYGrid grid) && grid.SelectionMode != SelectionMode.Single) {
+               group.is_all_selected = !group.is_all_selected.GetValueOrDefault();
+            } else {
+               return;
+            }
+            e.Handled = true;
+         }
+      }
+
+      async void _show_auxiliary_popup<T>(T content, string context_desc, string title_desc, Color fg) {
+         // vm
+         dynamic header = new ExpandoObject();
+         header.context = context_desc;
+         header.title = title_desc;
+         header.title_foreground = fg;
+         header.keep_open = false;
+         // view
+         var view = new PNLAuxiliaryPopupView {
+            Content = content,
+            Header = header,
+            HorizontalAlignment = HorizontalAlignment.Left,
+            VerticalAlignment = VerticalAlignment.Top
+         };
+         await Task.Delay(100); // Wait for obvm to load rows collection before showing UI to avoid a flash
+         view.Measure(new Size(double.PositiveInfinity, double.PositiveInfinity));
+         // popup adorner
+         // tho unlikely, better not assume target cell is non-null
+         var target_cell = _grid.ChildAtPoint<HyperlinkCell>(Mouse.GetPosition(_grid));
+         var popup_adorner = new PopupAdorner(_grid, target_cell ?? (FrameworkElement)_grid, view, HorizontalPosition.Middle, VerticalPosition.Bottom, 0, 0) {
+            OpenRelativeToMouse = target_cell == null,
+            EnableDragMove = true,
+            ClipToBounds = true
+         };
+         popup_adorner.SetBinding(PopupAdorner.StaysOpenProperty, new Binding("keep_open") { Source = header });
+         popup_adorner.PopupElement.InputBindings.Add(new KeyBinding(ApplicationCommands.Close, Key.Escape, ModifierKeys.None));
+         popup_adorner.PopupElement.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (s, e) => {
+            Log.assert(popup_adorner != null);
+            popup_adorner.detach();
+            popup_adorner = null;
+         }));
+         popup_adorner.attach();
+         popup_adorner.IsOpen = true;
+         FocusManager.SetIsFocusScope(popup_adorner.PopupElement, true);
+         popup_adorner.AdornedElement.Focus();
+      }
+
+      class PNLGroupDescription : PropertyGroupDescription, IEquatable<PNLGroupDescription> {
+         public PNLGroupDescription(PNLColumn column) : base(column.data_member_path.Path) =>
+            key = column.key;
+
+         public Columns key { get; }
+
+         public bool Equals(PNLGroupDescription other) =>
+            other != null && key == other.key;
+
+         public override int GetHashCode() =>
+            key.GetHashCode();
+
+         public override bool Equals(object obj) =>
+            Equals(obj as PNLGroupDescription);
+      }
+   }
+}
@@ -5,6 +5,7 @@ using bts.spark;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
+using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
@@ -16,12 +17,17 @@ using static mbts.ui.shell.ProtoBufSerializationHelper;
 namespace bts.shell {
   [Export(typeof(IShellModule))]
   class TradingShellModule : IShellModule {
-      LadderWindowFactory _lwf;
-      OrderBookWindowFactory _obwf;
-      FillsWindowFactory _fwf;
-      PAndLWindowFactory _plwf;
-      AlgoStudioWindowFactory _aswf;
-      ManualFillsWindowFactory _mfwf;
+      readonly PNLConfig _pnl_conf;
+      // window factories
+      readonly LadderWindowFactory _lwf;
+      readonly OrderBookWindowFactory _obwf;
+      readonly FillsWindowFactory _fwf;
+      readonly PAndLWindowFactory _old_plwf;
+      readonly PNLWindowFactory _plwf;
+      readonly AlgoStudioWindowFactory _aswf;
+      readonly ManualFillsWindowFactory _mfwf;
+      //
+      List<SparkCommand> _actions;

      [ImportingConstructor]
      public TradingShellModule(
@@ -33,10 +39,17 @@ namespace bts.shell {
            OrdersModel orders_model,
            md.MBOService mbo,
            ErrorReporter error_reporter) {
+         /// Unlike our <see cref="SparkCommand"/> members, <see cref="IShellWindowFactory"/> members must be instantiated immediately,
+         /// as they are responsible for launching windows in response to a SparkTag being published to the bus.
+         /// The tags may be published by anything (i.e., not just the spark commands in <see cref="actions"/>).
         _lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model, mbo);
         _obwf = new OrderBookWindowFactory(this, bus, notification_service, notification_service_data_cache, orders_model, settings_hub);
         _fwf = new FillsWindowFactory(this, bus, settings_hub, orders_model);
-         _plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
+         _pnl_conf = new PNLConfig(mbts.config.Configuration.get<bts.config.PNLOptions>());
+         if (_pnl_conf.show_new_pnl)
+            _plwf = new PNLWindowFactory(this, bus, settings_hub, orders_model);
+         if (_pnl_conf.show_old_pnl)
+            _old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
         _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
         _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
      }
@@ -47,31 +60,62 @@ namespace bts.shell {

      public int priority => 20;

-      public IEnumerable<SparkCommand> actions => new [] {
-         SparkCommands.ShowOrders.complete(() => bts.shell.orderbook.OrderBookStartupData.Default),
-         SparkCommands.ShowFills(null).complete(() => new FillsSettings()),
-         SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()),
-         SparkCommands.PickLadder,
-         SparkCommands.PickOrderTicket,
-         SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
-         SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
-      };
+      public IEnumerable<SparkCommand> actions {
+         get {
+            if (_actions == null) {
+               _actions = new List<SparkCommand> {
+                  SparkCommands.ShowOrders.complete(() => bts.shell.orderbook.OrderBookStartupData.Default),
+                  SparkCommands.ShowFills(null).complete(() => new FillsSettings()),
+               };
+               if (_pnl_conf.show_new_pnl)
+                  _actions.Add(SparkCommands.ShowPNL.complete(() => null));
+               if (_pnl_conf.show_old_pnl)
+                  _actions.Add(SparkCommands.ShowPAndL.complete(() => new PAndLWindowFactory.PAndLStartupData()));
+               _actions.AddRange(new[] {
+                  SparkCommands.PickLadder,
+                  SparkCommands.PickOrderTicket,
+                  SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
+                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
+               });
+            }
+            return _actions;
+         }
+      }

-      IEnumerable<IShellWindowFactory> window_factories() {
-         yield return _lwf;
-         yield return _obwf;
-         yield return _fwf;
-         yield return _plwf;
-         yield return _aswf;
-         yield return _mfwf;
+      IEnumerable<IShellWindowFactory> _window_factories {
+         get {
+            yield return _lwf;
+            yield return _obwf;
+            yield return _fwf;
+            if (_plwf != null)
+               yield return _plwf;
+            if (_old_plwf != null)
+               yield return _old_plwf;
+            yield return _aswf;
+            yield return _mfwf;
+         }
      }

      public Task<IShellWindow> create(Stream load_stream) =>
-         dispatch_to_factory(load_stream, window_factories().ToArray());
+         dispatch_to_factory(load_stream, _window_factories.ToArray());

      public void Dispose() {
-         foreach (var i in window_factories())
-            if (i != null) i.Dispose();
+         if (_actions != null) {
+            _actions.OfType<IDisposable>().DisposeAll();
+            _actions = null;
+         }
+         _window_factories.DisposeAll();
+      }
+
+      readonly struct PNLConfig {
+         public readonly bool
+            show_new_pnl,
+            show_old_pnl;
+
+         public PNLConfig(bts.config.PNLOptions options) {
+            show_new_pnl = options.show_new_pnl;
+            show_old_pnl = options.show_old_pnl;
+         }
      }
   }
 }
@@ -4,6 +4,7 @@ using bts.api.orderman;
 using bts.collections;
 using bts.spark;
 using mbts;
+using mbts.co2;
 using mbts.collections;
 using mbts.spark;
 using mbts.ui;
@@ -13,6 +14,7 @@ using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Reactive.Subjects;

 namespace bts.shell {
   interface INotificationService {
@@ -22,25 +24,48 @@ namespace bts.shell {
      IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate);
      IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound);
      IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate);
+      // Note: security criteria should not be incorporated in the predicate's 'trigger' impl.
+      // It is easier/cleaner if the INotificationService incorporates the criteria internally.
+      IDisposable link_to_trades(SecurityCriteria security_criteria, IPredicate<TradeInfo> predicate, SoundNotification sound);
   }

   [Export(typeof(INotificationService))]
   partial class NotificationService : INotificationService, IDisposable {
+      // activity notifications
      readonly NotificationProcessor<Activity> _activity_notifications;
+      // order notifications
      readonly NotificationProcessor<OrderSecurity> _order_notifications;
+      // trade notifications
+      readonly NotificationProcessor<TradeInfo> _trade_notifications;
+      readonly MDConsumer _consumer;
+      readonly Subject<IEnumerable<SecurityCriteria>> _trade_criteria_subject = new Subject<IEnumerable<SecurityCriteria>>();
+      readonly RefCountMap<SecurityCriteria> _trade_criteria_refs = new RefCountMap<SecurityCriteria>();
+      readonly object _trade_lock = new object();
+      //
      readonly DataCache _data_cache = new DataCache();
+      readonly LoggerContext _log = new LoggerContext(Log.Ui, "Notification Service ", null);

      IDisposable _dispose;

      [ImportingConstructor]
-      public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model) {
+      public NotificationService(IBus bus, INotifier notifier, OrdersModel orders_model, MDConsumer consumer) {
         this.notifier = notifier;
         _activity_notifications = new NotificationProcessor<Activity>(notifier);
         _order_notifications = new NotificationProcessor<OrderSecurity>(notifier);
+         _trade_notifications = new NotificationProcessor<TradeInfo>(notifier);
+         _consumer = consumer;
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.LogActivity).Subscribe(_on_activity),
-            orders_model.on_orders.Subscribe(_on_orders)
-         );
+            orders_model.on_orders.Subscribe(_on_orders),
+            TradesSource.create(
+               consumer,
+               bus.subscribe(SparkTags.SecuritiesTag).BufferLatest(TimeSpan.FromSeconds(2))
+               .Table(s => s.security.Id)
+               .Where(t => t.has_changes())
+               .Select(m => MappedDictionary.create(m.state, smd => smd.security)),
+               _trade_criteria_subject,
+               TimeSpan.FromSeconds(0.2))
+            .Subscribe(_trade_notifications.process_items));
      }

      [Export(typeof(INotificationServiceDataCache))]
@@ -51,8 +76,42 @@ namespace bts.shell {
      public IDisposable link_to_activity(INotificationPredicate<Activity> toast_notification_predicate) => _activity_notifications.link(toast_notification_predicate);
      public IDisposable link_to_order(IPredicate<OrderSecurity> predicate, SoundNotification sound) => _order_notifications.link(predicate, sound);
      public IDisposable link_to_order(INotificationPredicate<OrderSecurity> toast_notification_predicate) => _order_notifications.link(toast_notification_predicate);
+
+      public IDisposable link_to_trades(SecurityCriteria security_criteria, IPredicate<TradeInfo> predicate, SoundNotification sound) {
+         if (predicate == null) {
+            _log.warn("cannot create trade alert sound because the specified predicate is null.");
+            return Disposable.empty;
+         }
+         if (!security_criteria.is_defined()) {
+            // there are simply too many trades to support universal-product predicates, therefor a product filter must be specified (aka SecrityCriteria).
+            _log.warn("cannot create trade alert sound because the specified security criteria is not defined.");
+            return Disposable.empty;
+         }
+         // This criteria predicate may be redundant, but it safe guards against a case
+         // where the criteria has not been incorporated into the predicate,
+         // as there doesn't seem to be a great way to require this in the interface.
+         // Note: verifying the criteria twice (instead of once) should not hurt on perf at all.
+         predicate = predicate.and<TradeInfo>(PredicateBuilder.create<TradeInfo>(t => ContractPickerModel.security_in_criteria(security_criteria, t.security)));
+         var link = _trade_notifications.link(predicate, sound);
+         lock (_trade_lock) {
+            if (_trade_criteria_refs.increment_adds_key(security_criteria))
+               _reset_trade_readers();
+         }
+         return Disposable.Create(() => {
+            Disposable.dispose(ref link);
+            lock (_trade_lock) {
+               if (_trade_criteria_refs.decrement_removes_key(security_criteria))
+                  _reset_trade_readers();
+            }
+         });
+      }
+
      public void Dispose() => Disposable.dispose(ref _dispose);

+      /// should only call this within a locked scope (<see cref="_trade_lock"/>)
+      void _reset_trade_readers() =>
+         _trade_criteria_subject.OnNext(_trade_criteria_refs.Keys);
+
      void _on_activity(Activity activity) =>
         _activity_notifications.process_item(activity);

@@ -128,6 +187,31 @@ namespace bts.shell {
            if (sounds.Count > 0 || toast.Count > 0)
               _notifier.notify(toast, sounds);
         }
+
+         public void process_items(IEnumerable<T> source) {
+            var sounds = new HashSet<SoundNotification>();
+            var toast = new HashSet<IToastNotification>();
+            var temp_sound_triggers = _sound_trigger_refs;
+            if (temp_sound_triggers.Count > 0) {
+               foreach (var v in source) {
+                  foreach (var trigger_kv in temp_sound_triggers) {
+                     if (trigger_kv.Key.trigger(v))
+                        sounds.AddRange(trigger_kv.Value.Keys);
+                  }
+               }
+            }
+            var temp_toast_triggers = _toast_trigger_refs;
+            if (temp_toast_triggers.Count > 0) {
+               foreach (var v in source) {
+                  foreach (var trigger_kv in temp_toast_triggers) {
+                     if (trigger_kv.Key.trigger(v) is IToastNotification tn && tn.pass)
+                        toast.Add(tn);
+                  }
+               }
+            }
+            if (sounds.Count > 0 || toast.Count > 0)
+               _notifier.notify(toast, sounds);
+         }
      }
   }
 }
@@ -1,9 +1,7 @@
-using mbts;
-using mbts.ui.utility;
+using bts.utils;
 using ProtoBuf;
 using System;
 using System.ComponentModel;
-using System.Text;

 namespace bts.shell {
   enum LicenseType {
@@ -33,7 +31,7 @@ namespace bts.shell {
   }

   [ProtoContract]
-   class SoundNotification {
+   class SoundNotification : IEquatable<SoundNotification> {
      SystemSound? _system_sound;
      string _uri_sound;

@@ -81,6 +79,19 @@ namespace bts.shell {
      [ProtoMember(2)]
      public string uri_sound { get => _uri_sound; set => _set_ref_type(ref _uri_sound, value); }

+      public bool Equals(SoundNotification other) =>
+         other != null &&
+         _system_sound == other._system_sound &&
+         _uri_sound == other._uri_sound;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as SoundNotification);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            _system_sound.GetHashCode(),
+            _uri_sound?.GetHashCode() ?? 0);
+
      void _set<T>(ref T? field, T? value) where T : struct {
         if (value != null) {
            _clear_values();