Merge branch 'master' of bitbucket.org:bluetradesys/spark into fix2

Fix expired fill crash

.gitignore

@@ -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

doc/user/CMakeDeps.cmake

@@ -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)

doc/user/content/release_notes/_index.md

@@ -4,6 +4,64 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 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
@@ -16,6 +74,7 @@ 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

src/client/spark/App.xaml.cs

@@ -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);
       }

src/client/spark/Daemons/GlobalAlertsDaemon.cs

@@ -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);
+   }
+}

src/client/spark/Images/Icons.cs

@@ -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"); } }

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

@@ -1,7 +1,7 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns: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
+    M 87.5 10 C 80.313542 10 74.400391 15.913151 74.400391 23.099609 V 397.90039 C 74.400391 405.08685 80.313541 411 87.5 411 h 374.80078 c 7.18646 0 13.09961 -5.91315 13.09961 -13.09961 V 23.099609 C 475.40039 15.913151 469.48724 10 462.30078 10 Z m 13 26.199219 H 449.19922 V 384.90039 H 100.5 Z M 21.099609 76.400391 C 13.912943 76.400391 8 82.313333 8 89.5 v 374.80078 c 0 7.18667 5.912943 13.09961 13.099609 13.09961 H 395.90039 c 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 0 -7.18667 -5.91294 -13.10156 -13.09961 -13.10156 H 34.199219 V 89.5 c 0 -7.186667 -5.912943 -13.099609 -13.09961 -13.099609 z M 274.90039 116.5 c -7.18667 0 -13.09961 5.91294 -13.09961 13.09961 V 197.5 h -67.90039 c -7.18667 0 -13.09961 5.91294 -13.09961 13.09961 0 7.18667 5.91294 13.09961 13.09961 13.09961 h 67.90039 v 67.90039 c 0 7.18667 5.91294 13.09961 13.09961 13.09961 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 v -67.90039 h 67.90039 c 7.18667 0 13.09961 -5.91294 13.09961 -13.09961 v -0.0391 -0.0391 C 368.85982 203.37217 363.03372 197.5 355.90039 197.5 H 288 V 129.59961 C 288 122.41294 282.08706 116.5 274.90039 116.5 Z
   </sys:String>
 
   <!--File (the icon is free to use if we include this information in our credit section)
@@ -116,7 +114,7 @@
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@@ -1149,10 +1164,10 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
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-  <!-- Pin 
+  <!-- Pin
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+        Unpin
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-</ResourceDictionary>   
+</ResourceDictionary>

src/client/spark/Modules/Market/MarketView/MarketViewRow.cs

@@ -36,6 +36,7 @@ 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;
 
@@ -89,6 +90,10 @@ 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)),
@@ -102,6 +107,7 @@ 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 uint last_size => _last_size.value;
          public double bid_price => _bid_price.Value;

src/client/spark/Modules/Market/MarketView/MarketViewVM.cs

@@ -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;
@@ -42,12 +41,13 @@ namespace mbts.spark {
          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 +77,18 @@ 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 +96,7 @@ 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 +110,8 @@ 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 }
          };
@@ -151,6 +144,7 @@ namespace mbts.spark {
                      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);
@@ -162,7 +156,7 @@ namespace mbts.spark {
             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),
+            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)
          );
@@ -230,6 +224,7 @@ namespace mbts.spark {
       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));
@@ -261,6 +256,7 @@ namespace mbts.spark {
             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(),

src/client/spark/Modules/Market/MarketView/MarketViewView.xaml.cs

@@ -8,8 +8,34 @@ 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,
+         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() {

src/client/spark/Modules/Market/MarketView/MarketViewWindow.cs

@@ -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;

src/client/spark/Modules/Market/MarketView/MarketViewWindowFactory.cs

@@ -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());
 
@@ -82,12 +102,13 @@ namespace bts.shell {
             public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
             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);
@@ -119,6 +140,7 @@ namespace bts.shell {
                   yield return last;
                   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 +195,8 @@ 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)]
@@ -202,5 +226,46 @@ namespace bts.shell {
          [ProtoMember(26)]
          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;
+         }
+      }
    }
-}
+}

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

@@ -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;
 

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

@@ -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());

src/client/spark/Modules/Settings/SettingsShellModule.cs

@@ -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);
          }

src/client/spark/Modules/Trading/AlgoStudio/Model/AlgoData.cs

@@ -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;
 

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoParamRowsHelper.cs

@@ -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);

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoParamTemplateSelector.cs

@@ -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; }

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

@@ -68,13 +68,51 @@ 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);
@@ -128,6 +166,7 @@ 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 +214,8 @@ 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) =>
@@ -191,6 +230,7 @@ namespace mbts.spark {
             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 +264,10 @@ 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) : 
@@ -239,6 +282,7 @@ namespace mbts.spark {
          public DateTime fill_time => _fill.Timestamp.to_local_time();
          public TimeInForce time_in_force => _order.time_in_force();
          public OrderType order_type => _order.order_type();
+         //public OrderType root_algo_type => _or
          public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
          public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
          public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
@@ -252,6 +296,12 @@ namespace mbts.spark {
          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 => _root_algo?.name ?? root_algo_order_type.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();

src/client/spark/Modules/Trading/Fills/FillsView.xaml.cs

@@ -16,6 +16,7 @@ namespace mbts.ui.spark {
          Symbol,
          TimeInForce,
          OrderType,
+         RootAlgoType,
          Side,
          Price,
          Size,

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

@@ -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 {
@@ -34,6 +30,7 @@ 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 },
@@ -67,5 +64,12 @@ 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);
+      }
    }
 }

src/client/spark/Modules/Trading/Fills/Settings/FillsFilterStates.cs

@@ -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; }
@@ -88,6 +92,7 @@ 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);

src/client/spark/Modules/Trading/Fills/Settings/FillsSettings.cs

@@ -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;

src/client/spark/Modules/Trading/Ladder/LadderSettings.cs

@@ -194,20 +194,27 @@ 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 +222,8 @@ 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);
@@ -273,7 +281,7 @@ 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 +450,8 @@ 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)]
@@ -562,6 +572,7 @@ namespace mbts.spark {
          order_type_visible == other.order_type_visible &&
          account_position_visible == other.account_position_visible &&
          day_position_visible == other.day_position_visible &&
+         raw_day_position_visible == other.raw_day_position_visible &&
          size_presets_visible == other.size_presets_visible &&
          cancel_buys_visible == other.cancel_buys_visible &&
          cancel_sells_visible == other.cancel_sells_visible &&

src/client/spark/Modules/Trading/Ladder/LadderWindowFactory.cs

@@ -11,10 +11,10 @@ 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;
@@ -22,28 +22,31 @@ 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),
@@ -60,6 +63,16 @@ 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) {
@@ -76,10 +89,8 @@ namespace bts.shell {
          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;
@@ -251,12 +262,11 @@ 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();
@@ -301,4 +311,4 @@ namespace bts.shell {
       [ProtoMember(3)]
       public uint settings_id;
    }
-}
+}

src/client/spark/Modules/Trading/Ladder/VM/LadderSettingsVM.cs

@@ -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;

src/client/spark/Modules/Trading/Ladder/VM/LadderVM.cs

@@ -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 +34,9 @@ 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;
+      bool _show_account_position, _show_day_position, _show_raw_day_position;
       ulong _misc_time = 0;
       ulong _last_trade_time = 0;
       IEqualityComparer<double> _equality;
@@ -106,7 +109,10 @@ 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 +138,8 @@ 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 +229,25 @@ 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 +298,7 @@ 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 +325,7 @@ 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;
@@ -321,12 +337,18 @@ namespace mbts.spark {
       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); }
@@ -400,20 +422,19 @@ 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 +451,16 @@ 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() {

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

@@ -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>

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

@@ -476,6 +476,7 @@
                     </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 +487,7 @@
                     <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>

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

@@ -18,32 +18,60 @@ 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) {

src/client/spark/Modules/Trading/ManualFills/ManualFillsModel.cs

@@ -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;

src/client/spark/Modules/Trading/ManualFills/ManualFillsParser.cs

@@ -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));
 

src/client/spark/Modules/Trading/ManualFills/ManualFillsVM.cs

@@ -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();

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

@@ -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> {

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

@@ -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));

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

@@ -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),
@@ -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
@@ -761,7 +773,7 @@ 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;

src/client/spark/Modules/Trading/OrderBook/Settings/OrderBookGridSettingsManager.cs

@@ -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,

src/client/spark/Modules/Trading/PAndLWindowFactory.cs

@@ -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);
+      }
    }
-   
-
-}
+}

src/client/spark/Modules/Trading/PNL/Data/PNLData.cs

@@ -0,0 +1,553 @@
+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 &&
+         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);
+   }
+}

src/client/spark/Modules/Trading/PNL/Data/PNLKey.cs

@@ -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);
+   }
+}

src/client/spark/Modules/Trading/PNL/Data/PNLNormalizedData.cs

@@ -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);
+   }
+}

src/client/spark/Modules/Trading/PNL/PNLWindowFactory.cs

@@ -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;
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/PNLAnimationTrigger.cs

@@ -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;
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/PNLCellAppearance.cs

@@ -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;
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/PNLFilterStates.cs

@@ -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();
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/PNLSettings.cs

@@ -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();
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLCellAppearanceOverrideVM.cs

@@ -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
+         };
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLCellAppearanceVM.cs

@@ -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;
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLColumnVM.cs

@@ -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;
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLGroupRowAppearanceVM.cs

@@ -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}"
+         });
+   }
+}

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLSettingsVM.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLCellEmbeddedAnimator.cs

@@ -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();
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLCellIndexBuilder.cs

@@ -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)));
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLCellVM.cs

@@ -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
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLHeaderRowVM.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLRowComparer.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLRowVM.cs

@@ -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 = (decimal)DoubleUtil.nan_to_zero(data.day.long_pos);
+                  day_short = (decimal)DoubleUtil.nan_to_zero(data.day.short_pos);
+                  sod_long = (decimal)DoubleUtil.nan_to_zero(data.sod.long_pos);
+                  sod_short = (decimal)DoubleUtil.nan_to_zero(data.sod.short_pos);
+               }
+               var nd = new PNLNormalizedData(
+                  (decimal)DoubleUtil.nan_to_zero(day_pnl.value),
+                  day_long,
+                  day_short,
+                  (decimal)DoubleUtil.nan_to_zero(data.raw_day.long_pos),
+                  (decimal)DoubleUtil.nan_to_zero(data.raw_day.short_pos),
+                  (decimal)DoubleUtil.nan_to_zero(sod_pnl.value),
+                  sod_long,
+                  sod_short,
+                  (decimal)DoubleUtil.nan_to_zero(data.working_long_pos),
+                  (decimal)DoubleUtil.nan_to_zero(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}";
+   }
+}

src/client/spark/Modules/Trading/PNL/VM/PNLVM.cs

@@ -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(),
+               (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);
+      }
+   }
+}

src/client/spark/Modules/Trading/PNL/View/AnchorIndex.cs

@@ -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);
+      }
+   }
+}

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

@@ -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> 

src/client/spark/Modules/Trading/PNL/View/PNLAuxiliaryPopupView.xaml.cs

@@ -0,0 +1,8 @@
+using System.Windows.Controls;
+
+namespace bts.shell.pnl {
+   partial class PNLAuxiliaryPopupView : HeaderedContentControl {
+      public PNLAuxiliaryPopupView() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Trading/PNL/View/PNLCell.cs

@@ -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));
+   }
+}

src/client/spark/Modules/Trading/PNL/View/PNLColumn.cs

@@ -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();
+   }
+}

src/client/spark/Modules/Trading/PNL/View/PNLRowCollectionView.cs

@@ -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;
+         }
+      }
+   }
+}

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

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Trading/TradingShellModule.cs

@@ -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;
+         }
       }
    }
 }

src/client/spark/Notifications/INotificationService.cs

@@ -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);
+         }
       }
    }
 }

src/client/spark/Notifications/SoundNotification.cs

@@ -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();

src/client/spark/Orders/FillTuple.cs

@@ -2,28 +2,40 @@
 using bts.api.orderman;
 using bts.utils;
 using System;
-
 using static bts.api.orderman.Fill.Types;
 
 namespace mbts.spark {
    class FillTuple : IEquatable<FillTuple> {
       public static readonly Func<FillTuple, string> key_fn = ft => ft.fill.FillKey;
       public readonly FillImmutable fill;
-      public readonly OrderRecordImmutable? order;
       public readonly SecurityImmutable? security;
-      public readonly AlgoData? algo;
-      public readonly AlgoDefinitionMetadata? algo_meta;
 
-      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurity? order_tuple) {
-         this.fill = fill.val;
-         this.security = fill.sec;
-         if (order_tuple is OrderSecurity osam) {
-            order = osam.order;
-            algo = osam.algo;
-            algo_meta = osam.meta;
-         }
+      OrderSecurityRootPair? _order_tuple;
+
+      public FillTuple(FillImmutable fill, SecurityImmutable? security, OrderSecurityRootPair? order_tuple) {
+         this.fill = fill;
+         this.security = security;
+         _order_tuple = order_tuple;
       }
 
+      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurity? order_tuple)
+         : this(fill.val, fill.sec, order_tuple.HasValue ? OrderSecurityRootPair.from_order_security(order_tuple.Value) : (OrderSecurityRootPair?)null) { }
+
+      public AlgoData? algo =>
+         _order_tuple.HasValue ? _order_tuple.Value.order.algo : (AlgoData?)null;
+
+      public AlgoDefinitionMetadata? algo_meta =>
+         _order_tuple.HasValue ? _order_tuple.Value.order.meta : null;
+
+      public OrderRecordImmutable? order =>
+         _order_tuple.HasValue ? _order_tuple.Value.order.order : (OrderRecordImmutable?)null;
+
+      public AlgoData? root_algo =>
+         _order_tuple.HasValue ? _order_tuple.Value.root.algo : (AlgoData?)null;
+
+      public AlgoDefinitionMetadata? root_algo_meta =>
+         _order_tuple.HasValue ? _order_tuple.Value.root.meta : null;
+
       public string account {
          get {
             var account_string = string.Empty;
@@ -33,12 +45,19 @@ namespace mbts.spark {
          }
       }
 
-      public bool Equals(FillTuple other) => other != null
-         && other.order.HasValue == order.HasValue
-         && other.security.HasValue == security.HasValue
-         && other.fill.Equals(fill);
+      public uint account_id =>
+         fill.FillKind != FillKind.Sod && order.HasValue ?
+         order.Value.account_id() :
+         fill.InternalAccountId;
 
-      public override bool Equals(object obj) => Equals(obj as FillTuple);
+      public bool Equals(FillTuple other) =>
+         other != null &&
+         _order_tuple.Equals(other._order_tuple) &&
+         security.HasValue == other.security.HasValue && 
+         fill.Equals(other.fill);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as FillTuple);
 
       public override int GetHashCode() =>
          EqualityComparer.aggregate_hash(
@@ -66,4 +85,4 @@ namespace mbts.spark {
       public static string user(this FillTuple fill_tuple) =>
          fill_tuple.order.HasValue ? fill_tuple.order.Value.user() : string.Empty;
    }
-}
+}

src/client/spark/Orders/NewOrderTicketVM.cs

@@ -53,7 +53,7 @@ namespace mbts.spark {
          send_order = new DelegateCommand<Side>(side => {
             bool price_valid = _validate_price(), size_valid = size_calculator.validate();
             if (price_valid && size_valid && !HasErrors && !properties_vm.HasErrors) {
-               model.send_order(properties_vm.create(side), price, size_calculator.value.Value).ignore();
+               model.send_order(security, properties_vm.create(side), price, size_calculator.value.Value).ignore();
                RequestClose?.Invoke(this, new EventArgs());
             }
          });

src/client/spark/Orders/OrderDataHelper.cs

@@ -304,6 +304,29 @@ namespace mbts.spark.utilities {
 
       public static OneofDescriptor oneof_descriptor => _oneof_desc;
 
+      const double _price_error_margin = 0.0000001;
+      const decimal _price_error_margin_decimal = 0.0000001m;
+
+      public static readonly IComparer<double> PriceComparer = Comparer<double>.Create((a, b) => {
+         if (double.IsNaN(a)) {
+            return double.IsNaN(b) ? 0 : -1;
+         } else if (double.IsNaN(b)) {
+            return 1;
+         } else {
+            double diff = a - b;
+            if (diff <= _price_error_margin && diff >= -_price_error_margin)
+               return 0;
+            return diff > 0 ? 1 : -1;
+         }
+      });
+
+      public static readonly IComparer<decimal> PriceComparerDecimal = Comparer<decimal>.Create((a, b) => {
+            decimal diff = a - b;
+            if (diff <= _price_error_margin_decimal && diff >= -_price_error_margin_decimal)
+               return 0;
+            return diff > 0 ? 1 : -1;
+      });
+
       const string _primary_child_field = "child";
       // algo-type-case maps
       // Note: obv this will break if we change the name of the 'CustomOneofCase' field

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -60,6 +60,7 @@ namespace mbts.spark {
       readonly ListCollectionView<AlgoDefinitionVM> _algo_definitions_view, _favorite_algo_definitions_view;
       readonly TableUpdateBuffer<AlgoData, AlgoKey> _definitions_buffer = new TableUpdateBuffer<AlgoData, AlgoKey>(d => d.key);
       readonly ObservableAggregateCollection<AlgoParamRowVM> _algo_param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+      readonly AlgoDefinitionVM the_anchor_algo_def_vm;
       IReadOnlyDictionary<AlgoKey, AlgoDefinitionMetadata> _algo_metadata = DictionaryHelper.empty<AlgoKey, AlgoDefinitionMetadata>();
       IReadOnlyDictionary<AlgoKey, int> _favorite_algos_index = DictionaryHelper.empty<AlgoKey, int>();
       IDisposable _algo_param_rows_hook;
@@ -68,6 +69,7 @@ namespace mbts.spark {
 
       public OrderPropertiesEditorVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineOrderProperties> order_properties) {
          _model = model;
+         the_anchor_algo_def_vm = AlgoDefinitionVM.create(_model, OrderDataHelper.Defaults.AlgoData(CustomOrderDefinition.CustomOneofCase.Limit));
          var security_source = security_md_source.Select(smd => smd.security);
          _security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
          security_source = _security.observe_current(true);
@@ -237,11 +239,15 @@ namespace mbts.spark {
 
       void _selected_algo_definition_Changed(AlgoDefinitionVM old_value, AlgoDefinitionVM new_value, SelectionReason reason) {
          Disposable.dispose(ref _algo_param_rows_hook);
+         if (old_value != null)
+            // Taha feels that we should always revert to a Limit order either when the user explicity unchecks a sticky button
+            // or when a non-sticky button is pressed. Rather than completely remove the stack at this time (b/c it may be come
+            // back in the future), let's just always push a specfic def_vm.key onto it [Limit] ;)
+            //_selected_algo_stack.Push(old_value.key);
+            _selected_algo_stack.Push(the_anchor_algo_def_vm.key);
          if (new_value != null) {
             if (use_algo_param_grid)
                _algo_param_rows_hook = _connect_algo_param_rows(new_value, _algo_param_rows);
-            if (reason != SelectionReason.Explicit)
-               _selected_algo_stack.Push(new_value.key);
          }
          if (open_algo_popup_on_select) {
             if (reason == SelectionReason.UserSelectedNewValue && new_value?.algo_root is IAlgoVM ar && ar.can_expand)
@@ -277,6 +283,18 @@ namespace mbts.spark {
          get => _selected_algo_definition.selected_item;
          set => _selected_algo_definition.selected_item = value;
       }
+
+      public bool try_get_algo_definition(AlgoKey a, out AlgoDefinitionVM result) =>
+         _algo_definitions.TryGetValue(a, out result);
+
+      public bool try_pop_selected_algo_definition() {
+         if (_selected_algo_stack.TryPop(out AlgoKey k) && _algo_definitions.TryGetValue(k, out AlgoDefinitionVM vm)) {
+            _selected_algo_definition.select_explicit(vm);
+            return true;
+         }
+         return false;
+      }
+
       public AlgoDefinitionVM selected_favorite_algo_definition {
          get => selected_algo_definition?.is_favorite ?? false ? selected_algo_definition : null;
          set {
@@ -353,6 +371,7 @@ namespace mbts.spark {
             d.favorite_index = _get_favorite_algo_index(d.key);
          }
          favorite_algos_column_count = value.column_count;
+         RaisePropertyChanged(nameof(selected_favorite_algo_definition));
       }
 
       static IDisposable _connect_algo_param_rows(AlgoDefinitionVM def, ObservableAggregateCollection<AlgoParamRowVM> rows) =>
@@ -371,4 +390,4 @@ namespace mbts.spark {
          algo_definitions_view.Refresh();
       }
    }
-}
+}

src/client/spark/Orders/OrderUtils.cs

@@ -1,5 +1,6 @@
 using bts.api;
 using bts.api.orderman;
+using bts.co2;
 using bts.spark;
 using bts.utils;
 using mbts.spark.utilities;
@@ -199,6 +200,13 @@ namespace mbts.spark {
       public static string short_description(this OrderRecordImmutable order, ContractSpecificationImmutable? spec) =>
          $"{(order.HasDef ? order.Def.Side.ToString() : "(unknown-side)")} {(order.HasState ? ($@"{spec.format(order.State.Price)} @ {order.State.Quantity}") : "(unknown-price) @ (unknown-quantity)")}";
 
+      public static string short_description(SecurityImmutable security, Side side, double price, uint quantity) =>
+         new StringBuilderEx(
+            security.ToString(), " ",
+            side.ToString(), " ",
+            price_quantity_description(price, quantity, security.spec_or_default())
+         ).ToString();
+
       public static string short_description(this OrderRecordImmutable order, SecurityImmutable? security) {
          var spec = security.spec_or_default();
          return new StringBuilderEx(
@@ -268,6 +276,9 @@ namespace mbts.spark {
       public static Color badge_color(AlgoDefinitionMetadata? algo_meta, OrderMetadata order_meta) =>
          algo_meta?.badge_color ?? order_meta.Color.rgb_color();
 
+      public static string order_collection_summary(double best_price, int best_price_volume, int total_volume) =>
+         order_collection_summary(best_price, best_price_volume, total_volume, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
+
       public static string order_collection_summary(double best_price, int best_price_volume, int total_volume, ContractSpecificationImmutable spec) {
          if (total_volume == 0)
             return string.Empty;
@@ -276,6 +287,14 @@ namespace mbts.spark {
          $"{best_price_volume} ({total_volume}) @ {spec.format(best_price)}";
       }
 
+      public static string order_collection_summary(double best_price, double avg_price, int best_price_volume, int total_volume, ContractSpecificationImmutable spec) {
+         if (total_volume == 0)
+            return string.Empty;
+         return total_volume == best_price_volume ?
+         $"{best_price_volume} @ {spec.format(best_price)}" :
+         $"{best_price_volume} @ {spec.format(best_price)} ({total_volume} @ {spec.format(avg_price)})";
+      }
+
       public static string past_tense(this Side side) {
          switch (side) {
             case Side.Buy: return "Bought";
@@ -328,5 +347,13 @@ namespace mbts.spark {
                return string.Empty;
          }
       }
+
+      public static AggressorSide to_aggressor(this Side side) {
+         switch (side) {
+            case Side.Buy: return AggressorSide.Buy;
+            case Side.Sell: return AggressorSide.Sell;
+            default: return AggressorSide.None;
+         }
+      }
    }
 }

src/client/spark/Orders/OrdersModel.cs

@@ -5,6 +5,7 @@ using bts.api.orderman;
 using bts.api.position;
 using bts.collections;
 using bts.md;
+using bts.shell.pnl;
 using bts.spark;
 using bts.utils;
 using mbts.config;
@@ -68,13 +69,21 @@ namespace mbts.spark {
             .Cache();
 
          on_positions = _position_service.subscribei_position_data().Naggle(interval, scheduler).PermissionFilter(admin_model.on_admin_data).join(sstore, pos => pos.SecurityId).Table().Cache();
-         working_orders = 
+         on_pnl = _position_service.subscribei_pnl_data()
+            .Naggle(interval, scheduler)
+            .join(sstore, p => p.Pos.SecurityId)
+            .TableCheckedAutoCorrect(EqualityComparer<(SecurityImmutable? sec, PNLUnitImmutable data)>.Default)
+            .Where(t => t.has_changes())
+            .Cache();
+         on_account_pnl = _position_service.subscribei_pnl_account_data().Naggle(interval, scheduler).Table().Cache();
+         var working_orders = on_orders.Filter(tup => tup.order.is_active());
+         this.working_orders =
             on_orders.Scan(
-               ImmutableDictionary<uint,OrderSecurity>.Empty, 
+               ImmutableDictionary<uint, OrderSecurity>.Empty,
                (workers, table) => _update_working_orders(workers, table))
                .Replay(1).RefCount();
 
-         on_order_securities = 
+         on_order_securities =
             on_orders
             .as_iincremental()
             .filter(t => t.sec.HasValue)
@@ -132,8 +141,40 @@ namespace mbts.spark {
             OrderSecurityRootPair.from_order_security,
             OrderSecurityHelper.root_pair_key_fn
          ).Cache();
-         // fills
-         var on_fills = 
+         // working account orders
+         var working_account_order_groups = working_orders.GroupTable(t => t.order.Key, t => new PNLKey(t.order.account_id(), t.order.security_key()));
+         // security account pnl
+         security_account_pnl = on_pnl
+#if DEBUG
+            .AssertIncremental(p => new PNLKey(p.Item2.Pos.AccountId, p.Item2.Pos.SecurityId))
+#endif
+            .SelectKeyValue(PNLRowDataFactory.create, PNLRowData.key_fn)
+            .FullJoin(
+               working_account_order_groups,
+               PNLRowData.key_fn,
+               acc_orders => acc_orders.group_key,
+               (pnl_row_data, acc_orders, pnl_key) => pnl_row_data.with(working: WorkingOrderData.Create(acc_orders.table.state.Values.Select(t => t.order))),
+               (pnl_row_data, pnl_id) => pnl_row_data,
+               (acc_orders, pnl_id) => {
+                  string account;
+                  SecurityImmutable? security;
+                  if (acc_orders.table.state.Values.TryGetFirst(out var tup)) {
+                     security = tup.sec;
+                     account = tup.order.account();
+                  } else {
+                     security = null;
+                     account = null;
+                  }
+                  return new PNLRowData(pnl_id,
+                     security: security,
+                     account_name: account,
+                     working: WorkingOrderData.Create(acc_orders.table.state.Values.Select(t => t.order)));
+               },
+               PNLRowData.key_fn)
+               .Where(t => t.has_changes())
+               .Cache();
+         // fill tuples
+         var on_fills =
             _service.subscribei_fills()
             .Naggle(interval, scheduler)
             .PermissionFilter(admin_model.on_admin_data)
@@ -148,13 +189,23 @@ namespace mbts.spark {
             (f, fk, ok) => new FillTuple(f, null),
             f => f.fill.FillKey);
          on_fill_tuples = fill_order_tuples_join.Cache();
+         // fill tuples with root (algo)
+         var fill_order_tuples_with_root_join = on_fills.LeftJoin(
+            on_order_tuples_with_root,
+            f => f.val.FillKey,
+            OrderSecurityHelper.root_pair_key_fn,
+            f => f.val.OrderKey,
+            (f, fk, o, ok) => new FillTuple(f.val, f.sec, o),
+            (f, fk, ok) => new FillTuple(f.val, f.sec, null),
+            FillTuple.key_fn);
+         on_fill_tuples_with_root = fill_order_tuples_with_root_join.Cache();
          // manual fills
          on_manual_fills_securities = _position_service.subscribei_manual_fills()
             .Naggle(interval, scheduler)
             .join(sstore, mf => mf.SecurityKey)
             .Table().Cache();
          var manual_fill_tuples_account_join = on_manual_fills_securities.LeftJoin(
-            admin_model.on_accounts.Select(d => MappedDictionary.create(d, kv => new AccountTuple(kv.Key, kv.Value))).Table(a => a.id),
+            admin_model.on_accounts.Select(d => MappedDictionary.create(d, (k, v) => new AccountTuple(k, v))).Table(a => a.id),
             mfs => mfs.Item2.RecordId,
             AccountTuple.key_fn,
             mfs => mfs.Item2.AccountId,
@@ -162,7 +213,7 @@ namespace mbts.spark {
             (mfs, mf_id, a_id) => new ManualFillTuple(mfs.Item2, mfs.Item1, null, null),
             ManualFillTuple.key_fn);
          on_manual_fill_tuples = manual_fill_tuples_account_join.LeftJoin(
-            admin_model.on_users.Select(d => MappedDictionary.create(d, kv => new UserTuple(kv.Key, kv.Value))).Table(a => a.id),
+            admin_model.on_users.Select(d => MappedDictionary.create(d, (k, v) => new UserTuple(k, v))).Table(a => a.id),
             ManualFillTuple.key_fn,
             UserTuple.key_fn,
             mft => mft.manual_fill.UserId,
@@ -190,7 +241,6 @@ namespace mbts.spark {
                .Filter(os => os.order.is_active() && os.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible, key => key.order.Key)
                .Subscribe(_security_working_orders_with_piq_demuxer),
             on_positions.Subscribe(_security_positions_demuxer),
-            _bus.subscribe(SparkTags.CreateOrder).Subscribe(a => send_order(a.definition, a.price, a.size).ignore()),
             _bus.subscribe(SparkTags.RecreateOrder).Subscribe(a => a.ForEach(x => send_order(x.definition, x.price, x.size).ignore())),
             _bus.subscribe(SparkTags.CancelOrders).Subscribe(x => cancel_orders(x).ignore()),
             _bus.subscribe(SparkTags.DetachOrders).Subscribe(x => detach_orders(x).ignore()),
@@ -211,7 +261,11 @@ namespace mbts.spark {
       public IObservable<TableUpdate<KeyValuePair<uint, bool>, uint>> on_orders_can_attach { get; }
       public IObservable<IIncrementalUpdate<SecurityImmutable, uint>> on_order_securities { get; }
       public IObservable<TableUpdate<FillTuple, string>> on_fill_tuples { get; }
-      public IObservable<IReadOnlyDictionary<uint,OrderSecurity>> working_orders { get; }
+      public IObservable<TableUpdate<FillTuple, string>> on_fill_tuples_with_root { get; }
+      public IObservable<IReadOnlyDictionary<uint, OrderSecurity>> working_orders { get; }
+      public IObservable<TableUpdate<(SecurityImmutable?, PNLUnitImmutable), int>> on_pnl { get; }
+      public IObservable<TableUpdate<PNLRowData, PNLKey>> security_account_pnl { get; }
+      public IObservable<TableUpdate<AccountPNLImmutable, uint>> on_account_pnl { get; }
       public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_positions { get; }
       public IObservable<TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>> studio_algos_with_meta { get; }
       public IObservable<TableUpdate<(SecurityImmutable?, ManualFillImmutable), int>> on_manual_fills_securities { get; }
@@ -232,13 +286,33 @@ namespace mbts.spark {
       #endregion
 
       #region Input
-      public async Task<uint?> send_order(OrderDefinitionImmutable? order, double price, uint size) {
+      // the security arg is needed for a temporary hack to prevent GlbxIceberg orders from going out in non-glbx exchanges (like Ice)
+      // eventually, we'll need an algo type model to handle this stuff.
+      // This hack leverages the fact that every place that calls 'send_order' already has the security handy (not just the sec id).
+      public Task<uint?> send_order(SecurityImmutable security, OrderDefinitionImmutable? order, double price, uint size) {
          if (order.HasValue) {
-            var result = (await send_order_get_error(order.Value, price, size));
-            _activity.on_send_order(order.Value, price, size, result.key, result.error);
-            return result.key;
+#if DEBUG
+            if (security.Exchange != Venue.Glbx && security.Exchange != Venue.Sim) {
+#else
+            if (security.Exchange != Venue.Glbx) {
+#endif
+               var algo_structure = OrderDataHelper.enumerate_algo_structure(order.Value.CustomDef);
+               if (algo_structure.Any(t => t.type == CustomOrderDefinition.CustomOneofCase.GlbxIceberg)) {
+                  Log.Ui.info($"OrdersModel prevented a GlbxIceberg order from going out to a non-glbx exchange ({OrderUtils.short_description(security, order.Value.Side, price, size)}).");
+                  return Task.FromResult<uint?>(null);
+               }
+            }
+            return send_order(order.Value, price, size);
          }
-         return 0;
+         return Task.FromResult<uint?>(null);
+      }
+
+      /// Note: this method is private to force outside callers to use this overload <see cref="send_order(SecurityImmutable, OrderDefinitionImmutable?, double, uint)"/>.
+      /// This allows us to control which orders can be sent to which security/exchange (e.g., GlbxIceberg orders are only permitted for securities on the Glbx exchange).
+      async Task<uint?> send_order(OrderDefinitionImmutable order, double price, uint size) {
+         var result = (await send_order_get_error(order, price, size));
+         _activity.on_send_order(order, price, size, result.key, result.error);
+         return result.key;
       }
 
       async Task<(uint? key, string error)> send_order_get_error(OrderDefinitionImmutable order, double price, uint size) {
@@ -250,7 +324,7 @@ namespace mbts.spark {
          return _handle_error(result, "Error sending order: {0}");
       }
 
-      Task<(OrderRecordImmutable,bool)[]> cancel_orders(IEnumerable<uint> orders) =>
+      Task<(OrderRecordImmutable, bool)[]> cancel_orders(IEnumerable<uint> orders) =>
          this.cancel_orders_where(o => orders.Contains(o.Key));
 
       public async Task<bool> cancel_order(OrderRecordImmutable order) {
@@ -334,7 +408,7 @@ namespace mbts.spark {
             _error.report_error(result.error_message);
          return result.value.Response.All(r => r.Ok);
       }
-      #endregion // Manual Fills
+      #endregion
 
       #endregion
 
@@ -388,13 +462,10 @@ namespace mbts.spark {
       }
    }
 
-
    // usinig new OrdersModel extensions to reduce the amount of code change needed to switch uis over to the new OrdersModel,
    // without changing any code in the actual new OrdersModel class.
    static class OrdersModelExtensions {
-
       #region Cancel Orders
-
       public static async Task<bool> cancel_order(this OrdersModel orders_model, uint order_id) {
          var tu = await orders_model.on_orders.FirstAsync();
          if (tu.state.TryGetValue(order_id, out var o)) {
@@ -408,7 +479,7 @@ namespace mbts.spark {
          var orders =
             tu.state.Values
             .Where(o => o.order.is_non_terminal() && pred(o.order))
-            .Select(async o => { return (o.order, await model.cancel_order(o.order)); } );
+            .Select(async o => { return (o.order, await model.cancel_order(o.order)); });
          return await Task.WhenAll(orders);
       }
 
@@ -420,7 +491,6 @@ namespace mbts.spark {
 
       public static Task<(OrderRecordImmutable, bool)[]> cancel_security_sell_orders(this OrdersModel model, uint security) =>
          model.cancel_orders_where(o => o.Def.SecurityKey == security && o.Def.Side == Side.Sell);
-
       #endregion
 
       public static IObservable<bool> security_has_working_orders(this OrdersModel orders_model, uint security_key) =>
@@ -431,26 +501,15 @@ namespace mbts.spark {
 
       public static IObservable<double> security_total_position(this OrdersModel orders_model, uint security_key, string account) =>
          orders_model.on_security_positions(security_key)
-         .Select((t,k) => {
+         .Select((t, k) => {
             foreach (var kv in t.state) {
                if (kv.Value.Item2.Account == account)
-                  return kv.Value.Item2.total_pos(); 
+                  return kv.Value.Item2.total_pos();
             }
             return double.NaN;
          }).DistinctUntilChanged()
          .StartWith(double.NaN);
 
-      // DO NOT REMOVE (BEGIN)
-      //public static IObservable<double> security_total_position(this OrdersModel orders_model, uint security_key, string account) =>
-      //   // PositionUnit.Account is actually the clearing account; this code assumes that clearing account and account are equivalent.
-      //   // However, it still must match account to PositionUnit.Account.Trimmed() because the exchange likes to slap spaces on the end.
-      //   orders_model.on_security_positions(security_key)
-      //   .filter(p => p.Account == account)
-      //    // the state should always have 1 element, since the PositionUnit-identity is security + account
-      //   .Scan(0.0, (pos, table) => pos + (table.added.Sum(p => p.total_pos()) - table.removed.Sum(p => p.total_pos())))
-      //   .StartWith(double.NaN);
-      // DO NOT REMOVE (END)
-
       public static IObservable<ITableUpdateTransform<OrderRecordImmutable, uint>> on_security_root_orders(this OrdersModel orders_model, uint security_key) =>
          orders_model.on_security_orders(security_key).AddRemoveOnly().Scan(new RootOrderData(), (rod, table) => {
             // ** using HashSet/List pairs, rather than a Dictionary, because TableUpdateTransform calls for IReadOnlyLists, while Dictionary.Values only implements IReadOnlyCollection.
@@ -518,14 +577,12 @@ namespace mbts.spark {
          orders_model.studio_algos_with_meta.MergeTable(Observable.Return(
             new TableUpdate<(AlgoData algo, AlgoDefinitionMetadata? meta), AlgoKey>(
                ImmutableDictionary<AlgoKey, (AlgoData algo, AlgoDefinitionMetadata? meta)>.Empty.AddRange(orders_model.factory.default_algos(OrderDataHelper.all_order_types).Select(kv => new KeyValuePair<AlgoKey, (AlgoData algo, AlgoDefinitionMetadata? meta)>(kv.Key, (kv.Value, null)))),
-               Array.Empty<(AlgoData,AlgoDefinitionMetadata?)>(),
-               Array.Empty<Change<(AlgoData,AlgoDefinitionMetadata?)>>(),
-               Array.Empty<(AlgoData,AlgoDefinitionMetadata?)>(),
+               Array.Empty<(AlgoData, AlgoDefinitionMetadata?)>(),
+               Array.Empty<Change<(AlgoData, AlgoDefinitionMetadata?)>>(),
+               Array.Empty<(AlgoData, AlgoDefinitionMetadata?)>(),
                d => d.algo.key
             ).as_snapshot()));
 
-      //public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_all_algos_with_meta(this OrdersModel orders_model) =>
-
       public static async Task<OrderRecordImmutable?> order_from_key(this OrdersModel orders_model, uint order_key) {
          (var tu, var success) = await orders_model.on_orders.FirstAsyncTask(t => t.state.ContainsKey(order_key), TimeSpan.FromSeconds(3));
          if (success && tu.state.TryGetValue(order_key, out var rec)) {

src/client/spark/Predicates/Data/Primitive/DoublePredicate.cs

@@ -61,6 +61,17 @@ namespace mbts {
          }
       }
 
+      public static DoublePredicate create(PredicateTypeOneofCase type, double min, double max) {
+         var rv = new DoublePredicate();
+         switch (type) {
+            case PredicateTypeOneofCase.GreaterThan: rv.greater_than = min; break;
+            case PredicateTypeOneofCase.LessThan: rv.less_than = max; break;
+            case PredicateTypeOneofCase.InsideRange: rv.inside_range = new DoubleRange(min, max); break;
+            case PredicateTypeOneofCase.OutsideRange: rv.outside_range = new DoubleRange(min, max); break;
+         }
+         return rv;
+      }
+
       public IPredicate<double> create() {
          switch (predicate_type_case) {
             case PredicateTypeOneofCase.GreaterThan: return PredicateBuilder.greater_than(_greater_than.Value);

src/client/spark/Predicates/IPredicate.cs

@@ -2,6 +2,7 @@
 using System;
 using System.Collections.Generic;
 using System.ComponentModel;
+using System.Linq;
 
 namespace mbts {
    interface IPredicate {
@@ -34,9 +35,15 @@ namespace mbts {
       public static IPredicate<T> greater_than<T>(T value) =>
          new GreaterThanTrigger<T>(value, Comparer<T>.Default);
 
+      public static IPredicate<T> greater_than_or_equal_to<T>(T value) =>
+         new GreaterThanOrEqualToTrigger<T>(value, Comparer<T>.Default);
+
       public static IPredicate<T> less_than<T>(T value) =>
          greater_than(value).negate();
 
+      public static IPredicate<T> less_than_or_equal_to<T>(T value) =>
+         greater_than_or_equal_to(value).negate();
+
       public static IPredicate<T> inside_range<T>(T minimum, T maximum) =>
          greater_than(minimum).and<T>(less_than(maximum));
 
@@ -67,6 +74,14 @@ namespace mbts {
       public static IPredicate<T> not_in_set<T>(ISet<T> set) =>
          in_set(set).negate();
  
+      public static IPredicate<T> and_safe<T>(this IPredicate<T> first, IPredicate<T> second) {
+         if (first == null)
+            return second;
+         if (second == null)
+            return first;
+         return and<T>(first, second);
+      }
+
       public static IPredicate<T> and<T>(this IPredicate<T> first, IPredicate<T> second) =>
          new AndTrigger<T>(first, second);
 
@@ -88,7 +103,7 @@ namespace mbts {
       public static IPredicate<T> state_transition<T>(Func<T, bool> predicate) {
          // avoid false-positive in the first callback
          bool last_result = true;
-         return new AnonymousMutableTrigger<T>(v => {
+         return new AnonymousTrigger<T>(v => {
             bool curr_result = predicate(v);
             if (last_result == curr_result) {
                return false;
@@ -97,7 +112,7 @@ namespace mbts {
       }
 
       #region Implementation
-      class EqualsTrigger<T> : IPredicate<T> {
+      class EqualsTrigger<T> : IPredicate<T>, IEquatable<EqualsTrigger<T>> {
          readonly T _value;
          readonly IEqualityComparer<T> _eq_comparer;
 
@@ -106,12 +121,26 @@ namespace mbts {
             _eq_comparer = eq_comparer;
          }
 
-         public bool trigger(T value) => _eq_comparer.Equals(value, _value);
+         public bool trigger(T value) =>
+            _eq_comparer.Equals(value, _value);
 
-         public override string ToString() => $"EqualsTrigger ({typeof(T)})";
+         public override string ToString() =>
+            $"EqualsTrigger ({typeof(T)})";
+
+         public bool Equals(EqualsTrigger<T> other) =>
+            other != null &&
+            // check equality with both IEqualityComparers
+            _eq_comparer.Equals(_value, other._value) &&
+            other._eq_comparer.Equals(_value, other._value);
+
+         public override bool Equals(object obj) =>
+            Equals(obj as EqualsTrigger<T>);
+
+         public override int GetHashCode() =>
+            _eq_comparer.GetHashCode(_value);
       }
   
-      class AndTrigger<T> : IPredicate<T> {
+      class AndTrigger<T> : IPredicate<T>, IEquatable<AndTrigger<T>> {
          readonly IPredicate<T> _first, _second;
 
          public AndTrigger(IPredicate<T> first, IPredicate<T> second) {
@@ -119,18 +148,28 @@ namespace mbts {
             _second = second;
          }
 
-         public bool trigger(T value) => _first.trigger(value) && _second.trigger(value);
+         public bool trigger(T value) =>
+            _first.trigger(value) &&
+            _second.trigger(value);
 
-         public override string ToString() => $"AndTrigger ({_first}, {_second})";
+         public bool Equals(AndTrigger<T> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
+
+         public override string ToString() =>
+            $"AndTrigger ({_first}, {_second})";
 
          public override bool Equals(object obj) =>
-            obj is AndTrigger<T> t && _first.Equals(t._first) && _second.Equals(t._second);
+            Equals(obj as AndTrigger<T>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
       }
 
-      class AndTrigger<T1, T2> : IPredicate<(T1, T2)> {
+      class AndTrigger<T1, T2> : IPredicate<(T1, T2)>, IEquatable<AndTrigger<T1, T2>> {
          readonly IPredicate<T1> _first;
          readonly IPredicate<T2> _second;
 
@@ -139,18 +178,28 @@ namespace mbts {
             _second = second;
          }
 
-         public bool trigger((T1, T2) value) => _first.trigger(value.Item1) && _second.trigger(value.Item2);
+         public bool trigger((T1, T2) value) =>
+            _first.trigger(value.Item1) &&
+            _second.trigger(value.Item2);
+
+         public bool Equals(AndTrigger<T1, T2> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
 
          public override bool Equals(object obj) =>
-            obj is AndTrigger<T1, T2> t && _first.Equals(t._first) && _second.Equals(t._second);
+            Equals(obj as AndTrigger<T1, T2>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
 
-         public override string ToString() => $"AndTrigger ({_first}, {_second})";
+         public override string ToString() =>
+            $"AndTrigger ({_first}, {_second})";
       }
 
-      class OrTrigger<T> : IPredicate<T> {
+      class OrTrigger<T> : IPredicate<T>, IEquatable<OrTrigger<T>> {
          readonly IPredicate<T> _first, _second;
 
          public OrTrigger(IPredicate<T> first, IPredicate<T> second) {
@@ -160,16 +209,24 @@ namespace mbts {
 
          public bool trigger(T value) => _first.trigger(value) || _second.trigger(value);
 
+         public bool Equals(OrTrigger<T> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
+
          public override bool Equals(object obj) =>
-           obj is OrTrigger<T> t && _first.Equals(t._first) && _second.Equals(t._second);
+           Equals(obj as OrTrigger<T>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
 
-         public override string ToString() => $"OrTrigger ({_first}, {_second})";
+         public override string ToString() =>
+            $"OrTrigger ({_first}, {_second})";
       }
  
-      class OrTrigger<T1, T2> : IPredicate<(T1, T2)> {
+      class OrTrigger<T1, T2> : IPredicate<(T1, T2)>, IEquatable<OrTrigger<T1, T2>> {
          readonly IPredicate<T1> _first;
          readonly IPredicate<T2> _second;
 
@@ -178,18 +235,28 @@ namespace mbts {
             _second = second;
          }
 
-         public bool trigger((T1, T2) value) => _first.trigger(value.Item1) || _second.trigger(value.Item2);
+         public bool trigger((T1, T2) value) =>
+            _first.trigger(value.Item1) ||
+            _second.trigger(value.Item2);
+
+         public bool Equals(OrTrigger<T1, T2> other) =>
+            other != null &&
+            _first.Equals(other._first) &&
+            _second.Equals(other._second);
 
          public override bool Equals(object obj) =>
-            obj is OrTrigger<T1, T2> t && _first.Equals(t._first) && _second.Equals(t._second);
+            Equals(obj as OrTrigger<T1, T2>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_first.GetHashCode(), _second.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _first.GetHashCode(),
+               _second.GetHashCode());
 
-         public override string ToString() => $"OrTrigger ({_first}, {_second})";
+         public override string ToString() =>
+            $"OrTrigger ({_first}, {_second})";
       }
 
-      class GreaterThanTrigger<T> : IPredicate<T> {
+      class GreaterThanTrigger<T> : IPredicate<T>, IEquatable<GreaterThanTrigger<T>> {
          readonly T _value;
          readonly IComparer<T> _comparer;
 
@@ -198,57 +265,120 @@ namespace mbts {
             _comparer = comparer;
          }
 
-         public bool trigger(T value) => _comparer.Compare(value, _value) > 0;
+         public bool trigger(T value) =>
+            _comparer.Compare(value, _value) > 0;
 
-         public override string ToString() => $"GreaterThanTrigger ({_value})";
+         public bool Equals(GreaterThanTrigger<T> other) =>
+            other != null &&
+            _comparer.Equals(other._comparer) &&
+            _comparer.Compare(_value, other._value) == 0;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as GreaterThanTrigger<T>);
+
+         public override int GetHashCode() =>
+            _value.GetHashCode();
+
+         public override string ToString() =>
+            $"GreaterThanTrigger ({_value})";
       }
 
-      class InSetTrigger<T>: IPredicate<T> {
+      class GreaterThanOrEqualToTrigger<T> : IPredicate<T>, IEquatable<GreaterThanOrEqualToTrigger<T>> {
+         readonly T _value;
+         readonly IComparer<T> _comparer;
+
+         public GreaterThanOrEqualToTrigger(T value, IComparer<T> comparer) {
+            _value = value;
+            _comparer = comparer;
+         }
+
+         public bool trigger(T value) =>
+            _comparer.Compare(value, _value) >= 0;
+
+         public bool Equals(GreaterThanOrEqualToTrigger<T> other) =>
+            other != null &&
+            _comparer.Equals(other._comparer) &&
+            _comparer.Compare(_value, other._value) == 0;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as GreaterThanOrEqualToTrigger<T>);
+
+         public override int GetHashCode() =>
+            _value.GetHashCode();
+
+         public override string ToString() =>
+            $"GreaterThanTrigger ({_value})";
+      }
+
+      class InSetTrigger<T> : IPredicate<T>, IEquatable<InSetTrigger<T>> {
          readonly ISet<T> _set;
 
          public InSetTrigger(ISet<T> set) =>
             _set = set;
 
-         public bool trigger(T value) => _set.Contains(value);
+         public bool trigger(T value) =>
+            _set.Contains(value);
+
+         public bool Equals(InSetTrigger<T> other) =>
+            other != null &&
+            // check SetEquals with both sets (IEqualityComparers may differ)
+            _set.SetEquals(other._set) &&
+            other._set.SetEquals(_set);
 
          public override bool Equals(object obj) =>
             obj is InSetTrigger<T> t && _set.SetEquals(t._set);
 
          public override int GetHashCode() =>
-            _set.GetHashCode();
+            EqualityComparer.auto_phase(_set.Take(8));
 
-         public override string ToString() => $"InSetTrigger (Count: {_set.Count}, type: {typeof(T)})";
+         public override string ToString() =>
+            $"InSetTrigger (Count: {_set.Count}, type: {typeof(T)})";
       }
 
-      class WrapperTrigger<TOutter, TInner> : IPredicate<TOutter> {
+      class WrapperTrigger<TOuter, TInner> : IPredicate<TOuter>, IEquatable<WrapperTrigger<TOuter, TInner>> {
          readonly IPredicate<TInner> _inner_trigger;
-         readonly Func<TOutter, TInner> _selector;
+         readonly Func<TOuter, TInner> _selector;
 
-         public WrapperTrigger(IPredicate<TInner> inner_trigger, Func<TOutter, TInner> selector) {
+         public WrapperTrigger(IPredicate<TInner> inner_trigger, Func<TOuter, TInner> selector) {
             _inner_trigger = inner_trigger;
             _selector = selector;
          }
 
-         public bool trigger(TOutter value) => _inner_trigger.trigger(_selector(value));
+         public bool trigger(TOuter value) =>
+            _inner_trigger.trigger(_selector(value));
+
+         public bool Equals(WrapperTrigger<TOuter, TInner> other) =>
+            other != null &&
+            _selector.Equals(other._selector) &&
+            _inner_trigger.Equals(other._inner_trigger);
 
          public override bool Equals(object obj) =>
-            obj is WrapperTrigger<TOutter, TInner> t && _inner_trigger.Equals(t._inner_trigger) && _selector.Equals(t._selector);
+            Equals(obj as WrapperTrigger<TOuter, TInner>);
 
          public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(_inner_trigger.GetHashCode(), _selector.GetHashCode());
+            EqualityComparer.aggregate_hash(
+               _inner_trigger.GetHashCode(),
+               _selector.GetHashCode());
 
-         public override string ToString() => $"WrapperTrigger (outter-type {typeof(TOutter)}, inner-trigger: {_inner_trigger})";
+         public override string ToString() =>
+            $"WrapperTrigger (outer-type {typeof(TOuter)}, inner-trigger: {_inner_trigger})";
       }
 
-      class NegateTrigger<T> : IPredicate<T> {
+      class NegateTrigger<T> : IPredicate<T>, IEquatable<NegateTrigger<T>> {
          readonly IPredicate<T> _trigger;
+
          public NegateTrigger(IPredicate<T> trigger) =>
             _trigger = trigger;
 
-         public bool trigger(T value) => !_trigger.trigger(value);
+         public bool trigger(T value) =>
+            !_trigger.trigger(value);
+
+         public bool Equals(NegateTrigger<T> other) =>
+            other != null &&
+            _trigger.Equals(other._trigger);
 
          public override bool Equals(object obj) =>
-            obj is NegateTrigger<T> t && _trigger.Equals(t._trigger);
+            Equals(obj as NegateTrigger<T>);
 
          public override int GetHashCode() =>
             -_trigger.GetHashCode();
@@ -256,22 +386,22 @@ namespace mbts {
          public override string ToString() => $"NegateTrigger ({_trigger})";
       }
 
-      class AnonymousTrigger<T> : IPredicate<T> {
+      class AnonymousTrigger<T> : IPredicate<T>, IEquatable<AnonymousTrigger<T>> {
          readonly Func<T, bool> _trigger;
 
          public AnonymousTrigger(Func<T, bool> trigger) =>
             _trigger = trigger;
 
-         public bool trigger(T value) => _trigger(value);
+         public bool Equals(AnonymousTrigger<T> other) =>
+            other != null &&
+            _trigger.Equals(other._trigger);
 
-         public override string ToString() => $"AnonymousTrigger ({typeof(T)})";
-      }
+         public bool trigger(T value) =>
+            _trigger(value);
 
-      class AnonymousMutableTrigger<T> : IPredicate<T> {
-         public AnonymousMutableTrigger(Func<T, bool> predicate) => this.predicate = predicate;
-         public Func<T, bool> predicate { get; set; }
-         public bool trigger(T value) => predicate(value);
+         public override string ToString() =>
+            $"AnonymousTrigger ({typeof(T)})";
       }
       #endregion
    }
-}
+}

src/client/spark/Predicates/VM/DoublePredicateVM.cs

@@ -0,0 +1,33 @@
+using bts.proto;
+using mbts.ui.shell;
+
+namespace mbts.spark {
+   class DoublePredicateVM : ViewModelBase, IValueFactory<DoublePredicate> {
+      double _minimum, _maximum;
+      DoublePredicate.PredicateTypeOneofCase _type;
+
+      public DoublePredicate.PredicateTypeOneofCase type { get => _type; set => Set(ref _type, value); }
+      public double minimum { get => _minimum; set => Set(ref _minimum, value); }
+      public double maximum { get => _maximum; set => Set(ref _maximum, value); }
+
+      public DoublePredicate create() =>
+         DoublePredicate.create(type, minimum, maximum);
+
+      public void load_from(DoublePredicate value) {
+         if (value == null)
+            return;
+         type = value.predicate_type_case;
+         switch (type) {
+            case DoublePredicate.PredicateTypeOneofCase.GreaterThan: minimum = value.greater_than.Value; break;
+            case DoublePredicate.PredicateTypeOneofCase.LessThan: maximum = value.less_than.Value; break;
+            case DoublePredicate.PredicateTypeOneofCase.InsideRange: _load_range(value.inside_range.Value); break;
+            case DoublePredicate.PredicateTypeOneofCase.OutsideRange: _load_range(value.outside_range.Value); break;
+         }
+      }
+
+      void _load_range(DoubleRange range) {
+         minimum = range.minimum;
+         maximum = range.maximum;
+      }
+   }
+}

src/client/spark/Themes/generic.xaml

@@ -16,6 +16,7 @@
     <ResourceDictionary Source="/view/Resources/MenuItems.xaml" />
     <ResourceDictionary Source="/view/Controls/ToolBar/ToolBar.xaml" />
     <ResourceDictionary Source="/view/Controls/EditableTextBlock/EditableTextBlock.xaml"/>
+    <ResourceDictionary Source="/view/Controls/Buttons/ExpanderToggleButton.xaml"/>
     <ResourceDictionary Source="/view/Controls/DragDropItemsControl/DragDropItemsControl.xaml" />
     <ResourceDictionary Source="/view/Controls/DragDropItemsControl/DraggableContentControl.xaml" />
     <ResourceDictionary Source="/view/Controls/DragDropItemsControl/DragDropListBox.xaml" />
@@ -338,7 +339,7 @@
     <Setter Property="BorderThickness" Value="1"/>
     <Setter Property="ScrollViewer.HorizontalScrollBarVisibility" Value="Auto"/>
     <Setter Property="ScrollViewer.VerticalScrollBarVisibility" Value="Auto"/>
-    <Setter Property="Padding" Value="6,3,5,3"/>
+    <Setter Property="Padding" Value="6,3,1,3"/>
     <Setter Property="ScrollViewer.CanContentScroll" Value="true"/>
     <Setter Property="ScrollViewer.PanningMode" Value="Both"/>
     <Setter Property="Stylus.IsFlicksEnabled" Value="False"/>

src/client/spark/Trades/TradeInfo.cs

@@ -0,0 +1,14 @@
+using bts.api;
+using bts.co2;
+
+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;
+      }
+   }
+}

src/client/spark/Trades/TradeMessageExtensions.cs

@@ -0,0 +1,9 @@
+using bts.co2;
+using System;
+
+namespace mbts.spark {
+   static class TradeMessageExtensions {
+      public static double price(this TradeMessageImmutable trade) =>
+         trade.Mantissa * Math.Pow(10, trade.Exponent);
+   }
+}

src/client/spark/Trades/TradesSource.cs

@@ -0,0 +1,94 @@
+using bts.api;
+using bts.api.core;
+using bts.co2;
+using bts.utils;
+using mbts.co2;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   readonly struct Product : IEquatable<Product> {
+      public readonly string symbol;
+      public readonly SecurityType type;
+      public readonly Venue exchange;
+
+      public Product(string symbol, SecurityType type, Venue exchange) {
+         this.symbol = symbol;
+         this.type = type;
+         this.exchange = exchange;
+      }
+
+      public static Product from_security(SecurityImmutable security) =>
+         new Product(security.Symbol, security.security_type(), security.Exchange);
+
+      public bool Equals(Product other) =>
+         symbol == other.symbol &&
+         type == other.type &&
+         exchange == other.exchange;
+
+      public override bool Equals(object obj) =>
+         obj is Product other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            symbol?.GetHashCode() ?? 0,
+            type.GetHashCode(),
+            exchange.GetHashCode());
+
+      public static bool operator ==(Product a, Product b) => a.Equals(b);
+      public static bool operator !=(Product a, Product b) => !a.Equals(b);
+   }
+
+   static class TradesSource {
+      public static IEnumerable<Product> aggregate_security_criteria(IEnumerable<SecurityImmutable> securities, IEnumerable<SecurityCriteria> security_criterion) =>
+         securities.Where(s => security_criterion.Any(sc => ContractPickerModel.security_in_criteria(sc, s)))
+         .Select(Product.from_security)
+         .Distinct();
+
+      public static IObservable<IReadOnlyList<TradeInfo>> create(MDConsumer consumer, IObservable<IReadOnlyDictionary<uint, SecurityImmutable>> security_map, IObservable<IEnumerable<SecurityCriteria>> security_criterion, TimeSpan poll_interval) =>
+         security_criterion.CombineLatest(security_map, (criterion, map) => (criterion, map))
+            .Scan((channels: ImmutableDictionary<Product, ChannelConsumer>.Empty, active: new List<ChannelConsumer>(0)), (channel_data, data) => {
+               var (criterion, map) = data;
+               var (channels, active) = channel_data;
+               var products = aggregate_security_criteria(map.Values, criterion);
+               active = new List<ChannelConsumer>();
+               foreach (var p in products) {
+                  if (!channels.TryGetValue(p, out var c)) {
+                     c = new ChannelConsumer(consumer.get_channel(p.symbol, p.type, p.exchange), map.Values.Where(s => Product.from_security(s).Equals(p)));
+                     channels = channels.Add(p, c);
+                  }
+                  active.Add(c);
+               }
+               return (channels, active);
+            }).SelectManyInSeries(channel_data => {
+               var (channels, active) = channel_data;
+               return Observable.Interval(poll_interval)
+                  .Select(_ => active.SelectMany(c => c.read_trades()).ToList());
+            });
+
+      class ChannelConsumer {
+         readonly MDConsumerChannel _channel;
+         readonly Dictionary<uint, SecurityImmutable> _securities;
+         long _cursor = 0;
+
+         public ChannelConsumer(MDConsumerChannel channel) =>
+            _channel = channel;
+
+         public ChannelConsumer(MDConsumerChannel channel, IEnumerable<SecurityImmutable> securities) {
+            _channel = channel;
+            _securities = securities.ToDictionaryCrushed(s => s.Id);
+         }
+
+         public IEnumerable<TradeInfo> read_trades() {
+            foreach (var tm in _channel.read_trades(ref _cursor)) {
+               if (tm != null && _securities.TryGetValue(tm.Key, out SecurityImmutable sec))
+                     yield return new TradeInfo(sec, new TradeMessageImmutable(tm));
+            }
+         }
+      }
+   }
+}

src/client/spark/core/Bus/SparkCommands.cs

@@ -35,7 +35,10 @@ namespace bts.spark {
          SparkCommand.create("Manual Fills", Icons.DataEdit, SparkTags.ShowManualFillsTag, key_gesture);
 
       public static PartialCommand<PAndLWindowFactory.PAndLStartupData> ShowPAndL =>
-         SparkCommand.create("P&L", Icons.Accounting, SparkTags.ShowPAndLTag);
+         SparkCommand.create("P&L (1.0)", Icons.Accounting, SparkTags.ShowPAndLTag);
+
+      public static PartialCommand<shell.pnl.PNLSettings> ShowPNL =>
+         SparkCommand.create("P&L (2.0)", Icons.Accounting, SparkTags.ShowPNLTag);
 
       // Ladder
       public static PartialCommand<SecurityMD> ShowLadder(KeyGesture key_gesture = null) =>
@@ -107,6 +110,9 @@ namespace bts.spark {
       public static SparkCommand ShowActivityLog =>
         SparkCommand.create("Activity Log", Icons.Wrench, SparkTags.ShowActivityLog);
 
+      public static SparkCommand ShowGlobalAlerts =>
+         SparkCommand.create("Alerts", Icons.Speaker, SparkTags.ShowGlobalAlertsTag);
+
       public static PartialCommand<string> ShowReportIssue =>
          SparkCommand.create("Report a Problem", Icons.Support, SparkTags.Support);
 

src/client/spark/core/Bus/SparkTags.cs

@@ -8,19 +8,15 @@ using mbts.ui;
 using System;
 using System.Collections.Generic;
 using System.Threading.Tasks;
-using static mbts.spark.SparkBusData;
 
-namespace mbts.spark
-{
-   static class SparkTags
-   {
+namespace mbts.spark {
+   static class SparkTags {
       #region Core Data
       public static ITag<IReadOnlyDictionary<uint, SecurityMD>> SecuritiesTag { get; } = new SparkTag<IReadOnlyDictionary<uint, SecurityMD>>("Securities");
       public static ITag<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> SyntheticstrategiesTag { get; } = new SparkTag<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>>("SyntheticSecuritiesTag");
       #endregion
 
       #region Order
-      public static ITag<(OrderDefinitionImmutable definition, double price, uint size)> CreateOrder { get; } = new SparkTag<(OrderDefinitionImmutable, double, uint)>();
       public static ITag<IEnumerable<(OrderDefinitionImmutable definition, double price, uint size)>> RecreateOrder { get; } = new SparkTag<IEnumerable<(OrderDefinitionImmutable, double, uint)>>();
 
       public static ITag<IEnumerable<uint>> CancelOrders { get; } = new SparkTag<IEnumerable<uint>>();
@@ -64,6 +60,7 @@ namespace mbts.spark
       public static ITag<SecurityCriteria> ShowMarketViewTag { get; } = new SparkTag<SecurityCriteria>("Show MarketView");
       public static ITag<bts.shell.orderbook.OrderBookStartupData> ShowOrderBookTag { get; } = new SparkTag<bts.shell.orderbook.OrderBookStartupData>(nameof(ShowOrderBookTag));
       public static ITag<PAndLWindowFactory.PAndLStartupData> ShowPAndLTag { get; } = new SparkTag<PAndLWindowFactory.PAndLStartupData>(nameof(ShowPAndLTag));
+      public static ITag<bts.shell.pnl.PNLSettings> ShowPNLTag { get; } = new SparkTag<bts.shell.pnl.PNLSettings>(nameof(ShowPNLTag));
       public static ITag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> ShowSyntheticCloneTag { get; } = new SparkTag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)>(nameof(ShowSyntheticCloneTag));
       public static ITag<SecurityCriteria> ShowSyntheticCreateTag { get; } = new SparkTag<SecurityCriteria>(nameof(ShowSyntheticCreateTag));
       public static ITag<SecurityImmutable> ShowSyntheticStrategyTag { get; } = new SparkTag<SecurityImmutable>(nameof(ShowSyntheticStrategyTag));
@@ -81,6 +78,8 @@ namespace mbts.spark
 
       public static ITag<uint> SyntheticDeleteTag { get; } = new SparkTag<uint>(nameof(SyntheticDeleteTag));
 
+      public static ITag<Nothing> ShowGlobalAlertsTag { get; } = new SparkTag<Nothing>(nameof(ShowGlobalAlertsTag));
+
       public class Nothing { Nothing() { } }
 
       internal class SparkTag<T> : ITag<T> {
@@ -89,4 +88,4 @@ namespace mbts.spark
          public override string ToString() => Name;
       }
    }
-}
+}

src/client/spark/core/Collections/KeyedItemSelector.cs

@@ -200,17 +200,20 @@ namespace mbts.collections {
       public ObservableCollectionEx<T> selected_items { get; } = new ObservableCollectionEx<T>();
       public IEnumerable<TKey> selected_keys => selected_items.Select(_key_selector);
 
-      public bool try_select(TKey key) {
+      public bool try_select(TKey key) =>
+         try_select(key, true);
+
+      public bool try_select(TKey key, bool reattempt_on_collection_change) {
          if (items.TryGetFirst(i => _key_selector(i).Equals(key), out T result)) {
             selected_items.Add(result);
             return true;
-         } else {
+         } else if (reattempt_on_collection_change) {
             if (_desired_keys.Count == 0) {
                items.CollectionChanged += _on_items_CollectionChanged;
             }
             _desired_keys.Add(key);
-            return false;
          }
+         return false;
       }
 
       void _on_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {

src/client/spark/core/Collections/ObservableAutoWrapper.cs

@@ -22,6 +22,12 @@ namespace mbts.ui.utility {
       public static IReadOnlyObservableCollection<T> create_sorted_wrapper<T>(ObservableCollection<T> source, IComparer<T> comparer) =>
          new SortedWrapper<T>(source, source, comparer);
 
+      public static IReadOnlyObservableCollection<TResult> CastObservable<T, TResult>(this ObservableCollection<T> source) =>
+         new SelectorWrapper<T, TResult>(source, source, ConvertUtils.CastDelegate<T, TResult>.value);
+
+      public static IReadOnlyObservableCollection<TResult> SelectObservable<T, TResult>(this ObservableCollection<T> source, Func<T, TResult> selector) =>
+         new SelectorWrapper<T, TResult>(source, source, selector);
+
       public static IDisposable connect_sorted<T>(ObservableCollection<T> source, ObservableCollection<T> target, IComparer<T> comparer) {
          target.sync_with(source.Ordered(comparer));
          return source.Subscribe(on_source_collection_changed);
@@ -87,7 +93,9 @@ namespace mbts.ui.utility {
          connect<ObservableCollection<T>, T, TResult>(source, target, create, null);
 
       public static IDisposable connect<TCollection, T, TResult>(TCollection source, IList<TResult> target, Func<T, TResult> create, Action<TResult> on_removed = null)
-         where TCollection : IReadOnlyList<T>, INotifyCollectionChanged {
+         where TCollection : IReadOnlyList<T>, INotifyCollectionChanged => connect(source, source, target, create, on_removed);
+
+      public static IDisposable connect<T, TResult>(IReadOnlyList<T> source_list, INotifyCollectionChanged source_notifier, IList<TResult> target, Func<T, TResult> create, Action<TResult> on_removed = null) {
          Action reset_cb;
          Action<IList, int> removed_cb,
             added_cb = (new_items, i) => {
@@ -100,7 +108,7 @@ namespace mbts.ui.utility {
                }
             };
          if (on_removed == null) {
-            reset_cb = () => target.SetItems(source.Select(create));
+            reset_cb = () => target.SetItems(source_list.Select(create));
             removed_cb = (old_items, i) => {
                if (i < 0) {
                   throw new InvalidOperationException("Source collection invoked a CollectionChanged 'Removed' event without a valid 'OldStartingIndex.'");
@@ -113,7 +121,7 @@ namespace mbts.ui.utility {
             reset_cb = () => {
                foreach (var v in target)
                   on_removed(v);
-               target.SetItems(source.Select(create));
+               target.SetItems(source_list.Select(create));
             };
             removed_cb = (old_items, i) => {
                if (i < 0) {
@@ -134,8 +142,8 @@ namespace mbts.ui.utility {
                added_cb(new_items, new_i);
             },
             on_reset: reset_cb);
-         collection_changed_cb(source, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, (IList)source));
-         return source.Subscribe(collection_changed_cb);
+         reset_cb();
+         return source_notifier.Subscribe(collection_changed_cb);
       }
 
       public static IDisposable connect<T>(IObservable<ObservableCollection<T>> source, ObservableCollection<T> target) {
@@ -209,11 +217,21 @@ namespace mbts.ui.utility {
          return notifier.Subscribe((s, e) => CollectionHelper.process_new_items(collection, action, e));
       }
 
-      public static IDisposable connect_item_hooks<T>(IReadOnlyObservableCollection<T> source, Func<T, IDisposable> get_item_hook) {
-         var item_hooks = source.Select(get_item_hook).ToList();
+      public static IDisposable connect_item_hooks<T>(IReadOnlyObservableCollection<T> source, Func<T, IDisposable> get_item_hook) =>
+          connect_item_hooks(source, source, get_item_hook);
+
+      public static IDisposable connect_item_hooks<T>(IReadOnlyList<T> source_list, INotifyCollectionChanged source_notifier, Func<T, IDisposable> get_item_hook) {
+         var item_hooks = source_list.Select(get_item_hook).ToList();
          return new CompositeDisposable(
             Disposable.wrap_collection(item_hooks),
-            source.Subscribe((s, e) => CollectionHelper.reflect_change(item_hooks, source, get_item_hook, d => d.Dispose(), e)));
+            source_notifier.Subscribe((s, e) => CollectionHelper.reflect_change(item_hooks, source_list, get_item_hook, d => d.Dispose(), e)));
+      }
+
+      public static IDisposable connect_item_hooks<T>(IReadOnlyList<T> source_list, INotifyCollectionChanged source_notifier, Func<T, int, IDisposable> get_item_hook) {
+         var item_hooks = source_list.Select(get_item_hook).ToList();
+         return new CompositeDisposable(
+            Disposable.wrap_collection(item_hooks),
+            source_notifier.Subscribe((s, e) => CollectionHelper.reflect_change(item_hooks, source_list, get_item_hook, d => d.Dispose(), e)));
       }
 
       public static IDisposable connect_item_hooks<T>(ObservableCollection<T> source, Func<T, IDisposable> get_item_hook, bool clear_source_on_dispose = false) {
@@ -352,6 +370,46 @@ namespace mbts.ui.utility {
          public IEnumerator<T> GetEnumerator() => _source.GetEnumerator();
          IEnumerator IEnumerable.GetEnumerator() => _source.GetEnumerator();
       }
+
+      class SelectorWrapper<T, TResult> : IReadOnlyObservableCollection<TResult> {
+         readonly IReadOnlyList<T> _source_list;
+         readonly Func<T, TResult> _selector;
+
+         public SelectorWrapper(IReadOnlyList<T> source_list, INotifyCollectionChanged source_notifier, Func<T, TResult> selector) {
+            _source_list = source_list;
+            _selector = selector;
+            source_notifier.CollectionChanged += on_collection_changed;
+            void on_collection_changed(object sender, NotifyCollectionChangedEventArgs e) {
+               var cc = CollectionChanged;
+               if (cc == null)
+                  return;
+               NotifyCollectionChangedEventArgs re;
+               switch (e.Action) {
+                  case NotifyCollectionChangedAction.Add: re = new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, e.NewItems.WrapSelectorHidden(from_obj), e.NewStartingIndex); break;
+                  case NotifyCollectionChangedAction.Remove: re = new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Remove, e.OldItems.WrapSelectorHidden(from_obj), e.OldStartingIndex); break;
+                  case NotifyCollectionChangedAction.Move: re = new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Move, e.NewItems.WrapSelectorHidden(from_obj), e.NewStartingIndex, e.OldStartingIndex); break;
+                  case NotifyCollectionChangedAction.Replace: re = new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Replace, e.NewItems.WrapSelectorHidden(from_obj), e.OldItems.WrapSelectorHidden(from_obj), e.NewStartingIndex); break;
+                  case NotifyCollectionChangedAction.Reset: re = e; break;
+                  default: throw ExceptionBuilder.Argument.unexpected_case(e.Action, nameof(e));
+               }
+               cc(this, re);
+            }
+            TResult from_obj(object obj) =>
+               selector((T)obj);
+         }
+
+         public TResult this[int index] => _selector(_source_list[index]);
+
+         public int Count => _source_list.Count;
+
+         public event NotifyCollectionChangedEventHandler CollectionChanged;
+
+         public IEnumerator<TResult> GetEnumerator() {
+            foreach (var v in _source_list)
+               yield return _selector(v);
+         }
+         IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
+      }
    }
 
    public class ObservableAutoWrapper<View, Model> : ObservableCollection<View>

src/client/spark/core/Expression/CoreExpressionEvaluator.cs

@@ -1,15 +1,8 @@
 using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Linq.Expressions;
-using System.Text;
-using System.Threading.Tasks;
 
-namespace mbts.expression
-{
+namespace mbts.expression {
    // Implements the language used in bts_core/Config
-   public class CoreExpressionEvaluator<T> : IExpressionEvaluator<T>
-   {
+   public class CoreExpressionEvaluator<T> : IExpressionEvaluator<T> {
       private Func<T, bool> _apply;
 
       public CoreExpressionEvaluator(string expression) {
@@ -29,10 +22,35 @@ namespace mbts.expression
          }
       }
 
+      CoreExpressionEvaluator(Func<T, bool> apply, string expression, string parsed_expression) {
+         _apply = apply;
+         Expression = expression;
+         ParsedExpression = parsed_expression;
+      }
+
+      public static bool try_create(string expression, out CoreExpressionEvaluator<T> result) {
+         try {
+            var parameter = System.Linq.Expressions.Expression.Parameter(typeof(T));
+            var parser = new CoreExpressionParser();
+               if (parser.try_parse(expression, out var ast)) {
+                  var body = ast.create_expression(parameter);
+                  var parsed = body.ToString();
+                  var lambda = System.Linq.Expressions.Expression.Lambda<Func<T, bool>>(body, parameter);
+                  result = new CoreExpressionEvaluator<T>(lambda.Compile(), expression, parsed);
+                  return true;
+               }
+         } catch { }
+         result = null;
+         return false;
+      }
+
+      public static bool validate(string expression) =>
+         try_create(expression, out var _);
+
       public string Expression { get; private set; }
       public string ParsedExpression { get; private set; }
       public bool apply(T arg) {
          return _apply(arg);
       }
    }
-}
+}

src/client/spark/core/Expression/CoreExpressionParser.cs

@@ -4,17 +4,28 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Linq.Expressions;
 using System.Text;
-using System.Threading.Tasks;
 
-namespace mbts.expression
-{
+namespace mbts.expression {
    // This is a re-implementation of the bts_core Expression parser in c#.
    // It compiles down to LINQ expression trees which means the code is JITed at runtime for very fast execution
-   class CoreExpressionParser
-   {
+   class CoreExpressionParser {
       // A cached stringbuilder
       StringBuilder result = new StringBuilder();
 
+      internal bool try_parse(string str, out Token result) {
+         if (string.IsNullOrWhiteSpace(str)) {
+            result = null;
+         } else {
+            var l = lex(str);
+            try {
+               result = tree(l, false);
+            } catch {
+               result = null;
+            }
+         }
+         return result != null;
+      }
+
       internal Token parse(string str) {
          if (string.IsNullOrWhiteSpace(str)) return null;
          var l = lex(str);
@@ -158,22 +169,22 @@ namespace mbts.expression
          }
          return new Number(result.ToString());
       }
-#endregion
+      #endregion
 
       #region Recurively convert the Token list to an expression tree
 
-      private Token tree(IEnumerable<Token> tokens) {
+      private Token tree(IEnumerable<Token> tokens, bool assert_valid = true) {
          var t = tokens.ToList();
 
          // Handle groups by recursion
          for (int x = 0; x < t.Count; ++x) {
             if (t[x] is GroupToken) {
-               t[x] = tree(((GroupToken)t[x]).Items);
+               t[x] = tree(((GroupToken)t[x]).Items, assert_valid);
             }
          }
 
          // This has to be a separate pass for  "True == !False"
-         for (int x = t.Count-1; x >= 0; --x) {
+         for (int x = t.Count - 1; x >= 0; --x) {
             if (t[x] is NotOperator) {
                NotOperator no = (NotOperator)t[x];
                no.Child = t[x + 1];
@@ -187,7 +198,11 @@ namespace mbts.expression
             if (t[x] is CompareOperator) {
                CompareOperator b = (CompareOperator)t[x];
                if (b.Left != null) {
-                  Log.assert(b.Right != null);
+                  if (b.Right == null) {
+                     if (assert_valid) {
+                        Log.assert(false);
+                     } else throw new InvalidOperationException("CompareOperator right side operand is null.");
+                  }
                   continue;
                }
                b.Left = t[x - 1];
@@ -213,8 +228,11 @@ namespace mbts.expression
                x--;
             }
          }
-
-         Log.assert(t.Count == 1);
+         if (t.Count != 1) {
+            if (assert_valid) {
+               Log.assert(false);
+            } else throw new InvalidOperationException("Expression tree was not reduced to a single token.");
+         }
          return t.First();
       }
       #endregion
@@ -289,7 +307,8 @@ namespace mbts.expression
             typeof(UInt32),
             typeof(Int64),
             typeof(UInt64),
-            typeof(float)
+            typeof(float),
+            typeof(decimal)
          };
 
          if (numeric_types.Contains(expr.Type)) {

src/client/spark/core/FontsAndColors/BTSColors.cs

@@ -1,4 +1,5 @@
-using System.Windows.Media;
+using System.Collections.Generic;
+using System.Windows.Media;
 
 namespace mbts.ui {
    // Usage
@@ -19,13 +20,16 @@ namespace mbts.ui {
 
       [DisplayInfo(name = "Default Header")]
       public static BTSColor header { get { return BTSCoreColors.base_blue; } }
+      public static Color header_color => header;
       public static Brush header_brush { get { return _header_brush; } }
       public static BTSColor header_text { get { return BTSCoreColors.white; } }
+      public static Color header_text_color => header_text;
       public static BTSColor header_error_text { get; } = new BTSColor(0xFE, 0x6A, 0x6E);
       public static Brush header_error_text_brush => _header_error_text_brush;
       public static BTSColor header_border { get { return new BTSColor(0x63,0x8A,0xCC); } }
       public static Brush header_text_brush { get { return _header_text_brush; } }
       public static BTSColor header_alternate { get { return BTSCoreColors.blue_grey; } }
+      public static Color header_alternate_color => header_alternate;
       public static BTSColor disabled_text { get { return BTSCoreColors.gray_light; } }
 
       public static BTSColor pinkalicious { get { return new BTSColor(0xff, 0x33, 0x99); } }
@@ -98,6 +102,8 @@ namespace mbts.ui {
          public static Brush semi_transparent_bid_brush => _semi_transparent_bid_brush;
          public static Brush semi_transparent_ask_brush => _semi_transparent_ask_brush;
 
+         public static Color bid_color => bid;
+         public static Color ask_color => ask;
 
          [DisplayInfo(name = "Settlement")]
          public static BTSColor settlement_background { get { return Grid.default_column_background; } }
@@ -139,19 +145,25 @@ namespace mbts.ui {
 
       }
 
-      public static class RiskReport
-      {
-         // Base Colors
-         [DisplayInfo(name = "Risk Report")]
-         public static BTSColor default_background { get { return BTSCoreColors.blue_light_dark; } }
-         public static BTSColor default_text { get { return BTSCoreColors.black; } }
+      public static class PNL {
+         public static Color anchor_color => Colors.Gold;
+         public static Color profit_color => Colors.Green;
+         public static Color loss_color => BTSColors.red;
+         public static Color header_row_background_color => 0xFFAAAAAA.argb_color();
+         // group background colors
+         public static Color group_row_background_color1 => 0xFFE9E9E9.argb_color();
+         public static Color group_row_background_color2 => 0xFFCACACA.argb_color();
+         public static Color group_row_background_color3 => 0xFF9DB0C1.argb_color();
+         public static Color group_row_background_color4 => group_row_background_color1;
 
-         [DisplayInfo(name = "Risk PnL")]
-         public static BTSColor pnl_background { get { return Grid.default_column_background; } }
-
-         // Alerts
-         public static BTSColor pnl_loss_text { get { return BTSCoreColors.red; } }
-         public static BTSColor pnl_profit_text { get { return text_default; } }
+         public static IEnumerable<Color> group_alternating_background_colors {
+            get {
+               yield return group_row_background_color1;
+               yield return group_row_background_color2;
+               yield return group_row_background_color3;
+               yield return group_row_background_color4;
+            }
+         }
       }
 
       public static class Orders {

src/client/spark/core/GlobalExtensions/GlobalExtensions.cs

@@ -81,6 +81,10 @@ namespace mbts {
          added = newval.Except(current, comp);
          removed = current.Except(newval, comp);
       }
+      public static void difference_hard<T>(this IEnumerable<T> current, IEnumerable<T> newval, out IList<T> added, out IList<T> removed, IEqualityComparer<T> comp) {
+         added = newval.Except(current, comp).ToList();
+         removed = current.Except(newval, comp).ToList();
+      }
       public static int indexOf<T>(this IEnumerable me, T value) {
          IEnumerator enumerator = me.GetEnumerator();
          int i = 0;

src/client/spark/core/ShellInterface/IShellWindowFactory.cs

@@ -34,13 +34,14 @@ namespace bts.shell {
          Disposable.dispose(ref _dispose);
       }
       public abstract Task<IShellWindow> load(T state);
+      protected virtual Task<IShellWindow> try_upgrade_state(Stream load_stream, int version) => null;
 
       public Task<IShellWindow> load_window(Stream load_stream, int version) {
          if (version == this.version) {
             var t = ProtoBuf.Serializer.DeserializeWithLengthPrefix<T>(load_stream, ProtoBuf.PrefixStyle.Fixed32);
             return load(t);
          }
-         return null;
+         return try_upgrade_state(load_stream, version);
       }
       public void save(T data, Stream output) {
          var header = new ShellSerializationHeader() {

src/client/spark/core/ShellInterface/UserSettings/Alerts/GlobalAlertSettings.cs

@@ -0,0 +1,29 @@
+using bts.utils;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.spark {
+   [ProtoContract]
+   class GlobalAlertSettings : IEquatable<GlobalAlertSettings> {
+      [ProtoMember(1)]
+      TradeAlert[] _trade_alerts;
+
+      public GlobalAlertSettings() { }
+      public GlobalAlertSettings(IEnumerable<TradeAlert> trade_alerts) =>
+         _trade_alerts = trade_alerts.ToArray();
+
+      public IReadOnlyList<TradeAlert> trade_alerts => _trade_alerts ?? Array.Empty<TradeAlert>();
+
+      public bool Equals(GlobalAlertSettings other) =>
+         other != null &&
+         trade_alerts.SequenceEqual(other.trade_alerts);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as GlobalAlertSettings);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(trade_alerts);
+   }
+}

src/client/spark/core/ShellInterface/UserSettings/Alerts/TradeAlertSettings.cs

@@ -0,0 +1,121 @@
+using bts.api;
+using bts.shell;
+using bts.utils;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   [ProtoContract]
+   readonly struct TradeAlert : IEquatable<TradeAlert> {
+      [ProtoMember(1)]
+      public readonly TradeAlertPredicate predicate;
+      [ProtoMember(2)]
+      public readonly SoundNotification sound;
+      [ProtoMember(3)]
+      public readonly bool is_enabled;
+
+      public TradeAlert(
+         TradeAlertPredicate predicate,
+         SoundNotification sound = null,
+         bool is_enabled = false) {
+         this.predicate = predicate;
+         this.sound = sound;
+         this.is_enabled = is_enabled;
+      }
+
+      public TradeAlert with(
+         TradeAlertPredicate? predicate = null,
+         SoundNotification sound = null,
+         bool? is_enabled = null) =>
+         //
+         new TradeAlert(
+            predicate ?? this.predicate,
+            sound ?? this.sound,
+            is_enabled ?? this.is_enabled);
+
+      public bool Equals(TradeAlert other) =>
+         predicate.Equals(other.predicate) &&
+         sound.safe_equals(other.sound) &&
+         is_enabled == other.is_enabled;
+
+      public override bool Equals(object obj) =>
+         obj is TradeAlert other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            predicate.GetHashCode(),
+            sound?.GetHashCode() ?? 0,
+            is_enabled.GetHashCode());
+
+      public static bool operator ==(TradeAlert a, TradeAlert b) => a.Equals(b);
+      public static bool operator !=(TradeAlert a, TradeAlert b) => !a.Equals(b);
+   }
+
+   [ProtoContract]
+   readonly struct TradeAlertPredicate : IEquatable<TradeAlertPredicate> {
+      [ProtoMember(1)]
+      public readonly SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      public readonly DoublePredicate quantity;
+      [ProtoMember(3)]
+      public readonly DoublePredicate price;
+      [ProtoMember(4)]
+      readonly Side[] _side;
+
+      public TradeAlertPredicate(
+         SecurityCriteria security_criteria = null,
+         DoublePredicate quantity = null,
+         DoublePredicate price = null,
+         Side[] side = null) {
+         this.security_criteria = security_criteria;
+         this.quantity = quantity;
+         this.price = price;
+         this._side = side;
+      }
+
+      public IReadOnlyList<Side> side => _side ?? Array.Empty<Side>();
+
+      public IPredicate<TradeInfo> create() {
+         IPredicate<TradeInfo> p = null;
+         // security criteria
+         var criteria = security_criteria;
+         if (criteria.is_defined()) {
+            p = p.and_safe(PredicateBuilder.create<TradeInfo>(t => ContractPickerModel.security_in_criteria(criteria, t.security)));
+         }
+         // quantity
+         var qpred = quantity?.create();
+         if (qpred != null)
+            p = p.and_safe(PredicateBuilder.wrap<TradeInfo, double>(qpred, t => t.trade.Size));
+         // price
+         var ppred = price?.create();
+         if (ppred != null)
+            p = p.and_safe(PredicateBuilder.wrap<TradeInfo, double>(ppred, t => t.trade.price()));
+         // side
+         if (_side != null && _side.Length == 1) {
+            var agg_side = _side[0].to_aggressor();
+            p = p.and_safe(PredicateBuilder.create<TradeInfo>(t => agg_side == t.trade.AggressorSide));
+         }
+         return p;
+      }
+
+      public bool Equals(TradeAlertPredicate other) =>
+         security_criteria.safe_equals(other.security_criteria) &&
+         quantity == other.quantity &&
+         price == other.price &&
+         EqualityComparer.safe_sequence_equals(_side, other._side);
+
+      public override bool Equals(object obj) =>
+         obj is TradeAlertPredicate other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(
+            security_criteria?.GetHashCode() ?? 0,
+            quantity.GetHashCode(),
+            price.GetHashCode(),
+            _side != null && _side.Length == 1 ? (int)_side[0] : 0);
+
+      public static bool operator ==(TradeAlertPredicate a, TradeAlertPredicate b) => a.Equals(b);
+      public static bool operator !=(TradeAlertPredicate a, TradeAlertPredicate b) => !a.Equals(b);
+   }
+}

src/client/spark/core/ShellInterface/UserSettings/ISettingsMigrationRule.cs

@@ -0,0 +1,91 @@
+using bts.shell.pnl;
+using bts.utils;
+using mbts.ui.settings;
+using System;
+using System.Collections.Generic;
+
+namespace bts.settings {
+   interface ISettingsMigrationRule<T> {
+      bool apply(T settings, out T new_settings);
+   }
+
+   // Migration rules of type ISettingsMigrationRule<T>, where 'T' is a common type, such as GridSettings,
+   // should be exposed through explicitly named interfaces that inherit ISettingsMigrationRule<T>.
+   // This avoids magic const names in the MEF import/export contracts, which would otherwise be needed to
+   // determine the various windows to which such rules apply.
+   interface IFillsGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
+
+   static class SettingsMigrationHelper {
+      public static bool apply<T>(T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, out T new_settings) {
+         bool applied = false;
+         foreach (var r in migration_rules) {
+            if (r.apply(settings, out var migrated)) {
+               settings = migrated;
+               applied = true;
+            }
+         }
+         new_settings = applied ? settings : default;
+         return applied;
+      }
+
+      public static void apply_quiet<T>(ref T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules) {
+         if (apply(settings, migration_rules, out var new_settings))
+            settings = new_settings;
+      }
+
+      public static ISettingsMigrationRule<T> merge<T>(this IEnumerable<ISettingsMigrationRule<T>> rules) =>
+         new MergeWrapper<T>(rules);
+
+      public static ISettingsMigrationRule<TOuter> wrap<TInner, TOuter>(this ISettingsMigrationRule<TInner> rule, IImmutableProperty<TOuter, TInner> propi) =>
+         new SelectorWrapper<TInner, TOuter>(rule, propi.get, propi.set);
+
+      public static ISettingsMigrationRule<TOuter> wrap<TInner, TOuter>(this ISettingsMigrationRule<TInner> rule, Func<TOuter, TInner> get, Func<TOuter, TInner, TOuter> set) =>
+         new SelectorWrapper<TInner, TOuter>(rule, get, set);
+
+      class MergeWrapper<T> : ISettingsMigrationRule<T> {
+         readonly IEnumerable<ISettingsMigrationRule<T>> _rules;
+
+         public MergeWrapper(IEnumerable<ISettingsMigrationRule<T>> rules) =>
+            _rules = rules;
+
+         public bool apply(T settings, out T new_settings) {
+            bool applied = false;
+            foreach (var r in _rules) {
+               if (r.apply(settings, out var migrated)) {
+                  settings = migrated;
+                  applied = true;
+               }
+            }
+            new_settings = applied ? settings : default;
+            return applied;
+         }
+      }
+
+      class SelectorWrapper<TInner, TOuter> : ISettingsMigrationRule<TOuter> {
+         readonly ISettingsMigrationRule<TInner> _rule;
+         readonly Func<TOuter, TInner> _get;
+         readonly Func<TOuter, TInner, TOuter> _set;
+
+         public SelectorWrapper(ISettingsMigrationRule<TInner> rule, Func<TOuter, TInner> get, Func<TOuter, TInner, TOuter> set) {
+            _rule = rule;
+            _get = get;
+            _set = set;
+         }
+
+         public bool apply(TOuter settings, out TOuter new_settings) {
+            if (settings != null) {
+               var ival = _get(settings);
+               if (_rule.apply(ival, out var new_ival)) {
+                  new_settings = _set(settings, new_ival);
+                  return true;
+               }
+            }
+            new_settings = default;
+            return false;
+         }
+      }
+   }
+}

src/client/spark/core/ShellInterface/UserSettings/UserSettings.cs

@@ -1,4 +1,5 @@
-using Google.Protobuf.WellKnownTypes;
+using bts.shell.pnl;
+using Google.Protobuf.WellKnownTypes;
 using mbts.ui.settings;
 using ProtoBuf;
 using System;
@@ -56,6 +57,10 @@ namespace mbts.spark {
       GridSettings _pnl_grid;
       [ProtoMember(10)]
       bts.shell.orderbook.OrderBookGridSettings _order_book_grid;
+      [ProtoMember(13)]
+      PNLSettings _pnl;
+      [ProtoMember(14)]
+      GlobalAlertSettings _alerts;
 
       public UserSettings() { }
 
@@ -71,8 +76,11 @@ namespace mbts.spark {
       public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings);
       public GridSettings synthetic_management_grid => _synthetic_management_grid ?? (_synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings);
       public GridSettings pnl_grid => _pnl_grid ?? (_pnl_grid = bts.shell.PAndLWindowFactory.PAndLStartupData.DefaultGridSettings);
+      public PNLSettings pnl => _pnl ?? (_pnl = PNLSettings.Default);
       public bts.shell.orderbook.OrderBookGridSettings order_book_grid => _order_book_grid ?? (_order_book_grid = bts.shell.orderbook.OrderBookStartupData.Default.grid_settings_wrapper());
 
+      public GlobalAlertSettings alerts => _alerts ?? (_alerts = new GlobalAlertSettings());
+
       public UserSettings with(LadderSettings ladder = null,
          LadderSettingsProfile[] ladder_profiles = null,
          NotificationSettings notification = null,
@@ -81,7 +89,9 @@ namespace mbts.spark {
          GridSettings provided_fills_gridsettings = null,
          GridSettings provided_synthetic_management_gridsettings = null,
          GridSettings provided_pnl_gridsettings = null,
-         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null) {
+         PNLSettings pnl = null,
+         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null,
+         GlobalAlertSettings alerts = null) {
          var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
             _ladder = ladder ?? _ladder,
             _notification = notification ?? _notification,
@@ -89,8 +99,10 @@ namespace mbts.spark {
             _time_and_sales_grid = time_and_sales ?? _time_and_sales_grid,
             _fills_grid = provided_fills_gridsettings ?? _fills_grid,
             _synthetic_management_grid = provided_synthetic_management_gridsettings ?? _synthetic_management_grid,
-            _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid,
+            _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid, 
+            _pnl = pnl ?? _pnl,
             _order_book_grid = order_book_grid ?? _order_book_grid,
+            _alerts = alerts ?? _alerts
          };
          us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
          return us;
@@ -98,8 +110,9 @@ namespace mbts.spark {
 
       public static class FileExtensions {
          public const string
+            GRID = "grid",
             LADDER = "ladder",
-            GRID = "grid";
+            PNL = "pnl";
       }
    }
 
@@ -174,4 +187,4 @@ namespace mbts.spark {
       public TimeSpan? duration => _mode == Mode.Flash ? _duration?.ToTimeSpan() ?? TimeSpan.FromSeconds(5) : new TimeSpan?();
       public double max_height => _max_height;
    }
-}
+}

src/client/spark/core/ShellInterface/UserSettings/UserSettingsHub.cs

@@ -1,6 +1,9 @@
 using bts;
+using bts.settings;
+using bts.shell.pnl;
 using bts.utils;
 using mbts.spark;
+using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -18,20 +21,51 @@ namespace mbts.persist {
    class UserSettingsHub {
       // do NOT CHANGE these consts, they represent a file path on the server
       const string NAME_SPACE = "settings", DEFAULT_KEY = "default";
-      IUserPersist _persist;
-      UserSettings _default_settings;
-      readonly BehaviorSubject<UserSettings> _default_settings_subject = new BehaviorSubject<UserSettings>(UserSettings.factory_defaults);
+
+      static readonly IImmutableProperty<UserSettings, GridSettings>
+         _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
+         _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
+         _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs));
+
+      static readonly IImmutableProperty<UserSettings, PNLSettings>
+         _pnl_propi = ImmutableProperty.create<UserSettings, PNLSettings>(us => us.pnl, (us, pnl) => us.with(pnl: pnl));
+
       readonly object _default_settings_lock = new object();
+      readonly BehaviorSubject<UserSettings> _default_settings_subject = new BehaviorSubject<UserSettings>(UserSettings.factory_defaults);
+      readonly IEnumerable<IFillsGridSettingsMigrationRule> _fills_migration_rules;
+      readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
+      readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
+      readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
+      readonly IUserPersist _persist;
+
+      UserSettings _default_settings;
 
       [ImportingConstructor]
-      public UserSettingsHub(IUserPersist persist) {
+      public UserSettingsHub(
+         IUserPersist persist,
+         [ImportMany]IEnumerable<IFillsGridSettingsMigrationRule> fills_migration_rules,
+         [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
+         [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
+         [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules) {
+         //
          _persist = persist;
+         _fills_migration_rules = fills_migration_rules ?? Enumerable.Empty<IFillsGridSettingsMigrationRule>();
+         _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
+         _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
+         _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
          init();
          async void init() {
             UserSettings s;
             try {
                s = await _persist.get<UserSettings>(NAME_SPACE, DEFAULT_KEY);
                if (s != null) {
+                  var wrapped_rules = new[] {
+                     _fills_migration_rules.merge().wrap(_fills_propi),
+                     _mview_migration_rules.merge().wrap(_mview_propi),
+                     _pandl_migration_rules.merge().wrap(_pandl_propi)
+                  };
+                  SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
+                  // TODO: move ladder sanitization logic into ISettingsMigrationRule
                   s.ladder.sanitize();
                   // ensure valid named ladder set (w/ distinct, non-zero ids)
                   var ladder_profile_map = new Dictionary<uint, LadderSettingsProfile>();
@@ -52,7 +86,7 @@ namespace mbts.persist {
                   if (!sorted_lps.SequenceEqual(s.ladder_profiles))
                      await _persist.set(NAME_SPACE, DEFAULT_KEY, s = s.with(ladder_profiles: sorted_lps));
                }
-            } catch(Exception ex) {
+            } catch (Exception ex) {
                Log.Persist.warn($"Error loading {typeof(UserSettings)} from namespace '{NAME_SPACE}', will restore factory defaults and continue as usual: {ex}");
                await save_default(s = UserSettings.factory_defaults);
             }
@@ -67,10 +101,6 @@ namespace mbts.persist {
       // indicates whether or not the settings have been loaded from the server (this happens once, on startup - see the constructor for details)
       public bool initialized { get; private set; }
 
-      /// Subscribing via _persist.subscribe may be cleaner in theory, however using a local event allows observers to be notified immediately.
-      /// Assuming there aren't any rogue agents saving UserSettings by themselves, there should never be any discrepancies.
-      public IObservable<UserSettings> subscribe_default_settings() => _default_settings_subject.AsObservable();
-
       internal UserSettings current {
          get {
             lock (_default_settings_lock)
@@ -78,6 +108,34 @@ namespace mbts.persist {
          }
       }
 
+      /// Subscribing via _persist.subscribe may be cleaner in theory, however using a local event allows observers to be notified immediately.
+      /// Assuming there aren't any rogue agents saving UserSettings by themselves, there should never be any discrepancies.
+      public IObservable<UserSettings> subscribe_default_settings() => _default_settings_subject.AsObservable();
+
+      public IWindowSettingsManager<GridSettings> create_fills_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _fills_migration_rules,
+            _fills_propi);
+
+      public IWindowSettingsManager<GridSettings> create_mview_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _mview_migration_rules,
+            _mview_propi);
+
+      public IWindowSettingsManager<GridSettings> create_pandl_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _pandl_migration_rules,
+            _pandl_propi);
+
+      public IWindowSettingsManager<PNLSettings> create_pnl_settings_manager(PNLSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _pnl_migration_rules,
+            _pnl_propi);
+
       public async Task save_default(UserSettings value) {
          // notify observers before persisting so the changes are reflected immediately in the ui
          lock (_default_settings_lock) {
@@ -86,11 +144,17 @@ namespace mbts.persist {
          await _persist_async();
       }
 
+      IWindowSettingsManager<T> _create_settings_manager<T>(T instance_settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, IImmutableProperty<UserSettings, T> propi) where T : class {
+         if (instance_settings != null && migration_rules.merge().apply(instance_settings, out var new_settings))
+            instance_settings = new_settings;
+         return new WindowSettingsManager<T>(this, instance_settings, propi.get, propi.set);
+      }
+
       async Task _persist_async() {
          try {
             await _persist.set(NAME_SPACE, DEFAULT_KEY, _default_settings);
-         } catch(Exception ex) {
-             Log.Persist.warn($"Error persisting {typeof(UserSettings)} in namespace '{NAME_SPACE}': {ex}");
+         } catch (Exception ex) {
+            Log.Persist.warn($"Error persisting {typeof(UserSettings)} in namespace '{NAME_SPACE}': {ex}");
          }
       }
    }

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

@@ -1,4 +1,5 @@
 using System;
+using System.Globalization;
 
 namespace mbts.utils {
    delegate bool TryGetValue<T>(out T value);
@@ -11,4 +12,18 @@ namespace mbts.utils {
          XOr = (a, b) => a ? !b : b,
          None = (a, b) => !a && !b;
    }
+
+   static class FormattingDelegates {
+      public static class Price {
+         public static readonly Func<double, string> Value =
+            p => double.IsNaN(p) ? "" : p.ToString("#,0.00");
+      }
+
+      public static class Price<T> where T : struct, IFormattable {
+         public static readonly Func<T, string> Value =
+            typeof(T) == typeof(double) ?
+            (Func<T, string>)(object)Price.Value :
+            p => p.ToString("#,0.00", CultureInfo.CurrentCulture);
+      }
+   }
 }

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

@@ -0,0 +1,31 @@
+using System;
+
+namespace bts.utils {
+   /// <summary>
+   /// A property-like interface (with get/set accessors) in the immutable pattern.  The 'set' method returns a new instance of <typeparamref name="TSource"/>, rather than mutating the original.
+   /// </summary>
+   /// <typeparam name="TSource">The type of source, from which the value is read, and to which it is written.</typeparam>
+   /// <typeparam name="T">The type of value read from, and written to, the source.</typeparam>
+   interface IImmutableProperty<TSource, T> {
+      T get(TSource source);
+      TSource set(TSource source, T value);
+   }
+
+   static class ImmutableProperty {
+      public static IImmutableProperty<TSource, T> create<TSource, T>(Func<TSource, T> get, Func<TSource, T, TSource> set) =>
+         new Impl<TSource, T>(get, set);
+
+      class Impl<TSource, T> : IImmutableProperty<TSource, T> {
+         readonly Func<TSource, T> _get;
+         readonly Func<TSource, T, TSource> _set;
+
+         public Impl(Func<TSource, T> get, Func<TSource, T, TSource> set) {
+            _get = get;
+            _set = set;
+         }
+
+         public T get(TSource source) => _get(source);
+         public TSource set(TSource source, T value) => _set(source, value);
+      }
+   }
+}

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

@@ -59,6 +59,22 @@ namespace mbts.spark {
 
    interface ITemplatedPropertyWrapperVM<T> : IPropertyWrapperVM<T>, ITemplateSelectorKey { }
 
+   static class ValueFactoryUtils {
+      public static void sync_with_models<TValueFactory, TModel>(this IList<TValueFactory> target, IEnumerable<TModel> models) where TValueFactory : IValueFactory<TModel>, new() {
+         target.sync_with_models(
+            models,
+            m => {
+               var vf = new TValueFactory();
+               vf.load_from(m);
+               return vf;
+            },
+            (vf, m) => {
+               vf.load_from(m);
+               return vf;
+            });
+      }
+   }
+
    static class PropertyWrapperVMUtils {
       public static T create_assigned<T>(this IPropertyWrapperVM<T> vm) where T : new() =>
          vm.create_assigned(() => new T());