Fix System tests

RTM: SPARK-2363 - PIQ popup

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>

.vscode/launch.json

@@ -1,83 +1,14 @@
 {
     "version": "0.2.0",
     "configurations": [
-
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-         "name": "Client Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-         "args": [],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-        },
-      {
-         "name": "SDK Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
-         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },        
-      {
-         "name": "Excel Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },          
-      {
-         "name": "Client Tests",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": ["test","test_filter"],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },           
-      {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId":"${command:pickProcess}"
-        },
         {
             "name": "SparkVM Launch",
             "type": "cppdbg",
             "request": "launch",
-            
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["run"],
+            "args": [
+                "run"
+            ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server/",
             "environment": [],
@@ -102,24 +33,113 @@
                     "description": "LD LIBRARY",
                     "text": "set env LD_LIBRARY_PATH=.",
                     "ignoreFailures": false
-                }                
+                }
             ],
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
         },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "test_filter"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[spreader]"],
+            "args": [
+                "test",
+                "[spreader]"
+            ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
@@ -139,7 +159,9 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
@@ -151,7 +173,10 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[admin_service]"],
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
@@ -171,7 +196,9 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
@@ -183,7 +210,10 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[limiter]"],
+            "args": [
+                "test",
+                "[limiter]"
+            ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
@@ -203,7 +233,9 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
@@ -215,7 +247,10 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": ["test", "[md]"],
+            "args": [
+                "test",
+                "[mbo]"
+            ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server/",
             "environment": [],
@@ -240,14 +275,16 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@sparkvm"],
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
         },
-         {
+        {
             "name": "SparkVM attach",
             "type": "cppdbg",
             "request": "attach",
@@ -255,16 +292,18 @@
             "processId": "${command:pickRemoteProcess}",
             "MIMode": "gdb",
             "pipeTransport": {
-               "pipeCwd": "${workspaceRoot}",
-               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-               "pipeArgs": ["bts@sparkvm"],
-               "debuggerPath": "/usr/bin/gdb"
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
-               "/home/bts/spark/": "${workspaceRoot}"
+                "/home/bts/spark/": "${workspaceRoot}"
             }
-         },
-         {
+        },
+        {
             "name": "Python",
             "type": "python",
             "request": "launch",
@@ -274,12 +313,59 @@
             "cwd": "${workspaceRoot}",
             "env": {},
             "envFile": "${workspaceRoot}/.env",
-            "args": [ "DEBUG" ],
+            "args": [
+                "DEBUG"
+            ],
             "debugOptions": [
                 "WaitOnAbnormalExit",
                 "WaitOnNormalExit",
                 "RedirectOutput"
             ]
         },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        },
     ]
 }

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_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/bts_spark_sdk/Client/Overview.md;content/bts_spark_sdk/Client/Threading.md;content/bts_spark_sdk/Client/_index.md;content/bts_spark_sdk/Server/_index.md;content/bts_spark_sdk/_index.md;content/release_notes/_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/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;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/build.sh

@@ -7,7 +7,6 @@ zola_path=$(readlink -f "../../externals/linux/bin/zola/zola")
 
 mkdir -p $temp_path
 cp -r ./* $temp_path
-cp -r ../../src/sdk/doc/* $temp_path/content/bts_spark_sdk/Server/
 
 cd $temp_path
 $zola_path build -u '/docs/' -o $1 >$tmpfile 2>&1

doc/user/content/bts_spark/Algos/_index.md

@@ -0,0 +1,46 @@
++++
+title = "BTS Basic Algos"
+weight = 10
+sort_by = "weight"
+insert_anchor_links = "right"
++++
+
+
+## Lean
+
+The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
+
+##### Parameters
+  * Cross Thresh - size thresh in absolute or ratio terms
+  * Max Chase Ticks - max levels to pay up, in ticks
+
+
+## Join
+The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
+
+##### Parameters
+  * Join Thresh - size thresh in absolute or ratio terms
+
+
+## Top
+
+The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
+
+##### Parameters
+  * Top Thresh - size thresh in absolute or ratio terms
+
+
+## Cover
+A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
+
+##### Parameters
+  * Profit Ticks - ticks above or below fill price to place profit / cover order
+
+
+## OCO
+An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.
+
+Composing this order with Cover simulates scalping functionality
+
+##### Parameters
+  * Stop Ticks - ticks below or above main order to place stop / other order

doc/user/content/bts_spark_sdk/Client/_index.md

@@ -1,6 +0,0 @@
-+++
-title = "Client"
-weight = 1
-sort_by = "weight"
-redirect_to = "bts_spark_sdk/Client/overview/"
-+++

doc/user/content/bts_spark_sdk/Server/_index.md

@@ -1,6 +0,0 @@
-+++
-title = "Server"
-weight = 2
-sort_by = "weight"
-insert_anchor_links = "right"
-+++

doc/user/content/bts_spark_sdk/_index.md

@@ -1,6 +0,0 @@
-+++
-title = "BTS Spark SDK"
-weight = 2
-sort_by = "weight"
-insert_anchor_links = "right"
-+++

doc/user/content/release_notes/_index.md

@@ -4,6 +4,60 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.0.2
+### User Visible Changes
+  - Middle click the ladder price column to show the orders for that price level 
+  - Middle click the bid or ask column in the ladder no longer sends an order
+
+### Internal changes
+  - Improved market by order performance under heavy load
+  - Fixed a concurrency bug in SIM
+
+## 2.0.0
+### User Visible Changes
+  - Support for attaching and detaching algos to existing orders
+  - Support for display and update of all parameters in running algos
+  - Streamlining of order badge decorations in ladder
+  - New order search/filtering algorithm for order book
+  - Simpler representation of complex algo chains in order book and mini order book
+  - Visual and usability improvements to mini order book
+  - Streamlining of algo parameter dialog in ladder
+  - New spreader queue holder behavior
+  - Visual improvements to the order book
+  - New server side API
+  - Improved admin UI performance
+  - Optimized PIQ rendering
+### Internal changes
+  - Exchange simulator no longer requires daily sequence number reset
+  - Improved MD resilience to corrupted shared memory
+  - Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
+  - Improved settings manager tool output
+  - Added diagnostics in the event MD memory corruption is detected
+  - Added systems tests for join,lean, iceberg and spreader orders
+  - Made exchange order recovery more resilient in the presence of database loss 
+  
+## 1.6.2
+### User Visible Changes
+### Exchange simulator
+  - Exchange simulator now now produce position in queue data
+
+## 1.6.0
+### User Visible Changes
+#### New Features
+  - You can now view your order's position in queue in the ladder
+#### Bug Fixes
+  - Fix a bug in the order popup in the ladder which could lead to a crash.
+
+## 1.5.9
+### User Visible Changes
+  - Fix for stunnel connections on Windows 7
+
+## 1.5.8
+### User Visible Changes
+  - Fixed a bug where it was possible to crash the UI by entering an order through the order ticket if Enter was used to dismiss the dialog.
+  - Fixed a spreader reporting bug which could cause the server to crash if an algo was used to control certain types of synthetics
+  - Improved user message when the UI fails to login
+  - Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
 ## 1.5.7
 ### User Visible Changes
   - New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/index.md#algo-studio) and [Spreader](./bts_spark/Spreader/index.md)

src/client/spark/App.xaml.cs

@@ -1,4 +1,6 @@
 using System;
+using System.IO;
+using System.Diagnostics;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
@@ -72,13 +74,71 @@ namespace mbts.ui.shell
          base.OnExit(e);
          Environment.Exit(0);
       }
+      
+      void start_stunnel(string path, uint job_error)
+      {
+         string config_error; 
+         if (!mbts.config.Configuration.try_initialize(out config_error))
+         {
+            _stunnel_process = Process.Start(path + "bin\\stunnel.exe");         
+            if (_stunnel_process != null)
+            {
+               for (int i = 0; i < 10; i++)
+               {
+                  if (mbts.config.Configuration.try_initialize(out config_error))
+                     break;
+                  System.Threading.Thread.Sleep(500);
+               }
+            }
+            else
+               stunnel_job_error = "Stunnel Job Error code: " + job_error + 
+                                   " could not start stunnel " + (config_error ?? string.Empty);
+         }
+      }
+      
+      void kill_stunnel()
+      {
+         try
+         {
+            Process[] ps = Process.GetProcessesByName("stunnel");
+            ps.ForEach(p => 
+            {  
+               try { p.Kill(); }
+               catch {}
+            });
+         }
+         catch { }         
+      }
+      
+      Process _stunnel_process; 
+      static internal string stunnel_job_error { get; private set;}
+      void init_stunnel(string[] argv)
+      {
+         try
+         {
+            var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
+            if (File.Exists(path + "config\\stunnel.conf"))
+            {
+               uint job_error = BTSUINativeMethods.setup_process_job_object();   
+               //if we can't put this process and stunnel into a job, try to stop stunnel then restart
+               if(job_error != 0)
+                  kill_stunnel();
+               start_stunnel(path, job_error);
+            }
+         }
+         catch(Exception ex)
+         {
+            stunnel_job_error = "Error starting stunnel: " + ex.Message;
+         } 
+      }
 
       public new int Run() {
          var argv = Environment.GetCommandLineArgs();
-         try {
-            if (argv.Contains("-multiple") ||
-               _mutex == null ||
-               _mutex.WaitOne(TimeSpan.Zero, true)) {
+         try {            
+            if (argv.Contains("-multiple") || _mutex == null || _mutex.WaitOne(TimeSpan.Zero, true)) 
+            {
+               if(_mutex == null || _mutex.WaitOne(TimeSpan.Zero, true))
+                  init_stunnel(argv);
                return base.Run();
             }
             else {

src/client/spark/Daemons/ShellServices.cs

@@ -6,6 +6,7 @@ using bts.api.persistence;
 using bts.api.position;
 using bts.api.synthetic;
 using bts.co2;
+using bts.md;
 using bts.metrics;
 using bts.support;
 using System.ComponentModel.Composition;
@@ -50,6 +51,9 @@ namespace Spark {
       AlgoServiceWrapper _algo_service_wrapper;
       [Export]
       public AlgoServiceWrapper algo_service_wrapper => _algo_service_wrapper ?? (_algo_service_wrapper = new AlgoServiceWrapper(context));
+
+      [Export]
+      public MBOService mbo_service => context.locate<MBOService>();
    }
 
    class AlgoServiceWrapper {

src/client/spark/Images/Icons.cs

@@ -22,7 +22,9 @@ namespace mbts.ui {
          AddBoxesGeometryKey = nameof(AddBoxesGeometryKey),
          AddFileGeometryKey = nameof(AddFileGeometryKey),
          AddFileThinGeometryKey = nameof(AddFileThinGeometryKey),
+         AttachAlgosKey = nameof(AttachAlgosKey),
          CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
+         DetachAlgosKey = nameof(DetachAlgosKey),
          DiskGeometryKey = nameof(DiskGeometryKey),
          DiskFileGeometryKey = nameof(DiskFileGeometryKey),
          DocumentGeometryKey = nameof(DocumentGeometryKey),
@@ -35,10 +37,14 @@ namespace mbts.ui {
          EditDocumentAltGeometryKey = nameof(EditDocumentAltGeometryKey),
          EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
          GearGeometryKey = nameof(GearGeometryKey),
+         LetterAKey = nameof(LetterAKey),
+         LetterDKey = nameof(LetterDKey),
          OrdersGeometryKey = nameof(OrdersGeometryKey),
          PaymentGeometryKey = nameof(PaymentGeometryKey),
          PencilGeometryKey = nameof(PencilGeometryKey),
          PlayGeometryKey = nameof(PlayGeometryKey),
+         ProhibitedGeometryKey = nameof(ProhibitedGeometryKey),
+         RubberStampGeometryKey = nameof(RubberStampGeometryKey),
          StarGeometryKey = nameof(StarGeometryKey),
          ToolsGeometryKey = nameof(ToolsGeometryKey),
          TrashGeometryKey = nameof(TrashGeometryKey),
@@ -115,6 +121,7 @@ namespace mbts.ui {
       public static ImageSource AddBoxes => create_icon(AddBoxesGeometryKey);
       public static ImageSource AddEncircled { get { return load_resource_and_freeze("AddEncircled"); } }
       public static ImageSource AddFile => create_icon(Smashicons.AddFileGeometryKey);
+      public static ImageSource AttachAlgos => create_icon(AttachAlgosKey);
       public static ImageSource Beaker { get { return load_resource_and_freeze("Beaker"); } }
       public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }
 
@@ -139,6 +146,7 @@ namespace mbts.ui {
       public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
       public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
       public static ImageSource 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);
       public static ImageSource DiskFile => create_icon(DiskFileGeometryKey);
       public static ImageSource Display { get { return load_resource_and_freeze("Display"); } }
@@ -158,6 +166,8 @@ namespace mbts.ui {
       public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
       public static ImageSource Payment => create_icon(PaymentGeometryKey);
       public static ImageSource Pencil => create_icon(PencilGeometryKey);
+      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 Star => create_icon(StarGeometryKey);
@@ -186,6 +196,19 @@ namespace mbts.ui {
          return rv;
       }
 
+      public static ImageSource create_icon_and_rotate(string geometric_path_key, Brush brush = null, Pen pen = null, Transform transform = null, double degrees = 90) {
+         if (brush == null) {
+            brush = Brushes.Black;
+         }
+         var drawing = create_drawing(geometric_path_key, brush, pen, transform);
+         var dg = new DrawingGroup();
+         dg.Children.Add(drawing);
+         dg.Transform = new RotateTransform(degrees);
+         var rv = new DrawingImage(dg);
+         rv.Freeze();
+         return rv;
+      }
+
       public static Drawing create_drawing(string geometric_path_key) =>
          create_drawing(geometric_path_key, Brushes.Black);
 

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

@@ -5,6 +5,14 @@
   xmlns:mbts="clr-namespace:mbts.ui"
   xmlns:sys="clr-namespace:System;assembly=mscorlib"
 >
+
+  <sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">
+    M10.519881,14.945064C11.300896,14.955074,12.079896,15.102078,12.819896,15.386075L10.878893,17.326085C9.6458764,17.201085,8.3688531,17.591071,7.4258485,18.533091L3.5977991,22.360102C1.9327704,24.026093 1.9317786,26.736124 3.5977991,28.402117 5.2638197,30.068108 7.9748359,30.068108 9.6398644,28.402117L13.467914,24.575106C14.410919,23.632109,14.800938,22.355097,14.675937,21.121083L16.615963,19.180096C17.523962,21.546103,17.034943,24.325104,15.126931,26.234108L11.298882,30.061119C8.7138591,32.64612 4.5238051,32.64612 1.9387672,30.062127 -0.64625573,27.477126 -0.64625573,23.287106 1.9387672,20.701098L5.7668166,16.875065C7.077837,15.564055,8.8018727,14.923061,10.519881,14.945064z M19.825993,10.418039L21.580012,12.17305 12.089907,21.665091 10.333873,19.911087z M25.383069,0C27.077088,3.0538786E-08 28.771109,0.64599859 30.063117,1.9390028 32.647133,4.5230274 32.647133,8.7120385 30.062109,11.298047L26.235068,15.125058C24.327055,17.033085,21.547022,17.52207,19.181973,16.614077L21.121998,14.674067C22.356022,14.799068,23.633046,14.409051,24.57605,13.466054L28.403094,9.6400513C30.068121,7.9740295 30.069129,5.2630205 28.403094,3.5980362 26.738064,1.9320143 24.027033,1.9320143 22.362034,3.5980362L18.533986,7.4240398C17.591958,8.3670363,17.201968,9.643042,17.32697,10.877056L15.385937,12.817066C14.478913,10.452035,14.968939,7.6730337,16.875945,5.7660436L20.703019,1.9390028C21.995026,0.64599859,23.689047,3.0538786E-08,25.383069,0z
+  </sys:String>
+  <sys:String x:Key="{x:Static mbts:Icons.DetachAlgosKey}">
+    M19.522852,25.255011L20.920847,25.256994 20.920847,29.729012 19.522852,29.729012z M22.826874,21.952002L25.989905,25.113989 25.001887,26.101996 21.838856,22.941015z M25.269894,19.506992L29.742937,19.509007 29.742937,20.906012 25.269894,20.907995z M10.519729,14.945011C11.300744,14.954991,12.079745,15.103001,12.818766,15.386997L10.878742,17.327C9.6457264,17.200016,8.368704,17.592014,7.4257004,18.532993L3.597655,22.359015C1.9326275,24.025 1.9316508,26.734991 3.597655,28.40299 5.2636887,30.068001 7.9747178,30.066017 9.6397144,28.40299L13.468767,24.575018C14.410794,23.633001,14.800783,22.355993,14.674774,21.122015L16.615807,19.181004C17.523806,21.547003,17.034817,24.325995,15.126776,26.233008L11.298761,30.061012C8.713709,32.644997 4.5236599,32.644997 1.9396465,30.061012 -0.64638097,27.475012 -0.64638097,23.286017 1.9386395,20.702002L5.7666852,16.875004C7.0777046,15.562992,8.8017227,14.922001,10.519729,14.945011z M2.1536381,10.959994L6.6257035,10.959994 6.6266801,12.359988 2.1536381,12.359988z M6.7686803,5.894014L9.9307338,9.0549947 8.9427158,10.044008 5.7806932,6.8819901z M10.976735,2.1390082L12.374761,2.1390082 12.375768,6.6130081 10.975728,6.6130081z M25.382902,0C27.076922,-1.8170738E-08 28.770941,0.6470033 30.063955,1.9389956 32.646992,4.5220043 32.646992,8.7130147 30.061941,11.297L26.234902,15.126011C24.326891,17.032993,21.546862,17.521,19.181845,16.614994L21.121868,14.674015C22.35586,14.798008,23.63389,14.407992,24.575886,13.467013L28.403933,9.6390096C30.067953,7.972994 30.069967,5.2619945 28.403933,3.5960094 26.738905,1.9310002 24.0269,1.9320073 22.361872,3.5960094L18.533827,7.4249893C17.591829,8.3659993,17.201811,9.6440145,17.32782,10.87601L15.385781,12.817996C14.477781,10.453005,14.968784,7.6730062,16.875818,5.7659928L20.702858,1.9379885C21.994864,0.64599622,23.688883,-1.8170738E-08,25.382902,0z
+  </sys:String>
+
   <!--AddBoxes (the icon is free to use if we include this information in our credit section)
     Source: https://www.flaticon.com/authors/gregor-cresnar
     Ttile: Add free icon
@@ -40,6 +48,17 @@
     </sys:String>
   </x:Array>
 
+  <!--File (the icon is free to use if we include this information in our credit section)
+    Source: https://www.flaticon.com/authors/chanut
+    Ttile: Cancel free icon
+    Credit: Icon made by Chanut from www.flaticon.com-->
+  <sys:String x:Key="{x:Static mbts:Icons.ProhibitedGeometryKey}">
+    M32.759,0C14.696,0,0,14.695,0,32.759s14.695,32.759,32.759,32.759s32.759-14.695,32.759-32.759S50.822,0,32.759,0z
+    M6,32.759C6,18.004,18.004,6,32.759,6c6.648,0,12.734,2.443,17.419,6.472L12.472,50.178C8.443,45.493,6,39.407,6,32.759z
+    M32.759,59.518c-5.948,0-11.447-1.953-15.895-5.248l37.405-37.405c3.295,4.448,5.248,9.947,5.248,15.895
+    C59.518,47.514,47.514,59.518,32.759,59.518z
+  </sys:String>
+
   <!--File (the icon is free to use if we include this information in our credit section)
     Source: https://www.flaticon.com/authors/smashicons
     Ttile: File free icon
@@ -271,6 +290,10 @@
     M0,0L25.194,16 0,32z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.RubberStampGeometryKey}">
+    M1.8950181,29.607025L24.423994,29.607025 24.423994,31.103027C24.423994,31.601013,24.025009,32,23.526993,32L2.7920208,32C2.2929976,32,1.8950181,31.601013,1.8950181,31.103027z M0,19.838013L26.218001,19.838013 26.218001,27.813019 0,27.813019z M12.960014,0C16.549,0 19.538988,2.9909973 19.538988,6.57901 19.538988,8.0750122 19.041002,9.3710022 18.243,10.46701L18.043995,10.766022C17.345997,11.863007 16.647999,12.76001 16.647999,12.76001 15.052999,15.651001 15.253011,17.745026 15.253011,17.745026L10.667015,17.745026C10.667015,17.745026 10.866997,15.651001 9.2719967,12.76001 9.2719967,12.76001 8.5739996,11.863007 7.8760016,10.766022L7.6759898,10.46701 7.5769908,10.368011C6.7790176,9.3710022 6.3810074,7.9750061 6.3810074,6.57901 6.3810074,2.9909973 9.2719967,0 12.960014,0z
+  </sys:String>
+
   <!--File (the icon is free to use if we include this information in our credit section)
     Source: https://www.flaticon.com/authors/smashicons
     Ttile: File free icon

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

@@ -1,7 +1,7 @@
 using bts.api;
 using bts.api.orderman;
+using bts.collections;
 using mbts.co2;
-using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
@@ -204,13 +204,15 @@ namespace mbts.spark {
             }
          }
 
-         void _show_order_book(Side side) =>
-            _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
-               new bts.shell.OrderBookWindowFactory.FilterStates {
-                  statuses = new[] { OrderStatus.Working },
-                  sides = new[] { side },
-                  security_criteria = new SecurityCriteria(security)
-               }));
+         void _show_order_book(Side side) {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               statuses = new[] { OrderStatus.Working },
+               sides = new[] { side },
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }
 
          void _show_order_ticket(MarketViewView.Columns col) {
             var order = _orders_model.factory.order(security);

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

@@ -1,4 +1,6 @@
 using bts.api;
+using bts.collections;
+using bts.utils;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
@@ -7,7 +9,6 @@ using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Windows.Data;
@@ -22,7 +23,6 @@ namespace mbts.spark {
       readonly OrdersModel _orders_model;
       IWindowSettingsManager<GridSettings> _settings_manager;
 
-
       public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
          : this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }
 
@@ -40,7 +40,7 @@ namespace mbts.spark {
          add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
          add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
          add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         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_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);
@@ -58,12 +58,12 @@ namespace mbts.spark {
          add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
          add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
 
-         add_col(Columns.MarketDescription, "Market Description", r => r.md.security.HasIce ? r.md.security.Ice.MarketDescription : string.Empty, nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.md.security.HasIce ? r.md.security.Ice.ClearedAlias : string.Empty, nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.ProductDescription, "Product Description", r => r.md.security.HasIce ? r.md.security.Ice.ProductName : string.Empty, nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.HubAlias, "Hub Alias", r => r.md.security.HasIce ? r.md.security.Ice.HubAlias : string.Empty, nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.StripName, "Strip Name", r => r.md.security.HasIce ? r.md.security.Ice.StripName : string.Empty, nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.MicCode, "Mic Code", r => r.md.security.HasIce ? r.md.security.Ice.MicCode : string.Empty, nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MarketDescription, "Market Description", r => r.security.market_description(), nameof(Row.market_description), DefaultColumnWidths.SecurityKey, market_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ClearedAlias, "Cleared Alias", r => r.security.cleared_alias(), nameof(Row.cleared_alias), DefaultColumnWidths.SecurityKey, cleared_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.ProductDescription, "Product Description", r => r.security.product_name(), nameof(Row.product_description), DefaultColumnWidths.SecurityKey, product_description_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.HubAlias, "Hub Alias", r => r.security.hub_alias(), nameof(Row.hub_alias), DefaultColumnWidths.SecurityKey, hub_alias_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.StripName, "Strip Name", r => r.security.strip_name(), nameof(Row.strip_name), DefaultColumnWidths.SecurityKey, strip_name_filter, DataGridFilterKnownTemplates.Regex);
+         add_col(Columns.MicCode, "Mic Code", r => r.security.mic_code(), nameof(Row.mic_code), DefaultColumnWidths.SecurityKey, mic_code_filter, DataGridFilterKnownTemplates.Regex);
          //
          void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
             columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
@@ -81,7 +81,7 @@ namespace mbts.spark {
             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_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.UShortMinMax, 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, 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);
@@ -180,6 +180,40 @@ namespace mbts.spark {
             return grid_settings_manager.create();
       }
 
+      public static IComparer<Row> get_column_comparer(Columns column) {
+         switch (column) {
+            case Columns.Security: return wrap(r => r.security);
+            case Columns.SecurityKey: return wrap(r => r.security.Id);
+            case Columns.Volume: return wrap(r => r.volume);
+            case Columns.Last: return wrap(r => r.last_price);
+            case Columns.LastSize: return wrap(r => r.last_size);
+            case Columns.Position: return wrap(r => r.position);
+            case Columns.WorkingBids: return wrap(r => r.working_bid_volume);
+            case Columns.BidImpliedSize: return wrap(r => r.bid_implied_size);
+            case Columns.BidDirectSize: return wrap(r => r.bid_direct_size);
+            case Columns.BidMergedSize: return wrap(r => r.bid_merged_size);
+            case Columns.Bid: return wrap(r => r.bid_price);
+            case Columns.Ask: return wrap(r => r.ask_price);
+            case Columns.AskMergedSize: return wrap(r => r.ask_merged_size);
+            case Columns.AskDirectSize: return wrap(r => r.ask_direct_size);
+            case Columns.AskImpliedSize: return wrap(r => r.ask_implied_size);
+            case Columns.WorkingAsks: return wrap(r => r.working_ask_volume);
+            case Columns.Settlement: return wrap(r => r.settlement);
+            case Columns.DayChange: return wrap(r => r.day_change);
+            case Columns.SessionLow: return wrap(r => r.session_low);
+            case Columns.SessionHigh: return wrap(r => r.session_high);
+            case Columns.MarketDescription: return wrap(r => r.market_description);
+            case Columns.ClearedAlias: return wrap(r => r.security.cleared_alias());
+            case Columns.ProductDescription: return wrap(r => r.security.product_name());
+            case Columns.HubAlias: return wrap(r => r.security.hub_alias());
+            case Columns.StripName: return wrap(r => r.security.strip_name());
+            case Columns.MicCode: return wrap(r => r.security.mic_code());
+            default: return null;
+         }
+         IComparer<Row> wrap<T>(Func<Row, T> selector) =>
+            Comparer<T>.Default.wrap(selector);
+      }
+
       #region Filters
       public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
       public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));

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

@@ -2,6 +2,7 @@
 using bts.api;
 using bts.shell;
 using bts.spark;
+using bts.utils;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -11,12 +12,13 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;
 
 namespace mbts.spark {
-   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
-      const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
+   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow, ISlowMeasureContentSize {
+      const string _window_type = "MarketView", _window_type_display_name = "Market View";
       readonly OrdersModel _orders_model;
       readonly AllowOnce _init_guard = new AllowOnce("MarketView");
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -25,6 +27,9 @@ namespace mbts.spark {
       MarketViewWindowFactory.StartupData _state;
       IReadOnlyList<SparkCommand> _commands;
       IDisposable _subscriptions;
+      SecurityCriteria
+         _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)
          : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -32,6 +37,7 @@ namespace mbts.spark {
          _state = state;
          _settings_manager = settings_manager;
          Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
       }
 
       event Action<MarketViewWindowFactory.StartupData> _state_changed;
@@ -42,12 +48,53 @@ namespace mbts.spark {
       public override MarketViewWindowFactory.StartupData SaveState =>
          _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns));
 
-      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
          + LAUNCHER_BUTTON_BORDER_WIDTH
          + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
 
-      public string thread_id => _thread_id;
+      public string thread_id { get; }
+
+      SecurityCriteria _selected_security_criteria {
+         get {
+            if (_selected_security_criteria_backing == null) {
+               if (_sorted_selected_security_criteria_backing != null) {
+                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
+               } else if (_vm != null)
+                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+            }
+            return _selected_security_criteria_backing;
+         }
+      }
+      SecurityCriteria _sorted_selected_security_criteria {
+         get {
+            if (_sorted_selected_security_criteria_backing == null) {
+               if (_vm != null) {
+                  var sorting_criteria = _vm.rows_view.get_sorting_criteria(_vm.columns);
+                  var comp_builder = new ComparerBuilder<MarketViewVM.Row>();
+                  foreach (var sc in sorting_criteria) {
+                     if (_vm.columns.TryGetFirst(col => string.Equals(col.id, sc.col_name, StringComparison.CurrentCultureIgnoreCase), out var match)) {
+                        if (match is ui.controls.DIYGrid.IKeyedColumn<MarketViewView.Columns> kcol) {
+                           var col_comp = MarketViewVM.get_column_comparer(kcol.key);
+                           if (col_comp != null) {
+                              comp_builder.add(sc.is_ascending ? col_comp : col_comp.reverse());
+                           } else {
+                              Log.Ui.warn($"{_window_type} is unable to find the row comparer for the '{sc.col_name}' column.");
+                           }
+                        } else {
+                           Log.Ui.warn($"{_window_type} is unable find a column with id '{sc.col_name}.'");
+                        }
+                     }
+                  }
+                  var comp = comp_builder.to_comparer();
+                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+               }
+            }
+            return _sorted_selected_security_criteria_backing;
+         }
+      }
+
+      bool _has_selected_rows() => _vm != null && _vm.selected_rows.Count > 0;
 
       public void thread_init() {
          _init_guard.check_access();
@@ -55,17 +102,44 @@ namespace mbts.spark {
          var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
          _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
          _view = new MarketViewView { DataContext = _vm };
+         _view._grid.Sorting += on_grid_sorting;
+         /// The 'CanExecute' plumbing for the cmds below is designed to avoid potentially costly .ToList() operations on the selected_rows/securities.
+         /// Some of the cmds post ITags with data that is, or has, a SecurityCriteria member; the SecurityCriteria constructor creates a new List of the specified securities.
+         /// For these commands, the objective is to evaluate 'CanExecute' without instantiating the SecurityCriteria (or more importantly, without creating a new List).
+         // show time and sales
+         var show_tas_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowTimeAndSalesTag, sc);
+         }, _has_selected_rows);
+         var show_tas_actual_cmd = SparkCommands.ShowTimeAndSales;
+         var show_tas_cmd_wrapper = new SparkCommandCommand(show_tas_actual_cmd.title, show_tas_actual_cmd.icon, show_tas_cmd);
+         // show fills
+         var show_fills_cmd = new DelegateCommand(() => {
+            var sc = _selected_security_criteria;
+            _bus.post(SparkTags.ShowFillsTag, new FillsWindowFactory.StartupData(
+               new FillsWindowFactory.FilterStates {
+                  security = sc.is_defined() ? sc : _state.security_criteria
+               }));
+         });
+         var show_fills_actual_cmd = SparkCommands.ShowFills();
+         var show_fills_cmd_wrapper = new SparkCommandCommand(show_fills_actual_cmd.title, show_fills_actual_cmd.icon, show_fills_cmd, SparkCommands.KeyGestures.ShowFills);
+         // show synthetic create
+         var show_synth_create_cmd = new DelegateCommand(() => {
+            var sc = _sorted_selected_security_criteria;
+            if (sc.is_defined())
+               _bus.post(SparkTags.ShowSyntheticCreateTag, sc);
+         }, () => _vm.selected_rows.Count > 0 && _vm.selected_rows.Count <= 24);
+         var show_synth_create_actual_cmd = SparkCommands.ShowSyntheticCreate();
+         var show_synth_create_cmd_wrapper = new SparkCommandCommand(show_synth_create_actual_cmd.title, show_synth_create_actual_cmd.icon, show_synth_create_cmd, SparkCommands.KeyGestures.ShowSyntheticCreate);
+
          var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
          _commands = new List<SparkCommand> {
-            SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
-               secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
-                  security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
-               })
-            ),
-            SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.ShowSyntheticCreate.complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
+            SparkCommands.ShowLadders(SparkCommands.KeyGestures.ShowLadder).complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            show_fills_cmd_wrapper,
+            show_tas_cmd_wrapper,
+            show_synth_create_cmd_wrapper,
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
@@ -86,8 +160,27 @@ namespace mbts.spark {
                return dialog;
             }))
          };
-         _subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
+         //
+         _vm.selection_changed += on_selection_changed;
+         _subscriptions = new CompositeDisposable(_bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
+            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())))) {
+            () => {
+               _vm.selection_changed -= on_selection_changed;
+               _view._grid.Sorting -= on_grid_sorting;
+            }
+         };
+
+         void on_selection_changed((IEnumerable<MarketViewVM.Row> removed, IEnumerable<MarketViewVM.Row> added) change) {
+            // invalidate selected security criteria
+            _selected_security_criteria_backing = null;
+            _sorted_selected_security_criteria_backing = null;
+            show_tas_cmd.RaiseCanExecuteChanged();
+            show_fills_cmd.RaiseCanExecuteChanged();
+            show_synth_create_cmd.RaiseCanExecuteChanged();
+         }
+
+         void on_grid_sorting(object sender, ui.controls.DIYGridSortingEventArgs e) =>
+            _sorted_selected_security_criteria_backing = null;
       }
 
       public override void Dispose() {

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

@@ -1,7 +1,6 @@
 using bts.api;
 using bts.co2;
 using mbts.co2;
-using mbts.collections.extensions;
 using System;
 using System.Collections.Generic;
 using System.Linq;

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

@@ -1,22 +1,23 @@
 using bts.api;
 using bts.co2;
+using bts.collections;
+using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
-using System.Linq;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
 using System.Threading.Tasks;
 using System.Windows.Input;
 using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
-using mbts.persist;
-using mbts.ui.settings;
-using System.Reactive.Linq;
 
 namespace mbts.spark {
    class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {

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

@@ -19,7 +19,7 @@ using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
 
 namespace mbts.spark {
-   class TimeAndSalesWindow : SparkWindow<StartupData>, ISlowWindow {
+   class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
       const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
       readonly MDConsumer _consumer;
       readonly TimeAndSalesWindowFactory _factory;
@@ -48,7 +48,7 @@ namespace mbts.spark {
          + SPARK_MENU_COLLAPSED_WIDTH
          + LAUNCHER_BUTTON_BORDER_WIDTH
          + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-      
+      public string thread_id { get; }
       public override StartupData SaveState => _state = _vm.value.create();
 
       public override void Dispose() =>
@@ -62,9 +62,9 @@ namespace mbts.spark {
          var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
          var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
          _commands = new SparkCommand[] {
-            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
-            SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
+            SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),
             SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes

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

@@ -420,7 +420,6 @@
               </DataTemplate>
             </ComboBox.ItemTemplate>
           </ComboBox>
-          <c:HelpButton Grid.Column="8" Margin="3,0,0,0" ManPage="bts_spark/spreader/#creating-a-synthetic" />
         </Grid>
         <c:DataGridEx
           x:Name="PART_DataGrid"

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

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.spark;
 using mbts.spark;
 using mbts.ui.adorners;
@@ -7,7 +8,6 @@ using mbts.ui.utility;
 using mbts.user.settings;
 using mbts.utils;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;

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

@@ -12,6 +12,9 @@
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
       </ResourceDictionary.MergedDictionaries>
+      <Style TargetType="ScrollViewer">
+        <Setter Property="u:ScrollViewerCorrector.FixNestedScrolling" Value="False"/>
+      </Style>
     </ResourceDictionary>
   </Window.Resources>
   <Grid>

src/client/spark/Modules/Spreader/SyntheticManagementWindow.cs

@@ -16,7 +16,7 @@ using System.Windows;
 using static bts.shell.SyntheticManagementWindowFactory;
 
 namespace mbts.spark {
-   class SyntheticManagementWindow : SparkWindow<StartupData>, ISlowWindow {
+   class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
       const string _window_type = "SyntheticManagement";
       SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
       StartupData _state;
@@ -33,8 +33,20 @@ namespace mbts.spark {
          _state = state;
          _settings_manager = settings_manager;
          Icon.Freeze();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().synthetic_management ? "SyntheticManagement" : null;
       }
 
+      public override string window_type => _window_type;
+      public override UIElement Content => _view;
+      public override IEnumerable<SparkCommand> Commands => _commands;
+      public override StartupData SaveState => _state = _vm.value.create();
+      public override double MinWidth => 
+         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+      public string thread_id { get; }
+
       public void thread_init() {
          Log.notnull(_state);
 
@@ -54,14 +66,15 @@ namespace mbts.spark {
             ), SparkCommand.create("Clone", Icons.CloneSynthetic, SparkTags.ShowSyntheticCloneTag).complete(
                current_row_connectable_builder.create(observe_row_strategy),
                rs => rs.HasValue, select_row_strategy_tuple
-            ), SparkCommands.ShowLadder.complete(
+            ), SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(
                vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
-            ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
-                  filters = new OrderBookWindowFactory.FilterStates {
-                     security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
-                  }
-               }
-            ), SparkCommands.window_settings_command(new DialogCommand(() => {
+            ), SparkCommands.ShowOrders.complete(() => {
+               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+               ob_settings.filters = new bts.shell.orderbook.FilterStates {
+                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+               };
+               return ob_settings;
+            }), SparkCommands.window_settings_command(new DialogCommand(() => {
                var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                   _settings_manager,
                   us => us.synthetic_management_grid,
@@ -101,16 +114,6 @@ namespace mbts.spark {
          else _view.DataContext = _vm.value;
       }
 
-      public override string window_type => _window_type;
-      public override UIElement Content => _view;
-      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override StartupData SaveState => _state = _vm.value.create();
-      public override double MinWidth => 
-         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
-         + SPARK_MENU_COLLAPSED_WIDTH
-         + LAUNCHER_BUTTON_BORDER_WIDTH
-         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-
       public override void Dispose() {
          Disposable.dispose(ref _vm);
          Commands.OfType<IDisposable>().DisposeAll();

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossThresholdModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossMarketTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossMarketTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossTimeModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessThresholdModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupThresholdModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingPriceTypeModel.cs

@@ -1,12 +1,10 @@
-using mbts.ui.spark;
+using bts.shell;
 using bts.spark;
-using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
-using mbts.collections.extensions;
+using mbts.ui.spark;
 using System.Collections.Generic;
-using bts.shell;
+using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
 
-namespace mbts.spark
-{
+namespace mbts.spark {
    partial class SyntheticEditorVM
    {
       class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Hidden/QuoteHiddenModel.cs

@@ -1,5 +1,4 @@
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 using System.Windows;

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleMinMove.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/QuoteQueueHolderModel.cs

@@ -0,0 +1,44 @@
+using bts.spark;
+using mbts.ui.spark;
+using System.Collections.Generic;
+using System.Windows;
+
+namespace mbts.spark
+{
+   partial class SyntheticEditorVM
+   {
+      class QuoteQueueHolderModel : RowModelBase<uint>, IHaveFontParams
+      {
+         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         public QuoteQueueHolderModel() 
+         {            
+         }
+         public override string display_name { get; } = "Queue Holder Length";
+         public override string help_text { get; } = "How many levels of queue to hold";
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote };
+         public FontWeight font_weight => FontWeights.SemiBold;
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.NQueueHolderOrders = _value_from_store(leg_tup);
+
+         public override uint get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).NQueueHolderOrders;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
+         {
+            _value_store[leg_tup.SecurityKey] = value;
+            leg_tup.leg_params.QuoteParams.NQueueHolderOrders = value ;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) != null;
+
+         QuoteParams _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams;
+
+         uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 0u);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleInsideTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleOutsideTicksModel.cs

@@ -1,6 +1,5 @@
 using bts.shell;
 using bts.spark;
-using mbts.collections.extensions;
 using mbts.ui.spark;
 using System.Collections.Generic;
 

src/client/spark/Modules/Spreader/VM/SyntheticEditorVM.cs

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
@@ -72,7 +73,7 @@ namespace mbts.spark {
          _has_working_orders = backing(nameof(has_working_orders), false);
          contract_picker_model = new ContractPickerModel(bus, false, null, new SecurityCriteria(new[] {
             new SecurityCriteriaClause() {
-               exchanges = EnumHelper.get_values_except(Venue.Bts).ToLArray()
+               exchanges = EnumHelper.get_values_except(Venue.Bts).ToArray()
             }
          }));
          contract_picker_model.cancel_action = _close_new_leg_popup;
@@ -199,14 +200,16 @@ namespace mbts.spark {
 
          var post_hedge_opposite_market_based_cross_threshold = new PostHedgeOppositeMarketVolumeBasedCrossThresholdModel();
          var post_hedge_opposite_market_based_cross_cross_ticks = new PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel();
+         var is_quote_model = new IsQuoteModel();
          rows = new IRowModel[] {
             _quantity_model,
             _price_mult_model,
-            new IsQuoteModel(),
+            is_quote_model,
             //new EnableHedgeModel(), //TAHA_SPREADER
             new HedgeRatioModel(),
             //new MinLeanQtyModel(), //TAHA_SPREADER
             //new QuoteHiddenModel(),
+            new QuoteQueueHolderModel(),
             new MarketDataTypeModel(),
             new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
             quote_throttle_inside_ticks,

src/client/spark/Modules/Spreader/VM/SyntheticManagementDialogVM.cs

@@ -1,10 +1,9 @@
 using bts.api;
-using bts.shell;
+using bts.collections;
 using bts.spark;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
-using mbts.ui.controls;
 using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
@@ -169,12 +168,13 @@ namespace mbts.spark {
          void _show_ladder() =>
             _bus.post(SparkTags.ShowLadderTag, md);
 
-         void _show_order_book() =>
-            _bus.post(SparkTags.ShowOrderBookTag, new OrderBookWindowFactory.OrderBookStartupData {
-               filters = new OrderBookWindowFactory.FilterStates {
-                  security_criteria = new SecurityCriteria(security)
-               }
-            });
+         void _show_order_book() {
+            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+            ob_settings.filters = new bts.shell.orderbook.FilterStates {
+               security_criteria = new SecurityCriteria(security)
+            };
+            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+         }
       }
    }
 }

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

@@ -19,8 +19,6 @@
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/view/Controls/Order/AlgoTemplateTreeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
       </ResourceDictionary.MergedDictionaries>
       <!--Primitive Constants-->
       <sys:Double x:Key="HorizontalPush1">4</sys:Double>
@@ -559,85 +557,27 @@
               </Grid>
             </RadioButton>
           </Grid>
-          <GroupBox
-            x:Name="content_host"
+          <usp:AlgoEditorView
             Grid.Row="2"
+            DataContext="{Binding content_source}"
             Background="Transparent"
-            BorderBrush="{Binding content_source.algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+            BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
             Margin="0,6,0,0"
             Padding="12,8"
-          >
-            <GroupBox.Style>
-              <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
-                <Setter Property="BorderThickness" Value="1"/>
-                <Setter Property="BorderBrush" Value="Transparent"/>
-                <Style.Triggers>
-                  <Trigger Property="BorderBrush" Value="Transparent">
-                    <Setter Property="BorderThickness" Value="0"/>
-                  </Trigger>
-                  <Trigger Property="usp:AlgoStudioView.IsMouseOverNodeContent" Value="True">
-                    <Setter Property="BorderThickness" Value="2"/>
-                  </Trigger>
-                </Style.Triggers>
-              </Style>
-            </GroupBox.Style>
-            <GroupBox.Header>
-              <ComboBox
-                Grid.Column="3"
-                ToolTipService.ShowOnDisabled="True"
-                SelectedItem="{Binding selected_definition.algo_root}"
-                ItemsSource="{Binding selected_definition.algos_view}"
-                Margin="{StaticResource Margin.LP1}"
-                Width="140"
-              >
-                <ComboBox.Style>
-                  <Style TargetType="ComboBox">
-                    <Style.Triggers>
-                      <DataTrigger Binding="{Binding content_source}" Value="{x:Null}">
-                        <Setter Property="Visibility" Value="Collapsed"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
-                        <Setter Property="IsEnabled" Value="True"/>
-                      </DataTrigger>
-                      <DataTrigger Binding="{Binding selected_definition.templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
-                        <Setter Property="IsEnabled" Value="False"/>
-                        <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
-                      </DataTrigger>
-                    </Style.Triggers>
-                  </Style>
-                </ComboBox.Style>
-                <ComboBox.ItemTemplate>
-                  <DataTemplate>
-                    <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
-                  </DataTemplate>
-                </ComboBox.ItemTemplate>
-              </ComboBox>
-            </GroupBox.Header>
-            <ContentControl
-              Grid.IsSharedSizeScope="True"
-              Content="{Binding selected_definition.algo_root}"
-              ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
-              Margin="{StaticResource Margin.TP1}"
-            >
-              <ContentControl.Resources>
-                <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
-              </ContentControl.Resources>
-            </ContentControl>
-          </GroupBox>
-          <c:DialogSkirt Grid.Row="3" Margin="{StaticResource Margin.TP2}" Background="Transparent">
-            <c:DialogSkirt.RightItems>
-              <x:ArrayExtension Type="{x:Type Button}">
-                <Button ToolTipService.ShowOnDisabled="True" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
-                  <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
-                </Button>
-                <Button ToolTipService.ShowOnDisabled="True" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" Style="{StaticResource {x:Static c:DialogSkirt.DialogSkirtButtonStyleKey}}" ToolTip="{Binding revert_cmd_tooltip}">
-                  <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
-                </Button>
-              </x:ArrayExtension>
-            </c:DialogSkirt.RightItems>
-          </c:DialogSkirt>
+          />
+          <StackPanel Grid.Row="3" HorizontalAlignment="Right" Orientation="Horizontal">
+            <StackPanel.Margin>
+              <Thickness Left="{StaticResource DialogSkirtPadding.Left}" Top="{StaticResource VerticalPush2}" Right="{StaticResource DialogSkirtButtonPadding.Right}" Bottom="{StaticResource DialogSkirtPadding.Bottom}"/>
+            </StackPanel.Margin>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
+              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
+            </Button>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding content_source}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
+              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
+            </Button>
+          </StackPanel>
         </Grid>
       </ScrollViewer>
     </Grid>
   </AdornerDecorator>
-</UserControl>
+</UserControl>

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

@@ -1,8 +1,6 @@
 using mbts.spark;
 using mbts.ui.converters;
-using mbts.ui.extensions;
 using System;
-using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Data;
 using System.Windows.Input;
@@ -18,26 +16,11 @@ namespace mbts.ui.spark {
       public AlgoStudioView() {
          InitializeComponent();
          DataContextChanged += (s, e) => set_controller();
-         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
-         content_host.MouseEnter += content_host_MouseEnter;
-         content_host.MouseLeave += content_host_MouseLeave;
          set_controller();
          // local methods
          void set_controller() => Disposable.replace(ref _controller, AlgoStudioViewControllerFactory.create(DataContext, _tree_view, name_text_box, custom_badge_color_picker_button, custom_badge_color_picker_popup));
-         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
-         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
       }
 
-      #region IsMouseOverNodeContent 
-      public static readonly DependencyProperty IsMouseOverNodeContentProperty =
-         DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoStudioView), new PropertyMetadata(false));
-
-      public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
-      public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
-      #endregion
-
       public new AlgoStudioVM DataContext {
          get => base.DataContext as AlgoStudioVM;
          set => base.DataContext = value;

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioWindow.cs

@@ -13,7 +13,7 @@ using System.Windows;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;
 
 namespace mbts.spark {
-   internal class AlgoStudioWindow : SparkWindow<StartupData>, IShellWindow {
+   internal class AlgoStudioWindow : SparkWindow<StartupData>, ISharedWindow {
       public const string
          NAME = "Algo Studio",
          TemplatesEnabledKey = nameof(TemplatesEnabledKey),
@@ -37,7 +37,7 @@ namespace mbts.spark {
          : base(NAME, bus, factory, SparkCommands.ShowAlgoStudio.icon) {
          _model = model;
          _state = state;
-         thread_init();
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().algo_studio ? "AlgoStudio" : null;
       }
 
       public override StartupData SaveState => _state = _vm.create();
@@ -45,12 +45,12 @@ namespace mbts.spark {
       public override string window_type => NAME;
       public override UIElement Content => _view;
       public override IEnumerable<SparkCommand> Commands => _commands;
-      public string thread_id => NAME;
       public override double MinWidth =>
          SPARK_MENU_COLLAPSED_WIDTH +
          LAUNCHER_BUTTON_BORDER_WIDTH +
          DEFAULT_CONTENT_WIDTH;
       public override double MinHeight => DEFAULT_CONTENT_HEIGHT;
+      public string thread_id { get; }
 
       bts.config.AlgoStudioOptions _ui_configuration => _model.algo_model.ui_configuration;
 

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

@@ -2,6 +2,7 @@
 using bts.utils;
 using mbts.spark.utilities;
 using System;
+using System.Windows.Media;
 
 namespace mbts.spark {
    struct AlgoData : IEquatable<AlgoData> {
@@ -36,4 +37,31 @@ namespace mbts.spark {
       public static bool operator ==(AlgoData a, AlgoData b) => a.Equals(b);
       public static bool operator !=(AlgoData a, AlgoData b) => !a.Equals(b);
    }
+
+   struct AlgoDataVM : IEquatable<AlgoDataVM> {
+      public readonly AlgoData data;
+      public readonly AlgoDefinitionMetadata? meta;
+
+      public AlgoDataVM(AlgoData data, AlgoDefinitionMetadata? meta = null) {
+         this.data = data;
+         this.meta = meta;
+      }
+
+      public string name => data.name;
+      public Brush badge_fill => OrderUtils.badge_fill(meta, OrderDataHelper.get_metadata(data.value.CustomCase));
+      public AlgoDisplayGroup group => data.key.display_group();
+
+      public override string ToString() =>
+         data.name;
+
+      public static AlgoDataVM from_data(AlgoData data, AlgoDefinitionMetadata? meta) =>
+         new AlgoDataVM(data, meta);
+
+      public static AlgoDataVM from_data((AlgoData algo, AlgoDefinitionMetadata? meta) tup) =>
+         new AlgoDataVM(tup.algo, tup.meta);
+
+      public bool Equals(AlgoDataVM other) => data == other.data && meta == other.meta;
+      public override bool Equals(object obj) => obj is AlgoDataVM other && Equals(other);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(data.GetHashCode(), meta.GetHashCode());
+   }
 }

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

@@ -1,9 +1,76 @@
 using bts.api.orderman;
 using bts.persist.algo;
 using bts.utils;
+using ProtoBuf;
 using System;
 
 namespace mbts.spark {
+   [ProtoContract]
+   struct AlgoID : IEquatable<AlgoID> {
+      [ProtoMember(1)]
+      readonly CustomOrderDefinition.CustomOneofCase? _factory_key;
+      [ProtoMember(2)]
+      readonly string _dynamic_key;
+      [ProtoMember(3)]
+      readonly uint? _persisted_key;
+
+      public AlgoID(CustomOrderDefinition.CustomOneofCase factory_key) {
+         _factory_key = factory_key;
+         _dynamic_key = null;
+         _persisted_key = null;
+      }
+
+      public AlgoID(string dynamic_key) {
+         _factory_key = null;
+         _dynamic_key = dynamic_key;
+         _persisted_key = null;
+      }
+
+      public AlgoID(uint persisted_key) {
+         _factory_key = null;
+         _dynamic_key = null;
+         _persisted_key = persisted_key;
+      }
+
+      public static AlgoID from_order_def(OrderDefinitionImmutable order_def) {
+         switch (order_def.CustomDef.CustomCase) {
+            case CustomOrderDefinition.CustomOneofCase.Composite: return new AlgoID(order_def.CustomDef.Composite.AlgoTemplateKey);
+            case CustomOrderDefinition.CustomOneofCase.Dynamic: return new AlgoID(order_def.CustomDef.Dynamic.DynamicOrderType);
+            default: return new AlgoID(order_def.CustomDef.CustomCase);
+         }
+      }
+
+      public static AlgoID from_algo_key(AlgoKey key) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory:
+               if (key.factory.structure.structure.Count > 0)
+                  return new AlgoID((CustomOrderDefinition.CustomOneofCase)key.factory.structure.structure[0]);
+               break;
+            case AlgoKey.Mode.Persisted:
+               return new AlgoID(key.persisted.id_uint);
+         }
+         return new AlgoID(CustomOrderDefinition.CustomOneofCase.None);
+      }
+
+      public bool Equals(AlgoID other) =>
+         _factory_key == other._factory_key &&
+         _dynamic_key == other._dynamic_key &&
+         _persisted_key == other._persisted_key;
+
+      public override bool Equals(object obj) =>
+         obj is AlgoID && Equals(obj);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            _factory_key?.GetHashCode() ?? 0,
+            _dynamic_key?.GetHashCode() ?? 0,
+            _persisted_key?.GetHashCode() ?? 0);
+
+      public static bool operator ==(AlgoID a, AlgoID b) => a.Equals(b);
+      public static bool operator !=(AlgoID a, AlgoID b) => !a.Equals(b);
+   }
+
+   /// TODO: Remove <see cref="AlgoKey"/>, and redirect references to <see cref="AlgoID"/>.
    struct AlgoKey : IEquatable<AlgoKey> {
       readonly AlgoPersistedKey? _persisted_key;
       readonly AlgoNameStructureKey? _factory_key;
@@ -83,4 +150,4 @@ namespace mbts.spark {
 
       InvalidOperationException _unexpected_mode_ex() => new InvalidOperationException($"Unexpected Mode '{mode}.'");
    }
-}
+}

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

@@ -1,8 +1,9 @@
 using bts.api.orderman;
 using bts.utils;
 using mbts.spark.utilities;
-using ProtoBuf;
+using mbts.ui.utility;
 using System;
+using System.Collections.Generic;
 using System.Linq;
 
 namespace mbts.spark {
@@ -10,12 +11,6 @@ namespace mbts.spark {
       public readonly string name;
       public readonly AlgoStructureKey structure;
 
-      public AlgoNameStructureKey(CustomOrderDefinitionImmutable definition)
-         : this(definition.CustomCase.type_id(), definition) { }
-
-      public AlgoNameStructureKey(string name, CustomOrderDefinitionImmutable definition)
-         : this(name, new AlgoStructureKey(definition)) { }
-
       public AlgoNameStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
          : this(base_type.type_id(), new AlgoStructureKey(base_type)) { }
 
@@ -31,71 +26,139 @@ namespace mbts.spark {
       public static bool operator !=(AlgoNameStructureKey a, AlgoNameStructureKey b) => !a.Equals(b);
    }
 
-   [ProtoContract]
    struct AlgoStructureKey : IEquatable<AlgoStructureKey> {
-      [ProtoMember(1)]
       readonly int[] _structure;
 
       public AlgoStructureKey(CustomOrderDefinition.CustomOneofCase base_type)
          : this(new[] { (int)base_type }) { }
 
-      public AlgoStructureKey(CustomOrderDefinitionImmutable definition) {
-         int[] s = new[] { (int)definition.CustomCase };
-         _build_structure(definition, ref s, 1);
-         _structure = s;
-      }
+      public AlgoStructureKey(CustomOrderDefinitionImmutable definition, IMaskIndexInt32<string> dynamic_type_index) =>
+         _structure = AlgoStructureSerializer.to_array(definition, dynamic_type_index);
 
       public AlgoStructureKey(int[] structure) =>
          _structure = structure;
 
-      public CustomOrderDefinitionImmutable build_def() {
-         int pos = 0;
-         var mdef = new CustomOrderDefinition();
-         _build_def(_structure, ref pos, ref mdef);
-         return new CustomOrderDefinitionImmutable(mdef);
-      }
+      public IReadOnlyList<int> structure => _structure ?? Array.Empty<int>();
 
-      public bool Equals(AlgoStructureKey other) =>
-         _structure.Length == other._structure.Length &&
-         _structure.SequenceEqual(other._structure);
+      public bool Equals(AlgoStructureKey other) {
+         if (_structure == null) {
+            return other._structure == null;
+         } else {
+            /// <see cref="Enumerable.SequenceEqual{TSource}(IEnumerable{TSource}, IEnumerable{TSource})"/> is not optimized to check Count/Length, since the args are <see cref="IEnumerable{T}"/>.
+            return other._structure != null && _structure.Length == other._structure.Length && _structure.SequenceEqual(other._structure);
+         }
+      }
 
       public override bool Equals(object obj) =>
          obj is AlgoStructureKey other && Equals(other);
 
       public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(_structure);
+         _structure == null ? 0 : EqualityComparer.aggregate_hash(_structure);
 
       public static bool operator ==(AlgoStructureKey a, AlgoStructureKey b) => a.Equals(b);
       public static bool operator !=(AlgoStructureKey a, AlgoStructureKey b) => !a.Equals(b);
+   }
 
-      static void _build_structure(CustomOrderDefinitionImmutable definition, ref int[] structure, int pos) =>
-         _build_structure(definition.CloneToMutable(), ref structure, pos);
+   static class AlgoStructureSerializer {
+      const int
+         _dynamic_mask = 1 << 31,
+         _child_mask_offset = 30;
 
-      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, int pos) {
-         var cad = OrderDataHelper.get_child_algo_data(algo);
-         for (int di = 0; di < cad.Count; di++) {
-            if (cad[di].get_child(algo) is CustomOrderDefinition child_algo) { 
-               ArrayHelper.ensure_capacity(ref structure, pos + 1);
-               int del_mask = 1 << (31 - di);
-               structure[pos++] = (int)child_algo.CustomCase | del_mask;
-               _build_structure(child_algo, ref structure, pos);
-               break;
-            }
-         }
-         ArrayHelper.trim(ref structure, pos);
+      public static CustomOrderDefinitionImmutable build_algoi(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure_key.structure, dynamic_helper);
+
+      public static CustomOrderDefinitionImmutable build_algo(this AlgoStructureKey structure_key, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure_key.structure, dynamic_helper);
+
+      public static CustomOrderDefinition.CustomOneofCase order_type(this AlgoStructureKey structure_key) =>
+         structure_key.structure.Count > 0 ? (CustomOrderDefinition.CustomOneofCase)structure_key.structure[0] : CustomOrderDefinition.CustomOneofCase.None;
+
+      public static AlgoStructureKey structure_key(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         new AlgoStructureKey(to_array(algo, dynamic_type_index));
+
+      public static AlgoStructureKey structure_key(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         new AlgoStructureKey(to_array(algo, dynamic_type_index));
+
+      public static int[] to_array(CustomOrderDefinitionImmutable algo, IMaskIndexInt32<string> dynamic_type_index) =>
+         to_array(algo.CloneToMutable(), dynamic_type_index);
+
+      public static int[] to_array(CustomOrderDefinition algo, IMaskIndexInt32<string> dynamic_type_index) {
+         int[] s = new[] { (int)algo.CustomCase };
+         _build_structure(algo, ref s, dynamic_type_index);
+         return s;
       }
 
-      static void _build_def(int[] structure, ref int pos, ref CustomOrderDefinition algo) {
-         for (int i = pos; i < structure.Length; i++) {
+      public static CustomOrderDefinitionImmutable from_array(int[] structure, DynamicOrderHelper dynamic_helper) =>
+         parsei(structure, dynamic_helper);
+
+      public static CustomOrderDefinitionImmutable parsei(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) =>
+         new CustomOrderDefinitionImmutable(parse(structure, dynamic_helper));
+
+      public static CustomOrderDefinition parse(IReadOnlyList<int> structure, DynamicOrderHelper dynamic_helper) {
+         if (structure == null || structure.Count == 0)
+            return new CustomOrderDefinition();
+         int pos = 1;
+         var mdef = OrderDataHelper.create_algo((CustomOrderDefinition.CustomOneofCase)structure[0]);
+         _build_def(structure, ref pos, ref mdef, dynamic_helper);
+         return mdef;
+      }
+
+      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, IMaskIndexInt32<string> dynamic_type_index) {
+         if (structure == null || structure.Length == 0)
+            structure = new int[1];
+         structure[0] = (int)algo.CustomCase;
+         int p = 1;
+         _build_structure(algo, ref structure, ref p, dynamic_type_index);
+         ArrayHelper.trim(ref structure, p);
+      }
+
+      static void _build_structure(CustomOrderDefinition algo, ref int[] structure, ref int pos, IMaskIndexInt32<string> dynamic_type_index) {
+         IEnumerable<(CustomOrderDefinition child_algo, int field_pos)> children;
+         if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            ArrayHelper.ensure_capacity(ref structure, pos + 1);
+            structure[pos++] = dynamic_type_index.to_int(algo.Dynamic.DynamicOrderType) | _dynamic_mask;
+            children = algo.Dynamic.OrderParams.Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef).Select((kv, i) => (kv.Value.AsOrderDef, i));
+         } else {
             var cad = OrderDataHelper.get_child_algo_data(algo);
-            for (int di = 0; di < cad.Count; di++) {
-               int mask = 1 << (31 - di);
-               if ((structure[i] & mask) == mask) {
-                  var type = (CustomOrderDefinition.CustomOneofCase)(structure[i] ^ mask);
-                  var child_algo = OrderDataHelper.Defaults.CustomOrderDefinition(type);
-                  pos++;
-                  _build_def(structure, ref pos, ref child_algo);
-                  cad[di].assign_child(algo, child_algo);
+            children = cad.Select((c, i) => (c.get_child(algo), i));
+            children = children.Where(c => c.child_algo != null);
+         }
+         foreach ((var child, int field_pos) in children) {
+            ArrayHelper.ensure_capacity(ref structure, pos + 1);
+            structure[pos++] = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.to_int(child.CustomCase) | _child_algo_mask(field_pos);
+            _build_structure(child, ref structure, ref pos, dynamic_type_index);
+         }
+      }
+
+      /// <summary>
+      /// Gets a mask for a particular child-algo field of a particular algo definition.
+      /// </summary>
+      /// <param name="field_pos">The index wrt the deterministic enumeration of child algos for a particular definition (e.g., Hedge = 0, Child = 1).</param>
+      static int _child_algo_mask(int field_pos) => 1 << (_child_mask_offset - field_pos);
+
+      static void _build_def(IReadOnlyList<int> structure, ref int pos, ref CustomOrderDefinition algo, DynamicOrderHelper dynamic_helper) {
+         var local_algo = algo;
+         IEnumerable<(Action<CustomOrderDefinition> assign_child, int field_pos)> children;
+         if (algo.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            var dyn_def = algo.Dynamic;
+            dyn_def.DynamicOrderType = dynamic_helper.dynamic_type_index.from_int(structure[pos++] ^ _dynamic_mask);
+            dynamic_helper.add_dynamic_params(ref dyn_def);
+            children = dyn_def.OrderParams
+               .Where(kv => kv.Value.ValueCase == DynamicOrderParam.ValueOneofCase.AsOrderDef)
+               .Select((kv, i) => (new Action<CustomOrderDefinition>(child_algo => kv.Value.AsOrderDef = child_algo), i));
+         } else {
+            children = OrderDataHelper.get_child_algo_data(algo)
+               .Select((c, i) => (new Action<CustomOrderDefinition>(child_algo => c.assign_child(local_algo, child_algo)), i));
+         }
+         using (var children_en = children.GetEnumerator()) {
+            while (pos < structure.Count && children_en.MoveNext()) {
+               (var assign_child, int field_pos) = children_en.Current;
+               int mask = _child_algo_mask(field_pos);
+               if ((structure[pos] & mask) == mask) {
+                  var type = EnumMaskIndexInt32<CustomOrderDefinition.CustomOneofCase>.from_int(structure[pos++] ^ mask);
+                  var child_algo = OrderDataHelper.create_algo(type);
+                  _build_def(structure, ref pos, ref child_algo, dynamic_helper);
+                  assign_child(child_algo);
                }
             }
          }

src/client/spark/Modules/Trading/AlgoStudio/Model/Metadata/AlgoDefinitionMetadata.cs

@@ -70,7 +70,7 @@ namespace mbts.spark {
             is_hidden.GetHashCode(),
             abbreviation == null ? 0 : abbreviation.GetHashCode(),
             badge_color?.GetHashCode() ?? 0,
-            EqualityComparer.aggregate_hash_limited(_favorite_templates));
+            _favorite_templates == null ? 0 : EqualityComparer.aggregate_hash_limited(_favorite_templates));
 
       public static bool operator ==(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => a.Equals(b);
       public static bool operator !=(AlgoDefinitionMetadata a, AlgoDefinitionMetadata b) => !a.Equals(b);

src/client/spark/Modules/Trading/AlgoStudio/Utils/AlgoCollectionHelper.cs

@@ -1,24 +1,37 @@
 using bts.api.core;
+using bts.api.orderman;
 using bts.utils;
 using mbts.collections;
 using mbts.ui.utilities;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 
 namespace mbts.spark {
    static class AlgoCollectionHelper {
       public static readonly IComparer<AlgoDefinitionVM> algo_definition_vm_comparer =
          new ComparerBuilder<AlgoDefinitionVM>(
-            new [] {
-               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_modes),
+            new[] {
+               Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_groups),
                Comparer<AlgoDefinitionVM>.Create(_CompareUtils.compare_names)
             }).to_comparer().to_safe();
 
+      public static readonly IComparer<AlgoData> algo_data_comparer =
+         new ComparerBuilder<AlgoData>(
+            new[] {
+               Comparer<AlgoData>.Create(_CompareUtils.compare_groups),
+               Comparer<AlgoData>.Create(_CompareUtils.compare_names)
+            }
+         ).to_comparer();
+
+      public static readonly IComparer<AlgoDataVM> algo_data_vm_comparer =
+         algo_data_comparer.wrap<AlgoData, AlgoDataVM>(vm => vm.data);
+
       public static readonly IComparer<IAlgoVM> algo_vm_comparer =
          new ComparerBuilder<IAlgoVM>(
-            new [] {
-               Comparer<IAlgoVM>.Create(_CompareUtils.compare_modes),
+            new[] {
+               Comparer<IAlgoVM>.Create(_CompareUtils.compare_groups),
                Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
             }).to_comparer().to_safe();
 
@@ -34,29 +47,75 @@ namespace mbts.spark {
          }
       }
 
-      static class _CompareUtils {
-         public static int compare_modes(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
-            _compare_modes(a.key.mode, b.key.mode);
+      public static void update_persisted_definition_wrappers(IDictionary<AlgoKey, IAlgoVM> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) {
+         foreach (var d in update.removed)
+            target.Remove(d.key);
+         foreach (var d in update.changed) {
+            var vm = target[d.key];
+            if (vm is AlgoVMWrapper wrapper) {
+               wrapper.value.load(d);
+            } else vm.load_from(d.value);
+         }
+         foreach (var d in update.added) {
+            if (target.TryGetValue(d.key, out IAlgoVM def)) {
+               def.load_from(d.value);
+            } else target.Add(d.key, new AlgoVMWrapper(factory(d)));
+         }
+      }
 
-         public static int compare_modes(IAlgoVM a, IAlgoVM b) =>
-            _compare_modes(a.id.mode, b.id.mode);
+      public static void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
+         algo_param_rows.Select(r => r.param).commit_all();
+
+      public static void commit_all(this IEnumerable<IAlgoParamVM> algo_params) {
+         foreach (var p in algo_params)
+            p.mark_committed();
+      }
+
+      public static void revert_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
+         algo_param_rows.Select(r => r.param).revert_all();
+
+      public static void revert_all(this IEnumerable<IAlgoParamVM> algo_params) {
+         foreach (var p in algo_params)
+            p.revert();
+      }
+
+      public static AlgoDisplayGroup display_group(CustomOrderDefinition.CustomOneofCase order_type) => order_type.is_bts_algo_type() ? AlgoDisplayGroup.BTS : AlgoDisplayGroup.Exchange;
+
+      public static AlgoDisplayGroup display_group(this AlgoKey key) {
+         switch (key.mode) {
+            case AlgoKey.Mode.Factory: return display_group(key.factory.structure.order_type());
+            case AlgoKey.Mode.Unpersisted:
+            case AlgoKey.Mode.Persisted:
+               return AlgoDisplayGroup.Studio;
+         }
+         return AlgoDisplayGroup.BTS;
+      }
+
+      static class _CompareUtils {
+         static AlgoDisplayGroup[] _sorted_groups = new[] {
+            AlgoDisplayGroup.Exchange,
+            AlgoDisplayGroup.BTS,
+            AlgoDisplayGroup.Studio,
+            AlgoDisplayGroup.API
+         };
+
+         public static int compare_groups(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
+            Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
+
+         public static int compare_groups(AlgoData a, AlgoData b) =>
+            Array.IndexOf(_sorted_groups, a.key.display_group()).CompareTo(Array.IndexOf(_sorted_groups, b.key.display_group()));
+
+         public static int compare_groups(IAlgoVM a, IAlgoVM b) =>
+            Array.IndexOf(_sorted_groups, a.group).CompareTo(Array.IndexOf(_sorted_groups, b.group));
 
          public static int compare_names(AlgoDefinitionVM a, AlgoDefinitionVM b) =>
             DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
 
+         public static int compare_names(AlgoData a, AlgoData b) =>
+            DisplayNameHelper.compare_alpha_numeric(a.name, b.name);
+
          public static int compare_names(IAlgoVM a, IAlgoVM b) =>
             DisplayNameHelper.compare_alpha_numeric(a.display_name, b.display_name);
-
-         static int _compare_modes(AlgoKey.Mode a, AlgoKey.Mode b) {
-            // Factory mode is 'lowest', consider all other modes equivalent.
-            if (a == AlgoKey.Mode.Factory) {
-               if (b != AlgoKey.Mode.Factory)
-                  return -1;
-            } else if (b == AlgoKey.Mode.Factory) {
-               return 1;
-            }
-            return 0;
-         }
       }
    }
-}
+}

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoDefinitionVM.cs

@@ -1,10 +1,12 @@
 using bts.api.core;
 using bts.api.orderman;
+using bts.collections;
 using bts.proto;
 using bts.utils;
 using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
+using mbts.ui.controls;
 using mbts.ui.controls.color_picker;
 using mbts.ui.shell;
 using mbts.ui.utility;
@@ -25,7 +27,8 @@ namespace mbts.spark {
       None = 0,
       Exchange = 1,
       Spreader = 1 << 1,
-      DefaultPlaceholder = 1 << 2
+      Attachable = 1 << 2,
+      DefaultPlaceholder = 1 << 3
    }
 
    class AlgoDefinitionVM : DisposableViewModelBase, IAlgoStudioContentVM, IAlgoSelector, IEquatable<AlgoDefinitionVM> {
@@ -46,7 +49,8 @@ namespace mbts.spark {
       readonly DeferrableActionWrapper _refresh_on_local_changes;
       readonly ReactiveThresholdMonitor<AlgoDefinitionTemplateVM> _any_templates_dirty_monitor = new ReactiveThresholdMonitor<AlgoDefinitionTemplateVM>(t => t.observe_is_dirty());
       readonly Property<AlgoFormats> _selected_format;
-      AlgoEditingPermissions _editing_permissions;
+      readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
+
       int? _favorite_index;
       Brush _badge_fill;
       Snapshot? _committed;
@@ -54,29 +58,43 @@ namespace mbts.spark {
       TableUpdateBuffer<AlgoTemplateData, AlgoKey> _template_update_buffer;
       bool _connected;
 
-      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange) {
-         var rv = new AlgoDefinitionVM(model, data, init_format);
+      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, bool connect = false, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) {
+         var rv = new AlgoDefinitionVM(model, data, init_format, editing_permissions);
          if (connect)
             rv.connect();
          return rv;
       }
 
       public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
-         new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format);
+         new AlgoDefinitionVM(model, new AlgoData(def, name, new AlgoKey(Guid.NewGuid())), init_format, (AlgoEditingPermissions)int.MaxValue);
 
-      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format = AlgoFormats.Exchange) {
+      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
          // init core data
          _model = model;
+         _permissions_mask.mask = init_permissions;
+         _permissions_mask.raw = init_permissions;
+         var resources = new CompositeDisposable();
+         if (!model.algo_model.ui_configuration.can_modify_definition_values)
+            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
+         if (!model.algo_model.ui_configuration.can_modify_definition_structure)
+            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
+         else if (model.algo_model.templates_enabled()) {
+            resources.Add(_templates.Subscribe((s, e) => {
+               if (_templates.Count == 0) {
+                  editing_permissions_mask |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
+               } else {
+                  editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
+               }
+            }));
+         }
          key = def_data.key;
          algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
          _template_update_buffer = new TableUpdateBuffer<AlgoTemplateData, AlgoKey>(t => t.key);
          _templates_with_custom = new ObservableAppendCollection<AlgoDefinitionTemplateVM>(templates);
          templates_view = (ListCollectionView)CollectionViewSource.GetDefaultView(_templates_with_custom);
          custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
-         _editing_permissions = _get_permissions();
          _version = new VersionContainer<Snapshot>(_snapshot);
          var conf = _model.algo_model.ui_configuration;
-         var resources = new CompositeDisposable();
          // init backing props
          _name = backing(nameof(name), def_data.name);
          _abbreviation = backing(nameof(abbreviation), string.Empty);
@@ -87,7 +105,7 @@ namespace mbts.spark {
          _is_selected = backing(nameof(is_selected), true);
          _is_dirty = backing(nameof(is_dirty), () => key.mode == AlgoKey.Mode.Unpersisted || !_committed.HasValue || !_committed.Value.Equals(_version.value));
          var factory_def_data = def_data.key.mode == AlgoKey.Mode.Factory ? def_data : new AlgoData(def_data.value);
-         _algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data, _editing_permissions)));
+         _algo_root = backing(nameof(algo_root), _algo_roots.GetOrAdd(factory_def_data.key, _ => OrderTypeVMFactory.create(factory_def_data)));
          _visible_algo_root = backing<IAlgoVM>(nameof(visible_algo_root));
          _can_redo = backing(nameof(can_redo), () => _edit_stack.get_can_redo(_version.value));
          _can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
@@ -113,28 +131,16 @@ namespace mbts.spark {
                   as_demuxer().subscribe_many(_refresh_on_local_changes.execute, nameof(this.name), nameof(abbreviation), nameof(badge_fill)),
                   _edit_pane_vs_model.add_source(VisualStateNames.BadgeSelector.GroupName, custom_badge_color.observe_nullable(true).Select(t => t.HasValue ? VisualStateNames.BadgeSelector.Active : VisualStateNames.BadgeSelector.Inactive)),
                   _edit_pane_vs_model.add_source(VisualStateNames.Abbreviation.GroupName, _abbreviation.observe_current(true).Select(a => string.IsNullOrEmpty(a) ? VisualStateNames.Abbreviation.Unpopulated : VisualStateNames.Abbreviation.Populated)),
-                  templates.ObserveSelf().Select(_ => _get_permissions()).DistinctUntilChanged().OnDispatcher().Subscribe(on_editing_permissions),
-                  _algo_root.observe_current(true).SubscribeHookLatest(vm => {
-                     if (vm == null)
-                        return Disposable.empty;
-                     if (vm is ILazyAlgo la) {
-                        bool synced_with_loaded = false;
-                        return vm.subscribe_definition().Subscribe(_ => {
-                           if (la.is_loaded) {
-                              if (!synced_with_loaded) {
-                                 synced_with_loaded = true;
+                  _algo_root.observe_current(true).SubscribeEach(vm =>
+                     vm == null ? null :
+                        Disposable.Create(
+                           vm.subscribe_is_dirty().Subscribe(v => {
+                              if (!v) {
                                  _version.increment_version();
                                  _on_committed_changed();
-                              } else {
-                                 _refresh_on_local_changes.execute();
                               }
-                           } else {
-                              synced_with_loaded = false;
-                           }
-                        });
-                     }
-                     return vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute());
-                  }),
+                           }),
+                           vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
                   ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
                   ObservableAutoWrapper.connect_item_hooks(templates, t => new CompositeDisposable(_any_templates_dirty_monitor.join(t), t), true),
                   Disposable.Create(() => {
@@ -152,16 +158,23 @@ namespace mbts.spark {
                      _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
                      break;
                }
-               resources.Add(_selected_format.observe_current(true).SubscribeHookLatest(f => {
-                  using (_refresh_on_local_changes.defer_execution()) {
-                     var algo_data = model.factory.default_algos(f);
-                     var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(f));
-                     return this.load_algo_data_recursive(algo_data, default_algo);
-                  }
-               }));
+               var permission_src = _permissions_mask.observe_result();
+               resources.Add(_selected_format.observe_current(true).CombineLatest(permission_src, (fmt, perms) => (fmt, perms))
+                  .SubscribeEach(t => {
+                     if ((t.perms & AlgoEditingPermissions.AllowEditStructure) != 0) {
+                        using (_refresh_on_local_changes.defer_execution()) {
+                           var algo_data = model.factory.default_algos(t.fmt);
+                           var default_algo = new AlgoKey(OrderDataHelper.get_default_algo(t.fmt));
+                           return this.load_algo_data_recursive(algo_data, default_algo);
+                        }
+                     }
+                     return Disposable.empty;
+                  }));
+               resources.Add(permission_src.Subscribe(_ => RaisePropertyChanged(nameof(editing_permissions))));
+               resources.Add(this.connect_data(permission_src));
                resources.Add(this.connect_data(Observable.Return(model)));
+               resources.Add(_algo_root.Subscribe(_ => RaisePropertyChanged(nameof(IAlgoSelector.selected_algo), nameof(IAlgoParamVM.value), nameof(group))));
                _dispose = resources;
-               on_editing_permissions(_get_permissions());
                await algo_root.load_from_async(def_data.value);
                _version.increment_version();
                _edit_stack.reset(_version.value);
@@ -169,11 +182,6 @@ namespace mbts.spark {
             }
          }
          // local methods
-         void on_editing_permissions(AlgoEditingPermissions eps) {
-            _editing_permissions = eps;
-            foreach (var vm in algo_roots)
-               vm.set_permissions(eps);
-         }
          void on_can_redo_changed(bool oldval, bool newval) => can_redo_changed?.Invoke();
          void on_can_undo_changed(bool oldval, bool newval) => can_undo_changed?.Invoke();
          void on_local_changed() {
@@ -194,6 +202,7 @@ namespace mbts.spark {
       public string name { get => _name.Value; set => _name.set(value); }
       public string abbreviation { get => _abbreviation.Value; set => _abbreviation.set(value); }
       public ObservableCollection<IAlgoVM> algo_roots => _algo_roots;
+      public IDictionary<AlgoKey, IAlgoVM> algo_roots_index => _algo_roots;
       public IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
       public IAlgoVM algo_root { get => _algo_root.Value; set => _algo_root.set(value); }
       public IAlgoVM visible_algo_root => _visible_algo_root.Value;
@@ -210,6 +219,20 @@ namespace mbts.spark {
       public bool is_selected { get => _is_selected.Value; set => _is_selected.set(value); }
       public bool is_dirty => _is_dirty.Value;
       public bool is_factory_definition => key.mode == AlgoKey.Mode.Factory;
+      public AlgoDisplayGroup group {
+         get {
+            switch (key.mode) {
+               case AlgoKey.Mode.Factory:
+                  if (algo_root != null)
+                     return algo_root.group;
+                  break;
+               case AlgoKey.Mode.Unpersisted:
+               case AlgoKey.Mode.Persisted:
+                  return AlgoDisplayGroup.Studio;
+            }
+            return AlgoDisplayGroup.BTS;
+         }
+      }
       public bool can_redo => _can_redo.Value;
       public bool can_undo => _can_undo.Value;
       public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
@@ -230,13 +253,51 @@ namespace mbts.spark {
       // visual states
       public ObservableCollection<string> edit_pane_visual_states => _edit_pane_vs_model.states;
       public ObservableCollection<string> tree_view_visual_states => _tree_view_vs_model.states;
+      // editing permissions
+      public AlgoEditingPermissions editing_permissions_mask { get => _permissions_mask.mask; set => _permissions_mask.mask = value; }
+      public AlgoEditingPermissions editing_permissions => _permissions_mask.result;
 
       #region IAlgoSelector
-      event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed { add => algo_root_changed += value; remove => algo_root_changed -= value; }
+      event PropertyChange<IAlgoVM> IAlgoSelector.selected_algo_changed {
+         add => algo_root_changed += value;
+         remove => algo_root_changed -= value;
+      }
+      event PropertyChange<IAlgoVM> IAlgoParamVM<IAlgoVM>.value_changed {
+         add => algo_root_changed += value;
+         remove => algo_root_changed -= value;
+      }
+      event PropertyChange<AlgoParamPermissions> IAlgoParamVM.permissions_changed { add { } remove { } }
+      event Action<bool> IAlgoParamVM.is_dirty_changed { add { } remove { } }
+
+      string IAlgoParamVM.id => key.ToString();
+      string IAlgoParamVM.display_name => "Algo";
+
       ObservableKeyedCollection<IAlgoVM, AlgoKey> IAlgoSelector.algos => _algo_roots;
-      IAlgoVM IAlgoSelector.selected_algo { get => algo_root; set => algo_root = value; }
+      IAlgoVM IAlgoSelector.selected_algo {
+         get => algo_root;
+         set => algo_root = value;
+      }
+      IAlgoVM IAlgoParamVM<IAlgoVM>.value {
+         get => algo_root;
+         set => algo_root = value;
+      }
+      bool IAlgoParamVM.has_value => _algo_root != null;
+      bool IAlgoParamVM.is_enabled { get; set; } = true;
+      object IAlgoParamVM.value {
+         get => algo_root;
+         set => algo_root = (IAlgoVM)value;
+      }
+      AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
+      AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }
+
       void IAlgoSelector.load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) =>
-      _load_algo_data(algo_data, default_algo);
+         _load_algo_data(algo_data, default_algo);
+
+      void IAlgoParamVM.revert() { }
+      void IAlgoParamVM.mark_committed() { }
+
+      IObservable<IAlgoVM> IAlgoSelector.subscribe_selected_algo() =>
+         this.observe_algo_root();
       #endregion
 
       #region IObserver (algo data...)
@@ -248,7 +309,7 @@ namespace mbts.spark {
 
       void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo) {
          var orig_algo = algo_root?.id;
-         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, _editing_permissions, true));
+         _algo_roots.SyncWithDictionary(algo_data, d => OrderTypeVMFactory.create(d, is_expanded: true));
          if (!try_select(orig_algo) && !try_select(default_algo))
             algo_root = algo_roots.FirstOrDefault();
          //
@@ -298,6 +359,47 @@ namespace mbts.spark {
 
       public IDisposable buffer_updates() => _template_update_buffer.buffer_updates();
 
+      public void load_def(CustomOrderDefinitionImmutable def) {
+         var key = OrderDataHelper.get_shallow_factory_key(def);
+         if (algo_root?.id == key) {
+            algo_root.load_from(def);
+         } else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
+            vm.load_from(def);
+            algo_root = vm;
+         } else {
+            algo_roots.Add(vm = _mk_algo_root(def));
+            algo_root = vm;
+         }
+      }
+
+      public void load_many(IEnumerable<CustomOrderDefinitionImmutable> defs) {
+         /// don't load composite algos; we don't support recursive composites (<see cref="OrderUtils.actual(CustomOrderDefinitionImmutable)"/>)
+         if (defs is IList<CustomOrderDefinitionImmutable> def_list) {
+            def_list = def_list.WrapSelector(d => d.actual(), null);
+         } else {
+            def_list = defs.Select(d => d.actual()).ToList();
+         }
+         switch (def_list.Count) {
+            case 0: algo_root = null; break;
+            case 1: load_def(def_list[0]); break;
+            default:
+               var def = def_list[0];
+               var key = OrderDataHelper.get_shallow_factory_key(def);
+               if (algo_root?.id == key) {
+                  algo_root.load_many(def_list);
+               } else if (_algo_roots.TryGetValue(key, out IAlgoVM vm)) {
+                  vm.load_many(def_list);
+                  algo_root = vm;
+               } else {
+                  OrderTypeVMFactory.create(key, def.display_name(), def.CustomCase, is_expanded: true);
+                  algo_roots.Add(vm = _mk_algo_root(def));
+                  vm.load_many(def_list);
+                  algo_root = vm;
+               }
+               break;
+         }
+      }
+
       public void load(AlgoData data) {
          _assert_can_load(data.key);
          if (algo_root != null)
@@ -309,7 +411,7 @@ namespace mbts.spark {
 
       // pass a copy of the persisted state - rather than use local values - because if something goes wrong, it is better to be in sync with data fresh from the server/api.
       public AlgoDefinitionVM to_persisted(AlgoData def) =>
-         new AlgoDefinitionVM(_model, def);
+         new AlgoDefinitionVM(_model, def, selected_format, editing_permissions_mask);
 
       public AlgoData create_algo_def() =>
          new AlgoData(algo_root.definition, name, key);
@@ -322,16 +424,6 @@ namespace mbts.spark {
       public override int GetHashCode() => key.GetHashCode();
       public override string ToString() => algo_root == null ? $"!:{name}" : $"{algo_root.order_type}:{name}";
 
-      AlgoEditingPermissions _get_permissions() {
-         var permissions = AlgoEditingPermissions.None;
-         if (_model.algo_model.ui_configuration.can_modify_definition_values) {
-            permissions |= AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues;
-         }
-         if (_model.algo_model.ui_configuration.can_modify_definition_structure || (_model.algo_model.templates_enabled() && _templates.Count == 0))
-            permissions |= AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure;
-         return permissions;
-      }
-
       void _assert_can_load(AlgoKey data_key) {
          if (key.mode != data_key.mode)
             throw new InvalidOperationException($"{typeof(AlgoDefinitionVM)} '{nameof(key)}.{nameof(AlgoKey.mode)}' must be {data_key.mode} (actually {key.mode}), to load specified data.");
@@ -359,10 +451,14 @@ namespace mbts.spark {
          _committed = _version.value;
          _is_dirty.refresh();
          _refresh_undo_redo();
+         RaisePropertyChanged(nameof(committed_value), nameof(current_value));
       }
 
+      public Snapshot? committed_value => _committed;
+      public Snapshot current_value => _version.value;
+
       IAlgoVM _mk_algo_root(CustomOrderDefinitionImmutable definition) =>
-         OrderTypeVMFactory.create(new AlgoData(definition), editing_permissions: _editing_permissions, true);
+         OrderTypeVMFactory.create(new AlgoData(definition), is_expanded: true);
 
       void _on_metadata(AlgoDefinitionMetadata metadata) {
          using (_refresh_on_local_changes.supress_execution()) {
@@ -463,5 +559,17 @@ namespace mbts.spark {
          public static bool operator ==(Snapshot a, Snapshot b) => a.Equals(b);
          public static bool operator !=(Snapshot a, Snapshot b) => !a.Equals(b);
       }
+
+      struct SnapshotTemplateEqualityComparer : IEqualityComparer<Snapshot> {
+         public bool Equals(Snapshot x, Snapshot y) =>
+            x.abbreviation == y.abbreviation &&
+            x.custom_badge_color == y.custom_badge_color &&
+            x.format == y.format &&
+            x.data.key == y.data.key &&
+            x.data.name == y.data.name &&
+            x.data.value.Equals(y.data.value);
+
+         public int GetHashCode(Snapshot obj) => throw new NotImplementedException();
+      }
    }
 }

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoParamRowVM.cs

@@ -0,0 +1,99 @@
+using bts.utils;
+using mbts.collections;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System;
+using System.ComponentModel;
+using System.Windows.Input;
+
+namespace mbts.spark {
+   class AlgoParamRowVM : DisposableViewModelBase, DIYGrid.IRowVM, IEditableObject, ITemplateSelectorKey, IEquatable<AlgoParamRowVM> {
+      bool _is_enabled;
+      string _template_key;
+      ICommand _set_value_cmd;
+
+      public AlgoParamRowVM(IAlgoVM algo, IAlgoParamVM param, AlgoParamRowVM parent, string template_key = null) {
+         this.param = param;
+         this.algo = algo;
+         this.parent = parent;
+         _template_key = template_key;
+         param.permissions_changed += on_permissions_changed;
+         _dispose = Disposable.Create(() => param.permissions_changed -= on_permissions_changed);
+         void on_permissions_changed(AlgoParamPermissions oldval, AlgoParamPermissions newval) => RaisePropertyChanged(nameof(permissions));
+      }
+
+      public event Action invalidated;
+
+      public IAlgoVM algo { get; set; }
+      public IAlgoParamVM param { get; }
+      public AlgoParamPermissions permissions => param.permissions;
+      public AlgoParamRowVM parent { get; }
+      public int level => parent == null ? 0 : parent.level + 1;
+      public string path_disambiguation {
+         get {
+            if (parent == null)
+               return string.Empty;
+            string pd = parent.path_disambiguation;
+            if (parent.algo.order_type == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Cover) {
+               if (pd.Length > 0)
+                  pd += ".";
+               pd += parent.param.display_name;
+            }
+            return pd;
+         }
+      }
+      public bool is_enabled { get => _is_enabled; set => Set(ref _is_enabled, value); }
+      public ICommand set_value_cmd {
+         get {
+            if (_set_value_cmd == null) {
+               var cmd = new DelegateCommand(v => {
+                  var orig_val = param.value;
+                  try {
+                     param.value = v;
+                  } catch (InvalidCastException) {
+                     param.value = orig_val;
+                  }
+               }, _ => param.permissions == AlgoParamPermissions.ReadWrite);
+               concated_disposable(param.subscribe_permissions().Subscribe(_ => cmd.RaiseCanExecuteChanged()));
+               _set_value_cmd = cmd;
+            }
+            return _set_value_cmd;
+         }
+      }
+      string ITemplateSelectorKey.key => _template_key;
+
+      public void raise_invalidated() => invalidated?.Invoke();
+
+      public bool Equals(AlgoParamRowVM other) =>
+         other != null &&
+         param.id == other.param.id &&
+         parent.safe_equals(other.parent);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as AlgoParamRowVM);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(param.id.GetHashCode(), parent?.GetHashCode() ?? 0);
+
+      #region IEditableObject
+      object _committed_value;
+      void IEditableObject.BeginEdit() => _committed_value = param.value;
+      void IEditableObject.EndEdit() => _committed_value = null;
+      void IEditableObject.CancelEdit() {
+         if (_committed_value != null)
+            param.value = _committed_value;
+         _committed_value = null;
+      }
+      #endregion
+   }
+
+   class AlgoSelectorParamRowVM : AlgoParamRowVM {
+      readonly IAlgoSelector _selector;
+
+      public AlgoSelectorParamRowVM(IAlgoVM algo_vm, IAlgoSelector selector, AlgoParamRowVM parent) : base(algo_vm, selector, parent) =>
+         _selector = selector;
+
+      public ObservableKeyedCollection<IAlgoVM, AlgoKey> algos => _selector.algos;
+   }
+}

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoVMWrapper.cs

@@ -0,0 +1,215 @@
+using bts.api;
+using bts.api.orderman;
+using bts.collections;
+using bts.spark;
+using mbts.spark.utilities;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Reactive.Disposables;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows.Input;
+
+namespace mbts.spark {
+   class AlgoVMWrapper : DisposableViewModelBase, IAlgoVM,
+      IObserver<SecurityMD?>,
+      IObserver<SecurityImmutable?>,
+      IObserver<OrdersModel>,
+      IObserver<AlgoEditingPermissions> {
+      static readonly HashSet<string>
+         _algo_root_echo_props = new HashSet<string> {
+            nameof(is_expanded),
+            nameof(editing_permissions),
+            nameof(definition),
+            nameof(display_name)
+         };
+      static readonly IReadOnlyDictionary<string, string>
+         _value_echo_props = new Dictionary<string, string> {
+            { nameof(AlgoDefinitionVM.name), nameof(display_name) },
+            { nameof(AlgoDefinitionVM.abbreviation), nameof(abbreviation) },
+            { nameof(AlgoDefinitionVM.badge_fill), nameof(meta) }
+         };
+      readonly ObservableAggregateCollection<IAlgoSelector> _child_algo_selectors = new ObservableAggregateCollection<IAlgoSelector>();
+      readonly ObservableAggregateCollection<IAlgoParamVM> _algo_params = new ObservableAggregateCollection<IAlgoParamVM>();
+      readonly DisposableContainer _value_hooks = new DisposableContainer();
+      Action _definition_changed = () => { };
+      _ObservedData? _data_cache;
+      AlgoDefinitionVM _value;
+
+      public AlgoVMWrapper(AlgoDefinitionVM algo_definition_vm) {
+         value = algo_definition_vm;
+         _dispose = new CompositeDisposable(_value_hooks) {
+            _child_algo_selectors.clear_collections,
+            _algo_params.clear_collections,
+            () => _value?.Dispose()
+         };
+      }
+
+      public event Action definition_changed { add => _definition_changed += value; remove => _definition_changed -= value; }
+
+      public AlgoDefinitionVM value {
+         get => _value;
+         set {
+            if (_value != value) {
+               _value?.Dispose();
+               _value = value;
+               _value_hooks.replace(_set_hooks(value));
+               RaisePropertyChanged(nameof(value));
+            }
+         }
+      }
+      public AlgoKey id => _value.key;
+      public CustomOrderDefinition.CustomOneofCase order_type => _algo_root?.order_type ?? CustomOrderDefinition.CustomOneofCase.None;
+      public OrderMetadata meta {
+         get {
+            if (_value != null) {
+               if (_value.custom_badge_color.enabled)
+                  return new OrderMetadata { Color = value.custom_badge_color.value.rgb_color(), KeyBinding = value.abbreviation.if_null_or_empty(value.name) };
+               else if (_value.algo_root != null)
+                  return _value.algo_root.meta;
+            }
+            return OrderDataHelper.get_metadata(order_type);
+         }
+      }
+      public AlgoEditingPermissions editing_permissions => _value?.editing_permissions ?? AlgoEditingPermissions.None;
+      public bool can_expand => _algo_root?.can_expand ?? false;
+      public bool is_expanded {
+         get => _value.algo_root?.is_expanded ?? false;
+         set {
+            if (_value != null)
+               _value.is_expanded = value;
+         }
+      }
+      public string display_name => _value?.name ?? string.Empty;
+      public string abbreviation => _value?.abbreviation;
+      public AlgoDisplayGroup group => _value?.group ?? AlgoDisplayGroup.BTS;
+      public CustomOrderDefinitionImmutable definition => _algo_root?.definition ?? new CustomOrderDefinitionImmutable(new CustomOrderDefinition());
+      public ObservableCollection<IAlgoSelector> child_algo_selectors => _child_algo_selectors;
+      [EditorBrowsable(EditorBrowsableState.Never)]
+      public ObservableCollection<IAlgoSelector> child_algo_selectors_view {
+         get {
+            _value?.algo_root?.ensure_init();
+            return _child_algo_selectors;
+         }
+      }
+      public IReadOnlyObservableCollection<IAlgoParamVM> algo_params => _algo_params;
+      [EditorBrowsable(EditorBrowsableState.Never)]
+      public dynamic children_vm => _algo_root?.children_vm;
+
+      IAlgoVM _algo_root => _value?.algo_root;
+
+      public void assign_to(CustomOrderDefinition value) => _algo_root?.assign_to(value);
+      public bool key_match(KeyEventArgs e) => _algo_root?.key_match(e) ?? false;
+      public void load_from(CustomOrderDefinitionImmutable value) => _algo_root?.load_from(value);
+      public void load_many(IEnumerable<CustomOrderDefinitionImmutable> values) => _algo_root?.load_many(values);
+      public Task<CustomOrderDefinitionImmutable?> load_from_async(CustomOrderDefinitionImmutable definition) => _algo_root is IAlgoVM vm ? vm.load_from_async(definition) : Task.FromResult<CustomOrderDefinitionImmutable?>(null);
+      void IAlgoVM.ensure_init() => _value?.algo_root?.ensure_init();
+
+      IDisposable _set_hooks(AlgoDefinitionVM vm) {
+         var algo_root_subs = new DisposableContainer();
+         vm.PropertyChanged += on_value_prop_changed;
+         return new CompositeDisposable(
+            vm.observe_algo_root().Subscribe(r => {
+               algo_root_subs.replace(null);
+               _child_algo_selectors.clear_collections();
+               _algo_params.clear_collections();
+               if (r != null) {
+                  if (_data_cache.HasValue) {
+                     _data_cache.Value.forward_to(r);
+                  }
+                  _child_algo_selectors.add_collection(r.child_algo_selectors);
+                  _algo_params.add_collection(r.algo_params);
+                  ((INotifyPropertyChanged)r).PropertyChanged += on_algo_root_prop_changed;
+                  algo_root_subs.replace(new CompositeDisposable(
+                     r.subscribe_definition().Subscribe(_ => _definition_changed?.Invoke())) {
+                     () => ((INotifyPropertyChanged)r).PropertyChanged -= on_algo_root_prop_changed
+                  });
+               }
+               RaisePropertyChanged(nameof(group));
+            }),
+            algo_root_subs) {
+            () => vm.PropertyChanged -= on_value_prop_changed
+         };
+         void on_algo_root_prop_changed(object sender, PropertyChangedEventArgs e) {
+            if (_algo_root_echo_props.Contains(e.PropertyName))
+               RaisePropertyChanged(e.PropertyName);
+         }
+         void on_value_prop_changed(object sender, PropertyChangedEventArgs e) {
+            if (_value_echo_props.TryGetValue(e.PropertyName, out string wrapper_prop))
+               RaisePropertyChanged(wrapper_prop);
+         }
+      }
+
+      // permissions
+      void IObserver<AlgoEditingPermissions>.OnNext(AlgoEditingPermissions value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(value, default, default, default);
+         (_algo_root as IObserver<AlgoEditingPermissions>)?.OnNext(value);
+      }
+      void IObserver<AlgoEditingPermissions>.OnError(Exception error) { }
+      void IObserver<AlgoEditingPermissions>.OnCompleted() { }
+      // model
+      void IObserver<OrdersModel>.OnNext(OrdersModel value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, value, default, default);
+         (_algo_root as IObserver<OrdersModel>)?.OnNext(value);
+      }
+      void IObserver<OrdersModel>.OnError(Exception error) { }
+      void IObserver<OrdersModel>.OnCompleted() { }
+      // security
+      void IObserver<SecurityImmutable?>.OnNext(SecurityImmutable? value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, value, default);
+         (_algo_root as IObserver<SecurityImmutable?>)?.OnNext(value);
+      }
+      void IObserver<SecurityImmutable?>.OnError(Exception error) { }
+      void IObserver<SecurityImmutable?>.OnCompleted() { }
+      // security md
+      void IObserver<SecurityMD?>.OnNext(SecurityMD? value) {
+         _data_cache = _data_cache?.with(value) ?? new _ObservedData(default, default, default, value);
+         (_algo_root as IObserver<SecurityMD?>)?.OnNext(value);
+      }
+      void IObserver<SecurityMD?>.OnError(Exception error) { }
+      void IObserver<SecurityMD?>.OnCompleted() { }
+
+      struct _ObservedData {
+         public readonly AlgoEditingPermissions permissions;
+         public readonly OrdersModel model;
+         public readonly SecurityImmutable? security;
+         public readonly SecurityMD? security_md;
+
+         public _ObservedData(AlgoEditingPermissions permissions, OrdersModel model, SecurityImmutable? security, SecurityMD? security_md) {
+            this.permissions = permissions;
+            this.model = model;
+            this.security = security;
+            this.security_md = security_md;
+         }
+
+         public void forward_to(IAlgoVM recipient) {
+            (recipient as IObserver<AlgoEditingPermissions>)?.OnNext(permissions);
+            if (model != null)
+               (recipient as IObserver<OrdersModel>)?.OnNext(model);
+            if (security_md.HasValue)
+               (recipient as IObserver<SecurityMD?>)?.OnNext(security_md);
+            if (security.HasValue)
+               (recipient as IObserver<SecurityImmutable?>)?.OnNext(security);
+         }
+
+         public _ObservedData with(AlgoEditingPermissions? permissions) =>
+            new _ObservedData(permissions ?? this.permissions, model, security, security_md);
+
+         public _ObservedData with(OrdersModel model) =>
+            new _ObservedData(permissions, model, security, security_md);
+
+         public _ObservedData with(SecurityImmutable? security) =>
+            new _ObservedData(permissions, model, security, security_md);
+
+         public _ObservedData with(SecurityMD? security_md) =>
+            new _ObservedData(permissions, model, security, security_md);
+      }
+   }
+}

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

@@ -0,0 +1,622 @@
+<UserControl
+  x:Name="me"
+  x:Class="mbts.ui.spark.AlgoEditorGridView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Resources/DataGrid.xaml"/>
+        <ResourceDictionary Source="/Modules/Spreader/ExecutionStrategyEditor.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <!--Primitive Constants-->
+      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
+      <sys:Double x:Key="HorizontalPush2">8</sys:Double>
+      <sys:Double x:Key="HorizontalPush3">12</sys:Double>
+      <sys:Double x:Key="VerticalPush1">4</sys:Double>
+      <sys:Double x:Key="VerticalPush2">8</sys:Double>
+      <sys:Double x:Key="VerticalPush3">12</sys:Double>
+      <sys:String x:Key="NonUniformValueText">-</sys:String>
+      <Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
+      <Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
+      <Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
+      <Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
+      <Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
+      <Thickness x:Key="ComboBox.CellPadding" Top="2" Bottom="2"/>
+      <!--Converters-->
+      <uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
+      <cv:TimeConverter x:Key="TimeConverter"/>
+      <cv:GridLengthConverter x:Key="GridLengthPixelConverter" Multiplier="18" UnitType="Pixel"/>
+      <cv:EnumItemsSourceConverter x:Key="EnumItemsSourceConverter"/>
+      <cv:NullSubstitutionConverterWrapper x:Key="SimpleValueTextConverter" ValueForNull="{StaticResource NonUniformValueText}"/>
+      <cv:NullSubstitutionConverterWrapper x:Key="NullableEnumDescriptionConverter" Converter="{StaticResource EnumDescriptionConverter}" ValueForNull="{StaticResource NonUniformValueText}"/>
+      <cv:NullSubstitutionConverterWrapper x:Key="QuantityMeasureTextConverter" Converter="{x:Static cv:ValueConverters.QuantityMeasureTextConverter}" ValueForNull="{StaticResource NonUniformValueText}"/>
+      <cv:DoubleTextConverter x:Key="DoubleTextConverter" NaNText="{StaticResource NonUniformValueText}"/>
+      <cv:ValueSubstitutionConverterWrapper x:Key="StringTextConverter">
+        <cv:KeyValue Key="{x:Null}" Value="{StaticResource NonUniformValueText}"/>
+        <cv:KeyValue Key="{x:Static sys:String.Empty}" Value="{StaticResource NonUniformValueText}"/>
+      </cv:ValueSubstitutionConverterWrapper>
+      <cv:EnumHasFlagsConverter x:Key="ParamPermissionsToIsReadOnlyConverter">
+        <sp:AlgoParamPermissions>None</sp:AlgoParamPermissions>
+        <sp:AlgoParamPermissions>ReadOnly</sp:AlgoParamPermissions>
+      </cv:EnumHasFlagsConverter>
+      <!--Default Styles-->
+      <Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
+        <Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
+      </Style>
+      <!--Common Templates-->
+      <DataTemplate x:Key="AlgoVMItemTemplate">
+        <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
+      </DataTemplate>
+
+      <DataTemplate x:Key="ExecutionStrategyTemplate">
+        <TextBlock>
+          <Hyperlink Click="_on_execution_strategy_toggle_click">
+            Show Strategy Params
+          </Hyperlink>
+        </TextBlock>
+      </DataTemplate>
+
+      <DataTemplate x:Key="IndentedParamNameAndBadgeCellTemplate">
+        <Grid>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="{Binding level, Converter={StaticResource GridLengthPixelConverter}}"/>
+            <ColumnDefinition Width="*"/>
+          </Grid.ColumnDefinitions>
+          <usp:OrderTypeItem Grid.Column="1" Focusable="False" IsTabStop="False" BadgeFill="{Binding Path='(sp:AlgoParamRowVM.algo).(sp:IAlgoVM.meta).Color', Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding Path='param.(sp:IAlgoParamVM.display_name)'}"/>
+        </Grid>
+      </DataTemplate>
+
+      <DataTemplate x:Key="NullableEnumDescriptionTemplate">
+        <TextBlock Text="{Binding Converter={StaticResource NullableEnumDescriptionConverter}}"/>
+      </DataTemplate>
+
+      <DataTemplate x:Key="ParamNameAndDisambiguationCellTemplate">
+        <StackPanel Orientation="Horizontal">
+          <TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
+          <TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
+          <TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+        </StackPanel>
+        <DataTemplate.Triggers>
+          <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
+            <Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
+          </DataTrigger>
+        </DataTemplate.Triggers>
+      </DataTemplate>
+
+      <DataTemplate x:Key="SimpleValueTextTemplate">
+        <TextBlock x:Name="value_text" Text="{Binding param.value, Converter={StaticResource SimpleValueTextConverter}}"/>
+      </DataTemplate>
+
+      <!--Param Name Templates-->
+      <u:KeyedTemplateSelector x:Key="ParamNameTemplateSelector" Default="{StaticResource ParamNameAndDisambiguationCellTemplate}">
+        <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
+          <DataTemplate>
+            <Grid>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="*"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col0"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col1"/>
+              </Grid.ColumnDefinitions>
+              <StackPanel Orientation="Horizontal">
+                <TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
+                <TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
+                <TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              </StackPanel>
+              <TextBlock x:Name="bid_text" Grid.Column="1" HorizontalAlignment="Center">
+                <TextBlock.ToolTip>
+                  <TextBlock>
+                    Best Bid Price (click to assign)
+                    <LineBreak/>
+                    <Italic>
+                      Hold a number key to cross the market by 'n' ticks.
+                    </Italic>
+                  </TextBlock>
+                </TextBlock.ToolTip>
+                <Hyperlink
+                  Focusable="False"
+                  Foreground="{u:BTSColor MarketData.bid}"
+                  Command="{Binding DataContext.payup_bid_cmd, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                  PreviewMouseLeftButtonDown="{x:Static usp:AlgoEditorGridView.PayupTicksMouseButtonHandler}"
+                >
+                  <Run>
+                    <Run.Text>
+                      <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                        <Binding Path="DataContext.bbo.bid" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                        <Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                      </MultiBinding>
+                    </Run.Text>
+                  </Run>
+                </Hyperlink>
+              </TextBlock>
+              <TextBlock x:Name="ask_text" Grid.Column="2" HorizontalAlignment="Center" Margin="4,0">
+                <TextBlock.ToolTip>
+                  <TextBlock>
+                    Best Ask Price (click to assign)
+                    <LineBreak/>
+                    <Italic>
+                      Hold a number key to cross the market by 'n' ticks.
+                    </Italic>
+                  </TextBlock>
+                </TextBlock.ToolTip>
+                <Hyperlink
+                  Focusable="False"
+                  Foreground="{u:BTSColor MarketData.ask}"
+                  Command="{Binding DataContext.payup_ask_cmd, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                  PreviewMouseLeftButtonDown="{x:Static usp:AlgoEditorGridView.PayupTicksMouseButtonHandler}"
+                >
+                  <Run>
+                    <Run.Text>
+                      <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                        <Binding Path="DataContext.bbo.ask" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                        <Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                      </MultiBinding>
+                    </Run.Text>
+                  </Run>
+                </Hyperlink>
+              </TextBlock>
+            </Grid>
+            <DataTemplate.Triggers>
+              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
+                <Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding DataContext.security, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{x:Null}">
+                <Setter TargetName="bid_text" Property="Visibility" Value="Collapsed"/>
+                <Setter TargetName="ask_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding param.permissions, Converter={StaticResource ParamPermissionsToIsReadOnlyConverter}}" Value="{u:True}">
+                <Setter TargetName="bid_text" Property="ToolTip" Value="Best Bid Price"/>
+                <Setter TargetName="ask_text" Property="ToolTip" Value="Best Ask Price"/>
+              </DataTrigger>
+            </DataTemplate.Triggers>
+          </DataTemplate>
+        </u:TemplateSelectorKeyValue>
+        <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
+          <DataTemplate>
+            <Grid>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="*"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col0"/>
+                <ColumnDefinition Width="Auto" SharedSizeGroup="price_size_col1"/>
+              </Grid.ColumnDefinitions>
+              <StackPanel Orientation="Horizontal">
+                <TextBlock x:Name="disambig_text" Margin="0,0,2,0" FontWeight="Light" Text="{Binding path_disambiguation, StringFormat='[{0}]', Mode=OneWay}"/>
+                <TextBlock Text="{Binding Path='param.(sp:IAlgoParamVM.display_name)', Mode=OneWay}"/>
+                <TextBlock Text="*" Visibility="{Binding param.is_dirty, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              </StackPanel>
+              <TextBlock
+                x:Name="bid_text"
+                Grid.Column="1"
+                HorizontalAlignment="Center"
+                Foreground="{u:BTSColor MarketData.bid}"
+                Text="{Binding DataContext.bbo.bid_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                ToolTip="Best Bid Size"
+              />
+              <TextBlock
+                x:Name="ask_text"
+                Grid.Column="2"
+                HorizontalAlignment="Center"
+                Margin="4,0"
+                Foreground="{u:BTSColor MarketData.ask}"
+                Text="{Binding DataContext.bbo.ask_size, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                ToolTip="Best Ask Size"
+              />
+            </Grid>
+            <DataTemplate.Triggers>
+              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
+                <Setter TargetName="disambig_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding DataContext.security, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{x:Null}">
+                <Setter TargetName="bid_text" Property="Visibility" Value="Collapsed"/>
+                <Setter TargetName="ask_text" Property="Visibility" Value="Collapsed"/>
+              </DataTrigger>
+            </DataTemplate.Triggers>
+          </DataTemplate>
+        </u:TemplateSelectorKeyValue>
+      </u:KeyedTemplateSelector>
+
+      <!--Read Templates-->
+      <usp:AlgoParamTemplateSelector
+        x:Key="ParamTemplateSelector"
+        IntTemplate="{StaticResource SimpleValueTextTemplate}"
+        NullableIntTemplate="{StaticResource SimpleValueTextTemplate}"
+        UIntTemplate="{StaticResource SimpleValueTextTemplate}"
+        NullableUIntTemplate="{StaticResource SimpleValueTextTemplate}"
+        ExecutionStrategyTemplate="{StaticResource ExecutionStrategyTemplate}"
+      >
+        <usp:AlgoParamTemplateSelector.KeyedTemplates>
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
+            <DataTemplate>
+              <TextBlock>
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="param.value"/>
+                    <Binding Path="DataContext.spec" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
+        </usp:AlgoParamTemplateSelector.KeyedTemplates>
+        <!--Bool-->
+        <usp:AlgoParamTemplateSelector.BoolTemplate>
+          <DataTemplate>
+            <CheckBox Focusable="False" VerticalAlignment="Center" IsChecked="{Binding param.value, Mode=TwoWay}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.BoolTemplate>
+        <!--Double-->
+        <usp:AlgoParamTemplateSelector.DoubleTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource DoubleTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Enum-->
+        <usp:AlgoParamTemplateSelector.EnumTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource EnumDescriptionConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.EnumTemplate>
+        <!--Nullable Enum-->
+        <usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource NullableEnumDescriptionConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+        <!--Order Def-->
+        <usp:AlgoParamTemplateSelector.OrderDefTemplate>
+          <DataTemplate>
+            <usp:OrderTypeItem BadgeFill="{Binding Path='(sp:AlgoParamRowVM.param).(sp:IAlgoSelector.selected_algo).meta.Color', Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding Path='(sp:AlgoParamRowVM.param).(sp:IAlgoSelector.selected_algo).(sp:IAlgoVM.display_name)'}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.OrderDefTemplate>
+        <!--Quantity Measure-->
+        <usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource QuantityMeasureTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+        <!--String-->
+        <usp:AlgoParamTemplateSelector.StringTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource StringTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.StringTemplate>
+        <!--Timestamp-->
+        <usp:AlgoParamTemplateSelector.TimestampTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.value, Converter={StaticResource TimeConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.TimestampTemplate>
+      </usp:AlgoParamTemplateSelector>
+
+      <!--Write Templates-->
+      <usp:AlgoParamTemplateSelector x:Key="ParamEditingTemplateSelector" ExecutionStrategyTemplate="{StaticResource ExecutionStrategyTemplate}">
+        <usp:AlgoParamTemplateSelector.KeyedTemplates>
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Price}">
+            <DataTemplate>
+              <usp:PriceEntryControl
+                Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
+                ContractSpec="{Binding DataContext.spec, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+                Focusable="False"
+                IsTabStop="False"
+                ArrowKeyTickModifiers="Ctrl"
+              >
+                <usp:PriceEntryControl.CommandBindings>
+                  <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+                </usp:PriceEntryControl.CommandBindings>
+                <usp:PriceEntryControl.InputBindings>
+                  <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                  <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+                </usp:PriceEntryControl.InputBindings>
+              </usp:PriceEntryControl>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
+        </usp:AlgoParamTemplateSelector.KeyedTemplates>
+        <!--Bool-->
+        <usp:AlgoParamTemplateSelector.BoolTemplate>
+          <DataTemplate>
+            <CheckBox Focusable="False" VerticalAlignment="Center" IsChecked="{Binding param.value, Mode=TwoWay}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.BoolTemplate>
+        <!--Double-->
+        <usp:AlgoParamTemplateSelector.DoubleTemplate>
+          <DataTemplate>
+            <c:TickUpDownDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownDouble.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownDouble.CommandBindings>
+              <c:TickUpDownDouble.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownDouble.InputBindings>
+            </c:TickUpDownDouble>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Enum-->
+        <usp:AlgoParamTemplateSelector.EnumTemplate>
+          <DataTemplate>
+            <ComboBox
+              HorizontalAlignment="Stretch"
+              ItemsSource="{Binding param.value, Converter={StaticResource EnumItemsSourceConverter}, Mode=OneTime}"
+              ItemTemplate="{StaticResource EnumDescriptionTemplate}"
+              SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
+            />
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.EnumTemplate>
+        <!--Int-->
+        <usp:AlgoParamTemplateSelector.IntTemplate>
+          <DataTemplate>
+            <c:TickUpDownInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownInt.CommandBindings>
+              <c:TickUpDownInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownInt.InputBindings>
+            </c:TickUpDownInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.IntTemplate>
+        <!--Nullable Bool-->
+        <usp:AlgoParamTemplateSelector.NullableBoolTemplate>
+          <DataTemplate>
+            <CheckBox Focusable="False" VerticalAlignment="Center" IsThreeState="True" IsChecked="{Binding param.value, Mode=TwoWay}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableBoolTemplate>
+        <!--Nullable Enum-->
+        <usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+          <DataTemplate>
+            <ComboBox 
+              HorizontalAlignment="Stretch"
+              ItemsSource="{Binding Converter={x:Static usp:AlgoEditorGridView.NullableEnumParamRowItemsSourceConverter}}"
+              ItemTemplate="{StaticResource NullableEnumDescriptionTemplate}"
+              SelectedItem="{Binding param.value, UpdateSourceTrigger=PropertyChanged}"
+            />
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableEnumTemplate>
+        <!--Nullable Int-->
+        <usp:AlgoParamTemplateSelector.NullableIntTemplate>
+          <DataTemplate>
+            <c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownNullableInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownNullableInt.CommandBindings>
+              <c:TickUpDownNullableInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownNullableInt.InputBindings>
+            </c:TickUpDownNullableInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableIntTemplate>
+        <!--Nullable UInt-->
+        <usp:AlgoParamTemplateSelector.NullableUIntTemplate>
+          <DataTemplate>
+            <c:TickUpDownNullableUInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownNullableUInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownNullableUInt.CommandBindings>
+              <c:TickUpDownNullableUInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownNullableUInt.InputBindings>
+            </c:TickUpDownNullableUInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableUIntTemplate>
+        <!--Order Def-->
+        <usp:AlgoParamTemplateSelector.OrderDefTemplate>
+          <DataTemplate>
+            <ComboBox HorizontalAlignment="Stretch" DataContext="{Binding param}" ItemsSource="{Binding Path='(sp:IAlgoSelector.algos)'}" ItemTemplate="{StaticResource AlgoVMItemTemplate}" SelectedItem="{Binding Path='(sp:IAlgoSelector.selected_algo)', UpdateSourceTrigger=PropertyChanged}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.OrderDefTemplate>
+        <!--QuantityMeasure-->
+        <usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+          <DataTemplate>
+            <uag:QuantityMeasureControl Focusable="False" HorizontalAlignment="Stretch" QuantityMeasure="{Binding param.value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <uag:QuantityMeasureControl.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </uag:QuantityMeasureControl.CommandBindings>
+              <uag:QuantityMeasureControl.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </uag:QuantityMeasureControl.InputBindings>
+            </uag:QuantityMeasureControl>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.QuantityMeasureTemplate>
+        <!--Timestamp-->
+        <usp:AlgoParamTemplateSelector.TimestampTemplate>
+          <DataTemplate>
+            <Grid DataContext="{Binding algo}">
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
+                <ColumnDefinition Width="*"/>
+              </Grid.ColumnDefinitions>
+              <ComboBox
+                x:Name="PART_StartMode_ComboBox"
+                HorizontalAlignment="Stretch"
+                ItemsSource="{Binding start_modes}"
+                ItemTemplate="{StaticResource EnumDescriptionTemplate}"
+                SelectedItem="{Binding start_mode}"
+              />
+              <c:DateTimePicker
+                x:Name="PART_AbsoluteStart_DateTimePicker"
+                Grid.Column="2"
+                TimeTuple="{Binding absolute_start}"
+                Visibility="{Binding show_absolute_start, Converter={StaticResource BooleanToVisibilityConverter}}"
+              />
+              <c:TimeSpanControl
+                x:Name="PART_RelativeStart_TimeSpanControl"
+                Grid.Column="2"
+                TimeSpan="{Binding relative_start, Mode=TwoWay}"
+                Visibility="{Binding show_relative_start, Converter={StaticResource BooleanToVisibilityConverter}}"
+              />
+            </Grid>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.TimestampTemplate>
+        <!--UInt-->
+        <usp:AlgoParamTemplateSelector.UIntTemplate>
+          <DataTemplate>
+            <c:TickUpDownUInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.value, UpdateSourceTrigger=PropertyChanged}">
+              <c:TickUpDownUInt.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownUInt.CommandBindings>
+              <c:TickUpDownUInt.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownUInt.InputBindings>
+            </c:TickUpDownUInt>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.UIntTemplate>
+      </usp:AlgoParamTemplateSelector>
+      <usp:AlgoEditorGridRowStyleSelector x:Key="RowStyleSelector">
+        <usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
+          <Style TargetType="DataGridRow">
+            <Style.Triggers>
+              <MultiDataTrigger>
+                <MultiDataTrigger.Conditions>
+                  <Condition Binding="{Binding param.is_dirty}" Value="{u:True}"/>
+                  <Condition Binding="{Binding AnimateDirty, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}" Value="{u:True}"/>
+                </MultiDataTrigger.Conditions>
+                <Setter Property="Background" Value="#8098FB98"/>
+                <Setter Property="ToolTip" Value="Value has been modified."/>
+              </MultiDataTrigger>
+            </Style.Triggers>
+          </Style>
+        </usp:AlgoEditorGridRowStyleSelector.DefaultStyle>
+        <usp:AlgoEditorGridRowStyleSelector.SpreaderStyle>
+          <Style TargetType="DataGridRow">
+            <Setter Property="DetailsVisibility" Value="Collapsed"/>
+            <Setter Property="DetailsTemplate">
+              <Setter.Value>
+                <DataTemplate>
+                  <AdornerDecorator>
+                    <usp:ExecutionStrategyEditor
+                      DataContext="{Binding algo.strategy_editor}"
+                      HorizontalAlignment="Stretch"
+                      Margin="6"
+                      SyntheticName="{Binding name}"
+                      TickFactors="{Binding tick_factors}"
+                      IsNew="{Binding is_new}"
+                      CanUserAddNewLeg="{Binding can_add_leg}"
+                      IsNewLegPopupOpen="{Binding is_new_leg_popup_open}"
+                      PriceCalc="{Binding price_calc}"
+                      ParameterRows="{Binding rows}"
+                      LegTuples="{Binding leg_tuples}"
+                      RemoveLegCommand="{Binding remove_leg}"
+                      ContractPickerModel="{Binding contract_picker_model}"
+                    />
+                  </AdornerDecorator>
+                </DataTemplate>
+              </Setter.Value>
+            </Setter>
+          </Style>
+        </usp:AlgoEditorGridRowStyleSelector.SpreaderStyle>
+      </usp:AlgoEditorGridRowStyleSelector>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <u:StateManager.Groups>
+    <u:StateGroupsManager>
+      <u:StateDefinitionCollection>
+        <u:StateDefinition State="{Binding IsReadOnly, Source={u:DirectReference me}, Converter={x:Static usp:AlgoEditorGridView.GeneralVisualStateConverter}}"/>
+        <u:StateDefinition State="{Binding CanUserChangeAlgoRoot, Source={u:DirectReference me}, Converter={x:Static usp:AlgoEditorGridView.AlgoRootVisualStateConverter}}"/>
+      </u:StateDefinitionCollection>
+    </u:StateGroupsManager>
+  </u:StateManager.Groups>
+  <VisualStateManager.VisualStateGroups>
+    <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}">
+      <VisualState Name="{x:Static Normal, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}"/>
+      <VisualState Name="{x:Static ReadOnly, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.General}}">
+        <Storyboard>
+          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(DataGrid.IsReadOnly)">
+            <DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
+          </BooleanAnimationUsingKeyFrames>
+          <ColorAnimation Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)" BeginTime="0" Duration="0" To="Gray"/>
+          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="root_algo_combo_box" Storyboard.TargetProperty="(Control.IsEnabled)">
+            <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+          </BooleanAnimationUsingKeyFrames>
+        </Storyboard>
+      </VisualState>
+    </VisualStateGroup>
+    <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}">
+      <VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}"/>
+      <VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoEditorGridView.VisualStateNames.AlgoRoot}}">
+        <Storyboard>
+          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="root_algo_label" Storyboard.TargetProperty="(UIElement.Visibility)">
+            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+          </ObjectAnimationUsingKeyFrames>
+          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="root_algo_combo_box" Storyboard.TargetProperty="(UIElement.Visibility)">
+            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+          </ObjectAnimationUsingKeyFrames>
+          <ThicknessAnimation Storyboard.TargetName="_param_grid" Storyboard.TargetProperty="(Control.Margin)" BeginTime="0" Duration="0" To="0,4,0,0"/>
+        </Storyboard>
+      </VisualState>
+    </VisualStateGroup>
+  </VisualStateManager.VisualStateGroups>
+  <Grid>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto"/>
+      <RowDefinition Height="*"/>
+    </Grid.RowDefinitions>
+    <TextBlock x:Name="root_algo_label" VerticalAlignment="Center" Margin="{StaticResource Margin.LP2}" Visibility="Collapsed">Algo</TextBlock>
+    <ComboBox
+      x:Name="root_algo_combo_box"
+      Margin="40,0,0,0"
+      ItemsSource="{Binding AlgoRootsViewSource.View, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+      SelectedItem="{Binding SelectedAlgoRoot, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+      Visibility="Collapsed"
+    >
+      <ComboBox.GroupStyle>
+        <GroupStyle ContainerStyle="{StaticResource ComboBox.DelineatedGroupContainerStyle}"/>
+      </ComboBox.GroupStyle>
+      <ComboBox.ItemTemplate>
+        <DataTemplate>
+          <usp:OrderTypeItem BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}" DisplayName="{Binding display_name}"/>
+        </DataTemplate>
+      </ComboBox.ItemTemplate>
+    </ComboBox>
+    <DataGrid
+      x:Name="_param_grid"
+      Grid.Row="1"
+      Grid.IsSharedSizeScope="True"
+      VirtualizingPanel.ScrollUnit="Pixel"
+      AlternatingRowBackground="{x:Null}"
+      IsReadOnly="False"
+      Margin="0,2,0,0"
+      MinRowHeight="18"
+      ColumnHeaderHeight="0"
+      ItemsSource="{Binding AlgoParamRowsViewSource.View, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorGridView}}"
+      SelectionMode="Single"
+      RowStyleSelector="{StaticResource RowStyleSelector}"
+    >
+      <DataGrid.Columns>
+        <DataGridTemplateColumn IsReadOnly="True" Header="Param" CellTemplateSelector="{StaticResource ParamNameTemplateSelector}" MinWidth="120" Width="*">
+          <DataGridTemplateColumn.CellStyle>
+            <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+              <Setter Property="IsTabStop" Value="False"/>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ParamTemplateSelector}" CellEditingTemplateSelector="{StaticResource ParamEditingTemplateSelector}" MinWidth="120" Width="*">
+          <DataGridTemplateColumn.CellStyle>
+            <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+              <Style.Triggers>
+                <DataTrigger Binding="{Binding IsReadOnly, RelativeSource={RelativeSource AncestorType=DataGrid}}" Value="{u:False}">
+                  <Setter Property="ToolTip" Value="Click to edit"/>
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+        </DataGridTemplateColumn>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>

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

@@ -0,0 +1,207 @@
+using bts.collections;
+using bts.utils;
+using mbts.spark;
+using mbts.ui.controls;
+using mbts.ui.converters;
+using mbts.ui.utility;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorGridView : UserControl {
+      public static readonly IValueConverter
+         GeneralVisualStateConverter = ValueConverter.create<bool, string>(is_read_only => is_read_only ? VisualStateNames.General.ReadOnly : VisualStateNames.General.Normal),
+         AlgoRootVisualStateConverter = ValueConverter.create<bool, string>(show_bbo => show_bbo ? VisualStateNames.AlgoRoot.Active : VisualStateNames.AlgoRoot.Inactive),
+         AlgoRootComboBoxMarginConverter = ValueConverter.create<double, Thickness>(name_col_width => new Thickness(name_col_width + 8, 0, 0, 0)),
+         NullableEnumParamRowItemsSourceConverter = ValueConverter.create<AlgoParamRowVM, IEnumerable>(param_row => {
+            if (param_row?.param != null) {
+               var tenum = param_row.param.GetType().GetInterfaceGenericArgument(AlgoParamTemplateSelector.generic_algo_param_itype);
+               if (tenum.IsNullable()) {
+                  // .First() should be safe, since we know this is a Nullable<T>.
+                  tenum = tenum.GetGenericArguments().First();
+               }
+               if (tenum.IsEnum)
+                  return Enum.GetValues(tenum);
+            }
+            return null;
+         });
+
+      public static readonly MouseButtonEventHandler PayupTicksMouseButtonHandler = (s, e) => {
+         if ((s as Hyperlink)?.Command is ICommand cmd) {
+            cmd.ExecuteIfCan(KeyboardExtensions.GetPressedNumber() ?? 0);
+            e.Handled = true;
+         }
+      };
+
+      readonly ObservableAggregateCollection<AlgoParamRowVM> _param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+
+      public AlgoEditorGridView() {
+         InitializeComponent();
+         _set_value_column_width();
+         // AlgoRoots
+         AlgoRootsViewSource = new CollectionViewSource<_AlgoRootsCollectionView>();
+         BindingOperations.SetBinding(AlgoRootsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoRoots)) { Source = this });
+         AlgoRootsViewSource.GroupDescriptions.Add(new PropertyGroupDescription(nameof(IAlgoVM.group)));
+         // AlgoParamRows
+         AlgoParamRowsViewSource = new CollectionViewSource<ListCollectionView<AlgoParamRowVM>>();
+         BindingOperations.SetBinding(AlgoParamRowsViewSource, CollectionViewSource.SourceProperty, new Binding(nameof(AlgoParamRows)) { Source = this });
+         AlgoParamRowsViewSource.IsLiveFilteringRequested = true;
+         AlgoParamRowsViewSource.LiveFilteringProperties.Add(nameof(AlgoParamRowVM.permissions));
+         AlgoParamRowsViewSource.Filter += param_rows_filter;
+         DataGridEditHelper.set_hooks(this);
+         void param_rows_filter(object sender, FilterEventArgs e) =>
+            e.Accepted = e.Item is AlgoParamRowVM row && row.param.permissions != AlgoParamPermissions.None;
+      }
+
+      public enum Columns { ParamName, Value }
+
+      event Action CommitEditRequested, CancelEditRequested;
+
+      public CollectionViewSource AlgoRootsViewSource { get; }
+      public CollectionViewSource<ListCollectionView<AlgoParamRowVM>> AlgoParamRowsViewSource { get; }
+
+      bool _stretch_value_column = true;
+      public bool StretchValueColumn {
+         get => _stretch_value_column;
+         set {
+            if (_stretch_value_column != value) {
+               _stretch_value_column = value;
+               _set_value_column_width();
+            }
+         }
+      }
+
+      #region AnimateDirtyParams
+      public static readonly DependencyProperty AnimateDirtyProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(AnimateDirty), true);
+
+      public bool AnimateDirty {
+         get => (bool)GetValue(AnimateDirtyProperty);
+         set => SetValue(AnimateDirtyProperty, value);
+      }
+      #endregion
+
+      #region IsReadOnly
+      public static readonly DependencyProperty IsReadOnlyProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(IsReadOnly));
+
+      public bool IsReadOnly {
+         get => (bool)GetValue(IsReadOnlyProperty);
+         set => SetValue(IsReadOnlyProperty, value);
+      }
+      #endregion
+
+      #region CanUserChangeAlgoRoot
+      public static readonly DependencyProperty CanUserChangeAlgoRootProperty =
+         WPFHelper.create_dp<bool, AlgoEditorGridView>(nameof(CanUserChangeAlgoRoot));
+
+      public bool CanUserChangeAlgoRoot {
+         get => (bool)GetValue(CanUserChangeAlgoRootProperty);
+         set => SetValue(CanUserChangeAlgoRootProperty, value);
+      }
+      #endregion
+
+      #region AlgoRoots
+      public static readonly DependencyProperty AlgoRootsProperty =
+         WPFHelper.create_dp<IReadOnlyObservableCollection<IAlgoVM>, AlgoEditorGridView>(nameof(AlgoRoots));
+
+      public IReadOnlyObservableCollection<IAlgoVM> AlgoRoots {
+         get => GetValue(AlgoRootsProperty) as IReadOnlyObservableCollection<IAlgoVM>;
+         set => SetValue(AlgoRootsProperty, value);
+      }
+      #endregion
+
+      #region SelectedAlgoRoot
+      public static readonly DependencyProperty SelectedAlgoRootProperty =
+         WPFHelper.create_dp<IAlgoVM, AlgoEditorGridView>(nameof(SelectedAlgoRoot), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault);
+
+      public IAlgoVM SelectedAlgoRoot {
+         get => GetValue(SelectedAlgoRootProperty) as IAlgoVM;
+         set => SetValue(SelectedAlgoRootProperty, value);
+      }
+      #endregion
+
+      #region AlgoParamRows
+      public static readonly DependencyProperty AlgoParamRowsProperty =
+         WPFHelper.create_dp<IReadOnlyObservableCollection<AlgoParamRowVM>, AlgoEditorGridView>(nameof(AlgoParamRows));
+
+      public IReadOnlyObservableCollection<AlgoParamRowVM> AlgoParamRows {
+         get => GetValue(AlgoParamRowsProperty) as IReadOnlyObservableCollection<AlgoParamRowVM>;
+         set => SetValue(AlgoParamRowsProperty, value);
+      }
+      #endregion
+
+      public static AlgoEditorGridView create_attach_view() =>
+         new AlgoEditorGridView {
+            Margin = new Thickness(6),
+            CanUserChangeAlgoRoot = true,
+         };
+
+      public void commit_edit() => CommitEditRequested?.Invoke();
+      public void cancel_edit() => CancelEditRequested?.Invoke();
+
+      void _set_value_column_width() {
+         foreach (var c in _param_grid?.Columns.empty_if_null())
+            c.Width = _stretch_value_column ? new DataGridLength(1, DataGridLengthUnitType.Star) : DataGridLength.Auto;
+      }
+
+      void _on_execution_strategy_toggle_click(object sender, RoutedEventArgs e) {
+         if (sender is Hyperlink hl && hl.try_find_ancestor_of_type(out DataGridRow row_view)) {
+            Visibility vis; string text;
+            if (row_view.DetailsVisibility == Visibility.Visible) {
+               vis = Visibility.Collapsed;
+               text = "Show Strategy Params";
+            } else {
+               vis = Visibility.Visible;
+               text = "Hide Strategy Params";
+            }
+            hl.Inlines.Clear();
+            hl.Inlines.Add(text);
+            row_view.SetCurrentValue(DataGridRow.DetailsVisibilityProperty, vis);
+         }
+      }
+
+      public static class VisualStateNames {
+         public static class General {
+            public const string GroupName = nameof(General);
+
+            public static readonly string
+               Normal = $"{GroupName}{nameof(Normal)}",
+               ReadOnly = $"{GroupName}{nameof(ReadOnly)}";
+         }
+
+         public static class AlgoRoot {
+            public const string GroupName = nameof(AlgoRoot);
+
+            public static readonly string
+               Active = $"{GroupName}{VisualStates.Active}",
+               Inactive = $"{GroupName}{VisualStates.Inactive}";
+         }
+      }
+
+      class _AlgoRootsCollectionView : ListCollectionView<IAlgoVM> {
+         public _AlgoRootsCollectionView(IList<IAlgoVM> list) : base(list) =>
+            CustomSort = AlgoCollectionHelper.algo_vm_comparer.to_non_generic();
+      }
+   }
+
+   class AlgoEditorGridRowStyleSelector : StyleSelector {
+      public Style DefaultStyle { get; set; }
+      public Style SpreaderStyle { get; set; }
+
+      public override Style SelectStyle(object item, DependencyObject container) {
+         if (item is AlgoParamRowVM row) {
+            if (row.param.id == nameof(bts.api.orderman.SpreaderOrderDefinition.ExecutionStrategy))
+               return SpreaderStyle;
+         }
+         return DefaultStyle;
+      }
+   }
+}

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

@@ -0,0 +1,88 @@
+using bts.collections;
+using mbts.ui.controls;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.ObjectModel;
+using System.Reactive.Linq;
+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 => {
+            rows.clear_collections();
+            if (a == null)
+               return Disposable.empty;
+            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+               /// Note: the order of operations here matters
+               ///   <see cref="_wrap_rows(IAlgoVM, AlgoParamRowVM, ObservableAggregateCollection{AlgoParamRowVM}, bool)" /> has the potential to trigger a lot of CollectionChanged events (depending on how deep the algo-tree is).
+               ///   There is no need to burden the aggregate 'rows' with echoing all of these events, if the child-row collection is finished changing when it is added to the aggregate.
+               var hook = _wrap_rows(a, null, child_rows, include_algo_type_rows);
+            rows.add_collection(child_rows.AsReadOnly());
+            return hook;
+         })) {
+               rows.clear_collections
+         };
+
+      public static IDisposable negate_is_dirty(IReadOnlyObservableCollection<AlgoParamRowVM> rows) {
+         return ObservableAutoWrapper.connect_item_hooks(rows, hook);
+         IDisposable hook(AlgoParamRowVM r) {
+            r.param.is_dirty_changed += negate;
+            return Disposable.Create(unhook);
+            void negate(bool is_dirty) {
+               if (is_dirty)
+                  r.param.mark_committed();
+            }
+            void unhook() =>
+               r.param.is_dirty_changed -= negate;
+         }
+      }
+
+      static IDisposable _wrap_rows(AlgoDefinitionVM algo_def, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) {
+         AlgoParamRowVM root = null;
+         ObservableAggregateCollection<AlgoParamRowVM> algo_params;
+         if (include_algo_type_rows) {
+            // while normal params live and die with the selected algo-type (when the algo-type changes, they are removed, and replaced with params for the new algo type),
+            // the algo-type row is constant (it is the row with the algo-type dropdown, which the user may use to select different algos).
+            algo_params = new ObservableAggregateCollection<AlgoParamRowVM>();
+            rows.add_collection(new ObservableAppendCollection<AlgoParamRowVM>(algo_params, root = new AlgoSelectorParamRowVM(new AlgoVMWrapper(algo_def), algo_def, null)).AsReadOnly());
+         } else {
+            algo_params = rows;
+         }
+         return algo_def.observe_algo_root().SubscribeEach(a => {
+            algo_params.clear_collections();
+            if (a == null)
+               return Disposable.empty;
+            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+            /// Note: the order of operations here matters
+            ///   <see cref="_wrap_rows(IAlgoVM, AlgoParamRowVM, ObservableAggregateCollection{AlgoParamRowVM}, bool)" /> has the potential to trigger a lot of CollectionChanged events (depending on how deep the algo-tree is).
+            ///   There is no need to burden the aggregate 'rows' with echoing all of these events, if the child-row collection is finished changing when it is added to the aggregate.
+            var hook = _wrap_rows(a, root, child_rows, include_algo_type_rows);
+            algo_params.add_collection(child_rows.AsReadOnly());
+            return hook;
+         });
+      }
+
+      static IDisposable _wrap_rows(IAlgoVM algo_root, AlgoParamRowVM parent, ObservableAggregateCollection<AlgoParamRowVM> all_rows, bool include_algo_type_rows) {
+         var wrapped_params = new ObservableAutoWrapper<AlgoParamRowVM, IAlgoParamVM>(algo_root.algo_params, pvm => new AlgoParamRowVM(algo_root, pvm, parent));
+         var selector_params = new ObservableCollection<AlgoParamRowVM>();
+         all_rows.add_collection(wrapped_params);
+         all_rows.add_collection(selector_params);
+         return ObservableAggregateCollection.connect(selector_params, algo_root.child_algo_selectors, new Func<IAlgoSelector, (ObservableCollection<AlgoParamRowVM>, IDisposable)>(hook_children));
+         (ObservableCollection<AlgoParamRowVM>, IDisposable) hook_children(IAlgoSelector s) {
+            var child_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+            var selector_wrapper = new AlgoSelectorParamRowVM(algo_root, s, parent);
+            return (
+               include_algo_type_rows ?
+                  (ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
+                  child_rows,
+               s.subscribe_selected_algo().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

@@ -0,0 +1,78 @@
+using bts.collections;
+using bts.spark;
+using mbts.spark;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Reflection;
+using System.Windows;
+using System.Windows.Controls;
+
+namespace mbts.ui.spark {
+   static class AlgoParamTemplateKeys {
+      public const string 
+         Price = nameof(Price),
+         Size = nameof(Size);
+   }
+
+   /// TODO: remove this class and just use a <see cref="KeyedTemplateSelector"/>.
+   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);
+
+      public DataTemplate BoolTemplate { get; set; }
+      public DataTemplate NullableBoolTemplate { get; set; }
+      public DataTemplate IntTemplate { get; set; }
+      public DataTemplate NullableIntTemplate { get; set; }
+      public DataTemplate UIntTemplate { get; set; }
+      public DataTemplate NullableUIntTemplate { get; set; }
+      public DataTemplate DoubleTemplate { get; set; }
+      public DataTemplate EnumTemplate { get; set; }
+      public DataTemplate NullableEnumTemplate { get; set; }
+      public DataTemplate StringTemplate { get; set; }
+      public DataTemplate QuantityMeasureTemplate { get; set; }
+      public DataTemplate OrderDefTemplate { get; set; }
+      public DataTemplate ExecutionStrategyTemplate { get; set; }
+      public DataTemplate TimestampTemplate { get; set; }
+
+      /// <see cref="_keyed_templates"/> is needed for the 'price' param.  Price was formerly edited in a separate control, however now it is just another param row.
+      /// Before this, the generic type argument in the <see cref="IAlgoParamVM{T}"/> implementation was enough to determine the template.
+      /// Since 'price' is just a double, further specification was needed to associate it with a 'PriceEntryControl' template.
+      public IList KeyedTemplates => _keyed_templates;
+
+      public override DataTemplate SelectTemplate(object item, DependencyObject container) {
+         if (item is ITemplateSelectorKey tsk && tsk.key is string template_key && _keyed_templates.TryGetValue(template_key, out var tkv))
+            return tkv.Value;
+         IAlgoParamVM pvm = item as IAlgoParamVM ?? (item as AlgoParamRowVM)?.param;
+         if (pvm != null) {
+            if (pvm is IAlgoParamVM<double>) return DoubleTemplate;
+            if (pvm is IAlgoParamVM<int>) return IntTemplate;
+            if (pvm is IAlgoParamVM<int?>) return NullableIntTemplate;
+            if (pvm is IAlgoParamVM<uint>) return UIntTemplate;
+            if (pvm is IAlgoParamVM<uint?>) return NullableUIntTemplate;
+            if (pvm is IAlgoParamVM<bool>) return NullableBoolTemplate;
+            if (pvm is IAlgoParamVM<bool?>) return BoolTemplate;
+            if (pvm is IAlgoParamVM<string>) return StringTemplate;
+            if (pvm is IAlgoParamVM<IAlgoVM>) return OrderDefTemplate;
+            if (pvm is IAlgoParamVM<QuantityMeasureImmutable?>) return QuantityMeasureTemplate;
+            if (pvm is IAlgoParamVM<ExecutionStrategy>) return ExecutionStrategyTemplate;
+            if (pvm is IAlgoParamVM<Google.Protobuf.WellKnownTypes.Timestamp>) return TimestampTemplate;
+            var targ = ReflectionHelper.GetGenericTypeArgs(pvm.GetType(), generic_algo_param_itype).FirstOrDefault();
+            if (targ != null) {
+               if (targ.IsEnum)
+                  return EnumTemplate;
+               else if (targ.IsNullable()) {
+                  targ = targ.GetGenericArguments()[0];
+                  if (targ.IsEnum)
+                     return NullableEnumTemplate;
+               }
+
+            }
+         }
+         return null;
+      }
+   }
+}

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

@@ -0,0 +1,181 @@
+#define ENTER_BEHAVES_LIKE_TAB
+using bts;
+using mbts.ui.controls;
+using mbts.ui.extensions;
+using mbts.ui.spark.algo;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorGridView {
+      static class DataGridEditHelper {
+         public static IDisposable set_hooks(AlgoEditorGridView algo_editor) {
+            var grid = algo_editor._param_grid;
+            grid.PreviewKeyDown += on_preview_key_down;
+            grid.KeyDown += on_key_down;
+            grid.SelectionChanged += on_selection_changed;
+            grid.PreparingCellForEdit += on_preparing_cell_for_edit;
+            grid.CellEditEnding += on_cell_edit_ending;
+            grid.GotFocus += on_got_focus;
+            algo_editor.CommitEditRequested += on_commit_edit_requested;
+            algo_editor.CancelEditRequested += on_cancel_edit_requested;
+            return Disposable.Create(() => {
+               grid.PreviewKeyDown += on_preview_key_down;
+               grid.KeyDown -= on_key_down;
+               grid.SelectionChanged -= on_selection_changed;
+               grid.PreparingCellForEdit -= on_preparing_cell_for_edit;
+               grid.CellEditEnding -= on_cell_edit_ending;
+               grid.GotFocus -= on_got_focus;
+               algo_editor.CommitEditRequested -= on_commit_edit_requested;
+               algo_editor.CancelEditRequested -= on_cancel_edit_requested;
+            });
+            /// Handlers
+            // hooked up to PreviewKeyDown, instead of KeyDown, so the cells can't override this behavior
+            void on_preview_key_down(object sender, KeyEventArgs e) {
+               switch (e.Key) {
+                  case Key.Escape: e.Handled = cancel_edit(); break;
+                  case Key.Enter:
+                     if (grid.TryGetCurrentRowView(out var row_view)) {
+                        if (row_view.IsEditing) {
+                           commit_edit();
+#if ENTER_BEHAVES_LIKE_TAB
+                           NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Down);
+#endif
+                        } else grid.BeginEdit();
+                     }
+                     e.Handled = true;
+                     break;
+               }
+            }
+
+            // hooked up to KeyDown, instead of PreviewKeyDown, so cells can implement custom Key/CommandBindings, or other key-based behavior without the DataGrid handling it in the PreviewKeyDown event.
+            // for ex: TickUpDown cells can do things like TickUp/Down when Ctrl+Up/Down arrow-key is pressed.
+            void on_key_down(object sender, KeyEventArgs e) {
+               switch (e.Key) {
+                  case Key.Up: NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Up); break;
+                  case Key.Down: NavigationHelper.keyboard_move_focus(FocusNavigationDirection.Down); break;
+                  default: return;
+               }
+               e.Handled = true;
+            }
+
+            void on_selection_changed(object sender, SelectionChangedEventArgs e) {
+               _commit(e.RemovedItems?.Cast<object>()?.SafeSingleOrDefault());
+               _commit(e.AddedItems?.Cast<object>()?.SafeSingleOrDefault());
+               void _commit(object row_item) {
+                  if (grid.TryGetRowView(row_item, out var row_view) && row_view.IsEditing)
+                     grid.CommitEdit();
+               }
+            }
+
+            void on_preparing_cell_for_edit(object sender, DataGridPreparingCellForEditEventArgs e) {
+               if (e.EditingElement is ContentPresenter presenter) {
+                  OneOf.Match(get<TextBox>, get<ComboBox>, get<QuantityMeasureControl>, get<ToggleButton>, text_box, combo_box, quantity_measure_control, toggle_button);
+                  T get<T>() => presenter.descendants_of_type<T>().FirstOrDefault();
+                  // TextBox
+                  void text_box(TextBox tb) => Keyboard.Focus(tb);
+                  // ComboBox
+                  void combo_box(ComboBox cb) { }
+                  // QuantityMeasureControl
+                  async void quantity_measure_control(QuantityMeasureControl qmc) {
+                     if (!focus_text()) {
+                        await qmc.LoadedAsync();
+                        focus_text();
+                     }
+                     bool focus_text() =>
+                        qmc.try_find_descendent_of_type(out TextBox tb) && Keyboard.Focus(tb) == tb;
+                  }
+                  // ToggleButton
+                  void toggle_button(ToggleButton tb) {
+                     if (Mouse.LeftButton == MouseButtonState.Pressed && !tb.IsLoaded) {
+                        // this is a hack to toggle IsChecked when the user clicks a checkbox cell that is not already in edit mode.
+                        IDisposable dispose = null;
+                        dispose = Disposable.Create(
+                           tb.SubscribePreviewMouseUp(on_mouse_up),
+                           tb.SubscribeMouseLeave(on_mouse_leave));
+                        void on_mouse_up(object s, MouseButtonEventArgs mbe) {
+                           if (tb.IsMouseOver)
+                              tb.SetCurrentValue(ToggleButton.IsCheckedProperty, !tb.IsChecked);
+                           Disposable.dispose(ref dispose);
+                        }
+                        void on_mouse_leave(object s, MouseEventArgs me) =>
+                           Disposable.dispose(ref dispose);
+                     }
+                  }
+               }
+               e.EditingElement.Focus();
+            }
+
+            void on_cell_edit_ending(object sender, DataGridCellEditEndingEventArgs e) {
+               if (e.EditingElement is ContentPresenter presenter) {
+                  switch (e.EditAction) {
+                     case DataGridEditAction.Cancel: OneOf.Match(get<TextBox>, get<ComboBox>, get<ToggleButton>, cancel_text_box, cancel_combo_box, cancel_toggle_button); break;
+                     case DataGridEditAction.Commit: OneOf.Match(get<TextBox>, get<ComboBox>, get<ToggleButton>, commit_text_box, commit_combo_box, commit_toggle_button); break;
+                  }
+                  T get<T>() => presenter.descendants_of_type<T>().FirstOrDefault();
+                  // TextBox
+                  void commit_text_box(TextBox tb) => tb.GetBindingExpression(TextBox.TextProperty)?.UpdateSource();
+                  void cancel_text_box(TextBox tb) => tb.GetBindingExpression(TextBox.TextProperty)?.UpdateTarget();
+                  // ComboBox
+                  void commit_combo_box(ComboBox cb) { }
+                  void cancel_combo_box(ComboBox cb) { }
+                  // ToggleButton
+                  void commit_toggle_button(ToggleButton tb) { }
+                  void cancel_toggle_button(ToggleButton tb) { }
+               }
+            }
+
+            void on_got_focus(object sender, RoutedEventArgs e) {
+               if (e.OriginalSource is DataGridCell cell && cell.try_find_ancestor_of_type(out DataGridRow row)) {
+                  if (row.IsEditing) {
+                     if (!cell.IsEditing) {
+                        grid.CancelEdit(DataGridEditingUnit.Row);
+                        if (try_set_current())
+                           grid.BeginEdit(e);
+                     }
+                  } else {
+                     try_set_current();
+                     if (!row.IsEditing)
+                        grid.BeginEdit(e);
+                  }
+                  bool try_set_current() {
+                     grid.SetCurrentValue(DataGrid.CurrentItemProperty, row.Item);
+                     if (grid.TryGetCurrentRowView(out var row_view)) {
+                        row_view.SetCurrentValue(DataGridRow.IsSelectedProperty, true);
+                        grid.SetCurrentValue(DataGrid.CurrentCellProperty, new DataGridCellInfo(row.Item, grid.Columns[1]));
+                        return true;
+                     } else return false;
+                  }
+               }
+            }
+
+            void on_commit_edit_requested() {
+               if (grid.TryGetCurrentRowView(out var row_view) && row_view.IsEditing)
+                  commit_edit();
+            }
+
+            void commit_edit() {
+               using (grid.SuspendGotFocus(on_got_focus))
+                  grid.CommitEdit(DataGridEditingUnit.Row, true);
+            }
+
+            void on_cancel_edit_requested() =>
+               cancel_edit();
+
+            bool cancel_edit() {
+               if (grid.CurrentCell != null && grid.TryGetCurrentRowView(out var row_view) && row_view.IsEditing) {
+                  using (grid.SuspendGotFocus(on_got_focus))
+                     grid.CancelEdit(DataGridEditingUnit.Row);
+                  return true;
+               } else return false;
+            }
+         }
+      }
+   }
+}

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

@@ -0,0 +1,120 @@
+<UserControl
+  x:Class="mbts.ui.spark.AlgoEditorView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoPickerNodeView.xaml"/>
+        <ResourceDictionary Source="/view/Controls/Order/AlgoContentTemplateSelector.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <!--Primitive Constants-->
+      <sys:Double x:Key="HorizontalPush1">4</sys:Double>
+      <sys:Double x:Key="HorizontalPush2">8</sys:Double>
+      <sys:Double x:Key="HorizontalPush3">12</sys:Double>
+      <sys:Double x:Key="VerticalPush1">4</sys:Double>
+      <sys:Double x:Key="VerticalPush2">8</sys:Double>
+      <sys:Double x:Key="VerticalPush3">12</sys:Double>
+      <Thickness x:Key="Margin.LP1" Left="{StaticResource HorizontalPush1}"/>
+      <Thickness x:Key="Margin.LP2" Left="{StaticResource HorizontalPush2}"/>
+      <Thickness x:Key="Margin.LP3" Left="{StaticResource HorizontalPush3}"/>
+      <Thickness x:Key="Margin.TP1" Top="{StaticResource VerticalPush1}"/>
+      <Thickness x:Key="Margin.TP2" Top="{StaticResource VerticalPush2}"/>
+      <!--Converters-->
+      <uspcv:OrderTypeBrushConverter x:Key="OrderTypeBrushConverter" DefaultBrush="Transparent"/>
+      <!--Default Styles-->
+      <Style x:Key="ContentHostGroupBoxStyle" TargetType="GroupBox">
+        <Setter Property="Padding" Value="8"/>
+      </Style>
+      <Style TargetType="TextBox">
+        <Setter Property="u:TextBoxBehavior.EnterKeyBehavior" Value="CommitAndRelease"/>
+        <Setter Property="u:TextBoxBehavior.ReleaseOnEscape" Value="True"/>
+      </Style>
+
+      <Style TargetType="uag:AlgoPickerNodeView" BasedOn="{StaticResource {x:Type uag:AlgoPickerNodeView}}">
+        <Setter Property="DropDownStyleKey" Value="{Binding DataContext, RelativeSource={RelativeSource AncestorType=usp:AlgoEditorView}, Converter={x:Static usp:AlgoContentTemplateSelector.AlgoDropDownStyleKeyConverter}}"/>
+      </Style>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <GroupBox
+    x:Name="content_host"
+    Grid.Row="2"
+    Background="Transparent"
+    BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
+    Margin="0,6,0,0"
+    Padding="12,8"
+  >
+    <GroupBox.Style>
+      <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}">
+        <Setter Property="BorderThickness" Value="1"/>
+        <Setter Property="BorderBrush" Value="Transparent"/>
+        <Style.Triggers>
+          <Trigger Property="BorderBrush" Value="Transparent">
+            <Setter Property="BorderThickness" Value="0"/>
+          </Trigger>
+          <Trigger Property="usp:AlgoEditorView.IsMouseOverNodeContent" Value="True">
+            <Setter Property="BorderThickness" Value="2"/>
+          </Trigger>
+        </Style.Triggers>
+      </Style>
+    </GroupBox.Style>
+    <GroupBox.Header>
+      <ComboBox
+        ToolTipService.ShowOnDisabled="True"
+        Width="140"
+        Margin="{StaticResource Margin.LP1}"
+        ItemsSource="{Binding algos_view}"
+        SelectedItem="{Binding algo_root}"
+      >
+        <ComboBox.Style>
+          <Style TargetType="ComboBox">
+            <Style.Triggers>
+              <DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:True}">
+                <Setter Property="IsEnabled" Value="True"/>
+              </DataTrigger>
+              <DataTrigger Binding="{Binding templates.Count, Converter={StaticResource IntIsZeroConverter}, FallbackValue={u:False}}" Value="{u:False}">
+                <Setter Property="IsEnabled" Value="False"/>
+                <Setter Property="ToolTip" Value="Cannot change structure while templates are present."/>
+              </DataTrigger>
+            </Style.Triggers>
+          </Style>
+        </ComboBox.Style>
+        <ComboBox.IsEnabled>
+          <Binding Path="editing_permissions">
+            <Binding.Converter>
+              <cv:EnumHasFlagsConverter>
+                <sp:AlgoEditingPermissions>AllowEditStructure</sp:AlgoEditingPermissions>
+              </cv:EnumHasFlagsConverter>
+            </Binding.Converter>
+          </Binding>
+        </ComboBox.IsEnabled>
+        <ComboBox.ItemTemplate>
+          <DataTemplate>
+            <usp:OrderTypeItem DisplayName="{Binding display_name}" BadgeFill="{Binding meta.Color, Converter={StaticResource ColorToBrushConverter}}"/>
+          </DataTemplate>
+        </ComboBox.ItemTemplate>
+      </ComboBox>
+    </GroupBox.Header>
+    <ContentControl
+      Grid.IsSharedSizeScope="True"
+      Content="{Binding algo_root, Converter={x:Static usp:AlgoContentTemplateSelector.DataContextConverter}}"
+      ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
+      Margin="{StaticResource Margin.TP1}"
+      Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
+      IsTabStop="False"
+    >
+      <ContentControl.Resources>
+        <Style TargetType="GroupBox" BasedOn="{StaticResource ContentHostGroupBoxStyle}"/>
+      </ContentControl.Resources>
+    </ContentControl>
+  </GroupBox>
+</UserControl>

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

@@ -0,0 +1,28 @@
+using mbts.ui.extensions;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace mbts.ui.spark {
+   partial class AlgoEditorView : UserControl {
+      public AlgoEditorView() {
+         InitializeComponent();
+         content_host.PreviewMouseMove += content_host_PreviewMouseMove;
+         content_host.MouseEnter += content_host_MouseEnter;
+         content_host.MouseLeave += content_host_MouseLeave;
+         // local methods
+         void content_host_PreviewMouseMove(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void content_host_MouseEnter(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void content_host_MouseLeave(object sender, MouseEventArgs e) => refresh_is_mouse_over_content_host(e);
+         void refresh_is_mouse_over_content_host(MouseEventArgs e) => content_host.set_current_if_changed(IsMouseOverNodeContentProperty, this.ChildAtPoint<GroupBox>(e.GetPosition(this)) == content_host);
+      }
+
+      #region IsMouseOverNodeContent 
+      public static readonly DependencyProperty IsMouseOverNodeContentProperty =
+         DependencyProperty.RegisterAttached("IsMouseOverNodeContent", typeof(bool), typeof(AlgoEditorView), new PropertyMetadata(false));
+
+      public static bool GetIsMouseOverNodeContent(DependencyObject d) => (bool)d.GetValue(IsMouseOverNodeContentProperty);
+      public static void SetIsMouseOverNodeContent(DependencyObject d, bool value) => d.SetValue(IsMouseOverNodeContentProperty, value);
+      #endregion
+   }
+}

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

@@ -1,6 +1,7 @@
 using bts.api;
 using bts.api.core;
 using bts.api.orderman;
+using bts.collections;
 using bts.spark;
 using bts.utils;
 using mbts.collections;
@@ -16,8 +17,10 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Collections.Specialized;
 using System.ComponentModel;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Windows.Data;
@@ -31,7 +34,7 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 namespace mbts.spark {
    class FillsVM : DisposableViewModelBase, IHandleGridSorting {
       readonly OrdersModel _model;
-      readonly RXOperableCollection<Row, FillTuple, string> _rows;
+      readonly OperableCollection<Row, FillTuple, string> _rows;
       readonly DIYGridSortManager<Columns> _sort_manager;
       readonly IDIYGridFiltersManager<FillTuple, Columns, FilterStates> _filters_manager;
       readonly ObservableKeyedCollection<ColumnBase, Columns> _columns = new ObservableKeyedCollection<ColumnBase, Columns>(_col_key);
@@ -42,7 +45,7 @@ namespace mbts.spark {
       public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
          : this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }
 
-      FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IConnectableObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
+      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
          _model = model;
          _settings_manager = settings_manager;
          /// Columns
@@ -84,7 +87,7 @@ namespace mbts.spark {
          add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.OrderKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
          add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), new RegexFilterVM<FillTuple>(r => r.fill.SecurityKey.ToString()), DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
          /// Rows
-         _rows = new RXOperableCollection<Row, FillTuple, string>(
+         _rows = new OperableCollection<Row, FillTuple, string>(
             (ft, fk) => new Row(ft, model),
             ft => ft.fill.FillKey,
             new ComparerBuilder<FillTuple>(new[] {
@@ -98,16 +101,17 @@ namespace mbts.spark {
          // grid settings
          grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
          // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
-         grid_settings_manager.load_from(settings_manager.current_settings());
+         if (_settings_manager != null)
+            grid_settings_manager.load_from(_settings_manager.current_settings());
          //
-         _dispose = Disposable.Create(
+         _dispose = new CompositeDisposable(
             ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
             fills_source.OnDispatcher().Subscribe(t => {
                _rows.update(t);
                Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
             }),
             state_obs.OnDispatcher().Subscribe(s => {
-               if (s.grid != null) {
+               if (s.grid != null && _settings_manager != null) {
                   // this means we are not using defaults,
                   // Note: settings_manager in turn notifies grid_settings_manager of this update
                   _settings_manager.instance_settings = s.grid;
@@ -120,8 +124,8 @@ namespace mbts.spark {
                };
                rows_manager.on_settings(fs, s.sorting_criterion);
             }),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
-            fills_source.Connect()
+            settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
+            (fills_source as IConnectableObservable<TableUpdate<FillTuple, string>>)?.Connect() ?? Disposable.empty
          );
          // local methods
          void add_col<TFilter>(Columns col_key, string header, Func<Row, string> get_text, IDataGridColumnPersistentFilter<FillTuple, TFilter> filter, string filter_template, double width) =>
@@ -153,12 +157,12 @@ namespace mbts.spark {
       public IEnumerable<SortingCriteria> get_sorting_criterion() =>
          _sort_manager.create();
 
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) =>
+         _sort_manager.on_sorting(e);
+
       static Columns _col_key(ColumnBase column) =>
          ((IKeyedColumn<Columns>)column).key;
 
-      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) =>
-         _sort_manager.on_sorting(e);
-
       public FilterStates get_filters() =>
          _filters_manager.create();
 
@@ -229,7 +233,7 @@ namespace mbts.spark {
          public OrderType order_type => _order.order_type();
          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(_order, _fill_tuple.algo_meta, order_metadata));
+         public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(_fill_tuple.algo_meta, order_metadata));
          public string account { get; private set; }
          public string user => _order.user();
          public Venue exchange => security.Exchange;

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

@@ -0,0 +1,55 @@
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.utility;
+using System;
+using System.Collections.ObjectModel;
+
+namespace mbts.spark {
+   /// <summary>
+   /// This class provides a stable DataContext for a fills view, with an internal <see cref="FillsVM"/> that may be disposed and recreated as needed.
+   /// </summary>
+   class FillsVMContainer : IHandleGridSorting, IDisposable, IWillLetYouKnowWhenIDispose {
+      bool _disposed;
+      FillsVM _value;
+      IDisposable _columns_duplex;
+
+      public event Action<bool> OnDisposed;
+
+      public FillsVM value {
+         get => _value;
+         set {
+            if (value != _value) {
+               if (_disposed)
+                  throw new ObjectDisposedException(nameof(FillsVMContainer));
+               Disposable.dispose(ref _columns_duplex);
+               if (_value != null) {
+                  columns.Clear();
+                  rows.clear_collections();
+               }
+               Disposable.dispose(ref _value);
+               _value = value;
+               if (_value != null) {
+                  _columns_duplex = ObservableAutoWrapper.connect_two_way(_value.columns, columns);
+                  rows.add_collection(_value.rows);
+               }
+            }
+         }
+      }
+
+      public ObservableAggregateCollection<FillsVM.Row> rows { get; } = new ObservableAggregateCollection<FillsVM.Row>();
+      public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
+
+      public void Dispose() {
+         if (_disposed)
+            throw new ObjectDisposedException(nameof(FillsVMContainer));
+         value = null;
+         OnDisposed?.Invoke(true);
+         _disposed = true;
+      }
+
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         if (!_disposed)
+            _value?.on_sorting(sender, e);
+      }
+   }
+}

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

@@ -18,7 +18,6 @@ using StartupData = bts.shell.FillsWindowFactory.StartupData;
 namespace mbts.spark {
    class FillsWindow : SparkWindow<StartupData>, ISharedWindow {
       public const string window_type_name = "Fills";
-      const string _thread_id = "Fills";
       readonly AllowOnce _init_guard = new AllowOnce("Fills");
       readonly OrdersModel _orders_model;
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -29,10 +28,11 @@ namespace mbts.spark {
       IDisposable _subscriptions;
 
       public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
-         : base("Fills", bus, factory, SparkCommands.ShowFills.icon) {
+         : base("Fills", bus, factory, SparkCommands.ShowFills().icon) {
          _orders_model = orders_model;
          _state = state;
          _settings_manager = settings_manager;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
       }
 
       event Action<FillsWindowFactory.StartupData> _state_changed;
@@ -48,7 +48,7 @@ namespace mbts.spark {
          + LAUNCHER_BUTTON_BORDER_WIDTH
          + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
 
-      public string thread_id => _thread_id;
+      public string thread_id { get; }
 
       public void thread_init() {
          _init_guard.check_access();

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

@@ -69,6 +69,7 @@ namespace bts.shell {
          }
 
          public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+         public static GridSettings MiniGridSettings => GridSettings.Default.with(DefaultColumns.Mini.all, DefaultColumns.Mini.sorting_criterion);
          public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
          public static StartupData Default() =>
             new StartupData(null, null, new FilterStates(), null);
@@ -82,7 +83,7 @@ namespace bts.shell {
             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 side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
-            public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            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);
             public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
             public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
@@ -93,7 +94,7 @@ namespace bts.shell {
                   yield return new SortingCriteria(fill_time.id, false);
                }
             }
-
+            
             public static IEnumerable<GridColumnSettings> all {
                get {
                   yield return security;
@@ -112,8 +113,34 @@ namespace bts.shell {
                   yield return security_key;
                }
             }
-         }
 
+            public static class Mini {
+               static readonly IReadOnlyDictionary<Columns, (bool is_visible, double? width_override)> _mini_cols_data =
+                  new Dictionary<Columns, (bool is_visible, double? width_override)> {
+                     { Columns.Security, (true, null) },
+                     { Columns.FillTime, (true, ShortColumnWidths.Time) },
+                     { Columns.OrderType, (true, ShortColumnWidths.OrderType) },
+                     { Columns.Side, (true, ShortColumnWidths.Side) },
+                     { Columns.Size, (true, ShortColumnWidths.Size) },
+                     { Columns.Price, (true, ShortColumnWidths.Price) },
+                  };
+
+               public static IEnumerable<GridColumnSettings> all => DefaultColumns.all.Select(_convert);
+               public static IEnumerable<SortingCriteria> sorting_criterion => default_sorting_criterion.Where(c => _try_get_data(c.col_name, out (bool is_visible, double? _) d) && d.is_visible);
+
+               static bool _try_get_data(string id_str, out (bool is_visible, double? width_override) data) {
+                  if (Enum.TryParse(id_str, out Columns k) && _mini_cols_data.TryGetValue(k, out data))
+                     return true;
+                  data = default;
+                  return false;
+               }
+
+               static GridColumnSettings _convert(GridColumnSettings default_col) =>
+                  _try_get_data(default_col.id, out (bool is_visible, double? width_override) d) ?
+                     default_col.with(is_visible: d.is_visible, width: d.width_override) :
+                     default_col.with(is_visible: false);
+            }
+         }
       }
 
       [ProtoContract]

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

@@ -1,17 +1,24 @@
 using bts;
 using bts.api;
+using bts.api.core;
+using bts.api.orderman;
+using bts.md;
 using mbts.co2;
+using System;
 using System.Threading.Tasks;
 
 namespace mbts.spark {
    class LadderModel {
       readonly OrdersModel _order_gateway;
-      readonly MarketDataAuxiliaryModel _md_auxiliary_model;
 
-      public LadderModel(SecurityMD source, OrdersModel ordergw, MarketDataAuxiliaryModel md_auxiliary_model) {
+      public LadderModel(SecurityMD source, OrdersModel ordergw, MBOService mbo, Func<OrderSecurity, bool> order_filter = null) {
          security_md = source;
          _order_gateway = ordergw;
-         _md_auxiliary_model = md_auxiliary_model;
+         orders = ordergw.on_security_working_orders_with_piq(source.security.Id);
+         this.mbo_service = mbo;
+         if (order_filter != null) {
+            orders = orders.Filter(order_filter, o => o.order.Key);
+		 }
       }
 
       public enum CancelType { All, Bids, Asks }
@@ -20,7 +27,9 @@ namespace mbts.spark {
       public SecurityImmutable security => security_md.security;
       public MDConsumerHandle md => security_md.md;
       public OrdersModel order_gateway => _order_gateway;
-      public MarketDataAuxiliaryModel md_auxiliary_model => _md_auxiliary_model;
+      public IObservable<TableUpdate<OrderSecurity, uint>> orders { get; }
+
+      public MBOService mbo_service { get; }
 
       public Task cancel_orders(CancelType ct) {
          switch (ct) {

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

@@ -38,6 +38,14 @@ namespace mbts.spark {
          font_weight = FontWeights.SemiBold.ToOpenTypeWeight()
       };
 
+      public static LadderColumnSettings DefaultPiqColumnSettings => new LadderColumnSettings {
+         show = false,
+         width = 50,
+         font_family = "Segoe UI",
+         font_size = 10,
+         font_weight = FontWeights.SemiBold.ToOpenTypeWeight()
+      };
+
       [ProtoMember(1)]
       public bool show { get; set; }
       [ProtoMember(2)]
@@ -249,7 +257,8 @@ namespace mbts.spark {
                bid_column = LadderColumnSettings.Default,
                ask_column = LadderColumnSettings.Default,
                price_column = LadderColumnSettings.Default,
-               last_column = LadderColumnSettings.Default;
+               last_column = LadderColumnSettings.Default,
+               piq_column = LadderColumnSettings.DefaultPiqColumnSettings;
             orders_column.background = BTSColors.LadderSpecial.default_column_background;
             bid_column.foreground = 0xFFFFFF;
             bid_column.background = BTSColors.MarketData.bid;
@@ -257,14 +266,16 @@ namespace mbts.spark {
             ask_column.background = BTSColors.MarketData.ask;
             price_column.background = BTSColors.LadderSpecial.default_column_background;
             last_column.background = 0xFFFFFF;
-            return new LadderSettings {
-               row_height = 20,
+            piq_column.background = BTSColors.LadderSpecial.default_column_background;
+            var rv = new LadderSettings {
+               row_height = 22,
                grid_line_color = 0x535353,
                orders_column = orders_column,
                bid_column = bid_column,
                ask_column = ask_column,
                price_column = price_column,
                last_column = last_column,
+               piq_column = piq_column,
                volume_column = VolumeColumnSettings.Default,
                calculator_buttons = new[] { 1, 5, 10, 25, 50, 100 },
                scroll_bar_visible = false,
@@ -301,6 +312,8 @@ namespace mbts.spark {
                zoom_factor = _default_zoom_factor,
                net_change = NetChangeTerms.None,
             };
+            rv.row_height = LadderRender.measure_row_height(rv);
+            return rv;
          }
       }
 
@@ -398,7 +411,7 @@ namespace mbts.spark {
       public bool clear_visible { get; set; }
       //
       [ProtoMember(43), DefaultValue(_default_order_entry_panel_width)]
-      public double order_entry_panel_initial_width { get; set; }  
+      public double order_entry_panel_initial_width { get; set; }
 
       [ProtoMember(44), DefaultValue(true)]
       public bool use_defaults { get; set; }
@@ -417,6 +430,13 @@ namespace mbts.spark {
       [ProtoMember(48)]
       public NetChangeTerms net_change { get; set; }
 
+      [ProtoMember(49)]
+      LadderColumnSettings _piq_column;
+      public LadderColumnSettings piq_column {
+         get => _piq_column ?? (_piq_column = LadderSettings.Default.piq_column);
+         set => _piq_column = value;
+      }
+
       public bool Equals(LadderSettings other) =>
          other != null &&
          row_height == other.row_height &&
@@ -426,6 +446,7 @@ namespace mbts.spark {
          ask_column.safe_equals(other.ask_column) &&
          price_column.safe_equals(other.price_column) &&
          last_column.safe_equals(other.last_column) &&
+         piq_column.safe_equals(other.piq_column) &&
          calculator_buttons.safe_equals(other.calculator_buttons, (a, b) => a.SequenceEqual(b)) &&
          scroll_bar_visible == other.scroll_bar_visible &&
          default_order_type == other.default_order_type &&
@@ -476,6 +497,7 @@ namespace mbts.spark {
             EqualityComparer.safe_get_hash_code(ask_column),
             EqualityComparer.safe_get_hash_code(price_column),
             EqualityComparer.safe_get_hash_code(last_column),
+            EqualityComparer.safe_get_hash_code(piq_column),
             EqualityComparer.safe_get_hash_code(calculator_buttons),
             scroll_bar_visible.GetHashCode(),
             default_order_type.GetHashCode(),
@@ -517,12 +539,12 @@ namespace mbts.spark {
 
       public struct WindowSpecifics {
          public readonly double order_entry_panel_width, zoom_factor;
-         public readonly uint orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width;
+         public readonly uint orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, piq_column_width;
 
          public WindowSpecifics(LadderSettings s)
-            : this(s.order_entry_panel_initial_width, s.orders_column.width, s.bid_column.width, s.price_column.width, s.ask_column.width, s.last_column.width, s.volume_column.general.width, s.zoom_factor) { }
+            : this(s.order_entry_panel_initial_width, s.orders_column.width, s.bid_column.width, s.price_column.width, s.ask_column.width, s.last_column.width, s.volume_column.general.width, s.zoom_factor, s.piq_column.width) { }
 
-         public WindowSpecifics(double order_entry_panel_width, uint orders_column_width, uint bid_column_width, uint price_column_width, uint ask_column_width, uint last_column_width, uint volume_column_width, double zoom_factor) {
+         public WindowSpecifics(double order_entry_panel_width, uint orders_column_width, uint bid_column_width, uint price_column_width, uint ask_column_width, uint last_column_width, uint volume_column_width, double zoom_factor, uint piq_column_width) {
             this.order_entry_panel_width = order_entry_panel_width;
             this.orders_column_width = orders_column_width;
             this.bid_column_width = bid_column_width;
@@ -531,6 +553,7 @@ namespace mbts.spark {
             this.last_column_width = last_column_width;
             this.volume_column_width = volume_column_width;
             this.zoom_factor = zoom_factor;
+            this.piq_column_width = piq_column_width;
          }
       }
    }
@@ -543,6 +566,7 @@ namespace mbts.spark {
          yield return settings.ask_column;
          yield return settings.volume_column.general;
          yield return settings.last_column;
+         yield return settings.piq_column;
       }
 
       public static IEnumerable<LadderColumnSettings> visible_columns(this LadderSettings settings) =>
@@ -560,6 +584,7 @@ namespace mbts.spark {
          source.price_column.width = specifics.price_column_width;
          source.ask_column.width = specifics.ask_column_width;
          source.last_column.width = specifics.last_column_width;
+         source.piq_column.width = specifics.piq_column_width;
          source.volume_column.general.width = specifics.volume_column_width;
          source.zoom_factor = specifics.zoom_factor;
          return source;

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

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.md;
 using mbts;
 using mbts.config;
 using mbts.persist;
@@ -21,19 +22,26 @@ namespace bts.shell {
       readonly LadderConfig _ladder_conf;
       readonly IBus _bus;
       readonly IWindowManager _wm;
+      readonly MBOService _mbo;
       readonly UserSettingsHub _settings_hub;
       readonly OrdersModel _orders_model;
-      readonly MarketDataAuxiliaryModel _md_auxiliary_model;
       IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();
 
-      public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model, MarketDataAuxiliaryModel md_auxiliary_model)
+      public LadderWindowFactory(
+         IShellModule owner, 
+         IBus bus, 
+         IWindowManager wm, 
+         UserSettingsHub settings_hub, 
+         OrdersModel orders_model,
+         MBOService mbo)
+
          : base(owner, "SparkLadder") {
          _bus = bus;
          _wm = wm;
          _settings_hub = settings_hub;
          _orders_model = orders_model;
-         _md_auxiliary_model = md_auxiliary_model;
-         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled);
+         _ladder_conf = new LadderConfig(Configuration.get<bts.config.LadderKnobs>(), Configuration.get<bts.config.MultiThreadedWindows>().ladder);
+         _mbo = mbo;
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
             bus.subscribe(SparkTags.ShowLadderTag).OnDispatcher().Subscribe(s => show_windows(new[] { s })),
@@ -56,15 +64,16 @@ namespace bts.shell {
       IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
          var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
          var view = new Lazy<UIElement>(() => {
-            var model = new LadderModel(md, _orders_model, _md_auxiliary_model);
+            var model = new LadderModel(md, _orders_model, _mbo);
             var settings_manager = new WindowSettingsManager<LadderSettings>(
                _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
                us => sanitize_ladder_settings(us.ladder),
                (us, v) => us.with(sanitize_ladder_settings(v)));
             var init = state_settings ?? settings_manager.default_settings;
             init.use_defaults |= state_settings == null;
-            var vm = new LadderVM(_bus, model, settings_manager, init);
+            var vm = LadderVM.create(_bus, model, settings_manager, init);
             vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
+            vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
             var lv = new LadderView(vm);
             foreach (var kv in AlgoStudioModelUtils.get_dynamic_resources(vm.model.order_gateway.algo_model.ui_configuration))
                lv.Resources[kv.Key] = kv.Value;
@@ -139,12 +148,13 @@ namespace bts.shell {
 
       readonly struct LadderConfig {
          public readonly uint max_open_ladders;
-         public readonly bool ladders_on_threads, open_algo_popup_on_select;
+         public readonly bool ladders_on_threads, open_algo_popup_on_select, use_algo_param_grid;
          public readonly TimeSpan security_timeout;
 
          public LadderConfig(bts.config.LadderKnobs knobs, bool ladders_on_threads) {
             max_open_ladders = knobs.max_open_ladders;
             open_algo_popup_on_select = knobs.open_algo_popup_on_select;
+            use_algo_param_grid = knobs.use_algo_param_grid;
             security_timeout = TimeSpan.FromSeconds(Math.Max(15, knobs.security_timeout_secs));
             this.ladders_on_threads = ladders_on_threads;
          }

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

@@ -29,51 +29,52 @@ namespace mbts.spark {
       }
       #endregion
 
-      readonly LadderVM _parent;
+      readonly LadderVM _owner;
       readonly IBus _bus;
       readonly Property<FontFamily> _font_family;
       readonly Property<FontWeight> _font_weight;
       readonly Property<double> _font_size;
-      readonly Property<Brush> _foreground, _background, _hoverbackground, _border, _parent_algo_type_brush;
-      readonly Property<bool> _is_exchange_order, _has_multiple_orders_at_same_level, _is_hedge_order;
-      readonly Property<CustomOrderDefinition.CustomOneofCase> _parent_algo_type;
-      readonly Property<string> _summary;
+      readonly Property<Brush> _foreground, _background, _hoverbackground, _border;
+      readonly Property<bool> _has_multiple_orders_at_same_level, _is_hedge_order;
+      readonly Property<CustomOrderDefinition.CustomOneofCase> _algo_type;
+      readonly Property<string> _algo_studio_abbreviation;
       IObservable<LadderSettings.BadgeStyle> _bs;
       LadderSettings.BadgeStyle _current_badge_style;
       int _n_active_price_change_ops = 0;
       double _real_price = double.NaN, _phantom_price = double.NaN;
-      uint filled, quantity;
+      uint filled, quantity, num_root_orders;
       int working_quantity;
+      uint? _min_piq = UInt32.MaxValue;
 
-      LadderModel model => _parent.model;
-      Dictionary<uint, OrderRecordImmutable> _orders = new Dictionary<uint, OrderRecordImmutable>();
+      public event Action piq_changed;
 
-      public LadderOrderVM(OrderRecordImmutable o, double real_price, LadderVM parent, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
-         _parent = parent;
+      LadderModel model => _owner.model;
+      Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)> _orders = new Dictionary<uint, (OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta)>();
+
+      public LadderOrderVM((OrderRecordImmutable, uint?, AlgoData?, AlgoDefinitionMetadata?) op, double real_price, LadderVM owner, IBus bus, IObservable<LadderSettings.BadgeStyle> bs) {
+         _owner = owner;
          _bus = bus;
          _bs = bs;
          _real_price = real_price;
          // settings
          var fs = UserSettings.factory_defaults.ladder;
-         _font_family = backing(nameof(font_family), parent.settings, get_font_family, get_font_family(fs));
-         _font_weight = backing(nameof(font_weight), parent.settings, get_font_weight, get_font_weight(fs));
-         _font_size = backing(nameof(font_size), parent.settings, get_font_size, get_font_size(fs));
-         _foreground = backing(nameof(foreground), parent.settings, get_foreground, get_foreground(fs));
+         _font_family = backing(nameof(font_family), owner.settings, get_font_family, get_font_family(fs));
+         _font_weight = backing(nameof(font_weight), owner.settings, get_font_weight, get_font_weight(fs));
+         _font_size = backing(nameof(font_size), owner.settings, get_font_size, get_font_size(fs));
+         _foreground = backing(nameof(foreground), owner.settings, get_foreground, get_foreground(fs));
          _background = backing(nameof(background), _color_bg_brush);
          _hoverbackground = backing(nameof(hoverbackground), _color_bg_brush);
          _border = backing(nameof(border), _color_bg_brush);
-         _summary = backing(nameof(summary), string.Empty);
-         _is_exchange_order = backing(nameof(is_exchange_order), false);
          _has_multiple_orders_at_same_level = backing(nameof(has_multiple_orders_at_same_level), false);
          _is_hedge_order = backing(nameof(is_hedge_order), false);
-         _parent_algo_type = backing(nameof(parent_algo_type), CustomOrderDefinition.CustomOneofCase.None);
-         _parent_algo_type_brush = backing(nameof(parent_algo_type_brush), _color_bg_brush);
+         _algo_type = backing(nameof(algo_type), CustomOrderDefinition.CustomOneofCase.None);
+         _algo_studio_abbreviation = backing(nameof(algo_studio_abbreviation), string.Empty);
          FontFamily get_font_family(LadderSettings s) => new FontFamily(s.orders_column.font_family);
          FontWeight get_font_weight(LadderSettings s) => ui.utility.text.TextUtils.from_open_type_weight_safe(s.orders_column.font_weight);
          double get_font_size(LadderSettings s) => s.orders_column.font_size;
          Brush get_foreground(LadderSettings s) => s.orders_column.foreground.rgb_brush();
          //
-         add_order(o);
+         add_order(op);
 
          _dispose = Disposable.Create(
             _bs.Subscribe(badge => {
@@ -95,36 +96,72 @@ namespace mbts.spark {
          }
          var darker = BTSColor.darken2(color.R, color.G, color.B, 0.75);
          Color dark = new Color() { A = 255, R = darker.r, G = darker.g, B = darker.b };
-         //var completion = _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.filled(order)) / _parent_and_child_not_sharing_slot().Sum(order => OrderUtils.quantity(order));
-         bts.spark.OrderMetadata parent_algo_metadata = _parent.model.order_gateway.factory.get_metadata(parent_algo_type);
-         parent_algo_type_brush = parent_algo_metadata.Color.rgb_brush();
          var buy_sell_background_fill_color = new SolidColorBrush(color);
          buy_sell_background_fill_color.Freeze();
          background = buy_sell_background_fill_color;
          hoverbackground = mkbrush(dark, _darkbg, 0);
-         filled = _parent_and_child_not_sharing_slot().Select(order => OrderUtils.filled(order)).Sum();
-         working_quantity = _parent_and_child_not_sharing_slot().Select(order => order.working_quantity()).Sum();
-         quantity = _parent_and_child_not_sharing_slot().Select(order => order.State.Quantity).Sum();
+
+         filled = quantity = num_root_orders = 0;
+         working_quantity = 0;
+         foreach(var n in _root_nodes()) {
+            num_root_orders++;
+            filled += n.filled();
+            working_quantity += n.working_quantity();
+            quantity += n.quantity();
+         }
 
          // if this badge only represents a single order, then is_exchange_order and the border (= algo color)
          // should be set appropriately
-         if (_orders.Count == 1) {
-            var single_order = _orders.Values.First();
-            var single_order_metadata = _parent.model.order_gateway.factory.get_metadata(single_order);
+         if (num_root_orders == 1) {
+            var single_order = _root_nodes().First();
+            var single_order_metadata = _owner.model.order_gateway.factory.get_metadata(single_order);
             border = single_order_metadata.Color.rgb_brush();
-            is_exchange_order = OrderUtils.is_exchange_order(_orders.Values.First());
+            if (_orders.TryGetValue(single_order.Key, out var opm)) {
+               algo_studio_abbreviation = _sanitize_abbreviation(string.IsNullOrEmpty(opm.meta?.abbreviation) ? _generate_abbreviation_for_algo_studio_algo(opm.algo) : opm.meta?.abbreviation);
+               border = opm.meta?.badge_color?.rgb_color().rgb_brush() ?? border;
+            } 
+            if (single_order.order_type().is_bts_algo_type()) {
+               algo_type = single_order.order_type();
+            } else {
+               algo_type = CustomOrderDefinition.CustomOneofCase.None;
+            }
+            
          } else {
             border = new SolidColorBrush(color);
-            is_exchange_order = false;
          }
-         has_multiple_orders_at_same_level = _orders.Count > 1;
-         is_hedge_order = _orders.Any(o => o.Value.sub_type() == OrderSubType.HedgingLeg);
+         has_multiple_orders_at_same_level = num_root_orders > 1;
+         is_hedge_order = _root_nodes().Any(o => o.sub_type() == OrderSubType.HedgingLeg);
 
-         if (_orders.Any()) {
-            summary = _orders.Values.Select(order => order.short_description(_parent.security.ContractSpec)).Aggregate((s1, s2) => $"{s1}{Environment.NewLine}{Environment.NewLine}{s2}");
-         }
          _set_badge_text();
 
+         string _generate_abbreviation_for_algo_studio_algo(AlgoData? a) {
+            char[] delim = { ' ' };
+            string candidate = string.Empty;
+            if (a.HasValue) {
+               var algo_name = a.Value.name;
+               var words = algo_name.Split(delim);
+               if (words.Length == 1) {
+                  var single_word = words[0];
+                  if (single_word.Length > 1) {
+                     candidate = words[0];
+                  } else {
+                     candidate = single_word;
+                  }
+               } else {
+                  candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
+               }
+            }
+            return candidate.ToUpper();
+         }
+
+         string _sanitize_abbreviation(string ab) {
+            string candidate = ab;
+            if (ab.Length > 2) {
+               candidate = candidate.Substring(0, 2);
+            }
+            return candidate.ToUpper();
+         }
+
       }
 
       private void _set_badge_text() {
@@ -132,12 +169,32 @@ namespace mbts.spark {
          RaisePropertyChanged(nameof(text_lines));
       }
 
-      public void add_order(OrderRecordImmutable new_order) {
-         _orders[new_order.Key] = new_order;
+      /// <summary>
+      /// Add Order performs an add the first time it's called via the constructor. When it's called, directly
+      /// it really serves as an update/replace. Also note that since the min_piq is a separate piece of state representing
+      /// the lowest piq of the orders the badge represents, we must reevaluate if that has changed on said update.
+      /// </summary>
+      public void add_order((OrderRecordImmutable order, uint? p, AlgoData? algo, AlgoDefinitionMetadata? meta) new_op) {
+         _orders[new_op.order.Key] = new_op;
+         // reevaluate min piq if this order's piq is less
+         if (new_op.p.HasValue) {
+            // if this lovm only represents 1 order and the piq is now different, regardless of what it is that's our piq
+            if (_orders.Count == 1 && new_op.p.Value != min_piq) {
+               min_piq = new_op.p.Value;
+            } else if (new_op.p.Value < min_piq) {
+               min_piq = new_op.p.Value;
+            }
+         }
       }
 
       public void remove_order(uint order_key) {
          _orders.Remove(order_key);
+         // on a remove, potentially the order w/ the lowest piq has been removed, so
+         // if the min() is now > than the current min_piq, update the min_piq
+         var prospective_piq = _orders.Select(op => op.Value.p).Where(piq => piq.HasValue).Min();
+         if (prospective_piq > min_piq) {
+            min_piq = prospective_piq;
+         }
       }
 
       //public void update(OrderRecordImmutable neworder) {
@@ -147,12 +204,22 @@ namespace mbts.spark {
       //   }
       //}
 
-      public uint security_key => _parent.security.Id;
+      public uint security_key => _owner.security.Id;
       public double price { get => double.IsNaN(_phantom_price) ? _real_price : _phantom_price; }
+      public uint? min_piq {
+         get {
+            return _min_piq;
+         }
+         set {
+            if (Set(ref _min_piq, value)) {
+               piq_changed?.Invoke();
+            }
+         }
+      }
       public double real_price => _real_price;
       public Side side {
          get {
-            var distinct_sides = _orders.Values.Select(o => o.side()).Distinct();
+            var distinct_sides = _root_nodes().Select(o => o.side()).Distinct();
             if (distinct_sides.Count() > 1) {
                return Side.Undefined;
             }
@@ -160,16 +227,14 @@ namespace mbts.spark {
          }
       }
 
-      IEnumerable<OrderRecordImmutable> _parent_and_child_not_sharing_slot() => _orders.Values.Where(o => !_orders.ContainsKey(o.ParentKey));
+      IEnumerable<OrderRecordImmutable> _root_nodes() => _orders.Values.Select(_owner.get_root_at_price).DistinctOn(OrderUtils.RecordKeySelector);
 
       public IReadOnlyList<string> text_lines { get; private set; }
 
-      public bool has_parent => _orders.Values.Any( order => order.has_parent());
       public bool has_phantom_price => !double.IsNaN(_phantom_price);
 
-      public ICommand detach_command => new DelegateCommand(() => _execute_command(_crack_order), () => !has_parent);
       public ICommand cancel_command => new DelegateCommand(() => _execute_command(_cancel_order));
-      //public ICommand modify_command => new DelegateCommand(() => _execute_command(() => _bus.post(SparkTags.ShowModifyOrderTag, _order.Key)), () => !has_parent);
+
       public event Action command_executed;
       void _execute_command(Action action) {
          action();
@@ -183,27 +248,21 @@ namespace mbts.spark {
       public Brush background { get => _background.Value; private set => _background.Value = value; }
       public Brush hoverbackground { get => _hoverbackground.Value; private set => _hoverbackground.Value = value; }
       public Brush border { get => _border.Value; private set => _border.Value = value; }
-      public string summary { get => _summary.Value; private set => _summary.Value = value; }
-      public bool is_exchange_order { get => _is_exchange_order.Value; private set => _is_exchange_order.Value = value; }
+      public string summary => _root_nodes().Any() ? $"Badge containing root orders: {string.Join(",", _root_nodes().Select(o => o.Key))}" : string.Empty;
       public bool has_multiple_orders_at_same_level { get => _has_multiple_orders_at_same_level.Value; private set => _has_multiple_orders_at_same_level.Value = value; }
       public bool is_hedge_order { get => _is_hedge_order.Value; private set => _is_hedge_order.Value = value; }
-      public Brush parent_algo_type_brush { get => _parent_algo_type_brush.Value; private set => _parent_algo_type_brush.Value = value; }      
-      // the setter is public so that the LadderVM can set this field
-      public CustomOrderDefinition.CustomOneofCase parent_algo_type { get => _parent_algo_type.Value; set => _parent_algo_type.Value = value; }
+      public CustomOrderDefinition.CustomOneofCase algo_type { get => _algo_type.Value; private set => _algo_type.Value = value; }
+      public string algo_studio_abbreviation { get => _algo_studio_abbreviation.Value; private set => _algo_studio_abbreviation.Value = value; }
 
-      public IEnumerable<OrderRecordImmutable> orders => _orders.Values;
+      public IReadOnlyList<uint> order_keys => _orders.Keys.ToReadOnlyList();
+      public IEnumerable<OrderRecordImmutable> root_orders => _root_nodes();
 
       void _cancel_order() {
-         foreach (var order in _orders.Values) {
+         foreach (var order in _root_nodes()) {
             model.order_gateway.cancel_order(order).ignore();
          }
       }
 
-      void _crack_order() {
-         var distinct_parent_keys = _orders.Values.Where(o => o.has_parent()).Select(x => x.ParentKey).Distinct();
-         model.order_gateway.crack_orders(distinct_parent_keys).ignore();
-      }
-
       public async void try_set_price(OrderRecordImmutable order, double new_price) {
          // don't change stop or stop_limits => server crash
          if (order.order_type() == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Stop || order.order_type() == bts.api.orderman.CustomOrderDefinition.CustomOneofCase.StopLimit) return;
@@ -211,7 +270,7 @@ namespace mbts.spark {
          _phantom_price = new_price;
          RaisePropertyChanged(nameof(price));
          ++_n_active_price_change_ops;
-         if (await _parent.model.order_gateway.update_order(order, new_price, order.State.Quantity)) {
+         if (await _owner.model.order_gateway.update_order(order, new_price, order.State.Quantity)) {
             // wait 3 secs, then give up if price change still hasn't taken effect
             await Task.Delay(3000);
          }
@@ -233,14 +292,14 @@ namespace mbts.spark {
          price_filter.minimum.value = real_price;
          price_filter.maximum.value = real_price;
 
-         var obvm = new OrderBookVM(null, _parent.bus, null, _parent.model.order_gateway, null, true);
-         var state = new bts.shell.OrderBookWindowFactory.OrderBookStartupData(
-            new bts.shell.OrderBookWindowFactory.FilterStates {
-               security_criteria = new SecurityCriteria(_parent.security),
+         var obvm = new OrderBookVM(null, _owner.bus, null, _owner.model.order_gateway, null, true);
+         var state = new bts.shell.orderbook.OrderBookStartupData(
+            new bts.shell.orderbook.FilterStates {
+               security_criteria = new SecurityCriteria(_owner.security),
                price = price_filter,
                statuses = new[] { OrderStatus.Working }
             },
-            bts.shell.OrderBookWindowFactory.OrderBookStartupData.default_mini_grid,
+            bts.shell.orderbook.OrderBookStartupData.default_mini_grid,
             use_defaults: false
          );
          // NOTE:
@@ -248,30 +307,33 @@ namespace mbts.spark {
          // if these EditXXX ever support settings.
 
          // The end result after this group of lines will be
-         //  ------------------------
-         //  | Cancel | Qty | Price | ...
-         //  ------------------------
+         //  ----------------------------------------------
+         //  | Cancel | Update | Qty | Price | Commit | Attach | Detach | ...
+         //  ----------------------------------------------
          //
-         var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Price.ToString());
+         obvm.columns.Insert(0, new OrderBookVM.AttachDetachColumn(typeof(MiniOrderBookView)));
+         obvm.columns.Insert(0, new OrderBookVM.CommitColumn());
+         var price_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.Price.ToString());
          var price_index = obvm.columns.indexOf(price_col);
          if (price_index > -1) {
-            var existing_editprice_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.EditablePrice.ToString());
+            var existing_editprice_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.EditablePrice.ToString());
             var existing_editprice_index = obvm.columns.indexOf(existing_editprice_col);
             if (existing_editprice_index == -1) {
                // insert the edit price column at the beginning
                obvm.columns.Insert(0, new OrderBookVM.EditablePriceColumn());
             }
          }
-         var qty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.Size.ToString());
+         var qty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.Size.ToString());
          var qty_index = obvm.columns.indexOf(qty_col);
          if (qty_index > -1) {
-            var existing_editqty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookView.Columns.EditableQty.ToString());
+            var existing_editqty_col = obvm.columns.FirstOrDefault(x => x.id == OrderBookGridView.ColumnKeys.EditableQty.ToString());
             var existing_editqty_index = obvm.columns.indexOf(existing_editqty_col);
             if (existing_editqty_index == -1) {
                // insert the edit quantity column at the beginning
                obvm.columns.Insert(0, new OrderBookVM.EditableQtyColumn());
             }
          }
+         obvm.columns.Insert(0, new OrderBookVM.UpdateColumn(typeof(MiniOrderBookView)));
          obvm.columns.Insert(0, new OrderBookVM.CancelColumn(nameof(OrderBookRowVM.cancel_command)));
 
          obvm.load_from(state);
@@ -279,7 +341,7 @@ namespace mbts.spark {
       }
 
       public override string ToString() {
-         return $"Price: {this.price} Order Count: {this.orders.Count()}";
+         return $"Price: {price} Order Count: {_orders.Values.Count()} Root Order Count: {_root_nodes().Count()} PIQ: {(this.min_piq.HasValue ? this.min_piq.Value.ToString() : "")}";
       }
    }
 }

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

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.collections;
 using bts.utils;
 using mbts.collections;
 using mbts.ui;
@@ -29,7 +30,8 @@ namespace mbts.spark {
          _bid = new LadderColumnSettingsVM("Bid"),
          _price = new LadderColumnSettingsVM("Price"),
          _ask = new LadderColumnSettingsVM("Ask"),
-         _last = new LadderColumnSettingsVM("Last", true);
+         _last = new LadderColumnSettingsVM("Last", true),
+         _piq = new LadderColumnSettingsVM("PIQ", true);
       VolumeColumnVM _volume = new VolumeColumnVM();
       LadderMarketBreakLineVM
          _bid_mkt_line = new LadderMarketBreakLineVM("Bid"),
@@ -82,6 +84,7 @@ namespace mbts.spark {
          _price.font_size_changed += on_font_size_changed;
          _ask.font_size_changed += on_font_size_changed;
          _last.font_size_changed += on_font_size_changed;
+         _piq.font_size_changed += on_font_size_changed;
 
          void on_font_size_changed(double oldval, double newval) => _row_height.refresh();
       }
@@ -120,6 +123,7 @@ namespace mbts.spark {
             if (!is_synthetic) {
                yield return _volume.general;
                yield return _last;
+               yield return _piq;
             }
          }
       }
@@ -130,6 +134,7 @@ namespace mbts.spark {
       public LadderColumnSettingsVM ask_column => _ask;
       public LadderColumnSettingsVM volume_column => _volume.general;
       public LadderColumnSettingsVM last_column => _last;
+      public LadderColumnSettingsVM piq_column => _piq;
       public VolumeColumnVM volume => _volume;
       public LadderMarketBreakLineVM session_range_fill => _session_range_fill;
       public ObservableEditableCollection<IMutableValueWrapperVM<uint>> size_presets { get; }
@@ -194,7 +199,7 @@ namespace mbts.spark {
       }
 
 
-      public string key => GridOrLadderSettingsSelectorKeys.Ladder;
+      public string key => GridSettingsTemplateKeys.Ladder;
 
       public void load(LadderSettings settings) {
          _current = settings;
@@ -209,6 +214,7 @@ namespace mbts.spark {
          _price.assign_from(_current.price_column);
          _volume.assign_from(_current.volume_column);
          _last.assign_from(_current.last_column);
+         _piq.assign_from(_current.piq_column);
          _bid_mkt_line.assign_from(_current.bid_break_line);
          _ask_mkt_line.assign_from(_current.ask_break_line);
          _mid_mkt_line.assign_from(_current.mid_break_line);
@@ -254,6 +260,7 @@ namespace mbts.spark {
          clone.ask_column = _ask.get_settings();
          clone.volume_column = _volume.get_settings();
          clone.last_column = _last.get_settings();
+         clone.piq_column = _piq.get_settings();
          clone.bid_break_line = _bid_mkt_line.get_settings();
          clone.ask_break_line = _ask_mkt_line.get_settings();
          clone.mid_break_line = _mid_mkt_line.get_settings();

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

@@ -2,6 +2,7 @@
 using bts.api.orderman;
 using bts.shell;
 using bts.spark;
+using bts.utils;
 using mbts.co2;
 using mbts.persist;
 using mbts.ui;
@@ -26,7 +27,7 @@ namespace mbts.spark {
       readonly LadderModel _model;
       readonly Property<double> _high, _low, _change, _open, _settlement, _position, _left_panel_width, _zoom_factor;
       //readonly Property<double> _window_width, _window_height;
-      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width;
+      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width, _piq_column_width;
       readonly Property<ulong> _volume;
       readonly Property<bool> _auto_clear, _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
          _show_tif, _show_order_type, _show_account_position, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
@@ -37,15 +38,28 @@ namespace mbts.spark {
       ulong _last_trade_time = 0;
       IEqualityComparer<double> _equality;
       Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
+      IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
 
-      public LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
+      public static LadderVM create(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
+         var non_shared_wsm = settings_manager.as_non_shared();
+         return new LadderVM(bus, model, settings_manager, non_shared_wsm, init, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings_manager.subscribe_current().Select(s => new InlineOrderProperties(model.order_gateway, s))));
+      }
+
+      public static LadderVM create_readonly(IBus bus, LadderModel model) {
+         var default_settings = LadderSettings.Default;
+         return create_readonly(bus, model, new WindowSettingsManager<LadderSettings>.DisconnectedImpl(default_settings), default_settings);
+      }
+
+      public static LadderVM create_readonly(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) =>
+         new LadderVM(bus, model, settings_manager, settings_manager.as_non_shared(), init);
+
+      LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, IWindowSettingsManagerNonShared<LadderSettings> non_shared_wsm, LadderSettings init, OrderPropertiesEditorVM order_properties_vm = null) {
          _bus = bus;
          _model = model;
          _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
          _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
-         var non_shared_wsm = settings_manager.as_non_shared();
          _settings_manager = non_shared_wsm;
-         order_properties_vm = new OrderPropertiesEditorVM(_model.order_gateway, Observable.Return(_model.security_md), _settings_manager.subscribe_current().Select(s => new InlineOrderProperties(_model.order_gateway, s)));
+         this.order_properties_vm = order_properties_vm;
          _high = backing(nameof(high), double.NaN);
          _low = backing(nameof(low), double.NaN);
          _change = backing(nameof(change), double.NaN);
@@ -58,6 +72,7 @@ namespace mbts.spark {
          _price_column_width = backing(nameof(price_column_width), ws.price_column_width);
          _ask_column_width = backing(nameof(ask_column_width), ws.ask_column_width);
          _last_column_width = backing(nameof(last_column_width), ws.last_column_width);
+         _piq_column_width = backing(nameof(piq_column_width), ws.piq_column_width);
          _volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
          _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
          _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
@@ -101,7 +116,7 @@ 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(position)));
-         send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
+         send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
          show_book_command = new DelegateCommand(_show_book);
          show_ticket_command = new DelegateCommand(_show_ticket);
@@ -126,24 +141,18 @@ namespace mbts.spark {
          _dispose = Disposable.Create(
             settings_command,
             non_shared_wsm,
-            settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
-            order_properties_vm,
-            order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions),
+            get_order_properties_editor_hooks(),
             account_positions,
             size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
             bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
-            model.order_gateway.working_orders.OnDispatcher().Subscribe(working => {
+            // we need to hook this up to model.orders which is filtered for just the security
+            model.orders.OnDispatcher().Subscribe(working => {
                // Here we manage N orders to 1 price slot in the ladder
-
                Dictionary<double, HashSet<uint>> orders_used_in_this_update = new Dictionary<double, HashSet<uint>>(_equality);
-               var ladders_orders = 
-                  working.Values
-                  .Where(o => 
-                     o.order.Def.SecurityKey == security.Id && 
-                     (o.order.HasState && o.order.State.DisplayStatus == OrderState.Types.DisplayStatus.Visible));
+               _cache = working.state;
 
-               foreach (var osec in ladders_orders) {
-                  var wo = osec.order;
+               foreach (var os in _cache.Values) {
+                  var wo = os.order;
                   var slot_price_target = wo.price();
                   var order_type = wo.order_type();
                   var filled = wo.filled();
@@ -157,9 +166,9 @@ namespace mbts.spark {
                   }
 
                   if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
-                     slot_vm.add_order(wo);
+                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
                   } else {
-                     slot_vm = new LadderOrderVM(wo, slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
+                     slot_vm = new LadderOrderVM((wo, os.piq, os.algo, os.meta), slot_price_target, this, _bus, _settings_manager.subscribe_current().Select(s => s.badge_style));
                      _slot_price_vs_orders[slot_price_target] = slot_vm;
                   }
 
@@ -176,7 +185,7 @@ namespace mbts.spark {
                // remove any orders from the lovm that aren't in here
                foreach(var kvp in orders_used_in_this_update) {
                   var slot_vm = _slot_price_vs_orders[kvp.Key];
-                  foreach(var existing_order_key in slot_vm.orders.Select(o => o.Key).ToList()) {
+                  foreach(var existing_order_key in slot_vm.order_keys) {
                      if (!kvp.Value.Contains(existing_order_key)) {
                         slot_vm.remove_order(existing_order_key);
                      }
@@ -186,25 +195,6 @@ namespace mbts.spark {
 
                // update dirty brushes and text
                foreach (var lovm in _slot_price_vs_orders.Values) {
-                  // the parent algo is only valid when there is only a single order at a level
-                  if (lovm.orders.Count() == 1) {
-                     var only_order = lovm.orders.First();
-
-                     if (only_order.has_parent()) {
-                        var traversal_candidate = only_order;
-                        bool exit_early = false;
-                        while (!exit_early && traversal_candidate.ParentKey != 0) {
-                           if (working.TryGetFirst(o => o.Key == traversal_candidate.ParentKey, out var first))
-                              traversal_candidate = first.Value.order;
-                           else
-                              exit_early = true;
-                        }
-                        if (!exit_early) 
-                           // we have successfully reached the root
-                           lovm.parent_algo_type = traversal_candidate.Def.CustomDef.CustomCase;
-                     } 
-                     // else this a single order, so do nothing 
-                  }
                   lovm.update();
                }
 
@@ -225,6 +215,13 @@ namespace mbts.spark {
             WorkLoop.Start($"Ladder '{security}'", _tick),
             Disposable.Create(() => _on_disposed_impl?.Invoke(true))
          );
+         IDisposable get_order_properties_editor_hooks() =>
+            order_properties_vm == null ?
+               Disposable.empty :
+               Disposable.Create(
+                  settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
+                  order_properties_vm,
+                  order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions));
       }
 
       public IBus bus => _bus;
@@ -232,6 +229,10 @@ namespace mbts.spark {
       public event Action on_tick;
 
       public MDConsumerHandle md => _model.md;
+      // we return only entries who have piqs and whose piqs are not uint.Max
+      // uint.Max happens when the server is restarted but the client is still up
+      // maybe long term we don't show this data while the exchange connection is down
+      public IEnumerable<(double, uint)> price_vs_piq => _slot_price_vs_orders.Values.Where(result => result.min_piq.HasValue && result.min_piq.Value != uint.MaxValue).Select(o => (o.price, o.min_piq.Value));
       public bool is_synthetic => _model.security.ContractCase == Security.ContractOneofCase.Synthetic;
 
       Property<string> _status;
@@ -269,6 +270,7 @@ namespace mbts.spark {
       public ulong volume => _volume.Value;
       public bool auto_clear { get => _auto_clear.Value; set => _auto_clear.set(value); }
       public CalculatorLogic size_calculator { get; }
+      /// Important: <see cref="order_properties_vm"/> can be null.
       public OrderPropertiesEditorVM order_properties_vm { get; }
       public ObservableCollection<LadderOrderVM> orders { get; }
       public IAsyncCommand cancel_command { get; }
@@ -306,18 +308,37 @@ namespace mbts.spark {
       public uint price_column_width { get => _price_column_width.Value; set => _price_column_width.set(value); }
       public uint ask_column_width { get => _ask_column_width.Value; set => _ask_column_width.set(value); }
       public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
+      public uint piq_column_width { get => _piq_column_width.Value; set => _piq_column_width.set(value); }
       public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
       internal LadderModel model => _model;
       internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
+      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
+         var order = op.order;
+         double p = order.price();
+         foreach (var o in lineage(order.ParentKey)) {
+            if (_equality.Equals(p, o.price()))
+               order = o;
+         }
+         return order;
+      }
+
+      internal IEnumerable<OrderRecordImmutable> lineage(uint key) {
+         while (key != 0 && _cache.TryGetValue(key, out var op)) {
+            yield return op.order;
+            key = op.order.ParentKey;
+         }
+      }
 
       public LadderSettings get_save_state() {
          var state = _settings_manager.current_settings();
-         state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor));
+         state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor, piq_column_width));
          state.use_defaults = _settings_manager.instance_settings == null;
          return state;
       }
 
       public void key_down(KeyEventArgs e) {
+         if (order_properties_vm == null)
+            return;
          // the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
          if (!KeyboardExtensions.IsCtrlDown()) return;
          var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
@@ -327,11 +348,15 @@ namespace mbts.spark {
          }
       }
 
-      public async void send_order((double price, Side? side, bool size_from_alternate) args) {
-         var s = _settings_manager.current_settings();
-         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (args.size_from_alternate && s.alternate_order_size == 0))
+      public async void send_order((double price, Side? side, MouseButton buton) args) {
+         if (args.buton == MouseButton.Middle) return;
+         var size_from_alternate = args.buton == MouseButton.Right;
+         if (order_properties_vm == null)
             return;
-         else if (!args.size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
+         var s = _settings_manager.current_settings();
+         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && s.alternate_order_size == 0))
+            return;
+         else if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
             size_calculator.flash_error();
          } else {
             var order = order_properties_vm.create(args.side.Value);
@@ -348,7 +373,7 @@ namespace mbts.spark {
                }
             }
                
-            uint size = args.size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value.Value);
+            uint size = size_from_alternate ? s.alternate_order_size : (uint)Math.Abs(size_calculator.value.Value);
             await _model.order_gateway.send_order(order, args.price, size);
             if (auto_clear)
                size_calculator.value = 0;
@@ -376,15 +401,18 @@ namespace mbts.spark {
 
       }
 
-      void _show_book() =>
-        _bus.post(SparkTags.ShowOrderBookTag, new bts.shell.OrderBookWindowFactory.OrderBookStartupData {
-           filters = new bts.shell.OrderBookWindowFactory.FilterStates {
-              security_criteria = new SecurityCriteria(security)
-           }
-        });
+      void _show_book() {
+         var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
+         ob_settings.filters = new bts.shell.orderbook.FilterStates {
+            security_criteria = new SecurityCriteria(security)
+         };
+         _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
+      }
 
-      void _show_ticket() =>
-         _bus.post(SparkTags.ShowOrderTicketTag, (new OrderDefinitionImmutable(order_properties_vm.create(Side.Buy)), 0d, 0u));
+      void _show_ticket() {
+         if (order_properties_vm != null)
+            _bus.post(SparkTags.ShowOrderTicketTag, (new OrderDefinitionImmutable(order_properties_vm.create(Side.Buy)), 0d, 0u));
+      }
 
       void _tick() {
          _update_header();

src/client/spark/Modules/Trading/Ladder/View/LadderGridHost.cs

@@ -1,12 +1,15 @@
 using bts;
 using bts.api;
 using bts.api.md.auxiliary;
+using bts.md;
+using bts.collections;
 using bts.utils;
+using bts.config;
 using mbts.co2;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.extensions;
 using mbts.ui.spark;
-using mbts.ui.utility;
 using mbts.ui.utility.text;
 using mbts.utils;
 using System;
@@ -16,11 +19,13 @@ using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Input;
 using System.Windows.Media;
 using System.Windows.Media.Animation;
+using mbts.config;
 
 namespace mbts.spark {
    partial class LadderGridHost : Control {
@@ -42,7 +47,8 @@ namespace mbts.spark {
          _ask_vis_tup = new VisualGlyphTuple(),
          _price_vis_tup = new VisualGlyphTuple(),
          _last_vis_tup = new VisualGlyphTuple(),
-         _volume_vis_tup = new VisualGlyphTuple();
+         _volume_vis_tup = new VisualGlyphTuple(),
+         _piq_vis_tup = new VisualGlyphTuple();
 
       readonly RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>> _volume_container =
          new RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>>();
@@ -53,8 +59,8 @@ namespace mbts.spark {
       LadderVM _vm;
       LadderTactileAdorner _tactile_adorner;
       ulong _prices_updated;
-      NativePriceSize[] _bids, _asks;
-      bool _price_dirty = false;
+      NativePriceSize[] _bids = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH], _asks = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH];
+      bool _price_dirty = false, _piq_dirty = false;
       double[] _price_list = null;
       IComparer<double> _price_comparer;
       double _last_origin_price;
@@ -81,6 +87,7 @@ namespace mbts.spark {
          };
          RecenterCommand = new DelegateCommand(_scroll_to_center);
          DataContextChanged += (s, e) => _connect_vm();
+         IsVisibleChanged += (s, e) => _connect_vm();
          Unloaded += (s, e) => {
             Disposable.dispose(ref _settings_sub);
             Disposable.dispose(ref _tick_sub);
@@ -92,11 +99,11 @@ namespace mbts.spark {
          };
       }
 
-      public enum ColumnType { Order, Bid, Price, Ask, Last, Volume, None }
+      public enum ColumnType { Order, Bid, Price, Ask, Last, Volume, None, PIQ }
 
       public event Action visible_columns_changed;
 
-      public IEnumerable<ColumnType> visible_columns =>
+      public IEnumerable<ColumnType> visible_column_types =>
          columns.Where(c => c.settings.show)
          .Select(c => c.column_type);
 
@@ -192,6 +199,38 @@ namespace mbts.spark {
          set => SetValue(LastColumnWidthProperty, value);
       }
 
+      public static readonly DependencyProperty PIQColumnWidthProperty =
+         WPFHelper.create_dp<uint, LadderGridHost>(
+            nameof(PIQColumnWidth),
+            FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
+            (o, oldval, newval) => o._adjust_column_width(o.columns.FirstOrDefault(c => c.column_type == ColumnType.PIQ), (double)newval - (double)oldval),
+            50u);
+
+      public uint PIQColumnWidth {
+         get => (uint)GetValue(PIQColumnWidthProperty);
+         set => SetValue(PIQColumnWidthProperty, value);
+      }
+
+
+      #region CanUserSendOrders
+      public static readonly DependencyProperty CanUserSendOrdersProperty =
+         DependencyProperty.Register(
+            nameof(CanUserSendOrders),
+            typeof(bool),
+            typeof(LadderGridHost),
+            new PropertyMetadata(true, (d, e) => ((LadderGridHost)d).OnCanUserSendOrdersChanged(e)));
+
+      public bool CanUserSendOrders {
+         get => (bool)GetValue(CanUserSendOrdersProperty);
+         set => SetValue(CanUserSendOrdersProperty, value);
+      }
+
+      event Action<bool> CanUserSendOrdersChanged;
+
+      void OnCanUserSendOrdersChanged(DependencyPropertyChangedEventArgs e) =>
+         CanUserSendOrdersChanged?.Invoke((bool)e.NewValue);
+      #endregion
+
       #region Command
       public ICommand Command {
          get => (ICommand)GetValue(CommandProperty);
@@ -222,11 +261,15 @@ namespace mbts.spark {
             case NotifyCollectionChangedAction.Add:
                foreach (LadderOrderVM item in e.NewItems) {
                   _ordershost.add_order(item);
+                  item.piq_changed += _set_piq_dirty;
+                  _set_piq_dirty();
                }
                break;
             case NotifyCollectionChangedAction.Remove:
                foreach (LadderOrderVM item in e.OldItems) {
                   _ordershost.remove_order(item);
+                  item.piq_changed -= _set_piq_dirty;
+                  _set_piq_dirty();
                }
                break;
             case NotifyCollectionChangedAction.Reset:
@@ -237,13 +280,37 @@ namespace mbts.spark {
                throw new NotImplementedException();
          }
       }
+
+      void _set_piq_dirty() { _piq_dirty = true; }
+
       #endregion
 
       Column[] columns { get; set; } = new Column[0];
+      IEnumerable<Column> _visible_columns => columns.Where(c => c.settings.show);
 
       public void drag_out_of_bounds() =>
          _tactile_adorner?.drag_out_of_bounds();
 
+      public void scroll_to_price(double price) {
+         if (_scrollViewer == null || _price_list.is_null_or_empty())
+            return;
+         if (security.ContractSpec.tickdiff(_price_list[0], price) is int target_row) {
+            int visible_row_count = (int)(_scrollViewer.ActualHeight / _settings.row_height);
+            int curr_row = visible_row_count + (int)(_scrollViewer.VerticalOffset / _settings.row_height);
+            if ((target_row > curr_row && target_row < _row_count) || (target_row < (curr_row - visible_row_count) && target_row >= 0))
+               _scroll_to_row(target_row);
+         }
+      }
+
+      public IObservable<ColumnType> subscribe_hover_column() =>
+         Observable.Create<ColumnType>(o => {
+            notify(Mouse.GetPosition(this));
+            return this.SubscribePreviewMouseMove((s, e) => notify(e.GetPosition(this)));
+            void notify(Point pt) =>
+               o.OnNext(_column_for_point(pt)?.column_type ?? ColumnType.None);
+         });
+
+
       public override void OnApplyTemplate() {
          base.OnApplyTemplate();
          _scrollViewer = this.descendants_of_type<ScrollViewer>().First();
@@ -257,25 +324,56 @@ namespace mbts.spark {
          Focus();
          var point = e.GetPosition(this);
          var column = _column_for_point(point);
-         if (column.column_type == ColumnType.Price && e.ChangedButton == MouseButton.Middle)
-            _scroll_to_center();
+         if (column.column_type == ColumnType.Price && e.ChangedButton == MouseButton.Middle) {
+            show_mbo_popup(point).ignore();
+         }
          else if (_settings != null) {
             var price = price_for_point(point);
             Side? bs = null;
             if (column.column_type == ColumnType.Bid) bs = Side.Buy;
             if (column.column_type == ColumnType.Ask) bs = Side.Sell;
-            var pbs = (price, bs, e.ChangedButton == MouseButton.Right);
+            var pbs = (price, bs, e.ChangedButton);
             if (Command != null && Command.CanExecute(pbs)) {
                if (bs.HasValue) {
                   using (_tactile_adorner.show_busy(_row_for_point(point), bs.Value == Side.Buy ? ColumnType.Bid : ColumnType.Ask))
                      await Command.ExecuteAsync(pbs);
-               } else
+               }
+               else {
                   Command.Execute(pbs);
+               }
             }
          }
          base.OnMouseDown(e);
       }
 
+      private async Task show_mbo_popup(Point point) {
+         var query = MBOPopupModel.default_query.with(
+            security_id: _vm.model.security.Id,
+            price_level: price_for_point(point)
+         );
+         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
+         // Load the first set of orders so we know if there are any before showing the popup
+         var result = await model.load_orders();
+         if (result.success && result.value.orders.Count > 0) {
+            var view = new MBOPopupView(model, result.value);
+            var popup = new AutoClosePopup {
+               PlacementTarget = this,
+               PlacementRectangle = new Rect(point, point),
+               IsOpen = true,
+               Child = new Border {
+                  BorderBrush = Brushes.Black,
+                  BorderThickness = new Thickness(0.5),
+                  Child = new ScrollViewer {
+                     VerticalScrollBarVisibility = ScrollBarVisibility.Hidden,
+                     HorizontalScrollBarVisibility = ScrollBarVisibility.Disabled,
+                     Content = view,
+                  }
+               }
+            };
+            view.RequestClose += (o, _) => popup.IsOpen = false;
+         }
+      }
+
       protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
          var column = _column_for_point(e.GetPosition(this));
          if (column.column_type == ColumnType.Price)
@@ -317,7 +415,7 @@ namespace mbts.spark {
 
       #region Column Utility Methods
       Column _column_for_point(Point point) =>
-         columns.FirstOrDefault(c => c.x_right > point.X, columns.Length > 0 ? columns[columns.Length - 1] : Column.Empty);
+         _visible_columns.FirstOrDefault(c => c.x_right > point.X, columns.Length > 0 ? columns[columns.Length - 1] : Column.Empty);
 
       double _column_start(ColumnType col_type) =>
          columns.TakeWhile(c => c.column_type != col_type).Sum(c => c.settings.width);
@@ -404,7 +502,8 @@ namespace mbts.spark {
          double x = 0;
          var col_list = new List<Column> {
             new Column(_settings.orders_column, ColumnType.Order, null, x),
-            new Column(_settings.bid_column, ColumnType.Bid, _bid_vis_tup, (x += _settings.orders_column.show ? _settings.orders_column.width : 0)),
+            new Column(_settings.piq_column, ColumnType.PIQ, _piq_vis_tup, (x +=  _settings.orders_column.show ? _settings.orders_column.width : 0)),
+            new Column(_settings.bid_column, ColumnType.Bid, _bid_vis_tup, (x += _settings.piq_column.show ? _settings.piq_column.width : 0)),
             (_price_column = new Column(_settings.price_column, ColumnType.Price, _price_vis_tup, (x += _settings.bid_column.show ? _settings.bid_column.width : 0))),
             new Column(_settings.ask_column, ColumnType.Ask, _ask_vis_tup, (x += _settings.price_column.show ? _settings.price_column.width : 0))
          };
@@ -419,14 +518,19 @@ namespace mbts.spark {
       void _connect_vm() {
          _dispose_resources();
          _vm = DataContext as LadderVM;
-         if (_vm != null) {
+         if (!IsVisible)
+            return;
+         else if (_vm == null) {
+            _clear_visuals();
+         } else {
             _vm.OnDisposed += _on_vm_disposed;
             _prices_updated = 0;
             _price_comparer = Comparer<double>.Create((x, y) => security.ContractSpec.tick_equals(x, y) ? 0 : y.CompareTo(x));
             _price_dirty = true;
+            _piq_dirty = true;
             _vm.on_tick += _tick;
             _settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
-            _volume_sub = _vm.model.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
+            _volume_sub = _vm.model.order_gateway.md_auxiliary_model.security_volume_at_price(security.Id).Subscribe(t => _volume_container.write_value(t.state.Values));
             _tick_sub = Disposable.Create(() => _vm.on_tick -= _tick);
          }
       }
@@ -459,11 +563,21 @@ namespace mbts.spark {
                Storyboard.SetTargetProperty(anim, new PropertyPath(Behavior.AnimatedScrollViewerVerticalOffsetProperty));
                sb.Begin();
             } else {
-               _scrollViewer.ScrollToVerticalOffset(_row_count * (_settings.row_height / 2) - (ActualHeight / 2));
+               _scroll_to_row(_row_count / 2);
             }
          }
       }
 
+      void _scroll_to_row(int row) =>
+         _scrollViewer.ScrollToVerticalOffset((row * _settings.row_height) - (ActualHeight / 2));
+
+      IObservable<bool> _subscribe_can_send_orders() =>
+         Observable.Create<bool>(o => {
+            o.OnNext(CanUserSendOrders);
+            CanUserSendOrdersChanged += o.OnNext;
+            return Disposable.Create(() => CanUserSendOrdersChanged -= o.OnNext);
+         });
+
       #region Timer.Tick, Refresh Methods
       void _tick() {
          if (_settings != null) {
@@ -509,6 +623,10 @@ namespace mbts.spark {
                if (depth_changed)
                   _refresh_sizes();
             }
+            if (_piq_dirty) {
+               _refresh_piq();
+               _piq_dirty = false;
+            }
             _refresh_volume_at_price();
             _last_origin_price = _mkt_break_lines.origin;
             _price_dirty = false;
@@ -545,6 +663,13 @@ namespace mbts.spark {
             LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
       }
 
+      void _refresh_piq() {
+         if (!_settings.piq_column.show)
+            return;
+         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, security.ContractSpec, _settings.piq_column);
+      }
+
       void _refresh_sizes() {
          Log.assert_d(_price_list != null);
          int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
@@ -636,6 +761,26 @@ namespace mbts.spark {
          _ordershost.Height = height;
          _render_grid_background();
       }
+
+      void _clear_visuals() {
+         if (_settings == null)
+            return;
+         _price_list = new double[_row_count];
+         for (int i = 0; i < _price_list.Length; i++)
+            _price_list[i] = double.NaN;
+         Array.Clear(_bids, 0, _bids.Length);
+         Array.Clear(_asks, 0, _asks.Length);
+         _price_dirty = true;
+         LadderRender.clear_prices(_price_vis_tup.visual, _row_count, _settings.row_height, _settings.price_column, _price_vis_tup.glyph_context);
+         _refresh_bid_mkt_break();
+         _refresh_ask_mkt_break();
+         _refresh_mid_mkt_break();
+         _refresh_session_low_line();
+         _refresh_session_high_line();
+         _refresh_session_range();
+         _refresh_last_trade();
+         _refresh_sizes();
+      }
       #endregion
 
       #region Market Break, Session Low/High Utils
@@ -693,6 +838,7 @@ namespace mbts.spark {
          _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
          _price_vis_tup.glyph_context = glyph_context(s.price_column);
          _last_vis_tup.glyph_context = glyph_context(s.last_column);
+         _piq_vis_tup.glyph_context = glyph_context(s.piq_column);
          _volume_vis_tup.glyph_context = glyph_context(s.volume_column.general);
 
          GlyphContext glyph_context(LadderColumnSettings cs) =>
@@ -720,6 +866,7 @@ namespace mbts.spark {
                      case ColumnType.Price: SetCurrentValue(price_column_widthProperty, col.settings.width); break;
                      case ColumnType.Ask: SetCurrentValue(ask_column_widthProperty, col.settings.width); break;
                      case ColumnType.Last: SetCurrentValue(LastColumnWidthProperty, col.settings.width); break;
+                     case ColumnType.PIQ: SetCurrentValue(PIQColumnWidthProperty, col.settings.width); break;
                      case ColumnType.Volume:
                         SetCurrentValue(VolumeColumnWidthProperty, col.settings.width);
                         _volume_container.mark_dirty();
@@ -887,4 +1034,4 @@ namespace mbts.spark {
          }
       }
    }
-}
+}

src/client/spark/Modules/Trading/Ladder/View/LadderOrdersHost.cs

@@ -72,8 +72,7 @@ namespace mbts.spark {
                   panel.Children.Remove(item);
                }
             }
-         } //else
-            //Log.Ui.warn($"Failed to remove order ({order.id}): order not in {nameof(LadderOrdersHost)}'s {nameof(_orders)}.");
+         }
       }
 
       public void clear_orders() {
@@ -157,6 +156,11 @@ namespace mbts.spark {
                   nameof(OrderBookVM.is_row_collection_populated)
                );
                popup.Closed += (sender, event_args) => (popup.DataContext as IDisposable)?.Dispose();
+               popup.MouseUp += (sender, event_args) => {
+                  if (event_args.ChangedButton == MouseButton.Middle) {
+                     popup.IsOpen = false;
+                  }
+               };
                // This is useful for troubleshooting focus issues
                //popup.LostKeyboardFocus += (ss, ee) => { 
                //   System.Diagnostics.Debug.WriteLine($"Lost Focus Event - Current Focus: {mbts.utils.MiscUtils.who_has_keyboard_focus()}");
@@ -187,11 +191,8 @@ namespace mbts.spark {
                Margin = Badge.DefaultMargin,
                Orientation = Orientation.Horizontal,
                MaxWidth = _col_width
-               //MaxHeight = _row_height,
-               //ClipToBounds = true
             };
 
-            //var view_box = new Viewbox { Child = panel, Width = _col_width, Height = _row_height };
             _position_panel(panel, price);
             _stacks[price] = new PriceCellComponents(panel);
             Children.Add(panel);
@@ -214,7 +215,7 @@ namespace mbts.spark {
                Log.Ui.info("Drop - " + vm.summary);
                double price = _parent.price_for_point(e.GetPosition(_parent));
                if (price != vm.price) {
-                  foreach (var order in vm.orders) {
+                  foreach (var order in vm.root_orders) {
                      vm.try_set_price(order, price);
                   }
                }

src/client/spark/Modules/Trading/Ladder/View/LadderRender.cs

@@ -1,10 +1,10 @@
 using bts;
 using bts.api;
+using bts.collections;
 using bts.api.md.auxiliary;
 using mbts.co2;
 using mbts.ui;
 using mbts.ui.controls;
-using mbts.ui.spark;
 using mbts.ui.utility.text;
 using System;
 using System.Collections.Generic;
@@ -86,6 +86,16 @@ namespace mbts.spark {
          return result;
       }
 
+      public static void clear_prices(DrawingVisual price, int row_count, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) {
+         var foreground = settings.foreground.rgb_brush();
+         var fprices = _format_empty_prices(row_count, row_height, settings, glyph_context);
+         using (var dc = price.RenderOpen())
+         using (_draw_with_clip(dc, settings, row_height, row_count)) {
+            for (int x = 0; x < row_count; ++x)
+               dc.DrawGlyphRun(foreground, fprices[x]);
+         }
+      }
+
       public static double[] render_prices(DrawingVisual price, GlyphContext glyph_context, double mid, double wrt_price, bool format_in_tick_terms, int row_count, double row_height,
          LadderColumnSettings settings, ContractSpecificationImmutable spec) {
          var dprices = gen_prices(mid, row_count, spec);
@@ -277,6 +287,30 @@ namespace mbts.spark {
          }
       }
 
+      // this is basically a copy of redner_sizes up above
+      internal static void render_piqs(DrawingVisual dv, GlyphContext glyph_context, int origin_index, double[] prices, IEnumerable<(double price, uint piq)> pvp, double row_height, ContractSpecificationImmutable spec, LadderColumnSettings settings) {
+         using (var dc = dv.RenderOpen()) {
+            using (_draw_with_clip(dc, settings, row_height, prices.Length)) {
+               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
+                  return;
+               var foreground = settings.foreground.rgb_brush();
+               int curr_index = origin_index;
+               double curr_price = prices[curr_index];
+               foreach (var entry in pvp) {
+                  double price = entry.price;
+                  // prices are in descending order, so get diff from curr_price - price
+                  int tick_diff = spec.tickdiff_unchecked(curr_price, price);
+                  curr_index += tick_diff;
+                  curr_price = price;
+                  if (curr_index >= 0 && curr_index < prices.Length) {
+                     var gr = format_text(entry.piq.ToString(), curr_index, row_height, settings, glyph_context);
+                     dc.DrawGlyphRun(foreground, gr);
+                  } else break;
+               }
+            }
+         }
+      }
+
       public static void render_mkt_break(DrawingVisual dv, int index, double row_height, uint color) =>
          render_single_grid_line(dv, index, row_height, color, 0, SystemParameters.FullPrimaryScreenWidth);
 
@@ -293,6 +327,12 @@ namespace mbts.spark {
             dc.DrawRectangle(new SolidColorBrush(color.rgb_color()) { Opacity = 0.2 }, null, new Rect(0, high_index * row_height, settings.width, (low_index - high_index) * row_height));
       }
 
+      static GlyphRun[] _format_empty_prices(int row_count, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) {
+         var result = new GlyphRun[row_count];
+         Parallel.For(0, row_count, i => result[i] = format_text("-", i, row_height, settings, glyph_context));
+         return result;
+      }
+
       static IDisposable _draw_with_clip(DrawingContext dc, LadderColumnSettings settings, double row_height, int row_count) {
          dc.PushClip(new RectangleGeometry(new Rect(0, 0, settings.width, row_height * row_count)));
          return Disposable.Create(dc.Pop);

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

@@ -17,7 +17,7 @@
     <sys:Double x:Key="HorizontalSplit">8</sys:Double>
     <sys:Double x:Key="IndentChild">24</sys:Double>
     <sys:Double x:Key="GroupBoxOffsetLeft">8</sys:Double>
-    <sys:Double x:Key="GroupBoxOffsetRight">24</sys:Double>
+    <sys:Double x:Key="GroupBoxOffsetRight">2</sys:Double>
     <sys:Double x:Key="VerticalPush">4</sys:Double>
     <sys:Double x:Key="VerticalSectionBreak">6</sys:Double>
     <sys:Double x:Key="VerticalSplit">8</sys:Double>
@@ -132,7 +132,7 @@
     <ComboBox Grid.Column="3" ItemsSource="{u:EnumBindingSource {u:Nested sp:LadderSettings.BadgeStyle}}" SelectedItem="{Binding badge_style}"/>
 
     <TextBlock Grid.Row="2" Grid.Column="1" VerticalAlignment="Center">Alternate Order Qty</TextBlock>
-    <TextBox Grid.Row="2" Grid.Column="3" Text="{Binding alternate_order_size}" u:TextBoxBehavior.InputFilter="{u:RegexInputFilter Regex={x:Static Member=Integer, MemberType={u:Nested txt:TextUtils.RegexFilters}}}"/>
+    <TextBox Grid.Row="2" Grid.Column="3" Text="{Binding alternate_order_size}" u:TextBoxBehavior.InputFilter="{u:RegexInputFilter Regex={x:Static Member=UnsignedInteger, MemberType={u:Nested txt:TextUtils.RegexFilters}}}"/>
 
     <TabControl Grid.Row="4" Grid.ColumnSpan="5" Width="543" Height="275">
       <TabControl.ItemContainerStyle>
@@ -141,8 +141,8 @@
           <Setter Property="VerticalContentAlignment" Value="Top"/>
         </Style>
       </TabControl.ItemContainerStyle>
-      <!-- Fonts and Colors Tab -->
-      <TabItem Header="Fonts and Colors" VerticalAlignment="Stretch">
+      <!-- Column Settings Tab -->
+      <TabItem Header="Column Settings" VerticalAlignment="Stretch">
         <Grid>
           <Grid.RowDefinitions>
             <RowDefinition Height="27"/>
@@ -172,7 +172,7 @@
                     <ColumnDefinition SharedSizeGroup="c1"/>
                     <ColumnDefinition SharedSizeGroup="c2"/>
                     <ColumnDefinition Width="160" SharedSizeGroup="c3"/>
-                    <ColumnDefinition Width="140" SharedSizeGroup="c4"/>
+                    <ColumnDefinition Width="153" SharedSizeGroup="c4"/>
                   </Grid.ColumnDefinitions>
                   <Border Grid.Column="0" Background="{u:BTSColor header}" Padding="6,3">
                     <ContentControl Content="{Binding}" ContentTemplateSelector="{StaticResource ColumnNameTemplateSelector}"/>

src/client/spark/Modules/Trading/Ladder/View/LadderTactileAdorner.cs

@@ -1,9 +1,9 @@
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.extensions;
-using mbts.ui.utility.text;
 using System;
 using System.Collections.Generic;
+using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Documents;
@@ -30,7 +30,7 @@ namespace mbts.spark {
          readonly LadderGridHost _host;
          readonly IList<IDisposable> _hooks;
 
-         bool _is_mouse_over, _is_mouse_down, _is_mouse_dragging;
+         bool _is_mouse_over, _is_mouse_down, _is_mouse_dragging, _can_send_orders;
          int _curr_row;
          Column _curr_column = Column.Empty;
 
@@ -41,6 +41,10 @@ namespace mbts.spark {
             _bid_mouse_down_pen = new Pen(new SolidColorBrush(Color.FromRgb(102, 178, 255)), 1).frozen();
             _ask_mouse_down_pen = new Pen(new SolidColorBrush(Color.FromRgb(255, 178, 102)), 1).frozen();
             _hooks = new List<IDisposable> {
+               _host._subscribe_can_send_orders().Subscribe(v => {
+                  _can_send_orders = v;
+                  _host.Cursor = _evaluate_position();
+               }),
                _host.SubscribeMouseEnter(_host_MouseEnter),
                _host.SubscribeMouseMove(_host_MouseMove),
                _host.SubscribeMouseLeave(_host_MouseLeave),
@@ -88,7 +92,7 @@ namespace mbts.spark {
                   _draw_cell(drawingContext, _navy_pen, x, y, _curr_column.settings.width);
                }
             }
-            else if (_is_mouse_over && (_curr_column.column_type == ColumnType.Bid || _curr_column.column_type == ColumnType.Ask)) {
+            else if (_is_mouse_over && _can_send_orders && (_curr_column.column_type == ColumnType.Bid || _curr_column.column_type == ColumnType.Ask)) {
                double y = _curr_row * _host._settings.row_height;
                double x = _curr_column.x_left;
                Pen style = default; 
@@ -112,12 +116,17 @@ namespace mbts.spark {
             }
          }
 
+         Cursor _evaluate_position() {
+            var pos = Mouse.GetPosition(_host);
+            return _evaluate_position(_host._column_for_point(pos), pos, _host.columns);
+         }
+
          Cursor _evaluate_position(Column column, Point point, Column[] columns) {
             if (columns.Length == 0)
                return Cursors.Arrow;
             switch (column.column_type) {
                case ColumnType.Bid:
-               case ColumnType.Ask: return Cursors.Hand;
+               case ColumnType.Ask: return _can_send_orders ? Cursors.Hand : Cursors.No;
                default: return Cursors.Arrow;
             }
          }

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

@@ -466,7 +466,7 @@
             </Button>
             <!-- Qty textbox -->
             <TextBox
-              mbts:TextBoxBehavior.InputFilter="{mbts:RegexInputFilter Regex={x:Static Member=Integer, MemberType={mbts:Nested txt:TextUtils.RegexFilters}}}"
+              mbts:TextBoxBehavior.InputFilter="{mbts:RegexInputFilter Regex={x:Static Member=UnsignedInteger, MemberType={mbts:Nested txt:TextUtils.RegexFilters}}}"
               mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
               HorizontalContentAlignment="Right"
               Margin="2"
@@ -489,6 +489,15 @@
                 </DataTemplate>
               </ItemsControl.ItemTemplate>
             </ItemsControl>
+            <!-- Clear button -->
+            <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}"
+                    Visibility="{Binding show_clear, Converter={StaticResource BooleanToVisibilityConverter}}">Clear</Button>
+            <!-- Auto Clear button - reset to defaults after order -->
+            <CheckBox Margin="2" IsChecked="{Binding auto_clear}"
+                  Visibility="{Binding show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
+              Auto Clear
+            </CheckBox>
+            <!--Algo Favorite Buttons-->
             <uag:AlgoTemplateFavoriteButtonsView
               ScrollViewer.VerticalScrollBarVisibility="Disabled"
               ScrollViewer.HorizontalScrollBarVisibility="Disabled"
@@ -501,14 +510,6 @@
                 </ItemsPanelTemplate>
               </uag:AlgoTemplateFavoriteButtonsView.ItemsPanel>
             </uag:AlgoTemplateFavoriteButtonsView>
-            <!-- Clear button -->
-            <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}"
-                    Visibility="{Binding show_clear, Converter={StaticResource BooleanToVisibilityConverter}}">Clear</Button>
-            <!-- Auto Clear button - reset to defaults after order -->
-            <CheckBox Margin="2" IsChecked="{Binding auto_clear}"
-                  Visibility="{Binding show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
-              Auto Clear
-            </CheckBox>
             <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
               <!-- Cancel Buttons -->
               <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
@@ -541,6 +542,7 @@
         price_column_width="{Binding price_column_width, Mode=TwoWay}"
         ask_column_width="{Binding ask_column_width, Mode=TwoWay}"
         LastColumnWidth="{Binding last_column_width, Mode=TwoWay}"
+        PIQColumnWidth="{Binding piq_column_width, Mode=TwoWay}"
         VolumeColumnWidth="{Binding volume_column_width, Mode=TwoWay}"
       >
         <spark:LadderGridHost.Resources>
@@ -552,11 +554,10 @@
           <Setter Property="Foreground" Value="{Binding foreground}"/>
           <Setter Property="TextLines" Value="{Binding text_lines}" />
           <Setter Property="Width" Value="{x:Static controls:Badge.DefaultWidth}"/>
-          <Setter Property="IsExchangeOrder" Value="{Binding is_exchange_order}" />
           <Setter Property="HasMultipleOrdersAtLevel" Value="{Binding has_multiple_orders_at_same_level}" />
           <Setter Property="IsHedgeOrder" Value="{Binding is_hedge_order}" />
-          <Setter Property="ParentAlgoType" Value="{Binding parent_algo_type}" />
-          <Setter Property="ParentAlgoTypeBrush" Value="{Binding parent_algo_type_brush}" />
+          <Setter Property="AlgoType" Value="{Binding algo_type}" />
+          <Setter Property="Abbreviation" Value="{Binding algo_studio_abbreviation}" />
           <Setter Property="Cursor" Value="Hand"/>
           <Style.Triggers>
             <Trigger Property="IsMouseOver" Value="True">

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

@@ -1,9 +1,8 @@
-using mbts.utils;
-using System.Collections.Generic;
+using bts.collections;
+using mbts.utils;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
-using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Input;
 
@@ -15,7 +14,7 @@ namespace mbts.spark {
          InitializeComponent();
          _column_headers_presenter.Columns = new GridViewColumnCollection();
          _ladder.visible_columns_changed += () => _column_headers_presenter.Columns.SetItems(
-            _ladder.visible_columns.Select(t => ColumnFactory.create(_ladder, t)));
+            _ladder.visible_column_types.Select(t => ColumnFactory.create(_ladder, t)));
          this.vm = vm;
          DataContext = vm;
          DataContextChanged += datacontext_changed;
@@ -141,6 +140,10 @@ namespace mbts.spark {
                   header = "Last";
                   width_prop = nameof(LadderVM.last_column_width);
                   break;
+               case LadderGridHost.ColumnType.PIQ:
+                  header = "PIQ";
+                  width_prop = nameof(LadderVM.piq_column_width);
+                  break;
                default: throw ExceptionBuilder.Argument.unexpected_case(type, nameof(type));
             }
             return _create(host, header, $"DataContext.{width_prop}");

src/client/spark/Modules/Trading/Ladder/View/LadderViewHelper.cs

@@ -0,0 +1,14 @@
+using mbts.ui;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+
+namespace mbts.ui.spark {
+   static class LadderViewHelper {
+      public static readonly DragDeltaEventHandler ColumnHeaderThumb_DragDeltaHandler =
+         (s, e) =>
+            e.Handled =
+               s is Thumb thumb &&
+               thumb.try_find_ancestor_of_type(out Canvas canvas) &&
+               canvas.ActualWidth + e.HorizontalChange < canvas.MinWidth;
+   }
+}

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

@@ -0,0 +1,117 @@
+<UserControl
+  x:Class="mbts.ui.spark.MiniLadderView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:sp="clr-namespace:mbts.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  Background="{x:Static u:BTSColors.common_background_brush}"
+  TextElement.FontSize="{x:Static u:FontSizes.Small}"
+>
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <Style TargetType="GridViewColumnHeader">
+        <Setter Property="Background" Value="{u:BTSColor header}"/>
+        <Setter Property="Foreground" Value="{u:BTSColor header_text}"/>
+        <Setter Property="BorderBrush" Value="{u:BTSColor header_border}"/>
+        <Setter Property="BorderThickness" Value="0,0,1,0"/>
+        <Setter Property="HorizontalContentAlignment" Value="Center" />
+        <Setter Property="Height" Value="23" />
+        <Setter Property="MinWidth" Value="30" />
+        <Setter Property="Template">
+          <Setter.Value>
+            <ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
+              <Grid SnapsToDevicePixels="True">
+                <Border x:Name="HeaderBorder" BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" Background="{TemplateBinding Background}">
+                  <Grid>
+                    <Grid.RowDefinitions>
+                      <RowDefinition MaxHeight="7"/>
+                      <RowDefinition/>
+                    </Grid.RowDefinitions>
+                    <Border Padding="{TemplateBinding Padding}" Grid.RowSpan="2">
+                      <ContentPresenter x:Name="HeaderContent" 
+                        ContentTemplate="{TemplateBinding ContentTemplate}" 
+                        Content="{TemplateBinding Content}" 
+                        ContentStringFormat="{TemplateBinding ContentStringFormat}" 
+                        HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}" 
+                        Margin="0,0,0,1" 
+                        RecognizesAccessKey="True" 
+                        SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}" 
+                        VerticalAlignment="{TemplateBinding VerticalContentAlignment}"/>
+                    </Border>
+                  </Grid>
+                </Border>
+                <Canvas MinWidth="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=MinWidth, Mode=OneTime}">
+                  <Thumb x:Name="PART_HeaderGripper" DragDelta="{x:Static usp:LadderViewHelper.ColumnHeaderThumb_DragDeltaHandler}">
+                    <Thumb.Style>
+                      <Style TargetType="{x:Type Thumb}">
+                        <Setter Property="Canvas.Right" Value="-9"/>
+                        <Setter Property="Width" Value="18"/>
+                        <Setter Property="Height" Value="{Binding ActualHeight, RelativeSource={RelativeSource TemplatedParent}}"/>
+                        <Setter Property="Padding" Value="0"/>
+                        <Setter Property="Background" Value="Transparent" />
+                        <Setter Property="Template">
+                          <Setter.Value>
+                            <ControlTemplate TargetType="{x:Type Thumb}">
+                              <Border Background="Transparent" Padding="{TemplateBinding Padding}">
+                                <Rectangle Fill="{TemplateBinding Background}" HorizontalAlignment="Center" Width="2"/>
+                              </Border>
+                              <ControlTemplate.Triggers>
+                                <Trigger Property="IsMouseOver" Value="True">
+                                  <Setter Property="Background" Value="{u:BTSColor header_text}"/>
+                                </Trigger>
+                              </ControlTemplate.Triggers>
+                            </ControlTemplate>
+                          </Setter.Value>
+                        </Setter>
+                      </Style>
+                    </Thumb.Style>
+                  </Thumb>
+                </Canvas>
+              </Grid>
+            </ControlTemplate>
+          </Setter.Value>
+        </Setter>
+      </Style>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <sp:LadderGridHost
+      x:Name="ladder_grid_host"
+      Command="{Binding send_order_command}" 
+      Orders="{Binding orders}"
+      orders_column_width="{Binding Settings.orders_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      bid_column_width="{Binding Settings.orders_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      price_column_width="{Binding Settings.price_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      ask_column_width="{Binding Settings.ask_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      LastColumnWidth="{Binding Settings.last_column.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      VolumeColumnWidth="{Binding Settings.volume_column.general.width, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      CanUserSendOrders="{Binding CanUserSendOrders, RelativeSource={RelativeSource AncestorType=usp:MiniLadderView}}"
+      IsTabStop="False"
+    >
+      <sp:LadderGridHost.Resources>
+        <Style TargetType="c:Badge">
+          <Setter Property="Background" Value="{Binding background}"/>
+          <Setter Property="BorderBrush" Value="{Binding border}"/>
+          <Setter Property="FontFamily" Value="{Binding font_family}"/>
+          <Setter Property="FontSize" Value="{Binding font_size}"/>
+          <Setter Property="Foreground" Value="{Binding foreground}"/>
+          <Setter Property="TextLines" Value="{Binding text_lines}"/>
+          <Setter Property="Width" Value="{x:Static c:Badge.DefaultWidth}"/>
+          <Setter Property="HasMultipleOrdersAtLevel" Value="{Binding has_multiple_orders_at_same_level}"/>
+          <Setter Property="IsHedgeOrder" Value="{Binding is_hedge_order}"/>
+          <Setter Property="AlgoType" Value="{Binding algo_type}"/>
+          <Setter Property="Abbreviation" Value="{Binding algo_studio_abbreviation}" />
+          <Setter Property="Cursor" Value="Hand"/>
+          <Style.Triggers>
+            <Trigger Property="IsMouseOver" Value="True">
+              <Setter Property="Background" Value="{Binding hoverbackground}"/>
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </sp:LadderGridHost.Resources>
+    </sp:LadderGridHost>
+  </AdornerDecorator>
+</UserControl>

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

@@ -0,0 +1,29 @@
+using System.Windows;
+using System.Windows.Controls;
+
+namespace mbts.ui.spark {
+   partial class MiniLadderView : UserControl {
+      public MiniLadderView() =>
+         InitializeComponent();
+
+      #region Settings
+      public static readonly DependencyProperty SettingsProperty =
+         WPFHelper.create_dp<mbts.spark.LadderSettings, MiniLadderView>(nameof(Settings));
+
+      public mbts.spark.LadderSettings Settings {
+         get => GetValue(SettingsProperty) as mbts.spark.LadderSettings;
+         set => SetValue(SettingsProperty, value);
+      }
+      #endregion
+
+      #region CanUserSendOrders
+      public static readonly DependencyProperty CanUserSendOrdersProperty =
+         WPFHelper.create_dp<bool, MiniLadderView>(nameof(CanUserSendOrders));
+
+      public bool CanUserSendOrders {
+         get => (bool)GetValue(CanUserSendOrdersProperty);
+         set => SetValue(CanUserSendOrdersProperty, value);
+      }
+      #endregion
+   }
+}

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

@@ -6,7 +6,7 @@
              xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
              xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
              xmlns:sp="clr-namespace:mbts.spark"
-             xmlns:uc="clr-namespace:mbts.ui"
+             xmlns:u="clr-namespace:mbts.ui"
              xmlns:c="clr-namespace:mbts.ui.controls"
              xmlns:usp="clr-namespace:mbts.ui.spark"
              xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
@@ -22,6 +22,7 @@
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>
         <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+        <ResourceDictionary Source="/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml"/>
       </ResourceDictionary.MergedDictionaries>
       <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
       <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
@@ -49,16 +50,56 @@
 
       <Style x:Key="{x:Static sp:MiniOrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
         <Style.Triggers>
+          <!-- Completed order background -->
           <MultiDataTrigger>
             <MultiDataTrigger.Conditions>
               <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Completed, Type=order:OrderStatus}"/>
             </MultiDataTrigger.Conditions>
             <MultiDataTrigger.Setters>
-              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
+              <Setter Property="Background" Value="{x:Static Member=completed_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <!-- Error, RejectedBySpark, Disconnected order background -->
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Error, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum RejectedBySpark, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Disconnected, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=error_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+          <!-- Cancel order background -->
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{u:Enum Canceled, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=canceled_order_background_brush, MemberType={u:Nested u:BTSColors.Orders}}"/>
             </MultiDataTrigger.Setters>
           </MultiDataTrigger>
         </Style.Triggers>
+
       </Style>
       <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
         <sp:MiniOrderBookRowView/>
@@ -82,7 +123,8 @@
       RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
       SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
       RowsHorizontalScrollBarVisibility="Collapsed"
-      RowHeight="20"
+      RowHeight="20" 
+      SelectionMode="Single"
     >
         <c:DIYGrid.Resources>
           <ResourceDictionary>
@@ -95,7 +137,7 @@
             <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
             <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
             <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
-            <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
+            <Style x:Key="{x:Static sp:OrderBookGridView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
               <Setter Property="Focusable" Value="False"/>
               <Setter Property="Width" Value="16"/>
               <Setter Property="Height" Value="16"/>
@@ -149,9 +191,8 @@
           </ResourceDictionary>
         </c:DIYGrid.Resources>
         <c:DIYGrid.InputBindings>
-          <!--<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/> -->
-        </c:DIYGrid.InputBindings>
+            <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          </c:DIYGrid.InputBindings>
         <c:DIYGrid.CommandBindings>
           <CommandBinding
           Command="{x:Static c:DIYGrid.DefaultRowCommand}"

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

@@ -1,11 +1,12 @@
 using mbts.ui.controls;
 using System.Windows.Controls;
+using System.Windows.Input;
 
 namespace mbts.spark {
    internal partial class MiniOrderBookView : UserControl {
       // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
       // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
+      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice, Attach }
       public const string
          SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
          ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -20,7 +21,10 @@ namespace mbts.spark {
       }
    }
 
-   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
-      public MiniOrderBookRowView() : base() { }
+   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
+      public MiniOrderBookRowView() : base() {
+         FocusManager.SetIsFocusScope(this, true);
+         KeyboardNavigation.SetTabNavigation(this, KeyboardNavigationMode.Cycle);
+      }
    }
 }

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

@@ -1,13 +1,17 @@
 using bts;
 using bts.api;
+using bts.api.core;
 using bts.api.orderman;
+using bts.shell.orderbook;
 using bts.utils;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.converters;
+using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.ui.utility.text;
+using mbts.ui.utilities;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -20,15 +24,15 @@ using System.Windows.Controls;
 using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Media;
-using static bts.shell.OrderBookWindowFactory;
-using static mbts.spark.OrderBookView;
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
 using static mbts.ui.controls.DIYGrid;
 using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
+using System.Windows.Input;
+using System.Reactive.Disposables;
 
 namespace mbts.spark {
    // This interface is used to hide ColumnBase.SortDirection, and offer a SortDirection member that does NOT require a DependencyProperty lookup.
    interface ICVOrderBookColumn : IKeyedColumn<Columns>, IGridColumn {
-      string sort_member_path { get; }
       ListSortDirection? SortDirection { get; set; }
       IDataGridColumnFilter<OrderSecurityAlgoMeta> filter { get; }
       IComparer<OrderBookRowVM> comparer { get; }
@@ -61,6 +65,7 @@ namespace mbts.spark {
    partial class OrderBookVM {
       public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<(FilterStates filters, IReadOnlyList<SortingCriteria> sorting)>, IDisposable {
          readonly List<ICVOrderBookColumn> _active_comparers = new List<ICVOrderBookColumn>();
+         CompositeDisposable _resources = new CompositeDisposable();
 
          public OrderBookColumnCollection(IBus bus, OrdersModel model, IObservable<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> order_securities) {
             // security
@@ -78,7 +83,6 @@ namespace mbts.spark {
             Add(symbol_column = new SimpleTextColumn<string[]>(
                Columns.Symbol,
                DefaultColumnHeaders.Symbol,
-               nameof(OrderBookRowVM.symbol),
                r => r.symbol,
                DefaultColumnWidths.Symbol,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
@@ -92,7 +96,6 @@ namespace mbts.spark {
             Add(time_created_column = new SimpleTextColumn<TimeFilterTuple>(
                Columns.Time,
                "Time",
-               nameof(OrderBookRowVM.time_created),
                r => r.time_created_text,
                DefaultColumnWidths.Time,
                new TimeFilterVM<OrderSecurityAlgoMeta>(
@@ -104,7 +107,6 @@ namespace mbts.spark {
             Add(last_change_column = new SimpleTextColumn<TimeFilterTuple>(
                Columns.LastChange,
                "Last Change",
-               nameof(OrderBookRowVM.last_change),
                r => r.last_change_text,
                DefaultColumnWidths.Time,
                new TimeFilterVM<OrderSecurityAlgoMeta>(
@@ -116,7 +118,6 @@ namespace mbts.spark {
             Add(user_column = new SimpleTextColumn<string[]>(
                Columns.User,
                DefaultColumnHeaders.User,
-               nameof(OrderBookRowVM.user),
                r => r.user,
                DefaultColumnWidths.User,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string>(
@@ -129,7 +130,6 @@ namespace mbts.spark {
             Add(account_column = new SimpleTextColumn<string[]>(
                Columns.Account,
                DefaultColumnHeaders.Account,
-               nameof(OrderBookRowVM.account),
                r => r.account,
                DefaultColumnWidths.Account,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, string, string[]>(
@@ -144,7 +144,6 @@ namespace mbts.spark {
             Add(exchange_column = new SimpleTextColumn<Venue[]>(
                Columns.Exchange,
                DefaultColumnHeaders.Exchange,
-               nameof(OrderBookRowVM.exchange),
                r => r.exchange.ToString(),
                DefaultColumnWidths.Exchange,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, Venue>(
@@ -157,7 +156,6 @@ namespace mbts.spark {
             Add(time_in_force_column = new SimpleTextColumn<TimeInForce[]>(
                Columns.TimeInForce,
                DefaultColumnHeaders.TimeInForce,
-               nameof(OrderBookRowVM.time_in_force),
                r => r.time_in_force.ToString(),
                DefaultColumnWidths.TimeInForce,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, TimeInForce>(
@@ -166,24 +164,48 @@ namespace mbts.spark {
                   nameof(OrderBookRowVM.time_in_force)),
                DataGridFilterKnownTemplates.EnumValues,
                _wrap_comparer(r => r.time_in_force)));
+            // (algo items)
+            var algo_items_source = model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher();
+            var algo_items_comp = AlgoCollectionHelper.algo_data_vm_comparer.to_non_generic();
+            var algo_items_group_desc = new PropertyGroupDescription(nameof(AlgoDataVM.group));
             // order type
             Add(order_type_column = new OrderBookOrderTypeColumn(
-               DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderType>(
-                  utilities.OrderDataHelper.all_order_types,
-                  ort => ort.order.order_type(),
-                  nameof(OrderBookRowVM.order_type))));
+               Columns.OrderType,
+               nameof(OrderBookRowVM.badge_fill),
+               nameof(OrderBookRowVM.display_name),
+               _wrap_comparer(r => r.order_type),
+               DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurityAlgoMeta, AlgoDataVM, AlgoID>(
+                  o => new AlgoDataVM(o.algo.GetValueOrDefault()),
+                  o => AlgoID.from_order_def(o.order.Def),
+                  vm => AlgoID.from_algo_key(vm.data.key), out var order_type_filter_observer, out var order_type_items_view)));
+            _resources.Add(algo_items_source.Subscribe(order_type_filter_observer));
+            order_type_items_view.CustomSort = algo_items_comp;
+            order_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
+            // root algo type
+            Add(root_algo_type_column = new OrderBookOrderTypeColumn(
+               Columns.RootAlgoType,
+               nameof(OrderBookRowVM.root_algo_badge_fill),
+               nameof(OrderBookRowVM.root_algo_display_name),
+               _wrap_comparer(r => r.order_tuple.root_algo.value.CustomCase),
+              DiscreteValuesFilterVM.CreateTableUpdate<OrderSecurityAlgoMeta, AlgoDataVM, AlgoID>(
+                  o => new AlgoDataVM(o.root_algo),
+                  o => AlgoID.from_algo_key(o.root_algo.key),
+                  vm => AlgoID.from_algo_key(vm.data.key), out var root_algo_type_observer, out var root_algo_type_items_view),
+               DefaultColumnHeaders.RootAlgoType));
+            _resources.Add(algo_items_source.Subscribe(root_algo_type_observer));
+            root_algo_type_items_view.CustomSort = algo_items_comp;
+            root_algo_type_items_view.GroupDescriptions.Add(algo_items_group_desc);
             // order sub type
             Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
                Columns.SubType,
                "Sub Type",
-               nameof(OrderBookRowVM.order_sub_type),
                r => r.order_sub_type_text,
                80,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderSubType>(
                   EnumHelper.get_values<OrderSubType>().ToList(),
                   ort => ort.order.sub_type(),
                   nameof(OrderBookRowVM.order_sub_type)),
-               SubTypeFilterTemplateKey,
+               OrderBookGridView.SubTypeFilterTemplateKey,
                _wrap_comparer(r => r.order_sub_type)));
             // side
             Add(side_column = new SideColumn(
@@ -205,10 +227,9 @@ namespace mbts.spark {
             Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
                Columns.Price,
                "Price",
-               nameof(OrderBookRowVM.price),
                r => r.price_text,
                DefaultColumnWidths.Price,
-               new DoubleMinMax<OrderSecurityAlgoMeta>(
+               new PriceMinMax<OrderSecurityAlgoMeta>(
                   ort => ort.order.price(),
                   nameof(OrderBookRowVM.price)),
                DataGridFilterKnownTemplates.DoubleMinMax,
@@ -217,14 +238,14 @@ namespace mbts.spark {
             // not usually part of the main order book, but it's useful to add it
             // rather than debugging the popup window
             //Add(edit_price_column = new OrderBookVM.EditablePriceColumn());
+            //Add(new OrderBookVM.AttachColumn("DataContext.attach_vm"));
             // avg filled price
             Add(avg_price_column = new SimpleTextColumn<DoubleMinMaxState>(
                Columns.AvgFilled,
                "Avg Price",
-               nameof(OrderBookRowVM.avg_price),
                r => r.avg_price_text,
                DefaultColumnWidths.Price,
-               new DoubleMinMax<OrderSecurityAlgoMeta>(
+               new PriceMinMax<OrderSecurityAlgoMeta>(
                   ort => ort.order.avg_price(),
                   nameof(OrderBookRowVM.avg_price)),
                DataGridFilterKnownTemplates.DoubleMinMax,
@@ -233,10 +254,9 @@ namespace mbts.spark {
             Add(last_price_column = new SimpleTextColumn<DoubleMinMaxState>(
                Columns.LastPrice,
                "Last Filled",
-               nameof(OrderBookRowVM.last_price),
                r => r.last_price_text,
                DefaultColumnWidths.Price,
-               new DoubleMinMax<OrderSecurityAlgoMeta>(
+               new PriceMinMax<OrderSecurityAlgoMeta>(
                   ort => ort.order.last_price(),
                   nameof(OrderBookRowVM.last_price)),
                DataGridFilterKnownTemplates.DoubleMinMax,
@@ -245,7 +265,6 @@ namespace mbts.spark {
             Add(status_column = new SimpleTextColumn<OrderStatus[]>(
                Columns.Status,
                "Status",
-               nameof(OrderBookRowVM.status),
                r => r.status.ToString(),
                80,
                DiscreteValuesFilterVM.Create<OrderSecurityAlgoMeta, OrderStatus>(
@@ -263,7 +282,6 @@ namespace mbts.spark {
             Add(security_key_column = new SimpleTextColumn<string>(
                Columns.SecurityKey,
                DefaultColumnHeaders.SecurityKey,
-               nameof(OrderBookRowVM.security_key),
                r => r.security_key.ToString(),
                DefaultColumnWidths.SecurityKey,
                new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -275,7 +293,6 @@ namespace mbts.spark {
             Add(order_key_column = new SimpleTextColumn<string>(
                Columns.OrderKey,
                DefaultColumnHeaders.OrderKey,
-               nameof(OrderBookRowVM.order_key),
                r => r.order_key.ToString(),
                DefaultColumnWidths.OrderKey,
                new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -287,7 +304,6 @@ namespace mbts.spark {
             Add(parent_key_column = new SimpleTextColumn<string>(
                Columns.ParentKey,
                "Parent Key",
-               nameof(OrderBookRowVM.parent_order_key),
                r => r.parent_order_key.ToString(),
                DefaultColumnWidths.ParentKey,
                new RegexFilterVM<OrderSecurityAlgoMeta>(
@@ -295,11 +311,21 @@ namespace mbts.spark {
                   nameof(OrderBookRowVM.parent_order_key)),
                DataGridFilterKnownTemplates.Regex,
                _wrap_comparer(r => r.parent_order_key)));
+            // attached target order key
+            Add(attached_target_order_key_column = new SimpleTextColumn<string>(
+               Columns.AttachedTargetOrderKey,
+               DefaultColumnHeaders.AttachedTargetOrderKey,
+               r => r.order.attached_target_order_key().ToString(),
+               DefaultColumnWidths.AttachedTargetOrderKey,
+               new RegexFilterVM<OrderSecurityAlgoMeta>(
+                  ort => ort.order.attached_target_order_key().ToString(),
+                  nameof(OrderBookRowVM.parent_order_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.order.attached_target_order_key())));
          }
 
          public event Action filter_changed;
 
-         public CancelColumn cancel_column { get; }
          public SecurityColumn security_column { get; }
          public SimpleTextColumn<string[]> symbol_column { get; }
          public SimpleTextColumn<TimeFilterTuple> time_created_column { get; }
@@ -309,12 +335,12 @@ namespace mbts.spark {
          public SimpleTextColumn<Venue[]> exchange_column { get; }
          public SimpleTextColumn<TimeInForce[]> time_in_force_column { get; }
          public OrderBookOrderTypeColumn order_type_column { get; }
+         public OrderBookOrderTypeColumn root_algo_type_column { get; }
          public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
          public SideColumn side_column { get; }
          public SizeColumn qty_column { get; }
          public EditableQtyColumn edit_qty_column { get; }
          public SimpleTextColumn<DoubleMinMaxState> price_column { get; }
-         public EditablePriceColumn edit_price_column { get; }
          public FilledColumn filled_qty_column { get; }
          public SimpleTextColumn<DoubleMinMaxState> last_price_column { get; }
          public SimpleTextColumn<DoubleMinMaxState> avg_price_column { get; }
@@ -323,16 +349,20 @@ namespace mbts.spark {
          public SimpleTextColumn<string> security_key_column { get; }
          public SimpleTextColumn<string> order_key_column { get; }
          public SimpleTextColumn<string> parent_key_column { get; }
+         public SimpleTextColumn<string> attached_target_order_key_column { get; }
 
-         public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() => (
+         public FilterStates create_filter_states() =>
             new FilterStates {
                order_key_regex = order_key_column.filter.get_state(),
+               parent_key_regex = parent_key_column.filter.get_state(),
+               attached_target_order_key_regex = attached_target_order_key_column.filter.get_state(),
                time_created = time_created_column.filter.get_state(),
                users = user_column.filter.get_state(),
                accounts = account_column.filter.get_state(),
                exchanges = exchange_column.filter.get_state(),
                tifs = time_in_force_column.filter.get_state(),
                order_types = order_type_column.filter.get_state(),
+               root_algo_types = root_algo_type_column.filter.get_state(),
                order_sub_types = sub_type_column.filter.get_state(),
                sides = side_column.filter.get_state(),
                qty = qty_column.filter.get_state(),
@@ -345,8 +375,10 @@ namespace mbts.spark {
                last_change = last_change_column.filter.get_state(),
                security_criteria = security_column.filter.get_state(),
                symbols = symbol_column.filter.get_state()
-            },
-            get_sorting_data().sorting_criterion);
+            };
+
+         public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() =>
+            (create_filter_states(), get_sorting_data().sorting_criterion);
 
          public void load_from((FilterStates filters, IReadOnlyList<SortingCriteria> sorting) state) {
             if (state.filters is FilterStates fs) {
@@ -360,10 +392,13 @@ namespace mbts.spark {
                filled_qty_column.filter.load_state(fs.qty_filled);
                side_column.filter.load_state(fs.sides);
                order_type_column.filter.load_state(fs.order_types);
+               root_algo_type_column.filter.load_state(fs.root_algo_types);
                sub_type_column.filter.load_state(fs.order_sub_types);
                time_in_force_column.filter.load_state(fs.tifs);
                exchange_column.filter.load_state(fs.exchanges);
                order_key_column.filter.load_state(fs.order_key_regex);
+               parent_key_column.filter.load_state(fs.parent_key_regex);
+               attached_target_order_key_column.filter.load_state(fs.attached_target_order_key_regex);
                avg_price_column.filter.load_state(fs.avg_price);
                last_price_column.filter.load_state(fs.last_price);
                status_column.filter.load_state(fs.statuses);
@@ -420,6 +455,7 @@ namespace mbts.spark {
          }
 
          public void Dispose() {
+            Disposable.dispose(ref _resources);
             foreach (var col in this.OfType<ICVOrderBookColumn>())
                (col.filter as IDisposable)?.Dispose();
             Clear();
@@ -474,19 +510,28 @@ namespace mbts.spark {
       static IComparer<OrderBookRowVM> _wrap_comparer<T>(Func<OrderBookRowVM, T> get, IComparer<T> comparer) =>
          comparer.wrap(get);
 
+      static KeyBinding _create_keyinput_binding(Key k, string command_path) {
+         var key_binding = new KeyBinding { Key = k };
+         BindingOperations.SetBinding(
+             key_binding,
+             InputBinding.CommandProperty,
+             new Binding { Path = new PropertyPath(command_path) }
+         );
+         return key_binding;
+      }
+
       public abstract class OrderbookColumnBase<T> : ColumnBase<Columns>, IKeyedColumn<Columns>, IFilterableColumn, ICVOrderBookColumn {
          ListSortDirection? _cached_sort_direction;
          readonly string _filter_template;
          protected readonly Func<OrderBookRowVM, string> _get_text;
          GlyphContext _root_glyph_context, _child_glyph_context;
 
-         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, string sort_prop, double width,
+         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, double width,
             IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
             id = key.ToString();
             Width = width;
             Header = header;
             _get_text = get_text;
-            sort_member_path = sort_prop;
             this.filter = filter;
             _filter_template = filter_template;
             _cached_sort_direction = SortDirection;
@@ -515,19 +560,19 @@ namespace mbts.spark {
       }
 
       public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<OrderBookRowVM> {
-         public SimpleTextColumn(Columns key, string header, string sort_prop, Func<OrderBookRowVM, string> get_text, double width,
+         public SimpleTextColumn(Columns key, string header, Func<OrderBookRowVM, string> get_text, double width,
             IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> comparer)
-            : base(key, header, get_text, sort_prop, width, filter, filter_template, comparer) { }
+            : base(key, header, get_text, width, filter, filter_template, comparer) { }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
             CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, row_height,
-               font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
+               RenderUtils.get_foreground(row, font_brush), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
       }
 
       #region Explicit Column Defs
       public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
          public SideColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, Side[]> filter)
-            : base(Columns.Side, "B/S", r => r.side.ToString(), nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }
+            : base(Columns.Side, "B/S", r => r.side.ToString(), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
             CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, row_height,
@@ -536,9 +581,7 @@ namespace mbts.spark {
 
       public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
          public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
-            : base(Columns.Size, "Qty", r => r.quantity.ToString(), nameof(OrderBookRowVM.quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) {
-            sort_member_path = nameof(OrderBookRowVM.quantity);
-         }
+            : base(Columns.Size, "Qty", r => r.quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
             CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, row_height,
@@ -547,9 +590,7 @@ namespace mbts.spark {
 
       public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
          public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, UIntMinMaxState> filter)
-            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), nameof(OrderBookRowVM.filled_quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) {
-            sort_member_path = nameof(OrderBookRowVM.filled_quantity);
-         }
+            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }
 
          public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
             CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, row_height,
@@ -557,22 +598,32 @@ namespace mbts.spark {
       }
 
       public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
+         readonly BindingBase _foreground_binding;
          ListSortDirection? _cached_sort_direction;
-         public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, OrderType[]> filter)
-            : base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.badge_fill)), new Binding(nameof(OrderBookRowVM.display_name)), filter) {
+
+         public OrderBookOrderTypeColumn(Columns key, string badge_fill_binding_path, string display_name_binding_path, IComparer<OrderBookRowVM> row_comparer, IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, AlgoID[]> filter, string header = DefaultColumnHeaders.OrderType)
+            : base(key, new Binding(badge_fill_binding_path), new Binding(display_name_binding_path), filter, header) {
             id = key.ToString();
             this.filter = filter;
-            sort_member_path = nameof(OrderBookRowVM.order_type);
             font_weight_binding = RenderUtils.get_font_weight_binding();
+            _foreground_binding = RenderUtils.get_foreground_binding(this);
             _cached_sort_direction = SortDirection;
+            this.comparer = row_comparer;
          }
 
-         public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, OrderType[]> filter { get; }
-         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.order_type);
+         public new IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, AlgoID[]> filter { get; }
+         public override string filter_template => DataGridFilterKnownTemplates.AlgoType;
+         public IComparer<OrderBookRowVM> comparer { get; }
 
          IDataGridColumnFilter<OrderSecurityAlgoMeta> ICVOrderBookColumn.filter => filter;
          ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }
 
+         public override FrameworkElement view_factory() {
+            var view = base.view_factory();
+            view.SetBinding(OrderTypeItem.ForegroundProperty, _foreground_binding);
+            return view;
+         }
+
          protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
             _cached_sort_direction = new_value;
             base.OnSortDirectionChanged(new_value);
@@ -587,8 +638,7 @@ namespace mbts.spark {
             id = key.ToString();
             this.filter = filter;
             Header = "Last Message";
-            Width = DIYGrid.DefaultColumnWidths.LastMessage;
-            sort_member_path = nameof(OrderBookRowVM.last_msg);
+            Width = DefaultColumnWidths.LastMessage;
             tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
          }
 
@@ -605,7 +655,7 @@ namespace mbts.spark {
       }
 
       public class SecurityColumn : FrameworkElementColumnBase<Columns>, ICVOrderBookColumn, IFilterableColumn {
-         readonly BindingBase _font_weight_binding = RenderUtils.get_font_weight_binding();
+         readonly BindingBase _font_weight_binding = RenderUtils.get_font_weight_binding(), _foreground_binding;
          readonly IValueConverter _expander_visiblilty_converter = new ui.converters.BooleanToVisibilityConverter { VisibilityForFalse = Visibility.Hidden };
          readonly IValueConverter _margin_converter = new AnonymousValueConverter<int, Thickness>(level => new Thickness(10 * level, 0, 0, 0));
 
@@ -614,9 +664,9 @@ namespace mbts.spark {
          public SecurityColumn(IDataGridColumnPersistentFilter<OrderSecurityAlgoMeta, SecurityCriteria> filter) : base(Columns.Security) {
             id = key.ToString();
             this.filter = filter;
+            _foreground_binding = RenderUtils.get_foreground_binding(this);
             Header = DefaultColumnHeaders.Security;
             Width = DefaultColumnWidths.Security;
-            sort_member_path = nameof(OrderBookRowVM.security);
             _cached_sort_direction = SortDirection;
          }
 
@@ -634,29 +684,25 @@ namespace mbts.spark {
             toggle_button.SetBinding(ToggleButton.IsCheckedProperty, new Binding(nameof(OrderBookRowVM.is_expanded)));
             toggle_button.SetBinding(ToggleButton.MarginProperty, new Binding(nameof(OrderBookRowVM.depth_level)) { Converter = _margin_converter });
             toggle_button.SetBinding(ToggleButton.VisibilityProperty, new Binding(nameof(OrderBookRowVM.is_parent)) { Converter = _expander_visiblilty_converter });
-            toggle_button.SetResourceReference(ToggleButton.StyleProperty, ExpandCollapseToggleStyleKey);
+            toggle_button.SetResourceReference(ToggleButton.StyleProperty, OrderBookGridView.ExpandCollapseToggleStyleKey);
             //
             var security_view = new TextBlock { Foreground = font_brush };
             security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
             security_view.SetBinding(TextBlock.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
             security_view.SetBinding(TextBlock.TextProperty, nameof(OrderBookRowVM.security_text));
             security_view.SetBinding(TextBlock.HorizontalAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
-            security_view.SetBinding(TextBlock.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
+            security_view.SetBinding(TextBlock.ForegroundProperty, _foreground_binding);
             security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
             security_view.SetBinding(TextBlock.FontWeightProperty, _font_weight_binding);
             //
-            var grid = new Grid();
+            var grid = new Grid { VerticalAlignment = VerticalAlignment.Center };
             Grid.SetColumn(security_view, 1);
             grid.ColumnDefinitions.Add(new ColumnDefinition { Width = GridLength.Auto });
             grid.ColumnDefinitions.Add(new ColumnDefinition { Width = new GridLength(1, GridUnitType.Star) });
             grid.Children.Add(toggle_button);
             grid.Children.Add(security_view);
-            grid.VerticalAlignment = VerticalAlignment.Center;
             //
-            var border = new Border { Child = grid };
-            border.Margin = new Thickness(10, 0, 0, 0);
-            CellRender.set_background_animation_bindings(border, nameof(OrderBookRowVM.security));
-            return border;
+            return new Border { Child = grid, Margin = new Thickness(10, 0, 0, 0) };
          }
 
          protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
@@ -705,7 +751,8 @@ namespace mbts.spark {
                Margin = new Thickness(2),
                VerticalAlignment = VerticalAlignment.Center,
                Height = 14,
-               Width = 14
+               Width = 14,
+               Focusable = false
             };
 
             button.SetBinding(Button.CommandProperty, _command_binding);
@@ -713,18 +760,345 @@ namespace mbts.spark {
          }
       }
 
+      public class AttachDetachColumn : FrameworkElementColumnBase<Columns> {
+         readonly Type _mini_or_full_ob_type;
+
+         public AttachDetachColumn(Type mini_or_full_ob_type) : base(Columns.Attach) {
+            if (!(mini_or_full_ob_type == typeof(MiniOrderBookView) || mini_or_full_ob_type == typeof(OrderBookView))) {
+               throw new ArgumentException();
+            }
+            id = key.ToString();
+            Header = DefaultColumnHeaders.AttachDetach;
+            Width = 45;
+
+            _mini_or_full_ob_type = mini_or_full_ob_type;
+         }
+
+         // General DataBinding trouble shooting tip:
+         // This is how one can get extra debug statements during databinding
+         //PresentationTraceSources.SetTraceLevel(_datacontext_binding, PresentationTraceLevel.High);
+
+         public override FrameworkElement view_factory() {
+            var popup = new System.Windows.Controls.Primitives.Popup();
+
+            #region Attach Button
+
+            // create the attach button and assign the menu to it
+            var attach_button = new Button() {
+               Name = "attach_button",
+               Content = new Image() { Source = Icons.AttachAlgos },
+               HorizontalAlignment = HorizontalAlignment.Stretch,
+               VerticalAlignment = VerticalAlignment.Stretch,
+               Focusable = false,
+               ToolTip = "Attach"
+            };
+            var attach_grid = new Grid() {
+               Width = 20,
+               Height = 20,
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+            };
+            attach_grid.Children.Add(attach_button);
+            attach_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
+
+            var orderbook_vm_datacontext_binding = new Binding("DataContext");
+            orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
+
+            // setting the button binding, easy, same visual tree as the MiniOrderBookView
+            // this has button has to be bound to the orderbook_vm b/c of the popup
+            // that will be assigned to the PlacementTarget and the DataContext will be
+            // kept in sync between those controls via a PlacementTarget.DataContext binding
+            attach_button.SetBinding(Button.DataContextProperty, orderbook_vm_datacontext_binding);
+
+            var row_vm_attach_to_visibility = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.is_attachable))) { Converter = new mbts.ui.converters.BooleanToVisibilityConverter() };
+            row_vm_attach_to_visibility.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
+            attach_button.SetBinding(Button.VisibilityProperty, row_vm_attach_to_visibility);
+
+            var row_vm_attach_command_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.attach_command)));
+            row_vm_attach_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
+            attach_button.SetBinding(Button.CommandProperty, row_vm_attach_command_binding); 
+
+            #region OrderParamsPanel
+            // finally, set the order_params DataContext to that of the ContextMenu
+            var order_params = AlgoEditorGridView.create_attach_view();
+            var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.attach_vm)));
+            order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);          
+            order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
+            order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
+            order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
+            order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
+            #endregion
+
+            #region Dialog Skirt
+            var dialog_skirt_button_style = 
+               Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
+               Application.Current.TryFindResource("CommonButton") as Style ??
+               Application.Current.TryFindResource(typeof(Button)) as Style;
+
+            // go find the OBVM on the ContextMenu to get the command
+            // The button for which this will server as a Binding to needs to both perform the send_attached_orders
+            // command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
+            // and Click event on a Button appropriately, but since the Button that will perform this
+            // ultimately lives inside of the DialogSkirt, we don't have direct access to it.  Ergo,
+            // we make use of this addition trick from John that allows for both of these things to happen.
+            // We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
+            // pure genious!
+            var send_attach_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.send_attached_orders_cmd))) {
+               Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
+            };
+            send_attach_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+
+            // Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
+            // Since we're only dealing with binding paths in here and not actual objects, we don't have access
+            // to an actual Command, which is what the DialogSkirtItem expects.  John came up with a sneaky
+            // way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
+            // create a KeyedStyleSelector here I guess.
+            // Also, the DialogSkirt Ok button seems to magically close the popup, cool!
+            var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
+            send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, send_attach_button_binding));
+            var awesome_command_style_key = "SendAttachButtonStyleKey";
+            var cancel_style_key = "CancelButtonStyleKey";
+
+            var dialog_skirt = new DialogSkirt {
+               RightItems = new[] {
+               new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
+               new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
+            }};
+
+            var kss = new KeyedStyleSelector();
+            kss.Map.Add(new StyleSelectorKeyValue {
+               Key = awesome_command_style_key,
+               Value = send_attached_button_style
+            });
+            kss.Map.Add(
+               new StyleSelectorKeyValue {
+                  Key = cancel_style_key,
+                  Value = new Style(typeof(Button), dialog_skirt_button_style)
+               });
+            dialog_skirt.RightItemContainerStyleSelector = kss;
+
+            Grid.SetRow(dialog_skirt, 1);
+            var grid = new Grid();
+            grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
+            grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
+            grid.Children.Add(order_params);
+            grid.Children.Add(dialog_skirt);
+
+            var border = new Border() {
+               Background = BTSColors.common_background_brush,
+               BorderThickness = new Thickness(1),
+               Name = "attach_border",
+               Child = grid,
+            };
+
+            #endregion
+
+            popup.Child = border;
+            popup.StaysOpen = false;
+            popup.PlacementTarget = attach_button;
+            popup.Placement = PlacementMode.Bottom;
+            // assign the Popup the DataContext of PlacementTarget, which will always be kept in sync with our parent button
+            popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
+               RelativeSource = new RelativeSource(RelativeSourceMode.Self)
+            });
+
+            #endregion
+
+            #region Detach Button
+
+            var detach_button = new Button() {
+               Name = "detach_button",
+               Content = new Image() { Source = Icons.DetachAlgos },
+               HorizontalAlignment = HorizontalAlignment.Stretch,
+               VerticalAlignment = VerticalAlignment.Stretch,
+               Focusable = false, 
+               ToolTip = "Detach"
+            };
+
+            //var orderbook_vm_datacontext_binding = new Binding(_detach_command_binding_path);
+            //orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
+            detach_button.SetBinding(Button.CommandProperty, new Binding(nameof(OrderBookRowVM.detach_command)));
+            detach_button.SetBinding(Button.VisibilityProperty, new Binding(nameof(OrderBookRowVM.is_detachable)) { Converter = new mbts.ui.converters.BooleanToVisibilityConverter() });
+
+            
+            var detach_grid = new Grid() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+               Width = 20,
+               Height = 20,
+            };
+            detach_grid.Children.Add(detach_button);
+
+            #endregion
+
+            var the_whole_thing = new Grid();
+            the_whole_thing.Children.Add(attach_grid);
+            the_whole_thing.Children.Add(detach_grid);
+            the_whole_thing.Children.Add(popup);
+
+            return the_whole_thing;
+         }
+      }
+
+      public class UpdateColumn : FrameworkElementColumnBase<Columns> {
+         readonly Type _mini_or_full_ob_type;
+
+         public UpdateColumn(Type mini_or_full_ob_type) : base(Columns.Update) {
+            if (!(mini_or_full_ob_type == typeof(MiniOrderBookView) || mini_or_full_ob_type == typeof(OrderBookView))) {
+               throw new ArgumentException();
+            }
+            id = key.ToString();
+            Header = DefaultColumnHeaders.Update;
+            Width = 45;
+
+            _mini_or_full_ob_type = mini_or_full_ob_type;
+         }
+
+         public override FrameworkElement view_factory() {
+            var popup = new System.Windows.Controls.Primitives.Popup();
+
+            #region Attach Button
+
+            // create the attach button and assign the menu to it
+            var update_button = new Button() {
+               Name = "update_button",
+               Content = "···",
+               Margin = new Thickness(2),
+               VerticalAlignment = VerticalAlignment.Center,
+               Focusable = false
+            };
+            update_button.Click += (s, e) => { popup.IsOpen = !popup.IsOpen; };
+
+            var orderbook_vm_datacontext_binding = new Binding("DataContext");
+            orderbook_vm_datacontext_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, _mini_or_full_ob_type, 1);
+
+            // setting the button binding, easy, same visual tree as the MiniOrderBookView
+            // this has button has to be bound to the orderbook_vm b/c of the popup
+            // that will be assigned to the PlacementTarget and the DataContext will be
+            // kept in sync between those controls via a PlacementTarget.DataContext binding
+            update_button.SetBinding(Button.DataContextProperty, orderbook_vm_datacontext_binding);
+
+            var row_vm_update_command_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookRowVM.update_command)));
+            row_vm_update_command_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(MiniOrderBookRowView), 1);
+            update_button.SetBinding(Button.CommandProperty, row_vm_update_command_binding);
+
+            #endregion 
+
+            #region OrderParamsPanel
+            // finally, set the order_params DataContext to that of the ContextMenu
+            var order_params = new AlgoEditorGridView {
+               Margin = new Thickness(6),
+               CanUserChangeAlgoRoot = false,
+            };
+            ;
+            var order_params_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.order_mod_vm)));
+            order_params_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+            order_params.SetBinding(FrameworkElement.DataContextProperty, order_params_binding);
+            order_params.SetBinding(AlgoEditorGridView.AlgoRootsProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_roots))));
+            order_params.SetBinding(AlgoEditorGridView.SelectedAlgoRootProperty, new Binding(WPFHelper.join_binding_paths(nameof(OrderParamsVM.algo_vm), nameof(AlgoDefinitionVM.algo_root))));
+            order_params.SetBinding(AlgoEditorGridView.AlgoParamRowsProperty, new Binding(nameof(OrderParamsVM.param_rows)));
+            #endregion
+
+            #region Dialog Skirt
+            var dialog_skirt_button_style =
+               Application.Current.TryFindResource(DialogSkirt.DialogSkirtButtonStyleKey) as Style ??
+               Application.Current.TryFindResource("CommonButton") as Style ??
+               Application.Current.TryFindResource(typeof(Button)) as Style;
+
+            // go find the OBVM on the ContextMenu to get the command
+            // The button for which this will server as a Binding to needs to both perform the send_attached_orders
+            // command *AND* close the algo param popup. Previously this was accomplished by setting both the Command
+            // and Click event on a Button appropriately, but since the Button that will perform this
+            // ultimately lives inside of the DialogSkirt, we don't have direct access to it.  Ergo,
+            // we make use of this addition trick from John that allows for both of these things to happen.
+            // We take our original ICommand (send_attached) and wrap it in another Command by way of a Converter on the binding,
+            // pure genious!
+            var modify_selected_button_binding = new Binding(WPFHelper.join_binding_paths("DataContext", nameof(OrderBookVM.modify_selected_orders_cmd))) {
+               Converter = CommandWithActionWrapper.mk_wrap_converter(() => popup.IsOpen = false)
+            };
+            modify_selected_button_binding.RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(Popup), 1);
+
+            // Our ultimate goal is to have the Ok button (DialogSkirtItem) run the send attached orders command.
+            // Since we're only dealing with binding paths in here and not actual objects, we don't have access
+            // to an actual Command, which is what the DialogSkirtItem expects.  John came up with a sneaky
+            // way of setting the Button.CommandProperty via a Style backdoor, but it's also necessary to
+            // create a KeyedStyleSelector here I guess.
+            // Also, the DialogSkirt Ok button seems to magically close the popup, cool!
+            var send_attached_button_style = new Style(typeof(Button), dialog_skirt_button_style);
+            send_attached_button_style.Setters.Add(new Setter(Button.CommandProperty, modify_selected_button_binding));
+            var awesome_command_style_key = "SendAttachButtonStyleKey";
+            var cancel_style_key = "CancelButtonStyleKey";
+
+            var dialog_skirt = new DialogSkirt {
+               RightItems = new[] {
+               new DialogSkirtItem("OK", null, awesome_command_style_key) { is_default = true },
+               new DialogSkirtItem("Cancel", new DelegateCommand(() => popup.IsOpen = false), cancel_style_key) { is_cancel = true }
+            }
+            };
+
+            var kss = new KeyedStyleSelector();
+            kss.Map.Add(new StyleSelectorKeyValue {
+               Key = awesome_command_style_key,
+               Value = send_attached_button_style
+            });
+            kss.Map.Add(
+               new StyleSelectorKeyValue {
+                  Key = cancel_style_key,
+                  Value = new Style(typeof(Button), dialog_skirt_button_style)
+               });
+            dialog_skirt.RightItemContainerStyleSelector = kss;
+
+            Grid.SetRow(dialog_skirt, 1);
+            var grid = new Grid();
+            grid.RowDefinitions.Add(new RowDefinition { Height = new GridLength(1, GridUnitType.Star) });
+            grid.RowDefinitions.Add(new RowDefinition { Height = GridLength.Auto });
+            grid.Children.Add(order_params);
+            grid.Children.Add(dialog_skirt);
+
+            var border = new Border() {
+               Background = BTSColors.common_background_brush,
+               BorderThickness = new Thickness(1),
+               Name = "update_border",
+               Child = grid,
+            };
+
+            #endregion
+
+            popup.Child = border;
+            popup.StaysOpen = false;
+            popup.PlacementTarget = update_button;
+            popup.Placement = PlacementMode.Bottom;
+            // assign the Popup the DataContext of PlacementTarget, which will always be kept in sync with our parent button
+            popup.SetBinding(Popup.DataContextProperty, new Binding("PlacementTarget.DataContext") {
+               RelativeSource = new RelativeSource(RelativeSourceMode.Self)
+            });
+            popup.Closed += (s, e) => {
+               if (popup.try_find_ancestor_of_type(out MiniOrderBookView mini_ob) && mini_ob.DataContext is OrderBookVM ob_vm)
+                  ob_vm.is_attaching_orders = false;
+            };
+
+            var the_whole_thing = new Grid();
+            the_whole_thing.Children.Add(update_button);
+            the_whole_thing.Children.Add(popup);
+
+            return the_whole_thing;
+         }
+      }
+
       public class EditableQtyColumn:FrameworkElementColumnBase<Columns> {
 
          public EditableQtyColumn() : base(Columns.EditableQty) {
             id = key.ToString();
             Header = "Qty";
-            Width = 64;
+            Width = 40;
          }
 
          public override FrameworkElement view_factory() {
             var tick_up_down = new TickUpDownNullableUIntCommit();
             tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_quantity));
-            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity));
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
+            tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Enter, nameof(OrderBookRowVM.modify_order_quantity_andor_price)));
+            tick_up_down.InputBindings.Add(_create_keyinput_binding(Key.Escape, nameof(OrderBookRowVM.revert_prospective_order_quantity_andor_price)));
             return tick_up_down;
          }
       }
@@ -734,16 +1108,54 @@ namespace mbts.spark {
          public EditablePriceColumn() : base(Columns.EditablePrice) {
             id = key.ToString();
             Header = "Price";
-            Width = 96;
+            Width = 64;
          }
 
          public override FrameworkElement view_factory() {
             var price_up_down = new PriceEntryCommitControl();
             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_price));
+            price_up_down.SetBinding(PriceEntryCommitControl.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
+            price_up_down.InputBindings.Add(_create_keyinput_binding(Key.Enter, nameof(OrderBookRowVM.modify_order_quantity_andor_price)));
+            price_up_down.InputBindings.Add(_create_keyinput_binding(Key.Escape, nameof(OrderBookRowVM.revert_prospective_order_quantity_andor_price)));
             return price_up_down;
          }
+
+      }
+
+      public class CommitColumn : FrameworkElementColumnBase<Columns> {
+         public CommitColumn() : base(Columns.Commit) {
+            id = key.ToString();
+            Header = "";
+            Width = 20;
+         }
+
+         public override FrameworkElement view_factory() {
+            var commit_button = new Button() {
+               Name = "commit_button",
+               Content = "✔",
+               HorizontalAlignment = HorizontalAlignment.Stretch,
+               VerticalAlignment = VerticalAlignment.Stretch,
+            };
+
+            var is_enabled_trigger = new Trigger() { Property = Button.IsEnabledProperty, Value = true };
+            is_enabled_trigger.Setters.Add(new Setter(Button.BackgroundProperty, new SolidColorBrush(Colors.Green).frozen()));
+            is_enabled_trigger.Setters.Add(new Setter(Button.ForegroundProperty, new SolidColorBrush(Colors.White).frozen()));
+            var s = new Style(typeof(Button));
+            s.Triggers.Add(is_enabled_trigger);
+            commit_button.Style = s;
+
+            commit_button.SetBinding(Button.CommandProperty, nameof(OrderBookRowVM.modify_order_quantity_andor_price));
+
+            var grid = new Grid() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+               Width = 20,
+               Height = 20,
+            };
+            grid.Children.Add(commit_button);
+            return grid;
+         }
       }
 
       #endregion
@@ -751,19 +1163,24 @@ namespace mbts.spark {
       static class RenderUtils {
          public static FontWeight
             root_font_weight = FontWeights.Normal,
-            child_font_weight = FontWeights.Light;
+            child_font_weight = FontWeights.Normal;
+         static readonly IMultiValueConverter _foreground_converter =
+            ValueConverter.create<bool, Brush, Brush>(_get_foreground);
 
          public static double font_size = FontSizes.Small;
 
          public static readonly IValueConverter
             _sub_type_text_converter = new ui.spark.converters.OrderSubTypeDisplayTextConverter(),
             _side_brush_converter = new AnonymousValueConverter<Side, Brush>(s => s == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask),
-            _font_weight_converter = new AnonymousValueConverter<bool, FontWeight>(is_child => is_child ? FontWeights.Light : FontWeights.Normal);
+            _font_weight_converter = new AnonymousValueConverter<bool, FontWeight>(is_child => is_child ? child_font_weight : root_font_weight);
+
          public static readonly IMultiValueConverter
             _price_text_converter = new ui.spark.converters.TickDisplayConverter(),
             _background_converter = new AnonymousMultiValueConverter<bool, OrderStatus, Brush>(
                (selected, status) => selected || status != OrderStatus.Working ? Brushes.Transparent : BTSColors.Orders.working_order_background_brush);
 
+         static readonly bool _animate_child_order_rows = mbts.config.Configuration.get<bts.config.OrderBookOptions>().animate_child_order_rows;
+
          public static BindingBase _get_background_binding() {
             var mb = new MultiBinding { Converter = _background_converter };
             mb.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
@@ -771,8 +1188,29 @@ namespace mbts.spark {
             return mb;
          }
 
-         public static Brush get_side_brush(OrderBookRowVM r) => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
+         public static BindingBase get_foreground_binding(ColumnBase col) {
+            var col_font_brush_binding = new Binding(nameof(ColumnBase.font_brush)) { Source = col };
+            if (!_animate_child_order_rows)
+               return col_font_brush_binding;
+            var mb = new MultiBinding { Converter = _foreground_converter };
+            mb.Bindings.Add(new Binding(nameof(OrderBookRowVM.is_child)));
+            mb.Bindings.Add(col_font_brush_binding);
+            return mb;
+         }
+
+         public static Brush get_side_brush(OrderBookRowVM r) => get_foreground(r, r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask);
          public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
+
+         public static Brush get_foreground(OrderBookRowVM row, Brush brush) =>
+            _animate_child_order_rows ? _get_foreground(row.is_child, brush) : brush;
+
+         static Brush _get_foreground(bool is_child, Brush brush) {
+            if (is_child) {
+               brush = brush.Clone();
+               brush.Opacity = 0.75;
+            }
+            return brush;
+         }
       }
    }
 }

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

@@ -1,215 +0,0 @@
-using bts;
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-using bts.collections;
-using bts.utils;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-using System.Linq;
-using System.Reactive.Linq;
-
-namespace mbts.spark {
-   class OrderBookRowCollection : ObservableCollection<OrderBookRowVM> {
-      static readonly IEqualityComparer<INode<OrderBookRowVM>> _node_equality_comparer = EqualityComparer.Create<INode<OrderBookRowVM>, uint>(n => n.value.order_key);
-      readonly Func<OrderSecurityAlgoMeta, OrderBookRowVM> _row_factory;
-      /// Critical: Any and all row mutations <see cref="OrderBookRowVM"/> must be executed through <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/>.
-      /// Mutations can change the sort-position of a row, and <see cref="_tree"/> will be broken if its elements aren't properly sorted (it relies heavily on binary-search logic).
-      SortedTree<OrderBookRowVM, uint> _tree;
-      IComparer<OrderBookRowVM> _comparer;
-      Func<OrderSecurityAlgoMeta, bool> _filter;
-      bool _is_refresh_pending;
-      int _deferment_count = 0;
-      /// When processing changed-items, the <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/> method is used to update the changed row.  It is not expected to fail (return false),
-      /// but if it does, we don't want to overwhelm the logs with a bunch of useless noise in case it starts happening repeatedly, hence the int fields below.
-      /// <see cref="_max_replace_misses_logged"/>, <see cref="_n_replace_misses_logged"/>, <see cref="update(IIncrementalTableUpdateTransform{OrderSecurity, uint})"/>.
-      const int _max_replace_misses_logged = 10;
-      int _n_replace_misses_logged;
-
-      public OrderBookRowCollection(Func<OrderSecurityAlgoMeta, OrderBookRowVM> row_factory, IComparer<OrderBookRowVM> comparer) {
-         _row_factory = row_factory;
-         _tree = _mk_tree(_comparer = comparer);
-      }
-
-      public Func<OrderSecurityAlgoMeta, bool> filter {
-         get => _filter;
-         set {
-            _filter = value;
-            _refresh_branches(_tree.RootNodes);
-            reset();
-         }
-      }
-      public IComparer<OrderBookRowVM> comparer {
-         get => _comparer;
-         set {
-            _tree = _tree.Resort(_comparer = value);
-            reset(); 
-         }
-      }
-      public int total_row_count { get; private set; }
-      IEnumerable<OrderBookRowVM> _visible_rows => _tree.Where(r => r.is_visible);
-
-      bool _is_refresh_deferred => _deferment_count > 0;
-
-      public IEnumerable<INode<OrderBookRowVM>> get_inner_nodes(OrderBookRowVM row) =>
-         _tree.EnumerateInnerNodes(row);
-
-      public IEnumerable<OrderBookRowVM> get_descendent_rows(OrderBookRowVM row) =>
-         _tree.EnumerateInnerValues(row);
-
-      public void collapse_all() {
-         foreach (var n in _tree.RootNodes) {
-            collapse_node(n);
-         }
-         if (_is_refresh_deferred) {
-            _is_refresh_pending = true;
-         } else {
-            Clear();
-            foreach (var n in _tree.RootNodes) {
-               if (n.value.is_visible)
-                  Add(n.value);
-            }
-         }
-         // local methods
-         void collapse_node(INode<OrderBookRowVM> node) {
-            node.value.collapse_internal();
-            foreach (var cn in node.inner) {
-               cn.value.is_visible = false;
-               collapse_node(cn);
-            }
-         }
-      }
-
-      public void expand_all() {
-         foreach (var n in _tree.RootNodes) {
-            expand_node(n);
-         }
-         if (_is_refresh_deferred) {
-            _is_refresh_pending = true;
-         } else {
-            Clear();
-            foreach (var n in _tree.RootNodes) {
-               if (n.value.is_visible) {
-                  Add(n.value);
-                  foreach (var r in n.inner_values())
-                     Add(r);
-               }
-            }
-         }
-         // local methods
-         void expand_node(INode<OrderBookRowVM> node) {
-            node.value.expand_internal();
-            foreach (var cn in node.inner) {
-               cn.value.is_visible = node.value.is_visible;
-               expand_node(cn);
-            }
-         }
-      }
-
-      /// <summary>
-      /// Refreshes the collection by calling <see cref="GlobalExtensions.sync_with{T}(IList{T}, IEnumerable{T})"/> with all visible rows.
-      /// </summary>
-      public void refresh() {
-         if (_is_refresh_deferred) {
-            _is_refresh_pending = true;
-         } else {
-            _is_refresh_pending = false;
-            this.sync_with(_visible_rows);
-         }
-      }
-
-      /// <summary>
-      /// Resets the collection by calling <see cref="Collection{T}.Clear"/>, then adding all visible rows.
-      /// </summary>
-      public void reset(bool force = false) {
-         if (_is_refresh_deferred && !force) {
-            _is_refresh_pending = true;
-         } else {
-            Clear();
-            this.AddRange(_visible_rows);
-            _is_refresh_pending = false;
-         }
-      }
-
-      public IDisposable defer_refresh(bool force_refresh_after = false) {
-         // use a counter instead of a simple bool flag to gracefully handle recursive calls to defer_refresh(),
-         // by only calling refresh() after all IDisposables returned by defer_refresh() have been disposed.
-         _deferment_count++;
-         _is_refresh_pending |= force_refresh_after;
-         return Disposable.Create(() => {
-            _deferment_count--;
-            if (_is_refresh_pending)
-               refresh();
-         });
-      }
-
-      public void update(TableUpdate<OrderSecurityAlgoMeta, uint> table) {
-         IEnumerable<INode<OrderBookRowVM>> impacted_branch_roots;
-         int n_removed = table.removed.Count();
-         if (n_removed == total_row_count) {
-            // full refresh (most likely this is the first update or a server restart)
-            _tree = _mk_tree(_comparer, table.added.Select(x => _row_factory(x)));
-            impacted_branch_roots = _tree.RootNodes;
-         } else {
-            foreach (OrderSecurityAlgoMeta ort in table.removed)
-               _tree.Remove(ort.order.Key);
-            foreach (var change in table.changes) {
-               if (!_tree.TryReplace(change.New.order.Key, r => { r.update(change.New); return r; })) {
-                  // uh oh, replace failed!  Let's log this, but not a million times (this seems like the kind of error that, if it happens once, could happen a lot).
-                  if (_n_replace_misses_logged++ < _max_replace_misses_logged)
-                     Log.Ui.error($"{nameof(OrderBookRowCollection)} failed to process Changed {nameof(OrderSecurity)} in update (old:{change.Old.order.Key}, new:{change.New.order.Key}).  This is the '{_n_replace_misses_logged}' time this has happened in this OrderBook.");
-               }
-            }
-            foreach (OrderSecurityAlgoMeta ort in table.added)
-               _tree.Insert(_row_factory(ort));
-            impacted_branch_roots =
-              table.added.Concat(table.changed).Select(ort => ort.order.Key).Select(_tree.GetRootNode)
-              .Concat(
-                 table.removed
-                 .Where(ort => ort.order.has_parent())
-                 .Select(ort => ort.order.ParentKey)
-                 .Distinct() // since these are ParentKeys, there could be duplicates.
-                 .Select(_tree.GetRootNode)
-                 .Where(n => n != null)
-              ).Distinct(_node_equality_comparer);
-         }
-         _refresh_branches(impacted_branch_roots);
-         refresh();
-         int old_row_count = total_row_count;
-         total_row_count += table.added.Count() - n_removed;
-         if (old_row_count != total_row_count)
-            OnPropertyChanged(new PropertyChangedEventArgs(nameof(total_row_count)));
-      }
-
-      static SortedTree<OrderBookRowVM, uint> _mk_tree(IComparer<OrderBookRowVM> comp, IEnumerable<OrderBookRowVM> init = null) =>
-         new SortedTree<OrderBookRowVM, uint>(comp, r => r.order_key, r => r.parent_order_key, init);
-
-      void _refresh_branches(IEnumerable<INode<OrderBookRowVM>> roots) {
-         if (filter == null) {
-            foreach (var n in roots)
-               refresh_tree_properties(0, true, n);
-         } else {
-            foreach (var n in roots)
-               refresh_tree_properties(0, get_branch_passes_filter(n), n);
-         }
-         // local methods
-         void refresh_tree_properties(int depth_level, bool is_visible, INode<OrderBookRowVM> node) {
-            node.value.depth_level = depth_level;
-            node.value.is_visible = is_visible;
-            using (var en = node.inner.GetEnumerator()) {
-               if (en.MoveNext()) {
-                  node.value.is_parent = true;
-                  depth_level++;
-                  do refresh_tree_properties(depth_level, node.value.is_visible && node.value.is_expanded, en.Current);
-                  while (en.MoveNext());
-               }
-            }
-         }
-         bool get_branch_passes_filter(INode<OrderBookRowVM> n) =>
-            filter(n.value.order_tuple) || n.inner.Any(get_branch_passes_filter);
-      }
-   }
-}

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

@@ -1,36 +1,33 @@
 using bts;
 using bts.api;
 using bts.api.orderman;
+using bts.collections;
 using bts.spark;
 using mbts.ui;
 using mbts.ui.controls;
-using mbts.ui.shell;
 using System;
-using System.Reactive;
-using System.Linq;
-using System.Threading.Tasks;
-using System.Windows;
+using System.ComponentModel;
+using System.Reactive.Linq;
+using System.Runtime.CompilerServices;
 using System.Windows.Input;
 using System.Windows.Media;
-using System.Reactive.Linq;
+using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
 
 namespace mbts.spark {
-   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
+   partial class OrderBookRowVM : IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, IHierarchicalRow<OrderSecurityAlgoMeta>, INotifyPropertyChanged {
       const string _unknown_security_price_format_string = "0.#########";
       const int _unknown_security_price_num_fractional_digits = 9;
       readonly OrderBookVM _owner;
-      Brush _badge_fill;
-      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _modify_order_quantity, _modify_order_price;
-      bool _is_parent, _is_expanded, _is_selected;
+      Color? _root_algo_badge_color_backing;
+      Brush _badge_fill, _root_algo_badge_fill;
+      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd, _cancel_cmd, _detach_command, _attach_command, _update_command, _modify_order_quantity_andor_price, _revert_prospective_order_quantity_andor_price;
+      bool _is_parent, _is_expanded, _is_selected, _is_attachable, _is_detachable;
       int _depth_level;
       SecurityImmutable? _security => order_tuple.security;
-
-      
       // for mini-ob 
       uint _prospective_quantity;
       double _prospective_price;
 
-
       public OrderBookRowVM(OrderBookVM owner, OrderSecurityAlgoMeta order_tuple, bool is_expanded) {
          _owner = owner;
          this.order_tuple = order_tuple;
@@ -38,12 +35,6 @@ namespace mbts.spark {
          _is_expanded = is_expanded;
          prospective_quantity = this.quantity;
          prospective_price = this.price;
-         this.invalidated += OrderBookRowVM_invalidated;
-      }
-
-      private void OrderBookRowVM_invalidated() {
-         modify_order_quantity?.TryRaiseCanExecuteChanged();
-         modify_order_price?.TryRaiseCanExecuteChanged();
       }
 
       //// This takes care of the case where the OB has all rows visible
@@ -54,23 +45,20 @@ namespace mbts.spark {
       //// handler
       public IObservable<OrderSecurityAlgoMeta> subscribe_data() {
          return Observable.FromEvent<Action, OrderSecurityAlgoMeta>(
-            cb => () => cb(order_tuple), 
-            cb => invalidated += cb, 
+            cb => () => cb(order_tuple),
+            cb => invalidated += cb,
             cb => invalidated -= cb);
       }
 
-      protected override void Dispose(bool disposing) {
-         this.invalidated -= OrderBookRowVM_invalidated;
-         base.Dispose(disposing);
-      }
-
       public event Action invalidated;
+      public event Action<(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval)> updated;
+      public event PropertyChangedEventHandler PropertyChanged;
 
       // Core
       public OrderSecurityAlgoMeta order_tuple { get; private set; }
       public OrderRecordImmutable order => order_tuple.order;
       public OrderMetadata order_metadata => _owner.get_metadata(this);
-      public Brush badge_fill => _badge_fill ?? (_badge_fill = order_tuple.badge_fill(order_metadata));
+      public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(order_tuple.meta, order_metadata));
       public uint order_key => order.Key;
       public uint parent_order_key => order.ParentKey;
       public uint security_key => order.security_key();
@@ -103,6 +91,17 @@ namespace mbts.spark {
       public uint quantity => order.quantity();
       public uint filled_quantity => order.filled();
       public string last_msg => order.last_msg();
+      public bool is_non_terminal => order.is_non_terminal();
+      public bool is_attachable { get => _is_attachable; set => SetVisual(ref _is_attachable, value); }
+      public bool is_detachable { get => _is_detachable; set => SetVisual(ref _is_detachable, value); }
+      public string filled_status_desc => order.filled_status_description(security.spec_or_default());
+
+      // Root Algo
+      public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root_algo.value.CustomCase;
+      public OrderMetadata root_algo_order_metadata => _owner.get_metadata(root_algo_order_type);
+      public Brush root_algo_badge_fill => _root_algo_badge_fill ?? (_root_algo_badge_fill = new SolidColorBrush(_root_algo_badge_color));
+      public string root_algo_display_name => order_tuple.root_algo.name;
+
       // Tree
       public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
       public bool is_child => order.has_parent();
@@ -142,93 +141,182 @@ namespace mbts.spark {
       public ICommand toggle_command => _toggle_expanded_cmd ?? (
          _toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
 
-      ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
-         (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
+      public ICommand show_order_modify_cmd => 
+       _show_order_modify_cmd ?? (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
 
       public ICommand cancel_command => _cancel_cmd ??
-         (_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working));
+         (_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working || status == OrderStatus.Disconnected));
 
-      public ICommand modify_order_quantity => _modify_order_quantity ??
-         (_modify_order_quantity = new DelegateCommand(
-            (desired_quantity) => {
-               _owner.modify_order_quantity(this, (uint)desired_quantity);
-               _unselect_me();
-            },
-            (desired_quantity) => 
-            (desired_quantity != null && this.status == OrderStatus.Working && (uint)desired_quantity != this.quantity)
-            || is_qty_dirty
-            )
-         );
+      public ICommand modify_order_quantity_andor_price {
+         get {
+            if (_modify_order_quantity_andor_price == null) {
+               _modify_order_quantity_andor_price = new DelegateCommand(execute, can_execute);
+               invalidated += _modify_order_quantity_andor_price.RaiseCanExecuteChanged;
+               // impl
+               void execute() {
+                  if (is_qty_dirty && is_price_dirty) {
+                     _owner.modify_order_price_and_quantity(this, prospective_price, prospective_quantity);
+                  } else if (is_qty_dirty) {
+                     _owner.modify_order_quantity(this, prospective_quantity);
+                  } else if (is_price_dirty) {
+                     _owner.modify_order_price(this, this.prospective_price);
+                  }
+                  _unselect_me();
+               }
+               bool can_execute() => status == OrderStatus.Working && (is_price_dirty || is_qty_dirty);
+            }
+            return _modify_order_quantity_andor_price;
+         }
+      }
 
-      public ICommand modify_order_price => _modify_order_price ??
-         (_modify_order_price = new DelegateCommand(
-            (desired_price) => {
-               _owner.modify_order_price(this, (double)desired_price);
-               _unselect_me();
+      public ICommand revert_prospective_order_quantity_andor_price => _revert_prospective_order_quantity_andor_price ??
+         (_revert_prospective_order_quantity_andor_price = new DelegateCommand(
+            () => {
+               prospective_price = price;
+               prospective_quantity = quantity;
             },
-            (desired_price) =>
-            (desired_price != null && this.status == OrderStatus.Working && (double)desired_price != this.price)
-            || is_price_dirty
-            )
+            () => this.status == OrderStatus.Working && (is_price_dirty || is_qty_dirty)
+         )
       );
 
+      public ICommand detach_command => _detach_command ??
+         (_detach_command = new DelegateCommand(() => {
+            _owner.detach_orders(this);
+         })
+      );
+
+      public ICommand attach_command => _attach_command ?? (
+         _attach_command = new DelegateCommand(() => {
+            // the _select me will trigger the OBVM.attach_vm to get primed
+            _select_me();
+            _owner.begin_attach_algos();
+         })
+      );
+
+      public ICommand update_command => _update_command ?? (
+         _update_command = new DelegateCommand(() => {
+            _select_me();          
+         })
+      );
+
+      // private props
+      Color _root_algo_badge_color {
+         get => _root_algo_badge_color_backing ?? (_root_algo_badge_color_backing = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata)).Value;
+         set {
+            if (_root_algo_badge_color_backing != value) {
+               _root_algo_badge_color_backing = value;
+               _root_algo_badge_fill = null;
+            }
+         }
+      }
+
+      #region IHierarchicalRow
+      bool IHierarchicalRow.is_parent => is_parent;
+      bool IHierarchicalRow.is_expanded => is_expanded;
+      int IHierarchicalRow.depth_level => depth_level;
+      OrderSecurityAlgoMeta IHierarchicalRow<OrderSecurityAlgoMeta>.value => order_tuple;
+
+      void IHierarchicalRow.on_is_parent_changed(bool is_parent) => this.is_parent = is_parent;
+      /// Do NOT actually call the <see cref="is_expanded"/> setter (it has side effects) - the row collection calls this method when the row is expanded/collapsed by some **external means, outside of this class.
+      /// It should not trigger any functional response beyond modifying the value returned by <see cref="is_expanded"/>.
+      /// **external means are:
+      /// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.expand_all"/>,
+      /// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.expand_row(TKey)"/>
+      /// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.collapse_all"/>
+      /// <see cref="OperableHierarchicalCollection{TRow, T, TKey}.collapse_row(TKey)"/>
+      void IHierarchicalRow.on_is_expanded_changed(bool is_expanded) => Set(ref _is_expanded, is_expanded, nameof(is_expanded));
+      void IHierarchicalRow.on_depth_level_changed(int depth_level) => this.depth_level = depth_level;
+      void IHierarchicalRow<OrderSecurityAlgoMeta>.on_value_changed(OrderSecurityAlgoMeta value) => update(value);
+      #endregion
+
       private void _unselect_me() {
          this.is_selected = false;
          _owner.current_row = null;
       }
 
+      private void _select_me() {
+         this.is_selected = true;
+         _owner.current_row = this;
+      }
+
       // These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
       // when incremental changes are ignored in favor of a full reset, after 'is_expanded' is updated for all rows.
-      internal void expand_internal() => Set(ref _is_expanded, true);
-      internal void collapse_internal() => Set(ref _is_expanded, false);
+      internal void expand_internal() => Set(ref _is_expanded, true, nameof(is_expanded));
+      internal void collapse_internal() => Set(ref _is_expanded, false, nameof(is_expanded));
 
       public void update(OrderSecurityAlgoMeta order_tuple) {
          Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
-         bool had_security = _security.HasValue;
-         var old_meta = this.order_tuple.meta;
          // _show_order_modify_cmd is lazy (instantiated in the default_command getter); it might be null, don't not force instantiation
          bool? could_modify_execute = _show_order_modify_cmd?.CanExecute(null);
-         OrderRecordImmutable old_order = order;
+         var old_order_tuple = this.order_tuple;
+         var dirty = ViewRefresh.get_dirty_cells(old_order_tuple, order_tuple);
          this.order_tuple = order_tuple;
-         // most cells are "render-cells," which don't use databindings - the only way to update such cells is to raise the invalidated event
-         bool invalidate = !(
-            old_order.last_change() == order.last_change() &&
-            old_order.filled() == order.filled() &&
-            old_order.last_price() == order.last_price() &&
-            old_order.avg_price().Equals(order.avg_price()) &&
-            old_order.price().Equals(order.price()) &&
-            old_order.quantity() == order.quantity() &&
-            old_order.last_msg() == order.last_msg());
-         // however, the order-type and security cells DO use databindings - if these cells have changed, the PropertyChanged event must be raised regardless of whether or not invalidated is raised
-         if (old_order.order_type() != order.order_type())
+         // order type
+         if ((Columns.OrderType & dirty) != 0)
             RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
-         if (old_order.quantity() != order.quantity()) {
-            RaisePropertyChanged(nameof(quantity));
-            RaisePropertyChanged(nameof(is_qty_dirty));
-         }
-         if (old_order.price() != order.price()) {
+         // quantity
+         if ((Columns.Size & dirty) != 0)
+            RaisePropertyChanged(nameof(quantity), nameof(is_qty_dirty));
+            // we need to update the prospective_quantity here b/c an update could have come in while the row was in edit mode
+            // via the Mini OB update column mechanism (vs the EditableQty column)
+            // prospecive price does not need to be updated in the same manner b/c if the price is changed, the whole
+            // row will no longer match the filter
+            prospective_quantity = quantity;
+         // price
+         if ((Columns.Price & dirty) != 0) {
             RaisePropertyChanged(nameof(price));
             RaisePropertyChanged(nameof(is_price_dirty));
          }
-         if (!had_security && _security.HasValue) {
+         // security
+         if ((Columns.Security & dirty) != 0)
             RaisePropertyChanged(nameof(security), nameof(security_text));
-            // need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
-            invalidate = true;
-         }
-         if (old_meta?.badge_color != order_tuple.meta?.badge_color) {
+         // badge fill
+         if (old_order_tuple.meta?.badge_color != order_tuple.meta?.badge_color) {
+            // invalidate by setting to null (will be re-instantiated in the public getter)
             _badge_fill = null;
             RaisePropertyChanged(nameof(badge_fill));
          }
-         if (old_order.status() != order.status()) {
-            invalidate = true;
+         // display name
+         if (old_order_tuple.display_name() != order_tuple.display_name())
+            RaisePropertyChanged(nameof(display_name));
+         // root badge fill
+         if (_root_algo_badge_color_backing.HasValue) {
+            // only need to invalidate it if it had a value (it is lazily instantiated)
+            _root_algo_badge_color = OrderUtils.badge_color(order_tuple.root_meta, root_algo_order_metadata);
+            RaisePropertyChanged(nameof(root_algo_badge_fill));
+         }
+         // root display name
+         if (old_order_tuple.root_algo.name != order_tuple.root_algo.name)
+            RaisePropertyChanged(nameof(root_algo_display_name));
+         // status
+         if ((Columns.Status & dirty) != 0)
             RaisePropertyChanged(nameof(status));
-         }
-         if (old_order.last_msg() != order.last_msg()) {
+         // last message
+         if ((Columns.LastMessage & dirty) != 0)
             RaisePropertyChanged(nameof(last_msg));
-         }
+         // filled status desc
+         if ((ViewRefresh.filled_status_desc_mask & dirty) != 0)
+            RaisePropertyChanged(nameof(filled_status_desc));
+         // show order modify cmd
          if (could_modify_execute.HasValue && could_modify_execute.Value != _show_order_modify_cmd.CanExecute(null))
             _show_order_modify_cmd.RaiseCanExecuteChanged();
-         if (invalidate)
+         // always raise updated
+         updated?.Invoke((old_order_tuple, order_tuple));
+         // terminal state
+         if (old_order_tuple.order.is_non_terminal() != order_tuple.order.is_non_terminal()) {
+            // while we call refresh_is_at/detachable in the OrderBookRowCollection.update
+            // on all the children of a modified row, we used to not call it on the row istelf,
+            // which should of course be done here. This manifested via the very top parent in any
+            // length of attachable orders *still* showing an attach icon after some descendant was
+            // detached
+            RaisePropertyChanged(nameof(is_non_terminal), nameof(is_attachable), nameof(is_detachable));
+
+            // this will update the cancel column in the mini ob
+            cancel_command.TryRaiseCanExecuteChanged();
+         }
+         // always refresh attach and detach b/c
+         // conditionally raise invalidated
+         if ((dirty & ViewRefresh.invalidate_mask) != 0)
             raise_invalidated();
       }
 
@@ -250,5 +338,74 @@ namespace mbts.spark {
       string _fmt_price(double v) => security.HasValue ?
          security.Value.ContractSpec.format(v) :
          Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
+
+      void RaisePropertyChanged(params string[] props) {
+         var pc = PropertyChanged;
+         if (pc == null)
+            return;
+         for (int i = 0; i < props.Length; i++)
+            pc(this, new PropertyChangedEventArgs(props[i]));
+      }
+
+      bool Set<T>(ref T backing, T newval, [CallerMemberName]string prop = "") where T : struct, IEquatable<T> {
+         if (!backing.Equals(newval)) {
+            backing = newval;
+            PropertyChanged?.Invoke(this, new PropertyChangedEventArgs(prop));
+            return true;
+         } else return false;
+      }
+      bool SetVisual<T>(ref T backing, T newval, [CallerMemberName]string prop = "") where T : struct, IEquatable<T> {
+         if (Set(ref backing, newval, prop)) {
+            raise_invalidated();
+            return true;
+         } else return false;
+      }
+
+      static class ViewRefresh {
+         public const Columns
+            invalidate_mask =
+               Columns.Security |
+               Columns.LastChange |
+               Columns.Filled |
+               Columns.LastPrice |
+               Columns.AvgFilled |
+               Columns.Price |
+               Columns.Size |
+               Columns.Status |
+               Columns.ParentKey |
+               Columns.AttachedTargetOrderKey |
+               Columns.LastMessage,
+            filled_status_desc_mask =
+               Columns.Filled |
+               Columns.AvgFilled |
+               Columns.Status;
+
+         public static Columns get_dirty_cells(OrderSecurityAlgoMeta oldval, OrderSecurityAlgoMeta newval) {
+            var dirty = (Columns)0;
+            if (oldval.security != newval.security)
+               dirty |= Columns.Security;
+            if (oldval.order.last_change() != newval.order.last_change())
+               dirty |= Columns.LastChange;
+            if (oldval.order.filled() != newval.order.filled())
+               dirty |= Columns.Filled;
+            if (oldval.order.last_price() != newval.order.last_price())
+               dirty |= Columns.LastPrice;
+            if (oldval.order.avg_price() != newval.order.avg_price())
+               dirty |= Columns.AvgFilled;
+            if (oldval.order.price() != newval.order.price())
+               dirty |= Columns.Price;
+            if (oldval.order.quantity() != newval.order.quantity())
+               dirty |= Columns.Size;
+            if (oldval.order.ParentKey != newval.order.ParentKey)
+               dirty |= Columns.ParentKey;
+            if (oldval.order.attached_target_order_key() != newval.order.attached_target_order_key())
+               dirty |= Columns.AttachedTargetOrderKey;
+            if (oldval.order.status() != newval.order.status())
+               dirty |= Columns.Status;
+            if (oldval.order.last_msg() != newval.order.last_msg())
+               dirty |= Columns.LastMessage;
+            return dirty;
+         }
+      }
    }
 }

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

@@ -1,17 +1,12 @@
 using bts.api.orderman;
+using bts.collections;
 using bts.spark;
 using NUnit.Framework;
 using System;
 using System.Collections.Generic;
 using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.collections.extensions;
-using bts.collections;
-using bts.api;
 
-namespace mbts.spark.tests
-{
+namespace mbts.spark.tests {
    static internal class MockOrderRecords {
       public static OrderRecordImmutable mock_order(uint key, DateTime d, uint parent_key = 0) {
          OrderRecord o = new OrderRecord();

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

@@ -1,168 +0,0 @@
-<UserControl x:Class="mbts.spark.OrderBookView" x:ClassModifier="internal"
-             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:d="http://schemas.microsoft.com/expression/blend/2008" 
-             xmlns:sp="clr-namespace:mbts.spark"
-             xmlns:uc="clr-namespace:mbts.ui"
-             xmlns:c="clr-namespace:mbts.ui.controls"
-             xmlns:usp="clr-namespace:mbts.ui.spark"
-             xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib"
-             xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
-             mc:Ignorable="d" 
-             d:DesignHeight="600" d:DesignWidth="1080"
-             FocusManager.IsFocusScope="True"
-             Background="{StaticResource CommonBackground}">
-  <UserControl.Resources>
-    <ResourceDictionary>
-      <ResourceDictionary.MergedDictionaries>
-        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
-      </ResourceDictionary.MergedDictionaries>
-      <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
-      <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
-      <DataTemplate x:Key="{x:Static sp:OrderBookView.SubTypeFilterTemplateKey}">
-        <usp:FilterContentControl
-          ApplyCommandParameter="{Binding}"
-          ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
-          ClearCommandParameter="{Binding}"
-          ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
-        >
-          <c:ListBoxEx
-            ItemsSource="{Binding items}"
-            Selection="{Binding selected_items}"
-            SelectionMode="Multiple"
-            ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
-          >
-            <c:ListBoxEx.ItemTemplate>
-               <DataTemplate>
-               <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
-              </DataTemplate>
-            </c:ListBoxEx.ItemTemplate>
-          </c:ListBoxEx>
-        </usp:FilterContentControl>
-      </DataTemplate>
-
-      <Style x:Key="{x:Static sp:OrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
-        <Style.Triggers>
-          <MultiDataTrigger>
-            <MultiDataTrigger.Conditions>
-              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
-            </MultiDataTrigger.Conditions>
-            <MultiDataTrigger.Setters>
-              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
-            </MultiDataTrigger.Setters>
-          </MultiDataTrigger>
-        </Style.Triggers>
-      </Style>
-      <DataTemplate x:Key="{x:Static sp:OrderBookView.RowTemplateKey}">
-        <sp:OrderBookRowView/>
-      </DataTemplate>
-    </ResourceDictionary>
-  </UserControl.Resources>
-  <AdornerDecorator>
-    <Grid>
-      <Grid.RowDefinitions>
-        <RowDefinition />
-        <RowDefinition Height="Auto"/>
-      </Grid.RowDefinitions>
-      <c:DIYGrid
-      x:Name="_grid"
-      Grid.Row="0"
-      Columns="{Binding columns}"
-      CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
-      Rows="{Binding rows}"
-      RowStyle="{StaticResource {x:Static sp:OrderBookView.RowStyleKey}}"
-      RowTemplate="{StaticResource {x:Static sp:OrderBookView.RowTemplateKey}}"
-      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
-    >
-      <c:DIYGrid.Resources>
-        <ResourceDictionary>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
-          <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
-          <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
-          <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
-            <Setter Property="Focusable" Value="False"/>
-            <Setter Property="Width" Value="16"/>
-            <Setter Property="Height" Value="16"/>
-            <Setter Property="Template">
-              <Setter.Value>
-                <ControlTemplate TargetType="{x:Type ToggleButton}">
-                  <Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
-                    <Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
-                      <Path.RenderTransform>
-                        <RotateTransform Angle="135" CenterY="3" CenterX="3"/>
-                      </Path.RenderTransform>
-                    </Path>
-                  </Border>
-                  <ControlTemplate.Triggers>
-                    <Trigger Property="IsChecked" Value="True">
-                      <Setter Property="RenderTransform" TargetName="ExpandPath">
-                        <Setter.Value>
-                          <RotateTransform Angle="180" CenterY="3" CenterX="3"/>
-                        </Setter.Value>
-                      </Setter>
-                      <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
-                      <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
-                    </Trigger>
-                    <Trigger Property="IsMouseOver" Value="True">
-                      <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
-                      <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
-                    </Trigger>
-                    <MultiTrigger>
-                      <MultiTrigger.Conditions>
-                        <Condition Property="IsMouseOver" Value="True"/>
-                        <Condition Property="IsChecked" Value="True"/>
-                      </MultiTrigger.Conditions>
-                      <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
-                      <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
-                    </MultiTrigger>
-                  </ControlTemplate.Triggers>
-                </ControlTemplate>
-              </Setter.Value>
-            </Setter>
-          </Style>
-          <Style TargetType="{x:Type ToolTip}">
-            <Style.Triggers>
-              <Trigger Property="Content" Value="{x:Static sys:String.Empty}">
-                <Setter Property="Visibility" Value="Collapsed" />
-              </Trigger>
-              <Trigger Property="Content" Value="{x:Null}">
-                <Setter Property="Visibility" Value="Collapsed" />
-              </Trigger>
-            </Style.Triggers>
-          </Style>
-        </ResourceDictionary>
-      </c:DIYGrid.Resources>
-      <c:DIYGrid.InputBindings>
-        <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-        <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-      </c:DIYGrid.InputBindings>
-      <c:DIYGrid.CommandBindings>
-        <CommandBinding
-          Command="{x:Static c:DIYGrid.DefaultRowCommand}"
-          Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
-          CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
-        />
-      </c:DIYGrid.CommandBindings>
-    </c:DIYGrid>
-      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
-        <StatusBarItem HorizontalAlignment="Right">
-          <TextBlock>
-            <Run Text="Orders:"/>
-            <Run Text="{Binding rows.Count, Mode=OneWay}" />
-            <Run Text="of"/>
-            <Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
-          </TextBlock>
-        </StatusBarItem>
-      </StatusBar>
-    </Grid>
-  </AdornerDecorator>
-</UserControl>

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

@@ -1,26 +0,0 @@
-using mbts.ui.controls;
-using System.Windows.Controls;
-
-namespace mbts.spark {
-   internal partial class OrderBookView : UserControl {
-      // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
-      // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
-      public const string
-         SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
-         ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
-         RowStyleKey = "RowStyle",
-         RowTemplateKey = "RowTemplateKey",
-         CVRowStyleKey = "CVRowStyle",
-         CVRowTemplateKey = "CVRowTemplateKey";
-
-      public OrderBookView(OrderBookVM vm) {
-         InitializeComponent();
-         DataContext = vm;
-      }
-   }
-
-   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
-      public OrderBookRowView() : base() { }
-   }
-}

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

@@ -1,70 +1,65 @@
 using bts.api;
 using bts.api.orderman;
 using bts.shell;
+using bts.shell.orderbook;
 using bts.spark;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 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.Linq;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Data;
+using System.Windows.Input;
 using System.Windows.Media;
-//using IOrderBookWSM = mbts.persist.IWindowSettingsManager<mbts.spark.GridSettingsWithNotifications<mbts.spark.OrderRecordTuple, mbts.OrderRecordTuplePredicate>>;
-using OrderBookGridSettings = bts.shell.OrderBookWindowFactory.OrderBookGridSettings;
-using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;
+using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<bts.api.orderman.OrderSecurity, mbts.OrderRecordTuplePredicate, bts.shell.orderbook.OrderBookGridSettings>;
 
 namespace mbts.spark {
-   internal class OrderBookWindow : SparkWindow<OrderBookWindowFactory.OrderBookStartupData>, ISharedWindow {
-      const string _window_type = "OrderBook", ORDERBOOK_THREAD_ID = "OrderBook", _default_title = "Order Book";
+   internal class OrderBookWindow : SparkWindow<OrderBookStartupData>, ISharedWindow {
+      const string _window_type = "OrderBook", _default_title = "Order Book";
       readonly INotificationService _notification_service;
       readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
-      OrderBookWindowFactory.OrderBookStartupData _state;
+      IDisposable _attachment_exit_sub;
+      OrderBookStartupData _state;
       OrdersModel _model;
       OrderBookVM _vm;
       OrderBookView _view;
       OrderBookWindowFactory _factory;
       SparkCommand[] _commands;
 
-      SparkCommand _show_fills_command
-         , _modify_order_command
-         , _cancel_buy_orders_command
-         , _cancel_sell_orders_command
-         , _cancel_all_orders_command
-         , _cancel_selected_orders_command
-         , _recreate_selected_orders_command
-         , _toggle_collapse_all_command
-         , _toggle_expand_all_command
-         , _show_grid_settings_command;
-
       public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
-         OrderBookWindowFactory.OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
+         OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
          : base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
          _model = model;
          _factory = factory;
          _notification_service = notification_service;
          _state = state;
          _settings_manager = settings_manager;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
       }
 
-      public override OrderBookWindowFactory.OrderBookStartupData SaveState => _state = _vm?.create();
+      public override OrderBookStartupData SaveState => _state = _vm?.create();
 
       public override string window_type => _window_type;
       public override UIElement Content => _view;
       public override IEnumerable<SparkCommand> Commands => _commands;
       public override double MinWidth =>
-         OrderBookWindowFactory.OrderBookStartupData.DefaultGrid.general.columns.Sum(gcs => gcs.width)
+         OrderBookStartupData.DefaultGrid.general.columns.Sum(gcs => gcs.width)
          + SPARK_MENU_COLLAPSED_WIDTH
          + LAUNCHER_BUTTON_BORDER_WIDTH
          + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-      public string thread_id => ORDERBOOK_THREAD_ID;
+      public string thread_id { get; }
 
       public override void Dispose() {
          _commands.OfType<IDisposable>().DisposeAll();
+         Disposable.dispose(ref _attachment_exit_sub);
          Disposable.dispose(ref _vm);
       }
 
@@ -73,19 +68,18 @@ namespace mbts.spark {
          _vm.load_from(_state);
          _view = new OrderBookView(_vm);
 
-         _show_fills_command = SparkCommands.ShowFills.complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
+         var show_fills_command = SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(() => new FillsWindowFactory.StartupData(_vm.selected_orders.Select(r => r.Key).ToArray()));
 
-         _modify_order_command = SparkCommands.ShowModifyOrder.complete(
-               () => _vm.current_order.Value.Key,
-               can_execute: () => {
-                  if (_vm.current_order.HasValue) {
-                     return _vm.current_order.Value.State.Status == bts.api.orderman.OrderStatus.Working;
-                  }
-                  return false;
-               }
-            );
+         var toggle_show_right_panel_command = new SparkCommandCommand(
+            get_toggle_show_right_panel_cmd_title(),
+            Icons.ModifyOrder,
+            _vm.toggle_show_right_panel_cmd,
+            OrderBookView.KeyboardShortcuts.ToggleShowRightPanel) {
+            group = CommandGroups.Modify,
+            show_in_toolbar = false
+         };
 
-         _cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
+         var cancel_buy_orders_command = SparkCommands.CancelBuyOrders.complete(
             _model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Buy).Select(o => o.order.Key)),
             wbids => wbids.Any(),
             () => {
@@ -97,8 +91,9 @@ namespace mbts.spark {
                return resp == BTSMessageBoxButtons.Yes;
             }
          );
+         cancel_buy_orders_command.group = CommandGroups.Cancel;
 
-         _cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
+         var cancel_sell_orders_command = SparkCommands.CancelSellOrders.complete(
             _model.working_orders.Select(os => os.Values.Where(o => o.order.side() == Side.Sell).Select(o => o.order.Key)),
             wasks => wasks.Any(),
             () => {
@@ -110,8 +105,9 @@ namespace mbts.spark {
                return resp == BTSMessageBoxButtons.Yes;
             }
          );
+         cancel_sell_orders_command.group = CommandGroups.Cancel;
 
-         _cancel_all_orders_command = SparkCommands.CancelOrders.complete(
+         var cancel_all_orders_command = SparkCommands.CancelOrders.complete(
             _model.working_orders.Select(os => os.Select(o => o.Key)),
             worders => worders.Any(),
             () => {
@@ -123,41 +119,58 @@ namespace mbts.spark {
                return resp == BTSMessageBoxButtons.Yes;
             }
          );
+         cancel_all_orders_command.group = CommandGroups.Cancel;
 
-         _cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
+         var cancel_selected_orders_command = SparkCommands.CancelSelectedOrders.complete(
             () => _vm.selected_orders.Where(x => x.status() == OrderStatus.Working).Select(x => x.Key),
             can_execute: () => _vm.selected_orders.Any(x => x.status() == OrderStatus.Working)
          );
+         cancel_selected_orders_command.group = CommandGroups.Cancel;
 
-         _recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
+         var recreate_selected_orders_command = SparkCommands.RecreateSelectedOrders.complete(
              () =>
-               _vm.selected_orders.Where(x => _passes_recreate_search_criteria(x))
+               _vm.selected_orders.Where(x => passes_recreate_search_criteria(x))
                   .Select(x => (x.Def, x.State.Price, x.State.Quantity - x.State.FilledQuantity)),
-            can_execute: () => _vm.selected_orders.Any(x => _passes_recreate_search_criteria(x))
+            can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
          );
+         recreate_selected_orders_command.group = CommandGroups.Modify;
 
-         _toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
+         var attach_selected_orders_command = new SparkCommandCommand(
+            "Attach To Selected",
+            Icons.AttachAlgos,
+            _vm.begin_attach_cmd,
+            new KeyGesture(Key.A, ModifierKeys.Control | ModifierKeys.Shift));
+         attach_selected_orders_command.group = CommandGroups.Modify;
+
+         var detach_selected_orders_command = new SparkCommandCommand(
+            "Detach Selected",
+            Icons.DetachAlgos,
+            _vm.detach_selected_orders_cmd,
+            new KeyGesture(Key.D, ModifierKeys.Control | ModifierKeys.Shift));
+         detach_selected_orders_command.group = CommandGroups.Modify;
+
+         var toggle_collapse_all_command = new SparkCommandCommand("Collapse All",
            Icons.RightArrow,
            _vm.collapse_all_rows_command);
+         toggle_collapse_all_command.group = CommandGroups.Auxiliary;
 
-         _toggle_expand_all_command = new SparkCommandCommand("Expand All",
+         var toggle_expand_all_command = new SparkCommandCommand("Expand All",
             Icons.DownArrow,
             _vm.expand_all_rows_command);
+         toggle_expand_all_command.group = CommandGroups.Auxiliary;
 
-         _show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
-            var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
+         var show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
+            var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookSettingsVM>(
                _settings_manager,
                us => us.order_book_grid,
                UserSettings.FileExtensions.GRID,
                s => {
                   if (s.general is null)
-                     s = OrderBookWindowFactory.OrderBookStartupData.DefaultGrid;
-                  return _vm.grid_settings_manager.create_vm(
-                     // we need to get the most up to date GridSettings when launching b/c users may
-                     // have changed some settings on the grid directly, like column widths.
-                     s.general.with(_vm.core_columns.Select(c => c.create())),
-                     this.observe_title()
-                  );
+                     s = OrderBookStartupData.DefaultGrid;
+                  // we need to get the most up to date GridSettings when launching b/c users may
+                  // have changed some settings on the grid directly, like column widths.
+                  s.general = s.general.with(_vm.core_columns.Select(c => c.create()));
+                  return _vm.grid_settings_manager.create_vm(s, this.observe_title());
                }
             );
             // TODO: bind to main window's Title
@@ -168,32 +181,61 @@ namespace mbts.spark {
             gs_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
             return dialog;
          }));
+         show_grid_settings_command.group = CommandGroups.Auxiliary;
 
-      _commands = new SparkCommand[] {
-            _show_fills_command,
-            _modify_order_command,
-            _cancel_selected_orders_command,
-            _cancel_buy_orders_command,
-            _cancel_sell_orders_command,
-            _cancel_all_orders_command,
-            _recreate_selected_orders_command,
-            _toggle_collapse_all_command,
-            _toggle_expand_all_command,
-            _show_grid_settings_command
+         _commands = new SparkCommand[] {
+            toggle_show_right_panel_command,
+            attach_selected_orders_command,
+            detach_selected_orders_command,
+            recreate_selected_orders_command,
+            cancel_selected_orders_command,
+            cancel_buy_orders_command,
+            cancel_sell_orders_command,
+            cancel_all_orders_command,
+            toggle_collapse_all_command,
+            toggle_expand_all_command,
+            show_grid_settings_command,
+            // hidden cmds (i.e., keyboard shortcuts at window level)
+            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.ModifyOrders, null, _vm.modify_selected_orders_cmd, OrderBookView.KeyboardShortcuts.ModifyOrders)),
+            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders))
          };
-         _vm.selected_order_changed += _vm_selected_order_changed;
+         _vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.show_right_panel))
+            .Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title());
+         _vm.selected_order_changed += vm_selected_order_changed;
+         // local methods
+         string get_toggle_show_right_panel_cmd_title() =>
+            _vm.show_right_panel ? OrderBookView.CommandDescriptions.HideRightPanel : OrderBookView.CommandDescriptions.ShowRightPanel;
+
+         SparkCommand hidden_cmd(SparkCommand cmd) {
+            cmd.show_in_context_menu = false;
+            cmd.show_in_toolbar = false;
+            return cmd;
+         }
+
+         bool passes_recreate_search_criteria(OrderRecordImmutable record) =>
+            (record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error) &&
+            !record.has_parent() &&
+            record.State.Quantity > record.State.FilledQuantity;
+
+         void vm_selected_order_changed(OrderRecordImmutable? e) {
+            cancel_selected_orders_command.raiseCanExecuteChanged();
+            recreate_selected_orders_command.raiseCanExecuteChanged();
+            attach_selected_orders_command.raiseCanExecuteChanged();
+            detach_selected_orders_command.raiseCanExecuteChanged();
+         }
       }
 
-      private bool _passes_recreate_search_criteria(OrderRecordImmutable record) {
-         return (record.status() == OrderStatus.Canceled || record.status() == OrderStatus.Error)
-            && !record.has_parent() 
-            && record.State.Quantity > record.State.FilledQuantity;
-      }
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         Disposable.replace(ref _attachment_exit_sub, parent_view.SubscribePreviewKeyDown((s, e) => {
+            if (e.Key == Key.Escape || (e.Key == Key.Z && KeyboardExtensions.IsCtrlDown()))
+               _vm.is_attaching_orders = false;
+         }));
 
-      private void _vm_selected_order_changed(OrderRecordImmutable? e) {
-            _modify_order_command.raiseCanExecuteChanged();
-            _cancel_selected_orders_command.raiseCanExecuteChanged();
-            _recreate_selected_orders_command.raiseCanExecuteChanged();
+      static class CommandGroups {
+         public const string
+            Modify = nameof(Modify),
+            Cancel = nameof(Cancel),
+            Auxiliary = nameof(Auxiliary);
       }
    }
 }

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

@@ -1,24 +1,15 @@
 using bts.api;
-using bts.api.orderman;
+using bts.shell.orderbook;
 using bts.spark;
-using bts.utils;
-using mbts;
 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.Reactive.Linq;
 using System.Threading.Tasks;
-using System.Windows;
-using static mbts.spark.OrderBookView;
 
 namespace bts.shell {
-   internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookWindowFactory.OrderBookStartupData> {
+   internal class OrderBookWindowFactory : ShellWindowFactory<OrderBookStartupData> {
       readonly IBus _bus;
       readonly INotificationService _notification_service;
       readonly INotificationServiceDataCache _notification_service_data_cache;
@@ -46,223 +37,5 @@ namespace bts.shell {
          var w = await load(startup_data);
          _bus.post(SparkTags.ShowWindow, w);
       }
-
-      [ProtoContract]
-      public class OrderBookStartupData {
-         //[ProtoMember(5)]
-         //public readonly List<SortingCriteria> sort_criteria;
-         [ProtoMember(10)]
-         public FilterStates filters;
-         [ProtoMember(15)]
-         [Obsolete]
-         public GridSettings grid;
-         [ProtoMember(20)]
-         [Obsolete]
-         List<OrderRecordTuplePredicateAnimations> _predicate_animations;
-         [ProtoMember(25)]
-         public bool use_defaults;
-
-         public OrderBookStartupData() { }
-
-         public OrderBookStartupData(FilterStates filters, GridSettings grid = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
-            this.filters = filters;
-            this.use_defaults = use_defaults;
-#pragma warning disable CS0612 // Type or member is obsolete
-            this.grid = grid;
-            _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
-            if (predicate_animations != null)
-               _predicate_animations.AddRange(predicate_animations);
-#pragma warning restore CS0612 // Type or member is obsolete
-         }
-
-#pragma warning disable CS0612 // Type or member is obsolete
-         [Obsolete]
-         public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
-         public OrderBookGridSettings grid_settings_wrapper() => use_defaults ? null : new OrderBookGridSettings(grid, predicate_animations);
-#pragma warning restore CS0612 // Type or member is obsolete
-
-         public static OrderBookStartupData Default =>
-           new OrderBookStartupData(
-              new FilterStates {
-                 statuses = new[] { OrderStatus.Working }
-              }, _default_general_grid, use_defaults: true);
-
-         public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid);
-
-         static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);
-         public static GridSettings default_mini_grid => GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion);
-
-
-         static class DefaultColumns {
-            public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
-            public static GridColumnSettings symbol => new GridColumnSettings(Columns.Symbol.ToString(), DIYGrid.DefaultColumnHeaders.Symbol, width: DIYGrid.DefaultColumnWidths.Symbol);
-            public static GridColumnSettings time_created => new GridColumnSettings(Columns.Time.ToString(), "Time", width: DIYGrid.DefaultColumnWidths.Time);
-            public static GridColumnSettings last_change => new GridColumnSettings(Columns.LastChange.ToString(), "Last Change", width: DIYGrid.DefaultColumnWidths.Time);
-            public static GridColumnSettings user => new GridColumnSettings(Columns.User.ToString(), DIYGrid.DefaultColumnHeaders.User, width: DIYGrid.DefaultColumnWidths.User);
-            public static GridColumnSettings account => new GridColumnSettings(Columns.Account.ToString(), DIYGrid.DefaultColumnHeaders.Account, width: DIYGrid.DefaultColumnWidths.Account);
-            public static GridColumnSettings exchange => new GridColumnSettings(Columns.Exchange.ToString(), DIYGrid.DefaultColumnHeaders.Exchange, width: DIYGrid.DefaultColumnWidths.Exchange);
-            public static GridColumnSettings time_in_force => new GridColumnSettings(Columns.TimeInForce.ToString(), DIYGrid.DefaultColumnHeaders.TimeInForce, width: DIYGrid.DefaultColumnWidths.TimeInForce);
-            public static GridColumnSettings order_type => new GridColumnSettings(Columns.OrderType.ToString(), DIYGrid.DefaultColumnHeaders.OrderType, width: DIYGrid.DefaultColumnWidths.OrderType);
-            public static GridColumnSettings sub_type => new GridColumnSettings(Columns.SubType.ToString(), "Sub Type", width: 80);
-            public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side);
-            public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80);
-            public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage);
-            public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey);
-            public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
-            public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);
-
-            public static IEnumerable<SortingCriteria> sorting_criterion {
-               get {
-                  yield return new SortingCriteria(time_created.id, false);
-               }
-            }
-
-            public static IEnumerable<GridColumnSettings> all {
-               get {
-                  yield return security;
-                  yield return symbol;
-                  yield return time_created;
-                  yield return last_change;
-                  yield return user;
-                  yield return account;
-                  yield return exchange;
-                  yield return time_in_force;
-                  yield return order_type;
-                  yield return sub_type;
-                  yield return side;
-                  yield return quantity;
-                  yield return price;
-                  yield return filled_quantity;
-                  yield return avg_price;
-                  yield return last_price;
-                  yield return status;
-                  yield return last_message;
-                  yield return security_key;
-                  yield return order_key;
-                  yield return parent_key;
-               }
-            }
-
-            private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
-               time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key
-            };
-
-            public static IEnumerable<GridColumnSettings> mini {
-               get {
-                  foreach (var col_setting in all) {
-                     if (_mini_mode_columns_to_hide.Contains(col_setting)) {
-                        yield return col_setting.with(is_visible: false);
-                     } else {
-                        yield return col_setting;
-                     }
-                  }
-               }
-            }
-         }
-      }
-
-      [ProtoContract]
-      public class FilterStates : IEquatable<FilterStates> {
-         [ProtoMember(1)]
-         public SecurityCriteria security_criteria;
-         [ProtoMember(2)]
-         public string order_key_regex;
-         [ProtoMember(3)]
-         public TimeFilterTuple time_created;
-         [ProtoMember(4)]
-         public string[] users;
-         [ProtoMember(5)]
-         public string[] accounts;
-         [ProtoMember(6)]
-         public Venue[] exchanges;
-         [ProtoMember(7)]
-         public api.orderman.TimeInForce[] tifs;
-         [ProtoMember(8)]
-         public api.orderman.CustomOrderDefinition.CustomOneofCase[] order_types;
-         [ProtoMember(9)]
-         public Side[] sides;
-         [ProtoMember(10)]
-         public UIntMinMaxState qty;
-         [ProtoMember(11)]
-         public DoubleMinMaxState price;
-         [ProtoMember(12)]
-         public UIntMinMaxState qty_filled;
-         [ProtoMember(13)]
-         public DoubleMinMaxState avg_price;
-         [ProtoMember(14)]
-         public DoubleMinMaxState last_price;
-         [ProtoMember(15)]
-         public api.orderman.OrderStatus[] statuses;
-         [ProtoMember(16)]
-         public string exchange_message_regex;
-         [ProtoMember(17)]
-         public TimeFilterTuple last_change;
-         //[ProtoMember(18)]
-         //public string security_regex;
-         [ProtoMember(19)]
-         public api.orderman.OrderSubType[] order_sub_types;
-         [ProtoMember(20)]
-         public string[] symbols;
-
-         public bool Equals(FilterStates other) =>
-            other != null &&
-            security_criteria.safe_equals(other.security_criteria) &&
-            order_key_regex == other.order_key_regex &&
-            time_created.Equals(other.time_created) &&
-            EqualityComparer.safe_sequence_equals(users, other.users) &&
-            EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
-            EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
-            EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
-            EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
-            EqualityComparer.safe_sequence_equals(sides, other.sides) &&
-            qty.safe_equals(other.qty) &&
-            price.safe_equals(other.price) &&
-            qty_filled.safe_equals(other.qty_filled) &&
-            avg_price.safe_equals(other.avg_price) &&
-            last_price.safe_equals(other.last_price) &&
-            EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
-            exchange_message_regex == other.exchange_message_regex &&
-            last_change.Equals(other.last_change) &&
-            EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
-            EqualityComparer.safe_sequence_equals(symbols, other.symbols);
-      }
-
-      [ProtoContract]
-      public class OrderBookGridSettings : IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>, IEquatable<OrderBookGridSettings> {
-         [ProtoMember(1)]
-         public GridSettings general { get; set; }
-         [ProtoMember(2)]
-         List<OrderRecordTuplePredicateAnimations> _predicate_animations;
-
-         public OrderBookGridSettings() { }
-         public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
-            this.general = general;
-            _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
-            if (predicate_animations != null)
-               _predicate_animations.AddRange(predicate_animations);
-         }
-
-         public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
-         IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
-
-         public OrderBookGridSettings with(GridSettings general) =>
-            new OrderBookGridSettings(general ?? this.general, predicate_animations);
-
-         public bool Equals(OrderBookGridSettings other) =>
-            other != null &&
-            EqualityComparer.null_check_equals(general, other.general) &&
-            EqualityComparer.safe_sequence_equals(predicate_animations, other.predicate_animations);
-
-         public override bool Equals(object obj) => Equals(obj as OrderBookGridSettings);
-         public override int GetHashCode() =>
-            EqualityComparer.aggregate_hash(
-               EqualityComparer.safe_get_hash_code(general),
-               EqualityComparer.safe_aggregate_hash(predicate_animations));
-      }
    }
-}
+}

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

@@ -0,0 +1,19 @@
+using mbts.ui;
+using ProtoBuf;
+using System.Collections.Generic;
+using GridSettings = mbts.ui.settings.GridSettings;
+
+namespace bts.shell.orderbook {
+   [ProtoContract]
+   class OrderBookFillsGridSettings {
+      [ProtoMember(1)]
+      public GridSettings general { get; set; }
+      [ProtoMember(2)]
+      public FillsWindowFactory.FilterStates filters { get; set; }
+      [ProtoMember(3)]
+      public List<SortingCriteria> sorting_criterion { get; set; }
+
+      public FillsWindowFactory.StartupData to_startup_data() =>
+         new FillsWindowFactory.StartupData(null, sorting_criterion, filters, general);
+   }
+}

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

@@ -0,0 +1,201 @@
+using bts.api;
+using bts.api.orderman;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.orderbook {
+   [ProtoContract]
+   class FilterStates : IEquatable<FilterStates> {
+      [ProtoMember(1)]
+      public SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      public string order_key_regex;
+      [ProtoMember(3)]
+      public TimeFilterTuple time_created;
+      [ProtoMember(4)]
+      public string[] users;
+      [ProtoMember(5)]
+      public string[] accounts;
+      [ProtoMember(6)]
+      public Venue[] exchanges;
+      [ProtoMember(7)]
+      public TimeInForce[] tifs;
+      //[ProtoMember(8)]
+      //public CustomOrderDefinition.CustomOneofCase[] order_types;
+      [ProtoMember(23)]
+      public AlgoID[] order_types;
+      [ProtoMember(24)]
+      public AlgoID[] root_algo_types;
+      [ProtoMember(9)]
+      public Side[] sides;
+      [ProtoMember(10)]
+      public UIntMinMaxState qty;
+      [ProtoMember(11)]
+      public DoubleMinMaxState price;
+      [ProtoMember(12)]
+      public UIntMinMaxState qty_filled;
+      [ProtoMember(13)]
+      public DoubleMinMaxState avg_price;
+      [ProtoMember(14)]
+      public DoubleMinMaxState last_price;
+      [ProtoMember(15)]
+      public OrderStatus[] statuses;
+      [ProtoMember(16)]
+      public string exchange_message_regex;
+      [ProtoMember(17)]
+      public TimeFilterTuple last_change;
+      //[ProtoMember(18)]
+      //public string security_regex;
+      [ProtoMember(19)]
+      public api.orderman.OrderSubType[] order_sub_types;
+      [ProtoMember(20)]
+      public string[] symbols;
+      [ProtoMember(21)]
+      public string parent_key_regex;
+      [ProtoMember(22)]
+      public string attached_target_order_key_regex;
+
+      public bool Equals(FilterStates other) =>
+         other != null &&
+         security_criteria.safe_equals(other.security_criteria) &&
+         order_key_regex == other.order_key_regex &&
+         parent_key_regex == other.parent_key_regex &&
+         attached_target_order_key_regex == other.attached_target_order_key_regex &&
+         time_created.Equals(other.time_created) &&
+         EqualityComparer.safe_sequence_equals(users, other.users) &&
+         EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
+         EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
+         EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
+         EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
+         EqualityComparer.safe_sequence_equals(root_algo_types, other.root_algo_types) &&
+         EqualityComparer.safe_sequence_equals(sides, other.sides) &&
+         qty.safe_equals(other.qty) &&
+         price.safe_equals(other.price) &&
+         qty_filled.safe_equals(other.qty_filled) &&
+         avg_price.safe_equals(other.avg_price) &&
+         last_price.safe_equals(other.last_price) &&
+         EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
+         exchange_message_regex == other.exchange_message_regex &&
+         last_change.Equals(other.last_change) &&
+         EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
+         EqualityComparer.safe_sequence_equals(symbols, other.symbols);
+
+      public override bool Equals(object obj) => Equals(obj as FilterStates);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            security_criteria?.GetHashCode() ?? 0,
+            order_key_regex?.GetHashCode() ?? 0,
+            parent_key_regex?.GetHashCode() ?? 0,
+            attached_target_order_key_regex?.GetHashCode() ?? 0,
+            time_created.GetHashCode(),
+            EqualityComparer.safe_aggregate_hash(users),
+            EqualityComparer.safe_aggregate_hash(accounts),
+            EqualityComparer.safe_aggregate_hash(exchanges),
+            EqualityComparer.safe_aggregate_hash(tifs),
+            EqualityComparer.safe_aggregate_hash(order_types),
+            EqualityComparer.safe_aggregate_hash(root_algo_types),
+            EqualityComparer.safe_aggregate_hash(sides),
+            qty?.GetHashCode() ?? 0,
+            price?.GetHashCode() ?? 0,
+            qty_filled?.GetHashCode() ?? 0,
+            avg_price?.GetHashCode() ?? 0,
+            last_price?.GetHashCode() ?? 0,
+            EqualityComparer.safe_aggregate_hash(statuses),
+            exchange_message_regex?.GetHashCode() ?? 0,
+            last_change.GetHashCode(),
+            EqualityComparer.safe_aggregate_hash(order_sub_types),
+            EqualityComparer.safe_aggregate_hash(symbols));
+   }
+
+   static class FilterStatesExtensions {
+      public static Func<OrderSecurityAlgoMeta, bool> build_predicate(this FilterStates fs) {
+         var predicates = new List<Func<OrderSecurityAlgoMeta, bool>>();
+         // security
+         if (fs.security_criteria?.is_defined() ?? false)
+            predicates.Add(o => o.security.HasValue && ContractPickerModel.security_in_criteria(fs.security_criteria, o.security.Value));
+         // regex
+         add_regex(fs.order_key_regex, o => o.order.Key.ToString());
+         add_regex(fs.exchange_message_regex, o => o.order.State.LastMsg);
+         add_regex(fs.attached_target_order_key_regex, o => o.order.attached_target_order_key().ToString());
+         add_regex(fs.parent_key_regex, o => o.order.ParentKey.ToString());
+         // time
+         add_time_filter(fs.time_created, o => o.order.created());
+         add_time_filter(fs.last_change, o => o.order.last_change());
+         // discrete values
+         add_discrete_values(fs.users, o => o.order.user());
+         add_discrete_values(fs.accounts, o => o.order.account());
+         add_discrete_values(fs.exchanges, o => o.security?.Exchange ?? Venue.Unset);
+         add_discrete_values(fs.tifs, o => o.order.time_in_force());
+         add_discrete_values(fs.order_types, o => AlgoID.from_order_def(o.order.Def));
+         add_discrete_values(fs.root_algo_types, o => AlgoID.from_algo_key(o.root_algo.key));
+         add_discrete_values(fs.order_sub_types, o => o.order.sub_type());
+         add_discrete_values(fs.sides, o => o.order.side());
+         add_discrete_values(fs.statuses, o => o.order.status());
+         add_discrete_values(fs.symbols, o => o.security?.Symbol);
+         // numeric
+         add_numeric(fs.qty, o => o.order.quantity());
+         add_numeric(fs.price, o => o.order.price());
+         add_numeric(fs.qty_filled, o => o.order.filled());
+         add_numeric(fs.avg_price, o => o.order.avg_price());
+         add_numeric(fs.last_price, o => o.order.last_price());
+         return predicates.Count == 0 ? null : new Func<OrderSecurityAlgoMeta, bool>(o => predicates.All(p => p(o)));
+         // local methods (impl)
+         void add_regex(string str, Func<OrderSecurityAlgoMeta, string> selector) {
+            var regex = RegexFilterUtils.build_regex(str);
+            if (regex == null)
+               return;
+            predicates.Add(impl);
+            bool impl(OrderSecurityAlgoMeta o) => regex.IsMatch(selector(o) ?? string.Empty);
+         }
+         void add_time_filter(TimeFilterTuple t, Func<OrderSecurityAlgoMeta, DateTime> selector) {
+            if (!t.is_active)
+               return;
+            var dt_pred = TimeFilterUtils.build_predicate(t);
+            predicates.Add(impl);
+            bool impl(OrderSecurityAlgoMeta o) => dt_pred(selector(o));
+         }
+         void add_discrete_values<T>(T[] values, Func<OrderSecurityAlgoMeta, T> selector) {
+            if (values.is_null_or_empty())
+               return;
+            if (values.Length < 16) {
+               predicates.Add(impl);
+               bool impl(OrderSecurityAlgoMeta o) => values.Contains(selector(o));
+            } else {
+               var set = new HashSet<T>(values);
+               predicates.Add(impl);
+               bool impl(OrderSecurityAlgoMeta o) => set.Contains(selector(o));
+            }
+         }
+         void add_numeric<T>(IMinMaxState<T> value, Func<OrderSecurityAlgoMeta, T> selector) where T : struct, IComparable<T> {
+            if (value == null)
+               return;
+            if (value.minimum.active) {
+               var min = value.minimum.value.Value;
+               if (value.maximum.active) {
+                  var max = value.maximum.value.Value;
+                  predicates.Add(impl);
+                  bool impl(OrderSecurityAlgoMeta o) {
+                     var v = selector(o);
+                     return min.CompareTo(v) <= 0 && max.CompareTo(v) >= 0;
+                  }
+               } else {
+                  predicates.Add(impl);
+                  bool impl(OrderSecurityAlgoMeta o) => min.CompareTo(selector(o)) <= 0;
+               }
+            } else if (value.maximum.active) {
+               var max = value.maximum.value.Value;
+               predicates.Add(impl);
+               bool impl(OrderSecurityAlgoMeta o) => max.CompareTo(selector(o)) >= 0;
+            }
+         }
+      }
+   }
+}

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

@@ -0,0 +1,60 @@
+using bts.api.orderman;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using GridSettings = mbts.ui.settings.GridSettings;
+
+namespace bts.shell.orderbook {
+   enum AlgoTreeDisplayMode {
+      FullTree,
+      RootAndLeafNodes
+   }
+
+   [ProtoContract]
+   class OrderBookGridSettings : IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>, IEquatable<OrderBookGridSettings> {
+      const AlgoTreeDisplayMode _default_algo_tree_display_mode = AlgoTreeDisplayMode.FullTree;
+      // general
+      [ProtoMember(1)]
+      public GridSettings general { get; set; }
+      // predicate animations
+      [ProtoMember(2)]
+      List<OrderRecordTuplePredicateAnimations> _predicate_animations;
+      // algo tree display mode
+      [ProtoMember(3)]
+      [DefaultValue(_default_algo_tree_display_mode)]
+      public AlgoTreeDisplayMode algo_tree_display_mode { get; set; }
+
+      public OrderBookGridSettings() =>
+         algo_tree_display_mode = _default_algo_tree_display_mode;
+
+      public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
+         this.general = general;
+         _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
+         if (predicate_animations != null)
+            _predicate_animations.AddRange(predicate_animations);
+      }
+
+      public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
+      IEnumerable<IPredicateAnimationsData<OrderSecurity, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderSecurity, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
+
+      public OrderBookGridSettings with(GridSettings general) =>
+         new OrderBookGridSettings(general ?? this.general, predicate_animations);
+
+      public bool Equals(OrderBookGridSettings other) =>
+         other != null &&
+         algo_tree_display_mode == other.algo_tree_display_mode &&
+         EqualityComparer.null_check_equals(general, other.general) &&
+         EqualityComparer.safe_sequence_equals(predicate_animations, other.predicate_animations);
+
+      public override bool Equals(object obj) => Equals(obj as OrderBookGridSettings);
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            EqualityComparer.safe_get_hash_code(general),
+            EqualityComparer.safe_aggregate_hash(predicate_animations));
+   }
+}