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

updating submodule to latest
import compute_synthetic_book method from spartan
2021-03-18 16:22:27 -04:00 · 2021-03-18 16:22:12 -04:00 · 2020-12-08 23:00:18 -06:00 · 2020-12-08 22:52:28 -06:00 · 2020-10-15 14:24:02 -04:00 · 2020-10-15 14:18:57 -04:00
591 changed files with 167034 additions and 6850 deletions
@@ -34,3 +34,7 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+*.rej
+/build
+.clangd/
+*CMakeDeps.cmake
@@ -1,13 +1,41 @@
 {
    "version": "0.2.0",
    "configurations": [
+        {
+            "name": "Spark Local",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
+            "args": [
+                "run",
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/server/",
+            "environment": [
+                { "name": "TZ", "value": "America/Chicago" }
+            ],
+            "externalConsole": false,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
        {
            "name": "SparkVM Launch",
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
            "args": [
-                "run"
+                "test",
+                "-a",
+                "[ilink3]"
            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
@@ -41,6 +41,7 @@ else ()
                               -Wno-missing-braces -Wno-ignored-qualifiers \
                               --std=c++17 -fdiagnostics-color")
  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
@@ -55,7 +56,7 @@ else ()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
    COMMENT "Creating server runtime layout"
@@ -5,7 +5,7 @@ weight = 10

 # C#/.NET

-We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://nuget.org) to get started.
+We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.

 ```
 dotnet new console -lang c#
@@ -124,4 +124,17 @@ service OrderService {
 ```
 ### C++ Example
 ```cpp
+#include "lib/api/public/ServiceContext.h"
+#include "lib/api/services/OrderService.client.pb.h"
+using namespace bts::api;
+ServiceContext ctx;
+auto orders = ctx.locate<orderman::OrderService>();
+auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
+  std::cout 
+    << "Added " << update.added().size() << " items, "
+    << "Removed " << update.removed().size() << " items, "
+    << "Updated " << update.updated().size() << " items, "
+    << "Total items " << update.all().size() << std::endl;
+});
+std::this_thread::sleep_for(std::chrono::minutes(5));
 ```
@@ -1,3 +1,51 @@
 +++
 title = "Market Data"
-+++
+++
+
+
+Use the MarketDataService to subscribe enumerate all available securities.
+
+```cs
+using System;
+using System.Threading;
+using bts.api;
+using bts.api.core;
+
+namespace sample {
+   class Program {
+      static void Main(string[] args) {
+         using var context = new ServiceContext();
+         var md = context.locate<MarketDataService>();
+         using var sub = md.subscribe_securities().Subscribe(update => {
+            foreach (var security in update.added) {
+               Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
+            }
+         });
+
+         Thread.Sleep(TimeSpan.FromMinutes(5));
+      }
+   }
+}
+```
+
+```cpp
+#include "lib/api/public/ServiceContext.h"
+#include "spark/lib/domain_model/Security.h"
+#include "lib/api/services/MarketDataService.client.pb.h"
+#include <thread>
+
+using namespace bts::api;
+
+int main(int argc, char** argv) {
+   ServiceContext ctx;
+   auto md_service = ctx.locate<bts::api::MarketDataService>();
+   auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
+      for (const auto& s : update.added()) {
+         std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
+      }
+   });
+
+   std::this_thread::sleep_for(std::chrono::minutes(5));
+   return 0;
+}
+```
@@ -68,12 +68,21 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://

 To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.

-<!--
-Then stop, remove and restart spark_sdk.
+### Re-build the Dev Container
+
+If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
+
+#### Inside VSCode
+To re-build from inside Visual Studio Code.  Click the 'Remote Explorer' icon on the left hand side. 
+You should see your spark_sdk project listed under the Containers section.  Right click on it and select **rebuild-container**.
+
+#### Command Line
+To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image. 
 ```
-c:\bts> docker stop spark_sdk
-c:\bts> docker rm spark_sdk
-c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
+CONTAINER ID        IMAGE                          COMMAND                  CREATED              STATUS                      PORTS                                NAMES
+54d96cfa3888        spark_sdk                      "/bin/sh -c 'echo Co…"   About a minute ago   Up About a minute           127.0.0.1:9000-9001->9000-9001/tcp   quizzical_lichterman
+```
+Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888)  or `docker rm quizzical_lichterman` (use your container name).
+

-``` -->

@@ -73,7 +73,7 @@
                            <p>
                                The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
                            </p>
-                            <a href="" class="button">Get started</a>
+                            <a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
                        </div>
                        
                    </div>
@@ -1 +1 @@
-set(sources /spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/pfisher/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -1,9 +1,29 @@
-+++
+++
 title = "Release notes"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.16.2
+### User Visible Change
+  - Synthetic creation dialog has a "fractional" checkbox next to the tick settings.  Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
+## 2.16.1
+### Bug Fixes
+  - OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
+## 2.16.0
+### Bug Fixes
+  - Solved an issue that could result in incorrect ladder levels
+  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
+### API Changes
+  - Add C# client side API samples for order entry, position monitoring and market data observation
+
+## 2.15.10
+### Bug Fixes
+  - Solved an issue that could cause the user interface to fail when playing some alert sounds
+### API Changes
+  - Added settlement and position information to the API
+  - Added the ability for user algos to report custom state to the user interface
+  - Added the ability for algos to discover all active securities
 ## 2.15.3
 ### Bug Fixes
  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
@@ -708,3 +728,4 @@ insert_anchor_links = "right"
 - Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
 - Corrected cash per point values, used in pnl calculations, for a number of products
 - PnL report will now remember any customizations you make to filtering and/or sorting criteria
+
@@ -0,0 +1,6 @@
+{
+  "sdk": {
+    "version": "2.1.508",
+    "rollForward": "latestMajor"
+  }
+}
@@ -22,6 +22,10 @@
    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>

+<PropertyGroup Condition="'$(VCTargetsPath)'==''">
+    <VCTargetsPath>C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\IDE\VC\VCTargets</VCTargetsPath>
+</PropertyGroup>
+
 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />

 <ItemGroup>
@@ -0,0 +1,193 @@
+using bts;
+using bts.api;
+using bts.api.core;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Text.RegularExpressions;
+using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
+
+namespace mbts.spark {
+   class AlgoProviderFactory {
+      [ImportingConstructor]
+      AlgoProviderFactory(IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
+         var from_conf = config.Configuration.get<bts.config.AlgoTypeRuleSet>();
+         if (from_conf.rules.Count == 0) {
+            // There seems to be a config race bug, where the returned config values are empty, despite having entries in spark.conf.
+            // [John]I've only noticed it happen when attached to the debugger,
+            // but best to have a contingency plan in place anyways, to prevent any chance of regression.
+            // The fallback sets below mimic the old hardcoded algo type arrays.
+            var full_algo_set = new AlgoTypeSetImmutable(
+               ImmutableHashSet.CreateRange(EnumHelper.get_values_except(
+                  // non-factory algos
+                  AlgoType.None,
+                  AlgoType.Dynamic,
+                  AlgoType.Composite,
+                  // obsolete algos
+                  AlgoType.Oco,
+                  AlgoType.TimeBox,
+                  AlgoType.Pricer,
+                  AlgoType.Tick,
+                  AlgoType.Trigger,
+                  AlgoType.QueueHolder)),
+               ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
+            var rules = new[] {
+               // Glbx: Futures/Spreads
+               new SecurityAlgoTypeSetImmutable(
+                  new SecurityCriteriaClause(
+                     exchanges: new[] { Venue.Glbx },
+                     security_types: new[] { SecurityType.Future, SecurityType.Spread }),
+                  new AlgoTypeSetImmutable(
+                     full_algo_set.factory_types.Except(new[] { AlgoType.Spreader }),
+                     full_algo_set.dynamic_types)),
+               // Gen: Futures/Spreads
+               new SecurityAlgoTypeSetImmutable(
+                  new SecurityCriteriaClause(
+                     exchanges: EnumHelper.get_values_except(Venue.Glbx, Venue.Unset).ToArray(),
+                     security_types: new[] { SecurityType.Future, SecurityType.Spread }),
+                  new AlgoTypeSetImmutable(
+                     full_algo_set.factory_types.Except(new[] { AlgoType.Spreader, AlgoType.GlbxIceberg }),
+                     full_algo_set.dynamic_types)),
+               // Gen: Synthetics
+               new SecurityAlgoTypeSetImmutable(
+                  new SecurityCriteriaClause(
+                     security_types: new[] { SecurityType.Synthetic }),
+                  new AlgoTypeSetImmutable(
+                     ImmutableHashSet.CreateRange(new[] {
+                        AlgoType.Spreader,
+                        AlgoType.Iceberg,
+                        AlgoType.Lean,
+                        AlgoType.Join,
+                        AlgoType.Cover,
+                        AlgoType.Offset,
+                        AlgoType.Top,
+                        AlgoType.Splitter,
+                        AlgoType.Scratch,
+                        AlgoType.Prorata
+                     }),
+                  full_algo_set.dynamic_types))
+             };
+            // attachable
+            var attachable_algos =
+               ImmutableHashSet.CreateRange(new[] {
+                  AlgoType.Iceberg,
+                  AlgoType.Lean,
+                  AlgoType.Join,
+                  AlgoType.Cover,
+                  AlgoType.Top,
+                  AlgoType.Offset,
+                  AlgoType.Scratch,
+                  AlgoType.Prorata
+               });
+            var attachable_rules = Array.ConvertAll(rules,
+               satsi => new SecurityAlgoTypeSetImmutable(
+                  satsi.security_criteria,
+                  new AlgoTypeSetImmutable(
+                     satsi.algo_type_set.factory_types.Intersect(attachable_algos),
+                     satsi.algo_type_set.dynamic_types)));
+
+            Log.Config.warn($"Failed to load AlgoTypes config, falling back to the following algo set rules:" +
+               "\n\tStandard\n" +
+               rules.fmt_diagnostic("\n\t\t") +
+               "\n\n\tAttachable\n" +
+               attachable_rules.fmt_diagnostic("\n\t\t"));
+
+            security_algo_provider = new AlgoProvider(rules, studio_model, dynamic_helper, security_auxiliary_model);
+            attachable_algo_provider = new AttachableAlgoProvider(attachable_rules, studio_model, dynamic_helper, security_auxiliary_model);
+         } else {
+            var algo_type_data =
+               EnumHelper.get_values_except(AlgoType.Dynamic, AlgoType.Composite, AlgoType.None)
+              .Select(t => _get_type_data(t))
+              .Concat(dynamic_helper.dynamic_types.Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
+              .ToListLazy();
+            var conf_sets = from_conf.rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
+            security_algo_provider = new AlgoProvider(conf_sets.Select(tup => tup.standard).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
+            attachable_algo_provider = new AttachableAlgoProvider(conf_sets.Select(tup => tup.attachable).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
+         }
+      }
+
+      [Export]
+      public IAlgoProvider security_algo_provider { get; }
+      [Export]
+      public IAttachableAlgoProvider attachable_algo_provider { get; }
+
+      static (string name, AlgoType factory, string dynamic) _get_type_data(AlgoType type, string dynamic_type = null) {
+         string type_name = type.ToString();
+         return (type_name, type, dynamic_type ?? type_name);
+      }
+
+      static SecurityCriteriaClause _to_clause(bts.config.AlgoTypeContext context) =>
+         context == null ?
+            new SecurityCriteriaClause() :
+            new SecurityCriteriaClause(
+               exchanges: context.exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
+               security_types: context.security_types?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
+               symbols: context.symbols?.ToArray());
+
+      static (SecurityAlgoTypeSetImmutable standard, SecurityAlgoTypeSetImmutable attachable) _to_security_algo_set(
+         bts.config.AlgoTypeRule rule,
+         DynamicOrderHelper dynamic_helper,
+         IEnumerable<(string name, AlgoType factory, string dynamic)> algo_type_data) {
+         //
+         var factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
+         var dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
+         var attachable_factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
+         var attachable_dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
+         foreach (var a in rule.algos) {
+            if (Enum.TryParse(a.name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
+               on_sys_match(sys_algo, a.is_attachable);
+            }
+            else if (dynamic_helper.try_parse(a.name, out var dyn_type)) {
+               on_dyn_match(dyn_type, a.is_attachable);
+            } else {
+               foreach (var (name, factory, dynamic) in algo_type_data) {
+                  if (Regex.Match(name, a.name).Success) {
+                     switch (factory) {
+                        case AlgoType.None:
+                        case AlgoType.Composite:
+                           // unexpected, but no need to crash
+                           continue;
+                        case AlgoType.Dynamic:
+                           on_dyn_match(dynamic, a.is_attachable);
+                           break;
+                        default:
+                           on_sys_match(factory, a.is_attachable);
+                           break;
+                     }
+                  }
+               }
+            }
+         }
+         return (
+            // standard
+            new SecurityAlgoTypeSetImmutable(
+               _to_clause(rule.context),
+               new AlgoTypeSetImmutable(
+                  factory_types.ToImmutable(),
+                  dynamic_types.ToImmutable())),
+            // attachable
+            new SecurityAlgoTypeSetImmutable(
+               _to_clause(rule.context),
+            new AlgoTypeSetImmutable(
+               attachable_factory_types.ToImmutable(),
+               attachable_dynamic_types.ToImmutable())));
+
+         // local methods
+         void on_sys_match(AlgoType sys_algo, bool is_attachable) {
+            factory_types.Add(sys_algo);
+            if (is_attachable)
+               attachable_factory_types.Add(sys_algo);
+         }
+         void on_dyn_match(string dyn_algo, bool is_attachable) {
+            dynamic_types.Add(dyn_algo);
+            if (is_attachable)
+               attachable_dynamic_types.Add(dyn_algo);
+         }
+      }
+   }
+}
@@ -0,0 +1,132 @@
+using bts.api.core;
+using bts.api.orderman;
+using mbts.spark.utilities;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Text;
+using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
+
+namespace mbts.spark {
+   readonly struct AlgoTypeSetImmutable {
+      public static readonly AlgoTypeSetImmutable empty = new AlgoTypeSetImmutable(ImmutableHashSet<AlgoType>.Empty, ImmutableHashSet<string>.Empty);
+      public readonly ImmutableHashSet<AlgoType> factory_types;
+      public readonly ImmutableHashSet<string> dynamic_types;
+
+      public AlgoTypeSetImmutable(
+         ImmutableHashSet<AlgoType> factory_types,
+         ImmutableHashSet<string> dynamic_types) {
+         this.factory_types = factory_types;
+         this.dynamic_types = dynamic_types;
+      }
+   }
+
+   readonly struct SecurityAlgoTypeSetImmutable {
+      public readonly SecurityCriteriaClause security_criteria;
+      public readonly AlgoTypeSetImmutable algo_type_set;
+
+      public SecurityAlgoTypeSetImmutable(SecurityCriteriaClause security_criteria, AlgoTypeSetImmutable algo_type_set, CustomOrderDefinitionImmutable? default_algo = null) {
+         this.security_criteria = security_criteria;
+         this.algo_type_set = algo_type_set;
+      }
+   }
+
+   static class AlgoTypeSetExtensions {
+      public static string fmt_diagnostic(this IEnumerable<SecurityAlgoTypeSetImmutable> rules, string line_delim = "\n") {
+         var sb = new StringBuilder();
+         int rule_count = 1;
+         using (var en = rules.GetEnumerator()) {
+            if (en.MoveNext()) {
+               string line_delim_tab1 = line_delim + "\t";
+               string line_delim_tab2 = line_delim + "\t\t";
+               append_rule(en.Current);
+               while (en.MoveNext()) {
+                  sb.AppendLine();
+                  append_rule(en.Current);
+               }
+               //
+               void append_rule(SecurityAlgoTypeSetImmutable r) {
+                  sb.Append(line_delim + $"**RULE {rule_count++}**");
+                  sb.Append(line_delim_tab1);
+                  sb.Append("Security Criteria: ");
+                  sb.Append(r.security_criteria.is_defined ? string.Join("; ", r.security_criteria.fmt_diagnostic_msgs()) : "(Undefined)");
+                  sb.Append(line_delim_tab1);
+                  // Factory
+                  sb.Append("Factory Types:");
+                  sb.Append(line_delim_tab2);
+                  sb.Append(string.Join(line_delim_tab2, r.algo_type_set.factory_types));
+                  sb.Append(line_delim_tab1);
+                  // Dynamic
+                  sb.Append("Dynamic Types:");
+                  sb.Append(line_delim_tab2);
+                  sb.Append(string.Join(line_delim_tab2, r.algo_type_set.dynamic_types));
+               }
+            }
+         }
+         return sb.ToString();
+      }
+
+      public static AlgoTypeSetImmutable intersect_with(this AlgoTypeSetImmutable a, AlgoTypeSetImmutable b) =>
+         new AlgoTypeSetImmutable(a.factory_types.Intersect(b.factory_types), a.dynamic_types.Intersect(b.dynamic_types));
+
+      public static AlgoTypeSetImmutable union_with(this AlgoTypeSetImmutable a, AlgoTypeSetImmutable b) =>
+         new AlgoTypeSetImmutable(a.factory_types.Union(b.factory_types), a.dynamic_types.Union(b.dynamic_types));
+
+      public static IEnumerable<AlgoData> define_algos(
+         this AlgoTypeSetImmutable algo_set,
+         DynamicOrderHelper dynamic_helper,
+         Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
+         uint display_qty_divisor = 1) =>
+         //
+         algo_set.factory_types
+         .Select(algo_type => {
+            var def = OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(algo_type);
+            if (fit_to_type != null)
+               def = fit_to_type(def);
+            // multiply quantity props by display qty divisor to get appropriate actual value 
+            if (display_qty_divisor > 1) {
+               switch (def.CustomCase) {
+                  case AlgoType.Iceberg:
+                     var mdef = def.CloneToMutable();
+                     mdef.Iceberg.ShowQuantity *= display_qty_divisor;
+                     def = new CustomOrderDefinitionImmutable(mdef);
+                     break;
+               }
+            }
+            return def;
+         })
+         .Concat(algo_set.dynamic_types.Select(dynamic_helper.create_custom_defi))
+         .Select(AlgoData.from_custom_def);
+
+      public static ImmutableDictionary<AlgoKey, AlgoData> match_algos(
+         this IEnumerable<SecurityAlgoTypeSetImmutable> security_algo_sets,
+         SecurityCriteriaClause clause,
+         DynamicOrderHelper dynamic_helper,
+         Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
+         uint display_qty_divisor = 1) {
+         //
+         ImmutableDictionary<AlgoKey, AlgoData> rv = null;
+         foreach (var set in security_algo_sets) {
+            if (!clause.is_subset_of(set.security_criteria)) {
+               continue;
+            } else if (rv == null) {
+               rv = ImmutableDictionary.CreateRange(
+                  set.algo_type_set.define_algos(dynamic_helper, fit_to_type, display_qty_divisor)
+                  .Select(a => new KeyValuePair<AlgoKey, AlgoData>(a.key, a)));
+            } else {
+               foreach (var kv in rv) {
+                  if (kv.Value.value.CustomCase == AlgoType.Dynamic) {
+                     if (!set.algo_type_set.dynamic_types.Contains(kv.Value.value.Dynamic.DynamicOrderType))
+                        rv = rv.Remove(kv.Key);
+                  } else if (!set.algo_type_set.factory_types.Contains(kv.Value.value.CustomCase))
+                     rv = rv.Remove(kv.Key);
+               }
+            }
+         }
+         return rv ?? ImmutableDictionary<AlgoKey, AlgoData>.Empty;
+      }
+   }
+}
@@ -0,0 +1,234 @@
+using bts.api;
+using bts.api.core;
+using bts.api.orderman;
+using bts.utils;
+using mbts.spark.utilities;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   interface IAlgoProvider {
+      AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security);
+      AlgoTypeSetImmutable get_permitted_algos(SecurityCriteriaClause clause);
+      IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos();
+      IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security);
+      IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause clause);
+   }
+
+   // This interface is used to distinguish the attachable algo provider
+   // from the standard one wrt MEF export/import.
+   interface IAttachableAlgoProvider : IAlgoProvider { }
+
+   class AlgoProvider : IAlgoProvider {
+      readonly IEnumerable<SecurityAlgoTypeSetImmutable> _security_algo_types;
+      readonly IAlgoStudioModel _studio_model;
+      readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
+      readonly IObservable<TableUpdate<AlgoData, AlgoKey>> _studio_algos_source;
+      readonly DynamicOrderHelper _dynamic_helper;
+      readonly AlgoTypeSetImmutable _full_set;
+
+      public AlgoProvider(IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets, IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
+         _security_algo_types = algo_sets;
+         _studio_model = studio_model;
+         _dynamic_helper = dynamic_helper;
+         _full_set = new AlgoTypeSetImmutable(
+            ImmutableHashSet.CreateRange(
+               EnumHelper.get_values_except(CustomOrderDefinition.CustomOneofCase.None, CustomOrderDefinition.CustomOneofCase.Dynamic, CustomOrderDefinition.CustomOneofCase.Composite)),
+            ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
+         _security_auxiliary_model = security_auxiliary_model;
+         /// initialize <see cref="_studio_algos_source"/> with an empty table, so the
+         /// <see cref="UpdateExtensions.AppendTable{T, TKey}(IObservable{TableUpdate{T, TKey}}, IEnumerable{T})"/>
+         /// calls made by the 'subscribe_algos' methods will fire at least once, even if the underlying
+         /// studio algos stream is empty have been created (this would be the case if the user had not yet created any studio algos).
+         /// <see cref="subscribe_algos"/>,
+         /// <see cref="subscribe_algos(SecurityCriteriaClause)"/>,
+         /// <see cref="subscribe_algos(SecurityImmutable)"/>
+         _studio_algos_source = studio_model.definitions
+            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
+            .Cache();
+      }
+
+      public AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security) =>
+         _security_algo_types.Where(p => p.security_criteria.includes(security))
+            .Select(sec_algos => sec_algos.algo_type_set)
+            .Aggregate(_full_set, (result, algos) => result.intersect_with(algos));
+
+      public AlgoTypeSetImmutable get_permitted_algos(SecurityCriteriaClause clause) =>
+         _security_algo_types.Where(p => p.security_criteria.is_subset_of(clause))
+            .Select(sec_algos => sec_algos.algo_type_set)
+            .Aggregate(_full_set, (result, algos) => result.intersect_with(algos));
+
+      public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos() =>
+         _studio_algos_source
+         .AppendTable(_security_algo_types
+            .Select(s => s.algo_type_set)
+            .Aggregate(AlgoTypeSetImmutable.empty, (a, b) => a.union_with(b))
+            .define_algos(_dynamic_helper));
+
+      public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause security_clause) {
+         var system_algos = _security_algo_types.match_algos(
+            security_clause,
+            _dynamic_helper,
+            def => _fit_to_type(def, security_clause, _security_algo_types));
+
+         return _studio_algos_source.Select(
+            a => (algo: a, fitted_def: _fit_to_type(a.value, security_clause, _security_algo_types)),
+            tup => tup.algo.key)
+         .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), a => a.key)
+         .AppendTable(system_algos.Values);
+      }
+
+      public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security) {
+         var clause = new SecurityCriteriaClause(
+            exchanges: new[] { security.Exchange },
+            security_types: new[] { security.security_type() });
+         // i.e., non-studio algos
+         var system_algos = _security_algo_types.match_algos(
+            clause,
+            _dynamic_helper,
+            def => _fit_to_type(def, security, _security_algo_types),
+            _security_auxiliary_model.get_display_quantity_divisor(security));
+
+         return _studio_algos_source.Select(
+            a => (algo: a, fitted_def: _fit_to_type(a.value, security, _security_algo_types)),
+            tup => tup.algo.key)
+         // filter out algos that use an unsupported root, because this would have the effect of duplicating the default algo
+         // (e.g., GlbxIceberg orders would be converted to Limit/Spreader orders for non-Glbx securities).
+         .Filter(tup => tup.fitted_def.actual().CustomCase == tup.algo.value.actual().CustomCase, tup => tup.algo.key)
+         .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), AlgoData.key_fn)
+         .AppendTable(system_algos.Values);
+      }
+
+      protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) {
+         if (security_clause.security_types.empty_if_null().Contains(Security.ContractOneofCase.Synthetic.security_type())) {
+            mdef.Spreader = new SpreaderOrderDefinition();
+         } else {
+            mdef.Limit = new LimitOrderDefinition();
+         }
+      }
+
+      protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityImmutable security) {
+         if (security.ContractCase == Security.ContractOneofCase.Synthetic) {
+            mdef.Spreader = new SpreaderOrderDefinition {
+               Security = security.CloneToMutable()
+            };
+         } else {
+            mdef.Limit = new LimitOrderDefinition();
+         }
+      }
+
+      CustomOrderDefinitionImmutable _fit_to_type(CustomOrderDefinitionImmutable defi, SecurityCriteriaClause security_clause, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         var mroot = defi.CloneToMutable();
+         if (_fit_to_type(mroot, security_clause, algo_sets)) {
+            defi = new CustomOrderDefinitionImmutable(mroot);
+         }
+         return defi;
+      }
+
+      CustomOrderDefinitionImmutable _fit_to_type(CustomOrderDefinitionImmutable defi, SecurityImmutable security, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         var mroot = defi.CloneToMutable();
+         if (_fit_to_type(mroot, security, algo_sets)) {
+            defi = new CustomOrderDefinitionImmutable(mroot);
+         }
+         return defi;
+      }
+
+      bool _fit_to_type(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         while (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
+            mdef = mdef.Composite.Definition;
+         var sec_sets = algo_sets.Where(s => security_clause.is_subset_of(s.security_criteria));
+         if (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            if (!algo_sets.All(s => s.algo_type_set.dynamic_types.Contains(mdef.Dynamic.DynamicOrderType))) {
+               assign_fallback_algo(mdef, security_clause);
+               return true;
+            }
+         } else if (!sec_sets.All(s => s.algo_type_set.factory_types.Contains(mdef.CustomCase))) {
+            assign_fallback_algo(mdef, security_clause);
+            return true;
+         }
+         return OrderDataHelper.get_child_algo_data(mdef).Count(cad => _fit_to_type(cad.get_child(mdef), security_clause, algo_sets)) > 0;
+      }
+
+      bool _fit_to_type(CustomOrderDefinition mdef, SecurityImmutable security, IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets) {
+         while (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Composite)
+            mdef = mdef.Composite.Definition;
+         var sec_sets = algo_sets.Where(s => s.security_criteria.includes(security));
+         if (mdef.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic) {
+            if (!sec_sets.All(s => s.algo_type_set.dynamic_types.Contains(mdef.Dynamic.DynamicOrderType))) {
+               assign_fallback_algo(mdef, security);
+               return true;
+            }
+         } else if (!sec_sets.All(s => s.algo_type_set.factory_types.Contains(mdef.CustomCase))) {
+            assign_fallback_algo(mdef, security);
+            return true;
+         }
+         return OrderDataHelper.get_child_algo_data(mdef).Count(cad => _fit_to_type(cad.get_child(mdef), security, algo_sets)) > 0;
+      }
+   }
+
+   class AttachableAlgoProvider : AlgoProvider, IAttachableAlgoProvider {
+      public AttachableAlgoProvider(IEnumerable<SecurityAlgoTypeSetImmutable> algo_sets, IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model)
+         : base(algo_sets, studio_model, dynamic_helper, security_auxiliary_model) { }
+
+      // arbitrarily assign LimitOrderDefinition (this is just a placeholder; the real child is the attach target algo).
+      // Note: although 'None' might seem approrpriate, the server requires a valid definition (perhaps this will change in the future).
+      protected override void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) =>
+         mdef.Limit = new LimitOrderDefinition();
+
+      // arbitrarily assign LimitOrderDefinition (this is just a placeholder; the real child is the attach target algo).
+      // Note: although 'None' might seem approrpriate, the server requires a valid definition (perhaps this will change in the future).
+      protected override void assign_fallback_algo(CustomOrderDefinition mdef, SecurityImmutable security) =>
+         mdef.Limit = new LimitOrderDefinition();
+   }
+
+   static class AlgoProviderExtensions {
+      // This stream filters out composite algos that are not subsets of the non-composite algo types in the table
+      // (normally, such composites are 'auto-fit,' meaning the algo nodes that are not part of the set are replaced with ones that are).
+      // For example, consider a composite algo the following structure: Offset -> GlbxIceberg.
+      // If an update arrives with these noncomposite types: "Iceberg, Limit, Market," that composite algo is not a subset of the non-composite algo types,
+      // because GlbxIceberg is not in the table, so it would only be added to the table if/when GlbxIceberg arrives.
+      public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_complete_algos(this IAlgoProvider algo_provider, bool allow_undefined_child = false) =>
+         subscribe_complete_algos(algo_provider.subscribe_algos(), allow_undefined_child);
+
+      public static IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_complete_algos(IObservable<TableUpdate<AlgoData, AlgoKey>> source, bool allow_undefined_child = false) =>
+         Observable.Create<TableUpdate<AlgoData, AlgoKey>>(o => {
+            var last_out = TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn);
+            var incomplete_composites = ImmutableHashSet<AlgoData>.Empty;
+            return source.Subscribe(table => {
+               var bd = last_out.to_builder();
+               foreach (var algo in incomplete_composites.Where(a => _validate_algo_structure(a.value, table.state, allow_undefined_child))) {
+                  incomplete_composites = incomplete_composites.Remove(algo);
+                  bd.add_or_update(algo);
+               }
+               foreach (var a in table.removed.Concat(table.changes.Old()))
+                  bd.remove(a.key);
+               foreach (var a in table.added.Concat(table.changed)) {
+                  if (_validate_algo_structure(a.value, table.state, allow_undefined_child)) {
+                     bd.add_or_update(a);
+                  } else {
+                     incomplete_composites = incomplete_composites.Add(a);
+                  }
+               }
+               o.OnNext(last_out = bd.to_table());
+            });
+         });
+
+      static bool _validate_algo_structure(CustomOrderDefinitionImmutable custom_def, IReadOnlyDictionary<AlgoKey, AlgoData> allowed_algo_parts, bool allow_undefined_child) =>
+         OrderDataHelper.enumerate_algo_structure(custom_def)
+         .Select((algo_node, index) =>
+            // None is an acceptable algo type as long as it's not the root algo (i.e., index > 0)
+            (index > 0 && allow_undefined_child && algo_node.type == CustomOrderDefinition.CustomOneofCase.None) || _is_part_contained(algo_node, allowed_algo_parts))
+         .All();
+
+      static bool _is_part_contained((CustomOrderDefinition.CustomOneofCase type, string dyn, uint studio_id, uint spreader_sec) structure, IReadOnlyDictionary<AlgoKey, AlgoData> state) =>
+         structure.type == CustomOrderDefinition.CustomOneofCase.Composite ||
+         structure.type == CustomOrderDefinition.CustomOneofCase.Dynamic ?
+            state.ContainsKey(AlgoKey.from_dynamic_type(structure.dyn)) :
+            state.ContainsKey(AlgoKey.from_known_type(structure.type));
+   }
+}
@@ -115,7 +115,7 @@ namespace mbts.ui.shell
      {
         try
         {
-            var path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
+            string path = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + "\\BTS\\stunnel\\";
            if (File.Exists(path + "config\\stunnel.conf"))
            {
               uint job_error = BTSUINativeMethods.setup_process_job_object();   
@@ -124,6 +124,15 @@ namespace mbts.ui.shell
                  kill_stunnel();
               start_stunnel(path, job_error);
            }
+            path = AppDomain.CurrentDomain.BaseDirectory + "\\..\\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)
         {
@@ -3,11 +3,13 @@ using bts.api.core;
 using bts.api.orderman;
 using bts.spark;
 using mbts;
+using mbts.config;
 using mbts.spark;
 using mbts.ui;
 using mbts.ui.spark;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
 using System.Windows;
@@ -19,20 +21,26 @@ namespace bts.shell {
      readonly IBus _bus;
      readonly OrdersModel _model;
      readonly ErrorReporter _error_reporter;
+      readonly bool _close_on_send;
      IReadOnlyDictionary<uint, SecurityMD> _md_map;
      TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> _orders;
      IDisposable _dispose;

      [ImportingConstructor]
-      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter) {
+      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter)
+         : this(bus, model, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().close_on_send) { }
+
+      public OrderTicketDaemon(IBus bus, OrdersModel model, ErrorReporter error_reporter, bool close_on_send) {
         _bus = bus;
         _model = model;
         _error_reporter = error_reporter;
+         _close_on_send = close_on_send;
         _dispose = Disposable.Create(
            model.on_orders.OnDispatcher().Subscribe(o => _orders = o),
            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m =>_md_map = m),
            bus.subscribe(SparkTags.ShowOrderTicketFromSecurityTag).OnDispatcher().Subscribe(_show_order_ticket),
            bus.subscribe(SparkTags.ShowOrderTicketTag).OnDispatcher().Subscribe(_show_order_ticket),
+            bus.subscribe(SparkTags.ShowOrderTicketAutoLookupTag).Subscribe(_show_order_tickets),
            bus.subscribe(SparkTags.ShowModifyOrderTag).OnDispatcher().Subscribe(_show_modify_order)
         );
      }
@@ -54,17 +62,28 @@ namespace bts.shell {
      void _show_order_ticket(SecurityMD smd) =>
         _show_order_window(new OrderTicket {
            DataContext = new NewOrderTicketVM(_model, smd,
-               Observable.Return(LadderSettings.Default))
+               Observable.Return(LadderSettings.Default)) {
+               close_on_send = _close_on_send
+            }
         });

      void _show_order_ticket((OrderDefinitionImmutable def, double price, uint size) ops) {
         if (_md_map.TryGetValue(ops.def.SecurityKey, out SecurityMD smd))
            _show_order_window(new OrderTicket {
               DataContext = new NewOrderTicketVM(_model, smd, ops.def, ops.price, ops.size,
-                  Observable.Return(LadderSettings.Default.calculator_buttons))
+                  Observable.Return(LadderSettings.Default.calculator_buttons)) {
+                  close_on_send = _close_on_send
+               }
            });
      }

+      void _show_order_tickets(IImmutableSet<uint> securities) {
+         foreach (var id in securities.empty_if_null()) {
+            if (_md_map.TryGetValue(id, out var smd))
+               _show_order_ticket(smd);
+         }
+      }
+
      void _show_modify_order(uint order_key) {
         if (_orders.state.TryGetValue(order_key, out var ori) && ori.sec.HasValue
            && (ori.order.HasDef && ori.order.Def.HasCustomDef && !(ori.order.Def.CustomDef.HasStop || ori.order.Def.CustomDef.HasStopLimit))) {
@@ -78,4 +97,4 @@ namespace bts.shell {
         }
      }
   }
-}
+}
@@ -26,6 +26,8 @@ namespace mbts.ui {
         AttachAlgosKey = nameof(AttachAlgosKey),
         CheckMarkGeometryKey = nameof(CheckMarkGeometryKey),
         CopyWFGeometryKey = nameof(CopyWFGeometryKey),
+         CopyBoxesGeometryKey = nameof(CopyBoxesGeometryKey),
+         CurrencyExchangeGeometryKey = nameof(CurrencyExchangeGeometryKey),
         DataEditGeometryKey = nameof(DataEditGeometryKey),
         DetachAlgosKey = nameof(DetachAlgosKey),
         DiskGeometryKey = nameof(DiskGeometryKey),
@@ -45,6 +47,7 @@ namespace mbts.ui {
         KeyGeometryKey = nameof(KeyGeometryKey),
         LetterAKey = nameof(LetterAKey),
         LetterDKey = nameof(LetterDKey),
+         MenuOrientationGeometryKey = nameof(MenuOrientationGeometryKey),
         OrdersGeometryKey = nameof(OrdersGeometryKey),
         PauseGeometryKey = nameof(PauseGeometryKey),
         PaymentGeometryKey = nameof(PaymentGeometryKey),
@@ -62,6 +65,8 @@ namespace mbts.ui {

      public static Geometry PlayGeometry => Geometry.Parse(get_geometric_path(PlayGeometryKey).FirstOrDefault() ?? string.Empty);

+      static readonly Pen _copy_boxes_pen = new Pen(Brushes.Black, HighDpiExtensions.RoundLayoutValue(5)).frozen();
+
      static readonly string base_uri = "pack://application:,,,/Images/Icons/";
      private static ResourceDictionary _resources = (ResourceDictionary)Application.LoadComponent(new Uri("/Images/Vector/Icons.xaml", UriKind.RelativeOrAbsolute));

@@ -156,6 +161,8 @@ namespace mbts.ui {
      public static ImageSource CheckMark => create_icon(CheckMarkGeometryKey);
      public static ImageSource Clock { get { return load_resource_and_freeze("Clock"); } }
      public static ImageSource CopyWF => create_icon(CopyWFGeometryKey);
+      public static ImageSource CopyBoxes => create_icon(CopyBoxesGeometryKey, null, _copy_boxes_pen);
+      public static ImageSource CurrencyExchange => create_icon(CurrencyExchangeGeometryKey);
      public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
@@ -179,6 +186,7 @@ namespace mbts.ui {
      public static ImageSource Import => load_resource_and_freeze("Import");
      public static ImageSource Key => create_icon(KeyGeometryKey);
      public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
+      public static ImageSource MenuOrientation => create_icon(MenuOrientationGeometryKey);
      public static ImageSource Pause => create_icon(PauseGeometryKey);
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
@@ -46,10 +46,26 @@
    </sys:String>
  </x:Array>

+  <x:Array x:Key="{x:Static mbts:Icons.CopyBoxesGeometryKey}" Type="{x:Type sys:String}">
+    <sys:String>
+      M-55,5 L-55,55 L-5,55
+    </sys:String>
+    <sys:String>
+      M-40,-10 L-40,40 L10,40 L10,-10 L-40,-10
+    </sys:String>
+    <sys:String>
+      M-10,10 L40,10 L40,-40 L-10,-40 L-10,10
+    </sys:String>
+  </x:Array>
+
  <sys:String x:Key="{x:Static mbts:Icons.CopyWFGeometryKey}">
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  </sys:String>

+  <sys:String x:Key="{x:Static mbts:Icons.CurrencyExchangeGeometryKey}">
+    M0,24L15.324005,24C16.042007,24.785004,16.875,25.460999,17.800003,26L2,26 2,30 23.087997,30 23.087006,27.424988C23.771011,27.423004,24.439011,27.352997,25.085999,27.225983L25.085999,30C25.085999,31.10199,24.189011,32,23.085999,32L2,32C0.89700317,32,0,31.10199,0,30z M22.484015,13.026998L23.475018,13.026998 23.475018,13.856997C24.151018,13.885996,24.605021,14.016996,24.93902,14.167996L24.646021,15.233995C24.38302,15.129995 23.919018,14.912995 23.191017,14.912995 22.535015,14.912995 22.323015,15.176995 22.323015,15.440995 22.323015,15.751994 22.676016,15.950994 23.535017,16.251994 24.73702,16.647994 25.222021,17.166993 25.222021,18.015992 25.222021,18.854991 24.58502,19.571991 23.424017,19.759991L23.424017,20.72199 22.434015,20.72199 22.434015,19.825991C21.757013,19.797991,21.101011,19.627991,20.71701,19.420991L21.019012,18.317992C21.444014,18.533992 22.040014,18.731992 22.697016,18.731992 23.272017,18.731992 23.666018,18.524992 23.666018,18.147992 23.666018,17.788992 23.343018,17.562993 22.596016,17.326993 21.515013,16.987993 20.777012,16.516994 20.777012,15.601995 20.777012,14.771996 21.404013,14.119996 22.484015,13.922997z M0.065009117,12.384011L13.628021,12.384011C13.320021,13.018011,13.075021,13.687011,12.89902,14.384011L2.065011,14.384011 2.065011,18.384011 12.68002,18.384011C12.77602,19.075011,12.93702,19.743011,13.16102,20.384011L0.065009117,20.384011z M23.060013,10.460008C19.480015,10.460008 16.568016,13.368006 16.568016,16.943003 16.568016,20.519001 19.480015,23.426999 23.060013,23.427 26.640011,23.426999 29.55201,20.519001 29.55201,16.943003 29.55201,13.368006 26.640011,10.460008 23.060013,10.460008z M23.060013,8.4600086C27.74201,8.4600086 31.552008,12.266006 31.552008,16.943003 31.552008,21.621 27.74201,25.426998 23.060013,25.426998 18.378014,25.426998 14.568016,21.621 14.568016,16.943003 14.568016,12.266006 18.378014,8.4600086 23.060013,8.4600086z M2.0000181,2L2.0000181,6 23.08602,6 23.08602,2z M2.0000181,0L23.08602,0C24.18902,0,25.08602,0.89699936,25.08602,2L25.08602,6.6599998C24.430019,6.5310001 23.753019,6.4599991 23.060019,6.4599991 21.06402,6.4599991 19.20402,7.0300007 17.614019,8L1.8119812E-05,8 1.8119812E-05,2C1.8066406E-05,0.89699936,0.89701813,0,2.0000181,0z
+  </sys:String>
+
  <sys:String x:Key="{x:Static mbts:Icons.DocumentAddGeometryKey}">
    M10.830011,12.05L13.334007,12.05 13.334007,16.535997 17.819998,16.535997 17.819998,19.03902 13.334007,19.03902 13.334007,23.525016 10.830988,23.525016 10.830988,19.03902 6.3460046,19.03902 6.3449975,16.53499 10.830988,16.535997z M2.2799975,2.4149805L2.2799975,29.580015 22.121998,29.580015 22.121998,8.500008 15.83599,8.500008 15.83599,2.4149805z M0,0L15.83599,0 17.125998,0 22.681996,5.439977 24.407,7.125007 24.407,32.000001 0,32.000001z
  </sys:String>
@@ -264,6 +280,7 @@
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    </sys:String>
  </x:Array>
+
  <sys:String x:Key="{x:Static mbts:Icons.CheckMarkGeometryKey}">
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  </sys:String>
@@ -280,6 +297,10 @@
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  </sys:String>

+  <sys:String x:Key="{x:Static mbts:Icons.MenuOrientationGeometryKey}">
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+  </sys:String>
+
  <sys:String x:Key="{x:Static mbts:Icons.OrdersGeometryKey}">
    M50.14375,33.389126C50.416863,33.394688,50.653496,33.587773,50.705998,33.864617L50.015995,45.114388C49.810295,46.291462,49.130394,45.097489,49.130394,45.097489L47.65659,42.640538C42.747776,49.635197 34.633152,54.221001 25.433924,54.221001 14.884193,54.221001 5.7437552,48.204125 1.2449617,39.419205 0.80087067,38.552021 0.21358696,37.705738 0.052086769,36.736958 -0.49735315,33.490925 3.4507786,32.901036 4.8049124,34.432404 5.3674143,35.067692 6.034036,36.16407 6.5079177,37.026051 10.106778,43.799416 17.2321,48.413819 25.433924,48.413819 32.656544,48.413819 39.026364,44.826695 42.903977,39.351506L40.229367,38.854115C40.229367,38.854115,38.677464,38.647118,39.742466,37.996033L50.024895,33.398526C50.064972,33.391365,50.104733,33.388333,50.14375,33.389126z M23.030291,9.0310004L27.889918,9.0310004 27.889918,13.028299C30.539786,13.205498,32.324932,13.958096,33.464161,14.528294L33.964176,14.775793 32.417435,20.038878 31.706417,19.68068C30.579987,19.11958 28.839241,18.244583 26.149073,18.244583 24.006916,18.244583 22.723183,19.122181 22.723183,20.590876 22.723183,21.894272 23.943314,22.804369 27.551308,24.187165 32.706444,26.124659 34.911,28.702853 34.911,32.817341 34.911,36.892929 32.090527,40.05172 27.673611,40.989117L27.673611,45.540001 22.767485,45.540001 22.767485,41.330414C20.252919,41.155815,17.695551,40.424118,16.101811,39.404721L15.683999,39.137619 17.221739,33.731438 17.969059,34.180634C19.088988,34.851235 21.402748,35.97873 24.340325,35.97873 26.734886,35.97873 28.276728,34.921635 28.276728,33.291336 28.276728,31.986641 27.547409,30.853846 23.986016,29.57255 20.083815,28.144253 16.095511,26.04406 16.095511,21.239174 16.095511,17.280985 18.737379,14.291395 23.030291,13.329098z M25.268765,0C35.819447,2.7347414E-07 44.961449,6.0155495 49.458798,14.804573 49.902695,15.669173 50.490094,16.516972 50.651287,17.48427 51.198281,20.734265 47.255726,21.318962 45.901341,19.789065 45.336346,19.153567 44.669552,18.051968 44.19566,17.19517 40.5957,10.421881 33.473275,5.8072398 25.268765,5.8072393 18.047545,5.8072398 11.678013,9.3918336 7.8003562,14.867073L10.474627,15.367072C10.474627,15.367072,12.026909,15.574172,10.962921,16.223872L0.67933281,20.826762C0.36037083,20.880062,0.057029126,20.669165,0.00099972012,20.354063L0.69093342,9.1118043C0.89552094,7.9296158,1.5738537,9.124924,1.5738539,9.124924L3.0452772,11.583379C7.9566038,4.584462,16.073666,2.7347414E-07,25.268765,0z
  </sys:String>
@@ -17,7 +17,7 @@ namespace bts.shell {
   class MarketShellModule : IShellModule {
      [ImportingConstructor]
      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model) {
-         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
+         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub, orders_model.security_auxiliary_model);
         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }

@@ -1,10 +1,12 @@
 using bts.api;
 using bts.api.orderman;
 using bts.collections;
+using bts.utils;
 using mbts.co2;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -24,7 +26,6 @@ namespace mbts.spark {
         readonly AnimationManager _animation = new AnimationManager();
         readonly ObservableCollection<OrderRecordImmutable> _orders = new ObservableCollection<OrderRecordImmutable>();
         readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
-         readonly string _security_text, _security_key_text;
         readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
         readonly Property<bool> _last_price_from_spread;
         readonly CellProperty<int> _position;
@@ -33,48 +34,51 @@ namespace mbts.spark {
         readonly CellProperty<bool> _inside_bids, _inside_asks;
         readonly CellProperty<int> _working_bid_volume, _working_ask_volume;
         readonly CellProperty<double> _working_best_bid, _working_best_ask;
-         readonly CellProperty<string> _working_bids_text, _working_asks_text;
         readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
         readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
-         Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
+         PropertyAutoWrapper<uint, uint>
+            _bid_direct_size,
+            _bid_implied_size,
+            _bid_merged_size,
+            _ask_direct_size,
+            _ask_implied_size,
+            _ask_merged_size;
         double _raw_day_position;
-         string _bid_merged_size_text, _ask_merged_size_text;
         ulong _bbo_ref, _last_ref;
+         uint? _display_qty_divisor_backing;

         public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
            _bus = bus;
            _orders_model = orders_model;
-            _security_text = smd.security.ToString();
-            _security_key_text = security_key.ToString();
            string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(this, nameof(position), 0);
+            _position = new CellProperty<int>(this, nameof(position), fmt_display_qty_int);
            _bid_price = backing(nameof(bid_price), double.NaN);
            _ask_price = backing(nameof(ask_price), double.NaN);
            _last_price = backing(nameof(last_price), double.NaN);
-            _last_size = new CellProperty<uint>(this, nameof(last_size), 0);
+            _last_size = new CellProperty<uint>(this, nameof(last_size), fmt_display_qty_uint);
            _day_change = backing(nameof(day_change), double.NaN);
            _session_low = backing(nameof(session_low), double.NaN);
            _session_high = backing(nameof(session_high), double.NaN);
            _last_price_from_spread = backing(nameof(last_price_from_spread), false);
            _settlement = backing(nameof(settlement), double.NaN);
-            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
+            _volume = new CellProperty<ulong>(this, nameof(volume), fmt_display_qty_ulong, 0);
            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
            _inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
            _working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
            _working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
            //
-            _bid_direct_size = backing(nameof(bid_direct_size), default(uint));
-            _bid_merged_size = backing(nameof(bid_merged_size), default(uint));
-            _ask_direct_size = backing(nameof(ask_direct_size), default(uint));
-            _ask_merged_size = backing(nameof(ask_merged_size), default(uint));
+            _bid_direct_size = backing(nameof(bid_direct_size), 0u, convert_display_qty_uint);
+            _bid_implied_size = backing(nameof(bid_implied_size), 0u, convert_display_qty_uint);
+            _bid_merged_size = backing(nameof(bid_merged_size), 0u, convert_display_qty_uint);
+            _ask_direct_size = backing(nameof(ask_direct_size), 0u, convert_display_qty_uint);
+            _ask_implied_size = backing(nameof(ask_implied_size), 0u, convert_display_qty_uint);
+            _ask_merged_size = backing(nameof(ask_merged_size), 0u, convert_display_qty_uint);
            //
            _working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
            _working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
            _working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
            _working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
            _working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
-            _working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
-            _working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
            //
            default_command = new DelegateCommand(_show_ladder);
            bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
@@ -90,17 +94,45 @@ namespace mbts.spark {
            _animation.AnimationsChanged += on_animations_changed;
            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
            _dispose = Disposable.Create(
+               attach_prop_changed_cb(_bid_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_direct_size_text))),
+               attach_prop_changed_cb(_bid_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_implied_size_text))),
+               attach_prop_changed_cb(_bid_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(bid_merged_size_text))),
+               attach_prop_changed_cb(_ask_direct_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_direct_size_text))),
+               attach_prop_changed_cb(_ask_implied_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_implied_size_text))),
+               attach_prop_changed_cb(_ask_merged_size, mk_echo_prop_changed_cb<(uint,uint)>(nameof(ask_merged_size_text))),
               _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
               _orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
-                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
+                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position))) {
+                     RaisePropertyChanged(nameof(raw_day_position_text));
                     raise_invalidated();
+                  }
               }),
               _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
               _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
               _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
               Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
            );
+
+            uint convert_display_qty_uint(uint value) =>
+               value.safe_divide(_display_qty_divisor);
+
+            string fmt_display_qty_int(int value) =>
+               value.safe_divide(_display_qty_divisor).ToString();
+
+            string fmt_display_qty_uint(uint value) =>
+               value.safe_divide(_display_qty_divisor).ToString();
+
+            string fmt_display_qty_ulong(ulong value) =>
+               value.safe_divide(_display_qty_divisor).ToString();
+
+            PropertyChange<T> mk_echo_prop_changed_cb<T>(params string[] props) =>
+               (oldval, newval) => RaisePropertyChanged(props);
+
+            IDisposable attach_prop_changed_cb<TView, TModel>(PropertyAutoWrapper<TModel, TView> prop, PropertyChange<(TModel, TView)> callback) {
+               prop.changed += callback;
+               return Disposable.Create(() => prop.changed -= callback);
+            }
         }

         public event Action invalidated;
@@ -109,32 +141,63 @@ namespace mbts.spark {
         public bool inside_bids => _inside_bids.value;
         public bool inside_asks => _inside_asks.value;
         public int position => _position.value;
+         public string position_text => _position.text;
         public double raw_day_position => _raw_day_position;
+         public string raw_day_position_text => SparkUtils.fmt_position(_raw_day_position.safe_divide(_display_qty_divisor));
         public double last_price => _last_price.Value;
         public bool last_price_from_spread => _last_price_from_spread.Value;
         public uint last_size => _last_size.value;
+         public string last_size_text => _last_size.text;
+         // bid price/size
         public double bid_price => _bid_price.Value;
-         public uint bid_direct_size => _bid_direct_size.Value;
-         public uint bid_implied_size => _bid_merged_size.Value - _bid_direct_size.Value;
-         public uint bid_merged_size => _bid_merged_size.Value;
-         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size.Value, bid_implied_size));
+         public uint bid_direct_size => _bid_direct_size.model;
+         public uint bid_implied_size => _bid_merged_size.model - _bid_direct_size.model;
+         public uint bid_merged_size => _bid_merged_size.model;
+         // bid size text
+         public string bid_direct_size_text => _bid_direct_size.view.ToString();
+         public string bid_implied_size_text => _bid_implied_size.view.ToString();
+         public string bid_merged_size_text => _bid_merged_size.view.ToString();
+         // ask price/size
         public double ask_price => _ask_price.Value;
-         public uint ask_direct_size => _ask_direct_size.Value;
-         public uint ask_implied_size => _ask_merged_size.Value - _ask_direct_size.Value;
-         public uint ask_merged_size => _ask_merged_size.Value;
-         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size.Value, ask_implied_size));
+         public uint ask_direct_size => _ask_direct_size.model;
+         public uint ask_implied_size => _ask_implied_size.model;
+         public uint ask_merged_size => _ask_merged_size.model;
+         // ask size text
+         public string ask_direct_size_text => _ask_direct_size.view.ToString();
+         public string ask_implied_size_text => _ask_implied_size.view.ToString();
+         public string ask_merged_size_text => _ask_merged_size.view.ToString();
+         //
         public ulong volume => _volume.value;
+         public string volume_text => _volume.text;
         public double settlement => _settlement.Value;
         public double day_change => _day_change.Value;
         public double session_low => _session_low.Value;
         public double session_high => _session_high.Value;
         public int working_bid_volume => _working_bid_volume.value;
         public int working_ask_volume => _working_ask_volume.value;
-         public string working_bids_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_bid, _order_summarizer.best_working_bid_qty, _order_summarizer.working_bid_qty, security.ContractSpec);
-         public string working_asks_text => OrderUtils.order_collection_summary(_order_summarizer.best_working_ask, _order_summarizer.best_working_ask_qty, _order_summarizer.working_ask_qty, security.ContractSpec);
+         public string working_bids_text => OrderUtils.order_collection_summary(
+            _order_summarizer.best_working_bid,
+            _order_summarizer.best_working_bid_qty.safe_divide(_display_qty_divisor),
+            _order_summarizer.working_bid_qty.safe_divide(_display_qty_divisor),
+            security.ContractSpec);
+         public string working_asks_text => OrderUtils.order_collection_summary(
+            _order_summarizer.best_working_ask,
+            _order_summarizer.best_working_ask_qty.safe_divide(_display_qty_divisor),
+            _order_summarizer.working_ask_qty.safe_divide(_display_qty_divisor),
+            security.ContractSpec);
         public double working_best_bid => _working_best_bid.value;
         public double working_best_ask => _working_best_ask.value;
+         // ice props
+         public string market_description => security.market_description();
+         public string cleared_alias => security.cleared_alias();
+         public string product_description => security.product_name();
+         public string hub_alias => security.hub_alias();
+         public string strip_name => security.strip_name();
+         public string mic_code => security.mic_code();
+         // animations
         public IList<ui.spark.CellAnimation> animations => _animation.get_animations().ToList();
+         public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
+         // commands
         public ICommand bid_price_click { get; }
         public ICommand bid_merged_size_click { get; }
         public ICommand bid_direct_size_click { get; }
@@ -146,27 +209,30 @@ namespace mbts.spark {
         public ICommand ask_implied_size_click { get; }
         public ICommand working_asks_click { get; }
         public ICommand default_command { get; }
-         public string market_description {get;}
-         public string cleared_alias { get; }
-         public string product_description { get; }
-         public string hub_alias { get; }
-         public string strip_name{ get; }
-         public string mic_code { get; }
-
-         public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();

         public IReadOnlyList<DIYGrid.IGridCellStore> cell_stores => new DIYGrid.IGridCellStore[0];
         #endregion

+         uint _display_qty_divisor => _display_qty_divisor_backing ??
+            (_display_qty_divisor_backing = _orders_model.security_auxiliary_model.get_display_quantity_divisor(security)).Value;
+
         public void raise_invalidated() => invalidated?.Invoke();

         public void refresh() {
            bool dirty = false;
            if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
               _bid_price.set(b.price);
-               refresh_size(ref b, _bid_direct_size, _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
+               // don't use the '||' operator - every 'set_new' call must be made
+               // (the operation mustn't terminate the first time a set_new call returns true).
+               dirty |= (
+                  _bid_direct_size.set_new(b.direct_size) |
+                  _bid_implied_size.set_new(b.implied_size) |
+                  _bid_merged_size.set_new(b.size) |
+                  _ask_direct_size.set_new(a.direct_size) |
+                  _ask_implied_size.set_new(a.implied_size) |
+                  _ask_merged_size.set_new(a.size));
+
               _ask_price.set(a.price);
-               refresh_size(ref a, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
            }
@@ -183,16 +249,6 @@ namespace mbts.spark {
            _volume.on_next_distinct(md.md.total_volume, ref dirty);
            if (dirty)
               invalidated?.Invoke();
-
-            void refresh_size(ref NativePriceSize nps, Property<uint> direct, Property<uint> merged, ref string text, string text_prop) {
-               if (nps.size != merged.Value || nps.direct_size != direct.Value) {
-                  merged.set(nps.size);
-                  direct.set(nps.direct_size);
-                  text = null;
-                  dirty = true;
-                  RaisePropertyChanged(text_prop);
-               }
-            }
         }

         public bool Equals(Row other) =>
@@ -9,6 +9,7 @@ using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Data;
 using System.Windows.Media;
@@ -18,6 +19,9 @@ using static mbts.ui.spark.MarketViewView;

 namespace mbts.spark {
   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
+      static IReadOnlyList<Func<MarketViewVM, IDataGridColumnFilter<Row>>> _filter_getters =
+         ObjectSnapshot.property_delegates_of_type<MarketViewVM, IDataGridColumnFilter<Row>>();
+
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
      IWindowSettingsManager<GridSettings> _settings_manager;
@@ -37,21 +41,21 @@ namespace mbts.spark {
         const double working_orders_col_width = 105;
         IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
+         add_col(Columns.Volume, "Volume", r => r.volume_text, nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
         add_col(Columns.LastSpd, "Spd", r => r.last_price_from_spread ? "S" : "", nameof(Row.last_price_from_spread), DefaultColumnWidths.Side, last_price_from_spread_filter, DataGridFilterKnownTemplates.Regex);
         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);         
-         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UIntMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.RawDayPosition, "Raw Day Pos", r => SparkUtils.fmt_position(r.raw_day_position), nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size_text, 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_text, nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.RawDayPosition, "Raw Day Pos", r => r.raw_day_position_text, nameof(Row.raw_day_position), DefaultColumnWidths.Size, raw_day_position_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size_text, nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size_text, nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
-         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size_text, nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size_text, nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask, System.Windows.HorizontalAlignment.Right);
         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
@@ -151,14 +155,16 @@ namespace mbts.spark {
                     working_ask_volume_filter.load_state(filters.working_ask_volume);
                     volume_filter.load_state(filters.volume);
                     security_key_filter.load_state(filters.security_key);
+                     market_description_filter.load_state(filters.market_description);
+                     cleared_alias_filter.load_state(filters.cleared_alias);
+                     product_description_filter.load_state(filters.product_description);
+                     hub_alias_filter.load_state(filters.hub_alias);
+                     strip_name_filter.load_state(filters.strip_name);
+                     mic_code_filter.load_state(filters.mic_code);
                  }
                  rows_view.set_sort_descriptions(s.sorting_criterion, columns);
               }
-            }), DataGridFilterHelper.hook_filters(rows_view, security_filter,
-            bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
-            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
-            last_price_filter, last_price_from_spread_filter, last_size_filter, day_change_filter, settlement_filter,
-            session_low_filter, session_high_filter, position_filter, raw_day_position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
+            }), DataGridFilterHelper.hook_filters(rows_view, _filters),
            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            WorkLoop.Start("MarketView", _refresh)
         );
@@ -233,13 +239,15 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, ULongMinMaxState> volume_filter { get; } = new ULongMinMax<Row>(r => r.volume, nameof(Row.volume));
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
      
-      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MarketDescription : "", nameof(Row.market_description));
-      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ClearedAlias : "", nameof(Row.cleared_alias));
-      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.ProductName : "", nameof(Row.product_description));
-      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.HubAlias : "", nameof(Row.hub_alias));
-      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.StripName : "", nameof(Row.strip_name));
-      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.security.HasIce ? r.security.Ice.MicCode : "", nameof(Row.mic_code));
-      
+      public IDataGridColumnPersistentFilter<Row, string> market_description_filter { get; } = new RegexFilterVM<Row>(r => r.market_description, nameof(Row.market_description));
+      public IDataGridColumnPersistentFilter<Row, string> cleared_alias_filter { get; } = new RegexFilterVM<Row>(r => r.cleared_alias, nameof(Row.cleared_alias));
+      public IDataGridColumnPersistentFilter<Row, string> product_description_filter { get; } = new RegexFilterVM<Row>(r => r.product_description, nameof(Row.product_description));
+      public IDataGridColumnPersistentFilter<Row, string> hub_alias_filter { get; } = new RegexFilterVM<Row>(r => r.hub_alias, nameof(Row.hub_alias));
+      public IDataGridColumnPersistentFilter<Row, string> strip_name_filter { get; } = new RegexFilterVM<Row>(r => r.strip_name, nameof(Row.strip_name));
+      public IDataGridColumnPersistentFilter<Row, string> mic_code_filter { get; } = new RegexFilterVM<Row>(r => r.mic_code, nameof(Row.mic_code));
+
+      IEnumerable<IDataGridColumnFilter<Row>> _filters =>
+         _filter_getters.Select(fn => fn(this));

      public FilterStates get_filter_states() {
         return new FilterStates {
@@ -48,5 +48,5 @@ namespace mbts.ui.spark {
      }
   }

-   class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row, MarketViewView.Columns> { }
+   class MarketViewRowView : DIYGrid.HighPerformanceRow<MarketViewVM.Row> { }
 }
@@ -4,10 +4,10 @@ using bts.shell;
 using bts.shell.fills;
 using bts.spark;
 using bts.utils;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
-using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
@@ -32,6 +32,7 @@ namespace mbts.spark {
      SecurityCriteria
         _selected_security_criteria_backing,
         _sorted_selected_security_criteria_backing;
+      SparkMenuDisplayVM _menu_display_vm;

      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
@@ -48,7 +49,9 @@ namespace mbts.spark {
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;
      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));
+         _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns)) {
+            menu_display = _menu_display_vm.safe_create()
+         };

      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
@@ -101,6 +104,8 @@ namespace mbts.spark {
      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);
         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 };
@@ -160,7 +165,8 @@ namespace mbts.spark {
               var dialog = new ShellSettingsDialog { DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
-            }))
+            })),
+            _menu_display_vm.spark_cmd
         };
         //
         _vm.selection_changed += on_selection_changed;
@@ -190,5 +196,8 @@ namespace mbts.spark {
         _vm.Dispose();
         Commands.OfType<IDisposable>().DisposeAll();
      }
+
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
   }
 }
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.proto;
 using bts.settings;
+using bts.view;
 using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
@@ -53,6 +54,8 @@ namespace bts.shell {
         public readonly FilterStates filters;
         [ProtoMember(4)]
         public GridSettings grid;
+         [ProtoMember(5)]
+         public SparkMenuDisplaySettings menu_display;

         public StartupData() { }

@@ -0,0 +1,36 @@
+using mbts.spark.filters;
+using mbts.ui;
+using ProtoBuf;
+using System;
+
+namespace bts.shell.time_and_sales {
+   [ProtoContract]
+   class FilterStates {
+      [ProtoMember(1)]
+      public TimeFilterTuple time;
+      [ProtoMember(2)]
+      public string security;
+      [ProtoMember(3)]
+      public DoubleMinMaxState price;
+      [ProtoMember(4)]
+      public UIntMinMaxState size;
+      // [ProtoMember(5)]
+      // ProtoMember 5 cannot be used further
+      [ProtoMember(6)]
+      public string security_key;
+      [ProtoMember(7)]
+      public co2.AggressorSide[] aggressor_sides;
+   }
+
+   static class TimeAndSalesFilterStatesExtensions {
+      public static Func<TimeAndSalesRowVM, bool> build_predicate(this FilterStates fs) {
+         var pb = new ColumnPredicateBuilder<TimeAndSalesRowVM>();
+         pb.add_regex(fs.security, r => r.security.ToString());
+         pb.add_time_filter(fs.time, r => r.time);
+         pb.add_price(fs.price, r => r.price, r => r.security);
+         pb.add_numeric(fs.size, r => r.size);
+         pb.add_discrete_values(fs.aggressor_sides, r => r.aggressor_side);
+         return pb.to_predicate();
+      }
+   }
+}
@@ -0,0 +1,74 @@
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System.Collections.Generic;
+using System.Linq;
+using static mbts.ui.controls.DIYGrid;
+using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
+
+namespace bts.shell.time_and_sales {
+   [ProtoContract]
+   class TimeAndSalesSettings {
+      [ProtoMember(1)]
+      public readonly SecurityCriteria security_criteria;
+      [ProtoMember(2)]
+      List<SortingCriteria> _sorting_criterion;
+      [ProtoMember(3)]
+      public FilterStates filters;
+      [ProtoMember(4)]
+      public GridSettings grid;
+      [ProtoMember(5)]
+      public SparkMenuDisplaySettings menu_display;
+      [ProtoMember(6)]
+      public bool use_defaults;
+
+      public TimeAndSalesSettings() { }
+
+      public TimeAndSalesSettings(SecurityCriteria security_criteria) :
+         this(security_criteria, new FilterStates(), null, null) { }
+
+      public TimeAndSalesSettings(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
+         this.security_criteria = security_criteria;
+         this.filters = filters;
+         this.grid = grid;
+         _sorting_criterion = sorting_criterion;
+      }
+
+      public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+      public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
+
+      public static TimeAndSalesSettings Default(SecurityCriteria security_criteria) =>
+        new TimeAndSalesSettings(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
+
+      public TimeAndSalesSettings with(SecurityCriteria security_criteria) =>
+         new TimeAndSalesSettings(security_criteria, filters, grid);
+
+      public static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.col_id(), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+         public static GridColumnSettings time => new GridColumnSettings(Columns.Time.col_id(), DefaultColumnHeaders.Time, width: DefaultColumnWidths.TimeOfDay);
+         public static GridColumnSettings price => new GridColumnSettings(Columns.Price.col_id(), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings size => new GridColumnSettings(Columns.Size.col_id(), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+         public static GridColumnSettings aggressor => new GridColumnSettings(Columns.Aggressor.col_id(), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.col_id(), DefaultColumnHeaders.SecurityKey, is_visible: false, width: DefaultColumnWidths.SecurityKey);
+
+         public static IEnumerable<SortingCriteria> default_sorting_criterion {
+            get {
+               yield return new SortingCriteria(time.id, false);
+            }
+         }
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return time;
+               yield return price;
+               yield return size;
+               yield return aggressor;
+               yield return security_key;
+            }
+         }
+      }
+   }
+}
@@ -1,27 +1,26 @@
 using bts.api;
 using bts.co2;
+using mbts;
 using mbts.co2;
+using mbts.spark;
 using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;

-namespace mbts.spark {
+namespace bts.shell.time_and_sales {
   class TimeAndSalesModel : IDisposable {
-      internal readonly SecurityCriteria security_criteria;
-
      static readonly TimeSpan _poll_interval = TimeSpan.FromSeconds(0.4);
      Lazy<IObservable<IReadOnlyList<TradeInfo>>> _trades;
      IDisposable _dispose;

-      public TimeAndSalesModel(IBus bus, MDConsumer consumer, SecurityCriteria security_criteria) {
-         this.security_criteria = security_criteria;
-         var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>(); 
+      public TimeAndSalesModel(IBus bus, MDConsumer consumer, IObservable<SecurityCriteria> security_criteria) {
+         var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>();
         _trades = new Lazy<IObservable<IReadOnlyList<TradeInfo>>>(() => Observable.Interval(_poll_interval).Select(_ => {
            var copy = curr_channels;
            return copy.Values.SelectMany(c => c.read_trades()).ToList();
         }));
-         _dispose = security_criteria.subscribe_md_map(bus).Subscribe(
+         _dispose = security_criteria.SelectManyInSeries(sc =>sc.subscribe_md_map(bus)).Subscribe(
            md_map => {
               var copy = new Dictionary<ChannelKey, ChannelConsumer>(curr_channels);
               copy.sync_with_demux(md_map, get_channel_key, get_channel_consumer, update_channel_consumer);
@@ -95,4 +94,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -0,0 +1,62 @@
+using bts.api;
+using bts.co2;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+
+namespace bts.shell.time_and_sales {
+   class TimeAndSalesRowVM : ViewModelBase, DIYGrid.IRowVM, ISecurityRow, IEquatable<TimeAndSalesRowVM> {
+      // key comparer guarentees deterministic sorting
+      // if the rows in the collection have unique row_keys.
+      public static readonly IComparer<TimeAndSalesRowVM> key_comparer =
+         new ComparerBuilder<TimeAndSalesRowVM>(new[] {
+            Comparer<DateTime>.Default.wrap<DateTime, TimeAndSalesRowVM>(r => r.time),
+            Comparer<int>.Default.wrap<int, TimeAndSalesRowVM>(r => r.row_key)
+         })
+         .to_comparer()
+         .to_safe();
+
+      readonly TradeMessageImmutable _trade;
+      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
+      uint? _display_size;
+
+      public TimeAndSalesRowVM(int row_key, SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
+         this.row_key = row_key;
+         this.security = security;
+         _trade = trade;
+         trade_key = trade.Key;
+         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
+      }
+
+      public event Action invalidated;
+
+      public int row_key { get; }
+      public uint trade_key { get; }
+      public uint security_key => security.Id;
+      public SecurityImmutable security { get; }
+      public DateTime time => ((ulong)_trade.Time).lldatetime().ToLocalTime();
+      public double price => _trade.price();
+      public uint size => _trade.Size;
+      public uint display_size => _display_size ??
+         (_display_size = size.safe_divide(_get_display_qty_divisor(security))).Value;
+      public AggressorSide aggressor_side => _trade.AggressorSide;
+
+      public void raise_invalidated() =>
+         invalidated?.Invoke();
+
+      public bool Equals(TimeAndSalesRowVM other) =>
+         other != null &&
+         row_key == other.row_key;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as TimeAndSalesRowVM);
+
+      public override int GetHashCode() =>
+         row_key;
+   }
+}
@@ -1,86 +1,365 @@
 using bts.api;
 using bts.co2;
 using bts.collections;
+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 mbts.ui.spark;
+using mbts.ui.shell;
 using mbts.ui.utility;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
+using System.Diagnostics;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Threading.Tasks;
+using System.Threading;
+using System.Windows.Controls;
 using System.Windows.Input;
 using System.Windows.Media;
-using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;

-namespace mbts.spark {
-   class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
-      readonly IBus _bus;
-      readonly TimeAndSalesModel _model;
-      IWindowSettingsManager<GridSettings> _settings_manager;
+namespace bts.shell.time_and_sales {
+   class TimeAndSalesVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection {
+      const int _max_row_count = 1000;
+      static int _id_counter;
+      static IReadOnlyList<Func<TimeAndSalesVM, IDataGridColumnFilter<TimeAndSalesRowVM>>> _filter_getters =
+         ObjectSnapshot.property_delegates_of_type<TimeAndSalesVM, IDataGridColumnFilter<TimeAndSalesRowVM>>();

+      readonly ColumnSortManager _sort_manager;
+      readonly RowFactory _row_factory = new RowFactory();
+      readonly LoggerContext _log;
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
+      readonly DeferrableActionWrapper
+         _refresh_filter,
+         _refresh_sort,
+         _refresh_selected_rows;
+      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
+      IComparer<TimeAndSalesRowVM> _comparer_backing;
+      Func<TimeAndSalesRowVM, bool> _filter_backing;
+      ImmutableHashSet<TimeAndSalesRowVM> _selected_rows = ImmutableHashSet<TimeAndSalesRowVM>.Empty;
+      ImmutableList<TimeAndSalesRowVM> _all_rows = ImmutableList<TimeAndSalesRowVM>.Empty;
+      ImmutableList<TradeInfo> _buffered_trades;
+      /// Although the sorting criteria can be obtained from the <see cref="_sort_manager"/> (<see cref="ColumnSortManager.SortingCriteria"/>),
+      /// a local copy is kept because the settings collector may call <see cref="create"/> from a thread
+      /// other than the dispatcher thread associated with this instance as a viewmodel,
+      /// and the <see cref="ColumnSortManager.SortingCriteria"/> property is not thread-safe.
+      /// Therefore, <see cref="create"/> returns this local copy, and thus avoids accessing the non-thread-safe property.
+      ImmutableList<SortingCriteria> _sorting_criteria = ImmutableList<SortingCriteria>.Empty;
+      TimeAndSalesRowVM _current_row;
+      bool _is_paused;
+      int
+         _load_settings_count,
+         _filter_change_count,
+         _sort_change_count;

-      public TimeAndSalesVM(IBus bus, IWindowSettingsManager<GridSettings> settings_manager, TimeAndSalesModel model, StartupData startup_data)
-         : base(RXCollection.CreateBuffer(model.trades, 1000), Enumerable.Empty<SortingCriteria>()) {
-         _bus = bus;
-         _model = model;
+      public TimeAndSalesVM(IWindowSettingsManager<GridSettings> settings_manager, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
+         _sort_manager = new ColumnSortManager(columns.WrapSelector(c => c as ISortableDIYGridColumn, null), TimeAndSalesView.Columns.RowKey.ToString());
+         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
+         _comparer_backing = _sort_manager.BuildComparer(_get_column_comparer);
+         _log = new LoggerContext(Log.Ui, $"Time And Sales VM ({Interlocked.Increment(ref _id_counter)})", null);
         _settings_manager = settings_manager;
-         show_ladder = DelegateCommandParamObserver.Create(current_row_observable, r => _show_ladder_async(r).ignore(), r => r != null);
-         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         if (startup_data.filters is FilterStates filters) {
+         // deferrable filter/sort refresh
+         _refresh_filter = new DeferrableActionWrapper(_refresh_filter_impl);
+         _refresh_sort = new DeferrableActionWrapper(_refresh_sort_impl);
+         _refresh_selected_rows = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke(_selected_rows));
+         // grid settings
+         grid_settings_manager = new SimpleGridSettingsManager<TimeAndSalesRowVM>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, rows);
+         grid_settings_manager.load_from(settings_manager.current_settings());
+         // Columns
+         add_column(
+            TimeAndSalesView.Columns.Security,
+            r => r.security.ToString(),
+            DefaultColumnHeaders.Security,
+            DefaultColumnWidths.Security,
+            security_filter,
+            DataGridFilterKnownTemplates.Regex);
+         add_column(
+            TimeAndSalesView.Columns.Time,
+            r => r.time.ToString("h:mm:ss tt"),
+            DefaultColumnHeaders.Time,
+            DefaultColumnWidths.Time,
+            time_filter,
+            DataGridFilterKnownTemplates.TimeFilter);
+         add_column(
+            TimeAndSalesView.Columns.Price,
+            r => r.security.spec_or_default().format(r.price),
+            DefaultColumnHeaders.Price,
+            DefaultColumnWidths.Price,
+            price_filter,
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            System.Windows.HorizontalAlignment.Right);
+         add_column(
+            TimeAndSalesView.Columns.Size,
+            r => r.display_size.ToString(),
+            DefaultColumnHeaders.Size,
+            DefaultColumnWidths.Size,
+            size_filter,
+            DataGridFilterKnownTemplates.UIntMinMax,
+            System.Windows.HorizontalAlignment.Right);
+         add_column(
+            TimeAndSalesView.Columns.Aggressor,
+            r => r.aggressor_side.ToString(),
+            DefaultColumnHeaders.Aggressor,
+            DefaultColumnWidths.Aggressor,
+            aggressor_filter,
+            DataGridFilterKnownTemplates.EnumValues);
+         add_column(
+            TimeAndSalesView.Columns.SecurityKey,
+            r => r.security_key.ToString(),
+            DefaultColumnHeaders.SecurityKey,
+            DefaultColumnWidths.SecurityKey,
+            security_key_filter,
+            DataGridFilterKnownTemplates.Regex);
+
+         settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager);
+         // commands
+         show_ladder_cmd = new DelegateCommand(() => {
+            if (current_row != null)
+               request_show_ladder?.Invoke(current_row);
+         });
+         // init IDisposable resources
+         var resources = new List<IDisposable>();
+         resources.AddRange(_filters.Select(f => {
+            f.filter_changed += _refresh_filter.execute;
+            return Disposable.Create(() => f.filter_changed -= _refresh_filter.execute);
+         }));
+         _sort_manager.active_sorting_changed += _refresh_sort.execute;
+         resources.Add(Disposable.Create(() => _sort_manager.active_sorting_changed -= _refresh_sort.execute));
+         _dispose = Disposable.Create(resources.ToArray());
+         // local methods
+         void add_column(
+            TimeAndSalesView.Columns col_key,
+            Func<TimeAndSalesRowVM, string> get_cell_text,
+            string header,
+            double width,
+            IDataGridColumnFilter filter,
+            string filter_template,
+            System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
+            columns.Add(new RenderTextColumn<TimeAndSalesRowVM, TimeAndSalesView.Columns>(
+               col_key, get_cell_text, filter, filter_template, _get_aggressor_brush) {
+               id = col_key.col_id(), Header = header, Width = width, horizontal_alignment = h_alignment
+            }
+         );
+      }
+
+      public event Action<ImmutableHashSet<TimeAndSalesRowVM>> selected_rows_changed;
+      public event Action<TimeAndSalesRowVM> current_row_changed, request_show_ladder;
+
+      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();
+      public TimeAndSalesRowVM current_row {
+         get => _current_row;
+         set {
+            if (Set(ref _current_row, value))
+               current_row_changed?.Invoke(value);
+         }
+      }
+      public ObservableCollection<TimeAndSalesRowVM> rows { get; } = new ObservableCollection<TimeAndSalesRowVM>();
+      public ImmutableHashSet<TimeAndSalesRowVM> selected_rows => _selected_rows;
+      public int total_row_count => _all_rows.Count;
+      public SimpleGridSettingsManager<TimeAndSalesRowVM> grid_settings_manager { get; }
+      public bool is_paused {
+         get => _is_paused;
+         set {
+            if (_is_paused != value) {
+               _is_paused = value;
+               if (value) {
+                  _buffered_trades = ImmutableList<TradeInfo>.Empty;
+               } else {
+                  var resume = _buffered_trades;
+                  _buffered_trades = null;
+                  on_new_trades(resume);
+               }
+            }
+         }
+      }
+      // filters
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<TimeAndSalesRowVM>(r => r.time);
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security.ToString(), nameof(TimeAndSalesRowVM.security));
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<TimeAndSalesRowVM>(r => r.price);
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, UIntMinMaxState> size_filter { get; } = new UIntMinMax<TimeAndSalesRowVM>(r => r.size, nameof(TimeAndSalesRowVM.size));
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<TimeAndSalesRowVM, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side);
+      public IDataGridColumnPersistentFilter<TimeAndSalesRowVM, string> security_key_filter { get; } = new RegexFilterVM<TimeAndSalesRowVM>(r => r.security_key.ToString());
+      // commands
+      public ICommand show_ladder_cmd { get; }
+
+      IComparer<TimeAndSalesRowVM> _comparer {
+         get => _comparer_backing;
+         set {
+            if (value == null) {
+               _log.warn("Comparer should not be set to null, will use the default comparer instead (based on trade time, then row key).");
+               _comparer_backing = new ComparerBuilder<TimeAndSalesRowVM>(new[] {
+                  Comparer<DateTime>.Default.wrap<DateTime, TimeAndSalesRowVM>(r => r.time),
+                  Comparer<int>.Default.wrap<int, TimeAndSalesRowVM>(r => r.row_key)
+               })
+               .to_comparer()
+               .to_safe();
+            } else {
+               _comparer_backing = value;
+            }
+            var sorted_rows = rows.ToArray();
+            var snapshot = _selected_rows;
+            Array.Sort(sorted_rows, _comparer_backing);
+            using (_refresh_selected_rows.defer_execution()) {
+               for (int i = 0; i < sorted_rows.Length; i++) {
+                  if (rows[i].row_key != sorted_rows[i].row_key)
+                     rows[i] = sorted_rows[i];
+               }
+            }
+         }
+      }
+
+      Func<TimeAndSalesRowVM, bool> _filter {
+         get => _filter_backing;
+         set {
+            var old_filter = _filter_backing;
+            var new_filter = value;
+            _filter_backing = new_filter;
+            if (new_filter != null) {
+               for (int i = 0; i < rows.Count; i++) {
+                  if (!new_filter(rows[i]))
+                     rows.RemoveAt(i);
+               }
+               rows.RemoveWhere(r => !new_filter(r));
+               if (old_filter != null) {
+                  foreach (var r in _all_rows) {
+                     if (!old_filter(r) && new_filter(r))
+                        rows.InsertSorted(r, _comparer);
+                  }
+               }
+            } else if (old_filter != null) {
+               foreach (var r in _all_rows) {
+                  if (!old_filter(r))
+                     rows.InsertSorted(r, _comparer);
+               }
+            }
+         }
+      }
+
+      IEnumerable<IDataGridColumnFilter<TimeAndSalesRowVM>> _filters =>
+         _filter_getters.Select(fn => fn(this));
+
+      public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting_criteria, GridSettings grid_settings) create() =>
+         (_get_filter_states(), _sorting_criteria, grid_settings_manager.create());
+
+      public void load(FilterStates filters, IEnumerable<SortingCriteria> sorting_criteria, GridSettings grid_settings) {
+         using (_refresh_filter.defer_execution())
+         using (_refresh_sort.defer_execution()) {
+            _log.info($"begin load settings ({++_load_settings_count})...");
+            var timer = new Stopwatch();
+            timer.Start();
+            grid_settings_manager.load_from(grid_settings);
+            _sort_manager.SortingCriteria = sorting_criteria;
+            // load filters
            time_filter.load_state(filters.time);
            security_filter.load_state(filters.security);
            price_filter.load_state(filters.price);
            size_filter.load_state(filters.size);
            aggressor_filter.load_state(filters.aggressor_sides);
            security_key_filter.load_state(filters.security_key);
+            //
+            timer.Stop();
+            _log.info($"load settings ({_load_settings_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
         }
-         // Columns
-         add_column(TimeAndSalesView.Columns.Security, DefaultColumnHeaders.Security, DefaultColumnWidths.Security, nameof(Row.security), security_filter, DataGridFilterKnownTemplates.Regex);
-         add_column(TimeAndSalesView.Columns.Time, DefaultColumnHeaders.Time, DefaultColumnWidths.Time, nameof(Row.time), time_filter, DataGridFilterKnownTemplates.TimeFilter);
-         add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
-         add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
-         add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
-         add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
-         void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
-            columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
-            { id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
-         );
-         
-         // be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
-         // if the collection is not populated, the column settings will not be applied
-         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
-         grid_settings_manager.load_from(settings_manager.current_settings());
-         _resources.AddRange(
-            show_ladder,
-            DataGridFilterHelper.hook_filters(
-               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, security_key_filter),
-            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
-          );
-         rows_view.set_sort_descriptions(startup_data.sorting_criterion, columns);
      }

-      public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
-      public DelegateCommandParamObserver<Row> show_ladder { get; }
-      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
-
-      public GridSettings get_grid_save_state() {
-         if (_settings_manager.instance_settings == null)
-            return null;
-         else
-            return grid_settings_manager.create();
+      public void on_new_trades(IReadOnlyList<TradeInfo> trades) {
+         /// The total row count is limited by <see cref="_max_row_count"/>;
+         /// trades are kept in a circular buffer (FIFO).
+         /// If paused, just need to add trades to <see cref="_buffered_trades"/>.
+         if (is_paused) {
+            if (_buffered_trades == null)
+               _buffered_trades = ImmutableList<TradeInfo>.Empty;
+            if (trades.Count >= _max_row_count) {
+               _buffered_trades = _buffered_trades
+                  .Clear()
+                  .AddRange(ReadOnlyListSubRangeWrapper.Create(trades, trades.Count - _max_row_count, _max_row_count));
+            } else {
+               int overflow_count = _buffered_trades.Count + trades.Count - _max_row_count;
+               if (overflow_count > 0) {
+                  var rows_to_remove = _buffered_trades.WrapSubRange(0, overflow_count);
+                  _buffered_trades = _buffered_trades.RemoveRange(0, overflow_count);
+               }
+               _buffered_trades = _buffered_trades.AddRange(trades);
+            }
+            return;
+         }
+         /// If not paused, update in the normal fasion:
+         /// add to <see cref="_all_rows"/> and <see cref="rows"/>
+         if (trades.Count >= _max_row_count) {
+            trades = ReadOnlyListSubRangeWrapper.Create(trades, trades.Count - _max_row_count, _max_row_count);
+            _all_rows = _all_rows.Clear();
+            rows.Clear();
+         } else {
+            int overflow_count = _all_rows.Count + trades.Count - _max_row_count;
+            if (overflow_count > 0) {
+               var rows_to_remove = _all_rows.WrapSubRange(0, overflow_count);
+               _all_rows = _all_rows.RemoveRange(0, overflow_count);
+               rows.RemoveSorted(rows_to_remove, _comparer);
+            }
+         }
+         var all_rows_bd = _all_rows.ToBuilder();
+         foreach (var t in trades) {
+            var r = _row_factory.create(t.security, t.trade, _get_display_qty_divisor);
+            all_rows_bd.Add(r);
+            if (_filter_backing == null || _filter_backing(r))
+               rows.InsertSorted(r, _comparer);
+         }
+         _all_rows = all_rows_bd.ToImmutable();
+         RaisePropertyChanged(nameof(total_row_count));
      }

-      public StartupData create() =>
-         new StartupData(_model.security_criteria, _get_filter_states(), get_grid_save_state(), rows_view.get_sorting_criteria(columns));
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         try {
+            if (e.Column is ISortableDIYGridColumn sc) {
+               _log.info($"handling sort event for column {sc.id}.");
+               _sort_manager.OnColumnClick(sc, KeyboardExtensions.IsShiftDown());
+               var sorted_rows = rows.ToArray();
+               var snapshot = _selected_rows;
+               _refresh_sort_impl();
+            } else {
+               _log.warn($"ignoring sort event because column '{e.Column?.id}' does not implement {nameof(ISortableDIYGridColumn)}.");
+            }
+         } catch (Exception ex) {
+            _log.error($"error handling sort event: {ex}.");
+         }
+      }

-      private Brush _get_aggressor_brush(Row r) {
+      public void row_selection_changed(SelectionChangedEventArgs e) {
+         var bd = _selected_rows.ToBuilder();
+         if (e.AddedItems != null)
+            bd.AddRange(e.AddedItems.OfType<TimeAndSalesRowVM>());
+         if (e.RemovedItems != null)
+            bd.removeRange(e.RemovedItems.OfType<TimeAndSalesRowVM>());
+         _selected_rows = bd.ToImmutable();
+         _refresh_selected_rows.execute();
+      }
+
+      static IComparer<TimeAndSalesRowVM> _get_column_comparer(string column_name) =>
+         _get_column_comparer(EnumHelper.parse<TimeAndSalesView.Columns>(column_name));
+
+      static IComparer<TimeAndSalesRowVM> _get_column_comparer(TimeAndSalesView.Columns column) {
+         switch (column) {
+            case TimeAndSalesView.Columns.Aggressor: return wrap(r => r.aggressor_side);
+            case TimeAndSalesView.Columns.Time: return wrap(r => r.time);
+            case TimeAndSalesView.Columns.Security: return wrap(r => r.security);
+            case TimeAndSalesView.Columns.Price: return wrap(r => r.price);
+            case TimeAndSalesView.Columns.Size: return wrap(r => r.size);
+            case TimeAndSalesView.Columns.SecurityKey: return wrap(r => r.security_key);
+            case TimeAndSalesView.Columns.RowKey: return wrap(r => r.row_key);
+            default: throw ExceptionBuilder.Argument.unexpected_case(column, nameof(column));
+         }
+         IComparer<TimeAndSalesRowVM> wrap<T>(Func<TimeAndSalesRowVM, T> selector) =>
+            Comparer<T>.Default.wrap(selector);
+      }
+
+      Brush _get_aggressor_brush(TimeAndSalesRowVM r) {
         BTSColor c;
         Brush b;
         if (r.aggressor_side == AggressorSide.Buy) c = BTSColors.MarketData.bid;
@@ -90,14 +369,6 @@ namespace mbts.spark {
         return b;
      }

-      #region Filters
-      public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> time_filter { get; } = new TimeFilterVM<Row>(r => r.time, nameof(Row.time));
-      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
-      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> price_filter { get; } = new DoubleMinMax<Row>(r => r.price, nameof(Row.price));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
-      public IDataGridColumnPersistentFilter<Row, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<Row, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side, nameof(Row.aggressor_side));
-      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
-
      FilterStates _get_filter_states() =>
         new FilterStates {
            time = time_filter.get_state(),
@@ -107,73 +378,35 @@ namespace mbts.spark {
            security_key = security_key_filter.get_state(),
            aggressor_sides = aggressor_filter.get_state()
         };
-      #endregion

-      protected override IEnumerable<SortingCriteria> get_default_sorting() {
-         yield return new SortingCriteria(nameof(Row.time), false);
+      void _refresh_sort_impl() {
+         _log.info($"begin change sort ({++_sort_change_count})...");
+         var timer = new Stopwatch();
+         timer.Start();
+         _comparer = _sort_manager.BuildComparer(_get_column_comparer, TimeAndSalesRowVM.key_comparer);
+         _sorting_criteria = ImmutableList.CreateRange(_sort_manager.SortingCriteria);
+         timer.Stop();
+         _log.info($"sort change ({_sort_change_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
      }

-      protected override Row row_factory(TradeInfo row_model) =>
-         new Row(this, row_model.security, row_model.trade);
-
-
-      async Task _show_ladder_async(Row row) {
-         var smd_lookup = await SparkUtils.get_security_md_async(_bus, row.security.Id);
-         if (smd_lookup.success) _bus.post(SparkTags.ShowLadderTag, smd_lookup.result);
+      void _refresh_filter_impl() {
+         _log.info($"begin change filter ({++_filter_change_count})...");
+         var timer = new Stopwatch();
+         timer.Start();
+         _filter = _get_filter_states().build_predicate();
+         timer.Stop();
+         _log.info($"filter change ({_filter_change_count}) took {timer.ElapsedMilliseconds:0.00}ms.");
      }

-      public class Row : SecurityRow, DIYGrid.IRowVM {
-         readonly uint _trade_key;
+      class RowFactory {
+         // the row key must be unique to each row in the collection
+         int _row_id_counter;

-         readonly string
-            _security_text,
-            _time_text,
-            _price_text,
-            _size_text,
-            _aggressor_text,
-            _trade_key_text,
-            _security_key_text;
+         public TimeAndSalesRowVM create(TradeInfo trade_info, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
+            new TimeAndSalesRowVM(_row_id_counter++, trade_info.security, trade_info.trade, get_display_qty_divisor);

-         public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
-            _trade_key = trade.Key;
-            time = ((ulong)trade.Time).lldatetime().ToLocalTime();
-            price = trade.price();
-            size = trade.Size;
-            aggressor_side = trade.AggressorSide;
-            show_ladder = new DelegateCommand(() => parent._show_ladder_async(this).ignore());
-            _security_text = security.ToString();
-            _time_text = time.ToString("M/d h:mm:ss tt");
-            _price_text = security.ContractSpec.format(price);
-            _size_text = size.ToString();
-            _aggressor_text = aggressor_side.ToString();
-            _trade_key_text = _trade_key.ToString();
-            _security_key_text = security_key.ToString();
-         }
-
-         public event Action invalidated;
-
-         public uint trade_key => _trade_key;
-         public DateTime time { get; }
-         public double price { get; }
-         public uint size { get; }
-         public AggressorSide aggressor_side { get; }
-         public ICommand show_ladder { get; }
-
-         public string this[TimeAndSalesView.Columns col] {
-            get {
-               switch (col) {
-                  case TimeAndSalesView.Columns.Security: return _security_text;
-                  case TimeAndSalesView.Columns.Time: return _time_text;
-                  case TimeAndSalesView.Columns.Price: return _price_text;
-                  case TimeAndSalesView.Columns.Size: return _size_text;
-                  case TimeAndSalesView.Columns.Aggressor: return _aggressor_text;
-                  case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
-                  default: return null;
-               }
-            }
-         }
-
-         public void raise_invalidated() => invalidated?.Invoke();
+         public TimeAndSalesRowVM create(SecurityImmutable security, TradeMessageImmutable trade, Func<SecurityImmutable?, uint> get_display_qty_divisor) =>
+            new TimeAndSalesRowVM(_row_id_counter++, security, trade, get_display_qty_divisor);
      }
   }
-}
+}
@@ -1,10 +1,10 @@
 <UserControl
-  x:Class="mbts.ui.spark.TimeAndSalesView"
+  x:Class="bts.shell.time_and_sales.TimeAndSalesView"
  x:ClassModifier="internal"
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:tas="clr-namespace:bts.shell.time_and_sales"
  FocusManager.IsFocusScope="True"
  Background="{StaticResource CommonBackground}"
 >
@@ -26,13 +26,14 @@
        x:Name="_grid"
        Grid.Row="0"
        Columns="{Binding columns}" 
-        Rows="{Binding rows_view}"
+        Rows="{Binding rows}"
        CurrentRow="{Binding current_row}"
        SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
-        >
+      >
        <c:DIYGrid.InputBindings>
-          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <MouseBinding MouseAction="LeftDoubleClick" Command="{Binding show_ladder_cmd}"/>
+          <KeyBinding Key="Return" Command="{Binding show_ladder_cmd}"/>
+          <KeyBinding Key="A" Modifiers="Ctrl" Command="{Binding select_all_cmd}"/>
        </c:DIYGrid.InputBindings>
        <c:DIYGrid.CommandBindings>
          <CommandBinding
@@ -43,13 +44,18 @@
        </c:DIYGrid.CommandBindings>
        <c:DIYGrid.RowTemplate>
          <DataTemplate>
-            <usp:TimeAndSalesRowView/>
+            <tas:TimeAndSalesRowView/>
          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
        <StatusBarItem HorizontalAlignment="Right">
-          <TextBlock Text=" "/>
+          <TextBlock>
+            <Run Text="Trades:"/>
+            <Run Text="{Binding rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding total_row_count, Mode=OneWay}" />
+          </TextBlock>
        </StatusBarItem>
      </StatusBar>      
    </Grid>
@@ -1,17 +1,21 @@
-using mbts.spark;
-using mbts.ui.controls;
+using mbts.ui.controls;
 using System.Windows.Controls;

-namespace mbts.ui.spark {
+namespace bts.shell.time_and_sales {
   /// <summary>
   /// Interaction logic for TimeAndSalesView.xaml
   /// </summary>
   partial class TimeAndSalesView : UserControl {
-      public enum Columns { Time, Security, Price, Size, OrderType, SecurityKey, Aggressor }
+      public enum Columns { Time, Security, Price, Size, SecurityKey, Aggressor, RowKey }

      public TimeAndSalesView() =>
         InitializeComponent();
   }

-   class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesVM.Row, TimeAndSalesView.Columns> { }
-}
+   class TimeAndSalesRowView : DIYGrid.HighPerformanceRow<TimeAndSalesRowVM> { }
+
+   static class TimeAndSalesViewColumnsExtensions {
+      public static string col_id(this TimeAndSalesView.Columns column) =>
+         column.ToString();
+   }
+}
@@ -1,125 +1,225 @@
-using bts;
-using bts.api;
-using bts.shell;
+using bts.api;
 using bts.shell.fills;
 using bts.spark;
+using bts.view;
+using mbts;
 using mbts.co2;
 using mbts.persist;
+using mbts.spark;
 using mbts.ui;
 using mbts.ui.settings;
-using mbts.ui.shell;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
 using System.Windows.Media;
-using static bts.shell.TimeAndSalesWindowFactory;

-namespace mbts.spark {
-   class TimeAndSalesWindow : SparkWindow<StartupData>, ISharedWindow {
+namespace bts.shell.time_and_sales {
+   class TimeAndSalesWindow : SparkWindow<TimeAndSalesSettings>, ISharedWindow {
      const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
      readonly MDConsumer _consumer;
      readonly TimeAndSalesWindowFactory _factory;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
-      SingleValuePump<TimeAndSalesVM> _vm;
+      readonly bool _can_pause_updates;
+      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
+      TimeAndSalesVM _vm;
      TimeAndSalesModel _model;
-      StartupData _state;
+      SecurityCriteria _security_criteria_backing;
+      TimeAndSalesSettings _state;
      TimeAndSalesView _view;
      SparkCommand[] _commands;
+      SparkMenuDisplayVM _menu_display_vm;
      IDisposable _subscriptions;

-      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, StartupData state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager)
+      public TimeAndSalesWindow(
+         TimeAndSalesWindowFactory factory,
+         IBus bus,
+         MDConsumer consumer,
+         TimeAndSalesSettings state,
+         ImageSource icon,
+         IWindowSettingsManager<GridSettings> settings_manager,
+         bool can_pause_updates,
+         Func<SecurityImmutable?, uint> get_display_qty_divisor)
         : base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
         Log.assert(state != null);
         _consumer = consumer;
         _factory = factory;
-         _state = state;
+         _state = state ?? TimeAndSalesSettings.Default(new SecurityCriteria());
+         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
+         if (_state.security_criteria == null)
+            _state = _state.with(new SecurityCriteria());
+         _security_criteria_backing = _state.security_criteria;
         _settings_manager = settings_manager;
+         _can_pause_updates = can_pause_updates;
+         thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().time_and_sales ? _window_type : null;
         Icon.Freeze();
      }

+      event Action<SecurityCriteria> _security_criteria_changed;
+
      public override string window_type => _window_type;
      public override IEnumerable<SparkCommand> Commands => _commands;
      public override UIElement Content => _view;
-      public override double MinWidth => StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+      public override double MinWidth => TimeAndSalesSettings.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 override StartupData SaveState => _state = _vm.value.create();
+      public override TimeAndSalesSettings SaveState {
+         get {
+            _ensure_state(true);
+            return _state;
+         }
+      }
+
+      SecurityCriteria _security_criteria {
+         get => _security_criteria_backing;
+         set {
+            _security_criteria_backing = value;
+            _state = null;
+            _security_criteria_changed?.Invoke(value);
+         }
+      }

      public override void Dispose() =>
         _dispose_resources();

      public void thread_init() {
         _dispose_resources();
-         _vm = new SingleValuePump<TimeAndSalesVM>();
-         var connectable_builder = new ConnectableSeriesBuilder<TimeAndSalesVM>(_vm.observable);
+         _ensure_state();
+         if (!_state.use_defaults)
+            _settings_manager.instance_settings = _state.grid;
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);
+         _vm = new TimeAndSalesVM(_settings_manager, _get_display_qty_divisor);
+         var selected_rows_src = Observable.Create<ImmutableHashSet<TimeAndSalesRowVM>>(o => {
+            _vm.selected_rows_changed += o.OnNext;
+            return Disposable.Create(() => _vm.selected_rows_changed -= o.OnNext);
+         });
+         var current_row_src = Observable.Create<TimeAndSalesRowVM>(o => {
+            if (_vm.current_row != null)
+               o.OnNext(_vm.current_row);
+            _vm.current_row_changed += o.OnNext;
+            return Disposable.Create(() => _vm.current_row_changed -= o.OnNext);
+         });
+         var current_sec_key_src = current_row_src.Select(r => {
+            var result = ImmutableHashSet<uint>.Empty;
+            if (r != null)
+               result = result.Add(r.security_key);
+            return result;
+         });
         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
-         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();
+         var security_criteria_changed = new Action<SecurityCriteria>(sc => { });
+         SparkCommand toggle_is_paused_cmd = null;
+         toggle_is_paused_cmd = new SparkCommandCommand(get_is_paused_cmd_title(), Icons.Pause, new DelegateCommand(() => {
+            _vm.is_paused = !_vm.is_paused;
+            toggle_is_paused_cmd.title = get_is_paused_cmd_title();
+         })) {
+            show_in_toolbar = _can_pause_updates,
+            show_in_context_menu = _can_pause_updates
+         };
         _commands = new SparkCommand[] {
-            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)),
+            // ladder
+            SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder)
+               .complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
+            // ticket
+            SparkCommands.ShowOrderTicketAutoLookup(SparkCommands.KeyGestures.ShowOrderTicket)
+               .complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
+            // fills
+            SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills)
+               .complete(selected_rows_src, always_true, get_fills_startup_data),
+            // mview
+            SparkCommands.ShowMarketView
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
+            // pause
+            toggle_is_paused_cmd,
+            // change securities
+            SparkCommands.change_securities_command(() => (update_securities_cmd, _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(() => {
                   var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
                  _settings_manager,
                  s => s.time_and_sales_grid,
                  UserSettings.FileExtensions.GRID,
-                  s => _vm.value.grid_settings_manager.create_vm(
+                  s => _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.with(_vm.value.columns.Select(c => c.create()))
+                     s.with(_vm.columns.Select(c => c.create()))
                  )
               );
               vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => vm.title = t));
               var dialog = new ShellSettingsDialog { DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
-            }))
+            })),
+            _menu_display_vm.spark_cmd
         };
-         _subscriptions = Disposable.Create(
-            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(update_criteria),
-            connectable_builder.connect_all());
-         _initialize();
-
+         _vm.load(_state.filters, _state.sorting_criterion, _state.grid);
+         _vm.request_show_ladder += show_ladder;
+         var security_criteria_src = _bus.subscribe(update_securities_cmd.tag);
+         var subs = new List<IDisposable> {
+            security_criteria_src.Subscribe(sc => _security_criteria = sc),
+            Disposable.Create(() => _vm.request_show_ladder -= show_ladder)
+         };
+         _model = new TimeAndSalesModel(_bus, _consumer, Observable.Create<SecurityCriteria>(o => {
+            o.OnNext(_security_criteria);
+            return security_criteria_src.Subscribe(o);
+         }));
+         subs.Add(_model.trades.OnDispatcher().Subscribe(_vm.on_new_trades));
+         _subscriptions = Disposable.Create(subs.ToArray());
+         if (_view == null)
+            _view = new TimeAndSalesView();
+         _view.DataContext = _vm;
+         // local methods
         bool always_true<T>(T _) => true;
-         FillsSettings get_fills_startup_data(IReadOnlyList<SecurityImmutable> secs) =>
+
+         FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
            new FillsSettings(new FillsFilterStates {
-               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
+               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
            });
-         void update_criteria(SecurityCriteria c) {
-            _state = _vm.value.create().with(c);
-            _initialize();
+
+         string get_is_paused_cmd_title() =>
+            $"{(_vm.is_paused ? "Resume" : "Pause")} Updates";
+
+         void show_ladder(TimeAndSalesRowVM row) {
+            if (row != null)
+               _bus.post(SparkTags.ShowLadderAutoLookupTag, ImmutableHashSet.Create(new[] { row.security_key }));
         }
      }

+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
+
      void _dispose_resources() {
         Disposable.dispose(ref _subscriptions);
-         Disposable.dispose(ref _vm);
-         Disposable.dispose(ref _model);
         if (_commands != null) {
            _commands.OfType<IDisposable>().DisposeAll();
            _commands = null;
         }
+         Disposable.dispose(ref _model);
+         Disposable.dispose(ref _vm);
      }

-      void _initialize() {
-         Disposable.dispose(ref _model);
-         _model = new TimeAndSalesModel(_bus, _consumer, _state.security_criteria);
-         // the previous _vm.value is automatically disposed when _vm.value is set - no need to dispose it here
-         _vm.value = new TimeAndSalesVM(_bus, _settings_manager, _model, _state);
-         if (_view == null)
-            _view = new TimeAndSalesView();
-         _view.DataContext = _vm.value;
+      void _ensure_state(bool force_recreate = false) {
+         if (_state == null || force_recreate) {
+            if (_vm == null) {
+               _state = TimeAndSalesSettings.Default(_security_criteria);
+            } else {
+               var (filters, sorting, grid) = _vm.create();
+               _state = new TimeAndSalesSettings(_security_criteria, filters, grid, sorting.ToList()) {
+                  use_defaults = _settings_manager.instance_settings == null
+               };
+            }
+            // should be safe to assume _menu_display_vm and _vm will either both be null, or both be non null,
+            // but redundant null checks don't hurt, and just may prevent a crash.
+            if (_menu_display_vm != null)
+               _state.menu_display = _menu_display_vm.safe_create();
+         }
      }
   }
-}
+}
@@ -1,33 +1,35 @@
 using bts.api;
 using bts.spark;
+using bts.shell.time_and_sales;
 using mbts;
 using mbts.co2;
 using mbts.persist;
 using mbts.spark;
-using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.settings;
-using ProtoBuf;
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using static mbts.ui.controls.DIYGrid;
-using static mbts.ui.spark.TimeAndSalesView;
+using Columns = bts.shell.time_and_sales.TimeAndSalesView.Columns;
+using mbts.config;

 namespace bts.shell {
-   class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesWindowFactory.StartupData> {
+   class TimeAndSalesWindowFactory : ShellWindowFactory<TimeAndSalesSettings> {
      readonly IBus _bus;
      readonly MDConsumer _consumer;
      readonly UserSettingsHub _settings_hub;
+      readonly TimeAndSalesConfig _time_and_sales_conf;
+      readonly ISecurityAuxiliaryDataModel _security_auxiliary_model;
      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();

-      public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub) : base(module, "TimeAndSales") {
+      public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, ISecurityAuxiliaryDataModel security_auxiliary_model)
+         : base(module, "TimeAndSales") {
         _bus = bus;
         _consumer = consumer;
         _settings_hub = settings_hub;
-
+         _security_auxiliary_model = security_auxiliary_model;
+         _time_and_sales_conf = new TimeAndSalesConfig(Configuration.get<bts.config.TimeAndSalesOptions>());
         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
            bus.subscribe(SparkTags.ShowTimeAndSalesTag).OnDispatcher().Subscribe(show)
@@ -36,91 +38,22 @@ namespace bts.shell {

      public static string col_id(Columns col) => col.ToString();

-      public override Task<IShellWindow> load(StartupData state) =>
+      public override Task<IShellWindow> load(TimeAndSalesSettings state) =>
         Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon,
-            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g))));
+            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g)),
+            _time_and_sales_conf.can_pause_updates,
+            _security_auxiliary_model.get_display_quantity_divisor));

      public async void show(SecurityCriteria criteria) {
-         var w = await load(new StartupData(criteria));
+         var w = await load(new TimeAndSalesSettings(criteria));
         _bus.post(SparkTags.ShowWindow, w);
      }

-      [ProtoContract]
-      public class StartupData {
-         [ProtoMember(1)]
-         public readonly SecurityCriteria security_criteria;
-         [ProtoMember(2)]
-         List<SortingCriteria> _sorting_criterion;
-         [ProtoMember(3)]
-         public FilterStates filters;
-         [ProtoMember(4)]
-         public GridSettings grid;
+      readonly struct TimeAndSalesConfig {
+         public readonly bool can_pause_updates;

-         public StartupData() { }
-
-         public StartupData(SecurityCriteria security_criteria) :
-            this(security_criteria, new FilterStates(), null, null) { }
-
-         public StartupData(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
-            this.security_criteria = security_criteria;
-            this.filters = filters;
-            this.grid = grid;
-            _sorting_criterion = sorting_criterion;
-         }
-
-         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
-
-         public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
-
-         public static StartupData Default(SecurityCriteria security_criteria) =>
-           new StartupData(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
-
-         public StartupData with(SecurityCriteria security_criteria) =>
-            new StartupData(security_criteria, filters, grid);
-
-         public static class DefaultColumns {
-            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
-            public static GridColumnSettings time => new GridColumnSettings(col_id(Columns.Time), DefaultColumnHeaders.Time, width: DefaultColumnWidths.Time);
-            public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings size => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
-            public static GridColumnSettings aggressor => new GridColumnSettings(col_id(Columns.Aggressor), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
-            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible:false, width: DefaultColumnWidths.SecurityKey);
-
-            public static IEnumerable<SortingCriteria> default_sorting_criterion {
-               get {
-                  yield return new SortingCriteria(time.id, false);
-               }
-            }
-
-            public static IEnumerable<GridColumnSettings> all {
-               get {
-                  yield return security;
-                  yield return time;
-                  yield return price;
-                  yield return size;
-                  yield return aggressor;
-                  yield return security_key;
-               }
-            }
-         }
-      }
-
-      [ProtoContract]
-      public class FilterStates {
-         [ProtoMember(1)]
-         public TimeFilterTuple time;
-         [ProtoMember(2)]
-         public string security;
-         [ProtoMember(3)]
-         public DoubleMinMaxState price;
-         [ProtoMember(4)]
-         public UIntMinMaxState size;
-         // [ProtoMember(5)]
-         // ProtoMember 5 cannot be used further
-         [ProtoMember(6)]
-         public string security_key;
-         [ProtoMember(7)]
-         public co2.AggressorSide[] aggressor_sides;
+         public TimeAndSalesConfig(bts.config.TimeAndSalesOptions options) =>
+            can_pause_updates = options.can_pause_updates;
      }
   }
-}
+}
@@ -549,24 +549,48 @@
              </u:BindingUpdateGroupCollection>
            </u:Behavior.BindingUpdateGroups>
          </TextBox>
-          <TextBlock
+          <StackPanel
            x:Name="PART_TickFactors_Label"
            Grid.Column="2"
-            VerticalAlignment="Center"
-            Margin="{StaticResource Margin.LHeaderPanelItem}"
-            Text="Ticks"
            IsEnabled="True"
+            Orientation="Horizontal"
            Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          />
-          <c:TickFactorsPicker
+           >
+            <TextBlock
+              VerticalAlignment="Center"
+              Margin="{StaticResource Margin.LHeaderPanelItem}"
+              Text="Ticks ("
+            />
+            <CheckBox
+              Margin="1,0,0,0"
+              IsChecked="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}}"
+              VerticalAlignment="Center"
+              VerticalContentAlignment="Center"
+              Padding="0"
+            >
+              fractional
+            </CheckBox>
+            <TextBlock VerticalAlignment="Center" Margin="1,0,0,0">)</TextBlock>
+          </StackPanel>
+          <Grid
            x:Name="PART_TickFactors_Picker"
            Grid.Column="3"
-            Margin="{StaticResource Margin.LHeaderPanelItem}"
-            HorizontalAlignment="Stretch"
            IsEnabled="True"
-            SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
+            Margin="{StaticResource Margin.LHeaderPanelItem}"
            Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          />
+          >
+            <c:TickFactorsPicker
+              HorizontalAlignment="Stretch"
+              SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
+              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={x:Static cv:BooleanToVisibilityConverter.HiddenInstance}}"
+            />
+            <c:TickUpDownInt
+              HorizontalAlignment="Stretch"
+              Minimum="1"
+              Value="{Binding IntegerTickSize, RelativeSource={RelativeSource TemplatedParent}}"
+              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource FalseVisibilityConverter}}"
+            />
+          </Grid>
          <TextBlock
            x:Name="PART_Pricing_Label"
            Grid.Column="4"
@@ -52,6 +52,26 @@ namespace mbts.ui.spark {
      public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
      #endregion

+      #region UseFractionalTicks
+      public static readonly DependencyProperty UseFractionalTicksProperty = WPFHelper.create_dp<bool, ExecutionStrategyEditor>(
+         nameof(UseFractionalTicks), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, true);
+
+      public bool UseFractionalTicks {
+         get => (bool)GetValue(UseFractionalTicksProperty);
+         set => SetValue(UseFractionalTicksProperty, value);
+      }
+      #endregion
+
+      #region IntegerTickSize
+      public static readonly DependencyProperty IntegerTickSizeProperty = WPFHelper.create_dp<int, ExecutionStrategyEditor>(
+         nameof(IntegerTickSize), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, 1);
+
+      public int IntegerTickSize {
+         get => (int)GetValue(IntegerTickSizeProperty);
+         set => SetValue(IntegerTickSizeProperty, value);
+      }
+      #endregion
+
      #region IsNew
      public static readonly DependencyProperty IsNewProperty =
         DependencyProperty.Register(
@@ -46,7 +46,7 @@ namespace bts.shell {

      async void _show_synthetic_create(SecurityCriteria security_criteria) {
         var found_securities = await security_criteria.securities(_bus);
-         var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Count > 0);
+         var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Length > 0);
         if (!respect_clause_security_ordering_is_possible) {
            _show_synthetic_create(found_securities.Values.ToList());
         } else {
@@ -36,6 +36,8 @@
      ContractPickerModel="{Binding contract_picker_model}"
      HedgePricing="{Binding hedge_pricing}"
      HedgePricingItemsSource="{Binding hedge_pricing_options}"
+      UseFractionalTicks="{Binding use_fractional_ticks}"
+      IntegerTickSize="{Binding integer_tick_size}"
    />
    <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
  </Grid>
@@ -20,5 +20,5 @@ namespace mbts.ui.spark {
         InitializeComponent();
   }

-   class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row, SyntheticManagementView.Columns> { }
+   class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row> { }
 }
@@ -3,6 +3,7 @@ using bts.api;
 using bts.shell;
 using bts.shell.spreader;
 using bts.spark;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -27,6 +28,7 @@ namespace mbts.spark {
      StartupData _state;
      OrdersModel _orders_model;
      SyntheticManagementView _view;
+      SparkMenuDisplayVM _menu_display_vm;
      IDisposable _subscriptions;
      IReadOnlyList<SparkCommand> _commands;
      readonly IWindowSettingsManager<GridSettings> _settings_manager;
@@ -43,7 +45,7 @@ namespace mbts.spark {
      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 StartupData SaveState => _state = _vm.value.create().with(menu_display: _menu_display_vm.safe_create());
      public override double MinWidth => 
         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
@@ -53,6 +55,8 @@ namespace mbts.spark {

      public void thread_init() {
         Log.notnull(_state);
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);

         var vm_connectable_builder = new ConnectableSeriesBuilder<SyntheticManagementDialogVM>(_vm.observable);
         var current_row_source = vm_connectable_builder.create(vm => vm.current_row_observable);
@@ -97,7 +101,8 @@ namespace mbts.spark {
            new SparkCommandCommand(
               "Import Synthetics...", Icons.Import, FileDialogCommand.open_file(import, extensions: SyntheticSecurityParser.file_extension)) {
               show_in_toolbar = false
-            }
+            },
+            _menu_display_vm.spark_cmd
         };

         _subscriptions = Disposable.Create(
@@ -129,6 +134,9 @@ namespace mbts.spark {
         Commands.OfType<IDisposable>().DisposeAll();
      }

+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
+
      struct RowModificationParams {
         public readonly SecurityImmutable security;
         public readonly bool has_working_orders;
@@ -48,14 +48,28 @@ namespace bts.shell {
         public readonly FilterStates filters;
         [ProtoMember(3)]
         public readonly GridSettings grid;
+         [ProtoMember(4)]
+         public readonly SparkMenuDisplaySettings menu_display;

         public StartupData() : this(new List<SortingCriteria>(), null, null) { }
-         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
+
+         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default)
+            : this(sorting_criteria, filters, grid, SparkMenuDisplaySettings.Default) { }
+
+         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid, SparkMenuDisplaySettings menu_display) {
            this.sorting_criteria = sorting_criteria;
            this.filters = filters;
            this.grid = grid;
+            this.menu_display = menu_display;
         }

+         public StartupData with(List<SortingCriteria> sorting_criteria = null, FilterStates filters = null, GridSettings grid = null, SparkMenuDisplaySettings? menu_display = null) =>
+            new StartupData(
+               sorting_criteria ?? this.sorting_criteria,
+               filters ?? this.filters,
+               grid ?? this.grid,
+               menu_display ?? this.menu_display);
+
         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);

         static class DefaultColumns {
@@ -2,7 +2,6 @@
 using bts.collections;
 using bts.shell;
 using bts.spark;
-using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -30,8 +29,16 @@ namespace mbts.spark {
      readonly Property<bool> _has_working_orders, _can_add_leg;

      Security _synthetic;
-      bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
+      bool
+         _set_name_automatically,
+         _set_ticks_automatically,
+         _set_quantities_automatically,
+         _set_price_mults_automatically,
+         _is_setting_quantities,
+         _is_setting_price_mults,
+         _use_fractional_ticks = true;
      TickFactors _tick_factors;
+      int _integer_tick_size = 1;
      ExecutionStrategyImmutable _strategy;
      HedgePricing _hedge_pricing;

@@ -44,6 +51,10 @@ namespace mbts.spark {
         : this(synthetic, strategy, false) {
         ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
         _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
+         if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
+            _use_fractional_ticks = false;
+            _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
+         }
         title = $"Edit '{synthetic.Synthetic.Name}'";
         icon = Icons.ModifySynthetic;
         _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
@@ -74,9 +85,7 @@ namespace mbts.spark {
         icon = Icons.Synthetics;
         _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).ToArray()
-            }
+            new SecurityCriteriaClause(exchanges: EnumHelper.get_values_except(Venue.Bts).ToArray())
         }));
         contract_picker_model.cancel_action += _close_new_leg_popup;
         contract_picker_model.ok_action += () => {
@@ -131,14 +140,14 @@ namespace mbts.spark {
               flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
               valid = false;
            }
-            if (_tick_factors == null || !_tick_factors.is_valid()) {
-               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
+            if (use_fractional_ticks ? (_tick_factors == null || !_tick_factors.is_valid()) : integer_tick_size == 0) {
+               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, use_fractional_ticks ? nameof(tick_factors) : nameof(integer_tick_size)).ignore();
               valid = false;
            }
            if (valid) {
               _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
               _synthetic.Symbol = _deduce_symbol(_synthetic);
-               _synthetic.ContractSpec = _tick_factors.to_spec();
+               _synthetic.ContractSpec = use_fractional_ticks ? _tick_factors.to_spec() : TickUtils.create_integer_tick_spec(integer_tick_size);
               uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
               if (id.HasValue && id != 0) {
                  if (await model.save_strategy(id.Value, get_strategy())) {
@@ -295,6 +304,20 @@ namespace mbts.spark {
      public bool has_working_orders => _has_working_orders.Value;
      public bool is_new { get; }
      public bool is_new_leg_popup_open { get; set; }
+      public bool use_fractional_ticks {
+         get => _use_fractional_ticks;
+         set {
+            if (Set(ref _use_fractional_ticks, value))
+               _set_ticks_automatically = false;
+         }
+      }
+      public int integer_tick_size {
+         get => _integer_tick_size;
+         set {
+            if (Set(ref _integer_tick_size, value))
+               _set_ticks_automatically = false;
+         }
+      }
      public bool can_add_leg => _can_add_leg.Value;
      public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
      public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
@@ -323,6 +346,16 @@ namespace mbts.spark {
         _strategy = strategy;
         hedge_pricing = strategy.HedgePricing;
         leg_tuples.SetItems(_get_legs(_synthetic, strategy));
+         if (synthetic.HasContractSpec) {
+            /// assign the fields <see cref="_use_fractional_ticks"/> and <see cref="_integer_tick_size"/>,
+            /// rather than the properties <see cref="use_fractional_ticks"/> and <see cref="integer_tick_size"/>
+            /// because the setters of the former flip <see cref="_set_ticks_automatically"/> to false if the value changes.
+            /// This behavior causes the ticks to be automatically deduced as legs are added/removed,
+            /// until the user explicitly enters a different value (as the properties are bound to tick input controls in the view).
+            Set(ref _use_fractional_ticks, !TickUtils.is_integer_tick(synthetic.ContractSpec), nameof(use_fractional_ticks));
+            if (!use_fractional_ticks)
+               Set(ref _integer_tick_size, DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0, nameof(integer_tick_size));
+         }
         RaisePropertyChanged(nameof(name), nameof(tick_factors));
      }

@@ -25,6 +25,7 @@
      <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.LP1_RP1" Left="{StaticResource HorizontalPush1}" Right="{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}"/>
@@ -130,22 +131,6 @@
    </ResourceDictionary>
  </UserControl.Resources>
  <VisualStateManager.VisualStateGroups>
-    <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.EditPane}}">
-      <VisualState Name="{x:Static u:VisualStates.Active}">
-        <Storyboard>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(UIElement.Visibility)">
-            <DiscreteObjectKeyFrame KeyTime="00:00:00" Value="{x:Static Visibility.Visible}" />
-          </ObjectAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-      <VisualState Name="{x:Static u:VisualStates.Inactive}">
-        <Storyboard>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(UIElement.Visibility)">
-            <DiscreteObjectKeyFrame KeyTime="00:00:00" Value="{x:Static Visibility.Hidden}" />
-          </ObjectAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-    </VisualStateGroup>
  </VisualStateManager.VisualStateGroups>
  <AdornerDecorator>
    <Grid>
@@ -153,13 +138,19 @@
        <ColumnDefinition Width="Auto"/>
        <ColumnDefinition Width="*"/>
      </Grid.ColumnDefinitions>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="*"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
      <ListBox
        x:Name="_tree_view"
+        Grid.RowSpan="2"
        ItemsSource="{Binding definitions_view}"
        HorizontalAlignment="Stretch"
        VerticalAlignment="Stretch"
        MinWidth="180"
        Background="Transparent"
+        BorderThickness="0,0,1,0"
        SelectedItem="{Binding selected_definition}"
      >
        <ListBox.ItemTemplate>
@@ -173,275 +164,176 @@
          </DataTemplate>
        </ListBox.ItemTemplate>
      </ListBox>
-      <ScrollViewer Grid.Column="1" Grid.IsSharedSizeScope="True" Margin="8,4">
-        <Grid x:Name="edit_pane">
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="*"/>
-            <RowDefinition Height="Auto"/>
-          </Grid.RowDefinitions>
-          <Grid u:StateManager.VisualStateCollection="{Binding content_visual_states}" Margin="{StaticResource Margin.TP1}" >
-            <VisualStateManager.VisualStateGroups>
-              <!--Name-->
-              <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                <VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}"/>
-                <VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static CannotRenameDefinition, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename definitions."/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static CannotRenameDefinitionWhileTemplatesPresent, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename definition while templates present."/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static CannotRenameTemplate, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Name}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(TextBox.ToolTip)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="Cannot rename templates."/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-              <!--Abbreviation-->
-              <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                <VisualState Name="{x:Static Populated, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_active_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static Unpopulated, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                  <Storyboard>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_active_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                    <ColorAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_label" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)">
-                      <DiscreteColorKeyFrame KeyTime="0" Value="Gray"/>
-                    </ColorAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static NotSupportedForTemplates, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.Abbreviation}}">
-                  <Storyboard>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_root" Storyboard.TargetProperty="(ToolTipService.ShowOnDisabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
-                    </BooleanAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_root" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                    <ColorAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_label" Storyboard.TargetProperty="(TextElement.Foreground).(SolidColorBrush.Color)">
-                      <DiscreteColorKeyFrame KeyTime="0" Value="Gray"/>
-                    </ColorAnimationUsingKeyFrames>
-                    <ObjectAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_not_supported_for_templates_tooltip" Storyboard.TargetProperty="(FrameworkElement.Visibility)">
-                      <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-                    </ObjectAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-              <!--Badge Selector-->
-              <VisualStateGroup Name="{x:Static GroupName, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
-                <VisualState Name="{x:Static Active, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
-                  <Storyboard>
-                    <DoubleAnimationUsingKeyFrames Storyboard.TargetName="default_badge" Storyboard.TargetProperty="(UIElement.Opacity)">
-                      <DiscreteDoubleKeyFrame KeyTime="0" Value="0.5"/>
-                    </DoubleAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-                <VisualState Name="{x:Static Inactive, MemberType={u:Nested usp:AlgoStudioView.VisualStateNames.BadgeSelector}}">
-                  <Storyboard>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="custom_badge_color_picker_button" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-                    </BooleanAnimationUsingKeyFrames>
-                    <BooleanAnimationUsingKeyFrames Storyboard.TargetName="default_badge_radio_button" Storyboard.TargetProperty="(ToggleButton.IsChecked)">
-                      <DiscreteBooleanKeyFrame KeyTime="0" Value="True"/>
-                    </BooleanAnimationUsingKeyFrames>
-                  </Storyboard>
-                </VisualState>
-              </VisualStateGroup>
-            </VisualStateManager.VisualStateGroups>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="param_name_col"/>
-              <ColumnDefinition Width="3*"/>
-              <ColumnDefinition Width="2*"/>
-            </Grid.ColumnDefinitions>
-            <TextBlock VerticalAlignment="Center">Name:</TextBlock>
-            <TextBox
-            x:Name="name_text_box"
-            Grid.Column="1"
-            ToolTipService.ShowOnDisabled="True"
-            Margin="{StaticResource Margin.LP1}"
-            HorizontalAlignment="Stretch"
-            VerticalAlignment="Center"
-            Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
-          />
-            <Grid x:Name="abbreviation_root" Grid.Column="2">
-              <Grid.ToolTip>
-                <Grid>
-                  <TextBlock x:Name="abbreviation_active_tooltip" Visibility="Collapsed">
-                    <TextBlock.Inlines>
-                      <Run>Specify an abbreviation for this algo to use in ladder algo 'favorite' buttons.</Run>
-                      <LineBreak/>
-                      <Run FontStyle="Italic">Hint: To add/remove algos from 'favorites', open the ladder settings dialog and select the 'Algo Favorites' tab.</Run>
-                    </TextBlock.Inlines>
+      <Grid x:Name="edit_pane" Grid.Column="1">
+        <u:StateManager.VisualState>
+          <Binding Path="selected_definition">
+            <Binding.Converter>
+              <cv:ValueMap Default="{x:Static u:VisualStates.Active}">
+                <cv:KeyValue Key="{x:Null}" Value="{x:Static u:VisualStates.Inactive}"/>
+              </cv:ValueMap>
+            </Binding.Converter>
+          </Binding>
+        </u:StateManager.VisualState>
+        <VisualStateManager.VisualStateGroups>
+          <VisualStateGroup>
+            <VisualState Name="{x:Static u:VisualStates.Active}"/>
+            <VisualState Name="{x:Static u:VisualStates.Inactive}">
+              <Storyboard>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="custom_badge_color_picker_button" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="name_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="abbreviation_text_box" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <BooleanAnimationUsingKeyFrames Storyboard.TargetName="algo_editor_scroll_viewer" Storyboard.TargetProperty="(UIElement.IsEnabled)">
+                  <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
+                </BooleanAnimationUsingKeyFrames>
+                <ObjectAnimationUsingKeyFrames Storyboard.TargetName="edit_pane" Storyboard.TargetProperty="(FrameworkElement.ToolTip).(UIElement.Visibility)">
+                  <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
+                </ObjectAnimationUsingKeyFrames>
+              </Storyboard>
+            </VisualState>
+          </VisualStateGroup>
+        </VisualStateManager.VisualStateGroups>
+        <Grid.ToolTip>
+          <ToolTip Visibility="Collapsed">
+            <StackPanel Orientation="Vertical">
+              <TextBlock FontStyle="Italic">Select an existing algo to edit from the list to the left.</TextBlock>
+              <StackPanel Orientation="Horizontal">
+                <TextBlock FontStyle="Italic">Or click the</TextBlock>
+                <Image Source="{x:Static u:Icons.AddBoxes}" Height="20" Margin="2,0"/>
+                <TextBlock FontStyle="Italic"> button to create a new one.</TextBlock>
+              </StackPanel>
+            </StackPanel>
+          </ToolTip>
+        </Grid.ToolTip>
+        <Grid.RowDefinitions>
+          <RowDefinition Height="27"/>
+          <RowDefinition Height="*"/>
+        </Grid.RowDefinitions>
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="*"/>
+          <ColumnDefinition Width="Auto"/>
+        </Grid.ColumnDefinitions>
+        <Rectangle Grid.ColumnSpan="3" VerticalAlignment="Stretch" HorizontalAlignment="Stretch" Fill="{x:Static u:BTSColors.dialog_skirt_brush}" UseLayoutRounding="True"/>
+        <Button
+          x:Name="custom_badge_color_picker_button"
+          Background="{Binding selected_definition.badge_fill}"
+          Margin="{StaticResource Margin.LP1}"
+          ToolTip="Change the icon color used for this algo."
+          IsEnabled="True"
+          Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
+        />
+        <Popup x:Name="custom_badge_color_picker_popup" StaysOpen="False" PlacementTarget="{Binding ElementName=custom_badge_color_picker_button}" Placement="Right">
+          <Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
+            <Grid>
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="*"/>
+              </Grid.RowDefinitions>
+              <CheckBox
+                x:Name="default_badge_color_checkbox"
+                VerticalAlignment="Center"
+                VerticalContentAlignment="Center"
+                Margin="6,4,0,4"
+                IsChecked="{Binding selected_definition.custom_badge_color.enabled, Converter={StaticResource NotConverter}}"
+              >
+                <CheckBox.ToolTip>
+                  <TextBlock>
+                    <Run>Use the default icon color for this algo.</Run>
+                    <LineBreak/>
+                    <Run FontStyle="Italic">Hint: the default color is that of the algo-root.</Run>
                  </TextBlock>
-                  <TextBlock x:Name="abbreviation_not_supported_for_templates_tooltip" Visibility="Collapsed">
-                  Not supported for templates.
-                  </TextBlock>
-                </Grid>
-              </Grid.ToolTip>
-              <Grid.ColumnDefinitions>
-                <ColumnDefinition Width="Auto"/>
-                <ColumnDefinition Width="*"/>
-              </Grid.ColumnDefinitions>
-              <TextBlock x:Name="abbreviation_label" FontStyle="Italic" Margin="{StaticResource Margin.LP1}" VerticalAlignment="Center">Abbrev.</TextBlock>
-              <TextBox Grid.Column="1" Margin="{StaticResource Margin.LP1}" Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"/>
-            </Grid>
-          </Grid>
-          <Grid x:Name="badge_selector_radio_button_root" Grid.Row="1" Margin="{StaticResource Margin.TP2}">
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" SharedSizeGroup="param_name_col"/>
-              <ColumnDefinition Width="Auto"/>
-              <ColumnDefinition Width="*"/>
-            </Grid.ColumnDefinitions>
-            <TextBlock>Icon:</TextBlock>
-            <RadioButton
-              x:Name="default_badge_radio_button"
-              Grid.Column="1"
-              VerticalAlignment="Center"
-              VerticalContentAlignment="Center"
-              Margin="{StaticResource Margin.LP1}"
-              GroupName="Badge"
-            >
-              <RadioButton.ToolTip>
-                <ToolTip DataContext="{Binding PlacementTarget.DataContext, RelativeSource={RelativeSource Self}}">
-                  <StackPanel Orientation="Vertical">
-                    <TextBlock>Use the default icon color for this algo.</TextBlock>
-                    <StackPanel TextElement.FontStyle="Italic" Orientation="Horizontal">
-                      <TextBlock>Hint: the default color is that of the algo-root (</TextBlock>
-                      <usp:OrderTypeItem
-                        Margin="2,0"
-                        BadgeFill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
-                        DisplayName="{Binding selected_definition.algo_root.display_name}"
-                      />
-                      <TextBlock>).</TextBlock>
-                    </StackPanel>
-                  </StackPanel>
-                </ToolTip>
-              </RadioButton.ToolTip>
-              <Grid x:Name="default_badge_content_root">
-                <Grid.ColumnDefinitions>
-                  <ColumnDefinition Width="Auto"/>
-                  <ColumnDefinition Width="*"/>
-                </Grid.ColumnDefinitions>
-                <TextBlock>Default</TextBlock>
-                <Rectangle
-                  x:Name="default_badge"
-                  Grid.Column="1"
-                  Margin="{StaticResource Margin.LP1}"
-                  Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
-                  Style="{StaticResource RectangleBadgeStyle}"
-                />
-              </Grid>
-            </RadioButton>
-            <RadioButton
-              Grid.Column="2"
-              VerticalAlignment="Center"
-              VerticalContentAlignment="Center"
-              Margin="{StaticResource Margin.LP2}"
-              IsChecked="{Binding selected_definition.custom_badge_color.enabled}"
-              GroupName="Badge"
-            >
-              <RadioButton.ToolTip>
-                <Grid>
-                  <Grid.RowDefinitions>
-                    <RowDefinition Height="Auto"/>
-                    <RowDefinition Height="Auto"/>
-                  </Grid.RowDefinitions>
+                </CheckBox.ToolTip>
+                <Grid x:Name="default_badge_content_root">
                  <Grid.ColumnDefinitions>
-                    <ColumnDefinition Width="Auto"/>
                    <ColumnDefinition Width="Auto"/>
                    <ColumnDefinition Width="*"/>
                  </Grid.ColumnDefinitions>
-                  <TextBlock Grid.ColumnSpan="3">Specify a custom icon color for this algo.</TextBlock>
-                  <TextBlock Grid.Row="1" FontStyle="Italic">Hint: Click</TextBlock>
+                  <TextBlock>Use Default Icon</TextBlock>
                  <Rectangle
-                    Grid.Row="1"
+                    x:Name="default_badge"
                    Grid.Column="1"
-                    Margin="3,0"
-                    Fill="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
+                    Margin="{StaticResource Margin.LP1}"
+                    Fill="{Binding selected_definition.algo_root.meta.Color, Converter={StaticResource ColorToBrushConverter}}"
                    Style="{StaticResource RectangleBadgeStyle}"
                  />
-                  <TextBlock Grid.Row="1" Grid.Column="2" FontStyle="Italic">to open the color picker popup.</TextBlock>
                </Grid>
-              </RadioButton.ToolTip>
-              <Grid>
-                <Grid.ColumnDefinitions>
-                  <ColumnDefinition Width="Auto"/>
-                  <ColumnDefinition Width="*"/>
-                </Grid.ColumnDefinitions>
-                <TextBlock>Custom</TextBlock>
-                <Button
-                  x:Name="custom_badge_color_picker_button"
-                  Grid.Column="1"
-                  Background="{Binding selected_definition.custom_badge_color.value, Converter={StaticResource ColorToBrushConverter}}"
-                  Margin="{StaticResource Margin.LP1}"
-                  Style="{StaticResource CustomBadgeColorPickerButtonStyle}"
-                />
-                <Popup x:Name="custom_badge_color_picker_popup" StaysOpen="False" PlacementTarget="{Binding ElementName=custom_badge_color_picker_button}" Placement="Right">
-                  <Border Style="{StaticResource CustomBadgeColorPickerPopupRootStyle}">
-                    <cp:ColorPickerControl
-                      Background="Transparent"
-                      Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
-                      SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
-                    />
-                  </Border>
-                </Popup>
-              </Grid>
-            </RadioButton>
-          </Grid>
+              </CheckBox>
+              <cp:ColorPickerControl
+                Grid.Row="1"
+                ToolTipService.ShowOnDisabled="True"
+                Margin="{StaticResource Margin.TP1}"
+                Background="Transparent"
+                Palettes="{Binding DataContext.selected_definition.custom_badge_color_palettes, RelativeSource={RelativeSource AncestorType=Popup}}"
+                SelectedColor="{Binding DataContext.selected_definition.custom_badge_color.value, RelativeSource={RelativeSource AncestorType=Popup}, Mode=TwoWay}"
+                PreviewMouseDown="_on_badge_color_picker_activated"
+                PreviewGotKeyboardFocus="_on_badge_color_picker_activated"
+              />
+            </Grid>
+          </Border>
+        </Popup>
+        <TextBox
+          x:Name="name_text_box"
+          Grid.Column="1"
+          u:TextBoxBehavior.TextPrompt="Name"
+          Margin="{StaticResource Margin.LP1}"
+          HorizontalAlignment="Stretch"
+          VerticalAlignment="Center"
+          MinWidth="50"
+          IsEnabled="True"
+          Text="{Binding selected_definition.name, UpdateSourceTrigger=PropertyChanged, Delay=25}"
+          ToolTip="This algo's full name."
+        />
+        <TextBox
+          x:Name="abbreviation_text_box"
+          Grid.Column="2"
+          u:TextBoxBehavior.TextPrompt="Abbrev."
+          VerticalAlignment="Center"
+          Margin="{StaticResource Margin.LP1_RP1}"
+          MinWidth="50"
+          IsEnabled="True"
+          Text="{Binding selected_definition.abbreviation, UpdateSourceTrigger=PropertyChanged, Delay=25}"
+        >
+          <TextBox.ToolTip>
+            <TextBlock>
+              <TextBlock.Inlines>
+                <Run>Specify an abbreviation for this algo to use in ladder algo 'favorite' buttons.</Run>
+                <LineBreak/>
+                <Run FontStyle="Italic">Hint: To add/remove algos from 'favorites', open the ladder settings dialog and select the 'Algo Favorites' tab.</Run>
+              </TextBlock.Inlines>
+            </TextBlock>
+          </TextBox.ToolTip>
+        </TextBox>
+        <ScrollViewer x:Name="algo_editor_scroll_viewer" Grid.Row="1" Grid.ColumnSpan="3" VerticalScrollBarVisibility="Auto">
          <usp:AlgoEditorView
-            Grid.Row="2"
            DataContext="{Binding selected_definition}"
            Background="Transparent"
            BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
-            Margin="0,6,0,0"
            Padding="12,8"
          />
-          <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 selected_definition}" Width="100" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
-              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Save {0}'}"/>
+        </ScrollViewer>
+      </Grid>
+      <c:DialogSkirt
+        Grid.Row="2"
+        Grid.Column="1"
+        BorderThickness="0"
+      >
+        <c:DialogSkirt.RightItems>
+          <x:Array Type="{x:Type Button}">
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding save_cmd}" CommandParameter="{Binding selected_definition}" Width="90" ToolTip="{Binding save_cmd_tooltip}" IsDefault="True">
+              Save Algo
            </Button>
-            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="100" ToolTip="{Binding revert_cmd_tooltip}">
-              <TextBlock Text="{Binding selected_definition.name, StringFormat='{}Revert {0}'}"/>
+            <Button ToolTipService.ShowOnDisabled="True" Margin="{StaticResource DialogSkirtButtonMargin}" Command="{Binding revert_cmd}" CommandParameter="{Binding selected_definition}" Width="90" ToolTip="{Binding revert_cmd_tooltip}">
+              Revert Algo
            </Button>
-          </StackPanel>
-        </Grid>
-      </ScrollViewer>
+          </x:Array>
+        </c:DialogSkirt.RightItems>
+      </c:DialogSkirt>
    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -19,6 +19,17 @@ namespace mbts.ui.spark {
            Dispatcher.InvokeAsync(() => Keyboard.Focus(name_text_box));
      }

+      void _on_badge_color_picker_activated(object sender, MouseButtonEventArgs e) =>
+         _on_badge_color_picker_activated();
+
+      void _on_badge_color_picker_activated(object sender, KeyboardFocusChangedEventArgs e) =>
+         _on_badge_color_picker_activated();
+
+      void _on_badge_color_picker_activated() {
+         if (DataContext is AlgoStudioVM vm && vm.selected_definition != null)
+            vm.selected_definition.custom_badge_color.enabled = true;
+      }
+
      public static class VisualStateNames {
         public static class EditPane {
            public const string GroupName = nameof(EditPane);
@@ -44,8 +55,7 @@ namespace mbts.ui.spark {

            public static readonly string
               Populated = $"{GroupName}{nameof(Populated)}",
-               Unpopulated = $"{GroupName}{nameof(Unpopulated)}",
-               NotSupportedForTemplates = $"{GroupName}{nameof(NotSupportedForTemplates)}";
+               Unpopulated = $"{GroupName}{nameof(Unpopulated)}";
         }

         public static class BadgeSelector {
@@ -9,6 +9,7 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 using System.Windows;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;

@@ -68,23 +69,12 @@ namespace mbts.spark {
            .Subscribe(sec_map => _view.Resources[ResourceKeys.Securities] = sec_map));
         // add definition
         _commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
-         // clone definition
-         var clone_selected_definition_spark_cmd = new SparkCommandCommand(string.Empty, Icons.DocumentCopy, _vm.clone_selected_definition_cmd);
-         _commands.Add(clone_selected_definition_spark_cmd);
-         _resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(
-            def => clone_selected_definition_spark_cmd.title = def == null ? $"Clone (None Selected)" : $"Clone '{def.name}'"));
-         // save
-         if (_ui_configuration.can_save_specific) {
-            var content_is_dirty_src = _vm.subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false));
-            _commands.Add(new ReactiveSparkCommand(_vm.subscribe_definition().OnDispatcher().Select(c => $"Save '{c?.name}'"), Icons.DiskFile, () => {
-               if (_vm.selected_definition is AlgoDefinitionVM d)
-                  _vm.save_definition(d).ignore();
-            }, content_is_dirty_src));
-         }
-         // save all
-         var save_all_cmd = new ObservantAsyncCommand(_vm.save_all);
-         _commands.Add(new SparkCommandCommand("Save All", Icons.Disk, save_all_cmd));
-         _resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_cmd));
+         _commands.Add(new SparkCommandCommand("Clone Algo", Icons.CopyBoxes, _vm.clone_selected_definition_cmd));
+         _commands.Add(new SparkCommandCommand("Save Algo", Icons.DiskFile, _vm.save_cmd) {
+            show_in_toolbar = _ui_configuration.can_save_specific
+         });
+         _commands.Add(new SparkCommandCommand("Save All", Icons.Disk, ObservantAsyncCommand.create(_vm.save_all, out var save_all_observer)));
+         _resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_observer));
         // undo/redo
         if (_ui_configuration.can_undo_redo) {
            // undo
@@ -117,30 +107,11 @@ namespace mbts.spark {
            _resources.Add(can_redo_source.Subscribe(redo_cmd));
         }
         // remove
-         var remove_spark_cmd = new ObservantSparkCommandCommand<IAlgoStudioContentVM>(Icons.Trash, v => $"Remove '{v?.name}'", v => v != null, value => {
-            if (value is AlgoDefinitionVM d) {
-               string prompt; MessageBoxImage icon;
-               if (d.key.mode == AlgoKey.Mode.Persisted) {
-                  prompt = $"Are you sure you want to delete '{d.name}?'";
-                  icon = MessageBoxImage.Question;
-               } else {
-                  // algo hasn't even been created yet (just an unsaved placeholder item), no need to get user confirmation in this case.
-                  prompt = null;
-                  icon = default;
-               }
-               if (prompt != null) {
-                  var resp = BTSMessageBox.Show(prompt, "Algo Studio", BTSMessageBoxButtons.Yes | BTSMessageBoxButtons.No, icon);
-                  switch (resp) {
-                     case BTSMessageBoxButtons.Yes: break;
-                     case BTSMessageBoxButtons.No:
-                     default: return;
-                  }
-               }
-               _vm.remove_definition(d).ignore();
-            }
-         });
-         _commands.Add(remove_spark_cmd);
-         _resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_spark_cmd));
+         _commands.Add(new SparkCommandCommand("Remove Algo", Icons.Trash, ObservantAsyncCommand.create<AlgoDefinitionVM>(
+            vm => BTSMessageBox.Confirm($"Are you sure you want to delete '{vm.name}?'", Title) ? _vm.remove_definition(vm) : Task.CompletedTask,
+            vm => vm != null,
+            out var remove_cmd_observer)));
+         _resources.Add(_vm.subscribe_definition().OnDispatcher().Subscribe(remove_cmd_observer));
      }

      void _dispose_core() {
@@ -149,4 +120,4 @@ namespace mbts.spark {
         Disposable.dispose(ref _vm);
      }
   }
-}
+}
@@ -9,6 +9,8 @@ namespace mbts.spark {
   // This is a core data type on the front end, so data validation is strict, as bad values may yield weird/difficult to track bugs.
   // Descriptive factory methods are favored over public constructors, as they are less likely to be misused.
   struct AlgoData : IEquatable<AlgoData> {
+      public static readonly Func<AlgoData, AlgoKey> key_fn = a => a.key;
+
      public readonly CustomOrderDefinitionImmutable value;
      public readonly string name;
      public readonly AlgoKey key;
@@ -128,6 +128,7 @@ namespace mbts.spark {
      }

      public bool is_persisted => mode == Mode.Persisted;
+      public bool is_composite => _composite_key.HasValue || _unpersisted.HasValue;

      public uint persisted => _composite_key.Value;
      public Guid unpersisted => _unpersisted.Value;
@@ -199,6 +200,15 @@ namespace mbts.spark {
         }
         return EqualityComparer.phase_hash(hash, phase_mult);
      }
+      public override string ToString() {
+         switch (mode) {
+            case Mode.Dynamic: return $"Dynamic: {dynamic_type}";
+            case Mode.Factory: return $"Factory: {factory}";
+            case Mode.Persisted: return $"Composite: {persisted}";
+            case Mode.Unpersisted: return $"(Composite): {unpersisted}";
+            default: return mode.ToString();
+         }
+      }

      public static bool operator ==(AlgoKey a, AlgoKey b) => a.Equals(b);
      public static bool operator !=(AlgoKey a, AlgoKey b) => !a.Equals(b);
@@ -6,45 +6,39 @@ using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
-using System.Reactive.Linq;
 using System.Threading.Tasks;

 namespace mbts.spark {
   [Export(typeof(IAlgoStudioModel))]
   class AlgoStudioFlatDefinitionModel : IAlgoStudioModel, IDisposable {
      readonly AlgoDefinitionService _service;
-      readonly AdminModel _admin_model;
+      readonly UserTuple _user;
      readonly ErrorReporter _error_reporter;
      IReadOnlyDictionary<AlgoKey, AlgoData> _algos = DictionaryHelper.empty<AlgoKey, AlgoData>();
-      IReadOnlyDictionary<AlgoKey, AlgoTemplateData> _algo_templates = DictionaryHelper.empty<AlgoKey, AlgoTemplateData>();
      IDisposable _dispose;

      [ImportingConstructor]
-      public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, AdminModel admin_model, ErrorReporter error_reporter) {
+      public AlgoStudioFlatDefinitionModel(AlgoDefinitionService service, IAlgoDefinitionMetadataService metadata_service, UserTuple user, ErrorReporter error_reporter) {
         _service = service;
         this.metadata_service = metadata_service;
-         _admin_model = admin_model;
+         _user = user;
         _error_reporter = error_reporter;
         definitions =
            service.subscribei_algo_definitions()
-            .Filter(r => r.Metadata.IsActive && _admin_model.user.can_access_user_data(r.Metadata.CreatorUserId))
+            .Filter(r => r.Metadata.IsActive && _user.can_access_user_data(r.Metadata.CreatorUserId))
            .SelectKeyValue(_definition_data, d => d.key)
            .Table()
            .Cache();
      }

      public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
-      public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates => Observable.Empty<TableUpdate<AlgoTemplateData, AlgoKey>>();
      public IAlgoDefinitionMetadataService metadata_service { get; }
      public bts.config.AlgoStudioOptions ui_configuration { get; } = config.Configuration.get<bts.config.AlgoStudioOptions>();

-      public IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key) =>
-         Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));
-
      public async Task<AlgoData?> save_definition(AlgoData definition_data) {
         var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
-            _with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
-            r => r.Success, r => r.ErrorMessage, "saving template");
+            _with_key(new AlgoDefinitionUpdateRequest { UserId = _user.id, Algo = _api_definition(definition_data) }, definition_data.key)),
+            r => r.Success, r => r.ErrorMessage, "saving definition");
         if (success)
            return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
         return null;
@@ -53,23 +47,22 @@ namespace mbts.spark {
      public async Task<bool> remove_definition(AlgoKey definition_key) {
         var req = new AlgoDefinitionRemoveRequest();
         _set_key(ref req, definition_key);
-         (AlgoDefinitionRemoveResponse resp, bool success) = await _error_reporter.safe_execute(() => _service.remove_algo_definition_async(req), r => r.Success, r => r.ErrorMessage, "remove template");
+         (AlgoDefinitionRemoveResponse resp, bool success) = await _error_reporter.safe_execute(
+            () => _service.remove_algo_definition_async(req),
+            r => r.Success,
+            r => r.ErrorMessage,
+            "remove definition");
         return success;
      }

-      public Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data) => Task.FromResult((AlgoTemplateData?)null);
-
-      public Task<bool> remove_template(AlgoKey key) =>
-         Task.FromResult(false);
-
      public void Dispose() =>
         Disposable.dispose(ref _dispose);

-      static AlgoDefinition _template(AlgoData definition_data) =>
+      static AlgoDefinition _api_definition(AlgoData definition_data) =>
         new AlgoDefinition { Name = definition_data.name, Definition = definition_data.value.CloneToMutable() };

-      static AlgoDefinitionImmutable _templatei(AlgoData definition_data) =>
-         new AlgoDefinitionImmutable(_template(definition_data));
+      static AlgoDefinitionImmutable _api_definitioni(AlgoData definition_data) =>
+         new AlgoDefinitionImmutable(_api_definition(definition_data));

      static AlgoData _definition_data(AlgoDefinitionRecordImmutable recordi) =>
         AlgoData.from_record(recordi);
@@ -99,11 +92,5 @@ namespace mbts.spark {
            default: throw ExceptionBuilder.Argument.unexpected_case(key.mode, nameof(key));
         }
      }
-
-      void _report_error(string present_progressive_desc, string msg) =>
-      _error_reporter.report_error($"Error {present_progressive_desc}: {msg}", AlgoStudioWindow.NAME, System.Windows.MessageBoxImage.Warning);
-
-      void _report_no_user_id(string desc) =>
-         _error_reporter.report_error($"{desc} failed: did not find current user id");
   }
-}
+}
@@ -7,13 +7,9 @@ using System.Threading.Tasks;
 namespace mbts.spark {
   interface IAlgoStudioModel {
      IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
-      IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> templates { get; }
-      IObservable<TableUpdate<AlgoTemplateData, AlgoKey>> subscribe_definition_templates(AlgoKey definition_key);
      IAlgoDefinitionMetadataService metadata_service { get; }
      Task<AlgoData?> save_definition(AlgoData definition_data);
-      Task<AlgoTemplateData?> save_template(AlgoTemplateData template_data);
      Task<bool> remove_definition(AlgoKey definition_key);
-      Task<bool> remove_template(AlgoKey template_key);
      bts.config.AlgoStudioOptions ui_configuration { get; }
   }

@@ -11,6 +11,8 @@ namespace mbts.spark {
   /// decouple the client-side key type from the server-side one, so both key types may evolve independently moving forward.
   /// </summary>
   struct AlgoDefinitionMetadata : IEquatable<AlgoDefinitionMetadata> {
+      public static readonly Func<AlgoDefinitionMetadata, AlgoKey> key_fn = m => m.id;
+
      public readonly AlgoKey id, default_template;
      readonly AlgoKey[] _favorite_templates;
      public readonly bool is_favorite, is_hidden;
@@ -35,34 +35,21 @@ namespace mbts.spark {
               Comparer<IAlgoVM>.Create(_CompareUtils.compare_names)
            }).to_comparer().to_safe();

-      public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> 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)
+      public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, TableUpdate<AlgoData, AlgoKey> update, Func<AlgoData, AlgoDefinitionVM> factory) =>
+         update_persisted_definitions(target, update.added, update.changed, update.removed.Select(AlgoData.key_fn), factory);
+
+      public static void update_persisted_definitions(ObservableKeyedCollection<AlgoDefinitionVM, AlgoKey> target, IEnumerable<AlgoData> added, IEnumerable<AlgoData> changed, IEnumerable<AlgoKey> removed, Func<AlgoData, AlgoDefinitionVM> factory) {
+         foreach (var k in removed)
+            target.Remove(k);
+         foreach (var d in changed)
            target[d.key].load(d);
-         foreach (var d in update.added) {
+         foreach (var d in added) {
            if (target.TryGetValue(d.key, out AlgoDefinitionVM def)) {
               def.load(d);
            } else target.Add(factory(d));
         }
      }

-      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 void commit_all(this IEnumerable<AlgoParamRowVM> algo_param_rows) =>
         algo_param_rows.Select(r => r.param).commit_all();

@@ -42,21 +42,21 @@ namespace mbts.spark {
      readonly Property<string> _name, _abbreviation;
      readonly ObservableKeyedCollection<IAlgoVM, AlgoKey> _algo_roots = new ObservableKeyedCollection<IAlgoVM, AlgoKey>(vm => vm.id);
      readonly DeferrableActionWrapper _refresh_on_local_changes;
-      readonly Property<AlgoFormats> _selected_format;
      readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();

      int? _favorite_index;
      Brush _badge_fill;
      Snapshot? _committed;
      AlgoDefinitionMetadata _metadata;
+      IDisposable _loaded_data_hook;

-      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoFormats init_format = AlgoFormats.Exchange, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
-         new AlgoDefinitionVM(model, data, init_format, editing_permissions);
+      public static AlgoDefinitionVM create(OrdersModel model, AlgoData data, AlgoEditingPermissions editing_permissions = (AlgoEditingPermissions)int.MaxValue) =>
+         new AlgoDefinitionVM(model, data, editing_permissions);

-      public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name, AlgoFormats init_format) =>
-         new AlgoDefinitionVM(model, AlgoData.create_unpersisted(def, name), init_format, (AlgoEditingPermissions)int.MaxValue);
+      public static AlgoDefinitionVM create_placeholder(OrdersModel model, CustomOrderDefinitionImmutable def, string name) =>
+         new AlgoDefinitionVM(model, AlgoData.create_unpersisted(def, name), (AlgoEditingPermissions)int.MaxValue);

-      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
+      AlgoDefinitionVM(OrdersModel model, AlgoData def_data, AlgoEditingPermissions init_permissions) {
         // init core data
         _model = model;
         _permissions_mask.mask = init_permissions;
@@ -68,13 +68,18 @@ namespace mbts.spark {
            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
         key = def_data.key;
         algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
-         custom_badge_color_palettes.AddRange(ColorPalette.all_presets(model.factory).Select(p => new ColorPaletteVM(p)));
+         // badge color picker palettes
+         custom_badge_color_palettes.AddRange(ColorPalette.all_presets().Select(p => new ColorPaletteVM(p)));
+         var root_algo_color_item = new NamedColorVM(new NamedColor { name = "(Root Algo Type)" }, false);
+         var algo_type_color_palette = new ColorPaletteVM(ColorPalette.factory_order_colors_palette(model.factory));
+         algo_type_color_palette.named_colors.Insert(0, root_algo_color_item);
+         custom_badge_color_palettes.Insert(0, algo_type_color_palette);
+         //
         _version = new VersionContainer<Snapshot>(_snapshot);
         var conf = _model.algo_model.ui_configuration;
         // init backing props
         _name = backing(nameof(name), def_data.name);
         _abbreviation = backing(nameof(abbreviation), string.Empty);
-         _selected_format = backing(nameof(selected_format), init_format);
         _is_favorite = backing(nameof(is_favorite), () => _favorite_index.HasValue);
         _is_expanded = backing(nameof(is_expanded), true);
         _is_selected = backing(nameof(is_selected), true);
@@ -91,6 +96,7 @@ namespace mbts.spark {
         _can_undo = backing(nameof(can_undo), () => _edit_stack.get_can_undo(_version.value));
         _can_redo.Changed += on_can_redo_changed;
         _can_undo.Changed += on_can_undo_changed;
+         custom_badge_color.enabled_changed += on_use_custom_badge_color_changed;
         _refresh_on_local_changes = new DeferrableActionWrapper(on_local_changed);
         // load initial state
         // visible_algo_root is selected_template.algo_root if user can add templates, otherwise algo_root
@@ -103,16 +109,13 @@ 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)),
-               _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();
-                           }
-                        }),
-                        vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute()))),
+               _algo_root.observe_current(true).SubscribeEach(vm => {
+                  if (vm != null) {
+                     root_algo_color_item.assign_color(vm.meta.Color.argb_color());
+                     return vm.subscribe_definition().Subscribe(_ => _refresh_on_local_changes.execute());
+                  }
+                  return null;
+               }),
               ObservableAutoWrapper.connect_item_hooks(algo_roots, a => a as IDisposable ?? Disposable.empty, true),
               Disposable.Create(() => {
                  _can_redo.Changed -= on_can_redo_changed;
@@ -129,17 +132,6 @@ namespace mbts.spark {
                  break;
            }
            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 = AlgoKey.from_known_type(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)));
@@ -153,6 +145,10 @@ namespace mbts.spark {
         // local methods
         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_use_custom_badge_color_changed() {
+            if (!custom_badge_color.enabled && algo_root != null)
+               custom_badge_color.value = algo_root.meta.Color.argb_color();
+         }
         void on_local_changed() {
            _version.increment_version();
            if (algo_root != null)
@@ -190,12 +186,10 @@ namespace mbts.spark {
      public AlgoDisplayGroup group => key.display_group();
      public bool can_redo => _can_redo.Value;
      public bool can_undo => _can_undo.Value;
+      //public bool use_custom_badge_color
      public EnabledValueVM<Color> custom_badge_color { get; } = new EnabledValueVM<Color>();
      public ObservableCollection<ColorPaletteVM> custom_badge_color_palettes { get; } = new ObservableCollection<ColorPaletteVM>();
      public Brush badge_fill => _badge_fill;
-      // format
-      public AlgoFormats selected_format { get => _selected_format.Value; set => _selected_format.set(value); }
-      public ObservableCollection<AlgoFormats> formats { get; } = new ObservableCollection<AlgoFormats> { AlgoFormats.Exchange, AlgoFormats.Spreader, AlgoFormats.Exchange | AlgoFormats.Spreader };
      // 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;
@@ -227,12 +221,20 @@ namespace mbts.spark {
         get => algo_root;
         set => algo_root = value;
      }
+      IAlgoVM IAlgoParamVM<IAlgoVM>.display_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;
      }
+      object IAlgoParamVM.display_value {
+         get => algo_root;
+         set => algo_root = (IAlgoVM)value;
+      }
      AlgoParamPermissions _permissions = AlgoParamPermissions.ReadWrite;
      AlgoParamPermissions IAlgoParamVM.permissions { get => _permissions; set => _permissions = value; }

@@ -253,17 +255,14 @@ namespace mbts.spark {
      void IObserver<(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo)>.OnError(Exception error) { }
      #endregion

-      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, is_expanded: true));
-         if (!try_select(orig_algo) && !try_select(default_algo))
-            algo_root = algo_roots.FirstOrDefault();
-         //
-         bool try_select(AlgoKey? algo_key) {
-            if (algo_key.HasValue && _algo_roots.TryGetValue(algo_key.Value, out IAlgoVM match)) {
+      void _load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> data, AlgoKey? default_algo) {
+         Disposable.dispose(ref _loaded_data_hook);
+         _algo_roots.SyncWithDictionary(data, d => OrderTypeVMFactory.create(d, is_expanded: true));
+         _loaded_data_hook = ObservableAutoWrapper.connect_item_hooks(algo_roots, vm =>
+            ObservableAutoWrapper.connect_item_actions(vm.child_algo_selectors, s => s.load_algo_data(data, null)));
+         if (algo_root == null || !_algo_roots.ContainsKey(algo_root.id)) {
+            if (default_algo.HasValue && _algo_roots.TryGetValue(default_algo.Value, out IAlgoVM match))
               algo_root = match;
-               return true;
-            } else return false;
         }
      }

@@ -329,7 +328,7 @@ 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, selected_format, editing_permissions_mask);
+         new AlgoDefinitionVM(_model, def, editing_permissions_mask);

      public AlgoData create_algo_def() =>
         AlgoData.create(algo_root == null ? new CustomOrderDefinitionImmutable(new CustomOrderDefinition()) : algo_root.definition, name, key);
@@ -351,7 +350,6 @@ namespace mbts.spark {

      void _assign_from_data(Snapshot state) {
         _assign_from_data(state.data);
-         _selected_format.set(state.format);
         _abbreviation.set(state.abbreviation);
         custom_badge_color.set_nullable(state.custom_badge_color);
      }
@@ -412,41 +410,36 @@ namespace mbts.spark {
      }

      Snapshot _snapshot() =>
-         new Snapshot(create_algo_def(), abbreviation, custom_badge_color.get_nullable(), selected_format);
+         new Snapshot(create_algo_def(), abbreviation, custom_badge_color.get_nullable());

      public struct Snapshot : IEquatable<Snapshot> {
         public readonly AlgoData data;
         public readonly string abbreviation;
         public readonly Color? custom_badge_color;
-         public readonly AlgoFormats format;

-         public Snapshot(AlgoData data, string abbreviation, Color? custom_badge_color, AlgoFormats format) {
+         public Snapshot(AlgoData data, string abbreviation, Color? custom_badge_color) {
            this.data = data;
            this.abbreviation = abbreviation;
            this.custom_badge_color = custom_badge_color;
-            this.format = format;
         }

         public bool Equals(Snapshot other) =>
            data == other.data &&
            abbreviation == other.abbreviation &&
-            custom_badge_color == other.custom_badge_color &&
-            format == other.format;
+            custom_badge_color == other.custom_badge_color;

         public override bool Equals(object obj) => EqualityComparer.equals_obj(this, obj);
         public override int GetHashCode() =>
            EqualityComparer.aggregate_hash(
               data.GetHashCode(),
               abbreviation?.GetHashCode() ?? 0,
-               custom_badge_color?.GetHashCode() ?? 0,
-               (int)format);
+               custom_badge_color?.GetHashCode() ?? 0);
 #if DEBUG
         public override string ToString() {
            var sb = new System.Text.StringBuilder();
            sb.Append($"name: {data.name}; ");
            sb.Append($"abbrev.: {abbreviation}; ");
            sb.Append($"badge: {custom_badge_color} ");
-            sb.Append($"fmt: {format} ");
            sb.Append($"def: {data.value}");
            return sb.ToString();
         }
@@ -460,7 +453,6 @@ namespace mbts.spark {
         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);
@@ -1,7 +1,11 @@
 using bts;
+using bts.api;
+using bts.api.core;
 using bts.api.orderman;
+using bts.collections;
 using bts.utils;
 using mbts.collections;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.utility;
@@ -13,7 +17,6 @@ using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
-using System.Windows;
 using System.Windows.Input;
 using StartupData = bts.shell.AlgoStudioWindowFactory.StartupData;

@@ -38,7 +41,6 @@ namespace mbts.spark {
   }

   class AlgoStudioVM : DisposableViewModelBase {
-      static readonly AlgoFormats _studio_formats = AlgoFormats.Exchange;
      readonly OrdersModel _model;
      readonly Property<AlgoDefinitionVM> _selected_definition;
      readonly Property<IAlgoVM> _editable_content;
@@ -71,29 +73,42 @@ namespace mbts.spark {
         _revert_cmd_tooltip = backing(nameof(revert_cmd_tooltip), get_revert_tooltip);
         //
         _dispose = new CompositeDisposable(
-            _model.algo_model.definitions.Subscribe(_definitions_update_buffer),
-            _definitions_update_buffer.OnDispatcher().Subscribe(u => {
-               var orig_selected_def = selected_definition;
-               AlgoCollectionHelper.update_persisted_definitions(_definitions, u, d => AlgoDefinitionVM.create(model, d, _studio_formats));
+            _model.subscribe_complete_algos(allow_undefined_child: true).OnDispatcher().Subscribe(_definitions_update_buffer),
+            _definitions_update_buffer.OnDispatcher()
+            .SubscribeEach(u => {
+               u.FilterIncremental(a => a.key.is_composite, out var added, out var changes, out var removed);
+               AlgoCollectionHelper.update_persisted_definitions(
+                  _definitions, added, changes.New(), removed.Select(AlgoData.key_fn), algo => AlgoDefinitionVM.create(_model, algo));
               if (selected_definition == null)
                  selected_definition = definitions.FirstOrDefault();
+               // Load the algo building blocks (i.e., factory and dynamic algos):
+               //    - Composite algos cannot reference other composite algos - that would create awkward dependency issues as composite algos can be modified/deleted.
+               //    - Spreader algos are filtered out as well, because that don't actually mean anything to the algo structure.
+               //      Synthetic securities in our system are defined by a set of contract legs, and a [single]strategy.
+               //      Note: synthetic strategy templates, however, could be introduced at a later date (no reason why 1 synthetic security couldn't have several ExecutionStrategies).
+               var algo_building_blocks = new FilteredDictionary<AlgoKey, AlgoData>(
+                  u.state,
+                  a => a.key.mode == AlgoKey.Mode.Dynamic || (a.key.mode == AlgoKey.Mode.Factory && a.key.factory != CustomOrderDefinition.CustomOneofCase.Spreader));
+               return ObservableAutoWrapper.connect_item_actions(_definitions.AsCollection(),
+                  d => ((IAlgoSelector)d).load_algo_data(algo_building_blocks, null));
            }),
            _model.algo_model.metadata_service.subscribe_metadata().OnDispatcher().Subscribe(meta => {
               _persisted_meta = meta;
               definitions_view.Refresh();
            }),
-            ObservableAutoWrapper.connect(subscribe_definition().Select(def => def?.edit_pane_visual_states ?? new ObservableCollection<string>()), content_visual_states),
            subscribe_definition().SelectManyInSeries(def => def?.subscribe_is_definition_dirty() ?? Observable.Return(false)).OnDispatcher()
-            .Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) { val => {
-               _save_cmd_tooltip.refresh();
-               _revert_cmd_tooltip.refresh();
-            } }),
+            .Subscribe(new CompositeObserver<bool>(save_cmd, revert_cmd) {
+               val => {
+                  _save_cmd_tooltip.refresh();
+                  _revert_cmd_tooltip.refresh();
+               }
+            }),
            ObservableAutoWrapper.connect_item_hooks(definitions, d => new CompositeDisposable(_any_dirty_monitor.join(d), d), true));
         // local methods
         string get_revert_tooltip() {
            var def = selected_definition;
            return def != null && def.key.mode == AlgoKey.Mode.Persisted ?
-               (def.is_dirty ? $"Revert changes to '{def.name}' templates" : "No changes to revert") :
+               (def.is_dirty ? $"Revert changes to '{def.name}'" : "No changes to revert") :
               null;
         }
         async Task save_async(IAlgoStudioContentVM content) {
@@ -105,7 +120,7 @@ namespace mbts.spark {
            if (def != null) {
               switch (def.key.mode) {
                  case AlgoKey.Mode.Unpersisted: return def.is_dirty ? $"Save '{def.name}'" : $"Cannot Save '{def.name}'";
-                  case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}' templates" : "No changes to save";
+                  case AlgoKey.Mode.Persisted: return def.is_dirty ? $"Save changes to '{def.name}'" : "No changes to save";
               }
            }
            return null;
@@ -125,7 +140,7 @@ namespace mbts.spark {
         }

         void add_definition_common(CustomOrderDefinitionImmutable def, string name) {
-            var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name, _studio_formats);
+            var new_def = AlgoDefinitionVM.create_placeholder(_model, def, name);
            _definitions.Add(new_def);
            selected_definition = new_def;
            request_view_focus_name?.Invoke(new_def);
@@ -1,214 +0,0 @@
-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);
-      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);
-      }
-   }
-}
@@ -199,18 +199,30 @@
                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.Text>
+                  <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
+                    <Binding Path="DataContext.bbo.bid_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                    <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                  </MultiBinding> 
+                </TextBlock.Text>
+              </TextBlock>
              <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"
-              />
+              >
+                <TextBlock.Text>
+                  <MultiBinding Converter="{x:Static cv:DynamicDoubleDivisorConverter.Instance}">
+                    <Binding Path="DataContext.bbo.ask_size" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                    <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=usp:AlgoEditorGridView}" Mode="OneWay"/>
+                  </MultiBinding> 
+                </TextBlock.Text>
+              </TextBlock>
            </Grid>
            <DataTemplate.Triggers>
              <DataTrigger Binding="{Binding path_disambiguation}" Value="{x:Static sys:String.Empty}">
@@ -272,6 +284,14 @@
              </Grid>
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
+          <!--TODO: replace all the param.value bindings with param.display_value.
+              The reason this has not already been done is that the display_value property is new,
+              and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
+            <DataTemplate>
+              <TextBlock Text="{Binding param.display_value}"/>
+            </DataTemplate>
+          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -282,7 +302,7 @@
        <!--Double-->
        <usp:AlgoParamTemplateSelector.DoubleTemplate>
          <DataTemplate>
-            <TextBlock Text="{Binding param.value, Converter={StaticResource DoubleTextConverter}}"/>
+            <TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
          </DataTemplate>
        </usp:AlgoParamTemplateSelector.DoubleTemplate>
        <!--Enum-->
@@ -360,6 +380,22 @@
              />
            </DataTemplate>
          </u:TemplateSelectorKeyValue>
+          <!--TODO: replace all the param.value bindings with param.display_value.
+              The reason this has not already been done is that the display_value property is new,
+              and only necessary for the size param as of 6/8/2020 (slightly more uniform code doesn't warrant rocking the boat).-->
+          <u:TemplateSelectorKeyValue Key="{x:Static usp:AlgoParamTemplateKeys.Size}">
+            <DataTemplate>
+              <c:TickUpDownNullableInt Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_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>
+          </u:TemplateSelectorKeyValue>
        </usp:AlgoParamTemplateSelector.KeyedTemplates>
        <!--Bool-->
        <usp:AlgoParamTemplateSelector.BoolTemplate>
@@ -370,7 +406,7 @@
        <!--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 x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
              <c:TickUpDownDouble.CommandBindings>
                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
              </c:TickUpDownDouble.CommandBindings>
@@ -39,31 +39,6 @@ namespace mbts.spark {
         }
      }

-      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>();
@@ -85,4 +60,4 @@ namespace mbts.spark {
         }
      }
   }
-}
+}
@@ -106,7 +106,7 @@
    </GroupBox.Header>
    <ContentControl
      Grid.IsSharedSizeScope="True"
-      Content="{Binding algo_root, Converter={x:Static usp:AlgoContentTemplateSelector.DataContextConverter}}"
+      Content="{Binding algo_root}"
      ContentTemplateSelector="{StaticResource AlgoTemplateSelector}"
      Margin="{StaticResource Margin.TP1}"
      Visibility="{Binding algo_root.can_expand, Converter={StaticResource BooleanToVisibilityConverter}}"
@@ -122,7 +122,7 @@ namespace mbts.spark {
         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, dv_filter_rx(_model.factory.subscribe_accounts().Select(d => d.Values.Ordered()), r => r.account), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
         add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), dv_filter(EnumHelper.get_values<Venue>().ToArray(), r => r.security.exchange_or_default()), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
         add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), dv_filter(EnumHelper.get_values<TimeInForce>().ToArray(), r => r.order?.time_in_force() ?? TimeInForce.Undefined), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
-         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
+         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.display_size.ToString(), new DoubleMinMax<FillTuple>(r => r.fill.LastShares), DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
         add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), new DoubleMinMax<FillTuple>(r => r.fill.LastPrice), DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
         add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), dv_filter(EnumHelper.get_values<FillKind>().ToArray(), r => r.fill.FillKind), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
         add_col(Columns.FillStatus, DefaultColumnHeaders.FillStatus, r => r.fill_status.ToString(), dv_filter(EnumHelper.get_values<FillStatus>().ToArray(), r => r.fill.FillStatus), DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
@@ -286,6 +286,7 @@ namespace mbts.spark {
         Color? _root_algo_badge_color;
         OrderMetadata _order_metadata;
         bool _is_selected;
+         double? _display_size;

         public Row(FillTuple fill_tuple, OrdersModel model) : 
            base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
@@ -306,6 +307,8 @@ namespace mbts.spark {
         public Side side => _fill.Side;
         public double price => _fill.LastPrice;
         public double size => _fill.LastShares;
+         public double display_size => _display_size ??
+            (_display_size = size.safe_divide(_model.security_auxiliary_model.get_display_quantity_divisor(security))).Value;
         public FillKind fill_kind => _fill.FillKind;
         public FillStatus fill_status => _fill.FillStatus;
         public string fill_key => _fill.FillKey;
@@ -31,5 +31,5 @@ namespace mbts.ui.spark {
         InitializeComponent();
   }

-   class FillsRowView : DIYGrid.HighPerformanceRow<FillsVM.Row, FillsView.Columns> { }
+   class FillsRowView : DIYGrid.HighPerformanceRow<FillsVM.Row> { }
 }
@@ -3,6 +3,7 @@ using bts.api;
 using bts.shell;
 using bts.shell.fills;
 using bts.spark;
+using bts.view;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -24,6 +25,7 @@ namespace mbts.spark {
      FillsVM _vm;
      FillsView _view;
      FillsSettings _state;
+      SparkMenuDisplayVM _menu_display_vm;
      IReadOnlyList<SparkCommand> _commands;

      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, FillsSettings state, WindowSettingsManager<GridSettings> settings_manager)
@@ -38,7 +40,10 @@ namespace mbts.spark {
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;

-      public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state());
+      public override FillsSettings SaveState => _state = new FillsSettings(_state.orders, _vm.get_sorting_criterion().ToList(), _vm.get_filters(), _vm.get_grid_save_state()) {
+         menu_display = _menu_display_vm.safe_create()
+      };
+
      public override double MinWidth =>
         FillsSettings.DefaultGridSettings.columns.Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
@@ -50,6 +55,8 @@ namespace mbts.spark {
      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
+         _menu_display_vm = new SparkMenuDisplayVM();
+         _menu_display_vm.load_from(_state.menu_display);
         _vm = new FillsVM(_bus, _orders_model, _state, _settings_manager);
         _view = new FillsView { DataContext = _vm };

@@ -70,7 +77,8 @@ namespace mbts.spark {
               var dialog = new ShellSettingsDialog { DataContext = vm };
               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
               return dialog;
-            }))
+            })),
+            _menu_display_vm.spark_cmd
         };
      }

@@ -78,5 +86,8 @@ namespace mbts.spark {
         Disposable.dispose(ref _vm);
         Commands.OfType<IDisposable>().DisposeAll();
      }
+
+      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+         _menu_display_vm.safe_bind_to_view(parent_view);
   }
 }
@@ -21,6 +21,8 @@ namespace bts.shell.fills {
      public FillsFilterStates filters;
      [ProtoMember(4)]
      public GridSettings grid;
+      [ProtoMember(5)]
+      public SparkMenuDisplaySettings menu_display;

      public FillsSettings() { }
      public FillsSettings(uint[] orders) : this(orders, null, null) { }
@@ -1,15 +1,18 @@
 using bts.api.orderman;
-using mbts.ui;
+using bts.collections;
+using bts.persist.algo;
+using bts.proto;
 using bts.utils;
+using mbts.ui;
+using mbts.ui.settings;
+using mbts.ui.spark;
 using ProtoBuf;
 using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.ComponentModel;
 using System.Linq;
 using System.Windows;
-using bts.proto;
-using mbts.ui.spark;
-using System.Collections.Generic;
-using System.ComponentModel;
-using mbts.ui.settings;

 namespace mbts.spark {
   // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -84,6 +87,15 @@ namespace mbts.spark {
      public static bool operator !=(LadderColumnSettings x, LadderColumnSettings y) => !(x == y);
   }

+   [ProtoContract]
+   class LadderOrderLimits : IEquatable<LadderOrderLimits> {
+      [ProtoMember(1)]
+      public ToggleInt32Proto max_settlement_cross_ticks { get; set; }
+
+      public bool Equals(LadderOrderLimits other) =>
+         other != null && max_settlement_cross_ticks == other.max_settlement_cross_ticks;
+   }
+
   [ProtoContract]
   class HistogramBarAnimation : IEquatable<HistogramBarAnimation> {
      // this class is 100% mutable (there are literally 0 readonly members),
@@ -182,33 +194,97 @@ namespace mbts.spark {
         _type_hash;
   }

+   [Flags]
+   enum LadderFavoriteAlgoFlags {
+      Sticky = 1,
+      AutoRevert = 2,
+   }
+
+   /// <summary>
+   /// This struct contains properties for a single algo favorite item.
+   /// The various <see cref="AlgoPersistedKey"/> arrays in <see cref="LadderFavoriteAlgosSettings"/>,
+   /// can be used to create a collection of <see cref="LadderFavoriteAlgoItem"/>s.
+   /// In fact, the method <see cref="LadderFavoriteAlgosSettings.to_algo_items"/> does just that.
+   /// </summary>
+   readonly struct LadderFavoriteAlgoItem : IEquatable<LadderFavoriteAlgoItem> {
+      public readonly AlgoKey key;
+      public readonly int sort_index;
+      public readonly LadderFavoriteAlgoFlags flags;
+
+      public LadderFavoriteAlgoItem(AlgoKey key, int sort_index, LadderFavoriteAlgoFlags flags) {
+         this.key = key;
+         this.sort_index = sort_index;
+         this.flags = flags;
+      }
+
+      public bool Equals(LadderFavoriteAlgoItem other) =>
+         key == other.key &&
+         flags == other.flags;
+
+      public override bool Equals(object obj) =>
+         obj is LadderFavoriteAlgoItem other && Equals(other);
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+   }
+
   [ProtoContract]
   struct LadderFavoriteAlgosSettings : IEquatable<LadderFavoriteAlgosSettings> {
      [ProtoMember(1)]
-      readonly bts.persist.algo.AlgoPersistedKey[] _favorite_algos;
+      readonly AlgoPersistedKey[] _favorite_algos;
      [ProtoMember(2)]
      public readonly int column_count;
      [ProtoMember(3)]
-      readonly bts.persist.algo.AlgoPersistedKey[] _stickied_algos;
+      readonly AlgoPersistedKey[] _stickied_algos;
+      [ProtoMember(4)]
+      readonly AlgoPersistedKey[] _auto_revert_algos;

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

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

-      public IReadOnlyList<AlgoKey> favorite_algos => ArrayHelper.safe_convert(_favorite_algos, k => k.to_algo_key());
-      public IReadOnlyList<AlgoKey> stickied_algos => ArrayHelper.safe_convert(_stickied_algos, k => k.to_algo_key());
+      public IReadOnlyList<AlgoKey> favorite_algos => _favorite_algos?.WrapSelectorRO(pk => pk.to_algo_key()) ?? Array.Empty<AlgoKey>();
+      public IReadOnlyList<AlgoKey> stickied_algos => _stickied_algos?.WrapSelectorRO(pk => pk.to_algo_key()) ?? Array.Empty<AlgoKey>();
+      public IReadOnlyList<AlgoKey> auto_revert_algos => _auto_revert_algos?.WrapSelectorRO(pk => pk.to_algo_key()) ?? Array.Empty<AlgoKey>();
+
+      /// <summary>
+      /// A more sane representation of the data contained in this proto,
+      /// so callers don't need to join the various key lists together to determine which algos are sticky, auto revert, etc.
+      /// </summary>
+      /// <returns>An immutable dictionary of favorite algo data.</returns>
+      public ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> build_map() {
+         var map = ImmutableDictionary.CreateBuilder<AlgoKey, LadderFavoriteAlgoItem>();
+         if (_favorite_algos != null) {
+            var stickied_algo_set = new HashSet<AlgoKey>(stickied_algos);
+            var auto_revert_algo_set = new HashSet<AlgoKey>(auto_revert_algos);
+            for (int i = 0; i < _favorite_algos.Length; i++) {
+               var pk = _favorite_algos[i];
+               var k = pk.to_algo_key();
+               var flags = (LadderFavoriteAlgoFlags)0;
+               if (stickied_algo_set.Contains(k))
+                  flags |= LadderFavoriteAlgoFlags.Sticky;
+               if (auto_revert_algo_set.Contains(k))
+                  flags |= LadderFavoriteAlgoFlags.AutoRevert;
+               map[k] = new LadderFavoriteAlgoItem(k, i, flags);
+            }
+         }
+         return map.ToImmutable();
+      }

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

      public override bool Equals(object obj) =>
         EqualityComparer.equals_obj(this, obj);
@@ -217,7 +293,8 @@ namespace mbts.spark {
         EqualityComparer.aggregate_hash(
            column_count,
            EqualityComparer.aggregate_hash_limited(favorite_algos),
-            EqualityComparer.aggregate_hash_limited(stickied_algos));
+            EqualityComparer.aggregate_hash_limited(stickied_algos),
+            EqualityComparer.aggregate_hash_limited(auto_revert_algos));

      public static bool operator ==(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => a.Equals(b);
      public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
@@ -246,6 +323,8 @@ namespace mbts.spark {
   // Settings are liable to change in the near future, so an internal IEqualityComparer simply won't do as it risks becoming out of date.
   [ProtoContract]
   class LadderSettings : IEquatable<LadderSettings> {
+      // RESERVED ProtoMember indices
+      //    900-999: dj settings
      const double _default_order_entry_panel_width = 110.0;
      const double _default_zoom_factor = 1.0;
      const bool _default_show_warn_on_cross = true;
@@ -281,7 +360,7 @@ namespace mbts.spark {
         order_entry_panel_initial_width = _default_order_entry_panel_width;
         zoom_factor = _default_zoom_factor;
         use_defaults = true;
-         favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null);
+         favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null, null);
         show_warn_on_cross = _default_show_warn_on_cross;
         enforce_max_clip = _default_enforce_max_clip;
         status_message_visible = true;
@@ -524,6 +603,9 @@ namespace mbts.spark {
      [ProtoMember(61), DefaultValue(true)]
      public bool status_message_visible { get; set; }

+      [ProtoMember(900)]
+      public LadderOrderLimits ladder_order_limits { get; set; }
+
      public void sanitize() =>
         sanitize(this);

@@ -629,7 +711,8 @@ namespace mbts.spark {
         a.enforce_max_clip == b.enforce_max_clip &&
         a.max_clip == b.max_clip &&
         a.price_display_format == b.price_display_format &&
-         a.status_message_visible == b.status_message_visible;
+         a.status_message_visible == b.status_message_visible &&
+         a.ladder_order_limits.safe_equals(b.ladder_order_limits);

      public bool Equals(LadderSettings other) =>
         profile_equals(this, other) &&
@@ -70,7 +70,11 @@ namespace bts.shell {
         if (version < _version_where_stickied_algos_introduced) {
            // We want to assign any existing favorite algos to stickied algos upon setting upgrade
            var favorite_algos_array = state.settings.favorite_algos.favorite_algos.ToArray();
-            state.settings.favorite_algos = new LadderFavoriteAlgosSettings(favorite_algos_array, state.settings.favorite_algos.column_count, favorite_algos_array);
+            state.settings.favorite_algos = new LadderFavoriteAlgosSettings(
+               favorite_algos_array,
+               state.settings.favorite_algos.column_count,
+               favorite_algos_array,
+               state.settings.favorite_algos.auto_revert_algos.ToArray());
         }
         return load(state);
      }
@@ -96,6 +100,7 @@ namespace bts.shell {
         ShellWindowVM shell_window_vm = null;
         IShellWindow shell_window = null;
         var title_source = new LazyObservable<string>(() => ShellWindowExtensions.literal_title_source(shell_window, shell_window_vm));
+         LadderVM vm = null;
         var view = new Lazy<UIElement>(() => {
            // resources
            var model = new LadderModel(md, _orders_model, _mbo);
@@ -109,7 +114,6 @@ namespace bts.shell {
            /// In response to that event, 'needs_resync' is set to true. This causes 'last_value' to be refreshed when the next caller requests the latest settings
            /// (i.e., an IObserver subscribing to the settings_source, or the settings-dialog viewmodel).
            bool initialized = false, needs_resync = false;
-            LadderVM vm = null;
            var settings_subject = new Subject<LadderSettings>();
            var settings_source = Observable.Create<LadderSettings>(o => {
               ensure_synced();
@@ -268,10 +272,11 @@ namespace bts.shell {
            (v, s) => save(_get_state(((LadderView)v).vm, settings_id), s),
            icon: Icons.Ladder,
            thread_id: _thread_id_provider.next_id(),
-            vm => {
-               shell_window_vm = vm;
+            swvm => {
+               shell_window_vm = swvm;
               title_source.connect();
-            });
+            },
+            key_event_args => vm?.key_down(key_event_args));
      }

      async void _show_windows(IImmutableSet<uint> securities) {
@@ -4,6 +4,7 @@ using bts.shell.orderbook;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.ui.spark;
 using System;
 using System.Collections;
 using System.Collections.Generic;
@@ -143,7 +144,7 @@ namespace mbts.spark {
            string candidate = string.Empty;
            if (a.HasValue) {
               var algo_name = a.Value.name;
-               var words = algo_name.Split(delim);
+               var words = algo_name.Split(delim, StringSplitOptions.RemoveEmptyEntries);
               if (words.Length == 1) {
                  var single_word = words[0];
                  if (single_word.Length > 1) {
@@ -152,7 +153,7 @@ namespace mbts.spark {
                     candidate = single_word;
                  }
               } else {
-                  candidate = words.Take(2).Select(w => w.Substring(0, 1)).list_string(string.Empty);
+                  candidate = string.Join(string.Empty, words.Take(2).Select(w => w.Substring(0, 1)));
               }
            }
            return candidate.ToUpper();
@@ -169,7 +170,8 @@ namespace mbts.spark {
      }

      private void _set_badge_text() {
-         text_lines = BadgeRender.format(side, quantity, filled, _current_badge_style);
+         var fmt = MDDisplayHelper.get_value_formatter(_owner.display_quantity_divisor);
+         text_lines = BadgeRender.format(side, quantity, filled, _current_badge_style, fmt);
         RaisePropertyChanged(nameof(text_lines));
      }

@@ -268,14 +270,15 @@ namespace mbts.spark {
         }
      }

+      // on Stop/Limit order updates
+      //   When not triggered, allow for modification to StopPrice
+      //   else treat modification as normal (Price)
      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;
         if (order.working_quantity() <= 0) return;
         _phantom_price = new_price;
         RaisePropertyChanged(nameof(price));
         ++_n_active_price_change_ops;
-         if (await _owner.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, null)) {
            // wait 3 secs, then give up if price change still hasn't taken effect
            await Task.Delay(3000);
         }
@@ -3,9 +3,11 @@ using bts.api;
 using bts.api.orderman;
 using bts.collections;
 using bts.persist.algo;
+using bts.proto;
 using bts.shell.orderbook;
 using bts.utils;
 using mbts.collections;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.controls.color_picker;
@@ -15,6 +17,7 @@ using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.ComponentModel;
@@ -43,7 +46,8 @@ namespace mbts.spark {
      LadderSettings.NetChangeTerms _price_format;
      LadderSettings.PriceDisplayFormat _price_display_format;
      double _order_entry_panel_width, _zoom_factor;
-      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip;
+      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip, _enforce_max_settlement_cross_ticks;
+      int _max_settlement_cross_ticks;
      LadderSettings _current;
      LadderColumnSettingsVM
         _orders = new OrdersColumnSettingsVM(),
@@ -112,7 +116,16 @@ namespace mbts.spark {
         foreach (var c in _observable_components)
            c.PropertyChanged += on_prop_changed;
         favorite_algos_vm.items.CollectionChanged += on_favorite_algo_items_CollectionChanged;
-         _algo_definitions.AddRange(_model.factory.default_algos(security).Values.Select(algo_factory));
+         _algo_definitions.AddRange(_model.get_permitted_algos(security).factory_types
+            .Select(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable)
+            .Select(AlgoData.from_custom_def)
+            .Select(algo_factory));
+         _algo_definitions.AddRange(_model.get_permitted_algos(security).dynamic_types
+            .Select(dyn_type => new CustomOrderDefinitionImmutable(new CustomOrderDefinition {
+               Dynamic = _model.dynamic_helper.create_def(dyn_type)
+            }))
+            .Select(AlgoData.from_custom_def)
+            .Select(algo_factory));
         _dispose = new CompositeDisposable(
            _model.factory.subscribe_accounts().OnDispatcher().Subscribe(acc_map => {
               _accounts.SyncWithDictionary(MappedDictionary.create(acc_map, account_factory));
@@ -141,7 +154,7 @@ namespace mbts.spark {
               c.PropertyChanged -= on_prop_changed;
         }
         AccountTuple? account_factory(uint key, string name) => new AccountTuple(key, name);
-         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
      }

      public event Action result_changed;
@@ -189,6 +202,8 @@ namespace mbts.spark {
      public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
      public bool enforce_max_clip { get => _enforce_max_clip; set => Set(ref _enforce_max_clip, value); }
      public uint max_clip { get => _max_clip.Value; set => _max_clip.Value = value; }
+      public bool enforce_max_settlement_cross_ticks { get => _enforce_max_settlement_cross_ticks; set => Set(ref _enforce_max_settlement_cross_ticks, value); }
+      public int max_settlement_cross_ticks { get => _max_settlement_cross_ticks; set => Set(ref _max_settlement_cross_ticks, value); }

      // favorites
      public FavoriteAlgosVM favorite_algos_vm { get; }
@@ -369,6 +384,10 @@ namespace mbts.spark {
            show_warn_on_cross = settings.show_warn_on_cross;
            enforce_max_clip = settings.enforce_max_clip;
            max_clip = settings.max_clip;
+            if (settings.ladder_order_limits != null) {
+               enforce_max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.is_enabled;
+               max_settlement_cross_ticks = settings.ladder_order_limits.max_settlement_cross_ticks.value;
+            }
         }
      }

@@ -447,6 +466,10 @@ namespace mbts.spark {
         clone.show_warn_on_cross = show_warn_on_cross;
         clone.enforce_max_clip = enforce_max_clip;
         clone.max_clip = max_clip;
+         if (clone.ladder_order_limits == null)
+            clone.ladder_order_limits = new LadderOrderLimits();
+         clone.ladder_order_limits.max_settlement_cross_ticks =
+            new ToggleInt32Proto(max_settlement_cross_ticks, enforce_max_settlement_cross_ticks);
         return clone;
      }

@@ -746,15 +769,17 @@ namespace mbts.spark {
         readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
         readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
         int _column_count = 2;
-         HashSet<AlgoPersistedKey> _sticky_algo_keys;
-         IDisposable _sticky_algos_hook;
+         ImmutableHashSet<AlgoPersistedKey>
+            _sticky_algo_keys,
+            _auto_revert_algo_keys;
+         IDisposable _algo_data_hook;

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

         public ObservableCollection<FavoriteAlgoItem> items { get; }
@@ -771,32 +796,47 @@ namespace mbts.spark {
               fai.selector.try_select(k);
               return fai;
            }));
-            _sticky_algo_keys = new HashSet<AlgoPersistedKey>(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
-            Disposable.replace(ref _sticky_algos_hook,
-               ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
-                  x.selector.subscribe_value().Subscribe(algo => {
-                     if (algo != null &&
-                        algo.key.is_persisted &&
-                        (x.is_sticky = _sticky_algo_keys.Remove(new AlgoPersistedKey(algo.key.persisted))) &&
-                        _sticky_algo_keys.Count == 0)
-                        //
-                        Disposable.dispose(ref _sticky_algos_hook);
-                  })));
+            _algo_data_hook?.Dispose();
+            _sticky_algo_keys = ImmutableHashSet.CreateRange(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
+            _auto_revert_algo_keys = ImmutableHashSet.CreateRange(value.auto_revert_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
+            var sticky_algos = _sticky_algo_keys;
+            var auto_revert_algos = _auto_revert_algo_keys;
+            _algo_data_hook = ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
+               x.selector.subscribe_value().Subscribe(algo => {
+                  if (algo != null && algo.key.is_persisted) {
+                     var pk = new AlgoPersistedKey(algo.key.persisted);
+                     // sticky
+                     x.is_sticky = _sticky_algo_keys.Contains(pk);
+                     sticky_algos = sticky_algos.Remove(pk);
+                     // auto revert
+                     x.auto_revert = _auto_revert_algo_keys.Contains(pk);
+                     auto_revert_algos = auto_revert_algos.Remove(pk);
+                     if (sticky_algos.Count == 0 && auto_revert_algos.Count == 0)
+                        Disposable.dispose(ref _algo_data_hook);
+                  }
+               }));
         }

-         public LadderFavoriteAlgosSettings create() =>
-            new LadderFavoriteAlgosSettings(_raw_items
+         public LadderFavoriteAlgosSettings create() {
+            return new LadderFavoriteAlgosSettings(_raw_items
               .Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
               .Where(k => k.HasValue && k.Value.is_persisted)
               .Select(k => k.Value)
               .ToArray(),
               column_count,
+               // sticky
+               build_filtered_algo_array(fai => fai.is_sticky),
+               // auto revert
+               build_filtered_algo_array(fai => fai.auto_revert));
+
+            AlgoKey[] build_filtered_algo_array(Func<FavoriteAlgoItem, bool> filter) =>
               _raw_items
-               .Where(fai => fai.is_sticky)
+               .Where(filter)
               .Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
               .Where(k => k.HasValue && k.Value.is_persisted)
               .Select(k => k.Value)
-               .ToArray());
+               .ToArray();
+         }

         FavoriteAlgoItem _item_factory() =>
            new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
@@ -809,7 +849,9 @@ namespace mbts.spark {
         public static readonly FavoriteAlgoItem AddButtonPlaceholderItem = new _AddButtonPlaceholderItem();

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

         protected FavoriteAlgoItem() { }

@@ -820,6 +862,7 @@ namespace mbts.spark {

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

         class _AddButtonPlaceholderItem : FavoriteAlgoItem, ITemplateSelectorKey {
@@ -1,6 +1,6 @@
 using bts.api;
 using bts.api.orderman;
-using bts.collections;
+using bts.proto;
 using bts.shell;
 using bts.spark;
 using bts.utils;
@@ -8,9 +8,11 @@ using mbts.co2;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.ui.spark;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
@@ -34,7 +36,6 @@ namespace mbts.spark {
         _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
         _show_cancel_sells, _show_cancel_all, _show_zoom, _show_status_message;
      readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
-      readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
      double
         _position,
         _day_position,
@@ -49,6 +50,7 @@ namespace mbts.spark {
      IEqualityComparer<double> _equality;
      Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
      IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
+      ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem> _favorite_algo_map = ImmutableDictionary<AlgoKey, LadderFavoriteAlgoItem>.Empty;

      public static LadderVM create(IBus bus, LadderModel model, LadderSettings init, IObservable<LadderSettings> settings) =>
         new LadderVM(bus, model, init, settings, new OrderPropertiesEditorVM(model.order_gateway, Observable.Return(model.security_md), settings.Select(s => new InlineOrderProperties(model.order_gateway, s))));
@@ -65,6 +67,8 @@ namespace mbts.spark {
         current_settings = init;
         this.settings = settings;
         _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
+         display_quantity_divisor = model.order_gateway.security_auxiliary_model.get_display_quantity_divisor(model.security);
+         size_calculator.display_divisor = display_quantity_divisor;
         _slot_price_vs_orders = new Dictionary<double, LadderOrderVM>(_equality);
         this.order_properties_vm = order_properties_vm;
         _high = backing(nameof(high), double.NaN);
@@ -168,17 +172,9 @@ namespace mbts.spark {

               foreach (var os in _cache.Values) {
                  var wo = os.order;
-                  var slot_price_target = wo.price();
+                  var slot_price_target = wo.ui_price();
                  var order_type = wo.order_type();
                  var filled = wo.filled();
-                  if (order_type == CustomOrderDefinition.CustomOneofCase.Stop) {
-                     // if the stop order has been submitted but hasn't been triggered
-                     // we draw the badge at the stop/trigger price, else the price price
-                     if (filled == 0) { slot_price_target = wo.stop_price(); }
-                  } else if (order_type == CustomOrderDefinition.CustomOneofCase.StopLimit) {
-                     // consistent behavior as Stop order above.
-                     if (filled == 0) { slot_price_target = wo.stop_limit_price(); }
-                  }

                  if (_slot_price_vs_orders.TryGetValue(slot_price_target, out LadderOrderVM slot_vm)) {
                     slot_vm.add_order((wo, os.piq, os.algo, os.meta));
@@ -239,8 +235,8 @@ namespace mbts.spark {
                  .Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
            return Disposable.Create(
               settings.OnDispatcher().Subscribe(s => {
-                  _sticky_algos.SetItems(s.favorite_algos.stickied_algos);
-                  order_properties_vm.on_favorite_algos(s.favorite_algos);
+                  _favorite_algo_map = s.favorite_algos.build_map();
+                  order_properties_vm.on_favorite_algos(_favorite_algo_map, s.favorite_algos.column_count);
               }),
               order_properties_vm,
               position_src.OnDispatcher().Subscribe(pos => {
@@ -264,7 +260,11 @@ namespace mbts.spark {

      public IBus bus => _bus;

-      public event Action on_tick, request_settings_dialog, settings_invalidated;
+      public event Action
+         on_tick,
+         request_settings_dialog,
+         request_recenter,
+         settings_invalidated;

      public MDConsumerHandle md => _model.md;
      // we return only entries who have piqs and whose piqs are not uint.Max
@@ -299,6 +299,7 @@ namespace mbts.spark {
         remove => _on_disposed_impl -= value;
      }
      public SecurityImmutable security => _model.security;
+      public uint display_quantity_divisor { get; }
      public LadderSettings current_settings { get; private set; }
      public double high => _high.Value;
      public double low => _low.Value;
@@ -376,14 +377,14 @@ namespace mbts.spark {
         get {
            string rv = null;
            if (show_day_position)
-               rv = SparkUtils.fmt_position(day_position);
+               rv = SparkUtils.fmt_position(day_position / display_quantity_divisor);
            if (show_raw_day_position) {
-               var raw_day_text = SparkUtils.fmt_position(raw_day_position);
+               var raw_day_text = SparkUtils.fmt_position(raw_day_position / display_quantity_divisor);
               rv = rv == null ? raw_day_text : $"{rv} / {raw_day_text}";
            }
            if (show_account_position) {
-               var acc_text = SparkUtils.fmt_position(position);
-               rv = rv == null ? SparkUtils.fmt_position(position) : $"{rv} ({acc_text})";
+               var acc_text = SparkUtils.fmt_position(position / display_quantity_divisor);
+               rv = rv == null ? acc_text : $"{rv} ({acc_text})";
            }
            return rv ?? "";
         }
@@ -397,7 +398,8 @@ namespace mbts.spark {
      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); }
-      public uint alternate_order_size_from_settings => current_settings.alternate_order_size;
+      public uint actual_alternate_order_size =>
+         (current_settings?.alternate_order_size ?? 0) * Math.Max(1, display_quantity_divisor);
      public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
      public bool enforce_max_clip_from_settings => current_settings.enforce_max_clip;
      public uint max_clip_from_settings => current_settings.max_clip;
@@ -409,9 +411,9 @@ namespace mbts.spark {

      internal OrderRecordImmutable get_root_at_price((OrderRecordImmutable order, uint? _, AlgoData? __, AlgoDefinitionMetadata? meta) op) {
         var order = op.order;
-         double p = order.price();
+         double p = order.ui_price();
         foreach (var o in lineage(order.ParentKey)) {
-            if (_equality.Equals(p, o.price()))
+            if (_equality.Equals(p, o.ui_price()))
               order = o;
         }
         return order;
@@ -451,15 +453,27 @@ namespace mbts.spark {
      public void key_down(KeyEventArgs e) {
         if (order_properties_vm == null)
            return;
-         if (KeyboardExtensions.IsDown(Key.Space)) {
-            _bus?.post(SparkTags.RequestRecenterLadder, null);
-         }
-         // 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));
-         if (new_algo != null) {
-            order_properties_vm.selected_algo_definition = new_algo;
-            e.Handled = true;
+         switch (e.Key) {
+            case Key.Space:
+               if (KeyboardExtensions.IsShiftDown()) {
+                  // only recenter this ladder
+                  request_recenter?.Invoke();
+               } else {
+                  // recenter all ladders
+                  _bus?.post(SparkTags.RequestRecenterLadder, null);
+               }
+               e.Handled = true;
+               break;
+            default:
+               // the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
+               if (KeyboardExtensions.IsCtrlDown()) {
+                  var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
+                  if (new_algo != null) {
+                     order_properties_vm.selected_algo_definition = new_algo;
+                     e.Handled = true;
+                  }
+               }
+               break;
         }
      }

@@ -476,11 +490,11 @@ namespace mbts.spark {
      public Task send_order_async((double price, Side? side, MouseButton button) args) {
         if (order_properties_vm != null && args.button != MouseButton.Middle) {
            var size_from_alternate = args.button == MouseButton.Right;
-            if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || current_settings.alternate_order_size > 0)) {
+            if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || actual_alternate_order_size > 0)) {
               if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
                  size_calculator.flash_error();
               } else {
-                  uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+                  uint size = size_from_alternate ? actual_alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
                  // enforce max clip
                  if (enforce_max_clip_from_settings && size > max_clip_from_settings) {
                     size = max_clip_from_settings;
@@ -493,6 +507,10 @@ namespace mbts.spark {
      }

      public async Task send_order_async(Side side, uint size, double price) {
+         if (!_validate_price(side, price, out var invalid_price_msg)) {
+            status_update(new Activity { security = security, message = invalid_price_msg, category = ActivityLogCategory.order });
+            return;
+         }
         var order = order_properties_vm.create(side);
         if (order.CustomDef != null) {
            if (order.CustomDef.Stop != null) {
@@ -510,14 +528,37 @@ namespace mbts.spark {
         if (auto_clear)
            size_calculator.value = 0;
         var fav_algo = order_properties_vm.selected_favorite_algo_definition;
-         if (fav_algo != null && !_sticky_algos.Contains(fav_algo.key) && !order_properties_vm.try_pop_selected_algo_definition()) {
-            var key = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.ContractCase)));
-            if (order_properties_vm.try_get_algo_definition(key, out var r)) {
-               order_properties_vm.selected_algo_definition = r;
+         if (fav_algo != null) {
+            if (_favorite_algo_map.TryGetValue(fav_algo.key, out var d)) {
+               if (!d.flags.HasFlag(LadderFavoriteAlgoFlags.Sticky) && !order_properties_vm.try_pop_selected_algo_definition()) {
+                  var key = new AlgoKey(OrderDataHelper.get_default_algo(security.ContractCase));
+                  if (order_properties_vm.try_get_algo_definition(key, out var r)) {
+                     order_properties_vm.selected_algo_definition = r;
+                  }
+               }
+               if (d.flags.HasFlag(LadderFavoriteAlgoFlags.AutoRevert))
+                  fav_algo.algo_root.revert_all_params();
            }
         }
      }

+      bool _validate_price(Side side, double price, out string msg) {
+         msg = null;
+         if (!price.is_real()) {
+            msg = "not a real number";
+         } else if (settlement.is_real()) {
+            var ticks_from_settle = security.ContractSpec.tickdiff(price, settlement);
+            if (ticks_from_settle.HasValue) {
+               var max_cross = (current_settings?.ladder_order_limits?.max_settlement_cross_ticks)?.as_nullable();
+               if (max_cross.HasValue) {
+                  if (side == Side.Sell ? ticks_from_settle < (-1 * max_cross.Value) : ticks_from_settle > max_cross.Value)
+                     msg = $"exceeds settle cross ticks limit ({ticks_from_settle.Value})";
+               }
+            }
+         }
+         return msg == null;
+      }
+
      void _update_header() {
         bool last_updated = md.get_last_trade(ref _last_trade_time, out NativePriceSize last, out DateTime time, out ulong volume);
         if (_misc_time != _model.md.misc_timestamp || last_updated) {
@@ -46,12 +46,12 @@ namespace mbts.spark {
      void _reset_ladder_vm() {
         if (_value == null && !_security_md.HasValue)
            return;
-         Disposable.replace(ref _value,
-            _security_md.HasValue ?
-               LadderVM.create_readonly(_bus,
-                  new LadderModel(security_md.Value, _model, _model.mbo_service,
-                  new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
-                  Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
+         _value?.Dispose();
+         _value = _security_md.HasValue ?
+            LadderVM.create_readonly(_bus,
+               new LadderModel(security_md.Value, _model, _model.mbo_service,
+               new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
+               Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null;
         RaisePropertyChanged(nameof(value));
      }
   }
@@ -28,7 +28,8 @@ using System.Windows.Media.Animation;

 namespace mbts.spark {
   partial class LadderGridHost : Control {
-      const int _min_row_count = 501, _max_row_count = 2001, _column_min_width = 8;
+      const int _min_row_count = 501, _max_row_count = 2001;
+
      int _row_count = _min_row_count;

      readonly VisualHost _visualHost = new VisualHost();
@@ -52,7 +53,7 @@ namespace mbts.spark {
      readonly RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>> _volume_container =
         new RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>>();

-      IDisposable _settings_sub, _volume_sub, _tick_sub;
+      IDisposable _settings_sub, _volume_sub, _tick_sub, _vm_sub;
      ScrollViewer _scrollViewer;
      LadderSettings _settings;
      LadderVM _vm;
@@ -65,7 +66,8 @@ namespace mbts.spark {
      double _last_origin_price;
      MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
-      Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
+      Func<NativePriceSize, string> _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
+      Func<uint, string> _fmt_mkt_quantity_impl = v => v.ToString();
      int _old_tooltip_row = int.MaxValue;
      NativePriceSize? _old_last_trade;
      string _direction_arrow = string.Empty;
@@ -108,6 +110,8 @@ namespace mbts.spark {

      public event Action visible_columns_changed;

+      public static double ColumnMinWidth => 6;
+
      public IEnumerable<ColumnType> visible_column_types =>
         columns.Where(c => c.settings.show)
         .Select(c => c.column_type);
@@ -349,7 +353,9 @@ namespace mbts.spark {
               return;
            }
         } else if (_vm != null) {
-            uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
+            uint size = e.ChangedButton == MouseButton.Right ?
+               _vm.actual_alternate_order_size :
+               _vm.size_calculator.value ?? 0;
            
            // does the size violate the local max clip
            if (_vm.enforce_max_clip_from_settings && size > _vm.max_clip_from_settings) {
@@ -465,7 +471,7 @@ namespace mbts.spark {
            security_id: _vm.model.security.Id,
            price_level: price_for_point(point)
         );
-         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query);
+         var model = new MBOPopupModel(_vm.model.mbo_service, _vm.model.security, query, fmt_mbo_qty);
         // 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) {
@@ -486,6 +492,8 @@ namespace mbts.spark {
            };
            view.RequestClose += (o, _) => popup.IsOpen = false;
         }
+         string fmt_mbo_qty(int value) =>
+            value < 0 ? $"-{_fmt_mkt_quantity((uint)value)}" : _fmt_mkt_quantity((uint)value);
      }

      protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
@@ -531,14 +539,44 @@ namespace mbts.spark {
         _size_from_row(row, _price_list, _asks, _vm.security.ContractSpec);

      uint _volume_from_row(int row) {
-         if (_price_list != null) {
-            var price = _price_list[row];
-            var vapls = _volume_container.read_new_value();
-            if (vapls != null) {
-               return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
-            } 
+         const int max_tries = 3;
+         var errors = new List<string>(0);
+         int num_tries = 0;
+         for (; num_tries < max_tries; num_tries++) {
+            try {
+               var rv = impl();
+               if (num_tries > 0) {
+                  log_errors(true);
+               }
+               return rv;
+            } catch (Exception ex) {
+               errors.Add(ex.ToString());
+            }
+         }
+         log_errors(false);
+         return 0;
+
+         void log_errors(bool succeeded) {
+            // Only log distinct errors to avoid useless noise.
+            // It's likely that the exception will always be the same (IndexOutOfRange),
+            // however, this bug is not fully understood, so assume nothing.
+            var error_msg = string.Join("; ", errors.Distinct());
+            if (succeeded) {
+               Log.Ui.error($"Ladder '{security}' got volume for row at index '{row}' after {num_tries + 1} attempts (price_list array length is {_price_list.Length}).  The following exceptions were observed: {error_msg}");
+            } else {
+               Log.Ui.error($"Ladder '{security}' failed to get volume for row at index '{row}' after {max_tries} attempts (price_list array length is {_price_list.Length}): {error_msg}");
+            }
+         }
+
+         uint impl() {
+            if (_price_list.SafeTryGetAt(row, out var price)) {
+               var vapls = _volume_container.read_new_value();
+               if (vapls != null) {
+                  return vapls.SelectFirstOrDefault(v => MathUtils.epsilon_equals(v.Price, price), v => v.Volume);
+               }
+            }
+            return 0u;
         }
-         return 0u;
      }


@@ -572,7 +610,7 @@ namespace mbts.spark {
            case ColumnType.Price: new_col_width = (int)price_column_width; break;
            case ColumnType.Ask: new_col_width = (int)ask_column_width; break;
            case ColumnType.Volume: new_col_width = (int)VolumeColumnWidth; break;
-            default: new_col_width = (int)Math.Max((double)column.settings.width + adjustment, _column_min_width); break;
+            default: new_col_width = (int)Math.Max((double)column.settings.width + adjustment, ColumnMinWidth); break;
         }
         int true_adj = new_col_width - (int)column.settings.width;
         column.settings.width = (uint)new_col_width;
@@ -623,7 +661,7 @@ namespace mbts.spark {
            }
            void render_market_col(NativePriceSize[] depth) {
               var mid = LadderRender.index_of(_price_list, _last_origin_price, _price_comparer);
-               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_size);
+               LadderRender.render_sizes(column.visual_tup.visual, column.visual_tup.glyph_context, mid, _price_list, depth, _settings.row_height, security.ContractSpec, column.settings, _fmt_mkt_depth_item);
            }
         }
         _apply_column_visual_offset();
@@ -661,10 +699,22 @@ namespace mbts.spark {
            _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;
+            // **use local vm to protect against re-assignment,
+            // so the events are unhooked from the same instance to which they were added
+            // when the subs are disposed.
+            var local_vm = _vm;
+            local_vm.on_tick += _tick;
+            local_vm.request_recenter += on_request_recenter;
            _settings_sub = _vm.settings.OnDispatcher().Subscribe(_settings_updated);
            _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);
+            // **unhook from local_vm.request_recenter.
+            // todo: organize these subs into a single entity, prob _vm_subs.
+            // This hasn't already been done bc the ladder a bit fragile, so changes must be carefully implemented,
+            // with meticulous attention to detail.
+            _tick_sub = Disposable.Create(() => local_vm.on_tick -= _tick);
+            _vm_sub = Disposable.Create(() => local_vm.request_recenter -= on_request_recenter);
+            void on_request_recenter() =>
+               RecenterCommand?.ExecuteIfCan(null);
         }
      }

@@ -701,7 +751,7 @@ namespace mbts.spark {
                  _hide_tool_tip();
               }

-               tooltip_view.Content = $"{volume}";
+               tooltip_view.Content = _fmt_mkt_quantity(volume);
               tooltip_view.IsOpen = true;
               this.ToolTip = tooltip_view;
            } else {
@@ -817,7 +867,7 @@ namespace mbts.spark {
               if (last_trade_changed) {
                  var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
                  if (last_index > 0)
-                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
+                     LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
               }
               if (depth_changed)
                  _refresh_sizes();
@@ -859,21 +909,21 @@ namespace mbts.spark {
      void _refresh_last_trade() {
         var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
         if (last_index > 0)
-            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column);
+            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
      }

      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);
+         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, _fmt_mkt_quantity);
      }

      void _refresh_sizes() {
         Log.assert_d(_price_list != null);
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _bids, _settings.row_height, security.ContractSpec, _settings.bid_column, _fmt_size);
-         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, security.ContractSpec, _settings.ask_column, _fmt_size);
+         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _bids, _settings.row_height, security.ContractSpec, _settings.bid_column, _fmt_mkt_depth_item);
+         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _asks, _settings.row_height, security.ContractSpec, _settings.ask_column, _fmt_mkt_depth_item);
      }

      /// <summary>
@@ -895,7 +945,17 @@ namespace mbts.spark {
         if (vapls != null) {
            Log.assert_d(_price_list != null);
            var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
-            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
+            LadderRender.render_volumes(
+               _volume_vis_tup.visual,
+               _volume_vis_tup.glyph_context,
+               _price_list,
+               vapls,
+               _settings.row_height,
+               security.ContractSpec,
+               _settings.volume_column,
+               last_index,
+               _get_last_arrow_string(),
+               _fmt_mkt_quantity);
            _old_last_trade = _last_trade;
         }

@@ -918,7 +978,7 @@ namespace mbts.spark {
            } 
            // regardless of if we've arrived here via a new Last (and new direction arrow)
            // or we're reusing the old one, this format bit is the same
-            return $"{_direction_arrow} {_last_trade.size} ";
+            return $"{_direction_arrow} {_fmt_mkt_quantity(_last_trade.size)} ";
         }
      }

@@ -1023,7 +1083,7 @@ namespace mbts.spark {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.low : security.ContractSpec.tickdown(best_ask) :
+            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
            best_bid;
      }

@@ -1031,7 +1091,7 @@ namespace mbts.spark {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
         return double.IsNaN(best_ask) ?
-            double.IsNaN(best_bid) ? security.ContractSpec.tickdown(_vm.high) : best_bid :
+            double.IsNaN(best_bid) ? _vm.settlement : best_bid :
            security.ContractSpec.tickdown(best_ask);
      }

@@ -1039,7 +1099,7 @@ namespace mbts.spark {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? 0.5 * (_vm.low + _vm.high) : security.ContractSpec.tickdown(best_ask) :
+            double.IsNaN(best_ask) ? _vm.settlement : security.ContractSpec.tickdown(best_ask) :
            double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(security.ContractSpec, best_bid, best_ask);
      }

@@ -1076,7 +1136,9 @@ namespace mbts.spark {
         GlyphContext glyph_context(LadderColumnSettings cs) =>
            GlyphContext.create(cs.font_family, cs.font_weight);

-         _fmt_size = MDDisplayHelper.get_formatter_nps(_settings.size_display);
+         var mkt_qty_display_divisor = _vm?.display_quantity_divisor ?? 1;
+         _fmt_mkt_depth_item_impl = MDDisplayHelper.get_formatter_nps(_settings.size_display, mkt_qty_display_divisor);
+         _fmt_mkt_quantity_impl = MDDisplayHelper.get_value_formatter(mkt_qty_display_divisor);
         _set_columns();
         _apply_column_visual_offset();
         if (prev_row_height != _settings.row_height)
@@ -1125,6 +1187,22 @@ namespace mbts.spark {
         }
         visible_columns_changed?.Invoke();
      }
+
+      // This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
+      string _fmt_mkt_depth_item(NativePriceSize value) {
+         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
+         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
+         var impl = _fmt_mkt_depth_item_impl;
+         return impl is null ? MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default())?.ToString() ?? "Error" : impl(value);
+      }
+
+      // This is designed to be a redundant null check for _fmt_mkt_quantity_impl.
+      string _fmt_mkt_quantity(uint value) {
+         // Assign the impl delegate to a local variable, just in case it is reassigned on another thread.
+         // This shouldn't happen, but better to avoid the potential null ref just in case it does. Expect the unexpected.
+         var impl = _fmt_mkt_quantity_impl;
+         return impl is null ? value.ToString() : impl(value);
+      }
 
      void _init_tactile_adorner() {
         Disposable.dispose(ref _tactile_adorner);
@@ -12,20 +12,24 @@ using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Media;
+using bts.utils;

 namespace mbts.spark {
   static class BadgeRender {
      // IMPORTANT: the return values for this method MUST BE IN SYNC with the "format" method, else "measure_height" and "LadderRender.measure_row_height" will be broken.
      static int _line_count_for_style(LadderSettings.BadgeStyle badge_style) => badge_style == LadderSettings.BadgeStyle.Alternate ? 2 : 1;
      // IMPORTANT: at the risk of being redundant, see above comment.
-      public static IReadOnlyList<string> format(Side side, uint quantity, uint filled, LadderSettings.BadgeStyle style) {
+      public static IReadOnlyList<string> format(Side side, uint quantity, uint filled, LadderSettings.BadgeStyle style, Func<uint, string> fmt_value = null) {
+         if (fmt_value is null)
+            fmt_value = FormattingDelegates.default_string<uint>();
         switch (style) {
            case LadderSettings.BadgeStyle.Alternate:
+               var working_qty = quantity > filled ? quantity - filled : 0;
               return new[] {
-                  $"{side.abbreviate()}:{filled}",
-                  $"W:{quantity - filled}"
+                  $"{side.abbreviate()}:{fmt_value(filled)}",
+                  $"W:{fmt_value(working_qty)}"
               };
-            default: return new[] { $"{filled}/{quantity}" };
+            default: return new[] { $"{fmt_value(filled)}/{fmt_value(quantity)}" };
         }
      }

@@ -193,16 +197,17 @@ namespace mbts.spark {
      }

      public static void render_volumes(
-        DrawingVisual dv,
-        GlyphContext glyph_context,
-        double[] prices,
-        IEnumerable<VolumeAtPriceLevelImmutable> data,
-        double row_height,
-        ContractSpecificationImmutable spec,
-        VolumeColumnSettings settings,
-        int last_index,
-        string last_size_and_direction
-        ) {
+         DrawingVisual dv,
+         GlyphContext glyph_context,
+         double[] prices,
+         IEnumerable<VolumeAtPriceLevelImmutable> data,
+         double row_height,
+         ContractSpecificationImmutable spec,
+         VolumeColumnSettings settings,
+         int last_index,
+         string last_size_and_direction,
+         Func<uint, string> fmt_value) {
+         //
         if (!data.Any()) {
            _clear_visual(dv);
            return;
@@ -224,6 +229,8 @@ namespace mbts.spark {
            _clear_visual(dv);
            return;
         }
+         if (fmt_value is null)
+            fmt_value = FormattingDelegates.default_string<uint>();
         // inflate the max so that the graph never fills the available space
         double max = data.Max(v => v.Volume) * 1.1;
         _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
@@ -255,11 +262,11 @@ namespace mbts.spark {
               }
               x_bar += width;
               if (show_numbers)
-                  numbers_text.Add(v.ToString());
+                  numbers_text.Add(fmt_value(v));
            }

            if (settings.total.show_numbers) {
-               numbers_text.Add(vap.Volume.ToString());
+               numbers_text.Add(fmt_value(vap.Volume));
            }
            if (settings.show_ltq && last_trade_here) {
               numbers_text.Clear();
@@ -309,19 +316,33 @@ namespace mbts.spark {
         }
      }

-      internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings) {
+      internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings, Func<uint, string> fmt_value) {
+         if (fmt_value is null)
+            fmt_value = FormattingDelegates.default_string<uint>();
         using (var dc = dv.RenderOpen()) {
-            var gr = format_text(last.size.ToString(), index, row_height, settings, glyph_context);
+            var gr = format_text(fmt_value(last.size), index, row_height, settings, glyph_context);
            dc.DrawGlyphRun(settings.foreground.rgb_brush(), gr);
         }
      }

      // 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) {
+      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,
+         Func<uint, string> fmt_value) {
+         //
         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;
+               if (fmt_value is null)
+                  fmt_value = FormattingDelegates.default_string<uint>();
               var foreground = settings.foreground.rgb_brush();
               int curr_index = origin_index;
               double curr_price = prices[curr_index];
@@ -332,7 +353,7 @@ namespace mbts.spark {
                  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);
+                     var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);
                     dc.DrawGlyphRun(foreground, gr);
                  } else break;
               }
@@ -371,4 +392,4 @@ namespace mbts.spark {
         using (dv.RenderOpen()) { }
      }
   }
-}
+}
@@ -828,6 +828,7 @@
                      <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
                      <ColumnDefinition Width="*"/>
                      <ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
+                      <ColumnDefinition Width="Auto" SharedSizeGroup="c2"/>
                    </Grid.ColumnDefinitions>
                    <Button Command="{Binding DataContext.remove_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"/>
                    <ComboBox Grid.Column="1" ItemsSource="{Binding algo_definitions_view}" SelectedItem="{Binding algo_definition}">
@@ -837,7 +838,12 @@
                        </DataTemplate>
                      </ComboBox.ItemTemplate>
                    </ComboBox>
-                    <CheckBox Grid.Column="2" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}"> Stay Enabled?</CheckBox>
+                    <CheckBox Grid.Column="2" FontSize="10" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}" ToolTip="Stay Enabled" Margin="4,0">
+                      Stay Enabled
+                    </CheckBox>
+                    <CheckBox Grid.Column="3" FontSize="10" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding auto_revert}" ToolTip="Auto Revert" Margin="0,0,4,0">
+                      Auto Revert
+                    </CheckBox>
                  </Grid>
                </DataTemplate>
              </u:KeyedTemplateSelector.Default>
@@ -1013,45 +1019,47 @@
      <Grid HorizontalAlignment="Left" Margin="6">
        <Grid.RowDefinitions>
          <RowDefinition Height="Auto"/>
+          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
          <RowDefinition Height="Auto" />
          <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
-          <RowDefinition Height="Auto"/>
+          <RowDefinition Height="*"/>
        </Grid.RowDefinitions>
        <Grid.ColumnDefinitions>
          <ColumnDefinition Width="Auto"/>
-          <ColumnDefinition Width="Auto"/>
-          <ColumnDefinition Width="50"/>
          <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
          <ColumnDefinition Width="*"/>
        </Grid.ColumnDefinitions>
        <!-- market cross -->
-        <CheckBox Name="warn" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding show_warn_on_cross}">
-          <CheckBox.Resources>
-            <Style TargetType="{x:Type Path}">
-              <Setter Property="FlowDirection" Value="LeftToRight"/>
-            </Style>
-          </CheckBox.Resources>
+        <CheckBox Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding show_warn_on_cross}">
+          <TextBlock
+            Style="{StaticResource EnableDisableFeatureText}"
+            IsEnabled="{Binding show_warn_on_cross}"
+            Text="Warn on Market Cross"
+          />
        </CheckBox>
-        <TextBlock Grid.Column="1"
-                   Style="{StaticResource EnableDisableFeatureText}"
-                   IsEnabled="{Binding ElementName=warn, Path=IsChecked}"
-                   Text="Warn on Market Cross" />
        <!-- max order qty -->
-        <CheckBox Name="enforce_max_clip" Grid.Row="1" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding enforce_max_clip}">
-          <CheckBox.Resources>
-            <Style TargetType="{x:Type Path}">
-              <Setter Property="FlowDirection" Value="LeftToRight"/>
-            </Style>
-          </CheckBox.Resources>
+        <CheckBox Grid.Row="2" Grid.Column="0" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_clip}">
+          <TextBlock
+            Style="{StaticResource EnableDisableFeatureText}"
+            IsEnabled="{Binding enforce_max_clip}"
+            Text="Max Order Quantity"
+          />
        </CheckBox>
-        <TextBlock Grid.Row="1" Grid.Column="1"
-                   Style="{StaticResource EnableDisableFeatureText}"
-                   IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
-                   MinWidth="{Binding ElementName=warn, Path=ActualWidth}"
-                   Text="Max Order Quantity"/>
-        <c:TickUpDownUInt Grid.Row="1" Grid.Column="2"
-                          IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
-                          Value="{Binding max_clip}" />
+        <c:TickUpDownUInt
+          Grid.Row="2"
+          Grid.Column="2"
+          IsEnabled="{Binding enforce_max_clip}"
+          Value="{Binding max_clip}"
+          Width="60"
+        />
+        <CheckBox Grid.Row="4" VerticalContentAlignment="Center" IsChecked="{Binding enforce_max_settlement_cross_ticks}">
+          <TextBlock
+            Style="{StaticResource EnableDisableFeatureText}"
+            IsEnabled="{Binding enforce_max_settlement_cross_ticks}"
+            Text="Max Ticks from Settlement"
+          />
+        </CheckBox>
+        <c:TickUpDownInt Grid.Row="4" Grid.Column="2" IsEnabled="{Binding enforce_max_settlement_cross_ticks}" Value="{Binding max_settlement_cross_ticks}"/>
      </Grid>
    </TabItem>
    <TabItem Header="Mini Order Book">
@@ -48,7 +48,7 @@
        <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="MinWidth" Value="{x:Static spark:LadderGridHost.ColumnMinWidth}"/>
        <Setter Property="Template">
          <Setter.Value>
            <ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
@@ -426,9 +426,26 @@
                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
                     Margin="0,0,0,4"
                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
-              <TextBlock Grid.Column="2" Grid.Row="5" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold"
-                     Margin="0,0,0,4"
-                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock
+                Grid.Column="2"
+                Grid.Row="5"
+                FontWeight="Bold"
+                Margin="0,0,0,4"
+                Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"
+              >
+                <TextBlock.Text>
+                  <MultiBinding>
+                    <MultiBinding.Converter>
+                      <converters:MultiValueConverterPipe>
+                        <x:Static MemberType="{x:Type converters:DynamicDoubleDivisorConverter}" Member="Instance"/>
+                        <x:Static MemberType="{x:Type converters:ValueConverters}" Member="SimpleString"/>
+                      </converters:MultiValueConverterPipe>
+                    </MultiBinding.Converter>
+                    <Binding Path="volume" Mode="OneWay"/>
+                    <Binding Path="display_quantity_divisor" Mode="OneTime"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
            </Grid>
            <!-- Account combobox -->
            <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
@@ -507,7 +524,7 @@
              mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
              HorizontalContentAlignment="Right"
              Margin="2"
-              Text="{Binding size_calculator.value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+              Text="{Binding size_calculator.display_value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
              ContextMenu="{x:Null}"
            />
            <!-- Qty quick buttons -->
@@ -522,7 +539,14 @@
              </ItemsControl.ItemsPanel>
              <ItemsControl.ItemTemplate>
                <DataTemplate>
-                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
+                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" Content="{Binding}" Focusable="False">
+                    <Button.CommandParameter>
+                      <MultiBinding Converter="{x:Static converters:DynamicDoubleMultiplierConverter.Instance}">
+                        <Binding/>
+                        <Binding Path="DataContext.display_quantity_divisor" RelativeSource="{RelativeSource AncestorType=spark:LadderView}"/>
+                      </MultiBinding>
+                    </Button.CommandParameter>
+                  </Button>
                </DataTemplate>
              </ItemsControl.ItemTemplate>
            </ItemsControl>
@@ -93,6 +93,7 @@ namespace mbts.spark {
         _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
         this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
         this.PreviewMouseDown += LadderView_PreviewMouseDown;
+         PreviewKeyDown += (s, e) => vm.key_down(e);
      }

      IDisposable _connect_left_panel_scroll() {
@@ -3,6 +3,7 @@ using bts.api.position;
 using bts.utils;
 using mbts;
 using mbts.spark;
+using mbts.ui;
 using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
@@ -25,24 +26,27 @@ namespace bts.shell.manual_fills {
      readonly Property<bool> _is_dirty;
      readonly Property<EditableItemState> _editable_item_state;
      readonly DelegateProperty<bool> _is_valid;
+      readonly DisplayQuantityMultiplier<uint> _size = DisplayQuantityMultiplier.create_uint();
+      readonly Func<SecurityImmutable?, uint> _get_display_qty_divisor;
      SecurityImmutable? _security;
      AccountTuple? _account;
      UserTuple? _user;
      Side _side;
-      uint _size;
      double _price;
      bool _is_selected;
      ManualFillData? _data;
      IDisposable _committed_snapshot;

-      public ManualFillRow(ManualFillData data) {
+      public ManualFillRow(ManualFillData data, Func<SecurityImmutable?, uint> get_display_qty_divisor) {
         _data = data;
+         _get_display_qty_divisor = get_display_qty_divisor ?? new Func<SecurityImmutable?, uint>(sec => 1);
         key = data.key;
         _security = data.value.security;
         _account = data.value.account;
         _user = data.value.user;
         _side = data.value.manual_fill.Side;
-         _size = data.value.manual_fill.Quantity;
+         _size.actual_value = data.value.manual_fill.Quantity;
+         _size.conversion_data = new QuantityConversionData(_get_display_qty_divisor(data.value.security), QuantityConversionData.OpType.DivideActual);
         _price = data.value.manual_fill.Price;
         if (placeholder_key.HasValue) {
            _is_dirty = backing(nameof(is_dirty), false);
@@ -53,6 +57,7 @@ namespace bts.shell.manual_fills {
            _editable_item_state = backing(nameof(editable_item_state), _is_dirty, ch => ch.newval ? EditableItemState.Modified : EditableItemState.None);
         }
         _is_valid = backing(nameof(is_valid), () => _validate(this));
+         _dispose = _size.connect_owner(this, nameof(size), nameof(display_size));
      }

      public event Action<bool> is_selected_changed;
@@ -65,8 +70,10 @@ namespace bts.shell.manual_fills {
      public SecurityImmutable? security {
         get => _security;
         set {
-            if (_set(ref _security, value))
+            if (_set(ref _security, value)) {
+               _size.conversion_data = new QuantityConversionData(_get_display_qty_divisor(value), QuantityConversionData.OpType.DivideActual);
               RaisePropertyChanged(nameof(spec));
+            }
         }
      }
      public ContractSpecificationImmutable? spec => security.spec_or_default();
@@ -75,7 +82,8 @@ namespace bts.shell.manual_fills {
      public UserTuple? user { get => _user; set => _set(ref _user, value); }
      // side/size/price
      public Side side { get => _side; set => _set(ref _side, value); }
-      public uint size { get => _size; set => _set(ref _size, value); }
+      public uint size { get => _size.actual_value; set => _size.actual_value = value; }
+      public uint display_size { get => _size.display_value; set => _size.display_value = value; }
      public double price { get => _price; set => _set(ref _price, value); }
      // is selected
      public bool is_selected {
@@ -71,7 +71,7 @@
      <ComboBox Grid.Row="2" Grid.Column="2" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Accounts}}" SelectedItem="{Binding account}"/>
      <ComboBox Grid.Row="2" Grid.Column="4" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Users}}" SelectedItem="{Binding user}"/>
      <ComboBox Grid.Row="2" Grid.Column="6" ItemsSource="{DynamicResource ResourceKey={x:Static u:ResourceKeys.Sides}}" SelectedItem="{Binding side}" Width="48"/>
-      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding size}"/>
+      <c:TickUpDownUInt Grid.Row="2" Grid.Column="8" MinWidth="40" Value="{Binding display_size}"/>
      <usp:PriceEntryControl Grid.Row="2" Grid.Column="10" MinWidth="55" Value="{Binding price}" ContractSpec="{Binding spec}"/>
    </Grid>
    <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
@@ -1,4 +1,5 @@
-using bts.api.core;
+using bts.api;
+using bts.api.core;
 using bts.api.position;
 using bts.collections;
 using mbts.spark;
@@ -103,5 +104,8 @@ namespace bts.shell.manual_fills {

      public async Task<bool> update_fills(IEnumerable<ManualFill> fills) =>
         await _model.update_manual_fills(fills);
+
+      public uint get_display_qty_divisor(SecurityImmutable? security) =>
+         _model.security_auxiliary_model.get_display_quantity_divisor(security);
   }
 }
@@ -2,6 +2,7 @@ using bts.api;
 using bts.api.core;
 using bts.api.position;
 using bts.collections;
+using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.ui;
@@ -67,7 +68,7 @@ namespace bts.shell.manual_fills {
            RXCollection.connect(_persisted_rows,
               _model.manual_fills.OnDispatcher(),
               Observable.Return(Comparer<ManualFillData>.Create((a, b) => a.key.CompareTo(b.key))),
-               mfd => new ManualFillRow(mfd),
+               mfd => new ManualFillRow(mfd, model.get_display_qty_divisor),
               mfr => mfr.data),
            _bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(m => {
               security_map = new FilteredDictionary<uint, SecurityMD>(m, smd => smd.security.ContractCase == Security.ContractOneofCase.Future);
@@ -125,7 +126,8 @@ namespace bts.shell.manual_fills {
               new ManualFillKey(_placeholder_id_counter++),
               new ManualFillTuple(new ManualFillImmutable(new ManualFill {
                  Side = Side.Buy
-               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())));
+               }), null, accounts.FirstOrDefault(), users.FirstOrDefault())),
+            _model.get_display_qty_divisor);

      void _add_fill(ManualFillRow new_row) =>
         _placeholder_rows.InsertSorted((new_row ?? (new_row = row_factory())).placeholder_key.HasValue ?
@@ -209,11 +211,20 @@ namespace bts.shell.manual_fills {
            } else {
               add_imported_fills();
            }
-            void add_imported_fills() =>
-               _placeholder_rows.InsertSorted(parsed_fills.Select(pmf => new ManualFillRow(new ManualFillData(new ManualFillKey(_placeholder_id_counter++), new ManualFillTuple(new ManualFillImmutable(pmf.result),
-                  pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
-                  accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
-                  users.FirstOrDefault(a => a?.id == pmf.result.UserId))))), _row_key_comparer);
+            void add_imported_fills() {
+               _placeholder_rows.InsertSorted(parsed_fills.Select(mk_row), _row_key_comparer);
+
+               ManualFillRow mk_row(ParsedManualFill pmf) {
+                  var data = new ManualFillData(
+                     new ManualFillKey(_placeholder_id_counter++),
+                     new ManualFillTuple(
+                        new ManualFillImmutable(pmf.result),
+                        pmf.result.SecurityKey != 0 && security_map.TryGetValue(pmf.result.SecurityKey, out var smd) ? smd.security : (SecurityImmutable?)null,
+                        accounts.FirstOrDefault(a => a?.id == pmf.result.AccountId),
+                        users.FirstOrDefault(a => a?.id == pmf.result.UserId)));
+                  return new ManualFillRow(data, _model.get_display_qty_divisor);
+               }
+            }
         } catch (Exception ex) {
            BTSMessageBox.Error($"Error importing fills: {ex}.", ManualFillsWindowFactory.window_name);
         }
@@ -212,12 +212,12 @@
          <DataGridTemplateColumn c:DataGridEx.CellKey="{x:Static Size, MemberType={u:Nested usp:ManualFillsView.Columns}}" Header="Qty" SortMemberPath="side">
            <DataGridTemplateColumn.CellTemplate>
              <DataTemplate>
-                <TextBlock Text="{Binding size}" VerticalAlignment="Center"/>
+                <TextBlock Text="{Binding display_size}" VerticalAlignment="Center"/>
              </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
            <DataGridTemplateColumn.CellEditingTemplate>
              <DataTemplate>
-                <c:TickUpDownUInt MinWidth="40" Value="{Binding size, UpdateSourceTrigger=PropertyChanged}"/>
+                <c:TickUpDownUInt MinWidth="40" Value="{Binding display_size, UpdateSourceTrigger=PropertyChanged}"/>
              </DataTemplate>
            </DataGridTemplateColumn.CellEditingTemplate>
          </DataGridTemplateColumn>
@@ -22,7 +22,7 @@ namespace mbts.spark {
         DataContext = vm;
   }

-   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
+   class MiniOrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM> {
      public MiniOrderBookRowView() : base() {
         FocusManager.SetIsFocusScope(this, true);
         KeyboardNavigation.SetTabNavigation(this, KeyboardNavigationMode.Cycle);
@@ -597,19 +597,19 @@ namespace mbts.spark {

      public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
         public SizeColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, UIntMinMaxState> filter)
-            : base(Columns.Size, "Qty", r => r.quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) { }
+            : base(Columns.Size, "Qty", r => r.display_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,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.display_quantity.ToString(), position, row_height,
               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
         public FilledColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, UIntMinMaxState> filter)
-            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) { }
+            : base(Columns.Filled, "Filled Qty", r => r.display_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,
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.display_filled_quantity.ToString(), position, row_height,
               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

@@ -650,12 +650,13 @@ namespace mbts.spark {
         ListSortDirection? _cached_sort_direction;

         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderSecurityRootPair, string> filter)
-            : base(Columns.LastMessage, new Binding(nameof(OrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
+            : base(Columns.LastMessage, filter, DataGridFilterKnownTemplates.Regex) {
            id = key.ToString();
            this.filter = filter;
            Header = "Last Message";
            Width = DefaultColumnWidths.LastMessage;
-            tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
+            TextBinding = new Binding(nameof(OrderBookRowVM.last_msg));
+            ToolTipBinding = new Binding(nameof(OrderBookRowVM.last_msg));
         }

         public new IDataGridColumnPersistentFilter<OrderSecurityRootPair, string> filter { get; }
@@ -1162,7 +1163,7 @@ namespace mbts.spark {

         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.SourceValueProperty, nameof(OrderBookRowVM.prospective_display_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)));
@@ -29,16 +29,16 @@ namespace mbts.spark {
      int _depth_level;
      SecurityImmutable? _security => order_tuple.order.security;
      // for mini-ob 
-      uint _prospective_quantity;
+      DisplayQuantityMultiplier<uint> _prospective_qty_translator_backing;
+      uint _display_qty_divisor_backing;
+      bool _display_qty_divisor_dirty = true;
      double _prospective_price;
      Action<bool> _on_selection_changed;

      public OrderBookRowVM(OrderBookVM owner, OrderSecurityRootPair order_tuple, bool is_expanded, Action<bool> on_selection_changed) {
         _owner = owner;
         this.order_tuple = order_tuple;
-         is_visible = !is_child;
         _is_expanded = is_expanded;
-         prospective_quantity = this.quantity;
         prospective_price = this.price;
         _on_selection_changed = on_selection_changed;
      }
@@ -88,21 +88,25 @@ namespace mbts.spark {
      public DateTime last_change => order.last_change();
      public string last_change_text => _fmt_date(last_change);
      public OrderStatus status => order.status();
-      public double price => order.price();
+      public double price => order.ui_price();
      public double last_price => order.last_price();
      public double avg_price => order.avg_price();
      public string price_text => _fmt_price(price);
      public string last_price_text => _fmt_price(last_price);
      public string avg_price_text => _fmt_price(avg_price);
      public uint quantity => order.quantity();
+      public uint display_quantity => quantity.safe_divide(_display_qty_divisor);
      public uint filled_quantity => order.filled();
+      public uint display_filled_quantity => filled_quantity.safe_divide(_display_qty_divisor);
      public string last_msg => order.last_msg();
+      // piq
      public uint piq => order_tuple.order.piq ?? uint.MaxValue;
-      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.ToString();
+      public string piq_text => piq == uint.MaxValue ? string.Empty : piq.safe_divide(_display_qty_divisor).ToString();
+
      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());
+      public string filled_status_desc => order.filled_status_description(security.spec_or_default(), _display_qty_divisor);

      // Root Algo
      public CustomOrderDefinition.CustomOneofCase root_algo_order_type => order_tuple.root.algo.value.CustomCase;
@@ -113,7 +117,6 @@ namespace mbts.spark {
      // Tree
      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
      public bool is_child => order.has_parent();
-      public bool is_visible { get; set; }
      public bool is_expanded {
         get => _is_expanded;
         set {
@@ -131,12 +134,12 @@ namespace mbts.spark {
         }
      }
      public uint prospective_quantity {
-         get => _prospective_quantity;
-         set {
-            if (Set(ref _prospective_quantity, value)) {
-               RaisePropertyChanged(nameof(is_qty_dirty));
-            }
-         }
+         get => _prospective_qty_translator.actual_value;
+         set => _prospective_qty_translator.actual_value = value;
+      }
+      public uint prospective_display_quantity {
+         get => _prospective_qty_translator.display_value;
+         set => _prospective_qty_translator.display_value = value;
      }
      public double prospective_price {
         get => _prospective_price;
@@ -226,6 +229,28 @@ namespace mbts.spark {
         }
      }

+      uint _display_qty_divisor {
+         get {
+            _sync_display_qty_if_dirty();
+            return _display_qty_divisor_backing;
+         }
+      }
+
+      IDisplayTranslator<uint> _prospective_qty_translator {
+         get {
+            if (_prospective_qty_translator_backing == null) {
+               _prospective_qty_translator_backing = DisplayQuantityMultiplier.create_uint();
+               _prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor, QuantityConversionData.OpType.DivideActual);
+               _prospective_qty_translator_backing.actual_value = quantity;
+               _prospective_qty_translator.value_changed += () =>
+                  RaisePropertyChanged(nameof(is_qty_dirty));
+            } else {
+               _sync_display_qty_if_dirty();
+            }
+            return _prospective_qty_translator_backing;
+         }
+      }
+
      #region IHierarchicalRow
      bool IHierarchicalRow.is_parent => is_parent;
      bool IHierarchicalRow.is_expanded => is_expanded;
@@ -269,21 +294,35 @@ namespace mbts.spark {
         if ((Columns.OrderType & dirty) != 0)
            RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
         // 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));
         }
         // security
-         if ((Columns.Security & dirty) != 0)
-            RaisePropertyChanged(nameof(security), nameof(security_text));
+         if ((Columns.Security & dirty) != 0) {
+            _display_qty_divisor_dirty = true;
+            RaisePropertyChanged(
+               // security props
+               nameof(security),
+               nameof(security_text),
+               // qty props
+               nameof(display_quantity),
+               nameof(prospective_quantity),
+               nameof(prospective_display_quantity),
+               nameof(is_qty_dirty),
+               //
+               nameof(piq_text),
+               nameof(display_filled_quantity));
+         }
+         if ((Columns.Size & dirty) != 0) {
+            RaisePropertyChanged(nameof(quantity), nameof(display_quantity));
+            if (_prospective_qty_translator_backing != null)
+               _prospective_qty_translator_backing.actual_value = quantity;
+         }
+         if ((Columns.Filled & dirty) != 0) {
+            RaisePropertyChanged(nameof(filled_quantity), nameof(display_filled_quantity));
+         }
         // badge fill
         if (old_order_tuple.order.meta?.badge_color != order_tuple.order.meta?.badge_color) {
            // invalidate by setting to null (will be re-instantiated in the public getter)
@@ -360,6 +399,15 @@ namespace mbts.spark {
         security.Value.ContractSpec.format(v) :
         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);

+      void _sync_display_qty_if_dirty() {
+         if (_display_qty_divisor_dirty) {
+            _display_qty_divisor_dirty = false;
+            _display_qty_divisor_backing = _owner.get_display_qty_divisor(security);
+            if (_prospective_qty_translator_backing != null)
+               _prospective_qty_translator_backing.conversion_data = new QuantityConversionData(_display_qty_divisor_backing, QuantityConversionData.OpType.DivideActual);
+         }
+      }
+
      void RaisePropertyChanged(params string[] props) {
         var pc = PropertyChanged;
         if (pc == null)
@@ -398,6 +446,7 @@ namespace mbts.spark {
               Columns.LastMessage |
               Columns.Piq,
            filled_status_desc_mask =
+               Columns.Security |
               Columns.Filled |
               Columns.AvgFilled |
               Columns.Status;
@@ -414,7 +463,7 @@ namespace mbts.spark {
               dirty |= Columns.LastPrice;
            if (oldval.order.order.avg_price() != newval.order.order.avg_price())
               dirty |= Columns.AvgFilled;
-            if (oldval.order.order.price() != newval.order.order.price())
+            if (oldval.order.order.ui_price() != newval.order.order.ui_price())
               dirty |= Columns.Price;
            if (oldval.order.order.quantity() != newval.order.order.quantity())
               dirty |= Columns.Size;
@@ -51,6 +51,7 @@ namespace mbts.spark {
      readonly OrderParamsAggregator _selected_params_mon;
      readonly CommonValueMonitor<SecurityImmutable?> _selected_security_mon = new CommonValueMonitor<SecurityImmutable?>();
      readonly RightPanelModel _right_panel = new RightPanelModel();
+      readonly CustomStateSynchronizer _custom_state_sync;
      OrderBookFillsGridSettings _cached_fills_settings = OrderBookStartupData.DefaultFillsGrid;
      double
         _raw_right_panel_width = OrderBookStartupData.Default.right_panel_width,
@@ -85,7 +86,7 @@ namespace mbts.spark {
         _model = model;
         _selected_params_mon = new OrderParamsAggregator(model.dynamic_helper, _selection_change_throttle, k => _cached_orders.TryGetValue(k, out var o) ? o.order : (OrderSecurityAlgo?)null);
         ladder_vm = new LadderVMContainer(bus, model);
-         order_mod_vm = new OrderParamsVM(this, AlgoFormats.Exchange, AlgoEditingPermissions.AllowEditValues);
+         order_mod_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditValues);
         order_mod_vm.algo_vm.editing_permissions_mask = AlgoEditingPermissions.None;
         order_mod_vm.algo_vm.algo_root = null;
         _show_order_params = backing(nameof(show_order_params), () => (_right_panel.visible_components & OrderBookRightPanelSettings.Components.Params) != 0);
@@ -98,7 +99,7 @@ namespace mbts.spark {
         };
         _can_attach_selected_orders = backing(nameof(can_attach_selected_orders), () => _attachable_selected_orders.Count == selected_rows.Count && selected_rows.Count > 0);
         _can_detach_selected_orders = backing(nameof(can_detach_selected_orders), () => _detachable_selected_orders.Count == selected_rows.Count && selected_rows.Count > 0);
-         attach_vm = new OrderParamsVM(this, AlgoFormats.Attachable, AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues);
+         attach_vm = new OrderParamsVM(this, AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowEditValues);
         _settings_manager = settings_manager;
         _columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(x => (x.added.Values, x.removed.Values)));
         // we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
@@ -124,6 +125,8 @@ namespace mbts.spark {
         _row_collection.CollectionChanged += _row_collection_CollectionChanged;
         _current_row = backing<OrderBookRowVM>(nameof(current_row));
         _columns.filter_changed += _on_filter_changed;
+         _custom_state_sync = new CustomStateSynchronizer(this);
+         // commands
         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
         var modify_selected_orders_async_cmd = new AsyncCommand(_modify_selected_orders_async, () => _selected_params_mon.all_active && order_mod_vm.is_dirty);
@@ -188,6 +191,7 @@ namespace mbts.spark {
               security_plurality = p;
               RaisePropertyChanged(nameof(security_plurality));
            }),
+            _current_row.Subscribe(_ => _custom_state_sync.sync()),
            orders_source.OnDispatcher().Subscribe(t => {
               if (_selected_rows.Count == 0) {
                  _cached_orders = t.state;
@@ -207,6 +211,8 @@ namespace mbts.spark {
                     }
                  }
               }
+               _custom_state_sync.sync(true);
+               orders_changed?.Invoke();
            }),
            model.on_orders_can_attach.OnDispatcher().Subscribe(table => {
               _cached_attachable = new MappedDictionary<uint, KeyValuePair<uint, bool>, bool>(table.state, kv => kv.Value);
@@ -238,7 +244,22 @@ namespace mbts.spark {
            }),
            grid_settings_manager,
            order_mod_vm.algo_vm.connect_data(Observable.Return(model)),
-            order_mod_vm.algo_vm.connect_data(_selected_params_mon.subscribe_spreader_security()),
+            order_mod_vm.algo_vm.connect_data(
+               /// This is not the same security source used to populate <see cref="OrderParamsVM.security_md"/>.
+               /// The latter is always synced with the root of the selected row(s),
+               /// while this source is synced with that row with one exception:
+               ///   If the root row's algo has a spreader algo (possibly nested),
+               ///   the synthetic security is taken instead of the root security.
+               ///   This has the affect of passing the synthetic security to the spreader algo viewmodel,
+               ///   which then uses the security to populate the synthetic params ui.
+               /// TODO (maybe): clean this design up; the different security sources make it precarious.
+               /// One idea is to pass a special data type to the algo vm (which contains the spreader
+               /// security and execution strategy), which is only observed by the spreader algo vm.
+               _selected_params_mon.subscribe_security().StartWith((SecurityImmutable?)null).CombineLatest(
+               _selected_params_mon.subscribe_spreader_security().StartWith((SecurityImmutable?)null),
+               (root_sec, spreader_sec) => (root_sec, spreader_sec))
+               .Select(tup => tup.spreader_sec ?? tup.root_sec)
+               .OnDispatcher()),
            order_mod_vm,
            attach_vm,
            _show_fills.observe_current(true)
@@ -323,32 +344,32 @@ namespace mbts.spark {
         }

         void on_begin_attaching() {
-            Disposable.replace(ref attach_vm_hooks,
-               Disposable.Create(
-                  connect_common_selected_params(attach_vm),
-                  attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
-                     bool show_price, show_size;
-                     if (algo_root == null) {
-                        show_price = false;
-                        show_size = false;
-                     } else {
-                        show_price = AttachConf.show_price(algo_root.order_type);
-                        show_size = AttachConf.show_size(algo_root.order_type);
-                     }
-                     attach_vm.price_permissions = bool_to_perm(show_price);
-                     attach_vm.size_permissions = bool_to_perm(show_size);
-                     AlgoParamPermissions bool_to_perm(bool b) =>
-                        b ? AlgoParamPermissions.ReadWrite : AlgoParamPermissions.None;
-                  }),
-                  // custom templates (created by user)
-                  _model.algo_model.definitions.OnDispatcher().Subscribe(u =>
-                     AlgoCollectionHelper.update_persisted_definition_wrappers(attach_vm.algo_vm.algo_roots_index, u, mk_algo_def_vm))));
-            // vm factory
-            AlgoDefinitionVM mk_algo_def_vm(AlgoData fd) {
-               var vm = AlgoDefinitionVM.create(_model, fd, OrderDataHelper.get_algo_format(_selected_params_mon.security?.ContractCase), AlgoEditingPermissions.AllowEditValues);
-               vm.selected_format = OrderDataHelper.get_algo_format(_selected_params_mon.security?.ContractCase);
-               return vm;
-            }
+            Disposable.dispose(ref attach_vm_hooks);
+            attach_vm_hooks = Disposable.Create(
+               _selected_security_mon.SubscribeThrottled(_selection_change_throttle).to_security_md(bus).OnDispatcher().SubscribeEach(newval => {
+                  attach_vm.security_md = newval;
+                  if (newval.HasValue) {
+                     return _model.subscribe_algos(newval.Value.security, true)
+                     .OnDispatcher()
+                     .Subscribe(t => ((IAlgoSelector)attach_vm.algo_vm).load_algo_data(t.state, null));
+                  }
+                  return null;
+               }),
+               connect_common_selected_params(attach_vm),
+               attach_vm.algo_vm.observe_algo_root().Subscribe(algo_root => {
+                  bool show_price, show_size;
+                  if (algo_root == null) {
+                     show_price = false;
+                     show_size = false;
+                  } else {
+                     show_price = AttachConf.show_price(algo_root.order_type);
+                     show_size = AttachConf.show_size(algo_root.order_type);
+                  }
+                  attach_vm.price_permissions = bool_to_perm(show_price);
+                  attach_vm.size_permissions = bool_to_perm(show_size);
+                  AlgoParamPermissions bool_to_perm(bool b) =>
+                     b ? AlgoParamPermissions.ReadWrite : AlgoParamPermissions.None;
+               }));
         }
         void on_end_attaching() => Disposable.dispose(ref attach_vm_hooks);

@@ -359,11 +380,11 @@ namespace mbts.spark {
                  modify_selected_orders_async_cmd.RaiseCanExecuteChanged();
                  revert_selected_orders_cmd.RaiseCanExecuteChanged();
               }),
+               _selected_params_mon.subscribe_security().to_security_md(bus).OnDispatcher().Subscribe(newval => order_mod_vm.security_md = newval),
               connect_common_selected_params(order_mod_vm));

         IDisposable connect_common_selected_params(OrderParamsVM vm) =>
            Disposable.Create(
-               _selected_params_mon.subscribe_security().OnDispatcher().to_security_md(bus).OnDispatcher().Subscribe(newval => vm.security_md = newval),
               _selected_params_mon.subscribe_price().OnDispatcher().Subscribe(vm.on_common_price),
               _selected_params_mon.subscribe_size().OnDispatcher().Subscribe(vm.on_common_size),
               _selected_params_mon.subscribe_account().OnDispatcher().Subscribe(newval => vm.selected_account = newval));
@@ -375,7 +396,7 @@ namespace mbts.spark {
      }

      public event Action<OrderRecordImmutable?> selected_order_changed;
-      public event Action begin_attaching, end_attaching;
+      public event Action begin_attaching, end_attaching, orders_changed;
      public event Action<(IEnumerable, bool)> request_selection;

      public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
@@ -395,6 +416,7 @@ namespace mbts.spark {
         }
      }
      public OrderRecordImmutable? current_order => current_row?.order;
+      public ObservableCollection<NamedValueVM> current_algo_custom_state { get; } = new ObservableCollection<NamedValueVM>();
      public AlgoDefinitionVM algo_vm => order_mod_vm.algo_vm;
      public OrderParamsVM order_mod_vm { get; }
      public FillsVMContainer fills_vm { get; } = new FillsVMContainer();
@@ -474,6 +496,28 @@ namespace mbts.spark {
      public IObservable<bool> subscribe_show_fills() => _show_fills.observe_current(true);
      public IObservable<bool> subscribe_show_ladder() => _show_ladder.observe_current(true);
      public IObservable<bool> subscribe_show_order_params() => _show_order_params.observe_current(true);
+      public IObservable<OrderSecurityAlgo?> subscribe_single_selected_order() =>
+         Observable.Create<OrderSecurityAlgo?>(o => {
+            OrderSecurityAlgo? last_fired = null;
+            orders_changed += notify;
+            _current_row.Changed += on_current_row_changed;
+            notify();
+            return Disposable.Create(dispose);
+            // local methods
+            void notify() {
+               var next = current_row == null ? (OrderSecurityAlgo?)null : current_row.order_tuple.order;
+               if (next != last_fired)
+                  o.OnNext(last_fired = next);
+            }
+
+            void on_current_row_changed(OrderBookRowVM oldval, OrderBookRowVM newval) =>
+               notify();
+
+            void dispose() {
+               orders_changed -= notify;
+               _current_row.Changed -= on_current_row_changed;
+            }
+         });

      public void row_selection_changed(SelectionChangedEventArgs e) {
         try {
@@ -503,6 +547,7 @@ namespace mbts.spark {
            _can_attach_selected_orders.refresh();
            _can_detach_selected_orders.refresh();
            selected_order_changed?.Invoke(current_order);
+            _custom_state_sync.sync();
         } catch (Exception ex) {
            // [John]I observed a strange null-reference exception in this callback when the launcher was shutting down (see https://bluetradesys.atlassian.net/browse/SPARK-2089)
            Log.Ui.error($"[{nameof(OrderBookVM)}] Error handling selection change: {ex}");
@@ -609,6 +654,9 @@ namespace mbts.spark {

      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order.actual_order_type());

+      internal uint get_display_qty_divisor(SecurityImmutable? security) =>
+         _model.security_auxiliary_model.get_display_quantity_divisor(security);
+
      internal void show_order_modify(OrderBookRowVM row) =>
         _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);

@@ -723,24 +771,62 @@ namespace mbts.spark {
         }
      }

+      class CustomStateSynchronizer {
+         readonly OrderBookVM _vm;
+         OrderBookRowVM _synced_row;
+
+         public CustomStateSynchronizer(OrderBookVM vm) =>
+            _vm = vm;
+
+         public void sync(bool force_refresh = false) {
+            var row = _vm.current_row != null &&
+               _vm.selected_rows.Select(r => r.order_tuple.root.order.Key).Distinct().TryGetSingle(out uint droot) &&
+               _vm.current_row.order_tuple.root.order.Key == droot ?
+                  _vm.current_row : null;
+            if (force_refresh || row != _synced_row) {
+               _synced_row = row;
+               _refresh();
+            }
+         }
+
+         void _refresh() {
+            _vm.current_algo_custom_state.Clear();
+            if (_synced_row == null)
+               return;
+            var dcs = _synced_row.order.dynamic_custom_state();
+            // while dcs is not expected to be null, best to play it safe and double check.
+            if (dcs.is_null_or_empty()) {
+               var descendent_rows = _vm._row_collection.get_descendent_rows(_synced_row.order_key);
+               if (_vm._row_collection.filter != null)
+                  descendent_rows = descendent_rows.Where(child => _vm._row_collection.filter(child.order_tuple));
+               foreach (var dr in descendent_rows) {
+                  dcs = dr.order.dynamic_custom_state();
+                  if (!dcs.is_null_or_empty())
+                     break;
+               }
+            }
+            foreach (var p in dcs.empty_if_null().OrderBy(kv => kv.Key))
+               _vm.current_algo_custom_state.Add(new NamedValueVM(p.Key, DynamicOrderHelper.fmt_param(p.Value)));
+         }
+      }
+
      public class OrderParamsVM : DisposableViewModelBase {
         readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
         readonly OrderBookVM _owner;
         readonly Property<bool> _is_dirty;
         IRaiseCanExecuteChangedCommand _payup_bid_cmd, _payup_ask_cmd;
         IAlgoParamVM<double> _price_param;
-         IAlgoParamVM<uint?> _size_param;
+         AlgoParamVM<uint?> _size_param;
         AlgoParamPermissions
            _price_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write,
            _size_permissions = AlgoParamPermissions.ReadOnly | AlgoParamPermissions.Write;
         SecurityMD? _security_md;

-         public OrderParamsVM(OrderBookVM owner, AlgoFormats init_format, AlgoEditingPermissions init_permissions) {
+         public OrderParamsVM(OrderBookVM owner, AlgoEditingPermissions init_permissions) {
            _owner = owner;
            algo_vm = AlgoDefinitionVM.create(
               owner._model,
               AlgoData.create_unpersisted(OrderDataHelper.Defaults.CustomOrderDefinitionImmutable(CustomOrderDefinition.CustomOneofCase.Iceberg), CustomOrderDefinition.CustomOneofCase.Iceberg.display_name()),
-               init_format: init_format,
               editing_permissions: init_permissions);
            _accounts = backing(
               nameof(selected_account),
@@ -766,7 +852,9 @@ namespace mbts.spark {
                     _price_param = null;
                     _size_param = null;
                  } else {
-                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size) {
+                     _size_param = new AlgoParamVM<uint?>("size", "Size", owner._selected_params_mon.size, EqualityComparer<uint?>.Default,
+                        to_display_value: v => v.HasValue ? v.Value / display_quantity_divisor : v,
+                        from_display_value: v => v.HasValue ? v.Value * display_quantity_divisor : v) {
                        permissions = _size_permissions & _param_permissions
                     };
                     var price_param = new AlgoParamVM<double>("price", "Price", owner._selected_params_mon.price, spec?.tick_equality_comparer() ?? MathUtils.epsilon_eq_comparer) {
@@ -805,14 +893,16 @@ namespace mbts.spark {
         public ReadOnlyObservableCollection<AccountTuple> accounts => _accounts.items;
         public AccountTuple? selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
         public SecurityImmutable? security => _owner._selected_params_mon.security;
+         /// <see cref="security_md"/> should be synced with the root of the selected row(s),
         public SecurityMD? security_md {
            get => _security_md;
            set {
               if (Set(ref _security_md, value)) {
-                  RaisePropertyChanged(nameof(security), nameof(spec));
+                  RaisePropertyChanged(nameof(security), nameof(spec), nameof(display_quantity_divisor));
                  bbo.security_md = value;
                  _payup_bid_cmd.RaiseCanExecuteChanged();
                  _payup_ask_cmd.RaiseCanExecuteChanged();
+                  _size_param?.refresh_display_value();
               }
            }
         }
@@ -834,6 +924,7 @@ namespace mbts.spark {
         public AlgoDefinitionVM algo_vm { get; }
         public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
         public BBOVM bbo { get; }
+         public uint display_quantity_divisor => _owner.get_display_qty_divisor(security);
         public ICommand send_order { get; }
         public ICommand payup_bid_cmd => _payup_bid_cmd;
         public ICommand payup_ask_cmd => _payup_ask_cmd;
@@ -1,4 +1,5 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.api.orderman;
 using bts.shell;
 using bts.shell.fills;
@@ -6,10 +7,11 @@ using bts.shell.orderbook;
 using bts.spark;
 using bts.view;
 using mbts.persist;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.extensions;
-using mbts.ui.shell;
 using mbts.ui.spark;
+using mbts.ui.utilities;
 using mbts.ui.utility;
 using mbts.utils;
 using System;
@@ -25,26 +27,38 @@ namespace mbts.spark {
      const string _window_type = "OrderBook", _default_title = "Order Book";
      readonly INotificationService _notification_service;
      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
+      readonly bool _can_edit_specific_algo_params;
      IDisposable _attachment_exit_sub;
+      // initialized in thread_init
+      List<IDisposable> _thread_init_resources;
      OrderBookStartupData _state;
      OrdersModel _model;
      OrderBookVM _vm;
      OrderBookView _view;
      OrderBookWindowFactory _factory;
+      SparkMenuDisplayVM _menu_display_vm;
      SparkCommand[] _commands;

      public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
-         OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
+         OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager, bool can_edit_specific_algo_params)
         : base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
         _model = model;
         _factory = factory;
         _notification_service = notification_service;
         _state = state;
         _settings_manager = settings_manager;
+         _can_edit_specific_algo_params = can_edit_specific_algo_params;
         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
      }

-      public override OrderBookStartupData SaveState => _state = _vm?.create();
+      public override OrderBookStartupData SaveState {
+         get {
+            _state = _vm?.create();
+            if (_state != null)
+               _state.menu_display = _menu_display_vm.safe_create();
+            return _state;
+         }
+      }

      public override string window_type => _window_type;
      public override UIElement Content => _view;
@@ -57,12 +71,17 @@ namespace mbts.spark {
      public string thread_id { get; }

      public override void Dispose() {
-         _commands.OfType<IDisposable>().DisposeAll();
+         Disposable.dispose(_thread_init_resources);
         Disposable.dispose(ref _attachment_exit_sub);
         Disposable.dispose(ref _vm);
      }

      public void thread_init() {
+         Log.assert(_thread_init_resources == null, $"{nameof(_thread_init_resources)} must be initialized in thread_init.");
+         _thread_init_resources = new List<IDisposable>();
+         _menu_display_vm = new SparkMenuDisplayVM();
+         if (_state != null)
+            _menu_display_vm.load_from(_state.menu_display);
         _vm = new OrderBookVM(_bus, _notification_service, _model, _settings_manager);
         _vm.load_from(_state);
         _view = new OrderBookView(_vm);
@@ -137,6 +156,15 @@ namespace mbts.spark {
            can_execute: () => _vm.selected_orders.Any(x => passes_recreate_search_criteria(x))
         );
         recreate_selected_orders_command.group = CommandGroups.Modify;
+         ICommand edit_algo_params_cmd;
+         if (_can_edit_specific_algo_params) {
+            _thread_init_resources.Add(CommandHelper.bind_param_source(
+               new DialogCommand<OrderSecurityAlgo?, Window>(mk_algo_params_dialog, has_algo_params),
+               _vm.subscribe_single_selected_order(),
+               out edit_algo_params_cmd, true));
+         } else {
+            edit_algo_params_cmd = DelegateCommand.empty;
+         }

         var attach_selected_orders_command = new SparkCommandCommand(
            "Attach To Selected",
@@ -184,24 +212,36 @@ namespace mbts.spark {
         show_grid_settings_command.group = CommandGroups.Auxiliary;

         _commands = new SparkCommand[] {
+            // modify commands
            toggle_show_right_panel_command,
            attach_selected_orders_command,
            detach_selected_orders_command,
            recreate_selected_orders_command,
+            new SparkCommandCommand("Algo Params...", Icons.Algo, edit_algo_params_cmd) {
+               group = CommandGroups.Modify,
+               show_in_toolbar = false,
+               show_in_context_menu = _can_edit_specific_algo_params
+            },
+            // cancel commands
            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))
+            hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),
+            _menu_display_vm.spark_cmd
         };
-         _vm.as_demuxer().subscribe<bool>(nameof(OrderBookVM.show_right_panel))
-            .Subscribe(_ => toggle_show_right_panel_command.title = get_toggle_show_right_panel_cmd_title());
+         _thread_init_resources.AddRange(_commands.OfType<IDisposable>());
+         _thread_init_resources.Add(_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;
+         _thread_init_resources.Add(Disposable.Create(() => _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;
@@ -223,13 +263,45 @@ namespace mbts.spark {
            attach_selected_orders_command.raiseCanExecuteChanged();
            detach_selected_orders_command.raiseCanExecuteChanged();
         }
+
+         bool has_algo_params(OrderSecurityAlgo? order) =>
+            order.HasValue && !OrderDataHelper.get_metadata(order.Value.algo.value.CustomCase).NoProps;
+
+         Window mk_algo_params_dialog(OrderSecurityAlgo? order) {
+            if (!has_algo_params(order))
+               return null;
+            var algo_def = AlgoDefinitionVM.create(_model, order.Value.algo, editing_permissions: AlgoEditingPermissions.AllowEditValues);
+            var algo_params_vm = new OrderBookAlgoParamsVM(algo_def, order.Value.order.is_non_terminal());
+            var dialog = new OrderBookAlgoParamsDialog {
+               Content = algo_params_vm
+            };
+            ui.WindowStyle.SetTitleContent(dialog, algo_def);
+            dialog.Closed += (s, e) => {
+               Disposable.dispose(ref algo_params_vm);
+               dialog = null;
+            };
+            algo_params_vm.RequestCommit += commit;
+            algo_params_vm.RequestClose += (s, e) => close_dialog();
+            return dialog;
+
+            void close_dialog() {
+               dialog?.Close();
+               dialog = null;
+            }
+            void commit(CustomOrderDefinitionImmutable value) {
+               _model.update_order(order.Value.order, new_algo: value).ignore();
+               close_dialog();
+            }
+         }
      }

-      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+      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;
         }));
+         _menu_display_vm.safe_bind_to_view(parent_view);
+      }

      static class CommandGroups {
         public const string
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.shell.orderbook;
 using bts.spark;
+using mbts.config;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
@@ -15,8 +16,11 @@ namespace bts.shell {
      readonly INotificationServiceDataCache _notification_service_data_cache;
      readonly OrdersModel _model;
      readonly UserSettingsHub _settings_hub;
+      readonly OrderBookConfig _config;

      public OrderBookWindowFactory(IShellModule owner, IBus bus, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache, OrdersModel model, UserSettingsHub settings_hub) : base(owner, "SparkOrderBookWindow") {
+         var raw_config = Configuration.get<bts.config.OrderBookOptions>();
+         _config = new OrderBookConfig(raw_config.can_edit_specific_algo_params);
         _bus = bus;
         _notification_service = notification_service;
         _notification_service_data_cache = notification_service_data_cache;
@@ -29,7 +33,8 @@ namespace bts.shell {
         var settings_manager = new WindowSettingsManager<OrderBookGridSettings>(_settings_hub, state.grid_settings_wrapper(),
            us => us.order_book_grid ?? OrderBookStartupData.DefaultGrid,
            (us, s) => us.with(order_book_grid: s));
-         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state, SparkCommands.ShowOrders.icon, settings_manager.as_non_shared());
+         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state,
+            SparkCommands.ShowOrders.icon, settings_manager.as_non_shared(), _config.can_edit_specific_algo_params);
         return Task.FromResult<IShellWindow>(w);
      }

@@ -37,5 +42,12 @@ namespace bts.shell {
         var w = await load(startup_data);
         _bus.post(SparkTags.ShowWindow, w);
      }
+
+      readonly struct OrderBookConfig {
+         public readonly bool can_edit_specific_algo_params;
+
+         public OrderBookConfig(bool can_edit_specific_algo_params) =>
+            this.can_edit_specific_algo_params = can_edit_specific_algo_params;
+      }
   }
 }
@@ -144,7 +144,7 @@ namespace bts.shell.orderbook {
         pb.add_discrete_values(fs.symbols, o => o.order.security?.Symbol);
         // numeric
         pb.add_numeric(fs.qty, o => o.order.order.quantity());
-         pb.add_price(fs.price, o => o.order.order.price(), o => o.order.security);
+         pb.add_price(fs.price, o => o.order.order.ui_price(), o => o.order.security);
         pb.add_numeric(fs.qty_filled, o => o.order.order.filled());
         pb.add_numeric(fs.avg_price, o => o.order.order.avg_price());
         pb.add_numeric(fs.last_price, o => o.order.order.last_price());
@@ -65,6 +65,9 @@ namespace bts.shell.orderbook {
      // use defaults
      [ProtoMember(25)]
      public bool use_defaults;
+      // menu display
+      [ProtoMember(27)]
+      public SparkMenuDisplaySettings menu_display { get; set; }

      /// <summary>
      /// Please use <see cref="Default"/> to get a new instance (the only reason the default constructor still exists is for ProtoBuf deserialization).
@@ -0,0 +1,40 @@
+<Window
+  x:Class="bts.shell.orderbook.OrderBookAlgoParamsDialog"
+  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:ob="clr-namespace:bts.shell.orderbook"
+  xmlns:usp="clr-namespace:mbts.ui.spark"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  Margin="0"
+  Padding="0"
+  Style="{StaticResource BTSWindowTitleTemplate}"
+>
+  <u:WindowStyle.TitleContentTemplate>
+    <DataTemplate DataType="{x:Type sp:AlgoDefinitionVM}">
+      <StackPanel HorizontalAlignment="Left" Orientation="Horizontal">
+        <usp:OrderTypeItem Margin="4,0" DisplayName="{Binding name, StringFormat='{}{0} Params'}" BadgeFill="{Binding badge_fill}"/>
+      </StackPanel>
+    </DataTemplate>
+  </u:WindowStyle.TitleContentTemplate>
+  <Window.ContentTemplate>
+    <DataTemplate DataType="{x:Type ob:OrderBookAlgoParamsVM}">
+      <Grid>
+        <Grid.RowDefinitions>
+          <RowDefinition Height="*"/>
+          <RowDefinition Height="Auto"/>
+        </Grid.RowDefinitions>
+        <usp:AlgoEditorGridView
+          Width="390"
+          Margin="5"
+          AlgoParamRows="{Binding param_rows}"
+          CanUserChangeAlgoRoot="False"
+        />
+        <c:DialogSkirt Grid.Row="1" RightItems="{Binding dialog_skirt}"/>
+      </Grid>
+    </DataTemplate>
+  </Window.ContentTemplate>
+</Window>
@@ -0,0 +1,49 @@
+using bts.api.orderman;
+using bts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Windows;
+
+namespace bts.shell.orderbook {
+   /// <summary>
+   /// Interaction logic for OrderBookAlgoParamsDialog.xaml
+   /// </summary>
+   partial class OrderBookAlgoParamsDialog : Window {
+      public OrderBookAlgoParamsDialog() =>
+         InitializeComponent();
+   }
+
+   class OrderBookAlgoParamsVM : DisposableViewModelBase, IRequestViewClose {
+      readonly ObservableAggregateCollection<AlgoParamRowVM> _param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+      readonly DialogSkirtItem _commit, _cancel;
+
+      public OrderBookAlgoParamsVM(AlgoDefinitionVM algo_definition, bool can_user_edit) {
+         this.algo_definition = algo_definition;
+         _dispose = AlgoParamRowsHelper.connect(algo_definition, _param_rows, false);
+         _commit = new DialogSkirtItem("OK", new DelegateCommand(commit, () => can_user_edit)) { is_default = true };
+         _cancel = new DialogSkirtItem("Cancel", new DelegateCommand(close)) { is_cancel = true };
+         // local methods
+         void commit() {
+            RequestCommit?.Invoke(new CustomOrderDefinitionImmutable(algo_definition.algo_root.created_assigned()));
+            close();
+         }
+         void close() => RequestClose?.Invoke(this, EventArgs.Empty);
+      }
+
+      public event EventHandler RequestClose;
+      public event Action<CustomOrderDefinitionImmutable> RequestCommit;
+
+      public AlgoDefinitionVM algo_definition { get; }
+      public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows => _param_rows;
+      public IEnumerable<DialogSkirtItem> dialog_skirt {
+         get {
+            yield return _commit;
+            yield return _cancel;
+         }
+      }
+   }
+}
@@ -99,7 +99,7 @@ namespace mbts.spark {
      }
   }

-   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookGridView.ColumnKeys> {
+   class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM> {
      public OrderBookRowView() : base() { }
   }
 }
@@ -62,7 +62,7 @@
        </Setter>
      </Style>
      <Style x:Key="{x:Static usp:OrderParamsPanel.BestBidSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_actual_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="CommandParameter" Value="{Binding BestBidSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="ToolTip">
          <Setter.Value>
@@ -82,7 +82,7 @@
        </Setter>
      </Style>
      <Style x:Key="{x:Static usp:OrderParamsPanel.BestAskSizeButtonStyleKey}" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
+        <Setter Property="Command" Value="{Binding DataContext.size_calculator.set_actual_value_command, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="CommandParameter" Value="{Binding BestAskSize, RelativeSource={RelativeSource AncestorType=usp:OrderParamsPanel}}"/>
        <Setter Property="ToolTip">
          <Setter.Value>
@@ -101,7 +101,7 @@
          <TextBlock.Inlines>
            <Run Text="{Binding security, Mode=OneWay}" FontWeight="Bold"/>
            <Run Text="{Binding side, Mode=OneWay}" Foreground="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
-            <Run Text="{Binding quantity, Mode=OneWay}"/>
+            <Run Text="{Binding display_quantity, Mode=OneWay}"/>
            <Run>@</Run>
            <Run>
              <Run.Text>
@@ -484,6 +484,7 @@
          <Border Padding="12,12,12,6">
            <Grid>
              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
                <RowDefinition Height="Auto"/>
                <RowDefinition Height="*"/>
              </Grid.RowDefinitions>
@@ -495,7 +496,45 @@
                AlgoParamRows="{Binding param_rows}"
                IsReadOnly="{Binding DataContext.can_user_modify_selected_orders, ElementName=Root, Converter={StaticResource NotConverter}}"
              />
-              <StackPanel Grid.Row="1" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="0,8,0,0" Orientation="Horizontal">
+              <c:ExpanderToggleButton
+                x:Name="algo_state_toggle"
+                Grid.Row="1"
+                BorderThickness="0"
+                Content="Algo State"
+                HorizontalContentAlignment="Left"
+                Margin="0,4,0,0"
+                VerticalAlignment="Top"
+                Visibility="{Binding current_algo_custom_state.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}"
+              />
+              <c:DIYGrid Grid.Row="1" Rows="{Binding current_algo_custom_state}" Margin="0,28,0,4">
+                <c:DIYGrid.Visibility>
+                  <MultiBinding>
+                    <MultiBinding.Converter>
+                      <cv:MultiValueConverterPipe>
+                        <cv:BooleanAndConverter/>
+                        <cv:BooleanToVisibilityConverter/>
+                      </cv:MultiValueConverterPipe>
+                    </MultiBinding.Converter>
+                    <Binding Path="current_algo_custom_state.Count" Mode="OneWay" Converter="{StaticResource IntNotZeroConverter}"/>
+                    <Binding Path="IsChecked" ElementName="algo_state_toggle"/>
+                  </MultiBinding>
+                </c:DIYGrid.Visibility>
+                <c:DIYGrid.Columns>
+                  <c:DIYGridColumnCollection>
+                    <c:DIYGridColumn id="Name" Header="Param" Width="176"/>
+                    <c:DIYGridColumn id="Value" Header="Value" Width="176"/>
+                  </c:DIYGridColumnCollection>
+                </c:DIYGrid.Columns>
+                <c:DIYGrid.RowTemplate>
+                  <DataTemplate>
+                    <Grid c:DIYGrid.SyncWithColumnGeometry="True">
+                      <c:TextCell c:DIYGrid.ColumnKey="Name" Text="{Binding name}"/>
+                      <c:TextCell c:DIYGrid.ColumnKey="Value" Text="{Binding value}"/>
+                    </Grid>
+                  </DataTemplate>
+                </c:DIYGrid.RowTemplate>
+              </c:DIYGrid>
+              <StackPanel Grid.Row="2" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="0,8,0,0" Orientation="Horizontal">
                <Button x:Name="modify_orders_button" Command="{Binding modify_selected_orders_cmd}">
                  <Button.Margin>
                    <Thickness Right="{StaticResource DialogSkirtButtonPadding.Right}"/>
@@ -5,6 +5,7 @@ using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.spark.utilities;
+using mbts.ui;
 using mbts.ui.controls;
 using mbts.utils;
 using System;
@@ -140,15 +141,18 @@ namespace bts.shell.pnl {
      public PositionPriceSize summary =>
         new PositionPriceSize(long_data.working_total, long_data.avg_price, short_data.working_total, short_data.avg_price);

-      public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders) =>
-         orders.Aggregate(Empty, (seed, order) => seed.Add(order));
+      public static WorkingOrderData Create(IEnumerable<OrderRecordImmutable> orders, QuantityConversionData qty_conversion) =>
+         Create(orders.Select(o => (o, qty_conversion)));

-      public WorkingOrderData Add(OrderRecordImmutable order) {
+      public static WorkingOrderData Create(IEnumerable<(OrderRecordImmutable order, QuantityConversionData qty_conversion)> orders) =>
+         orders.Aggregate(Empty, (seed, tup) => seed.Add(tup.order, tup.qty_conversion));
+
+      public WorkingOrderData Add(OrderRecordImmutable order, QuantityConversionData qty_conversion) {
         if (order.working_quantity() <= 0)
            return new WorkingOrderData(long_data, short_data);
         switch (order.side()) {
-            case Side.Buy: return new WorkingOrderData(long_data.Add(order), short_data);
-            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order));
+            case Side.Buy: return new WorkingOrderData(long_data.Add(order, qty_conversion), short_data);
+            case Side.Sell: return new WorkingOrderData(long_data, short_data.Add(order, qty_conversion));
            default: throw ExceptionBuilder.Argument.unexpected_case(order.side(), "order.side");
         }
      }
@@ -165,18 +169,21 @@ namespace bts.shell.pnl {
   }

   readonly struct WorkingOrderSideData {
-      public readonly double avg_price;
-      public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data;
+      public readonly double avg_price, display_avg_price;
+      public readonly ImmutableSortedDictionary<double, ImmutableDictionary<uint, (OrderRecordImmutable order, QuantityConversionData qty_conversion)>> data;
      public readonly int working_total;
+      public readonly int display_working_total;

-      WorkingOrderSideData(double avg_price, int working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, OrderRecordImmutable>> data) {
+      WorkingOrderSideData(double avg_price, int working_total, double display_avg_price, int display_working_total, ImmutableSortedDictionary<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>> data) {
         this.avg_price = avg_price;
         this.working_total = working_total;
+         this.display_avg_price = display_avg_price;
         this.data = data;
+         this.display_working_total = display_working_total;
      }

-      public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
-      public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(OrderDataHelper.PriceComparer));
+      public static WorkingOrderSideData EmptyLong => new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(new ReverseComparer<double>(OrderDataHelper.PriceComparer)));
+      public static WorkingOrderSideData EmptyShort => new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(OrderDataHelper.PriceComparer));

      public double top_price =>
         data.Count > 0 ?
@@ -185,23 +192,35 @@ namespace bts.shell.pnl {

      public int top_volume =>
         data.Count > 0 ?
-            data.Values.First().Values.Sum(o => o.working_quantity()) :
+            data.Values.First().Values.Sum(o => o.order.working_quantity()) :
            0;

-      public WorkingOrderSideData Add(OrderRecordImmutable order_record) {
-         uint order = order_record.Key;
+      public int display_top_volume =>
+         data.Count > 0 ?
+            data.Values.First().Values.Sum(o => o.qty_conversion.to_display(o.order.working_quantity())) :
+            0;
+
+      public WorkingOrderSideData Add(OrderRecordImmutable order_record) =>
+         Add(order_record, new QuantityConversionData());
+
+      public WorkingOrderSideData Add(OrderRecordImmutable order_record, QuantityConversionData qty_conversion) {
         int working_qty = order_record.working_quantity();
-         double price = order_record.price();
         if (working_qty <= 0)
            throw new ArgumentException(nameof(working_qty));
+         uint order = order_record.Key;
+         int dworking_qty = qty_conversion.to_display(working_qty);
+         double price = order_record.price();
         if (working_total == 0) {
-            return new WorkingOrderSideData(price, working_qty, data.Add(price, ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
+            Log.assert(display_working_total == 0);
+            return new WorkingOrderSideData(price, working_qty, display_avg_price, dworking_qty, data.Add(price, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>.Empty.Add(order, (order_record, qty_conversion))));
         } else return new WorkingOrderSideData(
              avg_price + ((price - avg_price) * ((double)working_qty / (working_total + working_qty))),
              working_total + working_qty,
+              display_avg_price + ((price - display_avg_price) * ((double)dworking_qty / (display_working_total + dworking_qty))),
+              display_working_total + dworking_qty,
              data.SetItem(price, data.TryGetValue(price, out var curr) ?
-                 curr.Add(order, order_record) :
-                 ImmutableDictionary<uint, OrderRecordImmutable>.Empty.Add(order, order_record)));
+                 curr.Add(order, (order_record, qty_conversion)) :
+                 ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>.Empty.Add(order, (order_record, qty_conversion))));
      }

      public WorkingOrderSideData Remove(uint order, double price) {
@@ -210,22 +229,30 @@ namespace bts.shell.pnl {
            throw new KeyNotFoundException(nameof(price));
         if (!wdata.TryGetValue(order, out var worder))
            throw new KeyNotFoundException(nameof(order));
-         var wqty = worder.working_quantity();
+         var wqty = worder.order.working_quantity();
+         var dwqty = worder.qty_conversion.to_display(wqty);
         wdata = wdata.Remove(order);
         if (wdata.Count == 0)
            tmp_data = tmp_data.Remove(price);
         if (tmp_data.Count == 0)
-            return new WorkingOrderSideData(double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, OrderRecordImmutable>>(data.KeyComparer));
+            return new WorkingOrderSideData(double.NaN, 0, double.NaN, 0, ImmutableSortedDictionary.Create<double, ImmutableDictionary<uint, (OrderRecordImmutable, QuantityConversionData)>>(data.KeyComparer));
         return new WorkingOrderSideData(
            avg_price - ((price - avg_price) * (wqty / (working_total - wqty))),
            working_total - wqty,
+            display_avg_price - ((price - display_avg_price) * (dwqty / (display_working_total - dwqty))),
+            display_working_total - dwqty,
            tmp_data);
      }

      public override string ToString() {
         if (data.Count > 0) {
            var best_order = data.Values.First().Values.First();
-            return OrderUtils.order_collection_summary(best_order.price(), avg_price, best_order.working_quantity(), working_total, SecurityDataHelper.Defaults.ContractSpecificationImmutable);
+            return OrderUtils.order_collection_summary(
+               best_order.order.price(),
+               display_avg_price,
+               best_order.qty_conversion.to_display(best_order.order.working_quantity()),
+               display_working_total,
+               SecurityDataHelper.Defaults.ContractSpecificationImmutable);
         }
         return string.Empty;
      }
@@ -248,21 +275,25 @@ namespace bts.shell.pnl {

      public readonly PNLKey key;
      public readonly SecurityImmutable? security;
+      public readonly QuantityConversionData qty_conversion;
      public readonly string account_name;
      public readonly PNLCalculationType calc_type;
      public readonly PositionPriceSize day, raw_day, sod;
      public readonly WorkingOrderData working;

      public readonly double
-         cpp,
+         default_cpp,
         bid_price,
         ask_price,
         last_price,
         settlement_price;

+      public readonly double? override_cpp;
+
      public PNLRowData(
         PNLKey key,
-         double cpp = 0,
+         double default_cpp = 0,
+         double? override_cpp = null,
         double bid_price = 0,
         double ask_price = 0,
         double last_price = 0,
@@ -273,10 +304,12 @@ namespace bts.shell.pnl {
         WorkingOrderData? working = null,
         SecurityImmutable? security = null,
         string account_name = null,
-         PNLCalculationType calc_type = PNLCalculationType.Mid) {
+         PNLCalculationType calc_type = PNLCalculationType.Mid,
+         QuantityConversionData? qty_conversion = null) {
         //
         this.key = key;
-         this.cpp = cpp;
+         this.default_cpp = default_cpp;
+         this.override_cpp = override_cpp;
         this.bid_price = bid_price;
         this.ask_price = ask_price;
         this.last_price = last_price;
@@ -288,6 +321,7 @@ namespace bts.shell.pnl {
         this.security = security;
         this.account_name = account_name;
         this.calc_type = calc_type;
+         this.qty_conversion = qty_conversion ?? new QuantityConversionData();
      }

      [Flags]
@@ -305,6 +339,9 @@ namespace bts.shell.pnl {
         AskLTESettle = Ask | Settle | 1 << 7
      }

+      public string symbol => security?.pnl_symbol() ?? string.Empty;
+      public double effective_cpp => override_cpp ?? default_cpp;
+
      /// Market/Calc
      public double mid_price => (bid_price + ask_price) / 2;
      public double pnl_price {
@@ -344,117 +381,155 @@ namespace bts.shell.pnl {
         }
      }
      /// Sod
-      public double sod_pnl => cpp *
+      public double sod_pnl => effective_cpp *
         DoubleUtil.nan_to_zero_sum(
            sod_long_avg_price_delta_raw * sod_long_pos,
            sod_short_avg_price_delta_raw * sod_short_pos
         );
      // long
      public double sod_long_pos => sod.long_pos;
-      public double sod_long_avg_price => cpp * sod.long_avg;
+      public double sod_long_avg_price => effective_cpp * sod.long_avg;
      public double sod_long_avg_price_raw => sod.long_avg;
-      public double sod_long_avg_price_delta => cpp * sod_long_avg_price_delta_raw;
+      public double sod_long_avg_price_delta => effective_cpp * sod_long_avg_price_delta_raw;
      public double sod_long_avg_price_delta_raw => sod.long_pos == 0 ? double.NaN : long_pnl_price - sod.long_avg;
      // short
      public double sod_short_pos => sod.short_pos;
-      public double sod_short_avg_price => cpp * sod.short_avg;
+      public double sod_short_avg_price => effective_cpp * sod.short_avg;
      public double sod_short_avg_price_raw => sod.short_avg;
-      public double sod_short_avg_price_delta => cpp * sod_short_avg_price_delta_raw;
+      public double sod_short_avg_price_delta => effective_cpp * sod_short_avg_price_delta_raw;
      public double sod_short_avg_price_delta_raw => sod.short_pos == 0 ? double.NaN : sod.short_avg - short_pnl_price;
      // net
      public double sod_net_pos => sod.net_pos;
-      public double sod_net_avg_price_delta => cpp * sod_net_avg_price_delta_raw;
+      public double sod_net_avg_price_delta => effective_cpp * sod_net_avg_price_delta_raw;
      public double sod_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            sod_long_avg_price_delta_raw, sod.long_pos,
            sod_short_avg_price_delta_raw, sod.short_pos);
+      // display
+      public double display_sod_net_pos => qty_conversion.to_display(sod_net_pos);
+      public double display_sod_long_pos => qty_conversion.to_display(sod_long_pos);
+      public double display_sod_short_pos => qty_conversion.to_display(sod_short_pos);

      /// Day
-      public double day_pnl => cpp *
+      public double day_pnl => effective_cpp *
         DoubleUtil.nan_to_zero_sum(
            day_long_avg_price_delta_raw * day_long_pos,
            day_short_avg_price_delta_raw * day_short_pos
         );
      // long
      public double day_long_pos => day.long_pos;
-      public double day_long_avg_price => cpp * day.long_avg;
+      public double day_long_avg_price => effective_cpp * day.long_avg;
      public double day_long_avg_price_raw => day.long_avg;
-      public double day_long_avg_price_delta => cpp * day_long_avg_price_delta_raw;
+      public double day_long_avg_price_delta => effective_cpp * day_long_avg_price_delta_raw;
      public double day_long_avg_price_delta_raw => day.long_pos == 0 ? double.NaN : long_pnl_price - day.long_avg;
      // short
      public double day_short_pos => day.short_pos;
-      public double day_short_avg_price => cpp * day.short_avg;
+      public double day_short_avg_price => effective_cpp * day.short_avg;
      public double day_short_avg_price_raw => day.short_avg;
-      public double day_short_avg_price_delta => cpp * day_short_avg_price_delta_raw;
+      public double day_short_avg_price_delta => effective_cpp * day_short_avg_price_delta_raw;
      public double day_short_avg_price_delta_raw => day.short_pos == 0 ? double.NaN : day.short_avg - short_pnl_price;
      public bool has_day_trades => day.long_pos > 0 || day.short_pos > 0;
      // net
      public double day_net_pos => day.net_pos;
-      public double day_net_avg_price_delta => cpp * day_net_avg_price_delta_raw;
+      public double day_net_avg_price_delta => effective_cpp * day_net_avg_price_delta_raw;
      public double day_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            day_long_avg_price_delta_raw, day.long_pos,
            day_short_avg_price_delta_raw, day.short_pos);
+      // display
+      public double display_day_net_pos => qty_conversion.to_display(day_net_pos);
+      public double display_day_long_pos => qty_conversion.to_display(day_long_pos);
+      public double display_day_short_pos => qty_conversion.to_display(day_short_pos);

      /// Raw Day
      public double raw_day_long_pos => raw_day.long_pos;
      public double raw_day_short_pos => raw_day.short_pos;
      public double raw_day_net_pos => raw_day.net_pos;
+      // display
+      public double display_raw_day_net_pos => qty_conversion.to_display(raw_day_net_pos);
+      public double display_raw_day_long_pos => qty_conversion.to_display(raw_day_long_pos);
+      public double display_raw_day_short_pos => qty_conversion.to_display(raw_day_short_pos);

      /// Total
      public double total_pnl => DoubleUtil.nan_to_zero_sum(sod_pnl, day_pnl);
      // long
      public double total_long_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, day.long_pos);
-      public double total_long_avg_price => cpp * total_long_avg_price_raw;
+      public double total_long_avg_price => effective_cpp * total_long_avg_price_raw;
      public double total_long_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.long_avg, day.long_avg);
-      public double total_long_avg_price_delta => cpp * total_long_avg_price_delta_raw;
+      public double total_long_avg_price_delta => effective_cpp * total_long_avg_price_delta_raw;
      public double total_long_avg_price_delta_raw =>
         MathUtils.weighted_average(
            sod_long_avg_price_delta_raw, sod.long_pos,
            day_long_avg_price_delta_raw, day.long_pos);
      // short
      public double total_short_pos => DoubleUtil.nan_to_zero_sum(sod.short_pos, day.short_pos);
-      public double total_short_avg_price => cpp * total_short_avg_price_raw;
+      public double total_short_avg_price => effective_cpp * total_short_avg_price_raw;
      public double total_short_avg_price_raw => DoubleUtil.nan_to_zero_sum(sod.short_avg, day.short_avg);
-      public double total_short_avg_price_delta => cpp * total_short_avg_price_delta_raw;
+      public double total_short_avg_price_delta => effective_cpp * total_short_avg_price_delta_raw;
      public double total_short_avg_price_delta_raw =>
         MathUtils.weighted_average(
            sod_short_avg_price_delta_raw, sod.short_pos,
            day_short_avg_price_delta_raw, day.short_pos);
      // net
      public double total_net_pos => DoubleUtil.nan_to_zero_sum(sod.long_pos, -sod.short_pos, day.long_pos, -day.short_pos);
-      public double total_net_avg_price_delta => cpp * total_net_avg_price_delta_raw;
+      public double total_net_avg_price_delta => effective_cpp * total_net_avg_price_delta_raw;
      public double total_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            total_long_avg_price_delta_raw, total_long_pos,
            total_short_avg_price_delta_raw, total_short_pos);
+      // display
+      public double display_total_net_pos => qty_conversion.to_display(total_net_pos);
+      public double display_total_long_pos => qty_conversion.to_display(total_long_pos);
+      public double display_total_short_pos => qty_conversion.to_display(total_short_pos);

      #region Working
      // long
      public double working_long_pos => working.long_data.working_total;
-      public double working_long_avg_price => cpp * working_long_avg_price_raw;
-      public double working_long_top_price => cpp * working_long_top_price_raw;
+      public double working_long_avg_price => effective_cpp * working_long_avg_price_raw;
+      public double working_long_top_price => effective_cpp * working_long_top_price_raw;
      public double working_long_top_price_raw => working.top_bid;
      public double working_long_avg_price_raw => working.long_data.avg_price;
-      public double working_long_avg_price_delta => cpp * working_long_avg_price_delta_raw;
+      public double working_long_avg_price_delta => effective_cpp * working_long_avg_price_delta_raw;
      public double working_long_avg_price_delta_raw => working_long_pos == 0 ? double.NaN : long_pnl_price - working_long_avg_price_raw;
      // short
      public double working_short_pos => working.short_data.working_total;
-      public double working_short_avg_price => cpp * working_short_avg_price_raw;
-      public double working_short_top_price => cpp * working_short_top_price_raw;
+      public double working_short_avg_price => effective_cpp * working_short_avg_price_raw;
+      public double working_short_top_price => effective_cpp * working_short_top_price_raw;
      public double working_short_top_price_raw => working.top_ask;
      public double working_short_avg_price_raw => working.short_data.avg_price;
-      public double working_short_avg_price_delta => cpp * working_short_avg_price_delta_raw;
+      public double working_short_avg_price_delta => effective_cpp * working_short_avg_price_delta_raw;
      public double working_short_avg_price_delta_raw => working_short_pos == 0 ? double.NaN : working_short_avg_price_raw - short_pnl_price;
      // net
      public double working_net_pos => working_long_pos - working_short_pos;
-      public double working_net_avg_price_delta => cpp * working_net_avg_price_delta_raw;
+      public double working_net_avg_price_delta => effective_cpp * working_net_avg_price_delta_raw;
      public double working_net_avg_price_delta_raw =>
         MathUtils.weighted_average(
            working_long_avg_price_delta_raw, working_long_pos,
            working_short_avg_price_delta_raw, working_short_pos);
+      // display
+      public double display_working_net_pos => qty_conversion.to_display(working_net_pos);
+      public double display_working_long_pos => qty_conversion.to_display(working_long_pos);
+      public double display_working_short_pos => qty_conversion.to_display(working_short_pos);
      #endregion

+      public PNLRowData with(SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
+         new PNLRowData(
+            key,
+            default_cpp,
+            override_cpp,
+            bid_price,
+            ask_price,
+            last_price,
+            settlement_price,
+            sod,
+            day,
+            raw_day,
+            working ?? this.working,
+            security ?? this.security,
+            account_name ?? this.account_name,
+            calc_type ?? this.calc_type,
+            qty_conversion: qty_conversion);
+
      WaterfallPriceFlags _waterfall_flags() {
         var flags = WaterfallPriceFlags.None;
         if (!double.IsNaN(bid_price)) flags |= WaterfallPriceFlags.Bid;
@@ -496,7 +571,8 @@ namespace bts.shell.pnl {

      public bool Equals(PNLRowData other) =>
         key == other.key &&
-         cpp == other.cpp &&
+         default_cpp == other.default_cpp &&
+         override_cpp == other.override_cpp &&
         security.HasValue == other.security.HasValue &&
         account_name == other.account_name &&
         sod == other.sod &&
@@ -508,7 +584,8 @@ namespace bts.shell.pnl {
         settlement_price.Equals(other.settlement_price) &&
         calc_type.Equals(other.calc_type) &&
         raw_day == other.raw_day &&
-         working.summary == other.working.summary;
+         working.summary == other.working.summary &&
+         qty_conversion == other.qty_conversion;

      public override bool Equals(object obj) =>
         obj is PNLRowData other && Equals(other);
@@ -523,9 +600,12 @@ namespace bts.shell.pnl {
   }

   static class PNLRowDataFactory {
-      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value) t) =>
-         new PNLRowData(new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
-            t.value.CashValue,
+      public static PNLRowData create((SecurityImmutable? sec, PNLUnitImmutable value, QuantityConversionData qty_conversion) t) {
+         var (default_cpp, override_cpp) = t.value.pnl_cpp_tuple(t.sec);
+         return new PNLRowData(
+            new PNLKey(t.value.Pos.AccountId, t.value.Pos.SecurityId),
+            default_cpp,
+            override_cpp,
            t.value.BidPrice,
            t.value.AskPrice,
            t.value.LastPrice,
@@ -535,25 +615,27 @@ namespace bts.shell.pnl {
            t.value.Pos.raw_day_pps(),
            WorkingOrderData.Empty,
            t.sec,
-            t.value.Pos.Account);
+            t.value.Pos.Account,
+            qty_conversion: t.qty_conversion);
+      }
   }

   static class PNLDataExtensions {
-      // Note: PNLRowData is passed by ref because it is fairly large struct, and since it is a readonly struct, we know it cannot be modified (so might as well avoid excessive copying).
-      public static PNLRowData with(this PNLRowData pnl_data, SecurityImmutable? security = null, string account_name = null, WorkingOrderData? working = null, PNLCalculationType? calc_type = null) =>
-         new PNLRowData(
-            pnl_data.key,
-            pnl_data.cpp,
-            pnl_data.bid_price,
-            pnl_data.ask_price,
-            pnl_data.last_price,
-            pnl_data.settlement_price,
-            pnl_data.sod,
-            pnl_data.day,
-            pnl_data.raw_day,
-            working ?? pnl_data.working,
-            security ?? pnl_data.security,
-            account_name ?? pnl_data.account_name,
-            calc_type ?? pnl_data.calc_type);
+      public static string pnl_symbol(this SecurityImmutable security) {
+         return bts.api.ExchangeSpecificUitlities.get_pnl_symbol(security);
+      }
+
+      // while override_cpp could use double.NaN to indicate the lack of an override,
+      // the nullable double makes it clear that it is an optional value.
+      public static (double default_cpp, double? override_cpp) pnl_cpp_tuple(this PNLUnitImmutable pnl_unit, SecurityImmutable? security) =>
+         security.HasValue ?
+            pnl_cpp_tuple(pnl_unit, security.Value) :
+            (pnl_unit.CashValue, pnl_unit.HasCppOverride ? pnl_unit.CppOverride.Value : (double?)null);
+
+      public static (double default_cpp, double? override_cpp) pnl_cpp_tuple(this PNLUnitImmutable pnl_unit, SecurityImmutable security) {
+         // TODO: actual impl
+         double calced_pnl = bts.api.ExchangeSpecificUitlities.get_cpp(pnl_unit,security);
+         return (calced_pnl, pnl_unit.HasCppOverride ? pnl_unit.CppOverride.Value : (double?)null);
+      }
   }
-}
+}
@@ -16,7 +16,15 @@ namespace bts.shell.pnl {
         decimal sod_long_pos,
         decimal sod_short_pos,
         decimal working_long_pos = 0,
-         decimal working_short_pos = 0) {
+         decimal working_short_pos = 0,
+         decimal? display_day_long_pos = null,
+         decimal? display_day_short_pos = null,
+         decimal? display_raw_day_long_pos = null,
+         decimal? display_raw_day_short_pos = null,
+         decimal? display_sod_long_pos = null,
+         decimal? display_sod_short_pos = null,
+         decimal? display_working_long_pos = null,
+         decimal? display_working_short_pos = null) {
         //
         this.day_pnl = day_pnl;
         this.day_long_pos = day_long_pos;
@@ -28,6 +36,15 @@ namespace bts.shell.pnl {
         this.sod_short_pos = sod_short_pos;
         this.working_long_pos = working_long_pos;
         this.working_short_pos = working_short_pos;
+         // display
+         this.display_day_long_pos = display_day_long_pos ?? day_long_pos;
+         this.display_day_short_pos = display_day_short_pos ?? day_short_pos;
+         this.display_raw_day_long_pos = display_raw_day_long_pos ?? raw_day_long_pos;
+         this.display_raw_day_short_pos = display_raw_day_short_pos ?? raw_day_short_pos;
+         this.display_sod_long_pos = display_sod_long_pos ?? sod_long_pos;
+         this.display_sod_short_pos = display_sod_short_pos ?? sod_short_pos;
+         this.display_working_long_pos = display_working_long_pos ?? working_long_pos;
+         this.display_working_short_pos = display_working_short_pos ?? working_short_pos;
      }

      // sod
@@ -35,24 +52,48 @@ namespace bts.shell.pnl {
      public decimal sod_long_pos { get; }
      public decimal sod_short_pos { get; }
      public decimal sod_net_pos => sod_long_pos - sod_short_pos;
+      // sod display
+      public decimal display_sod_long_pos { get; }
+      public decimal display_sod_short_pos { get; }
+      public decimal display_sod_net_pos => display_sod_long_pos - display_sod_short_pos;
+
      // day
      public decimal day_pnl { get; }
      public decimal day_long_pos { get; }
      public decimal day_short_pos { get; }
      public decimal day_net_pos => day_long_pos - day_short_pos;
+      // display
+      public decimal display_day_long_pos { get; }
+      public decimal display_day_short_pos { get; }
+      public decimal display_day_net_pos => display_day_long_pos - display_day_short_pos;
+
      // raw day
      public decimal raw_day_long_pos { get; }
      public decimal raw_day_short_pos { get; }
      public decimal raw_day_net_pos => raw_day_long_pos - raw_day_short_pos;
+      // display
+      public decimal display_raw_day_long_pos { get; }
+      public decimal display_raw_day_short_pos { get; }
+      public decimal display_raw_day_net_pos => display_raw_day_long_pos - display_raw_day_short_pos;
+
      // total
      public decimal total_pnl => sod_pnl + day_pnl;
      public decimal total_net_pos => total_long_pos - total_short_pos;
      public decimal total_long_pos => sod_long_pos + day_long_pos;
      public decimal total_short_pos => sod_short_pos + day_short_pos;
+      // display
+      public decimal display_total_long_pos => display_sod_long_pos + display_day_long_pos;
+      public decimal display_total_short_pos => display_sod_short_pos + display_day_short_pos;
+      public decimal display_total_net_pos => display_total_long_pos - display_total_short_pos;
+
      // working
      public decimal working_long_pos { get; }
-      public decimal working_net_pos => working_long_pos - working_short_pos;
      public decimal working_short_pos { get; }
+      public decimal working_net_pos => working_long_pos - working_short_pos;
+      // display
+      public decimal display_working_long_pos { get; }
+      public decimal display_working_short_pos { get; }
+      public decimal display_working_net_pos => display_working_long_pos - display_working_short_pos;

      public bool Equals(PNLNormalizedData other) =>
         day_pnl == other.day_pnl &&
@@ -64,6 +105,17 @@ namespace bts.shell.pnl {
         sod_long_pos == other.sod_long_pos &&
         sod_short_pos == other.sod_short_pos &&
         working_long_pos == other.working_long_pos &&
+         working_short_pos == other.working_short_pos &&
+         // display
+         sod_long_pos == other.sod_long_pos &&
+         sod_short_pos == other.sod_short_pos &&
+         day_long_pos == other.day_long_pos &&
+         day_short_pos == other.day_short_pos &&
+         raw_day_long_pos == other.raw_day_long_pos &&
+         raw_day_short_pos == other.raw_day_short_pos &&
+         total_long_pos == other.total_long_pos &&
+         total_short_pos == other.total_short_pos &&
+         working_long_pos == other.working_long_pos &&
         working_short_pos == other.working_short_pos;

      public override bool Equals(object obj) =>
@@ -102,7 +154,16 @@ namespace bts.shell.pnl {
            a.sod_long_pos + b.sod_long_pos,
            a.sod_short_pos + b.sod_short_pos,
            a.working_long_pos + b.working_long_pos,
-            a.working_short_pos + b.working_short_pos);
+            a.working_short_pos + b.working_short_pos,
+            // display
+            a.display_day_long_pos + b.display_day_long_pos,
+            a.display_day_short_pos + b.display_day_short_pos,
+            a.display_raw_day_long_pos + b.display_raw_day_long_pos,
+            a.display_raw_day_short_pos + b.display_raw_day_short_pos,
+            a.display_sod_long_pos + b.display_sod_long_pos,
+            a.display_sod_short_pos + b.display_sod_short_pos,
+            a.display_working_long_pos + b.display_working_long_pos,
+            a.display_working_short_pos + b.display_working_short_pos);

      public static PNLNormalizedData operator -(PNLNormalizedData a, PNLNormalizedData b) =>
         new PNLNormalizedData(
@@ -115,6 +176,15 @@ namespace bts.shell.pnl {
            a.sod_long_pos - b.sod_long_pos,
            a.sod_short_pos - b.sod_short_pos,
            a.working_long_pos - b.working_long_pos,
-            a.working_short_pos - b.working_short_pos);
+            a.working_short_pos - b.working_short_pos,
+            // display
+            a.display_day_long_pos - b.display_day_long_pos,
+            a.display_day_short_pos - b.display_day_short_pos,
+            a.display_raw_day_long_pos - b.display_raw_day_long_pos,
+            a.display_raw_day_short_pos - b.display_raw_day_short_pos,
+            a.display_sod_long_pos - b.display_sod_long_pos,
+            a.display_sod_short_pos - b.display_sod_short_pos,
+            a.display_working_long_pos - b.display_working_long_pos,
+            a.display_working_short_pos - b.display_working_short_pos);
   }
 }
@@ -1,375 +1,428 @@
-using bts.api;
-using bts.collections;
-using bts.settings;
-using bts.shell.pnl;
-using bts.spark;
-using bts.utils;
-using mbts;
-using mbts.config;
-using mbts.persist;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.settings;
-using mbts.ui.spark;
-using mbts.ui.utility;
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Collections.Specialized;
-using System.ComponentModel;
-using System.ComponentModel.Composition;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
-using System.Windows;
-using System.Windows.Media;
-
-namespace bts.shell {
-   class PNLWindowFactory : ShellWindowFactory<PNLSaveState> {
-      const string _window_type = "PNL", _window_title = "PNL";
-      readonly IBus _bus;
-      readonly OrdersModel _orders_model;
-      readonly UserSettingsHub _settings_hub;
-      readonly PNLConfig _pnl_conf;
-      readonly IShellWindowThreadIDProvider _thread_id_provider;
-
-      public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(owner, _window_type) {
-         _bus = bus;
-         _orders_model = orders_model;
-         _settings_hub = settings_hub;
-         _pnl_conf = new PNLConfig(Configuration.get<bts.config.PNLOptions>());
-         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().pnl);
-         _dispose = bus.subscribe(SparkTags.ShowPNLTag).OnDispatcher().Subscribe(_show);
-      }
-
-      public override Task<IShellWindow> load(PNLSaveState state) =>
-         Task.FromResult(_create(state.settings));
-
-      void _show(PNLSettings settings) =>
-         _bus.post(SparkTags.ShowWindow, _create(settings));
-
-      IShellWindow _create(PNLSettings settings) {
-         var settings_manager = _settings_hub.create_pnl_settings_manager(settings);
-         // Need to keep a local copy of the columns, since they are defined in xaml (not the viewmodel), and get_save_state may be called on a non-dispatcher thread.
-         // If that happens, we would be unable to access _grid.Columns, and thus unable to get the current column settings.
-         // Use an ImmutableList to avoid any threading issues when responding to CollectionChanged events on the dispatcher thread.
-         ImmutableList<DIYGrid.ColumnBase> cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty;
-         return SparkWindow<PNLSaveState>.create(_window_type, _window_title, _bus, this, Icons.Accounting, _thread_id_provider.next_id(), () => {
-            var vm = new PNLVM(_bus, _orders_model, settings ?? PNLSettings.Default);
-            var content = new PNLView {
-               DataContext = vm
-            };
-            vm.sorting_changed += sh => {
-               try {
-                  DIYGridSortHelper.set_sort_directions(sh, content._grid.Columns);
-               } catch { }
-            };
-            vm.SubscribeDisposed(
-               DIYGridSortHelper.observe_active_comparers<PNLView.Columns, PNLRowVM>(content._grid, PNLVM.get_column_comparer)
-               .OnDispatcher()
-               .Subscribe(sh => vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
-            cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
-
-            Func<PNLSaveState> get_save_state = () => {
-               var cols = cached_columns.ToArray(c => c.create());
-               var filters = vm.get_filters_states();
-               var sorting_criterion = vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == ListSortDirection.Ascending)).ToArray();
-               var calc_type = vm.calculation_type;
-               var state = settings_manager.instance_settings;
-               if (state == null) {
-                  // don't use defaults if the user manipulated the window state outside of the settings dialog (e.g., resized column(s) via drag, or changed sort/filter)
-                  var defaults = settings_manager.default_settings;
-                  if (calc_type == defaults.calculation_type &&
-                     defaults.sorting_criterion.SequenceEqual(sorting_criterion) &&
-                     defaults.grid.columns.SequenceEqual(cols) && defaults.filters.safe_equals(filters)) {
-                     // the user's current state still matches the defaults (i.e., no outside manipulation was performed); return null so this window will use the latest default settings when restored
-                     return new PNLSaveState { use_defaults = true, settings = null };
-                  }
-                  state = defaults;
-               }
-               // assign latest values, as they may have be modified outside of the settings dialog (in which case the settings manager would be out of date)
-               state = state.with(
-                  sorting_criterion,
-                  vm.anchors,
-                  filters,
-                  state.grid.with(columns: cols, background: vm.grid_background_color.rgb_color()),
-                  calc_type,
-                  vm.header_row_display);
-               return new PNLSaveState { use_defaults = false, settings = state };
-            };
-            IEnumerable<SparkCommand> commands = new[] {
-               new SparkCommandCommand("Collapse All", Icons.RightArrow, new DelegateCommand(() => vm.set_all_expanded(false))),
-               new SparkCommandCommand("Expand All", Icons.DownArrow, new DelegateCommand(() => vm.set_all_expanded(true))),
-               new SparkCommandCommand("Play", Icons.Play, new DelegateCommand(() => vm.is_paused = false)) {
-                  show_in_context_menu = _pnl_conf.show_pause_resume,
-                  show_in_toolbar = _pnl_conf.show_pause_resume
-               },
-               new SparkCommandCommand("Pause", Icons.Pause, new DelegateCommand(() => vm.is_paused = true)) {
-                  show_in_context_menu = _pnl_conf.show_pause_resume,
-                  show_in_toolbar = _pnl_conf.show_pause_resume
-               },
-               SparkCommands.window_settings_command(new DialogCommand(() => {
-                  settings_manager.instance_settings = get_save_state().settings;
-                  var dialog_vm = new ShellSettingsDialogVM<PNLSettings, PNLSettingsVM>(
-                        settings_manager,
-                        us => us.pnl,
-                        UserSettings.FileExtensions.PNL,
-                        s => new PNLSettingsVM(s));
-                  var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
-                  dialog_vm.RequestClose += on_request_close;
-                  return dialog;
-                  void on_request_close(object sender, EventArgs e) =>
-                  WindowUtilities.force_close(dialog);
-               }))
-            };
-            IDisposable dispose = Disposable.Create(
-               settings_manager.subscribe_current().OnDispatcher().Subscribe(s => {
-                  vm.load_from(s);
-                  var col_setting_map = s.grid.columns.ToDictionary(c => c.id);
-                  var fallback_family = new FontFamily(s.grid.font_family);
-                  // group
-                  var group_col_setting_map = s.group_columns.ToDictionary(c => c.id);
-                  var group_appearance = s.group_cell_appearance.to_appearance();
-                  // header
-                  var header_col_setting_map = s.header_columns.ToDictionary(c => c.id);
-                  var header_appearance = s.header_cell_appearance.to_appearance();
-                  //
-                  foreach (var c in content._grid.Columns.OfType<PNLColumn>()) {
-                     if (col_setting_map.TryGetValue(c.id, out var cs)) {
-                        c.load_from(cs);
-                     }
-                     if (group_col_setting_map.TryGetValue(c.id, out var gcs)) {
-                        c.load_group_params(
-                           group_appearance.font_size,
-                           gcs.font_weight_override ?? group_appearance.font_weight,
-                           gcs.font_color_override ?? group_appearance.foreground,
-                           group_appearance.font_family);
-                     }
-                     if (header_col_setting_map.TryGetValue(c.id, out var hcs)) {
-                        c.load_header_params(
-                           header_appearance.font_size,
-                           hcs.font_weight_override ?? header_appearance.font_weight,
-                           hcs.font_color_override ?? header_appearance.foreground,
-                           header_appearance.font_family);
-                     }
-                  }
-                  CollectionHelper.sync_with_never_duplicate(content._grid.Columns, s.grid.columns, cs => {
-                     throw new InvalidOperationException();
-                  }, c => c.id.ToLower(), cs => cs.id.ToLower());
-               }),
-               content._grid.Columns.Subscribe((s, e) => {
-                  switch (e.Action) {
-                     case NotifyCollectionChangedAction.Add: add_new(); break;
-                     case NotifyCollectionChangedAction.Remove: remove_old(); break;
-                     case NotifyCollectionChangedAction.Replace:
-                     case NotifyCollectionChangedAction.Move:
-                        remove_old();
-                        add_new();
-                        break;
-                     case NotifyCollectionChangedAction.Reset:
-                        cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
-                        break;
-                  }
-                  void add_new() =>
-                     cached_columns = e.NewStartingIndex >= 0 ?
-                        cached_columns.InsertRange(e.NewStartingIndex, e.NewItems.OfType<DIYGrid.ColumnBase>()) :
-                        cached_columns.AddRange(e.NewItems.OfType<DIYGrid.ColumnBase>());
-
-                  void remove_old() =>
-                     cached_columns = e.OldStartingIndex >= 0 ?
-                        cached_columns.RemoveRange(e.OldStartingIndex, e.OldItems.Count) :
-                        cached_columns.RemoveRange(e.OldItems.OfType<DIYGrid.ColumnBase>());
-               }),
-               Disposable.wrap_collection(commands.OfType<IDisposable>()),
-               vm);
-            return (content, commands, get_save_state, dispose);
-         },
-         min_width_offset: SystemParameters.HorizontalScrollBarButtonWidth + 8,
-         min_height_offset: 60);
-      }
-
-      readonly struct PNLConfig {
-         public readonly bool
-            enable_animations,
-            show_pause_resume;
-
-         public PNLConfig(bts.config.PNLOptions options) {
-            enable_animations = options.enable_animations;
-            show_pause_resume = options.show_pause_resume;
-         }
-      }
-      
-      [Export(typeof(IPNLSettingsMigrationRule))]
-      class AddMissingAnimationsMigrationRule : IPNLSettingsMigrationRule {
-         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
-            if (settings != null && (
-               _apply(ref settings, settings.animations, PNLSettings.default_animations, (s, anims) => s.with(animations: anims)) |
-               _apply(ref settings, settings.group_header_animations, PNLSettings.default_group_header_animations, (s, anims) => s.with(group_header_animations: anims)) |
-               _apply(ref settings, settings.header_row_animations, PNLSettings.default_header_row_animations, (s, anims) => s.with(header_row_animations: anims)))) {
-               //
-               new_settings = settings;
-               return true;
-            }
-            new_settings = null;
-            return false;
-         }
-
-         static bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, Func<PNLSettings, PNLAnimationTriggerData[], PNLSettings> set_triggers) {
-            if (_apply(actual_triggers, default_triggers, out var result)) {
-               settings = set_triggers(settings, actual_triggers.Concat(result).ToArray());
-               return true;
-            }
-            return false;
-         }
-
-         static bool _apply(IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, out IEnumerable<PNLAnimationTriggerData> result) {
-            var default_trigger_map = default_triggers.ToDictionary(t => t.expression);
-            var actual_trigger_map = actual_triggers.ToImmutableDictionary(t => t.expression);
-            var snapshot = actual_trigger_map;
-            foreach (var kv in snapshot) {
-               if (default_trigger_map.TryGetValue(kv.Key, out var default_anims)) {
-                  // assume 1 animation per column
-                  var actual_col_anims = kv.Value.animations.ToDictionaryCrushed(a => a.column);
-                  var default_col_anims = default_anims.animations.ToDictionaryCrushed(a => a.column);
-                  actual_col_anims.Difference(default_col_anims,
-                     out var exclusive_actual,
-                     out var exclusive_defaults,
-                     out var diff);
-                  var new_col_anims = exclusive_defaults.ToList();
-                  if (new_col_anims.Count > 0) {
-                     // add the original col animations to the new ones (combine them)
-                     new_col_anims.AddRange(actual_col_anims);
-                     actual_trigger_map = actual_trigger_map.SetItem(kv.Key, kv.Value.with(animations: new_col_anims.Select(col_anim => col_anim.Value).ToArray()));
-                  }
-               }
-            }
-            foreach (var kv in default_trigger_map) {
-               if (!actual_trigger_map.ContainsKey(kv.Key))
-                  actual_trigger_map = actual_trigger_map.Add(kv.Key, kv.Value);
-            }
-            if (actual_trigger_map != snapshot) {
-               result = actual_trigger_map.Values;
-               return true;
-            }
-            result = null;
-            return false;
-         }
-      }
-      
-      [Export(typeof(IPNLSettingsMigrationRule))]
-      class AddMissingColumnsMigrationRule : IPNLSettingsMigrationRule {
-         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
-            if (settings != null) {
-               var defaults = PNLSettings.Default;
-               if (_apply(ref settings, settings.grid.columns, defaults.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
-                  _apply(ref settings, settings.group_columns, defaults.group_columns, (s, cols) => s.with(group_columns: cols)) |
-                  _apply(ref settings, settings.header_columns, defaults.header_columns, (s, cols) => s.with(header_columns: cols))) {
-                  new_settings = settings;
-                  return true;
-               }
-            }
-            new_settings = null;
-            return false;
-         }
-
-         static bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> actual_columns, IEnumerable<GridColumnSettings> default_columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
-            if (GridSettingsHelper.add_missing_columns(actual_columns, default_columns, out var new_cols)) {
-               settings = set_columns(settings, new_cols);
-               return true;
-            }
-            return false;
-         }
-      }
-
-      [Export(typeof(IPNLSettingsMigrationRule))]
-      class RemoveColumnsMigrationRule : IPNLSettingsMigrationRule {
-         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
-            if (settings != null) {
-               if (_apply(ref settings, settings.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
-                  _apply(ref settings, settings.group_columns, (s, cols) => s.with(group_columns: cols)) |
-                  _apply(ref settings, settings.header_columns, (s, cols) => s.with(header_columns: cols))) {
-                  new_settings = settings;
-                  return true;
-               }
-            }
-            new_settings = null;
-            return false;
-         }
-
-         bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
-            if (_apply(columns, out var new_cols)) {
-               settings = set_columns(settings, new_cols);
-               return true;
-            }
-            return false;
-         }
-
-         bool _apply(IEnumerable<GridColumnSettings> columns, out IEnumerable<GridColumnSettings> result) {
-            var col_list = columns.ToList();
-            int orig_count = col_list.Count;
-            col_list.RemoveWhere(c => !Enum.TryParse<PNLView.Columns>(c.id, true, out var _));
-            if (col_list.Count < orig_count) {
-               result = col_list;
-               return true;
-            }
-            result = null;
-            return false;
-         }
-      }
-
-      [Export(typeof(IPNLSettingsMigrationRule))]
-      class RemoveColumnAnimationsMigrationRule : IPNLSettingsMigrationRule {
-         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
-            if (settings != null) {
-               if (_apply(ref settings, settings.animations, (s, t) => s.with(animations: t)) |
-                  _apply(ref settings, settings.group_header_animations, (s, t) => s.with(group_header_animations: t)) |
-                  _apply(ref settings, settings.header_row_animations, (s, t) => s.with(header_row_animations: t))) {
-                  new_settings = settings;
-                  return true;
-               }
-            }
-            new_settings = null;
-            return false;
-         }
-
-         bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> triggers, Func<PNLSettings, IEnumerable<PNLAnimationTriggerData>, PNLSettings> set_triggers) {
-            if (_apply(triggers, out var new_triggers)) {
-               settings = set_triggers(settings, new_triggers);
-               return true;
-            }
-            return false;
-         }
-
-         bool _apply(IEnumerable<PNLAnimationTriggerData> triggers, out IEnumerable<PNLAnimationTriggerData> result) {
-            var trigger_map = triggers.ToImmutableDictionary(t => t.expression);
-            var snapshot = trigger_map;
-            foreach (var t in trigger_map.Values) {
-               var anims = t.animations.ToList();
-               int orig_count = anims.Count;
-               anims.RemoveWhere(a => !Enum.IsDefined(typeof(PNLView.Columns), a.column));
-               if (anims.Count < orig_count)
-                  trigger_map = trigger_map.SetItem(t.expression, t.with(animations: anims.ToArray()));
-            }
-            if (trigger_map != snapshot) {
-               result = trigger_map.Values;
-               return true;
-            }
-            result = null;
-            return false;
-         }
-      }
-
-      [Export(typeof(IPNLSettingsMigrationRule))]
-      class EnableGridBackgroundColorMigrationRule : IPNLSettingsMigrationRule {
-         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
-            if (settings != null && !settings.grid.enable_background_color) {
-               new_settings = settings.with(grid: settings.grid.with(enable_background_color: true));
-               return true;
-            }
-            new_settings = null;
-            return false;
-         }
-      }
-   }
-}
+using bts.api;
+using bts.api.position;
+using bts.collections;
+using bts.settings;
+using bts.shell.pnl;
+using bts.spark;
+using bts.utils;
+using bts.view;
+using mbts;
+using mbts.config;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.controls.property_editor;
+using mbts.ui.settings;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Media;
+
+namespace bts.shell {
+   class PNLWindowFactory : ShellWindowFactory<PNLSaveState> {
+      const string _window_type = "PNL", _window_title = "PNL";
+      readonly IBus _bus;
+      readonly OrdersModel _orders_model;
+      readonly UserSettingsHub _settings_hub;
+      readonly PNLConfig _pnl_conf;
+      readonly IShellWindowThreadIDProvider _thread_id_provider;
+      readonly IPositionModel _position_model;
+
+      public PNLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model, IPositionModel position_model) : base(owner, _window_type) {
+         _bus = bus;
+         _orders_model = orders_model;
+         _settings_hub = settings_hub;
+         _position_model = position_model;
+         _pnl_conf = new PNLConfig(Configuration.get<bts.config.PNLOptions>());
+         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().pnl);
+         _dispose = bus.subscribe(SparkTags.ShowPNLTag).OnDispatcher().Subscribe(_show);
+      }
+
+      public override Task<IShellWindow> load(PNLSaveState state) =>
+         Task.FromResult(_create(state.settings));
+
+      void _show(PNLSettings settings) =>
+         _bus.post(SparkTags.ShowWindow, _create(settings));
+
+      IShellWindow _create(PNLSettings settings) {
+         var settings_manager = _settings_hub.create_pnl_settings_manager(settings);
+         // Need to keep a local copy of the columns, since they are defined in xaml (not the viewmodel), and get_save_state may be called on a non-dispatcher thread.
+         // If that happens, we would be unable to access _grid.Columns, and thus unable to get the current column settings.
+         // Use an ImmutableList to avoid any threading issues when responding to CollectionChanged events on the dispatcher thread.
+         ImmutableList<DIYGrid.ColumnBase> cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty;
+         Action<SparkWindowView> on_parent_view_created_impl = null;
+         return SparkWindow<PNLSaveState>.create(_window_type, _window_title, _bus, this, Icons.Accounting, _thread_id_provider.next_id(), () => {
+            var init_settings = settings ?? PNLSettings.Default;
+            var menu_display_vm = new SparkMenuDisplayVM();
+            menu_display_vm.load_from(init_settings.menu_display);
+            on_parent_view_created_impl = menu_display_vm.safe_bind_to_view;
+            var vm = new PNLVM(_bus, _orders_model, init_settings);
+            var content = new PNLView {
+               DataContext = vm
+            };
+            vm.sorting_changed += sh => {
+               try {
+                  DIYGridSortHelper.set_sort_directions(sh, content._grid.Columns);
+               } catch { }
+            };
+            vm.SubscribeDisposed(
+               DIYGridSortHelper.observe_active_comparers<PNLView.Columns, PNLRowVM>(content._grid, PNLVM.get_column_comparer)
+               .OnDispatcher()
+               .Subscribe(sh => vm.sorting_hierarchy = sh.Select(s => (s.key, s.direction)).ToList()));
+            cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
+
+            Func<PNLSaveState> get_save_state = () => {
+               var cols = cached_columns.ToArray(c => c.create());
+               var filters = vm.get_filters_states();
+               var sorting_criterion = vm.sorting_hierarchy.Select(tup => new SortingCriteria(tup.key.ToString(), tup.direction == ListSortDirection.Ascending)).ToArray();
+               var calc_type = vm.calculation_type;
+               var state = settings_manager.instance_settings;
+               if (state == null) {
+                  // don't use defaults if the user manipulated the window state outside of the settings dialog (e.g., resized column(s) via drag, or changed sort/filter)
+                  var defaults = settings_manager.default_settings;
+                  if (calc_type == defaults.calculation_type &&
+                     defaults.sorting_criterion.SequenceEqual(sorting_criterion) &&
+                     defaults.grid.columns.SequenceEqual(cols) && defaults.filters.safe_equals(filters)) {
+                     // the user's current state still matches the defaults (i.e., no outside manipulation was performed); return null so this window will use the latest default settings when restored
+                     return new PNLSaveState { use_defaults = true, settings = null };
+                  }
+                  state = defaults;
+               }
+               // assign latest values, as they may have be modified outside of the settings dialog (in which case the settings manager would be out of date)
+               state = state.with(
+                  sorting_criterion,
+                  vm.anchors,
+                  filters,
+                  state.grid.with(columns: cols, background: vm.grid_background_color.rgb_color()),
+                  calc_type,
+                  vm.header_row_display,
+                  menu_display: menu_display_vm.create());
+               return new PNLSaveState { use_defaults = false, settings = state };
+            };
+
+            IDisposable cpp_override_dialog = null;
+            IEnumerable<SparkCommand> commands = new[] {
+               new SparkCommandCommand("Collapse All", Icons.RightArrow, new DelegateCommand(() => vm.set_all_expanded(false))),
+               new SparkCommandCommand("Expand All", Icons.DownArrow, new DelegateCommand(() => vm.set_all_expanded(true))),
+               new SparkCommandCommand("Play", Icons.Play, new DelegateCommand(() => vm.is_paused = false)) {
+                  show_in_context_menu = _pnl_conf.show_pause_resume,
+                  show_in_toolbar = _pnl_conf.show_pause_resume
+               },
+               new SparkCommandCommand("Pause", Icons.Pause, new DelegateCommand(() => vm.is_paused = true)) {
+                  show_in_context_menu = _pnl_conf.show_pause_resume,
+                  show_in_toolbar = _pnl_conf.show_pause_resume
+               },
+               new SparkCommandCommand("Override CPP...", Icons.CurrencyExchange, new DelegateCommand(() => {
+                  Disposable.dispose(ref cpp_override_dialog);
+                  var security_keys = vm.selected_rows.Select(r => r.security_key.value).Distinct().ToList();
+                  double initial_cpp = vm.selected_rows.Select(r => r.cpp.value).Distinct().SafeSingleOrDefault();
+                  override_cpp_async().ignore();
+                  async Task override_cpp_async() {
+                     try {
+                        var cts = new CancellationTokenSource();
+                        cpp_override_dialog = Disposable.Create(new Action(cts.Cancel));
+                        var (cpp, committed) = await PropertyEditor.get_double_async("Override CPP", "value", cts.Token, initial_cpp);
+                        if (committed && cpp.is_real_positive())
+                           await _position_model.override_cpp_async(security_keys, cpp);
+                     } catch (Exception ex) {
+                        Log.Ui.warn($"Error overriding cpp: {ex}.");
+                     }
+                  }
+               })) {
+                  show_in_context_menu = true,
+                  show_in_toolbar = false
+               },
+               SparkCommands.window_settings_command(new DialogCommand(() => {
+                  settings_manager.instance_settings = get_save_state().settings;
+                  var dialog_vm = new ShellSettingsDialogVM<PNLSettings, PNLSettingsVM>(
+                        settings_manager,
+                        us => us.pnl,
+                        UserSettings.FileExtensions.PNL,
+                        s => new PNLSettingsVM(s));
+                  var dialog = new ShellSettingsDialog { DataContext = dialog_vm };
+                  dialog_vm.RequestClose += on_request_close;
+                  return dialog;
+                  void on_request_close(object sender, EventArgs e) =>
+                  WindowUtilities.force_close(dialog);
+               })),
+               menu_display_vm.spark_cmd
+            };
+            IDisposable dispose = Disposable.Create(
+               settings_manager.subscribe_current().OnDispatcher().Subscribe(s => {
+                  vm.load_from(s);
+                  var col_setting_map = s.grid.columns.ToDictionary(c => c.id);
+                  var fallback_family = new FontFamily(s.grid.font_family);
+                  // group
+                  var group_col_setting_map = s.group_columns.ToDictionary(c => c.id);
+                  var group_appearance = s.group_cell_appearance.to_appearance();
+                  // header
+                  var header_col_setting_map = s.header_columns.ToDictionary(c => c.id);
+                  var header_appearance = s.header_cell_appearance.to_appearance();
+                  //
+                  foreach (var c in content._grid.Columns.OfType<PNLColumn>()) {
+                     if (col_setting_map.TryGetValue(c.id, out var cs)) {
+                        c.load_from(cs);
+                     }
+                     if (group_col_setting_map.TryGetValue(c.id, out var gcs)) {
+                        c.load_group_params(
+                           group_appearance.font_size,
+                           gcs.font_weight_override ?? group_appearance.font_weight,
+                           gcs.font_color_override ?? group_appearance.foreground,
+                           group_appearance.font_family);
+                     }
+                     if (header_col_setting_map.TryGetValue(c.id, out var hcs)) {
+                        c.load_header_params(
+                           header_appearance.font_size,
+                           hcs.font_weight_override ?? header_appearance.font_weight,
+                           hcs.font_color_override ?? header_appearance.foreground,
+                           header_appearance.font_family);
+                     }
+                  }
+                  CollectionHelper.sync_with_never_duplicate(content._grid.Columns, s.grid.columns, cs => {
+                     throw new InvalidOperationException();
+                  }, c => c.id.ToLower(), cs => cs.id.ToLower());
+               }),
+               content._grid.Columns.Subscribe((s, e) => {
+                  switch (e.Action) {
+                     case NotifyCollectionChangedAction.Add: add_new(); break;
+                     case NotifyCollectionChangedAction.Remove: remove_old(); break;
+                     case NotifyCollectionChangedAction.Replace:
+                     case NotifyCollectionChangedAction.Move:
+                        remove_old();
+                        add_new();
+                        break;
+                     case NotifyCollectionChangedAction.Reset:
+                        cached_columns = ImmutableList<DIYGrid.ColumnBase>.Empty.AddRange(content._grid.Columns);
+                        break;
+                  }
+                  void add_new() =>
+                     cached_columns = e.NewStartingIndex >= 0 ?
+                        cached_columns.InsertRange(e.NewStartingIndex, e.NewItems.OfType<DIYGrid.ColumnBase>()) :
+                        cached_columns.AddRange(e.NewItems.OfType<DIYGrid.ColumnBase>());
+
+                  void remove_old() =>
+                     cached_columns = e.OldStartingIndex >= 0 ?
+                        cached_columns.RemoveRange(e.OldStartingIndex, e.OldItems.Count) :
+                        cached_columns.RemoveRange(e.OldItems.OfType<DIYGrid.ColumnBase>());
+               }),
+               Disposable.wrap_collection(commands.OfType<IDisposable>()),
+               Disposable.Create(() => Disposable.dispose(ref cpp_override_dialog)),
+               menu_display_vm,
+               vm);
+            return (content, commands, get_save_state, dispose);
+         },
+         // the on_parent_view_created_impl delegate is initialized in the main create delegate,
+         // so it can't be passed directly as an argument because it would just be null,
+         // hence the proxy/wrapper delegate below.
+         on_parent_view_created: pview => on_parent_view_created_impl?.Invoke(pview),
+         min_width_offset: SystemParameters.HorizontalScrollBarButtonWidth + 8,
+         min_height_offset: 60);
+      }
+
+      readonly struct PNLConfig {
+         public readonly bool
+            enable_animations,
+            show_pause_resume;
+
+         public PNLConfig(bts.config.PNLOptions options) {
+            enable_animations = options.enable_animations;
+            show_pause_resume = options.show_pause_resume;
+         }
+      }
+      
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class AddMissingAnimationsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && (
+               _apply(ref settings, settings.animations, PNLSettings.default_animations, (s, anims) => s.with(animations: anims)) |
+               _apply(ref settings, settings.group_header_animations, PNLSettings.default_group_header_animations, (s, anims) => s.with(group_header_animations: anims)) |
+               _apply(ref settings, settings.header_row_animations, PNLSettings.default_header_row_animations, (s, anims) => s.with(header_row_animations: anims)))) {
+               //
+               new_settings = settings;
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+
+         static bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, Func<PNLSettings, PNLAnimationTriggerData[], PNLSettings> set_triggers) {
+            if (_apply(actual_triggers, default_triggers, out var result)) {
+               settings = set_triggers(settings, actual_triggers.Concat(result).ToArray());
+               return true;
+            }
+            return false;
+         }
+
+         static bool _apply(IEnumerable<PNLAnimationTriggerData> actual_triggers, IEnumerable<PNLAnimationTriggerData> default_triggers, out IEnumerable<PNLAnimationTriggerData> result) {
+            var default_trigger_map = default_triggers.ToDictionary(t => t.expression);
+            var actual_trigger_map = actual_triggers.ToImmutableDictionary(t => t.expression);
+            var snapshot = actual_trigger_map;
+            foreach (var kv in snapshot) {
+               if (default_trigger_map.TryGetValue(kv.Key, out var default_anims)) {
+                  // assume 1 animation per column
+                  var actual_col_anims = kv.Value.animations.ToDictionaryCrushed(a => a.column);
+                  var default_col_anims = default_anims.animations.ToDictionaryCrushed(a => a.column);
+                  actual_col_anims.Difference(default_col_anims,
+                     out var exclusive_actual,
+                     out var exclusive_defaults,
+                     out var diff);
+                  var new_col_anims = exclusive_defaults.ToList();
+                  if (new_col_anims.Count > 0) {
+                     // add the original col animations to the new ones (combine them)
+                     new_col_anims.AddRange(actual_col_anims);
+                     actual_trigger_map = actual_trigger_map.SetItem(kv.Key, kv.Value.with(animations: new_col_anims.Select(col_anim => col_anim.Value).ToArray()));
+                  }
+               }
+            }
+            foreach (var kv in default_trigger_map) {
+               if (!actual_trigger_map.ContainsKey(kv.Key))
+                  actual_trigger_map = actual_trigger_map.Add(kv.Key, kv.Value);
+            }
+            if (actual_trigger_map != snapshot) {
+               result = actual_trigger_map.Values;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+      
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class AddMissingColumnsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               var defaults = PNLSettings.Default;
+               if (_apply(ref settings, settings.grid.columns, defaults.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
+                  _apply(ref settings, settings.group_columns, defaults.group_columns, (s, cols) => s.with(group_columns: cols)) |
+                  _apply(ref settings, settings.header_columns, defaults.header_columns, (s, cols) => s.with(header_columns: cols))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         static bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> actual_columns, IEnumerable<GridColumnSettings> default_columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
+            if (GridSettingsHelper.add_missing_columns(actual_columns, default_columns, out var new_cols)) {
+               settings = set_columns(settings, new_cols);
+               return true;
+            }
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class RemoveColumnsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               if (_apply(ref settings, settings.grid.columns, (s, cols) => s.with(grid: s.grid.with(cols))) |
+                  _apply(ref settings, settings.group_columns, (s, cols) => s.with(group_columns: cols)) |
+                  _apply(ref settings, settings.header_columns, (s, cols) => s.with(header_columns: cols))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         bool _apply(ref PNLSettings settings, IEnumerable<GridColumnSettings> columns, Func<PNLSettings, IEnumerable<GridColumnSettings>, PNLSettings> set_columns) {
+            if (_apply(columns, out var new_cols)) {
+               settings = set_columns(settings, new_cols);
+               return true;
+            }
+            return false;
+         }
+
+         bool _apply(IEnumerable<GridColumnSettings> columns, out IEnumerable<GridColumnSettings> result) {
+            var col_list = columns.ToList();
+            int orig_count = col_list.Count;
+            col_list.RemoveWhere(c => !Enum.TryParse<PNLView.Columns>(c.id, true, out var _));
+            if (col_list.Count < orig_count) {
+               result = col_list;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class RemoveColumnAnimationsMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null) {
+               if (_apply(ref settings, settings.animations, (s, t) => s.with(animations: t)) |
+                  _apply(ref settings, settings.group_header_animations, (s, t) => s.with(group_header_animations: t)) |
+                  _apply(ref settings, settings.header_row_animations, (s, t) => s.with(header_row_animations: t))) {
+                  new_settings = settings;
+                  return true;
+               }
+            }
+            new_settings = null;
+            return false;
+         }
+
+         bool _apply(ref PNLSettings settings, IEnumerable<PNLAnimationTriggerData> triggers, Func<PNLSettings, IEnumerable<PNLAnimationTriggerData>, PNLSettings> set_triggers) {
+            if (_apply(triggers, out var new_triggers)) {
+               settings = set_triggers(settings, new_triggers);
+               return true;
+            }
+            return false;
+         }
+
+         bool _apply(IEnumerable<PNLAnimationTriggerData> triggers, out IEnumerable<PNLAnimationTriggerData> result) {
+            var trigger_map = triggers.ToImmutableDictionary(t => t.expression);
+            var snapshot = trigger_map;
+            foreach (var t in trigger_map.Values) {
+               var anims = t.animations.ToList();
+               int orig_count = anims.Count;
+               anims.RemoveWhere(a => !Enum.IsDefined(typeof(PNLView.Columns), a.column));
+               if (anims.Count < orig_count)
+                  trigger_map = trigger_map.SetItem(t.expression, t.with(animations: anims.ToArray()));
+            }
+            if (trigger_map != snapshot) {
+               result = trigger_map.Values;
+               return true;
+            }
+            result = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class EnableGridBackgroundColorMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && !settings.grid.enable_background_color) {
+               new_settings = settings.with(grid: settings.grid.with(enable_background_color: true));
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+      }
+
+      [Export(typeof(IPNLSettingsMigrationRule))]
+      class InitializeDataFormattingMigrationRule : IPNLSettingsMigrationRule {
+         public bool apply(PNLSettings settings, out PNLSettings new_settings) {
+            if (settings != null && settings.data_formatting == null) {
+               new_settings = settings.with(data_formatting: PNLSettings.Default.data_formatting);
+               return true;
+            }
+            new_settings = null;
+            return false;
+         }
+      }
+   }
+}
@@ -204,11 +204,11 @@ namespace bts.shell.pnl {
         // impl (add all)
         bd.add_discrete_values(fs.account, d => d.key.account_id);
         bd.add_discrete_values(fs.exchange, d => d.security.exchange_or_default());
-         bd.add_discrete_values(fs.symbol, d => d.security.symbol_or_default());
+         bd.add_discrete_values(fs.symbol, d => d.symbol);
         bd.add_discrete_values(fs.security_type, d => d.security.HasValue ? d.security.Value.ContractCase : Security.ContractOneofCase.None);
         bd.add_regex(fs.security, d => d.security.ToString());
         bd.add_regex(fs.security_key, d => d.key.security_id.ToString());
-         bd.add_numeric(fs.cpp, d => d.cpp);
+         bd.add_numeric(fs.cpp, d => d.effective_cpp);
         /// sod
         bd.add_numeric(fs.sod_pnl, d => d.sod_pnl);
         bd.add_numeric(fs.sod_long_pos, d => d.sod_long_pos);
@@ -0,0 +1,52 @@
+using bts.utils;
+using mbts.spark;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+
+namespace bts.shell.pnl {
+   class PNLDataFormattingVM : ViewModelBase, IValueFactory<PNLDataFormatting> {
+      const uint _min_decimal_places = 1, _max_decimal_places = 6;
+      uint _market_price_decimal_places, _fill_price_decimal_places;
+
+      public uint market_price_decimal_places {
+         get => _market_price_decimal_places;
+         set => Set(ref _market_price_decimal_places, value);
+      }
+      public uint fill_price_decimal_places {
+         get => _fill_price_decimal_places;
+         set => Set(ref _fill_price_decimal_places, value);
+      }
+      public IEnumerable<uint> decimal_place_options {
+         get {
+            for (uint n = _min_decimal_places; n <= _max_decimal_places; n++)
+               yield return n;
+         }
+      }
+
+      public PNLDataFormatting create() =>
+         new PNLDataFormatting {
+            fill_price_display = new DoubleFormatting {
+               tick_factors = new mbts.user.settings.TickFactors(
+                  Math.Pow(10, MathUtils.within_range(_min_decimal_places, _max_decimal_places, fill_price_decimal_places)),
+                  1)
+            },
+            market_price_display = new DoubleFormatting {
+               tick_factors = new mbts.user.settings.TickFactors(
+                  Math.Pow(10, MathUtils.within_range(_min_decimal_places, _max_decimal_places, market_price_decimal_places)),
+                  1)
+            }
+         };
+
+      public void load_from(PNLDataFormatting value) {
+         if (value != null) {
+            if (value.market_price_display?.tick_factors != null) {
+               market_price_decimal_places = (uint)Math.Log10(value.market_price_display.tick_factors.tick_base);
+            }
+            if (value.fill_price_display?.tick_factors != null) {
+               fill_price_decimal_places = (uint)Math.Log10(value.fill_price_display.tick_factors.tick_base);
+            }
+         }
+      }
+   }
+}
@@ -14,7 +14,6 @@ using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
-using System.Dynamic;
 using System.Linq;
 using ColumnKeys = bts.shell.pnl.PNLView.Columns;

@@ -52,6 +51,7 @@ namespace bts.shell.pnl {
      public SimpleGridSettingsVM core_settings_vm { get; }
      public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
      public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
+      public PNLDataFormattingVM data_formatting_vm { get; } = new PNLDataFormattingVM();
      public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
      public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
      public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
@@ -63,6 +63,7 @@ namespace bts.shell.pnl {
         var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
         s.calculation_type = _calculation_type;
         s.grid = core_settings_vm.create();
+         s.data_formatting = data_formatting_vm.create();
         // move anchor cols to the left, order wrt grouping hierarchy
         List<GridColumnSettings> new_cols = null;
         IEnumerable<GridColumnSettings> cols = s.grid.columns;
@@ -136,6 +137,7 @@ namespace bts.shell.pnl {
         _last_loaded = value;
         header_row_defaults.load(value.header_cell_appearance.to_appearance());
         group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
+         data_formatting_vm.load_from(value.data_formatting);
         var column_map = _map_column_data(value.grid.columns, value.animations);
         var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
         var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
@@ -154,7 +156,7 @@ namespace bts.shell.pnl {
            anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
         header_row_display = value.header_row_display;
         calculation_type = value.calculation_type;
-       }
+      }

      PNLSettings IValueFactory<PNLSettings>.create() => get_result();
      void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
@@ -14,7 +14,7 @@ namespace bts.shell.pnl {
      public readonly DIYGridAnimationModel<PNLView.Columns, TRow> animation_model = new DIYGridAnimationModel<PNLView.Columns, TRow>(TimeSpan.FromSeconds(0.3));

      static readonly Func<WorkingOrderSideData, string> _fmt_working_order_data =
-         d => OrderUtils.order_collection_summary(d.top_price, d.top_volume, d.working_total);
+         d => OrderUtils.order_collection_summary(d.top_price, d.display_top_volume, d.display_working_total);

      static readonly IComparer<WorkingOrderSideData> _working_total_comparer =
         Comparer<int>.Default.wrap<int, WorkingOrderSideData>(d => d.working_total);        
@@ -55,11 +55,11 @@ namespace bts.shell.pnl {
   }

   class PNLCellVM<TRow, TValue> : ViewModelBase, IObserver<PNLAnimation>, IPNLCellVM<TRow>, IComparable<PNLCellVM<TRow, TValue>>, IComparable {
-      readonly Func<TValue, string> _fmt;
      readonly Func<TRow, TValue> _get;
      readonly IEqualityComparer<TValue> _eq_comparer;
      readonly IComparer<TValue> _comparer;
      readonly PNLView.Columns _column;
+      Func<TValue, string> _fmt;
      IComparer _value_comparer;
      Color
         _foreground = Colors.Black,
@@ -123,6 +123,15 @@ namespace bts.shell.pnl {
         set => Set(ref _font_weight, value);
      }

+      public Func<TValue, string> format {
+         get => _fmt;
+         set {
+            _fmt = value;
+            _text = null;
+            RaisePropertyChanged(nameof(text));
+         }
+      }
+
      public void on_row(TRow row) =>
         value = _get(row);