MDConsumerHandle - don't convert LLDateTimes to System.DateTimes

minor refactoring in DispatcherUpdateMaster
mview - perform update work in parallel with new DispatcherUpdateMaster
2018-09-17 12:55:54 -04:00 · 2018-09-17 11:42:17 -04:00 · 2018-09-16 17:17:43 -04:00 · 2018-09-16 14:54:32 -04:00 · 2018-09-14 14:58:35 -04:00 · 2018-09-14 13:57:37 -05:00
127 changed files with 5619 additions and 6302 deletions
@@ -24,3 +24,4 @@ project.lock.json
 src/server/sparkd/orderman/perf_analysis/data
 src/server/sparkd/orderman/perf_analysis/logs/
 src/server/sparkd/orderman/perf_analysis/trace_data/
+src/lib/orderman/perf_analysis/logs/latency_data/
@@ -54,6 +54,8 @@ 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 mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
    COMMENT "Creating server runtime layout"
    DEPENDS sparkd data_files_dir)  

@@ -4,7 +4,7 @@ VisualStudioVersion = 15.0.27130.2024
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,11 +12,11 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{9AD1A867-93A9-301D-BF77-0113E18E9E39}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3} = {8530E0E8-3768-37EC-B1E1-8248C5A92FE3}
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C} = {69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
@@ -57,22 +57,22 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|x64.ActiveCfg = Debug|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|x64.Build.0 = Debug|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|x86.ActiveCfg = Debug|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|Any CPU.ActiveCfg = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x64.ActiveCfg = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x64.Build.0 = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x86.ActiveCfg = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x64.ActiveCfg = Debug|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x64.Build.0 = Debug|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x86.ActiveCfg = Debug|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|Any CPU.ActiveCfg = Release|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x64.ActiveCfg = Release|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x64.Build.0 = Release|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x86.ActiveCfg = Release|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
@@ -93,26 +93,30 @@ Global
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x86.ActiveCfg = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|Any CPU.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x86.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x86.Build.0 = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|Any CPU.Build.0 = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x86.ActiveCfg = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x86.Build.0 = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
@@ -133,22 +137,22 @@ Global
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|x64.ActiveCfg = Debug|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|x64.Build.0 = Debug|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|x86.ActiveCfg = Debug|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|Any CPU.ActiveCfg = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x64.ActiveCfg = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x64.Build.0 = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x86.ActiveCfg = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.ActiveCfg = Debug|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.Build.0 = Debug|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x86.ActiveCfg = Debug|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|Any CPU.ActiveCfg = Release|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.ActiveCfg = Release|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.Build.0 = Release|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x86.ActiveCfg = Release|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
@@ -5,11 +5,9 @@ using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
-using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
-using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -18,7 +16,6 @@ using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Input;

-
 namespace mbts.spark {
   partial class MarketViewVM {
      public class Row : SecurityMDRow, IDisposable, IEquatable<Row>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
@@ -78,16 +75,29 @@ namespace mbts.spark {
            ask_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Ask));
            ask_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskSize));
            working_asks_click = new DelegateCommand(() => _show_order_book(MarketViewView.Columns.WorkingAsks));
+
+            _position.value_set += position_value_set;
+            _inside_bids.value_set += inside_bids_value_set;
+            _inside_asks.value_set += inside_asks_value_set;
+            _day_change.Changed += day_change_Changed;
            _animation.AnimationsChanged += on_animations_changed;
-            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
+
            _dispose = Disposable.Create(
               _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
-               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
-               _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)
+               Disposable.Create(() => {
+                  _position.value_set -= position_value_set;
+                  _inside_bids.value_set -= inside_bids_value_set;
+                  _inside_asks.value_set -= inside_asks_value_set;
+                  _day_change.Changed -= day_change_Changed;
+                  _animation.AnimationsChanged -= on_animations_changed;
+               })
            );
+
+            void position_value_set((int oldval, int newval) v) => _animation.animate_position(v.newval > v.oldval);
+            void inside_bids_value_set((bool oldval, bool newval) v) => _animation.animate_working_bids_inside(v.newval);
+            void inside_asks_value_set((bool oldval, bool newval) v) => _animation.animate_working_asks_inside(v.newval);
+            void day_change_Changed(double oldval, double newval) => _animation.animate_day_change(newval > oldval);
+            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
         }

         public event Action invalidated;
@@ -129,27 +139,52 @@ namespace mbts.spark {

         public void raise_invalidated() => invalidated?.Invoke();

-         public void refresh() {
+         /// <summary>
+         /// Returns a list of IDisposable 'update jobs.' Each item represents a job that will be executed when disposed; all jobs should be executed on the dispatcher thread.
+         /// </summary>
+         // Note: not guarenteed to be on the dispatcher thread, so all view-notifying actions should be wrapped in a IDisposable.
+         // Having said that, perform as much work as possible locally.
+         public List<IDisposable> refresh() {
+            var update_jobs = new List<IDisposable>();
            bool dirty = false;
            if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
-               _bid_price.set(b.price);
-               _bid_size.set(b.size);
-               _ask_price.set(a.price);
-               _ask_size.set(a.size);
-               _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);
+               prop_job(_bid_price, b.price);
+               prop_job(_bid_size, b.size);
+               prop_job(_ask_price, a.price);
+               prop_job(_ask_size, a.size);
+               cell_prop_job(_inside_bids, b.price >= _working_best_bid.value);
+               cell_prop_job(_inside_asks, a.price >= _working_best_ask.value);
            }
-            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
-               _last_price.set(ps.price);
-               _last_size.on_next_distinct(ps.size, ref dirty);
-               _volume.on_next_distinct(v, ref dirty);
+            double new_last_price = last_price;
+            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out ulong v)) {
+               new_last_price = ps.price;
+               prop_job(_last_price, new_last_price);
+               cell_prop_job(_last_size, ps.size);
+               cell_prop_job(_volume, v);
+            }
+            double new_settlement = md.md.settlement_price;
+            prop_job(_settlement, new_settlement);
+            prop_job(_session_low, md.md.session_low);
+            prop_job(_session_high, md.md.session_high);
+            prop_job(_day_change, new_last_price - new_settlement);
+
+            if (dirty) {
+               update_jobs.Add(Disposable.Create(() => {
+                  invalidated?.Invoke();
+               }));
+            }
+            return update_jobs;
+
+            void prop_job<T>(Property<T> p, T newval) {
+               var uj = p.set_as_job(newval);
+               if (uj != null)
+                  update_jobs.Add(uj);
+            }
+            void cell_prop_job<T>(CellProperty<T> p, T newval) {
+               var uj = p.on_next_distinct_as_job(newval, ref dirty);
+               if (uj != null)
+                  update_jobs.Add(uj);
            }
-            _settlement.set(md.md.settlement_price);
-            _session_low.set(md.md.session_low);
-            _session_high.set(md.md.session_high);
-            _day_change.set(last_price - settlement);
-            if (dirty)
-               invalidated?.Invoke();
         }

         public bool Equals(Row other) =>
@@ -3,10 +3,13 @@ using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.utility;
 using System;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
+using System.Threading.Tasks;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.MarketViewWindowFactory;
@@ -14,7 +17,7 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.MarketViewView;

 namespace mbts.spark {
-   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
+   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD>, IPrepareUpdateForDispatcher {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;

@@ -112,8 +115,7 @@ namespace mbts.spark {
            }), DataGridFilterHelper.hook_filters(rows_view,
            security_filter, bid_price_filter, bid_size_filter, ask_price_filter, ask_size_filter, last_price_filter, last_size_filter, day_change_filter, settlement_filter,
            session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
-            securities_connectable.Connect(),
-            WorkLoop.Start("MarketView", _refresh)
+            securities_connectable.Connect()
         );
      }

@@ -159,6 +161,25 @@ namespace mbts.spark {
      }
      #endregion

+      public IDisposable prepare_update() {
+         ConcurrentBag<List<IDisposable>> to_update = new ConcurrentBag<List<IDisposable>>();
+         try {
+            Parallel.For(0, _row_vms.Count, i => {
+               var r = _row_vms[i];
+               var update_jobs = r.refresh();
+               if (update_jobs.Count > 0)
+                  to_update.Add(update_jobs);
+            });
+         } catch (IndexOutOfRangeException) {
+            // since rows (securities) will only be added/removed through rare user intervention,
+            // it is worth catching the occassional exception in exchange for lock-free code.
+            // if a row misses an update, or gets updated more than once, that's okay too;
+            // in 100ms it will tick again, so the data should never be more than a few 100 ms old, and rarely older than 100.
+         }
+         // return null, rather than an empty IDisposable; this signals to the UpdateMaster that it may skip the call to Dispatcher.InvokeAsync() as there is nothing to dispose.
+         return to_update.Count == 0 ? null : Disposable.Create(() => to_update.SelectMany(_ => _).DisposeAll());
+      }
+
      protected override Row row_factory(SecurityMD smd) => new Row(_bus, smd, _orders_model);
      protected override void on_row_removed(Row row) => row.Dispose();
      protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.security), true); }
@@ -167,4 +188,4 @@ namespace mbts.spark {
         foreach (var r in _row_vms) r.refresh();
      }
   }
-}
+}
@@ -14,16 +14,18 @@ using System.Windows;
 namespace mbts.spark {
   class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
      const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
+      readonly DispatcherUpdateMaster _dispatcher_update_master;
      readonly OrdersModel _orders_model;
      readonly AllowOnce _init_guard = new AllowOnce("MarketView");
      MarketViewVM _vm;
      MarketViewView _view;
      MarketViewWindowFactory.StartupData _state;
      IReadOnlyList<SparkCommand> _commands;
-      IDisposable _subscriptions;
+      IDisposable _resources;

-      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state)
+      public MarketViewWindow(MarketViewWindowFactory factory, DispatcherUpdateMaster dispatcher_update_master, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
+         _dispatcher_update_master = dispatcher_update_master;
         _orders_model = orders_model;
         _state = state;
         Icon.Freeze();
@@ -57,12 +59,14 @@ namespace mbts.spark {
            SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria))
         };
-         _subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
-            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states())));
+         _resources = Disposable.Create(
+            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(
+               c => _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states()))),
+            _dispatcher_update_master.attach(_vm));
      }

      public override void Dispose() {
-         Disposable.dispose(ref _subscriptions);
+         Disposable.dispose(ref _resources);
         _vm.Dispose();
         Commands.OfType<IDisposable>().DisposeAll();
      }
@@ -12,6 +12,7 @@ namespace bts.shell {
   class MarketViewWindowFactory : ShellWindowFactory<MarketViewWindowFactory.StartupData> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
+      readonly DispatcherUpdateMaster _dispatcher_update_master = new DispatcherUpdateMaster("MarketView DispatcherUpdateMaster");

      public MarketViewWindowFactory(MarketShellModule module, IBus bus, OrdersModel orders_model) : base(module, "MarketView") {
         _bus = bus;
@@ -25,7 +26,7 @@ namespace bts.shell {
      void _show(SecurityCriteria criteria) =>
         _bus.post(SparkTags.ShowWindow, _create(new StartupData(criteria, new List<SortingCriteria> { new SortingCriteria(nameof(MarketViewVM.Row.security), true) }, null)));

-      IShellWindow _create(StartupData state) => new MarketViewWindow(this, _bus, _orders_model, state);
+      IShellWindow _create(StartupData state) => new MarketViewWindow(this, _dispatcher_update_master, _bus, _orders_model, state);

      [ProtoContract]
      public class StartupData {
@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.api.orderman;
+using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using System;
@@ -11,6 +12,60 @@ using System.Linq;
 using System.Reactive.Linq;

 namespace mbts.spark {
+   struct OrderTemplateKey : IEquatable<OrderTemplateKey> {
+      public readonly CustomOrderDefinition.CustomOneofCase type;
+      public readonly string name;
+
+      public OrderTemplateKey(CustomOrderDefinition.CustomOneofCase type)
+         : this(type, OrderUtils.order_type_display_name(type)) { }
+
+      public OrderTemplateKey(CustomOrderDefinition.CustomOneofCase type, string name) {
+         this.type = type;
+         this.name = name;
+      }
+
+      public bool Equals(OrderTemplateKey other) =>
+         type == other.type &&
+         name == other.name;
+
+      public override bool Equals(object obj) =>
+         obj is OrderTemplateKey other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.aggregate_hash(
+            type.GetHashCode(),
+            name == null ? 0 : name.GetHashCode());
+
+      public override string ToString() => $"{name}:{type}";
+
+      public static bool operator ==(OrderTemplateKey a, OrderTemplateKey b) => a.Equals(b);
+      public static bool operator !=(OrderTemplateKey a, OrderTemplateKey b) => !a.Equals(b);
+   }
+
+   struct OrderTemplateHeader : IEquatable<OrderTemplateHeader> {
+      public readonly OrderTemplateKey key;
+      // Note: display_name is NOT part of EQUALITY
+      public readonly string display_name;
+
+      public OrderTemplateHeader(CustomOrderDefinition.CustomOneofCase type)
+         : this(new OrderTemplateKey(type), OrderUtils.order_type_display_name(type)) { }
+
+      public OrderTemplateHeader(OrderTemplateKey key, string display_name) {
+         this.key = key;
+         this.display_name = display_name;
+      }
+
+      public bool Equals(OrderTemplateHeader other) =>
+         key.Equals(other.key);
+
+      public override bool Equals(object obj) =>
+         obj is OrderTemplateHeader other && Equals(other);
+
+      public override int GetHashCode() => key.GetHashCode();
+
+      public override string ToString() => $"{display_name} ({key})";
+   }
+
   class InlineOrderProperties {
      public readonly InlineUserProperty<AccountTuple> account;
      public readonly InlineUserProperty<TimeInForce> time_in_force;
@@ -39,7 +94,7 @@ namespace mbts.spark {
   class OrderPropertiesEditorVM : DisposableViewModelBase {
      readonly OrdersModel _model;
      readonly Property<SecurityImmutable> _security;
-      readonly SelectorProperty<AccountTuple> _accounts;
+      readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
      readonly SelectorProperty<TimeInForce> _time_in_force;
      readonly SelectorProperty<IOrderTypeVM> _order_type;
      IDisposable _order_type_param_errors_sub;
@@ -58,14 +113,21 @@ namespace mbts.spark {
            nameof(selected_account),
            model.factory.subscribe_account_tuples(),
            order_properties.Select(ops => ops.account),
-            () => accounts?.FirstOrDefault() ?? default,
-            val => (!string.IsNullOrWhiteSpace(val.name) && accounts.Contains(val), "Please select an account")); 
+            a => new AccountTuple?(a),
+            () => {
+               foreach (var a in accounts) {
+                  return a;
+               }
+               return new AccountTuple?();
+            },
+            EqualityComparer<AccountTuple?>.Default,
+            new[] { new PropertyValidation<AccountTuple?>(a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account")) }.ToReadOnlyList());
         _order_type = backing(
           nameof(selected_order_type),
-           security_source.Select(s => model.factory.default_order_type_defs(s).Select(create_order_type_vm)),
+           security_source.Select(s => model.factory.default_order_type_templates(s).Select(kv => create_order_type_vm(kv.Value, kv.Key.key.name, kv.Key.display_name))),
           order_properties.Select(get_order_type_vm_prop),
           get_default_order_type_vm,
-           (a, b) => a.order_type == b.order_type);
+           EqualityComparer.null_check_wrapper(OrderTypeVMExtensions.key_comparer));
         _order_type.Changed += on_selected_order_type_changed;
         _time_in_force = backing(
            nameof(selected_time_in_force),
@@ -77,19 +139,22 @@ namespace mbts.spark {
            tif => time_in_forces.Contains(tif));
          _dispose = Disposable.Create(() => _order_type.Changed -= on_selected_order_type_changed);
         // local methods
-         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd) {
+         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd, string id, string display_name) {
            IOrderTypeVM vm = null;
            if(cd.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
-               vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_md_source, cd.Dynamic.DynamicOrderType);        
+               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source, cd.Dynamic.DynamicOrderType);        
            else
-               vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_md_source);
+               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source);
            vm.load_from(cd);
            return vm;
         }
         InlineUserProperty<IOrderTypeVM> get_order_type_vm_prop(InlineOrderProperties p) {
            if (!p.order_type_def.has_value)
               return new InlineUserProperty<IOrderTypeVM>();
-            return new InlineUserProperty<IOrderTypeVM>(create_order_type_vm(p.order_type_def.value), p.order_type_def.force_override);
+            return new InlineUserProperty<IOrderTypeVM>(
+               create_order_type_vm(p.order_type_def.value, p.order_type_def.value.CustomCase.ToString(),
+               OrderUtils.order_type_display_name(p.order_type_def.value.CustomCase)),
+               p.order_type_def.force_override);
         }
         IOrderTypeVM get_default_order_type_vm() {
            var ot = model.factory.default_order_type(security);
@@ -114,13 +179,13 @@ namespace mbts.spark {

      public SecurityImmutable security => _security.Value;
      public ReadOnlyObservableCollection<AccountTuple> accounts => _accounts.items;
-      public AccountTuple selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
+      public AccountTuple? selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
      public ReadOnlyObservableCollection<TimeInForce> time_in_forces => _time_in_force.items;
      public TimeInForce selected_time_in_force { get => _time_in_force.selected_item; set => _time_in_force.selected_item = value; }
      public ReadOnlyObservableCollection<IOrderTypeVM> order_types => _order_type.items;
      public IOrderTypeVM selected_order_type { get => _order_type.selected_item; set => _order_type.selected_item = value; }

-      public IObservable<AccountTuple> observe_account(bool start_immediately = false) =>
+      public IObservable<AccountTuple?> observe_account(bool start_immediately = false) =>
         _accounts.observe_current(start_immediately);

      public IObservable<TimeInForce> observe_time_in_force(bool start_immediately = false) =>
@@ -17,22 +17,22 @@ namespace mbts.spark
   {
      class InlineCoverOrderProperties
      {
-         public InlineCoverOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
+         public InlineCoverOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
         {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

            var hedgetype = CustomOneofCase.Limit;
-            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

            hedge_ticks = new InlineUserProperty<int>(1, false);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
-         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;

         public readonly InlineUserProperty<int> hedge_ticks;

@@ -42,25 +42,25 @@ namespace mbts.spark
      {
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineCoverOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
         IOrderTypeVM _hedge_order;
         IDisposable _hedge_order_errors_sub;

         public int hedge_ticks { get; set; } = 1;

-         public CoverOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public CoverOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineCoverOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
+            new InlineCoverOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
         { }

         public CoverOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineCoverOrderProperties> inline_properties) : base(model)
+                            IObservable<InlineCoverOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
         {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
@@ -75,11 +75,11 @@ namespace mbts.spark
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
                  {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
                  {
-                     _select_hedge_order(p.selected_hedge_order_type.value);
+                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
                  }
                  if (p.hedge_ticks.force_override)
                  {
@@ -116,7 +116,7 @@ namespace mbts.spark
            get
            {
               if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -126,7 +126,7 @@ namespace mbts.spark
            get
            {
               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _hedge_order_choices;
            }
         }
@@ -200,7 +200,7 @@ namespace mbts.spark
         void _select_child_order()
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -216,7 +216,7 @@ namespace mbts.spark
         void _select_hedge_order()
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value :
+               _inline_props.selected_hedge_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_hedge_order(ot);
         }
@@ -20,23 +20,23 @@ namespace mbts.spark
      public static void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs, 
                                                Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory)
      {
-         var dyntypes = _list.Value;
-         foreach (var d in dyntypes.dynamic_orders)
-         {
-            var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
-            dorder.Dynamic.DynamicOrderType = d.type_name;
-            foreach (var p in d.parameter_keys)
-               dorder.Dynamic.Parameters.Add(p, string.Empty);
-            defs.Add(new CustomOrderDefinitionImmutable(dorder));
-         }
+         // var dyntypes = _list.Value;
+         // foreach (var d in dyntypes.dynamic_orders)
+         // {
+         //    var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
+         //    dorder.Dynamic.DynamicOrderType = d.type_name;
+         //    foreach (var p in d.parameter_keys)
+         //       dorder.Dynamic.Parameters.Add(p, string.Empty);
+         //    defs.Add(new CustomOrderDefinitionImmutable(dorder));
+         // }
      }

      internal static List<NameValueVM> get_parameters(string dyntype)
      {
         List<NameValueVM> par = new List<NameValueVM>();
-         var order = _list.Value.dynamic_orders.FirstOrDefault(x => x.type_name == dyntype);
-         if (order != null)
-            par.AddRange(order.parameter_keys.Select(x => new NameValueVM() { name = x, value = string.Empty }));
+         // var order = _list.Value.dynamic_orders.FirstOrDefault(x => x.type_name == dyntype);
+         // if (order != null)
+         //    par.AddRange(order.parameter_keys.Select(x => new NameValueVM() { name = x, value = string.Empty }));
         return par;
      }
   }
@@ -53,14 +53,14 @@ namespace mbts.spark
   {
      class InlineDynamicOrderProperties
      {
-         public InlineDynamicOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
+         public InlineDynamicOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
         {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
      }

      class DynamicOrderVM : OrderTypeVMBase<DynamicOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable
@@ -68,8 +68,8 @@ namespace mbts.spark

         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineDynamicOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;
@@ -77,13 +77,13 @@ namespace mbts.spark
         string _dyn_type;
         List<NameValueVM> _parameters;

-         public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type)
+         public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type, string id, string display_name)
            : this(model, security_md_source, dyn_type, security_md_source.Select(smd =>
-            new InlineDynamicOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
+            new InlineDynamicOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
         { }

         public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type,
-                               IObservable<InlineDynamicOrderProperties> inline_properties) : base(model)
+                               IObservable<InlineDynamicOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
         {
            _security_md_source = security_md_source;
            _dyn_type = dyn_type;
@@ -100,7 +100,7 @@ namespace mbts.spark
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
                  {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  _inline_props = p;
                  _validate();
@@ -115,17 +115,17 @@ namespace mbts.spark

         public override void assign_to(CustomOrderDefinition value)
         {
-            if (_child_order == null)
-               _select_child_order(model.factory.default_order_type(_security.Value, true));
-            _validate();
-            if (!HasErrors)
-            {
-               var i = factory.dynamic_order();
-               i.DynamicOrderType = _dyn_type;
-               set_parameter_dictionary(i.Parameters);
-               child_order.assign_to(i.Child);
-               value.Dynamic = i;
-            }
+            // if (_child_order == null)
+            //    _select_child_order(model.factory.default_order_type(_security.Value, true));
+            // _validate();
+            // if (!HasErrors)
+            // {
+            //    var i = factory.dynamic_order();
+            //    i.DynamicOrderType = _dyn_type;
+            //    set_parameter_dictionary(i.Parameters);
+            //    child_order.assign_to(i.Child);
+            //    value.Dynamic = i;
+            // }
         }

         void set_parameter_dictionary(Google.Protobuf.Collections.MapField<string, string> par)
@@ -139,7 +139,7 @@ namespace mbts.spark
            get
            {
               if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -185,7 +185,7 @@ namespace mbts.spark
         void _select_child_order()
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -208,4 +208,4 @@ namespace mbts.spark
         }
      }
   }
-}
+}
@@ -1,11 +1,13 @@
 using bts.api.orderman;
 using bts.spark;
+using bts.utils;
 using System.Collections.Generic;
 using System.Windows.Input;
 using static bts.api.orderman.CustomOrderDefinition;

 namespace mbts.spark {
   interface IOrderTypeVM : IPropertyWrapperVM<CustomOrderDefinition, CustomOrderDefinitionImmutable> {
+      string id { get; }
      CustomOneofCase order_type { get; }
      string type_name { get; }
      bool is_bts_type { get; }
@@ -21,4 +23,12 @@ namespace mbts.spark {
      ICollection<IOrderTypeVM> child_order_types { get; }
      IOrderTypeVM child_order { get; }
   }
+
+   static class OrderTypeVMExtensions {
+      public static IEqualityComparer<IOrderTypeVM> key_comparer =>
+         EqualityComparer.Create<IOrderTypeVM, OrderTemplateKey>(a => a.key());
+
+      public static OrderTemplateKey key(this IOrderTypeVM vm) =>
+         new OrderTemplateKey(vm.order_type, vm.id);
+   }
 }
@@ -14,34 +14,34 @@ using static bts.api.orderman.CustomOrderDefinition;
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      class InlineIcebergOrderProperties {
-         public InlineIcebergOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) {
+         public InlineIcebergOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
            show_quantity = new InlineUserProperty<double>(1, true);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
         public readonly InlineUserProperty<double> show_quantity;
      }

      class IcebergOrderVM : OrderTypeVMBase<IcebergOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable {
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineIcebergOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         public IcebergOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public IcebergOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineIcebergOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+            new InlineIcebergOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }

         public IcebergOrderVM(OrdersModel model,
            IObservable<SecurityMD> security_md_source,
-            IObservable<InlineIcebergOrderProperties> inline_properties)
-            : base(model) {
+            IObservable<InlineIcebergOrderProperties> inline_properties, string id, string display_name)
+            : base(model, id, display_name) {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
               security_md_source.OnDispatcher()
@@ -52,7 +52,7 @@ namespace mbts.spark {
                     _order_types.SetItems(p.child_order_types.value);
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (p.show_quantity.force_override) {
                     show_quantity = p.show_quantity.value;
@@ -68,7 +68,7 @@ namespace mbts.spark {
         public ICollection<IOrderTypeVM> child_order_types {
            get {
               if (_child_order_choices == null) {
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               }
               return _child_order_choices;
            }
@@ -122,7 +122,7 @@ namespace mbts.spark {

         void _select_child_order() {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -17,19 +17,19 @@ namespace mbts.spark
   {
      class InlineJoinOrderProperties 
      {
-         public InlineJoinOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         public InlineJoinOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
         {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

            var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Contains(hedgetype))
+            if(!child_order_types.Any(t => t.key.type == hedgetype))
               hedgetype = CustomOneofCase.Limit;
            
            //ExceptionAssert.InvalidOperation.That(child_order_types.Contains(hedgetype), $"Hedge order type {hedgetype} is not in hedge_order_types");
-            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
            join_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
@@ -37,10 +37,10 @@ namespace mbts.spark
            enable_hedge = new InlineUserProperty<bool>(false, false);
            hedge_ticks = new InlineUserProperty<int>(1, false);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
-         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;


         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
@@ -55,13 +55,13 @@ namespace mbts.spark
      {
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineJoinOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
         IOrderTypeVM _hedge_order;
         IDisposable _hedge_order_errors_sub;

@@ -79,12 +79,12 @@ namespace mbts.spark
         } 
         public int hedge_ticks { get; set; } = 1;

-         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineJoinOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+            new InlineJoinOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }

         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineJoinOrderProperties> inline_properties) : base(model) 
+                            IObservable<InlineJoinOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
         {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
@@ -98,11 +98,11 @@ namespace mbts.spark
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
                  {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
                  {
-                     _select_hedge_order(p.selected_hedge_order_type.value);
+                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
                  }
                  if (p.tick_offset_on_deploy.force_override) 
                  {
@@ -157,7 +157,7 @@ namespace mbts.spark
            get 
            {
               if (_child_order_choices == null) 
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -167,7 +167,7 @@ namespace mbts.spark
            get
            {
               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _hedge_order_choices;
            }
         }         
@@ -241,7 +241,7 @@ namespace mbts.spark
         void _select_child_order() 
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -257,7 +257,7 @@ namespace mbts.spark
         void _select_hedge_order()
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value :
+               _inline_props.selected_hedge_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_hedge_order(ot);
         }
@@ -17,17 +17,17 @@ namespace mbts.spark
   {
      class InlineLeanOrderProperties 
      {
-         public InlineLeanOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         public InlineLeanOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
         {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
            cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
            max_chase_ticks = new InlineUserProperty<uint>(10, false);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
         
         public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
         public readonly InlineUserProperty<uint> max_chase_ticks;
@@ -37,8 +37,8 @@ namespace mbts.spark
      {
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineLeanOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;
@@ -46,12 +46,12 @@ namespace mbts.spark
         public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
         public uint max_chase_ticks { get; set; } = 10;

-         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineLeanOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+            new InlineLeanOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }

         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineLeanOrderProperties> inline_properties) : base(model) 
+                            IObservable<InlineLeanOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
         {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
@@ -65,7 +65,7 @@ namespace mbts.spark
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
                  {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }                  
                  if (p.cross_threshold.force_override)
                  {
@@ -104,7 +104,7 @@ namespace mbts.spark
            get 
            {
               if (_child_order_choices == null) 
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -150,7 +150,7 @@ namespace mbts.spark
         void _select_child_order() 
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -3,7 +3,7 @@
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      private class LimitOrderVM : OrderTypeVMBase<LimitOrderDefinition> {
-         internal LimitOrderVM(OrdersModel model) : base(model) { }
+         internal LimitOrderVM(OrdersModel model) : base(model, "Limit", OrderUtils.order_type_display_name(CustomOrderDefinition.CustomOneofCase.Limit)) { }

         public override void assign_to(CustomOrderDefinition value) =>
            value.Limit = factory.limit_order();
@@ -3,7 +3,7 @@
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      private class MarketOrderVM : OrderTypeVMBase<MarketOrderDefinition> {
-         internal MarketOrderVM(OrdersModel model) : base(model) { }
+         internal MarketOrderVM(OrdersModel model) : base(model, "Market", OrderUtils.order_type_display_name(CustomOrderDefinition.CustomOneofCase.Market)) { }

         public override void assign_to(CustomOrderDefinition parent) =>
            parent.Market = factory.market_order();
@@ -12,36 +12,36 @@ namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      public static IOrderTypeVM market(OrdersModel model) => new MarketOrderVM(model);
      public static IOrderTypeVM limit(OrdersModel model) => new LimitOrderVM(model);
-      public static IOrderTypeVM stop(OrdersModel model) => new StopOrderVM(model);
-      public static IOrderTypeVM stop_limit(OrdersModel model, IObservable<SecurityMD> security_md_source) => new StopLimitOrderVM(model, security_md_source);
-      public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TimeBoxOrderVM(model, security_md_source);
-      public static IOrderTypeVM tick(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TickOrderVM(model, security_md_source);
-      public static IOrderTypeVM lean(OrdersModel model, IObservable<SecurityMD> security_md_source) => new LeanOrderVM(model, security_md_source);
-      public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source) => new JoinOrderVM(model, security_md_source);
-      public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TopOrderVM(model, security_md_source);
-      public static IOrderTypeVM cover(OrdersModel model, IObservable<SecurityMD> security_md_source) => new CoverOrderVM(model, security_md_source);
-      public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TriggerOrderVM(model, security_md_source);
-      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source) => new IcebergOrderVM(model, security_md_source);
-      public static IOrderTypeVM spreader(OrdersModel model, IObservable<SecurityImmutable> security_source) => new SpreaderOrderVM(model, security_source);
-      public static IOrderTypeVM dynamic(OrdersModel model, IObservable<SecurityMD> security_md_source, string type) => new DynamicOrderVM(model, security_md_source, type);
+      public static IOrderTypeVM stop(OrdersModel model, string id, string display_name) => new StopOrderVM(model, id, display_name);
+      public static IOrderTypeVM stop_limit(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new StopLimitOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TimeBoxOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM tick(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TickOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM lean(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new LeanOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new JoinOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TopOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM cover(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new CoverOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TriggerOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new IcebergOrderVM(model, security_md_source, id, display_name);
+      public static IOrderTypeVM spreader(OrdersModel model, IObservable<SecurityImmutable> security_source, string id, string display_name) => new SpreaderOrderVM(model, security_source, id, display_name);
+      public static IOrderTypeVM dynamic(OrdersModel model, IObservable<SecurityMD> security_md_source, string dynamic_type, string id, string display_name) => new DynamicOrderVM(model, security_md_source, dynamic_type, id, display_name);

-      public static IOrderTypeVM create(CustomOneofCase order_type, OrdersModel model, 
+      public static IOrderTypeVM create(CustomOneofCase order_type, string id, string display_name, OrdersModel model, 
                                        IObservable<SecurityMD> security_md_source, string dynamic_type = null ) {
         switch (order_type) {
            case CustomOneofCase.Market: return market(model);
            case CustomOneofCase.Limit: return limit(model);
-            case CustomOneofCase.Stop: return stop(model);
-            case CustomOneofCase.StopLimit: return stop_limit(model, security_md_source);
-            case CustomOneofCase.TimeBox: return time_box(model, security_md_source);
-            case CustomOneofCase.Tick: return tick(model, security_md_source);
-            case CustomOneofCase.Lean: return lean(model, security_md_source);
-            case CustomOneofCase.Join: return join(model, security_md_source);
-            case CustomOneofCase.Top: return top(model, security_md_source);
-            case CustomOneofCase.Cover: return cover(model, security_md_source);
-            case CustomOneofCase.Trigger: return trigger(model, security_md_source);
-            case CustomOneofCase.Iceberg: return iceberg(model, security_md_source);
-            case CustomOneofCase.Spreader: return spreader(model, security_md_source.Select(smd => smd.security));
-            case CustomOneofCase.Dynamic: return dynamic(model, security_md_source, dynamic_type);
+            case CustomOneofCase.Stop: return stop(model, id, display_name);
+            case CustomOneofCase.StopLimit: return stop_limit(model, security_md_source, id, display_name);
+            case CustomOneofCase.TimeBox: return time_box(model, security_md_source, id, display_name);
+            case CustomOneofCase.Tick: return tick(model, security_md_source, id, display_name);
+            case CustomOneofCase.Lean: return lean(model, security_md_source, id, display_name);
+            case CustomOneofCase.Join: return join(model, security_md_source, id, display_name);
+            case CustomOneofCase.Top: return top(model, security_md_source, id, display_name);
+            case CustomOneofCase.Cover: return cover(model, security_md_source, id, display_name);
+            case CustomOneofCase.Trigger: return trigger(model, security_md_source, id, display_name);
+            case CustomOneofCase.Iceberg: return iceberg(model, security_md_source, id, display_name);
+            case CustomOneofCase.Spreader: return spreader(model, security_md_source.Select(smd => smd.security), id, display_name);
+            case CustomOneofCase.Dynamic: return dynamic(model, security_md_source, dynamic_type, id, display_name);
            default: throw new NotImplementedException();
         }
      }
@@ -51,12 +51,17 @@ namespace mbts.spark {
         protected readonly OrdersModel model;
         protected OrderFactory factory => model.factory;

-         protected OrderTypeVMBase(OrdersModel model) => this.model = model;
+         protected OrderTypeVMBase(OrdersModel model, string id, string display_name) {
+            this.model = model;
+            this.id = id;
+            this.display_name = display_name;
+         }

         public abstract CustomOneofCase order_type { get; }
         public abstract string type_name { get; }
         public bool is_bts_type => display_name.StartsWith("BTS");
-         public string display_name => OrderUtils.order_type_display_name(order_type);
+         public string id { get; }
+         public string display_name { get; }
         public OrderMetadata meta => factory.get_metadata(order_type);
         public virtual bool has_editable_properties => !meta.NoProps;
         public virtual bool editable_properties_open { get; set; }
@@ -76,7 +81,7 @@ namespace mbts.spark {
      }

      private abstract class OrderTypeVMBase<T> : OrderTypeVMBase where T : Google.Protobuf.IMessage, new() {
-         protected OrderTypeVMBase(OrdersModel model) : base(model) { }
+         protected OrderTypeVMBase(OrdersModel model, string id, string display_name) : base(model, id, display_name) { }

         public override CustomOneofCase order_type =>
            OrderDataHelper.get_order_type(new T());
@@ -13,20 +13,20 @@ namespace mbts.spark {
         readonly StrategyEditorWrapper _strategy_editor_wrapper;
         IDisposable _dispose;

-         public SpreaderOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source)
+         public SpreaderOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source, string id, string display_name)
            : this(model, security_source, security_source.SelectMany(s => model.spreader.security_strategy(s.Id)
            .Select(strategy => {
               var so = model.factory.spreader_order();
               so.Security = s.CloneToMutable();
               so.ExecutionStrategy = strategy.CloneToMutable();
               return new InlineUserProperty<SpreaderOrderDefinitionImmutable>(so, true);
-            }))) { }
+            })), id, display_name) { }

         public SpreaderOrderVM(
            OrdersModel model,
            IObservable<SecurityImmutable> security_source,
-            IObservable<InlineUserProperty<SpreaderOrderDefinitionImmutable>> order_template_source)
-            : base(model) {
+            IObservable<InlineUserProperty<SpreaderOrderDefinitionImmutable>> order_template_source, string id, string display_name)
+            : base(model, id, display_name) {
            _template = backing(nameof(template), new SpreaderOrderDefinitionImmutable?());
            _strategy_editor_wrapper = new StrategyEditorWrapper(this);
            _dispose = Disposable.Create(
@@ -29,10 +29,11 @@ namespace mbts.spark {
         InlineStopLimitOrderProperties _inline_props;
         IDisposable _dispose;

-         internal StopLimitOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
-            : this(model, security_md_source.Select(smd => smd.security.spec_or_default()), InlineStopLimitOrderProperties.subscribe(security_md_source)) { }
+         internal StopLimitOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+            : this(model, security_md_source.Select(smd => smd.security.spec_or_default()), InlineStopLimitOrderProperties.subscribe(security_md_source), id, display_name) { }

-         internal StopLimitOrderVM(OrdersModel model, IObservable<ContractSpecificationImmutable> spec_source, IObservable<InlineStopLimitOrderProperties> inline_properties) : base(model) {
+         internal StopLimitOrderVM(OrdersModel model, IObservable<ContractSpecificationImmutable> spec_source, IObservable<InlineStopLimitOrderProperties> inline_properties, string id, string display_name)
+            : base(model, id, display_name) {
            _stop_price = new UserProperty<double>(backing(nameof(stop_price), double.NaN));
            _dispose = Disposable.Create(
               spec_source.OnDispatcher().Subscribe(s => {
@@ -6,8 +6,7 @@ namespace mbts.spark {
      private class StopOrderVM : OrderTypeVMBase<StopOrderDefinition> {
         double _stop_price = 0;

-         internal StopOrderVM(OrdersModel model) : base(model) { }
-
+         internal StopOrderVM(OrdersModel model, string id, string display_name) : base(model, id, display_name) { }

         public double stop_price {
            get => _stop_price;
@@ -17,11 +17,11 @@ namespace mbts.spark
   {
      class InlineTickOrderProperties 
      {
-         public InlineTickOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
+         public InlineTickOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
         {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
            cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                              new bts.spark.QuantityMeasure() { Ratio = 1.0,  Absolute = 1}, false);
@@ -29,8 +29,8 @@ namespace mbts.spark
            max_chase_ticks = new InlineUserProperty<uint>(10, false);
            detach_on_toward = new InlineUserProperty<bool>(true, false);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
         
         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
         public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
@@ -43,8 +43,8 @@ namespace mbts.spark
      {
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineTickOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;
@@ -55,12 +55,12 @@ namespace mbts.spark
         public uint max_chase_ticks { get; set; } = 10;
         public bool detach_on_toward { get; set; } = true;         

-         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTickOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+            new InlineTickOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }

         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineTickOrderProperties> inline_properties) : base(model) 
+                            IObservable<InlineTickOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
         {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
@@ -74,7 +74,7 @@ namespace mbts.spark
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
                  {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }                  
                  if (p.tick_offset_on_deploy.force_override) 
                  {
@@ -131,7 +131,7 @@ namespace mbts.spark
            get 
            {
               if (_child_order_choices == null) 
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -177,7 +177,7 @@ namespace mbts.spark
         void _select_child_order() 
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -14,15 +14,15 @@ using static bts.api.orderman.CustomOrderDefinition;
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      class InlineTimeBoxOrderProperties {
-         public InlineTimeBoxOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) {
+         public InlineTimeBoxOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
            start = new InlineUserProperty<DateTime>(DateTime.Now, true);
            stop = new InlineUserProperty<DateTime>(DateTime.Now.AddMinutes(5), true);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
         public readonly InlineUserProperty<DateTime> start, stop;
      }

@@ -30,8 +30,8 @@ namespace mbts.spark {
         const double _start_immediately_delay_ms = 500;
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineTimeBoxOrderProperties _inline_props;
         TimeTextTuple _absolute_start = TimeTextTuple.FromDateTime(DateTime.Now.AddMinutes(5)), _absolute_stop = TimeTextTuple.FromDateTime(DateTime.Now.AddMinutes(10));
         TimeSpan? _relative_start = TimeSpan.FromMinutes(5), _relative_stop = TimeSpan.FromMinutes(5);
@@ -40,14 +40,14 @@ namespace mbts.spark {
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         public TimeBoxOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public TimeBoxOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTimeBoxOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+            new InlineTimeBoxOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }

         public TimeBoxOrderVM(OrdersModel model,
            IObservable<SecurityMD> security_md_source,
-            IObservable<InlineTimeBoxOrderProperties> inline_properties)
-            : base(model) {
+            IObservable<InlineTimeBoxOrderProperties> inline_properties, string id, string display_name)
+            : base(model, id, display_name) {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
               security_md_source.OnDispatcher()
@@ -58,7 +58,7 @@ namespace mbts.spark {
                     _order_types.SetItems(p.child_order_types.value);
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (p.start.force_override) {
                     absolute_start = TimeTextTuple.FromDateTime(p.start.value);
@@ -94,7 +94,7 @@ namespace mbts.spark {
         public ICollection<IOrderTypeVM> child_order_types {
            get {
               if (_child_order_choices == null) {
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               }
               return _child_order_choices;
            }
@@ -173,7 +173,7 @@ namespace mbts.spark {

         void _select_child_order() {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -17,17 +17,17 @@ namespace mbts.spark
   {
      class InlineTopOrderProperties
      {
-         public InlineTopOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
+         public InlineTopOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
         {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

            var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Contains(hedgetype))
+            if(!child_order_types.Any(ct => ct.key.type == hedgetype))
               hedgetype = CustomOneofCase.Limit;
-            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);

            watch_level_tick_offset = new InlineUserProperty<uint>(0, false);
            top_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
@@ -35,10 +35,10 @@ namespace mbts.spark
            enable_hedge = new InlineUserProperty<bool>(false, false);
            hedge_ticks = new InlineUserProperty<int>(1, false);
         }
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
-         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;


         public readonly InlineUserProperty<uint> watch_level_tick_offset;
@@ -53,13 +53,13 @@ namespace mbts.spark
      {
         readonly IObservable<SecurityMD> _security_md_source;
         SecurityImmutable? _security;
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineTopOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
         IOrderTypeVM _hedge_order;
         IDisposable _hedge_order_errors_sub;

@@ -77,13 +77,13 @@ namespace mbts.spark
         }
         public int hedge_ticks { get; set; } = 1;

-         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTopOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
+            new InlineTopOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
         { }

         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineTopOrderProperties> inline_properties) : base(model)
+                            IObservable<InlineTopOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
         {
            _security_md_source = security_md_source;
            _dispose = Disposable.Create(
@@ -98,11 +98,11 @@ namespace mbts.spark
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
                  {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
                  {
-                     _select_hedge_order(p.selected_hedge_order_type.value);
+                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
                  }
                  if (p.watch_level_tick_offset.force_override)
                  {
@@ -157,7 +157,7 @@ namespace mbts.spark
            get
            {
               if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -167,7 +167,7 @@ namespace mbts.spark
            get
            {
               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _hedge_order_choices;
            }
         }
@@ -241,7 +241,7 @@ namespace mbts.spark
         void _select_child_order()
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -257,7 +257,7 @@ namespace mbts.spark
         void _select_hedge_order()
         {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value :
+               _inline_props.selected_hedge_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_hedge_order(ot);
         }
@@ -14,8 +14,8 @@ using static bts.api.orderman.CustomOrderDefinition;
 namespace mbts.spark {
   static partial class OrderTypeVMFactory {
      class InlineTriggerOrderProperties {
-         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
         public readonly InlineUserProperty<TriggerPriceType> trigger_price_type;
         public readonly InlineUserProperty<TriggerPayupPrice.Types.TriggerPayupPriceType> payup_price_type;
         public readonly InlineUserProperty<double> fixed_price;
@@ -23,10 +23,10 @@ namespace mbts.spark {
         public readonly InlineUserProperty<bool> use_fixed_price, is_priceout_checked, is_timeout_checked;
         public readonly InlineUserProperty<int> timeout_secs;

-         public InlineTriggerOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) {
+         public InlineTriggerOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) {
            ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
            trigger_price_type = new InlineUserProperty<TriggerPriceType>(TriggerPriceType.Bid, false);
            payup_price_type = new InlineUserProperty<TriggerPayupPrice.Types.TriggerPayupPriceType>();
            use_fixed_price = new InlineUserProperty<bool>(false);
@@ -47,19 +47,20 @@ namespace mbts.spark {
         readonly UserProperty<bool> _use_fixed_price, _is_timeout_checked, _is_priceout_checked;
         SecurityMD? _security_md;
         SecurityImmutable? _security => _security_md.security();
-         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
         InlineTriggerOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;
         ulong _bbo_ref = 0, _last_trade_ref = 0;
         double _best_bid = double.NaN, _best_ask = double.NaN, _last_trade_price = double.NaN;

-         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
            : this(model, security_md_source, security_md_source.Select(smd =>
-              new InlineTriggerOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
+              new InlineTriggerOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }

-         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineTriggerOrderProperties> inline_properties) : base(model) {
+         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineTriggerOrderProperties> inline_properties, string id, string display_name)
+            : base(model, id, display_name) {
            _trigger_price_type = create_user_prop(nameof(trigger_price_type), TriggerPriceType.Bid);
            _use_fixed_price = create_user_prop(nameof(use_fixed_price), true);
            _fixed_price = create_user_prop(nameof(fixed_price), double.NaN);
@@ -88,7 +89,7 @@ namespace mbts.spark {
                     _order_types.SetItems(p.child_order_types.value);
                  }
                  if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) {
-                     _select_child_order(p.selected_child_order_type.value);
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  // trigger price
                  _trigger_price_type.on_inline_prop(p.trigger_price_type);
@@ -135,7 +136,7 @@ namespace mbts.spark {
         public ICollection<IOrderTypeVM> child_order_types {
            get {
               if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
               return _child_order_choices;
            }
         }
@@ -210,13 +211,13 @@ namespace mbts.spark {
               _security_md.Value.md.get_bbo(ref _bbo_ref, out co2.NativePriceSize bid, out co2.NativePriceSize ask);
               _best_bid = bid.price;
               _best_ask = ask.price;
-               _security_md.Value.md.get_last_trade(ref _last_trade_ref, out co2.NativePriceSize ps, out DateTime ts, out ulong v);
+               _security_md.Value.md.get_last_trade(ref _last_trade_ref, out co2.NativePriceSize ps, out ulong v);
            }
         }

         void _select_child_order() {
            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value :
+               _inline_props.selected_child_order_type.value.key.type :
               model.factory.default_order_type(_security.Value, true);
            _select_child_order(ot);
         }
@@ -0,0 +1,99 @@
+using bts;
+using bts.utils;
+using mbts.collections;
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+using System.Threading;
+using System.Threading.Tasks;
+using System.Windows.Threading;
+
+namespace mbts.spark {
+   interface IPrepareUpdateForDispatcher {
+      IDisposable prepare_update();
+   }
+
+   class DispatcherUpdateMaster : IDisposable {
+      readonly string _name;
+      readonly DispatcherPriority _invocation_priority;
+      SetMap<Dispatcher, IPrepareUpdateForDispatcher> _vms;
+      int _state = States.ReadyForUpdate;
+      IDisposable _dispose;
+
+      public DispatcherUpdateMaster(string name)
+         : this(name, WorkLoop.default_interval, WorkLoop.default_priority) { }
+
+      public DispatcherUpdateMaster(string name, TimeSpan period, DispatcherPriority invocation_priority) {
+         _name = name;
+         _vms = new SetMap<Dispatcher, IPrepareUpdateForDispatcher>(EqualityComparer.Create<Dispatcher, int>(d => d.Thread.ManagedThreadId));
+         _dispose = ThreadPoolScheduler.Instance.SchedulePeriodic(period, _update_async);
+         _invocation_priority = invocation_priority;
+      }
+
+      public IDisposable attach(IPrepareUpdateForDispatcher vm, Dispatcher dispatcher) {
+         var clone = _vms.clone();
+         clone.add(dispatcher, vm);
+         _vms = clone;
+         return Disposable.Create(() => _detach(vm, dispatcher));
+      }
+
+      public void Dispose() {
+         Thread.VolatileWrite(ref _state, States.Disposed);
+         Disposable.dispose(ref _dispose);
+      }
+
+      void _detach(IPrepareUpdateForDispatcher preper, Dispatcher dispatcher) {
+         var clone = _vms.clone();
+         clone.remove(dispatcher, preper);
+         _vms = clone;
+      }
+
+      async void _update_async() {
+         if (Interlocked.CompareExchange(ref _state, States.UpdateInProgress, States.ReadyForUpdate) != States.ReadyForUpdate) {
+            return;
+         }
+         var temp = _vms;
+         try {
+            ConcurrentBag<(Dispatcher dispatcher, ConcurrentBag<IDisposable> update)> update_jobs =
+               new ConcurrentBag<(Dispatcher dispatcher, ConcurrentBag<IDisposable> update_jobs)>();
+            await Task.Run(() => {
+               Parallel.ForEach(temp, dispatcher_group => {
+                  ConcurrentBag<IDisposable> update = new ConcurrentBag<IDisposable>();
+                  Parallel.ForEach(dispatcher_group, vm => {
+                     // need to check for null, that indicates an empty update (rather than an actual empty enumerable)
+                     var ujs = vm.prepare_update();
+                     if (ujs != null)
+                        update.Add(ujs);
+                  });
+                  if (update.Count > 0)
+                     update_jobs.Add((dispatcher_group.Key, update));
+               });
+            });
+            await Task.WhenAll(update_jobs.Select(_update_dispatcher_group_async));
+         } catch (Exception ex) {
+            Log.Ui.error($"{_name} error during parallel update: {ex}");
+         } finally {
+            // signal that the update is complete, and we are ready for another
+            Interlocked.CompareExchange(ref _state, States.ReadyForUpdate, States.UpdateInProgress);
+         }
+      }
+
+      async Task _update_dispatcher_group_async((Dispatcher dispatcher, ConcurrentBag<IDisposable> update_jobs) t) =>
+         await t.dispatcher.InvokeAsync(() => t.update_jobs.DisposeAll(), _invocation_priority);
+
+      static class States {
+         public const int
+            ReadyForUpdate = 0,
+            UpdateInProgress = 1,
+            Disposed = 2;
+      }
+   }
+
+   static class DispatcherUpdateMasterExtensions {
+      public static IDisposable attach(this DispatcherUpdateMaster dum, IPrepareUpdateForDispatcher preparer) =>
+         dum.attach(preparer, Dispatcher.CurrentDispatcher);
+   }
+}
@@ -1,156 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using bts;
-using bts.api;
-
-namespace mbts.ui.utility
-{
-   class ExpirationFormatter
-   {
-      private static class DateFormatter
-      {
-         private static string[] month_codes = new string[] { "F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z" };
-         private static string[] month_three_letters = new string[] { "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec" };
-
-         public static string format_condensed(DateTime date, bool use_month_code, bool show_year)
-         {
-            return String.Format("{0}{1}{2}", date.Day, month_codes[date.Month - 1], show_year ? (date.Year - 2000).ToString() : String.Empty);
-         }
-
-         public static string format(DateTime date, bool use_month_code, bool show_day) {
-            string month_text = use_month_code ? "{0}{1:00}".fmt(month_codes[date.Month - 1], date.Year - 2000) : "{0} {1:00}".fmt(month_three_letters[date.Month - 1], date.Year - 2000);
-            return show_day ? "{0} {1}".fmt(date.Day, month_text) : month_text;
-         }
-
-         public static string format_standard(DateTime date) { return "{0} {1} {2:00}".fmt(date.Day, month_three_letters[date.Month - 1], date.Year - 2000); }
-         public static string format_coded(DateTime date) { return "{0} {1}{2:00}".fmt(date.Day, month_codes[date.Month - 1], date.Year - 2000); }
-         public static string format_coded_hide_day(DateTime date) { return "{0}{1}".fmt(month_codes[date.Month - 1], date.Year - 2000); }
-         
-         public static DateTime parse_standard(string date_text) {
-            string[] split = date_text.Split(new char[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
-            int year = 0;
-            int month = Array.IndexOf(month_three_letters, split[1]) + 1;
-            int day = 0;
-            int.TryParse(split[2], out year);
-            int.TryParse(split[0], out day);
-            return new DateTime(year + 2000, month, day);
-         }
-
-         public static DateTime parse_coded(string date_text) {
-            string[] split = date_text.Split(new char[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
-            string year_text = split[1].Substring(1);
-            string month_text = split[1].Substring(0, 1);
-            string day_text = split[0];
-            int month = Array.IndexOf(month_codes, month_text) + 1;
-            int day, year;
-            int.TryParse(year_text, out year);
-            int.TryParse(day_text, out day);
-            return new DateTime(year + 2000, month, day);
-         }
-
-         public static DateTime parse_coded_hide_day(string date_text) {
-            string year_text = date_text.Substring(1);
-            string month_text = date_text.Substring(0, 1);
-            int month = Array.IndexOf(month_codes, month_text) + 1;
-            int year;
-            int.TryParse(year_text, out year);
-            return new DateTime(year + 2000, month, 0);
-         }
-      }
-
-      private static IDictionary<SecurityType, IDictionary<string, bts.config.ExpirationDisplayOffsetEntry>> _offset_map;
-
-      static ExpirationFormatter()
-      {
-         try
-         {
-            _offset_map = new Dictionary<SecurityType, IDictionary<string, bts.config.ExpirationDisplayOffsetEntry>>();
-            _offset_map[SecurityType.Option] = new Dictionary<string, bts.config.ExpirationDisplayOffsetEntry>();
-            _offset_map[SecurityType.Future] = new Dictionary<string, bts.config.ExpirationDisplayOffsetEntry>();
-
-            bts.config.ExpirationDisplayOffset offset_list = mbts.config.Configuration.get<bts.config.ExpirationDisplayOffset>();
-            foreach (bts.config.ExpirationDisplayOffsetEntry e in offset_list.entries)
-            {
-               string security_name = e.security_name;
-               string security_type_text = e.security_type;
-               SecurityType security_type = SecurityType.Unset;
-               Enum.TryParse<SecurityType>(security_type_text, true, out security_type);
-               if (security_type == SecurityType.Option || security_type == SecurityType.Future)
-                  _offset_map[security_type][security_name] = e;
-            }
-         }
-         catch (Exception ex)
-         {
-            Log.Ui.error(String.Format("Exception message = {0}", ex.Message));
-         }
-      }
-
-      private static bts.config.ExpirationDisplayOffsetEntry _get_offset_entry(SecurityType security_type, string security_name)
-      {
-         bts.config.ExpirationDisplayOffsetEntry rv = null;
-         IDictionary<string, bts.config.ExpirationDisplayOffsetEntry> this_security_type_map = null;
-         if (_offset_map.TryGetValue(security_type, out this_security_type_map))
-            if (this_security_type_map.TryGetValue(security_name, out rv))
-               return rv;
-         return rv;
-      }
-
-      public static DateTime convert_real_to_mapped(SecurityType security_type, string security_name, DateTime security_expiration)
-      {
-         bts.config.ExpirationDisplayOffsetEntry offset_entry = _get_offset_entry(security_type, security_name);
-         DateTime rv = security_expiration;
-         if (offset_entry != null)
-         {
-            if (offset_entry.addition_type == bts.config.ExpirationOffsetType.type.Month)
-               rv = security_expiration.AddMonths(offset_entry.addition_count);
-            else if (offset_entry.addition_type == bts.config.ExpirationOffsetType.type.MonthMoveToStart)
-            {
-               rv = security_expiration.AddMonths(offset_entry.addition_count);
-               rv = new DateTime(rv.Year, rv.Month, 1);
-            }
-         }
-         return rv;
-      }
-
-      public static string format_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration) {
-         return format_expiration_standard(security_type, security_name, security_expiration, map_expiration, false);
-      }
-
-      public static string format_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool use_month_code) {
-         return format_expiration_standard(security_type, security_name, security_expiration, map_expiration, use_month_code, true);
-      }
-
-      public static string format_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool use_month_code, bool show_day) {
-         DateTime mapped_expiration = map_expiration ? convert_real_to_mapped(security_type, security_name, security_expiration) : security_expiration;
-         return DateFormatter.format(mapped_expiration, use_month_code, show_day);
-      }
-
-      public static string format_symbol_expiration_standard (SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration) {
-         return format_symbol_expiration_standard(security_type, security_name, security_expiration, map_expiration, false, false, true);
-      }
-
-      public static string format_symbol_expiration_standard (SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool show_security_type) {
-         return format_symbol_expiration_standard(security_type, security_name, security_expiration, map_expiration, show_security_type, false, true);
-      }
-
-      public static string format_symbol_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool show_security_type, bool use_month_code) {
-         return format_symbol_expiration_standard(security_type, security_name, security_expiration, map_expiration, show_security_type, use_month_code, true);
-      }
-
-      public static string format_symbol_expiration_standard (SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool show_security_type, bool use_month_code, bool show_day) {
-         string exp_text = format_expiration_standard(security_type, security_name, security_expiration, map_expiration, use_month_code, show_day);
-         return !show_security_type ? String.Format("{0} {1}", security_name, exp_text) : String.Format("{0} {1} {2}", security_type.ToString().ToUpper(), security_name, exp_text);
-      }
-
-      public static string format_option_expiration_condensed(string option_name, DateTime option_expiration, bool map_expiration, bool show_symbol_name, bool show_year)
-      {
-         DateTime mapped_expiration = map_expiration ? convert_real_to_mapped(SecurityType.Option, option_name, option_expiration) : option_expiration;
-         return String.Format("{0}{1}", show_symbol_name ? option_name : String.Empty, DateFormatter.format_condensed(mapped_expiration, true, show_year));
-      }
-
-      public static DateTime parse_standard_formatted_expiration(SecurityType security_type, string security_name, string security_expiration) { return DateFormatter.parse_standard(security_expiration); }
-   }
-}
@@ -156,15 +156,13 @@ namespace mbts.ui.shell
         public string name => _propname;

         public void set(T value) {
-            if (!Equals(value, _value)) {
-               Changing?.Invoke(_value, value);
-               var old = _value;
-               _value = value;
-               Changed?.Invoke(old, value);
-               _owner.RaisePropertyChanged(_propname);
-            }
+            if (!Equals(value, _value))
+               _apply_new_value(value);
         }

+         public IDisposable set_as_job(T value) =>
+            Equals(value, _value) ? null : Disposable.Create(() => _apply_new_value(value));
+
         public IDisposable Subscribe(IObserver<(T oldval, T newval)> observer) {
            Changed += pch;
            return Disposable.Create(() => Changed -= pch);
@@ -182,6 +180,14 @@ namespace mbts.ui.shell
            get { return _value; }
            set { set(value); }
         }
+
+         void _apply_new_value(T new_value) {
+            Changing?.Invoke(_value, new_value);
+            var old = _value;
+            _value = new_value;
+            Changed?.Invoke(old, new_value);
+            _owner.RaisePropertyChanged(_propname);
+         }
      }

 		protected class DelegateProperty<T> : Property<T> {
@@ -529,7 +535,7 @@ namespace mbts.ui.shell
      /// <para/>If the user has not selected an item, but the current items do not contain the desired item, it will re-evaluate whether or not to select the item when new items arrive.
      /// </summary>
      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, IReadOnlyList<PropertyValidation<T>> validation_steps) =>
-         backing(name, items, desired_item, select_default, null, validation_steps);
+         backing(name, items, desired_item, select_default, EqualityComparer<T>.Default, validation_steps);

      /// <summary>
      /// Returns a SelectorProperty&lt;T&gt; that observes an items source, and a desired item.  When either observable ticks, it determines whether or not to assign the selected_item property.
@@ -541,8 +547,8 @@ namespace mbts.ui.shell
      /// <param name="desired_item">The observable sequence of a desired item.</param>
      /// <param name="select_default">The fallback function to select an item by default.</param>
      /// <param name="items_match">The item-matching function used to preserve a selected item when new items arrive.</param>
-      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, Func<T, T, bool> items_match) =>
-         backing(name, items, desired_item, select_default, items_match, new List<PropertyValidation<T>>(0));
+      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, IEqualityComparer<T> comparer) =>
+         backing(name, items, desired_item, select_default, comparer, new List<PropertyValidation<T>>(0));

      /// <summary>
      /// Returns a SelectorProperty&lt;T&gt; that observes an items source, and a desired item.  When either observable ticks, it determines whether or not to assign the selected_item property.
@@ -555,14 +561,24 @@ namespace mbts.ui.shell
      /// <param name="select_default">The fallback function to select an item by default.</param>
      /// <param name="items_match">The item-matching function used to preserve a selected item when new items arrive.</param>
      /// <param name="validation_steps">The validation steps to take when selected_item changes.</param>
-      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, Func<T, T, bool> items_match, IReadOnlyList<PropertyValidation<T>> validation_steps) {
-         if (_observable_properties == null) _observable_properties = new List<IDisposable>();
-         var prop = new SelectorProperty<T>(this, name, select_default, items_match, validation_steps);
-         _observable_properties.Add(items.OnDispatcher().Subscribe(prop));
-         _observable_properties.Add(desired_item.OnDispatcher().Subscribe(prop));
+      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, IEqualityComparer<T> comparer, IReadOnlyList<PropertyValidation<T>> validation_steps) {
+         var prop = new SelectorProperty<T>(this, name, select_default, comparer, validation_steps);
+         attach(prop, items, desired_item);
         return prop;
      }

+      protected SelectorProperty<T, V> backing<T, V>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T, V> item_to_value, Func<V> select_default, IEqualityComparer<V> comparer, IReadOnlyList<PropertyValidation<V>> validation_steps) {
+         var prop = new SelectorProperty<T, V>(this, name, item_to_value, select_default, comparer, validation_steps);
+         attach(prop, items, desired_item);
+         return prop;
+      }
+
+      protected void attach<T, V>(SelectorProperty<T, V> selector_property, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item) {
+         if (_observable_properties == null) _observable_properties = new List<IDisposable>();
+         _observable_properties.Add(items.OnDispatcher().Subscribe(selector_property));
+         _observable_properties.Add(desired_item.OnDispatcher().Subscribe(selector_property));
+      }
+
      protected void set_dispose(IDisposable disposable) {
         if (_dispose != null) throw new InvalidOperationException("Cannot set disposable twice");
         _dispose = disposable;
@@ -579,37 +595,44 @@ namespace mbts.ui.shell
         OnDisposed?.Invoke(true);
      }

+      protected class SelectorProperty<T> : SelectorProperty<T, T> {
+         public SelectorProperty(DisposableViewModelBase owner, string prop_name, Func<T> select_default, IEqualityComparer<T> comparer, IReadOnlyList<PropertyValidation<T>> validation_steps)
+            : base(owner, prop_name, i => i, select_default, comparer, validation_steps) { }
+      }
+
      /// <summary>
      /// Designed to observe an items source, and a [settings-driven] desired item.  When a new desired item is observed, it will evaluate it's current state and determine if it should be assigned to the selected_item.
      /// <para/>Notes: If the user has selected an item (ie the selected_item has been assigned through the public setter), the desired item will be ignored unless force_override is true.
      /// <para/>If the user has not selected an item, but the current items do not contain the desired item, it will re-evaluate whether or not to select the item when new items arrive.
      /// </summary>
-      protected class SelectorProperty<T> : IObserver<InlineUserProperty<T>>, IObserver<IEnumerable<T>>, IObservable<(T oldval, T newval)> {
+      protected class SelectorProperty<TItem, TValue> : IObserver<InlineUserProperty<TItem>>, IObserver<IEnumerable<TItem>>, IObservable<(TValue oldval, TValue newval)> {
         readonly DisposableViewModelBase _owner;
         readonly string _prop_name;
-         readonly IReadOnlyList<PropertyValidation<T>> _validation_steps;
-         readonly ObservableCollection<T> _items = new ObservableCollection<T>();
-         readonly Func<T> _select_default;
-         readonly Func<T, T, bool> _items_match; // used to maintain selected_item through an items-change
-         T _selected_item;
-         InlineUserProperty<T> _desired_item;
+         readonly IReadOnlyList<PropertyValidation<TValue>> _validation_steps;
+         readonly ObservableCollection<TItem> _items = new ObservableCollection<TItem>();
+         readonly Func<TValue> _select_default;
+         readonly IEqualityComparer<TValue> _value_comparer;
+         readonly Func<TItem, TValue> _item_to_value;
+         TValue _selected_item;
+         InlineUserProperty<TItem> _desired_item = new InlineUserProperty<TItem>();
         bool _is_user_selected_item;

-         public SelectorProperty(DisposableViewModelBase owner, string prop_name, Func<T> select_default, Func<T, T, bool> items_match, IReadOnlyList<PropertyValidation<T>> validation_steps) {
+         public SelectorProperty(DisposableViewModelBase owner, string prop_name, Func<TItem, TValue> item_to_value, Func<TValue> select_default, IEqualityComparer<TValue> value_comparer, IReadOnlyList<PropertyValidation<TValue>> validation_steps) {
            _owner = owner;
            _prop_name = prop_name;
+            _item_to_value = item_to_value;
            _select_default = select_default;
-            _items_match = items_match;
+            _value_comparer = value_comparer ?? EqualityComparer<TValue>.Default;
            _validation_steps = validation_steps;
-            items = new ReadOnlyObservableCollection<T>(_items);
+            items = new ReadOnlyObservableCollection<TItem>(_items);
         }

-         public event PropertyChange<T> Changing;
-         public event PropertyChange<T> Changed;
+         public event PropertyChange<TValue> Changing;
+         public event PropertyChange<TValue> Changed;

-         public ReadOnlyObservableCollection<T> items { get; }
+         public ReadOnlyObservableCollection<TItem> items { get; }

-         public T selected_item {
+         public TValue selected_item {
            get => _selected_item;
            set {
               _is_user_selected_item = true;
@@ -617,31 +640,31 @@ namespace mbts.ui.shell
            }
         }

-         public IDisposable Subscribe(IObserver<(T oldval, T newval)> observer) {
+         public IDisposable Subscribe(IObserver<(TValue oldval, TValue newval)> observer) {
            Changed += pch;
            return Disposable.Create(() => Changed -= pch);
-            void pch(T o, T n) => observer.OnNext((o, n));
+            void pch(TValue o, TValue n) => observer.OnNext((o, n));
         }

-         public IObservable<T> observe_current(bool start_now = false) {
+         public IObservable<TValue> observe_current(bool start_now = false) {
            var source = this.Select(vals => vals.newval);
            if (start_now)
-               source = source.StartWith(_selected_item);
+               source = source.StartWith(selected_item);
            return source;
         }

-         void IObserver<InlineUserProperty<T>>.OnNext(InlineUserProperty<T> iup) {
+         void IObserver<InlineUserProperty<TItem>>.OnNext(InlineUserProperty<TItem> iup) {
            _desired_item = iup;
            _try_auto_select();
         }
-         void IObserver<InlineUserProperty<T>>.OnError(Exception error) { }
-         void IObserver<InlineUserProperty<T>>.OnCompleted() { }
+         void IObserver<InlineUserProperty<TItem>>.OnError(Exception error) { }
+         void IObserver<InlineUserProperty<TItem>>.OnCompleted() { }

-         void IObserver<IEnumerable<T>>.OnNext(IEnumerable<T> value) {
-            if (_items_match != null && _is_user_selected_item) {
+         void IObserver<IEnumerable<TItem>>.OnNext(IEnumerable<TItem> value) {
+            if (_is_user_selected_item) {
               var curr_selected_item = selected_item;
               _items.sync_with(value);
-               if (_try_match_item(curr_selected_item, out T match))
+               if (_try_match_item(curr_selected_item, out TValue match))
                  selected_item = match;
               else {
                  _is_user_selected_item = false;
@@ -649,18 +672,13 @@ namespace mbts.ui.shell
               }
            } else {
               _items.sync_with(value);
-               if (_is_user_selected_item) {
-                  _is_user_selected_item = _items.Contains(_selected_item);
-               }
-               if (!_is_user_selected_item) {
-                  _try_auto_select();
-               }
+               _try_auto_select();
            }
         }
-         void IObserver<IEnumerable<T>>.OnError(Exception error) { }
-         void IObserver<IEnumerable<T>>.OnCompleted() { }
+         void IObserver<IEnumerable<TItem>>.OnError(Exception error) { }
+         void IObserver<IEnumerable<TItem>>.OnCompleted() { }

-         void _run_validation(T val) {
+         void _run_validation(TValue val) {
            var invalid_steps = _validation_steps.Select(v => v.validate(val)).Where(r => !r.valid);
            if (invalid_steps.Count() > 0) {
               var error_msg = string.Join("\n", invalid_steps.Where(r => !string.IsNullOrEmpty(r.msg)).Select(r => r.msg));
@@ -670,15 +688,15 @@ namespace mbts.ui.shell

         void _try_auto_select() {
            if (_is_user_selected_item) {
-               if (desired_item_valid() && _desired_item.force_override && _try_match_item(_desired_item.value, out T match)) {
+               if (desired_item_valid() && _desired_item.force_override && _try_match_item(_desired_item.value, out TValue match)) {
                  _set_selected_item(match);
                  return;
               }
-            } else if (desired_item_valid() && _try_match_item(_desired_item.value, out T match)) {
+            } else if (desired_item_valid() && _try_match_item(_desired_item.value, out TValue match)) {
               _set_selected_item(match);
               return;
            }
-            if (_try_match_item(_select_default(), out T default_match))
+            if (_try_match_item(_select_default(), out TValue default_match))
               _set_selected_item(default_match);
            else {
               // the _set_selected_item has never been entered, so validation has never ran, force it here
@@ -688,8 +706,8 @@ namespace mbts.ui.shell
            bool desired_item_valid() => (_desired_item?.has_value).GetValueOrDefault();
         }

-         void _set_selected_item(T value) {
-            if (!Equals(value, _selected_item)) {
+         void _set_selected_item(TValue value) {
+            if (!_value_comparer.Equals(value, _selected_item)) {
               Changing?.Invoke(_selected_item, value);
               var old = _selected_item;
               _selected_item = value;
@@ -699,10 +717,20 @@ namespace mbts.ui.shell
            }
         }

-         bool _try_match_item(T item, out T match) =>
-            _items_match != null ?
-               _items.TryGetFirst(i => _items_match(i, item), out match) :
-               _items.TryGetFirst(i => i.Equals(item), out match);
+         bool _try_match_item(TValue value, out TValue match) {
+            foreach (TItem item in _items) {
+               TValue v = _item_to_value(item);
+               if (_value_comparer.Equals(v, value)) {
+                  match = v;
+                  return true;
+               }
+            }
+            match = default;
+            return false;
+         }
+
+         bool _try_match_item(TItem item, out TValue match) =>
+            _try_match_item(_item_to_value(item), out match);
      }

      public event Action<bool> OnDisposed;
@@ -15,7 +15,7 @@ namespace mbts.spark {
         value = initial_value;
      }

-      event Action<(T oldval, T newval)> _value_set;
+      public event Action<(T oldval, T newval)> value_set;

      public T value { get; private set; }
      public string text => _text ?? (_text = _format(value));
@@ -27,14 +27,22 @@ namespace mbts.spark {
         }
      }

+      public IDisposable on_next_distinct_as_job(T value, ref bool dirty) {
+         if (!value.Equals(this.value)) {
+            dirty = true;
+            return Disposable.Create(() => OnNext(value));
+         }
+         return null;
+      }
+
      public void OnCompleted() { }
      public void OnError(Exception error) { }
      public void OnNext(T value) {
-         if (_value_set != null) {
+         if (value_set != null) {
            T prev = this.value;
            this.value = value;
            _text = null;
-            _value_set.Invoke((prev, value));
+            value_set.Invoke((prev, value));
         } else {
            this.value = value;
            _text = null;
@@ -42,7 +50,7 @@ namespace mbts.spark {
      }

      public IDisposable Subscribe(IObserver<(T oldval, T newval)> observer) =>
-         Observable.FromEvent<Action<(T oldval, T newval)>, (T oldval, T newval)>(cb => _value_set += cb, cb => _value_set -= cb)
+         Observable.FromEvent<Action<(T oldval, T newval)>, (T oldval, T newval)>(cb => value_set += cb, cb => value_set -= cb)
         .Subscribe(observer);
   }
 }
@@ -47,7 +47,7 @@
              </ComboBox.GroupStyle>
              <ComboBox.ItemTemplate>
                <DataTemplate>
-                  <usp:OrderTypeItem OrderType="{Binding order_type}" Metadata="{Binding meta}"/>
+                  <usp:OrderTypeItem OrderType="{Binding order_type}" DisplayName="{Binding display_name}" Metadata="{Binding meta}"/>
                </DataTemplate>
              </ComboBox.ItemTemplate>
            </ComboBox>
@@ -33,7 +33,7 @@
                Width="15"
                Height="10"
              />
-              <TextBlock
+              <TextBlock x:Name="text"
                HorizontalAlignment="Left"
                VerticalAlignment="Center"
                Margin="20,0,0,0"
@@ -3,23 +3,49 @@ using bts.spark;
 using System.Windows;
 using System.Windows.Controls;

-namespace mbts.ui.spark
-{
+namespace mbts.ui.spark {
   /// <summary>
   /// Interaction logic for OrderTypeItem.xaml
   /// </summary>
-   public partial class OrderTypeItem : Control
-   {
-      static OrderTypeItem() {
+   partial class OrderTypeItem : Control {
+      static OrderTypeItem() =>
         DefaultStyleKeyProperty.OverrideMetadata(typeof(OrderTypeItem), new FrameworkPropertyMetadata(typeof(OrderTypeItem)));
-      }

      public static readonly DependencyProperty OrderTypeProperty = DependencyProperty.Register(nameof(OrderType), typeof(CustomOrderDefinition.CustomOneofCase), typeof(OrderTypeItem),
         new PropertyMetadata(CustomOrderDefinition.CustomOneofCase.None));
      public CustomOrderDefinition.CustomOneofCase OrderType { get => (CustomOrderDefinition.CustomOneofCase)GetValue(OrderTypeProperty); set => SetValue(OrderTypeProperty, value); }

+      public static readonly DependencyProperty DisplayNameProperty =
+         WPFHelper.create_dp<string, OrderTypeItem>(nameof(DisplayName), (o, v) => {
+            o._display_name = v;
+            o._update_text();
+         });
+
+      public string DisplayName {
+         get => GetValue(DisplayNameProperty) as string;
+         set => SetValue(DisplayNameProperty, value);
+      }
+
      public static readonly DependencyProperty MetadataProperty = DependencyProperty.Register(nameof(Metadata), typeof(OrderMetadata), typeof(OrderTypeItem),
         new PropertyMetadata(new OrderMetadata { Color = 0, KeyBinding = string.Empty }));
      public OrderMetadata Metadata { get => GetValue(MetadataProperty) as OrderMetadata; set => SetValue(MetadataProperty, value); }
+
+      string _display_name;
+      TextBlock _text;
+
+      public override void OnApplyTemplate() {
+         this.try_get_template_child("text", out _text);
+         _update_text();
+      }
+
+      void _update_text() {
+         if (_text != null) {
+            if (string.IsNullOrEmpty(_display_name)) {
+               _text.ClearValue(TextBlock.TextProperty);
+            } else {
+               _text.SetCurrentValue(TextBlock.TextProperty, _display_name);
+            }
+         }
+      }
   }
-}
+}
@@ -1,18 +0,0 @@
-using bts.api;
-using mbts.ui.utility;
-using System;
-using System.Windows.Data;
-
-namespace mbts.ui.converters
-{
-	public class SecurityTypeStringConverter : IValueConverter
-	{
-      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
-         return SecurityDisplay.format_security_type((SecurityType)value);
-      }
-
-      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
-         throw new NotImplementedException();
-      }
-   }
-}
@@ -1,32 +0,0 @@
-using bts.api;
-using System;
-using System.Windows;
-using System.Windows.Data;
-using System.Windows.Media;
-
-namespace mbts.ui.converters
-{
-   [ValueConversion(typeof(SecurityType), typeof(Brush))]
-   public class SecurityTypeForegroundConverter : IValueConverter
-   {
-      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
-         if (value is SecurityType) return _convert((SecurityType)value);
-         //else if (value is SecurityTuple) return _convert(((SecurityTuple)value).security_type);
-         //else if (value is SecurityExpiration) return _convert(((SecurityExpiration)value).security_type);
-         else return SystemColors.ControlTextBrush;
-      }
-
-      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
-         throw new NotImplementedException();
-      }
-
-      private Brush _convert(SecurityType type) {
-         switch (type) {
-            case SecurityType.Option: return (Brush)BTSColors.header_text;
-            case SecurityType.Future: return new SolidColorBrush(Colors.Gold);
-            case SecurityType.Spread: return new SolidColorBrush(Colors.SlateBlue);
-            default: return new SolidColorBrush(Colors.PaleGreen);
-         }
-      }
-   }
-}
@@ -26,8 +26,6 @@
  <cv:CellPathConverter x:Key="CellPathConverter" />
  <cv:CellKeyConverter x:Key="CellKeyConverter" />
  <cv:SecurityDisplayTextConverter x:Key="SecurityTextConverter"/>
-  <cv:SecurityTypeForegroundConverter x:Key="SecurityTypeForegroundConverter" />
-  <cv:SecurityTypeStringConverter x:Key="SecurityTypeStringConverter" />
  <cv:NumericSignBrushConverter x:Key="NumericSignBrushConverter" />
  <cv:TickDisplayTextConverter x:Key="TickTextConverter" />
  <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
@@ -386,7 +386,7 @@ namespace mbts.spark {
      void _tick() {
         if (_settings != null) {
            ulong unused = 0;
-            bool last_trade_changed = _vm.md.get_last_trade(ref unused, out _last_trade, out DateTime _, out ulong __);
+            bool last_trade_changed = _vm.md.get_last_trade(ref unused, out _last_trade, out ulong __);
            bool depth_changed = _vm.md.get_depth(ref _prices_updated, ref _bids, ref _asks);
            _mkt_break_lines.refresh();
            bool prices_changed =
@@ -78,7 +78,7 @@ namespace mbts.spark {
         _dispose = Disposable.Create(
            settings_command,
            order_properties_vm,
-            order_properties_vm.observe_account(true).Select(a => a.name).Subscribe(account_positions),
+            order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions),
            account_positions,
            size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
            bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
@@ -275,7 +275,7 @@ namespace mbts.spark {
            _open.set(md.open_price);
            _settlement.set(md.settlement_price);
            ulong unused = 0;
-            md.get_last_trade(ref unused, out NativePriceSize last, out DateTime time, out ulong volume);
+            md.get_last_trade(ref unused, out NativePriceSize last, out ulong volume);
            if (!double.IsNaN(last.price)) {
               _change.set(last.price - md.settlement_price);
            } else {
@@ -113,7 +113,7 @@ namespace mbts.spark {
         if (!sec_md.md.get_bbo(ref bbo_time, out NativePriceSize bid, out NativePriceSize ask)) return false;
         // last is only used in waterfall and last calculations, so if neither of those types are selected
         // we should not exit early if last is somehow not avaialble
-         if (!sec_md.md.get_last_trade(ref last_trade_time, out NativePriceSize last, out DateTime unused1, out ulong unused2) && pnl_request.HasFlag(pnl_calc_type.waterfall | pnl_calc_type.last)) return false;
+         if (!sec_md.md.get_last_trade(ref last_trade_time, out NativePriceSize last, out ulong unused2) && pnl_request.HasFlag(pnl_calc_type.waterfall | pnl_calc_type.last)) return false;

         if (pnl_request.HasFlag(pnl_calc_type.waterfall)) {
            // last price is available and withing range of available bid and ask
@@ -12,7 +12,7 @@ namespace mbts.spark.utilities
   internal interface ISecurityMDPump
   {
       IObservable<(double bid, uint bid_size, double ask, uint ask_size)> bbo { get; }
-       IObservable<(double last, uint last_size, DateTime time_stamp, ulong volume)> last_trade { get; }
+       IObservable<(double last, uint last_size, ulong volume)> last_trade { get; }
       IObservable<double> bid_price { get; }
       IObservable<uint> bid_size { get; }
       IObservable<double> ask_price { get; }
@@ -61,7 +61,6 @@ namespace mbts.spark.utilities
      private double _bid_price, _ask_price, _last_price;
      private uint _bid_size, _ask_size, _last_size;
      private ulong _volume;
-      private DateTime _last_time;

      private bool _refresh_bbo(MDConsumerHandle md) {
         if (md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
@@ -75,10 +74,9 @@ namespace mbts.spark.utilities
      }

      private bool _refresh_last(MDConsumerHandle md) {
-         if (md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
+         if (md.get_last_trade(ref _last_ref, out NativePriceSize ps, out ulong v)) {
            _last_price = ps.price;
            _last_size = ps.size;
-            _last_time = ts;
            _volume = v;
            return true;
         }
@@ -86,17 +84,16 @@ namespace mbts.spark.utilities
      }

      private (double, uint, double, uint) _select_bbo() { return (_bid_price, _bid_size, _ask_price, _ask_size); }
-      private (double, uint, DateTime, ulong) _select_last() { return (_last_price, _last_size, _last_time, _volume); }
+      private (double, uint, ulong) _select_last() { return (_last_price, _last_size, _volume); }

      public IObservable<(double bid, uint bid_size, double ask, uint ask_size)> bbo => _bbo_pump.Select(_ => _select_bbo()).StartWith(_select_bbo());
-      public IObservable<(double last, uint last_size, DateTime time_stamp, ulong volume)> last_trade => _last_pump.Select(_ => _select_last()).StartWith(_select_last());
+      public IObservable<(double last, uint last_size, ulong volume)> last_trade => _last_pump.Select(_ => _select_last()).StartWith(_select_last());
      public IObservable<double> bid_price => _bbo_pump.Select(_ => _bid_price).DistinctUntilChanged().StartWith(_bid_price);
      public IObservable<uint> bid_size => _bbo_pump.Select(_ => _bid_size).DistinctUntilChanged().StartWith(_bid_size);
      public IObservable<double> ask_price => _bbo_pump.Select(_ => _ask_price).DistinctUntilChanged().StartWith(_ask_price);
      public IObservable<uint> ask_size => _bbo_pump.Select(_ => _ask_size).DistinctUntilChanged().StartWith(_ask_size);
      public IObservable<double> last_price => _bbo_pump.Select(_ => _last_price).DistinctUntilChanged().StartWith(_last_price);
      public IObservable<uint> last_size => _bbo_pump.Select(_ => _last_size).DistinctUntilChanged().StartWith(_last_size);
-      public IObservable<DateTime> last_time => _last_pump.Select(_ => _last_time).DistinctUntilChanged().StartWith(_last_time);
      public IObservable<ulong> volume => _last_pump.Select(_ => _volume).DistinctUntilChanged().StartWith(_volume);
      public IObservable<double> session_low => _root_pump.Select(md => md.session_low).DistinctUntilChanged();
      public IObservable<double> session_high => _root_pump.Select(md => md.session_high).DistinctUntilChanged();
@@ -110,6 +110,29 @@ namespace mbts.spark.utilities {
         return defs;
      }

+      public Dictionary<OrderTemplateHeader, CustomOrderDefinitionImmutable> default_order_type_templates(SecurityImmutable security, bool is_child = false) {
+         const int name_ref_seed = 1;
+         // standard types
+         var defs = default_order_types(security, is_child)
+            .Except(new[] { CustomOrderDefinition.CustomOneofCase.Dynamic })
+            .ToDictionary(ot => new OrderTemplateHeader(new OrderTemplateKey(ot), OrderUtils.order_type_display_name(ot)), ot => new CustomOrderDefinitionImmutable(custom_order(ot)));
+         // TODO: replace with better naming scheme (right now, the order type ref count 'n' is appended to the order-type name)
+         var order_type_ref_count = defs.ToDictionary(kv => kv.Key, kv => name_ref_seed);
+         var dynamic_defs = new List<CustomOrderDefinitionImmutable>();
+         DynamicOrderHelper.add_dynamic_order_defs(dynamic_defs, ot => custom_order(ot));
+         foreach (var ddef in dynamic_defs) {
+            var header = new OrderTemplateHeader(new OrderTemplateKey(ddef.CustomCase, ddef.Dynamic.DynamicOrderType), ddef.Dynamic.DynamicOrderType );
+            // if (order_type_ref_count.TryGetValue(header, out int count)) {
+            //    order_type_ref_count[header]++;
+            //    header = new OrderTemplateHeader(new OrderTemplateKey(header.key.type, $"{header.key.name}{count}"), $"{header.display_name}{count}");
+            // } else {
+            //    order_type_ref_count[header] = name_ref_seed;
+            // }
+            defs.Add(header, ddef);
+         }
+         return defs;
+      }
+
      public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child=false) =>
         security.HasValue ? default_order_types(security.Value, is_child) : default_order_types();

@@ -212,7 +235,7 @@ namespace mbts.spark.utilities {

      public DynamicOrderDefinition dynamic_order() => new DynamicOrderDefinition
      {
-         Child = custom_order(),
+         //Child = custom_order(),
      };


@@ -7,8 +7,8 @@ using System.Windows.Threading;
 namespace mbts.spark {
   static class WorkLoop {
      public const double default_excessive_cycle_ratio = 1.2;
-      static readonly DispatcherPriority default_priority;
-      static readonly TimeSpan default_interval;
+      public static readonly TimeSpan default_interval;
+      public static readonly DispatcherPriority default_priority;

      static WorkLoop() {
         var timer_params = config.Configuration.get<bts.config.LadderKnobs>();
@@ -1,90 +0,0 @@
-using bts.api;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-namespace mbts.ui.utility
-{
-   public enum DateFormat { Standard, DayMonthAbvDiff2000, DayMonthCodeDiff2000 } 
-   static class SecurityDisplay
-   {
-      /// <summary>
-      /// Returns a shorthand string representation of a security type appropriate for UIs.
-      /// </summary>
-      public static string format_security_type(SecurityType type) {
-         switch (type) {
-            case SecurityType.Option: return "Opt";
-            case SecurityType.Future: return "Fut";
-            case SecurityType.Stock: return "Stk";
-            case SecurityType.Spread: return "Spd";
-            default: return type.ToString();
-         }
-      }
-
-      /// <summary>
-      /// Returns a concise string representation of a security expiration appropriate for UIs (e.g. es March 22, 2019: es 22 Mar 19).
-      /// </summary>
-      public static string format_expiration(SecurityType sec_type, string symbol, DateTime exp_date) { return format_expiration(sec_type, symbol, exp_date, false, true, true, DateFormat.DayMonthAbvDiff2000); }
-
-      /// <summary>
-      /// Returns a concise string representation of a security expiration (using symbol-mapped expiration dates, and single-letter month codes) appropriate for UIs (e.g. es March 22, 2019: [Opt] [es] 22 Mar 19).
-      /// </summary>
-      public static string format_expiration(SecurityType sec_type, string symbol, DateTime exp_date, bool show_type, bool show_symbol, bool use_mapped_exp) { return format_expiration(sec_type, symbol, exp_date, show_type, show_symbol, use_mapped_exp, DateFormat.Standard); }
-
-      /// <summary>
-      /// Returns a concise string representation of a security expiration (using symbol-mapped expiration dates, and single-letter month codes) appropriate for UIs (e.g. es March 22, 2019: [Opt] [es] 22 Mar 19, or [Opt] [es] 22 H19).
-      /// </summary>
-      public static string format_expiration(SecurityType sec_type, string symbol, DateTime exp_date, bool show_type, bool show_symbol, bool use_mapped_exp, DateFormat date_format) {
-         if (use_mapped_exp) exp_date = ExpirationFormatter.convert_real_to_mapped(sec_type, symbol, exp_date);
-         string result = format_date(exp_date);
-         if (show_symbol) result = (symbol + " " + result);
-         if (show_type) result = (format_security_type(sec_type) + " " + result);
-         return result;
-      }
-
-
-      /// <summary>
-      /// Returns a concise string representation of a future trade appropriate for UIs.
-      /// </summary>
-      public static string format_future_trade(string symbol, DateTime exp_date, int size, double marginal_price) { return "{0} {1} lots @ {2:C}".fmt(format_expiration(SecurityType.Future, symbol, exp_date, false, true, true), size, marginal_price); }
-
-      /// <summary>
-      /// Returns a concise string representation of an option trade appropriate for UIs.
-      /// </summary>
-      public static string format_option_trade(string symbol, DateTime exp_date, double strike, bool is_call, int size, double marginal_price) {
-         return "{0} {1} {2} {3} lots @ {4:C}".fmt(format_expiration(SecurityType.Option, symbol, exp_date, false, true, true), strike, is_call ? "C" : "P", size, marginal_price);
-      }
-
-      /// <summary>
-      /// Returns a concise string representation of a date (using standard month abbreviations) appropriate for UIs (e.g. March 22, 2019: 22 Mar 19).
-      /// </summary>
-      public static string format_date(DateTime date) { return format_date(date.Year, date.Month, date.Day, DateFormat.DayMonthAbvDiff2000); }
-
-      /// <summary>
-      /// Returns a concise string representation of a date (using single-letter month codes) appropriate for UIs (e.g. March 22, 2019: 22 Mar 19, or 22 H19).
-      /// </summary>
-      public static string format_date(int year, int month, int day, DateFormat format) {
-         switch(format) {
-            case DateFormat.DayMonthAbvDiff2000: return "{0} {1} {2}".fmt(day, get_month_abv(month), year - 2000);
-            case DateFormat.DayMonthCodeDiff2000: return "{0} {1}{2}".fmt(day, get_month_code(month), year - 2000);
-            case DateFormat.Standard: goto default;
-            default: return "{0}/{1}/{2}".fmt(day, month, year);
-         }
-      }
-      /// <summary>
-      /// Returns the option industry standard month code.
-      /// </summary>
-      public static string get_month_code(int month) { _check_month(month); return _month_codes[month - 1]; }
-      /// <summary>
-      /// Returns the standard month abbreviation (Jan, Feb, Mar, etc.).
-      /// </summary>
-      public static string get_month_abv(int month) { _check_month(month); return _month_abvs[month - 1]; }
-      #region Private Members
-      private static void _check_month(int month) { if (month < 1 || month > 12) throw new ArgumentException("There are only twelve months in a year", "month"); }
-      private static string[] _month_codes = new string[] { "F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z" };
-      private static string[] _month_abvs = new string[] { "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec" };
-      #endregion
-   }
-}
@@ -31,7 +31,8 @@ namespace bts {
      Mercury,
      Testing,
      Latency,
-      DataFlow
+      DataFlow,
+      Plugin
      // Please keep this list in sync with logging.h/logging.cpp
   }
   readonly struct Logger {
@@ -72,7 +72,12 @@ namespace mbts.co2
         return false;
      }

-      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out DateTime timestamp, out ulong total_volume) {
+      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out ulong total_volume) {
+         total_volume = _cold->total_volume;
+         return (_cold->last_trade.load_if_new(ref time, out ps));
+      }
+
+      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out utils.LLDateTime timestamp, out ulong total_volume) {
         timestamp = _cold->last_trade_time;
         total_volume = _cold->total_volume;
         return (_cold->last_trade.load_if_new(ref time, out ps));
@@ -88,15 +93,15 @@ namespace mbts.co2
      public ulong total_volume { get {  return _cold->total_volume; } }

      public double settlement_price { get { return _cold->settlement_price;} }
-      public DateTime settlement_date { get { return _cold->settlement_date;} }
+      public utils.LLDate settlement_date { get { return _cold->settlement_date;} }
      public double previous_settlement_price { get { return _cold->previous_settlement_price;} }
-      public DateTime previous_settlement_date { get { return _cold->previous_settlement_date;} }
+      public utils.LLDate previous_settlement_date { get { return _cold->previous_settlement_date;} }

      public double open_price { get { return _cold->open_price;} }
-      public DateTime open_date { get {  return _cold->open_date; } }
+      public utils.LLDate open_date { get {  return _cold->open_date; } }

      public double close_price { get { return _cold->close_price;} }
-      public DateTime close_date { get {  return _cold->close_date; } }
+      public utils.LLDate close_date { get {  return _cold->close_date; } }
      public double session_high { get { return _cold->session_high;} }
      public double session_low { get {  return _cold->session_low; } }
      public double open_interest { get {  return _cold->open_interest; } }
@@ -27,6 +27,9 @@ namespace bts.utils {
      public static IEqualityComparer<T?> CreateNullable<T>(Func<T, T, bool> equals) where T : struct =>
         new AnonymousEqualityComparer<T?>(nullable_equals);

+      public static IEqualityComparer<T> null_check_wrapper<T>(IEqualityComparer<T> comparer) where T : class =>
+         new AnonymousEqualityComparer<T>((a, b) => NullCheckEquals(a, b, comparer.Equals), comparer.GetHashCode);
+
      public static bool safe_sequence_equals<T>(IEnumerable<T> source, IEnumerable<T> other) =>
         NullCheckEquals(source, other, (a, b) => a.SequenceEqual(b));

@@ -210,19 +210,24 @@ namespace mbts.co2.tests
                  Assert.IsTrue(ask.size == 202);

                  time = 0;
-                  DateTime trade_date;
-                  ulong total_volume;
-                  NativePriceSize last_trade;
-                  Assert.IsTrue(handle.get_last_trade(ref time, out last_trade, out trade_date, out total_volume));
+                  Assert.IsTrue(handle.get_last_trade(ref time, out NativePriceSize last_trade, out utils.LLDateTime ll_trade_date, out ulong total_volume));
+                  // trade date
+                  DateTime trade_date = ll_trade_date;
                  Assert.IsTrue(last_trade.price == 5.5 && last_trade.size == 505);
                  Assert.IsTrue(trade_date.Year == 2015 && trade_date.Month == 9 && trade_date.Day == 22);
                  Assert.IsTrue(total_volume == 4200);
-                  Assert.IsTrue(handle.settlement_date.Year == 2000 && handle.settlement_date.Day == 9 && handle.settlement_date.Month == 8);
+                  // settlement date
+                  DateTime settlement_dt = handle.settlement_date;
+                  Assert.IsTrue(settlement_dt.Year == 2000 && settlement_dt.Day == 9 && settlement_dt.Month == 8);
                  Assert.IsTrue(handle.settlement_price == 6.6);
                  Assert.IsTrue(handle.open_price == 7.7);
-                  Assert.IsTrue(handle.open_date.Year == 2001 && handle.open_date.Month == 1 && handle.open_date.Day == 2);
+                  // open date
+                  DateTime open_dt = handle.open_date;
+                  Assert.IsTrue(open_dt.Year == 2001 && open_dt.Month == 1 && open_dt.Day == 2);
                  Assert.IsTrue(handle.close_price == 8.8);
-                  Assert.IsTrue(handle.close_date.Year == 2002 && handle.close_date.Month == 3 && handle.close_date.Day == 4);
+                  // close date
+                  DateTime close_dt = handle.close_date;
+                  Assert.IsTrue(close_dt.Year == 2002 && close_dt.Month == 3 && close_dt.Day == 4);

                  Assert.IsTrue(handle.session_high == 9.9);
                  Assert.IsTrue(handle.session_low == 10.1);
@@ -13,8 +13,5 @@ namespace sparkcmd {
         ConsoleCommandDispatcher.DispatchCommand(commands, args, Console.Out);
         return;
      }
-
-
-
   }
 }
@@ -8,7 +8,8 @@
    <Authors>Blue Trading Systems</Authors>
    <Company>Blue Trading Systems</Company>
    <Product>Spark</Product>
-    <Platforms>x64</Platforms>
+    <Platform>x64</Platform>
+    <PlatformTarget>x64</PlatformTarget>
    <Version>1.0.0</Version>
    <LangVersion>7.2</LangVersion>
  </PropertyGroup>
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cpp_config.conf;config/defaults/dynamic_orders.conf;config/defaults/edge.conf;config/defaults/expiration_display_offset.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cpp_config.proto;config/protos/dynamic_orders.proto;config/protos/environment.proto;config/protos/expiration_display_offset.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPriceLantencyTester.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/Actor.cpp;mercury/broker/AsyncEventBroker.cpp;mercury/broker/CoreEventBroker.cpp;mercury/broker/IEventBroker.cpp;mercury/events/TimerEvent.cpp;mercury/mercury_utils/Executor.cpp;mercury/mercury_utils/IPollableActor.cpp;mercury/mercury_utils/mercury_common.cpp;mercury/synopsis/SynopsisBuilder.cpp;mercury/topics/ITopic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/ProductLimitTree.cpp;orderman/limiter/SecurityLimitNode.cpp;orderman/limiter/SecurityLimitTree.cpp;orderman/limiter/tests/limit_tests.cpp;orderman/order_factory/OrLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/dynamic_orders.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/dynamic_orders.proto;config/protos/environment.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPriceLantencyTester.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/Actor.cpp;mercury/broker/AsyncEventBroker.cpp;mercury/broker/CoreEventBroker.cpp;mercury/broker/IEventBroker.cpp;mercury/events/TimerEvent.cpp;mercury/mercury_utils/Executor.cpp;mercury/mercury_utils/IPollableActor.cpp;mercury/mercury_utils/mercury_common.cpp;mercury/synopsis/SynopsisBuilder.cpp;mercury/topics/ITopic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/ProductLimitTree.cpp;orderman/limiter/SecurityLimitNode.cpp;orderman/limiter/SecurityLimitTree.cpp;orderman/limiter/tests/limit_tests.cpp;orderman/order_factory/DynamicOrderRegistry.cpp;ordermanLine truncated
@@ -1,34 +1,40 @@
 #include "lib/api/services/AdminService.server.pb.h"
 #include "lib/api/service_helpers/AdminServiceUtils.h"
 #include "lib/md/get_symbols.h"
+#include "lib/config/protos/cme_reference_data.pb.h"
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/config/config.h"
+#include <sstream>

 namespace bts{
 namespace admin{
 ////////////////////////////////////////////
 // connection accessors ////////////////////
 //////////////////////////////////////////// 
-uint32_t AdminServiceUtils::find_max_connection_id (const bts::api::admin::AdminData& data){
+uint32_t AdminServiceUtils::find_max_connection_id (const AdminData& data){
   uint32_t rv = 0;
   for(const auto &conn : data.connections())
      if (conn.id() > rv)
         rv = conn.id();
   return rv;
 }
-const bts::api::admin::ExchangeConnection* AdminServiceUtils::find_connection(const bts::api::admin::AdminData& data,
-                                                                              const std::string& connection_name){   
+const ExchangeConnection* AdminServiceUtils::find_connection(
+                                          const AdminData& data,
+                                          const std::string& connection_name){
   for(const auto& connection : data.connections())
      if(connection.name()==connection_name)
         return &connection;
   return nullptr;
 }
-bool AdminServiceUtils::has_exchange(const bts::api::admin::ExchangeConnection& conn,
-                                     bts::api::Venue exchange){
+bool AdminServiceUtils::has_exchange(const ExchangeConnection& conn,
+                                     api::Venue exchange){
   bool rv = false;
   switch(exchange)
   {
   case api::Venue::VENUE_GLBX:
      rv = conn.has_cme_connection() &&
-           (conn.cme_connection().has_cgw_connection() || conn.cme_connection().has_msgw_connection());
+           (conn.cme_connection().has_cgw_connection() || 
+            conn.cme_connection().has_msgw_connection());
      break;
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_SIM:
@@ -870,6 +876,89 @@ void AdminServiceUtils::validate_user_exchange_data (const bts::api::admin::BTSU
      }
   }
 }
+void AdminServiceUtils::get_md_entitlement_report(const AdminData& admin_data,
+                          std::vector<MDEntitlementReportUnit>& entitlements){
+   for (const auto& user : admin_data.users()){
+      const CMEUserData* cme_data=AdminServiceUtils::get_user_cme_data(user,
+                                                                  admin_data);
+      if(cme_data!=nullptr){
+         for (const auto& cme_mic_data : cme_data->md_permissions()){
+            MDEntitlementReportUnit rv=get_cme_md_entitlement_unit(user.name(),
+                                                                 cme_mic_data);
+            entitlements.push_back(rv);
+         }
+      }
+   }   
+}
+MDEntitlementReportUnit AdminServiceUtils::get_cme_md_entitlement_unit(
+                                             const std::string& user,
+                                             const CMEMicData& cme_mic_data){
+   MDEntitlementReportUnit rv;
+   rv.set_user(user);
+   rv.set_exchange("GLBX");
+   switch(cme_mic_data.mic())
+   {
+      case api::CMEMics::CME:
+         rv.set_mic("CME");         
+         break;
+      case api::CMEMics::NYMEX:
+         rv.set_mic("NYMEX");
+         break;
+      case api::CMEMics::CBT:
+         rv.set_mic("CBT");
+         break;
+      case api::CMEMics::COMEX:
+         rv.set_mic("COMEX");
+         break;
+      case api::CMEMics::MGE:
+         rv.set_mic("MGE");
+         break;
+      case api::CMEMics::DME:
+         rv.set_mic("DME");
+         break;
+      case api::CMEMics::NYMSW:
+         rv.set_mic("NYMSW");
+         break;
+      case api::CMEMics::FXS:
+         rv.set_mic("FXS");
+         break;
+      case api::CMEMics::UNSET:
+      case api::CMEMics::CMEMics_INT_MIN_SENTINEL_DO_NOT_USE_:
+      case api::CMEMics::CMEMics_INT_MAX_SENTINEL_DO_NOT_USE_:
+         rv.set_mic("");
+         break;
+   }
+   rv.set_enabled(cme_mic_data.enabled());
+   std::ostringstream key;
+   key << rv.user() << rv.exchange() << rv.mic();
+   rv.set_record_id(key.str());
+   return rv;
+}
+void AdminServiceUtils::get_user_symbol_permissions(const AdminData& data,
+                                                    const BTSUser& user,
+                              std::vector<UserSymbolMDPermissionUnit>& rv){
+   std::map<api::CMEMics, bool> mic_perm_map;
+   auto exchange = api::Venue::VENUE_GLBX;
+   const CMEUserData* cme_data=get_user_cme_data(user,data);
+   if(cme_data!=nullptr)
+      for(const auto& mic_data : cme_data->md_permissions())
+         if(mic_data.enabled())
+            mic_perm_map[mic_data.mic()]=true;
+   const auto& cme_symb_mics = config::get<config::CmeSymbolMics>().cme_mic();
+   for(auto it=cme_symb_mics.begin();it!=cme_symb_mics.end();it++){
+      const std::string& symbol=it->first;
+      api::CMEMics mic=it->second;
+      UserSymbolMDPermissionUnit u;
+      std::ostringstream key;
+      key << exchange << user.name() << symbol;
+      u.set_record_id(key.str());
+      u.set_user(user.name());
+      u.set_exchange(exchange);
+      u.set_symbol(symbol);
+      u.set_enabled(mic_perm_map.find(mic)!=mic_perm_map.end());      
+      rv.push_back(u);      
+   }
+}
 ////////////////////////////////////////////
 // user mutators ///////////////////////////
 ////////////////////////////////////////////
@@ -4,12 +4,13 @@
 #include "lib/api/services/AdminService.server.pb.h"
 #include "lib/api/services/OrderService.server.pb.h"
 #include "lib/domain_model/Security.h"
-#include "lib/config/protos/jetfix.pb.h"
-#include "lib/config/config.h"

 namespace bts{
 namespace admin{

+using namespace bts::api::admin;
+using namespace bts::api::orderman;
+
 class AdminServiceUtils{
 public:   
   ////////////////////////////////////////////
@@ -17,233 +18,286 @@ public:
   ////////////////////////////////////////////
   // finds the max id out of all the existing connections
   // (todo: deleted connections)
-   static uint32_t find_max_connection_id (const bts::api::admin::AdminData& data);
+   static uint32_t find_max_connection_id (const AdminData& data);
   // finds a connection by name and returns a mutable pointer to it
-   static const bts::api::admin::ExchangeConnection* find_connection(const bts::api::admin::AdminData& data,
-                                                                     const std::string& connection_name);
+   static const ExchangeConnection* find_connection(const AdminData& data,
+                                       const std::string& connection_name);
   // finds the presence of an exchange in a connection
-   static bool has_exchange(const bts::api::admin::ExchangeConnection& conn,
+   static bool has_exchange(const ExchangeConnection& conn,
                            bts::api::Venue exchange);
   // finds the default connections for an exchange
   // in a given account
-   static const bts::api::admin::ExchangeConnection* find_default_account_connection(const bts::api::admin::AdminData& data,
-                                                                                     const bts::api::admin::BTSAccount& account,
-                                                                                     bts::api::Venue exchange);
-   static const bts::api::admin::ExchangeConnection* resolve_cme_connection(const bts::api::admin::AdminData& data,
-                                                                            const bts::api::admin::BTSAccount& account,
-                                                                            const bts::api::Security& sec);
-   static const bts::api::admin::ExchangeConnection* resolve_sim_connection(const bts::api::admin::AdminData& data,
-                                                                            const bts::api::admin::BTSAccount& account,
-                                                                            const bts::api::Security& sec);
-   static const bts::api::admin::ExchangeConnection* resolve_connection(const bts::api::admin::AdminData& data,
-                                                                        const bts::api::admin::BTSAccount& account,
-                                                                        const bts::api::Security& sec);
+   static const ExchangeConnection* find_default_account_connection(
+                                                      const AdminData& data,
+                                                      const BTSAccount& account,
+                                                      bts::api::Venue exchange);
+   static const ExchangeConnection* resolve_cme_connection(
+                                                   const AdminData& data,
+                                                   const BTSAccount& account,
+                                                   const api::Security& sec);
+   static const ExchangeConnection* resolve_sim_connection(
+                                                   const AdminData& data,
+                                                   const BTSAccount& account,
+                                                   const api::Security& sec);
+   static const ExchangeConnection* resolve_connection(
+                                                   const AdminData& data,
+                                                   const BTSAccount& account,
+                                                   const bts::api::Security& sec);
   ////////////////////////////////////////////
   // connection mutators /////////////////////
   ////////////////////////////////////////////
   // adds a new connection (does not check for name uniqueness)
-   static bts::api::admin::ExchangeConnection* add_connection(bts::api::admin::AdminData& data,
-                                                              const bts::api::admin::ExchangeConnection& new_connection);
+   static ExchangeConnection* add_connection(AdminData& data,
+                                 const ExchangeConnection& new_connection);
   // reads the connections from config and fills in the
   // admin data (with names only)
-   static void fill_connections_from_config(bts::api::admin::AdminData& admin_data);      
+   static void fill_connections_from_config(AdminData& admin_data);      
   ////////////////////////////////////////////
   // account accessors ///////////////////////
   ////////////////////////////////////////////
   // finds the account from the name and returns
   // a mutable pointer to the account
-   static bts::api::admin::BTSAccount* find_account (bts::api::admin::AdminData& data, const std::string& acct_name, bool include_deleted=false);
+   static BTSAccount* find_account (AdminData& data,
+                                    const std::string& acct_name,
+                                    bool include_deleted=false);
   // same as above for const pointer
-   static const bts::api::admin::BTSAccount* find_account (const bts::api::admin::AdminData& data, const std::string& acct_name, bool include_deleted=false);
+   static const BTSAccount* find_account (const AdminData& data,
+                                          const std::string& acct_name,
+                                          bool include_deleted=false);
   // finds the account from the id and returns
   // a mutable pointer to the account
-   static bts::api::admin::BTSAccount* find_account (bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
+   static BTSAccount* find_account (AdminData& data,
+                                    uint32_t id,
+                                    bool include_deleted=false);
   // like above but returns a const pointer
-   static const bts::api::admin::BTSAccount* find_account (const bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
+   static const BTSAccount* find_account (const AdminData& data,
+                                          uint32_t id,
+                                          bool include_deleted=false);
   // this function is an indirection layer for account access
   // so deletions are dealt in a more deliberate manner
-   static std::vector<const bts::api::admin::BTSAccount*> accounts (const bts::api::admin::AdminData& data, bool include_deleted);
-   static std::vector<bts::api::admin::BTSAccount*> accounts_mutable (bts::api::admin::AdminData& data, bool include_deleted);
+   static std::vector<const BTSAccount*> accounts (const AdminData& data,
+                                                   bool include_deleted);
+   static std::vector<BTSAccount*> accounts_mutable (AdminData& data,
+                                                     bool include_deleted);
   // finds the max id amongts all the existing accounts   
-   static uint32_t find_max_acct_id (const bts::api::admin::AdminData& data);
+   static uint32_t find_max_acct_id (const AdminData& data);
   // gets the account data for cme (and goes up the hierarchy
   // if needed)
-   static const bts::api::admin::CMEAccountData* get_account_cme_data(const bts::api::admin::BTSAccount& account, 
-                                                                      const bts::api::admin::AdminData& data);
-   static const bts::api::admin::SIMAccountData* get_account_sim_data(const bts::api::admin::BTSAccount& account, 
-                                                                      const bts::api::admin::AdminData& data);
+   static const CMEAccountData* get_account_cme_data(const BTSAccount& account,
+                                                     const AdminData& data);
+   static const SIMAccountData* get_account_sim_data(const BTSAccount& account,
+                                                     const AdminData& data);
   // returns true if an account has a connection  
-   bool static account_has_connection(const bts::api::admin::BTSAccount& account, const std::string& connection_name);
+   bool static account_has_connection(const BTSAccount& account,
+                                      const std::string& connection_name);
   // finds the external/clearing account associated
   // with an account
-   static std::string find_account_exchange_account (const bts::api::admin::AdminData& data,
-                                                     const bts::api::admin::BTSAccount& account,
-                                                     api::Venue exchange,
-                                                     bts::api::admin::AdminServiceOperationResult& out_result);
+   static std::string find_account_exchange_account (const AdminData& data,
+                                 const BTSAccount& account,
+                                 api::Venue exchange,
+                                 AdminServiceOperationResult& out_result);
   // returns a map of the accounts vs their 'is_active'
-   static std::map<uint32_t,bool> accounts_map(const bts::api::admin::AdminData& admin_data);
+   static std::map<uint32_t,bool> accounts_map(const AdminData& admin_data);
   // validates that the update to the account is valid
-   static void validate_account_update (const bts::api::admin::AdminData& admin_data,
-                                        const bts::api::admin::BTSAccount& updated_account,    
-                                        bts::api::admin::AdminServiceOperationResult& result);
+   static void validate_account_update (const AdminData& admin_data,
+                                        const BTSAccount& updated_account,    
+                                        AdminServiceOperationResult& result);
   // validates that the account exchange changes are valid
   // (ex > 12 characters for accounts at CME)
-   static void validate_account_exchange_data (const bts::api::admin::BTSAccount& account,
-                                               bts::api::admin::AdminServiceOperationResult& out_result);
-   static bts::api::orderman::RoutingRecord get_routing_record(const bts::api::admin::AdminData& data,
-                                                               const std::string& account_name,
-                                                               const std::string& user_name,
-                                                               const bts::api::Security& sec,
-                                                               bts::api::admin::AdminServiceOperationResult& out_result);      
-   static bts::api::orderman::RoutingRecord get_routing_record(const bts::api::admin::AdminData& data,
-                                                               uint32_t account_id,
-                                                               uint32_t user_id,
-                                                               const bts::api::Security& sec,
-                                                               bts::api::admin::AdminServiceOperationResult& out_result);
+   static void validate_account_exchange_data (const BTSAccount& account,
+                                 AdminServiceOperationResult& out_result);
+   static RoutingRecord get_routing_record(
+                                    const AdminData& data,
+                                    const std::string& account_name,
+                                    const std::string& user_name,
+                                    const bts::api::Security& sec,
+                                    AdminServiceOperationResult& out_result);
+   static RoutingRecord get_routing_record(const AdminData& data,
+                                           uint32_t account_id,
+                                           uint32_t user_id,
+                                           const bts::api::Security& sec,
+                                           AdminServiceOperationResult& out_result);
   ////////////////////////////////////////////
   // account mutators ////////////////////////
   ////////////////////////////////////////////
-   static bts::api::admin::BTSAccount* create_account(bts::api::admin::AdminData& data,
-                                                      uint32_t parent_account_id,
-                                                      const std::string& account_name,
-                                                      const std::string& description,
-                                                      bool is_active,
-                                                      bts::api::admin::AdminServiceCreateAccountResult& result);
+   static BTSAccount* create_account(AdminData& data,
+                                     uint32_t parent_account_id,
+                                     const std::string& account_name,
+                                     const std::string& description,
+                                     bool is_active,
+                                     AdminServiceCreateAccountResult& result);
   // writes over the account data completely
-   static void update_account(bts::api::admin::AdminData& data,
-                              const bts::api::admin::BTSAccount& updated_account,
-                              bts::api::admin::AdminServiceOperationResult& result);
-   static void delete_account (bts::api::admin::AdminData& admin_data,
-                               const bts::api::admin::IDAPIArgument& id,
-                               bts::api::admin::AdminServiceOperationResult& result);
-   static void set_account_exchange_data(bts::api::admin::BTSAccount* account, 
-                                         const bts::api::admin::ExchangeAccountData& exchange_data);      
+   static void update_account(AdminData& data,
+                              const BTSAccount& updated_account,
+                              AdminServiceOperationResult& result);
+   static void delete_account (AdminData& admin_data,
+                               const IDAPIArgument& id,
+                               AdminServiceOperationResult& result);
+   static void set_account_exchange_data(BTSAccount* account, 
+                                    const ExchangeAccountData& exchange_data);
   // this is not a generally useful function but since
   // connection are in config, this cleans up the account's
   // connections and syncs it with the list in AdminData
-   static void sync_account_connections(const bts::api::admin::AdminData& data,
-                                        bts::api::admin::BTSAccount& account);          
+   static void sync_account_connections(const AdminData& data,
+                                        BTSAccount& account);          
   ////////////////////////////////////////////
   // group accessors /////////////////////////
   ////////////////////////////////////////////
   // given an id, finds the mutable pointer to a group
-   static bts::api::admin::BTSUserGroup* find_group (bts::api::admin::AdminData& data, uint32_t id);
+   static BTSUserGroup* find_group (AdminData& data, uint32_t id);
   // given an id, finds the const pointer to a group
-   static const bts::api::admin::BTSUserGroup* const find_group (const bts::api::admin::AdminData& data, uint32_t id);
+   static const BTSUserGroup* const find_group (const AdminData& data,
+                                                uint32_t id);
   // given a name, finds the mutable pointer to a group
-   static bts::api::admin::BTSUserGroup* find_group (bts::api::admin::AdminData& data, const std::string& group_name);
+   static BTSUserGroup* find_group (AdminData& data,
+                                    const std::string& group_name);
   // finds the max id out of all the groups
-   static uint32_t find_max_group_id (const bts::api::admin::AdminData& data);
+   static uint32_t find_max_group_id (const AdminData& data);
   // travels up the group tree until it finds a populated cme data 
-   static const bts::api::admin::CMEUserData* get_group_cme_data(const bts::api::admin::BTSUserGroup& group,
-                                                                 const bts::api::admin::AdminData& data);
-   static const bts::api::admin::SIMUserData* get_group_sim_data(const bts::api::admin::BTSUserGroup& group, 
-                                                                 const bts::api::admin::AdminData& data);
-   static const bts::api::admin::UserAccountPermissions* const get_group_user_permissions (const bts::api::admin::AdminData& admin_data,
-                                                                                           uint32_t group_id);
+   static const CMEUserData* get_group_cme_data(const BTSUserGroup& group,
+                                                const AdminData& data);
+   static const SIMUserData* get_group_sim_data(const BTSUserGroup& group, 
+                                                const AdminData& data);
+   static const UserAccountPermissions* const get_group_user_permissions (
+                                 const bts::api::admin::AdminData& admin_data,
+                                 uint32_t group_id);
   ////////////////////////////////////////////
   // group mutators/ /////////////////////////
   ////////////////////////////////////////////
-   static bts::api::admin::BTSUserGroup* create_group(bts::api::admin::AdminData& data,
-                                                      uint32_t parent_group_id,
-                                                      const std::string& group_name,
-                                                      bts::api::admin::AdminServiceOperationResult& result);
+   static BTSUserGroup* create_group(AdminData& data,
+                                     uint32_t parent_group_id,
+                                     const std::string& group_name,
+                                     AdminServiceOperationResult& result);
   ////////////////////////////////////////////
   // user accessors //////////////////////////
   ////////////////////////////////////////////
-   static bts::api::admin::BTSUser* find_user (bts::api::admin::AdminData& data, const std::string& user_name, bool include_deleted=false);
-   static const bts::api::admin::BTSUser* find_user (const bts::api::admin::AdminData& data, const std::string& user_name, bool include_deleted=false);
-   static bts::api::admin::BTSUser* find_user (bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
-   static const bts::api::admin::BTSUser* const find_user (const bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
-   static std::vector<const bts::api::admin::BTSUser*> users (const bts::api::admin::AdminData& data, bool include_deleted);
-   static std::vector<bts::api::admin::BTSUser*> users_mutable (bts::api::admin::AdminData& data, bool include_deleted);
-   static uint32_t find_max_user_id (const bts::api::admin::AdminData& data);
-   static const bts::api::admin::CMEUserData* get_user_cme_data(const bts::api::admin::BTSUser& user, 
-                                                                const bts::api::admin::AdminData& data);
-   static const bts::api::admin::SIMUserData* get_user_sim_data(const bts::api::admin::BTSUser& user, 
-                                                                const bts::api::admin::AdminData& data);
+   static BTSUser* find_user (AdminData& data, 
+                              const std::string& user_name,
+                              bool include_deleted=false);
+   static const BTSUser* find_user (const AdminData& data,
+                                    const std::string& user_name,
+                                    bool include_deleted=false);
+   static BTSUser* find_user (AdminData& data,
+                              uint32_t id,
+                              bool include_deleted=false);
+   static const BTSUser* const find_user (const AdminData& data,
+                                          uint32_t id,
+                                          bool include_deleted=false);
+   static std::vector<const BTSUser*> users (const AdminData& data,
+                                             bool include_deleted);
+   static std::vector<BTSUser*> users_mutable (AdminData& data,
+                                                         bool include_deleted);
+   static uint32_t find_max_user_id (const AdminData& data);
+   static const CMEUserData* get_user_cme_data(const BTSUser& user, 
+                                               const AdminData& data);
+   static const SIMUserData* get_user_sim_data(const BTSUser& user, 
+                                               const AdminData& data);
   // finds the "exchange user" (ex: "operator_id" at CME or "authorized_trader" 
   // at ICE) for a user
-   static std::string find_user_exchange_id (const bts::api::admin::AdminData& data,
-                                             const bts::api::admin::BTSUser& user,
-                                             api::Venue exchange,
-                                             bts::api::admin::AdminServiceOperationResult& out_result);     
-   static std::pair<const bts::api::admin::BTSAccount*, const bts::api::admin::BTSUser*>
-   find_user_account_matches (const bts::api::admin::AdminData& admin_data,
-                              const std::string& connection, const std::string& exchange_account,
+   static std::string find_user_exchange_id (
+                                    const AdminData& data,
+                                    const BTSUser& user,
+                                    api::Venue exchange,
+                                    AdminServiceOperationResult& out_result);
+   static std::pair<const BTSAccount*, const BTSUser*>
+   find_user_account_matches (const AdminData& admin_data,
+                              const std::string& connection,
+                              const std::string& exchange_account,
                              const std::string& exchange_user,
                              api::Venue exchange);
   // for a given user finds the account permissions (if permissions are
   // derived from the group, it traverses the group hierarcy to find the
   // correct permissions.
-   static const bts::api::admin::UserAccountPermissions* get_user_permissions (const bts::api::admin::AdminData& admin_data, uint32_t user_id);
+   static const UserAccountPermissions* get_user_permissions (
+                                                const AdminData& admin_data,
+                                                uint32_t user_id);
   // for a given user, fills in the associated_accounts ref arg
   // with the accounts the user has permission to trade in
-   static void find_user_trading_accounts (const bts::api::admin::AdminData& admin_data,
-                                           uint32_t user_id,
-                                           std::vector<const api::admin::BTSAccount*>& associated_accounts);
+   static void find_user_trading_accounts (
+                        const AdminData& admin_data,
+                        uint32_t user_id,
+                        std::vector<const BTSAccount*>& associated_accounts);
   // validates that changes in user data satisfy all the 
   // constraints
-   static void validate_user_update (const bts::api::admin::AdminData& admin_data,
-                                     const bts::api::admin::BTSUser& updated_user,
-                                     bts::api::admin::AdminServiceOperationResult& result);
+   static void validate_user_update (const AdminData& admin_data,
+                                     const BTSUser& updated_user,
+                                     AdminServiceOperationResult& result);
   // vaidates the exchange part of user data updates
-   static void validate_user_exchange_data (const bts::api::admin::BTSUser& updated_user,
-                                            bts::api::admin::AdminServiceOperationResult& out_result);
+   static void validate_user_exchange_data (
+                                    const BTSUser& updated_user,
+                                    AdminServiceOperationResult& out_result);
+   static void get_md_entitlement_report(const AdminData& admin_data,
+                           std::vector<MDEntitlementReportUnit>& entitlements);
+   // Gets a reporting unit out of CMEMicData
+   static MDEntitlementReportUnit get_cme_md_entitlement_unit(
+                                             const std::string& user,
+                                             const CMEMicData& cme_mic_data);
+   static void get_user_symbol_permissions(
+                                 const AdminData& data,
+                                 const BTSUser& user,
+                                 std::vector<UserSymbolMDPermissionUnit>& res);
   ////////////////////////////////////////////
   // user mutators ///////////////////////////
   ////////////////////////////////////////////
-   static bts::api::admin::BTSUser* create_user (bts::api::admin::AdminData& data,
-                                                 uint32_t parent_group_id,
-                                                 const std::string& name,
-                                                 const std::string& password,
-                                                 bool is_active,
-                                                 const bts::api::admin::LicenseData& license_data,
-                                                 const bts::api::admin::LicenseEntitlements& license_entitlements,
-                                                 bts::api::admin::AdminServiceCreateEntityResult& result);
-   static bts::api::admin::BTSUser* update_user(bts::api::admin::AdminData& admin_data,
-                                                const bts::api::admin::BTSUser& updated_user,
-                                                bts::api::admin::AdminServiceOperationResult& result);
-   static void delete_user (bts::api::admin::AdminData& admin_data,
-                            const bts::api::admin::IDAPIArgument& id,
-                            bts::api::admin::AdminServiceOperationResult& result);
-   static void set_user_exchange_data(bts::api::admin::BTSUser* user,
-                                      const bts::api::admin::ExchangeUserData& exchange_user_data);
-   static void set_user_md_entitlement_data(bts::api::admin::BTSUser* user,
-                                            const bts::api::admin::ExchangeUserMarketDataEntitlementData& exchange_user_md_entitelemnt_data);      
-   static void clear_user_accounts (bts::api::admin::BTSUser* user);
-   static void set_user_accounts (bts::api::admin::BTSUser* user,
-                                  const bts::api::admin::UserAccountPermissions& user_account_permissions);
+   static BTSUser* create_user (AdminData& data,
+                                uint32_t parent_group_id,
+                                const std::string& name,
+                                const std::string& password,
+                                bool is_active,
+                                const LicenseData& license_data,
+                                const LicenseEntitlements& license_entitlements,
+                                AdminServiceCreateEntityResult& result);
+   static BTSUser* update_user(AdminData& admin_data,
+                               const BTSUser& updated_user,
+                               AdminServiceOperationResult& result);
+   static void delete_user (AdminData& admin_data,
+                            const IDAPIArgument& id,
+                            AdminServiceOperationResult& result);
+   static void set_user_exchange_data(
+                                 BTSUser* user,
+                                 const ExchangeUserData& exchange_user_data);
+   static void set_user_md_entitlement_data(BTSUser* user,
+                                 const ExchangeUserMarketDataEntitlementData&);
+   static void clear_user_accounts (BTSUser* user);
+   static void set_user_accounts (BTSUser* user,
+                     const UserAccountPermissions& user_account_permissions);
   ////////////////////////////////////////////
   //risk limits //////////////////////////////
   ////////////////////////////////////////////
   // sorting function used by sort_limits to
   // sort SecurityScope's
-   static bool _sort_security_scopes (const bts::api::admin::SecurityScope& a, const bts::api::admin::SecurityScope& b);
+   static bool _sort_security_scopes (const SecurityScope& a,
+                                      const SecurityScope& b);
   // sorting function used by sort_limits to
   // sort ProductScope's 
-   static bool _sort_product_scopes (const bts::api::admin::ProductScope& a, const bts::api::admin::ProductScope&);
+   static bool _sort_product_scopes (const ProductScope& a,
+                                     const ProductScope&);
   // this sorts the rules such that the most
   // specific ones are at the top. this makes it
   // easier to match rules with securities/products
-   static void sort_limits (bts::api::admin::BTSAccount& account);
+   static void sort_limits (BTSAccount& account);
   // creates a copy of AdminData with sorted rules
-   static bts::api::admin::AdminData sort_limits (const bts::api::admin::AdminData& admin_data);
+   static AdminData sort_limits (const AdminData& admin_data);
   // find the clip size for a security, account
-   static const uint32_t find_account_security_clip_size(const bts::api::admin::BTSAccount& account,
-                                                         const api::Security& security);
+   static const uint32_t find_account_security_clip_size(
+                                                const BTSAccount& account,
+                                                const api::Security& security);
   // find the position limit for an account, security
-   static const bts::api::admin::AccountSecurityPositionLimitUnit* find_account_security_position_limit(const bts::api::admin::BTSAccount& account,
+   static const AccountSecurityPositionLimitUnit* 
+   find_account_security_position_limit(const BTSAccount& account,
                                                                                                        const api::Security& security);
   // find the position limit for an account, product
-   static const bts::api::admin::AccountProductPositionLimitUnit* find_account_product_position_limit(const bts::api::admin::BTSAccount& account,
+   static const AccountProductPositionLimitUnit*
+   find_account_product_position_limit(const BTSAccount& account,
                                                                                                      const api::Product& product);
-   static bool match_security_scope (const bts::api::admin::SecurityScope& scope,
-                                     const bts::api::Security& security);      
-   static bool match_product_scope (const bts::api::admin::ProductScope& scope,
-                                    const bts::api::Product& product);      
-   static bool match_product(const api::Security& security, const api::Product& product);
-   static bool _match_limit_rule_symbol (const std::string& symbol, const std::string& limit_symbol);
+   static bool match_security_scope (const SecurityScope& scope,
+                                     const api::Security& security);      
+   static bool match_product_scope (const ProductScope& scope,
+                                    const api::Product& product);      
+   static bool match_product(const api::Security& security,
+                             const api::Product& product);
+   static bool _match_limit_rule_symbol (const std::string& symbol, 
+                                         const std::string& limit_symbol);
   static api::SecurityType security_type(const api::Security& security);
   ////////////////////////////////////////////
   // misc//////// ////////////////////////////
@@ -182,6 +182,17 @@ message AccountExchangeConnections{
 /***************************Exchange Data********************************/
 /************************************************************************/

+message CMEMicData{
+   api.CMEMics mic=10;
+   bool enabled=20;
+   // there are other things here   
+}
+
+message ICEMicData{
+   api.CMEMics mic=10;
+   bool enabled=20;
+}
+
 message ExchangeUserMarketDataEntitlementData{
   CMEUserMarketDataEntitlementData cme_data = 10;
   ICEUserMarketDataEntitlementData ice_data = 20;
@@ -276,6 +287,8 @@ message CMEUserData{
   string smp_instruction = 70;
   string max_order_rate_per_connection = 80;
   string location = 90;
+   // add suff here
+   repeated CMEMicData md_permissions = 1000;
 }

 message SIMUserData {
@@ -331,6 +344,48 @@ message ICEUserData{
 message ICEUserMarketDataEntitlementData{
 }

+///////////////////////////////////////////////////////////
+// Order Auxiliary Service ////////////////////////////////
+
+message OrdersSummaryUnit{   
+   string account = 10;
+   string user = 20;
+   uint32 total_orders = 30;
+   uint32 total_contracts = 40;
+}
+message OrdersSummary{
+   repeated OrdersSummaryUnit units = 10;
+}
+message OrderSummaryRequest{
+}
+// top level orders that have account 
+// and user that are present here, will
+// be cancelled. wild cards are not
+// supported.
+message OrderCancelRequest{   
+   repeated string accounts = 10;
+   repeated string users = 20;
+}
+///////////////////////////////////////////////////////////
+// Reporting //////////////////////////////////////////////
+message MDEntitlementReportUnit{
+   string record_id = 1 [(bts.api.key)=true];
+   string user = 10;
+   string exchange = 20;
+   string mic = 30;
+   bool enabled = 40;
+}
+
+////////////////////////////////////////////////////////////
+// Misc ///////////////////////////////////////////////////
+message UserSymbolMDPermissionUnit{
+   string record_id = 1 [(bts.api.key)=true];
+   string user=10;
+   api.Venue exchange=20;
+   string symbol=30;
+   bool enabled=40;
+}
+
 /************************************************************************/
 /************************************************************************/
 /************************************************************************/
@@ -385,4 +440,11 @@ service AdminService {
   // subscription
   rpc admin_data(bts.api.VoidMessage) returns (stream AdminData);
   rpc get_admin_data(bts.api.VoidMessage) returns (AdminData);
+   // orders
+   rpc get_order_summary(bts.api.VoidMessage) returns (OrdersSummary);
+   rpc cancel_orders(OrderCancelRequest) returns (bts.api.VoidMessage);
+   // reports
+   rpc md_entitlement_data(bts.api.VoidMessage) returns (stream MDEntitlementReportUnit);
+   // misc
+   rpc md_permissions_data(bts.api.VoidMessage) returns (stream UserSymbolMDPermissionUnit);
 }
@@ -0,0 +1,17 @@
+syntax="proto3";
+package bts.api.md.auxiliary;
+option csharp_namespace="bts.api.md.auxiliary";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
+
+message VolumeAtPriceLevel{
+   int32 record_id = 1 [(bts.api.key)=true];
+   uint32 security_id = 20;
+   double price = 30;
+   uint32 volume = 40;
+}
+
+service MarketDataAuxiliaryService{
+   option (bts.api.service_description)="Provides non-core supplementary market data";
+   rpc volume_at_price(bts.api.VoidMessage) returns (stream VolumeAtPriceLevel);
+}
@@ -6,6 +6,7 @@ import "lib/api/apioptions.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
+import "lib/api/apicore.proto";

 service OrderService {
  option (bts.api.service_description)="Implements order management";
@@ -15,9 +16,12 @@ service OrderService {
  rpc cancel_order(Cancel) returns (Response);
  rpc update_order(Update) returns (Response);
  rpc crack_order(Crack) returns (Response);
+  rpc get_registered_dynamic_order_types(bts.api.VoidMessage) returns (RegisteredDynamicOrderTypes);

  // streams
  rpc orders (OrdersSub) returns (stream OrderRecord); 
+
+
  rpc fills (FillsSub) returns (stream Fill);
 }

@@ -139,8 +143,7 @@ message CoverOrderDefinition {
 }
 message DynamicOrderDefinition {
  string dynamic_order_type = 1;
-  map<string,string> parameters = 2;
-  CustomOrderDefinition child = 3;
+  map<string, DynamicOrderParam> order_params = 2;
 }
 // End custom order definitions

@@ -259,7 +262,7 @@ message TopOrderState {}
 message TriggerOrderState {}
 message CoverOrderState {}
 message DynamicOrderState {
-  map<string,string> state = 2;
+  map<string,string> state = 1;
 }

 enum OrderStatus {
@@ -465,3 +468,76 @@ message TriggerExitCondition{
   uint32 timeout_seconds=20; //seconds
   bool conditional_cancel=30;
 }
+
+
+// Dynamic Orders
+
+enum DynamicOrderPrimitiveDescriptor {
+  DYNAMIC_ORDER_PRIMITIVE_INT = 0;
+  DYNAMIC_ORDER_PRIMITIVE_UINT = 1;
+  DYNAMIC_ORDER_PRIMITIVE_DOUBLE = 2;
+  DYNAMIC_ORDER_PRIMITIVE_STRING = 3;
+  DYNAMIC_ORDER_PRIMITIVE_BOOL = 4;
+  DYNAMIC_ORDER_PRIMITIVE_ORDER_DEF = 5;
+}
+
+message DynamicOrderTypeDescriptor {
+  oneof descriptor {
+    DynamicOrderPrimitiveDescriptor primitive = 2;
+    DynamicOrderArrayDescriptor array = 3;
+    DynamicOrderStructDescriptor structure = 4;
+    DynamicOrderEnumeratedDescriptor enumerated = 5;
+  }
+}
+
+message DynamicOrderArrayDescriptor {
+  DynamicOrderTypeDescriptor element_type = 1;
+}
+
+message DynamicOrderParamDescriptor {
+  string param_name = 1;
+  DynamicOrderTypeDescriptor param_type = 2;
+}
+
+message DynamicOrderStructDescriptor {
+ repeated DynamicOrderParamDescriptor field = 1;
+}
+
+message DynamicOrderEnumeratedDescriptor {
+  repeated string element = 1; 
+}
+
+message DynamicOrderDescriptor {
+  string dynamic_order_type = 1;
+  repeated DynamicOrderParamDescriptor param_desc = 3;
+}
+
+message RegisteredDynamicOrderTypes {
+  repeated DynamicOrderDescriptor dynamic_order_desc = 1;
+}
+
+message DynamicOrderParam {
+  oneof value {
+    uint32 as_int32 = 1;
+    uint32 as_uint32 = 2;
+    double as_double = 3;
+    string as_string = 4;
+    bool as_bool = 5;
+    CustomOrderDefinition as_order_def = 6;
+    DynamicOrderArray as_array = 7;
+    DynamicOrderStruct as_struct = 8;
+    DynamicOrderEnumerated as_enumerated = 9;
+  }
+}
+
+message DynamicOrderArray {
+  repeated DynamicOrderParam element = 1;
+}
+
+message DynamicOrderStruct {
+  map<string,DynamicOrderParam> field = 1;
+}
+
+message DynamicOrderEnumerated {
+  string enum_value = 1;
+}
@@ -2,17 +2,17 @@

 DynamicOrderList {
   value {
-#      dynamic_orders
-#      {
-#         type_name: 'DynamicOrder1'
-#         parameter_keys: 'param1'
-#         parameter_keys: 'param2'
-#      }
-#      dynamic_orders
-#      {
-#         type_name: 'DynamicOrder2'
-#         parameter_keys: 'param3'
-#         parameter_keys: 'param4'
-#      }      
+     dynamic_orders
+     {
+        type_name: 'DynamicOrder1'
+        parameter_keys: 'param1'
+        parameter_keys: 'param2'
+     }
+     dynamic_orders
+     {
+        type_name: 'DynamicOrder2'
+        parameter_keys: 'param3'
+        parameter_keys: 'param4'
+     }      
   }
 }
@@ -1,194 +0,0 @@
-ExpirationDisplayOffset
-{
-   value
-   {
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "lo"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "CL"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ob"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "RB"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "oh"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "HO"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "wbs"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "WBS"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "so"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "SI"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "og"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "GC"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "hxe"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "HG"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ozs"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ozw"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "osd"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "ZS"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ozm"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "ZM"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ozl"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "ZL"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ozc"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "ZC"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "OPTION"
-         security_name: "ozn"
-         addition_count: 1
-         addition_type: MonthMoveToStart
-      }
-      entries
-      {
-         security_type: "FUTURE"
-         security_name: "ZN"
-         addition_count: 0
-         addition_type: MonthMoveToStart
-      }
-   }
-}
@@ -0,0 +1,11 @@
+syntax='proto2';
+package bts.config;
+import "lib/domain_model/Security.proto";
+
+message CppConfig {
+	map<string, double> cpp_entry = 1;
+}
+
+message CmeSymbolMics {
+	map<string, bts.api.CMEMics> cme_mic = 1;
+}
@@ -1,6 +0,0 @@
-syntax='proto2';
-package bts.config;
-
-message CppConfig {
-	map<string, double> cpp_entry = 1;
-}
@@ -1,24 +0,0 @@
-syntax='proto2';
-package bts.config;
-
-message ExpirationOffsetType
-{ 
-   enum type
-   {
-      Month=0;
-      MonthMoveToStart=1;
-   }
-}
-
-message ExpirationDisplayOffsetEntry
-{
-   required string security_type = 1;
-   required string security_name = 2;
-   required int32 addition_count = 3;
-   required ExpirationOffsetType.type addition_type = 4;
-}
-
-message ExpirationDisplayOffset
-{
-   repeated ExpirationDisplayOffsetEntry entries = 1;
-}
@@ -26,4 +26,8 @@ message OrdersSoftCleanup{

 message ToastNotifications {
 	optional bool enabled = 1 [default = false];
+}
+
+message VolumeAtPrice{
+   optional bool enabled = 1 [default = true];
 }
@@ -40,6 +40,22 @@ enum Currency {
     CURRENCY_RMB = 14;
 }

+enum CMEMics {
+   UNSET = 0;
+   CME   = 1;
+   NYMEX = 2;
+   CBT   = 3;
+   COMEX = 4;
+   MGE   = 5;
+   DME   = 6;
+   NYMSW = 7;
+   FXS   = 8;
+}
+
+enum ICEMics{
+   ICE_FUTURES_CANADA=0;
+}
+
 enum Side {
  SIDE_UNDEFINED = 0;
  SIDE_BUY = 49;
@@ -116,6 +116,7 @@ void configure_logging(bts::config::Logging const&cfg)
                                {log::Testing,"Testing"},
                                {log::Latency,"Latency"},
                                {log::DataFlow,"DataFlow"},
+                                {log::Plugin,"Plugin"},
   };

   real_cfg.sinks["console"] =
@@ -42,6 +42,7 @@ constexpr log::Subsystem Mercury    {ExSim.ordinal+1       };
 constexpr log::Subsystem Testing    {Mercury.ordinal+1     };
 constexpr log::Subsystem Latency    {Testing.ordinal+1     };
 constexpr log::Subsystem DataFlow   {Latency.ordinal+1     };
+constexpr log::Subsystem Plugin     {DataFlow.ordinal+1     };

 struct LoggerHandle {
   LoggerHandle(LoggerHandle const&) = delete;
@@ -209,10 +209,15 @@ void MDProducerHandle::mark_deleted() {
   TimeStamp ts = TimeStamp::now();
   cdata().deleted = true;
   std::array<PriceSize,COCONUT_MAX_DEPTH> blank;
+   std::array<PriceSize,COCONUT_MAX_IMPLIED_DEPTH> iblank;
   for (size_t x = 0; x < blank.size(); ++x) {
      blank[x] = PriceSize::NO_MARKET;
+      if (x < COCONUT_MAX_IMPLIED_DEPTH) {
+         iblank[x] = PriceSize::NO_MARKET;
+      }
   }
-   update_book(ts, blank, blank, 0);
+   update_direct(ts, blank, blank, 0);
+   update_implied(ts, iblank, iblank, 0);
 }

 }}//namespace
@@ -34,8 +34,8 @@ public:
   }
   void set_legs(const std::vector<security_key>& legs);
   
-   void update_bbo(TimeStamp time, const PriceSize bid_price, const PriceSize ask_price, uint16_t seq=0); // hot
-   void update_book(TimeStamp time, std::array<PriceSize,COCONUT_MAX_DEPTH>& bids, std::array<PriceSize,COCONUT_MAX_DEPTH>& asks, uint32_t seq=0) {
+   void update_bbo(TimeStamp time, const PriceSize bid_price, const PriceSize ask_price, uint16_t seq=0);
+   void update_direct(TimeStamp time, std::array<PriceSize,COCONUT_MAX_DEPTH>& bids, std::array<PriceSize,COCONUT_MAX_DEPTH>& asks, uint32_t seq=0) {
      if (!has_depth()) {
         update_bbo(time, bids[0], asks[0], seq);
      }
@@ -51,7 +51,7 @@ public:
         hheader().direct_count += 1;
      }
   }
-   void update_implied(TimeStamp time, std::array<PriceSize,COCONUT_IMPLIED_DEPTH>& bids, std::array<PriceSize,COCONUT_IMPLIED_DEPTH>& asks, uint32_t seq=0) {
+   void update_implied(TimeStamp time, std::array<PriceSize,COCONUT_MAX_IMPLIED_DEPTH>& bids, std::array<PriceSize,COCONUT_MAX_IMPLIED_DEPTH>& asks, uint32_t seq=0) {
      if (has_depth()) {
         auto& book = hdepth();
         book.set_time(TimeStamp::invalid());
@@ -52,7 +52,7 @@ class HotEntry {
 static_assert(sizeof(HotEntry) <= CACHE_LINE, "HotEntry should be small");

 const uint32_t COCONUT_MAX_DEPTH = 10;
-const uint32_t COCONUT_IMPLIED_DEPTH = 2;
+const uint32_t COCONUT_MAX_IMPLIED_DEPTH = 2;
 class HotDepthEntry {
   std::atomic<TimeStamp> timestamp;      // 8
   public:
@@ -68,7 +68,7 @@ class HotDepthEntry {
   security_key key;       // 4  NOTE: key is at a different offset than it is in HotEntry
   uint32_t sequence;      // 4
   std::array<PriceLevel, COCONUT_MAX_DEPTH> direct; // 240
-   std::array<PriceLevel, COCONUT_IMPLIED_DEPTH> implied; // 48
+   std::array<PriceLevel, COCONUT_MAX_IMPLIED_DEPTH> implied; // 48
   uint8_t status;         // 1

   const PriceLevel* at(uint32_t depth) const {
@@ -60,7 +60,7 @@ class RelayProducer : public IRelayWriter {
            bids[x] = book_at(update.book().bids(), x);
            asks[x] = book_at(update.book().asks(), x);
         }
-         handle.update_book(updated, bids, asks);
+         handle.update_direct(updated, bids, asks);
      }
      if (update.has_misc()) {
         auto& misc = update.misc();
@@ -38,7 +38,7 @@ void setup_market(MDProducerHandle producer, const vector<PS>& bids, const vecto
   std::transform(bids.begin(), bids.end(), bids_a.begin(), [](const PS& ps) { return PriceSize::from_double<7>(ps.price, ps.size); });
   std::transform(asks.begin(), asks.end(), asks_a.begin(), [](const PS& ps) { return PriceSize::from_double<7>(ps.price, ps.size); });

-   producer.update_book(ts, bids_a, asks_a);
+   producer.update_direct(ts, bids_a, asks_a);
 }

 void expect_market(const MDConsumerHandle& handle, const vector<PS> bids, const vector<PS>& asks) {
@@ -17,12 +17,12 @@ namespace orderman {

 struct AsyncFactory::PImpl 
 {
-   PImpl() :
+   PImpl(DynamicOrderRegistry const&b) :
      orders_stream(),
      fix_buffer_stream(),
      db(),
      order_router(),
-      order_factory(db,order_router)
+      order_factory(db,order_router,b)
   {}

   mercury::Stream<CreateOrderReplyEvent> orders_stream;
@@ -32,7 +32,7 @@ struct AsyncFactory::PImpl
   OrderFactory order_factory;
 };

-AsyncFactory::AsyncFactory() : me(new PImpl()) {}
+AsyncFactory::AsyncFactory(DynamicOrderRegistry const&b) : me(new PImpl(b)) {}
 AsyncFactory::~AsyncFactory () {}

 void AsyncFactory::init()
@@ -7,12 +7,13 @@

 namespace bts {
 namespace orderman {
+class DynamicOrderRegistry;

 // used to asynchronously build fix buffers and orders
 class AsyncFactory : public mercury::Actor
 {
 public:
-   AsyncFactory();
+   AsyncFactory(DynamicOrderRegistry const&);
   ~AsyncFactory();

   void init() override;
@@ -1,10 +1,10 @@
 #include "ServiceBridge.h"

 #include "lib/api/public/ServiceContext.h"
-#include "lib/utils/PBUtils.h"
 #include "lib/orderman/events/ActivateOrderEvent.h"
 #include "lib/orderman/events/CancelOrderEvent.h"
 #include "lib/orderman/events/CrackOrderEvent.h"
+#include "lib/orderman/events/NewAdminDataEvent.h"
 #include "lib/orderman/events/NewSecuritiesEvent.h"
 #include "lib/orderman/events/OrderManagerReadyEvent.h"
 #include "lib/orderman/events/StoredFillEvent.h"
@@ -13,7 +13,7 @@
 #include "lib/orderman/order_factory/OrderFactory.h"
 #include "lib/orderman/order_router/OrderRouter.h"
 #include "lib/orderman/securities/MapSecurityDB.h"
-#include "lib/orderman/events/NewAdminDataEvent.h"
+#include "lib/utils/PBUtils.h"

 #include "lib/api/services/OrderService.pb.h"
 #include "lib/orderman/orderman_utils/orderman_common.h"
@@ -24,12 +24,13 @@ namespace orderman {

 struct ServiceBridge::PImpl {
   PImpl(OnReady const &on_ready, OnOrders const &on_orders,
-         OnFills const &on_fills)
+         OnFills const &on_fills,
+         DynamicOrderRegistry const &dyn_order_registry)
       : on_ready(on_ready), on_orders(on_orders), on_fills(on_fills),
         have_orders(false), have_securities(false), order_manager_ready(false),
-         sec_db(), order_router(), order_factory(sec_db, order_router),
-         known_orders() {
-   }
+         sec_db(), order_router(),
+         order_factory(sec_db, order_router, dyn_order_registry),
+         known_orders() {}

   OnReady on_ready;
   OnOrders on_orders;
@@ -47,20 +48,18 @@ struct ServiceBridge::PImpl {
   mercury::Stream<NewAdminDataEvent> new_admin_data_pub;
   std::unordered_set<OrderKey> known_orders;
   std::vector<std::shared_ptr<const api::admin::AdminData>> admin_data_updates;
-   
+
   std::promise<void> ready;
 };

 ServiceBridge::ServiceBridge(OnReady const &on_ready, OnOrders const &on_orders,
-                             OnFills const &on_fills)
-    : me(new PImpl(on_ready, on_orders, on_fills)) {}
+                             OnFills const &on_fills,
+                             DynamicOrderRegistry const &dyn_order_registry)
+    : me(new PImpl(on_ready, on_orders, on_fills, dyn_order_registry)) {}

 ServiceBridge::~ServiceBridge() {}

-void ServiceBridge::block_until_ready()
-{
-   me->ready.get_future().wait();
-}
+void ServiceBridge::block_until_ready() { me->ready.get_future().wait(); }

 void ServiceBridge::init() {
   subscribe<NewAdminDataEvent>([this](auto const &u) { this->on(u); });
@@ -125,8 +124,8 @@ void ServiceBridge::on(mercury::Update<OrderManagerReadyEvent> const &update) {
   }
 }

-void ServiceBridge::on(mercury::Update<NewAdminDataEvent> const&update) {
-   if (update.events) 
+void ServiceBridge::on(mercury::Update<NewAdminDataEvent> const &update) {
+   if (update.events)
      for (auto ev : *(update.events))
         me->order_router.update(*ev.admin_data);
 }
@@ -233,12 +232,12 @@ ServiceBridge::crack_order(api::orderman::Crack const &c) {
   return f.get();
 }

-void ServiceBridge::update_admin_data(std::shared_ptr<const api::admin::AdminData> const&admin)
-{
+void ServiceBridge::update_admin_data(
+    std::shared_ptr<const api::admin::AdminData> const &admin) {
   post_action([this, admin]() {
-         me->admin_data_updates.push_back (admin);
-         publish(me->new_admin_data_pub,*admin);
-      });
+      me->admin_data_updates.push_back(admin);
+      publish(me->new_admin_data_pub, *admin);
+   });
 }

 bool ServiceBridge::is_ready() const {
@@ -249,5 +248,5 @@ void ServiceBridge::maybe_signal_ready(bool old_ready) {
   if (!old_ready && is_ready())
      me->on_ready();
 }
-}
-}
+} // namespace orderman
+} // namespace bts
@@ -1,14 +1,16 @@
 #pragma once

-#include <memory>
-#include "lib/mercury/actors/Actor.h"
 #include "lib/config/protos/jetfix.pb.h"
+#include "lib/mercury/actors/Actor.h"
+#include <memory>

 // fwds
 namespace bts {
 namespace api {
 class ServiceContext;
-namespace admin { class AdminData;}
+namespace admin {
+class AdminData;
+}
 namespace orderman {
 class OrderRecord;
 class Fill;
@@ -17,32 +19,36 @@ class Create;
 class Update;
 class Cancel;
 class Crack;
-}}
+} // namespace orderman
+} // namespace api
 namespace orderman {
 class StoredFillEvent;
 class StoredOrderEvent;
 class NewSecuritiesEvent;
 class OrderManagerReadyEvent;
 class NewAdminDataEvent;
-}}
+class DynamicOrderRegistry;
+} // namespace orderman
+} // namespace bts
 // end fwds

-
 // Provides a threading bridge between the quickbux/service world and
 // the mercury event broker.
 namespace bts {
 namespace orderman {

-class ServiceBridge : public mercury::Actor
-{
-public:
-   template <class EV> using OnEv = std::function<void(EV const&)>;
+class ServiceBridge : public mercury::Actor {
+ public:
+   template <class EV> using OnEv = std::function<void(EV const &)>;

   using OnReady = std::function<void()>;
-   using OnOrders = std::function<void (std::vector<api::orderman::OrderRecord> const& )>;
-   using OnFills = std::function<void (std::vector<api::orderman::Fill> const&)>;
-   
-   ServiceBridge(OnReady const&, OnOrders const&, OnFills const&);
+   using OnOrders =
+       std::function<void(std::vector<api::orderman::OrderRecord> const &)>;
+   using OnFills =
+       std::function<void(std::vector<api::orderman::Fill> const &)>;
+
+   ServiceBridge(OnReady const &, OnOrders const &, OnFills const &,
+                 DynamicOrderRegistry const &);
   void init() override;
   ~ServiceBridge();

@@ -50,23 +56,25 @@ public:
   void block_until_ready();

   // these can be called from any thread, after block_until_ready() returns
-   api::orderman::Response create_order(api::orderman::Create const&c);
-   api::orderman::Response update_order(api::orderman::Update const&c);
-   api::orderman::Response cancel_order(api::orderman::Cancel const&c);
-   api::orderman::Response crack_order(api::orderman::Crack const&c);
-   void update_admin_data(std::shared_ptr<api::admin::AdminData const> const &admin);
-   
-private:
+   api::orderman::Response create_order(api::orderman::Create const &c);
+   api::orderman::Response update_order(api::orderman::Update const &c);
+   api::orderman::Response cancel_order(api::orderman::Cancel const &c);
+   api::orderman::Response crack_order(api::orderman::Crack const &c);
+   void
+   update_admin_data(std::shared_ptr<api::admin::AdminData const> const &admin);
+
+ private:
   struct PImpl;
   std::unique_ptr<PImpl> me;
-   bool is_ready () const;
+   bool is_ready() const;
   void maybe_signal_ready(bool old_ready);
-   
-   void on(mercury::Update<StoredFillEvent> const&);
-   void on(mercury::Update<StoredOrderEvent> const&);
-   void on(mercury::Update<NewSecuritiesEvent> const&);
-   void on(mercury::Update<OrderManagerReadyEvent> const&);
-   void on(mercury::Update<NewAdminDataEvent> const&);
+
+   void on(mercury::Update<StoredFillEvent> const &);
+   void on(mercury::Update<StoredOrderEvent> const &);
+   void on(mercury::Update<NewSecuritiesEvent> const &);
+   void on(mercury::Update<OrderManagerReadyEvent> const &);
+   void on(mercury::Update<NewAdminDataEvent> const &);
 };

-}}
+} // namespace orderman
+} // namespace bts
@@ -40,7 +40,8 @@ struct OrderManager::OrderInfo {
 };

 struct OrderManager::PImpl {
-   PImpl(Actor &owner) : state(State::WAIT_ADMIN), services_data(owner) {}
+   PImpl(Actor &owner, DynamicOrderRegistry const &b)
+       : state(State::WAIT_ADMIN), services_data(owner, b) {}

   State state;
   std::unordered_map<OrderKey, OrderInfo> orders;
@@ -50,7 +51,7 @@ struct OrderManager::PImpl {
   mercury::Stream<OrderManagerReadyEvent> pub_ready;
 };

-OrderManager::OrderManager() : me(new PImpl(*this)) {}
+OrderManager::OrderManager(DynamicOrderRegistry const&b) : me(new PImpl(*this,b)) {}
 OrderManager::~OrderManager() {}

 void OrderManager::init() {
@@ -202,8 +203,7 @@ void OrderManager::on_activate_order(
         OrderInfo oi{*order, me->services_data};
         auto serv_ptr = oi.order_services.get();
         me->orders[k] = std::move(oi);
-         order->on_activate(ev.price, ev.quantity, *serv_ptr,
-                            ev.trace);
+         order->on_activate(ev.price, ev.quantity, *serv_ptr, ev.trace);
      }
 }

@@ -213,8 +213,7 @@ void OrderManager::on_update_order(const mercury::Update<UpdateOrderEvent> &m) {
         auto k = ev.key();
         auto it = me->orders.find(k);
         if (it != me->orders.end())
-            it->second.order->on_update(ev.price, ev.quantity,
-                                        ev.trace);
+            it->second.order->on_update(ev.price, ev.quantity, ev.trace);
         else {
            LOG(OrderMan, Error,
                "Received an update request for an unknown order {}. "
@@ -22,6 +22,7 @@ class StoredFillEvent;
 class CreateFIXBufferReplyEvent;
 class GatewayStatusChangeEvent;
 class NewAdminDataEvent;
+class DynamicOrderRegistry;
 }
 }

@@ -51,7 +52,7 @@ namespace orderman {

 class OrderManager : public mercury::Actor {
 public:
-   OrderManager();
+   OrderManager(DynamicOrderRegistry const&dyn_order_builder);
   ~OrderManager();
   void init() override;

@@ -5,8 +5,8 @@
 namespace bts {
 namespace orderman {

-OrderServicesData::OrderServicesData(mercury::Actor &owner)
-    : owner(owner), order_router(), order_factory(sec_db, order_router),
+OrderServicesData::OrderServicesData(mercury::Actor &owner,DynamicOrderRegistry const&b)
+   : owner(owner), order_router(), order_factory(sec_db, order_router,b),
      last_timer_ev(
          Timer::now(),
          to<mercury::TimeStampStr>(datetime::FIX_timestamp(datetime::now()))) {
@@ -67,13 +67,14 @@ struct SessionServicesData {

 class OrderServicesData {
 public:
-   OrderServicesData(mercury::Actor &owner);
+   OrderServicesData(mercury::Actor &owner,DynamicOrderRegistry const&b);
+
   mercury::Actor &owner;
   securities::MapSecurityDB sec_db;
   OrderRouter order_router;
   Limiter limiter;
   OrderFactory order_factory;
-
+   
   std::unique_ptr<mercury::ContentSubscription<BookUpdateEvent>> md_subs;
   std::unique_ptr<
       mercury::ContentSubscription<OrderStateUpdateEvent, ParentKey>>
@@ -0,0 +1,14 @@
+#pragma once
+
+#include <memory>
+#include <functional>
+
+
+namespace bts {
+namespace orderman {
+
+class DynamicOrder;
+
+using DynamicOrderBuilder = std::function<std::unique_ptr<DynamicOrder>()>;
+
+}}
@@ -0,0 +1,45 @@
+#include "DynamicOrderRegistry.h"
+#include "lib/orderman/orders/DynamicOrder.h"
+
+#include <unordered_map>
+
+namespace bts {
+namespace orderman {
+
+struct DynamicOrderRegistry::PImpl {
+   std::unordered_map<
+       std::string,
+       std::pair<DynamicOrderBuilder, api::orderman::DynamicOrderDescriptor>>
+       dyn_orders;
+};
+
+DynamicOrderRegistry::DynamicOrderRegistry() : me(new PImpl()) {}
+DynamicOrderRegistry::~DynamicOrderRegistry() {}
+
+void DynamicOrderRegistry::register_dynamic_order(
+    api::orderman::DynamicOrderDescriptor const &desc,
+    DynamicOrderBuilder const &b) {
+   me->dyn_orders[desc.dynamic_order_type()] = std::make_pair(b, desc);
+}
+
+std::unique_ptr<DynamicOrder>
+DynamicOrderRegistry::build(std::string const &dynamic_order_type) const {
+   auto it = me->dyn_orders.find(dynamic_order_type);
+   if (it != me->dyn_orders.end())
+      return it->second.first();
+   else
+      return std::unique_ptr<DynamicOrder>();
+}
+
+std::vector<api::orderman::DynamicOrderDescriptor>
+DynamicOrderRegistry::get_all_dynamic_order_types() const {
+
+   std::vector<api::orderman::DynamicOrderDescriptor> result;
+   for (auto const &ot : me->dyn_orders)
+      result.push_back(ot.second.second);
+   return result;
+}
+
+
+} // namespace orderman
+} // namespace bts
@@ -0,0 +1,27 @@
+#pragma once
+
+#include "lib/orderman/order_factory/DynamicOrderBuilder.h"
+#include "lib/api/services/OrderService.pb.h"
+
+namespace bts {
+namespace orderman {
+
+
+class DynamicOrderRegistry {
+public:
+   DynamicOrderRegistry();
+   ~DynamicOrderRegistry();
+   
+   void register_dynamic_order(api::orderman::DynamicOrderDescriptor const&desc,
+                               DynamicOrderBuilder const&builder);
+
+   // can return a null if no such order type exists
+   std::unique_ptr<DynamicOrder> build(std::string const&dynamic_order_type) const;
+
+   std::vector<api::orderman::DynamicOrderDescriptor> get_all_dynamic_order_types() const;
+private:
+   struct PImpl;
+   std::unique_ptr <PImpl> me;
+};
+
+}}
@@ -1,24 +1,25 @@
 #include "OrderFactory.h"
 #include "lib/api/services/OrderService.pb.h"
 #include "lib/logging/logging.h"
+#include "lib/orderman/orderman_utils/ExecutionReport.h"
+#include "lib/orderman/orders/PreActivationOrderServices.h"
 #include "lib/utils/Puid.h"
 #include "lib/utils/SpinLock.h"
 #include "lib/utils/bts_assert.h"
-#include "lib/orderman/orderman_utils/ExecutionReport.h"
-#include "lib/orderman/orders/PreActivationOrderServices.h"

 // order types
+#include "lib/orderman/order_factory/DynamicOrderRegistry.h"
+#include "lib/orderman/orders/DynamicOrder.h"
 #include "lib/orderman/orders/IcebergOrder.h"
-#include "lib/orderman/orders/spreader_orders/SpreaderOrder.h"
 #include "lib/orderman/orders/NativeOrder.h"
 #include "lib/orderman/orders/TimeBoxOrder.h"
-#include "lib/orderman/orders/book_algos/TickOrder.h"
-#include "lib/orderman/orders/book_algos/LeanOrder.h"
-#include "lib/orderman/orders/book_algos/JoinOrder.h"
-#include "lib/orderman/orders/book_algos/TopOrder.h"
-#include "lib/orderman/orders/book_algos/CoverOrder.h"
 #include "lib/orderman/orders/TriggerOrder.h"
-#include "lib/orderman/orders/DynamicOrder.h"
+#include "lib/orderman/orders/book_algos/CoverOrder.h"
+#include "lib/orderman/orders/book_algos/JoinOrder.h"
+#include "lib/orderman/orders/book_algos/LeanOrder.h"
+#include "lib/orderman/orders/book_algos/TickOrder.h"
+#include "lib/orderman/orders/book_algos/TopOrder.h"
+#include "lib/orderman/orders/spreader_orders/SpreaderOrder.h"

 #include <limits>
 #include <mutex>
@@ -48,16 +49,20 @@ OrderKey gen_order_id() {
 }

 struct OrderFactory::PImpl {
-   PImpl(securities::ISecurityDB &db,OrderRouter const&router)
-      : my_orders(), sec_db(db), router(router){}
+   PImpl(securities::ISecurityDB &db, OrderRouter const &router,
+         DynamicOrderRegistry const &dr)
+       : my_orders(), sec_db(db), router(router), dynamic_order_registry(dr) {}

   std::vector<std::unique_ptr<Order>> my_orders;
   securities::ISecurityDB &sec_db;
-   OrderRouter const&router;
+   OrderRouter const &router;
+   DynamicOrderRegistry const &dynamic_order_registry;
 };

-OrderFactory::OrderFactory(securities::ISecurityDB &db, OrderRouter const&router)
-    : me(new PImpl(db, router)) {}
+OrderFactory::OrderFactory(securities::ISecurityDB &db,
+                           OrderRouter const &router,
+                           DynamicOrderRegistry const &registry)
+    : me(new PImpl(db, router, registry)) {}

 OrderFactory::~OrderFactory() {}

@@ -66,8 +71,8 @@ Order &OrderFactory::create(OrderKey parent,
   auto k = gen_order_id();
   auto pk = parent;
   auto &order = allocate(k, pk, def);
-      order.on_init_new(def,
-                         PreActivationOrderServices{me->sec_db, *this,me->router});
+   order.on_init_new(def,
+                     PreActivationOrderServices{me->sec_db, *this, me->router});
   return order;
 }

@@ -76,7 +81,7 @@ Order &OrderFactory::recover(api::orderman::OrderRecord const &rec) {
   auto pk = OrderKey(rec.parent_key());
   auto &order = allocate(k, pk, rec.def());
   order.on_init_recovered(
-      rec, PreActivationOrderServices{me->sec_db, *this,me->router});
+       rec, PreActivationOrderServices{me->sec_db, *this, me->router});
   return order;
 }

@@ -90,7 +95,7 @@ Order &OrderFactory::recreate_from_exe_report(ExecutionReport const &r) {
   case NATIVE_ORDER_TYPE_STOP_LIMIT: {
      auto native_order = std::make_unique<NativeOrder>();
      native_order->on_init_from_exe_report(
-         r, PreActivationOrderServices{me->sec_db, *this,me->router});
+          r, PreActivationOrderServices{me->sec_db, *this, me->router});
      native_order->_key = r.order_key;
      native_order->_parent_key = null_order_key();
      me->my_orders.emplace_back();
@@ -122,32 +127,40 @@ Order &OrderFactory::allocate(OrderKey k, OrderKey pk,
      order_ptr.reset(new IcebergOrder());
      break;
   case CustomOrderDefinition::kSpreader:
-      order_ptr.reset (new orderman::SpreaderOrder());
+      order_ptr.reset(new orderman::SpreaderOrder());
      break;
   case CustomOrderDefinition::kTimeBox:
-      order_ptr.reset (new orderman::TimeBoxOrder());
+      order_ptr.reset(new orderman::TimeBoxOrder());
      break;
   case CustomOrderDefinition::kTick:
-      order_ptr.reset (new orderman::TickOrder());
+      order_ptr.reset(new orderman::TickOrder());
      break;
   case CustomOrderDefinition::kLean:
-      order_ptr.reset (new orderman::LeanOrder());
-      break;      
+      order_ptr.reset(new orderman::LeanOrder());
+      break;
   case CustomOrderDefinition::kJoin:
-      order_ptr.reset (new orderman::JoinOrder());
+      order_ptr.reset(new orderman::JoinOrder());
      break;
   case CustomOrderDefinition::kTop:
-      order_ptr.reset (new orderman::TopOrder());
+      order_ptr.reset(new orderman::TopOrder());
      break;
   case CustomOrderDefinition::kTrigger:
-      order_ptr.reset (new orderman::TriggerOrder());
+      order_ptr.reset(new orderman::TriggerOrder());
      break;
   case CustomOrderDefinition::kCover:
-      order_ptr.reset (new orderman::CoverOrder());
-      break;      
-   case CustomOrderDefinition::kDynamic:
-      order_ptr.reset (new orderman::DynamicOrder());
+      order_ptr.reset(new orderman::CoverOrder());
      break;
+   case CustomOrderDefinition::kDynamic: {
+      order_ptr = me->dynamic_order_registry.build(
+          def.custom_def().dynamic().dynamic_order_type());
+      if (!order_ptr) {
+         // the default dynamic order is empty and will transition
+         // immediately to an error state, so we use it when we cannot
+         // resolve the requested type
+         order_ptr.reset(new orderman::DynamicOrder());
+      }
+      break;
+   }
   case CustomOrderDefinition::CUSTOM_NOT_SET:
      bts_assert(false);
      break;
@@ -156,5 +169,5 @@ Order &OrderFactory::allocate(OrderKey k, OrderKey pk,
   order_ptr->_parent_key = pk;
   return *order_ptr;
 }
-}
-}
+} // namespace orderman
+} // namespace bts
@@ -11,7 +11,8 @@ class ISecurityDB;
 }
 namespace orderman {
 class Order;
-}
+class DynamicOrderRegistry;
+} // namespace orderman
 namespace orderman {
 class OrderRouter;
 }
@@ -32,7 +33,8 @@ namespace orderman {

 class OrderFactory : public IOrderFactory {
 public:
-   OrderFactory(securities::ISecurityDB &db, OrderRouter const &router);
+   OrderFactory(securities::ISecurityDB &db, OrderRouter const &router,
+                DynamicOrderRegistry const &dynamic_order_reg);
   ~OrderFactory();

   Order &create(OrderKey parent,
@@ -0,0 +1,30 @@
+#include "lib/api/services/OrderService.pb.h"
+
+namespace bts{
+namespace orderman{
+
+using namespace bts::api::orderman;
+
+inline bool order_in_error_state(OrderStatus order_status){
+   return order_status == OrderStatus::ORDER_STATUS_ERROR ||
+          order_status == OrderStatus::ORDER_STATUS_DISCONNECTED ||
+          order_status == OrderStatus::ORDER_STATUS_REJECTED_BY_SPARK;
+}
+
+inline bool order_in_working_state(OrderStatus order_status){
+   return order_status == OrderStatus::ORDER_STATUS_WORKING ||
+          order_status == OrderStatus::ORDER_STATUS_PENDING_WORKING;
+}
+
+inline bool is_exchange_order(const OrderState& state){
+   return state.has_market() ||
+          state.has_limit() ||
+          state.has_stop() ||
+          state.has_stop_limit();
+}
+
+inline bool is_parent_order(const OrderRecord& ord){
+   return ord.parent_key()==0;
+}
+
+}}
@@ -15,7 +15,6 @@ struct DynamicOrder::PImpl {
   api::orderman::OrderState state;
 };

-
 DynamicOrder::DynamicOrder() : me(new PImpl()) {}

 DynamicOrder::~DynamicOrder() {}
@@ -27,13 +26,14 @@ api::orderman::OrderDefinition const &DynamicOrder::definition() const {
 void DynamicOrder::on_init_new(api::orderman::OrderDefinition const &def,
                               const PreActivationOrderServices &) {
   me->def = def;
-   me->state.mutable_trigger();
+   me->state.mutable_dynamic();

   auto const &dynamic_def = def.custom_def().dynamic();
-   auto msg = fmt::format("Could not find implementation for dynamic order type {}",
-                          dynamic_def.dynamic_order_type());
+   auto msg =
+       fmt::format("Could not find implementation for dynamic order type {}",
+                   dynamic_def.dynamic_order_type());
+   me->state.set_status(ORDER_STATUS_REJECTED_BY_SPARK);
   me->state.set_last_msg(msg);
-   transition(ORDER_STATUS_REJECTED_BY_SPARK, msg);
 }

 void DynamicOrder::on_init_recovered(api::orderman::OrderRecord const &rec,
@@ -41,35 +41,21 @@ void DynamicOrder::on_init_recovered(api::orderman::OrderRecord const &rec,
   auto const &def = rec.def();
   me->def = def;
   me->state = rec.state();
-   auto msg = fmt::format("Could not find implementation for dynamic order type {}",
-                          def.custom_def().dynamic().dynamic_order_type());
-   transition(ORDER_STATUS_ERROR, msg);
-}
-
-void DynamicOrder::on_activate(Price , Quantity , OrderServices &services,
-                               PerfTrace const&) {
-   bts_assert(!me->services);
-   me->services = &services;
-   report_state();
-}
-
-void DynamicOrder::on_update(Price , Quantity , PerfTrace const&) {}
-void DynamicOrder::on_crack(PerfTrace const&) {}
-void DynamicOrder::on_cancel(PerfTrace const&) {}
-
-void DynamicOrder::transition(api::orderman::OrderStatus new_status,
-                              std::string const &msg) {
-   auto const &from = OrderStatus_Name(me->state.status());
-   auto const &to = OrderStatus_Name(new_status);
-   LOG(OrderMan, Info, "Transitioning dynamic  order {} from {} to {}. Msg: {}",
-       key().value(), from, to, msg);
+   auto msg =
+       fmt::format("Could not find implementation for dynamic order type {}",
+                   def.custom_def().dynamic().dynamic_order_type());
+   me->state.set_status(ORDER_STATUS_REJECTED_BY_SPARK);
   me->state.set_last_msg(msg);
-   me->state.set_status(new_status);
 }

-void DynamicOrder::report_state() {
-   me->services->report_state(me->state);
+void DynamicOrder::on_activate(Price, Quantity, OrderServices &services,
+                               PerfTrace const &) {
+   services.report_state(me->state);
 }

+void DynamicOrder::on_update(Price, Quantity, PerfTrace const &) {}
+void DynamicOrder::on_crack(PerfTrace const &) {}
+void DynamicOrder::on_cancel(PerfTrace const &) {}
+
 } // namespace orderman
 } // namespace bts
@@ -25,8 +25,6 @@ public:
   void on_cancel(PerfTrace const&) override ;

 private:
-   void report_state();
-   void transition(api::orderman::OrderStatus new_state,std::string const&msg);
   struct PImpl;
   std::unique_ptr<PImpl> me;
 };
@@ -1,13 +0,0 @@
-.separator ","
-create table trace (md integer,spreader_on_book integer,event_type text,md_src integer,event_id integer,spreader_modify_order integer,order_update integer,fix_socket_r integer,spreader_on_child_order_update integer,md_sn integer,s2s_us integer,fix_socket_w integer,exe_gw integer);
-.import trace.csv trace
-create view tick_to_order as select 
-    event_id,
-    (fix_socket_w - md) / 1000 total, 
-    (md_src-md)/1000 md_to_md_src, 
-    (spreader_on_book-md_src)/1000 md_src_to_spreader, 
-    (spreader_modify_order-spreader_on_book)/1000 spreader_on_book_to_modify_order, 
-    (order_update-spreader_modify_order)/1000 spreader_modify_order_to_native_order, 
-    (exe_gw-order_update)/1000 native_order_to_gw,
-    (fix_socket_w - exe_gw)/1000 gw_to_socket 
-    from trace where md<>0 and total < 3000 and spreader_modify_order<>0;
@@ -10,7 +10,8 @@ def gen_create_table(d,t):
    fields = [ "%s integer" % k if isinstance (v,int) else "%s text" % k for (k,v) in d.iteritems()]
    print ".separator \",\"\ncreate table trace (%s);" % ",".join(fields)
    print ".import %s trace" % t
-    print '''create view tick_to_order as select 
+    print '''
+create view tick_to_order as select 
    event_id,
    order_key,
    (fix_socket_w - md) / 1000 total, 
@@ -19,8 +20,21 @@ def gen_create_table(d,t):
    (spreader_modify_order-spreader_on_book)/1000 spreader_on_book_to_modify_order, 
    (order_update-spreader_modify_order)/1000 spreader_modify_order_to_native_order, 
    (exe_gw-order_update)/1000 native_order_to_gw,
-    (fix_socket_w - exe_gw)/1000 gw_to_socket 
-    from trace where md<>0 and total < 3000 and spreader_modify_order<>0;'''
+    (fix_socket_w - exe_gw)/1000 gw_to_socket
+    from trace where md<>0 and total < 3000 and spreader_modify_order<>0;
+
+create view tick_to_order_perc as select 
+    event_id,
+    total,
+    round(100.0*md_to_md_src/total) md_to_md_src , 
+    round(100.0*md_src_to_spreader/total) md_src_to_spreader , 
+    round(100.0*spreader_on_book_to_modify_order/total) spreader_on_book_to_modify_order , 
+    round(100.0*spreader_modify_order_to_native_order/total) spreader_modify_order_to_native_order , 
+    round(100.0*native_order_to_gw/total) native_order_to_gw , 
+    round(100.0*gw_to_socket/total) gw_to_socket
+from tick_to_order;
+
+'''

 def gen_insert(d):
    values = [ "%s" % v if isinstance (v,int) else "'%s'" % v for v in d.values()]
@@ -16,7 +16,10 @@
 #include "lib/orderman/actors/SecuritySrc.h"
 #include "lib/orderman/actors/ServiceBridge.h"
 #include "lib/orderman/actors/order_manager/OrderManager.h"
+#include "lib/orderman/order_factory/DynamicOrderRegistry.h"
 #include "lib/utils/bts_chrono.h"
+#include "lib/plugin/plugin.h"
+#include "lib/plugin/SparkServices.h"

 namespace bts {
 namespace orderman {
@@ -24,6 +27,7 @@ namespace orderman {
 struct OrderServiceServer::PImpl {
   PImpl(bts::api::ServiceContext &ctx,
         std::shared_ptr<api::ISyntheticSecurityService> &ss,
+         DynamicOrderRegistry const &d,
         metrics::MetricsContainer &stats)
       : fast_broker(std::make_shared<mercury::AsyncEventBroker>()),
         slow_broker(std::make_shared<mercury::AsyncEventBroker>()),
@@ -31,7 +35,7 @@ struct OrderServiceServer::PImpl {
         fast_thread(), slow_thread(), service_ready(false), known_orders(),
         known_fills(), publish_orders(), publish_fills(),
         admin_service(ctx.locate<api::admin::AdminService>()), md_consumer(ss),
-         stats(stats) {}
+         stats(stats), dyn_order_registry(d) {}

   std::shared_ptr<mercury::AsyncEventBroker> fast_broker;
   std::shared_ptr<mercury::AsyncEventBroker> slow_broker;
@@ -49,14 +53,16 @@ struct OrderServiceServer::PImpl {
   api::admin::AdminService admin_service;
   bts::md::MDConsumer md_consumer;
   metrics::MetricsContainer &stats;
+   DynamicOrderRegistry const &dyn_order_registry;
 };

 OrderServiceServer::OrderServiceServer(
    bts::api::ServiceContext &ctx,
    std::shared_ptr<api::ISyntheticSecurityService> &ss,
+    DynamicOrderRegistry const&d,
    metrics::MetricsContainer &stats)
-    : api::orderman::OrderServiceBase(ctx), me(new PImpl(ctx, ss, stats)) {
-
+   : api::orderman::OrderServiceBase(ctx), me(new PImpl(ctx, ss, d,stats)) {
+   
   me->publish_orders = make_orders_publisher();
   me->publish_fills = make_fills_publisher();

@@ -69,18 +75,20 @@ OrderServiceServer::OrderServiceServer(

       [this, &ctx](auto const &fill) {
          ctx.post([this, fill] { this->on_fills(fill); });
-       });
+       },
+
+       me->dyn_order_registry);

   me->fast_broker->init_neighbours({me->slow_broker});
   me->slow_broker->init_neighbours({me->fast_broker});

   // fast actors
   me->fast_exe.spawn<MDSource>(me->md_consumer, me->stats);
-   me->fast_exe.spawn<OrderManager>();
+   me->fast_exe.spawn<OrderManager>(me->dyn_order_registry);

   auto &all_connections = config::get<config::JetFIX>().connection();
   for (auto const &c : all_connections)
-      me->fast_exe.spawn<ExecutionGateway>(c,stats);
+      me->fast_exe.spawn<ExecutionGateway>(c, stats);

   me->fast_thread = std::thread([this]() {
      os::set_thread_name("fast_exe");
@@ -105,7 +113,7 @@ OrderServiceServer::OrderServiceServer(
   // slow actors
   me->slow_exe.activate(me->service_bridge);
   me->slow_exe.spawn<mercury::Timer>();
-   me->slow_exe.spawn<AsyncFactory>();
+   me->slow_exe.spawn<AsyncFactory>(me->dyn_order_registry);
   me->slow_exe.spawn<OrderStore>();
   me->slow_exe.spawn<FillStore>();
   me->slow_exe.spawn<SecuritySrc>(me->md_consumer);
@@ -225,5 +233,17 @@ void OrderServiceServer::crack_order(
      response = me->service_bridge->crack_order(crack);
   r(response);
 }
+
+void OrderServiceServer::get_registered_dynamic_order_types(
+    const api::VoidMessage &,
+    const api::Response<api::orderman::RegisteredDynamicOrderTypes> &r) {
+   api::orderman::RegisteredDynamicOrderTypes response;
+
+   auto all_orders = me->dyn_order_registry.get_all_dynamic_order_types();
+   for (auto const &desc : all_orders)
+      *response.add_dynamic_order_desc() = desc;
+   r(response);
+}
+
 } // namespace orderman
 } // namespace bts
@@ -1,39 +1,47 @@
 #pragma once

-#include <memory>
 #include "lib/api/services/OrderService.pb.h"
 #include "lib/api/services/OrderService.server.pb.h"
 #include "lib/mercury/mercury_utils/IPollableActor.h"
+#include <memory>

 namespace bts {
-namespace api { class ISyntheticSecurityService; }
-namespace metrics {class MetricsContainer;}
+namespace api {
+class ISyntheticSecurityService;
+}
+namespace metrics {
+class MetricsContainer;
+}
 namespace orderman {
+class DynamicOrderRegistry;

-
-class OrderServiceServer  : public api::orderman::OrderServiceBase
-{
-public:
-   OrderServiceServer (bts::api::ServiceContext& context,
-                       std::shared_ptr<api::ISyntheticSecurityService>&,
-                       metrics::MetricsContainer &);
+class OrderServiceServer : public api::orderman::OrderServiceBase {
+ public:
+   OrderServiceServer(bts::api::ServiceContext &context,
+                      std::shared_ptr<api::ISyntheticSecurityService> &,
+                      DynamicOrderRegistry const&,
+                      metrics::MetricsContainer &);
   ~OrderServiceServer();

-   void create_order(const api::orderman::Create&,
-                     const api::Response<api::orderman::Response>&) override;
-   void cancel_order(const api::orderman::Cancel&,
-                     const api::Response<api::orderman::Response>&) override;
-   void update_order(const api::orderman::Update&,
-                     const api::Response<api::orderman::Response>&) override;
-   void crack_order(const api::orderman::Crack&,
-                    const api::Response<api::orderman::Response>& ) override;
-private:
+   void create_order(const api::orderman::Create &,
+                     const api::Response<api::orderman::Response> &) override;
+   void cancel_order(const api::orderman::Cancel &,
+                     const api::Response<api::orderman::Response> &) override;
+   void update_order(const api::orderman::Update &,
+                     const api::Response<api::orderman::Response> &) override;
+   void crack_order(const api::orderman::Crack &,
+                    const api::Response<api::orderman::Response> &) override;
+   void get_registered_dynamic_order_types(
+       const api::VoidMessage &,
+       const api::Response<api::orderman::RegisteredDynamicOrderTypes> &)
+       override;
+
+ private:
   struct PImpl;
   std::unique_ptr<PImpl> me;
-   void on_orders(std::vector<api::orderman::OrderRecord> const&);
-   void on_fills (std::vector<api::orderman::Fill> const&);
+   void on_orders(std::vector<api::orderman::OrderRecord> const &);
+   void on_fills(std::vector<api::orderman::Fill> const &);
 };

-
-
-}}
+} // namespace orderman
+} // namespace bts
@@ -0,0 +1,26 @@
+#include "SparkServices.h"
+#include "lib/orderman/order_factory/DynamicOrderRegistry.h"
+
+namespace bts {
+
+using namespace orderman;
+
+struct SparkServices::PImpl {
+   PImpl(orderman::DynamicOrderRegistry &r) : dyn_order_registry(r) {}
+   DynamicOrderRegistry &dyn_order_registry;
+};
+
+SparkServices::SparkServices(orderman::DynamicOrderRegistry &r)
+    : me(new PImpl(r)) {}
+
+SparkServices::~SparkServices() {}
+
+void SparkServices::register_dynamic_order(
+    api::orderman::DynamicOrderDescriptor const &desc,
+    std::function<std::unique_ptr<DynamicOrder>()> const &builder) {
+   me->dyn_order_registry.register_dynamic_order(desc, builder);
+}
+
+extern "C" void initialize_spark_plugin(SparkServices &) {}
+
+} // namespace bts
@@ -0,0 +1,28 @@
+#pragma once
+
+#include "lib/api/services/OrderService.pb.h"
+#include <functional>
+#include <memory>
+#include <string>
+
+namespace bts {
+
+namespace orderman {
+class DynamicOrder;
+class DynamicOrderRegistry;
+} // namespace orderman
+
+class SparkServices {
+ public:
+   SparkServices(orderman::DynamicOrderRegistry &);
+   ~SparkServices();
+
+   void register_dynamic_order(
+       api::orderman::DynamicOrderDescriptor const &desc,
+       std::function<std::unique_ptr<orderman::DynamicOrder>()> const &builder);
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+};
+} // namespace bts
@@ -0,0 +1,50 @@
+#include "lib/logging/logging.h"
+#include "lib/logging/logging.h"
+#include "lib/orderman/actors/order_manager/OrderBuilder.h"
+#include "lib/utils/PBUtils.h"
+#include "lib/plugin/SparkServices.h"
+
+#include <algorithm>
+#include <boost/dll.hpp>
+#include <boost/filesystem.hpp>
+
+
+namespace bts {
+namespace plugin {
+
+using namespace bts::orderman;
+
+void init_plugins(SparkServices &services) {
+
+   static std::vector<decltype (boost::dll::import<void (SparkServices&)>(boost::filesystem::path(),""))> keep_alive;
+   
+   auto plugin_path = os::sparkd_wd() + "/plugins/";
+   if (!boost::filesystem::is_directory(plugin_path)) {
+      LOG(Plugin, Info,
+          "No plugin directory found at {}. Skipping plugin loading",
+          plugin_path);
+      return;
+   }
+
+   boost::filesystem::directory_iterator end;
+   for (auto iter = boost::filesystem::directory_iterator(plugin_path);
+        iter != end; ++iter) {
+      auto &f = *iter;
+
+      auto pl = f.path().string();
+      LOG(Plugin, Info, "Attempting to initialize plugin {}", pl);
+      try {
+         auto init_plugin = boost::dll::import<void(SparkServices &)>(
+             f.path(), "init_spark_plugin");
+         init_plugin(services);
+         keep_alive.push_back(init_plugin);
+         LOG(Plugin, Info, "Successfully initialized plugin {}", pl);
+      } catch (boost::system::system_error const &e) {
+         LOG(Plugin, Error,
+             "Failed to initialize plugin {}. Error: {} (OS error code: {})",
+             pl, std::string(e.what()), e.code());
+      }
+   }
+}
+} // namespace plugin
+} // namespace bts
@@ -0,0 +1,7 @@
+#pragma once
+
+namespace bts {
+class SparkServices;
+namespace plugin {
+void init_plugins(SparkServices &);
+}}
@@ -7,8 +7,9 @@ add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/sdk
  COMMENT "Building SDK"
  DEPENDS
  ${CMAKE_CURRENT_SOURCE_DIR}/make_sdk.sh
-  ${CMAKE_CURRENT_SOURCE_DIR}/example/build_example.sh
-  ${CMAKE_CURRENT_SOURCE_DIR}/example/example.cpp
+  ${CMAKE_CURRENT_SOURCE_DIR}/examples/build_examples.sh
+  ${CMAKE_CURRENT_SOURCE_DIR}/examples/md_publisher_example.cpp
+  ${CMAKE_CURRENT_SOURCE_DIR}/examples/order_plugin_example.cpp
  server_layout)

 add_custom_target(sdk_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/sdk)
@@ -1,13 +0,0 @@
-#!/bin/bash
-
-g++ -isystem ../externals/include \
-    -I ../include \
-    -I ../include/spark \
-    -o example \
-    example.cpp \
-    -Wl,-rpath,../lib \
-    -L ../lib  \
-    -l spark \
-    -llttng-ust \
-    -ldl
-    
@@ -0,0 +1,24 @@
+#!/bin/bash
+
+g++ -isystem ../externals/include \
+    -I ../include \
+    -I ../include/spark \
+    -o md_publisher_example \
+    md_publisher_example.cpp \
+    -Wl,-rpath,../lib \
+    -L ../lib  \
+    -l spark \
+    -llttng-ust \
+    -ldl
+    
+g++ -isystem ../externals/include \
+    -I ../include \
+    -I ../include/spark \
+    -fPIC \
+    -g \
+    -shared \
+    -o order_plugin_example.so \
+    order_plugin_example.cpp \
+    -Wl,-rpath,.. \
+    -L ../lib  \
+    -l spark 
@@ -4,10 +4,11 @@
 #include "spark/lib/md/MDProducer.h"
 #include "spark/lib/utils/PBUtils.h"
 #include "spark/lib/tracing/bts_trace_c.c"
+#include "spark/lib/md/cme/MDP3Utils.h"

 using namespace bts;
 using namespace bts::md;
- 
+
 void produce()
 {
   md::MDProducer producer(co2::PLATFORM_SIM);
@@ -68,7 +69,7 @@ void produce()
   };

   // Update book - this call does not use locks so should not be called concurrently
-   producer_handles[0].update_book(utils::TimeStamp::now(), bids, asks);
+   producer_handles[0].update_direct(utils::TimeStamp::now(), bids, asks);
 }

 int main()
@@ -0,0 +1,385 @@
+#include "spark/lib/logging/logging.h"
+#include "spark/lib/orderman/orders/DynamicOrder.h"
+#include "spark/lib/plugin/SparkServices.h"
+#include "spark/lib/orderman/actors/order_manager/ChildOrder.h"
+#include "spark/lib/orderman/actors/order_manager/OrderBuilder.h"
+#include "spark/lib/orderman/orders/DynamicOrder.h"
+#include "spark/lib/utils/PBUtils.h"
+
+using namespace bts::api::orderman;
+using namespace bts::orderman;
+
+namespace bts {
+namespace order_example {
+
+class DynamicIcebergOrder : public DynamicOrder {
+ public:
+   DynamicIcebergOrder();
+   ~DynamicIcebergOrder();
+   OrderDefinition const &definition() const override;
+   void on_init_new(OrderDefinition const &,
+                    const PreActivationOrderServices &) override;
+   void on_init_recovered(OrderRecord const &,
+                          const PreActivationOrderServices &) override;
+   void on_activate(Price, Quantity, OrderServices &,
+                    PerfTrace const &) override;
+   void on_update(Price, Quantity, PerfTrace const &) override;
+   void on_crack(PerfTrace const &) override;
+   void on_cancel(PerfTrace const &) override;
+
+ private:
+   void report_state();
+   void send_next_child_order();
+
+   void merge_states(OrderState const &iceberg_state,
+                     OrderState const &child_state, OrderState *merged);
+
+   void on_child_order_update(OrderStateUpdateEvent const &);
+   void transition(OrderStatus new_state, std::string const &msg);
+   void transition(OrderStatus new_state);
+
+   struct ActiveChild;
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+};
+
+struct DynamicIcebergOrder::ActiveChild {
+   ActiveChild() {}
+   ChildOrder order;
+   api::orderman::OrderState state;
+   void clear() { state = api::orderman::OrderState(); }
+};
+
+struct DynamicIcebergOrder::PImpl {
+   PImpl() : services(nullptr), child() {}
+
+   OrderServices *services;
+   api::orderman::OrderDefinition def;
+   api::orderman::OrderState state;
+   OrderBuilder child_builder;
+   ActiveChild child;
+   Quantity show_quantity;
+};
+
+DynamicIcebergOrder::DynamicIcebergOrder() : me(new PImpl()) {}
+DynamicIcebergOrder::~DynamicIcebergOrder() {}
+api::orderman::OrderDefinition const &DynamicIcebergOrder::definition() const {
+   return me->def;
+}
+
+void DynamicIcebergOrder::on_init_new(
+    api::orderman::OrderDefinition const &def,
+    const PreActivationOrderServices &services) {
+   me->def = def;
+   me->state.mutable_dynamic();
+
+   auto const &iceberg_def = def.custom_def().dynamic();
+   me->show_quantity =
+       Quantity(iceberg_def.order_params().at("show_size").as_uint32());
+
+   auto child_def = def;
+   *child_def.mutable_custom_def() =
+       iceberg_def.order_params().at("child").as_order_def();
+   if (me->show_quantity.value() != 0) {
+      me->child_builder = OrderBuilder(
+          key(), child_def, services,
+          std::max((size_t)1, (size_t)(me->show_quantity).value() / 10));
+      transition(ORDER_STATUS_INACTIVE);
+   } else {
+      auto msg = fmt::format("Show quantity must be greater than 0");
+      me->state.set_last_msg(msg);
+      transition(ORDER_STATUS_REJECTED_BY_SPARK, msg);
+   }
+}
+
+void DynamicIcebergOrder::on_init_recovered(
+    api::orderman::OrderRecord const &rec, const PreActivationOrderServices &) {
+   auto const &def = rec.def();
+   me->def = def;
+   me->state = rec.state();
+
+   switch (me->state.status()) {
+
+   case ORDER_STATUS_WORKING:
+   case ORDER_STATUS_DISCONNECTED: {
+      auto msg = "System restarted with active iceberg order";
+      me->state.set_last_msg(msg);
+      transition(ORDER_STATUS_ERROR, msg);
+      break;
+   }
+   // terminal states
+   case ORDER_STATUS_ERROR:
+   case ORDER_STATUS_REJECTED_BY_SPARK:
+   case ORDER_STATUS_COMPLETED:
+   case ORDER_STATUS_CANCELED:
+      break;
+
+   case ORDER_STATUS_PENDING_WORKING:
+   case ORDER_STATUS_INACTIVE:
+   case OrderStatus_INT_MIN_SENTINEL_DO_NOT_USE_:
+   case OrderStatus_INT_MAX_SENTINEL_DO_NOT_USE_:
+      bts_assert(false);
+      break;
+   }
+}
+
+void DynamicIcebergOrder::on_activate(Price p, Quantity q,
+                                      OrderServices &services,
+                                      PerfTrace const &) {
+   bts_assert(!me->services);
+   me->services = &services;
+   me->child_builder.activate(services);
+
+   switch (me->state.status()) {
+   case ORDER_STATUS_INACTIVE:
+      me->state.set_price(p.value());
+      me->state.set_quantity(q.value());
+      services.child_updates.sub(
+          key(), [this](auto const &os) { this->on_child_order_update(os); });
+      transition(ORDER_STATUS_WORKING);
+      send_next_child_order();
+      break;
+
+   // these are not possible since the on_init_recovered code
+   // would have transitioned us to error already
+   case ORDER_STATUS_WORKING:
+   case ORDER_STATUS_PENDING_WORKING:
+   case ORDER_STATUS_DISCONNECTED: {
+      bts_assert(false);
+      break;
+   }
+   // terminal states
+   case ORDER_STATUS_ERROR:
+   case ORDER_STATUS_REJECTED_BY_SPARK:
+   case ORDER_STATUS_COMPLETED:
+   case ORDER_STATUS_CANCELED:
+      break;
+   case OrderStatus_INT_MIN_SENTINEL_DO_NOT_USE_:
+   case OrderStatus_INT_MAX_SENTINEL_DO_NOT_USE_:
+      bts_assert(false);
+      break;
+   }
+   report_state();
+}
+
+void DynamicIcebergOrder::on_update(Price p, Quantity q, PerfTrace const &) {
+   switch (me->state.status()) {
+   case ORDER_STATUS_WORKING:
+   case ORDER_STATUS_PENDING_WORKING:
+      LOG(Plugin, Info,
+          "Updating DynamicIceberg order {} to price {} quantity {}",
+          key().value(), p.value(), q.value());
+      me->state.set_price(p.value());
+      me->state.set_quantity(q.value());
+      break;
+   case ORDER_STATUS_DISCONNECTED:
+   case ORDER_STATUS_REJECTED_BY_SPARK:
+   case ORDER_STATUS_COMPLETED:
+   case ORDER_STATUS_CANCELED:
+   case ORDER_STATUS_ERROR:
+      transition(me->state.status(), "Cannot update order");
+      break;
+
+   case ORDER_STATUS_INACTIVE:
+   case OrderStatus_INT_MIN_SENTINEL_DO_NOT_USE_:
+   case OrderStatus_INT_MAX_SENTINEL_DO_NOT_USE_:
+      bts_assert(false);
+      break;
+   }
+   report_state();
+}
+
+void DynamicIcebergOrder::on_crack(PerfTrace const &) {}
+
+void DynamicIcebergOrder::on_cancel(PerfTrace const &) {
+   switch (me->state.status()) {
+   case ORDER_STATUS_WORKING:
+      LOG(Plugin, Info, "Canceling DynamicIceberg Order {}", key().value());
+      me->child.order.cancel();
+      transition(ORDER_STATUS_CANCELED);
+      break;
+   case ORDER_STATUS_PENDING_WORKING:
+   case ORDER_STATUS_DISCONNECTED:
+   case ORDER_STATUS_REJECTED_BY_SPARK:
+   case ORDER_STATUS_COMPLETED:
+   case ORDER_STATUS_CANCELED:
+   case ORDER_STATUS_ERROR:
+      transition(me->state.status(), "Cannot cancel order");
+      break;
+
+   case ORDER_STATUS_INACTIVE:
+   case OrderStatus_INT_MIN_SENTINEL_DO_NOT_USE_:
+   case OrderStatus_INT_MAX_SENTINEL_DO_NOT_USE_:
+      bts_assert(false);
+      break;
+   }
+   report_state();
+}
+
+void DynamicIcebergOrder::report_state() {
+   if (me->child.state.filled_quantity()) {
+      api::orderman::OrderState merged_state;
+      merge_states(me->state, me->child.state, &merged_state);
+      me->services->report_state(merged_state);
+   } else
+      me->services->report_state(me->state);
+}
+
+void DynamicIcebergOrder::merge_states(
+    api::orderman::OrderState const &iceberg_state,
+    api::orderman::OrderState const &child_state,
+    api::orderman::OrderState *merged) {
+   auto child_order_fills = child_state.filled_quantity();
+   auto child_order_avg_price = child_state.avg_price();
+   auto child_order_last_price = child_state.last_price();
+
+   auto iceberg_fills = iceberg_state.filled_quantity();
+   auto iceberg_avg_price = iceberg_state.avg_price();
+
+   *merged = iceberg_state;
+   merged->set_filled_quantity(child_order_fills + iceberg_fills);
+   merged->set_last_price(child_order_last_price);
+   merged->set_avg_price((child_order_fills * child_order_avg_price +
+                          iceberg_fills * iceberg_avg_price) /
+                         (child_order_fills + iceberg_fills));
+}
+
+void DynamicIcebergOrder::send_next_child_order() {
+   bts_assert(me->state.quantity() > me->state.filled_quantity());
+
+   auto remaining = me->state.quantity() - me->state.filled_quantity();
+   auto to_send = std::min(remaining, me->show_quantity.value());
+   me->child.order = me->child_builder.build();
+   LOG(Plugin, Info,
+       "DynamicIceberg order {} creating new child order {} with size "
+       "{} price {}. Filled {} so far out of {}",
+       key().value(), me->child.order.key().value(), to_send, me->state.price(),
+       me->state.filled_quantity(), me->state.quantity());
+
+   me->child.order.activate(Price(me->state.price()), Quantity(to_send));
+}
+
+void DynamicIcebergOrder::on_child_order_update(
+    OrderStateUpdateEvent const &ev) {
+   switch (me->state.status()) {
+   case ORDER_STATUS_WORKING:
+      if (ev.key == me->child.order.key()) {
+         me->child.state = ev.state;
+
+         switch (ev.state.status()) {
+
+         case ORDER_STATUS_WORKING:
+         case ORDER_STATUS_PENDING_WORKING:
+            // nothing to do but report new state
+            break;
+
+         case ORDER_STATUS_COMPLETED: {
+            api::orderman::OrderState merged_state;
+            merge_states(me->state, me->child.state, &merged_state);
+            me->state = merged_state;
+            me->child.clear();
+            if (me->state.quantity() > me->state.filled_quantity())
+               send_next_child_order();
+            else
+               transition(ORDER_STATUS_COMPLETED);
+            break;
+         }
+
+         case ORDER_STATUS_CANCELED:
+            LOG(Plugin, Info,
+                "Unexpected cancel of child {} in DynamicIceberg Order {}. "
+                "Canceling parent",
+                ev.key.value(), key().value());
+            transition(ORDER_STATUS_CANCELED);
+            break;
+
+         case ORDER_STATUS_DISCONNECTED:
+         case ORDER_STATUS_REJECTED_BY_SPARK:
+         case ORDER_STATUS_ERROR:
+            me->child.clear();
+            transition(ORDER_STATUS_ERROR, "Unexpected child order state");
+            break;
+
+         case ORDER_STATUS_INACTIVE:
+         case OrderStatus_INT_MIN_SENTINEL_DO_NOT_USE_:
+         case OrderStatus_INT_MAX_SENTINEL_DO_NOT_USE_:
+            bts_assert(false);
+            break;
+         }
+
+      } else {
+         LOG(Plugin, Info,
+             "DynamicIceberg order {} received update for non active child "
+             "order{} . update state = {} ",
+             key().value(), me->child.order.key().value(),
+             utils::pb::to_string(ev.state));
+      }
+      break;
+
+   case ORDER_STATUS_CANCELED:
+   case ORDER_STATUS_ERROR:
+   case ORDER_STATUS_DISCONNECTED:
+   case ORDER_STATUS_COMPLETED:
+      break;
+
+   case ORDER_STATUS_PENDING_WORKING:
+   case ORDER_STATUS_REJECTED_BY_SPARK:
+   case ORDER_STATUS_INACTIVE:
+   case OrderStatus_INT_MIN_SENTINEL_DO_NOT_USE_:
+   case OrderStatus_INT_MAX_SENTINEL_DO_NOT_USE_:
+      bts_assert(false);
+      break;
+   }
+   report_state();
+}
+
+void DynamicIcebergOrder::transition(api::orderman::OrderStatus new_status,
+                                     std::string const &msg) {
+   auto const &from = OrderStatus_Name(me->state.status());
+   auto const &to = OrderStatus_Name(new_status);
+   LOG(Plugin, Info,
+       "Transitioning dynamic iceberg order {} from {} to {}. Msg: {}",
+       key().value(), from, to, msg);
+   me->state.set_last_msg(msg);
+   me->state.set_status(new_status);
+}
+
+void DynamicIcebergOrder::transition(api::orderman::OrderStatus new_status) {
+   auto const &from = OrderStatus_Name(me->state.status());
+   auto const &to = OrderStatus_Name(new_status);
+   LOG(OrderMan, Info, "Transitioning dynamic iceberg order {} from {} to {}",
+       key().value(), from, to);
+   me->state.set_status(new_status);
+}
+
+
+} // namespace order_example
+} // namespace bts
+
+DynamicOrderDescriptor get_dynamic_iceberg_order_desc()
+{
+   DynamicOrderDescriptor desc;
+
+   // order type name
+   desc.set_dynamic_order_type("DynamicIcebergOrder");
+
+   // show size
+   auto param = desc.add_param_desc();
+   param->set_param_name("show_size");
+   param->mutable_param_type()->set_primitive(DYNAMIC_ORDER_PRIMITIVE_UINT);
+
+   // child order
+   param = desc.add_param_desc();
+   param->set_param_name("child");
+   param->mutable_param_type()->set_primitive(DYNAMIC_ORDER_PRIMITIVE_ORDER_DEF);
+
+   return desc;
+}
+
+extern "C" void init_spark_plugin(bts::SparkServices &serv) {
+   using namespace bts;
+
+   serv.register_dynamic_order(get_dynamic_iceberg_order_desc(),
+                               []() { return std::make_unique<bts::order_example::DynamicIcebergOrder>(); });
+   LOG(Plugin,Info, "Initialized order_plugin_example.so");
+}
Author	SHA1	Message	Date
John Colvin	3b320a1075	MDConsumerHandle - don't convert LLDateTimes to System.DateTimes	2018-09-17 12:55:54 -04:00
John Colvin	e838413541	minor refactoring in DispatcherUpdateMaster	2018-09-17 11:42:17 -04:00
John Colvin	7d6d72b423	mview - perform update work in parallel with new DispatcherUpdateMaster	2018-09-16 17:17:43 -04:00
John Colvin	891d674ca4	overload MDConsumerHandle.get_last_trade to avoid creating unused timestamp via ll_to_parts	2018-09-16 14:54:32 -04:00
Taha Afzal	92c1508b8c	Put the VolumeAtPrice behind a toggle config	2018-09-14 14:58:35 -04:00
Jake Norbut	466915f6e9	Updating MICS conf to use unquoted enum string rather than enum value	2018-09-14 13:57:37 -05:00
Pedro Pinto	1c68cfa08e	Fixed clang warning.	2018-09-13 20:44:28 +00:00
Pedro Pinto	cc75872c04	Fixed crashing bug in order plugin.	2018-09-13 20:28:48 +00:00
Pedro Pinto	7e93866596	Tweaks to metrics tools.	2018-09-13 20:28:48 +00:00
Taha Afzal	f4213eefe9	fixing header inclusions	2018-09-13 16:26:06 -04:00
Taha Afzal	72bfafb376	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2018-09-13 15:24:58 -04:00
Taha Afzal	5dbacfddd5	SPARK-1672(Volume at price)	2018-09-13 15:24:49 -04:00
Pedro Pinto	e29ea5d89b	SPARK-1514, Server side SDK code complete.	2018-09-12 18:43:17 +00:00
Eric Harding	2885d929a8	Safe me from my own mistyping	2018-09-11 15:19:10 -04:00
Eric Harding	a3e5bc4fba	Prune unused script from tools	2018-09-11 12:50:20 -04:00
Eric Harding	7944338516	add test watching script (linux)	2018-09-11 16:15:39 +00:00
Taha Afzal	bb19f737d5	SPARK-1672 hooked up the timer for polling	2018-09-10 22:28:48 -04:00
John Colvin	77854a3cf0	SPARK-1714 Ladder account - unable to pick a selection on server restart	2018-09-10 18:56:41 -04:00
Taha Afzal	d29ec26beb	SPARK-1672 scaffolding	2018-09-10 15:11:18 -04:00
Michael Harding	d64810e234	Merged in SPARK-1678 (pull request #72 ) SPARK-1678	2018-09-10 17:44:43 +00:00
Taha Afzal	f3d2c9e5b9	SPARK-1672 VAP initial check in	2018-09-10 12:39:22 -04:00
Eric Harding	63ac084a17	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-10 11:24:37 -04:00
Eric Harding	29f7c24a00	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-10 10:40:33 -04:00
Taha Afzal	58c298fed8	Changing the AdminService -> OrderService call to async	2018-09-10 10:18:05 -04:00
Taha Afzal	ee825f76c7	SPARK-1696 completed	2018-09-09 21:27:54 -04:00
Taha Afzal	dfb33efd45	SPARK-1696 util functions added	2018-09-09 11:00:51 -04:00
Taha Afzal	dd7ebc54a2	Permissions functions in AminServiceUtils	2018-09-07 19:22:32 -04:00
Kevin Darby	8f99d8d9ca	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2018-09-07 17:37:57 -04:00
Kevin Darby	c411a0c792	Merge branch 'order-def-templates' of bitbucket.org:bluetradesys/spark	2018-09-07 17:37:17 -04:00
Michael Harding	bc8513778b	Move Account controls into tab contents	2018-09-07 17:33:20 -04:00
Michael Harding	501dc37e94	F# type system is less resilient than it thinks it is	2018-09-07 17:17:42 -04:00
Michael Harding	c58b5fb0e6	SPARK-1678: Cancel orders for account	2018-09-07 17:10:19 -04:00
Michael Harding	f89f2b8ad0	Remove Beta from SparkAdmin	2018-09-07 17:10:18 -04:00
Pedro Pinto	5e3e85641d	Merged from prod	2018-09-07 21:00:35 +00:00
John Colvin	4a5f71e7f2	fix build	2018-09-07 16:37:23 -04:00
Kevin Darby	92d7503528	cmake?	2018-09-07 16:18:46 -04:00
Kevin Darby	773f3db976	Merge branch 'prod' of bitbucket.org:bluetradesys/spark	2018-09-07 16:17:47 -04:00
Eric Harding	dd5b489e8f	SPARK-1659 Update producer api to handle implied markets (push early for emumba)	2018-09-07 09:29:41 -04:00
Taha Afzal	7bda1cc1cc	Permissions proto and service member added	2018-09-06 21:51:10 -04:00
Eric Harding	58e88812b1	SPARK-1693 - Code quota reached. Have to delete some.	2018-09-06 13:54:02 -04:00
Eric Harding	db80631901	Fix "some projects had trouble loading" in vscode	2018-09-06 12:21:05 -04:00
Taha Afzal	593944266d	merging	2018-09-06 10:47:29 -04:00
Taha Afzal	b8883fc8ae	SPARK-1668 reporting stream is done	2018-09-06 10:31:33 -04:00
Taha Afzal	efac4a6077	SPARK-1668 foundation	2018-09-06 10:31:33 -04:00
Jake Norbut	cb22d21f70	Merged parsing_mics into master	2018-09-06 07:57:15 -05:00
Jake Norbut	f6b17d9541	Merge branch 'master' of bitbucket.org:bluetradesys/spark into parsing_mics	2018-09-06 07:56:18 -05:00
Pedro Pinto	7a1298e015	Merge from QA	2018-09-05 18:36:49 -04:00
Jake Norbut	0a81521e6e	changing to Taha's proto, not int32, silly man	2018-09-05 13:56:27 -05:00
Jake Norbut	8771281954	Updating script to parse and dump mics	2018-09-05 13:26:50 -05:00
Jake Norbut	b50381d386	adding an unset enum state to CMEMics	2018-09-05 12:38:12 -05:00
Jake Norbut	91345cf9d2	renaming cpp_config proto and conf to cme_reference_data	2018-09-05 12:37:25 -05:00
Taha Afzal	19b3ba6615	SPARK-1668 MIC enums added	2018-09-05 12:41:03 -04:00
Taha Afzal	6b68029b6d	adding comments to SPARK-1679 protos	2018-09-05 10:03:38 -04:00
Taha Afzal	15c8a8bf28	SPARK-1679 done !	2018-09-05 09:55:05 -04:00
Taha Afzal	2b2fe02315	SPARK-1679 get_order_summary done	2018-09-04 22:13:25 -04:00
Taha Afzal	1f4c91a344	SPARK-1679	2018-09-04 10:37:45 -04:00
Taha Afzal	92f8f74d8f	SPARK-1679	2018-09-04 08:51:50 -04:00
John Colvin	ad2869ea6f	OrderPropertiesEditor - use id and order-type to match selected orderdef in inlineprops	2018-09-02 13:06:29 -04:00
John Colvin	979506d5be	OrderTemplateKey/Header - override ToString	2018-09-02 12:38:13 -04:00
John Colvin	bc6e792855	SPARK-1684 ladder/ticket - infrastructure for order definition templates	2018-09-01 21:25:20 -04:00
Eric Harding	5df90f27c8	Update onixs license	2018-08-29 10:47:07 -04:00
Pedro Pinto	d571642454	Removed test code from SDK example	2018-08-28 10:21:16 -04:00
Pedro Pinto	0695ddc33e	Moved subrepo ptr	2018-08-28 13:24:08 +00:00
Pedro Pinto	c97e7675fd	Testing SDK	2018-08-28 13:20:56 +00:00
Pedro Pinto	526805680a	Updated cmake files	2018-08-24 18:14:24 +00:00
Pedro Pinto	03e3549895	Merged	2018-08-24 13:56:35 -04:00
Pedro Pinto	ebbc48771b	Merge	2018-08-19 13:26:56 -04:00
Pedro Pinto	2d6fb5c15c	cleaned up build	2018-08-19 17:24:40 +00:00