Updated release notes.

Merged in tabs (pull request #106 )
Tabs Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com> Approved-by: Eric Harding <eric.harding@bluetradesys.com>
2018-11-20 20:51:52 +00:00 · 2018-11-20 20:37:09 +00:00 · 2018-11-20 19:35:01 +00:00 · 2018-11-20 19:16:57 +00:00 · 2018-11-20 13:05:51 -06:00 · 2018-11-20 18:12:25 +00:00
536 changed files with 22426 additions and 8831 deletions
@@ -24,5 +24,7 @@ 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/
+.fake
+*.fsx.lock
 src/lib/orderman/perf_analysis/logs/latency_data/
 trace_data/
@@ -42,7 +42,18 @@
         "stopAtEntry": false,
         "externalConsole": true,
         "requireExactSource": false
-      },     
+      },        
+      {
+         "name": "Excel Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },          
      {
         "name": "Client Tests",
         "type": "clr",
@@ -54,7 +65,7 @@
         "externalConsole": true,
         "requireExactSource": false
      },           
-		{
+      {
            "name": "Client Attach",
            "type": "clr",
            "request": "attach",
@@ -198,7 +209,8 @@
            "type": "cppdbg",
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[md]"],
+            // "args": ["test","Co2RelayTests"],
+            "args": ["md", "run", "10"],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
            "environment": [],
@@ -264,63 +276,5 @@
                "RedirectOutput"
            ]
        },
-        {
-            "name": "edge-asp051",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["bts@edge-asp051"],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-               "/bts/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Docker Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
-            "args": ["test"],
-            "stopAtEntry": false,
-            "cwd": "/bts/build/gcc_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": ["-p 2000","root@localhost"],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/bts/": "${workspaceRoot}"
-            }
-        }
    ]
 }
@@ -44,6 +44,7 @@ else ()
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
  add_subdirectory(src/web)
+  add_subdirectory(doc/user)
  add_subdirectory(src/sdk)
  add_subdirectory(src/data_files)

@@ -54,6 +55,8 @@ 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)  

@@ -0,0 +1 @@
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;/home/ppinto/Dropbox/bts/spark/doc/user/mkdocs.yml;bts-help-theme/404.html;bts-help-theme/base.html;bts-help-theme/content.html;bts-help-theme/css/base.css;bts-help-theme/css/bts.css;bts-help-theme/css/font-awesome.min.css;bts-help-theme/css/highlight.css;bts-help-theme/css/local.css;bts-help-theme/fonts/fontawesome-webfont.eot;bts-help-theme/fonts/glyphicons-halflings-regular.eot;bts-help-theme/img/favicon.ico;bts-help-theme/js/base.js;bts-help-theme/js/bootstrap-3.0.3.min.js;bts-help-theme/js/highlight.pack.js;bts-help-theme/js/jquery-1.10.2.min.js;bts-help-theme/keyboard-modal.html;bts-help-theme/main.html;bts-help-theme/nav-sub.html;bts-help-theme/nav.html;bts-help-theme/search-modal.html;bts-help-theme/toc.html;docs/Help.md;docs/Launcher.md;docs/Logging-In-to-the-System.md;docs/Market.md;docs/My-Windows.md;docs/Settings.md;docs/Spreader.md;docs/Trading.md;docs/images/image1.png;docs/images/image10.png;docs/images/image11.png;docs/images/image12.png;docs/images/image13.png;docs/images/image14.png;docs/images/image15.png;docs/images/image16.png;docs/images/image17.png;docs/images/image18.png;docs/images/image19.png;docs/images/image2.png;docs/images/image20.png;docs/images/image21.png;docs/images/image22.png;docs/images/image23.png;docs/images/image24.png;docs/images/image25.png;docs/images/image26.png;docs/images/image27.png;docs/images/image28.png;docs/images/image29.png;docs/images/image3.png;docs/images/image30.png;docs/images/image31.png;docs/images/image32.png;docs/images/image33.png;docs/images/image34.png;docs/images/image35.png;docs/images/image36.png;docs/images/image37.png;docs/images/image38.png;docs/images/image39.png;docs/images/image4.png;docs/images/image40.png;docs/images/image41.png;docs/images/image42.png;docs/images/image43.png;docs/images/image44.png;docs/images/image45.png;docs/images/image46.png;docs/images/image47.png;docs/images/image48.png;docs/images/image49.png;docs/images/image5.png;docs/images/image50.png;docs/images/image51.png;docs/images/image52.png;docs/images/image53.png;docs/images/image54.png;docs/images/image55.png;docs/images/image56.png;docs/images/image57.png;docs/images/image58.png;docs/images/image59.png;docs/images/image6.png;docs/images/image60.png;docs/images/image61.png;docs/images/image62.png;docs/images/image63.png;docs/images/image64.png;docs/images/image65.png;docs/images/image66.png;docs/images/image67.png;docs/images/image68.png;docs/images/image69.png;docs/images/image7.png;docs/images/image70.png;docs/images/image71.png;docs/images/image72.png;docs/images/image73.png;docs/images/image74.png;docs/images/image76.png;docs/images/image8.png;docs/images/image9.png;docs/index.md;docs/release_notes.md)
@@ -0,0 +1,31 @@
+cmake_minimum_required(VERSION 3.5)
+project(doc)
+
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
+
+# DEPENDENCIES
+set(DOC_GLOBS
+  *.md
+  *.jpeg
+  *.png
+  *.html
+  *.css
+  *.js
+  *.eot
+  favicon.ico
+  )
+file (GLOB_RECURSE All_Deps RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} ${DOC_GLOBS})
+set (All_Deps ${All_Deps} ${CMAKE_CURRENT_SOURCE_DIR}/build.sh ${CMAKE_CURRENT_SOURCE_DIR}/mkdocs.yml) 
+update_deps_file("${All_Deps}")
+# END DEPENDENCIES
+
+add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/web/docs/index.html
+  COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build.sh
+  ARGS ${CMAKE_BINARY_DIR}/web/docs/
+  COMMENT "Building Manual UI"
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+  DEPENDS ${All_Deps})
+
+add_custom_target(doc_manual_bundle ALL DEPENDS ${CMAKE_BINARY_DIR}/web/docs/index.html)
+
@@ -26,7 +26,6 @@

        <link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
        <link rel="stylesheet" href="{{ base_url }}/css/local.css?1529096332" type="text/css" />
-        <!--link rel="stylesheet" href="https://www.bluetradingsystems.com/templates/bluetradesys/scripts/colorbox-master/example5/colorbox.css" type="text/css" /-->
        <!--[if lt IE 9]>
            <script src="https://oss.maxcdn.com/libs/html5shiv/3.7.0/html5shiv.js"></script>
            <script src="https://oss.maxcdn.com/libs/respond.js/1.4.2/respond.min.js"></script>
@@ -1,18 +0,0 @@
-@font-face {
-  font-family: 'Source Sans Pro';
-  font-style: normal;
-  font-weight: 300;
-  src: local('Source Sans Pro Light'), local('SourceSansPro-Light'), url(../fonts/Source-Sans-Pro-300.ttf) format('truetype');
-}
-@font-face {
-  font-family: 'Source Sans Pro';
-  font-style: normal;
-  font-weight: 400;
-  src: local('Source Sans Pro Regular'), local('SourceSansPro-Regular'), url(../fonts/Source-Sans-Pro-400.ttf) format('truetype');
-}
-@font-face {
-  font-family: 'Source Sans Pro';
-  font-style: normal;
-  font-weight: 600;
-  src: local('Source Sans Pro SemiBold'), local('SourceSansPro-SemiBold'), url(../fonts/Source-Sans-Pro-600.ttf) format('truetype');
-}
@@ -30,9 +30,8 @@
                    {% if nav_item.active%}
                    <ul>
                        {%- for toc_item in page.toc %}
-                            <li class="main {% if toc_item.active %}active{% endif %}"><a href="{{ toc_item.url|url }}">{{ toc_item.title }}</a></li>
-                            {%- for toc_item in toc_item.children %}
-                                <li><a href="{{ toc_item.url }}">{{ toc_item.title }}</a></li>
+                            {%- for toc_subitem in toc_item.children %}
+                                    <li><a href="{{ toc_subitem.url }}">{{ toc_subitem.title }}</a></li>
                            {%- endfor %}
                        {%- endfor %}
                    </ul>
@@ -1,2 +1,11 @@
 #!/bin/bash
-python -m mkdocs build -d $1
+tmpfile=$(mktemp /tmp/quiet_build_log.XXXX)
+python -m mkdocs build -d $1 >$tmpfile 2>&1
+if [ $? -eq 0 ]
+then
+    rm $tmpfile
+    exit 0
+else
+    cat $tmpfile
+    exit 1
+fi
@@ -2,7 +2,7 @@

 The shortcut icon will appear on your desktop like below:

-![](images/image64.png =45)
+![](images/image64.png)

 Simply double click or single click and hit enter to launch the
    login screen:
@@ -54,22 +54,22 @@

 ![](images/image4.png)

-  ![](images/image48.png)][Fills -
+-  ![](images/image48.png)Fills -
    clicking on this will launch a fills window
-  ![](images/image57.png)][ Modify -
+-  ![](images/image57.png) Modify -
    clicking on this will launch an order ticket for a live order
    highlighted in the Order Book.
-  ![](images/image73.png)][Cancel
+-  ![](images/image73.png)Cancel
    selected - clicking on this will cancel the selected orders you have
    highlighted in the order book.  You can choose more than one by
    holding hold the Ctrl key when click on each row of orders
-  ![](images/image74.png)][Cancel
+-  ![](images/image74.png)Cancel
    buys - clicking on this will cancel all the buy orders you have in
    the order book
-  ![](images/image33.png)][Cancel
+-  ![](images/image33.png)Cancel
    sells - clicking on this will cancel all the sell orders you have in
    the order book
-  ![](images/image2.png)][Cancel
+-  ![](images/image2.png)Cancel
    all - clicking on this will cancel all working orders you have the
    order book

@@ -168,10 +168,10 @@
      -  Iceberg

         -  This is a buy or sell order where the order is divided into a
-            visible or “show” portion which is seen at the exchange.  ][The
+            visible or “show” portion which is seen at the exchange.  The
            rest of the order is hidden and will remain hidden until the show
            quantity is filled, essentially reloading the order back to the show
-            quantity.  You will need to ][define what type of order that will
+            quantity.  You will need to define what type of order that will
            be used for the child order to be sent.

      ![](images/image47.png)
@@ -198,7 +198,7 @@
               
      ![](images/image50.png)

-      -  Tick
+      -  Lean

         -  This is a specialized algo order which allows the user to
            essentially watch the opposite-inside market size and cross when
@@ -207,16 +207,9 @@
            buying into the asks.  This is often referred to as “paying up” as
            well

-      ![](images/image22.png)
+      ![](images/image22.png?v2)

-      -  Lean

-         -  This is a specialized algo order which allows the user to enter an
-            order which will watch the opposite-inside market size and cross
-            when that size goes below the threshold defined in the
-            parameters
-
-      ![](images/image45.png)

      -  Join

@@ -1,37 +1,3 @@
-#Getting Started

-If you are new to BTS Spark we recommend starting with these pages to learn the basics.
+Click on the headings on the the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.

-If you need specific information quickly use the Search button in the top right of the navigation of use the table of contents at the left.
-
-<ol>
-   <li><a href="Logging-In-to-the-System">Login</a></li>
-   <li><a href="Launcher">Module Launcher</a></li>
-   <li><a href="Market">Market</a>
-      <ul>
-         <li><a href="Market/#market-view">Market View</a></li>
-         <li><a href="Market/#time-and-sales">Time and Sales</a></li>
-      </ul>
-   </li>
-   <li><a href="Trading">Trading</a>
-      <ul>
-         <li><a href="Trading/#order-book">Order Book</a></li>
-         <li><a href="Trading/#fills">Fills</a></li>
-         <li><a href="Trading/#pwzxhzdk0l">P&amp;L</a></li>
-         <li><a href="Trading/#ladder">Ladder</a></li>
-         <li><a href="Trading/#order-ticket">Order Ticket</a></li>
-      </ul>
-   </li>
-   <li><a href="Spreader">Spreader</a></li>
-   <li><a href="My-Windows">My Windows</a></li>
-   <li><a href="Settings">Settings</a>
-      <ul><li><a href="Settings/#workspaces">Workspaces</a></li></ul>
-   </li>
-   <li><a href="Help">Help</a>
-      <ul>
-         <li><a href="Help/#report-a-problem">Report a Problem</a></li>
-         <li><a href="Help/#about-spark">About Spark</a></li>
-         <li><a href="Help/#activity-log">Activity Log</a></li>
-      </ul>
-   </li>
-</ol>
@@ -0,0 +1,165 @@
+# Release Notes
+
+## 1.4.1
+
+### Tabs 
+  - Tabs now shrink and expand to make better use of horizontal space
+### Bug Fixes
+  - Fixed a bug that could cause excessive CPU usage when a connection broke
+  - Fixed a layout bug in hedging/requoting performance reports 
+  - Fixed account name mismatching bug for old fills 
+### Absolute Position limits
+  - Positions can now be netted or absolute for purposes of limit enforcing
+
+## 1.4.0
+
+### Speed Enhancements
+  - Improved requoting and hedging performance
+  - Improved order book form performance
+### Server Side SDK
+  - Added beta version of the server side SDK
+### Front End
+  - Added status bars to all UI grids
+### Reporting
+  - Added reporting of hedging and requoting performance
+
+## 1.3.8
+
+### Speed Enhancements
+  - Further speed enhancements
+### Conditional (new quoting parameter)
+  - Reduces re-quoting updates by only quoting if N ticks away from the opposite inside market.
+  - Quotes are cancelled when it gets further away.
+  - "Price Type" dictates if this logic applies to the quoting market or to the synthetic spread market.
+
+## 1.3.7
+
+### Net Change pricing
+  - The ability to price synthetics based off of net change
+
+## 1.3.5
+
+### Speed Enhancements
+  - Further speed enhancements
+### Separation of implied and direct market data
+  - Viewing within a market view will now show 3 columns
+    - Direct
+    - Implied
+    - Merged
+  - Ability to configure the market data size in a ladder as the following
+    - Direct
+    - Implied
+    - Merged
+### Synthetic creation option to choose Merged or Direct
+  - The ability to choose Merged or Direct per leg when creating a synthetic
+### Volume at price
+  - Within a ladder you can now see a volume at price graph
+  - This is configurable from a ladder's settings as well
+### Customized settings in all windows
+ - All windows now contain a settings page where grid settings (font color, size, etc) are applied
+ - These settings can be saved on a per-window basis or as a Default for newly-launched windows
+
+## 1.3.1 Through 1.3.4
+
+### Speed Enhancements
+  - Further speed enhancements
+
+## 1.2
+
+### Market View
+  - Synthetic future leg working orders are now shown
+
+### Order Book
+  - Many visual facets of the Order Book grid can now be customized
+    - The Order Book settings page can be access from the gears icon in the Order Book toolbar or from the right-click menu
+  - The Expand/Collapse All button has been separated into two different buttons on the toolbar
+
+### Sound Alerts
+  - Sounds alerts can now be configured for various order events
+  - Configure sounds under the Sound/Notification Triggers on the Order Book settings page
+
+### Fills
+  - Newly launched fill windows will filter out start-of-day records by default
+
+### PnL
+  - Prices are now formatted with penny precision
+  - Day PnL has been added to the Totals footer at the bottom of the window
+
+### Ladder
+  - Order badges now have been improved to communicate a variety of order state
+    - Background color now indicates order side
+    - Child orders will display a one-character abbreviation to their parent order enclosed in a rectangle; the rectangle will have a fill color matching the parent order
+    - Border color around badge will match the associated algo color
+    - Exchange orders will present with a solid dot in the badge's top-right corner
+    - When multiple orders reside at the same level, a solid triangle will be present in badge's bottom-right corner; all other badge decorations will not be visible in this state
+    - Hedge orders will present with a vertical line inside the badge's left border
+  - Trigger orders, once triggered, will no longer be shown in the ladder
+  - Session High and Low visual indicators have been added to the Price column
+  - Session range is now indicated in the Price column
+  - A button reflecting position has been added above the quantity field
+    - This button reflects the position for the currently selected account
+    - Pressing the button will copy the position size to the quantity field
+  - Order quantity button size values are now customizable
+    - Default size preset values can now be changed, as well as added or removed
+    - This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
+  - Synthetic ladders that were saved as part of a workspace are now restored on startup
+
+### Synthetics
+  - Hedge Ratio parameter has been renamed to Lean Qty Factor
+  - Spreader now includes a Hidden mode parameter
+    - A quoting leg can be hidden, ie an order will not sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
+
+### Algos
+  - Trigger orders now can contain a Trigger Exit parameter based on time or price; once the exit condition has been met the Trigger order will cancel
+  - IOC/FAK order type added
+  - Cover order type added
+  - Cancelling a synthetic order no longer cancels any working hedge orders
+
+### General
+  - A manual page has been added to the launcher Help menu
+  - Various help buttons and tooltips were added throughout the application
+  - Various cash per point values updated
+  - Time-based grid filters now have tick up/down buttons
+  - Numerous performance improvements and stability enhancements
+  - Automated position and orderbook maintenance during daily recycle
+    - Individual fills be compacted into start of day position records
+    - Orders from the day before the recycle will be deleted
+
+
+##1.1
+
+###1.1.22
+- Orderbook: Orders in Error status can now be recreated
+- Orderbook: Orders containing child orders will now be collapsed by default.
+- Orderbook: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
+- Orderbook: Symbol column added to allow for filtering based on group symbol
+- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
+
+###1.1.20
+- Update CME market data handler for price precision extension.
+  https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
+
+###1.1.8
+- Enabled wild cards in risk management UI
+- Fixed spreader order updates
+
+###1.1.7
+- Fixed spread leg price fill
+- Fixed HO cash per point value
+
+###1.1.6
+- Fixed occasional crash when filtering fills
+- Fixed several cash per point multipliers
+- Colored time of sales row with aggressor side
+- Iceberg orders now cancel (rathern than error) when a child is canceled
+
+###1.1.0
+- Added per user self match protection, location and self match protection FIX tag settings
+- Implemented a new "Trigger Order" algo
+- Corrected tick formatting for a number of products
+- Added the hability to recreate canceled orders
+- Added leg fills to facilitate futured based PnL
+- PnL report now has PnL columns calculated based on your start of day, current day, and total position
+- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
+- Corrected cash per point values, used in pnl calculations, for a number of products
+- PnL report will now remember any customizations you make to filtering and/or sorting criteria
@@ -1,61 +0,0 @@
-# 1.2 
-
-### Market View
-  - Synthetic future leg working orders are now shown
-  
-### Order Book
-  - Many visual facets of the Order Book grid can now be customized
-    - The Order Book settings page can be access from the gears icon in the Order Book toolbar or from the right-click menu
-  - The Expand/Collapse All button has been separated into two different buttons on the toolbar
-
-### Sound Alerts
-  - Sounds alerts can now be configured for various order events
-  - Configure sounds under the Sound/Notification Triggers on the Order Book settings page
-
-### Fills
-  - Newly launched fill windows will filter out start-of-day records by default
-
-### PnL
-  - Prices are now formatted with penny precision
-  - Day PnL has been added to the Totals footer at the bottom of the window
-  
-### Ladder
-  - Order badges now have been improved to communicate a variety of order state
-    - Background color now indicates order side
-    - Child orders will display a one-character abbreviation to their parent order enclosed in a rectangle; the rectangle will have a fill color matching the parent order
-    - Border color around badge will match the associated algo color
-    - Exchange orders will present with a solid dot in the badge's top-right corner
-    - When multiple orders reside at the same level, a solid triangle will be present in badge's bottom-right corner; all other badge decorations will not be visible in this state
-    - Hedge orders will present with a vertical line inside the badge's left border
-  - Trigger orders, once triggered, will no longer be shown in the ladder
-  - Session High and Low visual indicators have been added to the Price column
-  - Session range is now indicated in the Price column
-  - A button reflecting position has been added above the quantity field
-    - This button reflects the position for the currently selected account
-    - Pressing the button will copy the position size to the quantity field
-  - Order quantity button size values are now customizable
-    - Default size preset values can now be changed, as well as added or removed
-    - This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
-  - Synthetic ladders that were saved as part of a workspace are now restored on startup
-  
-### Synthetics
-  - Hedge Ratio parameter has been renamed to Lean Qty Factor
-  - Spreader now includes a Hidden mode parameter
-    - A quoting leg can be hidden, ie an order will not sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
-
-### Algos
-  - Trigger orders now can contain a Trigger Exit parameter based on time or price; once the exit condition has been met the Trigger order will cancel
-  - IOC/FAK order type added
-  - Cover order type added
-  - Cancelling a synthetic order no longer cancels any working hedge orders
-  
-### General
-  - A manual page has been added to the launcher Help menu
-  - Various help buttons and tooltips were added throughout the application
-  - Various cash per point values updated
-  - Time-based grid filters now have tick up/down buttons
-  - Numerous performance improvements and stability enhancements
-  - Automated position and orderbook maintenance during daily recycle
-    - Individual fills be compacted into start of day position records
-    - Orders from the day before the recycle will be deleted
-
@@ -1,3 +1,6 @@
+1.3.5
+- Change in market data wire format. Old shell will get only direct market data instead of merged which may not match what the servers is driving from.
+
 1.3.4
 - Changed default logging config for Windows.  If Logging config is overridden for a system it should be adjusted to override only linux.

@@ -1,56 +0,0 @@
-1.3.4
- Significantly reduced client memory use
- Improved OrderBook performance
- Improved workspace load time
-
-1.3.3
- Reduced server memory usage
-
-1.3.2
- Improved OrderBook performance
- Fix some memory leaks when switching workspaces
-
-1.3.1
- Improved server side logging
- Fixed leaking of market data subscriptions on market view form closing
-
-1.3.0
- Significantly improved order execution latency
- Added latency monitoring tools
- Provided core binding controls to system admins so as to reduce latency jitter
-
-1.1.22
- Orderbook: Orders in Error status can now be recreated
- Orderbook: Orders containing child orders will now be collapsed by default.
- Orderbook: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
- Orderbook: Symbol column added to allow for filtering based on group symbol
- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
-
-1.1.20
- Update CME market data handler for price precision extension.
-  https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
-
-1.1.8
- Enabled wild cards in risk management UI
- Fixed spreader order updates
-
-1.1.7
- Fixed spread leg price fill
- Fixed HO cash per point value
-
-1.1.6
- Fixed occasional crash when filtering fills
- Fixed several cash per point multipliers
- Colored time of sales row with aggressor side
- Iceberg orders now cancel (rathern than error) when a child is canceled
-
-1.1.0
- Added per user self match protection, location and self match protection FIX tag settings
- Implemented a new "Trigger Order" algo
- Corrected tick formatting for a number of products
- Added the hability to recreate canceled orders
- Added leg fills to facilitate futured based PnL
- PnL report now has PnL columns calculated based on your start of day, current day, and total position
- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
- Corrected cash per point values, used in pnl calculations, for a number of products
- PnL report will now remember any customizations you make to filtering and/or sorting criteria 
@@ -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", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,15 +12,17 @@ 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", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
 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}
+		{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -57,22 +59,22 @@ 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
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-		{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
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|x64.ActiveCfg = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|x64.Build.0 = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Debug|x86.ActiveCfg = Debug|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|Any CPU.ActiveCfg = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|x64.ActiveCfg = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|x64.Build.0 = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.Release|x86.ActiveCfg = Release|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{3335AAF0-489D-359D-8305-9B7A44E2C760}.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 +95,30 @@ 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 +139,22 @@ 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
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-		{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
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x64.ActiveCfg = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x64.Build.0 = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Debug|x86.ActiveCfg = Debug|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|Any CPU.ActiveCfg = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x64.ActiveCfg = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x64.Build.0 = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.Release|x86.ActiveCfg = Release|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{2256015B-E7D5-3614-8F39-814CA68A4444}.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
@@ -193,6 +199,26 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.Build.0 = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x86.ActiveCfg = Debug|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -31,6 +31,9 @@
    <AvailableItemName Include="Proto3">
        <Targets>CompileProto3</Targets>
    </AvailableItemName>
+    <AvailableItemName Include="Proto3Excel">
+        <Targets>CompileProto3Excel</Targets>
+    </AvailableItemName>    
 </ItemGroup>

 <PropertyGroup Label="ProtoBuf">
@@ -48,9 +51,14 @@
        <OutCS>%(OutBase)%(FileName).cs</OutCS>
        <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
        <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>        
        <CompileOptions></CompileOptions>
    </Proto3>
+    <Proto3Excel>
+        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+        <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+        <CompileOptions></CompileOptions>
+    </Proto3Excel>    
 </ItemDefinitionGroup>

 </Project>
@@ -57,12 +57,38 @@
    </ItemGroup>
 </Target>

+<Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3Excel)'!=''"
+    Inputs="$(protoc);
+    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
+    Outputs="%(Proto3Excel.OutCSExcel)">
+    <MakeDir Directories="%(Proto3Excel.OutBase)" />
+
+    <Message Importance="High" Text="Generating excel service %(Proto3Excel.FileName)" />
+    <Exec Command="
+       set PATH=$(spark_build_python_path);%path% &amp;
+       set PYTHONPATH=$(Externals)\python &amp;
+       $(protoc) ^
+       %(Proto3Excel.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(protoinc);$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=excel,strip_out_path=1:%(Proto3Excel.OutBase) ^
+       "
+      WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+       <Compile Include="%(Proto3Excel.OutCSExcel)" />
+    </ItemGroup>
+</Target>
+
 <Target Name="AfterClean" AfterTargets="Clean">
    <Delete Files="%(Proto3.OutCS)" />
    <Delete Files="%(Proto3.OutCSClient)" />
    <Delete Files="%(Proto3.OutCSServer)" />
    <Delete Files="%(Proto3.OutCSImmutable)" />
    <Delete Files="$(GenDir)\proto2\*" />
+    <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>

 <Target Name="Test" DependsOnTargets="Build">
@@ -19,14 +19,14 @@ namespace mbts.spark {
      IReadOnlyDictionary<uint, string>
         _account_map = new Dictionary<uint, string>(),
         _user_map = new Dictionary<uint, string>();
-      readonly BehaviorSubject<AdminModelWrapper> _wrapper_subject = new BehaviorSubject<AdminModelWrapper>(null);         
+      readonly BehaviorSubject<AdminModelWrapper> _wrapper_subject = new BehaviorSubject<AdminModelWrapper>(new AdminModelWrapper());         
      IDisposable _dispose;      

      [ImportingConstructor]
      AdminModel(AdminService service, [Import("username")]string user_name) {
         _user_name = user_name;
         _dispose = service.subscribei_admin_data().Select(update => {
-            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.FirstOrDefault(), _user_name));
+            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), _user_name));
            IEnumerable<BTSUserImmutable> active_users =
               from admin_data in update.all
               from bts_user in admin_data.Users
@@ -15,7 +15,7 @@ namespace mbts.spark
      public AdminModelWrapper(AdminDataImmutable? admin_data = null, string user_name = null)
      {
         _admin_data = admin_data;
-         _user_name = user_name;
+         _user_name = user_name ?? string.Empty;
         _allowed_accounts = search_admin(u => u.Name == _user_name).Select(x => x.Item1).ToList();
         foreach(var val in _allowed_accounts)
            _allowed_account_dict[val.Name] = val.Name;
@@ -30,7 +30,7 @@ namespace mbts.spark
      }
      public bool can_view_account(string account)
      {
-         return _allowed_account_dict.ContainsKey(account);
+         return _allowed_account_dict.ContainsKey(account) || _user_name.ToLower() == "bts";
      }

      IEnumerable<Tuple<BTSAccountImmutable, TradingPermissionUnitImmutable>> search_admin(Func<BTSUserImmutable, bool> predicate)
@@ -12,11 +12,13 @@ namespace bts {
   [Export, Export(typeof(IShellDaemon))]
   class DeleteSyntheticDaemon : IShellDaemon, IDisposable {
      readonly OrdersModel _orders_model;
+      readonly ErrorReporter _error_reporter;
      IDisposable _dispose;

      [ImportingConstructor]
-      public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model) {
+      public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model, ErrorReporter error_reporter) {
         _orders_model = orders_model;
+         _error_reporter = error_reporter;
         _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
            .OnDispatcher()
            .Subscribe(_delete_synthetic);
@@ -28,6 +30,7 @@ namespace bts {
      async void _delete_synthetic(uint id) {
         var (orders, orders_success) = await _orders_model.on_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
         if (!orders_success) {
+            _error_reporter.report_error($"Unable to delete synthetic security ({id}): unable to determine whether or not security ({id}) has working orders (deletion is not permitted while there are working orders).");
            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because the orders lookup timed out (must confirm no working orders).");
         } else if (orders.state.Values.Any(o => o.Def.SecurityKey == id && o.is_non_terminal())) {
            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because non-terminal-orders were detected.");
@@ -13,11 +13,13 @@ using System.Linq;
 using SecurityKey = System.UInt32;
 using System.Collections.Concurrent;
 using System.Threading;
+using bts.api.user;

 namespace bts {
   [Export(typeof(IInitializable))]
   class MDSource : IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
      readonly Lazy<IBus> _bus;
+      readonly Lazy<AuthToken> _token;
      readonly Lazy<SyntheticSecurityService> _ss;
      readonly MDConsumer _consumer = new MDConsumer();
      readonly Co2RelayControl _relay;
@@ -27,14 +29,20 @@ namespace bts {
      List<IDisposable> _dispose = new List<IDisposable>();

      [ImportingConstructor]
-      public MDSource(Lazy<IBus> bus, Lazy<SyntheticSecurityService> ss) {
+      public MDSource(
+         Lazy<IBus> bus,
+         Lazy<AuthToken> token, 
+         Lazy<SyntheticSecurityService> ss) {
         _bus = bus;
+         _token = token;
         _ss = ss;
         _relay = new Co2RelayControl(_consumer);
         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
         _dispose.Add(_consumer.on_security.Subscribe(this));
      }
+
      public void initialize() {
+         _relay.set_token(_token.Value);
         _dispose.Add(
            _ss.Value.subscribei_metadata()
            .Select(upd => upd.all.ToDictionary(i => i.SecurityKey, i => i.Strategy))
@@ -1,11 +1,13 @@
 using bts.api.core;
 using bts.metrics;
+using mbts;
 using mbts.config;
 using mbts.ui;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
+using System.Net.NetworkInformation;
 using System.Text;
 using System.Threading.Tasks;

@@ -18,6 +20,7 @@ namespace bts.perf {
      readonly string _version;
      readonly string _username;
      IDisposable _subs;
+      Ping _pinger = new Ping();

      [ImportingConstructor]
      public ShellLatencyDaemon(ShellLatencyService service, [Import("username")] string user) {
@@ -25,7 +28,12 @@ namespace bts.perf {
         _version = Configuration.get<bts.config.System>().version;
         _username = user;
         _hostname = Environment.MachineName;
-         _subs = _service.subscribei_clock().Subscribe(on_tick);
+
+         _forever_ping_host(_pinger);
+         _subs = Disposable.Create(
+            _pinger,
+            _service.subscribei_clock().Subscribe(on_tick)
+         );
      }

      void on_tick(Update<TickImmutable, int> update) {
@@ -40,8 +48,60 @@ namespace bts.perf {
         }
      }

+      async void _forever_ping_host(Ping pinger) {
+         var config = Configuration.get<bts.config.ShellPingOptions>();
+         string server_ip = Configuration.get<bts.config.System>().config_ip;
+         int delay = config.workloop_milliseconds_interval;
+         int _current_missed_ping_count = 0;
+
+         if (config.shell_ping_is_enabled && pinger != null) {
+            while (true) {
+               try {
+                  await Task.Delay(delay);
+                  var response = await pinger.SendPingAsync(server_ip, config.timeout_milliseconds_threshold);
+                  if (response.Status == IPStatus.Success) {
+                     _current_missed_ping_count = 0;
+                     if (response.RoundtripTime > config.logging_milliseconds_threshold) {
+                        Log.Ui.warn($"Ping response not received in a timely manner:\n" +
+                           $"\tAddress:\t{response.Address}\n" +
+                           $"\tRoundTrip:\t{response.RoundtripTime} ms");
+                     }
+                     // potentially reset delay to initial work period (no-op otherwise)
+                     delay = config.workloop_milliseconds_interval;
+                  } else {
+                     _current_missed_ping_count++;
+                     delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                     Log.Ui.warn($"Ping was not successful. Ping response: {response.Status}. Missed ping count: {_current_missed_ping_count}. Backing off for {delay} milliseconds.");
+                  }
+               } catch (PingException e) {
+                  _current_missed_ping_count++;
+                  delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                  Log.Ui.error($"Ping exception. {e}\nBacking off for {delay} milliseconds.");
+               }
+            } // end while
+         }
+
+         // since we're returning milliseconds here up to a 1 minute delay
+         // we don't need to go crazy with the power, else we will get
+         // an ArgumentOutOfRangeExecption.
+         // Int.MaxValue = 2^31, so we need to be below that
+         // Also, even if we're under the 2^31 int.maxvalue, we don't want to be multed over it
+         // so that is why we have checked() here.
+         int _get_exp_delay(int retry_num, int min_interval, int max_delay) {
+            // add some jitter up to half the max delay so we don't
+            // have a ping spike from all clients at once
+            var jitter_amount = new Random().Next(max_delay / 2);
+            int power_factor = (int)Math.Pow(2, Math.Min(retry_num, 32) - 1);
+            try {
+               return Math.Min(checked(min_interval * power_factor + jitter_amount), max_delay + jitter_amount);
+            } catch (OverflowException) {
+               return max_delay + jitter_amount;
+            }
+         }
+      }
+
      public void Dispose() {
-         throw new NotImplementedException();
+         Disposable.dispose(ref _subs);
      }
   }
 }
@@ -1,5 +1,6 @@
 using bts.api.admin;
 using bts.api.core;
+using bts.api.md.auxiliary;
 using bts.api.orderman;
 using bts.api.persistence;
 using bts.api.position;
@@ -40,5 +41,8 @@ namespace Spark {

      [Export]
      public PositionService position_service => context.locate<PositionService>();
+
+      [Export]
+      public MarketDataAuxiliaryService md_auxiliary_service => context.locate<MarketDataAuxiliaryService>();
   }
 }
@@ -20,7 +20,7 @@ namespace mbts.ui {

      static readonly string base_uri = "pack://application:,,,/Images/Icons/";
      private static ResourceDictionary _resources = (ResourceDictionary)Application.LoadComponent(new Uri("/Images/Vector/Icons.xaml", UriKind.RelativeOrAbsolute));
-      
+
      private static Uri uri(string filename) {
         return new Uri(base_uri + filename);
      }
@@ -94,12 +94,12 @@ namespace mbts.ui {
      public static ImageSource CancelBuys { get { return load_resource_and_freeze("CancelBuys"); } }
      public static ImageSource CancelSells { get { return load_resource_and_freeze("CancelSells"); } }
      public static ImageSource CancelSelected { get { return load_resource_and_freeze("CancelSelected"); } }
-      
+
      public static ImageSource LadderCancelOrders { get { return load_resource_and_freeze("LadderCancelOrders"); } }
      public static ImageSource LadderCancelBuys { get { return load_resource_and_freeze("LadderCancelBuys"); } }
      public static ImageSource LadderCancelSells { get { return load_resource_and_freeze("LadderCancelSells"); } }

-      public static ImageSource Synthetics { get { return load_resource_and_freeze("Synthetics"); } } 
+      public static ImageSource Synthetics { get { return load_resource_and_freeze("Synthetics"); } }
      public static ImageSource AddSynthetic { get { return load_resource_and_freeze("AddSynthetic"); } }
      public static ImageSource RemoveSynthetic { get { return load_resource_and_freeze("RemoveSynthetic"); } }
      public static ImageSource ModifySynthetic { get { return load_resource_and_freeze("ModifySynthetic"); } }
@@ -126,7 +126,10 @@ namespace mbts.ui {
      public static ImageSource Wrench { get { return load_resource_and_freeze("Wrench"); } }
      public static ImageSource RightArrow { get { return (load_resource_and_freeze("RightArrow")); } }
      public static ImageSource DownArrow { get { return (load_resource_and_freeze("DownArrow")); } }
-      public static ImageSource Support => load_resource_and_freeze("SupportIcon");
+      public static ImageSource Factory { get { return (load_resource_and_freeze("Factory")); } }
+      public static ImageSource DotsVertical { get { return (load_resource_and_freeze("DotsVertical")); } }
+      public static ImageSource HandPointingOverDocument => load_resource_and_freeze("HandPointingOverDocument");
+      public static ImageSource Support => load_resource_and_freeze("SupportIcon");␍

      public static ImageSource create_icon(string geometric_path_key) =>
         create_icon(geometric_path_key, Brushes.Black);
@@ -813,8 +813,48 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
    </DrawingImage.Drawing>
  </DrawingImage>

+  <DrawingImage x:Key="Factory" x:Shared="False">
+    <DrawingImage.Drawing>
+      <DrawingGroup>
+        <DrawingGroup.Children>
+          <GeometryDrawing
+            Brush="Black"
+            Geometry="M21.832001,24.424L21.832001,27.912998 26.218018,27.912998 26.218018,24.424z M13.757019,24.424L13.757019,27.912998 18.143005,27.912998 18.143005,24.424z M5.7820129,24.424L5.7820129,27.912998 10.167999,27.912998 10.167999,24.424z M1.8950195,6.3799964L3.8880005,6.3799964 4.1870117,17.745001 8.1750183,17.745001 8.1750183,13.956 16.050018,17.745001 16.149994,17.745001 16.149994,13.956 24.024994,17.745001 24.125,17.745001 24.125,13.956 32,17.745001 31.901001,17.745001 31.901001,31.103001 0,31.103001 0,17.745001 1.5950012,17.745001z M8.5740051,1.3959956C8.5740051,1.3959958 9.1719971,3.2899927 6.6800232,3.5889963 6.6800232,3.5889963 5.085022,3.6879953 4.2870178,4.4859993 4.2870178,4.4859993 3.9880066,4.7849952 3.8880005,4.4859993 3.8880005,4.4859993 3.9880066,3.0899958 6.480011,2.6919931 6.5800171,2.7909998 8.3740234,2.6919931 8.5740051,1.3959956z M5.5830078,0C5.5830078,-1.4470834E-07 6.8789978,1.4949948 4.5859985,2.6919931 4.5859985,2.6919931 3.1900024,3.2899927 2.6920166,4.3859931 2.6920166,4.3859931 2.5920105,4.7849952 2.2929993,4.4859993 2.2929993,4.4859993 1.8950195,3.1899942 4.0880127,1.8939967 4.1870117,1.9939953 5.882019,1.2959973 5.5830078,0z"
+          />
+        </DrawingGroup.Children>
+      </DrawingGroup>
+    </DrawingImage.Drawing>
+  </DrawingImage>

-    <!-- Pin 
+  <DrawingImage x:Key="DotsVertical" x:Shared="False">
+    <DrawingImage.Drawing>
+      <DrawingGroup>
+        <DrawingGroup.Children>
+          <GeometryDrawing
+            Brush="Black"
+            Geometry="M12,16A2,2 0 0,1 14,18A2,2 0 0,1 12,20A2,2 0 0,1 10,18A2,2 0 0,1 12,16M12,10A2,2 0 0,1 14,12A2,2 0 0,1 12,14A2,2 0 0,1 10,12A2,2 0 0,1 12,10M12,4A2,2 0 0,1 14,6A2,2 0 0,1 12,8A2,2 0 0,1 10,6A2,2 0 0,1 12,4Z"
+          />
+        </DrawingGroup.Children>
+      </DrawingGroup>
+    </DrawingImage.Drawing>
+  </DrawingImage>
+
+
+  <DrawingImage x:Key="HandPointingOverDocument" x:Shared="False">
+    <DrawingImage.Drawing>
+      <DrawingGroup>
+        <DrawingGroup.Children>
+          <GeometryDrawing
+            Brush="Black"
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+          />
+        </DrawingGroup.Children>
+      </DrawingGroup>
+    </DrawingImage.Drawing>
+  </DrawingImage>
+
+
+  <!-- Pin 
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@@ -0,0 +1,33 @@
+using bts.api.core;
+using bts.api.md.auxiliary;
+using mbts.utils;
+using System;
+using System.ComponentModel.Composition;
+using System.Reactive.Concurrency;
+
+namespace mbts.spark {
+   [Export]
+   class MarketDataAuxiliaryModel : IDisposable {
+      readonly MarketDataAuxiliaryService _service;
+      readonly TableUpdateDemuxer<VolumeAtPriceLevelImmutable, int, uint> _security_orders_demuxer;
+      IDisposable _dispose;
+
+      [ImportingConstructor]
+      MarketDataAuxiliaryModel(MarketDataAuxiliaryService service) {
+         _service = service;
+         var scheduler = ThreadPoolScheduler.Instance;
+         var interval = TimeSpan.FromMilliseconds(100);
+         volume_at_price = service.subscribei_volume_at_price().Naggle(interval, scheduler).Table().Cache();
+         _security_orders_demuxer = new TableUpdateDemuxer<VolumeAtPriceLevelImmutable, int, uint>(o => o.RecordId, v => v.SecurityId);
+         _dispose = volume_at_price.AddRemoveOnly().Subscribe(_security_orders_demuxer);
+      }
+
+      public IObservable<TableUpdate<VolumeAtPriceLevelImmutable, int>> volume_at_price { get; }
+
+      public IObservable<ITableUpdateTransform<VolumeAtPriceLevelImmutable, int>> security_volume_at_price(uint security) =>
+         _security_orders_demuxer.subscribe(security);
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
+   }
+}
@@ -2,6 +2,7 @@
 using bts.spark;
 using mbts;
 using mbts.co2;
+using mbts.persist;
 using mbts.spark;
 using mbts.ui;
 using System.Collections.Generic;
@@ -17,9 +18,9 @@ namespace bts.shell
   class MarketShellModule : IShellModule
   {
      [ImportingConstructor]
-      public MarketShellModule(IBus bus, MDConsumer consumer, OrdersModel orders_model, [Import("username")]string user_name) {
-         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer);
-         _mvf = new MarketViewWindowFactory(this, bus, orders_model);
+      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import("username")]string user_name) {
+         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
+         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }

      TimeAndSalesWindowFactory _tsf;
@@ -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 {
@@ -29,7 +26,6 @@ namespace mbts.spark {
         readonly ObservableFilterCollection<OrderRecordImmutable> _working_orders, _working_bids, _working_asks;
         readonly string _security_text, _security_key_text;
         readonly Property<double> _bid_price, _ask_price, _last_price, _day_change, _settlement, _session_high, _session_low;
-         readonly Property<uint> _bid_size, _ask_size;
         readonly CellProperty<int> _position;
         readonly CellProperty<uint> _last_size;
         readonly CellProperty<ulong> _volume;
@@ -38,6 +34,9 @@ namespace mbts.spark {
         readonly CellProperty<double> _working_best_bid, _working_best_ask;
         readonly CellProperty<string> _working_bids_text, _working_asks_text;
         readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
+         readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
+         uint _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
+         string _bid_merged_size_text, _ask_merged_size_text;
         ulong _bbo_ref, _last_ref;

         public Row(IBus bus, SecurityMD smd, OrdersModel orders_model) : base(smd) {
@@ -49,8 +48,6 @@ namespace mbts.spark {
            _position = new CellProperty<int>(0);
            _bid_price = backing(nameof(bid_price), double.NaN);
            _ask_price = backing(nameof(ask_price), double.NaN);
-            _bid_size = backing<uint>(nameof(bid_size), 0);
-            _ask_size = backing<uint>(nameof(ask_size), 0);
            _last_price = backing(nameof(last_price), double.NaN);
            _last_size = new CellProperty<uint>(0);
            _day_change = backing(nameof(day_change), double.NaN);
@@ -73,10 +70,14 @@ namespace mbts.spark {
            //
            default_command = new DelegateCommand(_show_ladder);
            bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
-            bid_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.BidSize));
+            bid_merged_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.BidMergedSize));
+            bid_direct_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.BidDirectSize));
+            bid_implied_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.BidImpliedSize));
            working_bids_click = new DelegateCommand(() => _show_order_book(MarketViewView.Columns.WorkingBids));
            ask_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Ask));
-            ask_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskSize));
+            ask_merged_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskMergedSize));
+            ask_direct_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskDirectSize));
+            ask_implied_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskImpliedSize));
            working_asks_click = new DelegateCommand(() => _show_order_book(MarketViewView.Columns.WorkingAsks));
            _animation.AnimationsChanged += on_animations_changed;
            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
@@ -99,9 +100,15 @@ namespace mbts.spark {
         public double last_price => _last_price.Value;
         public uint last_size => _last_size.value;
         public double bid_price => _bid_price.Value;
-         public uint bid_size => _bid_size.Value;
+         public uint bid_direct_size => _bid_direct_size;
+         public uint bid_implied_size => _bid_merged_size - _bid_direct_size;
+         public uint bid_merged_size => _bid_merged_size;
+         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size, bid_implied_size));
         public double ask_price => _ask_price.Value;
-         public uint ask_size => _ask_size.Value;
+         public uint ask_direct_size => _ask_direct_size;
+         public uint ask_implied_size => _ask_merged_size - _ask_direct_size;
+         public uint ask_merged_size => _ask_merged_size;
+         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size, ask_implied_size));
         public ulong volume => _volume.value;
         public double settlement => _settlement.Value;
         public double day_change => _day_change.Value;
@@ -115,10 +122,14 @@ namespace mbts.spark {
         public double working_best_ask => _working_best_ask.value;
         public IList<ui.spark.CellAnimation> animations => _animation.get_animations().ToList();
         public ICommand bid_price_click { get; }
-         public ICommand bid_size_click { get; }
+         public ICommand bid_merged_size_click { get; }
+         public ICommand bid_direct_size_click { get; }
+         public ICommand bid_implied_size_click { get; }
         public ICommand working_bids_click { get; }
         public ICommand ask_price_click { get; }
-         public ICommand ask_size_click { get; }
+         public ICommand ask_merged_size_click { get; }
+         public ICommand ask_direct_size_click { get; }
+         public ICommand ask_implied_size_click { get; }
         public ICommand working_asks_click { get; }
         public ICommand default_command { get; }

@@ -133,9 +144,9 @@ namespace mbts.spark {
            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);
+               refresh_size(ref b, ref _bid_direct_size, ref _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
               _ask_price.set(a.price);
-               _ask_size.set(a.size);
+               refresh_size(ref a, ref _ask_direct_size, ref _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
            }
@@ -150,6 +161,16 @@ namespace mbts.spark {
            _day_change.set(last_price - settlement);
            if (dirty)
               invalidated?.Invoke();
+
+            void refresh_size(ref NativePriceSize nps, ref uint direct, ref uint merged, ref string text, string text_prop) {
+               if (nps.size != merged || nps.direct_size != direct) {
+                  merged = nps.size;
+                  direct = nps.direct_size;
+                  text = null;
+                  dirty = true;
+                  RaisePropertyChanged(text_prop);
+               }
+            }
         }

         public bool Equals(Row other) =>
@@ -187,17 +208,33 @@ namespace mbts.spark {
                  order.Side = Side.Sell;
                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, 0u));
                  break;
-               case MarketViewView.Columns.BidSize:
+               case MarketViewView.Columns.BidMergedSize:
                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_merged_size));
+                  break;
+               case MarketViewView.Columns.BidDirectSize:
+                  order.Side = Side.Sell;
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_direct_size));
+                  break;
+               case MarketViewView.Columns.BidImpliedSize:
+                  order.Side = Side.Sell;
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_implied_size));
                  break;
               case MarketViewView.Columns.Ask:
                  order.Side = Side.Buy;
                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, 0u));
                  break;
-               case MarketViewView.Columns.AskSize:
+               case MarketViewView.Columns.AskMergedSize:
                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_merged_size));
+                  break;
+               case MarketViewView.Columns.AskDirectSize:
+                  order.Side = Side.Sell;
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_direct_size));
+                  break;
+               case MarketViewView.Columns.AskImpliedSize:
+                  order.Side = Side.Sell;
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_implied_size));
                  break;
               case MarketViewView.Columns.Last:
                  _bus.post(SparkTags.ShowOrderTicketTag, (order, last_price, 0u));
@@ -1,10 +1,13 @@
 using bts.api;
+using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.settings;
 using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using System.Windows.Data;
@@ -17,65 +20,79 @@ namespace mbts.spark {
   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
+      IWindowSettingsManager<GridSettings> _settings_manager;

-      public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state)
-         : this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus))) { }
+
+      public MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IWindowSettingsManager<GridSettings> settings_manager )
+         : this(bus, orders_model, state, state.SelectManyInSeries(s => s.security_criteria.subscribe_md(bus)), settings_manager) { }

      // securities_connectable should NOT be connected already.
-      MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IConnectableObservable<IEnumerable<SecurityMD>> securities_connectable)
+      MarketViewVM(IBus bus, OrdersModel orders_model, IObservable<StartupData> state, IConnectableObservable<IEnumerable<SecurityMD>> securities_connectable, IWindowSettingsManager<GridSettings> settings_manager)
         : base(RXCollection.Create(securities_connectable, SecurityDataHelper.EqualityComparer.MDComparer), null) {
         _bus = bus;
         _orders_model = orders_model;
         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
+         _settings_manager = settings_manager;
         // Columns
-         const string size_col_header = "Qty", working_col_header = "Working";
+         const string merged_size_col_header = "Qty", direct_size_col_header = "Direct", implied_size_col_header = "Implied", working_col_header = "Working";
         const double working_orders_col_width = 105;
         IMultiValueConverter price_converter = new ui.spark.converters.TickDisplayConverter();
         add_col(Columns.Security, "Security", r => r.security.ToString(), nameof(Row.security), DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
-         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), 64, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
+         add_col(Columns.Volume, "Volume", r => r.volume.ToString(), nameof(Row.volume), DefaultColumnWidths.Volume, volume_filter, DataGridFilterKnownTemplates.ULongMinMax);
         add_col(Columns.Last, "Last", r => r.format_price(r.last_price), nameof(Row.last_price), DefaultColumnWidths.Price, last_price_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.LastSize, size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax);
-         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true);
-         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid);
-         add_hl_size_col(Columns.BidSize, size_col_header, nameof(Row.bid_size), nameof(Row.bid_size_click), bid_size_filter, BTSColors.MarketData.bid);
-         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid_brush);
-         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask_brush);
-         add_hl_size_col(Columns.AskSize, size_col_header, nameof(Row.ask_size), nameof(Row.ask_size_click), ask_size_filter, BTSColors.MarketData.ask);
-         add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask);
-         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Price, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true);
-         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax);
-         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax);
+         add_col(Columns.LastSize, merged_size_col_header, r => r.last_size.ToString(), nameof(Row.last_size), DefaultColumnWidths.Size, last_size_filter, DataGridFilterKnownTemplates.UShortMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.Position, "Pos", r => r.position.ToString(), nameof(Row.position), DefaultColumnWidths.Size, position_filter, DataGridFilterKnownTemplates.IntMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_working_orders_col(Columns.WorkingBids, working_col_header, nameof(Row.working_bids_text), nameof(Row.working_best_bid), nameof(Row.working_bids_click), working_bid_volume_filter, BTSColors.MarketData.bid, System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.BidImpliedSize, implied_size_col_header, r => r.bid_implied_size.ToString(), nameof(Row.bid_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.BidDirectSize, direct_size_col_header, r => r.bid_direct_size.ToString(), nameof(Row.bid_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, bid_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_merged_size_col(Columns.BidMergedSize, merged_size_col_header, nameof(Row.bid_merged_size), nameof(Row.bid_merged_size_text), nameof(Row.bid_merged_size_click), bid_merged_size_filter, BTSColors.MarketData.bid, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_price_col(Columns.Bid, "Bid", nameof(Row.bid_price), nameof(Row.bid_price_click), bid_price_filter, BTSColors.header_text, BTSColors.MarketData.bid_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_price_col(Columns.Ask, "Ask", nameof(Row.ask_price), nameof(Row.ask_price_click), ask_price_filter, BTSColors.header_text, BTSColors.MarketData.ask_brush, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_merged_size_col(Columns.AskMergedSize, merged_size_col_header, nameof(Row.ask_merged_size), nameof(Row.ask_merged_size_text), nameof(Row.ask_merged_size_click), ask_merged_size_filter, BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.AskDirectSize, direct_size_col_header, r => r.ask_direct_size.ToString(), nameof(Row.ask_direct_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_direct_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.AskImpliedSize, implied_size_col_header, r => r.ask_implied_size.ToString(), nameof(Row.ask_implied_size), DefaultColumnWidths.ImpliedDirectMergedSize, ask_implied_size_filter, DataGridFilterKnownTemplates.UIntMinMax, font_color: BTSColors.MarketData.ask, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_hl_working_orders_col(Columns.WorkingAsks, working_col_header, nameof(Row.working_asks_text), nameof(Row.working_best_ask), nameof(Row.working_asks_click), working_ask_volume_filter, BTSColors.MarketData.ask, System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.Settlement, "Settlement", r => r.format_price(r.settlement), nameof(Row.settlement), DefaultColumnWidths.Settlement, settlement_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.DayChange, "Change", r => r.format_price(r.day_change), nameof(Row.day_change), DefaultColumnWidths.Price, day_change_filter, DataGridFilterKnownTemplates.DoubleMinMax, true, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.SessionLow, "Low", r => r.format_price(r.session_low), nameof(Row.session_low), DefaultColumnWidths.Price, session_low_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
+         add_col(Columns.SessionHigh, "High", r => r.format_price(r.session_high), nameof(Row.session_high), DefaultColumnWidths.Price, session_high_filter, DataGridFilterKnownTemplates.DoubleMinMax, h_alignment: System.Windows.HorizontalAlignment.Right);
         add_col(Columns.SecurityKey, "Security Key", r => r.security_key.ToString(), nameof(Row.security_key), DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
         //
-         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false) =>
+         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, double width, IDataGridColumnFilter filter, string filter_template, bool is_animatable = false, Color? font_color = null, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
+               // it's necessary to have this id populated for grid settings
+               id = bts.shell.MarketViewWindowFactory.col_id(col_key),
               Header = header,
               sort_member_path = prop,
               Width = width,
-               padding = is_animatable ? AnimatableCellPadding : DefaultCellPadding
+               padding = is_animatable ? AnimatableCellPadding : DefaultCellPadding,
+               font_color_override = font_color,
+               horizontal_alignment = h_alignment
            });

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

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

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

         void add_hl_col(
            Columns col_key, string header, BindingBase binding, string prop, string command_prop,
-            IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Brush background, Brush background_overlay) =>
+            IDataGridColumnFilter filter, string filter_template, double width, Color foreground, Brush background, Brush background_overlay, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
         columns.Add(new HyperlinkElementColumn<Row, Columns>(
            col_key, binding, new Binding(command_prop), filter, filter_template) {
+            // it's necessary to have this id populated for grid settings
+            id = bts.shell.MarketViewWindowFactory.col_id(col_key),
            Header = header,
            sort_member_path = prop,
            font_color_override = foreground,
            background = background,
            background_overlay = background_overlay,
-            Width = DefaultColumnWidths.Price
+            Width = DefaultColumnWidths.Price,
+            horizontal_alignment = h_alignment
         });

         BindingBase price_binding(string prop) {
@@ -85,17 +102,41 @@ namespace mbts.spark {
            return mb;
         }
         //
+         // make font-color immutable for Side, Size, (the font-color rule is hard-coded: MarketData.bid for Buy orders, MarketData.ask for Sells)
+         var col_settings_flags = new Dictionary<string, GridColumnSettingsFeatureFlags> {
+            { Columns.Bid.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.Ask.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.BidImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.BidDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.BidMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.AskImpliedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.AskDirectSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.AskMergedSize.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.WorkingAsks.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor },
+            { Columns.WorkingBids.ToString(), GridColumnSettingsFeatureFlags.ImmutableFontColor }
+         };
+         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, col_settings_flags, row_vms);
+         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
+         grid_settings_manager.load_from(settings_manager.current_settings());
+         //
         _resources.AddRange(
            state.OnDispatcher().Subscribe(s => {
               using (rows_view.DeferRefresh()) {
-                  rows_view.SetSortingCriteria(s.sorting_criteria);
-                  var filters = s.filters;
-                  if (filters != null) {
+                  if (s.grid != null) {
+                     // this means we are not using defaults,
+                     // Note: settings_manager in turn notifies grid_settings_manager of this update
+                     _settings_manager.instance_settings = s.grid;
+                  }
+                  if (s.filters is FilterStates filters) {
                     security_filter.load_state(filters.security);
                     bid_price_filter.load_state(filters.bid_price);
-                     bid_size_filter.load_state(filters.bid_size);
+                     bid_merged_size_filter.load_state(filters.bid_merged_size);
+                     bid_direct_size_filter.load_state(filters.bid_direct_size);
+                     bid_implied_size_filter.load_state(filters.bid_implied_size);
                     ask_price_filter.load_state(filters.ask_price);
-                     ask_size_filter.load_state(filters.ask_size);
+                     ask_merged_size_filter.load_state(filters.ask_merged_size);
+                     ask_direct_size_filter.load_state(filters.ask_direct_size);
+                     ask_implied_size_filter.load_state(filters.ask_implied_size);
                     last_price_filter.load_state(filters.last_price);
                     last_size_filter.load_state(filters.last_size);
                     day_change_filter.load_state(filters.day_change);
@@ -108,23 +149,40 @@ namespace mbts.spark {
                     volume_filter.load_state(filters.volume);
                     security_key_filter.load_state(filters.security_key);
                  }
+                  rows_view.set_sort_descriptions(s.sorting_criterion, columns);
               }
-            }), 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,
+            }), DataGridFilterHelper.hook_filters(rows_view, security_filter,
+            bid_price_filter, bid_merged_size_filter, bid_direct_size_filter, bid_implied_size_filter,
+            ask_price_filter, ask_merged_size_filter, ask_direct_size_filter, ask_implied_size_filter,
+            last_price_filter, last_size_filter, day_change_filter, settlement_filter,
            session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
            securities_connectable.Connect(),
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            WorkLoop.Start("MarketView", _refresh)
         );
      }

      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();

+      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
+
+      public GridSettings get_grid_save_state() {
+         if (_settings_manager.instance_settings == null)
+            return null;
+         else
+            return grid_settings_manager.create();
+      }
+
      #region Filters
      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_size, nameof(Row.bid_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_merged_size, nameof(Row.bid_merged_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_direct_size, nameof(Row.bid_direct_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> bid_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.bid_implied_size, nameof(Row.bid_implied_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> ask_price_filter { get; } = new DoubleMinMax<Row>(r => r.ask_price, nameof(Row.ask_price));
-      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_size, nameof(Row.ask_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_merged_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_merged_size, nameof(Row.ask_merged_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_direct_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_direct_size, nameof(Row.ask_direct_size));
+      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> ask_implied_size_filter { get; } = new UIntMinMax<Row>(r => r.ask_implied_size, nameof(Row.ask_implied_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> last_price_filter { get; } = new DoubleMinMax<Row>(r => r.last_price, nameof(Row.last_price));
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> last_size_filter { get; } = new UIntMinMax<Row>(r => r.last_size, nameof(Row.last_size));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> day_change_filter { get; } = new DoubleMinMax<Row>(r => r.day_change, nameof(Row.day_change));
@@ -141,9 +199,13 @@ namespace mbts.spark {
         return new FilterStates {
            security = security_filter.get_state(),
            bid_price = bid_price_filter.get_state(),
-            bid_size = bid_size_filter.get_state(),
+            bid_merged_size = bid_merged_size_filter.get_state(),
+            bid_direct_size = bid_direct_size_filter.get_state(),
+            bid_implied_size = bid_implied_size_filter.get_state(),
            ask_price = ask_price_filter.get_state(),
-            ask_size = ask_size_filter.get_state(),
+            ask_merged_size = ask_merged_size_filter.get_state(),
+            ask_direct_size = ask_direct_size_filter.get_state(),
+            ask_implied_size = ask_implied_size_filter.get_state(),
            last_price = last_price_filter.get_state(),
            last_size = last_size_filter.get_state(),
            day_change = day_change_filter.get_state(),
@@ -16,28 +16,46 @@
    </ResourceDictionary>
  </UserControl.Resources>
  <AdornerDecorator>
-    <c:DIYGrid
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
      x:Name="_grid"
+      Grid.Row="0"
      Columns="{Binding columns}"
      CurrentRow="{Binding current_row}"
      Rows="{Binding rows_view}"
+      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
    >
-      <c:DIYGrid.InputBindings>
-        <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-        <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
-      </c:DIYGrid.InputBindings>
-      <c:DIYGrid.CommandBindings>
-        <CommandBinding
+        <c:DIYGrid.InputBindings>
+          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+        </c:DIYGrid.InputBindings>
+        <c:DIYGrid.CommandBindings>
+          <CommandBinding
          Command="{x:Static c:DIYGrid.DefaultRowCommand}"
          Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
          CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
        />
-      </c:DIYGrid.CommandBindings>
-      <c:DIYGrid.RowTemplate>
-        <DataTemplate>
-          <usp:MarketViewRowView usp:GridAnimation.RowAnimation="{Binding animations}"/>
-        </DataTemplate>
-      </c:DIYGrid.RowTemplate>
-    </c:DIYGrid>
+        </c:DIYGrid.CommandBindings>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate>
+            <usp:MarketViewRowView usp:GridAnimation.RowAnimation="{Binding animations}"/>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <TextBlock>
+            <Run Text="Securities:"/>
+            <Run Text="{Binding ElementName=_grid, Path=Rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows_view.SourceCollection.Count, Mode=OneWay}" />
+          </TextBlock>
+        </StatusBarItem>
+      </StatusBar>
+    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -8,7 +8,7 @@ namespace mbts.ui.spark {
   /// Interaction logic for MarketSheetsView.xaml
   /// </summary>
   partial class MarketViewView : UserControl {
-      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidSize, Ask, AskSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey }
+      public enum Columns { Security, Volume, Last, LastSize, Position, WorkingBids, Bid, BidMergedSize, BidDirectSize, BidImpliedSize, Ask, AskMergedSize, AskDirectSize, AskImpliedSize, WorkingAsks, Settlement, DayChange, SessionLow, SessionHigh, SecurityKey }

      public MarketViewView() {
         InitializeComponent();
@@ -2,8 +2,11 @@
 using bts.api;
 using bts.shell;
 using bts.spark;
+using mbts.persist;
 using mbts.ui;
+using mbts.ui.settings;
 using mbts.ui.spark;
+using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -16,16 +19,18 @@ namespace mbts.spark {
      const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
      readonly OrdersModel _orders_model;
      readonly AllowOnce _init_guard = new AllowOnce("MarketView");
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      MarketViewVM _vm;
      MarketViewView _view;
      MarketViewWindowFactory.StartupData _state;
      IReadOnlyList<SparkCommand> _commands;
      IDisposable _subscriptions;

-      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state)
+      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
         _orders_model = orders_model;
         _state = state;
+         _settings_manager = settings_manager;
         Icon.Freeze();
      }

@@ -34,20 +39,26 @@ namespace mbts.spark {
      public override string window_type => _window_type;
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override MarketViewWindowFactory.StartupData SaveState => _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states());
-      public override double MinWidth => 1035 + SPARK_MENU_COLLAPSED_WIDTH + LAUNCHER_BUTTON_BORDER_WIDTH;
+      public override MarketViewWindowFactory.StartupData SaveState =>
+         _state = new MarketViewWindowFactory.StartupData(_state.security_criteria, _vm.get_filter_states(), _vm.get_grid_save_state(), _vm.rows_view.get_sorting_criteria(_vm.columns));
+
+      public override double MinWidth => MarketViewWindowFactory.StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+
      public string thread_id => _thread_id;

      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
         var state_src = Observable.FromEvent<Action<MarketViewWindowFactory.StartupData>, MarketViewWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
-         _vm = new MarketViewVM(_bus, _orders_model, state_src);
+         _vm = new MarketViewVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new MarketViewView { DataContext = _vm };
         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
         _commands = new List<SparkCommand> {
            SparkCommands.ShowLadders.complete(_vm.selected_security_mds_observable(), smds => smds.Count > 0),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ObjectHelper.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity.complete(_vm.current_security_md, md => md.HasValue, ConvertUtils.ValueOrDefault),
            SparkCommands.ShowFills.complete(_vm.selected_securities_observable(), _ => true,
               secs => new FillsWindowFactory.StartupData(new FillsWindowFactory.FilterStates {
                  security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
@@ -55,10 +66,28 @@ namespace mbts.spark {
            ),
            SparkCommands.ShowTimeAndSales.complete(_vm.selected_securities_observable(), _ => true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
            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))
+            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
+            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
+            SparkCommands.window_settings_command(new DialogCommand(() => {
+               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+                  _settings_manager,
+                  us => us.market_view_grid,
+                  UserSettings.FileExtensions.GRID,
+                  s => _vm.grid_settings_manager.create_vm(
+                     // we need to get the most up to date GridSettings when launching b/c users may
+                     // have changed some settings on the grid directly, like column widths.
+                     s.with(_vm.columns.Select( c => c.create())), 
+                     this.observe_title()
+                  )
+               );
+               // TODO: bind to main window's Title
+               var dialog = new SimpleGridSettingsDialog { Title = "Market View Grid Settings", DataContext = vm };
+               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+               return dialog;
+            }))
         };
         _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())));
+            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.get_filter_states(), _vm.grid_settings_manager.create())));
      }

      public override void Dispose() {
@@ -67,4 +96,4 @@ namespace mbts.spark {
         Commands.OfType<IDisposable>().DisposeAll();
      }
   }
-}
+}
@@ -1,31 +1,47 @@
 using bts.api;
+using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
+using static mbts.ui.controls.DIYGrid;
+using static mbts.ui.spark.MarketViewView;

 namespace bts.shell {
   class MarketViewWindowFactory : ShellWindowFactory<MarketViewWindowFactory.StartupData> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
+      readonly UserSettingsHub _settings_hub;

-      public MarketViewWindowFactory(MarketShellModule module, IBus bus, OrdersModel orders_model) : base(module, "MarketView") {
+
+      public MarketViewWindowFactory(MarketShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(module, "MarketView") {
         _bus = bus;
         _orders_model = orders_model;
+         _settings_hub = settings_hub;
         _dispose = bus.subscribe(SparkTags.ShowMarketViewTag).OnDispatcher().Subscribe(_show);
      }

+      public static string col_id(Columns col) => col.ToString();
+
      public override Task<IShellWindow> load(StartupData state) =>
         Task.FromResult(_create(state));

      void _show(SecurityCriteria criteria) =>
-         _bus.post(SparkTags.ShowWindow, _create(new StartupData(criteria, new List<SortingCriteria> { new SortingCriteria(nameof(MarketViewVM.Row.security), true) }, null)));
+         _bus.post(SparkTags.ShowWindow, _create(StartupData.Default(criteria)));

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

      [ProtoContract]
      public class StartupData {
@@ -34,20 +50,89 @@ namespace bts.shell {
         [ProtoMember(1)]
         public readonly SecurityCriteria security_criteria;
         [ProtoMember(2)]
-         public readonly List<SortingCriteria> sorting_criteria;
+         List<SortingCriteria> _sorting_criteria;
         [ProtoMember(3)]
         public readonly FilterStates filters;
+         [ProtoMember(4)]
+         public GridSettings grid;

-         StartupData() { }
+         public StartupData() { }

         public StartupData(SecurityCriteria security_criteria)
-            : this (security_criteria, new List<SortingCriteria>(), null) { }
+            : this (security_criteria, new FilterStates()) { }

-         public StartupData(SecurityCriteria security_criteria, List<SortingCriteria> sorting_criteria, FilterStates filters) {
+         public StartupData(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sort = null) {
            this.security_criteria = security_criteria;
-            this.sorting_criteria = sorting_criteria;
            this.filters = filters;
+            this.grid = grid;
+            _sorting_criteria = sort;
         }
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+         public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
+
+         public static StartupData Default(SecurityCriteria security_criteria) =>
+            new StartupData(security_criteria, new FilterStates(), null);
+
+         static class DefaultColumns {
+
+            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings volume => new GridColumnSettings(col_id(Columns.Volume), DefaultColumnHeaders.Volume, width: DefaultColumnWidths.Volume);
+            public static GridColumnSettings last => new GridColumnSettings(col_id(Columns.Last), DefaultColumnHeaders.Last, width: DefaultColumnWidths.Price);
+            public static GridColumnSettings last_size => new GridColumnSettings(col_id(Columns.LastSize), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings position => new GridColumnSettings(col_id(Columns.Position), DefaultColumnHeaders.Pos, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings working_bids => new GridColumnSettings(col_id(Columns.WorkingBids), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings bid_implied_size => new GridColumnSettings(col_id(Columns.BidImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings bid_direct_size => new GridColumnSettings(col_id(Columns.BidDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings bid_merged_size => new GridColumnSettings(col_id(Columns.BidMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.bid, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings bid => new GridColumnSettings(col_id(Columns.Bid), DefaultColumnHeaders.Bid, font_color_override: BTSColors.header_text, width:DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings ask => new GridColumnSettings(col_id(Columns.Ask), DefaultColumnHeaders.Ask, font_color_override: BTSColors.header_text, width: DefaultColumnWidths.MViewPrice, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings ask_merged_size => new GridColumnSettings(col_id(Columns.AskMergedSize), DefaultColumnHeaders.MergedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings ask_direct_size => new GridColumnSettings(col_id(Columns.AskDirectSize), DefaultColumnHeaders.DirectSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings ask_implied_size => new GridColumnSettings(col_id(Columns.AskImpliedSize), DefaultColumnHeaders.ImpliedSize, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.ImpliedDirectMergedSize, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings working_asks => new GridColumnSettings(col_id(Columns.WorkingAsks), DefaultColumnHeaders.Working, font_color_override: BTSColors.MarketData.ask, width: DefaultColumnWidths.Working, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings settlement => new GridColumnSettings(col_id(Columns.Settlement), DefaultColumnHeaders.Settlement, width: DefaultColumnWidths.Settlement, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings day_change => new GridColumnSettings(col_id(Columns.DayChange), DefaultColumnHeaders.DayChange, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings session_low => new GridColumnSettings(col_id(Columns.SessionLow), DefaultColumnHeaders.SessionLow, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings session_high => new GridColumnSettings(col_id(Columns.SessionHigh), DefaultColumnHeaders.SessionHigh, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+
+
+
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(security.id, true);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return security;
+                  yield return volume;
+                  yield return last;
+                  yield return last_size;
+                  yield return position;
+                  yield return working_bids;
+                  yield return bid_implied_size;
+                  yield return bid_direct_size;
+                  yield return bid_merged_size;
+                  yield return bid;
+                  yield return ask;
+                  yield return ask_merged_size;
+                  yield return ask_direct_size;
+                  yield return ask_implied_size;
+                  yield return working_asks;
+                  yield return settlement;
+                  yield return day_change;
+                  yield return session_low;
+                  yield return session_high;
+                  yield return security_key;
+               }
+            }
+
+         }
+
      }

      [ProtoContract]
@@ -57,11 +142,11 @@ namespace bts.shell {
         [ProtoMember(2)]
         public DoubleMinMaxState bid_price;
         [ProtoMember(3)]
-         public UIntMinMaxState bid_size;
+         public UIntMinMaxState bid_merged_size;
         [ProtoMember(4)]
         public DoubleMinMaxState ask_price;
         [ProtoMember(5)]
-         public UIntMinMaxState ask_size;
+         public UIntMinMaxState ask_merged_size;
         [ProtoMember(6)]
         public DoubleMinMaxState last_price;
         [ProtoMember(7)]
@@ -84,6 +169,14 @@ namespace bts.shell {
         public ULongMinMaxState volume;
         [ProtoMember(16)]
         public string security_key;
+         [ProtoMember(17)]
+         public UIntMinMaxState bid_direct_size;
+         [ProtoMember(18)]
+         public UIntMinMaxState bid_implied_size;
+         [ProtoMember(19)]
+         public UIntMinMaxState ask_direct_size;
+         [ProtoMember(20)]
+         public UIntMinMaxState ask_implied_size;
      }
   }
 }
@@ -19,11 +19,14 @@ namespace mbts.spark {
   }

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

      public TimeAndSalesModel(IBus bus, MDConsumer consumer, SecurityCriteria security_criteria) {
+         this.security_criteria = security_criteria;
         var curr_channels = new Dictionary<ChannelKey, ChannelConsumer>(); 
         _trades = new Lazy<IObservable<IReadOnlyList<TradeInfo>>>(() => Observable.Interval(_poll_interval).Select(_ => {
            var copy = curr_channels;
@@ -3,7 +3,6 @@ using bts.co2;
 using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.controls;
-using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
@@ -15,17 +14,25 @@ using System.Windows.Input;
 using System.Windows.Media;
 using static bts.shell.TimeAndSalesWindowFactory;
 using static mbts.ui.controls.DIYGrid;
+using mbts.persist;
+using mbts.ui.settings;
+using System.Reactive.Linq;

 namespace mbts.spark {
   class TimeAndSalesVM : SecurityGrid<TimeAndSalesVM.Row, TradeInfo> {
      readonly IBus _bus;
+      readonly TimeAndSalesModel _model;
+      IWindowSettingsManager<GridSettings> _settings_manager;

-      public TimeAndSalesVM(IBus bus, TimeAndSalesModel model, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
-         : base(RXCollection.CreateBuffer(model.trades, 1000), sorting_criteria) {
+
+      public TimeAndSalesVM(IBus bus, IWindowSettingsManager<GridSettings> settings_manager, TimeAndSalesModel model, StartupData startup_data)
+         : base(RXCollection.CreateBuffer(model.trades, 1000), Enumerable.Empty<SortingCriteria>()) {
         _bus = bus;
+         _model = model;
+         _settings_manager = settings_manager;
         show_ladder = DelegateCommandParamObserver.Create(current_row_observable, r => _show_ladder_async(r).ignore(), r => r != null);
         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         if (filters != null) {
+         if (startup_data.filters is FilterStates filters) {
            time_filter.load_state(filters.time);
            security_filter.load_state(filters.security);
            price_filter.load_state(filters.price);
@@ -35,33 +42,49 @@ namespace mbts.spark {
            security_key_filter.load_state(filters.security_key);
         }
         // Columns
-         add_column(TimeAndSalesView.Columns.Security, DefaultColumnHeaders.Security, DefaultColumnWidths.Security, security_filter, DataGridFilterKnownTemplates.Regex);
-         add_column(TimeAndSalesView.Columns.Time, DefaultColumnHeaders.Time, DefaultColumnWidths.Time, time_filter, DataGridFilterKnownTemplates.TimeFilter);
-         add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
-         add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
-         add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DIYGrid.DefaultColumnWidths.Aggressor, aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
-         add_column(TimeAndSalesView.Columns.TradeKey, DefaultColumnHeaders.TradeKey, DIYGrid.DefaultColumnWidths.TradeKey, trade_key_filter, DataGridFilterKnownTemplates.Regex);
-         add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DIYGrid.DefaultColumnWidths.SecurityKey, security_key_filter, DataGridFilterKnownTemplates.Regex);
-         void add_column(TimeAndSalesView.Columns col_key, string header, double width, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
+         add_column(TimeAndSalesView.Columns.Security, DefaultColumnHeaders.Security, DefaultColumnWidths.Security, nameof(Row.security), security_filter, DataGridFilterKnownTemplates.Regex);
+         add_column(TimeAndSalesView.Columns.Time, DefaultColumnHeaders.Time, DefaultColumnWidths.Time, nameof(Row.time), time_filter, DataGridFilterKnownTemplates.TimeFilter);
+         add_column(TimeAndSalesView.Columns.Price, DefaultColumnHeaders.Price, DefaultColumnWidths.Price, nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, System.Windows.HorizontalAlignment.Right);
+         add_column(TimeAndSalesView.Columns.Size, DefaultColumnHeaders.Size, DefaultColumnWidths.Size, nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, System.Windows.HorizontalAlignment.Right);
+         add_column(TimeAndSalesView.Columns.Aggressor, DefaultColumnHeaders.Aggressor, DefaultColumnWidths.Aggressor, nameof(Row.aggressor_side), aggressor_filter, DataGridFilterKnownTemplates.EnumValues);
+         add_column(TimeAndSalesView.Columns.TradeKey, DefaultColumnHeaders.TradeKey, DefaultColumnWidths.TradeKey, nameof(Row.trade_key), trade_key_filter, DataGridFilterKnownTemplates.Regex);
+         add_column(TimeAndSalesView.Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, DefaultColumnWidths.SecurityKey, nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex);
+         void add_column(TimeAndSalesView.Columns col_key, string header, double width, string sort_member_path, IDataGridColumnFilter filter, string filter_template, System.Windows.HorizontalAlignment h_alignment = System.Windows.HorizontalAlignment.Left) =>
            columns.Add(new TimeAndSalesColumn(
-               r => r[col_key]
+               col_key
               , (r) => _get_aggressor_brush(r)
               , filter
               , filter_template
            ) 
-            { Header = header, Width = width, horizontal_alignment = h_alignment  }
+            { Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
         );
         
+         // be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
+         // if the collection is not populated, the column settings will not be applied
+         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
+         grid_settings_manager.load_from(settings_manager.current_settings());
         _resources.AddRange(
            show_ladder,
            DataGridFilterHelper.hook_filters(
-               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, trade_key_filter, security_key_filter
-             )
+               rows_view, time_filter, security_filter, price_filter, size_filter, aggressor_filter, trade_key_filter, security_key_filter),
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
          );
+         rows_view.set_sort_descriptions(startup_data.sorting_criterion, columns);
      }

      public ObservableCollection<DIYGrid.ColumnBase> columns { get; } = new ObservableCollection<DIYGrid.ColumnBase>();
      public DelegateCommandParamObserver<Row> show_ladder { get; }
+      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
+
+      public GridSettings get_grid_save_state() {
+         if (_settings_manager.instance_settings == null)
+            return null;
+         else
+            return grid_settings_manager.create();
+      }
+
+      public StartupData create() =>
+         new StartupData(_model.security_criteria, _get_filter_states(), get_grid_save_state(), rows_view.get_sorting_criteria(columns));

      private Brush _get_aggressor_brush(Row r) {
         BTSColor c;
@@ -82,7 +105,7 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
      public IDataGridColumnPersistentFilter<Row, string> trade_key_filter { get; } = new RegexFilterVM<Row>(r => r.trade_key.ToString(), nameof(Row.trade_key));

-      public FilterStates get_filter_states() =>
+      FilterStates _get_filter_states() =>
         new FilterStates {
            time = time_filter.get_state(),
            security = security_filter.get_state(),
@@ -144,9 +167,6 @@ namespace mbts.spark {
         public AggressorSide aggressor_side { get; }
         public ICommand show_ladder { get; }

-         ObservableCollection<RowAnimation> DIYGrid.IRowVM.row_animations { get; } = new ObservableCollection<RowAnimation>();
-         IReadOnlyList<DIYGrid.IGridCellStore> DIYGrid.IRowVM.cell_stores => new DIYGrid.IGridCellStore[0];
-
         public string this[TimeAndSalesView.Columns col] {
            get {
               switch (col) {
@@ -18,7 +18,18 @@
  </UserControl.Resources>
  <AdornerDecorator>
    <Grid>
-      <c:DIYGrid Columns="{Binding columns}" Rows="{Binding rows_view}" CurrentRow="{Binding current_row}">
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid 
+        x:Name="_grid"
+        Grid.Row="0"
+        Columns="{Binding columns}" 
+        Rows="{Binding rows_view}"
+        CurrentRow="{Binding current_row}"
+        SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+        >
        <c:DIYGrid.InputBindings>
          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
@@ -36,6 +47,11 @@
          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <TextBlock Text=" "/>
+        </StatusBarItem>
+      </StatusBar>      
    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -3,8 +3,11 @@ using bts.api;
 using bts.shell;
 using bts.spark;
 using mbts.co2;
+using mbts.persist;
 using mbts.ui;
+using mbts.ui.settings;
 using mbts.ui.spark;
+using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -20,6 +23,7 @@ namespace mbts.spark {
      const string _window_type = "TimeAndSales", _window_type_display_name = "Time And Sales";
      readonly MDConsumer _consumer;
      readonly TimeAndSalesWindowFactory _factory;
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      SingleValuePump<TimeAndSalesVM> _vm;
      TimeAndSalesModel _model;
      StartupData _state;
@@ -27,29 +31,25 @@ namespace mbts.spark {
      SparkCommand[] _commands;
      IDisposable _subscriptions;

-      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, StartupData state, ImageSource icon)
+      public TimeAndSalesWindow(TimeAndSalesWindowFactory factory, IBus bus, MDConsumer consumer, StartupData state, ImageSource icon, IWindowSettingsManager<GridSettings> settings_manager)
         : base("Time And Sales", bus, factory, SparkCommands.ShowTimeAndSales.icon) {
         Log.assert(state != null);
         _consumer = consumer;
         _factory = factory;
         _state = state;
+         _settings_manager = settings_manager;
         Icon.Freeze();
      }

      public override string window_type => _window_type;
      public override IEnumerable<SparkCommand> Commands => _commands;
      public override UIElement Content => _view;
-      public override double MinWidth => DefaultColumnWidths.Security
-         + DefaultColumnWidths.Time
-         + DefaultColumnWidths.Price
-         + DefaultColumnWidths.Size
-         + DefaultColumnWidths.Aggressor
-         + DefaultColumnWidths.TradeKey
-         + DefaultColumnWidths.SecurityKey
+      public override double MinWidth => StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
         + SPARK_MENU_COLLAPSED_WIDTH
-         + LAUNCHER_BUTTON_BORDER_WIDTH;
-
-      public override StartupData SaveState => _state = new StartupData(_state.security_criteria, _vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+      
+      public override StartupData SaveState => _state = _vm.value.create();

      public override void Dispose() =>
         _dispose_resources();
@@ -62,11 +62,29 @@ namespace mbts.spark {
         var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
         var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
         _commands = new SparkCommand[] {
-            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
-            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ObjectHelper.ValueOrDefault),
+            SparkCommands.ShowLadder.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
+            SparkCommands.ShowOrderTicketFromSecurity.complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
            SparkCommands.ShowFills.complete(selected_secs_source, always_true, get_fills_startup_data),
            SparkCommands.ShowMarketView.complete(selected_secs_source, always_true, secs => secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria),
-            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria))
+            SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria)),
+            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
+            SparkCommands.window_settings_command(new DialogCommand(() => {
+                   var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+                  _settings_manager,
+                  s => s.time_and_sales_grid,
+                  UserSettings.FileExtensions.GRID,
+                  s => _vm.value.grid_settings_manager.create_vm(
+                     // we need to get the most up to date GridSettings when launching b/c users may
+                     // have changed some settings on the grid directly, like column widths.
+                     s.with(_vm.value.columns.Select( c => c.create())),
+                     this.observe_title()
+                  )
+               );
+               // TODO: bind to main window's Title
+               var dialog = new SimpleGridSettingsDialog { Title = "Time and Sales Grid Settings", DataContext = vm };
+               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+               return dialog;
+            }))
         };
         _subscriptions = Disposable.Create(
            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(update_criteria),
@@ -79,7 +97,7 @@ namespace mbts.spark {
               security = secs.Count > 0 ? new SecurityCriteria(secs) : _state.security_criteria
            });
         void update_criteria(SecurityCriteria c) {
-            _state = new StartupData(c, _vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
+            _state = _vm.value.create().with(c);
            _initialize();
         }
      }
@@ -98,7 +116,7 @@ namespace mbts.spark {
         Disposable.dispose(ref _model);
         _model = new TimeAndSalesModel(_bus, _consumer, _state.security_criteria);
         // the previous _vm.value is automatically disposed when _vm.value is set - no need to dispose it here
-         _vm.value = new TimeAndSalesVM(_bus, _model, _state.sorting_criteria, _state.filters);
+         _vm.value = new TimeAndSalesVM(_bus, _settings_manager, _model, _state);
         if (_view == null)
            _view = new TimeAndSalesView();
         _view.DataContext = _vm.value;
@@ -2,24 +2,31 @@
 using bts.spark;
 using mbts;
 using mbts.co2;
+using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
+using static mbts.ui.controls.DIYGrid;
+using static mbts.ui.spark.TimeAndSalesView;

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

-      public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer) : base(module, "TimeAndSales") {
+      public TimeAndSalesWindowFactory(IShellModule module, IBus bus, MDConsumer consumer, UserSettingsHub settings_hub) : base(module, "TimeAndSales") {
         _bus = bus;
         _consumer = consumer;
+         _settings_hub = settings_hub;

         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.SecuritiesTag).Subscribe(s => _securities = s),
@@ -27,8 +34,11 @@ namespace bts.shell {
         );
      }

+      public static string col_id(Columns col) => col.ToString();
+
      public override Task<IShellWindow> load(StartupData state) =>
-         Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon));
+         Task.FromResult<IShellWindow>(new TimeAndSalesWindow(this, _bus, _consumer, state, SparkCommands.PickTimeAndSales.icon,
+            new WindowSettingsManager<GridSettings>(_settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales:g))));

      public async void show(SecurityCriteria criteria) {
         var w = await load(new StartupData(criteria));
@@ -40,19 +50,60 @@ namespace bts.shell {
         [ProtoMember(1)]
         public readonly SecurityCriteria security_criteria;
         [ProtoMember(2)]
-         public readonly List<SortingCriteria> sorting_criteria;
+         List<SortingCriteria> _sorting_criterion;
         [ProtoMember(3)]
         public FilterStates filters;
+         [ProtoMember(4)]
+         public GridSettings grid;

-         StartupData() { }//for ptorobuf
+         public StartupData() { }

-         public StartupData(SecurityCriteria security_criteria)
-            : this (security_criteria, new List<SortingCriteria>(), null) { }
+         public StartupData(SecurityCriteria security_criteria) :
+            this(security_criteria, new FilterStates(), null, null) { }

-         public StartupData(SecurityCriteria security_criteria, List<SortingCriteria> sorting_criteria, FilterStates filters) {
+         public StartupData(SecurityCriteria security_criteria, FilterStates filters, GridSettings grid = default, List<SortingCriteria> sorting_criterion = null) {
            this.security_criteria = security_criteria;
-            this.sorting_criteria = sorting_criteria;
            this.filters = filters;
+            this.grid = grid;
+            _sorting_criterion = sorting_criterion;
+         }
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+         public List<SortingCriteria> sorting_criterion => _sorting_criterion ?? (_sorting_criterion = DefaultColumns.default_sorting_criterion.ToList());
+
+         public static StartupData Default(SecurityCriteria security_criteria) =>
+           new StartupData(security_criteria, new FilterStates(), null, DefaultColumns.default_sorting_criterion.ToList());
+
+         public StartupData with(SecurityCriteria security_criteria) =>
+            new StartupData(security_criteria, filters, grid);
+
+         public static class DefaultColumns {
+            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings time => new GridColumnSettings(col_id(Columns.Time), DefaultColumnHeaders.Time, width: DefaultColumnWidths.Time);
+            public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings size => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Size, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings aggressor => new GridColumnSettings(col_id(Columns.Aggressor), DefaultColumnHeaders.Aggressor, width: DefaultColumnWidths.Aggressor);
+            public static GridColumnSettings trade_key => new GridColumnSettings(col_id(Columns.TradeKey), DefaultColumnHeaders.TradeKey, width: DefaultColumnWidths.TradeKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(time.id, false);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return security;
+                  yield return time;
+                  yield return price;
+                  yield return size;
+                  yield return aggressor;
+                  yield return trade_key;
+                  yield return security_key;
+               }
+            }
         }
      }

@@ -46,27 +46,23 @@
    Offset="{StaticResource RowHeight}"
    RowHeaderWidth="{StaticResource RowHeaderWidth}"
  />
-  <usp:DataGridParameterCellTemplateConverter x:Key="ParameterCellTemplateConverter">
+  <DataTemplate x:Key="SimpleValueTextTemplate">
+    <TextBlock Text="{Binding value}"/>
+  </DataTemplate>
+  <usp:DataGridParameterCellTemplateConverter
+    x:Key="ParameterCellTemplateConverter"
+    DoubleTemplate="{StaticResource SimpleValueTextTemplate}"
+    IntTemplate="{StaticResource SimpleValueTextTemplate}"
+    UIntTemplate="{StaticResource SimpleValueTextTemplate}"
+    MarketDataTypeTemplate="{StaticResource SimpleValueTextTemplate}"
+    MarketDataCalculationTemplate="{StaticResource SimpleValueTextTemplate}"
+    ConditionalPriceTypeTemplate="{StaticResource SimpleValueTextTemplate}"
+  >
    <usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
      <DataTemplate>
        <CheckBox HorizontalAlignment="Left" IsChecked="{Binding value}"/>
      </DataTemplate>
    </usp:DataGridParameterCellTemplateConverter.BooleanTemplate>
-    <usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
-      <DataTemplate>
-        <TextBlock Text="{Binding value}"/>
-      </DataTemplate>
-    </usp:DataGridParameterCellTemplateConverter.DoubleTemplate>
-    <usp:DataGridParameterCellTemplateConverter.IntTemplate>
-      <DataTemplate>
-        <TextBlock Text="{Binding value}"/>
-      </DataTemplate>
-    </usp:DataGridParameterCellTemplateConverter.IntTemplate>
-    <usp:DataGridParameterCellTemplateConverter.UIntTemplate>
-      <DataTemplate>
-        <TextBlock Text="{Binding value}"/>
-      </DataTemplate>
-    </usp:DataGridParameterCellTemplateConverter.UIntTemplate>
    <usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
      <DataTemplate>
        <Grid>
@@ -117,6 +113,21 @@
        <c:TickUpDownUInt Value="{Binding value}" IsEnabled="{Binding enabled}"/>
      </DataTemplate>
    </usp:DataGridParameterCellTemplateConverter.UIntTemplate>
+    <usp:DataGridParameterCellTemplateConverter.MarketDataTypeTemplate>
+      <DataTemplate>
+        <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:LegSpreaderParams.Types.MarketDataType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
+      </DataTemplate>
+    </usp:DataGridParameterCellTemplateConverter.MarketDataTypeTemplate>
+    <usp:DataGridParameterCellTemplateConverter.MarketDataCalculationTemplate>
+      <DataTemplate>
+        <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:LegSpreaderParams.Types.LegMarketDataCalculation}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
+      </DataTemplate>
+    </usp:DataGridParameterCellTemplateConverter.MarketDataCalculationTemplate>
+    <usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>
+      <DataTemplate>
+        <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:ConditionalQuoting.Types.PriceType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
+      </DataTemplate>
+    </usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>    
    <usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
      <DataTemplate>
        <Grid IsEnabled="{Binding enabled}">
@@ -302,6 +302,9 @@ namespace mbts.ui.spark {
      public DataTemplate IntTemplate { get; set; }
      public DataTemplate UIntTemplate { get; set; }
      public DataTemplate QuantityMeasureTemplate { get; set; }
+      public DataTemplate MarketDataTypeTemplate { get; set; }
+      public DataTemplate MarketDataCalculationTemplate { get; set; }
+      public DataTemplate ConditionalPriceTypeTemplate { get; set; }

      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
         Type t = (Type)value;
@@ -310,6 +313,9 @@ namespace mbts.ui.spark {
         else if (t == typeof(int)) return IntTemplate;
         else if (t == typeof(uint)) return UIntTemplate;
         else if (t == typeof(QuantityMeasure)) return QuantityMeasureTemplate;
+         else if (t == typeof(LegSpreaderParams.Types.MarketDataType)) return MarketDataTypeTemplate;
+         else if (t == typeof(LegSpreaderParams.Types.LegMarketDataCalculation)) return MarketDataCalculationTemplate;
+         else if (t == typeof(ConditionalQuoting.Types.PriceType)) return ConditionalPriceTypeTemplate;
         else return null;
      }

@@ -1,6 +1,7 @@
 using bts.api;
 using bts.spark;
 using mbts;
+using mbts.persist;
 using mbts.spark;
 using mbts.ui;
 using mbts.ui.shell;
@@ -18,8 +19,8 @@ namespace bts.shell
      LatencyReportWindowFactory _lrwf;

      [ImportingConstructor]
-      public SpreaderShellModule(IBus bus, OrdersModel orders_model) {
-         _smwf = new SyntheticManagementWindowFactory(this, bus, orders_model);
+      public SpreaderShellModule(IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) {
+         _smwf = new SyntheticManagementWindowFactory(this, bus, settings_hub, orders_model);
         _lrwf = new LatencyReportWindowFactory(this, bus);
      }

@@ -103,6 +103,11 @@ namespace bts.shell {
            OutsideTicks = 3,
            Priority = RulePriority
         };
+         public static ConditionalQuoting ConditionalQuoting => new ConditionalQuoting
+         {
+            NTicks = 2, 
+            PriceType = ConditionalQuoting.Types.PriceType.Leg
+         };
         public static QuoteInsideMarketDistanceWithTravel QuoteInsideMarketDistanceWithTravel => new QuoteInsideMarketDistanceWithTravel { Priority = RulePriority };
         public static QuoteInsideMarketDistance QuoteInsideMarketDistance => new QuoteInsideMarketDistance { Priority = RulePriority };
         #endregion
@@ -1,8 +1,12 @@
-<UserControl x:Class="mbts.ui.spark.SyntheticManagementView" x:ClassModifier="internal"
-             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-             xmlns:u="clr-namespace:mbts.ui"
-             xmlns:c="clr-namespace:mbts.ui.controls">
+<UserControl 
+    x:Class="mbts.ui.spark.SyntheticManagementView" 
+    x:ClassModifier="internal"
+    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+    xmlns:usp="clr-namespace:mbts.ui.spark"
+    xmlns:c="clr-namespace:mbts.ui.controls"
+    Background="{StaticResource CommonBackground}"
+ >
  <UserControl.Resources>
    <ResourceDictionary>
      <ResourceDictionary.MergedDictionaries>
@@ -10,71 +14,46 @@
      </ResourceDictionary.MergedDictionaries>
    </ResourceDictionary>
  </UserControl.Resources>
-  <Grid>
-    <c:DataGridEx
-      x:Name="grid" BorderThickness="0" IsReadOnly="True" CanUserSortColumns="True" 
-      GridLinesVisibility="None" ItemsSource="{Binding rows_view}"
-      CurrentItem="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
-    >
-      <DataGrid.RowStyle>
-        <Style TargetType="DataGridRow">
-          <Setter Property="u:AttachedCommands.DoubleClick" Value="{Binding show_ladder}"/>
-          <Setter Property="u:AttachedCommands.Enter" Value="{Binding show_ladder}"/>
-        </Style>
-      </DataGrid.RowStyle>
-      <DataGrid.Columns>
-        <!--<DataGridTextColumn
-          Header="Create Time" Binding="{Binding create_time}"
-          c:DataGridFilterProperties.Filter="{Binding DataContext.create_time_filter, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterActive="{Binding DataContext.create_time_filter.active, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource TimeFilterTemplate}"
-        />-->
-        <DataGridTextColumn
-          Header="Name" Binding="{Binding name}"
-          c:DataGridFilterProperties.Filter="{Binding DataContext.name_filter, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterActive="{Binding DataContext.name_filter.active, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterOpen="{Binding DataContext.name_filter.open, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource RegexTemplate}"
-        />
-        <DataGridTextColumn
-          Header="Description" Binding="{Binding description}"
-          c:DataGridFilterProperties.Filter="{Binding DataContext.description_filter, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterActive="{Binding DataContext.description_filter.active, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterOpen="{Binding DataContext.description_filter.open, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource RegexTemplate}"
-        />
-        <DataGridTextColumn
-          Header="# Legs" Binding="{Binding n_legs}"
-          c:DataGridFilterProperties.Filter="{Binding DataContext.n_legs_filter, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterActive="{Binding DataContext.n_legs_filter.active, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterOpen="{Binding DataContext.n_legs_filter.open, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource IntMinMaxTemplate}"
-        />
-        <DataGridTemplateColumn
-          Header="# Working Orders"
-          c:DataGridFilterProperties.Filter="{Binding DataContext.n_working_orders_filter, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterActive="{Binding DataContext.n_working_orders_filter.active, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterOpen="{Binding DataContext.n_working_orders_filter.open, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource IntMinMaxTemplate}"
+  <AdornerDecorator>
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
+        x:Name="_grid"
+        Grid.Row="0"
+        Columns="{Binding columns}"
+        CurrentRow="{Binding current_row}"
+        Rows="{Binding rows_view}"
        >
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <TextBlock>
-                <Hyperlink Command="{Binding show_order_book}">
-                  <TextBlock Text="{Binding n_working_orders}"/>
-                </Hyperlink>
-              </TextBlock>
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-        </DataGridTemplateColumn>
-        <DataGridTextColumn
-          Header="Security Key" Binding="{Binding security_key}" Width="*"
-          c:DataGridFilterProperties.Filter="{Binding DataContext.security_key_filter, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_key_filter.active, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_key_filter.open, Source={u:DirectReference grid}}"
-          c:DataGridFilterProperties.FilterTemplate="{StaticResource RegexTemplate}"
-        />
-      </DataGrid.Columns>
-    </c:DataGridEx>
-  </Grid>
+        <c:DIYGrid.InputBindings>
+          <MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+        </c:DIYGrid.InputBindings>
+        <c:DIYGrid.CommandBindings>
+          <CommandBinding
+              Command="{x:Static c:DIYGrid.DefaultRowCommand}"
+              Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
+              CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
+            />
+        </c:DIYGrid.CommandBindings>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate>
+            <usp:SyntheticManagementRowView/>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <TextBlock>
+            <Run Text="Synthetics:"/>
+            <Run Text="{Binding ElementName=_grid, Path=Rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows_view.SourceCollection.Count, Mode=OneWay}" />
+          </TextBlock>
+        </StatusBarItem>
+      </StatusBar>      
+    </Grid>
+  </AdornerDecorator>  
 </UserControl>
@@ -1,12 +1,17 @@
-using mbts.spark.filters;
+using mbts.spark;
+using mbts.ui.controls;
 using System.Windows.Controls;

 namespace mbts.ui.spark {
   /// <summary>
   /// Interaction logic for SyntheticManagementView.xaml
   /// </summary>
-   internal partial class SyntheticManagementView : UserControl {
+   partial class SyntheticManagementView : UserControl {
+
+      public enum Columns { Name, Description, n_legs, n_working_orders, SecurityKey}
      public SyntheticManagementView() =>
         InitializeComponent();
   }
+
+   class SyntheticManagementRowView : DIYGrid.HighPerformanceRow<SyntheticManagementDialogVM.Row, SyntheticManagementView.Columns> { }
 }
@@ -2,8 +2,11 @@
 using bts.api;
 using bts.shell;
 using bts.spark;
+using mbts.persist;
 using mbts.ui;
+using mbts.ui.settings;
 using mbts.ui.spark;
+using mbts.ui.utility;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
@@ -13,27 +16,33 @@ using System.Windows;
 using static bts.shell.SyntheticManagementWindowFactory;

 namespace mbts.spark {
-   class SyntheticManagementWindow : SparkWindow<StartupData> {
+   class SyntheticManagementWindow : SparkWindow<StartupData>, ISlowWindow {
      const string _window_type = "SyntheticManagement";
      SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
      StartupData _state;
      OrdersModel _orders_model;
      SyntheticManagementView _view;
      IDisposable _subscriptions;
+      IReadOnlyList<SparkCommand> _commands;
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;

-      public static SyntheticManagementWindow create(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state) {
-         var window = new SyntheticManagementWindow(factory, bus, orders_model);
-         window.initialize(state);
-         return window;
-      }

-      SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model)
+      public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
         _orders_model = orders_model;
+         _state = state;
+         _settings_manager = settings_manager;
+         Icon.Freeze();
+      }
+
+      public void thread_init() {
+         Log.notnull(_state);
+
         var vm_connectable_builder = new ConnectableSeriesBuilder<SyntheticManagementDialogVM>(_vm.observable);
         var current_row_source = vm_connectable_builder.create(vm => vm.current_row_observable);
         var current_row_connectable_builder = new ConnectableSeriesBuilder<SyntheticManagementDialogVM.Row>(current_row_source);
-         Commands = new SparkCommand[] {
+
+         _commands = new SparkCommand[] {
            SparkCommand.create("Add", Icons.AddSynthetic, SparkTags.ShowSyntheticCreateTag).complete(
               () => new SecurityCriteria(), () => true
            ), SparkCommand.create("Remove", Icons.RemoveSynthetic, SparkTags.SyntheticDeleteTag).complete(
@@ -46,12 +55,29 @@ namespace mbts.spark {
               current_row_connectable_builder.create(observe_row_strategy),
               rs => rs.HasValue, select_row_strategy_tuple
            ), SparkCommands.ShowLadder.complete(
-               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ObjectHelper.ValueOrDefault
+               vm_connectable_builder.create(vm => vm.current_security_md), md => md.HasValue, ConvertUtils.ValueOrDefault
            ), SparkCommands.ShowOrders.complete(() => new OrderBookWindowFactory.OrderBookStartupData {
                  filters = new OrderBookWindowFactory.FilterStates {
                     security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
                  }
-               })
+               }
+            ), SparkCommands.window_settings_command(new DialogCommand(() => {
+               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+                  _settings_manager,
+                  us => us.synthetic_management_grid,
+                  UserSettings.FileExtensions.GRID,
+                  s => _vm.value.grid_settings_manager.create_vm(
+                     // we need to get the most up to date GridSettings when launching b/c users may
+                     // have changed some settings on the grid directly, like column widths.
+                     s.with(_vm.value.columns.Select( c => c.create())),
+                     this.observe_title()
+                  )
+               );
+               // TODO: bind to main window's Title
+               var dialog = new SimpleGridSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
+               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+               return dialog;
+            }))
         };

         _subscriptions = Disposable.Create(
@@ -69,21 +95,21 @@ namespace mbts.spark {
         uint select_security_id(RowModificationParams? rmp) => rmp.HasValue ? rmp.Value.security.Id : 0;
         (SecurityImmutable, ExecutionStrategyImmutable) select_row_strategy_tuple(RowStrategy? rs) => rs.HasValue ? (rs.Value.security, rs.Value.strategy) : default;
         bool can_execute(RowModificationParams? rmp) => rmp.HasValue && !rmp.Value.has_working_orders;
-      }
- 
-      public void initialize(StartupData state) {
-         Log.notnull(state);
-         _state = state;
-         _vm.value = new SyntheticManagementDialogVM(_bus, _orders_model, state.sorting_criteria, state.filters ?? new FilterStates());
+
+         _vm.value = new SyntheticManagementDialogVM(_bus, _orders_model, _settings_manager, _state.sorting_criteria, _state.filters ?? new FilterStates());
         if (_view == null) _view = new SyntheticManagementView { DataContext = _vm.value };
         else _view.DataContext = _vm.value;
      }

      public override string window_type => _window_type;
      public override UIElement Content => _view;
-      public override IEnumerable<SparkCommand> Commands { get; }
-      public override StartupData SaveState => _state = new StartupData(_vm.value.rows_view.GetSortingCriteria(), _vm.value.get_filter_states());
-      public override double MinWidth => 700;
+      public override IEnumerable<SparkCommand> Commands => _commands;
+      public override StartupData SaveState => _state = _vm.value.create();
+      public override double MinWidth => 
+         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;

      public override void Dispose() {
         Disposable.dispose(ref _vm);
@@ -1,30 +1,46 @@
 using bts.api;
+using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
+using static mbts.ui.controls.DIYGrid;
+using static mbts.ui.spark.SyntheticManagementView;

 namespace bts.shell {
   class SyntheticManagementWindowFactory : ShellWindowFactory<SyntheticManagementWindowFactory.StartupData> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
+      readonly UserSettingsHub _settings_hub;

-      public SyntheticManagementWindowFactory(SpreaderShellModule module, IBus bus, OrdersModel orders_model) : base(module, "SyntheticManagement") {
+      public SyntheticManagementWindowFactory(SpreaderShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model) : base(module, "SyntheticManagement") {
         _bus = bus;
         _orders_model = orders_model;
+         _settings_hub = settings_hub;
         _dispose = bus.subscribe(SparkTags.ShowSyntheticManagementTag).OnDispatcher().Subscribe(show);
      }

+      public static string col_id(Columns col) => col.ToString();
+
      public override Task<IShellWindow> load(StartupData state) =>
-         Task.FromResult<IShellWindow>(SyntheticManagementWindow.create(this, _bus, _orders_model, state));
+         Task.FromResult<IShellWindow>(_create(state));

      public async void show(SparkTags.Nothing nothing) =>
         _bus.post(SparkTags.ShowWindow, await load(new StartupData()));

+      IShellWindow _create(StartupData state) {
+         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
+            state.grid,
+            get: us => us.synthetic_management_grid,
+            set: (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
+         return new SyntheticManagementWindow(this, _bus, _orders_model, state, settings_manager);
+      }
+
      [ProtoContract]
      public class StartupData {
         public const int Version = 1;
@@ -33,11 +49,41 @@ namespace bts.shell {
         public readonly List<SortingCriteria> sorting_criteria;
         [ProtoMember(2)]
         public readonly FilterStates filters;
+         [ProtoMember(3)]
+         public readonly GridSettings grid;

-         public StartupData() : this(new List<SortingCriteria>(), null) { }
-         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters) {
+         public StartupData() : this(new List<SortingCriteria>(), null, null) { }
+         public StartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
            this.sorting_criteria = sorting_criteria;
            this.filters = filters;
+            this.grid = grid;
+         }
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+         static class DefaultColumns {
+            public static GridColumnSettings name => new GridColumnSettings(col_id(Columns.Name), DefaultColumnHeaders.Name, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings description => new GridColumnSettings(col_id(Columns.Description), DefaultColumnHeaders.Description, width: DefaultColumnWidths.Description);
+            public static GridColumnSettings n_legs => new GridColumnSettings(col_id(Columns.n_legs), DefaultColumnHeaders.N_Legs, width: DefaultColumnWidths.N_Legs);
+            public static GridColumnSettings n_working_orders => new GridColumnSettings(col_id(Columns.n_working_orders), DefaultColumnHeaders.N_Working_Orders, width: DefaultColumnWidths.N_Working_Orders);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(name.id, true);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return name;
+                  yield return description;
+                  yield return n_legs;
+                  yield return n_working_orders;
+                  yield return security_key;
+               }
+            }
+
         }
      }

@@ -0,0 +1,22 @@
+using mbts.ui.spark;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class EnableHedgeModel : RowModelBase<bool> {
+         public override string display_name { get; } = "Enable Hedging";
+         public override string help_text { get; } = "Send a hedge for this leg?";
+         public override string man_page { get; } = string.Empty;
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.EnableHedging;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) =>
+            leg_tup.leg_params.EnableHedging = value;
+
+         public override bool has_errors(IReadOnlyCollection<LegSpreaderParamsTuple> leg_tups) =>
+            !leg_tups.Any(lt => lt.leg_params.EnableHedging);
+      }
+   }
+}
@@ -0,0 +1,18 @@
+using mbts.ui.spark;
+using LegMarketDataCalculation = bts.spark.LegSpreaderParams.Types.LegMarketDataCalculation;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class MarketDataCalculationModel : RowModelBase<LegMarketDataCalculation> {
+         public override string display_name { get; } = "Market Data Calculation";
+         public override string help_text { get; }
+         public override string man_page { get; } = string.Empty;
+
+         public override LegMarketDataCalculation get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.LegMdCalc;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, LegMarketDataCalculation value) =>
+            leg_tup.leg_params.LegMdCalc = value;
+      }
+   }
+}
@@ -0,0 +1,18 @@
+using mbts.ui.spark;
+using MarketDataType = bts.spark.LegSpreaderParams.Types.MarketDataType;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class MarketDataTypeModel : RowModelBase<MarketDataType> {
+         public override string display_name { get; } = "Market Data Type";
+         public override string help_text { get; }
+         public override string man_page { get; } = string.Empty;
+
+         public override MarketDataType get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.MarketDataType;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, MarketDataType value) =>
+            leg_tup.leg_params.MarketDataType = value;
+      }
+   }
+}
@@ -0,0 +1,18 @@
+using mbts.ui.spark;
+using System;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class MinLeanQtyModel : RowModelBase<System.UInt32> {
+         public override string display_name { get; } = "Min Lean Qty";
+         public override string help_text { get; } = "Minimum Quantity required at this leg to quote";
+         public override string man_page { get; } = string.Empty;
+
+         public override System.UInt32 get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.MinLeanQty;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, System.UInt32 value) =>
+            leg_tup.leg_params.QuoteParams.MinLeanQty = value;
+      }
+   }
+}
@@ -0,0 +1,39 @@
+using bts.shell;
+using mbts.ui.spark;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class ConditionalQuoteEnabledModel : RowModelBase<bool> {
+         readonly ConditionalQuotingTicksModel _ticks;
+         readonly ConditionalQuotingPriceTypeModel _price_type;
+
+         public ConditionalQuoteEnabledModel(ConditionalQuotingTicksModel ticks, ConditionalQuotingPriceTypeModel price_type)
+         {
+            _ticks = ticks;
+            _price_type = price_type;
+         }
+
+         public override string display_name { get; } = string.Empty;
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Conditional };
+
+         public override bool get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ConditionalQuoting != null;
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
+            if (value) {
+               if (leg_tup.leg_params.QuoteParams.ConditionalQuoting == null) {
+                  leg_tup.leg_params.QuoteParams.ConditionalQuoting = SyntheticDataHelper.Defaults.ConditionalQuoting;
+                  _ticks.apply_value(leg_tup);
+                  _price_type.apply_value(leg_tup);
+               }
+            } else {
+               leg_tup.leg_params.QuoteParams.ConditionalQuoting = null;
+            }
+            _ticks.set_enabled(leg_tup, value);
+            _price_type.set_enabled(leg_tup, value);
+         }
+      }
+   }
+}
@@ -0,0 +1,45 @@
+using mbts.ui.spark;
+using bts.spark;
+using PriceType = bts.spark.ConditionalQuoting.Types.PriceType;
+using mbts.collections.extensions;
+using System.Collections.Generic;
+using bts.shell;
+
+namespace mbts.spark
+{
+   partial class SyntheticEditorVM
+   {
+      class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
+      {
+         IDictionary<uint, PriceType> _value_store = new Dictionary<uint, PriceType>();
+
+         public override string display_name { get; } = "Price Type";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Conditional };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).PriceType = _value_from_store(leg_tup);
+
+         public override PriceType get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) is ConditionalQuoting cond ?
+               cond.PriceType :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, PriceType value)
+         {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_value(leg_tup) is ConditionalQuoting cond)
+               cond.PriceType = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) => _get_value(leg_tup) != null; //TAHA_SPREADER
+
+         ConditionalQuoting _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ConditionalQuoting;
+
+         PriceType _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
+      }
+   }
+}
@@ -0,0 +1,41 @@
+using bts.shell;
+using bts.spark;
+using mbts.collections.extensions;
+using mbts.ui.spark;
+using System.Collections.Generic;
+
+namespace mbts.spark {
+   partial class SyntheticEditorVM {
+      class ConditionalQuotingTicksModel : RowModelBase<int> {
+         IDictionary<uint, int> _value_store = new Dictionary<uint, int>();
+
+         public override string display_name { get; } = "Ticks";
+         public override string help_text { get; } = string.Empty;
+         public override string man_page { get; } = string.Empty;
+         public override ParameterSection[] section_path { get; } = new[] { Sections.Quote, Subsections.Conditional };
+
+         public void apply_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup).NTicks = _value_from_store(leg_tup);
+
+         public override int get_value(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) is ConditionalQuoting cond ?
+               cond.NTicks :
+               _value_from_store(leg_tup);
+
+         public override void set_value(LegSpreaderParamsTuple leg_tup, int value) {
+            _value_store[leg_tup.SecurityKey] = value;
+            if (_get_value(leg_tup) is ConditionalQuoting cond)
+               cond.NTicks = value;
+         }
+
+         protected override bool _get_enabled(LegSpreaderParamsTuple leg_tup) =>
+            _get_value(leg_tup) != null;
+
+         ConditionalQuoting _get_value(LegSpreaderParamsTuple leg_tup) =>
+            leg_tup.leg_params.QuoteParams.ConditionalQuoting;
+
+         int _value_from_store(LegSpreaderParamsTuple leg_tup) =>
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
+      }
+   }
+}
@@ -103,6 +103,13 @@ namespace mbts.spark {
               "Reduces re-quoting updates by defining a region on either side " +
               "of the working quoting order, inside which quote updates will not be sent.");

+         public static ParameterSection Conditional =>
+            new ParameterSection("Conditional", true,
+               "Reduces re-quoting updates by only quoting if N ticks away from the opposite " + 
+               "inside market. Quotes are cancelled when it gets further away. 'Price Type' " +
+               "dictates if this logic applies to the quoting market or to the synthetic spread " + 
+               "market");
+
         public static ParameterSection InsideMarketThrottleThresholds =>
            new ParameterSection("Inside Market Throttle Thresholds", true,
               "Reduces re-quoting for quotes that are moving toward the inside market. " +
@@ -2,7 +2,6 @@
 using bts.shell;
 using bts.spark;
 using bts.utils;
-using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -110,7 +109,7 @@ namespace mbts.spark {
            _validate_leg_count();
         };

-         async Task commit_async(){
+         async Task commit_async() {
            RequestUpdate?.Invoke();
            bool valid = true;
            if (string.IsNullOrWhiteSpace(name)) {
@@ -125,8 +124,7 @@ namespace mbts.spark {
               valid = false;
            }
            if (valid) {
-               _synthetic.Synthetic.Legs.Clear();
-               _synthetic.Synthetic.Legs.AddRange(leg_tuples.Select(l => l.leg).OrderBy(l => l.Security, SecurityHelper.Comparer.Instance));
+               _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
               _synthetic.Symbol = _deduce_symbol(_synthetic);
               double tick_frac = _tick_factors.tick_unit / _tick_factors.tick_base;
               _synthetic.ContractSpec.LowTick = tick_frac;
@@ -180,6 +178,9 @@ namespace mbts.spark {
         var quote_throttle_outside_ticks = new QuoteThrottleOutsideTicksModel();
         var quote_throttle_inside_ticks = new QuoteThrottleInsideTicksModel();

+         var conditional_quoting_ticks = new ConditionalQuotingTicksModel();
+         var conditional_quoting_price_type = new ConditionalQuotingPriceTypeModel();
+
         var quote_inside_market_throttle_ticks = new QuoteInsideMarketThrottleTicksModel();
         var quote_inside_market_throttle_min_move = new QuoteInsideMarketThrottleMinMoveModel();

@@ -201,11 +202,18 @@ namespace mbts.spark {
            _quantity_model,
            _price_mult_model,
            new IsQuoteModel(),
+            //new EnableHedgeModel(), //TAHA_SPREADER
            new HedgeRatioModel(),
+            //new MinLeanQtyModel(), //TAHA_SPREADER
            new QuoteHiddenModel(),
+            new MarketDataTypeModel(),
+            new MarketDataCalculationModel(),
            new QuoteThrottleEnabledModel(quote_throttle_inside_ticks, quote_throttle_outside_ticks),
            quote_throttle_inside_ticks,
            quote_throttle_outside_ticks,
+            new ConditionalQuoteEnabledModel(conditional_quoting_ticks, conditional_quoting_price_type),
+            conditional_quoting_ticks,
+            conditional_quoting_price_type,
            //new QuoteInsideMarketThrottleEnabledModel(quote_inside_market_throttle_ticks, quote_inside_market_throttle_min_move),
            //quote_inside_market_throttle_ticks,
            //quote_inside_market_throttle_min_move,
@@ -294,7 +302,6 @@ namespace mbts.spark {

      static IEnumerable<LegSpreaderParamsTuple> _get_legs(Security synthetic, ExecutionStrategyImmutable strategy) =>
         synthetic.Synthetic.Legs
-         .OrderBy(l => l.Security, SecurityHelper.Comparer.Instance)
         .Select(l => new LegSpreaderParamsTuple(l, strategy.LegParamsMap[l.Security.Id].Clone()));

      void _close_new_leg_popup() {
@@ -337,4 +344,4 @@ namespace mbts.spark {
         else clear_error(nameof(leg_count));
      }
   }
-}
+}
@@ -1,22 +1,31 @@
 using bts.api;
 using bts.shell;
 using bts.spark;
+using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
 using System;
 using System.Collections.Generic;
+using System.Collections.ObjectModel;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Windows.Data;
 using System.Windows.Input;
 using static bts.shell.SyntheticManagementWindowFactory;
+using static mbts.ui.controls.DIYGrid;
+using static mbts.ui.spark.SyntheticManagementView;

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

-      public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model) : this(bus, orders_model, null, null) { }
-      public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
+
+      public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager) : this(bus, orders_model, settings_manager, null, null) { }
+      public SyntheticManagementDialogVM(IBus bus, OrdersModel orders_model, IWindowSettingsManager<GridSettings> settings_manager, IReadOnlyCollection<SortingCriteria> sorting, FilterStates filters)
         : base(orders_model.spreader.strategy_tuple.Select(map => map.Values), sorting) {
         _bus = bus;
         _orders_model = orders_model;
@@ -28,7 +37,41 @@ namespace mbts.spark {
            n_working_orders_filter.load_state(filters.n_working_orders);
 			security_key_filter.load_state(filters.security_key);
         }
-         _dispose = DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter);
+         _settings_manager = settings_manager;
+         // columns
+         add_col(Columns.Name, DefaultColumnHeaders.Name, r => r.name, nameof(Row.name), name_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Security);
+         add_col(Columns.Description, DefaultColumnHeaders.Description, r => r.description, nameof(Row.description), description_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.Description);
+         add_col(Columns.n_legs, DefaultColumnHeaders.N_Legs, r => r.n_legs.ToString(), nameof(Row.n_legs), n_legs_filter, DataGridFilterKnownTemplates.IntMinMax, DefaultColumnWidths.N_Legs);
+         columns.Add(new HyperlinkElementColumn<Row, Columns>(
+            Columns.n_working_orders, 
+            new Binding(nameof(Row.n_working_orders)), 
+            new Binding(nameof(Row.show_order_book)),
+            n_working_orders_filter,
+            DataGridFilterKnownTemplates.UIntMinMax) {
+               id = col_id(Columns.n_working_orders),
+               Header = DefaultColumnHeaders.N_Working_Orders,
+               Width = DefaultColumnWidths.N_Working_Orders
+            }
+         );
+         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
+
+         //
+         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, IDataGridColumnFilter filter, string filter_template, double width) =>
+            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
+               id = col_id(col_key),
+               Header = header,
+               sort_member_path = prop,
+               Width = width
+            });
+         //
+         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
+         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
+         grid_settings_manager.load_from(settings_manager.current_settings());
+
+         _resources.AddRange(
+            DataGridFilterHelper.hook_filters(rows_view, create_time_filter, name_filter, description_filter, n_legs_filter, n_working_orders_filter, security_key_filter),
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
+         );
      }

      protected override Row row_factory((ExecutionStrategyImmutable? strategy, SecurityMD md) row_model) =>
@@ -36,6 +79,20 @@ namespace mbts.spark {

      protected override void on_row_removed(Row row) => row.Dispose();

+      public ObservableCollection<ColumnBase> columns { get; } =  new ObservableCollection<ColumnBase>();
+      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
+
+      public GridSettings get_grid_save_state() {
+         if (_settings_manager.instance_settings == null)
+            return null;
+         else
+            return grid_settings_manager.create();
+      }
+
+      public StartupData create() =>
+         new StartupData(rows_view.get_sorting_criteria(columns), _get_filter_states(), get_grid_save_state());
+
+
      #region Filters
      public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> create_time_filter { get; } = new TimeFilterVM<Row>(r => r.create_time, nameof(Row.create_time));
      public IDataGridColumnPersistentFilter<Row, string> name_filter { get; } = new RegexFilterVM<Row>(r => r.name, nameof(Row.name));
@@ -44,7 +101,7 @@ namespace mbts.spark {
      public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> n_working_orders_filter { get; } = new UIntMinMax<Row>(r => r.n_working_orders, nameof(Row.n_legs));
      public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));

-      public FilterStates get_filter_states() =>
+      FilterStates _get_filter_states() =>
         new FilterStates {
            description = description_filter.get_state(),
            create_time = create_time_filter.get_state(),
@@ -55,7 +112,7 @@ namespace mbts.spark {
         };
      #endregion

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

         readonly IBus _bus;
@@ -85,6 +142,17 @@ namespace mbts.spark {
         public uint n_working_orders => _n_working_orders.Value;
         public ICommand show_ladder { get; }
         public ICommand show_order_book { get; }
+         public ICommand default_command => show_ladder;
+
+
+         public ObservableCollection<RowAnimation> row_animations => new ObservableCollection<RowAnimation>();
+
+         public IReadOnlyList<IGridCellStore> cell_stores => new IGridCellStore[0];
+
+
+         public event Action invalidated;
+
+         public void raise_invalidated() => invalidated?.Invoke();

         public bool Equals(Row other) =>
            other != null &&
@@ -96,6 +164,8 @@ namespace mbts.spark {
         public override int GetHashCode() =>
            security_key.GetHashCode();

+
+
         void _show_ladder() =>
            _bus.post(SparkTags.ShowLadderTag, md);

@@ -53,7 +53,7 @@ namespace bts.shell {
                  Configuration.get<bts.config.System>().config_port);
            string temp = uristr;
            if (uristr.StartsWith("bts://m/")) {
-               temp = uristr.Replace("bts://m/", http_base + "doc/manual/");
+               temp = uristr.Replace("bts://m/", http_base + "docs/");
            }
            else {
               temp = uristr.Replace("bts://", http_base);
@@ -38,10 +38,10 @@ namespace bts.shell {
         //SparkCommands.ShowAuditLogs,
         //SparkCommands.ShowDiagnostics,
         SparkCommands.ShowReportIssue.complete("Created from launcher"),
-         SparkCommands.ShowAboutSpark,
         // SparkCommands.ShowReleaaseNotes,
         SparkCommands.ShowActivityLog,
         SparkCommands.ShowManual,
+         SparkCommands.ShowAboutSpark,
      };

      public Task<IShellWindow> create(Stream load_stream) {
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.api.orderman;
 using bts.spark;
+using mbts.persist;
 using mbts.spark.filters;
 using mbts.spark.utilities;
 using mbts.ui;
@@ -13,6 +14,7 @@ using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Reactive.Subjects;
 using System.Windows.Data;
 using static bts.api.orderman.Fill.Types;
 using static bts.shell.FillsWindowFactory;
@@ -23,13 +25,16 @@ using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 namespace mbts.spark {
   class FillsVM : SecurityGrid<FillsVM.Row, FillTuple> {
      readonly OrdersModel _model;
- 
-      public FillsVM(IBus bus, OrdersModel model, StartupData state)
-         : this(bus, model, _get_observable(bus, model, state), state.sorting_criteria, state.filters) { }
+      IWindowSettingsManager<GridSettings> _settings_manager;

-      FillsVM(IBus bus, OrdersModel model, IObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> fills_source, IReadOnlyCollection<SortingCriteria> sorting_criteria, FilterStates filters)
-         : base(RXCollection.CreateIncrementalUpdate(fills_source), sorting_criteria) {
+
+      public FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
+         : this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }
+
+      FillsVM(IBus bus, OrdersModel model, IObservable<StartupData> state_obs, IConnectableObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> fills_source, IWindowSettingsManager<GridSettings> settings_manager)
+         : base(RXCollection.CreateIncrementalUpdate(fills_source), null) {
         _model = model;
+         _settings_manager = settings_manager;
         account_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_accounts().Select(d => d.Values), r => r.account, nameof(Row.account));
         user_filter = DiscreteValuesFilterVM.Create<Row, string>(_model.factory.subscribe_users().Select(d => d.Values), r => r.user, nameof(Row.user));
         security_filter = DiscreteValuesFilterVM.Create<Row, SecurityImmutable, SecurityCriteria>(
@@ -44,30 +49,6 @@ namespace mbts.spark {
            SecurityDataHelper.EqualityComparer.IDComparer,
            Comparer<SecurityImmutable>.Default
         );
-         if (filters != null) {
-            fill_time_filter.load_state(filters.fill_time);
-            time_in_force_filter.load_state(filters.time_in_force);
-            order_type_filter.load_state(filters.order_type);
-            account_filter.load_state(filters.account);
-            user_filter.load_state(filters.user);
-            exchange_filter.load_state(filters.exchange);
-            security_filter.load_state(filters.security);
-            side_filter.load_state(filters.side);
-            price_filter.load_state(filters.price);
-            size_filter.load_state(filters.size);
-            fill_kind_filter.load_state(filters.fill_kind);
-            fill_key_filter.load_state(filters.fill_key);
-            order_key_filter.load_state(filters.order_key);
-            security_key_filter.load_state(filters.security_key);
-         } else {
-            fill_time_filter.load_state(
-               new TimeFilterTuple(ui.controls.TimeFilterMode.CMEOpen,
-                  TimeTextTuple.FromDateTime(DateTime.Today),
-                  TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1))
-               )
-            );
-            fill_kind_filter.load_state(EnumHelper.get_values_except(FillKind.Sod).ToArray());
-         }
         // columns
         add_col(Columns.Security, DefaultColumnHeaders.Security, r => r.security.ToString(), nameof(Row.security), security_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Security);
         add_col(Columns.FillTime, DefaultColumnHeaders.FillTime, r => r.fill_time.ToString("M/d h:mm:ss tt"), nameof(Row.fill_time), fill_time_filter, DataGridFilterKnownTemplates.TimeFilter, DefaultColumnWidths.Time);
@@ -75,30 +56,83 @@ namespace mbts.spark {
         add_col(Columns.Account, DefaultColumnHeaders.Account, r => r.account, nameof(Row.account), account_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Account);
         add_col(Columns.Exchange, DefaultColumnHeaders.Exchange, r => r.exchange.ToString(), nameof(Row.exchange), exchange_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.Exchange);
         add_col(Columns.TimeInForce, DefaultColumnHeaders.TimeInForce, r => r.time_in_force.ToString(), nameof(Row.time_in_force), time_in_force_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.TimeInForce);
-         columns.Add(new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.order_type)), new Binding(nameof(Row.order_metadata)), order_type_filter) { sort_member_path = nameof(Row.order_type) });
-         columns.Add(new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { sort_member_path = nameof(Row.side) });
+         columns.Add(new OrderTypeColumn<Columns>(Columns.OrderType, new Binding(nameof(Row.order_type)), new Binding(nameof(Row.order_metadata)), order_type_filter) { id = col_id(Columns.OrderType), sort_member_path = nameof(Row.order_type) });
+         columns.Add(new SideColumn<Row, Columns>(Columns.Side, r => r.side, side_filter) { id = col_id(Columns.Side), sort_member_path = nameof(Row.side) });
         add_col(Columns.Size, DefaultColumnHeaders.Size, r => r.size.ToString(), nameof(Row.size), size_filter, DataGridFilterKnownTemplates.UIntMinMax, DefaultColumnWidths.Size);
         add_col(Columns.Price, DefaultColumnHeaders.Price, r => r.format_price(r.price), nameof(Row.price), price_filter, DataGridFilterKnownTemplates.DoubleMinMax, DefaultColumnWidths.Price);
-         add_col(Columns.FillKind, "Fill Kind", r => r.fill_kind.ToString(), nameof(Row.fill_kind), fill_kind_filter, DataGridFilterKnownTemplates.DiscreteValues, 70);
+         add_col(Columns.FillKind, DefaultColumnHeaders.FillKind, r => r.fill_kind.ToString(), nameof(Row.fill_kind), fill_kind_filter, DataGridFilterKnownTemplates.DiscreteValues, DefaultColumnWidths.FillKind);
         add_col(Columns.FillKey, DefaultColumnHeaders.FillKey, r => r.fill_key.ToString(), nameof(Row.fill_key), fill_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.FillKey);
         add_col(Columns.OrderKey, DefaultColumnHeaders.OrderKey, r => r.order_key.ToString(), nameof(Row.order_key), order_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.OrderKey);
         add_col(Columns.SecurityKey, DefaultColumnHeaders.SecurityKey, r => r.security_key.ToString(), nameof(Row.security_key), security_key_filter, DataGridFilterKnownTemplates.Regex, DefaultColumnWidths.SecurityKey);
         //
         void add_col(Columns col_key, string header, Func<Row, string> get_text, string prop, IDataGridColumnFilter filter, string filter_template, double width) =>
-            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) {
+            columns.Add(new RenderTextColumn<Row, Columns>(col_key, get_text, filter, filter_template) { 
+               id = col_id(col_key),
               Header = header,
               sort_member_path = prop,
               Width = width
            });
+         grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
+         // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
+         grid_settings_manager.load_from(settings_manager.current_settings());
+
         //
-         _resources.Add(DataGridFilterHelper.hook_filters(rows_view,
-            fill_time_filter, time_in_force_filter, order_type_filter, account_filter, user_filter, exchange_filter,
-            security_filter, side_filter, price_filter, size_filter, fill_kind_filter, fill_key_filter, order_key_filter, security_key_filter
-         ));
+         _resources.AddRange(
+            state_obs.OnDispatcher().Subscribe(s =>
+            {
+               using (rows_view.DeferRefresh()) {
+                  if (s.grid != null) {
+                     // this means we are not using defaults,
+                     // Note: settings_manager in turn notifies grid_settings_manager of this update
+                     _settings_manager.instance_settings = s.grid;
+                  }
+                  if (s.filters is FilterStates filters) {
+                     fill_time_filter.load_state(filters.fill_time);
+                     time_in_force_filter.load_state(filters.time_in_force);
+                     order_type_filter.load_state(filters.order_type);
+                     account_filter.load_state(filters.account);
+                     user_filter.load_state(filters.user);
+                     exchange_filter.load_state(filters.exchange);
+                     security_filter.load_state(filters.security);
+                     side_filter.load_state(filters.side);
+                     price_filter.load_state(filters.price);
+                     size_filter.load_state(filters.size);
+                     fill_kind_filter.load_state(filters.fill_kind);
+                     fill_key_filter.load_state(filters.fill_key);
+                     order_key_filter.load_state(filters.order_key);
+                     security_key_filter.load_state(filters.security_key);
+                  } else {
+                     fill_time_filter.load_state(
+                        new TimeFilterTuple(ui.controls.TimeFilterMode.CMEOpen,
+                           TimeTextTuple.FromDateTime(DateTime.Today),
+                           TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1))
+                        )
+                     );
+                     fill_kind_filter.load_state(EnumHelper.get_values_except(FillKind.Sod).ToArray());
+                  }
+                  rows_view.set_sort_descriptions(s.sorting_criterion, columns);
+               }
+            }),
+            DataGridFilterHelper.hook_filters(rows_view,
+               fill_time_filter, time_in_force_filter, order_type_filter, account_filter, user_filter, exchange_filter,
+               security_filter, side_filter, price_filter, size_filter, fill_kind_filter, fill_key_filter, order_key_filter, security_key_filter
+            ),
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
+            fills_source.Connect()
+         );
      }

      public ObservableCollection<ColumnBase> columns { get; } = new ObservableCollection<ColumnBase>();

+      public SimpleGridSettingsManager<Row> grid_settings_manager { get; }
+
+      public GridSettings get_grid_save_state() {
+         if (_settings_manager.instance_settings == null)
+            return null;
+         else
+            return grid_settings_manager.create();
+      }
+
      #region Filters
      public IDataGridColumnPersistentFilter<Row, TimeFilterTuple> fill_time_filter { get; } = new TimeFilterVM<Row>(r => r.fill_time, nameof(Row.fill_time));
      public IDataGridColumnPersistentFilter<Row, TimeInForce[]> time_in_force_filter { get; } = DiscreteValuesFilterVM.Create<Row, TimeInForce>(EnumHelper.get_values<TimeInForce>().ToLArray(), r => r.time_in_force, nameof(Row.time_in_force));
@@ -144,6 +178,9 @@ namespace mbts.spark {
         } else return model.on_fill_tuples;
      }

+      static IConnectableObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
+         state.SelectManyInSeries(s => _get_observable(bus, model, s));
+
      public class Row : SecurityRow, IEquatable<Row>, IRowVM {
         readonly OrdersModel _model;
         readonly FillImmutable _fill;
@@ -170,9 +207,6 @@ namespace mbts.spark {
         public string fill_key => _fill.FillKey;
         public string order_key => _order.Key.ToString();

-         ObservableCollection<RowAnimation> IRowVM.row_animations { get; } = new ObservableCollection<RowAnimation>();
-         IReadOnlyList<IGridCellStore> IRowVM.cell_stores => new IGridCellStore[0];
-
         public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
         public override bool Equals(object obj) => Equals(obj as Row);
         public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
@@ -19,8 +19,13 @@
  </UserControl.Resources>
  <AdornerDecorator>
    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
      <c:DIYGrid
        x:Name="_grid"
+        Grid.Row="0"
        Columns="{Binding columns}"
        CurrentRow="{Binding current_row}"
        Rows="{Binding rows_view}"
@@ -42,6 +47,16 @@
          </DataTemplate>
        </c:DIYGrid.RowTemplate>
      </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <TextBlock>
+            <Run Text="Fills:"/>
+            <Run Text="{Binding ElementName=_grid, Path=Rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows_view.SourceCollection.Count, Mode=OneWay}" />
+          </TextBlock>
+        </StatusBarItem>
+      </StatusBar>
    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -2,9 +2,16 @@
 using bts.api;
 using bts.shell;
 using bts.spark;
+using mbts.persist;
 using mbts.ui;
+using mbts.ui.settings;
 using mbts.ui.spark;
+using mbts.ui.utility;
 using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
 using System.Windows;
 using StartupData = bts.shell.FillsWindowFactory.StartupData;

@@ -13,29 +20,76 @@ namespace mbts.spark {
      const string _window_type = "Fills", _thread_id = "Fills";
      readonly AllowOnce _init_guard = new AllowOnce("Fills");
      readonly OrdersModel _orders_model;
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
      FillsVM _vm;
      FillsView _view;
      StartupData _state;
+      IReadOnlyList<SparkCommand> _commands;
+      IDisposable _subscriptions;

-      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state)
+      public FillsWindow(FillsWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, WindowSettingsManager<GridSettings> settings_manager)
         : base("Fills", bus, factory, SparkCommands.ShowFills.icon) {
         _orders_model = orders_model;
         _state = state;
+         _settings_manager = settings_manager;
      }

+      event Action<FillsWindowFactory.StartupData> _state_changed;
+
      public override string window_type => _window_type;
      public override UIElement Content => _view;
-      public override StartupData SaveState => _state = new StartupData(_state.orders, _vm.rows_view.GetSortingCriteria(), _vm.get_filters());
-      public override double MinWidth => 1050 + SPARK_MENU_COLLAPSED_WIDTH + LAUNCHER_BUTTON_BORDER_WIDTH;
+      public override IEnumerable<SparkCommand> Commands => _commands;
+
+      public override StartupData SaveState => _state = new StartupData(_state.orders, _vm.rows_view.get_sorting_criteria(_vm.columns), _vm.get_filters(), _vm.get_grid_save_state());
+      public override double MinWidth =>
+         StartupData.DefaultGridSettings.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+
      public string thread_id => _thread_id;

      public void thread_init() {
         _init_guard.check_access();
         Log.notnull(_state);
-         _vm = new FillsVM(_bus, _orders_model, _state);
+         var state_src = Observable.FromEvent<Action<FillsWindowFactory.StartupData>, FillsWindowFactory.StartupData>(cb => _state_changed += cb, cb => _state_changed -= cb).StartWith(_state);
+         _vm = new FillsVM(_bus, _orders_model, state_src, _settings_manager);
         _view = new FillsView { DataContext = _vm };
+
+         _commands = new List<SparkCommand> {
+            // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
+            SparkCommands.window_settings_command(new DialogCommand(() => {
+               var vm = new WindowSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+                  _settings_manager, 
+                  us => us.fills_grid, 
+                  UserSettings.FileExtensions.GRID,
+                  s => _vm.grid_settings_manager.create_vm(
+                     // we need to get the most up to date GridSettings when launching b/c users may
+                     // have changed some settings on the grid directly, like column widths.
+                     s.with(_vm.columns.Select( c => c.create())),
+                     this.observe_title()
+                  )
+               );
+               // TODO: bind to main window's Title
+               var dialog = new SimpleGridSettingsDialog { Title = $"{_window_type} Grid Settings", DataContext = vm };
+               vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+               return dialog;
+            }))
+         };
+         _subscriptions = Disposable.Create(() =>
+           _state_changed?.Invoke(
+                 _state = new StartupData(_state.orders,
+                    _vm.rows_view.get_sorting_criteria(_vm.columns),
+                    _vm.get_filters(),
+                    _vm.grid_settings_manager.create()
+                 )
+           )
+         );
      }

-      public override void Dispose() => Disposable.dispose(ref _vm);
+      public override void Dispose() {
+         Disposable.dispose(ref _vm);
+         Commands.OfType<IDisposable>().DisposeAll();
+      }
   }
 }
@@ -1,49 +1,118 @@
 using bts.api;
 using bts.api.orderman;
+using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.settings;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
+using static mbts.ui.controls.DIYGrid;
+using static mbts.ui.spark.FillsView;

 namespace bts.shell {
   class FillsWindowFactory : ShellWindowFactory<FillsWindowFactory.StartupData> {
      readonly IBus _bus;
      readonly OrdersModel _orders_model;
+      readonly UserSettingsHub _settings_hub;

-      public FillsWindowFactory(TradingShellModule module, IBus bus, OrdersModel orders_model)
+      public FillsWindowFactory(TradingShellModule module, IBus bus, UserSettingsHub settings_hub, OrdersModel orders_model)
         : base(module, "Fills") {
         _bus = bus;
         _orders_model = orders_model;
+         _settings_hub = settings_hub;
         _dispose = bus.subscribe(SparkTags.ShowFillsTag).OnDispatcher().Subscribe(show);
      }

+      public static string col_id(Columns col) => col.ToString();
+
      public override Task<IShellWindow> load(StartupData state) =>
-        Task.FromResult<IShellWindow>(new FillsWindow(this, _bus, _orders_model, state));
+        Task.FromResult(_create(state));

      public async void show(StartupData state) =>
         _bus.post(SparkTags.ShowWindow, await load(state));

+      IShellWindow _create(StartupData state) {
+         var settings_manager = new WindowSettingsManager<GridSettings>(_settings_hub,
+            state.grid,
+            get: us => us.fills_grid,
+            set: (us, gs) => us.with(provided_fills_gridsettings: gs));
+         return new FillsWindow(this, _bus, _orders_model, state, settings_manager);
+      }
+
      [ProtoContract]
      public class StartupData {
         public const int Version = 1;
-         public StartupData() { }
-         public StartupData(uint[] orders) : this(orders, null, null) { }
-         public StartupData(FilterStates filters) : this(null, null, filters) { }
-         public StartupData(uint[] orders, List<SortingCriteria> sorting_criteria, FilterStates filters) {
-            this.orders = orders;
-            this.sorting_criteria = sorting_criteria;
-            this.filters = filters;
-         }
+
         [ProtoMember(1)]
         public uint[] orders;
         [ProtoMember(2)]
-         public List<SortingCriteria> sorting_criteria;
+         List<SortingCriteria> _sorting_criteria;
         [ProtoMember(3)]
         public FilterStates filters;
+         [ProtoMember(4)]
+         public GridSettings grid;
+
+         public StartupData() { }
+         public StartupData(uint[] orders) : this(orders, null, null) { }
+         public StartupData(FilterStates filters) : this(null, null, filters) { }
+         public StartupData(uint[] orders, List<SortingCriteria> sorting_criteria, FilterStates filters, GridSettings grid = default) {
+            this.orders = orders;
+            this._sorting_criteria = sorting_criteria;
+            this.filters = filters;
+            this.grid = grid;
+         }
+
+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+         public IReadOnlyList<SortingCriteria> sorting_criterion => _sorting_criteria ?? (_sorting_criteria = DefaultColumns.default_sorting_criterion.ToList());
+         public static StartupData Default() =>
+            new StartupData(null, null, new FilterStates(), null);
+
+         static class DefaultColumns {
+            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings fill_time => new GridColumnSettings(col_id(Columns.FillTime), DefaultColumnHeaders.FillTime, width: DefaultColumnWidths.Time);
+            public static GridColumnSettings user => new GridColumnSettings(col_id(Columns.User), DefaultColumnHeaders.User, width: DefaultColumnWidths.User);
+            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
+            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
+            public static GridColumnSettings time_in_force => new GridColumnSettings(col_id(Columns.TimeInForce), DefaultColumnHeaders.TimeInForce, width: DefaultColumnWidths.TimeInForce);
+            public static GridColumnSettings order_type => new GridColumnSettings(col_id(Columns.OrderType), DefaultColumnHeaders.OrderType, width: DefaultColumnWidths.OrderType);
+            public static GridColumnSettings side => new GridColumnSettings(col_id(Columns.Side), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Side);
+            public static GridColumnSettings quantity => new GridColumnSettings(col_id(Columns.Size), DefaultColumnHeaders.Side, width: DefaultColumnWidths.Size, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings price => new GridColumnSettings(col_id(Columns.Price), DefaultColumnHeaders.Price, width: DefaultColumnWidths.Price, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings fill_kind => new GridColumnSettings(col_id(Columns.FillKind), DefaultColumnHeaders.FillKind, width: DefaultColumnWidths.FillKind);
+            public static GridColumnSettings fill_key => new GridColumnSettings(col_id(Columns.FillKey), DefaultColumnHeaders.FillKey, width: DefaultColumnWidths.FillKey);
+            public static GridColumnSettings order_key => new GridColumnSettings(col_id(Columns.OrderKey), DefaultColumnHeaders.OrderKey, width: DefaultColumnWidths.OrderKey);
+            public static GridColumnSettings security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, width: DefaultColumnWidths.SecurityKey);
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(fill_time.id, false);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return security;
+                  yield return fill_time;
+                  yield return user;
+                  yield return account;
+                  yield return exchange;
+                  yield return time_in_force;
+                  yield return order_type;
+                  yield return side;
+                  yield return quantity;
+                  yield return price;
+                  yield return fill_kind;
+                  yield return fill_key;
+                  yield return order_key;
+                  yield return security_key;
+               }
+            }
+         }
+
      }

      [ProtoContract]
@@ -4,6 +4,7 @@ using mbts.config;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
+using mbts.ui.spark;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
@@ -22,15 +23,17 @@ namespace bts.shell {
      readonly IWindowManager _wm;
      readonly UserSettingsHub _settings_hub;
      readonly OrdersModel _orders_model;
+      readonly MarketDataAuxiliaryModel _md_auxiliary_model;
      readonly int _max_ladders_open;
      IReadOnlyDictionary<uint, SecurityMD> _securities = new Dictionary<uint, SecurityMD>();

-      public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model)
+      public LadderWindowFactory(IShellModule owner, IBus bus, IWindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model, MarketDataAuxiliaryModel md_auxiliary_model)
         : base(owner, "SparkLadder") {
         _bus = bus;
         _wm = wm;
         _settings_hub = settings_hub;
         _orders_model = orders_model;
+         _md_auxiliary_model = md_auxiliary_model;
         var knobs = Configuration.get<bts.config.LadderKnobs>();
         _max_ladders_open = (int)(knobs.max_open_ladders);
         _security_timeout = TimeSpan.FromSeconds(Math.Max(15, knobs.security_timeout_secs));
@@ -56,7 +59,7 @@ namespace bts.shell {
      IShellWindow create_ladder_window(SecurityMD md, LadderSettings state_settings) {
         var id = Interlocked.Increment(ref _ladder_count) % Environment.ProcessorCount;
         var view = new Lazy<UIElement>(() => {
-            var model = new LadderModel(md, _orders_model);
+            var model = new LadderModel(md, _orders_model, _md_auxiliary_model);
            var settings_manager = new WindowSettingsManager<LadderSettings>(
               _settings_hub, state_settings,
               us => sanitize_ladder_settings(us.ladder),
@@ -85,6 +88,12 @@ namespace bts.shell {
               s.session_high_line = LadderSettings.Default.session_high_line;
            if (s.session_range_fill == null)
               s.session_range_fill = LadderSettings.Default.session_range_fill;
+            if (s.volume_column == null)
+               s.volume_column = LadderSettings.Default.volume_column;
+            if (s.size_display == null)
+               s.size_display = MarketSizeDisplay.get_default();
+            if (s.size_display.normal == null)
+               s.size_display = s.size_display.with(MarketSizeDisplay.get_default().normal);
            s.row_height = LadderRender.measure_row_height(s);
            return s;
         }
@@ -1,168 +0,0 @@
-using bts.utils;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-
-namespace mbts.spark {
-   partial class OrderBookRowVM {
-      public interface IOrderBookCell : DIYGrid.IGridCell, IComparable { }
-
-      public interface IOrderBookCell<T> : IOrderBookCell {
-         T value { get; }
-         IOrderBookCellStore<T> store { get; }
-      }
-
-      public interface IOrderBookCellStore : DIYGrid.IGridCellStore {
-         OrderBookRowVM row { get; }
-         new ICVOrderBookColumn column { get; }
-         string prop_name { get; }
-         new IOrderBookCell current { get; }
-         //
-         IOrderBookCellStore select_other(OrderBookRowVM row);
-      }
-
-      public interface IOrderBookCellStore<T> : IOrderBookCellStore, IComparer<T>, IEqualityComparer<T> {
-         new IOrderBookCell<T> current { get; }
-         new IOrderBookCellStore<T> select_other(OrderBookRowVM row);
-         //
-         T get_value(OrderBookRowVM row);
-         string format(T value);
-      }
-
-      public static class CellFactory {
-         public static IOrderBookCellStore<T> create<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T> get_value, Func<OrderBookRowVM, IOrderBookCellStore<T>> select_other, Func<T, string> format = null) =>
-            new OrderBookCellStore<T>(row, column, prop_name, get_value, select_other, format, new Comparison<T>(Comparer<T>.Default.Compare), EqualityComparer<T>.Default);
-
-         public static IOrderBookCellStore<T> create<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T> get_value, Func<OrderBookRowVM, IOrderBookCellStore<T>> select_other, Comparison<T> comparison, Func<T, string> format = null) =>
-            new OrderBookCellStore<T>(row, column, prop_name, get_value, select_other, format, comparison, EqualityComparer<T>.Default);
-
-         public static IOrderBookCellStore<T?> create_nullable<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T?> get_value, Func<OrderBookRowVM, IOrderBookCellStore<T?>> select_other, Func<T?, string> format = null)
-            where T : struct => new OrderBookCellStore<T?>(row, column, prop_name, get_value, select_other, format, CompareUtils.nullable_comparison<T>(Comparer<T>.Default.Compare), EqualityComparer.CreateNullable<T>(EqualityComparer<T>.Default.Equals));
-
-         public static IOrderBookCellStore<T?> create_nullable<T>(OrderBookRowVM row, ICVOrderBookColumn column, string prop_name, Func<OrderBookRowVM, T?> get_value, Func<OrderBookRowVM, IOrderBookCellStore<T?>> select_other, Func<T, T, int> compare, Func<T?, string> format = null)
-            where T : struct =>
-            new OrderBookCellStore<T?>(row, column, prop_name, get_value, select_other, format, CompareUtils.nullable_comparison(compare), EqualityComparer.CreateNullable<T>(EqualityComparer<T>.Default.Equals));
-
-         class OrderBookCellStore<T> : IOrderBookCellStore<T>, INotifyPropertyChanged {
-            readonly OrderBookRowVM _row;
-            readonly ICVOrderBookColumn _column;
-            readonly string _prop_name;
-            readonly Func<OrderBookRowVM, T> _get_value;
-            readonly Func<OrderBookRowVM, IOrderBookCellStore<T>> _select_other;
-            readonly Func<T, string> _format;
-            readonly Comparison<T> _comparison;
-            readonly IEqualityComparer<T> _eq_comparer;
-            OrderBookCell<T> _current;
-
-            // Property changed handler to avoid WPF binding leak
-            // https://blog.jetbrains.com/dotnet/2014/09/04/fighting-common-wpf-memory-leaks-with-dotmemory/
-            public event PropertyChangedEventHandler PropertyChanged = (_,__) => { };
-
-            public OrderBookCellStore(
-              OrderBookRowVM row,
-              ICVOrderBookColumn column,
-              string prop_name,
-              Func<OrderBookRowVM, T> get_value,
-              Func<OrderBookRowVM, IOrderBookCellStore<T>> select_other,
-              Func<T, string> format,
-              Comparison<T> comparison,
-              IEqualityComparer<T> eq_comparer) {
-               //
-               _row = row;
-               _column = column;
-               _prop_name = prop_name;
-               _get_value = get_value;
-               _select_other = select_other;
-               _format = format ?? new Func<T, string>(v => v?.ToString() ?? string.Empty);
-               _comparison = comparison;
-               _eq_comparer = eq_comparer;
-               _current = new OrderBookCell<T>(this, _get_value(_row));
-            }
-
-            public OrderBookRowVM row => _row;
-            public ICVOrderBookColumn column => _column;
-            public string prop_name => _prop_name;
-            public IOrderBookCell<T> current => _current;
-
-            IOrderBookCell IOrderBookCellStore.current => _current;
-            DIYGrid.IGridColumn DIYGrid.IGridCellStore.column => _column;
-            DIYGrid.IGridCell DIYGrid.IGridCellStore.current => _current;
-
-            public ObservableCollection<CellAnimation> animations { get; } = new ObservableCollection<CellAnimation>();
-
-            public int Compare(T x, T y) => _comparison(x, y);
-            public bool Equals(T x, T y) => _eq_comparer.Equals(x, y);
-            public string format(T value) => _format(value);
-            public int GetHashCode(T obj) => _eq_comparer.GetHashCode(obj);
-            public T get_value(OrderBookRowVM row) => _get_value(row);
-            public IOrderBookCellStore<T> select_other(OrderBookRowVM row) => _select_other(row);
-            IOrderBookCellStore IOrderBookCellStore.select_other(OrderBookRowVM row) => select_other(row);
-
-            public bool refresh() {
-               T v = _get_value(_row);
-               if (!_eq_comparer.Equals(v, _current.value)) {
-                  _current = new OrderBookCell<T>(this, v);
-                  _row.RaisePropertyChanged(_prop_name);
-                  return true;
-               } else return false;
-            }
-
-            public void regenerate_cell() {
-               _current = new OrderBookCell<T>(this, _current.value);
-               _row.RaisePropertyChanged(_prop_name);
-            }
-
-            public void invalidate_text() => regenerate_cell();
-         }
-
-         class OrderBookCell<T> : IOrderBookCell<T> {
-            string _text;
-
-            public OrderBookCell(OrderBookCellStore<T> store, T value) {
-               this.store = store;
-               this.value = value;
-            }
-
-            public string text => _text ?? (_text = store.format(value));
-            public T value { get; }
-            public IOrderBookCellStore<T> store { get; }
-
-            public int CompareTo(OrderBookCell<T> other) {
-               if (other == null)
-                  return 1;
-               var lin = lineage(store.row);
-               var olin = lineage(other.store.row);
-               int c = 0;
-               using (var en = lin.GetEnumerator())
-               using (var oen = olin.GetEnumerator()) {
-                  while (en.MoveNext() && oen.MoveNext()) {
-                     if (en.Current.order_key.value != oen.Current.order_key.value) {
-                        c = store.Compare(
-                           store.select_other(en.Current).current.value,
-                           store.select_other(oen.Current).current.value);
-                        if (c != 0)
-                           return c;
-                        else {
-                           c = en.Current.order_key.value.CompareTo(
-                              oen.Current.order_key.value);
-                           return store.column.SortDirection.HasValue && store.column.SortDirection.Value == ListSortDirection.Ascending ? c : -c;
-                        }
-                     }
-                  }
-               }
-               return store.column.SortDirection.HasValue && store.column.SortDirection.Value == ListSortDirection.Ascending ?
-                  lin.Count.CompareTo(olin.Count) :
-                  olin.Count.CompareTo(lin.Count);
-            }
-
-            public int CompareTo(object obj) => CompareTo(obj as OrderBookCell<T>);
-
-            public override string ToString() => text;
-         }
-      }
-   }
-}
@@ -1,11 +1,14 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.api.orderman;
 using bts.utils;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.controls;
 using mbts.ui.converters;
 using mbts.ui.utility;
 using mbts.ui.utility.text;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -18,37 +21,53 @@ using System.Windows.Controls.Primitives;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.OrderBookWindowFactory;
-using static mbts.spark.OrderBookRowVM;
 using static mbts.spark.OrderBookView;
 using static mbts.ui.controls.DIYGrid;
 using OrderType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;

 namespace mbts.spark {
   // This interface is used to hide ColumnBase.SortDirection, and offer a SortDirection member that does NOT require a DependencyProperty lookup.
-   // In OrderBookRowVM, each "cell(property)" has a corresponding TreeComparable property that the column uses for sorting
-   //    - each columns' sort_member_path points to the TreeComparable.
-   // The TreeComparable class needs to know which direction it is sorting so it can force child-orders to always be beneath their parents.
-   //    - when comparing with their parent, it must return 1 if Ascending, -1 if Descending.
-   // Since the TreeComparables in each row must access their respective column SortDirections in their CompareTo methods, those DP lookups could add significant overhead in large collections.
-   // I considered adding ListSortDirection members directly to OrderBookVM, and letting the TreeComparables refer to that property,
-   // but decided it would be better to let the Columns own it so we wouldn't have to worry about keeping the 2 props in sync.
-   // TODO: Maybe binding to the SortDirection would be less smelly?
-   //    - initially, I tried to bind to the SortDirection of each column, unfortunately, the binding target was not updated before the ICollectionView sorting took place.
-   //      I decided it was not worth changing the DIYGrid.Sorting function to force the SortDirection binding targets to update immediately, before the ICollectionView sorting.
-   interface ICVOrderBookColumn : IKeyedColumn<Columns>, IGridColumn<OrderBookRowVM> {
+   interface ICVOrderBookColumn : IKeyedColumn<Columns>, IGridColumn {
      string sort_member_path { get; }
-      ListSortDirection? SortDirection { get; }
-      IDataGridColumnFilter<OrderBookRowVM> filter { get; }
+      ListSortDirection? SortDirection { get; set; }
+      IDataGridColumnFilter<OrderRecordTuple> filter { get; }
+      IComparer<OrderBookRowVM> comparer { get; }
+   }
+
+   class OrderBookSortingData : IEquatable<OrderBookSortingData> {
+      public readonly IReadOnlyList<SortingCriteria> sorting_criterion;
+      public readonly IComparer<OrderBookRowVM> comparer;
+      public readonly string desc;
+
+      public OrderBookSortingData(IEnumerable<ICVOrderBookColumn> column_sorting_hierarchy) {
+         var comp_builder = new ComparerBuilder<OrderBookRowVM>();
+         foreach (var col in column_sorting_hierarchy)
+            comp_builder.add(col.SortDirection.Value == ListSortDirection.Ascending ? col.comparer : col.comparer.reverse());
+         if (!column_sorting_hierarchy.Any(col => col.key == Columns.OrderKey)) {
+            // the resultant comparer must to be 100% deterministic, as SortedList (the building block of the SortedTree) uses a BinarySearch to find/remove items and does NOT check for item-equality.
+            comp_builder.add(Comparer<OrderBookRowVM>.Create((l, r) => l.order_key.CompareTo(r.order_key)));
+         }
+         comparer = comp_builder.to_comparer();
+         sorting_criterion = column_sorting_hierarchy.Select(col => new SortingCriteria(col.id, col.SortDirection.GetValueOrDefault() == ListSortDirection.Ascending)).ToArray();
+         desc = string.Join(", ", sorting_criterion);
+      }
+
+      public bool Equals(OrderBookSortingData other) => other != null && EqualityComparer.safe_sequence_equals(sorting_criterion, other.sorting_criterion);
+      public override bool Equals(object obj) => base.Equals(obj);
+      public override int GetHashCode() => EqualityComparer.aggregate_hash(sorting_criterion);
+      public override string ToString() => desc;
   }

   partial class OrderBookVM {
-      public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<FilterStates>, IDisposable {
+      public class OrderBookColumnCollection : ObservableCollection<ColumnBase>, IValueFactory<(FilterStates filters, IReadOnlyList<SortingCriteria> sorting)>, IDisposable {
+         readonly List<ICVOrderBookColumn> _active_comparers = new List<ICVOrderBookColumn>();
+
         public OrderBookColumnCollection(IBus bus, OrdersModel model, IObservable<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)> order_securities) {
            // security
            Add(security_column = new SecurityColumn(
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, SecurityImmutable, SecurityCriteria>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, SecurityImmutable, SecurityCriteria>(
                  order_securities,
-                  r => r.security.value.GetValueOrDefault(SecurityDataHelper.Defaults.SecurityImmutable),
+                  ort => ort.security_md.HasValue ? ort.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable,
                  SecurityCriteria.from_securities,
                  SecurityCriteria.get_to_securities(bus),
                  nameof(OrderBookRowVM.security),
@@ -60,172 +79,222 @@ namespace mbts.spark {
               Columns.Symbol,
               DefaultColumnHeaders.Symbol,
               nameof(OrderBookRowVM.symbol),
-               r => r.symbol.store,
+               r => r.symbol,
               DefaultColumnWidths.Symbol,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, string>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, string>(
                  mbts.co2.UserSymbol.get_all().Select(u => u.symbol).Distinct().ToList(),
-                  r => r.symbol.value,
-                  value_path(nameof(OrderBookRowVM.symbol))
+                  ort => ort.security_md.HasValue ? ort.security_md.Value.security.Symbol : string.Empty,
+                  nameof(OrderBookRowVM.symbol)
               ),
-               DataGridFilterKnownTemplates.DiscreteValues));
+               DataGridFilterKnownTemplates.DiscreteValues,
+               _wrap_comparer(r => r.symbol)));
            // time_created
-            Add(time_created_column = new TimeCreatedColumn(
-               new TimeFilterVM<OrderBookRowVM>(r => r.time_created.value, value_path(nameof(OrderBookRowVM.time_created)))));
+            Add(time_created_column = new SimpleTextColumn<TimeFilterTuple>(
+               Columns.Time,
+               "Time",
+               nameof(OrderBookRowVM.time_created),
+               r => r.time_created_text,
+               DefaultColumnWidths.Time,
+               new TimeFilterVM<OrderRecordTuple>(
+                  ort => ort.order.created(),
+                  nameof(OrderBookRowVM.time_created)),
+               DataGridFilterKnownTemplates.TimeFilter,
+               _wrap_comparer(r => r.time_created)));
            // last_change
-            Add(last_change_column = new LastChangeTimeColumn(
-               new TimeFilterVM<OrderBookRowVM>(r => r.last_change.value, value_path(nameof(OrderBookRowVM.last_change)))));
+            Add(last_change_column = new SimpleTextColumn<TimeFilterTuple>(
+               Columns.LastChange,
+               "Last Change",
+               nameof(OrderBookRowVM.last_change),
+               r => r.last_change_text,
+               DefaultColumnWidths.Time,
+               new TimeFilterVM<OrderRecordTuple>(
+                  ort => ort.order.last_change(),
+                  nameof(OrderBookRowVM.last_change)),
+               DataGridFilterKnownTemplates.TimeFilter,
+               _wrap_comparer(r => r.last_change)));
            // user
            Add(user_column = new SimpleTextColumn<string[]>(
               Columns.User,
               DefaultColumnHeaders.User,
               nameof(OrderBookRowVM.user),
-               r => r.user.store,
+               r => r.user,
               DefaultColumnWidths.User,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, string>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, string>(
                  model.factory.subscribe_users().Select(d => d.Values),
-                  r => r.user.value,
-                  value_path(nameof(OrderBookRowVM.user))),
-               DataGridFilterKnownTemplates.DiscreteValues));
+                  ort => ort.order.user(),
+                  nameof(OrderBookRowVM.user)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               _wrap_comparer(r => r.user)));
            // account
            Add(account_column = new SimpleTextColumn<string[]>(
               Columns.Account,
               DefaultColumnHeaders.Account,
               nameof(OrderBookRowVM.account),
-               r => r.account.store,
+               r => r.account,
               DefaultColumnWidths.Account,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, string, string[]>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, string, string[]>(
                  model.factory.subscribe_accounts().Select(d => d.Values),
-                  r => r.account.value,
+                  ort => ort.order.account(),
                  vals => vals.ToArray(),
                  vals => Observable.Return(vals),
-                  value_path(nameof(OrderBookRowVM.account))),
-               DataGridFilterKnownTemplates.DiscreteValues));
+                  nameof(OrderBookRowVM.account)),
+               DataGridFilterKnownTemplates.DiscreteValues,
+               _wrap_comparer(r => r.account)));
            // exchange
            Add(exchange_column = new SimpleTextColumn<Venue[]>(
               Columns.Exchange,
               DefaultColumnHeaders.Exchange,
               nameof(OrderBookRowVM.exchange),
-               r => r.exchange.store,
+               r => r.exchange.ToString(),
               DefaultColumnWidths.Exchange,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, Venue>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, Venue>(
                  EnumHelper.get_values_except(Venue.Unset).ToList(),
-                  r => r.exchange.value,
-                  value_path(nameof(OrderBookRowVM.exchange))),
-               DataGridFilterKnownTemplates.EnumValues));
+                  ort => ort.security_md.HasValue ? ort.security_md.Value.security.Exchange : Venue.Unset,
+                  nameof(OrderBookRowVM.exchange)),
+               DataGridFilterKnownTemplates.EnumValues,
+               _wrap_comparer(r => r.exchange)));
            // time in force
            Add(time_in_force_column = new SimpleTextColumn<TimeInForce[]>(
               Columns.TimeInForce,
               DefaultColumnHeaders.TimeInForce,
               nameof(OrderBookRowVM.time_in_force),
-               r => r.time_in_force.store,
+               r => r.time_in_force.ToString(),
               DefaultColumnWidths.TimeInForce,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, TimeInForce>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, TimeInForce>(
                  EnumHelper.get_values<TimeInForce>().ToList(),
-                  r => r.time_in_force.value,
-                  value_path(nameof(OrderBookRowVM.time_in_force))),
-               DataGridFilterKnownTemplates.EnumValues));
+                  ort => ort.order.time_in_force(),
+                  nameof(OrderBookRowVM.time_in_force)),
+               DataGridFilterKnownTemplates.EnumValues,
+               _wrap_comparer(r => r.time_in_force)));
            // order type
            Add(order_type_column = new OrderBookOrderTypeColumn(
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, OrderType>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, OrderType>(
                  utilities.OrderFactory.all_order_types,
-                  r => r.order_type.value,
-                  value_path(nameof(OrderBookRowVM.order_type)))));
+                  ort => ort.order.order_type(),
+                  nameof(OrderBookRowVM.order_type))));
            // order sub type
            Add(sub_type_column = new SimpleTextColumn<OrderSubType[]>(
               Columns.SubType,
               "Sub Type",
               nameof(OrderBookRowVM.order_sub_type),
-               r => r.order_sub_type.store,
+               r => r.order_sub_type_text,
               80,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, OrderSubType>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, OrderSubType>(
                  EnumHelper.get_values<OrderSubType>().ToList(),
-                  r => r.order_sub_type.value,
-                  value_path(nameof(OrderBookRowVM.order_sub_type))),
-               SubTypeFilterTemplateKey));
+                  ort => ort.order.sub_type(),
+                  nameof(OrderBookRowVM.order_sub_type)),
+               SubTypeFilterTemplateKey,
+               _wrap_comparer(r => r.order_sub_type)));
            // side
            Add(side_column = new SideColumn(
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, Side>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, Side>(
                  new[] { Side.Buy, Side.Sell },
-                  r => r.side.value,
-                  value_path(nameof(OrderBookRowVM.side)))));
+                  ort=> ort.order.side(),
+                  nameof(OrderBookRowVM.side))));
            // quantity
            Add(qty_column = new SizeColumn(
-               new UIntMinMax<OrderBookRowVM>(r => r.quantity.value, value_path(nameof(OrderBookRowVM.quantity)))));
-            // price
-            Add(price_column = new PriceColumn(
-               new DoubleMinMax<OrderBookRowVM>(r => r.price.value, value_path(nameof(OrderBookRowVM.price)))));
+               new UIntMinMax<OrderRecordTuple>(ort => ort.order.quantity(), nameof(OrderBookRowVM.quantity))));
            // filled quantity
            Add(filled_qty_column = new FilledColumn(
-               new UIntMinMax<OrderBookRowVM>(r => r.filled_quantity.value, value_path(nameof(OrderBookRowVM.filled_quantity)))));
+               new UIntMinMax<OrderRecordTuple>(ort => ort.order.filled(), nameof(OrderBookRowVM.filled_quantity))));
+            // price
+            Add(price_column = new SimpleTextColumn<DoubleMinMaxState>(
+               Columns.Price,
+               "Price",
+               nameof(OrderBookRowVM.price),
+               r => r.price_text,
+               DefaultColumnWidths.Price,
+               new DoubleMinMax<OrderRecordTuple>(
+                  ort => ort.order.price(),
+                  nameof(OrderBookRowVM.price)),
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               _wrap_comparer(r => r.price)));
            // avg filled price
-            Add(avg_price_column = new AvgFilledColumn(
-               new DoubleMinMax<OrderBookRowVM>(r => r.avg_price.value, value_path(nameof(OrderBookRowVM.avg_price)))));
+            Add(avg_price_column = new SimpleTextColumn<DoubleMinMaxState>(
+               Columns.AvgFilled,
+               "Avg Price",
+               nameof(OrderBookRowVM.avg_price),
+               r => r.avg_price_text,
+               DefaultColumnWidths.Price,
+               new DoubleMinMax<OrderRecordTuple>(
+                  ort => ort.order.avg_price(),
+                  nameof(OrderBookRowVM.avg_price)),
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               _wrap_comparer(r => r.avg_price)));
            // last filled price
-            Add(last_price_column = new LastFilledColumn(
-               new DoubleMinMax<OrderBookRowVM>(r => r.last_price.value, value_path(nameof(OrderBookRowVM.last_price)))));
+            Add(last_price_column = new SimpleTextColumn<DoubleMinMaxState>(
+               Columns.LastPrice,
+               "Last Filled",
+               nameof(OrderBookRowVM.last_price),
+               r => r.last_price_text,
+               DefaultColumnWidths.Price,
+               new DoubleMinMax<OrderRecordTuple>(
+                  ort => ort.order.last_price(),
+                  nameof(OrderBookRowVM.last_price)),
+               DataGridFilterKnownTemplates.DoubleMinMax,
+               _wrap_comparer(r => r.last_price)));
            // status
            Add(status_column = new SimpleTextColumn<OrderStatus[]>(
               Columns.Status,
               "Status",
               nameof(OrderBookRowVM.status),
-               r => r.status.store,
+               r => r.status.ToString(),
               80,
-               DiscreteValuesFilterVM.Create<OrderBookRowVM, OrderStatus>(
+               DiscreteValuesFilterVM.Create<OrderRecordTuple, OrderStatus>(
                  EnumHelper.get_values<OrderStatus>().ToList(),
-                  r => r.status.value,
-                  value_path(nameof(OrderBookRowVM.status))),
-               DataGridFilterKnownTemplates.EnumValues));
+                  ort => ort.order.status(),
+                  nameof(OrderBookRowVM.status)),
+               DataGridFilterKnownTemplates.EnumValues,
+               _wrap_comparer(r => r.status)));
            // last message
            Add(last_message_column = new OrderBookLastMessageColumn(
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.last_msg.value,
-                  value_path(nameof(OrderBookRowVM.last_msg)))));
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.last_msg(),
+                  nameof(OrderBookRowVM.last_msg))));
            // security key
            Add(security_key_column = new SimpleTextColumn<string>(
               Columns.SecurityKey,
               DefaultColumnHeaders.SecurityKey,
               nameof(OrderBookRowVM.security_key),
-               r => r.security_key.store,
+               r => r.security_key.ToString(),
               DefaultColumnWidths.SecurityKey,
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.security_key.text,
-                  value_path(nameof(OrderBookRowVM.security_key))),
-               DataGridFilterKnownTemplates.Regex));
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.security_key().ToString(),
+                  nameof(OrderBookRowVM.security_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.security_key)));
            // order key
            Add(order_key_column = new SimpleTextColumn<string>(
               Columns.OrderKey,
               DefaultColumnHeaders.OrderKey,
               nameof(OrderBookRowVM.order_key),
-               r => r.order_key.store,
+               r => r.order_key.ToString(),
               DefaultColumnWidths.OrderKey,
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.order_key.text,
-                  value_path(nameof(OrderBookRowVM.order_key))),
-               DataGridFilterKnownTemplates.Regex));
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.Key.ToString(),
+                  nameof(OrderBookRowVM.order_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.order_key)));
            // parent key (this is for diagnostic purposes, remove this column once OrderBook seems stable again)
            Add(parent_key_column = new SimpleTextColumn<string>(
               Columns.ParentKey,
               "Parent Key",
               nameof(OrderBookRowVM.parent_order_key),
-               r => r.parent_order_key.store,
-               80,
-               new RegexFilterVM<OrderBookRowVM>(
-                  r => r.parent_order_key.text,
-                  value_path(nameof(OrderBookRowVM.parent_order_key))),
-               DataGridFilterKnownTemplates.Regex));
-
-            string value_path(string cell_name) =>
-               string.Join(".", cell_name, nameof(OrderBookRowVM.IOrderBookCell<uint>.value)); //uint is an arbitrary 'T', just want to get compile check on 'value' path.
+               r => r.parent_order_key.ToString(),
+               DefaultColumnWidths.ParentKey,
+               new RegexFilterVM<OrderRecordTuple>(
+                  ort => ort.order.ParentKey.ToString(),
+                  nameof(OrderBookRowVM.parent_order_key)),
+               DataGridFilterKnownTemplates.Regex,
+               _wrap_comparer(r => r.parent_order_key)));
         }

-         List<IDataGridColumnFilter<OrderBookRowVM>> _active_filters = new List<IDataGridColumnFilter<OrderBookRowVM>>(0);
-
         public event Action filter_changed;

         public SecurityColumn security_column { get; }
         public SimpleTextColumn<string[]> symbol_column { get; }
-         public TimeCreatedColumn time_created_column { get; }
-         public LastChangeTimeColumn last_change_column { get; }
+         public SimpleTextColumn<TimeFilterTuple> time_created_column { get; }
+         public SimpleTextColumn<TimeFilterTuple> last_change_column { get; }
         public SimpleTextColumn<string[]> user_column { get; }
         public SimpleTextColumn<string[]> account_column { get; }
         public SimpleTextColumn<Venue[]> exchange_column { get; }
@@ -234,19 +303,17 @@ namespace mbts.spark {
         public SimpleTextColumn<OrderSubType[]> sub_type_column { get; }
         public SideColumn side_column { get; }
         public SizeColumn qty_column { get; }
-         public PriceColumn price_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> price_column { get; }
         public FilledColumn filled_qty_column { get; }
-         public LastFilledColumn last_price_column { get; }
-         public AvgFilledColumn avg_price_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> last_price_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> avg_price_column { get; }
         public SimpleTextColumn<OrderStatus[]> status_column { get; }
         public OrderBookLastMessageColumn last_message_column { get; }
         public SimpleTextColumn<string> security_key_column { get; }
         public SimpleTextColumn<string> order_key_column { get; }
         public SimpleTextColumn<string> parent_key_column { get; }

-         public bool filter(OrderBookRowVM row) => _active_filters.All(f => f.filter(row));
-
-         public FilterStates create() =>
+         public (FilterStates filters, IReadOnlyList<SortingCriteria> sorting) create() => (
            new FilterStates {
               order_key_regex = order_key_column.filter.get_state(),
               time_created = time_created_column.filter.get_state(),
@@ -267,13 +334,11 @@ namespace mbts.spark {
               last_change = last_change_column.filter.get_state(),
               security_criteria = security_column.filter.get_state(),
               symbols = symbol_column.filter.get_state()
-            };
+            },
+            get_sorting_data().sorting_criterion);

-         public void load_from(FilterStates fs) {
-            if (fs != null) {
-               foreach (var c in this.Cast<ICVOrderBookColumn>())
-                  c.filter.filter_changed -= _set_active_filters;
-               //
+         public void load_from((FilterStates filters, IReadOnlyList<SortingCriteria> sorting) state) {
+            if (state.filters is FilterStates fs) {
               security_column.filter.load_state(fs.security_criteria);
               symbol_column.filter.load_state(fs.symbols);
               time_created_column.filter.load_state(fs.time_created);
@@ -293,155 +358,197 @@ namespace mbts.spark {
               status_column.filter.load_state(fs.statuses);
               last_message_column.filter.load_state(fs.exchange_message_regex);
               last_change_column.filter.load_state(fs.last_change);
-               //
-               _set_active_filters();
-               foreach (var c in this.Cast<ICVOrderBookColumn>())
-                  c.filter.filter_changed += _set_active_filters;
+            }
+            _active_comparers.Clear();
+            foreach (var col in this)
+               col.SortDirection = null;
+            if (state.sorting is IReadOnlyList<SortingCriteria> sorting) {
+               foreach (var sc in sorting) {
+                  this.OfType<ICVOrderBookColumn>().ApplyToFirst(col => col.id.iequals(sc.col_name),
+                     col => {
+                        col.SortDirection = sc.is_ascending ? ListSortDirection.Ascending : ListSortDirection.Descending;
+                        _active_comparers.Add(col);
+                     });
+               }
+            }
+            if (_active_comparers.Count == 0) {
+               // safeguard against empty sort, fallback to time-created
+               time_created_column.SortDirection = ListSortDirection.Descending;
+               _active_comparers.Add(time_created_column);
+            }
+         }
+
+         public Func<OrderRecordTuple, bool> get_filter() {
+            var active_filters = this.OfType<ICVOrderBookColumn>().Where(c => c.filter.active.GetValueOrDefault()).Select(c => c.filter).ToArray();
+            return active_filters.Length == 0 ? null : new Func<OrderRecordTuple, bool>(r => active_filters.All(f => f.filter(r)));
+         }
+
+         public OrderBookSortingData get_sorting_data() {
+            var desc_parts = new List<string>();
+            var comp_builder = new ComparerBuilder<OrderBookRowVM>();
+            // this should be unneccesary, safe_active_comparers is just an extra guard against unexpected results from future code changes
+            // (get_comparer_data() should NEVER return a null/non-deterministic IComparer, fallback to sorting by Time Created in descending order if necessary)
+            var safe_active_comparers = _active_comparers.Where(c => c.SortDirection.HasValue).ToList();
+            if (safe_active_comparers.Count == 0) {
+               time_created_column.SortDirection = ListSortDirection.Descending;
+               _active_comparers.Clear();
+               _active_comparers.Add(time_created_column);
+               safe_active_comparers = _active_comparers;
+            }
+            return new OrderBookSortingData(safe_active_comparers);
+         }
+
+         public void on_sorting(ICVOrderBookColumn col, bool clear_current_sort) {
+            col.SortDirection = col.SortDirection.HasValue && col.SortDirection.Value == ListSortDirection.Ascending ? ListSortDirection.Descending : ListSortDirection.Ascending;
+            if (_active_comparers.Contains(col, EqualityComparer.Create<ICVOrderBookColumn, Columns>(r => r.key))) {
+               if (clear_current_sort) _reset_active_comparer(col);
+            } else {
+               if (clear_current_sort) _reset_active_comparer(col);
+               else _active_comparers.Add(col);
            }
         }

         public void Dispose() {
-            foreach (var c in this.Cast<ICVOrderBookColumn>()) {
-               c.filter.filter_changed -= _set_active_filters;
-               (c.filter as IDisposable)?.Dispose();
+            foreach (var col in this.OfType<ICVOrderBookColumn>())
+               (col.filter as IDisposable)?.Dispose();
+            Clear();
+         }
+
+         /// <see cref="OrderBookColumnCollection"/> ONLY supports sorting/filtering behavior for columns that implement <see cref="ICVOrderBookColumn"/>.
+         /// This is because OrderBook, unlike the other windows (as of 10/30/2018), does not use <see cref="ICollectionView"/> as the sorting/filtering model.
+         protected override void InsertItem(int index, ColumnBase item) {
+            if (item is ICVOrderBookColumn col) {
+               try {
+                  _hook(col);
+                  base.InsertItem(index, item);
+               } catch {
+                  _unhook(col);
+                  throw;
+               }
+            } else {
+               Log.Ui.warn($"{nameof(OrderBookColumnCollection)} added a column that is not of type {nameof(ICVOrderBookColumn)}");
+               base.InsertItem(index, item);
            }
         }

-         void _set_active_filters() {
-            _active_filters = this
-               .Cast<ICVOrderBookColumn>()
-               .Select(c => c.filter)
-               .Where(f => f.active.GetValueOrDefault())
-               .ToList();
-            filter_changed?.Invoke();
+         protected override void RemoveItem(int index) {
+            if (Count > index && this[index] is ICVOrderBookColumn col)
+               _unhook(col);
+            base.RemoveItem(index);
+         }
+         protected override void ClearItems() {
+            var ob_columns = this.OfType<ICVOrderBookColumn>().ToList();
+            Log.Ui.info($"{nameof(OrderBookColumnCollection)} is unhooking all columns of type {nameof(ICVOrderBookColumn)} ({ob_columns.Count}/{Count}).");
+            foreach (var col in ob_columns)
+               _unhook(col);
+            base.ClearItems();
+         }
+
+         void _hook(ICVOrderBookColumn new_item) => new_item.filter.filter_changed += _on_column_filter_changed;
+         void _unhook(ICVOrderBookColumn old_item) => old_item.filter.filter_changed -= _on_column_filter_changed;
+         void _on_column_filter_changed() => filter_changed?.Invoke();
+
+         void _reset_active_comparer(ICVOrderBookColumn column) {
+            foreach (var col in _active_comparers) {
+               if (!col.Equals(column)) col.SortDirection = null;
+            }
+            _active_comparers.Clear();
+            _active_comparers.Add(column);
         }
      }

+      static IComparer<OrderBookRowVM> _wrap_comparer<T>(Func<OrderBookRowVM, T> get) =>
+         Comparer<T>.Default.wrap(get);
+
+      static IComparer<OrderBookRowVM> _wrap_comparer<T>(Func<OrderBookRowVM, T> get, IComparer<T> comparer) =>
+         comparer.wrap(get);
+
      public abstract class OrderbookColumnBase<T> : ColumnBase<Columns>, IKeyedColumn<Columns>, IFilterableColumn, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;
         readonly string _filter_template;
-         protected readonly Func<OrderBookRowVM, IOrderBookCellStore> _get_cell_store;
+         protected readonly Func<OrderBookRowVM, string> _get_text;
+         GlyphContext _root_glyph_context, _child_glyph_context;

-         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, IOrderBookCellStore> get_cell_store, string sort_prop, double width, IDataGridColumnPersistentFilter<OrderBookRowVM, T> filter, string filter_template) : base(col_key) {
+         protected OrderbookColumnBase(Columns col_key, string header, Func<OrderBookRowVM, string> get_text, string sort_prop, double width,
+            IDataGridColumnPersistentFilter<OrderRecordTuple, T> filter, string filter_template, IComparer<OrderBookRowVM> comparer) : base(col_key) {
            id = key.ToString();
            Width = width;
            Header = header;
-            _get_cell_store = get_cell_store;
+            _get_text = get_text;
            sort_member_path = sort_prop;
            this.filter = filter;
            _filter_template = filter_template;
            _cached_sort_direction = SortDirection;
+            this.comparer = comparer;
+            font_params_changed += refresh_glyph_contexts;
+            refresh_glyph_contexts();
+            void refresh_glyph_contexts() {
+               _root_glyph_context = GlyphContext.create(font_family, RenderUtils.root_font_weight);
+               _child_glyph_context = GlyphContext.create(font_family, RenderUtils.child_font_weight);
+            }
         }

-         public IDataGridColumnPersistentFilter<OrderBookRowVM, T> filter { get; }
+         public IDataGridColumnPersistentFilter<OrderRecordTuple, T> filter { get; }
+         public IComparer<OrderBookRowVM> comparer { get; }

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
         IDataGridColumnFilter IFilterableColumn.filter => filter;
         string IFilterableColumn.filter_template => _filter_template;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => _get_cell_store(row);
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
            base.OnSortDirectionChanged(new_value);
         }
+         protected GlyphContext _get_glyph_context(OrderBookRowVM row) => row.is_child ? _child_glyph_context : _root_glyph_context;
      }

      public class SimpleTextColumn<TFilterState> : OrderbookColumnBase<TFilterState>, IRenderColumn<OrderBookRowVM> {
-         public SimpleTextColumn(Columns key, string header, string sort_prop, Func<OrderBookRowVM, IOrderBookCellStore> get_cell_store, double width, IDataGridColumnPersistentFilter<OrderBookRowVM, TFilterState> filter, string filter_template)
-            : base(key, header, get_cell_store, sort_prop, width, filter, filter_template) { }
+         public SimpleTextColumn(Columns key, string header, string sort_prop, Func<OrderBookRowVM, string> get_text, double width,
+            IDataGridColumnPersistentFilter<OrderRecordTuple, TFilterState> filter, string filter_template, IComparer<OrderBookRowVM> comparer)
+            : base(key, header, get_text, sort_prop, width, filter, filter_template, comparer) { }

-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) {
-            var cell = _get_cell_store(row);
-            if (!string.IsNullOrEmpty(cell.current.text))
-               CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, cell.current.text, position, RowHeight,
-                  font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, cell.animations);
-         }
+         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, _get_text(row), position, RowHeight,
+               font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      #region Explicit Column Defs
      public class SideColumn : OrderbookColumnBase<Side[]>, IRenderColumn<OrderBookRowVM> {
-         public SideColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, Side[]> filter)
-            : base(Columns.Side, "B/S", r => r.side.store, nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues) { }
+         public SideColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, Side[]> filter)
+            : base(Columns.Side, "B/S", r => r.side.ToString(), nameof(OrderBookRowVM.side), DefaultColumnWidths.Side, filter, DataGridFilterKnownTemplates.EnumValues, _wrap_comparer(r => r.side)) { }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.side.text, position, RowHeight,
-               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.side.store.animations);
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.side.ToString(), position, RowHeight,
+               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class SizeColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public SizeColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, UIntMinMaxState> filter)
-            : base(Columns.Size, "Qty", r => r.quantity.store, nameof(OrderBookRowVM.quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax) {
+         public SizeColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, UIntMinMaxState> filter)
+            : base(Columns.Size, "Qty", r => r.quantity.ToString(), nameof(OrderBookRowVM.quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.quantity)) {
            sort_member_path = nameof(OrderBookRowVM.quantity);
         }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.quantity.text, position, RowHeight,
-               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.quantity.store.animations);
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.quantity.ToString(), position, RowHeight,
+               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class FilledColumn : OrderbookColumnBase<UIntMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public FilledColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, UIntMinMaxState> filter)
-            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.store, nameof(OrderBookRowVM.filled_quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax) {
+         public FilledColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, UIntMinMaxState> filter)
+            : base(Columns.Filled, "Filled Qty", r => r.filled_quantity.ToString(), nameof(OrderBookRowVM.filled_quantity), DefaultColumnWidths.Size, filter, DataGridFilterKnownTemplates.UIntMinMax, _wrap_comparer(r => r.filled_quantity)) {
            sort_member_path = nameof(OrderBookRowVM.filled_quantity);
         }

         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.filled_quantity.text, position, RowHeight,
-               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.filled_quantity.store.animations);
-      }
-
-      public class PriceColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public PriceColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, DoubleMinMaxState> filter)
-            : base(Columns.Price, "Price", r => r.price.store, nameof(OrderBookRowVM.price), DefaultColumnWidths.Price, filter, DataGridFilterKnownTemplates.DoubleMinMax) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.price.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.price.store.animations);
-      }
-
-      public class AvgFilledColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public AvgFilledColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, DoubleMinMaxState> filter)
-            : base(Columns.AvgFilled, "Avg Filled", r => r.avg_price.store, nameof(OrderBookRowVM.avg_price), DefaultColumnWidths.Price, filter, DataGridFilterKnownTemplates.DoubleMinMax) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) {
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.avg_price.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.avg_price.store.animations);
-         }
-      }
-
-      public class LastFilledColumn : OrderbookColumnBase<DoubleMinMaxState>, IRenderColumn<OrderBookRowVM> {
-         public LastFilledColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, DoubleMinMaxState> filter)
-            : base(Columns.LastPrice, "Last Filled", r => r.last_price.store, nameof(OrderBookRowVM.last_price), DefaultColumnWidths.Price, filter, DataGridFilterKnownTemplates.DoubleMinMax) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.last_price.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.last_price.store.animations);
-      }
-
-      public class TimeCreatedColumn : OrderbookColumnBase<TimeFilterTuple>, IRenderColumn<OrderBookRowVM> {
-         public TimeCreatedColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, TimeFilterTuple> filter)
-            : base(Columns.Time, "Time", r => r.time_created.store, nameof(OrderBookRowVM.time_created), DefaultColumnWidths.Time, filter, DataGridFilterKnownTemplates.TimeFilter) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.time_created.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.time_created.store.animations);
-      }
-
-      public class LastChangeTimeColumn : OrderbookColumnBase<TimeFilterTuple>, IRenderColumn<OrderBookRowVM> {
-         public LastChangeTimeColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, TimeFilterTuple> filter)
-            : base(Columns.LastChange, "Last Change", r => r.last_change.store, nameof(OrderBookRowVM.last_change), DefaultColumnWidths.Time, filter, DataGridFilterKnownTemplates.TimeFilter) { }
-
-         public void draw(OrderBookRowVM row, DrawingContext dc, ColumnGeometry position, double row_height) =>
-            CellRender.draw_text(dc, RenderUtils.get_glyph_context(row), font_size, row.last_change.text,
-               position, RowHeight, font_brush, null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding, row.last_change.store.animations);
+            CellRender.draw_text(dc, _get_glyph_context(row), font_size, row.filled_quantity.ToString(), position, RowHeight,
+               RenderUtils.get_side_brush(row), null, horizontal_alignment, VerticalAlignment.Center, DefaultCellPadding);
      }

      public class OrderBookOrderTypeColumn : OrderTypeColumn<Columns>, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;
-         public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, OrderType[]> filter)
-            : base(Columns.OrderType, new Binding($"{nameof(OrderBookRowVM.order_type)}.{nameof(IOrderBookCell<OrderType>.value)}"), new Binding(nameof(OrderBookRowVM.order_metadata)), filter) {
+         public OrderBookOrderTypeColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, OrderType[]> filter)
+            : base(Columns.OrderType, new Binding(nameof(OrderBookRowVM.order_type)), new Binding(nameof(OrderBookRowVM.order_metadata)), filter) {
            id = key.ToString();
            this.filter = filter;
            sort_member_path = nameof(OrderBookRowVM.order_type);
@@ -449,12 +556,11 @@ namespace mbts.spark {
            _cached_sort_direction = SortDirection;
         }

-         public new IDataGridColumnPersistentFilter<OrderBookRowVM, OrderType[]> filter { get; }
+         public new IDataGridColumnPersistentFilter<OrderRecordTuple, OrderType[]> filter { get; }
+         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.order_type);

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => row.order_type.store;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
@@ -465,22 +571,21 @@ namespace mbts.spark {
      public class OrderBookLastMessageColumn : TextColumn<Columns>, ICVOrderBookColumn {
         ListSortDirection? _cached_sort_direction;

-         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, string> filter)
-            : base(Columns.LastMessage, new Binding($"{nameof(OrderBookRowVM.last_msg)}.{nameof(OrderBookRowVM.IOrderBookCell<string>.value)}"), filter, DataGridFilterKnownTemplates.Regex) {
+         public OrderBookLastMessageColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, string> filter)
+            : base(Columns.LastMessage, new Binding(nameof(OrderBookRowVM.last_msg)), filter, DataGridFilterKnownTemplates.Regex) {
            id = key.ToString();
            this.filter = filter;
            Header = "Last Message";
-            Width = 80;
+            Width = DIYGrid.DefaultColumnWidths.LastMessage;
            sort_member_path = nameof(OrderBookRowVM.last_msg);
            tooltip_binding = new Binding(nameof(OrderBookRowVM.last_msg));
         }

-         public new IDataGridColumnPersistentFilter<OrderBookRowVM, string> filter { get; }
+         public new IDataGridColumnPersistentFilter<OrderRecordTuple, string> filter { get; }
+         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.last_msg);

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => row.last_msg.store;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         protected override void OnSortDirectionChanged(ListSortDirection? new_value) {
            _cached_sort_direction = new_value;
@@ -495,7 +600,7 @@ namespace mbts.spark {

         ListSortDirection? _cached_sort_direction;

-         public SecurityColumn(IDataGridColumnPersistentFilter<OrderBookRowVM, SecurityCriteria> filter) : base(Columns.Security) {
+         public SecurityColumn(IDataGridColumnPersistentFilter<OrderRecordTuple, SecurityCriteria> filter) : base(Columns.Security) {
            id = key.ToString();
            this.filter = filter;
            Header = DefaultColumnHeaders.Security;
@@ -504,14 +609,13 @@ namespace mbts.spark {
            _cached_sort_direction = SortDirection;
         }

-         public IDataGridColumnPersistentFilter<OrderBookRowVM, SecurityCriteria> filter { get; }
+         public IDataGridColumnPersistentFilter<OrderRecordTuple, SecurityCriteria> filter { get; }
+         public IComparer<OrderBookRowVM> comparer => _wrap_comparer(r => r.security, SecurityHelper.Comparer.InstanceImmutable.to_nullable());

-         IDataGridColumnFilter<OrderBookRowVM> ICVOrderBookColumn.filter => filter;
+         IDataGridColumnFilter<OrderRecordTuple> ICVOrderBookColumn.filter => filter;
         IDataGridColumnFilter IFilterableColumn.filter => filter;
         string IFilterableColumn.filter_template => DataGridFilterKnownTemplates.DiscreteValues;
-         ListSortDirection? ICVOrderBookColumn.SortDirection => _cached_sort_direction;
-
-         public IGridCellStore get_cell_store(OrderBookRowVM row) => row.security.store;
+         ListSortDirection? ICVOrderBookColumn.SortDirection { get => _cached_sort_direction; set => SortDirection = value; }

         public override FrameworkElement view_factory() {
            // expander
@@ -521,8 +625,10 @@ namespace mbts.spark {
            toggle_button.SetBinding(ToggleButton.VisibilityProperty, new Binding(nameof(OrderBookRowVM.is_parent)) { Converter = _expander_visiblilty_converter });
            toggle_button.SetResourceReference(ToggleButton.StyleProperty, ExpandCollapseToggleStyleKey);
            //
-            var security_view = new TextBlock { FontFamily = font_family, FontSize = font_size, Foreground = font_brush };
-            security_view.SetBinding(TextBlock.TextProperty, $"{nameof(OrderBookRowVM.security)}.{nameof(IGridCell.text)}");
+            var security_view = new TextBlock { Foreground = font_brush };
+            security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
+            security_view.SetBinding(TextBlock.FontSizeProperty, new Binding(nameof(font_size)) { Source = this });
+            security_view.SetBinding(TextBlock.TextProperty, nameof(OrderBookRowVM.security_text));
            security_view.SetBinding(TextBlock.HorizontalAlignmentProperty, new Binding(nameof(horizontal_alignment)) { Source = this });
            security_view.SetBinding(TextBlock.ForegroundProperty, new Binding(nameof(font_brush)) { Source = this });
            security_view.SetBinding(TextBlock.FontFamilyProperty, new Binding(nameof(font_family)) { Source = this });
@@ -536,7 +642,7 @@ namespace mbts.spark {
            grid.Children.Add(security_view);
            //
            var border = new Border { Child = grid };
-            CellRender.set_background_animation_bindings(border, $"{nameof(OrderBookRowVM.security)}.{nameof(OrderBookRowVM.security.store)}");
+            CellRender.set_background_animation_bindings(border, nameof(OrderBookRowVM.security));
            return border;
         }

@@ -548,7 +654,10 @@ namespace mbts.spark {
      #endregion

      static class RenderUtils {
-         public static readonly GlyphContext _child_glyph_context = TextUtils.StandardGlyphContext.with(FontWeights.Light);
+         public static FontWeight
+            root_font_weight = FontWeights.Normal,
+            child_font_weight = FontWeights.Light;
+
         public static double font_size = FontSizes.Small;

         public static readonly IValueConverter
@@ -567,8 +676,7 @@ namespace mbts.spark {
            return mb;
         }

-         public static GlyphContext get_glyph_context(OrderBookRowVM r) => r.is_child ? _child_glyph_context : TextUtils.StandardGlyphContext;
-         public static Brush get_side_brush(OrderBookRowVM r) => r.side.value == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
+         public static Brush get_side_brush(OrderBookRowVM r) => r.side == Side.Buy ? BTSColors.MarketData.bid : BTSColors.MarketData.ask;
         public static BindingBase get_font_weight_binding() => new Binding(nameof(OrderBookRowVM.is_child)) { Converter = _font_weight_converter };
      }
   }
@@ -0,0 +1,211 @@
+using bts;
+using bts.api.core;
+using bts.collections;
+using bts.utils;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace mbts.spark {
+   class OrderBookRowCollection : ObservableCollection<OrderBookRowVM> {
+      static readonly IEqualityComparer<INode<OrderBookRowVM>> _node_equality_comparer = EqualityComparer.Create<INode<OrderBookRowVM>, uint>(n => n.value.order_key);
+      readonly Func<OrderRecordTuple, OrderBookRowVM> _row_factory;
+      SortedTree<OrderBookRowVM, uint> _tree;
+      IComparer<OrderBookRowVM> _comparer;
+      Func<OrderRecordTuple, bool> _filter;
+      bool _is_refresh_pending;
+      int _deferment_count = 0;
+      /// When processing changed-items, the <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/> method is used to update the changed row.  It is not expected to fail (return false),
+      /// but if it does, we don't want to overwhelm the logs with a bunch of useless noise in case it starts happening repeatedly, hence the int fields below.
+      /// <see cref="_max_replace_misses_logged"/>, <see cref="_n_replace_misses_logged"/>, <see cref="update(IIncrementalTableUpdateTransform{OrderRecordTuple, uint})"/>.
+      const int _max_replace_misses_logged = 10;
+      int _n_replace_misses_logged;
+
+      public OrderBookRowCollection(Func<OrderRecordTuple, OrderBookRowVM> row_factory, IComparer<OrderBookRowVM> comparer) {
+         _row_factory = row_factory;
+         _tree = _mk_tree(_comparer = comparer);
+      }
+
+      public Func<OrderRecordTuple, bool> filter {
+         get => _filter;
+         set {
+            _filter = value;
+            _refresh_branches(_tree.RootNodes);
+            reset();
+         }
+      }
+      public IComparer<OrderBookRowVM> comparer {
+         get => _comparer;
+         set {
+            _tree = _tree.Resort(_comparer = value);
+            reset(); 
+         }
+      }
+      public int total_row_count { get; private set; }
+      IEnumerable<OrderBookRowVM> _visible_rows => _tree.Where(r => r.is_visible);
+
+      bool _is_refresh_deferred => _deferment_count > 0;
+
+      public IEnumerable<INode<OrderBookRowVM>> get_inner_nodes(OrderBookRowVM row) =>
+         _tree.EnumerateInnerNodes(row);
+
+      public IEnumerable<OrderBookRowVM> get_descendent_rows(OrderBookRowVM row) =>
+         _tree.EnumerateInnerValues(row);
+
+      public void collapse_all() {
+         foreach (var n in _tree.RootNodes) {
+            collapse_node(n);
+         }
+         if (_is_refresh_deferred) {
+            _is_refresh_pending = true;
+         } else {
+            Clear();
+            foreach (var n in _tree.RootNodes) {
+               if (n.value.is_visible)
+                  Add(n.value);
+            }
+         }
+         // local methods
+         void collapse_node(INode<OrderBookRowVM> node) {
+            node.value.collapse_internal();
+            foreach (var cn in node.inner) {
+               cn.value.is_visible = false;
+               collapse_node(cn);
+            }
+         }
+      }
+
+      public void expand_all() {
+         foreach (var n in _tree.RootNodes) {
+            expand_node(n);
+         }
+         if (_is_refresh_deferred) {
+            _is_refresh_pending = true;
+         } else {
+            Clear();
+            foreach (var n in _tree.RootNodes) {
+               if (n.value.is_visible) {
+                  Add(n.value);
+                  foreach (var r in n.inner_values())
+                     Add(r);
+               }
+            }
+         }
+         // local methods
+         void expand_node(INode<OrderBookRowVM> node) {
+            node.value.expand_internal();
+            foreach (var cn in node.inner) {
+               cn.value.is_visible = node.value.is_visible;
+               expand_node(cn);
+            }
+         }
+      }
+
+      /// <summary>
+      /// Refreshes the collection by calling <see cref="GlobalExtensions.sync_with{T}(IList{T}, IEnumerable{T})"/> with all visible rows.
+      /// </summary>
+      public void refresh() {
+         if (_is_refresh_deferred) {
+            _is_refresh_pending = true;
+         } else {
+            _is_refresh_pending = false;
+            this.sync_with(_visible_rows);
+         }
+      }
+
+      /// <summary>
+      /// Resets the collection by calling <see cref="Collection{T}.Clear"/>, then adding all visible rows.
+      /// </summary>
+      public void reset(bool force = false) {
+         if (_is_refresh_deferred && !force) {
+            _is_refresh_pending = true;
+         } else {
+            Clear();
+            this.AddRange(_visible_rows);
+            _is_refresh_pending = false;
+         }
+      }
+
+      public IDisposable defer_refresh(bool force_refresh_after = false) {
+         // use a counter instead of a simple bool flag to gracefully handle recursive calls to defer_refresh(),
+         // by only calling refresh() after all IDisposables returned by defer_refresh() have been disposed.
+         _deferment_count++;
+         _is_refresh_pending |= force_refresh_after;
+         return Disposable.Create(() => {
+            _deferment_count--;
+            if (_is_refresh_pending)
+               refresh();
+         });
+      }
+
+      public void update(IIncrementalTableUpdateTransform<OrderRecordTuple, uint> table) {
+         IEnumerable<INode<OrderBookRowVM>> impacted_branch_roots;
+         int n_removed = table.removed.Count();
+         if (n_removed == total_row_count) {
+            // full refresh (most likely this is the first update or a server restart)
+            _tree = _mk_tree(_comparer, table.added.Select(_row_factory));
+            impacted_branch_roots = _tree.RootNodes;
+         } else {
+            foreach (OrderRecordTuple ort in table.removed)
+               _tree.Remove(ort.order.Key);
+            foreach (Change<OrderRecordTuple> change in table.changes) {
+               if (!_tree.TryReplace(change.New.order.Key, r => { r.update(change.New); return r; })) {
+                  // uh oh, replace failed!  Let's log this, but not a million times (this seems like the kind of error that, if it happens once, could happen a lot).
+                  if (_n_replace_misses_logged++ < _max_replace_misses_logged)
+                     Log.Ui.error($"{nameof(OrderBookRowCollection)} failed to process Changed {nameof(OrderRecordTuple)} in update (old:{change.Old.key}, new:{change.New.key}).  This is the '{_n_replace_misses_logged}' time this has happened in this OrderBook.");
+               }
+            }
+            foreach (OrderRecordTuple ort in table.added)
+               _tree.Insert(_row_factory(ort));
+            impacted_branch_roots =
+              table.added.Concat(table.changed).Select(ort => ort.order.Key).Select(_tree.GetRootNode)
+              .Concat(
+                 table.removed
+                 .Where(ort => ort.order.has_parent())
+                 .Select(ort => ort.order.ParentKey)
+                 .Distinct() // since these are ParentKeys, there could be duplicates.
+                 .Select(_tree.GetRootNode)
+                 .Where(n => n != null)
+              ).Distinct(_node_equality_comparer);
+         }
+         _refresh_branches(impacted_branch_roots);
+         refresh();
+         int old_row_count = total_row_count;
+         total_row_count += table.added.Count() - n_removed;
+         if (old_row_count != total_row_count)
+            OnPropertyChanged(new PropertyChangedEventArgs(nameof(total_row_count)));
+      }
+
+      static SortedTree<OrderBookRowVM, uint> _mk_tree(IComparer<OrderBookRowVM> comp, IEnumerable<OrderBookRowVM> init = null) =>
+         new SortedTree<OrderBookRowVM, uint>(comp, r => r.order_key, r => r.parent_order_key, init);
+
+      void _refresh_branches(IEnumerable<INode<OrderBookRowVM>> roots) {
+         if (filter == null) {
+            foreach (var n in roots)
+               refresh_tree_properties(0, true, n);
+         } else {
+            foreach (var n in roots)
+               refresh_tree_properties(0, get_branch_passes_filter(n), n);
+         }
+         // local methods
+         void refresh_tree_properties(int depth_level, bool is_visible, INode<OrderBookRowVM> node) {
+            node.value.depth_level = depth_level;
+            node.value.is_visible = is_visible;
+            using (var en = node.inner.GetEnumerator()) {
+               if (en.MoveNext()) {
+                  node.value.is_parent = true;
+                  depth_level++;
+                  do refresh_tree_properties(depth_level, node.value.is_visible && node.value.is_expanded, en.Current);
+                  while (en.MoveNext());
+               }
+            }
+         }
+         bool get_branch_passes_filter(INode<OrderBookRowVM> n) =>
+            filter(n.value.order_tuple) || n.inner.Any(get_branch_passes_filter);
+      }
+   }
+}
@@ -6,407 +6,135 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.shell;
 using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Reactive.Linq;
 using System.Windows.Input;
-using static mbts.spark.OrderBookView;
-using OrderStatus = bts.api.orderman.OrderStatus;

 namespace mbts.spark {
-   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM<OrderRecordTuple>, DIYGrid.IActionableRowVM {
-      //public readonly PredicateAnimator<OrderBookRowVM, OrderRecordTuple> animator;
-
+   partial class OrderBookRowVM : DisposableViewModelBase, IEquatable<OrderBookRowVM>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
      const string _unknown_security_price_format_string = "0.#########";
      const int _unknown_security_price_num_fractional_digits = 9;
-      readonly OrderBookVM _book_vm;
-      readonly OrdersModel _model;
-      readonly Property<bool> _visible, _expanded, _passes_filter;
-      readonly DelegateProperty<int> _depth_level;
-      readonly HashSet<OrderBookRowVM> _child_rows = new HashSet<OrderBookRowVM>();
-      readonly ObservantCommand _show_order_modify_cmd;
-      OrderRecordImmutable _order;
-      SecurityMD? _security_md;
-      string _symbol;
-      OrderBookRowVM _parent;
-      OrderBookVM.BranchFilterSource _branch_filter_source;
-      // Core
-      IOrderBookCellStore<uint> _order_key_store_backing;
-      IOrderBookCellStore<uint> _parent_order_key_store_backing;
-      IOrderBookCellStore<uint> _security_key_store_backing;
-      IOrderBookCellStore<SecurityImmutable?> _security_store_backing;
-      IOrderBookCellStore<Venue> _exchange_store_backing;
-      IOrderBookCellStore<string> _symbol_store_backing;
-      // Def
-      IOrderBookCellStore<CustomOrderDefinition.CustomOneofCase> _order_type_store_backing;
-      IOrderBookCellStore<Side> _side_store_backing;
-      IOrderBookCellStore<string> _user_store_backing;
-      IOrderBookCellStore<string> _account_store_backing;
-      IOrderBookCellStore<TimeInForce> _time_in_force_store_backing;
-      IOrderBookCellStore<DateTime> _time_created_store_backing;
-      // State
-      IOrderBookCellStore<DateTime> _last_change_store_backing;
-      IOrderBookCellStore<OrderStatus> _status_store_backing;
-      IOrderBookCellStore<double> _price_store_backing;
-      IOrderBookCellStore<uint> _quantity_store_backing;
-      IOrderBookCellStore<uint> _filled_quantity_store_backing;
-      IOrderBookCellStore<double> _last_price_store_backing;
-      IOrderBookCellStore<double> _avg_price_store_backing;
-      IOrderBookCellStore<string> _last_msg_store_backing;
-      IOrderBookCellStore<OrderSubType> _order_sub_type_store_backing;
-      // Core
-      IOrderBookCellStore<uint> _order_key_store => _order_key_store_backing ?? (_order_key_store_backing = CellFactory.create(this, _book_vm.columns.order_key_column, nameof(order_key), r => r._order.Key, r => r._order_key_store));
-      IOrderBookCellStore<uint> _parent_order_key_store => _parent_order_key_store_backing ?? (_parent_order_key_store_backing = CellFactory.create(this, _book_vm.columns.parent_key_column, nameof(parent_order_key), r => r._order.ParentKey, r => r._parent_order_key_store));
-      IOrderBookCellStore<uint> _security_key_store => _security_key_store_backing ?? (_security_key_store_backing = CellFactory.create(this, _book_vm.columns.security_key_column, nameof(security_key), r => r._order.security_key(), r => r._security_key_store));
-      IOrderBookCellStore<SecurityImmutable?> _security_store => _security_store_backing ?? (_security_store_backing = CellFactory.create_nullable(this, _book_vm.columns.security_column, nameof(security), r => r._security, r => r._security_store, v => v.display_name()));
-      IOrderBookCellStore<Venue> _exchange_store => _exchange_store_backing ?? (_exchange_store_backing = CellFactory.create(this, _book_vm.columns.exchange_column, nameof(exchange), r => r._security.HasValue ? _security.Value.Exchange : Venue.Unset, r => r._exchange_store));
-      IOrderBookCellStore<string> _symbol_store => _symbol_store_backing ?? (_symbol_store_backing = CellFactory.create(this, _book_vm.columns.symbol_column, nameof(symbol), r => r._symbol, r => r._symbol_store, v => !String.IsNullOrEmpty(v) ? v : "unknown symbol"));
-      // Def
-      IOrderBookCellStore<CustomOrderDefinition.CustomOneofCase> _order_type_store => _order_type_store_backing ?? (_order_type_store_backing = CellFactory.create(this, _book_vm.columns.order_type_column, nameof(order_type), r => r._order.order_type(), r => r._order_type_store));
-      IOrderBookCellStore<Side> _side_store => _side_store_backing ?? (_side_store_backing = CellFactory.create(this, _book_vm.columns.side_column, nameof(side), r => r._order.side(), r => r._side_store));
-      IOrderBookCellStore<string> _user_store => _user_store_backing ?? (_user_store_backing = CellFactory.create(this, _book_vm.columns.user_column, nameof(user), r => _order.user(), r => r._user_store));
-      IOrderBookCellStore<string> _account_store => _account_store_backing ?? (_account_store_backing = CellFactory.create(this, _book_vm.columns.account_column, nameof(account), r => r._order.account(), r => r._account_store));
-      IOrderBookCellStore<TimeInForce> _time_in_force_store => _time_in_force_store_backing ?? (_time_in_force_store_backing = CellFactory.create(this, _book_vm.columns.time_in_force_column, nameof(time_in_force), r => r._order.time_in_force(), r => r._time_in_force_store));
-      IOrderBookCellStore<DateTime> _time_created_store => _time_created_store_backing ?? (_time_created_store_backing = CellFactory.create(this, _book_vm.columns.time_created_column, nameof(time_created), r => r._order.created(), r => r._time_created_store, format_date));
-      // State
-      IOrderBookCellStore<DateTime> _last_change_store => _last_change_store_backing ?? (_last_change_store_backing = CellFactory.create(this, _book_vm.columns.last_change_column, nameof(last_change), r => _order.last_change(), r => r._last_change_store, format_date));
-      IOrderBookCellStore<OrderStatus> _status_store => _status_store_backing ?? (_status_store_backing = CellFactory.create(this, _book_vm.columns.status_column, nameof(status), r => _order.status(), r => r._status_store));
-      IOrderBookCellStore<double> _price_store => _price_store_backing ?? (_price_store_backing = CellFactory.create(this, _book_vm.columns.price_column, nameof(price), r => _order.price(), r => r._price_store, format_price));
-      IOrderBookCellStore<uint> _quantity_store => _quantity_store_backing ?? (_quantity_store_backing = CellFactory.create(this, _book_vm.columns.qty_column, nameof(quantity), r => _order.quantity(), r => r._quantity_store));
-      IOrderBookCellStore<uint> _filled_quantity_store => _filled_quantity_store_backing ?? (_filled_quantity_store_backing = CellFactory.create(this, _book_vm.columns.filled_qty_column, nameof(filled_quantity), r => _order.filled(), r => r._filled_quantity_store));
-      IOrderBookCellStore<double> _last_price_store => _last_price_store_backing ?? (_last_price_store_backing = CellFactory.create(this, _book_vm.columns.last_price_column, nameof(last_price), r => _order.last_price(), r => r._last_price_store, format_price));
-      IOrderBookCellStore<double> _avg_price_store => _avg_price_store_backing ?? (_avg_price_store_backing = CellFactory.create(this, _book_vm.columns.avg_price_column, nameof(avg_price), r => _order.avg_price(), r => r._avg_price_store, format_price));
-      IOrderBookCellStore<string> _last_msg_store => _last_msg_store_backing ?? (_last_msg_store_backing = CellFactory.create(this, _book_vm.columns.last_message_column, nameof(last_msg), r => _order.last_msg(), r => r._last_msg_store));
-      IOrderBookCellStore<OrderSubType> _order_sub_type_store => _order_sub_type_store_backing ?? (_order_sub_type_store_backing = CellFactory.create(this, _book_vm.columns.sub_type_column, nameof(order_sub_type), r => r._order.sub_type(), r => r._order_sub_type_store, format_sub_type));
+      readonly OrderBookVM _owner;
+      IRaiseCanExecuteChangedCommand _show_order_modify_cmd, _toggle_expanded_cmd;
+      bool _is_parent, _is_expanded;
+      int _depth_level;
+      SecurityMD? _security_md => order_tuple.security_md;
+     
+      public OrderBookRowVM(OrderBookVM owner, OrderRecordTuple order_tuple) {
+         _owner = owner;
+         this.order_tuple = order_tuple;
+         is_visible = !is_child;
+      }

-      static string format_date(DateTime v) => $"{v:M/d} {v:h:mm:ss.fff tt}";
-      string format_price(double v) => _security.HasValue ?
-         _security.Value.ContractSpec.format(v) :
-         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
-      static string format_sub_type(OrderSubType v) {
+      public event Action invalidated;
+
+      // Core
+      public OrderRecordTuple order_tuple { get; private set; }
+      public OrderRecordImmutable order => order_tuple.order;
+      public OrderMetadata order_metadata => _owner.get_metadata(this);
+      public uint order_key => order.Key;
+      public uint parent_order_key => order.ParentKey;
+      public uint security_key => order.security_key();
+      public SecurityImmutable? security => _security_md.security();
+      public string security_text => security.display_name();
+      public Venue exchange => _security_md.exchange();
+      public string symbol => _security_md.symbol();
+      // Def
+      public CustomOrderDefinition.CustomOneofCase order_type => order.order_type();
+      public OrderSubType order_sub_type => order.sub_type();
+      public string order_sub_type_text => _fmt_order_sub_type(order_sub_type);
+      public Side side => order.side();
+      public string user => order.user();
+      public string account => order.account();
+      public TimeInForce time_in_force => order.time_in_force();
+      public DateTime time_created => order.created();
+      public string time_created_text => _fmt_date(time_created);
+      // State
+      public DateTime last_change => order.last_change();
+      public string last_change_text => _fmt_date(last_change);
+      public OrderStatus status => order.status();
+      public double price => order.price();
+      public double last_price => order.last_price();
+      public double avg_price => order.avg_price();
+      public string price_text => _fmt_price(price);
+      public string last_price_text => _fmt_price(last_price);
+      public string avg_price_text => _fmt_price(avg_price);
+      public uint quantity => order.quantity();
+      public uint filled_quantity => order.filled();
+      public string last_msg => order.last_msg();
+      // Tree
+      public bool is_parent { get => _is_parent; set => Set(ref _is_parent, value); }
+      public bool is_child => order.has_parent();
+      public bool is_visible { get; set; }
+      public bool is_expanded {
+         get => _is_expanded;
+         set {
+            if (Set(ref _is_expanded, value))
+               _owner.on_expanded_changed(this);
+         }
+      }
+      public int depth_level { get => _depth_level; set => Set(ref _depth_level, value); }
+      // Commands
+      public ICommand toggle_command => _toggle_expanded_cmd ?? (
+         _toggle_expanded_cmd = new DelegateCommand(() => is_expanded = !is_expanded));
+
+      ICommand DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd ??
+         (_show_order_modify_cmd = new DelegateCommand(() => _owner.show_order_modify(this), () => status == OrderStatus.Working));
+
+      // These fns present a way for the orderbook to avoid noisy, intermittent collection changes during "Expand/Collapse All" ops,
+      // when incremental changes are ignored in favor of a full reset, after 'is_expanded' is updated for all rows.
+      internal void expand_internal() => Set(ref _is_expanded, true);
+      internal void collapse_internal() => Set(ref _is_expanded, false);
+
+      public void update(OrderRecordTuple order_tuple) {
+         Log.assert(order_tuple.order.Key == this.order.Key, "OrderBookRowVM: update_order was called with an order with the wrong key.");
+         bool had_security = _security_md.HasValue;
+         // _show_order_modify_cmd is lazy (instantiated in the default_command getter); it might be null, don't not force instantiation
+         bool? could_modify_execute = _show_order_modify_cmd?.CanExecute(null);
+         OrderRecordImmutable old_order = order;
+         this.order_tuple = order_tuple;
+         // most cells are "render-cells," which don't use databindings - the only way to update such cells is to raise the invalidated event
+         bool invalidate = !(
+            old_order.last_change() == order.last_change() &&
+            old_order.filled() == order.filled() &&
+            old_order.last_price() == order.last_price() &&
+            old_order.avg_price().Equals(order.avg_price()) &&
+            old_order.price().Equals(order.price()) &&
+            old_order.quantity() == order.quantity() &&
+            old_order.last_msg() == order.last_msg());
+         // however, the order-type and security cells DO use databindings - if these cells have changed, the PropertyChanged event must be raised regardless of whether or not invalidated is raised
+         if (old_order.order_type() != order.order_type())
+            RaisePropertyChanged(nameof(order_type), nameof(order_metadata));
+         if (!had_security && _security_md.HasValue) {
+            RaisePropertyChanged(nameof(security), nameof(security_text));
+            // need to raise invalidated to refresh the price cells (the security.ContractSpec determines how they are formatted - Ticks!)
+            invalidate = true;
+         }
+         if (old_order.status() != order.status()) {
+            invalidate = true;
+            RaisePropertyChanged(nameof(status));
+         }
+         if (could_modify_execute.HasValue && could_modify_execute.Value != _show_order_modify_cmd.CanExecute(null))
+            _show_order_modify_cmd.RaiseCanExecuteChanged();
+         if (invalidate)
+            raise_invalidated();
+      }
+
+      public void raise_invalidated() => invalidated?.Invoke();
+
+      public bool Equals(OrderBookRowVM other) => other != null && other.order.Key == order.Key;
+      public override bool Equals(object obj) => Equals(obj as OrderBookRowVM);
+      public override int GetHashCode() => (int)order.Key;
+      public override string ToString() => $"{order_key} {last_change} {parent_order_key}";
+
+      static string _fmt_date(DateTime v) => $"{v:M/d} {v:h:mm:ss.fff tt}";
+      static string _fmt_order_sub_type(OrderSubType v) {
         switch (v) {
            case OrderSubType.HedgingLeg: return "H";
            case OrderSubType.QuotingLeg: return "Q";
            default: return string.Empty;
         }
      }
-
-      public OrderBookRowVM(IBus bus, OrderBookVM source_vm, OrdersModel model, OrderRecordImmutable record, SecurityMD? s) {
-         _book_vm = source_vm;
-         _model = model;
-         _order = record;
-         _security_md = s;
-         _symbol = _security_md.HasValue ? _security_md.Value.security.Symbol : null;
-         //animator = new PredicateAnimator<OrderBookRowVM,OrderRecordTuple>(this);
-         _visible = backing(nameof(is_visible), true);
-         _expanded = backing(nameof(is_expanded), false);
-         _depth_level = backing(nameof(depth_level), () => {
-            int i = 0;
-            var curr = this;
-            while (curr._parent != null) {
-               i++;
-               curr = curr._parent;
-            }
-            return i;
-         });
-         toggle_command = new DelegateCommand(() => is_expanded = !is_expanded);
-         _show_order_modify_cmd = new ObservantCommand(() => bus.post(SparkTags.ShowModifyOrderTag, _order.Key));
-         _show_order_modify_cmd.OnNext(status.value == OrderStatus.Working);
-         row_passes_filter = _book_vm.columns.filter(this);
-         _passes_filter = backing(nameof(passes_filter), row_passes_filter);
-      }
-
-      public event Action invalidated;
-      public event Action<(OrderRecordTuple old_val, OrderRecordTuple new_val)> updated;
-
-      public OrderRecordImmutable order => _order;
-      public OrderMetadata order_metadata => _model.factory.get_metadata(order_type.value);
-      public OrderBookRowVM parent => _parent;
-      public OrderRecordTuple current_data => new OrderRecordTuple(_order, _security_md);
-      // Core
-      public IOrderBookCell<uint> order_key => _order_key_store.current;
-      public IOrderBookCell<uint> parent_order_key => _parent_order_key_store.current;
-      public IOrderBookCell<uint> security_key => _security_key_store.current;
-      public IOrderBookCell<SecurityImmutable?> security => _security_store.current;
-      public IOrderBookCell<Venue> exchange => _exchange_store.current;
-      public IOrderBookCell<string> symbol => _symbol_store.current;
-      // Def
-      public IOrderBookCell<CustomOrderDefinition.CustomOneofCase> order_type => _order_type_store.current;
-      public IOrderBookCell<Side> side => _side_store.current;
-      public IOrderBookCell<string> user => _user_store.current;
-      public IOrderBookCell<string> account => _account_store.current;
-      public IOrderBookCell<TimeInForce> time_in_force => _time_in_force_store.current;
-      public IOrderBookCell<DateTime> time_created => _time_created_store.current;
-      // State
-      public IOrderBookCell<DateTime> last_change => _last_change_store.current;
-      public IOrderBookCell<OrderStatus> status => _status_store.current;
-      public IOrderBookCell<double> price => _price_store.current;
-      public IOrderBookCell<uint> quantity => _quantity_store.current;
-      public IOrderBookCell<uint> filled_quantity => _filled_quantity_store.current;
-      public IOrderBookCell<double> last_price => _last_price_store.current;
-      public IOrderBookCell<double> avg_price => _avg_price_store.current;
-      public IOrderBookCell<string> last_msg => _last_msg_store.current;
-      public IOrderBookCell<OrderSubType> order_sub_type => _order_sub_type_store.current;
-      // Commands
-      public ICommand toggle_command { get; }
-      ICommand ui.controls.DIYGrid.IActionableRowVM.default_command => _show_order_modify_cmd;
-      // Accessories
-      public bool is_parent => _child_rows.Count > 0;
-      public bool is_child => _order.has_parent();
-      public IReadOnlyCollection<OrderBookRowVM> child_orders => _child_rows;
-      public OrderBookVM.BranchFilterSource branch_filter_source => _branch_filter_source;
-      public bool passes_filter => _passes_filter.Value;
-      public bool row_passes_filter { get; private set; }
-      public bool is_visible {
-         get => _visible.Value;
-         set {
-            _visible.set(value);
-            if (is_expanded) {
-               foreach (var child_row in _child_rows)
-                  child_row.is_visible = value;
-            }
-         }
-      }
-      public bool is_expanded {
-         get => _expanded.Value;
-         set {
-            _expanded.set(value);
-            foreach (var child_row in child_orders)
-               child_row.is_visible = value;
-         }
-      }
-      public int depth_level => _depth_level.Value;
-
-      SecurityImmutable? _security => _security_md?.security;
-      // '_dynamic_render_cells' are presented by 'RenderColumns,' and may change value during the lifetime of this row
-      // Note: by instantiating all these cells inside a CellPropertyGroup, we can update all of them with a single call.
-      // this reduces the risk of accidentally failing to update one of the cells, esp if we make changes to them down the road.
-      IEnumerable<IOrderBookCellStore> _dynamic_render_cells {
-         get {
-            yield return _last_change_store;
-            yield return _price_store;
-            yield return _quantity_store;
-            yield return _filled_quantity_store;
-            yield return _avg_price_store;
-            yield return _last_price_store;
-            yield return _status_store;
-            yield return _last_msg_store;
-         }
-      }
-
-      IEnumerable<IOrderBookCellStore> _security_dependent_cells {
-         get {
-            yield return _security_store;
-            yield return _exchange_store;
-            yield return _symbol_store;
-         }
-      }
-
-      IEnumerable<IOrderBookCellStore> _price_cells {
-         get {
-            yield return _price_store;
-            yield return _avg_price_store;
-            yield return _last_price_store;
-            yield return _symbol_store;
-         }
-      }
-
-      public ObservableCollection<RowAnimation> row_animations { get; } = new ObservableCollection<RowAnimation>();
-
-      DIYGrid.IGridCellStore[] _cell_stores_backing;
-      public IReadOnlyList<DIYGrid.IGridCellStore> cell_stores => _cell_stores_backing ?? (_cell_stores_backing = new DIYGrid.IGridCellStore[] {
-         _security_store,
-         _security_key_store,
-         _parent_order_key_store,
-         _order_key_store,
-         _symbol_store,
-         _time_created_store,
-         _user_store,
-         _account_store,
-         _exchange_store,
-         _time_in_force_store,
-         _order_type_store,
-         _order_sub_type_store,
-         _side_store,
-         _last_change_store,
-         _price_store,
-         _quantity_store,
-         _filled_quantity_store,
-         _avg_price_store,
-         _last_price_store,
-         _status_store,
-         _last_msg_store
-      });
-
-      public static Stack<OrderBookRowVM> lineage(OrderBookRowVM node) {
-         var rv = new Stack<OrderBookRowVM>();
-         rv.Push(node);
-         while (node._parent != null)
-            rv.Push((node = node._parent));
-         return rv;
-      }
-
-      public void join_branch_filter_source(OrderBookVM.BranchFilterSource new_branch_filter_source) {
-         if (_branch_filter_source != null) {
-            _branch_filter_source.passes_filter_changed -= _passes_filter.set;
-         }
-         _branch_filter_source = new_branch_filter_source;
-         _branch_filter_source.set_row_passes_filter(_order.Key, row_passes_filter);
-         foreach (var child_row in _child_rows)
-            child_row.join_branch_filter_source(_branch_filter_source);
-         _passes_filter.set(_branch_filter_source.passes_filter);
-         _branch_filter_source.passes_filter_changed += _passes_filter.set;
-      }
-
-      /// <summary>
-      /// Attaches the child-row to this row's branch-filter-source, and recursively refreshes sort/filter properties for the child and it's descendents.
-      /// </summary>
-      public void add_child_order(OrderBookRowVM child_row) {
-         if (_child_rows.Add(child_row) && _child_rows.Count == 1)
-            RaisePropertyChanged(nameof(is_parent));
-         child_row._parent = this;
-         // child orders that arrived in an earlier update use a temporary branch_filter_source
-         // need to tell _book_vm to remove the now-stale branch_filter_source.
-         if (child_row._branch_filter_source != null)
-            _book_vm.remove_branch_filter_root(child_row._order.Key);
-         // recursively updates 'live_sorting_props,' and 'is_visible' for child_row and descendents
-         child_row._on_lineage_changed();
-      }
-
-      public void remove_child_order(OrderBookRowVM child_row) {
-         if (_child_rows.Remove(child_row) && _child_rows.Count == 0)
-            RaisePropertyChanged(nameof(is_parent));
-      }
-
-      public void remove_parent(OrderBookVM.BranchFilterSource new_branch_filter_source) {
-         _parent = null;
-         join_branch_filter_source(new_branch_filter_source);
-         refresh_row_passes_filter();
-         foreach (var p in _book_vm.grid_settings_manager.live_sorting_props)
-            RaisePropertyChanged(p);
-         _depth_level.refresh();
-         foreach (OrderBookRowVM child_row in _child_rows)
-            child_row._on_lineage_changed();
-      }
-
-      public void update_order(OrderRecordImmutable order) {
-         Log.assert(order.ParentKey == _order.ParentKey, "Parent Keys can change?");
-         Log.assert(order.Key == _order.Key, "Keys can change?");
-         var old_data = current_data;
-         _order = order;
-         if (_update_partial(_dynamic_render_cells))
-            raise_invalidated();
-         _show_order_modify_cmd.OnNext(status.value == OrderStatus.Working);
-         refresh_row_passes_filter();
-         updated?.Invoke((old_data, current_data));
-      }
-
-      public void update_security(SecurityMD security_md) {
-         var old_data = current_data;
-         var old_spec = _security.spec_or_default();
-         _security_md = security_md;
-         _symbol = _security_md.HasValue ? _security_md.Value.security.Symbol : null;
-         if (!Equals(old_spec, _security.spec_or_default())) {
-            _update_partial(_security_dependent_cells);
-            foreach (var cell_store in _price_cells)
-               cell_store.regenerate_cell();
-            raise_invalidated();
-         } else if (_update_partial(_security_dependent_cells)) {
-            raise_invalidated();
-         }
-         refresh_row_passes_filter();
-         updated?.Invoke((old_data, current_data));
-      }
-
-      public void refresh_row_passes_filter() {
-         row_passes_filter = _book_vm.columns.filter(this);
-         if (_branch_filter_source != null) {
-            _branch_filter_source.set_row_passes_filter(_order.Key, row_passes_filter);
-         } else {
-            _passes_filter.set(row_passes_filter);
-         }
-      }
-
-      public void raise_invalidated() => invalidated?.Invoke();
-
-      public bool Equals(OrderBookRowVM other) => other != null && other._order.Key == _order.Key;
-      public override bool Equals(object obj) => Equals(obj as OrderBookRowVM);
-      public override int GetHashCode() => (int)_order.Key;
-      public override string ToString() => $"{order_key} {last_change} {parent_order_key}";
-
-      protected override void Dispose(bool disposing) {
-         // idempotent
-         if (_branch_filter_source != null) {
-            _branch_filter_source.passes_filter_changed -= _passes_filter.set;
-            _branch_filter_source = null;
-         }
-      }
-
-      static IEnumerable<OrderBookRowVM> _descendents(OrderBookRowVM root) {
-         foreach (var child in root.child_orders) {
-            yield return child;
-            foreach (var grand_child in _descendents(child))
-               yield return grand_child;
-         }
-      }
-
-      static IOrderBookCellStore _cell_store_from_column(OrderBookRowVM row, Columns column) {
-         switch (column) {
-            case Columns.OrderKey: return row._order_key_store;
-            case Columns.ParentKey: return row._parent_order_key_store;
-            case Columns.SecurityKey: return row._security_key_store;
-            case Columns.Security: return row._security_store;
-            case Columns.Symbol: return row._symbol_store;
-            case Columns.Exchange: return row._exchange_store;
-            case Columns.OrderType: return row._order_type_store;
-            case Columns.Side: return row._side_store;
-            case Columns.User: return row._user_store;
-            case Columns.Account: return row._account_store;
-            case Columns.TimeInForce: return row._time_in_force_store;
-            case Columns.Time: return row._time_created_store;
-            case Columns.LastChange: return row._last_change_store;
-            case Columns.Status: return row._status_store;
-            case Columns.Price: return row._price_store;
-            case Columns.Size: return row._quantity_store;
-            case Columns.Filled: return row._filled_quantity_store;
-            case Columns.LastPrice: return row._last_price_store;
-            case Columns.AvgFilled: return row._avg_price_store;
-            case Columns.LastMessage: return row._last_msg_store;
-            case Columns.SubType: return row._order_sub_type_store;
-            default: throw new ArgumentException(nameof(column));
-         }
-      }
-
-      // Note: this method assumes that lineage exists (i.e. _parent is not null).
-      void _on_lineage_changed() {
-         _depth_level.refresh();
-         // parent 'branch_filter_source' can be null:
-         // if the parent is itself an orphan - meaning this is the middle of an update -
-         // the final branch-filter-root will be determined after all new orders have been added
-         if (_parent._branch_filter_source != null)
-            join_branch_filter_source(_parent._branch_filter_source);
-         _visible.set(_parent.is_visible && _parent.is_expanded);
-         // refresh the sort by calling regenerate_cell() for each live-sorting-columns corresponding cell-store
-         foreach (Columns column in _book_vm.live_sorting_columns)
-            _cell_store_from_column(this, column).regenerate_cell();
-         // finally, repeat for each child-row
-         foreach (var child_row in _child_rows)
-            child_row._on_lineage_changed();
-      }
-
-      bool _update_partial(IEnumerable<IOrderBookCellStore> target_cell_stores) {
-         bool updated = false;
-         foreach (var cell_store in target_cell_stores) {
-            if (cell_store.refresh()) {
-               updated = true;
-               if (_book_vm.live_sorting_columns.Contains(cell_store.column.key)) {
-                  // refresh the sort by calling regenerate_cell() for each descendent-row
-                  foreach (OrderBookRowVM dr in _descendents(this))
-                     cell_store.select_other(dr).regenerate_cell();
-               }
-            }
-         }
-         return updated;
-      }
+      string _fmt_price(double v) => security.HasValue ?
+         security.Value.ContractSpec.format(v) :
+         Math.Round(v, _unknown_security_price_num_fractional_digits, MidpointRounding.AwayFromZero).ToString(_unknown_security_price_format_string);
   }
 }
@@ -1,221 +1,72 @@
 using bts;
 using bts.api;
-using bts.api.core;
 using bts.api.orderman;
 using bts.shell;
-using mbts.collections;
+using bts.spark;
+using bts.utils;
+using mbts.persist;
 using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.ui.utility;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
-using System.ComponentModel;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Reactive.Subjects;
 using System.Windows.Controls;
-using System.Windows.Data;
 using System.Windows.Input;
 using static bts.shell.OrderBookWindowFactory;
 using static mbts.spark.OrderBookView;
+using _GridSettingsManager = mbts.ui.GridSettingsManager<mbts.spark.OrderBookRowVM, mbts.spark.OrderRecordTuple, bts.shell.INotificationServiceDataCache, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;

-namespace mbts.spark {
-   partial class OrderBookVM : DisposableViewModelBase, IHandleRowSelection {
-      readonly LiveSortingColumKeys _live_sorting_columns;
+namespace mbts.spark { 
+   partial class OrderBookVM : ViewModelBase, IDisposable, IHandleRowSelection, IHandleGridSorting, IWillLetYouKnowWhenIDispose {
+      readonly IBus _bus;
+      readonly OrdersModel _model;
      readonly Property<OrderBookRowVM> _current_row;
+      readonly OrderBookRowCollection _row_collection;
+      readonly ObservableCollection<OrderBookRowVM> _selected_rows = new ObservableCollection<OrderBookRowVM>();
+      readonly OrderBookColumnCollection _columns;
+      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
+      readonly List<IDisposable> _resources;
      OrderBookStartupData _state;
-      Dictionary<uint, OrderBookRowVM> _order_rows_cache = new Dictionary<uint, OrderBookRowVM>();
-      Dictionary<uint, BranchFilterSource> _branch_filter_roots = new Dictionary<uint, BranchFilterSource>();
-      ObservableCollection<OrderBookRowVM> _order_rows = new ObservableCollection<OrderBookRowVM>();
-      ObservableCollection<OrderBookRowVM> _selected_rows = new ObservableCollection<OrderBookRowVM>();
-      SetMap<uint, uint> _parent_to_children = new SetMap<uint, uint>();
-      SetMap<uint, uint> _security_orders = new SetMap<uint, uint>();

-      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model) {
-         var order_securities_subject = new Subject<(IEnumerable<SecurityImmutable> added, IEnumerable<SecurityImmutable> removed)>();
-         columns = new OrderBookColumnCollection(bus, model, order_securities_subject);
-         rows_view = CollectionViewSource.GetDefaultView(_order_rows);
-         rows_view.Filter = obj => obj is OrderBookRowVM vm && vm.is_visible && vm.passes_filter;
-         columns.filter_changed += () => {
-            foreach (var vm in _order_rows)
-               vm.refresh_row_passes_filter();
-         };
-         var cvls = (ICollectionViewLiveShaping)rows_view;
-         cvls.IsLiveFiltering = true;
-         cvls.IsLiveSorting = true;
-         cvls.LiveFilteringProperties.AddRange(nameof(OrderBookRowVM.is_visible), nameof(OrderBookRowVM.passes_filter));
+      public OrderBookVM(IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, IWindowSettingsManager<OrderBookGridSettings> settings_manager) {
+         _bus = bus;
+         _model = model;
+         _settings_manager = settings_manager;
+         _columns = new OrderBookColumnCollection(bus, model, model.on_order_securities.Select(u => (u.added.Values.Select(smd => smd.security), u.removed.Values.Select(smd => smd.security))));
+         _row_collection = new OrderBookRowCollection(ort => new OrderBookRowVM(this, ort), _columns.get_sorting_data().comparer) { filter = _columns.get_filter() };
         _current_row = backing<OrderBookRowVM>(nameof(current_row));
-
-         collapse_all_rows_command = new DelegateCommand(
-            () => {
-                foreach (var r in _order_rows.Where(r => r.is_visible && r.passes_filter))
-                    r.is_expanded = false;
-            });
-         expand_all_rows_command = new DelegateCommand(
-            () => {
-                foreach (var r in _order_rows.Where(r => r.is_visible && r.passes_filter))
-                    r.is_expanded = true;
-            });
-
-         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, _order_rows, rows_view, columns);
-         _live_sorting_columns = new LiveSortingColumKeys(grid_settings_manager.live_sorting_props);
-
-         SetMap<uint, uint> missing_security_orders = new SetMap<uint, uint>();
-         IReadOnlyDictionary<uint, SecurityMD> security_dict = new Dictionary<uint, SecurityMD>();
-
-         _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().Subscribe(on_securities),
-            model.on_orders.OnDispatcher().Subscribe(on_orders),
+         _columns.filter_changed += on_filter_changed;
+         collapse_all_rows_command = new DelegateCommand(_row_collection.collapse_all);
+         expand_all_rows_command = new DelegateCommand(_row_collection.expand_all);
+         grid_settings_manager = _create_grid_settings_manager(owner_title, bus, notification_service, model, rows, columns);
+         _resources = new List<IDisposable> {
+            model.on_order_tuples_table.OnDispatcher().Subscribe(_row_collection.update),
+            settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager),
            grid_settings_manager,
-            columns,
-            order_securities_subject);
-
-         void on_orders(TableUpdate<OrderRecordImmutable, uint> table) {
-            // clear everything (most likely the server restarted)
-            if (table.removed.Count() == _order_rows.Count && !table.added.Any()) {
-               _selected_rows.Clear();
-               _order_rows.DisposeAll();
-               _order_rows.Clear();
-               _order_rows_cache.Clear();
-               _branch_filter_roots.Clear();
-               _parent_to_children.clear();
-               _security_orders.clear();
-               missing_security_orders.clear();
-               Log.Ui.warn("OrderBook received reset message.");
-               return;
-            }
-            var added_securities = new List<SecurityImmutable>(1);
-            var removed_securities = new List<SecurityImmutable>(1);
-
-            foreach (var o in table.removed) {
-               if (_order_rows_cache.TryPopValue(o.Key, out OrderBookRowVM row)) {
-                  row.Dispose();
-                  _order_rows.Remove(row);
-                  if (_security_orders.removes_key(o.Def.SecurityKey, o.Key)) {
-                     if (row.security.value.HasValue)
-                        removed_securities.Add(row.security.value.Value);
-                  }
-                  if (o.has_parent()) {
-                     _parent_to_children.remove(o.ParentKey, o.Key);
-                     if (row.parent != null) {
-                        row.parent.remove_child_order(row);
-                     } else {
-                        _branch_filter_roots.Remove(o.Key);
-                     }
-                  } else {
-                     _branch_filter_roots.Remove(o.Key);
-                  }
-                  // the child_rows will most-likely be removed in this update, but we can't be sure,
-                  // until that happens they must serve as tempororay branch-filter-roots
-                  foreach (var child_row in row.child_orders) {
-                     var bfs = new BranchFilterSource();
-                     child_row.remove_parent(bfs);
-                     _branch_filter_roots.Add(child_row.order.Key, bfs);
-                  }
-                  missing_security_orders.remove(o.Key);
-               }
-            }
-            foreach (var ch in table.changes)
-               _order_rows_cache[ch.New.Key].update_order(ch.New);
-            var orphans = new Dictionary<uint, OrderBookRowVM>();
-            foreach (var o in table.added) {
-               SecurityMD? security_md;
-               if (security_dict.TryGetValue(o.Def.SecurityKey, out SecurityMD smd)) {
-                  security_md = smd;
-                  if (_security_orders.adds_key(o.Def.SecurityKey, o.Key))
-                     added_securities.Add(security_md.Value.security);
-               } else {
-                  missing_security_orders.add(o.Def.SecurityKey, o.Key);
-                  security_md = null;
-                  _security_orders.add(o.Def.SecurityKey, o.Key);
-               }
-               OrderBookRowVM row = new OrderBookRowVM(bus, this, model, o, security_md);
-               if (!o.has_parent()) {
-                  // if it doesn't have a parent, it must be a root; create a new BranchFilterSource
-                  var bfs = new BranchFilterSource();
-                  _branch_filter_roots.Add(o.Key, bfs);
-                  row.join_branch_filter_source(bfs);
-               } else {
-                  _parent_to_children.add(o.ParentKey, o.Key);
-                  if (_order_rows_cache.TryGetValue(o.ParentKey, out OrderBookRowVM pvm)) {
-                     pvm.add_child_order(row);
-                  } else {
-                     // (**) look for orphans' parents again after all new orders have been added to _order_vm_cache
-                     // don't create a temporary BranchFilterSource root just yet. (**)
-                     orphans.Add(o.Key, row);
-                     _order_rows_cache.Add(o.Key, row);
-                     try_add_children(row);
-                     continue;
-                  }
-               }
-               _order_rows_cache.Add(o.Key, row);
-               _order_rows.Add(row);
-               try_add_children(row);
-            }
-            // (**) since all new rows have been added by now, any remaining orphans will be assigned their own branch-filter-roots
-            // (usually, rows are tempororily added to orphans bc their parent is just behind them in the list of added orders) (**)
-            foreach (OrderBookRowVM row in orphans.Values) {
-               var bfs = new BranchFilterSource();
-               row.join_branch_filter_source(bfs);
-               _branch_filter_roots.Add(row.order.Key, bfs);
-               _order_rows.Add(row);
-            }
-            if (added_securities.Count > 0 || removed_securities.Count > 0)
-               order_securities_subject.OnNext((added_securities, removed_securities));
-
-            void try_add_children(OrderBookRowVM row) {
-               if (_parent_to_children.try_lookup(row.order.Key, out ISet<uint> children))
-                  foreach (uint child_key in children) {
-                     OrderBookRowVM child_vm = _order_rows_cache[child_key];
-                     // (**) if children arrived in an earlier update, this will notify them that their parent has arrived (**)
-                     //    - their tempororary branch-filter-roots will be removed, and they will join that of their parent's
-                     //    - for the live-filter-properties, their corresponding cells will be regenerated and they will be re-inserted beneath their new parent.
-                     row.add_child_order(child_vm);
-                     if (orphans.Remove(child_key))
-                        _order_rows.Add(child_vm);
-                     else {
-                        _order_rows.Remove(child_vm);
-                        _order_rows.Add(child_vm);
-                     }
-                  }
-            }
-         }
-
-         // I assume we don't need to worry about orders "losing" or "changing" their security
-         // once the order vm discovers its security (by id), it will never change.
-         void on_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
-            security_dict = securities;
-            var added_securities = new List<SecurityImmutable>(); // assume securities won't be removed
-            foreach (var missing_sec_orders in missing_security_orders.ToList()) {
-               if (securities.TryGetValue(missing_sec_orders.Key, out SecurityMD smd)) {
-                  missing_security_orders.remove(missing_sec_orders.Key);
-                  added_securities.Add(smd.security);
-                  foreach (var order_key in missing_sec_orders) {
-                     var vm = _order_rows_cache[order_key];
-                     vm.update_security(smd);
-                  }
-               }
-            }
-            if (added_securities.Count > 0)
-               order_securities_subject.OnNext((added_securities, new List<SecurityImmutable>(0)));
-         }
+            Disposable.Create(() => {
+               _columns.filter_changed -= on_filter_changed;
+               Disposable.dispose(_row_collection);
+            }),
+            _columns
+         };
+         void on_filter_changed() => _row_collection.filter = _columns.get_filter();
      }

      public event Action<OrderRecordImmutable?> selected_order_changed;
+      public event Action<bool> OnDisposed;

-      public OrderBookColumnCollection columns { get; }
-      public ISet<Columns> live_sorting_columns => _live_sorting_columns;
-      public ICollectionView rows_view { get; }
+      public ObservableCollection<DIYGrid.ColumnBase> columns => _columns;
+      public ObservableCollection<OrderBookRowVM> rows => _row_collection;
      public OrderBookRowVM current_row { get => _current_row.Value; set => _current_row.Value = value ?? _selected_rows.FirstOrDefault(); }
      public OrderRecordImmutable? current_order => current_row?.order;
      public IEnumerable<OrderRecordImmutable> selected_orders => _selected_rows.Select(r => r.order);
-
-      public GridSettingsManager<OrderBookRowVM, OrderRecordTuple, INotificationServiceDataCache, OrderRecordTuplePredicate> grid_settings_manager { get; }
+      public _GridSettingsManager grid_settings_manager { get; }
      public ICommand collapse_all_rows_command { get; }
      public ICommand expand_all_rows_command { get; }

@@ -225,26 +76,93 @@ namespace mbts.spark {
      }

      public OrderBookStartupData create() {
-         var (grid, animations) = grid_settings_manager.create();
-         return new OrderBookStartupData(columns.create(), grid, animations.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_builder, a.cell_animations, a.row_animations, a.sound_notifications)));
+         var (filters, sorting) = _columns.create();
+         var gs = grid_settings_manager.create();
+         return new OrderBookStartupData(filters, gs.general.with(sorting_criterion: sorting), gs.predicate_animations, use_defaults: _settings_manager.instance_settings == null);
      }

      public void load_from(OrderBookStartupData state) {
         if (state == null) return;
         _state = state;
-         grid_settings_manager.load_from((state.grid, state.predicate_animations));
-         columns.load_from(state.filters);
+         var gs = state.grid_settings_wrapper();
+         if (gs != null) {
+            grid_settings_manager.load_from(gs);
+         }
+         (var old_filter, var old_sort) = _columns.create();
+#pragma warning disable CS0612 // Type or member is obsolete
+         _columns.load_from((state.filters, (state.grid ?? OrderBookStartupData.Default.grid).sorting_criterion));
+#pragma warning restore CS0612 // Type or member is obsolete
+         (var new_filter, var new_sort) = _columns.create();
+         bool reset_filter = !new_filter.Equals(old_filter);
+         bool reset_sorting = !new_sort.Equals(old_sort);
+         if (reset_filter) {
+            if (reset_sorting) {
+               // both filter and sort changed; use defer_refresh to avoid refreshing the collection twice
+               using (_row_collection.defer_refresh()) {
+                  _row_collection.filter = _columns.get_filter();
+                  _row_collection.comparer = _columns.get_sorting_data().comparer;
+                  /// <see cref="OrderBookRowCollection.reset(bool)"/> is an optimization; a way to hedge our bets. Interally it calls Clear(), then AddAll(_visible_rows).
+                  /// Otherwise, <see cref="OrderBookRowCollection.refresh(bool)"/> would be called when we exit/dispose the defer_refresh() scope.
+                  /// The latter method calls sync_with(_visible_rows) internally, which won't perform as well as the former if _visible_rows has changed significantly.
+                  _row_collection.reset(true);
+               }
+            } else {
+               // only filter changed; row_collection will refresh accordingly
+               _row_collection.filter = _columns.get_filter();
+            }
+         } else if (reset_sorting) {
+            // only sorting changed; row_collection will refresh accordingly
+            _row_collection.comparer = _columns.get_sorting_data().comparer;
+         }
      }
-    
-      internal void remove_branch_filter_root(uint key) =>
-         _branch_filter_roots.Remove(key);

-      protected override void Dispose(bool disposing) =>
-         Disposable.dispose(_order_rows);
+      public void on_sorting(object sender, DIYGridSortingEventArgs e) {
+         if (e.Column is ICVOrderBookColumn col) {
+            e.Handled = true;
+            _columns.on_sorting(col, !KeyboardExtensions.IsShiftDown());
+            var sorting_data = _columns.get_sorting_data();
+            Log.Ui.info($"{nameof(OrderBookRowVM)} begin resort: {sorting_data}");
+            _row_collection.comparer = sorting_data.comparer;
+         } else {
+            Log.Ui.warn($"{nameof(OrderBookVM)} failed to process sorting event: Column was not of type {nameof(ICVOrderBookColumn)}");
+         }
+      }

-      static GridSettingsManager<OrderBookRowVM, OrderRecordTuple, INotificationServiceDataCache, OrderRecordTuplePredicate> _create_grid_settings_manager(
-         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model,
-         ObservableCollection<OrderBookRowVM> rows, ICollectionView rows_view, ObservableCollection<DIYGrid.ColumnBase> columns) {
+      internal void show_order_modify(OrderBookRowVM row) =>
+         _bus.post(SparkTags.ShowModifyOrderTag, row.order_key);
+
+      internal void on_expanded_changed(OrderBookRowVM row) {
+         using (_row_collection.defer_refresh(true)) {
+            if (row.is_expanded) {
+               _on_expanded(row);
+            } else {
+               _on_collapsed(row);
+            }
+         }
+      }
+
+      void _on_expanded(OrderBookRowVM row) {
+         foreach (var node in _row_collection.get_inner_nodes(row)) {
+            node.value.is_visible = true;
+            if (node.value.is_expanded)
+               _on_expanded(node.value);
+         }
+      }
+
+      void _on_collapsed(OrderBookRowVM row) {
+         foreach (var dr in _row_collection.get_descendent_rows(row))
+            dr.is_visible = false;
+      }
+
+      public OrderMetadata get_metadata(OrderBookRowVM row) => _model.factory.get_metadata(row.order_type);
+
+      public void Dispose() {
+         Disposable.dispose(_resources);
+         OnDisposed?.Invoke(true);
+      }
+
+      static _GridSettingsManager _create_grid_settings_manager(
+         IObservable<string> owner_title, IBus bus, INotificationService notification_service, OrdersModel model, ObservableCollection<OrderBookRowVM> rows, ObservableCollection<DIYGrid.ColumnBase> columns) {
         // make font-weight immutable for all columns (the font-weight rule is hard-coded: Regular for root-orders, Light for all others)
         // TODO: Remove the immutable font-weight flags when cell animation is ready
         var col_settings_flags = EnumHelper.get_values<Columns>().ToDictionary(
@@ -254,8 +172,8 @@ namespace mbts.spark {
         foreach (var c in new[] { Columns.Side, Columns.Size, Columns.Filled }) {
            col_settings_flags[c.ToString()] = GridColumnSettingsFeatureFlags.ImmutableFontColor | GridColumnSettingsFeatureFlags.ImmutableFontWeight;
         }
-         return new GridSettingsManager<OrderBookRowVM, OrderRecordTuple, INotificationServiceDataCache, OrderRecordTuplePredicate>(
-            owner_title, bus, notification_service, model, rows, rows_view, columns,
+         return new _GridSettingsManager(
+            owner_title, bus, notification_service, model, rows, columns,
            () => {
               var pvm = PredicateBuilderVMWrapper.create<OrderRecordTuple, OrderRecordTuplePredicate, OrderRecordTuplePredicate.PredicateTypeOneofCase>(
                  OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
@@ -267,7 +185,9 @@ namespace mbts.spark {
                  OrderRecordTuplePredicateVMFactory.get_oneofs(bus, model), rp => rp.predicate_type_case);
               pvm.selected_predicate_type = _corresponding_predicate_type(EnumHelper.parse_or_default<Columns>(col_id));
               return pvm;
-            }, notification_service.data_cache, col_settings_flags);
+            },
+            (gen, anims) => new OrderBookGridSettings(gen, anims.Select(a => new OrderRecordTuplePredicateAnimations(a.predicate_builder, a.cell_animations, a.row_animations, a.sound_notifications))),
+            notification_service.data_cache, col_settings_flags);
      }

      static OrderRecordTuplePredicate.PredicateTypeOneofCase _corresponding_predicate_type(Columns col) {
@@ -295,84 +215,5 @@ namespace mbts.spark {
            default: return default;
         }
      }
-
-      internal class BranchFilterSource {
-         readonly HashSet<uint> _orders_pass_filter = new HashSet<uint>();
-
-         public event Action<bool> passes_filter_changed;
-
-         public bool passes_filter => _orders_pass_filter.Count > 0;
-
-         public void set_row_passes_filter(uint key, bool value) {
-            if (value) {
-               if (_orders_pass_filter.Add(key) && _orders_pass_filter.Count == 1)
-                  passes_filter_changed?.Invoke(value);
-            } else if (_orders_pass_filter.Remove(key) && _orders_pass_filter.Count == 0) {
-               passes_filter_changed?.Invoke(value);
-            }
-         }
-      }
-
-      class LiveSortingColumKeys : HashSet<Columns> {
-         public LiveSortingColumKeys(ObservableCollection<string> live_sorting_props) {
-            _add_items(live_sorting_props);
-            live_sorting_props.CollectionChanged += (s, e) => {
-               switch (e.Action) {
-                  case NotifyCollectionChangedAction.Add: _add_items(e.NewItems); break;
-                  case NotifyCollectionChangedAction.Remove: _remove_items(e.OldItems); break;
-                  case NotifyCollectionChangedAction.Replace:
-                     _remove_items(e.OldItems);
-                     _add_items(e.NewItems);
-                     break;
-                  case NotifyCollectionChangedAction.Reset:
-                     Clear();
-                     _add_items(live_sorting_props);
-                     break;
-               }
-            };
-         }
-
-         public static bool try_parse(string prop_name, out Columns result) {
-            switch (prop_name) {
-               case nameof(OrderBookRowVM.security): result = Columns.Security; break;
-               case nameof(OrderBookRowVM.symbol): result = Columns.Symbol; break;
-               case nameof(OrderBookRowVM.time_created): result = Columns.Time; break;
-               case nameof(OrderBookRowVM.last_change): result = Columns.LastChange; break;
-               case nameof(OrderBookRowVM.user): result = Columns.User; break;
-               case nameof(OrderBookRowVM.account): result = Columns.Account; break;
-               case nameof(OrderBookRowVM.exchange): result = Columns.Exchange; break;
-               case nameof(OrderBookRowVM.time_in_force): result = Columns.TimeInForce; break;
-               case nameof(OrderBookRowVM.order_type): result = Columns.OrderType; break;
-               case nameof(OrderBookRowVM.order_sub_type): result = Columns.SubType; break;
-               case nameof(OrderBookRowVM.side): result = Columns.Side; break;
-               case nameof(OrderBookRowVM.quantity): result = Columns.Size; break;
-               case nameof(OrderBookRowVM.filled_quantity): result = Columns.Filled; break;
-               case nameof(OrderBookRowVM.price): result = Columns.Price; break;
-               case nameof(OrderBookRowVM.avg_price): result = Columns.AvgFilled; break;
-               case nameof(OrderBookRowVM.last_price): result = Columns.LastPrice; break;
-               case nameof(OrderBookRowVM.status): result = Columns.Status; break;
-               case nameof(OrderBookRowVM.last_msg): result = Columns.LastMessage; break;
-               case nameof(OrderBookRowVM.security_key): result = Columns.SecurityKey; break;
-               case nameof(OrderBookRowVM.order_key): result = Columns.OrderKey; break;
-               case nameof(OrderBookRowVM.parent_order_key): result = Columns.ParentKey; break;
-               default: result = default; return false;
-            }
-            return true;
-         }
-
-         void _add_items(IList prop_names) {
-            foreach (string pn in prop_names) {
-               if (try_parse(pn, out Columns c))
-                  Add(c);
-            }
-         }
-
-         void _remove_items(IList prop_names) {
-            foreach (string pn in prop_names) {
-               if (try_parse(pn, out Columns c))
-                  Remove(c);
-            }
-         }
-      }
   }
-}
+}
@@ -48,7 +48,7 @@
          <MultiDataTrigger>
            <MultiDataTrigger.Conditions>
              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
-              <Condition Binding="{Binding status.value}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
+              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
            </MultiDataTrigger.Conditions>
            <MultiDataTrigger.Setters>
              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
@@ -62,12 +62,17 @@
    </ResourceDictionary>
  </UserControl.Resources>
  <AdornerDecorator>
-    <c:DIYGrid
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
      x:Name="_grid"
-      Grid.Row="2"
+      Grid.Row="0"
      Columns="{Binding columns}"
      CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
-      Rows="{Binding rows_view}"
+      Rows="{Binding rows}"
      RowStyle="{StaticResource {x:Static sp:OrderBookView.RowStyleKey}}"
      RowTemplate="{StaticResource {x:Static sp:OrderBookView.RowTemplateKey}}"
      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
@@ -148,5 +153,16 @@
        />
      </c:DIYGrid.CommandBindings>
    </c:DIYGrid>
+      <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">
+        <StatusBarItem HorizontalAlignment="Right">
+          <TextBlock>
+            <Run Text="Orders:"/>
+            <Run Text="{Binding rows.Count, Mode=OneWay}" />
+            <Run Text="of"/>
+            <Run Text="{Binding rows.total_row_count, Mode=OneWay}" />
+          </TextBlock>
+        </StatusBarItem>
+      </StatusBar>
+    </Grid>
  </AdornerDecorator>
 </UserControl>
@@ -2,18 +2,27 @@
 using bts.api.orderman;
 using bts.shell;
 using bts.spark;
+using mbts.persist;
 using mbts.ui;
+using mbts.ui.converters;
+using mbts.ui.spark;
+using mbts.ui.utility;
 using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Windows;
+using System.Windows.Data;
 using System.Windows.Media;
+//using IOrderBookWSM = mbts.persist.IWindowSettingsManager<mbts.spark.GridSettingsWithNotifications<mbts.spark.OrderRecordTuple, mbts.OrderRecordTuplePredicate>>;
+using OrderBookGridSettings = bts.shell.OrderBookWindowFactory.OrderBookGridSettings;
+using OrderBookGridSettingsVM = mbts.spark.GridSettingsVM<mbts.spark.OrderRecordTuple, mbts.OrderRecordTuplePredicate, bts.shell.OrderBookWindowFactory.OrderBookGridSettings>;

 namespace mbts.spark {
   internal class OrderBookWindow : SparkWindow<OrderBookWindowFactory.OrderBookStartupData>, ISharedWindow {
-      const string _window_type = "OrderBook", ORDERBOOK_THREAD_ID = "OrderBook";
+      const string _window_type = "OrderBook", ORDERBOOK_THREAD_ID = "OrderBook", _default_title = "Order Book";
      readonly INotificationService _notification_service;
+      readonly IWindowSettingsManager<OrderBookGridSettings> _settings_manager;
      OrderBookWindowFactory.OrderBookStartupData _state;
      OrdersModel _model;
      OrderBookVM _vm;
@@ -32,12 +41,14 @@ namespace mbts.spark {
         , _toggle_expand_all_command
         , _show_grid_settings_command;

-      public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service, OrderBookWindowFactory.OrderBookStartupData state, ImageSource icon)
-         : base("Order Book", bus, factory, SparkCommands.ShowOrders.icon) {
+      public OrderBookWindow(OrdersModel model, OrderBookWindowFactory factory, IBus bus, INotificationService notification_service,
+         OrderBookWindowFactory.OrderBookStartupData state, ImageSource icon, IWindowSettingsManager<OrderBookGridSettings> settings_manager)
+         : base(_default_title, bus, factory, SparkCommands.ShowOrders.icon) {
         _model = model;
         _factory = factory;
         _notification_service = notification_service;
         _state = state;
+         _settings_manager = settings_manager;
      }

      public override OrderBookWindowFactory.OrderBookStartupData SaveState => _state = _vm.create();
@@ -45,8 +56,11 @@ namespace mbts.spark {
      public override string window_type => _window_type;
      public override UIElement Content => _view;
      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override double MinWidth => 1577;
-
+      public override double MinWidth =>
+         OrderBookWindowFactory.OrderBookStartupData.DefaultGrid.general.columns.Sum(gcs => gcs.width)
+         + SPARK_MENU_COLLAPSED_WIDTH
+         + LAUNCHER_BUTTON_BORDER_WIDTH
+         + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
      public string thread_id => ORDERBOOK_THREAD_ID;

      public override void Dispose() {
@@ -55,7 +69,7 @@ namespace mbts.spark {
      }

      public void thread_init() {
-         _vm = new OrderBookVM(this.observe_title(), _bus, _notification_service, _model);
+         _vm = new OrderBookVM(this.observe_title(), _bus, _notification_service, _model, _settings_manager);
         _vm.load_from(_state);
         _view = new OrderBookView(_vm);

@@ -106,9 +120,32 @@ namespace mbts.spark {
            Icons.DownArrow,
            _vm.expand_all_rows_command);

-            _show_grid_settings_command = SparkCommands.window_settings_command(_vm.grid_settings_manager.launch_settings_editor);
+         _show_grid_settings_command = SparkCommands.window_settings_command(new DialogCommand(() => {
+            var gs_vm = new WindowSettingsDialogVM<OrderBookGridSettings, OrderBookGridSettingsVM>(
+               _settings_manager,
+               us => us.order_book_grid,
+               UserSettings.FileExtensions.GRID,
+               s => {
+                  if (s.general is null)
+                     s = OrderBookWindowFactory.OrderBookStartupData.DefaultGrid;
+                  return _vm.grid_settings_manager.create_vm(
+                     // we need to get the most up to date GridSettings when launching b/c users may
+                     // have changed some settings on the grid directly, like column widths.
+                     s.general.with(_vm.columns.Select(c => c.create())),
+                     this.observe_title()
+                  );
+               }
+            );
+            // TODO: bind to main window's Title
+            var dialog = new SimpleGridSettingsDialog { DataContext = gs_vm };
+            dialog.SetBinding(Window.TitleProperty, new Binding($"{nameof(gs_vm.instance_vm)}.{nameof(OrderBookGridSettingsVM.owner_title)}") {
+               Converter = ValueConverter.create<string, string>(str => (string.IsNullOrEmpty(str) ? _default_title : str) + " Settings")
+            });
+            gs_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+            return dialog;
+         }));

-         _commands = new SparkCommand[] {
+      _commands = new SparkCommand[] {
            _show_fills_command,
            _modify_order_command,
            _cancel_selected_orders_command,
@@ -1,8 +1,9 @@
 using bts.api;
 using bts.api.orderman;
 using bts.spark;
-using Google.Protobuf.Collections;
+using bts.utils;
 using mbts;
+using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
@@ -22,19 +23,23 @@ namespace bts.shell {
      readonly INotificationService _notification_service;
      readonly INotificationServiceDataCache _notification_service_data_cache;
      readonly OrdersModel _model;
+      readonly UserSettingsHub _settings_hub;

-      public OrderBookWindowFactory(IShellModule owner, IBus bus, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache, OrdersModel model) : base(owner, "SparkOrderBookWindow") {
+      public OrderBookWindowFactory(IShellModule owner, IBus bus, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache, OrdersModel model, UserSettingsHub settings_hub) : base(owner, "SparkOrderBookWindow") {
         _bus = bus;
         _notification_service = notification_service;
         _notification_service_data_cache = notification_service_data_cache;
         _model = model;
-
+         _settings_hub = settings_hub;
         _dispose = bus.subscribe(SparkTags.ShowOrderBookTag).OnDispatcher().Subscribe(show);
      }

      public override Task<IShellWindow> load(OrderBookStartupData state) {
-         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state, SparkCommands.ShowOrders.icon) as IShellWindow;
-         return Task.FromResult(w);
+         var settings_manager = new WindowSettingsManager<OrderBookGridSettings>(_settings_hub, state.grid_settings_wrapper(),
+            us => us.order_book_grid ?? OrderBookStartupData.DefaultGrid,
+            (us, s) => us.with(order_book_grid: s));
+         var w = new OrderBookWindow(_model, this, _bus, _notification_service, state, SparkCommands.ShowOrders.icon, settings_manager.as_non_shared());
+         return Task.FromResult<IShellWindow>(w);
      }

      async void show(OrderBookStartupData startup_data) {
@@ -49,27 +54,42 @@ namespace bts.shell {
         [ProtoMember(10)]
         public FilterStates filters;
         [ProtoMember(15)]
+         [Obsolete]
         public GridSettings grid;
         [ProtoMember(20)]
+         [Obsolete]
         List<OrderRecordTuplePredicateAnimations> _predicate_animations;
+         [ProtoMember(25)]
+         public bool use_defaults;

         public OrderBookStartupData() { }

-         public OrderBookStartupData(FilterStates filters, GridSettings grid = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
+         public OrderBookStartupData(FilterStates filters, GridSettings grid = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null, bool use_defaults = false) {
            this.filters = filters;
+            this.use_defaults = use_defaults;
+#pragma warning disable CS0612 // Type or member is obsolete
            this.grid = grid;
            _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
            if (predicate_animations != null)
               _predicate_animations.AddRange(predicate_animations);
+#pragma warning restore CS0612 // Type or member is obsolete
         }

+#pragma warning disable CS0612 // Type or member is obsolete
+         [Obsolete]
         public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
+         public OrderBookGridSettings grid_settings_wrapper() => use_defaults ? null : new OrderBookGridSettings(grid, predicate_animations);
+#pragma warning restore CS0612 // Type or member is obsolete

         public static OrderBookStartupData Default =>
           new OrderBookStartupData(
              new FilterStates {
                 statuses = new[] { OrderStatus.Working }
-              }, GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion));
+              }, _default_general_grid, use_defaults: true);
+
+         public static OrderBookGridSettings DefaultGrid => new OrderBookGridSettings(_default_general_grid);
+
+         static GridSettings _default_general_grid => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.sorting_criterion);

         static class DefaultColumns {
            public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
@@ -85,14 +105,14 @@ namespace bts.shell {
            public static GridColumnSettings side => new GridColumnSettings(Columns.Side.ToString(), "B/S", width: DIYGrid.DefaultColumnWidths.Side);
            public static GridColumnSettings quantity => new GridColumnSettings(Columns.Size.ToString(), "Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
            public static GridColumnSettings price => new GridColumnSettings(Columns.Price.ToString(), DIYGrid.DefaultColumnHeaders.Price, width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Size, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
-            public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.Price, horizontal_alignment: HorizontalAlignment.Right);
+            public static GridColumnSettings filled_quantity => new GridColumnSettings(Columns.Filled.ToString(), "Filled Qty", width: DIYGrid.DefaultColumnWidths.Filled, horizontal_alignment: HorizontalAlignment.Right);
+            public static GridColumnSettings avg_price => new GridColumnSettings(Columns.AvgFilled.ToString(), "Avg Filled", width: DIYGrid.DefaultColumnWidths.AveragePrice, horizontal_alignment: HorizontalAlignment.Right);
+            public static GridColumnSettings last_price => new GridColumnSettings(Columns.LastPrice.ToString(), "Last Filled", width: DIYGrid.DefaultColumnWidths.LastPrice, horizontal_alignment: HorizontalAlignment.Right);
            public static GridColumnSettings status => new GridColumnSettings(Columns.Status.ToString(), "Status", width: 80);
-            public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: 80);
+            public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage);
            public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, width: DIYGrid.DefaultColumnWidths.SecurityKey);
            public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
-            public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.OrderKey);
+            public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);

            public static IEnumerable<SortingCriteria> sorting_criterion {
               get {
@@ -129,7 +149,7 @@ namespace bts.shell {
      }

      [ProtoContract]
-      public class FilterStates {
+      public class FilterStates : IEquatable<FilterStates> {
         [ProtoMember(1)]
         public SecurityCriteria security_criteria;
         [ProtoMember(2)]
@@ -170,6 +190,61 @@ namespace bts.shell {
         public api.orderman.OrderSubType[] order_sub_types;
         [ProtoMember(20)]
         public string[] symbols;
+
+         public bool Equals(FilterStates other) =>
+            other != null &&
+            security_criteria.safe_equals(other.security_criteria) &&
+            order_key_regex == other.order_key_regex &&
+            time_created.Equals(other.time_created) &&
+            EqualityComparer.safe_sequence_equals(users, other.users) &&
+            EqualityComparer.safe_sequence_equals(accounts, other.accounts) &&
+            EqualityComparer.safe_sequence_equals(exchanges, other.exchanges) &&
+            EqualityComparer.safe_sequence_equals(tifs, other.tifs) &&
+            EqualityComparer.safe_sequence_equals(order_types, other.order_types) &&
+            EqualityComparer.safe_sequence_equals(sides, other.sides) &&
+            qty.safe_equals(other.qty) &&
+            price.safe_equals(other.price) &&
+            qty_filled.safe_equals(other.qty_filled) &&
+            avg_price.safe_equals(other.avg_price) &&
+            last_price.safe_equals(other.last_price) &&
+            EqualityComparer.safe_sequence_equals(statuses, other.statuses) &&
+            exchange_message_regex == other.exchange_message_regex &&
+            last_change.Equals(other.last_change) &&
+            EqualityComparer.safe_sequence_equals(order_sub_types, other.order_sub_types) &&
+            EqualityComparer.safe_sequence_equals(symbols, other.symbols);
+      }
+
+      [ProtoContract]
+      public class OrderBookGridSettings : IGridSettingsWithNotifications<OrderRecordTuple, OrderRecordTuplePredicate>, IEquatable<OrderBookGridSettings> {
+         [ProtoMember(1)]
+         public GridSettings general { get; set; }
+         [ProtoMember(2)]
+         List<OrderRecordTuplePredicateAnimations> _predicate_animations;
+
+         public OrderBookGridSettings() { }
+         public OrderBookGridSettings(GridSettings general = default, IEnumerable<OrderRecordTuplePredicateAnimations> predicate_animations = null) {
+            this.general = general;
+            _predicate_animations = new List<OrderRecordTuplePredicateAnimations>();
+            if (predicate_animations != null)
+               _predicate_animations.AddRange(predicate_animations);
+         }
+
+         public IReadOnlyList<OrderRecordTuplePredicateAnimations> predicate_animations => _predicate_animations ?? (_predicate_animations = new List<OrderRecordTuplePredicateAnimations>());
+         IEnumerable<IPredicateAnimationsData<OrderRecordTuple, OrderRecordTuplePredicate>> IGridSettingsWithNotifications<OrderRecordTuple, OrderRecordTuplePredicate>.predicate_animations => predicate_animations;
+
+         public OrderBookGridSettings with(GridSettings general) =>
+            new OrderBookGridSettings(general ?? this.general, predicate_animations);
+
+         public bool Equals(OrderBookGridSettings other) =>
+            other != null &&
+            EqualityComparer.null_check_equals(general, other.general) &&
+            EqualityComparer.safe_sequence_equals(predicate_animations, other.predicate_animations);
+
+         public override bool Equals(object obj) => Equals(obj as OrderBookGridSettings);
+         public override int GetHashCode() =>
+            EqualityComparer.aggregate_hash(
+               EqualityComparer.safe_get_hash_code(general),
+               EqualityComparer.safe_aggregate_hash(predicate_animations));
      }
   }
-}
+}
@@ -1,30 +1,38 @@
 using bts.api;
 using bts.api.orderman;
 using bts.spark;
+using mbts.persist;
 using mbts.spark;
 using mbts.spark.filters;
 using mbts.ui;
+using mbts.ui.settings;
 using mbts.ui.spark;
 using ProtoBuf;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;
+using static mbts.spark.PAndLView;
+using static mbts.ui.controls.DIYGrid;

 namespace bts.shell {
   internal class PAndLWindowFactory : ShellWindowFactory<PAndLWindowFactory.PAndLStartupData> {
      readonly IBus _bus;
      readonly PAndLModel _model;
-      public PAndLWindowFactory(IShellModule owner, IBus bus, PAndLModel model) : base(owner, "SparkPAndL") {
+      readonly UserSettingsHub _settings_hub;
+
+      public PAndLWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, PAndLModel model) : base(owner, "SparkPAndL") {
         _bus = bus;
         _model = model;
-
+         _settings_hub = settings_hub;
         _dispose = bus.subscribe(SparkTags.ShowPAndLTag).OnDispatcher().Subscribe(show);
      }

+      public static string col_id(Columns col) => col.ToString();
+
      public override Task<IShellWindow> load(PAndLStartupData state) {
-         var w = new PAndLWindow(_model, this, _bus, state, SparkCommands.ShowPAndL.icon) as IShellWindow;
-         return Task.FromResult(w);
+         return Task.FromResult(_create(state));
      }

      async void show(PAndLStartupData startup_data) {
@@ -32,6 +40,14 @@ namespace bts.shell {
         _bus.post(SparkTags.ShowWindow, w);
      }

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

@@ -40,21 +56,75 @@ namespace bts.shell {
         /// </summary>
         public PAndLStartupData() { }

-         public PAndLStartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, pnl_calc_type calc_type) {
-            this.sort_criteria = sorting_criteria;
+         public PAndLStartupData(List<SortingCriteria> sorting_criteria, FilterStates filters, pnl_calc_type calc_type, GridSettings grid = default) {
+            _sort_criteria = sorting_criteria;
            this.filters = filters;
            this.calc_type = calc_type;
+            this.grid = grid;
         }

+         public static GridSettings DefaultGridSettings => GridSettings.Default.with(DefaultColumns.all, DefaultColumns.default_sorting_criterion);
+
+         public IReadOnlyList<SortingCriteria> sorting_criterion => _sort_criteria ?? (_sort_criteria = DefaultColumns.default_sorting_criterion.ToList());
+         public static PAndLStartupData Default() =>
+            new PAndLStartupData(null, new FilterStates(), pnl_calc_type.midpoint);
+
+
         [ProtoMember(5)]
-         public readonly List<SortingCriteria> sort_criteria;
+         List<SortingCriteria> _sort_criteria;
         [ProtoMember(10)]
         public FilterStates filters;
         [ProtoMember(15)]
         public pnl_calc_type calc_type;
         //[ProtoMember(20)]
         // ProtoMember 20 cannot be used further
+         [ProtoMember(25)]
+         public GridSettings grid;

+         static class DefaultColumns {
+
+            public static GridColumnSettings account => new GridColumnSettings(col_id(Columns.Account), DefaultColumnHeaders.Account, width: DefaultColumnWidths.Account);
+            public static GridColumnSettings exchange => new GridColumnSettings(col_id(Columns.Exchange), DefaultColumnHeaders.Exchange, width: DefaultColumnWidths.Exchange);
+            public static GridColumnSettings symbol => new GridColumnSettings(col_id(Columns.Symbol), DefaultColumnHeaders.Symbol, width: DefaultColumnWidths.Symbol);
+            public static GridColumnSettings security => new GridColumnSettings(col_id(Columns.Security), DefaultColumnHeaders.Security, width: DefaultColumnWidths.Security);
+            public static GridColumnSettings security_type => new GridColumnSettings(col_id(Columns.SecurityType), DefaultColumnHeaders.SecurityType, width: DefaultColumnWidths.SecurityType);
+            public static GridColumnSettings start_net_position => new GridColumnSettings(col_id(Columns.StartNetPos), DefaultColumnHeaders.StartNetPos, width: DefaultColumnWidths.Start_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings start_pnl => new GridColumnSettings(col_id(Columns.StartPNL), DefaultColumnHeaders.StartPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings day_long_pnl => new GridColumnSettings(col_id(Columns.DayLong), DefaultColumnHeaders.DayLong, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings day_short_pnl => new GridColumnSettings(col_id(Columns.DayShort), DefaultColumnHeaders.DayShort, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings day_pnl => new GridColumnSettings(col_id(Columns.DayPNL), DefaultColumnHeaders.DayPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_net_pos => new GridColumnSettings(col_id(Columns.TotalNetPos), DefaultColumnHeaders.TotalNetPos, width: DefaultColumnWidths.Total_Net_Pos, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings total_pnl => new GridColumnSettings(col_id(Columns.TotalPNL), DefaultColumnHeaders.TotalPnL, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+            public static GridColumnSettings pnl_price => new GridColumnSettings(col_id(Columns.PNLPrice), DefaultColumnHeaders.PnLPrice, width: DefaultColumnWidths.PnL_Generic, horizontal_alignment: System.Windows.HorizontalAlignment.Right);
+
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(account.id, true);
+                  yield return new SortingCriteria(exchange.id, true);
+                  yield return new SortingCriteria(symbol.id, true);
+                  yield return new SortingCriteria(security.id, true);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return account;
+                  yield return exchange;
+                  yield return symbol;
+                  yield return security;
+                  yield return security_type;
+                  yield return start_net_position;
+                  yield return start_pnl;
+                  yield return day_long_pnl;
+                  yield return day_short_pnl;
+                  yield return day_pnl;
+                  yield return total_net_pos;
+                  yield return total_pnl;
+                  yield return pnl_price;
+               }
+            }
+
+         }
      }

      [ProtoContract]
@@ -1,4 +1,5 @@
 using bts.api;
+using bts.api.md.auxiliary;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
@@ -19,11 +20,12 @@ namespace bts.shell {
      PAndLWindowFactory _plwf;

      [ImportingConstructor]
-      public TradingShellModule(IBus bus, IWindowManager wm, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache, UserSettingsHub settings_hub, OrdersModel orders_model, PAndLModel pandl_model) {
-         _lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model);
-         _obwf = new OrderBookWindowFactory(this, bus, notification_service, notification_service_data_cache, orders_model);
-         _fwf = new FillsWindowFactory(this, bus, orders_model);
-         _plwf = new PAndLWindowFactory(this, bus, pandl_model);
+      public TradingShellModule(IBus bus, IWindowManager wm, INotificationService notification_service, INotificationServiceDataCache notification_service_data_cache,
+         UserSettingsHub settings_hub, OrdersModel orders_model, PAndLModel pandl_model, MarketDataAuxiliaryModel md_auxiliary_model) {
+         _lwf = new LadderWindowFactory(this, bus, wm, settings_hub, orders_model, md_auxiliary_model);
+         _obwf = new OrderBookWindowFactory(this, bus, notification_service, notification_service_data_cache, orders_model, settings_hub);
+         _fwf = new FillsWindowFactory(this, bus, settings_hub, orders_model);
+         _plwf = new PAndLWindowFactory(this, bus, settings_hub, pandl_model);
      }

      public ImageSource icon => Icons.Trades;
@@ -53,18 +53,22 @@ namespace mbts.ui {
         ToastNotificationController _toast_controller;
         SoundNotificationPlayer _sound_player;
         Dispatcher _dispatcher;
-         bool _toast_notifications_enabled, _sound_notifications_enabled = NotificationSettings.Default.sound_notification.enabled;
+         bool
+            _sound_notifications_enabled = Configuration.get<bts.config.toggles.SoundNotifications>().enabled,
+            _toast_notifications_enabled = Configuration.get<bts.config.toggles.ToastNotifications>().enabled;

         [ImportingConstructor]
         public Notifier(IBus bus, UserSettingsHub settings_hub) {
            _disposer = new ThreadSafeDisposable(dispose_core);
-            Thread thread = new Thread(start) {
-               IsBackground = true,
-               Priority = ThreadPriority.BelowNormal,
-               Name = "BTSNotifications"
-            };
-            thread.SetApartmentState(ApartmentState.STA);
-            thread.Start();
+            if (_sound_notifications_enabled || _toast_notifications_enabled) {
+               Thread thread = new Thread(start) {
+                  IsBackground = true,
+                  Priority = ThreadPriority.BelowNormal,
+                  Name = "BTSNotifications"
+               };
+               thread.SetApartmentState(ApartmentState.STA);
+               thread.Start();
+            }

            void start() {
               try {
@@ -102,7 +106,9 @@ namespace mbts.ui {
                     (_dispatcher = Dispatcher.CurrentDispatcher).UnhandledException += _on_dispatcher_UnhandledException;
                     Dispatcher.Run();
                  }
-               } catch (Exception ex) {
+               }
+               catch (NAudio.MmException) { }
+               catch (Exception ex) {
                  Log.assert(false, $"Exception in {Thread.CurrentThread.Name} thread: {ex}");
                  _disposer.Dispose();
               }
@@ -24,7 +24,8 @@ namespace mbts.ui.spark {
      public DataTemplate LeanOrderTemplate { get; set; }
      public DataTemplate JoinOrderTemplate { get; set; }
      public DataTemplate TopOrderTemplate { get; set; }
-      public DataTemplate CoverOrderTemplate { get; set; }      
+      public DataTemplate CoverOrderTemplate { get; set; }
+      public DataTemplate OffsetOrderTemplate { get; set; }
      public DataTemplate TriggerOrderTemplate { get; set; }
      public DataTemplate IcebergOrderTemplate { get; set; }
      public DataTemplate SpreaderTemplate { get; set; }
@@ -42,6 +43,7 @@ namespace mbts.ui.spark {
               case CustomOrderDefinition.CustomOneofCase.Join: return JoinOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Top: return TopOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Cover: return CoverOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Offset: return OffsetOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Trigger: return TriggerOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Iceberg: return IcebergOrderTemplate;
               case CustomOrderDefinition.CustomOneofCase.Spreader: return SpreaderTemplate;
@@ -51,4 +53,5 @@ namespace mbts.ui.spark {
         return null;
      }
   }
+
 }
@@ -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) =>
@@ -42,5 +42,6 @@ namespace mbts.spark {

      public override bool Equals(object obj) => Equals(obj as OrderRecordTuple);
      public override int GetHashCode() => key.GetHashCode();
+      public override string ToString() => $"order:{order.Key}, sec:{security_md.display_name()}";
   }
 }
@@ -7,82 +7,99 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
-using System.Threading;

 namespace mbts.spark {
-   class OrderRecordTupleSource : IObservable<IIncrementalUpdate<OrderRecordTuple, uint>>, IDisposable {
-      // returns a ref-count Observable.Create-wrapper that initializes/destroys the [hot-observable] OrderRecordTupleSource.
-      // (initializes when the first subscription is made, and destroys when the last subscription is disposed).
-      public static IObservable<IIncrementalUpdate<OrderRecordTuple, uint>> create_observable(
-         IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities,
-         IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) {
-         OrderRecordTupleSource source = null;
-         int ref_count = 0;
-         return Observable.Create<IIncrementalUpdate<OrderRecordTuple, uint>>(observer => {
-            if (Interlocked.Increment(ref ref_count) == 1) {
-               SparkUtils.lazy_assert(source == null, () => fmt_assert_msg("source should be null, there must be a leak."));
-               source = new OrderRecordTupleSource(securities, orders);
-            }
-            IDisposable sub = source.Subscribe(observer);
-            return Disposable.Create(() => {
-               Disposable.dispose_once(ref sub);
-               if (Interlocked.Decrement(ref ref_count) == 0)
-                  Disposable.dispose_once(ref source);
-            });
-         });
-         string fmt_assert_msg(string msg) => $"{nameof(OrderRecordTupleSource)}.{nameof(create_observable)}: {msg}";
-      }
-
+   class OrderRecordTupleSource : IDisposable {
+      readonly object _lock = new object();
+      // subjects
      readonly Subject<IIncrementalUpdate<OrderRecordTuple, uint>> _subject = new Subject<IIncrementalUpdate<OrderRecordTuple, uint>>();
+      readonly Subject<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>> _table_subject = new Subject<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>>();
+      readonly Subject<IIncrementalUpdate<SecurityMD, uint>> _order_securities_subject = new Subject<IIncrementalUpdate<SecurityMD, uint>>();
+      // data cache
      readonly Dictionary<uint, OrderRecordTuple> _state = new Dictionary<uint, OrderRecordTuple>();
      readonly SetMap<uint, uint> _security_orders = new SetMap<uint, uint>();
+      readonly IDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
      IReadOnlyDictionary<uint, OrderRecordImmutable> _orders_cache = new Dictionary<uint, OrderRecordImmutable>(0);
-      IReadOnlyDictionary<uint, SecurityMD> _security_md_cache = new Dictionary<uint, SecurityMD>(0);
      IDisposable _dispose;
-      object _lock = new object();

-      OrderRecordTupleSource(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities, IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) =>
+      public OrderRecordTupleSource(IObservable<IReadOnlyDictionary<uint, SecurityMD>> securities, IObservable<TableUpdate<OrderRecordImmutable, uint>> orders) =>
         _dispose = Disposable.Create(
            securities.Subscribe(_update_securities),
-            orders.AddRemoveOnly().Subscribe(_update_orders));
+            orders.Subscribe(_update_orders));

-      public IDisposable Subscribe(IObserver<IIncrementalUpdate<OrderRecordTuple, uint>> observer) {
-         lock (_lock) {
-            observer.OnNext(new IncrementalUpdate<OrderRecordTuple, uint>(new Dictionary<uint, OrderRecordTuple>(_state), new Dictionary<uint, OrderRecordTuple>(0)));
-            return _subject.Subscribe(observer);
-         }
-      }
+      public IObservable<IIncrementalUpdate<OrderRecordTuple, uint>> subscribe_incremental_update() =>
+         Observable.Create<IIncrementalUpdate<OrderRecordTuple, uint>>(observer => {
+            lock (_lock) {
+               observer.OnNext(new IncrementalUpdate<OrderRecordTuple, uint>(new Dictionary<uint, OrderRecordTuple>(_state), new Dictionary<uint, OrderRecordTuple>(0)));
+               return _subject.Subscribe(observer);
+            }
+         });
+
+      public IObservable<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>> subscribe_incremental_table_update() =>
+         Observable.Create<IIncrementalTableUpdateTransform<OrderRecordTuple, uint>>(observer => {
+            lock (_lock) {
+               observer.OnNext(IncrementalTableUpdateTranform<OrderRecordTuple, uint>.init(_state.Values));
+               return _table_subject.Subscribe(observer);
+            }
+         });
+
+      public IObservable<IIncrementalUpdate<SecurityMD, uint>> subscribe_order_securities() =>
+         Observable.Create<IIncrementalUpdate<SecurityMD, uint>>(observer => {
+            lock (_lock) {
+               var init = new Dictionary<uint, SecurityMD>();
+               foreach (uint sec_key in _security_orders.Keys) {
+                  if (_security_md_cache.TryGetValue(sec_key, out SecurityMD smd))
+                     init.Add(sec_key, smd);
+               }
+               observer.OnNext(new IncrementalUpdate<SecurityMD, uint>(init, new Dictionary<uint, SecurityMD>(0)));
+               return _order_securities_subject.Subscribe(observer);
+            }
+         });

      public void Dispose() => Disposable.dispose(ref _dispose);

-      void _update_orders(LegacyTableUpdate<OrderRecordImmutable, uint> orders) {
+      void _update_orders(TableUpdate<OrderRecordImmutable, uint> orders) {
         lock (_lock) {
            Dictionary<uint, OrderRecordTuple> removed = new Dictionary<uint, OrderRecordTuple>(), added = new Dictionary<uint, OrderRecordTuple>();
+            Dictionary<uint, SecurityMD> added_securities = new Dictionary<uint, SecurityMD>(), removed_securities = new Dictionary<uint, SecurityMD>();
            foreach (OrderRecordImmutable order in orders.removed) {
               uint sec_key = order.security_key();
               OrderRecordTuple old_ft = new OrderRecordTuple(order, _get_security_md(sec_key));
               removed.Add(old_ft.order.Key, old_ft);
-               _security_orders.remove(sec_key, order.Key);
+               if (_security_orders.removes_key(sec_key, order.Key) && old_ft.security_md.HasValue)
+                  removed_securities.Add(sec_key, old_ft.security_md.Value);
+            }
+            foreach (Change<OrderRecordImmutable> ch in orders.changes) {
+               // orders cannot change securities; ch.New can use the same security_md as ch.Old
+               var sec_md = _get_security_md(ch.Old.security_key());
+               removed.Add(ch.Old.Key, new OrderRecordTuple(ch.Old, sec_md));
+               added.Add(ch.New.Key, new OrderRecordTuple(ch.New, sec_md));
            }
            foreach (OrderRecordImmutable order in orders.added) {
               uint sec_key = order.security_key();
               OrderRecordTuple new_ort = new OrderRecordTuple(order, _get_security_md(sec_key));
               added.Add(new_ort.order.Key, new_ort);
-               _security_orders.add(sec_key, order.Key);
+               if (_security_orders.adds_key(sec_key, order.Key) && new_ort.security_md.HasValue)
+                  added_securities.Add(sec_key, new_ort.security_md.Value);
            }
            _orders_cache = orders.state;
-            _apply_changes(added, removed);
+            _apply_changes(added, removed, added_securities, removed_securities);
         }
      }

      void _update_securities(IReadOnlyDictionary<uint, SecurityMD> securities) {
         lock (_lock) {
            Dictionary<uint, OrderRecordTuple> added = new Dictionary<uint, OrderRecordTuple>(), removed = new Dictionary<uint, OrderRecordTuple>();
+            Dictionary<uint, SecurityMD> added_securities = new Dictionary<uint, SecurityMD>(), removed_securities = new Dictionary<uint, SecurityMD>();
            _security_md_cache.Keys.difference(securities.Keys, out IEnumerable<uint> added_keys, out IEnumerable<uint> removed_keys);
+            /// Warning: <see cref="_security_md_cache"/> must NOT be reassigned with <see cref="securities"/>; the latter is always the same object.
+            /// This would mean that the <see cref="GlobalExtensions.difference{T}(IEnumerable{T}, IEnumerable{T}, out IEnumerable{T}, out IEnumerable{T})"/>
+            /// call above would literally be calculating the difference between the keys of the same dictionary!
            foreach (var k in removed_keys) {
               if (_security_orders.try_lookup(k, out ISet<uint> order_keys)) {
-                  IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
                  SecurityMD old_sec_md = _security_md_cache[k];
+                  removed_securities.Add(k, old_sec_md);
+                  IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
                  foreach (OrderRecordImmutable order in orders) {
                     OrderRecordTuple old_ft = new OrderRecordTuple(order, old_sec_md);
                     removed.Add(old_ft.order.Key, old_ft);
@@ -90,11 +107,13 @@ namespace mbts.spark {
                     added.Add(new_ft.order.Key, new_ft);
                  }
               }
+               _security_md_cache.Remove(k);
            }
            foreach (var k in added_keys) {
+               SecurityMD new_sec_md = securities[k];
               if (_security_orders.try_lookup(k, out ISet<uint> order_keys)) {
+                  added_securities.Add(k, new_sec_md);
                  IEnumerable<OrderRecordImmutable> orders = order_keys.Select(fk => _orders_cache[fk]);
-                  SecurityMD new_sec_md = securities[k];
                  foreach (OrderRecordImmutable order in orders) {
                     OrderRecordTuple old_ft = new OrderRecordTuple(order, null);
                     removed.Add(old_ft.order.Key, old_ft);
@@ -102,9 +121,9 @@ namespace mbts.spark {
                     added.Add(new_ft.order.Key, new_ft);
                  }
               }
+               _security_md_cache.Add(k, new_sec_md);
            }
-            _security_md_cache = securities;
-            _apply_changes(added, removed);
+            _apply_changes(added, removed, added_securities, removed_securities);
         }
      }

@@ -114,12 +133,15 @@ namespace mbts.spark {
      OrderRecordImmutable? _get_order(uint key) =>
         _orders_cache.TryGetValue(key, out OrderRecordImmutable o) ? o : new OrderRecordImmutable?();

-      void _apply_changes(Dictionary<uint, OrderRecordTuple> added, Dictionary<uint, OrderRecordTuple> removed) {
+      void _apply_changes(Dictionary<uint, OrderRecordTuple> added, Dictionary<uint, OrderRecordTuple> removed, Dictionary<uint, SecurityMD> added_securities, Dictionary<uint, SecurityMD> removed_securities) {
         foreach (var kv in removed)
            _state.Remove(kv.Key);
         foreach (var kv in added)
            _state.Add(kv.Key, kv.Value);
-         _subject.OnNext(new IncrementalUpdate<OrderRecordTuple, uint>(added, removed));
+         var update = new IncrementalUpdate<OrderRecordTuple, uint>(added, removed);
+         _subject.OnNext(update);
+         _table_subject.OnNext(update.as_table());
+         _order_securities_subject.OnNext(new IncrementalUpdate<SecurityMD, uint>(added_securities, removed_securities));
      }
   }
 }
@@ -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);
         }
@@ -0,0 +1,54 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark
+{
+   [Export]   
+   public class DynamicOrderHelper
+   {
+      readonly RegisteredDynamicOrderTypes _dynamic_types;
+      [ImportingConstructor]
+      private DynamicOrderHelper(OrderService order_service)
+      {
+         _dynamic_types = order_service.get_registered_dynamic_order_types(new VoidMessage());
+      }
+
+      public void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs,
+                                         Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory)
+      {
+         foreach (var d in _dynamic_types.DynamicOrderDesc)
+         {
+            var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
+            dorder.Dynamic.DynamicOrderType = d.DynamicOrderType;
+            //Add only the descriptor here for reflection later
+            foreach(var p in d.ParamDesc)
+               dorder.Dynamic.OrderParams.Add( p.ParamName, new DynamicOrderParam() );
+            defs.Add(new CustomOrderDefinitionImmutable(dorder));
+         }
+      }
+
+      internal IDictionary<string, DynamicOrderParamVM> get_parameters(string dyntype)
+      {
+         Dictionary<string, DynamicOrderParamVM> par = new Dictionary<string, DynamicOrderParamVM>();
+         var order = _dynamic_types.DynamicOrderDesc.FirstOrDefault(x => x.DynamicOrderType == dyntype);
+         if (order != null)
+         {
+            foreach (var p in order.ParamDesc)
+               par[p.ParamName] = new DynamicOrderParamVM() { param = new DynamicOrderParam(), descriptor = p };
+         }
+         return par;
+      }
+   }
+
+}
@@ -0,0 +1,21 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+
+
+namespace mbts.spark
+{
+
+   class DynamicOrderParamVM : mbts.ui.shell.ViewModelBase
+   {
+      public DynamicOrderParamVM() { }
+      public DynamicOrderParamDescriptor descriptor { get; set; }
+      public DynamicOrderParam param { get; set; }
+
+   }
+
+}
@@ -0,0 +1,51 @@
+using bts.api.orderman;
+using mbts.spark;
+using mbts.ui.converters;
+using mbts.ui.utilities;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+
+namespace mbts.ui.spark
+{
+   class DynamicOrderParamTemplateSelector : DataTemplateSelector
+   {
+      public DataTemplate BoolTemplate { get; set; }
+      public DataTemplate DoubleTemplate { get; set; }
+      public DataTemplate IntTemplate { get; set; }
+      public DataTemplate UIntTemplate { get; set; }
+      public DataTemplate StringTemplate { get; set; }
+      public DataTemplate OrderDefTemplate { get; set; }
+
+      public DataTemplate EnumTemplate { get; set; }
+
+      public override DataTemplate SelectTemplate(object item, DependencyObject container)
+      {
+         var vm = item as DynamicOrderParamVM;
+         if (vm != null)
+         {
+            switch (vm.descriptor.ParamType.DescriptorCase)
+            {
+               case DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive:
+                  {
+                     switch (vm.descriptor.ParamType.Primitive)
+                     {
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: return BoolTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return DoubleTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return IntTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return UIntTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return StringTemplate;
+                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: return OrderDefTemplate;
+                        default: return null;
+                     }
+                  }
+               case DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated: return EnumTemplate;
+            }
+         }
+         return null;
+      }
+   }   
+}
@@ -7,60 +7,26 @@ using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.ComponentModel;
+using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using static bts.api.orderman.CustomOrderDefinition;

 namespace mbts.spark
 {
-   public static class DynamicOrderHelper
-   {
-      static Lazy<bts.config.dynamic_orders.DynamicOrderList> _list = new Lazy<bts.config.dynamic_orders.DynamicOrderList>(
-         () => mbts.config.Configuration.get<bts.config.dynamic_orders.DynamicOrderList>(), true);
-      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));
-         }
-      }
-
-      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 }));
-         return par;
-      }
-   }
-
-
-   class NameValueVM : mbts.ui.shell.ViewModelBase
-   {
-      public NameValueVM() { }
-      public string name { get; set; }
-      public string value { get; set; }
-   }

   static partial class OrderTypeVMFactory
   {
      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
@@ -68,26 +34,29 @@ 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;

         string _dyn_type;
-         List<NameValueVM> _parameters;
+         IDictionary<string, DynamicOrderParamVM> _parameters;
+         IEnumerable<string> _order_def_tags;

-         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;
-            _parameters = DynamicOrderHelper.get_parameters(dyn_type);
+            _parameters = model.dynamic_helper.get_parameters(dyn_type);
+            _order_def_tags = _parameters.Values.Where(x => x.descriptor.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
+                                                       x.descriptor.ParamType.Primitive == DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef).Select(xx=>xx.descriptor.ParamName);
            _dispose = Disposable.Create(
               security_md_source.OnDispatcher()
               .Subscribe(smd => _security = smd.security),
@@ -100,7 +69,7 @@ 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();
@@ -111,7 +80,12 @@ namespace mbts.spark

         public override string type_name => _dyn_type;

-         public IEnumerable<NameValueVM> parameters => _parameters;
+         public IEnumerable<DynamicOrderParamVM> parameters => _parameters.Values.Where(x =>
+        {
+           return x.descriptor.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated ||
+                  (x.descriptor.ParamType.DescriptorCase == DynamicOrderTypeDescriptor.DescriptorOneofCase.Primitive &&
+                   x.descriptor.ParamType.Primitive != DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef);
+        });

         public override void assign_to(CustomOrderDefinition value)
         {
@@ -122,16 +96,25 @@ namespace mbts.spark
            {
               var i = factory.dynamic_order();
               i.DynamicOrderType = _dyn_type;
-               set_parameter_dictionary(i.Parameters);
-               child_order.assign_to(i.Child);
+               set_parameter_dictionary(i.OrderParams);
               value.Dynamic = i;
            }
         }

-         void set_parameter_dictionary(Google.Protobuf.Collections.MapField<string, string> par)
+         void set_parameter_dictionary(Google.Protobuf.Collections.MapField<string, DynamicOrderParam> par)
         {
-            foreach(var vm in _parameters)
-               par[vm.name] = vm.value ?? string.Empty;
+            foreach(var vm in _parameters.Values)
+               par[vm.descriptor.ParamName] = vm.param;
+
+            if (child_order != null)
+            {
+               var newkid = new DynamicOrderParam();
+               var cust = new CustomOrderDefinition();
+               newkid.AsOrderDef = cust;               
+               child_order.assign_to(newkid.AsOrderDef);
+               foreach(var child in _order_def_tags)
+                  par[child] = newkid;
+            }
         }

         public ICollection<IOrderTypeVM> child_order_types
@@ -139,7 +122,7 @@ 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 +168,7 @@ 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);
         }
@@ -204,8 +187,7 @@ namespace mbts.spark
            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
               set_error(nameof(child_order), string.Empty, true);
            else clear_error(nameof(child_order));
-
         }
      }
   }
-}
+}
@@ -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);
         }
@@ -17,74 +17,39 @@ 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);
-
-            var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Contains(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);
-
-            tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
+            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);
+         
            join_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
-            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<uint> tick_offset_on_deploy;
-         public readonly InlineUserProperty<bts.spark.QuantityMeasure> join_threshold;
-                  
-         public readonly InlineUserProperty<bool> enable_hedge;
-         public readonly InlineUserProperty<int> hedge_ticks;
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;

+         public readonly InlineUserProperty<bts.spark.QuantityMeasure> join_threshold;               
      }

      class JoinOrderVM : OrderTypeVMBase<JoinOrderDefinition>, 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;
         InlineJoinOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
-         IOrderTypeVM _hedge_order;
-         IDisposable _hedge_order_errors_sub;
-
-         public uint tick_offset_on_deploy { get; set; } = 0;
         public bts.spark.QuantityMeasure join_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         bool _enable_hedge = false;
-         public bool enable_hedge
-         {
-            get { return _enable_hedge; }
-            set
-            {
-               _enable_hedge = value;
-               RaisePropertyChanged(nameof(enable_hedge));
-            }
-         } 
-         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(
@@ -98,32 +63,13 @@ 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);
-                  }
-                  if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
-                  {
-                     _select_hedge_order(p.selected_hedge_order_type.value);
-                  }
-                  if (p.tick_offset_on_deploy.force_override) 
-                  {
-                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
-                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
+                     _select_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (p.join_threshold.force_override)
                  {
                     join_threshold = p.join_threshold.value;
                     RaisePropertyChanged(nameof(join_threshold));
                  }
-                  if (p.enable_hedge.force_override)
-                  {
-                     enable_hedge = p.enable_hedge.value;
-                     RaisePropertyChanged(nameof(enable_hedge));
-                  }
-                  if (p.hedge_ticks.force_override)
-                  {
-                     hedge_ticks = p.hedge_ticks.value;
-                     RaisePropertyChanged(nameof(hedge_ticks));
-                  }
                  _inline_props = p;
                  _validate();
               })
@@ -135,19 +81,12 @@ namespace mbts.spark
         {
            if (_child_order == null)
               _select_child_order(model.factory.default_order_type(_security.Value, true));
-            if (_hedge_order == null && enable_hedge)
-               _select_hedge_order(model.factory.default_order_type(_security.Value, true));
            _validate();
            if (!HasErrors) 
            {
               var i = factory.join_order();
-               i.TickOffsetOnDeploy = tick_offset_on_deploy;
               i.JoinThreshold = join_threshold;
-               i.EnableHedge = enable_hedge;
-               i.HedgeTicks = hedge_ticks;
               child_order.assign_to(i.Child);
-               if(enable_hedge && hedge_order != null)
-                  hedge_order.assign_to(i.Hedge);
               value.Join = i;
            }
         }         
@@ -157,20 +96,10 @@ 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;
            }
         }
-
-         public ICollection<IOrderTypeVM> hedge_order_types
-         {
-            get
-            {
-               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
-               return _hedge_order_choices;
-            }
-         }         
 
         public IOrderTypeVM child_order 
         {
@@ -196,52 +125,24 @@ namespace mbts.spark
            }
         }

-         public IOrderTypeVM hedge_order
-         {
-            get
-            {
-               init();
-               return _hedge_order;
-            }
-            set
-            {
-               Disposable.dispose(ref _hedge_order_errors_sub);
-               _hedge_order = value;
-               _hedge_order?.init();
-               if (_hedge_order is INotifyDataErrorInfo ndei)
-               {
-                  ndei.ErrorsChanged += on_errors_changed;
-                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
-                     _validate();
-                  _hedge_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
-               }
-               _validate();
-               RaisePropertyChanged(nameof(hedge_order));
-            }
-         }
-
         public void Dispose() 
         {
            Disposable.dispose(ref _dispose);
            if (_child_order_choices != null)
               _child_order_choices.OfType<IDisposable>().DisposeAll();
-            if (_hedge_order_choices != null)
-               _hedge_order_choices.OfType<IDisposable>().DisposeAll();
         }

         public override void init() 
         {
            if (_child_order == null && _security.HasValue)
               _select_child_order();
-            if (_hedge_order == null && _security.HasValue && enable_hedge)
-               _select_hedge_order();
            _validate();
         }

         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);
         }
@@ -252,35 +153,13 @@ namespace mbts.spark
            if (_child_order == null)
               _child_order = child_order_types.FirstOrDefault();
            RaisePropertyChanged(nameof(child_order));
-         }
-         
-         void _select_hedge_order()
-         {
-            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value :
-               model.factory.default_order_type(_security.Value, true);
-            _select_hedge_order(ot);
-         }
-
-         void _select_hedge_order(CustomOneofCase ot)
-         {
-            _hedge_order = hedge_order_types.FirstOrDefault(vm => vm.order_type == ot);
-            if (_hedge_order == null)
-               _hedge_order = hedge_order_types.FirstOrDefault();
-            RaisePropertyChanged(nameof(hedge_order));
         }         
-         

         void _validate() 
         {
            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
               set_error(nameof(child_order), string.Empty, true);
            else clear_error(nameof(child_order));
-
-            if ( (_hedge_order == null && enable_hedge) || (_hedge_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
-               set_error(nameof(hedge_order), string.Empty, true);
-            else clear_error(nameof(hedge_order));
-
         }
      }
   }
@@ -17,18 +17,18 @@ 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>(2, false);
            trade_toward_behavior = new InlineUserProperty<LeanOrderDefinition.Types.OnToward>(LeanOrderDefinition.Types.OnToward.Cancel, 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;
@@ -39,8 +39,8 @@ 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;
@@ -49,12 +49,12 @@ namespace mbts.spark
         public uint max_chase_ticks { get; set; } = 2;
         public LeanOrderDefinition.Types.OnToward trade_toward_behavior { get; set; } = LeanOrderDefinition.Types.OnToward.Cancel;      

-         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(
@@ -68,7 +68,7 @@ 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)
                  {
@@ -115,7 +115,7 @@ 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;
            }
         }
@@ -161,7 +161,7 @@ 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();
@@ -0,0 +1,164 @@
+using bts.api;
+using bts.api.orderman;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using static bts.api.orderman.CustomOrderDefinition;
+
+namespace mbts.spark 
+{
+   static partial class OrderTypeVMFactory 
+   {
+      class InlineOffsetOrderProperties 
+      {
+         public InlineOffsetOrderProperties (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<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);
+         }
+         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         
+         public readonly InlineUserProperty<uint> tick_offset_on_deploy;
+      }
+
+      class OffsetOrderVM : OrderTypeVMBase<OffsetOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
+      {
+         readonly IObservable<SecurityMD> _security_md_source;
+         SecurityImmutable? _security;
+         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
+         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         InlineOffsetOrderProperties _inline_props;
+         IOrderTypeVM _child_order;
+         IDisposable _dispose, _child_order_errors_sub;
+         
+         public uint tick_offset_on_deploy { get; set; } = 0;
+
+         public OffsetOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+            : this(model, security_md_source, security_md_source.Select(smd =>
+            new InlineOffsetOrderProperties(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 OffsetOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
+                            IObservable<InlineOffsetOrderProperties> 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()
+               .Subscribe(smd => _security = smd.security),
+               inline_properties.OnDispatcher()
+               .Subscribe(p => {
+                  if (_order_types.Count == 0 || p.child_order_types.force_override) 
+                  {
+                     _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.key.type);
+                  }                  
+                  if (p.tick_offset_on_deploy.force_override) 
+                  {
+                     tick_offset_on_deploy = p.tick_offset_on_deploy.value;
+                     RaisePropertyChanged(nameof(tick_offset_on_deploy));
+                  }
+                  _inline_props = p;
+                  _validate();
+               })
+            );
+            _validate();
+         }
+         
+         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.offset_order();
+               i.TickOffsetOnDeploy = tick_offset_on_deploy;
+               child_order.assign_to(i.Child);
+               value.Offset = i;
+            }
+         }         
+
+         public ICollection<IOrderTypeVM> child_order_types 
+         {
+            get 
+            {
+               if (_child_order_choices == null) 
+                  _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;
+            }
+         }
+ 
+         public IOrderTypeVM child_order 
+         {
+            get 
+            {
+               init();
+               return _child_order;
+            }
+            set 
+            {
+               Disposable.dispose(ref _child_order_errors_sub);
+               _child_order = value;
+               _child_order?.init();
+               if (_child_order is INotifyDataErrorInfo ndei) 
+               {
+                  ndei.ErrorsChanged += on_errors_changed;
+                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
+                     _validate();
+                  _child_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
+               }
+               _validate();
+               RaisePropertyChanged(nameof(child_order));
+            }
+         }         
+
+         public void Dispose() 
+         {
+            Disposable.dispose(ref _dispose);
+            if (_child_order_choices != null)
+               _child_order_choices.OfType<IDisposable>().DisposeAll();
+         }
+
+         public override void init() 
+         {
+            if (_child_order == null && _security.HasValue)
+               _select_child_order();
+            _validate();
+         }
+
+         void _select_child_order() 
+         {
+            CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
+               _inline_props.selected_child_order_type.value.key.type :
+               model.factory.default_order_type(_security.Value, true);
+            _select_child_order(ot);
+         }
+
+         void _select_child_order(CustomOneofCase ot) 
+         {
+            _child_order = child_order_types.FirstOrDefault(vm => vm.order_type == ot);
+            if (_child_order == null)
+               _child_order = child_order_types.FirstOrDefault();
+            RaisePropertyChanged(nameof(child_order));
+         }
+
+         void _validate() 
+         {
+            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
+               set_error(nameof(child_order), string.Empty, true);
+            else clear_error(nameof(child_order));
+         }
+      }
+   }
+}
@@ -12,36 +12,38 @@ 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 offset(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new OffsetOrderVM(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.Offset: return offset(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*/ dynamic_type);
            default: throw new NotImplementedException();
         }
      }
@@ -51,12 +53,17 @@ 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 +83,7 @@ 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);
         }
@@ -17,73 +17,43 @@ 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);
-
-            var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Contains(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_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
+            this.child_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>(
                              new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 }, false);
-            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<uint> watch_level_tick_offset;
         public readonly InlineUserProperty<bts.spark.QuantityMeasure> top_threshold;
-
-         public readonly InlineUserProperty<bool> enable_hedge;
-         public readonly InlineUserProperty<int> hedge_ticks;
-
      }

      class TopOrderVM : OrderTypeVMBase<TopOrderDefinition>, 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;
         InlineTopOrderProperties _inline_props;
         IOrderTypeVM _child_order;
         IDisposable _dispose, _child_order_errors_sub;

-         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
-         IOrderTypeVM _hedge_order;
-         IDisposable _hedge_order_errors_sub;
-
         public uint watch_level_tick_offset { get; set; } = 0;
         public bts.spark.QuantityMeasure top_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         bool _enable_hedge = false;
-         public bool enable_hedge
-         {
-            get { return _enable_hedge; }
-            set
-            {
-               _enable_hedge = value;
-               RaisePropertyChanged(nameof(enable_hedge));
-            }
-         }
-         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 +68,7 @@ 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);
-                  }
-                  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_child_order(p.selected_child_order_type.value.key.type);
                  }
                  if (p.watch_level_tick_offset.force_override)
                  {
@@ -114,16 +80,6 @@ namespace mbts.spark
                     top_threshold = p.top_threshold.value;
                     RaisePropertyChanged(nameof(top_threshold));
                  }
-                  if (p.enable_hedge.force_override)
-                  {
-                     enable_hedge = p.enable_hedge.value;
-                     RaisePropertyChanged(nameof(enable_hedge));
-                  }
-                  if (p.hedge_ticks.force_override)
-                  {
-                     hedge_ticks = p.hedge_ticks.value;
-                     RaisePropertyChanged(nameof(hedge_ticks));
-                  }
                  _inline_props = p;
                  _validate();
               })
@@ -135,19 +91,13 @@ namespace mbts.spark
         {
            if (_child_order == null)
               _select_child_order(model.factory.default_order_type(_security.Value, true));
-            if (_hedge_order == null && enable_hedge)
-               _select_hedge_order(model.factory.default_order_type(_security.Value, true));
            _validate();
            if (!HasErrors)
            {
               var i = factory.top_order();
               i.WatchLevelTickOffset = watch_level_tick_offset;
               i.TopThreshold = top_threshold;
-               i.EnableHedge = enable_hedge;
-               i.HedgeTicks = hedge_ticks;
               child_order.assign_to(i.Child);
-               if (enable_hedge && hedge_order != null)
-                  hedge_order.assign_to(i.Hedge);
               value.Top = i;
            }
         }
@@ -157,21 +107,11 @@ 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;
            }
         }

-         public ICollection<IOrderTypeVM> hedge_order_types
-         {
-            get
-            {
-               if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
-               return _hedge_order_choices;
-            }
-         }
-
         public IOrderTypeVM child_order
         {
            get
@@ -196,52 +136,25 @@ namespace mbts.spark
            }
         }

-         public IOrderTypeVM hedge_order
-         {
-            get
-            {
-               init();
-               return _hedge_order;
-            }
-            set
-            {
-               Disposable.dispose(ref _hedge_order_errors_sub);
-               _hedge_order = value;
-               _hedge_order?.init();
-               if (_hedge_order is INotifyDataErrorInfo ndei)
-               {
-                  ndei.ErrorsChanged += on_errors_changed;
-                  void on_errors_changed(object s, DataErrorsChangedEventArgs e) =>
-                     _validate();
-                  _hedge_order_errors_sub = Disposable.Create(() => ndei.ErrorsChanged -= on_errors_changed);
-               }
-               _validate();
-               RaisePropertyChanged(nameof(hedge_order));
-            }
-         }

         public void Dispose()
         {
            Disposable.dispose(ref _dispose);
            if (_child_order_choices != null)
               _child_order_choices.OfType<IDisposable>().DisposeAll();
-            if (_hedge_order_choices != null)
-               _hedge_order_choices.OfType<IDisposable>().DisposeAll();
         }

         public override void init()
         {
            if (_child_order == null && _security.HasValue)
               _select_child_order();
-            if (_hedge_order == null && _security.HasValue && enable_hedge)
-               _select_hedge_order();
            _validate();
         }

         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);
         }
@@ -254,33 +167,11 @@ namespace mbts.spark
            RaisePropertyChanged(nameof(child_order));
         }

-         void _select_hedge_order()
-         {
-            CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value :
-               model.factory.default_order_type(_security.Value, true);
-            _select_hedge_order(ot);
-         }
-
-         void _select_hedge_order(CustomOneofCase ot)
-         {
-            _hedge_order = hedge_order_types.FirstOrDefault(vm => vm.order_type == ot);
-            if (_hedge_order == null)
-               _hedge_order = hedge_order_types.FirstOrDefault();
-            RaisePropertyChanged(nameof(hedge_order));
-         }
-
-
         void _validate()
         {
            if (_child_order == null || (_child_order is INotifyDataErrorInfo ndei && ndei.HasErrors))
               set_error(nameof(child_order), string.Empty, true);
            else clear_error(nameof(child_order));
-
-            if ((_hedge_order == null && enable_hedge) || (_hedge_order is INotifyDataErrorInfo hdei && hdei.HasErrors))
-               set_error(nameof(hedge_order), string.Empty, true);
-            else clear_error(nameof(hedge_order));
-
         }
      }
   }
				`@@ -0,0 +1 @@`
				set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;/home/ppinto/Dropbox/bts/spark/doc/user/mkdocs.yml;bts-help-theme/404.html;bts-help-theme/base.html;bts-help-theme/content.html;bts-help-theme/css/base.css;bts-help-theme/css/bts.css;bts-help-theme/css/font-awesome.min.css;bts-help-theme/css/highlight.css;bts-help-theme/css/local.css;bts-help-theme/fonts/fontawesome-webfont.eot;bts-help-theme/fonts/glyphicons-halflings-regular.eot;bts-help-theme/img/favicon.ico;bts-help-theme/js/base.js;bts-help-theme/js/bootstrap-3.0.3.min.js;bts-help-theme/js/highlight.pack.js;bts-help-theme/js/jquery-1.10.2.min.js;bts-help-theme/keyboard-modal.html;bts-help-theme/main.html;bts-help-theme/nav-sub.html;bts-help-theme/nav.html;bts-help-theme/search-modal.html;bts-help-theme/toc.html;docs/Help.md;docs/Launcher.md;docs/Logging-In-to-the-System.md;docs/Market.md;docs/My-Windows.md;docs/Settings.md;docs/Spreader.md;docs/Trading.md;docs/images/image1.png;docs/images/image10.png;docs/images/image11.png;docs/images/image12.png;docs/images/image13.png;docs/images/image14.png;docs/images/image15.png;docs/images/image16.png;docs/images/image17.png;docs/images/image18.png;docs/images/image19.png;docs/images/image2.png;docs/images/image20.png;docs/images/image21.png;docs/images/image22.png;docs/images/image23.png;docs/images/image24.png;docs/images/image25.png;docs/images/image26.png;docs/images/image27.png;docs/images/image28.png;docs/images/image29.png;docs/images/image3.png;docs/images/image30.png;docs/images/image31.png;docs/images/image32.png;docs/images/image33.png;docs/images/image34.png;docs/images/image35.png;docs/images/image36.png;docs/images/image37.png;docs/images/image38.png;docs/images/image39.png;docs/images/image4.png;docs/images/image40.png;docs/images/image41.png;docs/images/image42.png;docs/images/image43.png;docs/images/image44.png;docs/images/image45.png;docs/images/image46.png;docs/images/image47.png;docs/images/image48.png;docs/images/image49.png;docs/images/image5.png;docs/images/image50.png;docs/images/image51.png;docs/images/image52.png;docs/images/image53.png;docs/images/image54.png;docs/images/image55.png;docs/images/image56.png;docs/images/image57.png;docs/images/image58.png;docs/images/image59.png;docs/images/image6.png;docs/images/image60.png;docs/images/image61.png;docs/images/image62.png;docs/images/image63.png;docs/images/image64.png;docs/images/image65.png;docs/images/image66.png;docs/images/image67.png;docs/images/image68.png;docs/images/image69.png;docs/images/image7.png;docs/images/image70.png;docs/images/image71.png;docs/images/image72.png;docs/images/image73.png;docs/images/image74.png;docs/images/image76.png;docs/images/image8.png;docs/images/image9.png;docs/index.md;docs/release_notes.md)