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

RTM - SPARK-2025

Approved-by: John Colvin <john.colvin@bluetradesys.com>

.gitignore

@@ -24,5 +24,9 @@ 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/
+/src/lib/orderman/perf_analysis/last_pretty_log.csv
+/src/lib/orderman/perf_analysis/log.csv

.vscode/c_cpp_properties.json

@@ -30,6 +30,7 @@
                 "${workspaceRoot}/build/ninja_debug/src",
                 "${workspaceRoot}/externals/windows/include",
                 "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/linux/include/tensorflow/contrib/makefile/gen/proto",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
@@ -50,6 +51,7 @@
                     "${workspaceRoot}/build/ninja_debug/src",
                     "${workspaceRoot}/externals/windows/include",
                     "${workspaceRoot}/externals/linux/include",
+                    "${workspaceRoot}/externals/linux/include/tensorflow/contrib/makefile/gen/proto",
                     "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
                     "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
                     "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
@@ -74,6 +76,7 @@
                 "${workspaceRoot}/build/ninja_debug/src",
                 "${workspaceRoot}/externals/windows/include",
                 "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/linux/include/tensorflow/contrib/makefile/gen/proto",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
                 "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",

.vscode/launch.json

@@ -6,7 +6,7 @@
             "name": "(gdb) Launch",
             "type": "cppdbg",
             "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/src/server/sparkd/sparkd",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
             "args": ["run"],
             "stopAtEntry": false,
             "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
@@ -36,13 +36,24 @@
          "name": "SDK Launch",
          "type": "clr",
          "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-         "args": ["md","GLBX","Future","ZN", "ZNU8"],
+         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
+         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
          "cwd": "${workspaceRoot}",
          "stopAtEntry": false,
          "externalConsole": true,
          "requireExactSource": false
-      },     
+      },        
+      {
+         "name": "Excel Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },          
       {
          "name": "Client Tests",
          "type": "clr",
@@ -54,7 +65,7 @@
          "externalConsole": true,
          "requireExactSource": false
       },           
-		{
+      {
             "name": "Client Attach",
             "type": "clr",
             "request": "attach",
@@ -64,10 +75,10 @@
             "name": "SparkVM Launch",
             "type": "cppdbg",
             "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": ["run"],
             "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
             "environment": [],
             "externalConsole": true,
             "MIMode": "gdb",
@@ -97,6 +108,46 @@
                 "/home/bts/spark/": "${workspaceRoot}"
             }
         },
+      {
+         "name": "TFTest ",
+         "type": "cppdbg",
+         "request": "launch",
+         "program": "/home/bts/spark/build/ninja_debug/sdk/examples/tf_test",
+         "args": [
+         ],
+         "stopAtEntry": false,
+         "cwd": "/home/bts/spark/build/ninja_debug/sdk/examples/",
+         "environment": [],
+         "externalConsole": true,
+         "MIMode": "gdb",
+         "preLaunchTask": "",
+         "logging": {
+            "engineLogging": false
+         },
+         "setupCommands": [
+            {
+               "description": "Enable pretty-printing for gdb",
+               "text": "enable pretty-printer",
+               "ignoreFailures": true
+            },
+            {
+               "description": "Skip STL",
+               "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+               "ignoreFailures": true
+            }
+         ],
+         "pipeTransport": {
+            "pipeCwd": "${workspaceRoot}",
+            "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+            "pipeArgs": [
+               "bts@sparkvm"
+            ],
+            "debuggerPath": "/usr/bin/gdb"
+         },
+         "sourceFileMap": {
+            "/home/bts/spark/": "${workspaceRoot}"
+         }
+      },        
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
@@ -198,7 +249,7 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test", "[md]"],
+            "args": ["test","AuthToken"],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
@@ -264,63 +315,5 @@
                 "RedirectOutput"
             ]
         },
-        {
-            "name": "edge-asp051",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/sparkd",
-            "args": ["run"],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${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}"
-            }
-        }
     ]
 }

CMakeLists.txt

@@ -13,7 +13,7 @@ set (SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set (SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
 set (SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
 
-include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib ${TF_INCLUDE})
 link_directories (${SPARK_LIB})
 
 if (WIN32)
@@ -41,19 +41,25 @@ else ()
                                -Wno-missing-braces -Wno-ignored-qualifiers \
                                --std=c++17 -fdiagnostics-color")
   set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
   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)
 
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/defaults ${CMAKE_BINARY_DIR}/server
     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/
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/ai_order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libtensorflow.so ${CMAKE_BINARY_DIR}/server/plugins
+    
     COMMENT "Creating server runtime layout"
     DEPENDS sparkd data_files_dir)  
 

doc/dev/architecture.org

@@ -25,3 +25,47 @@
 ***** FillStore
 ***** SecuritySrc
 * Benchmarks
+* OrderMan
+** OrderServices
+*** callbacks
+**** standard
+- update
+- cancel
+- crack
+- activate
+- book
+- settlement
+- child order state
+- timer
+**** low level
+- exe reports
+- cancel rejects
+- gateway status
+*** services
+**** standard
+- secdb
+- get time
+- schedule actions
+- order builder
+  - activate
+  - update
+  - cancel 
+  - crack
+**** low level
+- governor
+- send fix
+- get time str
+- limiter
+** Internalize plan
+- change order initiated update/cancel/crack/activate/report_state to
+  use direct method calls
+- need to watch out for reentrancy
+- need to also report state externally 
+- also want to separate active from non active orders in map to speed
+  up look ups
+- want to use direct references in orders to avoid lookups
+- want to change how time is captured, the trace is too big to copy
+  around
+
+
+

doc/dev/dev_process.md

@@ -0,0 +1,82 @@
+# The BTS Development Process #
+
+## Projects ##
+Our development work is organized in projects. A project is a
+non-trivial effort to specify, develop and validate a related set of
+additions to our Spark platform. A project can be assigned to one more
+developers and a developer might concurrently be assigned to multiple
+projects. Projects typically start out with specification work,
+proceed to implementation and finish with validation efforts. At any
+given time there will be multiple projects being worked on
+concurrently. A project is concluded when the features it implements
+are merged into the product and deployed to customers.
+
+## The Details ##
+Typically project ideas come from sales interactions, opposition
+research and customer feedback, all tough on occasion development or
+operational requirements can also suggest valuable project
+ideas. Whatever the source of a project idea the final decision of
+which projects to pursue is always done by management. Once a project
+idea has been selected for implementation the corresponding project
+will go through several phases: inception, specification, development,
+validation and merge. 
+
+* Inception. In this phase the infrastructure for the project is
+created. Typically this means selecting a team, creating a project
+case in Jira (that is a case assigned to the team@bluetradesys.com
+Jira user) and possibly creating a new branch for the project. This
+phase is mostly mechanical and the responsibility of Pedro.
+
+* Specification. The specification phase turns a usually vague and
+ill-considered idea project idea into a concrete, implementable
+specification that attempts to maximize the value/cost ratio of the
+project. It is hard to exaggerate the impact of a this phase on the
+rest of the project. *Nothing* has more impact on BTS's ability to
+quickly deliver value to customers than good specification work. A
+specification typically takes the form of a shared google docs using
+a mix of text and UI mock-ups to capture both user requirements and
+suggested implementation strategies. Taha and Kevin are responsible for this
+phase.
+
+* Development. Once a specification is complete, a team of developers
+will use a project specific branch to implement the
+specification. Periodically, typically once a week, progress on the
+project is assessed by Pedro, possibly with the help of others. This
+assessment takes the form of code reviews, demos, or just one-on-one
+conversations. To ensure development does not go off on tangents,
+developers are expected to continuously merge master into the project
+branch as well as encouraged to create Pull Requests (PRs) early in
+the project implementation, so that their work is kept visible and
+integrated with that of the rest of the group. During the
+implementation phase developers should reach out to Pedro for UI
+reviews, architecture and design questions and specification trade off
+concerns.
+
+* Verification. Once code is complete it is the project's team job to
+think carefully about the best way to verify that the work is solid
+enough to go to production.  We do not have a dedicated QA cycle to
+flush out bugs so it is important for changes to be fully tested
+before being marked ready to merge (RTM).  For any non-trivial change
+project teams should enlist a 'test buddy' from outside the team to
+help review the code and think of test cases that they may not have
+considered.  Stability from release to release is especially critical
+right now as we develop a reputation in the futures
+world. Additionally, project teams are encouraged to make liberal use
+of other testing techniques such as
+  - Unit tests
+  - System tests
+  - Manual tests
+
+* Merge. Once a project is considered complete by developers, a PR
+that includes Pedro should be created (unless, as mentioned above, an
+early PR was already created in the development phase). Whether the PR
+already existed or not, its description should be changed to start
+with the RTM (Ready To Merge) acronym. This marks the project as ready
+to be merged into master. Once a week, typically on Mondays, Pedro
+will go through every PR marked as "Ready To Merge", build it, check
+it out and if everything looks good merge it to master. At the end of
+the day the resulting master will be tagged with a new version
+number. This version will be go through some additional testing by
+Brian and will then be deployed by Karl and Pete to customers
+throughout the rest of the week.
+

doc/user/CMakeDeps.cmake

@@ -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)

doc/user/CMakeLists.txt

@@ -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)
+

doc/user/bts-help-theme/base.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>

doc/user/bts-help-theme/css/cssfamily=Source+Sans+Pro300,400,600

@@ -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');
-}

doc/user/bts-help-theme/toc.html

@@ -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>

doc/user/build.sh

@@ -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

doc/user/docs/Help.md

@@ -1,5 +1,9 @@
 #Help
 
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 ##Report a Problem
    If there is any issue at all, you can click here
    and it’ll bring up a “Report a Problem” window, which you can type

doc/user/docs/Launcher.md

@@ -1,5 +1,9 @@
 #Module Launcher
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  The module launcher is the first item that will come up after
     logging in to Spark.
 -  This is your central control for all modules
@@ -9,7 +13,7 @@
 
 ![](images/image38.png)
 
--  If you right click anywhere on the launcher you can modify
+-  If you right-click anywhere on the launcher you can modify
     various display settings including:
       -  Vertical layout, instead of horizontal
       -  Showing the text of the individual modules
@@ -25,5 +29,5 @@
 Some common features within BTS Spark
 
 -  All Windows are tabbed so they can be combined or separated to organize your workspace
--  Some Spark windows have a menu on the left hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon, or clicking on the right edge of the menu (a blue bar will appear).
+-  Some Spark windows have a menu on the left-hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon or clicking on the right edge of the menu (a blue bar will appear).
 -   Some table columns have filtering capabilities, where if you hover over the column header, it will display a filter icon, which enables you to filter the table based on the information in that column.

doc/user/docs/Logging-In-to-the-System.md

@@ -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:

doc/user/docs/Market.md

@@ -9,6 +9,10 @@
 
 ##Market View
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/Y54S1uscT_g" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  This provides a grid of outright, spread, and synthetic products
     showing real-time market data all in one place
 -  You can create multiple market view grids and customize the
@@ -29,7 +33,7 @@
     and all securities will be displayed.  This will show up in the
     selected securities window as “&lt;symbol&gt; future at
     &lt;exchange&gt;”
--  Synthetic’s can be displayed by clicking on exchange “BTS”, then
+-  Synthetics can be displayed by clicking on exchange “BTS”, then
     synthetic, symbol, and finally under the securities window.
 -  Below is an example of an outright, spread, all futures, and
     synthetic chosen:
@@ -98,10 +102,10 @@
             either the Bid or Ask price and volume.
          -  Highlighting a single security and clicking on the order ticket
             ![](images/image23.png) icon
-            on the left hand browser window of the market view
+            on the left-hand browser window of the market view
 
 -  Launch a ladder for 1 security
-      -  You can double click on any security in the market view, besides
+      -  You can double-click on any security in the market view, besides
          the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
          ladder for that Security.
 
@@ -110,7 +114,7 @@
       -  If you hold down the Ctrl key and select multiple securities, you
          can then click on the ladder icon
          ![](images/image69.png) on
-         the left hand side to bring up the selected ladders all at
+         the left-hand side to bring up the selected ladders all at
          once.
 
 -  Launching a Fills window for 1 or many securities
@@ -118,7 +122,7 @@
       -  This is done by either highlighting 1 or many securities and then
          clicking on the Fills icon
          ![](images/image20.png) on
-         the left hand side to bring up a fill window for the selected
+         the left-hand side to bring up a fill window for the selected
          securities.  
 
          -  Please note - If there haven’t been any fills for the day in that
@@ -129,14 +133,14 @@
       -  This is accomplished by highlighting 1 or many securities and then
          clicking on the time and sales icon
          ![](images/image49.png) on
-         the left hand side
+         the left-hand side
 
 -  Launching the synthetic window to create a synthetic product
 
       -  This is accomplished by highlighting either 1 or 2 securities and
          clicking on the Synthetic icon
          ![](images/image34.png) on
-         the lower left hand side
+         the lower left-hand side
 
          -  Please note - If only 1 security is chosen, a create synthetic
             window will appear, and you will be required to add another leg from
@@ -144,7 +148,11 @@
 
 ##Time and Sales
 
--  Provides a display of real time fills as they happen for 1 or many
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+-  Provides a display of real-time fills as they happen for 1 or many
     securities
 -  You can create multiple time and sale windows and customize the
     security selection to fit your needs

doc/user/docs/My-Windows.md

@@ -1,5 +1,9 @@
 #My Windows
 
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/pjm1JJ9Q3jM" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 This is the housing of the windows that you have manually named and
 creates a place where you can quickly and easily launch windows
 which you’ve customized.
@@ -18,9 +22,9 @@ section of the module launcher.
 
 ![](images/image15.png)
 
-Right clicking on a tab that has already had its default title modified
+Right-clicking on a tab that has already had its default title modified
 will show the following which will allow you to rename the modified
-title or remove it from the my windows, which will then restore the
+title or remove it from the My Windows, which will then restore the
 default standard title.
 
 ![](images/image37.png)

doc/user/docs/Settings.md

@@ -1,6 +1,10 @@
 
 #Settings
 
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 ##Workspaces
 
 This is where your workspaces can be saved or switched

doc/user/docs/Spreader.md

@@ -1,14 +1,35 @@
 
 #Spreader
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/EVFK2yNQFS4" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/d5ywlHen6yo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+<iframe width="560" height="315" src="https://www.youtube.com/embed/Mmw8PNJA0Dw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/QK-bBSH6Rc0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  Launching the spreader from the module launcher will bring up the
     synthetic management browser which appears like below:
 
 ![](images/image35.png)
 
--  From this window it’ll show any synthetics that you have already
+-  From this window, it will show any synthetics that you have already
     created as well as various other options of both managing the
-    synthetics and other tasks all from the left hand side pane within
+    synthetics and other tasks all from the left-hand side pane within
     the window, including:
 
     -  Adding a new synthetic ![](images/image8.png)
@@ -30,7 +51,7 @@
     -  From the main module launcher, you can go to spreader, then
         synthetics, then click add
     -  Highlighting one or more securities in a market view and clicking
-        on create synthetic
+        on Create Synthetic
     -  Cloning an existing security
 
 -  An empty synthetic browser will look like below without any legs
@@ -43,10 +64,10 @@
 -  Upon adding legs, you can then go through each of the parameters to
     customize how you would like the spread to be worked in the
     market
--  We’ll start at the top of create synthetic window and work our way
+-  We will start at the top of the Create Synthetic window and work our way
     down:
 
-    -  At the very top of the create synthetic window you will have to
+    -  At the very top of the Create Synthetic window you will have to
         name your synthetic product.  By default, it will auto-populate
         based on the symbols you have chosen:
 
@@ -73,16 +94,15 @@
         exchange
     -  Furthermore, if you are ever unsure of what a parameter’s function
         is and how it is controlled you can hover over the parameter’s title
-        and a “?” will be shown.  Clicking on this will expand built in
+        and a “?” will be shown.  Clicking on this will expand built-in
         details of how that parameter functions.  Below is an example of the
         throttle details displayed:
 
     ![](images/image56.png)
 
-    -  Main parameters - these are the top 4 rows in the create synthetic
+    -  Main parameters - these are the top 4 rows in the Create Synthetic
         window which all synthetics will be required to have set.
-         Everything below these are custom to a traders needs, however the
-        top 4 are the main foundational aspects used for the calculation of
+         Everything below these can be customized to a trader's needs, however, the top 4 are the main foundational aspects used for the calculation of
         the synthetic:
 
     ![](images/image10.png)
@@ -95,7 +115,7 @@
         be priced, by default, it’ll be based on the same as the quantity of
         the synthetic produced, but you can change it to modify the balance
         of the price, giving more weighting to one leg over another.
-    -  Enable quoting - This parameter is in the form of a check box,
+    -  Enable quoting - This parameter is in the form of a checkbox,
         where if the box is checked the leg will be quoted versus not
         checked, it will not be shown in the market.  If it is not actively
         quoted in the market, the leg will still be used for calculation of
@@ -107,7 +127,7 @@
          If your Hedge Ratio is 3 on the NQ leg, then you’ll work the ES
         order based on where you could fill 6 (2 (Qty of NQ) \* 3 (Hedge
         Ratio)).
-    -  The next 6 parameters are all completely custom to a traders needs
+    -  The next 6 parameters are all completely custom to a trader's needs
         and can further define how a synthetic is worked.  As previously
         mentioned, if you hover over any of these parameters a “?” will be
         displayed and click on such will display further details on how this
@@ -118,7 +138,7 @@
     -  Quote
 
         -  Throttle - This can be enabled or disabled based on if the box is
-            checked per leg.  It’s main function is to reduce re-quoting updates
+            checked per leg.  Its main function is to reduce re-quoting updates
             by defining a region on either side of the working quote order,
             inside which quote updates will not be sent:
 
@@ -148,8 +168,8 @@
 
         ![](images/image70.png)
 
-        -  Time Based Cross - Basically the exact same as ticks away cross,
-            however this is based on time (in ms) on when to automatically cross
+        -  Time Based Cross - Basically the same as Ticks Away Cross,
+            however, this is based on time (in ms) on when to automatically cross
             (fill) the market if they get too far away from the opposite inside
             market.  If a legged hedge order’s price gets X amount of “ticks”
             away from the opposite inside market, it is re-priced to cross the

doc/user/docs/Trading.md

@@ -9,7 +9,11 @@
 
 ##Order Book
 
--  This provides list of all orders a user has placed, by default it
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/ygMFkjBBGeU" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+-  This provides a list of all orders a user has placed, by default it
     will display only working orders
 -  You can create multiple order books filtered however you would
     like
@@ -44,39 +48,39 @@
 -  Anytime
 -  Today
 -  Since Open
--  A specific user defined period of time
+-  A specific user-defined period of time
 
 ![](images/image25.png)
 
--  The left hand box within an order book provides users with further
+-  The left-hand box within an order book provides users with further
     functionality to quickly perform various tasks with live orders as
-    well as launch other modules.  It’s appears like the below:
+    well as launch other modules.  It appears like the below:
 
 ![](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
+    holding hold the Ctrl key when clicking on each row of orders
+-  ![](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
 
 ##Fills
 
--  This provides list of all fills a user has had for a given time
-    period, by default it will open up with “since open” time frame
+-  This provides a list of all fills a user has had for a given time
+    period, by default it will open up with “since open” timeframe
     selected showing you fills on the day thus far
 -  You can create multiple fill windows, filtered however you
     like
@@ -85,8 +89,12 @@
 
 ##P&amp;L
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/xj6cEQ6By34" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  This provides a running ledger of a users account(s) profit and
-    loss broken down per symbol
+    loss, broken down per symbol
 -  You can create multiple P&L windows, filtered however you would
     like
 -  All P&L windows are brought up as tabs and can be combined with all
@@ -101,6 +109,10 @@
 
 ##Ladder
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/Q0qsyc1nvYo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  The ladder was designed to be the most logically produced ladder on
     the market, engineered and designed by professional traders for
     professional traders
@@ -112,8 +124,8 @@
 
 ![](images/image36.png)
 
--  The ladder consist of 2 major parts, the Ladder itself and the
-    information and control section on the left hand side
+-  The ladder consists of 2 major parts, the Ladder itself and the
+    information and control section on the left-hand side
 
 -  The information section on the left contains the following: &nbsp; ![](images/image1.png)
       -  Day - showing the current price of the security on the day
@@ -126,17 +138,17 @@
 
 
 -  The control section right underneath the information section on the
-    left hand side offers the following:
+    left-hand side offers the following:
 
 ![](images/image62.png)
 
--  Account in which the orders will flow into when trading this
+-  The account in which the orders will flow into when trading this
     security
--  Length of time the order will remain in market, either DAY or
+-  Length of time the order will remain in the market, either DAY or
     GTC
--  Order type, by default orders will go in as Limit, however all of
+-  Order type, by default, orders will go in as Limit, however all of
     the following are offered out of the box.  The top 5 are all fairly
-    standard order types, however the bottom 5 are all specialized
+    standard order types, however, the bottom 5 are all specialized
     algos.  They are only offered by BTS and require specialized
     parameters.  Please see below for each order type:
 
@@ -147,8 +159,8 @@
 
       -  Limit
 
-         -  This is a buy or sell order designed to take place on the exact
-            price level you have entered the order at.
+         -  This is a buy or sell order designed to take place on the
+            price level where you entered the order.
 
       -  Stop
 
@@ -168,10 +180,10 @@
       -  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 +210,7 @@
                
       ![](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 +219,9 @@
             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
 
@@ -225,8 +230,7 @@
             market flips and has at least threshold size as defined.
          -  “Flip” refers to the event where the best offer becomes the best
             bid or the market trades away from you, i.e. the line moves up in
-            the GUI.  This is all true in the reverse way as well if
-            selling.
+            the GUI.  The reverse is true if selling.
 
       ![](images/image41.png)
 
@@ -248,7 +252,7 @@
 
 -  You can manually type in a quantity here as well
 -  Furthermore, if you have a value in the volume bar, you can
-    increase this size by right clicking and the value will increase
+    increase this size by right-clicking and the value will increase
     incrementally by 1.  The same is true if you would like to decrease
     this value by left click and the value will decrease.
 -  By having the auto clear box checked, it will bring the value back
@@ -259,12 +263,12 @@
 -   The bottom section of the control area of a ladder has 4 aspects
     to it
 
-      -  Cancel Buys - which will cancel all buys currently working on the
+      -  Cancel Buys, which will cancel all buys currently working on the
          ladder
-      -  Cancel Sells - which will cancel all sells currently working on the
+      -  Cancel Sells, which will cancel all sells currently working on the
          ladder
-      -  Cancel All - which will cancel all orders on the ladder
-      -  Settings - this will launch the ladder settings window which
+      -  Cancel All, which will cancel all orders on the ladder
+      -  Settings, which will launch the ladder settings window which
          appears like below
 
 ![](images/image71.png)
@@ -276,27 +280,26 @@
 
 -  There are 5 main columns
 
-      -  Orders - which display current orders working in the market
-      -  Bid - which displays the current bid volumes at each price
+      -  Orders, which display current orders working in the market
+      -  Bid, which displays the current bid volumes at each price
          level
-      -  Price - which displays the price levels of the symbol shown
-      -  Ask - which displays the current ask volumes at each price
+      -  Price, which displays the price levels of the symbol shown
+      -  Ask, which displays the current ask volumes at each price
          level
-      -  Last Trade - which displays where the price level and volume of
+      -  Last Trade, which displays the price level and volume
          where the last trade occurred
 
 -  Functionality of the ladder
 
       -  To enter an order directly by clicking in the ladder, left click on
          either the bid or ask volume with a volume greater than 0 on the
-         predefined value box on the left hand section
+         predefined value box on the left-hand section
       -  A badge will be displayed within the orders column of the value you
          have chosen and the quantity filled as displayed below
 
 ![](images/image46.png)
 
--  To change the price level you wish to work the order, you can right
-    click and hold on the badge to move it up or down the ladder for the
+-  To change the price level you wish to work the order, you can right-click and hold on the badge to move it up or down the ladder for the
     desired price
 -  To cancel the order, left click on the badge
 -  Furthermore, you can click down on the scroll wheel of your mouse
@@ -305,6 +308,10 @@
 
 ## Order Ticket
 
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/bdC5pZ6T35I" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
 -  The order ticket was designed to provide another means other than
     the ladder to enter orders into the market
 -  You can bring up an order ticket directly from the module launcher,
@@ -314,7 +321,7 @@
 
 ![](images/image27.png)
 
--  On the top left you have the price for the order as well as the
+-  On the top left, you have the price for the order as well as the
     volume
 -  Beneath are the predefined volumes as well as a clear button to
     clear out the volume

doc/user/docs/index.md

@@ -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 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>

doc/user/docs/release_notes.md

@@ -0,0 +1,273 @@
+# Release Notes
+
+## 1.5.0
+### User Visible Changes 
+#### User Interface Improvements 
+  - Removed security key field from most grids
+  - Removed trade key field from time and sales grid 
+  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
+  - Fixed the floating order book so that rows are no longer
+    highlighted after an order is modified
+#### SDK
+  - Improved SDK documentation and usability
+### Internal Changes
+  - Improved robustness of limit system test
+  - Extensive market data refactoring allow for security definition updates
+	
+
+## 1.4.11
+### New Features
+  - Floating Order Book
+    - The floating order book provides a quick view of orders occupying a price level in the ladder
+    - Launch the Floating Order Book by middle-clicking a ladder badge 
+    - Cancel orders by clicking on the red X in the Cancel column
+    - Quantity and Price modification
+      - Clicking on a row will select it, providing the option for changing your price and quantity
+      - Enter in a new value or use the up/down buttons to set a desired value
+      - Press the green checkbox to finalize your change and update the order
+### SDK
+  - Improved SDK documentation and usability
+### User Interface Improvements
+  - The following spreader quoting parameters have been deprecated:
+    - Hidden parameter
+    - Price Type setting of the Conditional parameter
+### Bug Fixes
+  - Fixed a limit enforcement problem that could lead to 0 sized orders being sent to the exchange
+  
+## 1.4.10
+### Bug Fixes
+  - Removed duplicate entries in performance log
+  
+## 1.4.9
+### SDK
+  - Added ticker events to the order API
+### Performance Improvements
+  - Significantly improved hedging speed 
+### Bug Fixes
+  - Fixed a visual oddity in the order book UI when using High DPI displays
+  
+## 1.4.8
+### Marketdata
+  - Additional trade details for CME ticker
+
+## 1.4.7
+### Bug Fixes
+  - Corrected FIX tag 1028, ManualOrderIndicator, when orders are triggered by algos
+   
+## 1.4.6
+### Ladder Usability Improvements
+  - The ladder can now be zoomed in/out according to a user's preference
+  - The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
+  - The zoom functionality can also be performed via hotkey and mouse wheel combinations
+    - Zoom In = CTRL + Mouse wheel up
+    - Zoom Out = CTRL + Mouse wheel down
+    - Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
+### Exchange simulator
+  - Improved the exchange simulator to track real market data more closely
+### Bug Fixes
+  - Fixed a UI crash in some cases when attempting to sort the order book by time
+
+## 1.4.5
+  - Fixed entitlement validation for ICS spreads
+  - Tuned performance logging
+  
+## 1.4.4
+
+### Performance Improvements
+  - Reduced performance logging activity
+  
+## 1.4.3
+
+### Ladder Usability Improvements
+  - Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
+  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
+  - The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
+### Performance Improvements
+  - Requoting and hedging latency has been reduced by up to 30%
+### Software Development Kit (SDK) Improvements
+  - The API now enforces authentication 
+### Bug Fixes
+  - The Market View form now honors filters when new securities are added
+  
+## 1.4.2
+
+### User Interface Improvements
+  - When creating a synthetic from the Market View window, securities are now added to the Create Synthetic dialog in the same sort order as they appear in grid
+### Bug Fixes
+  - Shell no longer crashes when removing a security from the synthetics window
+  - It is now possible to create a new synthetic using the same name as a previously deleted synthetic 
+### SDK Improvements
+  - Improved Client and Server SDK clarity and documentation
+### Performance Improvements
+  - Synthetic calculation speed was improved by 400%.
+### Risk / Entitlement System
+  - Risk Admin UI
+    - Spark users now have separate Trading, RiskAdmin, and/or MDAdmin permissions
+    - Spark users can now only add other users or accounts if permissioned to do so.
+  - Market Data Entitlement
+    - Automated market data reporting
+   
+
+## 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 a 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 canceled 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 accessed 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 be 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
+  - Canceling 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 Order Book maintenance during daily recycle
+    - Individual fills will be compacted into the Start of Day position records
+    - Orders from the day before the recycle will be deleted
+
+
+##1.1
+
+###1.1.22
+- Order Book: Orders in Error status can now be recreated
+- Order Book: Orders containing child orders will now be collapsed by default.
+- Order Book: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
+- Order Book: 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 (rather than an 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 ability to recreate canceled orders
+- Added leg fills to facilitate futures 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

doc/user/docs/release_notes_1.2.md

@@ -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
-

ops_notes.txt

@@ -1,3 +1,13 @@
+1.4.2
+- Be sure the system has a bts user before deployment.  bts is the superuser, he has all permissions and can see all market data 
+- After deployment re-permission all existing users for trading, riskadmin, and/or md admin permissions as appropriate
+- Also note which users can add other users and accounts and permission them appropriately (Can Add?)
+- Permission  users for appropriate market data entitlements; this has monetary consequences so ask Kevin if you aren't sure.
+- MIC reporting needs to be added to audit Jenkins job (https://bluetradesys.atlassian.net/browse/SPARK-1900)
+
+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.
 

release_notes.txt

@@ -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 

remote-sparkvm.code-workspace

@@ -0,0 +1,27 @@
+{
+	"folders": [
+      {
+         "path": "."
+      },  	
+	  {
+        "uri": "sftp://bts:BT5u53r@sparkvm:22/home/bts/",
+        "name": "sparkvm"
+      }	  
+   ],
+   "settings": {
+      "files.associations": {
+         "utility": "cpp",
+         "initializer_list": "cpp",
+         "list": "cpp",
+         "type_traits": "cpp",
+         "vector": "cpp",
+         "xhash": "cpp",
+         "xstring": "cpp",
+         "system_error": "cpp",
+         "array": "cpp",
+         "string_view": "cpp",
+         "xutility": "cpp",
+         "*.ipp": "cpp"
+      }
+   }
+}

spark.code-workspace

@@ -0,0 +1,77 @@
+{
+	"folders": [
+      {
+         "path": "."
+      }  
+   ],
+   "settings": {
+      "files.associations": {
+         "utility": "cpp",
+         "initializer_list": "cpp",
+         "list": "cpp",
+         "type_traits": "cpp",
+         "vector": "cpp",
+         "xhash": "cpp",
+         "xstring": "cpp",
+         "system_error": "cpp",
+         "array": "cpp",
+         "string_view": "cpp",
+         "xutility": "cpp",
+         "*.ipp": "cpp",
+         "atomic": "cpp",
+         "hash_map": "cpp",
+         "hash_set": "cpp",
+         "*.tcc": "cpp",
+         "bitset": "cpp",
+         "cctype": "cpp",
+         "cfenv": "cpp",
+         "chrono": "cpp",
+         "cinttypes": "cpp",
+         "clocale": "cpp",
+         "cmath": "cpp",
+         "complex": "cpp",
+         "condition_variable": "cpp",
+         "csignal": "cpp",
+         "cstdarg": "cpp",
+         "cstddef": "cpp",
+         "cstdint": "cpp",
+         "cstdio": "cpp",
+         "cstdlib": "cpp",
+         "cstring": "cpp",
+         "ctime": "cpp",
+         "cwchar": "cpp",
+         "cwctype": "cpp",
+         "deque": "cpp",
+         "forward_list": "cpp",
+         "unordered_map": "cpp",
+         "unordered_set": "cpp",
+         "exception": "cpp",
+         "any": "cpp",
+         "optional": "cpp",
+         "fstream": "cpp",
+         "functional": "cpp",
+         "future": "cpp",
+         "iomanip": "cpp",
+         "iosfwd": "cpp",
+         "iostream": "cpp",
+         "istream": "cpp",
+         "limits": "cpp",
+         "memory": "cpp",
+         "mutex": "cpp",
+         "new": "cpp",
+         "ostream": "cpp",
+         "numeric": "cpp",
+         "ratio": "cpp",
+         "scoped_allocator": "cpp",
+         "sstream": "cpp",
+         "stdexcept": "cpp",
+         "streambuf": "cpp",
+         "thread": "cpp",
+         "tuple": "cpp",
+         "typeindex": "cpp",
+         "typeinfo": "cpp",
+         "valarray": "cpp",
+         "variant": "cpp"
+      }
+   }
+}

spark_client.sln

@@ -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
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x64.ActiveCfg = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x64.Build.0 = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x86.ActiveCfg = Release|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{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
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x64.ActiveCfg = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x64.Build.0 = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x86.ActiveCfg = Release|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{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

src/client/Directory.Build.Props

@@ -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>

src/client/Directory.Build.Targets

@@ -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">

src/client/spark/Admin/AdminModel.cs

@@ -6,6 +6,7 @@ using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
+using bts.api.core;
 
 namespace mbts.spark {
    [Export]
@@ -19,14 +20,14 @@ 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
@@ -36,7 +37,7 @@ namespace mbts.spark {
             IEnumerable<BTSAccountImmutable> active_accounts =
                from admin_data in update.all
                from bts_account in admin_data.Accounts
-               where bts_account.IsPresent
+               where bts_account.IsPresent && _wrapper_subject.Value.can_view_account(bts_account.Name)
                join account_id in (
                   from bts_user in active_users
                   from account_id in bts_user.UserData.AccountPermissions.AccountPermissions.Keys

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -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.");

src/client/spark/Daemons/MDDaemon.cs

@@ -13,35 +13,34 @@ 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 {
+   class MDDaemon : bts.md.MDSource, IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
       readonly Lazy<IBus> _bus;
+      readonly Lazy<AuthTokenImmutable> _token;
       readonly Lazy<SyntheticSecurityService> _ss;
-      readonly MDConsumer _consumer = new MDConsumer();
-      readonly Co2RelayControl _relay;
       readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();
-      long _version = 0;
-      readonly ConcurrentDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new ConcurrentDictionary<SecurityKey, SecurityMD>();
-      List<IDisposable> _dispose = new List<IDisposable>();
+
+      static uint get_naggle() => mbts.config.Configuration.get<bts.md.RelayOptions>().naggle_ms;
 
       [ImportingConstructor]
-      public MDSource(Lazy<IBus> bus, Lazy<SyntheticSecurityService> ss) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) : base(get_naggle(), true) {
          _bus = bus;
-         _ss = ss;
-         _relay = new Co2RelayControl(_consumer);
-         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
-         _dispose.Add(_consumer.on_security.Subscribe(this));
+         _token = token;
+         _ss = ss;         
       }
-      public void initialize() {
+
+      override 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))
             .Subscribe(t => {
                var deleted_synthetic_keys = new HashSet<uint>(t.Where(kv => kv.Value.Deleted).Select(kv => kv.Key));
                // add back 'undeleted' synthetics
-               foreach (var kvp in _deleted_synthetics) {
+               foreach (var kvp in _deleted_synthetics.ToList()) {
                   if (!deleted_synthetic_keys.Contains(kvp.Key)) {
                      _exchange_sec_map.TryAdd(kvp.Key, kvp.Value);
                      _deleted_synthetics.Remove(kvp.Key);
@@ -58,6 +57,9 @@ namespace bts {
                // Post full dictionary of syntheics here
                bus.post(SparkTags.SyntheticstrategiesTag, t);
             }));
+         _dispose.Add( this.on_securities.Subscribe( (md) => {
+            bus.post(SparkTags.SecuritiesTag, md);
+         }));            
          Task.Run(run);
       }
 
@@ -66,37 +68,5 @@ namespace bts {
 
       public int priority => 55;
       IBus bus => _bus.Value;
-
-      public void OnCompleted() { }
-      public void OnError(Exception error) => Log.Md.error(error.ToString());
-      public void OnNext(List<SecurityAndHandle> values) {
-         if (values.Count > 0) {
-            foreach (var v in values) {
-               var smd = new SecurityMD(v.security, v.handle);
-               _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
-            }
-            _version += 1;
-         }
-      }
-
-      public void Dispose() => Disposable.dispose(_dispose);
-      async Task run() {
-         long run_version = 0;
-         while (true) {
-            var exch = _exchange_sec_map;
-            long current_version = _version;
-            if (current_version > run_version) {
-               run_version = current_version;
-               try {
-                  Log.Md.info($"MDSource publishing {exch.Count} securities");
-                  bus.post(SparkTags.SecuritiesTag, exch);
-               } catch (Exception e) {
-                  Log.Md.error($"Error in publish_securities: {e}");
-               }
-            }
-            await Task.Delay(TimeSpan.FromSeconds(1));
-         }
-      }
-
    }
 }

src/client/spark/Daemons/ShellLatencyDaemon.cs

@@ -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);
       }
    }
 }

src/client/spark/Daemons/ShellServices.cs

@@ -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;
@@ -12,10 +13,7 @@ using System.ComponentModel.Composition;
 namespace Spark {
    public class ShellServices {
       [Export]
-      public static ServiceContext context { get; } = new ServiceContext();
-
-      [Export]
-      public UserService user_service => context.locate<UserService>();
+      public ServiceContext context { get; } = new ServiceContext();
 
       [Export("settings")]
       public PersistenceService settings_service => context.locate<PersistenceService>("settings");
@@ -40,5 +38,8 @@ namespace Spark {
 
       [Export]
       public PositionService position_service => context.locate<PositionService>();
+
+      [Export]
+      public MarketDataAuxiliaryService md_auxiliary_service => context.locate<MarketDataAuxiliaryService>();
    }
 }

src/client/spark/Images/Icons.cs

@@ -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);
       }
@@ -31,7 +31,9 @@ namespace mbts.ui {
       }
 
       private static ImageSource load_resource_and_freeze(string resource_name) {
-         return ((DrawingImage)_resources[resource_name]).frozen();
+         lock (_resources) {
+            return ((DrawingImage)_resources[resource_name]).frozen();
+         }
       }
 
 #pragma warning disable CS0618 // Type or member is obsolete
@@ -94,12 +96,12 @@ 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 +128,10 @@ 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);
@@ -149,7 +154,10 @@ namespace mbts.ui {
       }
 
       static IEnumerable<string> _get_geometric_path(string geometric_path_key) {
-         object obj = _resources[geometric_path_key];
+         object obj;
+         lock (_resources) {
+            obj = _resources[geometric_path_key];
+         }
          if (obj is string path) {
             if (string.IsNullOrEmpty(path)) {
                Log.Api.error($"Resource lookup of '{geometric_path_key}' did not return a valid string.", nameof(geometric_path_key));

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

@@ -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"
+            Geometry="M17.740002,11.999007C17.254002,11.999007,16.859001,12.394008,16.859001,12.879008L16.859001,24.458791 16.860127,24.479386C16.861003,24.607261 16.813003,24.735511 16.716002,24.834012 16.667502,24.883012 16.611378,24.91995 16.551394,24.944762L16.521562,24.955436 16.507633,24.960536 16.506465,24.960837 16.50574,24.961097 16.49194,24.964574 16.459728,24.972863C16.42719,24.979527,16.393502,24.983027,16.359002,24.983027L16.316763,24.980893 16.315716,24.980851 16.307903,24.980445C16.223895,24.971904,16.146014,24.942538,16.07951,24.897597L16.067752,24.887895 16.047276,24.873078 16.015234,24.844558 16.005502,24.836528 16.001236,24.831357 13.737002,22.600011C13.267003,22.134011 12.502003,22.135011 12.031003,22.600011 11.805003,22.82301 11.680003,23.120011 11.680003,23.436011 11.680003,23.751012 11.805003,24.048011 12.031003,24.272012L16.842003,29.031013C19.311003,31.189013 21.546002,31.119014 22.656003,30.886014 23.939002,30.614013 25.015002,29.846013 25.464002,28.880013 25.857001,28.036012 26.301002,27.080012 26.263001,26.195012 26.262002,26.178012 26.268003,26.074012 26.269002,26.056012L26.268003,20.974011C26.268003,20.55601 25.922002,20.215011 25.496001,20.215011 25.335502,20.215011 25.239001,20.246511 25.179877,20.283135L25.144,20.309762 25.144,21.215013C25.144,21.491012 24.919999,21.715013 24.644,21.715013 24.367999,21.715013 24.144,21.491012 24.144,21.215013L24.144,19.278017C24.144,18.793018 23.749,18.399019 23.263,18.399019 22.808312,18.399019 22.432727,18.745308 22.387555,19.18822L22.383004,19.277944 22.383004,19.716007C22.383004,19.992006 22.159003,20.216004 21.883002,20.216004 21.607003,20.216004 21.383002,19.992006 21.383002,19.716007L21.383002,19.278054 21.383002,18.504013C21.383002,18.018016 20.988002,17.623017 20.502002,17.623017 20.016002,17.623017 19.621001,18.018016 19.621001,18.504013L19.621001,20.24402C19.621001,20.52102 19.397001,20.74402 19.121001,20.74402 18.844001,20.74402 18.621001,20.52102 18.621001,20.24402L18.621001,18.504035 18.621001,12.879008C18.621001,12.394008,18.226001,11.999007,17.740002,11.999007z M17.740002,10.999005C18.777001,10.999005,19.621001,11.843007,19.621001,12.879008L19.621001,16.842839 19.687315,16.808824C19.933955,16.689783 20.210345,16.623022 20.502002,16.623022 21.247346,16.623022 21.892987,17.059031 22.197202,17.689331L22.211675,17.721288 22.212884,17.720384C22.513,17.517568 22.874499,17.399021 23.263,17.399021 24.267594,17.399021 25.091062,18.190155 25.141547,19.181478L25.143222,19.247425 25.174827,19.241074C25.276639,19.223799 25.383876,19.21501 25.496001,19.21501 26.473002,19.21501 27.268003,20.00401 27.268003,20.974011L27.268003,26.087012C27.268003,26.098012 27.262002,26.194013 27.262002,26.205012 27.311002,27.281013 26.790002,28.401013 26.371001,29.302012 25.783002,30.566012 24.472001,31.523013 22.863002,31.864013 22.513001,31.938014 22.067002,31.999013 21.547002,31.999013 20.149003,31.999013 18.216002,31.561013 16.161002,29.763013L11.328003,24.983012C10.910003,24.570012 10.680003,24.020011 10.680003,23.436011 10.680003,22.85101 10.910003,22.302011 11.328003,21.88901 12.187003,21.040011 13.583003,21.041011 14.440002,21.88901L15.859002,23.287391 15.859002,12.879008C15.859002,11.843007,16.703002,10.999005,17.740002,10.999005z M6.8659983,4.0500388L19.083997,4.0500388C20.668996,4.0500388,21.957997,5.3460296,21.957997,6.9390478L21.957997,14.653042C21.957997,14.93005 21.734998,15.153042 21.457997,15.153042 21.181996,15.153042 20.957997,14.93005 20.957997,14.653042L20.957997,6.9390478C20.957997,5.8980318,20.116998,5.0500394,19.083997,5.0500394L6.8659983,5.0500394C5.8319979,5.0500394,4.9909983,5.8980318,4.9909984,6.9390478L4.9909984,26.116061C4.9909983,27.157046,5.8319979,28.00504,6.8659983,28.00504L11.696996,28.00504C11.972997,28.00504 12.196996,28.229039 12.196996,28.50504 12.196996,28.781041 11.972997,29.00504 11.696996,29.00504L6.8659983,29.00504C5.2809954,29.00504,3.9909983,27.70905,3.9909983,26.116061L3.9909983,6.9390478C3.9909983,5.3460296,5.2809954,4.0500388,6.8659983,4.0500388z M6.4360008,0L17.467001,0C17.743001,0 17.967001,0.22300029 17.967001,0.50000024 17.967001,0.77600098 17.743001,1.0000012 17.467001,1.0000012L6.4360008,1.0000012C3.4380004,1.0000012,1.0000002,3.4210042,1.0000002,6.3970079L1.0000002,20.617026C1.0000002,20.893025 0.77600026,21.117026 0.50000048,21.117026 0.22400022,21.117026 2.3841858E-07,20.893025 0,20.617026L0,6.3970079C2.3841858E-07,2.8700035,2.8870004,0,6.4360008,0z"
+          />
+        </DrawingGroup.Children>
+      </DrawingGroup>
+    </DrawingImage.Drawing>
+  </DrawingImage>
+
+
+  <!-- Pin 
         <Path Data="F1M3,11L3,7 0,7 0,6 1,6 1,1 1,0 6,0 6,1 6,6 7,6 7,7 4,7 4,11 3,11z M2,1L2,6 4,6 4,1 2,1z" />
         Unpin 
         <Path Data="F1M0,3L4,3 4,0 5,0 5,1 10,1 11,1 11,6 10,6 5,6 5,7 4,7 4,4 0,4 0,3z M10,2L5,2 5,4 10,4 10,2z" />

src/client/spark/MarketDataAuxiliary/MarketDataAuxiliaryModel.cs

@@ -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);
+   }
+}

src/client/spark/Modules/Market/MarketShellModule.cs

@@ -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;

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

@@ -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());
+         Property<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) {
@@ -46,37 +45,44 @@ namespace mbts.spark {
             _security_text = smd.security.ToString();
             _security_key_text = security_key.ToString();
             string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(0);
+            _position = new CellProperty<int>(this, nameof(position), 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);
+            _last_size = new CellProperty<uint>(this, nameof(last_size), 0);
             _day_change = backing(nameof(day_change), double.NaN);
             _session_low = backing(nameof(session_low), double.NaN);
             _session_high = backing(nameof(session_high), double.NaN);
             _settlement = backing(nameof(settlement), double.NaN);
-            _volume = new CellProperty<ulong>(0);
-            _inside_bids = new CellProperty<bool>();
-            _inside_asks = new CellProperty<bool>();
-            _working_bid_volume = new CellProperty<int>();
-            _working_ask_volume = new CellProperty<int>();
+            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
+            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
+            _inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
+            _working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
+            _working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
+            //
+            _bid_direct_size = backing(nameof(bid_direct_size), default(uint));
+            _bid_merged_size = backing(nameof(bid_merged_size), default(uint));
+            _ask_direct_size = backing(nameof(ask_direct_size), default(uint));
+            _ask_merged_size = backing(nameof(ask_merged_size), default(uint));
             //
             _working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
             _working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
             _working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
-            _working_best_bid = new CellProperty<double>(format_price, double.NaN);
-            _working_best_ask = new CellProperty<double>(format_price, double.NaN);
-            _working_bids_text = new CellProperty<string>(string.Empty);
-            _working_asks_text = new CellProperty<string>(string.Empty);
+            _working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
+            _working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
+            _working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
+            _working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
             //
             default_command = new DelegateCommand(_show_ladder);
             bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
-            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 +105,15 @@ 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.Value;
+         public uint bid_implied_size => _bid_merged_size.Value - _bid_direct_size.Value;
+         public uint bid_merged_size => _bid_merged_size.Value;
+         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size.Value, bid_implied_size));
          public double ask_price => _ask_price.Value;
-         public uint ask_size => _ask_size.Value;
+         public uint ask_direct_size => _ask_direct_size.Value;
+         public uint ask_implied_size => _ask_merged_size.Value - _ask_direct_size.Value;
+         public uint ask_merged_size => _ask_merged_size.Value;
+         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size.Value, ask_implied_size));
          public ulong volume => _volume.value;
          public double settlement => _settlement.Value;
          public double day_change => _day_change.Value;
@@ -115,10 +127,14 @@ 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 +149,9 @@ 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, _bid_direct_size, _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, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
                _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
                _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
             }
@@ -150,6 +166,16 @@ namespace mbts.spark {
             _day_change.set(last_price - settlement);
             if (dirty)
                invalidated?.Invoke();
+
+            void refresh_size(ref NativePriceSize nps, Property<uint> direct, Property<uint> merged, ref string text, string text_prop) {
+               if (nps.size != merged.Value || nps.direct_size != direct.Value) {
+                  merged.set(nps.size);
+                  direct.set(nps.direct_size);
+                  text = null;
+                  dirty = true;
+                  RaisePropertyChanged(text_prop);
+               }
+            }
          }
 
          public bool Equals(Row other) =>
@@ -184,20 +210,28 @@ namespace mbts.spark {
             var order = _orders_model.factory.order(security);
             switch (col) {
                case MarketViewView.Columns.Bid:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, 0u));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, 0u));
                   break;
-               case MarketViewView.Columns.BidSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_size));
+               case MarketViewView.Columns.BidMergedSize:
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_merged_size));
+                  break;
+               case MarketViewView.Columns.BidDirectSize:
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_direct_size));
+                  break;
+               case MarketViewView.Columns.BidImpliedSize:
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_implied_size));
                   break;
                case MarketViewView.Columns.Ask:
-                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, 0u));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Buy), ask_price, 0u));
                   break;
-               case MarketViewView.Columns.AskSize:
-                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_size));
+               case MarketViewView.Columns.AskMergedSize:
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Buy), ask_price, ask_merged_size));
+                  break;
+               case MarketViewView.Columns.AskDirectSize:
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), ask_price, ask_direct_size));
+                  break;
+               case MarketViewView.Columns.AskImpliedSize:
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), ask_price, ask_implied_size));
                   break;
                case MarketViewView.Columns.Last:
                   _bus.post(SparkTags.ShowOrderTicketTag, (order, last_price, 0u));
@@ -229,7 +263,15 @@ namespace mbts.spark {
             _working_best_ask.on_next_distinct(_order_summarizer.best_working_ask, ref dirty);
             _inside_bids.on_next_distinct(_order_summarizer.best_working_bid >= bid_price, ref dirty);
             _inside_asks.on_next_distinct(_order_summarizer.best_working_ask <= ask_price, ref dirty);
-            RaisePropertyChanged(nameof(working_bids_text), nameof(working_asks_text));
+
+            RaisePropertyChanged(
+               // Implied might not be ever set, so it probably does not RaisePropertyChanged either
+               // This might be part of the filter funk?
+               //nameof(bid_implied_size),
+               //nameof(ask_implied_size),
+               nameof(working_bids_text), 
+               nameof(working_asks_text)
+            );
          }
          #endregion
 

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

@@ -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(),

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

@@ -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>

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

@@ -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();

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

@@ -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();
       }
 
@@ -34,31 +39,55 @@ 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
                })
             ),
             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.ShowSyntheticCreate.complete(_vm.sorted_selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
+            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();
       }
    }
-}
+}

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

@@ -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, is_visible: false, 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;
       }
    }
 }

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

@@ -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;
@@ -94,8 +97,11 @@ namespace mbts.spark {
          public IEnumerable<TradeInfo> read_trades() {
             var copy = _securities;
             foreach (var tm in _channel.read_trades(ref _cursor)) {
-               if (copy.TryGetValue(tm.Key, out SecurityImmutable sec))
-                  yield return new TradeInfo(sec, tm);
+               if (tm != null) {
+                  if (copy.TryGetValue(tm.Key, out SecurityImmutable sec)) {
+                     yield return new TradeInfo(sec, new TradeMessageImmutable(tm));
+                  }
+               }
             }
          }
       }

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

@@ -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;
@@ -15,53 +14,75 @@ 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);
             size_filter.load_state(filters.size);
             aggressor_filter.load_state(filters.aggressor_sides);
-            trade_key_filter.load_state(filters.trade_key);
             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.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, 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;
@@ -80,15 +101,13 @@ namespace mbts.spark {
       public IDataGridColumnPersistentFilter<Row, UIntMinMaxState> size_filter { get; } = new UIntMinMax<Row>(r => r.size, nameof(Row.size));
       public IDataGridColumnPersistentFilter<Row, AggressorSide[]> aggressor_filter { get; } = DiscreteValuesFilterVM.Create<Row, AggressorSide>(EnumHelper.get_values<AggressorSide>().ToArray(), r => r.aggressor_side, nameof(Row.aggressor_side));
       public IDataGridColumnPersistentFilter<Row, string> security_key_filter { get; } = new RegexFilterVM<Row>(r => r.security_key.ToString(), nameof(Row.security_key));
-      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(),
             price = price_filter.get_state(),
             size = size_filter.get_state(),
-            trade_key = trade_key_filter.get_state(),
             security_key = security_key_filter.get_state(),
             aggressor_sides = aggressor_filter.get_state()
          };
@@ -144,9 +163,6 @@ 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) {
@@ -155,7 +171,6 @@ namespace mbts.spark {
                   case TimeAndSalesView.Columns.Price: return _price_text;
                   case TimeAndSalesView.Columns.Size: return _size_text;
                   case TimeAndSalesView.Columns.Aggressor: return _aggressor_text;
-                  case TimeAndSalesView.Columns.TradeKey: return _trade_key_text;
                   case TimeAndSalesView.Columns.SecurityKey: return _security_key_text;
                   default: return null;
                }

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesView.xaml

@@ -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>

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesView.xaml.cs

@@ -7,7 +7,7 @@ namespace mbts.ui.spark {
    /// Interaction logic for TimeAndSalesView.xaml
    /// </summary>
    partial class TimeAndSalesView : UserControl {
-      public enum Columns { Time, Security, Price, Size, OrderType, TradeKey, SecurityKey, Aggressor }
+      public enum Columns { Time, Security, Price, Size, OrderType, SecurityKey, Aggressor }
 
       public TimeAndSalesView() =>
          InitializeComponent();

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

@@ -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;

src/client/spark/Modules/Market/TimeAndSalesWindowFactory.cs

@@ -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 +50,58 @@ 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 security_key => new GridColumnSettings(col_id(Columns.SecurityKey), DefaultColumnHeaders.SecurityKey, is_visible:false, width: DefaultColumnWidths.SecurityKey);
+
+            public static IEnumerable<SortingCriteria> default_sorting_criterion {
+               get {
+                  yield return new SortingCriteria(time.id, false);
+               }
+            }
+
+            public static IEnumerable<GridColumnSettings> all {
+               get {
+                  yield return security;
+                  yield return time;
+                  yield return price;
+                  yield return size;
+                  yield return aggressor;
+                  yield return security_key;
+               }
+            }
          }
       }
 
@@ -66,8 +115,8 @@ namespace bts.shell {
          public DoubleMinMaxState price;
          [ProtoMember(4)]
          public UIntMinMaxState size;
-         [ProtoMember(5)]
-         public string trade_key;
+         // [ProtoMember(5)]
+         // ProtoMember 5 cannot be used further
          [ProtoMember(6)]
          public string security_key;
          [ProtoMember(7)]

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

@@ -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}">

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

@@ -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;
       }
 

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

@@ -6,6 +6,7 @@ using mbts.ui;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
@@ -43,8 +44,23 @@ namespace bts.shell {
             name + "(1)";
       }
 
-      async void _show_synthetic_create(SecurityCriteria security_criteria) =>
-         _show_synthetic_create((await security_criteria.securities(_bus)).ToList());
+      async void _show_synthetic_create(SecurityCriteria security_criteria) {
+         var found_securities = await security_criteria.securities(_bus);
+         var respect_clause_security_ordering_is_possible = security_criteria.clauses.Any(clause => clause.security_keys != null && clause.security_keys.Count > 0);
+         if (!respect_clause_security_ordering_is_possible) {
+            _show_synthetic_create(found_securities.Values.ToList());
+         } else {
+            List<SecurityImmutable> ordered_security_list = new List<SecurityImmutable>();
+            foreach (var clause in security_criteria.clauses) {
+               foreach (var sec_key in clause.security_keys) {
+                  if (found_securities.TryGetValue(sec_key, out SecurityImmutable found_result)) { 
+                     ordered_security_list.Add(found_result);
+                  }
+               }
+               _show_synthetic_create(ordered_security_list);
+            }
+         }
+      }
 
       void _show_synthetic_create(IReadOnlyCollection<SecurityImmutable> securities) {
          if (securities.Count == 1) {

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

@@ -53,8 +53,8 @@ namespace mbts.spark {
          return null;
       }
 
-      public async Task<uint?> create_synthetic(SecurityImmutable synthetic) {
-         var result = await _service.create_synthetic_async(synthetic);
+      public async Task<uint?> create_synthetic(SecurityImmutable? synthetic) {
+         var result = await _service.create_synthetic_async(synthetic.Value);
          return _error.handle_error(result, "Error creating synthetic: {0}", r => r.Error, e => e == CreateResult.Types.Error.Ok, r => new uint?(r.Key), () => null).result;
       }
 

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

@@ -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);
       }
 

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

@@ -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

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

@@ -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>

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

@@ -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> { }
 }

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

@@ -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);

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

@@ -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, is_visible: false, 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;
+               }
+            }
+
          }
       }
 

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/EnableHedgeModel.cs

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/MarketDataCalculationModel.cs

@@ -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;
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/MarketDataTypeModel.cs

@@ -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;
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/Leg/MinLeanQtyModel.cs

@@ -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;
+      }
+   }
+}

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

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

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

@@ -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);
+      }
+   }
+}

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

@@ -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);
+      }
+   }
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/RowModel.cs

@@ -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. " +

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

@@ -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 QuoteHiddenModel(),
+            //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,
@@ -286,15 +294,14 @@ namespace mbts.spark {
          base.Dispose(disposing);
       }
 
-      static string _deduce_symbol(SecurityImmutable security) {
-         if (!string.IsNullOrWhiteSpace(security.Symbol)) return security.Symbol;
-         if (security.Synthetic.Legs.Count() > 0) return security.Synthetic.Legs.First().Security.Symbol;
+      static string _deduce_symbol(SecurityImmutable? security) {
+         if (!string.IsNullOrWhiteSpace(security?.Symbol)) return security?.Symbol;
+         if (security?.Synthetic.Legs.Count() > 0) return security?.Synthetic.Legs.First().Security.Symbol;
          return string.Empty;
       }
 
       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));
       }
    }
-}
+}

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

@@ -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);
 

src/client/spark/Modules/Support/Browser/BrowserWindow.cs

@@ -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);

src/client/spark/Modules/Support/SupportShellModule.cs

@@ -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) {

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

@@ -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));
@@ -144,12 +178,15 @@ 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;
          readonly OrderRecordImmutable _order;
 
-         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.Security) {
+         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable) {
             _fill = fill_tuple.fill;
             _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
             _model = model;
@@ -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();

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

@@ -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>

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

@@ -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();
+      }
    }
 }

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

@@ -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, is_visible: false, 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]

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

@@ -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));
@@ -56,12 +59,14 @@ 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,
+               _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
                us => sanitize_ladder_settings(us.ladder),
                (us, v) => us.with(sanitize_ladder_settings(v)));
-            var vm = new LadderVM(_bus, model, settings_manager);
+            var init = state_settings ?? settings_manager.default_settings;
+            init.use_defaults |= state_settings == null;
+            var vm = new LadderVM(_bus, model, settings_manager, init);
             return new LadderView(vm);
          });
          string thread = Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled ? $"Ladder{id:00}" : "";
@@ -85,6 +90,12 @@ 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;
          }

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

@@ -0,0 +1,166 @@
+<!-- MaxHeight will force only x rows before vertical scrollbar shows up -->
+<!-- MinWidth will give enough room beyond the last column so that the the verical scrollbar does not eclipse the column content -->
+<UserControl x:Class="mbts.spark.MiniOrderBookView" x:ClassModifier="internal"
+             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+             xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+             xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+             xmlns:sp="clr-namespace:mbts.spark"
+             xmlns:uc="clr-namespace:mbts.ui"
+             xmlns:c="clr-namespace:mbts.ui.controls"
+             xmlns:usp="clr-namespace:mbts.ui.spark"
+             xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
+             xmlns:sys="clr-namespace:System;assembly=mscorlib"
+             xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
+             mc:Ignorable="d"
+             MaxHeight="240"
+             MinWidth="875"
+             d:DesignHeight="600" d:DesignWidth="1080"
+             FocusManager.IsFocusScope="True"
+             Background="{StaticResource CommonBackground}">
+  <UserControl.Resources>
+    <ResourceDictionary>
+      <ResourceDictionary.MergedDictionaries>
+        <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+      </ResourceDictionary.MergedDictionaries>
+      <uspcv:TickDisplayConverter x:Key="TickDisplayConverter"/>
+      <uspcv:OrderSubTypeDisplayTextConverter x:Key="OrderSubTypeLongDisplayTextConverter" UseLongName="True" />
+      <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.SubTypeFilterTemplateKey}">
+        <usp:FilterContentControl
+          ApplyCommandParameter="{Binding}"
+          ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+          ClearCommandParameter="{Binding}"
+          ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+        >
+          <c:ListBoxEx
+            ItemsSource="{Binding items}"
+            Selection="{Binding selected_items}"
+            SelectionMode="Multiple"
+            ItemContainerStyle="{StaticResource ListBoxItemCheckBoxStyle}"
+          >
+            <c:ListBoxEx.ItemTemplate>
+               <DataTemplate>
+               <TextBlock Text="{Binding Converter={StaticResource OrderSubTypeLongDisplayTextConverter}}"/>
+              </DataTemplate>
+            </c:ListBoxEx.ItemTemplate>
+          </c:ListBoxEx>
+        </usp:FilterContentControl>
+      </DataTemplate>
+
+      <Style x:Key="{x:Static sp:MiniOrderBookView.RowStyleKey}" TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
+        <Style.Triggers>
+          <MultiDataTrigger>
+            <MultiDataTrigger.Conditions>
+              <Condition Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="False"/>
+              <Condition Binding="{Binding status}" Value="{uc:Enum Working, Type=order:OrderStatus}"/>
+            </MultiDataTrigger.Conditions>
+            <MultiDataTrigger.Setters>
+              <Setter Property="Background" Value="{x:Static Member=working_order_background_brush, MemberType={uc:Nested uc:BTSColors.Orders}}"/>
+            </MultiDataTrigger.Setters>
+          </MultiDataTrigger>
+        </Style.Triggers>
+      </Style>
+      <DataTemplate x:Key="{x:Static sp:MiniOrderBookView.RowTemplateKey}">
+        <sp:MiniOrderBookRowView/>
+      </DataTemplate>
+    </ResourceDictionary>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <Border BorderThickness="4" BorderBrush="LightGray">
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition />
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <c:DIYGrid
+      x:Name="_grid"
+      Grid.Row="0"
+      Columns="{Binding columns}"
+      CurrentRow="{Binding current_row, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+      Rows="{Binding rows}"
+      RowStyle="{StaticResource {x:Static sp:MiniOrderBookView.RowStyleKey}}"
+      RowTemplate="{StaticResource {x:Static sp:MiniOrderBookView.RowTemplateKey}}"
+      SelectionHighlight="{Binding grid_settings_manager.selection_highlight, Mode=OneWay}"
+      RowsHorizontalScrollBarVisibility="Collapsed"
+      RowHeight="20"
+    >
+        <c:DIYGrid.Resources>
+          <ResourceDictionary>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Fill" Color="#FF595959"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Checked.Stroke" Color="#FF262626"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Stroke" Color="#FF27C7F7"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Fill" Color="#FFCCEEFB"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Stroke" Color="#FF1CC4F7"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.MouseOver.Checked.Fill" Color="#FF82DFFB"/>
+            <PathGeometry x:Key="TreeArrow" Figures="M0,0 L0,6 L6,0 z"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Fill" Color="#FFFFFFFF"/>
+            <SolidColorBrush x:Key="TreeViewItem.TreeArrow.Static.Stroke" Color="#FF818181"/>
+            <Style x:Key="{x:Static sp:OrderBookView.ExpandCollapseToggleStyleKey}" TargetType="{x:Type ToggleButton}">
+              <Setter Property="Focusable" Value="False"/>
+              <Setter Property="Width" Value="16"/>
+              <Setter Property="Height" Value="16"/>
+              <Setter Property="Template">
+                <Setter.Value>
+                  <ControlTemplate TargetType="{x:Type ToggleButton}">
+                    <Border Background="Transparent" Height="16" Padding="0,5,5,5" Width="16">
+                      <Path x:Name="ExpandPath" Data="{StaticResource TreeArrow}" Fill="{StaticResource TreeViewItem.TreeArrow.Static.Fill}" Stroke="{StaticResource TreeViewItem.TreeArrow.Static.Stroke}">
+                        <Path.RenderTransform>
+                          <RotateTransform Angle="135" CenterY="3" CenterX="3"/>
+                        </Path.RenderTransform>
+                      </Path>
+                    </Border>
+                    <ControlTemplate.Triggers>
+                      <Trigger Property="IsChecked" Value="True">
+                        <Setter Property="RenderTransform" TargetName="ExpandPath">
+                          <Setter.Value>
+                            <RotateTransform Angle="180" CenterY="3" CenterX="3"/>
+                          </Setter.Value>
+                        </Setter>
+                        <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Fill}"/>
+                        <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.Static.Checked.Stroke}"/>
+                      </Trigger>
+                      <Trigger Property="IsMouseOver" Value="True">
+                        <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Stroke}"/>
+                        <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Fill}"/>
+                      </Trigger>
+                      <MultiTrigger>
+                        <MultiTrigger.Conditions>
+                          <Condition Property="IsMouseOver" Value="True"/>
+                          <Condition Property="IsChecked" Value="True"/>
+                        </MultiTrigger.Conditions>
+                        <Setter Property="Stroke" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Stroke}"/>
+                        <Setter Property="Fill" TargetName="ExpandPath" Value="{StaticResource TreeViewItem.TreeArrow.MouseOver.Checked.Fill}"/>
+                      </MultiTrigger>
+                    </ControlTemplate.Triggers>
+                  </ControlTemplate>
+                </Setter.Value>
+              </Setter>
+            </Style>
+            <Style TargetType="{x:Type ToolTip}">
+              <Style.Triggers>
+                <Trigger Property="Content" Value="{x:Static sys:String.Empty}">
+                  <Setter Property="Visibility" Value="Collapsed" />
+                </Trigger>
+                <Trigger Property="Content" Value="{x:Null}">
+                  <Setter Property="Visibility" Value="Collapsed" />
+                </Trigger>
+              </Style.Triggers>
+            </Style>
+          </ResourceDictionary>
+        </c:DIYGrid.Resources>
+        <c:DIYGrid.InputBindings>
+          <!--<MouseBinding MouseAction="LeftDoubleClick" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/>
+          <KeyBinding Key="Return" Command="{x:Static c:DIYGrid.DefaultRowCommand}"/> -->
+        </c:DIYGrid.InputBindings>
+        <c:DIYGrid.CommandBindings>
+          <CommandBinding
+          Command="{x:Static c:DIYGrid.DefaultRowCommand}"
+          Executed="{x:Static c:DIYGrid.DefaultRowActionExecuted}"
+          CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
+        />
+        </c:DIYGrid.CommandBindings>
+      </c:DIYGrid>
+    </Grid>
+    </Border>
+  </AdornerDecorator>
+</UserControl>

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

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

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

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

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

@@ -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 +79,231 @@ 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))));
+            // edit quantity column
+            // not usually part of the main order book, but it's useful to add it
+            // rather than debugging the popup window
+            //Add(edit_qty_column = new EditableQtyColumn());
             // 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)));
+            // edit price column
+            // not usually part of the main order book, but it's useful to add it
+            // rather than debugging the popup window
+            //Add(edit_price_column = new OrderBookVM.EditablePriceColumn());
             // 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 CancelColumn cancel_column { get; }
          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 +312,19 @@ 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 EditableQtyColumn edit_qty_column { get; }
+         public SimpleTextColumn<DoubleMinMaxState> price_column { get; }
+         public EditablePriceColumn edit_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 +345,11 @@ 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 +369,197 @@ 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, row_height,
+               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, row_height,
+               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, row_height,
+               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, row_height,
+               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 +567,11 @@ 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 +582,21 @@ 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 +611,7 @@ 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 +620,13 @@ 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 +636,10 @@ 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 });
@@ -534,9 +651,11 @@ namespace mbts.spark {
             grid.ColumnDefinitions.Add(new ColumnDefinition { Width = new GridLength(1, GridUnitType.Star) });
             grid.Children.Add(toggle_button);
             grid.Children.Add(security_view);
+            grid.HorizontalAlignment = HorizontalAlignment.Center;
+            grid.VerticalAlignment = VerticalAlignment.Center;
             //
             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;
          }
 
@@ -545,10 +664,95 @@ namespace mbts.spark {
             base.OnSortDirectionChanged(new_value);
          }
       }
+
+      public class CancelColumn : FrameworkElementColumnBase<Columns> {
+         readonly BindingBase _command_binding;
+
+         public CancelColumn(string command_property) : base(Columns.Cancel) {
+            id = key.ToString();
+            Header = DefaultColumnHeaders.Cancel;
+            _command_binding = new Binding(command_property);
+         }
+
+         public override FrameworkElement view_factory() {
+            var grid = new Grid() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+            };
+            var l1 = new System.Windows.Shapes.Line() {
+               StrokeThickness = 1,
+               Stroke = Brushes.White,
+               X1 = 0.5,
+               Y1 = 0.5,
+               X2 = 7,
+               Y2 = 7
+            };
+            var l2 = new System.Windows.Shapes.Line() {
+               StrokeThickness = 1,
+               Stroke = Brushes.White,
+               X1 = 0.5,
+               Y1 = 7,
+               X2 = 7,
+               Y2 = 0.5
+            };
+            grid.Children.Add(l1);
+            grid.Children.Add(l2);
+
+            var button = new Button() {
+               Content = grid,
+               Background = Brushes.Red,
+               Foreground = Brushes.White,
+               Margin = new Thickness(2),
+               VerticalAlignment = VerticalAlignment.Center,
+               Height = 14,
+               Width = 14
+            };
+
+            button.SetBinding(Button.CommandProperty, _command_binding);
+            return button;
+         }
+      }
+
+      public class EditableQtyColumn:FrameworkElementColumnBase<Columns> {
+
+         public EditableQtyColumn() : base(Columns.EditableQty) {
+            id = key.ToString();
+            Header = "Qty";
+            Width = 64;
+         }
+
+         public override FrameworkElement view_factory() {
+            var tick_up_down = new TickUpDownNullableUIntCommit();
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.SourceValueProperty, nameof(OrderBookRowVM.prospective_quantity));
+            tick_up_down.SetBinding(TickUpDownNullableUIntCommit.OnCommitProperty, nameof(OrderBookRowVM.modify_order_quantity));
+            return tick_up_down;
+         }
+      }
+
+      public class EditablePriceColumn : FrameworkElementColumnBase<Columns> {
+
+         public EditablePriceColumn() : base(Columns.EditablePrice) {
+            id = key.ToString();
+            Header = "Price";
+            Width = 96;
+         }
+
+         public override FrameworkElement view_factory() {
+            var price_up_down = new PriceEntryCommitControl();
+            price_up_down.SetBinding(PriceEntryCommitControl.SourceValueProperty, nameof(OrderBookRowVM.prospective_price));
+            price_up_down.SetBinding(PriceEntryCommitControl.SourceContractSpecProperty, nameof(OrderBookRowVM.contract_spec));
+            price_up_down.SetBinding(PriceEntryCommitControl.OnCommitProperty, nameof(OrderBookRowVM.modify_order_price));
+            return price_up_down;
+         }
+      }
+
       #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 +771,7 @@ 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 };
       }
    }

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

@@ -0,0 +1,213 @@
+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;
+      /// Critical: Any and all row mutations <see cref="OrderBookRowVM"/> must be executed through <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/>.
+      /// Mutations can change the sort-position of a row, and <see cref="_tree"/> will be broken if its elements aren't properly sorted (it relies heavily on binary-search logic).
+      SortedTree<OrderBookRowVM, uint> _tree;
+      IComparer<OrderBookRowVM> _comparer;
+      Func<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);
+      }
+   }
+}

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

@@ -6,407 +6,221 @@ 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.Linq;
+using System.Threading.Tasks;
+using System.Windows;
 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, _cancel_cmd, _modify_order_quantity, _modify_order_price;
+      bool _is_parent, _is_expanded, _is_selected;
+      int _depth_level;
+      SecurityMD? _security_md => order_tuple.security_md;
+      
+      // for mini-ob 
+      uint _prospective_quantity;
+      double _prospective_price;
 
-      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 OrderBookRowVM(OrderBookVM owner, OrderRecordTuple order_tuple, bool is_expanded) {
+         _owner = owner;
+         this.order_tuple = order_tuple;
+         is_visible = !is_child;
+         _is_expanded = is_expanded;
+         prospective_quantity = this.quantity;
+         prospective_price = this.price;
+         this.invalidated += OrderBookRowVM_invalidated;
+      }
+
+      private void OrderBookRowVM_invalidated() {
+         modify_order_quantity?.TryRaiseCanExecuteChanged();
+         modify_order_price?.TryRaiseCanExecuteChanged();
+      }
+
+      protected override void Dispose(bool disposing) {
+         this.invalidated -= OrderBookRowVM_invalidated;
+         base.Dispose(disposing);
+      }
+
+      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 ContractSpecificationImmutable? contract_spec => security.spec_or_default();
+      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); }
+      public bool is_selected {
+         get => _is_selected;
+         set => Set(ref _is_selected, value);
+      }
+      public uint prospective_quantity {
+         get => _prospective_quantity;
+         set {
+            if (Set(ref _prospective_quantity, value)) {
+               RaisePropertyChanged(nameof(is_qty_dirty));
+            }
+         }
+      }
+      public double prospective_price {
+         get => _prospective_price;
+         set {
+            if (Set(ref _prospective_price, value)) {
+               RaisePropertyChanged(nameof(is_price_dirty));
+            }
+         }
+      }
+      public bool is_qty_dirty => this.prospective_quantity != this.quantity;     
+      public bool is_price_dirty => this.prospective_price != this.price;
+
+      // 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));
+
+      public ICommand cancel_command => _cancel_cmd ??
+         (_cancel_cmd = new DelegateCommand(() => _owner.cancel_order(this), () => status == OrderStatus.Working));
+
+      public ICommand modify_order_quantity => _modify_order_quantity ??
+         (_modify_order_quantity = new DelegateCommand(
+            (desired_quantity) => {
+               _owner.modify_order_quantity(this, (uint)desired_quantity);
+               _unselect_me();
+            },
+            (desired_quantity) => 
+            (desired_quantity != null && this.status == OrderStatus.Working && (uint)desired_quantity != this.quantity)
+            || is_qty_dirty
+            )
+         );
+
+      public ICommand modify_order_price => _modify_order_price ??
+         (_modify_order_price = new DelegateCommand(
+            (desired_price) => {
+               _owner.modify_order_price(this, (double)desired_price);
+               _unselect_me();
+            },
+            (desired_price) =>
+            (desired_price != null && this.status == OrderStatus.Working && (double)desired_price != this.price)
+            || is_price_dirty
+            )
+      );
+
+      private void _unselect_me() {
+         this.is_selected = false;
+         _owner.current_row = null;
+      }
+
+      // 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 (old_order.quantity() != order.quantity()) {
+            RaisePropertyChanged(nameof(quantity));
+            RaisePropertyChanged(nameof(is_qty_dirty));
+         }
+         if (old_order.price() != order.price()) {
+            RaisePropertyChanged(nameof(price));
+            RaisePropertyChanged(nameof(is_price_dirty));
+         }
+         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);
    }
 }

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

@@ -1,250 +1,218 @@
 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.Threading.Tasks;
 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>();
+      bool _is_row_collection_populated;
 
-      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, bool rows_are_initially_expanded = false) {
+         _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))));
+         // we use an ObservableAppendCollection b/c the mini-ob needs a cancel column at the front
+         columns = new ObservableAppendCollection<DIYGrid.ColumnBase>(_columns);
+         _row_collection = new OrderBookRowCollection(ort => new OrderBookRowVM(this, ort, rows_are_initially_expanded), _columns.get_sorting_data().comparer) { filter = _columns.get_filter() };
+         _row_collection.CollectionChanged += _row_collection_CollectionChanged; 
          _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, core_columns);
+         _resources = new List<IDisposable> {
+            model.on_order_tuples_table.OnDispatcher().Subscribe(_row_collection.update),
             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);
-                     }
-                  }
-            }
+            Disposable.Create(() => {
+               _columns.filter_changed -= on_filter_changed;
+               _row_collection.CollectionChanged -= _row_collection_CollectionChanged;
+               Disposable.dispose(_row_collection);
+            }),
+            _columns
+         };
+         if (settings_manager != null) {
+            _resources.Add(settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager));
          }
+         void on_filter_changed() => _row_collection.filter = _columns.get_filter();
+      }
 
-         // 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)));
-         }
+      private void _row_collection_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
+         is_row_collection_populated = _row_collection.Count != 0;
       }
 
       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 OrderBookRowVM current_row { get => _current_row.Value; set => _current_row.Value = value ?? _selected_rows.FirstOrDefault(); }
+      public ObservableAppendCollection<DIYGrid.ColumnBase> columns { get; }
+      public ObservableCollection<DIYGrid.ColumnBase> core_columns => _columns;
+      public ObservableCollection<OrderBookRowVM> rows => _row_collection;
+      public OrderBookRowVM current_row {
+         get => _current_row.Value;
+         set {
+            _current_row.Value = value;
+            // this is so that when the current_row is set to null from 
+            // the row_vm, we propagate the change up to the OrderBookWindow
+            // so that the cancel and modify commands can_execute is updated.
+            // Note that this is really only for if/when the edit_xxx columns
+            // from the mini-ob are present in regular orderbook, else this is
+            // a no-op.
+            selected_order_changed?.Invoke(current_order);
+         }
+      }
       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; }
 
+      public bool is_row_collection_populated {
+         get => _is_row_collection_populated;
+         set => Set(ref _is_row_collection_populated, value);
+      }
+
       public void row_selection_changed(SelectionChangedEventArgs e) {
+         if (e.RemovedItems != null) {
+            foreach (var row_vm in e.RemovedItems.Cast<OrderBookRowVM>()) {
+               row_vm.is_selected = false;
+            }
+         }
+         if (e.AddedItems != null) { 
+            foreach (var row_vm in e.AddedItems.Cast<OrderBookRowVM>()) {
+               row_vm.is_selected = true;
+            }
+         }
+
          RowSelectionHelper.apply_changes(_selected_rows, e);
          selected_order_changed?.Invoke(current_order);
       }
 
       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 cancel_order(OrderBookRowVM row) =>
+         _bus.post(SparkTags.CancelOrders, new List<uint> { row.order_key });
+
+      internal void modify_order_quantity(OrderBookRowVM row, uint size) =>
+         _bus.post(SparkTags.UpdateOrder, (row.order_key, row.price, size));
+
+      internal void modify_order_price(OrderBookRowVM row, double price) =>
+         _bus.post(SparkTags.UpdateOrder, (row.order_key, price, row.quantity));
+
+      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 +222,8 @@ 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 +235,10 @@ 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 == null) ? null : notification_service.data_cache,
+            col_settings_flags);
       }
 
       static OrderRecordTuplePredicate.PredicateTypeOneofCase _corresponding_predicate_type(Columns col) {
@@ -295,84 +266,5 @@ 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);
-            }
-         }
-      }
    }
-}
+}

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

@@ -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>

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

@@ -5,7 +5,7 @@ namespace mbts.spark {
    internal partial class OrderBookView : UserControl {
       // IMPORTANT: these enums are stored as strings in the general-purpose GridColumnSettings proto, and are used to ID THE COLUMNS!
       // Do NOT RENAME them!  However, if you must, be sure to write an IShellWindowMigrationRule or something to account for backwards compatability.
-      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey }
+      public enum Columns { Security, Symbol, Time, LastChange, User, Account, Exchange, TimeInForce, OrderType, SubType, Side, Size, Price, Filled, AvgFilled, LastPrice, Status, LastMessage, SecurityKey, OrderKey, ParentKey, Cancel, EditableQty, EditablePrice }
       public const string
          SubTypeFilterTemplateKey = "SubTypeFilterTemplate",
          ExpandCollapseToggleStyleKey = "ExpandCollapseToggleStyle",
@@ -14,8 +14,6 @@ namespace mbts.spark {
          CVRowStyleKey = "CVRowStyle",
          CVRowTemplateKey = "CVRowTemplateKey";
 
-      public const double RowHeight = 17;
-
       public OrderBookView(OrderBookVM vm) {
          InitializeComponent();
          DataContext = vm;
@@ -23,6 +21,6 @@ namespace mbts.spark {
    }
 
    class OrderBookRowView : DIYGrid.HighPerformanceRow<OrderBookRowVM, OrderBookView.Columns> {
-      public OrderBookRowView() : base(OrderBookView.RowHeight) { }
+      public OrderBookRowView() : base() { }
    }
 }

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

@@ -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.core_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,
@@ -130,11 +167,9 @@ namespace mbts.spark {
       }
 
       private void _vm_selected_order_changed(OrderRecordImmutable? e) {
-         if (e.HasValue) {
             _modify_order_command.raiseCanExecuteChanged();
             _cancel_selected_orders_command.raiseCanExecuteChanged();
             _recreate_selected_orders_command.raiseCanExecuteChanged();
-         }
       }
    }
 }

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

@@ -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 +54,44 @@ 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);
+         public static GridSettings default_mini_grid => GridSettings.Default.with(DefaultColumns.mini, DefaultColumns.sorting_criterion);
+
 
          static class DefaultColumns {
             public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), DIYGrid.DefaultColumnHeaders.Security, width: DIYGrid.DefaultColumnWidths.Security);
@@ -85,14 +107,14 @@ 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 security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, width: DIYGrid.DefaultColumnWidths.SecurityKey);
+            public static GridColumnSettings last_message => new GridColumnSettings(Columns.LastMessage.ToString(), "Last Message", width: DIYGrid.DefaultColumnWidths.LastMessage);
+            public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), DIYGrid.DefaultColumnHeaders.SecurityKey, is_visible: false, width: DIYGrid.DefaultColumnWidths.SecurityKey);
             public static GridColumnSettings order_key => new GridColumnSettings(Columns.OrderKey.ToString(), DIYGrid.DefaultColumnHeaders.OrderKey, width: DIYGrid.DefaultColumnWidths.OrderKey);
-            public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.OrderKey);
+            public static GridColumnSettings parent_key => new GridColumnSettings(Columns.ParentKey.ToString(), "Parent Key", width: DIYGrid.DefaultColumnWidths.ParentKey);
 
             public static IEnumerable<SortingCriteria> sorting_criterion {
                get {
@@ -125,11 +147,27 @@ namespace bts.shell {
                   yield return parent_key;
                }
             }
-         } 
+
+            private static HashSet<GridColumnSettings> _mini_mode_columns_to_hide = new HashSet<GridColumnSettings> {
+               time_created, exchange, sub_type, quantity, price, avg_price, last_price, status, last_message, security_key, order_key, parent_key
+            };
+
+            public static IEnumerable<GridColumnSettings> mini {
+               get {
+                  foreach (var col_setting in all) {
+                     if (_mini_mode_columns_to_hide.Contains(col_setting)) {
+                        yield return col_setting.with(is_visible: false);
+                     } else {
+                        yield return col_setting;
+                     }
+                  }
+               }
+            }
+         }
       }
 
       [ProtoContract]
-      public class FilterStates {
+      public class FilterStates : IEquatable<FilterStates> {
          [ProtoMember(1)]
          public SecurityCriteria security_criteria;
          [ProtoMember(2)]
@@ -170,6 +208,61 @@ 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));
       }
    }
-}
+}

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

@@ -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]

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

@@ -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;

src/client/spark/Notifications/INotifier.cs

@@ -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();
                }

src/client/spark/Orders/OrderModificationControl.xaml.cs

@@ -24,7 +24,10 @@ 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 OCOOrderTemplate { get; set; }
+      public DataTemplate PricerOrderTemplate { get; set; }
+      public DataTemplate OffsetOrderTemplate { get; set; }
       public DataTemplate TriggerOrderTemplate { get; set; }
       public DataTemplate IcebergOrderTemplate { get; set; }
       public DataTemplate SpreaderTemplate { get; set; }
@@ -42,6 +45,9 @@ 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.Oco : return OCOOrderTemplate;
+               case CustomOrderDefinition.CustomOneofCase.Pricer: return PricerOrderTemplate;
+               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 +57,5 @@ namespace mbts.ui.spark {
          return null;
       }
    }
+
 }

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -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);        
+            if(cd?.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
+               vm = OrderTypeVMFactory.create(cd.Value.CustomCase, id, display_name, model, security_md_source, cd.Value.Dynamic.DynamicOrderType);        
             else
-               vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_md_source);
-            vm.load_from(cd);
+               vm = OrderTypeVMFactory.create(cd.Value.CustomCase, id, display_name, model, security_md_source);
+            vm.load_from(cd.Value);
             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) =>

src/client/spark/Orders/OrderRecordTuple.cs

@@ -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()}";
    }
 }

src/client/spark/Orders/OrderRecordTupleSource.cs

@@ -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);
-            foreach (var k in 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.ToList()) {
                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) {
+            foreach (var k in added_keys.ToList()) {
+               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));
       }
    }
 }

src/client/spark/Orders/OrderTypeVMs/CoverOrderVM.cs

@@ -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);
          }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderHelper.cs

@@ -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;
+      }
+   }
+
+}