Update externals

The 'cpp' stands for 'cash-per-point' in this case.  Renaming the dir
'cme' to avoid confusion, as 'cpp' usually means c++ in our line of work.
Furthermore, the script only generates cash-per-points for CME symbols.

.conan/windows/profiles/debug

@@ -0,0 +1,28 @@
+[settings]
+os=Windows
+compiler='Visual Studio'
+build_type=Debug
+arch=x86_64
+compiler.version=17
+compiler.runtime=MTd
+
+[options]
+boost:without_graph=True
+boost:without_iostreams=True
+boost:without_json=True
+boost:without_log=True
+boost:without_math=True
+boost:without_nowide=True
+boost:without_program_options=True
+boost:without_python=True
+boost:without_random=True
+boost:without_serialization=True
+boost:without_test=True
+boost:without_timer=True
+boost:without_wave=True
+boost:layout=system
+boost:multithreading=True
+
+[build_requires]
+
+[env]

.conan/windows/profiles/release

@@ -0,0 +1,28 @@
+[settings]
+os=Windows
+compiler='Visual Studio'
+build_type=Release
+arch=x86_64
+compiler.version=17
+compiler.runtime=MT
+
+[options]
+boost:without_graph=True
+boost:without_iostreams=True
+boost:without_json=True
+boost:without_log=True
+boost:without_math=True
+boost:without_nowide=True
+boost:without_program_options=True
+boost:without_python=True
+boost:without_random=True
+boost:without_serialization=True
+boost:without_test=True
+boost:without_timer=True
+boost:without_wave=True
+boost:layout=system
+boost:multithreading=True
+
+[build_requires]
+
+[env]

.config/dotnet-tools.json

@@ -3,27 +3,15 @@
   "isRoot": true,
   "tools": {
     "dotnet-format": {
-      "version": "5.1.225507",
+      "version": "5.1.250801",
       "commands": [
         "dotnet-format"
       ]
     },
-    "fable": {
-      "version": "4.0.0-theta-018",
+    "protobuf-net.protogen": {
+      "version": "3.1.17",
       "commands": [
-        "fable"
-      ]
-    },
-    "fantomas": {
-      "version": "5.2.2",
-      "commands": [
-        "fantomas"
-      ]
-    },
-    "fake-cli": {
-      "version": "6.0.0",
-      "commands": [
-        "fake"
+        "protogen"
       ]
     }
   }

.gitignore

@@ -51,3 +51,4 @@ trace_data/
 /.venv*/*
 .cache/
 src/web/api/tsconfig.*.g.json
+.conan/windows/install/*

.gitmodules

@@ -7,3 +7,6 @@
 [submodule "docker/windows"]
 	path = docker/windows
 	url = git@bitbucket.org:bluetradesys/windows_docker.git
+[submodule "src/deribit-crypto-connector-demo-application"]
+	path = src/deribit-crypto-connector-demo-application
+	url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git

CMakeLists.txt

@@ -13,73 +13,39 @@ set(
   CACHE
   STRING
   "External dependencies root folder (should contain folders: lib, bin, include")
-set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
 set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
 set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(TOOLS "${CMAKE_SOURCE_DIR}/tools")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
 set(BUILD_WEB ON CACHE BOOL "Build the web server")
 
+include(${CMAKE_SOURCE_DIR}/.conan/${platform}/install/debug/conanbuildinfo.cmake)
+set(CONAN_SYSTEM_INCLUDES ON)
+conan_basic_setup()
+
 include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
 link_directories(${SPARK_LIB})
 
 if(WIN32)
-  # flags
-  set(
-    CMAKE_CXX_FLAGS
-    "${CMAKE_CXX_FLAGS} \
-    /MP \
-    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
-    /bigobj \
-    /DCURL_STATICLIB \
-    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
-    /D__TBB_NO_IMPLICIT_LINKAGE \
-    /DBOOST_ALL_NO_LIB \
-    /std:c++17 \
-    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
-  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
-  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
-  set(
-    CMAKE_SHARED_LINKER_FLAGS_RELEASE
-    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
-    /DEBUG \
-    /OPT:REF \
-    /OPT:ICF \
-    /LTCG")
-
   # subdirs
   add_subdirectory(src/lib)
+  add_custom_command(
+    OUTPUT ${CMAKE_BINARY_DIR}/Directory.Build.Props
+    COMMAND cp ARGS ${TOOLS}/cpp.build.props ${CMAKE_BINARY_DIR}/Directory.Build.Props
+    DEPENDS ${TOOLS}/cpp.build.props
+    COMMENT "Copy cpp.build.props -> Directory.Build.Props")
+  add_custom_target(client_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/Directory.Build.Props)
 else()
-  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
   add_compile_definitions(SPARK_ENABLE_CCAPI)
   add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
   add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
   add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
 
-  # flags
-  set(
-    CMAKE_CXX_FLAGS_DEBUG
-    "${CMAKE_CXX_FLAGS_DEBUG} \
-    -fPIC \
-    -Wall \
-    -pedantic \
-    -Wextra \
-    -Werror \
-    -Wno-missing-braces \
-    -Wno-ignored-qualifiers \
-    --std=c++17 -fdiagnostics-color")
-  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
-  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
-  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
-
   # subdirs
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
-  if (BUILD_WEB)
+  if(BUILD_WEB)
     add_subdirectory(src/web)
   endif()
   add_subdirectory(doc/user)
@@ -96,9 +62,9 @@ else()
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
     COMMAND
-      ln ARGS -sf
-      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
-      ${CMAKE_BINARY_DIR}/server
+    ln ARGS -sf
+    ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
+    ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
     COMMENT "Creating server runtime layout"
@@ -106,7 +72,6 @@ else()
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
 
-  install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
   install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
   install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
   install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)

CMakePresets.json

@@ -0,0 +1,224 @@
+{
+  "version": 4,
+  "cmakeMinimumRequired": {
+    "major": 3,
+    "minor": 23,
+    "patch": 0
+  },
+
+  "configurePresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "generator": "Visual Studio 17 2022",
+      "binaryDir": "${sourceDir}/build",
+      "cacheVariables": {
+        "CMAKE_CXX_FLAGS": "/MP /WX /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++17 /D_WIN32_WINNT=0x0600",
+        "CMAKE_CXX_FLAGS_DEBUG": "/MTd",
+        "CMAKE_CXX_FLAGS_RELEASE": "/MT",
+        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/DEBUG /OPT:REF /OPT:ICF /LTCG",
+        "CONAN_COMPILER": "Visual Studio",
+        "CONAN_COMPILER_VERSION": "17",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/windows"
+      }
+    },
+
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true,
+      "generator": "Ninja",
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "cacheVariables": {
+        "platform": "",
+        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
+          "type": "BOOL",
+          "value": "ON"
+        },
+        "CMAKE_INSTALL_RPATH": ".",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
+        "CMAKE_C_COMPILER": "cc",
+        "CMAKE_CXX_STANDARD": "17",
+        "WEB_TSCONFIG_NAME": "${presetName}",
+        "BUILD_SDK": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
+        "BUILD_WEB": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "sparkd-dev",
+      "hidden": true,
+      "inherits": "sparkd",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Debug",
+        "CMAKE_CXX_FLAGS_DEBUG": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "sparkd-prod",
+      "hidden": true,
+      "inherits": "sparkd",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Release",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
+      }
+    },
+
+    {
+      "name": "sparkd-dev-clang",
+      "inherits": "sparkd-dev",
+      "displayName": "Development (clang)",
+      "description": "Debug build compiled w/ clang",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "clang++"
+      }
+    },
+
+    {
+      "name": "sparkd-dev-gcc",
+      "inherits": "sparkd-dev",
+      "displayName": "Development (gcc)",
+      "description": "Debug build compiled w/ gcc",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++"
+      }
+    },
+
+    {
+      "name": "sparkd-prod-clang",
+      "inherits": "sparkd-prod",
+      "displayName": "Production (clang)",
+      "description": "Release build compiled w/ clang",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "clang++"
+      }
+    },
+
+    {
+      "name": "sparkd-prod-gcc",
+      "inherits": "sparkd-prod",
+      "displayName": "Production (gcc)",
+      "description": "Release build compiled w/ gcc",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++"
+      }
+    },
+
+    {
+      "name": "sparkd-publish",
+      "inherits": "sparkd",
+      "displayName": "Publish",
+      "description": "Publish build compiled w/ gcc and ready to ship",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++"
+      }
+    }
+  ],
+
+  "buildPresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "hidden": true,
+      "jobs": 4
+    },
+
+    {
+      "name": "spark-dev",
+      "displayName": "Development",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Debug"
+    },
+
+    {
+      "name": "spark-prod",
+      "displayName": "Production",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Release"
+    },
+
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true,
+      "jobs": 4,
+      "targets": [
+        "data_files_dir",
+        "doc_manual_bundle",
+        "install",
+        "libspark",
+        "rapidjson_project",
+        "server_layout",
+        "sparkd",
+        "web_ui_bundle"
+      ]
+    },
+
+    {
+      "name": "sparkd-dev-clang",
+      "configurePreset": "sparkd-dev-clang",
+      "displayName": "Development (clang)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-dev-gcc",
+      "configurePreset": "sparkd-dev-gcc",
+      "displayName": "Development (gcc)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-prod-clang",
+      "configurePreset": "sparkd-prod-clang",
+      "displayName": "Production (clang)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-prod-gcc",
+      "configurePreset": "sparkd-prod-gcc",
+      "displayName": "Production (gcc)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-publish",
+      "configurePreset": "sparkd-publish",
+      "displayName": "Publish",
+      "inherits": "sparkd",
+      "targets": "install"
+    }
+  ]
+}

cmake/Protobuf.cmake

@@ -1,6 +1,4 @@
-set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
 set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
-set(PROTOBUF_STATIC_LIB "libprotobuf")
 
 function(Protobuf_Generate_Cpp SRCS HDRS)
   set(${SRCS})

conanfile.py

@@ -0,0 +1,16 @@
+from conans import ConanFile
+
+
+class SparkCryptoConan(ConanFile):
+    name = "spark_crypto"
+    version = "0.1"
+    author = "Blue Trading Solutions"
+    topics = (
+        "crypto", "trading", "options", "futures", "derivatives", "api",
+        "risk", "volatility", "finance")
+    requires = [
+        "boost/1.79.0", "catch2/3.0.1", "cmake/3.23.2", "fmt/8.1.1",
+        "libcurl/7.83.1", "nlohmann_json/3.10.5", "openssl/1.1.1o",
+        "protobuf/3.21.1", "onetbb/2021.3.0", "zlib/1.2.12"
+    ]
+    generators = ("cmake", "virtualenv")

dev/gen/dump_cmake_deps.py

@@ -0,0 +1,40 @@
+import os
+import subprocess
+import argparse
+
+
+def _exit(code=0, msg=None):
+    if msg is not None:
+        print(msg)
+    exit(code)
+
+
+def _literal_linesep():
+    ls = os.linesep
+    if ls == '\r\n':
+        return r'\r\n'
+    if ls == '\n':
+        return r'\n'
+    return ls
+
+
+def _get_arg_parser():
+    parser = argparse.ArgumentParser(description='Build spark_client.sln')
+    parser.add_argument('input', nargs='?', help='The CMakeDeps file to dump')
+    return parser
+
+
+def _main():
+    parser = _get_arg_parser()
+    args = parser.parse_args()
+    cmd_args = ['sed', fr"'s/;/{_literal_linesep()}/g'", args.input]
+    return subprocess.run(cmd_args)
+
+
+if __name__ == '__main__':
+    try:
+        res = _main()
+        if res.returncode != 0:
+            _exit(1, str(res))
+    except Exception as e:
+        _exit(1, str(e))

dev/john/setup_builds.fish

@@ -46,7 +46,6 @@ function setup_build
     assert_dir $repo_root
     assert_dir $build_root
     set compiler "$argv[1]"
-    set c_compiler (which cc)
     set build_type "$argv[2]"
 
     if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
@@ -60,7 +59,6 @@ function setup_build
         else
             # set compiler_arg "/usr/lib/ccache/clang++"
             set compiler_arg "clang++"
-            set c_compiler (which clang)
         end
     else if test "$build_type" = release
         set build_type_arg Release
@@ -87,7 +85,7 @@ function setup_build
     rm -rf "$build_dest"
     mkdir -p "$build_dest"
     cd "$build_dest"
-    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_C_COMPILER=$c_compiler -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
 end
 
 # The while loop below removes arguments (via shift) as it parses them.

requirements.txt

@@ -1,18 +1,39 @@
 astroid==2.7.3
 autopep8==1.5.7
+bottle==0.12.21
+certifi==2022.6.15
 cffi==1.14.6
+charset-normalizer==2.1.0
 colorama==0.4.4
+conan==1.50.0
+fasteners==0.17.3
+gitdb==4.0.9
+idna==3.3
 isort==5.9.3
+Jinja2==3.1.2
 lazy-object-proxy==1.6.0
+MarkupSafe==2.1.1
 mccabe==0.6.1
+node-semver==0.6.1
+patch-ng==1.17.4
 platformdirs==2.3.0
+pluginbase==1.0.1
 protobuf==3.19.1
 pybars3==0.9.7
 pycodestyle==2.7.0
 pycparser==2.20
+Pygments==2.12.0
+PyJWT==2.4.0
 pylint==2.10.2
 PyMeta3==0.5.1
+python-dateutil==2.8.2
+PyYAML==6.0
+requests==2.28.1
+six==1.16.0
+smmap==5.0.0
 termcolor==1.1.0
 toml==0.10.2
+tqdm==4.64.0
+urllib3==1.26.9
 wrapt==1.12.1
 yapf==0.31.0

server_sln/spark_server.sln

@@ -1,41 +0,0 @@
-
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.26730.10
-MinimumVisualStudioVersion = 10.0.40219.1
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
-	EndGlobalSection
-EndGlobal

spark_client.sln

@@ -1,6 +1,6 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
+VisualStudioVersion = 17.2.32616.157
 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
@@ -19,9 +19,7 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spa
 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_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "client_layout", "build\client_layout.vcxproj", "{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -87,22 +85,14 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Debug|x64.ActiveCfg = Debug|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Debug|x64.Build.0 = Debug|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Release|x64.ActiveCfg = Release|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Release|x64.Build.0 = Release|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/client/Directory.Build.Props

@@ -1,55 +1,53 @@
-<Project>
-
-  <PropertyGroup>
-    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
-    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
-    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
-    <Externals>$(SparkRoot)\externals\windows</Externals>
-    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
-    <ErrorReport>None</ErrorReport>
-    <Prefer32Bit>False</Prefer32Bit>
-    <Deterministic>true</Deterministic>
-    <EnableDefaultContentItems>False</EnableDefaultContentItems>
-    <ShowMissingItemTypes>false</ShowMissingItemTypes>
-    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-    <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
-  </PropertyGroup>
-
-  <PropertyGroup Label="Output">
-    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
-    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
-    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
-    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-  </PropertyGroup>
-
-  <Import
-      Project="$(ComputerSpecificConfig)"
-      Condition="Exists($(ComputerSpecificConfig))" />
-
-  <PropertyGroup Label="ProtoBuf">
-    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <protoc>$(Externals)\bin\protoc.exe</protoc>
-    <protogen>$(Externals)\bin\protogen.exe</protogen>
-  </PropertyGroup>
-
-  <ItemDefinitionGroup>
-    <Proto2></Proto2>
-    <Proto3>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCS>%(OutBase)%(FileName).cs</OutCS>
-      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
-      <CompileOptions></CompileOptions>
-    </Proto3>
-    <Proto3Excel>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-      <CompileOptions></CompileOptions>
-    </Proto3Excel>
-  </ItemDefinitionGroup>
-
-</Project>
+<Project>
+
+  <PropertyGroup>
+    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
+    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
+    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
+    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
+    <ErrorReport>None</ErrorReport>
+    <Prefer32Bit>False</Prefer32Bit>
+    <Deterministic>true</Deterministic>
+    <EnableDefaultContentItems>False</EnableDefaultContentItems>
+    <ShowMissingItemTypes>false</ShowMissingItemTypes>
+    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+    <EnablePreviewFeatures>true</EnablePreviewFeatures>
+  </PropertyGroup>
+
+  <PropertyGroup Label="Output">
+    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
+    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
+    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
+  </PropertyGroup>
+
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
+
+  <PropertyGroup Label="ProtoBuf">
+    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
+    <protoc>protoc</protoc>
+    <protogen>dotnet protogen</protogen>
+  </PropertyGroup>
+
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
+    <Proto3>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <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>
+      <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

@@ -3,7 +3,7 @@
   <Target
       Name="CompileProto2"
       Condition="'@(Proto2)'!=''"
-      Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
+      Inputs="$(MSBuildProjectFile);%(Proto2.FullPath)"
       Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
       AfterTargets="PreBuildEvent">
     <PropertyGroup>
@@ -17,9 +17,6 @@
         DestinationFolder="$(WorkingDirectory)"
         SkipUnchangedFiles="True"
         UseHardLinksIfPossible="True" />
-    <Error
-        Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
-        Condition="!Exists($(protogen))" />
     <Exec
         Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
         WorkingDirectory="$(WorkingDirectory)" />
@@ -37,7 +34,7 @@
       Name="CompileProto3"
       AfterTargets="GetAssemblyVersion"
       Condition="'@(Proto3)'!=''"
-      Inputs="$(protoc);
+      Inputs="
     %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\c#\client.pb.cs;
     $(ProtocPluginBase)\templates\c#\server.pb.cs;
@@ -52,7 +49,8 @@
     <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
     <Exec
         Command="
-       $(protoc) %* %(Proto3.FullPath) ^
+       $(protoc) ^
+       %(Proto3.FullPath) ^
        --error_format=msvs ^
        --proto_path=$(SourceRoot) ^
        --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersVM.cs

@@ -3,6 +3,7 @@ namespace mbts.spark {
    using bts.api;
    using bts.api.analytics;
    using bts.collections;
+   using bts.reactive;
    using bts.utils;
 
    using mbts;
@@ -14,10 +15,7 @@ namespace mbts.spark {
    using mbts.ui.utility;
    using mbts.utils;
 
-   using Spark.Core;
    using Spark.Core.Collections;
-   using Spark.Core.Disposables;
-   using Spark.Core.Reactive;
    using Spark.ViewModel.Commands;
 
    using System;
@@ -35,15 +33,14 @@ namespace mbts.spark {
    class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
       readonly IBus _bus;
       readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
-      readonly DeferrableAction _sync_visible_rows;
+      readonly DeferrableActionWrapper _sync_visible_rows;
       readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
       readonly Property<bool> _auto_copy_rolls_is_checked;
       readonly Property<bool> _auto_copy_rates_is_checked;
       readonly DelegateProperty<bool> _is_dirty;
       readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
-      readonly DeferrableAction _raise_selected_rows_changed;
+      readonly DeferrableActionWrapper _raise_selected_rows_changed;
       readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
-      IList<string>? _pending_selected_symbols;
 
       AnalyticsExpirationParametersMap? _parameter_map;
       (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
@@ -66,7 +63,9 @@ namespace mbts.spark {
          _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
 
          if (startup_data is not null) {
-            _pending_selected_symbols = startup_data.selected_symbols;
+            if (!startup_data.selected_symbols.is_null_or_empty()) {
+               selected_symbols.AddRange(startup_data.selected_symbols);
+            }
             auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
             auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
          }
@@ -82,32 +81,32 @@ namespace mbts.spark {
          selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();
 
          _dispose = Disposable.Create(
-            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
+            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.execute()),
             ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
             ObservableAutoWrapper.connect(
                non_options,
                explicit_drivers,
                sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
-            rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
+            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
             _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
                CompositeObserver.create(
                   Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
                   can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
             ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
                if (selected_symbol_ref_count.increment_adds_key(sym)) {
-                  _sync_visible_rows.Invoke();
+                  _sync_visible_rows.execute();
                }
                return Disposable.Create(() => {
                   if (selected_symbol_ref_count.decrement_removes_key(sym)) {
-                     _sync_visible_rows.Invoke();
+                     _sync_visible_rows.execute();
                   }
                });
             }),
             ObservableAutoWrapper.connect_item_hooks(
                rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
             _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
+            Disposable.wrap_collection(rows),
             Disposable.Create(() => {
-               rows.DisposeAll();
                _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
                _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
             }));
@@ -196,18 +195,10 @@ namespace mbts.spark {
          };
 
       void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
-         Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
-            var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
-            var exp = d.Security.Expiration.date_time();
-            return SecurityExpirationHelper.is_unexpired(st, exp);
-         };
          foreach (var r in rows) {
-            if (drivers
-               .Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
-               .Where(d => is_unexpired(d))
-               .TryGetMinElement(
-                  d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
-                  out var nearest_exp)) {
+            if (drivers.Where(d => d.HasSecurity).TryGetMinElement(
+               d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
+               out var nearest_exp)) {
                r.driver = nearest_exp;
             }
          }
@@ -294,10 +285,10 @@ namespace mbts.spark {
          }
 
          symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
-         using var _ = _sync_visible_rows.defer();
+         using var _ = _sync_visible_rows.defer_execution();
          if (is_first_update) {
-            selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
-            _pending_selected_symbols = null;
+            // select all symbols on first update
+            selected_symbols.sync_with(symbols);
          }
       }
 

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml

@@ -9,7 +9,7 @@
     xmlns:u="clr-namespace:mbts.ui"
     xmlns:cv="clr-namespace:mbts.ui.converters"
     xmlns:shell="clr-namespace:mbts.ui.shell"
-    Background="{u:BTSBrush UI.common_background}">
+    Background="{StaticResource CommonBackground}">
   <UserControl.Resources>
     <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
     <cv:DoubleTextConverter
@@ -30,6 +30,9 @@
                 <Setter
                     Property="FontStyle"
                     Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
               </Trigger>
             </Style.Triggers>
           </Style>
@@ -48,6 +51,9 @@
                 <Setter
                     Property="FontStyle"
                     Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
               </Trigger>
             </Style.Triggers>
           </Style>
@@ -117,20 +123,6 @@
         CommandParameter="{Binding}"
       />
     </ContextMenu>
-
-    <Style x:Key="TextBlockCellElement" TargetType="TextBlock">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-    </Style>
-
-    <Style x:Key="ComboBoxCellElement" TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-      <Setter Property="Margin" Value="2" />
-      <Setter Property="IsSynchronizedWithCurrentItem" Value="False" />
-    </Style>
   </UserControl.Resources>
   <Grid>
     <Grid.Resources>
@@ -153,23 +145,17 @@
         SelectedItems="{Binding selected_symbols}"
         HorizontalAlignment="Left"
         Margin="5,2,2,2"
+        TextBlock.Foreground="Black"
         HeaderContent="Symbols"
-        ShowSelectAll="True">
-        <c:ComboCheckBox.HeaderContentTemplate>
-          <DataTemplate>
-            <TextBlock Text="{Binding}" Foreground="{u:BTSColor UI.default_text}" />
-          </DataTemplate>
-        </c:ComboCheckBox.HeaderContentTemplate>
-      </c:ComboCheckBox>
+        ShowSelectAll="True"
+      />
 
       <WrapPanel>
-        <TextBlock
-          Margin="5,5,0,0" Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rolls:" />
+        <TextBlock Margin="5,5,0,0" Text="Auto copy rolls:" />
         <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
       </WrapPanel>
       <WrapPanel>
-        <TextBlock
-          Margin='0,5,0,0' Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rates:" />
+        <TextBlock Margin='0,5,0,0' Text="Auto copy rates:" />
         <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
       </WrapPanel>
     </StackPanel>
@@ -177,8 +163,8 @@
         x:Name="_grid"
         Grid.Row="1"
         ItemsSource="{Binding visible_rows}"
-        Background="Transparent"
-        VerticalGridLinesBrush="{u:BTSColor Grid.grid_line}"
+        AlternatingRowBackground="{u:BTSColor MarketData.driver_background}"
+        VerticalGridLinesBrush="Gray"
         EnableRowVirtualization="True"
         EnableColumnVirtualization="True"
         CanUserAddRows="False"
@@ -191,10 +177,35 @@
         SelectionUnit="FullRow"
         SelectedUnits="{Binding selected_rows}"
         PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
-      <c:DataGridEx.RowStyle>
-        <Style TargetType="DataGridRow" BasedOn="{StaticResource {x:Type DataGridRow}}">
-          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+      <DataGrid.Resources>
+        <Style TargetType="{x:Type DataGridCell}" BasedOn="{StaticResource {x:Type DataGridCell}}">
+          <Setter Property="BorderThickness" Value="1" />
           <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="True">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.Resources>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+          <Setter Property="Background" Value="Transparent"/>
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="true">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
             <DataTrigger
                 Binding="{Binding is_last_row_of_month_group}"
                 Value="True">
@@ -207,7 +218,7 @@
             </DataTrigger>
           </Style.Triggers>
         </Style>
-      </c:DataGridEx.RowStyle>
+      </DataGrid.RowStyle>
       <DataGrid.ColumnHeaderStyle>
         <Style TargetType="DataGridColumnHeader">
           <Setter
@@ -219,6 +230,9 @@
           <Setter
               Property="HorizontalContentAlignment"
               Value="Center" />
+          <Setter
+              Property="BorderThickness"
+              Value="0,0,1,0" />
           <Setter
               Property="BorderBrush"
               Value="Black" />
@@ -245,6 +259,9 @@
               <Setter
                   Property="Foreground"
                   Value="{u:BTSColor Name=header_text}" />
+              <Setter
+                  Property="BorderThickness"
+                  Value="0" />
               <Setter
                   Property="VerticalContentAlignment"
                   Value="Center" />
@@ -291,7 +308,9 @@
                 <DataTrigger
                     Binding="{Binding is_driver_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="{u:BTSColor UI.input_dirty_border}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -299,10 +318,11 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
+                  IsSynchronizedWithCurrentItem="False"
                   ItemsSource="{Binding Source={StaticResource Drivers}}"
                   ItemTemplate="{StaticResource DriverTemplate}"
                   SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -320,28 +340,21 @@
                 <DataTrigger
                     Binding="{Binding is_deliverable_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_deliverable_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      deliverable,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
+                  IsSynchronizedWithCurrentItem="False"
                   ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -359,28 +372,21 @@
                 <DataTrigger
                     Binding="{Binding is_roll_schedule_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_roll_schedule_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      roll_schedule,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
+                  IsSynchronizedWithCurrentItem="False"
                   ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -396,7 +402,9 @@
                 <DataTrigger
                     Binding="{Binding is_roll_target_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -407,15 +415,14 @@
                   Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RollTargetContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource RollTargetContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
               <TextBox
-                Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                Margin="2" />
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -431,7 +438,9 @@
                 <DataTrigger
                     Binding="{Binding is_riskless_rate_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -442,14 +451,12 @@
                   Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RisklessRateContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource RisklessRateContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
+              <TextBox Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -465,7 +472,9 @@
                 <DataTrigger
                     Binding="{Binding is_settlement_price_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -476,14 +485,12 @@
                   Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource SettlementPriceContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource SettlementPriceContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -500,7 +507,9 @@
                 <DataTrigger
                     Binding="{Binding is_delta_beta_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -511,14 +520,12 @@
                   Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource DeltaBetaContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource DeltaBetaContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -535,7 +542,9 @@
                 <DataTrigger
                     Binding="{Binding is_vega_beta_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -543,11 +552,10 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <TextBlock
-                Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
-                VerticalAlignment="Center"
-                Margin="2,0,2,0"
-                ContextMenu="{StaticResource VegaBetaContextMenu}"
-                Style="{StaticResource TextBlockCellElement}" />
+                  Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource VegaBetaContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml.cs

@@ -7,8 +7,6 @@ namespace mbts.ui.shell {
    using mbts.ui.converters;
    using mbts.ui.extensions;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Windows;
    using System.Windows.Controls;
@@ -53,10 +51,6 @@ namespace mbts.ui.shell {
             } :
             null);
 
-      public static IValueConverter expiration_is_defined_converter =>
-         ValueConverter.create<SecurityExpiration?, bool>(exp =>
-            exp is not null && exp.expiration != default);
-
       void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
          Disposable.dispose(ref _context_menu_op);
          if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindow.cs

@@ -5,8 +5,6 @@ namespace mbts.spark {
    using mbts.ui;
    using mbts.ui.shell;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Windows;

src/client/spark/AW2/Bus/AnalyticsParametersManager.cs

@@ -6,8 +6,6 @@ namespace mbts.spark {
 
    using mbts.analytics;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Linq;
@@ -42,12 +40,6 @@ namespace mbts.spark {
             exp_params_out_src.Subscribe(save_exp_params));
 
          void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
-            Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
-               var st = p.driver_security.security_tuple.to_api_sec_tuple();
-               var exp = p.security.expiration;
-               return SecurityExpirationHelper.is_unexpired(st, exp);
-            };
-            exp_params = exp_params.Where(t => is_unexpired(t));
             // listens to the commit tag and saves it
             Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
             var to_save = new ExpirationParameterEntryList();

src/client/spark/AW2/Bus/SingleVolSurfaceAutoFitSource.cs

@@ -1,120 +0,0 @@
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-
-   using mbts;
-   using mbts.analytics;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Collections;
-
-   // For each vs, it sends the vol surface calc request (_do_periodic_auto_fit)
-   // and then commits the response
-   public class SingleVolSurfaceAutoFitSource : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly int _vs_id;
-      private readonly ITag<VolSurfaceInput> _vs_input_tag;
-      private readonly ITag<VolSurfaceCalculationResponse> _vs_calc_response_tag;
-      private DateTime _last_req_time = DateTime.MinValue;
-      private TimeSpan _req_period = TimeSpan.MaxValue;
-      private int _req_id = 0;
-      public SingleVolSurfaceAutoFitSource(int vs_id, ThreadedBlackboard bb) {
-         _bb = bb;
-         _vs_id = vs_id;
-         _vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
-         _vs_calc_response_tag = SparkTags.VolSurfaceAutoCalculationResponseTag(vs_id);
-         _bb.subscribe(_vs_input_tag);
-         _bb.subscribe(_vs_calc_response_tag);
-         _bb.subscribe(SparkTags.CurrentUser);
-         _bb.data_callback += _on_bb_data;
-         _bb.timer_callback += _on_bb_timer;
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (tag.Equals(_vs_input_tag))
-            _possibly_autofit();
-         else if (tag.Equals(_vs_calc_response_tag)) {
-            VolSurfaceCalculationResponse calc_resp = data as VolSurfaceCalculationResponse;
-            bts.Log.Gen.info($"SingleVolSurfaceAutoFitSource._on_bb_data vs_id: {_vs_id} " +
-                             $"received calculation response");
-            _bb.post(SparkTags.VolSurfaceCommitTag(_vs_id),
-               calc_resp.volsurface_calculation_output.volsurface_input);
-         }
-      }
-
-      private bool _user_has_vs_control() {
-         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
-         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
-         return vs_input != null &&
-            vs_input.surface_settings.core_settings.vs_manager == current_user;
-      }
-
-      private void _on_bb_timer() {
-         _possibly_autofit();
-      }
-
-      private void _possibly_autofit() {
-         var auto_fit_period = _get_auto_fit_periodic();
-         if (!auto_fit_period.HasValue)
-            return;
-         if (DateTime.Now - _last_req_time <= auto_fit_period)
-            return;
-         if (!_user_has_vs_control())
-            return;
-         // auto fit here
-         bts.Log.Gen.info($"SingleVolSurfaceAutoFitSource vs_id: {_vs_id} requesting fit " +
-                          $"last_req_time: {_last_req_time} period: {auto_fit_period.Value}");
-         _send_request();
-      }
-
-      private Nullable<TimeSpan> _get_auto_fit_periodic() {
-         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
-         if (vs_input == null)
-            return null;
-         var fit_settings =
-            VolSurfaceDataFunctions.get_market_fit_settings(vs_input.surface_settings);
-         if (fit_settings == null)
-            return null;
-         var auto_fit_setting = fit_settings.vs_auto_fit_settings;
-         if (auto_fit_setting == null)
-            return null;
-         if (auto_fit_setting.auto_fit_region == VolSurfaceEnums.VolCurveFitRegion.None)
-            return null;
-         var time_based_fit_setting = auto_fit_setting.time_based_settings;
-         if (time_based_fit_setting == null)
-            return null;
-         if (!time_based_fit_setting.period_seconds.HasValue)
-            return null;
-         return TimeSpan.FromSeconds(time_based_fit_setting.period_seconds.Value);
-      }
-
-      private void _send_request() {
-         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
-         if (vs_input == null)
-            return;
-         VolCurveMarketFitAction mf_action = new VolCurveMarketFitAction(
-            VolCurveMarketFitAction.ActionType.FitWholeCurve, null, false);
-         VolCurveAction vc_action = new VolCurveAction(mf_action);
-         IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-            vs_input.surface_parameters.curve_parameters_map.ToDictionary(
-               i => i.Item1,
-               i => vc_action
-            );
-         VolSurfaceCalculationRequest req = new VolSurfaceCalculationRequest(vs_input,
-                     _req_id++, action_map, true, true);
-         _last_req_time = DateTime.Now;
-         _bb.post(SparkTags.VolSurfaceAutoCalculationRequestTag(_vs_id), req);
-      }
-
-
-      #region IDisposable
-      public void Dispose() {
-         _bb.data_callback -= _on_bb_data;
-         _bb.timer_callback -= _on_bb_timer;
-      }
-      #endregion
-
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceCommittedOutputRetriever.cs

@@ -63,9 +63,9 @@ namespace mbts.spark {
                vs_input, vs_nonvol_data.contracts, aux_data_map);
             _timer.stop();
             var tag_str = tag == null ? "Null" : tag.ToString();
-            // bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
-            //                  $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
-            //                  $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
+            bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
+                             $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
+                             $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
             _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
             _bb.post(_out_bb_computed_vol_tag, vs_output);
          }

src/client/spark/AW2/Bus/SingleVolSurfaceGateway.cs

@@ -4,7 +4,6 @@
    using bts.api.analytics;
 
    using mbts.analytics;
-   using mbts.ui;
 
    using Spark.Core.Protobuf;
 
@@ -14,7 +13,6 @@
    using System.Linq;
    using System.Reactive.Linq;
    using System.Threading;
-   using System.Windows;
 
    // For a single VolSurface this class
    // 1. Listents to commmits and calls the service to persist data
@@ -26,6 +24,7 @@
       private readonly ITag<VolSurfaceInput> _in_bb_committ_tag;
       private readonly AnalyticsService _analytics_service;
       private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private readonly string _user;
       private readonly List<IDisposable> _disposables = new List<IDisposable>();
       private IDictionary<UInt64, VolSurfaceInputSnapshot> _snp_shot_map = new
          Dictionary<UInt64, VolSurfaceInputSnapshot>();
@@ -36,10 +35,10 @@
                                        volsurface_id));
          _volsurface_id = volsurface_id;
          _bb = threaded_bb;
+         _user = "TEST_USER"; // TODO
          _in_bb_committ_tag = SparkTags.VolSurfaceCommitTag(volsurface_id);
          _analytics_service = analytics_service;
          _bb.subscribe(_in_bb_committ_tag);
-         _bb.subscribe(SparkTags.CurrentUser);
          _bb.data_callback += _on_bb_data;
          var vs_sub = _analytics_service.subscribei_volsurfaces()
             .ObserveOn(SynchronizationContext.Current)
@@ -55,10 +54,8 @@
       private void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
          IEnumerable<VolSurfaceEntryImmutable> all_vss = update.all;
          var this_vs_vss = all_vss.Where(vs => vs.VsId == _volsurface_id);
-         bts.Log.Gen.info(
-            $"SingleVolSurfaceGateway._on_vss vs_count: {this_vs_vss.Count()} " +
-            $"all: {update.all.Count()} added: {update.added.Count()} " +
-            $"updated: {update.changed.Count()} removed: {update.removed.Count()}");
+         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
+            all_vss.Count(), this_vs_vss.Count()));
          if (this_vs_vss.Count() == 0) {
             return;
          }
@@ -86,39 +83,22 @@
       static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) =>
          ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs.Volsurface.ToByteArray());
 
-      // private void _show_save_error(string message) {
-      //    BTSMessageBox.Show(message, "Vol Save Error", BTSMessageBoxButtons.OK);
-      // }
-
       private void _on_bb_data(object tag, object data) {
          if (_in_bb_committ_tag.Equals(tag)) {
             try {
                _timer.start();
                VolSurfaceInput vs_input = data as VolSurfaceInput;
-               var user_tup = _bb.read_state(SparkTags.CurrentUser);
-               string current_user = user_tup.name;
-               string vs_manager = vs_input.surface_settings.core_settings.vs_manager;
-               if (current_user != vs_manager) {
-                  string msg = $"User {current_user} does not have the permission to save vols. " +
-                     $"Permission can be obtained via the grid context menu item 'Acquire ownership from {vs_manager}'";
-                  BTSMessageBox.Show(msg, "Vol Save Error", BTSMessageBoxButtons.OK);
-                  return;
-               }
                _sanitize_input(ref vs_input);
                vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
-               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, current_user);
+               vs_input.saver_login = _user;
+               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
                _timer.stop();
                Log.Gen.info(String.Format(
                   "SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
                   _volsurface_id, _timer.lastIntervalTime));
                var archived_theos = _get_theos();
-               if (archived_theos != null) {
-                  _timer.start();
+               if (archived_theos != null)
                   _analytics_service.archive_theos(archived_theos);
-                  _timer.stop();
-                  Log.Gen.info($"SingleVolSurfaceGateway._on_bb_data archiving theos vs_id: {_volsurface_id} size: " +
-                               $"{archived_theos.SecTheo.Count} time: {_timer.lastIntervalTime} msecs");
-               }
             } catch (Exception ex) {
                Log.Gen.warn(ex.ToString());
                _bb.post(SparkTags.MessageDisplayTag,

src/client/spark/AW2/Bus/SingleVolSurfaceManager.cs

@@ -36,11 +36,7 @@ namespace mbts.spark {
             new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
                a_syms => new SingleVolSurfaceCommittedOutputRetriever(_vs_id, _bb, a_syms)),
             new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceRequestCalculator(
-                  SingleVolSurfaceRequestCalculator.RequestType.UI, _vs_id, a_syms, _bb)),
-            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceRequestCalculator(
-                  SingleVolSurfaceRequestCalculator.RequestType.AUTO, _vs_id, a_syms, _bb)),
+               a_syms => new SingleVolSurfaceRequestCalculator(_vs_id, a_syms, _bb)),
             new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
             // new SingleVolSurfaceTheoSource(_vs_id, _bb),
             // TODO: suspending heatmaps for now (12/24/21)
@@ -48,7 +44,6 @@ namespace mbts.spark {
             // server work that can optionally be done on the client
             new SingleVolSurfaceDataSource (SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
                a_syms => new SingleVolSurfaceInterpGreeksPublisher (_vs_id, _bb, a_syms)),
-            new SingleVolSurfaceAutoFitSource(_vs_id, _bb),
         };
       }
 

src/client/spark/AW2/Bus/SingleVolSurfaceNonVolDataSource.cs

@@ -75,7 +75,7 @@ namespace mbts.spark {
          var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
             all_sym_price_map, (s) => _option_symbols.Contains(s));
          if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
-            bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
+            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
                               "publishing VolSurfaceNonVolData");
             _bb.post(_out_bb_vs_nonvol_data_tag,
                      new VolSurfaceNonVolData(

src/client/spark/AW2/Bus/SingleVolSurfaceRequestCalculator.cs

@@ -18,16 +18,10 @@ namespace mbts.spark {
    // Pubs :
    // 1. Calc Resp
    public class SingleVolSurfaceRequestCalculator : IDisposable {
-      public enum RequestType {
-         UI = 0,
-         AUTO
-      }
-      private readonly RequestType _request_type = RequestType.UI;
       private readonly int _vs_id;
       private readonly HashSet<string> _symbols;
       private readonly ThreadedBlackboard _bb;
       private readonly ITag<VolSurfaceCalculationRequest> _in_bb_request_tag;
-      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_auto_request_tag;
       private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
       private readonly ITag<VolSurfaceStandardTime> _in_bb_vs_standard_time_tag;
       private readonly ITag<VolSurfaceEnums.MarketSide> _in_bb_market_impliedvol_side_tag;
@@ -36,22 +30,18 @@ namespace mbts.spark {
       /// data
       private VolSurfaceOutput _last_output;
 
-      public SingleVolSurfaceRequestCalculator(RequestType request_type,
-                                               int vs_id, IEnumerable<string> symbols,
+      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
                                                ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id} request_type: {request_type}");
-         _request_type = request_type;
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id:{vs_id}");
          _vs_id = vs_id;
          _symbols = new HashSet<string>(symbols);
          _bb = threaded_bb;
          _in_bb_request_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
-         _in_bb_auto_request_tag = SparkTags.VolSurfaceAutoCalculationRequestTag(vs_id);
          _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
          _in_bb_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
          _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(vs_id);
          _in_bb_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
          _bb.subscribe(_in_bb_request_tag);
-         _bb.subscribe(_in_bb_auto_request_tag);
          _bb.subscribe(_in_bb_nonvol_data_tag);
          _bb.subscribe(_in_bb_vs_standard_time_tag);
          _bb.subscribe(_in_bb_vs_standard_time_tag);
@@ -61,21 +51,11 @@ namespace mbts.spark {
       }
 
       private void _on_bb_data(object tag, object data) {
-         switch (_request_type) {
-            case RequestType.UI: {
-                  if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
-                     _recompute_and_publish(true);
-                  else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
-                     _recompute_and_publish(false);
-                  break;
-               }
-            case RequestType.AUTO: {
-                  if (tag.Equals(_in_bb_auto_request_tag)) {
-                     _serve_auto_request();
-                  }
-                  break;
-               }
-         }
+         if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
+            _recompute_and_publish(true);
+         else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
+            _recompute_and_publish(false);
+
       }
 
       private void _recompute_and_publish(bool is_new_request) {
@@ -100,7 +80,7 @@ namespace mbts.spark {
                                                               nonvol_data.driver_price_map,
                                                               vs_standard_time, true);
                IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-                  _post_process_action(_bb, _vs_id, effective_req, aux_data_map);
+                  _post_process_action(effective_req, aux_data_map);
                _last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
                                                                   nonvol_data.contracts,
                                                                   aux_data_map,
@@ -109,49 +89,16 @@ namespace mbts.spark {
                                                                   effective_req.cascade_up,
                                                                   effective_req.cascade_down);
                _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish vs_id: {_vs_id} " +
-                                $"time: {_timer.lastIntervalTime}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time:" +
+                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
                _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                         new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
             }
          }
       }
 
-      private void _serve_auto_request() {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._serve_auto_request " +
-                          $"vs_id: {_vs_id} auto request received");
-         bool is_dirty = _bb.read_state(_in_bb_dirty_tag, false);
-         VolSurfaceNonVolData nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
-         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_bb_vs_standard_time_tag);
-         VolSurfaceCalculationRequest auto_req = _bb.read_state(_in_bb_auto_request_tag);
-         if (is_dirty || nonvol_data == null || vs_standard_time == null || auto_req == null) {
-            return;
-         }
-         _timer.start();
-         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
-            VolSurfaceUtilityFunctions.compute_aux_data(auto_req.volsurface_input,
-                                                        nonvol_data.input,
-                                                        nonvol_data.driver_price_map,
-                                                        vs_standard_time, true);
-         IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-            _post_process_action(_bb, _vs_id, auto_req, aux_data_map);
-         var vs_output = GeneralVolSurfaceCalculator.compute(auto_req.volsurface_input,
-                                                            nonvol_data.contracts,
-                                                            aux_data_map,
-                                                            action_map,
-                                                            null,
-                                                            auto_req.cascade_up,
-                                                            auto_req.cascade_down);
-         _timer.stop();
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._serve_auto_request vs_id: {_vs_id} " +
-                          $"time: {_timer.lastIntervalTime}");
-         _bb.post(SparkTags.VolSurfaceAutoCalculationResponseTag(_vs_id),
-                  new VolSurfaceCalculationResponse(vs_output, auto_req.request_id));
-      }
-
       /// Computes the impl vol if the action is fit to market
-      private static IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
-         ThreadedBlackboard bb, int vs_id,
+      private IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
          VolSurfaceCalculationRequest req,
          IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
          IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
@@ -162,7 +109,7 @@ namespace mbts.spark {
             VolCurveAction rep_action = rv.ElementAt(0).Value;
             if (rep_action.action_type == VolCurveAction.ActionType.FitToMarket) {
                IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> impl_vol_map =
-                  _fill_in_implied_vols(bb, vs_id, req.volsurface_input, req.action_map, aux_data_map,
+                  _fill_in_implied_vols(req.volsurface_input, req.action_map, aux_data_map,
                                        req.cascade_up, req.cascade_down);
                rv = impl_vol_map.ToDictionary(kv => kv.Key, kv => new VolCurveAction(
                   new VolCurveMarketFitAction(rep_action.market_fit_action.fit_action, kv.Value,
@@ -172,8 +119,7 @@ namespace mbts.spark {
          return rv;
       }
 
-      private static IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
-            ThreadedBlackboard bb, int vs_id,
+      private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
             VolSurfaceInput vs_inp,
             IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
             IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
@@ -194,15 +140,15 @@ namespace mbts.spark {
          applicable_exps = applicable_exps.Where(vs_exp => master_exps.Contains(vs_exp));
 
          VolSurfaceEnums.MarketSide impliedvol_side =
-            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(bb, vs_id);
+            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(_bb, _vs_id);
          foreach (VolSurfaceExpiration vs_exp in applicable_exps) {
             VolSurfaceExpiration md_exp;
             VolCurveMarketImpliedVolData exp_impl_data =
                VolSurfaceCoreFunctions.compute_implied_vols(vs_inp, vs_exp, aux_data_map,
-                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(bb, arg_vs_exp),
+                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(_bb, arg_vs_exp),
                   impliedvol_side,
                   SingleVolSurfaceMarketImpliedVolSource._ignore_market_implied_vol_source_settings(
-                     bb, vs_id),
+                     _bb, _vs_id),
                   out md_exp);
             rv[vs_exp] = exp_impl_data;
          }

src/client/spark/AW2/Bus/SymbolAggregationPublisher.cs

@@ -11,22 +11,18 @@ namespace mbts.analytics {
    // tags,  into IReadOnlyDictionary of symbol vs data publsihed under one tag
    public class SymbolAggregationPublisher<TData> : IDisposable {
       private readonly ThreadedBlackboard _bb;
-      private readonly SecurityType _sec_type;
-      Func<string, ITag<TData>> _get_tag;
-      // the tag on which the output will be published
-      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
       private readonly ITag<SystemContractData> _sc_data_tag;
+      Func<string, ITag<TData>> _get_tag;
+      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
       private Dictionary<string, ITag<TData>> _tag_map =
          new Dictionary<string, ITag<TData>>();
       private HashSet<object> _obj_tags = new HashSet<object>();
       private bool _dirty = true;
       public SymbolAggregationPublisher(
                               ThreadedBlackboard bb,
-                              SecurityType sec_type,
                               Func<string, ITag<TData>> get_tag,
                               ITag<IReadOnlyDictionary<string, TData>> out_tag) {
          _bb = bb;
-         _sec_type = sec_type;
          _get_tag = get_tag;
          _out_tag = out_tag;
          _sc_data_tag = SparkTags.SystemContractsTag;
@@ -52,20 +48,15 @@ namespace mbts.analytics {
             return;
          }
          foreach (var st in sc_data.sectup_map) {
-            if (st.security_type != _sec_type) {
-               continue;
-            }
             // this is not correct since it is assuming symbol/name is 
             // unique across securty_tuples
             string symbol = st.security_name;
             if (!_tag_map.ContainsKey(symbol)) {
-               var tag = _get_tag(symbol);
-               if (tag != null) {
-                  _tag_map.Add(symbol, tag);
-                  _obj_tags.Add(tag);
-                  _bb.subscribe(tag);
-                  _dirty = true;
-               }
+               var symbol_tag = _get_tag(symbol);
+               _tag_map.Add(symbol, symbol_tag);
+               _obj_tags.Add(symbol_tag);
+               _bb.subscribe(symbol_tag);
+               _dirty = true;
             }
          }
       }
@@ -81,7 +72,7 @@ namespace mbts.analytics {
                output.Add(symbol, symbol_data);
             }
             IReadOnlyDictionary<string, TData> ro_output = output;
-            bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
+            bts.Log.Gen.info($"SymbolAggregationPublisher._on_timer publishing " +
                              $"tag: {_out_tag} sz: {ro_output.Count}");
             _bb.post(_out_tag, ro_output);
          }

src/client/spark/AW2/Bus/VolSurfaceBlackboardManager.cs

@@ -16,7 +16,6 @@ using System.Collections;
 using mbts.spark;
 using System.DirectoryServices.ActiveDirectory;
 using Spark.Core.Protobuf;
-using mbts.ui;
 // using mbts.bb;
 
 namespace mbts.spark {
@@ -77,8 +76,7 @@ namespace mbts.spark {
       private HighPerformanceTimer _timer = new HighPerformanceTimer();
 
       public VolSurfaceBusManager(bts.api.IBus bus,
-                                         bts.api.analytics.AnalyticsService analytics_service,
-                                         bts.api.orderman.OrderService order_service) {
+                                         bts.api.analytics.AnalyticsService analytics_service) {
          bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
          _bus = bus;
          _bb = new ThreadedBlackboard("AW2", bus);
@@ -103,16 +101,12 @@ namespace mbts.spark {
          _subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
          _subs.Add(new ResourceAllocator(bus, _bb));
          _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
-            _bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
+            _bb, (sym) => SparkTags.OptionDriverBBOTag(sym),
             SparkTags.AllOptionDriverBBOTag));
          _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
-            _bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
+            _bb, (sym) => SparkTags.SymbolInterpGreeksTag(sym),
             SparkTags.AllInterpGreeks));
-         _subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
-            _bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
-            SparkTags.TC2Tags.AllLiveTheosTag));
          _subs.Add(new LiveTheoPublisher(_bb));
-         _subs.Add(new InterpTheosServerPublisher(_bb, order_service));
          _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
          // usage         
          var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
@@ -123,10 +117,10 @@ namespace mbts.spark {
             }
             Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
             var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
-            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
-            foreach (var u in vs_usage.vol_surface_usage) {
-               string option_name = u.option_name;
-               string vs_name = u.vs_name;
+            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.VolSurfaceUsages.Count}");
+            foreach (var u in vs_usage.VolSurfaceUsages) {
+               string option_name = u.OptionName;
+               string vs_name = u.VsName;
                int vs_key;
                if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
                   ulist.UsageList.Add(new VolSurfaceUsageEntry() {
@@ -144,74 +138,14 @@ namespace mbts.spark {
             var list_imm = new VolSurfaceUsageListImmutable(ulist);
             Log.Ui.info(list_imm.log_string());
             _bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
-            _spin_vss(list_imm);
          });
          _disps.Add(list_sub);
-         // f(contract keyed theos, securities) -> id keyed theos
-         // (so the newer UI controls can access theos vis sec keys)
-         var theo_sub =
-         _bus.subscribe(SparkTags.TC2Tags.AllLiveTheosTag)
-            .CombineLatest(bus.subscribe(SparkTags.SystemContractsTag),
-            (theos, sc_data) => (theos, sc_data)).Subscribe(
-               tup => {
-                  var keyed_theos = _assemble_keyed_theos(tup.sc_data, tup.theos);
-                  _bus.post(SparkTags.KeyedTheos, keyed_theos);
-               }
-            );
-         _disps.Add(theo_sub);
-      }
-
-      static IReadOnlyDictionary<uint, VolSurfaceTheoPoint> _assemble_keyed_theos(
-         SystemContractData sc_data,
-         IReadOnlyDictionary<string, ExpStrikeKeyedData<TheoPoint>> theos) {
-         if (sc_data is null || theos is null) {
-            return new Dictionary<uint, VolSurfaceTheoPoint>(0);
-         }
-
-         HighPerformanceTimer timer = new HighPerformanceTimer();
-         timer.start();
-         Dictionary<uint, VolSurfaceTheoPoint> rv = new Dictionary<uint, VolSurfaceTheoPoint>();
-         foreach (var kv in theos) {
-            var symbol = kv.Key;
-            ExpStrikeKeyedData<TheoPoint> sym_theos = kv.Value;
-            if (sym_theos == null)
-               continue;
-            foreach (var s_kv in sym_theos.get_data_linearly()) {
-               DateTime exp = s_kv.first;
-               double strike = s_kv.second;
-               TheoPoint tp = s_kv.third;
-               // TODO: fix exchange later
-               Tuple<uint?, uint?> keys =
-                  sc_data.get_option_sec_id(Venue.Deribit, symbol, exp, strike);
-               if (keys != null) {
-                  var c_key = keys.Item1;
-                  var p_key = keys.Item2;
-                  if (c_key.HasValue) {
-                     rv[c_key.Value] = new VolSurfaceTheoPoint(tp, true);
-                  }
-                  if (p_key.HasValue) {
-                     rv[p_key.Value] = new VolSurfaceTheoPoint(tp, false);
-                  }
-               }
-            }
-         }
-         timer.stop();
-         Log.Gen.info($"VolSurfaceBusManager keyed theos count: {rv.Count} " +
-                      $"time: {timer.lastIntervalTime}");
-         return rv;
       }
 
       public ThreadedBlackboard bb() {
          return _bb;
       }
 
-      void _spin_vss(VolSurfaceUsageListImmutable ulist) {
-         foreach (var u in ulist.UsageList) {
-            var vs_id = u.VsId;
-            _bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
-         }
-      }
-
       void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
          // TODO
          return;
@@ -270,7 +204,6 @@ namespace mbts.spark {
                                           new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
          } else if (_in_bb_req_vol.Equals(tag)) {
             ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
-            bts.Log.Ui.info($"VolSurfaceBusManager._on_bb_update ClientArchivedVolRequest: {client_req.ToString()}");
             ArchivedTheoRetrieval ret = client_req.ret;
             if (ret == null || ret.SecTup == null) {
                bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");

src/client/spark/AW2/Bus/VolSurfaceTheoPoint.cs

@@ -1,20 +0,0 @@
-
-
-namespace mbts.analytics {
-   using mbts.spark;
-
-   // TheoPoint (from edge) has both calls and puts in the same structure.
-   // This shoudl dis-entangle that
-   public class VolSurfaceTheoPoint {
-      public readonly double theo = double.NaN;
-      public readonly double delta = double.NaN;
-      public readonly double driver = double.NaN;
-      public VolSurfaceTheoPoint(TheoPoint tp, bool is_call) {
-         if (tp != null) {
-            theo = is_call ? tp.fwd_normalized_call : tp.fwd_normalized_put;
-            delta = is_call ? tp.cdelta : tp.pdelta;
-            driver = tp.driver;
-         }
-      }
-   }
-}

src/client/spark/AW2/Grid/ColumnTypes/VolSurfaceDisplayGridColumn.cs

@@ -6,7 +6,6 @@
    using mbts.user.settings;
 
    using System;
-   using System.Collections.Generic;
 
    public class VolSurfaceDisplayGridColumn : IEquatable<VolSurfaceDisplayGridColumn> {
       public readonly Func<object, string> format;
@@ -19,19 +18,16 @@
          VolSurfaceColumnSettings settings,
          Func<object, string> format = null,
          Func<string, object> parse = null,
-         Func<object, bool, object> tick_move = null,
-         IEqualityComparer<object> comparer = null) {
+         Func<object, bool, object> tick_move = null) {
          this.settings = settings;
          this.format = format ?? (v => v?.ToString() ?? string.Empty);
          this.parse = parse ?? (v => v);
          this.tick_move = tick_move ?? ((v, is_up) => v);
-         this.comparer = comparer ?? EqualityComparer<object>.Default;
       }
 
       public string unique_col_name => settings.id;
       public string display_name => settings.display_name;
       public string group => settings.group;
-      public IEqualityComparer<object> comparer { get; }
 
       internal VolSurfaceColumnType type => settings.type;
 

src/client/spark/AW2/Grid/VolSurfaceDisplayUtilities.cs

@@ -7,7 +7,6 @@
    using mbts.user.settings;
 
    using System;
-   using System.Collections.Generic;
 
    class VolSurfaceDisplayUtilities {
       public static TickDisplaySettings default_tick_display =>
@@ -19,10 +18,6 @@
          default_tick_display.with(display_multiplier: 100);
 
       public static double parse_double(object obj) {
-         if (obj is null) {
-            Log.Gen.warn("parse_double received null input (will return nan and continue)");
-            return double.NaN;
-         }
          Log.assert(obj is double);
          obj = obj ?? Double.NaN;
          double rv = obj is Double ? (double)obj : (Double.TryParse(obj.ToString(), out rv) ? rv : Double.NaN);
@@ -54,31 +49,9 @@
       }
 
       public static Func<object, bool, object> get_double_tickmove(TickFactors tick_factors, int tick_move) =>
-         (data, is_up) => {
-            if (data is not double dbl) {
-               return data;
-            }
-            if (dbl.is_nan()) {
-               return 0D;
-            }
-            return tick_factors.tick(dbl, is_up ? tick_move : -tick_move);
-         };
-
-      public static IEqualityComparer<double> get_double_comparer(
-         TickFactors tick_factors = null, double display_mult = double.NaN) {
-         if (tick_factors is null) {
-            return new TickFactors(10^7, 1).tick_equality_comparer();
-         }
-         // This equality comparer is used to compare actual values (not multiplied by
-         // 'display_mult'), while the TickFactors are used to format the display value (multiplied
-         // by 'display_mult'). Multiply the tick base by 'display_mult' so the equality comparison
-         // is done with the correct number of decimal places.
-         if (display_mult > 0 && Math.Log10(display_mult).is_int()) {
-            tick_factors = tick_factors.with(
-               tick_base: tick_factors.tick_base * display_mult);
-         }
-         return tick_factors.tick_equality_comparer();
-      }
+         (data, is_up) => data is double d_data ?
+            tick_factors.tick(d_data, is_up ? tick_move : -tick_move) :
+            data;
 
       public static VolSurfaceDisplayGridColumn get_double_output_col(
          string group,
@@ -140,10 +113,7 @@
             col_config,
             format: get_double_tostring(col_config.tick_factors, col_config.tick_display),
             parse: get_parse_double(col_config.tick_factors, col_config.tick_display),
-            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move),
-            comparer: get_double_comparer(
-               col_config.tick_factors, col_config.tick_display.display_multiplier)
-               .cast<double, object>());
+            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move));
       }
    }
 }

src/client/spark/AW2/InterpTheosServerPublisher.cs

@@ -1,138 +0,0 @@
-using System;
-using System.Collections.Generic;
-using mbts.analytics;
-using bts.api;
-using bts.collections;
-using System.Linq;
-using bts.api.orderman;
-using bts.api.analytics;
-using bts;
-
-namespace mbts.spark {
-   // Listens to the interp theos, decorates the data 
-   // and sends them over to the sparkd server
-   public class InterpTheosServerPublisher : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly bts.api.orderman.OrderService _order_service;
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-
-      public InterpTheosServerPublisher(ThreadedBlackboard bb,
-         bts.api.orderman.OrderService order_service) {
-         bts.Log.Ui.info(
-            $"InterpTheosServerPublisher cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
-         _bb = bb;
-         _order_service = order_service;
-         _bb.subscribe(SparkTags.AllInterpGreeks);
-         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.subscribe(SparkTags.CurrentUser);
-         _bb.subscribe(SparkTags.VolSurfaceUsageTag);
-         _bb.data_callback += _on_data;
-      }
-
-      private void _on_data(object tag, object data) {
-         if (tag.Equals(SparkTags.SystemContractsTag) ||
-            tag.Equals(SparkTags.AllInterpGreeks)) {
-            _publish_data();
-         }
-      }
-
-      private static IDictionary<UInt32, DriverMD> _get_drivers(
-            IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
-            SystemContractData sc_data) {
-         var rv = new Dictionary<UInt32, DriverMD>();
-         foreach (var kv in driver_map) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_drivers(kv.Value, sc_data).ToArray());
-         }
-         return rv;
-      }
-
-      private static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> _get_theos(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> theo_data,
-         SystemContractData sc_data) {
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (var kv in theo_data) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_interp_theos(kv.Value, sc_data));
-         }
-         return rv;
-      }
-
-      private IReadOnlyDictionary<string, OptionTheoInterpolationData>
-         _filter_for_publish(IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos) {
-         // find the symbol vs vs_id, get the committed vs, see if it is
-         // owned by the current user, and only then publish it
-         HashSet<string> syms = new HashSet<string>();
-         VolSurfaceUsageListImmutable usage = _bb.read_state(SparkTags.VolSurfaceUsageTag);
-         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
-         foreach (var u in usage.UsageList) {
-            VolSurfaceInput vs_input =
-               _bb.read_state(SparkTags.VolSurfaceCommittedInputTag(u.VsId));
-            if (vs_input != null) {
-               if (vs_input.surface_settings.core_settings.vs_manager ==
-                  current_user) {
-                  syms.Add(u.SecTup.Symbol);
-               }
-            }
-         }
-         return
-            all_theos.Where(kv => syms.Contains(kv.Key)).ToDictionary(kv => kv.Key, kv => kv.Value);
-      }
-
-      private void _publish_data() {
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
-            _bb.read_state(SparkTags.AllInterpGreeks, null);
-         IReadOnlyDictionary<string, OptionDriverPriceMap> all_drivers =
-            _bb.read_state(SparkTags.AllOptionDriverBBOTag, null);
-         if (sc_data == null || all_theos == null || all_drivers == null)
-            return;
-         _timer.start();
-         all_theos = _filter_for_publish(all_theos);
-         if (all_theos.Count == 0) {
-            bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data all_theos.Count == 0");
-            return;
-         }
-         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
-         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
-         // assemble it together and send it to the server
-         var ptp_list = new List<bts.api.orderman.PrecomputedTheoPoint>();
-         foreach (var tup in theo_map) {
-            SecurityImmutable sec = tup.Item1;
-            TheoPoint tp = tup.Item2;
-            bool is_call = sec.Option.CallPut == PutOrCall.Call;
-            var sec_id = sec.Id;
-            DriverMD dmd = null;
-            driver_map.TryGetValue(sec_id, out dmd);
-            PrecomputedTheoPoint ptp = new PrecomputedTheoPoint();
-            ptp.SecId = sec_id;
-            ptp.Driver = tp.driver;
-            ptp.DriverSecId = dmd != null && dmd.driver_security.HasValue ?
-               dmd.driver_security.Value.Id : 0;
-            ptp.Theo = is_call ? tp.call : tp.put;
-            ptp.Delta = is_call ? tp.cdelta : tp.pdelta;
-            ptp.Gamma = is_call ? tp.cgamma : tp.pgamma;
-            ptp.Vega = is_call ? tp.cvega : tp.pvega;
-            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
-            ptp.Rho = Double.NaN;
-            ptp.Vol = tp.vol;
-            ptp_list.Add(ptp);
-         }
-         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
-         server_theos.Theos.AddRange(ptp_list);
-         _timer.stop();
-         var comp_time = _timer.lastIntervalTime;
-         _timer.start();
-         _order_service.set_precomputed_theos(server_theos);
-         _timer.stop();
-         var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data symbols: {all_theos.Count} " +
-                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
-                          $"pub_time: {pub_time}");
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-      }
-   }
-}

src/client/spark/AW2/LiveTheoPublisher.cs

@@ -5,8 +5,6 @@ using bts.api;
 using mbts.ui;
 using MathNet.Numerics.Providers.FourierTransform;
 using BCG;
-using System.Windows.Automation;
-using bts.collections;
 
 namespace mbts.spark {
    // Publishes theos for all options (on the side, also publishes the theos for TC2)
@@ -70,14 +68,19 @@ namespace mbts.spark {
       }
 
       private void _log_theos(SystemContractData sc_data,
-                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map) {
+                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map,
+                               DateTime? exp_filt = null) {
          string rv = "LiveTheosPublisher data: ";
          foreach (var kv in greeks_map) {
             var id = kv.Key;
             var g_tup = kv.Value;
             if (sc_data.sec_md_map.TryGetValue(id, out var smd)) {
-               string sec_str = smd.ToString();
-               rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               if (exp_filt == null ||
+               (smd.security.security_type() == SecurityType.Option &&
+                  smd.security.Option.expiration_date().Equals(exp_filt.Value))) {
+                  string sec_str = smd.ToString();
+                  rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               }
             }
          }
          bts.Log.Gen.info(rv);
@@ -131,7 +134,6 @@ namespace mbts.spark {
             return;
          }
          var k_theos = new Dictionary<SecurityStrike, TheoPoint>();
-         // option spreads
          foreach (var kv in sc_data.strike_map) {
             foreach (SecurityStrike k in kv.Value) {
                var (call_id, put_id) = k.call_put_id;
@@ -140,59 +142,26 @@ namespace mbts.spark {
                k_theos[k] = tp;
                // put it in the output map
                if (call_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.call, tp.driver);
                   res.Add(call_id.Value,
                            new GreeksTuple(tp.vol, tp.driver, tp.call, tp.cdelta, tp.cgamma,
-                                           tp.cvega, tp.c_theta, Double.NaN, normalized_theo));
+                                           tp.cvega, tp.c_theta, Double.NaN));
                }
                if (put_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.put, tp.driver);
                   res.Add(put_id.Value,
                            new GreeksTuple(tp.vol, tp.driver, tp.put, tp.pdelta, tp.pgamma,
-                                           tp.pvega, tp.p_theta, Double.NaN, normalized_theo));
+                                           tp.pvega, tp.p_theta, Double.NaN));
                }
             }
          }
-         // futures
-         var future_theos = _get_future_theos();
-         res.AddRange(future_theos);
-         // spreads, all option and future non tied spreads
-         foreach (var spr in sc_data.spreads) {
-            GreeksTuple gtup = StatelessSpreadCalculator.compute_non_tied_spread(spr.security, res);
-            res.Add(spr.security.Id, gtup);
-         }
-         // copy and publish
          IReadOnlyDictionary<uint, GreeksTuple> res_ro = res;
          bts.Log.Gen.info($"LiveTheoPublisher._interp_and_publish posting " +
-                             $"count: {res_ro.Count}");
+                          $"count: {res_ro.Count}");
          _timer.stop();
          _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
          _bb.post(SparkTags.Greeks, res_ro);
-         // oh and those TC2 theos for comptability
          _publish_tc2_theos(k_theos);
       }
 
-      // If we do any rolls like SP for futures, it will be here
-      IDictionary<UInt32, GreeksTuple> _get_future_theos() {
-         var rv = new Dictionary<UInt32, GreeksTuple>();
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (sc_data == null)
-            return rv;
-         foreach (var kv in sc_data.exp_map) {
-            var id = kv.Value;
-            SecurityMD sec_md;
-            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
-               if (sec_md.security.HasFuture) {
-                  SecurityExpiration exp = kv.Key;
-                  double pr = sec_md.md.fixing_price;
-                  rv.Add(sec_md.security.Id,
-                        new GreeksTuple(0, pr, pr, 1, 0, 0, 0, 0, pr));
-               }
-            }
-         }
-         return rv;
-      }
-
       // recomputes and publishes them periodicially
       void _publish_future_theos() {
          if (DateTime.Now - _last_future_theos_published < _futures_theos_publish_period)

src/client/spark/AW2/Misc/OptionDriverPriceMap.cs

@@ -1,7 +1,5 @@
 #nullable enable
 namespace mbts.spark {
-   using bts.api;
-
    using mbts.analytics;
 
    using System;
@@ -41,10 +39,5 @@ namespace mbts.spark {
             .SelectMany(kv => kv.Value.exp_price_map)
             .ToDictionaryCrushed(kv => kv.Key.to_vs_exp(), kv => kv.Value);
       }
-
-      public IReadOnlyDictionary<SecurityExpiration, DriverMD> get_price_map() {
-         return new Dictionary<SecurityExpiration, DriverMD>(exp_price_map);
-      }
-
    }
 }

src/client/spark/AW2/Misc/SecurityNormalizer.cs

@@ -1,70 +0,0 @@
-namespace mbts.spark {
-   using bts.api;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-
-   // A lot of options data (migrated from edge) is not normalized 
-   // on the sec_id, but rather on a combination of symbol, exp, strike.
-   // Additionally the exchange is missing. This class serves as that
-   // one since point to resolve that.
-   // (Over time we will normalize all the data and this wont be needed)
-   public static class SecurityNormalizer {
-      // f(option_exp:driver_md) -> (sec_id:driver_md)
-
-      public static IDictionary<UInt32, DriverMD> normalize_drivers(
-         OptionDriverPriceMap driver_map, SystemContractData sc_data) {
-         if (driver_map is null) {
-            return new Dictionary<uint, DriverMD>(0);
-         }
-         Dictionary<UInt32, DriverMD> rv = new Dictionary<uint, DriverMD>();
-         foreach (var kv in driver_map.get_price_map()) {
-            var exp = kv.Key;
-            var dmd = kv.Value;
-            IEnumerable<SecurityMD> exp_secs = sc_data.get_securities(
-               (sec_md) => {
-                  var s = sec_md.security;
-                  return s.security_type() == SecurityType.Option &&
-                        s.Symbol == driver_map.option_symbol &&
-                        s.earliest_expiration() == exp.expiration;
-               }
-            );
-            foreach (var sec_md in exp_secs) {
-               rv.Add(sec_md.security.Id, kv.Value);
-            }
-         }
-         return rv;
-      }
-      public static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> normalize_interp_theos(
-         OptionTheoInterpolationData symbol_theos, SystemContractData sc_data) {
-         if (symbol_theos is null) {
-            return Enumerable.Empty<Tuple<SecurityImmutable, TheoPoint>>();
-         }
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (DateTime exp in symbol_theos.get_expirations()) {
-            Dictionary<double, Dictionary<double, TheoPoint>> exp_data =
-               symbol_theos.get_expiration_data(exp);
-            // exp_data is driver vs strike vs TP
-            foreach (var exp_kv in exp_data) {
-               foreach (var k_kv in exp_kv.Value) {
-                  double strike = k_kv.Key;
-                  TheoPoint tp = k_kv.Value;
-                  IEnumerable<SecurityMD> calls = sc_data.get_options(
-                     null, symbol_theos.symbol, exp, strike, PutOrCall.Call);
-                  IEnumerable<SecurityMD> puts = sc_data.get_options(
-                     null, symbol_theos.symbol, exp, strike, PutOrCall.Put);
-                  foreach (SecurityMD sec_md in calls) {
-                     rv.Add(Tuple.Create(sec_md.security, tp));
-                  }
-                  foreach (SecurityMD sec_md in puts) {
-                     rv.Add(Tuple.Create(sec_md.security, tp));
-                  }
-               }
-            }
-         }
-         return rv;
-      }
-   }
-}

src/client/spark/AW2/Misc/SystemContractData.cs

@@ -1,5 +1,4 @@
 using System;
-using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
 
@@ -108,22 +107,6 @@ namespace mbts.spark {
          }
       }
 
-      public SecurityImmutable? get_option_contract(
-         Venue venue, string symbol, DateTime exp, double strike, PutOrCall cp) {
-         var k_tup = get_option_sec_id(venue, symbol, exp, strike);
-         if (k_tup != null) {
-            var id = cp == PutOrCall.Call ? k_tup.Item1 : k_tup.Item2;
-            if (id.HasValue) {
-               var id_val = id.Value;
-               SecurityMD sec_md;
-               if (sec_md_map.TryGetValue(id_val, out sec_md)) {
-                  return sec_md.security;
-               }
-            }
-         }
-         return null;
-      }
-
       public Tuple<uint?, uint?> get_option_sec_id(
          Venue venue, string symbol, DateTime exp, double strike) {
          var s_exp = new SecurityExpiration(venue, SecurityType.Option, symbol, exp);
@@ -259,28 +242,5 @@ namespace mbts.spark {
                                  kv.Value.Count > 0).Select(kv => kv.Key.expiration);
       }
 
-      public IEnumerable<SecurityMD> spreads {
-         get {
-            return sec_md_map.Where(kv => kv.Value.security.HasSpread)
-                   .Select(kv => kv.Value);
-         }
-      }
-
-      public IEnumerable<SecurityMD> get_securities(Func<SecurityMD, bool> criteria) {
-         return sec_md_map.Values.Where(sec_md => criteria(sec_md));
-      }
-
-      public IEnumerable<SecurityMD> get_options(
-         Venue? exchange, string option_name, DateTime? exp, double? strike, PutOrCall? cp) {
-         return get_securities(sc => {
-            var s = sc.security;
-            return s.security_type() == SecurityType.Option &&
-                  (exchange == null || s.Exchange == exchange) &&
-                  (exp == null || s.earliest_expiration() == exp) &&
-                  (strike == null || s.strike() == strike) &&
-                  (cp == null || s.Option.CallPut == cp);
-         });
-      }
-
    }
 }

src/client/spark/AW2/Misc/VolSurfaceTroubleshootingFunctions.cs

@@ -63,27 +63,6 @@ namespace mbts.spark {
          return rv;
       }
 
-      public static string log_string(this VolSurfaceCalculationRequest vs_req) {
-         if (vs_req == null) {
-            return "Null";
-         }
-         string action_str = String.Empty;
-         foreach (var kv in vs_req.action_map) {
-            action_str += $"exp: {kv.Key.ToString()} action: {kv.Value.ToString()}, ";
-         }
-         action_str = action_str.TrimEnd(',', ' ');
-         return $"vs_inp: {vs_req.volsurface_input.log_string()}\nreq_id: {vs_req.request_id}\n" +
-                $"action_map: {action_str}\nup: {vs_req.cascade_up} down: {vs_req.cascade_down}";
-      }
-
-      public static string log_string(this VolSurfaceCalculationResponse resp) {
-         if (resp == null) {
-            return "Null";
-         }
-         return $"req_id: {resp.request_id} vs_output: " +
-                $"{resp.volsurface_calculation_output.volsurface_input.log_string()}";
-      }
-
       private static string _trim_leading_char(string s, char c) {
          if (!s.is_null_or_empty() && s.EndsWith(c)) {
             return s.Remove(s.Length - 1, 1);
@@ -92,12 +71,11 @@ namespace mbts.spark {
       }
 
       internal static string log_string(this VolSurfaceDisplayModel.DisplayModelData dm_data) {
-         var vs_output = dm_data.vs_output;
-         var exp_grid = dm_data.exp_grid;
-         var vs_output_str = vs_output == null ? "NULL" : vs_output.volsurface_input.log_string();
-         var exp_grid_str = exp_grid == null ? "NULL" : exp_grid.log_string();
-         var rv = $"DisplayModelData\nvs_output:\n{vs_output_str}\n" +
-                  $"exp_grid\n{exp_grid_str}\n";
+         string rv = String.Empty;
+         string global_grid_str = dm_data.global_grid == null ? "Null" : dm_data.global_grid.log_string();
+         rv += $"global_grid: {global_grid_str} \n";
+         string exp_grid_str = dm_data.exp_grid == null ? "Null" : dm_data.exp_grid.log_string();
+         rv += $"exp_grid: {exp_grid_str} \n";
          return rv;
       }
 
@@ -113,19 +91,19 @@ namespace mbts.spark {
       }
 
       internal static string log_string(this VolSurfaceDisplayGrid dgrid) {
-         Func<IDictionary<string, object>, string> log_exp = (col_val_map) => {
+         Func<IDictionary<string, object>, string> log_exp = (map) => {
             string rv = String.Empty;
-            foreach (var kv in col_val_map) {
+            foreach (var kv in map) {
                string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
-               rv += $"{kv.Key}: {val_string}, ";
+               rv += $"{kv.Key}:{val_string},";
             }
             return _trim_leading_char(rv, ',');
          };
          string rv = String.Empty;
          foreach (var kv in dgrid.data_map) {
-            rv += $"Exp: {kv.Key.expiration.ToShortDateString()} Data: {log_exp(kv.Value)}\n";
+            rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
          }
-         return rv;
+         return _trim_leading_char(rv, ',');
       }
 
       internal static string log_string(this OptionDriverPriceMap map) {
@@ -260,15 +238,6 @@ namespace mbts.spark {
          return rv;
       }
 
-      internal static string log_string(this IPNLUnit p) {
-         string rv = "IPNLUnit:";
-         rv += $" account: {p.account} sec: {p.security.security_desc()} driver: {p.driver} theo: {p.theo} settle: {p.settle_price}" +
-               $" start_pos: {p.start_long_pos - p.start_short_pos} day_pos: {p.day_long_pos - p.day_short_pos}" +
-               $" start_pnl: {p.start_pnl} start_delta: {p.start_delta} start_vega: {p.start_vega}" +
-               $" day_pnl: {p.day_pnl} day_delta: {p.day_delta} day_vega: {p.day_vega}";
-         return rv;
-      }
-
       internal static int tid() {
          return System.Threading.Thread.CurrentThread.ManagedThreadId;
       }

src/client/spark/AW2/UISettings/VolSurfaceGraphSettings.cs

@@ -12,7 +12,7 @@ namespace mbts.spark {
    using System.Collections.Generic;
 
    [ProtoContract]
-   class VolSurfaceGraphSettings : IProtobuf<VolSurfaceGraphSettings> {
+   class VolSurfaceGraphSettings : IEquatable<VolSurfaceGraphSettings>, ICloneable {
       public static VolSurfaceGraphSettings get_default() {
          return new VolSurfaceGraphSettings {
             put_control_points = new ScatterSeriesSettings {
@@ -110,7 +110,7 @@ namespace mbts.spark {
       //   }
       //}
 
-      public VolSurfaceGraphSettings Clone() =>
+      public object Clone() =>
          ProtobufSerializationHelper.clone(this);
 
       public bool Equals(VolSurfaceGraphSettings other) =>

src/client/spark/AW2/ViewModel/ExpSelectionGridVM.cs

@@ -6,10 +6,6 @@ using mbts.analytics;
 using mbts.ui.shell;
 using mbts.ui.utility;
 
-using Spark.Core;
-using Spark.Core.Disposables;
-using Spark.Core.Collections;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -55,7 +51,7 @@ namespace mbts.spark {
                var vs_removes = removed.Select(exp => exp.ToVSExp());
 
                var true_removed = removed.Where(rmv => !vs_adds.Contains(rmv.ToVSExp()));
-               var true_added = added.Except(vs_removes.Concat(_hidden_exps), v => v.ToVSExp());
+               var true_added = added.Where(add => !vs_removes.Contains(add.ToVSExp()));
                var changed_calc_modes = added.Where(add => vs_removes.Contains(add.ToVSExp()));
 
                foreach (var tr in true_removed) {
@@ -65,10 +61,16 @@ namespace mbts.spark {
                   }
                }
 
-               var comp = ComparerWrapper<object>.wrap_cast(
-                  NullCheckComparer.create<IExpirationBasedRow>(
-                     (r1, r2) => r1.expiration.CompareTo(r2.expiration)));
-               visible_rows.InsertSorted(true_added, comp);
+               foreach (var ta in true_added) {
+                  if (_hidden_exps.Contains(ta.ToVSExp()) ||
+                     !rows.TryGetFirst(r => r.expiration.expiration == ta.expiration, out var row)) {
+                     continue;
+                  }
+                  visible_rows.InsertSorted(row,
+                     Comparer<IExpirationBasedRow>.Create(
+                        (r1, r2) => r1.expiration.CompareTo(r2.expiration))
+                        .wrap<IExpirationBasedRow, object>());
+               }
 
                foreach (var ccm in changed_calc_modes) {
                   int index = visible_rows

src/client/spark/AW2/ViewModel/Graph/VolSurfaceGraphVM.cs

@@ -10,10 +10,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Analytics.View;
-   using Spark.Core.Disposables;
-   using Spark.Core.Protobuf;
-
    using System;
    using System.Collections;
    using System.Collections.Generic;
@@ -31,13 +27,13 @@ namespace mbts.spark {
       readonly LinearAxisVM _x_axis = new() { position = AxisPosition.BottomLeftToRight };
       readonly LinearAxisVM _y_axis = new() { position = AxisPosition.LeftBottomToTop };
       readonly Dictionary<SecurityExpiration, ExpGraphBounds> _expiration_graph_bounds;
+      readonly VolSurfaceGraphSettings _settings;
       readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
       readonly Dictionary<VolSurfaceDisplayGridExpiration, SeriesSetVM> _expiration_series_cache = new();
 
       VolSurfaceExpiration _md_exp;
       VolSurfaceDisplayGridExpiration _expiration;
       VolSurfaceDisplayGridExpiration _earliest_selected_expiration;
-      VolSurfaceGraphSettings _settings;
       object _implied_vol_market_side = ImpliedVolHelper.None;
       bool _show_vol_path;
 
@@ -50,9 +46,7 @@ namespace mbts.spark {
          if (startup_data.vol_curve_x_axis == null) {
             var x_axis = BTSOxyGraphAxisDouble.Default;
             x_axis.name = "Strike";
-            x_axis.axis_line_color = BTSColors.Graph.axis_line;
             x_axis.major_grid_line_color = BTSColors.Graph.grid_line;
-            x_axis.tick_line_color = BTSColors.Graph.tick_line;
             x_axis.position = AxisPosition.BottomLeftToRight;
             x_axis.minimum = 0;
             x_axis.maximum = 2000;
@@ -64,9 +58,7 @@ namespace mbts.spark {
          if (startup_data.vol_curve_y_axis == null) {
             var y_axis = BTSOxyGraphAxisDouble.Default;
             y_axis.name = "Volatility";
-            y_axis.axis_line_color = BTSColors.Graph.axis_line;
             y_axis.major_grid_line_color = BTSColors.Graph.grid_line;
-            y_axis.tick_line_color = BTSColors.Graph.tick_line;
             y_axis.position = AxisPosition.LeftBottomToTop;
             y_axis.minimum = 0;
             y_axis.maximum = 1;
@@ -86,17 +78,13 @@ namespace mbts.spark {
             if (_model.get_active_settings() is not VolSurfaceSettings vss) {
                return null;
             }
-            var vm = new VolSurfaceGraphSettingsVM(vss.core_settings.vol_surface_name);
-            vm.load_from(_settings.Clone());
-            vm.request_commit += commit;
-            return new VolSurfaceGraphSettingsWindow {
-               DataContext = vm
-            };
-
-            void commit(VolSurfaceGraphSettings settings) {
-               _settings = settings;
-               _recreate_series();
-            }
+            // return new VolSurfaceGraphSettingsEditor {
+            //    DataContext = new VolSurfaceGraphSettingsEditorVM(vss.core_settings.vol_surface_name, ProtoBufSerializationHelper.clone_protobuf(_settings), settings => {
+            //       _settings = settings;
+            //       _recreate_series();
+            //    })
+            // };
+            return null;
          });
          graph_vm = new BTSGraphVM {
             plot_area_background = Colors.Transparent,
@@ -125,7 +113,7 @@ namespace mbts.spark {
                })
                .BufferLatest(TimeSpan.FromSeconds(0.1))
                .OnDispatcher()
-               .SelectSeries(series => Observable.Create<SeriesVM>(o => {
+               .SelectManyInSeries(series => Observable.Create<SeriesVM>(o => {
                   o.OnNext(null);
                   return Disposable.Create(series
                      .Select(svm => svm.points.Subscribe((s, e) => o.OnNext(svm)))
@@ -193,20 +181,6 @@ namespace mbts.spark {
       static (double call_wing_start, double put_wing_start) _get_actual_wing_starts(VolCurveDisplayGraph disp_graph) =>
          disp_graph.all_points.Select(p => p.Item1).MinMax() ?? (double.NaN, double.NaN);
 
-      void _recreate_series() {
-         /// 'graph_vm.series_set' is bound to '_expirations', so clearing and re-adding expirations
-         /// in turn regenerates the series. '_expiration_series_cache' must
-         /// be cleared as well, otherwise cached series vms would just be back to the collection
-         /// ('graph_vm.series_set').
-         var visible_exp = _earliest_selected_expiration;
-         _expiration_series_cache.Clear();
-         _expirations.SetItems(_model.get_ordered_expirations());
-         foreach (var svm in graph_vm.series.OfType<SeriesSetVM>()) {
-            svm.is_visible = svm.args.Equals(visible_exp);
-         }
-         _update();
-      }
-
       void _expirations_changed(IEnumerable<VolSurfaceDisplayGridExpiration> added, IEnumerable<VolSurfaceDisplayGridExpiration> removed) {
          _expirations.sync_with(_model.get_ordered_expirations());
          _update();

src/client/spark/AW2/ViewModel/Grid/VolGridCellVM.cs

@@ -0,0 +1,84 @@
+namespace mbts.spark {
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Windows.Input;
+
+   class VolGridCellVM : DisposableViewModelBase {
+      readonly Property<object> _candidate_value;
+      readonly Property<object> _committed_value;
+      readonly Property<bool> _is_dirty;
+
+      public VolGridCellVM(string column_id) {
+         this.column_id = column_id ?? throw new ArgumentNullException(nameof(column_id));
+         _committed_value = backing<object>(nameof(committed_value));
+         _candidate_value = backing<object>(nameof(candidate_value));
+         _is_dirty = backing(nameof(is_dirty),
+            _committed_value.observe_current(true)
+            .CombineLatest(_candidate_value.observe_current(true))
+            .Select(tup => !Equals(tup.First, tup.Second))
+            .OnDispatcher());
+      }
+
+      public string column_id { get; }
+
+      public object committed_value {
+         get => _committed_value.Value;
+         set => _committed_value.set(value);
+      }
+
+      public object candidate_value {
+         get => _candidate_value.Value;
+         set => _candidate_value.set(value);
+      }
+
+      public bool is_dirty => _is_dirty.Value;
+
+      public IObservable<object> observe_candidate(bool start_immediately = false) =>
+         _candidate_value.observe_current(start_immediately);
+
+      public void revert() =>
+         candidate_value = committed_value;
+
+      public override string ToString() =>
+         $"column_id: {column_id}, committed: {committed_value}, candidate: {candidate_value}";
+   }
+
+   class VolGridCellVM<T> : VolGridCellVM {
+      public VolGridCellVM(string column_id) : base(column_id) { }
+
+      public VolGridCellVM(string column_id, T committed_value, T candidate_value) : base(column_id) {
+         this.committed_value = committed_value;
+         this.candidate_value = candidate_value;
+      }
+
+      public new T committed_value {
+         get => base.committed_value is T v ? v : default;
+         set => base.committed_value = value;
+      }
+
+      public new T candidate_value {
+         get => base.candidate_value is T v ? v : default;
+         set => base.candidate_value = value;
+      }
+   }
+
+   class VolGridTickCellVM : VolGridCellVM {
+      ICommand _tick_up_cmd;
+      ICommand _tick_down_cmd;
+
+      public VolGridTickCellVM(string column_id) : base(column_id) { }
+
+      public event Action<bool> request_tick;
+
+      public ICommand tick_up_cmd =>
+         _tick_up_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(true));
+
+      public ICommand tick_down_cmd =>
+         _tick_down_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(false));
+   }
+}

src/client/spark/AW2/ViewModel/Grid/VolSurfaceCellState.cs

@@ -1,11 +0,0 @@
-#nullable enable
-namespace mbts.spark.VolSurface {
-   using System.Windows.Media;
-
-   readonly struct VolSurfaceCellState {
-      public bool is_dirty => committed_text is not null;
-
-      public FormattedText? text { get; init; }
-      public FormattedText? committed_text { get; init; }
-   }
-}

src/client/spark/AW2/ViewModel/Grid/VolSurfaceCellVM.cs

@@ -1,80 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts;
-
-   using mbts.ui.controls;
-   using mbts.ui.shell;
-
-   using Spark.Core;
-
-   using System;
-
-   class VolSurfaceCellVM : DisposableViewModelBase {
-      readonly Property<object?> _candidate_value;
-      readonly Property<object?> _committed_value;
-      readonly DelegateProperty<bool> _is_dirty;
-      readonly DeferrableAction _refresh;
-
-      public VolSurfaceCellVM(
-         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column) {
-         this.column = column ?? throw new ArgumentNullException(nameof(column));
-         this.expiration = expiration ?? throw new ArgumentNullException(nameof(expiration));
-         _committed_value = backing<object?>(nameof(committed_value), column.comparer);
-         _candidate_value = backing<object?>(nameof(candidate_value), column.comparer);
-         _is_dirty = backing(
-            nameof(is_dirty), () => !column.comparer.Equals(candidate_value, committed_value));
-         _refresh = new(_is_dirty.refresh);
-         _committed_value.Changed += on_committed_changed;
-         _candidate_value.Changed += on_candidate_changed;
-         if (column.type.is_editable()) {
-            _is_dirty.Changed += (o, n) => {
-               Log.Ui.info(
-                  $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-                  $"commited: {committed_value}; candidate: {candidate_value}");
-            };
-         }
-
-         void on_committed_changed(object? oldval, object? newval) =>
-            _is_dirty.refresh();
-
-         void on_candidate_changed(object? oldval, object? newval) =>
-            _is_dirty.refresh();
-      }
-
-      public event PropertyChange<object?>? candidate_value_changed {
-         add => _candidate_value.Changed += value;
-         remove => _candidate_value.Changed -= value;
-      }
-
-      public VolSurfaceDisplayGridColumn column { get; }
-      public string column_id => column.unique_col_name;
-      public VolSurfaceDisplayGridExpiration expiration { get; }
-
-      public object? committed_value {
-         get => _committed_value.Value;
-         set => _committed_value.set(value);
-      }
-
-      public object? candidate_value {
-         get => _candidate_value.Value;
-         set => _candidate_value.set(value);
-      }
-
-      public bool is_dirty => _is_dirty.Value;
-
-      public IObservable<object?> observe_candidate(bool start_immediately = false) =>
-         _candidate_value.observe_current(start_immediately);
-
-      public void reset(object? committed_value, object? candidate_value) {
-         using var _ = _refresh.defer();
-         this.committed_value = committed_value;
-         this.candidate_value = candidate_value;
-      }
-
-      public void revert() =>
-         candidate_value = committed_value;
-
-      public override string ToString() =>
-         $"column: {column}, committed: {committed_value}, candidate: {candidate_value}";
-   }
-}

src/client/spark/AW2/ViewModel/Grid/VolSurfaceColumn.cs

@@ -73,12 +73,12 @@ namespace mbts.spark.VolSurface {
             var view = new TextBlock {
                HorizontalAlignment = HorizontalAlignment.Right,
                Margin = _cell_padding,
-               Foreground = BTSColors.VolSurfaceGrid.readonly_column_foreground
+               Foreground = Brushes.Blue,
             };
             view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
                Converter = _data_context_converter
             });
-            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
                Converter = ValueConverter.create(obj => model.format(obj))
             });
             return view;
@@ -101,16 +101,16 @@ namespace mbts.spark.VolSurface {
             view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
                Converter = _data_context_converter
             });
-            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolSurfaceCellVM.committed_value)) {
+            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolGridCellVM.committed_value)) {
                Mode = BindingMode.OneWay,
                Converter = ValueConverter.create(obj => model.format(obj))
             });
-            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
                Mode = BindingMode.TwoWay,
                Converter = ValueConverter.create<object, string>(obj => model.format(obj), obj => model.parse(obj))
             });
-            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_down_cmd)));
-            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_up_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_down_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_up_cmd)));
             var bd = new Border {
                HorizontalAlignment = HorizontalAlignment.Stretch,
                VerticalAlignment = VerticalAlignment.Stretch,

src/client/spark/AW2/ViewModel/Grid/VolSurfaceGridVM.cs

@@ -1,4 +1,3 @@
-#nullable enable
 namespace mbts.spark.VolSurface {
    using bts;
    using bts.collections;
@@ -12,10 +11,6 @@ namespace mbts.spark.VolSurface {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core;
-   using Spark.Core.Disposables;
-   using Spark.Core.Collections;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;
@@ -29,25 +24,19 @@ namespace mbts.spark.VolSurface {
 
    class VolSurfaceGridVM : DisposableViewModelBase {
       readonly VolSurfaceVM _parent;
-      readonly UserTuple _user;
       readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
-      readonly DeferrableAction _invalidate_rows;
+      readonly DeferrableActionWrapper _invalidate_rows;
       readonly ColumnsModel _columns_model;
 
       ISet<string> _hidden_columns;
-      ISet<VolSurfaceExpiration>? _hidden_expirations;
-      IDisposable? _shift_editor;
+      ISet<VolSurfaceExpiration> _hidden_expirations;
+      IDisposable _shift_editor;
 
-      public VolSurfaceGridVM(
-         VolSurfaceVM vm,
-         VolSurfaceDisplayModel model,
-         ISet<string> hidden_columns,
-         ISet<VolSurfaceExpiration> hidden_expirations,
-         UserTuple user) {
-         Log.notnull(hidden_columns);
-         Log.notnull(hidden_expirations);
+      public VolSurfaceGridVM(VolSurfaceVM vm, VolSurfaceDisplayModel model,
+         ISet<string> hidden_columns, ISet<VolSurfaceExpiration> hidden_expirations) {
+         Log.assert(hidden_columns != null);
+         Log.assert(hidden_expirations != null);
          _parent = vm;
-         _user = user;
          this.model = model;
          _columns_model = new(create_exp_column_view());
          _hidden_columns = hidden_columns;
@@ -74,31 +63,16 @@ namespace mbts.spark.VolSurface {
          };
 
          _dispose = Disposable.Create(
-            ObservableAutoWrapper.connect(_expirations, rows, row_factory),
-            ObservableAutoWrapper.connect_item_hooks(rows, connect_row),
+            ObservableAutoWrapper.connect(_expirations, rows, exp => new VolSurfaceRowVM(this, exp), row => row.Dispose()),
             sorted_visible_rows.bind(visible_rows),
             Disposable.Create(() => {
                this.model.on_candidate_grid_change -= _on_grid_updated;
                this.model.on_committed_grid_change -= _on_grid_updated;
-               rows.DisposeAll(true);
+               Disposable.dispose(rows);
                Disposable.dispose(ref _shift_editor);
             }),
             _columns_model);
 
-         VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
-            new(this, exp, _user);
-
-         IDisposable connect_row(VolSurfaceRowVM row) {
-            row.request_calculate += request_recalc;
-            return Disposable.Create(() => {
-               row.request_calculate -= request_recalc;
-               row.Dispose();
-            });
-
-            void request_recalc() =>
-               model.set_candidate_grid(current_grid);
-         }
-
          VolSurfaceColumn create_exp_column_view() {
             var filter = new ComboCheckBox();
             filter.SetResourceReference(FrameworkElement.StyleProperty, "ExpirationFilterDropDown");
@@ -118,7 +92,7 @@ namespace mbts.spark.VolSurface {
          }
       }
 
-      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>>? on_selection_changed;
+      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>> on_selection_changed;
 
       public VolSurfaceDisplayGrid current_grid { get; private set; }
       public VolSurfaceDisplayGrid committed_grid { get; private set; }
@@ -144,7 +118,6 @@ namespace mbts.spark.VolSurface {
             .Select(group => new DIYGridSuperHeaderVM(group.Key, group.Count(), collapsed_content: _short_header(group.Key)))
             .ToList();
 
-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
       public ICommand main_settings_cmd => _parent.main_settings_cmd;
       public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
       public ICommand graph_settings_cmd => _parent.vol_curve_vm.settings_command;
@@ -168,14 +141,13 @@ namespace mbts.spark.VolSurface {
          rows.select_exp().Except(visible_rows.select_exp());
 
       public void invalidate_rows() =>
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
 
       public IDisposable defer_invalidate_rows() =>
-         _invalidate_rows.defer();
+         _invalidate_rows.defer_execution();
 
       public VolSurfaceColumn get_column(string id) =>
-         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn ??
-            throw new InvalidOperationException($"Failed to find column '{id}'");
+         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn;
 
       internal void signal_selection_changed() {
          var e = on_selection_changed;
@@ -246,7 +218,7 @@ namespace mbts.spark.VolSurface {
          !_hidden_columns.Contains(column.unique_col_name);
 
       void _on_grid_updated() {
-         using var _ = _invalidate_rows.defer();
+         using var _ = _invalidate_rows.defer_execution();
          var grid_new = model.get_active_grid();
          // add/remove columns
          var cols_new = grid_new.get_ordered_columns()
@@ -271,7 +243,7 @@ namespace mbts.spark.VolSurface {
          }
          current_grid = grid_new;
          committed_grid = is_dirty ? model.get_committed_grid() : current_grid;
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
       }
 
       void _launch_shift_editor(VolSurfaceDisplayGridColumn column, Action<double> commit_shift) {
@@ -352,7 +324,7 @@ namespace mbts.spark.VolSurface {
          model.set_candidate_grid(current_grid);
 
       class ColumnsModel : IDisposable {
-         IDisposable? _dispose;
+         IDisposable _dispose;
 
          public ColumnsModel(VolSurfaceColumn row_header_col) {
             views_with_header_ro = ObservableAutoWrapper.create_read_only_wrapper(views_with_header);

src/client/spark/AW2/ViewModel/Grid/VolSurfaceRowContextMenuVM.cs

@@ -1,6 +1,5 @@
 #nullable enable
 namespace mbts.spark {
-   using bts;
    using bts.collections;
 
    using mbts.spark.VolSurface;
@@ -9,9 +8,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core.Disposables;
-   using Spark.Core.Reactive;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;
@@ -24,10 +20,6 @@ namespace mbts.spark {
       readonly VolSurfaceGridVM _parent;
       readonly Property<VolSurfaceColumn?> _column;
       readonly Property<DIYGridSuperHeaderVM?> _super_header;
-      readonly UserTuple _user;
-      readonly Property<bool> _is_open;
-      readonly DelegateProperty<string> _vs_manager;
-      readonly List<IDisposable> _resources = new();
 
       ICommand? _revert_cmd;
       ICommand? _shift_selection_cmd;
@@ -40,29 +32,21 @@ namespace mbts.spark {
       ICommand? _copy_all_to_clipboard_cmd;
       ICommand? _smart_copy_rolls_rates_cmd;
       ICommand? _import_csv_cmd;
-      ObservantCommand? _acquire_ownership_cmd;
 
-      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row, UserTuple user) {
+      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row) {
          _parent = parent;
          _row = row;
-         _user = user;
          _column = backing<VolSurfaceColumn?>(nameof(column));
          _super_header = backing<DIYGridSuperHeaderVM?>(nameof(super_header));
-         _vs_manager = backing(
-            nameof(vs_manager),
-            () => _parent.model.get_active_settings()?.core_settings?.vs_manager ?? string.Empty);
-         _is_open = backing(nameof(is_open), false);
 
-         _resources.AddRange(
+         _dispose = Disposable.Create(
             _column.invalidate_others_on_change(nameof(column_name)),
             _super_header.invalidate_others_on_change(nameof(group_name)),
-            _is_open.Subscribe(_ => _vs_manager.refresh()),
             _parent.visible_rows.ObserveSelf()
                .BufferLatest(TimeSpan.FromSeconds(1))
                .OnDispatcher()
                .Subscribe(_ => sync_symbols()));
 
-         _dispose = Disposable.Create(() => _resources.DisposeAll(true));
          void sync_symbols() {
             var visible_exps = _parent.visible_rows.Map(r => r.expiration.symbol);
             symbols.sync_with_models(
@@ -95,7 +79,6 @@ namespace mbts.spark {
 
       public bool is_input_cell => column?.type == VolSurfaceColumnType.ReadWriteTick;
 
-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
       public ICommand main_settings_cmd => _parent.main_settings_cmd;
       public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
       public ICommand grid_settings_cmd => _parent.grid_settings_cmd;
@@ -178,34 +161,6 @@ namespace mbts.spark {
             _parent.model.csv_importing_enabled,
             null);
 
-      public ICommand acquire_ownership_cmd {
-         get {
-            if (_acquire_ownership_cmd is null) {
-               _acquire_ownership_cmd = new(
-                  () => {
-                     var settings = _parent.model.get_active_settings();
-                     if (settings is null) {
-                        Log.Ui.error("Unable to acquire volsurface ownership: settings are null.");
-                        return;
-                     }
-                     settings.core_settings.vs_manager = _user.name;
-                     _parent.model.set_candidate_settings(settings);
-                  });
-               _resources.Add(_vs_manager.observe_current(true)
-                  .Subscribe(SelectorObserver.builder(_acquire_ownership_cmd).wrap<string>(
-                     curr => curr != _user.name)));
-            }
-            return _acquire_ownership_cmd;
-         }
-      }
-
-      public bool is_open {
-         get => _is_open.Value;
-         set => _is_open.set(value);
-      }
-
-      public string vs_manager => _vs_manager.Value;
-
       VolSurfaceDisplayGridColumn _assert_model() =>
          column?.model ?? throw new InvalidOperationException();
 

src/client/spark/AW2/ViewModel/Grid/VolSurfaceRowVM.cs

@@ -1,34 +1,32 @@
 #nullable enable
 namespace mbts.spark.VolSurface {
-   using bts;
-
    using mbts.ui;
    using mbts.ui.controls;
    using mbts.ui.shell;
 
-   using Spark.Core;
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Linq;
    using System.Reactive.Linq;
+   using System.Windows.Media;
+
+   public struct VolSurfaceCellState {
+      public bool is_dirty => committed_text is not null;
+      public FormattedText? text;
+      public FormattedText? committed_text;
+   }
 
    class VolSurfaceRowVM : DisposableViewModelBase, ISelectable, IFormatCellsToClipboard, DIYGrid.IRowVM {
       readonly VolSurfaceGridVM _parent;
       readonly VolSurfaceDisplayGridExpiration _exp;
       readonly Dictionary<string, CellData> _cells = new();
-      readonly UserTuple _user;
-      readonly DeferrableAction _request_calculate;
 
       VolSurfaceRowContextMenuVM? _context_menu;
       bool _is_selected;
 
-      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp, UserTuple user) {
+      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
          _parent = parent;
          _exp = exp;
-         _user = user;
-         _request_calculate = new(() => request_calculate?.Invoke());
          _dispose = Disposable.Create(() => {
             _cells.Values.DisposeAll();
             _cells.Clear();
@@ -38,7 +36,6 @@ namespace mbts.spark.VolSurface {
 
       public event Action<bool>? is_selected_changed;
       public event Action? invalidated;
-      public event Action? request_calculate;
 
       public VolSurfaceDisplayGridExpiration expiration => _exp;
 
@@ -53,16 +50,14 @@ namespace mbts.spark.VolSurface {
       }
 
       public VolSurfaceRowContextMenuVM context_menu =>
-         _context_menu ??= new(_parent, this, _user);
+         _context_menu ??= new(_parent, this);
 
-      public VolSurfaceCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
+      public VolGridCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
          _cells.GetOrAdd(column.unique_col_name, _ => _create_cell(column)).vm;
 
       public void invalidate() {
-         using (_request_calculate.supress()) {
-            foreach (var cell in _cells.Values) {
-               _sync_cell(cell.vm);
-            }
+         foreach (var cell in _cells.Values) {
+            _sync_cell(cell.vm);
          }
          invalidated?.Invoke();
       }
@@ -84,15 +79,29 @@ namespace mbts.spark.VolSurface {
       CellData _create_cell(VolSurfaceDisplayGridColumn column) {
          var cell = column.type switch {
             VolSurfaceColumnType.ReadWriteTick => create_tick_cell(),
-            _ => new VolSurfaceCellVM(_exp, column)
+            _ => new VolGridCellVM(column.unique_col_name),
          };
          _sync_cell(cell);
-         return new(cell, _connect_cell(cell));
+         var dispose = cell.observe_candidate().DistinctUntilChanged().OnDispatcher()
+            .Subscribe(value => {
+               var curr = _parent.current_grid.read(expiration, column);
+               if (Equals(value, curr)) {
+                  return;
+               }
+               var grid = _parent.current_grid;
+               grid.write(expiration, column, value);
+               _parent.model.set_candidate_grid(grid);
+            });
+         return new(cell, dispose);
 
-         VolSurfaceCellVM create_tick_cell() {
-            var cell = new VolSurfaceTickCellVM(_exp, column);
+         VolGridTickCellVM create_tick_cell() {
+            var cell = new VolGridTickCellVM(column.unique_col_name);
             cell.request_tick += is_up => {
                var col = _parent.get_column(column.unique_col_name);
+               if (col is null) {
+                  throw new InvalidOperationException(
+                     $"Failed to find column with id {column.unique_col_name}");
+               }
                if (col.model?.tick_move is var tm) {
                   cell.candidate_value = tm?.Invoke(cell.candidate_value, is_up);
                   return;
@@ -103,48 +112,23 @@ namespace mbts.spark.VolSurface {
          }
       }
 
-      void _sync_cell(VolSurfaceCellVM cell) {
+      void _sync_cell(VolGridCellVM cell) {
          if (cell is null) {
             return;
          }
-         using var _ = _request_calculate.supress();
-         cell.reset(
-            committed_value: _parent.committed_grid.read(_exp, cell.column_id),
-            candidate_value: _parent.current_grid.read(_exp, cell.column_id));
-      }
-
-      IDisposable? _connect_cell(VolSurfaceCellVM cell) {
-         return cell.column.type switch {
-            VolSurfaceColumnType.ReadWriteTick => connect_input(),
-            _ => null
-         };
-
-         IDisposable connect_input() {
-            cell.candidate_value_changed += on_candidate_value_changed;
-            return Disposable.Create(() =>
-               cell.candidate_value_changed -= on_candidate_value_changed);
-
-            void on_candidate_value_changed(object? oldval, object? newval) {
-               var curr = _parent.current_grid.read(expiration, cell.column);
-               if (cell.column.comparer.Equals(newval, curr)) {
-                  return;
-               }
-               var grid = _parent.current_grid;
-               grid.write(expiration, cell.column, newval);
-               _request_calculate.Invoke();
-            }
-         }
+         cell.committed_value = _parent.committed_grid.read(_exp, cell.column_id);
+         cell.candidate_value = _parent.current_grid.read(_exp, cell.column_id);
       }
 
       class CellData : IDisposable {
-         IDisposable? _dispose;
+         IDisposable _dispose;
 
-         public CellData(VolSurfaceCellVM vm, IDisposable? dispose) {
+         public CellData(VolGridCellVM vm, IDisposable dispose) {
             this.vm = vm;
             _dispose = Disposable.Create(vm, dispose);
          }
 
-         public VolSurfaceCellVM vm { get; }
+         public VolGridCellVM vm { get; }
 
          public void Dispose() =>
             Disposable.dispose(ref _dispose);

src/client/spark/AW2/ViewModel/Grid/VolSurfaceTickCellVM.cs

@@ -1,27 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using mbts.ui;
-   using mbts.ui.controls;
-
-   using System;
-   using System.Windows.Input;
-
-   class VolSurfaceTickCellVM : VolSurfaceCellVM {
-      ICommand? _tick_up_cmd;
-      ICommand? _tick_down_cmd;
-
-      public VolSurfaceTickCellVM(
-         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column)
-         : base(expiration, column) { }
-
-      public event Action<bool>? request_tick;
-
-      public ICommand tick_up_cmd =>
-         _tick_up_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(true));
-
-      public ICommand tick_down_cmd =>
-         _tick_down_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(false));
-   }
-}

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceAutoFitSettingsVM.cs

@@ -1,89 +0,0 @@
-#nullable enable
-
-namespace mbts.spark {
-   using bts.api.domain;
-
-   using mbts.analytics;
-   using mbts.ui.shell;
-   using mbts.ui.utility;
-
-   using System;
-   using System.Collections.Generic;
-
-   using VolCurveFitRegion = analytics.VolSurfaceEnums.VolCurveFitRegion;
-
-   public class VolSurfaceAutoFitSettingsVM : DisposableViewModelBase {
-      readonly Property<VolCurveFitRegion> _fit_region;
-      readonly Property<uint?> _period_secs;
-      readonly Property<double?> _driver_points_moved;
-      readonly Property<double?> _atm_points_moved;
-      readonly Property<bool> _is_auto_fit_enabled;
-
-      public VolSurfaceAutoFitSettingsVM() {
-         _fit_region = backing(nameof(fit_region), VolCurveFitRegion.None);
-         _is_auto_fit_enabled = backing(
-            nameof(is_auto_fit_enabled),
-            _fit_region.observe_current(true),
-            r => r != VolCurveFitRegion.None);
-         _period_secs = backing<uint?>(nameof(period_secs), 10);
-         _driver_points_moved = backing<double?>(nameof(driver_points_moved));
-         _atm_points_moved = backing<double?>(nameof(atm_points_moved));
-         _fit_region.Changed += (o, n) => RaisePropertyChanged(nameof(is_auto_fit_enabled));
-      }
-
-      public IEnumerable<VolCurveFitRegion> fit_regions =>
-         EnumHelper.get_values<VolCurveFitRegion>();
-
-      public VolCurveFitRegion fit_region {
-         get => _fit_region.Value;
-         set => _fit_region.set(value);
-      }
-
-      public bool is_auto_fit_enabled => _is_auto_fit_enabled.Value;
-
-      public uint? period_secs {
-         get => _period_secs.Value;
-         set => _period_secs.set(value);
-      }
-
-      public double? driver_points_moved {
-         get => _driver_points_moved.Value;
-         set => _driver_points_moved.set(value);
-      }
-
-      public TickDisplaySettingsImmutable? driver_points_display =>
-         user.settings.TickFactors.pennies.to_api_tick_display_settingsi();
-
-      public double? atm_points_moved {
-         get => _atm_points_moved.Value;
-         set => _atm_points_moved.set(value);
-      }
-
-      public TickDisplaySettingsImmutable? atm_points_display =>
-         user.settings.TickFactors.pennies.to_api_tick_display_settingsi();
-      
-      public void load_from(VolSurfaceAutoFitSettings value) {
-         fit_region = value?.auto_fit_region ?? VolCurveFitRegion.None;
-         period_secs = value?.time_based_settings?.period_seconds;
-         driver_points_moved = value?.driver_move_based_settings?.points_moved;
-         atm_points_moved = value?.atm_implied_vol_based_settings?.points_moved;
-      }
-
-      public void assign_to(VolSurfaceAutoFitSettings value) {
-         if (value is null) {
-            throw new ArgumentNullException(nameof(value));
-         }
-
-         value.auto_fit_region = fit_region;
-         value.time_based_settings = new() {
-            period_seconds = period_secs
-         };
-         value.driver_move_based_settings = new() {
-            points_moved = driver_points_moved
-         };
-         value.atm_implied_vol_based_settings = new() {
-            points_moved = atm_points_moved
-         };
-      }
-   }
-}

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceColumnSettingsVM.cs

@@ -96,7 +96,7 @@ namespace mbts.spark {
          get => _core_settings.font_weight_override;
          set {
             using var _ = detect_property_change();
-            _core_settings.with(font_weight_override: value.HasValue ? new(value) : null);
+            _core_settings.with(font_weight_override: value.HasValue ? new NullableFontWeightProto(value) : null);
          }
       }
 

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceGraphSettingsEditorVM.cs

@@ -0,0 +1,72 @@
+using mbts.ui;
+using mbts.ui.controls.graph;
+using System;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.spark
+{
+   class VolSurfaceGraphSettingsEditorVM
+   {
+      public VolSurfaceGraphSettingsEditorVM(string vol_surface_name, VolSurfaceGraphSettings settings, Action<VolSurfaceGraphSettings> commit) {
+         this.vol_surface_name = vol_surface_name;
+         _settings = settings;
+         this.commit = new DelegateCommand(() => commit(_settings));
+      }
+
+      private readonly VolSurfaceGraphSettings _settings;
+
+      public string vol_surface_name { get; private set; }
+
+      public VolSurfaceScatterSeriesSettingsVM implied_puts { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_puts); } }
+      public VolSurfaceScatterSeriesSettingsVM implied_atm { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_atm); } }
+      public VolSurfaceScatterSeriesSettingsVM implied_calls { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_calls); } }
+
+      public VolSurfaceScatterSeriesSettingsVM put_control_points { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.put_control_points); } }
+      public VolSurfaceScatterSeriesSettingsVM atm { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.atm); } }
+      public VolSurfaceScatterSeriesSettingsVM call_control_points { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.call_control_points); } }
+
+      public VolSurfaceLineSeriesSettingsVM put_wing { get { return new VolSurfaceLineSeriesSettingsVM(_settings.put_wing); } }
+      public VolSurfaceLineSeriesSettingsVM inner_curve { get { return new VolSurfaceLineSeriesSettingsVM(_settings.inner_curve); } }
+      public VolSurfaceLineSeriesSettingsVM call_wing { get { return new VolSurfaceLineSeriesSettingsVM(_settings.call_wing); } }
+
+      public VolSurfaceLineSeriesSettingsVM vol_path { get { return new VolSurfaceLineSeriesSettingsVM(_settings.vol_path); } }
+
+      public ICommand commit { get; private set; }
+   }
+
+
+   class VolSurfaceScatterSeriesSettingsVM
+   {
+      public VolSurfaceScatterSeriesSettingsVM(ScatterSeriesSettings settings) {
+         _settings = settings;
+      }
+
+      private readonly ScatterSeriesSettings _settings;
+
+      public MarkerShape shape { get { return _settings.shape; } set { _settings.shape = value; } }
+      public double size { get { return _settings.size; } set { _settings.size = value; } }
+      public Color fill {
+         get => _settings.fill;
+         set => _settings.fill = value;
+      }
+      public Color stroke {
+         get => _settings.stroke;
+         set => _settings.stroke = value;
+      }
+
+      public Array shapes { get { return Enum.GetValues(typeof(MarkerShape)); } }
+   }
+
+   class VolSurfaceLineSeriesSettingsVM
+   {
+      public VolSurfaceLineSeriesSettingsVM(LineSeriesSettings settings) {
+         _settings = settings;
+      }
+
+      private readonly LineSeriesSettings _settings;
+
+      public Color color { get { return (Color)_settings.color; } set { _settings.color = (BTSColor)value; } }
+      public double thickness { get { return _settings.stroke_thickness; } set { _settings.stroke_thickness = value; } }
+   }
+}

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceSettingsEditorVM.cs

@@ -9,7 +9,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core.Disposables;
    using Spark.Core.Protobuf;
 
    using System;
@@ -40,7 +39,6 @@ namespace mbts.spark {
          vol_model_cubic_spline_vm.load_from(settings.spline_model_settings);
          vol_model_dual_quadratic_vm.load_from(settings.dualquadratic_model_settings);
          vol_path_parabolic_vm.load_from(settings.core_settings.volpath_settings.parabolic_vol_path_settings);
-         auto_fit_vm.load_from(settings.core_settings.market_fit_settings.vs_auto_fit_settings);
 
          init_rotation_vms(call_rotations, _core_settings.call_rotation.strike_vol_movement_pairs);
          init_rotation_vms(put_rotations, _core_settings.put_rotation.strike_vol_movement_pairs);
@@ -106,7 +104,6 @@ namespace mbts.spark {
             }).ToList();
             _core_settings.strangle.strike_vol_movement_pairs = strangles.SelectMany(r => new[] { Tuple.Create(r.target_put_strike, r.put_move), Tuple.Create(r.target_call_strike, r.call_move) }).ToList();
             _core_settings.atm_shift.atm_strike_vol_movement = atm_shifts.Count == 1 ? atm_shifts[0].move : 0;
-            auto_fit_vm.assign_to(_core_settings.market_fit_settings.vs_auto_fit_settings);
             commit(_settings);
          }
 
@@ -235,7 +232,23 @@ namespace mbts.spark {
          }
       }
 
-      public VolSurfaceAutoFitSettingsVM auto_fit_vm { get; } = new();
+      public bool enable_auto_fit {
+         get => _core_settings.market_fit_settings.enable_auto_fit;
+         set {
+            using var _ = detect_property_change();
+            _core_settings.market_fit_settings.enable_auto_fit = value;
+         }
+      }
+
+      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region {
+         get => _core_settings.market_fit_settings.auto_fit_region;
+         set { _core_settings.market_fit_settings.auto_fit_region = value; }
+      }
+
+      public double auto_fit_time_ms {
+         get => _core_settings.market_fit_settings.auto_fit_time_ms;
+         set { _core_settings.market_fit_settings.auto_fit_time_ms = value; }
+      }
 
       public bool auto_decay_vol_time {
          get => _core_settings.time_settings.time_mode == VolSurfaceEnums.VolSurfaceTimeMode.AutoDecay;
@@ -526,7 +539,7 @@ namespace mbts.spark {
          public ObservableCollection<VSSymbol> symbols { get; private set; }
 
          public void Dispose() =>
-            symbols.DisposeAll(true);
+            Disposable.dispose(symbols);
       }
 
       public class VSSymbolStructureVM : DisposableViewModelBase {
@@ -537,11 +550,11 @@ namespace mbts.spark {
             _selected_driver_grid = backing<VSSymbolGridVM>(nameof(selected_driver_grid));
             settings.core_settings.master_slave_relationships ??= new List<VolSurfaceSymbolRelationship>();
             settings.core_settings.implied_vol_marketdata_relationships ??= new List<VolSurfaceSymbolRelationship>();
-            _dispose = Disposable.Create(
+            _dispose = new DisposableCombo(
                driver_grids.Subscribe((s, e) =>
                   selected_driver_grid ??= driver_grids.FirstOrDefault()),
-               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input),
-               Disposable.Create(() => driver_grids.DisposeAll(true)));
+               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input)) + 
+               new Action(() => Disposable.dispose(driver_grids));
 
             void on_exp_params_input(AnalyticsExpirationParametersMap data) {
                var driver_map = data.get_option_driver_map();

src/client/spark/AW2/ViewModel/VolSurfaceMacroActionsVM.cs

@@ -77,8 +77,8 @@
       public IRaiseCanExecuteChangedCommand vol_shift { get; }
 
       IEnumerable<IRaiseCanExecuteChangedCommand> _commands =>
-         ReflectionHelper.property_getters<VolSurfaceMacroActionsVM, IRaiseCanExecuteChangedCommand>()
-         .Select(pg => pg.get(this));
+         ReflectionHelper.property_delegates_of_type<VolSurfaceMacroActionsVM, IRaiseCanExecuteChangedCommand>()
+         .Select(g => g(this));
 
       public void selection_changed(IEnumerable<VolSurfaceDisplayGridExpiration> selected) {
          _selected_exps = selected.ToList();

src/client/spark/AW2/ViewModel/VolSurfaceVM.cs

@@ -1,6 +1,5 @@
 #nullable enable
 namespace mbts.spark {
-   using bts;
    using bts.api;
    using bts.collections;
 
@@ -11,7 +10,6 @@ namespace mbts.spark {
    using mbts.ui.controls;
    using mbts.ui.shell;
 
-   using Spark.Core.Disposables;
    using Spark.ViewModel.Commands;
 
    using System;
@@ -28,7 +26,6 @@ namespace mbts.spark {
       readonly IBus _bus;
       readonly string _request_id = Guid.NewGuid().ToString();
       readonly VolSurfaceDisplayModel _model;
-      readonly UserTuple _user;
       readonly IRaiseCanExecuteChangedCommand _revert_cmd;
       readonly IRaiseCanExecuteChangedCommand _commit_cmd;
       readonly IDialogCommand _main_settings_cmd;
@@ -40,16 +37,10 @@ namespace mbts.spark {
       bool _ignore_implied_vol_settings;
 
       public VolSurfaceVM(
-         VolSurfaceDisplayModel model,
-         int id,
-         IBus bus,
-         VolSurfaceWindowSettings startup_data,
-         UserTuple user
-      ) {
+         VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
          _model = model;
          _vs_id = id;
          _bus = bus;
-         _user = user;
          macro_actions = new VolSurfaceMacroActionsVM(_model);
          globals = new VolSurfaceGlobalParameterVM(_model);
 
@@ -57,7 +48,7 @@ namespace mbts.spark {
          _grid_settings = startup_data.macro_grid_settings ?? new VolSurfaceMacroGridSettings();
          var hidden_exps_set = startup_data.hidden_exps.empty_if_null().ToHashSet();
          grid = new VolSurfaceGridVM(
-            this, _model, _grid_settings.hidden_cols(), hidden_exps_set, _user);
+            this, _model, _grid_settings.hidden_cols(), hidden_exps_set);
          grid.on_selection_changed += _on_grid_selection_changed;
          _model.publish_grid_settings(_grid_settings);
 
@@ -69,7 +60,6 @@ namespace mbts.spark {
          vol_terms_vm = new VolTermsGraphVM(_model, demux);
 
          // command
-         populate_empty_exps_cmd = new Command(() => { _model.populate_empty_expirations(); });
          _revert_cmd = new Command(o => _model.revert(), o => _model.is_dirty);
          _commit_cmd = new Command(o => _model.commit(), o => _model.is_dirty);
          load_previous_cmd = new Command(
@@ -195,7 +185,6 @@ namespace mbts.spark {
 
       public ICommand revert_cmd => _revert_cmd;
       public ICommand commit_cmd => _commit_cmd;
-      public ICommand populate_empty_exps_cmd { get; }
       public ICommand main_settings_cmd => _main_settings_cmd;
       public ICommand advanced_settings_cmd => _advanced_settings_cmd;
       public ICommand grid_settings_cmd => _grid_settings_cmd;

src/client/spark/AW2/ViewModel/VolTermsGraphVM.cs

@@ -8,7 +8,6 @@
    using mbts.ui.shell;
 
    using Spark.Core;
-   using Spark.Core.Disposables;
 
    using System;
    using System.Collections.Generic;

src/client/spark/AW2/VolSurfaceDisplayModel.cs

@@ -5,7 +5,6 @@
    using mbts.analytics;
    using mbts.ui.controls;
 
-   using Spark.Core.Disposables;
    using Spark.Core.Protobuf;
 
    using System;
@@ -127,20 +126,6 @@
             _log_bad_transition(_state, "set candidate grid");
       }
 
-      public void populate_empty_expirations() {
-         bts.Log.Ui.info(String.Format("VolSurfaceDisplayModel.populate_expirations called with state: {0}",
-                _state.ToString()));
-         if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
-            DisplayModelData curr_data = _get_current_data();
-            VolSurfaceInput vs_inp =
-               VolSurfaceDataFunctions.populate_empty_expirations(curr_data.vs_output.volsurface_input);
-            _change_state(DisplayModelState.WaitingForCalcResponse);
-            _bus.post(SparkTags.VolSurfaceCalculationRequestTag(_vs_id),
-                      new VolSurfaceCalculationRequest(vs_inp, _request_version_no++));
-         } else
-            _log_bad_transition(_state, "populate_expirations");
-      }
-
       #endregion
 
       #region Globals
@@ -160,7 +145,6 @@
          return (_committed_data != null && _committed_data.vs_output != null) ? _committed_data.vs_output.volsurface_input.surface_parameters.vol_time : DateTime.MinValue;
       }
       public void set_candidate_vol_time(DateTime vol_time) {
-         bts.Log.Ui.info($"VolSurfaceDisplayModel.set_candidate_vol_time vs_id: {_vs_id} state: {_state.ToString()} vol_time: {vol_time}");
          if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
             DisplayModelData curr_data = _get_current_data();
             if (curr_data != null) {
@@ -584,7 +568,9 @@
       private void _change_state(DisplayModelState new_state) {
          bool dirty_before = _translate_to_dirty(_state),
               dirty_after = _translate_to_dirty(new_state);
-         bts.Log.Ui.info($"VolSurfaceDisplayModel._change_state vs_id: {_vs_id} {_state.ToString()}->{new_state.ToString()}");
+         // mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.ui,
+         //                String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
+         bts.Log.Ui.info(String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
          _state = new_state;
          if (dirty_before != dirty_after && on_dirty_change != null) {
             _bus.post(SparkTags.VolSurfaceDirtyStateTag(_vs_id), dirty_after);
@@ -627,8 +613,9 @@
          }
       }
 
-      private void _log_bad_transition(DisplayModelState state, string action) {
-         bts.Log.Ui.error($"VoLSurfaceDisplayModel bad_transaction vs_id: {_vs_id} {state}:{action}");
+      private static void _log_bad_transition(DisplayModelState state, string action) {
+         //mbts.Logger.log(bts.log.Level.Error, bts.log.Subsystem.ui, String.Format("{0}:{1}", state, action));
+         bts.Log.Ui.error(String.Format("{0}:{1}", state, action));
       }
 
       private static bool _translate_to_dirty(DisplayModelState state) {

src/client/spark/AW2/VolSurfaceExtensions.cs

@@ -172,18 +172,6 @@ namespace mbts.spark {
          return new(sec.Exchange, sec.ContractCase, sec.Symbol, exp_date, sec.Id);
       }
 
-      public static SecurityTuple security_tuple(this Security sec) {
-         return security_tuple(new SecurityImmutable(sec));
-      }
-
-      public static SecurityTuple security_tuple(this SecurityImmutable sec) {
-         bts.api.SecurityTuple rv = new SecurityTuple();
-         rv.Symbol = sec.Symbol;
-         rv.Type = sec.security_type();
-         rv.Venue = sec.Exchange;
-         return rv;
-      }
-
       public static ExpirationDriver to_exp_driver(this SecurityExpiration sec_exp) =>
          new() {
             Security = new() {

src/client/spark/Admin/AdminModel.cs

@@ -5,8 +5,6 @@ using bts.api.core;
 using bts.collections;
 using bts.utils;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -43,7 +41,7 @@ namespace mbts.spark {
          on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
          all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
             service.subscribei_admin_data()
-               .Select(u => u.all.FirstOrNull())
+               .Select(u => u.all.TryFirst())
                .Where(ad => ad.HasValue)
                .Select(ad => ad.Value.Users
                   .Where(u => user.can_access_user_data(u.Id))
@@ -52,14 +50,11 @@ namespace mbts.spark {
                .Table(UserTuple.key_fn)
                .Cache() :
                Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
-         _dispose = Disposable.Create(
-            all_user_tuples.Subscribe(t => bus.post(SparkTags.Users, t.state)),
-            on_accounts.Subscribe(map => {
-               _account_map = map;
-               var account_tuple_map = MappedDictionary.create(map, (id, name) => new AccountTuple(id, name));
-               bus.post(SparkTags.AccountsTag, account_tuple_map);
-            }));
-         bus.post(SparkTags.CurrentUser, user);
+         _dispose = on_accounts.Subscribe(map => {
+            _account_map = map;
+            var account_tuple_map = MappedDictionary.create(map, (id, name) => new AccountTuple(id, name));
+            bus.post(SparkTags.AccountsTag, account_tuple_map);
+         });
       }
 
       public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
@@ -81,7 +76,7 @@ namespace mbts.spark {
             }));
 
       public AccountTuple? get_default_account() =>
-         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).FirstOrNull();
+         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);

src/client/spark/AlgoProvider/AlgoProviderFactory.cs

@@ -20,7 +20,7 @@ namespace mbts.spark {
       [ImportingConstructor]
       public AlgoProviderFactory(IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
          var from_conf = config.Configuration.get<bts.config.AlgoTypeRuleSet>();
-         if (from_conf.rules.Count == 0) {
+         if (from_conf.Rules.Count == 0) {
             // There seems to be a config race bug, where the returned config values are empty, despite having entries in spark.conf.
             // [John]I've only noticed it happen when attached to the debugger,
             // but best to have a contingency plan in place anyways, to prevent any chance of regression.
@@ -108,7 +108,7 @@ namespace mbts.spark {
               .Select(t => _get_type_data(t))
               .Concat(dynamic_helper.dynamic_types.Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
               .ToListLazy();
-            var conf_sets = from_conf.rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
+            var conf_sets = from_conf.Rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
             security_algo_provider = new AlgoProvider(conf_sets.Select(tup => tup.standard).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
             attachable_algo_provider = new AttachableAlgoProvider(conf_sets.Select(tup => tup.attachable).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
          }
@@ -128,9 +128,9 @@ namespace mbts.spark {
          context == null ?
             new SecurityCriteriaClause() :
             new SecurityCriteriaClause(
-               exchanges: context.exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
-               security_types: context.security_types?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
-               symbols: context.symbols?.ToArray());
+               exchanges: context.Exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
+               security_types: context.SecurityTypes?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
+               symbols: context.Symbols?.ToArray());
 
       static (SecurityAlgoTypeSetImmutable standard, SecurityAlgoTypeSetImmutable attachable) _to_security_algo_set(
          bts.config.AlgoTypeRule rule,
@@ -141,24 +141,24 @@ namespace mbts.spark {
          var dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
          var attachable_factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
          var attachable_dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
-         foreach (var a in rule.algos) {
-            if (Enum.TryParse(a.name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
-               on_sys_match(sys_algo, a.is_attachable);
-            } else if (dynamic_helper.try_parse(a.name, out var dyn_type)) {
-               on_dyn_match(dyn_type, a.is_attachable);
+         foreach (var a in rule.Algos) {
+            if (Enum.TryParse(a.Name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
+               on_sys_match(sys_algo, a.IsAttachable);
+            } else if (dynamic_helper.try_parse(a.Name, out var dyn_type)) {
+               on_dyn_match(dyn_type, a.IsAttachable);
             } else {
                foreach (var (name, factory, dynamic) in algo_type_data) {
-                  if (Regex.Match(name, a.name).Success) {
+                  if (Regex.Match(name, a.Name).Success) {
                      switch (factory) {
                         case AlgoType.None:
                         case AlgoType.Composite:
                            // unexpected, but no need to crash
                            continue;
                         case AlgoType.Dynamic:
-                           on_dyn_match(dynamic, a.is_attachable);
+                           on_dyn_match(dynamic, a.IsAttachable);
                            break;
                         default:
-                           on_sys_match(factory, a.is_attachable);
+                           on_sys_match(factory, a.IsAttachable);
                            break;
                      }
                   }
@@ -168,13 +168,13 @@ namespace mbts.spark {
          return (
             // standard
             new SecurityAlgoTypeSetImmutable(
-               _to_clause(rule.context),
+               _to_clause(rule.Context),
                new AlgoTypeSetImmutable(
                   factory_types.ToImmutable(),
                   dynamic_types.ToImmutable())),
             // attachable
             new SecurityAlgoTypeSetImmutable(
-               _to_clause(rule.context),
+               _to_clause(rule.Context),
             new AlgoTypeSetImmutable(
                attachable_factory_types.ToImmutable(),
                attachable_dynamic_types.ToImmutable())));

src/client/spark/Analytics/Core/GreeksTuple.cs

@@ -10,8 +10,7 @@ namespace mbts.analytics {
          double gamma = double.NaN,
          double vega = double.NaN,
          double theta = double.NaN,
-         double rho = double.NaN,
-         double normalized_theo = double.NaN) {
+         double rho = double.NaN) {
          this.vol = vol;
          this.driver = driver;
          this.theo = theo;
@@ -20,7 +19,6 @@ namespace mbts.analytics {
          this.vega = vega;
          this.theta = theta;
          this.rho = rho;
-         this.normalized_theo = normalized_theo;
       }
 
       public static GreeksTuple empty => new();
@@ -33,7 +31,6 @@ namespace mbts.analytics {
       public double vega { get; }
       public double theta { get; }
       public double rho { get; }
-      public double normalized_theo { get; }
 
       public bool Equals(GreeksTuple other) =>
          vol.Equals(other.vol) &&
@@ -68,8 +65,7 @@ namespace mbts.analytics {
          double? gamma = null,
          double? vega = null,
          double? theta = null,
-         double? rho = null,
-         double? normalized_theo = null) =>
+         double? rho = null) =>
          new(
             vol ?? greeks_tuple.vol,
             driver ?? greeks_tuple.driver,
@@ -78,7 +74,12 @@ namespace mbts.analytics {
             gamma ?? greeks_tuple.gamma,
             vega ?? greeks_tuple.vega,
             theta ?? greeks_tuple.theta,
-            rho ?? greeks_tuple.rho,
-            normalized_theo ?? greeks_tuple.normalized_theo);
+            rho ?? greeks_tuple.rho);
+
+      public static double normalized_theo(this in GreeksTuple greeks_tuple) =>
+         greeks_tuple.theo / greeks_tuple.driver;
+
+      public static double normalized_delta(this in GreeksTuple greeks_tuple) =>
+         greeks_tuple.delta / greeks_tuple.driver;
    }
 }

src/client/spark/Analytics/Core/Settings/SecurityExpiration.cs

@@ -8,7 +8,6 @@ namespace mbts {
 
    using ProtoBuf;
 
-   using Spark.Core;
    using Spark.Core.Collections;
    using Spark.Core.Protobuf;
 
@@ -101,13 +100,17 @@ namespace mbts {
 
       public static IComparer<SecurityExpiration> get_comparer(Properties prop) {
          return prop switch {
-            Properties.Type => ComparerWrapper<SecurityExpiration>.wrap(s => s.security_type),
-            Properties.Symbol => ComparerWrapper<SecurityExpiration>.wrap(s => s.symbol),
-            Properties.Expiration => ComparerWrapper<SecurityExpiration>.wrap(s => s.expiration),
-            Properties.Venue => ComparerWrapper<SecurityExpiration>.wrap(s => s.exchange),
-            Properties.Id => ComparerWrapper<SecurityExpiration>.wrap(s => s.id),
+            Properties.Type => wrap(s => s.security_type),
+            Properties.Symbol => wrap(s => s.symbol),
+            Properties.Expiration => wrap(s => s.expiration),
+            Properties.Venue => wrap(s => s.exchange),
+            Properties.Id => wrap(s => s.id).to_safe(),
             _ => throw new NotImplementedException()
          };
+
+         static IComparer<SecurityExpiration> wrap<T>(
+            Func<SecurityExpiration, T> selector, IComparer<T>? comparer = null) =>
+            (comparer ?? Comparer<T>.Default).wrap(selector);
       }
 
       public static IComparer<SecurityExpiration> get_comparer(params Properties[] hierarchy) =>
@@ -145,7 +148,7 @@ namespace mbts {
          !(x == y);
 
       public override string ToString() =>
-         $"{security_tuple} {SecurityFormatter.format_expiration(expiration)}";
+         $"{security_tuple} {expiration.ToShortDateString()}";
    }
 
    [ProtoContract]
@@ -186,6 +189,6 @@ namespace mbts {
             exchange ?? sec_exp.exchange, security_type ?? sec_exp.security_type,
             symbol ?? sec_exp.symbol,
             expiration ?? sec_exp.expiration,
-            id.has_value ? id : sec_exp.id);
+            id.has_value ? id.value : sec_exp.id);
    }
 }

src/client/spark/Analytics/Core/Settings/VolSurfaceCoreSettings.cs

@@ -4,11 +4,13 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 
-namespace mbts.analytics {
+namespace mbts.analytics
+{
    /// These are the VolSurface settings that are common
    /// to any Vol Model
    [ProtoBuf.ProtoContract(Name = "VolSurfaceCoreSettings")]
-   public class VolSurfaceCoreSettings {
+   public class VolSurfaceCoreSettings
+   {
       [ProtoBuf.ProtoMember(1)]
       public string vol_surface_name;
       [ProtoBuf.ProtoMember(2)]
@@ -85,7 +87,5 @@ namespace mbts.analytics {
          get => _time_settings ??= new();
          set => _time_settings = value;
       }
-      [ProtoBuf.ProtoMember(240)]
-      public string vs_manager { get; set; } = string.Empty;
    }
 }

src/client/spark/Analytics/Core/Settings/VolSurfaceSettings.cs

@@ -75,7 +75,6 @@ namespace mbts.analytics {
          if (core_settings.market_fit_settings == null) {
             core_settings.market_fit_settings = new VolSurfaceMarketFitSettings();
          }
-         core_settings.market_fit_settings.vs_auto_fit_settings ??= new();
          if (core_settings.time_settings == null) {
             core_settings.time_settings = new VolSurfaceTimeSettings();
          }

src/client/spark/Analytics/Core/VolSurfaceEnums.cs

@@ -141,7 +141,6 @@ namespace mbts.analytics
 
       public enum VolCurveFitRegion
       {
-         None,
          ATM,
          All
       }
@@ -231,4 +230,4 @@ namespace mbts.analytics
          USE_CALENDAR_FOR_BUSINESS
       }
    }
-}
+}

src/client/spark/Analytics/Core/VolSurfaceExpiration.cs

@@ -65,7 +65,7 @@ namespace mbts.analytics {
       }
 
       public override string ToString() {
-         return String.Format("{0} {1} {2}",
+         return String.Format("{0} {1} {2}", 
             security_type.ToString().ToUpper().First(), symbol, expiration.ToShortDateString());
       }
 
@@ -74,11 +74,6 @@ namespace mbts.analytics {
          int rv = expiration.CompareTo(other.expiration);
          return rv != 0 ? rv : symbol.CompareTo(other.symbol);
       }
-
-      public double diff_days(VolSurfaceExpiration exp_other) {
-         TimeSpan ts = expiration - exp_other.expiration;
-         return ts.TotalDays;
-      }
    }
 
    public static class VolSurfaceExpirationExtensions {

src/client/spark/Analytics/MarketImpliedVol/VolSurfaceMarketFitSettings.cs

@@ -4,9 +4,11 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 
-namespace mbts.analytics {
+namespace mbts.analytics
+{
    [ProtoBuf.ProtoContract(Name = "VolSurfaceMarketFitSettings")]
-   public class VolSurfaceMarketFitSettings {
+   public class VolSurfaceMarketFitSettings
+   {
       /// use one sided market or not
       [ProtoBuf.ProtoMember(10)]
       public bool ignore_one_sided_markets;
@@ -20,44 +22,19 @@ namespace mbts.analytics {
       public double graph_update_period_ms = 2500;
       /// If this is set to true a regression curve is drawn
       /// and the vol model adheres to that
-      [ProtoBuf.ProtoMember(50)]
+      [ProtoBuf.ProtoMember(50)]      
       public bool use_weighted_regression_fit = false;
       [ProtoBuf.ProtoMember(55)]
       public uint regression_order = 4;
-
-      [ProtoBuf.ProtoMember(90)]
-      public VolSurfaceAutoFitSettings vs_auto_fit_settings { get; set; }
-   }
-
-   [ProtoBuf.ProtoContract(Name = "VolSurfaceAutoFitSettings")]
-   public class VolSurfaceAutoFitSettings {
-      // each of these settings can be enabled independently. if they are enabled
-      // then any of them being true will result in an autmatic fit
-      [ProtoBuf.ProtoContract(Name = "TimeBasedSettings")]
-      public class TimeBasedSettings {
-         [ProtoBuf.ProtoMember(10)]
-         public uint? period_seconds { get; set; }
-      }
-
-      [ProtoBuf.ProtoContract(Name = "DriverMoveBasedSettings")]
-      public class DriverMoveBasedSettings {
-         [ProtoBuf.ProtoMember(10)]
-         public double? points_moved { get; set; }
-      }
-
-      [ProtoBuf.ProtoContract(Name = "ATMImpliedVolBasedSettings")]
-      public class ATMImpliedVolBasedSettings {
-         [ProtoBuf.ProtoMember(20)]
-         public double? points_moved { get; set; }
-         // we can do price terms moved as well
-      }
-      [ProtoBuf.ProtoMember(5)]
-      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region;
-      [ProtoBuf.ProtoMember(10)]
-      public TimeBasedSettings time_based_settings = null;
-      [ProtoBuf.ProtoMember(20)]
-      public DriverMoveBasedSettings driver_move_based_settings = null;
-      [ProtoBuf.ProtoMember(30)]
-      public ATMImpliedVolBasedSettings atm_implied_vol_based_settings = null;
+      /// The system auto fits and saves vols if this is
+      /// set to true
+      [ProtoBuf.ProtoMember(60)]      
+      public bool enable_auto_fit = false;
+      /// If enable_auto_fit = true, this governs
+      /// how often the system auto-fits
+      [ProtoBuf.ProtoMember(70)]
+      public double auto_fit_time_ms = 30000;
+      [ProtoBuf.ProtoMember(80)]
+      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region = VolSurfaceEnums.VolCurveFitRegion.ATM;
    }
 }

src/client/spark/Analytics/Misc/VolSurfaceCoreFunctions.cs

@@ -943,15 +943,7 @@ namespace mbts.analytics {
          }
       }
 
-      #endregion
-
-      #region inverse contracts
-      // Bitcoin contracts, for example, where the strike is in USD, and the theo
-      // needs to be in terms of the underlying contract
-      public static double normalize_theo(double theo, double fwd) {
-         return fwd == 0 ? Double.NaN : (theo / fwd);
-      }
-      #endregion
+      #endregion            
 
       #region Other Pricing Utilities
 

src/client/spark/Analytics/Misc/VolSurfaceDataFunctions.cs

@@ -680,60 +680,5 @@ namespace mbts.analytics
       }
 
       #endregion
-
-      #region Data copying
-
-      public static bool exp_has_input(VolSurfaceSettings vs_settings, VolCurveParameters exp_params) {
-         if (exp_params == null || vs_settings == null)
-            return false;
-         double atm_vol = get_atm_vol(vs_settings, exp_params);
-         double ref_fwd = exp_params.core_parameters.ref_forward;
-         return !Double.IsNaN(atm_vol) && !Double.IsNaN(ref_fwd);
-      }
-
-      public static VolSurfaceExpiration find_nearest_populated_exp(
-         VolSurfaceInput vs_input, VolSurfaceExpiration vs_exp) {
-         VolCurveParameters exp_params = get_curve_parameters(vs_input, vs_exp);
-         if (exp_has_input(vs_input.surface_settings, exp_params))
-            return vs_exp;
-         VolSurfaceExpiration rv = null;
-         double rv_diff_days = Double.MaxValue;
-         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
-            var this_exp = kv.Item1;
-            var this_exp_params = kv.Item2;
-            if (exp_has_input(vs_input.surface_settings, this_exp_params)) {
-               double this_exp_diff_days = Math.Abs(vs_exp.diff_days(this_exp));
-               if (this_exp_diff_days < rv_diff_days) {
-                  rv = this_exp;
-                  rv_diff_days = this_exp_diff_days;
-               }
-            }
-         }
-         return rv;
-      }
-
-      // Copies the empty exps from closest neighbor
-      public static VolSurfaceInput populate_empty_expirations(VolSurfaceInput vs_input) {
-         VolSurfaceInput rv = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(vs_input);
-         rv.surface_parameters.curve_parameters_map.Clear();
-         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
-            var vs_exp = kv.Item1;
-            var exp_params = kv.Item2;
-            if (!exp_has_input(vs_input.surface_settings, exp_params)) {
-               VolSurfaceExpiration np_exp = find_nearest_populated_exp(vs_input, vs_exp);
-               if (np_exp != null) {
-                  var np_exp_params = get_curve_parameters(vs_input, np_exp);
-                  if (np_exp_params != null) {
-                     exp_params = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(np_exp_params);
-                  }
-               }
-            }
-            rv.surface_parameters.curve_parameters_map.Add(
-               new Tuple<VolSurfaceExpiration, VolCurveParameters>(vs_exp, exp_params));
-         }
-         return rv;
-      }
-
-      #endregion
    }
 }

src/client/spark/Analytics/Misc/VolSurfaceUtilityFunctions.cs

@@ -475,7 +475,6 @@ namespace mbts.analytics {
       public static ResultMessage save_volsurface(
          VolSurfaceInput vs_input, AnalyticsService service, string user = "") {
          vs_input.saver_login = user;
-         vs_input.surface_settings.core_settings.vs_manager = user;
          // convert to VolSurfaceEntry
          var to_save = new VolSurfaceEntry();
          var serialized_vs = ProtobufSerializationHelper.serialize(vs_input);
@@ -596,7 +595,7 @@ namespace mbts.analytics {
          _greek_getter(g)(t, is_call);
 
       public static IDictionary<double, IEnumerable<Theos>> hash_strikes(IEnumerable<Theos> theos) =>
-         theos.Map(t => t.strike);
+         theos.Map(t => t.strike); 
 
       static Func<Theos, bool, double> _greek_getter(VolSurfaceGreeks g) =>
          g switch {

src/client/spark/Analytics/Pricing/VolSurfaceInterpGreeksProducer.cs

@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
@@ -88,8 +88,8 @@ namespace mbts.analytics {
 
       public void set_driver_price(
          IDictionary<VolSurfaceExpiration, double> driver_price_map) {
-         // Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
-         //                       $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
+                               $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
          _driver_price_map = new Dictionary<VolSurfaceExpiration, double>(driver_price_map);
          _compute_and_fire(InputType.DriverPrice);
       }

src/client/spark/ConsoleInterop.cs

@@ -1,15 +0,0 @@
-namespace Spark {
-   using System;
-   using System.Runtime.InteropServices;
-
-   static class ConsoleInterop {
-      [DllImport("kernel32.dll")]
-      static extern IntPtr GetConsoleWindow();
-
-      [DllImport("user32.dll")]
-      static extern bool ShowWindow(IntPtr h_wnd, int n_cmd_show);
-
-      [DllImport("kernel32.dll", SetLastError = true)]
-      internal static extern int FreeConsole();
-   }
-}

src/client/spark/Daemons/AboutDaemon.cs

@@ -1,11 +1,10 @@
 using bts.api;
 
+using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Composition;
 using System.Diagnostics;
@@ -38,7 +37,7 @@ namespace bts.ui {
          Window about = Application.LoadComponent(new Uri("/view/Shell/About.xaml", UriKind.Relative)) as Window;
          enable_crash_on_dblclick(about);
          if (about != null) {
-            about.DataContext = new { Version = Configuration.get<bts.config.System>().version, User = _user };
+            about.DataContext = new { Version = Configuration.get<bts.config.System>().Version, User = _user };
             about.Topmost = true;
             about.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (a, b) => about.Close()));
             about.CommandBindings.Add(new CommandBinding(ApplicationCommands.Open, (arg, e) => {

src/client/spark/Daemons/AnalyticsDaemon.cs

@@ -8,22 +8,22 @@ using mbts.ui;
 using mbts.ui.spark;
 using mbts.ui.utilities;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Composition;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;
 using bts.api.analytics;
 using BCG;
 
+using Disposable = mbts.Disposable;
+
 namespace bts {
    [Export(typeof(IShellDaemon))]
    class AnalyticsDaemon : IShellDaemon, IDisposable {
       private readonly IBus _bus;
       private readonly AnalyticsService _analytics_service;
-      private readonly bts.api.orderman.OrderService _order_service;
       private readonly VolSurfaceBusManager _vs_manager;
       private readonly SpreadManager _spread_manager;
       private readonly SpreadCalculationSynchronizer _spread_calc;
@@ -31,13 +31,11 @@ namespace bts {
       IDisposable _dispose;
 
       [ImportingConstructor]
-      public AnalyticsDaemon(IBus bus, AnalyticsService analytics_service,
-                              bts.api.orderman.OrderService order_service) {
+      public AnalyticsDaemon(IBus bus, AnalyticsService analytics_service) {
          bts.Log.Gen.info("AnalyticsDaemon started");
          _bus = bus;
          _analytics_service = analytics_service;
-         _order_service = order_service;
-         _vs_manager = new VolSurfaceBusManager(_bus, _analytics_service, _order_service);
+         _vs_manager = new VolSurfaceBusManager(_bus, _analytics_service);
          _spread_manager = new SpreadManager(_vs_manager.bb(), "xxx");
          _spread_calc = new SpreadCalculationSynchronizer(_vs_manager.bb());
       }

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -1,11 +1,10 @@
 using bts.api;
 using bts.spark;
 
+using mbts;
 using mbts.spark;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;

src/client/spark/Daemons/ErrorReporter.cs

@@ -7,8 +7,6 @@ using mbts;
 using mbts.spark;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Composition;

src/client/spark/Daemons/FakeMDDaemon.cs

@@ -11,7 +11,6 @@ using System.Reactive.Linq;
 
 using SecurityKey = System.UInt32;
 using MDHandle = mbts.co2.FakeMDConsumerHandle;
-using Spark.Core.Disposables;
 
 namespace bts {
    //[Export(typeof(IShellDaemon))]

src/client/spark/Daemons/FakeSlideDataDaemon.cs

@@ -7,8 +7,6 @@ namespace bts.daemons {
    using mbts.spark;
    using mbts.ui;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.Immutable;
@@ -19,7 +17,7 @@ namespace bts.daemons {
 
    [Export(typeof(IShellDaemon))]
    public sealed class FakeSymbolDriverDaemon : IShellDaemon, IDisposable {
-      IDisposable? _dispose;
+      IDisposable _dispose;
 
       public FakeSymbolDriverDaemon(IBus bus) {
          int tid_counter = 1;
@@ -70,7 +68,6 @@ namespace bts.daemons {
             double price,
             int size = 1,
             string account = "ACC A",
-            uint account_id = 1,
             double? strike = null,
             PutOrCall? cp = null,
             double? theo = null
@@ -84,11 +81,9 @@ namespace bts.daemons {
                price,
                theo ?? price + 10 * new Random().NextDouble(),
                account,
-               account_id,
                true,
                DateTime.Now,
-               "FakeTrader",
-               1);
+               "FakeTrader");
             return t1;
          }
       }

src/client/spark/Daemons/GlobalAlertsDaemon.cs

@@ -8,14 +8,15 @@ using mbts.ui;
 using mbts.ui.spark;
 using mbts.ui.utilities;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Composition;
 using System.Linq;
+using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;
 
+using Disposable = mbts.Disposable;
+
 namespace bts {
    [Export(typeof(IShellDaemon))]
    class GlobalAlertsDaemon : IShellDaemon, IDisposable {
@@ -38,14 +39,13 @@ namespace bts {
          _notification_service = notification_service;
          _launcher = new ThreadedWindowLauncher(_window_name);
          _dispose = Disposable.Create(
-            bus.subscribe(SparkTags.ShowGlobalAlertsTag).Subscribe(_ =>
-               _launcher.show(_view_factory)),
-            _hub.subscribe_default_settings().SubscribeEach(s =>
-               Disposable.Create(s.alerts.trade_alerts
-                  .Where(t => t.is_enabled)
-                  .Select(a => _notification_service.link_to_trades(
-                     a.predicate.security_criteria, a.predicate.create(), a.sound))
-                  .ToList())));
+            bus.subscribe(SparkTags.ShowGlobalAlertsTag)
+            .Subscribe(_ => _launcher.show(_view_factory)),
+            _hub.subscribe_default_settings()
+            .SubscribeEach(s => new CompositeDisposable(
+               s.alerts.trade_alerts.Where(t => t.is_enabled).Select(
+                  a => _notification_service.link_to_trades(
+                     a.predicate.security_criteria, a.predicate.create(), a.sound)))));
       }
 
       Window _view_factory() {

src/client/spark/Daemons/MDDaemon.cs

@@ -14,7 +14,6 @@ namespace bts {
    using mbts.ui;
 
    using Spark.Core.Data;
-   using Spark.Core.Disposables;
 
    using System;
    using System.Collections.Concurrent;
@@ -50,7 +49,7 @@ namespace bts {
             ss,
             user,
             security_metadata,
-            TimeSpan.FromMilliseconds(Configuration.get<RelayOptions>().naggle_ms),
+            TimeSpan.FromMilliseconds(Configuration.get<RelayOptions>().NaggleMs),
             TimeSpan.FromSeconds(1)) { }
 
       public MDDaemon(
@@ -135,10 +134,7 @@ namespace bts {
                var meta = _security_metadata.get(smd.security);
                if (meta.HasValue) {
                   exch_secs[smd.id] = new(
-                     smd.security,
-                     smd.md,
-                     meta.Value.HasPriceDisplay ? meta.Value.PriceDisplay : null,
-                     meta.Value.HasQuantityDisplay ? meta.Value.QuantityDisplay : null);
+                     smd.security, smd.md, meta.Value.PriceDisplay, meta.Value.QuantityDisplay);
                }
             }
             _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);
@@ -146,6 +142,6 @@ namespace bts {
       }
 
       public void Dispose() =>
-         _resources.DisposeAll(true);
+         Disposable.dispose(_resources);
    }
 }

src/client/spark/Daemons/MergedMDDaemon.cs

@@ -2,7 +2,6 @@ using BCG;
 
 using bts.api;
 using bts.api.synthetic;
-using bts.collections;
 using bts.md;
 using bts.utils;
 
@@ -11,8 +10,6 @@ using mbts.co2;
 using mbts.spark;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -30,22 +27,16 @@ namespace bts {
       IDisposable _dispose;
       Dictionary<uint, SecurityMD> _server_sec_map = new Dictionary<uint, SecurityMD>();
       Dictionary<uint, SecurityMD> _fake_sec_map = new Dictionary<uint, SecurityMD>();
-      private readonly IList<IDisposable> _subs = new List<IDisposable>();
 
       [ImportingConstructor]
       public MergedMDDaemon(IBus bus) {
          //TempTester.test_analytics();
          bts.Log.Gen.info("MergedMDDaemon started");
          _bus = bus;
-         _subs.Add(_bus.subscribe(SparkTags.ServerSecuritiesTag).OnDispatcher().Subscribe(
-            d => _on_server_sec_map(d)));
-         _subs.Add(_bus.subscribe(SparkTags.FakeSecuritiesTag).OnDispatcher().Subscribe(
-            d => _on_fake_sec_map(d)));
-         // This is done periodically to remove expired contracts
-         // (disabling it right now because we are not sure if deleting securities 
-         // works with the various UI windows)
-         // _subs.Add(_bus.subscribe(SparkTags.SparkTimer).BufferLatest(TimeSpan.FromMinutes(1))
-         //             .Subscribe(t => _merge_and_post()));
+         _bus.subscribe(SparkTags.ServerSecuritiesTag).OnDispatcher().Subscribe(
+            d => _on_server_sec_map(d));
+         _bus.subscribe(SparkTags.FakeSecuritiesTag).OnDispatcher().Subscribe(
+            d => _on_fake_sec_map(d));
       }
 
       private void _log_options(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
@@ -62,28 +53,34 @@ namespace bts {
       }
 
       private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         //_log_options(sec_map);
-         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz: {0}", sec_map.Count()));
+         _log_options(sec_map);
+         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz:{0}", sec_map.Count()));
          _server_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
          _merge_and_post();
       }
 
       private void _on_fake_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_fake_sec_map sz: {0}", sec_map.Count()));
+         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_fake_sec_map sz:{0}", sec_map.Count()));
          _fake_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
          _merge_and_post();
       }
 
       private void _merge_and_post() {
          Func<SecurityMD, bool> is_active = (sec_md) => {
-            var sec = sec_md.security;
-            return SecurityExpirationHelper.is_unexpired(sec);
+            if (sec_md.security.HasFuture || sec_md.security.HasOption) {
+               var exp = sec_md.security.security_expiration();
+               if (exp.HasValue) {
+                  return exp.Value.Date >= DateTime.Now.Date.AddDays(-1);
+               }
+               return true;
+            }
+            return true;
          };
          var to_pub = _server_sec_map.Where(kv => is_active(kv.Value)).ToDictionary(kv => kv.Key, kv => kv.Value);
          foreach (var kv in _fake_sec_map) {
             to_pub[kv.Key] = kv.Value;
          }
-         bts.Log.Gen.info(String.Format("MergedMDDaemon._merge_and_post sz: {0}", to_pub.Count()));
+         bts.Log.Gen.info(String.Format("MergedMDDaemon._merge_and_post sz:{0}", to_pub.Count()));
          _bus.post(SparkTags.SecuritiesTag, to_pub);
          SystemContractData sc_data = new SystemContractData(to_pub);
          _bus.post(SparkTags.SystemContractsTag, sc_data);

src/client/spark/Daemons/ModifyOrderDaemon.cs

@@ -2,11 +2,10 @@
 using bts.api.orderman;
 using bts.spark;
 
+using mbts;
 using mbts.spark;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Composition;

src/client/spark/Daemons/OrderTicketDaemon.cs

@@ -10,8 +10,6 @@ using mbts.spark;
 using mbts.ui;
 using mbts.ui.spark;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
@@ -35,7 +33,7 @@ namespace bts.shell {
 
       [ImportingConstructor]
       public OrderTicketDaemon(IBus bus, OrdersModel model, UserSettingsHub settings_hub, ErrorReporter error_reporter)
-         : this(bus, model, settings_hub, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().close_on_send) { }
+         : this(bus, model, settings_hub, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().CloseOnSend) { }
 
       public OrderTicketDaemon(IBus bus, OrdersModel model, UserSettingsHub settings_hub, ErrorReporter error_reporter, bool close_on_send) {
          _bus = bus;

src/client/spark/Daemons/RFQDaemon.cs

@@ -1,42 +0,0 @@
-using bts.api;
-using mbts.ui;
-using Spark.Core.Disposables;
-
-using System;
-using System.Composition;
-using System.Reactive.Linq;
-using System.Collections.Generic;
-using mbts.spark;
-using bts.api.orderman;
-using bts.collections;
-using System.Linq;
-using Microsoft.Scripting.Utils;
-
-namespace bts {
-   [Export(typeof(IShellDaemon))]
-   class RFQDaemon : IShellDaemon, IDisposable {
-      private readonly IBus _bus;
-      private readonly bts.api.orderman.OrderService _order_service;
-      private List<IDisposable> _subs = new List<IDisposable>();
-
-      [ImportingConstructor]
-      public RFQDaemon(IBus bus, bts.api.orderman.OrderService order_service) {
-         bts.Log.Gen.info("RFQDaemon started");
-         _bus = bus;
-         _order_service = order_service;
-         var d = bus.subscribe(SparkTags.RFQSend)
-            .Subscribe(_handle_rfq);
-      }
-
-      private void _handle_rfq(RFQRequestImmutable rfq) {
-         bts.Log.Gen.info($"RFQDaemon._handle_rfq");
-         _order_service.send_rfq(rfq);
-      }
-
-      public void Dispose() {
-         foreach (var d in _subs) {
-            d.Dispose();
-         }
-      }
-   }
-}

src/client/spark/Daemons/RecenterDaemon.cs

@@ -2,8 +2,6 @@
 
 using mbts.spark;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -23,7 +21,7 @@ namespace mbts.ui {
       [ImportingConstructor]
       public RecenterDaemon(IBus bus) {
          _bus = bus;
-         _time_to_center = TimeSpan.FromSeconds(config.Configuration.get<bts.config.LadderKnobs>().seconds_to_recenter);
+         _time_to_center = TimeSpan.FromSeconds(config.Configuration.get<bts.config.LadderKnobs>().SecondsToRecenter);
          _last_recenter = DateTime.UtcNow;
 
          _dispose = _bus.subscribe(SparkTags.RequestRecenterLadder).Subscribe(_ => trigger_recenter(SparkTags.RecenterLadderNow));

src/client/spark/Daemons/ReportDaemon.cs

@@ -13,7 +13,6 @@ namespace bts.daemons {
    using mbts.ui;
 
    using Spark.Core.Collections;
-   using Spark.Core.Disposables;
 
    using System;
    using System.Collections.Generic;
@@ -30,11 +29,10 @@ namespace bts.daemons {
       readonly OrderService _order_service;
       readonly ErrorReporter _error_reporter;
       readonly IBus _bus;
-      readonly mbts.analytics.PNLReportCalculator _pnl_calc;
 
       IReadOnlyDictionary<int, ReportImmutable> _report_parameters_map =
          new Dictionary<int, ReportImmutable>();
-      IDisposable? _dispose;
+      IDisposable _dispose;
 
       [ImportingConstructor]
       public ReportDaemon(
@@ -50,7 +48,6 @@ namespace bts.daemons {
          _error_reporter = error_reporter;
          _order_service = order_service;
          _report_calculators = new(mk_report_calculator);
-         _pnl_calc = new PNLReportCalculator(bus);
 
          _dispose = Disposable.Create(
             bus.subscribe(SparkTags.ReportBlackboardTags.Create).Subscribe(rp => _create_report(rp).ignore()),
@@ -62,8 +59,7 @@ namespace bts.daemons {
             _bus.subscribe(SparkTags.SystemContractsTag).CombineLatest(
                _order_service.subscribe_fills(), _position_service.subscribe_manual_fills())
                .Subscribe(tup => _on_all_trade_data(tup.First, tup.Second, tup.Third)),
-            _report_calculators,
-            _pnl_calc);
+         _report_calculators);
 
          IDisposable mk_report_calculator(int id) {
             if (!_report_parameters_map.TryGetValue(id, out var r)) {
@@ -160,8 +156,8 @@ namespace bts.daemons {
 
          var fills_tl = fills_filtered.Select(
             f => new TradeLogRow(f, sc_data.sec_md_map[f.SecurityKey].security));
-         var m_fills_tl = man_fills_filtered.Select(m => new TradeLogRow(
-               m, sc_data.sec_md_map[m.SecurityKey].security, Fill.Types.FillKind.Standard));
+         var m_fills_tl = man_fills_filtered.Select(
+            m => new TradeLogRow(m, sc_data.sec_md_map[m.SecurityKey].security));
          var merged_fills = fills_tl.Concat(m_fills_tl).ToList();
          Log.Ui.info($"ReportDaemon posting {merged_fills.Count} trades");
          _bus.post(SparkTags.TradeLogTag, merged_fills);

src/client/spark/Daemons/SecurityPickerDaemon.cs

@@ -5,8 +5,6 @@ using mbts;
 using mbts.spark;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Composition;
 using System.Reactive.Linq;

src/client/spark/Daemons/ShellLatencyDaemon.cs

@@ -1,11 +1,10 @@
 using bts.api.core;
 using bts.metrics;
 
+using mbts;
 using mbts.config;
 using mbts.ui;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Composition;
 using System.Linq;
@@ -25,7 +24,7 @@ namespace bts.perf {
       [ImportingConstructor]
       public ShellLatencyDaemon(ShellLatencyService service, Lazy<UserTuple> user) {
          _service = service;
-         _version = Configuration.get<bts.config.System>().version;
+         _version = Configuration.get<bts.config.System>().Version;
          _username = user.Value.name;
          _hostname = Environment.MachineName;
 
@@ -50,32 +49,32 @@ 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;
+         string server_ip = Configuration.get<bts.config.System>().ConfigIp;
+         int delay = config.WorkloopMillisecondsInterval;
          int _current_missed_ping_count = 0;
 
-         if (config.shell_ping_is_enabled && pinger != null) {
+         if (config.ShellPingIsEnabled && pinger != null) {
             while (true) {
                try {
                   await Task.Delay(delay);
-                  var response = await pinger.SendPingAsync(server_ip, config.timeout_milliseconds_threshold);
+                  var response = await pinger.SendPingAsync(server_ip, config.TimeoutMillisecondsThreshold);
                   if (response.Status == IPStatus.Success) {
                      _current_missed_ping_count = 0;
-                     if (response.RoundtripTime > config.logging_milliseconds_threshold) {
+                     if (response.RoundtripTime > config.LoggingMillisecondsThreshold) {
                         Log.Ui.warn($"Ping response not received in a timely manner:\n" +
                            $"\tAddress:\t{response.Address}\n" +
                            $"\tRoundTrip:\t{response.RoundtripTime} ms");
                      }
                      // potentially reset delay to initial work period (no-op otherwise)
-                     delay = config.workloop_milliseconds_interval;
+                     delay = config.WorkloopMillisecondsInterval;
                   } else {
                      _current_missed_ping_count++;
-                     delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                     delay = _get_exp_delay(_current_missed_ping_count, config.WorkloopMillisecondsInterval, config.MaximumBackoffMilliseconds);
                      Log.Ui.warn($"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);
+                  delay = _get_exp_delay(_current_missed_ping_count, config.WorkloopMillisecondsInterval, config.MaximumBackoffMilliseconds);
                   Log.Ui.error($"Ping exception. {e}\nBacking off for {delay} milliseconds.");
                }
             } // end while

src/client/spark/Images/Icons.cs

@@ -52,9 +52,6 @@ namespace mbts.ui {
          EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
          VolCurveGeometryKey = nameof(VolCurveGeometryKey),
          FinancialGrowthGeometryKey = nameof(FinancialGrowthGeometryKey),
-         MarketGeometryKey = nameof(MarketGeometryKey),
-         RefreshGeometryKey = nameof(RefreshGeometryKey),
-         FavoriteWindowGeometryKey = nameof(FavoriteWindowGeometryKey),
          GearGeometryKey = nameof(GearGeometryKey),
          HamburgerMenuGeometryKey = nameof(HamburgerMenuGeometryKey),
          HornGeometryKey = nameof(HornGeometryKey),
@@ -63,7 +60,6 @@ namespace mbts.ui {
          LetterDKey = nameof(LetterDKey),
          MenuOrientationGeometryKey = nameof(MenuOrientationGeometryKey),
          OrdersGeometryKey = nameof(OrdersGeometryKey),
-         PaperPlaneGeometryKey = nameof(PaperPlaneGeometryKey),
          PauseGeometryKey = nameof(PauseGeometryKey),
          PaymentGeometryKey = nameof(PaymentGeometryKey),
          PencilGeometryKey = nameof(PencilGeometryKey),
@@ -81,9 +77,7 @@ namespace mbts.ui {
 
       public static Geometry PlayGeometry => Geometry.Parse(get_geometric_path(PlayGeometryKey).FirstOrDefault() ?? string.Empty);
 
-      static readonly Pen _copy_boxes_pen = new Pen(
-         BTSColors.UI.icon_foreground, 5.0.RoundLayoutValue())
-         .frozen();
+      static readonly Pen _copy_boxes_pen = new Pen(Brushes.Black, HighDpiExtensions.RoundLayoutValue(5)).frozen();
 
       static readonly string base_uri = "pack://application:,,,/Images/Icons/";
       private static ResourceDictionary _resources = (ResourceDictionary)Application.LoadComponent(new Uri("/Images/Vector/Icons.xaml", UriKind.RelativeOrAbsolute));
@@ -122,8 +116,8 @@ namespace mbts.ui {
 
 
       public static ImageSource DataCopy { get { return load_image("DataCopy.ico"); } }
-      // public static ImageSource Refresh { get { return load_image("Refresh.png"); } }
-      // public static ImageSource FavoriteWindow { get { return load_image("FavoriteWindow.png"); } }
+      public static ImageSource Refresh { get { return load_image("Refresh.png"); } }
+      public static ImageSource FavoriteWindow { get { return load_image("FavoriteWindow.png"); } }
 
       public static ImageSource Browser => load_resource_and_freeze("Browser");
 
@@ -159,9 +153,6 @@ namespace mbts.ui {
       public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }
 
       public static ImageSource Orders => create_icon(OrdersGeometryKey);
-
-      public static ImageSource Refresh => create_icon(RefreshGeometryKey);
-      public static ImageSource FavoriteWindow => create_icon(FavoriteWindowGeometryKey);
       public static ImageSource AddOrders { get { return load_resource_and_freeze("AddOrders"); } }
       public static ImageSource CancelOrders { get { return load_resource_and_freeze("CancelOrders"); } }
       public static ImageSource CancelBuys { get { return load_resource_and_freeze("CancelBuys"); } }
@@ -212,7 +203,6 @@ namespace mbts.ui {
       public static ImageSource CopyBoxes => create_icon(CopyBoxesGeometryKey, null, _copy_boxes_pen);
       public static ImageSource CurrencyExchange => create_icon(CurrencyExchangeGeometryKey);
       public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
-      public static ImageSource DayFills => PNL;
       public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
       public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
       public static ImageSource Disk => create_icon(DiskGeometryKey);
@@ -239,24 +229,17 @@ namespace mbts.ui {
       public static ImageSource Import => load_resource_and_freeze("Import");
       public static ImageSource Key => create_icon(KeyGeometryKey);
       public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
-      public static ImageSource manual_fills => create_icon(DataEditGeometryKey);
-      public static ImageSource Market => create_icon(MarketGeometryKey);
       public static ImageSource MenuOrientation => create_icon(MenuOrientationGeometryKey);
-      public static ImageSource open_orders => Book;
       public static ImageSource options_view => Sheets;
-      public static ImageSource paper_plane => create_icon(
-         PaperPlaneGeometryKey, null, new(BTSColors.UI.icon_foreground, 2));
       public static ImageSource Pause => create_icon(PauseGeometryKey);
       public static ImageSource Payment => create_icon(PaymentGeometryKey);
       public static ImageSource Pencil => create_icon(PencilGeometryKey);
       public static ImageSource Play => create_icon(PlayGeometryKey);
-      public static ImageSource PNL => Accounting;
       public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
       public static ImageSource RecurringSchedule => create_icon(RecurringScheduleGeometryKey);
       public static ImageSource RecurringScheduleGray => create_icon(RecurringScheduleGeometryKey, Brushes.Gray);
       public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
       public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
-      public static ImageSource rfq => paper_plane;
       public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
       public static ImageSource Speaker => create_icon(SpeakerGeometryKey);
       public static ImageSource Star => create_icon(StarGeometryKey);
@@ -279,9 +262,9 @@ namespace mbts.ui {
       public static ImageSource vol_surface => Math;
       public static ImageSource Wrench { get { return load_resource_and_freeze("Wrench"); } }
       public static ImageSource RightArrow => create_icon(
-         ArrowGeometryKey, null, new(BTSColors.UI.icon_foreground, 3));
+         ArrowGeometryKey, null, new(Brushes.Black, 3));
       public static ImageSource DownArrow => create_icon(
-         ArrowGeometryKey, null, new(BTSColors.UI.icon_foreground, 3), new RotateTransform(90, 0.5, 0.5));
+         ArrowGeometryKey, null, new(Brushes.Black, 3), new RotateTransform(90, 0.5, 0.5));
       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");
@@ -289,10 +272,10 @@ namespace mbts.ui {
       public static ImageSource FloppyDisk => create_icon("FloppyDisk");
 
       static Brush _default_chevron_brush => null;
-      static Pen _default_chevron_pen { get; } = new Pen(BTSColors.UI.default_text, 3).frozen();
+      static Pen _default_chevron_pen { get; } = new Pen(Brushes.Black, 3).frozen();
 
       public static ImageSource create_icon(string geometric_path_key) =>
-         create_icon(geometric_path_key, BTSColors.UI.icon_foreground);
+         create_icon(geometric_path_key, Brushes.Black);
 
       public static ImageSource create_icon(string geometric_path_key, Brush brush, Pen pen = null, Transform transform = null) {
          var rv = new DrawingImage(create_drawing(geometric_path_key, brush, pen, transform));

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

@@ -325,18 +325,6 @@
     M50.14375,33.389126C50.416863,33.394688,50.653496,33.587773,50.705998,33.864617L50.015995,45.114388C49.810295,46.291462,49.130394,45.097489,49.130394,45.097489L47.65659,42.640538C42.747776,49.635197 34.633152,54.221001 25.433924,54.221001 14.884193,54.221001 5.7437552,48.204125 1.2449617,39.419205 0.80087067,38.552021 0.21358696,37.705738 0.052086769,36.736958 -0.49735315,33.490925 3.4507786,32.901036 4.8049124,34.432404 5.3674143,35.067692 6.034036,36.16407 6.5079177,37.026051 10.106778,43.799416 17.2321,48.413819 25.433924,48.413819 32.656544,48.413819 39.026364,44.826695 42.903977,39.351506L40.229367,38.854115C40.229367,38.854115,38.677464,38.647118,39.742466,37.996033L50.024895,33.398526C50.064972,33.391365,50.104733,33.388333,50.14375,33.389126z M23.030291,9.0310004L27.889918,9.0310004 27.889918,13.028299C30.539786,13.205498,32.324932,13.958096,33.464161,14.528294L33.964176,14.775793 32.417435,20.038878 31.706417,19.68068C30.579987,19.11958 28.839241,18.244583 26.149073,18.244583 24.006916,18.244583 22.723183,19.122181 22.723183,20.590876 22.723183,21.894272 23.943314,22.804369 27.551308,24.187165 32.706444,26.124659 34.911,28.702853 34.911,32.817341 34.911,36.892929 32.090527,40.05172 27.673611,40.989117L27.673611,45.540001 22.767485,45.540001 22.767485,41.330414C20.252919,41.155815,17.695551,40.424118,16.101811,39.404721L15.683999,39.137619 17.221739,33.731438 17.969059,34.180634C19.088988,34.851235 21.402748,35.97873 24.340325,35.97873 26.734886,35.97873 28.276728,34.921635 28.276728,33.291336 28.276728,31.986641 27.547409,30.853846 23.986016,29.57255 20.083815,28.144253 16.095511,26.04406 16.095511,21.239174 16.095511,17.280985 18.737379,14.291395 23.030291,13.329098z M25.268765,0C35.819447,2.7347414E-07 44.961449,6.0155495 49.458798,14.804573 49.902695,15.669173 50.490094,16.516972 50.651287,17.48427 51.198281,20.734265 47.255726,21.318962 45.901341,19.789065 45.336346,19.153567 44.669552,18.051968 44.19566,17.19517 40.5957,10.421881 33.473275,5.8072398 25.268765,5.8072393 18.047545,5.8072398 11.678013,9.3918336 7.8003562,14.867073L10.474627,15.367072C10.474627,15.367072,12.026909,15.574172,10.962921,16.223872L0.67933281,20.826762C0.36037083,20.880062,0.057029126,20.669165,0.00099972012,20.354063L0.69093342,9.1118043C0.89552094,7.9296158,1.5738537,9.124924,1.5738539,9.124924L3.0452772,11.583379C7.9566038,4.584462,16.073666,2.7347414E-07,25.268765,0z
   </sys:String>
 
-  <!-- Paper Plane (the icon is free to use if we include this information in our credit section)
-    Icon by <a href="https://freeicons.io/profile/2257">www.wishforge.games</a> on <a href="https://freeicons.io">freeicons.io</a>
-  -->
-  <x:Array x:Key="{x:Static mbts:Icons.PaperPlaneGeometryKey}" Type="sys:String">
-    <sys:String>
-      M26.4,2.9L3.8,15c-0.7,0.4-0.7,1.5,0.1,1.8l20.8,8.7c0.6,0.3,1.3-0.2,1.4-0.8l1.7-20.8 C27.9,3,27.1,2.5,26.4,2.9z
-    </sys:String>
-    <sys:String>
-      M26,4L13,20v7.3c0,0.9,1.2,1.4,1.8,0.7L19,23
-    </sys:String>
-  </x:Array>
-
   <sys:String x:Key="{x:Static mbts:Icons.PauseGeometryKey}">
     M17.94,0L29.150001,0 29.150001,32 17.94,32z M0,0L11.210002,0 11.210002,32 0,32z
   </sys:String>
@@ -515,7 +503,7 @@
         <DrawingGroup.Children>
           <GeometryDrawing Geometry="M1540.22,2082.07L1546.95,2102.78 1568.73,2102.78 1551.11,2115.58 1557.84,2136.29 1540.22,2123.49 1522.6,2136.29 1529.33,2115.58 1511.71,2102.78 1533.49,2102.78 1540.22,2082.07z">
             <GeometryDrawing.Pen>
-              <Pen Thickness="3" Brush="{mbts:BTSColor UI.icon_foreground}" />
+              <Pen Thickness="3" Brush="Black" />
             </GeometryDrawing.Pen>
             <GeometryDrawing.Brush>
               <SolidColorBrush Color="Transparent" />
@@ -537,7 +525,7 @@ M 52.868601,3.8869994 C51.026201,3.8869996 49.534,5.3791947 49.534,7.2190399 49.
 M5.2010002,14.812L5.2010002,43.573997 56.098,43.573997 56.098,14.812z
 M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
             <GeometryDrawing.Pen>
-              <Pen Thickness="1" Brush="{mbts:BTSColor UI.icon_foreground}" />
+              <Pen Thickness="1" Brush="Black" />
             </GeometryDrawing.Pen>
           </GeometryDrawing>
         </DrawingGroup.Children>
@@ -549,14 +537,14 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
     <DrawingImage.Drawing>
       <DrawingGroup>
         <DrawingGroup.Children>
-          <GeometryDrawing Brush="{mbts:BTSColor UI.icon_foreground}" Geometry="
+          <GeometryDrawing Brush="Black" Geometry="
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           <GeometryDrawing Geometry="{Binding Source={StaticResource {x:Static mbts:Icons.ArrowGeometryKey}}}">
             <GeometryDrawing.Pen>
-              <Pen Thickness="3" Brush="{mbts:BTSColor UI.icon_foreground}"/>
+              <Pen Thickness="3" Brush="Black"/>
             </GeometryDrawing.Pen>
           </GeometryDrawing>
         </DrawingGroup.Children>
@@ -1248,7 +1236,7 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
       <DrawingGroup>
         <DrawingGroup.Children>
           <GeometryDrawing
-            Brush="{mbts:BTSColor UI.icon_foreground}"
+            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>
@@ -1261,7 +1249,7 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
       <DrawingGroup>
         <DrawingGroup.Children>
           <GeometryDrawing
-            Brush="{mbts:BTSColor UI.icon_foreground}"
+            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>
@@ -1275,30 +1263,15 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
       <DrawingGroup>
         <DrawingGroup.Children>
           <GeometryDrawing
-            Brush="{mbts:BTSColor UI.icon_foreground}"
+            Brush="Black"
             Geometry="M 0.814453 2e-6 C 0.365092 -7.56e-4 3.21e-4 0.36314 0 0.812502 v 23.945313 c 0.788895 1.126154 1.626953 -0.02112 1.626953 -0.02112 V 1.625002 h 16.241843 c 0 0 0.80538 -0.934678 -0.124651 -1.625002 z M 3.750875 3.43624 C 3.301514 3.435482 2.936743 3.799378 2.936422 4.24874 v 23.945313 c -7.6e-4 0.450124 0.364329 0.815213 0.814453 0.814453 h 7.439453 C 11.042745 28.716852 10.90913 28.418337 10.789937 28.113975 10.699431 27.872971 10.617994 27.628659 10.545796 27.381553 H 4.563375 V 5.06124 h 15.304687 v 7.039063 c 0.173002 -0.01023 0.346234 -0.01609 0.519531 -0.01758 0.343731 -2.6e-4 0.68726 0.01669 1.029297 0.05078 0.02606 0.0038 0.0521 0.0077 0.07813 0.01172 V 4.248738 C 21.494699 3.799376 21.129928 3.43548 20.680567 3.436238 Z m 13.332031 6.884766 c -1.226661 0 -2.230469 1.002456 -2.230469 2.228516 v 9.572265 l -0.824219 -0.8125 v 0.002 c -0.991917 -0.9815 -2.60964 -0.982302 -3.603515 0 -0.48293 0.477155 -0.751953 1.119962 -0.751953 1.796875 0 0.67607 0.269215 1.317958 0.751953 1.794922 l 4.841797 4.78711 0.0078 0.0078 c 2.115591 1.851014 4.144077 2.322266 5.615234 2.322266 0.547268 0 1.017683 -0.06414 1.388672 -0.142578 1.701281 -0.360558 3.108561 -1.372782 3.751954 -2.75586 0.419048 -0.9011 0.978455 -2.062137 0.923828 -3.261718 4.09e-4 -0.01025 0.0011 -0.0075 0.002 -0.02344 0.0015 -0.02655 0.0039 -0.01047 0.0039 -0.07813 v -5.113281 c 0 -1.161114 -0.955476 -2.109375 -2.121094 -2.109375 -0.04803 0 -0.09044 0.0088 -0.136719 0.01172 -0.207784 -1.015547 -1.021531 -1.826172 -2.095703 -1.826172 -0.343265 0 -0.63914 0.145124 -0.93164 0.285156 -0.397916 -0.616533 -1.045784 -1.0625 -1.830078 -1.0625 -0.189487 0 -0.354735 0.07615 -0.53125 0.121094 v -3.515625 c 0 -1.22606 -1.003809 -2.228516 -2.230469 -2.228516 z m 0 1.699219 c 0.148476 0 0.278642 0.05997 0.375 0.15625 0.09685 0.09678 0.15625 0.225142 0.15625 0.373047 v 5.625 1.740234 c 0 0.464846 0.384763 0.849609 0.849609 0.849609 0.464527 0 0.84961 -0.383921 0.84961 -0.849609 v -1.740234 c 0 -0.148598 0.05896 -0.275762 0.15625 -0.373047 0.09729 -0.09729 0.228277 -0.158203 0.375 -0.158203 0.146722 0 0.277709 0.06091 0.375 0.158203 0.09729 0.09729 0.15625 0.224449 0.15625 0.373047 v 0.77539 0.4375 c 0 0.465373 0.384236 0.84961 0.849609 0.84961 0.465373 0 0.849609 -0.384239 0.849609 -0.84961 v -0.425781 l 0.0059 -0.06836 c 0.0286 -0.265146 0.249414 -0.472657 0.52539 -0.472657 0.148238 0 0.278481 0.05996 0.375 0.15625 0.09649 0.09627 0.15625 0.225145 0.15625 0.373047 v 1.935547 c 0 0.465371 0.384237 0.84961 0.84961 0.84961 0.465372 0 0.849609 -0.384237 0.849609 -0.84961 v -0.65039 c 0.0016 -9e-6 2.95e-4 0 0.002 0 0.238806 0 0.421875 0.185008 0.421875 0.410156 l 0.002 5.0625 c -4.64e-4 0.0084 -0.0023 0.0401 -0.0039 0.07227 -0.0015 0.03041 -0.0059 0.02687 -0.002 0.101563 0.03253 0.757506 -0.372777 1.677807 -0.765625 2.521484 h -0.002 c -0.194342 0.418116 -0.532821 0.810028 -0.976563 1.126953 -0.443595 0.316821 -0.990203 0.55925 -1.585937 0.685547 -0.515602 0.10823 -1.298166 0.179402 -2.248047 -0.03125 -0.47546 -0.105441 -0.991926 -0.281044 -1.539063 -0.560547 -0.547306 -0.279588 -1.127683 -0.66381 -1.724609 -1.185547 L 11.620061 23.69601 c -0.162198 -0.160763 -0.248047 -0.365899 -0.248047 -0.587891 0 -0.223284 0.08648 -0.426518 0.248047 -0.585937 0.168295 -0.166151 0.386826 -0.249911 0.607422 -0.25 0.220595 -9e-5 0.437432 0.08144 0.605469 0.248047 l 2.240234 2.207031 0.01367 0.02148 0.04687 0.03516 0.03711 0.0332 0.02539 0.01758 0.01563 0.01367 0.01563 0.0098 c 0.114637 0.07747 0.248043 0.126397 0.388672 0.140625 l -0.04883 -0.0078 0.04102 0.0098 0.08594 0.0039 h 0.0078 c 0.06844 0 0.126002 -0.0085 0.169922 -0.01758 l 0.0059 -0.002 0.01953 -0.0039 h 0.02539 l 0.06641 -0.02734 0.02734 -0.0098 0.0098 -0.0039 c 0.102105 -0.04223 0.198238 -0.105586 0.28125 -0.189454 h 0.002 c 0.163006 -0.165519 0.243191 -0.385955 0.242188 -0.599609 v -0.002 -0.01953 -11.580078 c 0 -0.147904 0.0594 -0.276271 0.15625 -0.373047 0.09636 -0.09628 0.226522 -0.15625 0.375 -0.15625 z"
           />
         </DrawingGroup.Children>
       </DrawingGroup>
     </DrawingImage.Drawing>
   </DrawingImage>
-  <!-- Credits: https://freeicons.io/icon/download?_token=zMXvmlGgqOxtOIVOq4byxkcsakzIoDKVPValPURT&icon_id=line-chart-icon-6411&type=svg -->
-  <x:Array x:Key="{x:Static mbts:Icons.MarketGeometryKey}" Type="sys:String">
-    <sys:String>M33,362.371v78.9c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-138.8l-44.3,44.3C57.9,356.071,45.9,361.471,33,362.371z</sys:String>
-		<sys:String>M142,301.471v139.8c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-82.3c-13.9-0.3-26.9-5.8-36.7-15.6L142,301.471z</sys:String>
-		<sys:String>M251,350.271v91c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-167.9l-69.9,69.9C257,345.971,254.1,348.271,251,350.271z</sys:String>
-		<sys:String>M432.7,170.171l-72.7,72.7v198.4c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-265.6c-2-1.7-3.5-3.2-4.6-4.2L432.7,170.171z</sys:String>
-		<sys:String>M482.6,41.371c-2.9-3.1-7.3-4.7-12.9-4.7c-0.5,0-1.1,0-1.6,0c-28.4,1.3-56.7,2.7-85.1,4c-3.8,0.2-9,0.4-13.1,4.5c-1.3,1.3-2.3,2.8-3.1,4.6c-4.2,9.1,1.7,15,4.5,17.8l7.1,7.2c4.9,5,9.9,10,14.9,14.9l-171.6,171.7l-77.1-77.1c-4.6-4.6-10.8-7.2-17.4-7.2c-6.6,0-12.7,2.6-17.3,7.2L7.2,286.871c-9.6,9.6-9.6,25.1,0,34.7l4.6,4.6c4.6,4.6,10.8,7.2,17.4,7.2s12.7-2.6,17.3-7.2l80.7-80.7l77.1,77.1c4.6,4.6,10.8,7.2,17.4,7.2c6.6,0,12.7-2.6,17.4-7.2l193.6-193.6l21.9,21.8c2.6,2.6,6.2,6.2,11.7,6.2c2.3,0,4.6-0.6,7-1.9c1.6-0.9,3-1.9,4.2-3.1c4.3-4.3,5.1-9.8,5.3-14.1c0.8-18.4,1.7-36.8,2.6-55.3l1.3-27.7C487,49.071,485.7,44.571,482.6,41.371z</sys:String>
-  </x:Array>
-  <!-- Credits:  -->
-  <x:Array x:Key="{x:Static mbts:Icons.RefreshGeometryKey}" Type="sys:String">
-    <sys:String>M45.633,17.348C46.54,19.792,47,22.367,47,25c0,12.131-9.869,22-22,22c-6.595,0-12.795-2.963-16.958-8H15v-2H5v10h2v-6.126C11.53,46.007,18.068,49,25,49c13.234,0,24-10.767,24-24c0-2.872-0.502-5.68-1.492-8.348L45.633,17.348z</sys:String>
-	<sys:String>M35,13h10V3h-2v6.125C38.47,3.992,31.934,1,25,1C11.767,1,1,11.767,1,25c0,2.872,0.502,5.68,1.492,8.348l1.875-0.696C3.46,30.208,3,27.633,3,25C3,12.869,12.869,3,25,3c6.598,0,12.795,2.962,16.958,8H35V13z</sys:String>
-  </x:Array>
-  <!-- Credits:  -->
-  <x:Array x:Key="{x:Static mbts:Icons.FavoriteWindowGeometryKey}" Type="sys:String">
-  <sys:String>M4 2h16a1 1 0 0 1 1 1v19.276a.5.5 0 0 1-.704.457L12 19.03l-8.296 3.702A.5.5 0 0 1 3 22.276V3a1 1 0 0 1 1-1zm15 17.965V4H5v15.965l7-3.124 7 3.124zM12 13.5l-2.939 1.545.561-3.272-2.377-2.318 3.286-.478L12 6l1.47 2.977 3.285.478-2.377 2.318.56 3.272L12 13.5z</sys:String>
-  </x:Array>
+
+
   <!-- 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

src/client/spark/Init/ReleaseNotesParade.cs

@@ -28,7 +28,7 @@ namespace bts.shell {
          }
       }
       bool check_version() {
-         string current = Configuration.get<bts.config.System>().version;
+         string current = Configuration.get<bts.config.System>().Version;
          if (!string.IsNullOrWhiteSpace(current) && current != "private") {
             using (var key = Registry.CurrentUser.CreateSubKey(@"Software\BTS")) {
                var value = key.GetValue("version");

src/client/spark/Model/Market/MarketDataAuxiliaryModel.cs

@@ -4,7 +4,6 @@
 
    using mbts.utils;
 
-   using Spark.Core.Disposables;
    using Spark.Core.Reactive;
 
    using System;

src/client/spark/Model/SecurityResolverExporter.cs

@@ -1,25 +0,0 @@
-#nullable enable
-namespace Spark.Model {
-   using bts;
-   using bts.api;
-   using bts.co2;
-
-   using mbts.spark;
-
-   using Spark.Api.Reactive;
-   using Spark.Core;
-
-   using System.Composition;
-
-   class SecurityResolverExporter : VirtualSingleton<SecurityResolverExporter> {
-      readonly LazyOnce<SecurityResolver>? _resolver;
-
-      [ImportingConstructor]
-      public SecurityResolverExporter(IBus bus, MarketDataRelay md_relay) =>
-         _resolver = new(() => new(md_relay, bus.subscribe(SparkTags.SecuritiesTag)));
-
-      [Export]
-      public SecurityResolver resolver =>
-         Log.notnull(_resolver);
-   }
-}

src/client/spark/Model/Settings/ModuleSettings.cs

@@ -1,31 +0,0 @@
-#nullable enable
-namespace mbts.ui.shell {
-   using ProtoBuf;
-
-   using Spark.Core.Protobuf;
-
-   using System.Collections.Generic;
-
-   [ProtoContract]
-   public class ModuleSettings : IProtobuf<ModuleSettings> {
-      [ProtoMember(1)]
-      public string? name { get; set; }
-
-      [ProtoMember(2)]
-      public byte[]? app_data { get; set; }
-
-      public bool Equals(ModuleSettings? other) =>
-         other is not null &&
-         name == other.name &&
-         app_data.safe_sequence_equals(other.app_data);
-
-      public override bool Equals(object? obj) =>
-         Equals(obj as ModuleSettings);
-
-      public override int GetHashCode() =>
-         GetType().GetHashCode();
-
-      public ModuleSettings Clone() =>
-         ProtobufSerializationHelper.clone(this);
-   }
-}

src/client/spark/Model/Settings/SettingsPersistenceModel.cs

@@ -1,172 +0,0 @@
-#nullable enable
-namespace mbts.persist {
-   using bts;
-   using bts.api.core;
-   using bts.api.persistence;
-   using bts.spark;
-
-   using Spark.Core.Protobuf;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Composition;
-   using System.Linq;
-   using System.Reactive.Linq;
-   using System.Text.RegularExpressions;
-   using System.Threading;
-   using System.Threading.Tasks;
-   using System.Windows;
-
-   public class SettingsPersistenceModel : IPersist, IUserPersist {
-      readonly PersistenceService _persist;
-      readonly ErrorReporter _errors;
-      readonly string _user;
-
-      public SettingsPersistenceModel(
-         string user, PersistenceService persist, ErrorReporter errors) {
-         _user = user;
-         _persist = persist;
-         _errors = errors;
-      }
-
-      public Task set<T>(string ns, string key, T value) {
-         return _persist.store_async(new StoreRequest() {
-            Ns = _user_ns(ns),
-            Record = {
-               new Record() {
-                  Key = key,
-                  Value = ProtobufSerializationHelper.serialize_to_byte_string(value)
-               }
-            }
-         });
-      }
-
-      public Task clear(string ns, string key) {
-         return _persist.remove_async(new RemoveRequest() {
-            Ns = _user_ns(ns),
-            Key = { key }
-         });
-      }
-
-      public async Task<T?> get<T>(string ns, string key) {
-         var ret = await _persist.retrieve_async(new RetrieveRequest() {
-            Ns = _user_ns(ns),
-            Key = { key }
-         });
-         _check_error(ret, ns, key, out var empty);
-         if (empty) {
-            return default;
-         }
-         return ProtobufSerializationHelper.deserialize<T>(ret.value.Record.Single().Value);
-      }
-
-      public async Task<T[]> get_many<T>(string ns, string key) {
-         var ret = await _persist.retrieve_async(new RetrieveRequest() {
-            Ns = _user_ns(ns),
-            Key = { key }
-         });
-         _check_error(ret, ns, key, out bool empty);
-         if (empty) {
-            return Array.Empty<T>();
-         }
-         return ProtobufSerializationHelper.deserialize_many<T>(
-            ret.value.Record.Single().Value.ToByteArray());
-      }
-
-      public async Task<IEnumerable<PersistResult<T>>> query<T>(string ns, string pattern) {
-         var regex = new Regex(pattern);
-         var results = await _persist.retrieve_all_async(
-            new RetrieveAllRequest() {
-               Ns = _user_ns(ns)
-            });
-         _check_error(results, ns, string.Empty, out bool empty);
-         if (empty) {
-            return Enumerable.Empty<PersistResult<T>>();
-         }
-         return results.value.Record
-            .Where(r => regex.IsMatch(r.Key))
-            .Select(r => new PersistResult<T>() {
-               user = _user,
-               ns = ns,
-               key = r.Key,
-               value = ProtobufSerializationHelper.deserialize<T>(r.Value)
-            }).ToList();
-      }
-
-      public IDisposable subscribe<T>(
-         string ns, string pattern, Action<IEnumerable<PersistResult<T>>> callback) =>
-         subscribe<T>(ns, pattern).Subscribe(callback);
-
-      public IObservable<IEnumerable<PersistResult<T>>> subscribe<T>(string ns, string pattern) {
-         var ctx = SynchronizationContext.Current ??
-            throw new InvalidOperationException("Current SynchronizationContext is null");
-         var re = new Regex(pattern);
-         return _persist
-            .subscribe_ns(_user_ns(ns))
-            .Select(update =>
-               update.added
-                  .Where(item => re.IsMatch(item.Key))
-                  .Select(item => new PersistResult<T>() {
-                     user = _user,
-                     ns = ns,
-                     key = item.Key,
-                     value = ProtobufSerializationHelper.deserialize<T>(item.Value)
-                  }))
-            .SubscribeOn(ctx);
-      }
-
-      public void Dispose() =>
-         GC.SuppressFinalize(this);
-
-      string _user_ns(string ns) =>
-         $"{_user}#{ns}";
-
-      void _check_error(Result<RetrieveResponse> result, string ns, string key, out bool empty) {
-         if (result.success) {
-            switch (result.value.Result) {
-               case RetrieveResponse.Types.Result.EmptyNs:
-               case RetrieveResponse.Types.Result.NoSuchNs:
-               case RetrieveResponse.Types.Result.NoSuchKey:
-                  empty = true;
-                  return;
-               case RetrieveResponse.Types.Result.EmptyKey:
-               case RetrieveResponse.Types.Result.DuplicateKey:
-                  _errors?.report_error(
-                     $"Invalid Key {result} '{key}'",
-                     "Requested Invalid Settings Key",
-                     MessageBoxImage.Information);
-                  empty = true;
-                  return;
-               default:
-               case RetrieveResponse.Types.Result.Ok:
-                  empty = false;
-                  return;
-            }
-         } else {
-            _errors?.report_error(
-               $"There was an error communicating with the settings server: {result.error_message}",
-               "Failed to retrieve settings from the server");
-            empty = true;
-         }
-      }
-   }
-
-   [Export(typeof(IPersist))]
-   public class UISettings : SettingsPersistenceModel {
-      [ImportingConstructor]
-      public UISettings([Import("settings")] PersistenceService persist, ErrorReporter err)
-         : base("all_users", persist, err) { }
-   }
-
-   [Export(typeof(IUserPersist))]
-   public class UserUISettings : SettingsPersistenceModel {
-      public UserUISettings(
-         uint user_id, [Import("settings")] PersistenceService persist, ErrorReporter err)
-         : base($"User {user_id}", persist, err) { }
-
-      [ImportingConstructor]
-      public UserUISettings(
-         Lazy<UserTuple> user, [Import("settings")] PersistenceService persist, ErrorReporter err)
-         : this(user.Value.id, persist, err) { }
-   }
-}

src/client/spark/Model/Settings/SettingsProfile.cs

@@ -1,44 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts.utils;
-
-   using System;
-
-   interface ISettingsProfile<T> {
-      uint id { get; }
-      string? name { get; }
-      T? value { get; }
-      SecurityCriteria? security_criteria { get; }
-   }
-
-   readonly struct SettingsProfile<T> : IEquatable<SettingsProfile<T>> where T : class, IEquatable<T> {
-      public static readonly Func<SettingsProfile<T>, uint> key_fn = ns => ns.id;
-
-      public readonly uint id;
-      public readonly string? name;
-      public readonly T? value;
-      public readonly SecurityCriteria? security_criteria;
-
-      public SettingsProfile(uint id, string? name, T? value, SecurityCriteria? security_criteria = null) {
-         this.id = id;
-         this.name = name;
-         this.value = value;
-         this.security_criteria = security_criteria;
-      }
-
-      public SettingsProfile<T> with(uint? id = null, string? name = null, T? value = null, SecurityCriteria? security_criteria = null) =>
-         new(id ?? this.id, name ?? this.name, value ?? this.value, security_criteria ?? this.security_criteria);
-
-      public bool Equals(SettingsProfile<T> other) =>
-         id == other.id &&
-         name == other.name &&
-         value.safe_equals(other.value) &&
-         security_criteria.safe_equals(other.security_criteria);
-
-      public override bool Equals(object? obj) =>
-         obj is SettingsProfile<T> other && Equals(other);
-
-      public override int GetHashCode() =>
-         id.GetHashCode();
-   }
-}

src/client/spark/Model/Settings/WindowPosition.cs

@@ -1,71 +0,0 @@
-#nullable enable
-namespace mbts.ui.shell {
-   using ProtoBuf;
-
-   using Spark.Core.Protobuf;
-
-   using System;
-   using System.ComponentModel;
-
-   [ProtoContract]
-   public class WindowPosition : IProtobuf<WindowPosition> {
-      [ProtoMember(3)]
-      public int width { get; set; }
-
-      [ProtoMember(4)]
-      public int height { get; set; }
-
-      [ProtoMember(5)]
-      public int left { get; set; }
-
-      [ProtoMember(6)]
-      public int top { get; set; }
-
-      [ProtoMember(7)]
-      public bool is_maximized { get; set; }
-
-      [ProtoMember(8)]
-      public string? host_id { get; set; }
-
-      [ProtoMember(9)]
-      public int tab_index { get; set; }
-
-      [ProtoMember(100)]
-      public bool horizontal { get; set; }
-
-      [ProtoMember(101), DefaultValue(true)]
-      public bool show_text { get; set; } = true;
-
-      [ProtoMember(102), DefaultValue(true)]
-      public bool always_on_top { get; set; } = true;
-
-      [ProtoMember(104)]
-      public string? custom_title { get; set; }
-
-      public bool Equals(WindowPosition? other) =>
-         other is not null &&
-         width == other.width &&
-         height == other.height &&
-         left == other.left &&
-         top == other.top &&
-         is_maximized == other.is_maximized &&
-         host_id == other.host_id &&
-         tab_index == other.tab_index &&
-         horizontal == other.horizontal &&
-         show_text == other.show_text &&
-         always_on_top == other.always_on_top &&
-         custom_title == other.custom_title;
-
-      public override bool Equals(object? obj) =>
-         Equals(obj as WindowPosition);
-
-      public override int GetHashCode() =>
-         GetType().GetHashCode();
-
-      public WindowPosition Clone() =>
-         ProtobufSerializationHelper.clone(this);
-
-      object ICloneable.Clone() =>
-         Clone();
-   }
-}

src/client/spark/Model/Settings/WindowSettings.cs

@@ -1,45 +0,0 @@
-#nullable enable
-namespace mbts.ui.shell {
-   using bts.utils;
-
-   using ProtoBuf;
-
-   using Spark.Core.Protobuf;
-
-   using System;
-   using System.Collections.Generic;
-
-   [ProtoContract]
-   public class WindowSettings : IProtobuf<WindowSettings> {
-      [ProtoMember(1)]
-      public string? owner { get; set; }
-
-      [ProtoMember(2)]
-      public byte[]? app_data { get; set; }
-
-      [ProtoMember(8)]
-      public WindowPosition? position { get; set; }
-
-      [ProtoMember(9)]
-      public string? title { get; set; }
-
-      public bool Equals(WindowSettings? other) =>
-         other is not null &&
-         owner == other.owner &&
-         app_data.safe_sequence_equals(other.app_data) &&
-         position.safe_equals(other.position) &&
-         title == other.title;
-
-      public override bool Equals(object? obj) =>
-         Equals(obj as WindowSettings);
-
-      public override int GetHashCode() =>
-         GetType().GetHashCode();
-
-      public WindowSettings Clone() =>
-         ProtobufSerializationHelper.clone(this);
-
-      object ICloneable.Clone() =>
-         Clone();
-   }
-}